‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Putnam Allstate Advisor
Putnam Income Subaccount
The subaccount seeks high current income consistent with what Putnam Management believes to be prudent risk.
Fund description
The subaccount takes a flexible approach to pursuing high current income by diversifying across a range of fixed-income sectors. These sectors include, but are not limited to, investment-grade corporate bonds, mortgage-backed securities, U.S. Treasuries, and high-yield corporate bonds. The subaccount seeks to capitalize on those market sectors and maturities
Sales story
Pursuing income with an all-weather bond portfolioDiverse opportunities: The fund invests across all sectors of the U.S. bond market, including mortgage-backed, corporate, and government bonds.A flexible strategy: The portfolio managers pursue an attractive level of income, adjusting the portfolio to favor attractive sectors as interest rates and market conditions change.Leading research: The managers, supported by Putnam's fixed-income research division, analyze a range of bonds to build a competitive portfolio.
Management team
- Michael V. Salm (Investing since 1989)
Daily pricing as of 01/20/21
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $22.054696 | $21.339296 |
| Unit Value Change | -0.000758 | -0.000821 |
Lipper ranking ‡ as of 12/31/20
Category: Core Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 8% | 6/82 |
| 1 yr. | 97% | 113/116 |
| 3 yrs. | 23% | 25/110 |
| 5 yrs. | 22% | 22/101 |
Quick facts as of 12/31/20
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor |
| Subaccount Status | Open to new investors |
| Number of issues | 1308 |
| Turnover (fiscal year end) | 580% |
| Net Assets | $242M |
| Inception Date | 02/01/88 |
Performance
Performance as of 12/31/20
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 1.28% | 4.41% | 4.41% | 4.51% | 3.70% | 3.42% | 4.82% |
| Standardized | -7.55% | -4.64% | -4.64% | -0.27% | -0.04% | 0.47% | 3.02% |
| With optional enhanced death benefit | |||||||
| Unit Value | 1.24% | 4.25% | 4.25% | 4.35% | 3.54% | 3.26% | 4.66% |
| Standardized | -7.59% | -4.78% | -4.78% | -0.43% | -0.21% | 0.29% | 2.81% |
| Actual performance | |||||||
| Unit Value | 1.28% | 4.41% | 4.41% | 4.51% | 3.70% | 3.42% | 3.75% |
| Standardized | -7.55% | -4.64% | -4.64% | -0.27% | -0.04% | 0.47% | 1.18% |
| With optional enhanced death benefit | |||||||
| Unit Value | 1.24% | 4.25% | 4.25% | 4.35% | 3.54% | 3.26% | 3.60% |
| Standardized | -7.59% | -4.78% | -4.78% | -0.43% | -0.21% | 0.29% | 0.97% |
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 12/31/20 |
|
|---|---|
| Unit Value | 0.16% |
| Standardized | -8.59% |
YTD as of 01/19/21 |
|
|---|---|
| Unit Value | -0.76% |
| Standardized | -9.45% |
With optional enhanced death benefit
Monthly as of 12/31/20 |
|
|---|---|
| Unit Value | 0.14% |
| Standardized | -8.61% |
YTD as of 01/19/21 |
|
|---|---|
| Unit Value | -0.77% |
| Standardized | -9.46% |
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 12/31/20
| Avg. Eff. Maturity | 9.07 |
| Avg. Eff. Duration | 6.45 |
| Avg. Coupon | 4.85 |
| Avg. Yield to Maturity | 4.99 |
| Alpha (%) | -- |
| Beta | 1.11 |
| R Squared | 0.68 |
| Standard Deviation (3 yrs.) | 4.50 |
Maturity Details
| 0 to 1 yr. | -25.21% |
| 1 to 5 yrs. | 84.87% |
| 5 to 10 yrs. | 30.20% |
| 10 to 15 yrs. | 1.91% |
| Over 15 yrs. | 8.23% |
Quality Ratings
| AAA | 83.28% |
| AA | 8.58% |
| A | 15.74% |
| BBB | 19.01% |
| BB | 3.55% |
| B | 3.86% |
| CCC and Below | 1.40% |
| Not Rated | -35.42% |
Holdings
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | 13.31% |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 6.57% |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | 4.86% |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 4.36% |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 3.93% |
| Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | 3.35% |
| Gnma Gii30 Tba 03.5000 01/01/2051 | 2.63% |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2051 | 2.60% |
| Fnma Fn30 Tba Umbs 04.5000 01/01/2051 | 1.79% |
| Gnma Gii30 Tba 04.0000 01/01/2051 | 1.77% |
| Top 10 holdings, total: | 45.17% |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | 13.31% |
| 2: Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 6.57% |
| 3: Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | 4.86% |
| 4: Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 4.36% |
| 5: Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 3.93% |
| 6: Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | 3.35% |
| 7: Gnma Gii30 Tba 03.5000 01/01/2051 | 2.63% |
| 8: Fnma Fn30 Tba Umbs 03.0000 01/01/2051 | 2.60% |
| 9: Fnma Fn30 Tba Umbs 04.5000 01/01/2051 | 1.79% |
| 10: Gnma Gii30 Tba 04.0000 01/01/2051 | 1.77% |
| Holdings represent 45.17% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | 16.34% |
| 2: Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 6.51% |
| 3: Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 4.38% |
| 4: Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | 3.78% |
| 5: Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | 3.54% |
| 6: Gnma Gii30 Tba 03.5000 12/01/2050 | 2.63% |
| 7: Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | 2.19% |
| 8: Fnma Fn30 Tba Umbs 04.5000 12/01/2050 | 1.80% |
| 9: Gnma Gii30 Tba 04.0000 12/01/2050 | 1.76% |
| 10: Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | 1.74% |
| Holdings represent 44.67% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | 13.75% |
| 2: Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | 3.53% |
| 3: Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | 3.09% |
| 4: Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | 2.94% |
| 5: Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | 2.68% |
| 6: Gnma Gii30 Tba 03.5000 11/01/2050 | 2.64% |
| 7: Fnma Fn30 Tba Umbs 03.0000 11/01/2050 | 2.62% |
| 8: Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | 2.23% |
| 9: Fnma Fn30 Tba Umbs 04.5000 11/01/2050 | 1.81% |
| 10: Gnma Gii30 Tba 04.0000 11/01/2050 | 1.78% |
| Holdings represent 37.07% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | 19.45% |
| 2: Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | 3.93% |
| 3: Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 3.89% |
| 4: Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | 2.59% |
| 5: Gnma Gii30 Tba 03.5000 10/01/2050 | 2.59% |
| 6: Fnma Fn30 Tba Umbs 04.5000 10/01/2050 | 1.77% |
| 7: Gnma Gii30 Tba 04.0000 10/01/2050 | 1.74% |
| 8: Fnma Fn30 Tba Umbs 03.0000 10/01/2050 | 1.72% |
| 9: Fnma Fn30 Tba Umbs 06.0000 10/01/2050 | 0.92% |
| 10: Bf0101 03.5000 06/01/2056 | 0.91% |
| Holdings represent 39.51% of portfolio | |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 8.29% | FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 6.88% | FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 6.56% | FNMA FN30 TBA UMBS 02.0000 02/01/2051 | 6.44% | US ULTRA BOND CBT MAR21 WNH1 | 5.57% | FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 4.86% | US 5YR NOTE (CBT) MAR21 FVH1 | 4.28% | FNMA FN30 TBA UMBS 01.5000 01/01/2051 | 3.35% | US LONG BOND(CBT) MAR21 USH1 | 3.01% | US 10YR NOTE (CBT)MAR21 TYH1 | 2.92% | GNMA GII30 TBA 03.5000 01/01/2051 | 2.63% | FNMA FN30 TBA UMBS 03.0000 01/01/2051 | 2.60% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.26% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.98% | FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 1.79% | GNMA GII30 TBA 04.0000 01/01/2051 | 1.76% | US 10YR ULTRA FUT MAR21 UXYH1 | 1.62% | TREASURY BILL 00.0000 02/02/2021 | 1.49% | TREASURY BILL 00.0000 01/05/2021 | 1.45% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 1.35% | TREASURY BILL 00.0000 03/25/2021 | 1.16% | TREASURY BILL 00.0000 03/18/2021 | 1.08% | FNMA FN30 TBA UMBS 06.0000 01/01/2051 | 0.93% | FNMA FN30 TBA UMBS 05.5000 01/01/2051 | 0.92% | BF0101 03.5000 06/01/2056 | 0.88% | FNR 2020-70 SD IO 06.1020 10/25/2050 | 0.76% | FHR 4945 SL IO 05.9020 01/25/2050 | 0.64% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.63% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.62% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.59% | FHS 315 PO PO 00.0000 09/15/2043 | 0.57% | WAMU 2005-AR13 A1C4 01.0080 10/25/2045 | 0.55% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.54% | BMIR 2017-1 M2 P/P 144A 03.4980 10/25/2027 | 0.52% | STACR 2020-HQA1 M2 02.0480 01/25/2050 | 0.51% | CITIGROUP INC 04.4500 09/29/2027 | 0.50% | GNR 2020-18 GS IO 05.8984 02/20/2050 | 0.47% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.46% | GNMA GII30 TBA 04.5000 01/01/2051 | 0.44% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.44% | GNMA GII30 TBA 03.0000 01/01/2051 | 0.43% | MORGAN STANLEY 04.3750 01/22/2047 | 0.43% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.43% | BROADCOM INC 04.1500 11/15/2030 | 0.41% | STACR 2016-HQA1 M3 06.4980 09/25/2028 | 0.41% | CAS 2016-C03 1M2 05.4480 10/25/2028 | 0.41% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.40% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.40% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.38% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.38% | ABBVIE INC 03.2000 11/21/2029 | 0.38% | COMM 2014-CR17 C 04.7832 05/10/2047 | 0.38% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.36% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.36% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.35% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.35% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.34% | FNR 2019-3 SA IO 05.9520 02/25/2049 | 0.33% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.33% | MRAIT 2020-2 A2 | 0.33% | UBSBB 2012-C2 E P/P 144A 04.8879 05/10/2063 | 0.32% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.32% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.32% | MRAIT 2020-12 A1X 07/15/2021 | 0.32% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.31% | STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.31% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.31% | WAMU 2005-AR17 A1B2 00.9680 12/25/2045 | 0.31% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.31% | CGCMT 2012-GC8 B P/P 144A 04.2850 09/10/2045 | 0.30% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.29% | VERIZON COMM 04.6720 03/15/2055 | 0.29% | ORACLE CORP 02.6500 07/15/2026 | 0.29% | FNR 2016-8 SA IO 05.9020 03/25/2046 | 0.29% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.28% | VISIO 2019-1 A3 03.8250 06/25/2054 | 0.28% | GSMS 2015-GS1 XA IO 00.7621 11/10/2048 | 0.28% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.28% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.28% | VERIZON COMM 04.3290 09/21/2028 | 0.27% | GNR 2020-55 SA IO 05.8984 04/20/2050 | 0.27% | BBCMS 2019-C4 XA IO 01.5958 08/15/2052 | 0.27% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.27% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.27% | MSBAM 2013-C10 E P/P 144A 04.0816 07/15/2046 | 0.27% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.26% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.26% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.26% | COMM 2018-COR3 C 04.5606 05/10/2051 | 0.26% | WFRBS 2011-C4 C P/P 144A 05.1930 06/15/2044 | 0.26% | CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.25% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.25% | TREASURY BILL 00.0000 01/19/2021 | 0.25% | TREASURY BILL 00.0000 02/16/2021 | 0.25% | BACM 2015-UBS7 XA IO 00.7954 09/15/2048 | 0.25% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.25% | MICROSOFT CORP 02.4000 08/08/2026 | 0.25% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.24% | STACR 2016-DNA3 M3 05.1480 12/25/2028 | 0.24% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.24% | UBSBB 2012-C3 C P/P 144A 05.0299 08/10/2049 | 0.24% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.24% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.24% | CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.24% | WFCM 2020-C57 C 04.0242 08/15/2053 | 0.24% | GNR 2016-H23 NI IO 02.3708 10/20/2066 | 0.23% | STACR 2017-HQA2 M2 02.7980 12/25/2029 | 0.23% | FHMS K105 X1 IO 01.5230 01/25/2030 | 0.23% | COMCAST CORP 03.4500 02/01/2050 | 0.23% | UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.23% | CGCMT 2014-GC23 IO 00.9404 07/10/2047 | 0.22% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.22% | SPST 2020-2 A 00.9780 03/26/2021 | 0.22% | WFCM 2018-C43 XA IO 00.6745 03/15/2051 | 0.22% | CAS 2017-C07 1EB2 01.1480 05/25/2030 | 0.22% | CGCMT 2015-P1 C 04.3685 09/15/2048 | 0.22% | SPST 2020-6 A 01.8933 09/07/2021 | 0.22% | STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.22% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.22% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.22% | CF 2019-CF1 XA IO 01.1414 05/15/2052 | 0.22% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.22% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.22% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% | CAS 2020-R01 1M2 02.1980 01/25/2040 | 0.21% | MCAS 2019-01 M10 P/P 144A 03.3980 10/15/2049 | 0.21% | SPST 2020-WL1 A 01.2980 06/25/2051 | 0.21% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.21% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.21% | US BANCORP 03.0000 07/30/2029 | 0.21% | CSAIL 2019-C16 XA IO 01.5650 06/15/2052 | 0.21% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.21% | JPMCC 2012-C8 C P/P 144A 04.6220 10/15/2045 | 0.21% | SPST 2020-13 A 01.6433 10/10/2021 | 0.21% | WFRBS 2012-C10 D P/P 144A 04.4272 12/15/2045 | 0.20% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.20% | SPST 2020-15 A 01.5133 12/10/2021 | 0.20% | CSAIL 2015-C4 B 04.3129 11/15/2048 | 0.20% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.20% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | GSMS 2014-GC18 C 04.9886 01/10/2047 | 0.20% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.20% | APPLE INC 04.3750 05/13/2045 | 0.20% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.20% | WFRBS 2011-C5 C P/P 144A 05.6557 11/15/2044 | 0.20% | CAS 2016-C02 1M2 06.1480 09/25/2028 | 0.20% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.20% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.19% | WFCM 2019-C50 XA IO 01.4184 05/15/2052 | 0.19% | CAS 2020-R02 2M2 02.1480 01/25/2040 | 0.19% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.19% | GNR 2019-123 SL IO 05.9984 10/20/2049 | 0.19% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.19% | MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.19% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.19% | SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.19% | BCAP 2015-RR5 2A2 01.8134 01/26/2046 | 0.19% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.19% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.19% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.19% | GNR 2019-119 KS IO 05.8969 09/16/2049 | 0.19% | GNR 2018-168 KS IO 05.9984 12/20/2048 | 0.19% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.18% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.18% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | UBSCM 2019-C17 XA IO 01.4868 10/15/2052 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.18% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.18% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.18% | COMCAST CORP 03.1500 03/01/2026 | 0.18% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.18% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.18% | BSCMS 2007-T26 AJ 05.4318 01/12/2045 | 0.17% | GNR 2016-H02 HI IO 02.9195 01/20/2066 | 0.17% | SERVICENOW INC 01.4000 09/01/2030 | 0.17% | CAS 2018-C04 2M2 02.6980 12/25/2030 | 0.17% | LCCM 2017-LC26 XA IO P/P 144A 01.4164 07/12/2050 | 0.17% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | FNR 2017-108 SA IO 06.0020 01/25/2048 | 0.17% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.17% | GNR 2012-149 GS IO 06.0484 12/20/2042 | 0.17% | AT&T INC 04.7500 05/15/2046 | 0.17% | STACR 2020-HQA2 M2 03.2480 03/25/2050 | 0.17% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.17% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.17% | STACR 2019-DNA1 B1 04.7980 01/25/2049 | 0.17% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.17% | CSAIL 2015-C3 XA IO 00.7181 08/15/2048 | 0.17% | CIT BANK NA 02.9690 09/27/2025 | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | FNR 2016-91 AS IO 05.9520 12/25/2046 | 0.17% | GNR 2019-20 SB IO 05.9484 02/20/2049 | 0.17% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.17% | GNR 2019-83 SW IO 05.9484 07/20/2049 | 0.17% | STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.16% | MCAS 2020-01 M10 P/P 144A 03.8980 03/25/2050 | 0.16% | GSMS 2014-GC22 XA IO 00.9803 06/10/2047 | 0.16% | MICROSOFT CORP 03.7000 08/08/2046 | 0.16% | AMAZON.COM INC 01.5000 06/03/2030 | 0.16% | FNR 2020-12 SK IO 05.9020 03/25/2050 | 0.16% | GNR 2019-83 JS IO 05.9484 07/20/2049 | 0.16% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.16% | WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 0.16% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.16% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.16% | GNR 2019-H02 DI IO 02.8309 11/20/2068 | 0.16% | GNR 2020-32 GS IO 05.9484 03/20/2050 | 0.16% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.16% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.15% | WFRBS 2014-C22 XA IO 00.8048 09/15/2057 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | FISERV INC 04.2000 10/01/2028 | 0.15% | MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.15% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.15% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.15% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% | OMIR 2018-1A M2 02.9980 07/25/2028 | 0.15% | DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.15% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.15% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.15% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.15% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 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% | GNR 2014-H07 BI IO 01.4751 05/20/2064 | 0.15% | MSC 2011-C1 E P/P 144A 05.5629 09/15/2047 | 0.15% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.15% | BOEING CO 04.8750 05/01/2025 | 0.15% | FREMF 2019-KF66 B P/P 144A 02.5534 07/25/2029 | 0.14% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | 0.14% | JPMCC 2012-C8 D P/P 144A 04.6701 10/15/2045 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.14% | WFRBS 2012-C6 C P/P 144A 05.5791 04/15/2045 | 0.14% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.14% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | GNR 2014-H11 GI IO 01.4824 06/20/2064 | 0.14% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.14% | MSC 2011-C1 D P/P 144A 05.5629 09/15/2047 | 0.14% | BHLD 2020-1 A3 03.3950 02/25/2055 | 0.14% | CSAIL 2015-C1 D P/P 144A 03.7643 04/15/2050 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.14% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.14% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% | UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.14% | ALPHABET INC 02.2500 08/15/2060 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.13% | CAS 2017-C03 1M2 03.1480 10/25/2029 | 0.13% | GNR 2020-11 SY IO 05.9484 01/20/2050 | 0.13% | T-MOBILE USA INC P/P 144A 04.5000 04/15/2050 | 0.13% | GNR 2017-H14 EI IO 01.7641 06/20/2067 | 0.13% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% | STACR 2015-DN1 M3 04.2980 01/25/2025 | 0.13% | CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.13% | DBUBS 2011-LC2A C P/P 144A 05.4874 07/10/2044 | 0.13% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.13% | FHR 4738 QS IO 06.0414 12/15/2047 | 0.13% | MSC 2016-UB12 XA IO 00.7476 12/15/2049 | 0.13% | STACR 2018-DNA2 B1 03.8480 12/25/2030 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.13% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.13% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.13% | STACR 2017-HQA1 M2B 03.6980 08/25/2029 | 0.13% | BACM 2005-1 B 05.4820 11/10/2042 | 0.13% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.13% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.12% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.12% | GNR 2015-H13 AI IO 02.6329 06/20/2065 | 0.12% | UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.12% | COMM 2014-UBS4 C 04.6440 08/10/2047 | 0.12% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.12% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | GNR 2017-H08 NI IO 02.2436 03/20/2067 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | MRAFT 2020-5 A1 01.1488 08/10/2023 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.12% | CGCMT 2014-GC19 X IO 01.1390 03/10/2047 | 0.12% | JPMCC 2012-C6 E P/P 144A 05.1519 05/15/2045 | 0.12% | MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.12% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.12% | AIR LEASE CORP 03.2500 10/01/2029 | 0.12% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.12% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.12% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | EQUINIX INC 03.2000 11/18/2029 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.12% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | WEC ENERGY GROUP INC 02.3335 05/15/2067 | 0.12% | BACM 2015-UBS7 B 04.3594 09/15/2048 | 0.11% | FHMS K104 X1 IO 01.1271 01/25/2030 | 0.11% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.11% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.11% | UBSCM 2017-C7 XA IO 01.0336 12/15/2050 | 0.11% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.11% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.11% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.11% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.11% | WFCM 2015-LC20 XB IO 00.4831 04/15/2050 | 0.11% | GNR 2018-155 SE IO 05.9484 11/20/2048 | 0.11% | UBSCM 2018-C12 XA IO 00.8192 08/15/2051 | 0.11% | GNR 2017-H12 QI IO 02.6274 05/20/2067 | 0.11% | TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% | COMCAST CORP 03.9990 11/01/2049 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.11% | JPMBB 2014-C22 XA IO 00.8302 09/15/2047 | 0.11% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.11% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.11% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.11% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | GNR 2014-131 BS IO 06.0469 09/16/2044 | 0.10% | GNR 2017-H09 DI IO 01.9054 03/20/2067 | 0.10% | GNR 2017-H10 MI IO 02.1534 04/20/2067 | 0.10% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% | STACR 2014-DN2 M3 03.7480 04/25/2024 | 0.10% | STACR 2014-HQ2 M3 03.8980 09/25/2024 | 0.10% | UBSCM 2012-C1 D P/P 144A 05.5689 05/10/2045 | 0.10% | CAS 2017-C07 1B1 04.1480 05/25/2030 | 0.10% | CIT GROUP INC. 05.2500 03/07/2025 | 0.10% | CSAIL 2015-C1 C 04.2643 04/15/2050 | 0.10% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.10% | STACR 2018-DNA2 M2 02.2980 12/25/2030 | 0.10% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.10% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.10% | FHR 3408 EK 25.1548 04/15/2037 | 0.10% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.10% | JPMBB 2013-C14 E P/P 144A 04.7018 08/15/2046 | 0.10% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.10% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% | GNR 2016-H06 AI IO 03.2313 02/20/2066 | 0.10% | JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.10% | MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.10% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.10% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% | GNR 2019-21 SJ IO 05.8984 02/20/2049 | 0.10% | GNR 2019-44 SA IO 05.8984 04/20/2049 | 0.10% | JPMBB 2013-C15 C 05.1969 11/15/2045 | 0.10% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.10% | FOX CORP 03.5000 04/08/2030 | 0.10% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.10% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | COMM 2014-UBS2 C 04.9603 03/10/2047 | 0.10% | FHR 3065 DC 19.3841 03/15/2035 | 0.10% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | CSMC 2016-NXSR XA IO 00.7578 12/15/2049 | 0.10% | GNR 2015-H12 EI IO 01.7100 04/20/2065 | 0.10% | WFCM 2014-LC16 XA IO 01.0889 08/15/2050 | 0.10% | CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.10% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.10% | GSMS 2013-GC13 XA IO 00.0732 07/10/2046 | 0.09% | JPMDB 2017-C7 C 04.1794 10/15/2050 | 0.09% | CAS 2017-C01 1B1 05.8980 07/25/2029 | 0.09% | GNR 2016-H14 IO IO 01.6878 06/20/2066 | 0.09% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.09% | STACR 2014-DN4 M3 04.6980 10/25/2024 | 0.09% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.09% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.09% | WFRBS 2013-C14 XA IO 00.7190 06/15/2046 | 0.09% | BANK 2018-BN13 XA 00.5069 08/15/2061 | 0.09% | COMM 2014-UBS6 XA IO 00.8875 12/10/2047 | 0.09% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.09% | APPLE INC 03.4500 05/06/2024 | 0.09% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.09% | NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | CAS 2018-C01 1M2 02.3980 07/25/2030 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.09% | NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.09% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.09% | CAS 2017-C01 1EB1 01.3980 07/25/2029 | 0.09% | EMIR 2018-1 M1 01.8480 11/25/2028 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | FHR 3852 NT 05.8414 05/15/2041 | 0.09% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.09% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.09% | AON PLC 04.2500 12/12/2042 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.09% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.09% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.09% | FNR 2018-94 SA IO 05.9520 01/25/2049 | 0.09% | GNR 2015-H12 GI IO 01.8017 05/20/2065 | 0.09% | JPMDB 2017-C5 XA IO 00.9325 03/15/2050 | 0.09% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.09% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% | WFCM 2017-C41 XA IO 01.2087 11/15/2050 | 0.09% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | GNR 2011-17 S IO 05.8984 02/20/2041 | 0.08% | GNR 2016-H11 HI IO 02.1024 01/20/2066 | 0.08% | MWST 2020-1 A 01.0480 10/25/2053 | 0.08% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% | CARR 2006-NC2 A4 00.3880 06/25/2036 | 0.08% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.08% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% | FNR 2006-8 HP 24.0240 03/25/2036 | 0.08% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% | GNR 2015-H04 AI IO 02.2667 12/20/2064 | 0.08% | JPMCC 2013-C16 C 05.0268 12/15/2046 | 0.08% | JPMCC 2016-JP2 XA IO 01.7965 08/15/2049 | 0.08% | CIGNA CORP 03.7500 07/15/2023 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.08% | EMIR 2019-1 M2 03.4480 04/25/2029 | 0.08% | MSC 2011-C3 E P/P 144A 05.2443 07/15/2049 | 0.08% | ZOETIS INC 02.0000 05/15/2030 | 0.08% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.08% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.08% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.08% | GNR 2015-H12 AI IO 01.8635 05/20/2065 | 0.08% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.08% | EFMT 2020-1 A2 03.3530 05/25/2065 | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | COMM 2014-CR17 D P/P 144A 04.8470 05/10/2047 | 0.08% | GNR 2015-H25 AI IO 01.6175 09/20/2065 | 0.08% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% | FHR 4912 PS IO 05.9020 09/25/2049 | 0.07% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | COMM 2013-CR11 XA IO 00.9201 08/10/2050 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | MSBAM 2015-C26 XA IO 01.0171 10/15/2048 | 0.07% | MSRR 2015-R4 CB1 00.9758 08/26/2047 | 0.07% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.07% | COMM 2013-CR6 D P/P 144A 04.0897 03/10/2046 | 0.07% | FISERV INC 03.5000 07/01/2029 | 0.07% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.07% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | 1.316 R ISWP US0003M P 10/15/2021 | 0.07% | BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | MSBAM 2015-C25 XA IO 01.0531 10/15/2048 | 0.07% | MSC 2016-BNK2 XA IO 01.0483 11/15/2049 | 0.07% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.07% | COMM 2014-CR19 D P/P 144A 04.7108 08/10/2047 | 0.07% | CWALT 2007-OA6 A1A 00.2880 06/25/2037 | 0.07% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.07% | GNR 2016-H04 KI IO 02.8081 02/20/2066 | 0.07% | JPMBB 2014-C19 D P/P 144A 04.6760 04/15/2047 | 0.07% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | STACR 2018-DNA1 M2 01.9480 07/25/2030 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | SAIL 2004-10 A10 01.0480 11/25/2034 | 0.07% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | COMM 2014-LC15 XA IO 01.0874 04/10/2047 | 0.06% | GSMS 2013-GC10 XA IO 01.4889 02/10/2046 | 0.06% | MSBAM 2013-C7 XA IO 01.3292 02/15/2046 | 0.06% | STACR 2018-HQA1 M2 02.4480 09/25/2030 | 0.06% | FNR 2005-122 SE 22.5820 11/25/2035 | 0.06% | GNR 2010-H19 GI IO 01.4101 08/20/2060 | 0.06% | NHEL 2004-2 M4 01.9480 09/25/2034 | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | COMM 2015-CR23 XA IO 00.8925 05/10/2048 | 0.06% | FHR 4839 AS IO 05.8914 06/15/2042 | 0.06% | GNR 2015-H25 CI IO 01.9077 10/20/2065 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.06% | WFRBS 2014-C24 XA IO 00.8327 11/15/2047 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% | STACR 2019-HQA1 M2 02.4980 02/25/2049 | 0.06% | UBSBB 2012-C2 XA IO P/P 144A 01.2893 05/10/2063 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.06% | FNR 2006-62 PS 39.0120 07/25/2036 | 0.06% | JPMCC 2011-C3 F P/P 144A 05.6961 02/15/2046 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | RMIR 2019-1 M2 P/P 144A 03.3480 02/25/2029 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.06% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.06% | GNR 2015-H28 DI IO 01.5546 08/20/2065 | 0.06% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | GNR 2015-H15 JI IO 01.9590 06/20/2065 | 0.06% | 1.33 R ISWP US0003M P 11/03/2021 | 0.06% | MSBAM 2013-C12 XA IO 00.5893 10/15/2046 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% | JPMCC 2011-C3 D P/P 144A 05.6961 02/15/2046 | 0.06% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.06% | CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | GNR 2016-H27 BI IO 01.8584 12/20/2066 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | WFRBS 2012-C10 XA IO P/P 144A 01.5232 12/15/2045 | 0.06% | CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | COMM 2014-CR19 XA IO 00.9755 08/10/2047 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | GNR 2014-H08 CI IO 01.4695 03/20/2064 | 0.06% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.06% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.06% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% | AT&T INC 04.3000 02/15/2030 | 0.05% | BERKSHIRE HATHAW P/P 144A 04.2500 10/15/2050 | 0.05% | FNR 2005-106 JC 19.6651 12/25/2035 | 0.05% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | FNR 2007-53 SP 23.6573 06/25/2037 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.05% | PROLOGIS LP 02.2500 04/15/2030 | 0.05% | VIACOMCBS INC 04.2000 06/01/2029 | 0.05% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.05% | GNR 2015-H09 BI IO 01.6887 03/20/2065 | 0.05% | GNR 2015-H16 XI IO 02.4638 07/20/2065 | 0.05% | GSMS 2014-GC18 XA IO 01.0053 01/10/2047 | 0.05% | MWST 2019-1 A 00.9480 06/25/2052 | 0.05% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | MWST 2020-2 A 00.9531 11/25/2053 | 0.05% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | FNR 2011-4 CS 12.6040 05/25/2040 | 0.05% | GNR 2016-H24 JI IO 02.1979 11/20/2066 | 0.05% | JPMCC 2012-LC9 D P/P 144A 04.4186 12/15/2047 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.05% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.05% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | GNR 2015-H10 CI IO 01.8054 04/20/2065 | 0.05% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.05% | WFRBS 2013-C11 XA IO P/P 144A 01.1729 03/15/2045 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | GNMA GII30 AY4779 04.5110 03/20/2067 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.04% | GSMS 2010-C1 D P/P 144A 05.9819 08/10/2043 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | JPMCC 2013-C16 XA IO 00.9237 12/15/2046 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.04% | CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.04% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | JPMCC 2007-CB20 E P/P 144A 06.1687 02/12/2051 | 0.04% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | CCMFC 2004-3A A2 00.4480 08/25/2035 | 0.04% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% | GNR 2015-H20 AI IO 01.8300 08/20/2065 | 0.04% | UBSBB 2013-C6 XA IO P/P 144A 01.1056 04/10/2046 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 0.04% | BANK OF AMERICA CORP 00.9765 09/15/2026 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | HCA INC 04.1250 06/15/2029 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | OPTN FN30 2.0 02/04/21 CALL 103.34375 JPMC | 0.04% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.04% | TREASURY BILL 00.0000 01/26/2021 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | FNR 2010-35 SG IO 06.2520 04/25/2040 | 0.04% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% | GSMS 2013-GC12 XA IO 01.4071 06/10/2046 | 0.04% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | FNR 2005-75 GS 19.8060 08/25/2035 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | GNMA GII30 BA7681 04.6110 06/20/2067 | 0.04% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.04% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.04% | STACR 2019-DNA2 B1 04.4980 03/25/2049 | 0.04% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% | WAMU 2005-AR1 A2B 00.9480 01/25/2045 | 0.04% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.04% | WFRBS 2012-C9 XA IO P/P 144A 01.8781 11/15/2045 | 0.04% | CGCMT 2013-GC17 X IO 01.0268 11/10/2046 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.04% | WFRBS 2012-C7 D P/P 144A 04.8098 06/15/2045 | 0.04% | CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.04% | GNR 2015-H17 CI IO 01.5823 06/20/2065 | 0.04% | MSBAM 2013-C10 F P/P 144A 04.0816 07/15/2046 | 0.04% | JPMBB 2014-C25 XA IO 00.8455 11/15/2047 | 0.04% | MSBAM 2014-C17 XA IO 01.0756 08/15/2047 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | COMM 2013-CR13 E P/P 144A 04.8856 11/10/2046 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | FHR 2990 LB 16.5402 06/15/2034 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | JPMCC 2013-LC11 X IO 01.2474 04/15/2046 | 0.03% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | GNR 2015-H01 CI IO 01.6172 12/20/2064 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | AIR LEASE CORP 04.6250 10/01/2028 | 0.03% | CAS 2018-C05 1M2 02.4980 01/25/2031 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | JPMCC 2012-LC9 XA IO 01.4918 12/15/2047 | 0.03% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% | HMIR 2018-1 M1 P/P 144A 01.7480 10/25/2028 | 0.03% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.03% | 1.16 R ISWP US0003M P 10/16/2050 | 0.03% | CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | STACR 2018-DNA3 B1 04.0480 09/25/2048 | 0.03% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% | 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CAS 2017-C06 2M2 02.9480 02/25/2030 | 0.03% | CAS 2019-R05 1M2 02.1480 07/25/2039 | 0.03% | COMM 2012-CR1 D P/P 144A 05.3193 05/15/2045 | 0.03% | COMM 2014-UBS6 C 04.4459 12/10/2047 | 0.03% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | JPMCC 2010-C1 C P/P 144A 06.0162 06/15/2043 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.03% | 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.02% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% | CAS 2019-R02 1B1 04.2980 08/25/2031 | 0.02% | CGCMT 2012-GC8 XA IO P/P 144A 01.7512 09/10/2045 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.02% | FHR 4074 KS IO 06.5414 02/15/2041 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 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 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 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 05.9984 09/20/2043 | 0.02% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% | UBSCM 2012-C1 XA IO P/P 144A 02.0593 05/10/2045 | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% | CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% | CITIGROUP INC 03.6680 07/24/2028 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | GNR 2019-121 SD IO 05.8484 10/20/2049 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% | COMM 2012-LC4 XA IO P/P 144A 02.0966 12/10/2044 | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | JPMBB 2013-C17 XA IO 00.7428 01/15/2047 | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | OSHKOSH CORP 03.1000 03/01/2030 | 0.02% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2015-H22 EI IO 01.6106 08/20/2065 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | FHR 2976 LC 23.8384 05/15/2035 | 0.02% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.02% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CAS 2016-C04 1M2 04.3980 01/25/2029 | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | WFRBS 2011-C4 E P/P 144A 05.1930 06/15/2044 | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.01% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | MSBAM 2013-C11 D P/P 144A 04.3521 08/15/2046 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% | 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% | MSC 2012-C4 XA IO P/P 144A 02.0596 03/15/2045 | 0.01% | 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | FNR 2005-83 QP 17.0092 11/25/2034 | 0.01% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | WFRBS 2011-C5 XA IO P/P 144A 01.6726 11/15/2044 | 0.01% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% | 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.01% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.01% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2020-15 CS IO 05.8984 02/20/2050 | 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% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNS 372 1 PO 00.0000 08/25/2036 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.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-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CITIGROUP INC 04.7500 05/18/2046 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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| -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% | 0.645 R ISWP US0003M P 07/15/2030 | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% | 1.26 R ISWP US0003M P 12/01/2050 | -0.02% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | OPTN FN30 2.0 02/04/21 PUT 103.34375 JPMC | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -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 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.03% | 0.75 R ISWP US0003M P 10/16/2030 | -0.03% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 0.83 R ISWP US0003M P 11/03/2021 | -0.03% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% | OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.04% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.04% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.05% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.06% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | 1.02 R ISWP US0003M P 12/02/2033 | -0.07% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.11% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.11% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.11% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.12% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.12% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.12% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.13% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.14% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.14% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.14% | 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.15% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.17% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.17% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.18% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.18% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.20% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.21% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.21% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.22% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.24% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.33% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.42% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.43% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.54% | 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 | -0.91% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.95% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.11% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.22% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.44% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.75% | US 2YR NOTE (CBT) MAR21 TUH1 | -41.99% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 14.62% | US ULTRA BOND CBT MAR21 WNH1 | 5.64% | FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 4.38% | FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 4.34% | US 5YR NOTE (CBT) MAR21 FVH1 | 4.29% | FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 3.91% | FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 3.78% | FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 3.54% | US LONG BOND(CBT) MAR21 USH1 | 2.97% | US 10YR NOTE (CBT)MAR21 TYH1 | 2.86% | GNMA GII30 TBA 03.5000 12/01/2050 | 2.63% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.33% | FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 2.19% | FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 1.80% | GNMA GII30 TBA 04.0000 12/01/2050 | 1.76% | FNMA FN30 TBA UMBS 03.0000 12/01/2050 | 1.73% | FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 1.72% | US 10YR ULTRA FUT MAR21 UXYH1 | 1.63% | CASH MGMT BILL 00.0000 02/02/2021 | 1.49% | TREASURY BILL 00.0000 01/05/2021 | 1.45% | FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 1.33% | FNMA FN30 TBA UMBS 06.0000 12/01/2050 | 0.93% | FNMA FN30 TBA UMBS 05.5000 12/01/2050 | 0.93% | BF0101 03.5000 06/01/2056 | 0.89% | FNMA FN30 TBA UMBS 03.0000 01/01/2051 | 0.87% | FNR 2020-70 SD IO 06.0999 10/25/2050 | 0.80% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.79% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.76% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.69% | FHR 4945 SL IO 05.8999 01/25/2050 | 0.67% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.65% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.63% | TREASURY BILL 00.0000 12/03/2020 | 0.62% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.60% | FHS 315 PO PO 00.0000 09/15/2043 | 0.59% | TREASURY BILL 00.0000 12/10/2020 | 0.58% | WAMU 2005-AR13 A1C4 01.0101 10/25/2045 | 0.57% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.55% | BMIR 2017-1 M2 P/P 144A 03.5001 10/25/2027 | 0.52% | STACR 2020-HQA1 M2 02.0501 01/25/2050 | 0.51% | TREASURY BILL 00.0000 12/15/2020 | 0.50% | CITIGROUP INC 04.4500 09/29/2027 | 0.49% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.48% | GNR 2020-18 GS IO 05.9035 02/20/2050 | 0.48% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.47% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.47% | GNMA GII30 TBA 04.5000 12/01/2050 | 0.44% | MORGAN STANLEY 04.3750 01/22/2047 | 0.44% | GNMA GII30 TBA 03.0000 12/01/2050 | 0.43% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.42% | STACR 2016-HQA1 M3 06.5001 09/25/2028 | 0.42% | TREASURY BILL 00.0000 12/08/2020 | 0.42% | CAS 2016-C03 1M2 05.4501 10/25/2028 | 0.41% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.41% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.40% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.40% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.39% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.38% | ABBVIE INC 03.2000 11/21/2029 | 0.38% | COMM 2014-CR17 C 04.9448 05/10/2047 | 0.38% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.37% | BROADCOM INC 04.1500 11/15/2030 | 0.36% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.36% | FNR 2019-3 SA IO 05.9499 02/25/2049 | 0.35% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.34% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.34% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.33% | MRAIT 2020-2 A2 | 0.32% | UBSBB 2012-C2 E P/P 144A 05.0451 05/10/2063 | 0.32% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.32% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.32% | STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.31% | WAMU 2005-AR17 A1B2 00.9701 12/25/2045 | 0.31% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.31% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.31% | CGCMT 2012-GC8 B P/P 144A 04.2850 09/10/2045 | 0.30% | VERIZON COMM 04.6720 03/15/2055 | 0.30% | FNR 2016-8 SA IO 05.8999 03/25/2046 | 0.29% | ORACLE CORP 02.6500 07/15/2026 | 0.29% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.29% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.29% | GSMS 2015-GS1 XA IO 00.9114 11/10/2048 | 0.28% | VISIO 2019-1 A3 03.8250 06/25/2054 | 0.28% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.28% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.28% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.28% | VERIZON COMM 04.3290 09/21/2028 | 0.28% | BBCMS 2019-C4 XA IO 01.7435 08/15/2052 | 0.28% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.28% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.27% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.27% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.27% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.27% | MSBAM 2013-C10 E P/P 144A 04.2178 07/15/2046 | 0.26% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.26% | WFRBS 2011-C4 C P/P 144A 05.3828 06/15/2044 | 0.26% | CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.26% | COMM 2018-COR3 C 04.7127 05/10/2051 | 0.25% | BACM 2015-UBS7 XA IO 00.9410 09/15/2048 | 0.25% | CASH MGMT BILL 00.0000 02/16/2021 | 0.25% | TREASURY BILL 00.0000 01/19/2021 | 0.25% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.25% | GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.25% | STACR 2016-DNA3 M3 05.1501 12/25/2028 | 0.25% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.25% | MICROSOFT CORP 02.4000 08/08/2026 | 0.25% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.24% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.24% | UBSBB 2012-C3 C P/P 144A 05.1976 08/10/2049 | 0.24% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.24% | CFCRE 2011-C2 E P/P 144A 05.9307 12/15/2047 | 0.23% | CGCMT 2014-GC23 IO 01.0904 07/10/2047 | 0.23% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.23% | STACR 2017-HQA2 M2 02.8001 12/25/2029 | 0.23% | COMCAST CORP 03.4500 02/01/2050 | 0.23% | FHMS K105 X1 IO 01.6450 01/25/2030 | 0.23% | WFCM 2018-C43 XA IO 00.8295 03/15/2051 | 0.22% | SPST 2020-2 A 00.9755 03/26/2021 | 0.22% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.22% | STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.22% | CAS 2017-C07 1EB2 01.1501 05/25/2030 | 0.22% | SPST 2020-6 A 01.9001 09/07/2021 | 0.22% | CF 2019-CF1 XA IO 01.3019 05/15/2052 | 0.22% | CGCMT 2015-P1 C 04.5141 09/15/2048 | 0.22% | OPTN FN30 2.0 01/07/21 CALL 102.59375 JPMC | 0.22% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.22% | CAS 2020-R01 1M2 02.2001 01/25/2040 | 0.21% | US BANCORP 03.0000 07/30/2029 | 0.21% | AES CORP/THE P/P 144A 02.4500 01/15/2031 | 0.21% | SPST 2020-WL1 A 01.3001 06/25/2051 | 0.21% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.21% | MCAS 2019-01 M10 P/P 144A 03.4001 10/15/2049 | 0.21% | CSAIL 2019-C16 XA IO 01.7263 06/15/2052 | 0.21% | SPST 2020-13 A 01.6501 10/10/2021 | 0.21% | JPMCC 2012-C8 C P/P 144A 04.7777 10/15/2045 | 0.20% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.20% | SPST 2020-15 A 01.5201 12/10/2021 | 0.20% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.20% | CSAIL 2015-C4 B 04.4652 11/15/2048 | 0.20% | APPLE INC 04.3750 05/13/2045 | 0.20% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.20% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | GNR 2019-123 SL IO 06.0035 10/20/2049 | 0.20% | GSMS 2014-GC18 C 05.1549 01/10/2047 | 0.20% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.20% | WFRBS 2011-C5 C P/P 144A 05.8443 11/15/2044 | 0.20% | BCAP 2015-RR5 2A2 01.9530 01/26/2046 | 0.20% | CAS 2016-C02 1M2 06.1501 09/25/2028 | 0.20% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.20% | WFRBS 2012-C10 D P/P 144A 04.5750 12/15/2045 | 0.20% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.20% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.20% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.20% | WFCM 2019-C50 XA IO 01.5860 05/15/2052 | 0.20% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.19% | GNR 2019-119 KS IO 05.9091 09/16/2049 | 0.19% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.19% | CAS 2020-R02 2M2 02.1501 01/25/2040 | 0.19% | MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.19% | GNR 2018-168 KS IO 06.0035 12/20/2048 | 0.19% | SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.19% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.19% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.19% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% | GNR 2016-H02 HI IO 03.0124 01/20/2066 | 0.19% | UBSCM 2019-C17 XA IO 01.6293 10/15/2052 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | AT&T INC 04.1000 02/15/2028 | 0.18% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.18% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% | FNR 2017-108 SA IO 05.9999 01/25/2048 | 0.18% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.18% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.18% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.18% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.18% | GNR 2012-149 GS IO 06.0535 12/20/2042 | 0.18% | LCCM 2017-LC26 XA IO P/P 144A 01.5939 07/12/2050 | 0.18% | BSCMS 2007-T26 AJ 05.5411 01/12/2045 | 0.18% | COMCAST CORP 03.1500 03/01/2026 | 0.18% | FNR 2020-12 SK IO 05.8999 03/25/2050 | 0.17% | SERVICENOW INC 01.4000 09/01/2030 | 0.17% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | FNR 2016-91 AS IO 05.9499 12/25/2046 | 0.17% | AT&T INC 04.7500 05/15/2046 | 0.17% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.17% | CAS 2018-C04 2M2 02.7001 12/25/2030 | 0.17% | GNR 2019-20 SB IO 05.9535 02/20/2049 | 0.17% | GNR 2019-83 SW IO 05.9535 07/20/2049 | 0.17% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.17% | STACR 2020-HQA2 M2 03.2501 03/25/2050 | 0.17% | CSAIL 2015-C3 XA IO 00.8992 08/15/2048 | 0.17% | GNR 2019-H02 DI IO 02.9525 11/20/2068 | 0.17% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.17% | CIT BANK NA 02.9690 09/27/2025 | 0.17% | GSMS 2014-GC22 XA IO 01.1372 06/10/2047 | 0.17% | STACR 2019-DNA1 B1 04.8001 01/25/2049 | 0.17% | STACR 2015-DN1 M3 04.3001 01/25/2025 | 0.16% | GNR 2019-83 JS IO 05.9535 07/20/2049 | 0.16% | STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.16% | MICROSOFT CORP 03.7000 08/08/2046 | 0.16% | AMAZON.COM INC 01.5000 06/03/2030 | 0.16% | GNR 2020-32 GS IO 05.9535 03/20/2050 | 0.16% | WFRBS 2014-C22 XA IO 00.9545 09/15/2057 | 0.16% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.16% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.16% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.16% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.16% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.16% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.16% | ZOETIS INC 03.9000 08/20/2028 | 0.16% | FISERV INC 04.2000 10/01/2028 | 0.15% | MCAS 2020-01 M10 P/P 144A 03.9001 03/25/2050 | 0.15% | MSC 2011-C3 B P/P 144A 05.4191 07/15/2049 | 0.15% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.15% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.15% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% | GNR 2014-H07 BI IO 01.4667 05/20/2064 | 0.15% | WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.15% | DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.15% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.15% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.15% | OMIR 2018-1A M2 03.0001 07/25/2028 | 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% | MSC 2011-C1 E P/P 144A 05.7952 09/15/2047 | 0.15% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.15% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.15% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | GNR 2014-H11 GI IO 01.4726 06/20/2064 | 0.14% | WFRBS 2012-C6 C P/P 144A 05.7651 04/15/2045 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.14% | BOEING CO 04.8750 05/01/2025 | 0.14% | FREMF 2019-KF66 B P/P 144A 02.5403 07/25/2029 | 0.14% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.14% | JPMCC 2012-C8 D P/P 144A 04.8258 10/15/2045 | 0.14% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.14% | ALPHABET INC 02.2500 08/15/2060 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | GNR 2017-H14 EI IO 01.7886 06/20/2067 | 0.14% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.14% | GNR 2020-11 SY IO 05.9535 01/20/2050 | 0.14% | MSC 2011-C1 D P/P 144A 05.7952 09/15/2047 | 0.14% | BHLD 2020-1 A3 03.3950 02/25/2055 | 0.14% | CSAIL 2015-C1 D P/P 144A 03.9104 04/15/2050 | 0.14% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.14% | UBSCM 2012-C1 C P/P 144A 05.7545 05/10/2045 | 0.14% | T-MOBILE USA INC P/P 144A 04.5000 04/15/2050 | 0.14% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.13% | CAS 2017-C03 1M2 03.1501 10/25/2029 | 0.13% | GNR 2015-H13 AI IO 02.6177 06/20/2065 | 0.13% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.13% | MSC 2016-UB12 XA IO 00.8882 12/15/2049 | 0.13% | DBUBS 2011-LC2A C P/P 144A 05.6703 07/10/2044 | 0.13% | FHR 4738 QS IO 06.0591 12/15/2047 | 0.13% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.13% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.13% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.13% | CAS 2018-C05 1M2 02.5001 01/25/2031 | 0.13% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.13% | JPMBB 2013-C14 E P/P 144A 04.8585 08/15/2046 | 0.13% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.13% | STACR 2018-DNA2 B1 03.8501 12/25/2030 | 0.13% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.13% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% | BACM 2005-1 B 05.6647 11/10/2042 | 0.12% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.12% | GNR 2017-H08 NI IO 02.2716 03/20/2067 | 0.12% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.12% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.12% | CGCMT 2014-GC19 X IO 01.3097 03/10/2047 | 0.12% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.12% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.12% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.12% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.12% | UBSC 2011-C1 D P/P 144A 06.2519 01/10/2045 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | BACM 2015-UBS7 B 04.5048 09/15/2048 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | MRAFT 2020-5 A1 08/10/2023 | 0.12% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.12% | JPMCC 2012-C6 E P/P 144A 05.3237 05/15/2045 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | EQUINIX INC 03.2000 11/18/2029 | 0.12% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.12% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.12% | MSBAM 2014-C14 C 05.2187 02/15/2047 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.12% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.12% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.12% | UBSCM 2017-C7 XA IO 01.1877 12/15/2050 | 0.12% | AIR LEASE CORP 03.2500 10/01/2029 | 0.11% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.11% | GNR 2017-H12 QI IO 02.6511 05/20/2067 | 0.11% | GNR 2018-155 SE IO 05.9535 11/20/2048 | 0.11% | WEC ENERGY GROUP INC 02.3335 05/15/2067 | 0.11% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.11% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.11% | WFCM 2015-LC20 XB IO 00.6289 04/15/2050 | 0.11% | FHMS K104 X1 IO 01.1271 01/25/2030 | 0.11% | COMCAST CORP 03.9990 11/01/2049 | 0.11% | UBSCM 2018-C12 XA IO 00.9853 08/15/2051 | 0.11% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.11% | GNR 2016-H06 AI IO 03.2197 02/20/2066 | 0.11% | JPMBB 2014-C22 XA IO 00.9825 09/15/2047 | 0.11% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.11% | TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.11% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | STACR 2014-DN2 M3 03.7501 04/25/2024 | 0.11% | GNR 2014-131 BS IO 06.0591 09/16/2044 | 0.11% | GNR 2017-H10 MI IO 02.1833 04/20/2067 | 0.11% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.11% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% | GNR 2017-H09 DI IO 01.9009 03/20/2067 | 0.11% | STACR 2014-HQ2 M3 03.9001 09/25/2024 | 0.11% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.11% | FHR 3408 EK 25.2262 04/15/2037 | 0.10% | GNR 2019-44 SA IO 05.9035 04/20/2049 | 0.10% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.10% | GNR 2019-21 SJ IO 05.9035 02/20/2049 | 0.10% | STACR 2018-DNA2 M2 02.3001 12/25/2030 | 0.10% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.10% | CIT GROUP INC. 05.2500 03/07/2025 | 0.10% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.10% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.10% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.10% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.10% | CAS 2017-C07 1B1 04.1501 05/25/2030 | 0.10% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% | MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.10% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.10% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% | UBSCM 2012-C1 D P/P 144A 05.7545 05/10/2045 | 0.10% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.10% | CSAIL 2015-C1 C 04.4104 04/15/2050 | 0.10% | FHR 3065 DC 19.4374 03/15/2035 | 0.10% | FOX CORP 03.5000 04/08/2030 | 0.10% | GNR 2015-H12 EI IO 01.7022 04/20/2065 | 0.10% | JPMBB 2013-C15 C 05.3715 11/15/2045 | 0.10% | STACR 2014-DN4 M3 04.7001 10/25/2024 | 0.10% | WFCM 2014-LC16 XA IO 01.2493 08/15/2050 | 0.10% | CSMC 2016-NXSR XA IO 00.9050 12/15/2049 | 0.10% | GSMS 2013-GC13 XA IO 00.1030 07/10/2046 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.10% | WFRBS 2013-C14 XA IO 00.8521 06/15/2046 | 0.10% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | COMM 2014-UBS2 C 05.1267 03/10/2047 | 0.10% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.10% | CAS 2019-HRP1 M2 02.3001 11/25/2039 | 0.10% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.10% | GNR 2016-H14 IO IO 01.6830 06/20/2066 | 0.10% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.10% | COMM 2014-UBS6 XA IO 01.0361 12/10/2047 | 0.09% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.09% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.09% | BANK 2018-BN13 XA 00.6568 08/15/2061 | 0.09% | FHR 3852 NT 05.8591 05/15/2041 | 0.09% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.09% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.09% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.09% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.09% | CAS 2017-C01 1B1 05.9001 07/25/2029 | 0.09% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | FNR 2018-94 SA IO 05.9499 01/25/2049 | 0.09% | APPLE INC 03.4500 05/06/2024 | 0.09% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.09% | JPMDB 2017-C5 XA IO 01.0847 03/15/2050 | 0.09% | NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | CAS 2018-C01 1M2 02.4001 07/25/2030 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | GNR 2015-H12 GI IO 01.7983 05/20/2065 | 0.09% | NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.09% | CAS 2017-C01 1EB1 01.4001 07/25/2029 | 0.09% | EMIR 2018-1 M1 01.8501 11/25/2028 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | GNR 2011-17 S IO 05.9035 02/20/2041 | 0.09% | JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.09% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | GNR 2015-H04 AI IO 03.2019 12/20/2064 | 0.09% | GNR 2016-H11 HI IO 02.1025 01/20/2066 | 0.09% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.09% | WFCM 2017-C41 XA IO 01.3602 11/15/2050 | 0.09% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.09% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.09% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.09% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.09% | AON PLC 04.2500 12/12/2042 | 0.08% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.08% | MSC 2011-C3 E P/P 144A 05.4191 07/15/2049 | 0.08% | FNR 2006-8 HP 24.0162 03/25/2036 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | MWST 2020-1 A 01.0501 10/25/2053 | 0.08% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% | COMM 2014-UBS4 C 04.8009 08/10/2047 | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.08% | JPMCC 2016-JP2 XA IO 01.9483 08/15/2049 | 0.08% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.08% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% | CARR 2006-NC2 A4 00.3901 06/25/2036 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% | CIGNA CORP 03.7500 07/15/2023 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | ZOETIS INC 02.0000 05/15/2030 | 0.08% | EMIR 2019-1 M2 03.4501 04/25/2029 | 0.08% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.08% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | GNR 2015-H12 AI IO 01.8582 05/20/2065 | 0.08% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.08% | EFMT 2020-1 A2 03.3530 05/25/2065 | 0.08% | FHR 4912 PS IO 05.8999 09/25/2049 | 0.08% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.08% | GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.08% | SAIL 2004-10 A10 01.0501 11/25/2034 | 0.08% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.08% | GNR 2016-H04 KI IO 02.8379 02/20/2066 | 0.08% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% | 1.316 R ISWP US0003M P 10/15/2021 | 0.07% | COMM 2013-CR11 XA IO 01.0866 08/10/2050 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | MSBAM 2015-C26 XA IO 01.1691 10/15/2048 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | MSRR 2015-R4 CB1 00.9748 08/26/2047 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | FISERV INC 03.5000 07/01/2029 | 0.07% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | MSBAM 2015-C25 XA IO 01.2041 10/15/2048 | 0.07% | MSC 2016-BNK2 XA IO 01.1805 11/15/2049 | 0.07% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.07% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.07% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% | COMM 2013-CR6 D P/P 144A 04.2262 03/10/2046 | 0.07% | CWALT 2007-OA6 A1A 00.2901 06/25/2037 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.07% | COMM 2014-CR19 D P/P 144A 04.8679 08/10/2047 | 0.07% | COMM 2014-LC15 XA IO 01.2544 04/10/2047 | 0.07% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.07% | GSMS 2013-GC10 XA IO 01.6367 02/10/2046 | 0.07% | MSBAM 2013-C7 XA IO 01.4684 02/15/2046 | 0.07% | STACR 2018-DNA1 M2 01.9501 07/25/2030 | 0.07% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.07% | COMM 2014-CR17 D P/P 144A 05.0086 05/10/2047 | 0.07% | GNR 2015-H25 CI IO 01.8936 10/20/2065 | 0.07% | JPMBB 2014-C19 D P/P 144A 04.8322 04/15/2047 | 0.07% | JPMCC 2011-C3 F P/P 144A 05.9091 02/15/2046 | 0.07% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.07% | NHEL 2004-2 M4 01.9501 09/25/2034 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | UBSBB 2012-C2 XA IO P/P 144A 01.4479 05/10/2063 | 0.07% | FHR 4839 AS IO 05.9091 06/15/2042 | 0.07% | FNR 2005-122 SE 22.5745 11/25/2035 | 0.07% | GNR 2010-H19 GI IO 01.4056 08/20/2060 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | STACR 2018-HQA1 M2 02.4501 09/25/2030 | 0.06% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% | CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.06% | COMM 2015-CR23 XA IO 01.0359 05/10/2048 | 0.06% | TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.06% | WFRBS 2014-C24 XA IO 00.9787 11/15/2047 | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.06% | FNR 2006-62 PS 38.9992 07/25/2036 | 0.06% | GNR 2015-H28 DI IO 01.5519 08/20/2065 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | 1.33 R ISWP US0003M P 11/03/2021 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.06% | STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | GNR 2015-H15 JI IO 01.9543 06/20/2065 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.06% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% | MSBAM 2013-C12 XA IO 00.7491 10/15/2046 | 0.06% | RMIR 2019-1 M2 P/P 144A 03.3501 02/25/2029 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | WFRBS 2012-C10 XA IO P/P 144A 01.6721 12/15/2045 | 0.06% | GNR 2016-H27 BI IO 02.2573 12/20/2066 | 0.06% | COMM 2014-CR19 XA IO 01.1331 08/10/2047 | 0.06% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% | GNR 2014-H08 CI IO 01.4604 03/20/2064 | 0.06% | JPMCC 2011-C3 D P/P 144A 05.9091 02/15/2046 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | FNR 2005-106 JC 19.6585 12/25/2035 | 0.06% | GNR 2015-H16 XI IO 02.4469 07/20/2065 | 0.06% | GNR 2016-H24 JI IO 02.5352 11/20/2066 | 0.06% | GSMS 2014-GC18 XA IO 01.1724 01/10/2047 | 0.06% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.06% | WFRBS 2012-C7 D P/P 144A 04.9645 06/15/2045 | 0.06% | AT&T INC 04.3000 02/15/2030 | 0.05% | BERKSHIRE HATHAW P/P 144A 04.2500 10/15/2050 | 0.05% | CFCRE 2011-C2 D P/P 144A 05.9307 12/15/2047 | 0.05% | FNR 2007-53 SP 23.6495 06/25/2037 | 0.05% | GNR 2015-H09 BI IO 01.6840 03/20/2065 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | PROLOGIS LP 02.2500 04/15/2030 | 0.05% | VIACOMCBS INC 04.2000 06/01/2029 | 0.05% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.05% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.05% | FNR 2011-4 CS 12.5997 05/25/2040 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.05% | MWST 2019-1 A 00.9501 06/25/2052 | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.05% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% | JPMCC 2012-LC9 D P/P 144A 04.5658 12/15/2047 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.05% | STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.05% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% | WFRBS 2013-C11 XA IO P/P 144A 01.3160 03/15/2045 | 0.05% | GNMA GII30 AY4779 04.5110 03/20/2067 | 0.05% | GNR 2015-H10 CI IO 01.8005 04/20/2065 | 0.05% | MSBAM 2013-C10 F P/P 144A 04.2178 07/15/2046 | 0.05% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | JPMCC 2013-C16 XA IO 01.0923 12/15/2046 | 0.05% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | GSMS 2010-C1 D P/P 144A 06.1257 08/10/2043 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | CCMFC 2004-3A A2 00.4501 08/25/2035 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | UBSBB 2013-C6 XA IO P/P 144A 01.2501 04/10/2046 | 0.04% | WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.04% | CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.04% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% | GNR 2015-H20 AI IO 01.8248 08/20/2065 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | GSMS 2013-GC12 XA IO 01.5452 06/10/2046 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.04% | FNR 2010-35 SG IO 06.2499 04/25/2040 | 0.04% | HCA INC 04.1250 06/15/2029 | 0.04% | TREASURY BILL 00.0000 01/26/2021 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | FNR 2005-75 GS 19.7996 08/25/2035 | 0.04% | GNMA GII30 BA7681 04.6120 06/20/2067 | 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% | WAMU 2005-AR1 A2B 00.9501 01/25/2045 | 0.04% | WFRBS 2012-C9 XA IO P/P 144A 02.0400 11/15/2045 | 0.04% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | CGCMT 2013-GC17 X IO 01.1791 11/10/2046 | 0.04% | GNR 2015-H17 CI IO 01.5806 06/20/2065 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.04% | STACR 2019-DNA2 B1 04.5001 03/25/2049 | 0.04% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.04% | CAS 2015-C04 2M2 05.7001 04/25/2028 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | FHR 2990 LB 16.5856 06/15/2034 | 0.04% | JPMBB 2014-C25 XA IO 00.9943 11/15/2047 | 0.04% | MSBAM 2014-C17 XA IO 01.2335 08/15/2047 | 0.04% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.04% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.03% | JPMCC 2013-LC11 X IO 01.3873 04/15/2046 | 0.03% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | GNR 2015-H01 CI IO 01.6135 12/20/2064 | 0.03% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% | CAS 2019-R05 1M2 02.1501 07/25/2039 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.03% | COMM 2013-CR13 E P/P 144A 05.0488 11/10/2046 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | JPMCC 2012-LC9 XA IO 01.6402 12/15/2047 | 0.03% | MSBAM 2013-C11 D P/P 144A 04.4973 08/15/2046 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.03% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | AIR LEASE CORP 04.6250 10/01/2028 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% | HMIR 2018-1 M1 P/P 144A 01.7501 10/25/2028 | 0.03% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% | CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CAS 2017-C06 2M2 02.9501 02/25/2030 | 0.03% | COMM 2012-CR1 D P/P 144A 05.4966 05/15/2045 | 0.03% | COMM 2014-UBS6 C 04.5942 12/10/2047 | 0.03% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | JPMCC 2010-C1 C P/P 144A 06.2167 06/15/2043 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | STACR 2018-DNA3 B1 04.0501 09/25/2048 | 0.03% | CGCMT 2012-GC8 XA IO P/P 144A 01.9155 09/10/2045 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% | FHR 4074 KS IO 06.5591 02/15/2041 | 0.03% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.03% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.02% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | GNR 2013-129 SN IO 06.0035 09/20/2043 | 0.02% | UBSCM 2012-C1 XA IO P/P 144A 02.2462 05/10/2045 | 0.02% | CAS 2019-R02 1B1 04.3001 08/25/2031 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% | THE AES CORPORATION 05.1250 09/01/2027 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | COMM 2012-LC4 XA IO P/P 144A 02.2816 12/10/2044 | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | 0.97 R ISWP US0003M P 11/12/2030 | 0.02% | CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% | CITIGROUP INC 03.6680 07/24/2028 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | GNR 2019-121 SD IO 05.8535 10/20/2049 | 0.02% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 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% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% | JPMBB 2013-C17 XA IO 00.9077 01/15/2047 | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% | GNR 2015-H22 EI IO 01.6058 08/20/2065 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | OSHKOSH CORP 03.1000 03/01/2030 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | FHR 2976 LC 23.9034 05/15/2035 | 0.02% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.02% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CAS 2016-C04 1M2 04.4001 01/25/2029 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | WFRBS 2011-C4 E P/P 144A 05.3828 06/15/2044 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% | 1.16 R ISWP US0003M P 10/16/2050 | 0.01% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | MSC 2012-C4 XA IO P/P 144A 02.2413 03/15/2045 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | CMB CMBX.NA.BB.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% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% | 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% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | 0.2575 R ISWP US0003M P 11/16/2022 | 0.01% | 0.9245 R ISWP US0003M P 11/16/2030 | 0.01% | 1.2965 R ISWP US0003M P 11/17/2050 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | WFRBS 2011-C5 XA IO P/P 144A 01.8321 11/15/2044 | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNR 2005-83 QP 17.0037 11/25/2034 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% | GNMA GII30 BP7740 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% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | GNR 2020-15 CS IO 05.9035 02/20/2050 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | FNS 372 1 PO 00.0000 08/25/2036 | 0.01% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.00% | 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.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 ML | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% | GSMS 2011-GC5 XA IO P/P 144A 01.4897 08/10/2044 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% | SWPTN 5WX5Y R 0.48625 USD 12/14/2020 GS | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.00% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | CITIGROUP INC 04.7500 05/18/2046 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.00% | FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% | GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.00% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 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 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | COMCAST CORP 06.5000 11/15/2035 | 0.00% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% | FHR 3117 AF 00.0000 02/15/2036 | 0.00% | FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | PACIFICORP 06.2500 10/15/2037 | 0.00% | SABMILLER HLDG INC 04.9500 01/15/2042 | 0.00% | 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% | 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | 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MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% | 0.37 R ISWP US0003M P 10/16/2025 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | 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2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | 0.777 R ISWP US0003M P 11/09/2030 | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | 0.75 R ISWP US0003M P 10/16/2030 | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | SWPTN 5YX30Y P 2.032 USD 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CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -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.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | OPTN FN30 2.0 01/07/21 PUT 102.59375 JPMC | -0.03% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.03% | SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.03% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.03% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.83 R ISWP US0003M P 11/03/2021 | -0.03% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.04% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.05% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.06% | 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.06% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.07% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.09% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -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 | -0.12% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.12% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.14% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.14% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.14% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.15% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.15% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.17% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.17% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.17% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.18% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.20% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.22% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.24% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.25% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.26% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.27% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.30% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.38% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.46% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.47% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.49% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.59% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.61% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.73% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.98% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -1.03% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.15% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.80% | US 2YR NOTE (CBT) MAR21 TUH1 | -42.77% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 13.75% | US ULTRA BOND CBT DEC20 WNZ0 | 5.57% | FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 4.90% | FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 4.85% | US 5YR NOTE (CBT) DEC20 FVZ0 | 4.41% | US LONG BOND(CBT) DEC20 USZ0 | 3.02% | FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 2.94% | US 10YR NOTE (CBT)DEC20 TYZ0 | 2.89% | GNMA GII30 TBA 03.5000 11/01/2050 | 2.64% | FNMA FN30 TBA UMBS 03.0000 11/01/2050 | 2.62% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.40% | FNMA FN30 TBA UMBS 04.5000 11/01/2050 | 1.81% | GNMA GII30 TBA 04.0000 11/01/2050 | 1.78% | FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 1.76% | US 10YR ULTRA FUT DEC20 UXYZ0 | 1.64% | TREASURY BILL 00.0000 11/05/2020 | 1.46% | CASH MGMT BILL 00.0000 01/05/2021 | 1.46% | FNMA FN30 TBA UMBS 06.0000 11/01/2050 | 0.93% | FNMA FN30 TBA UMBS 05.5000 11/01/2050 | 0.93% | BF0101 03.5000 06/01/2056 | 0.91% | FNR 2020-70 SD IO 06.1008 10/25/2050 | 0.81% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.76% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.73% | FHR 4945 SL IO 05.9016 01/25/2050 | 0.70% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.67% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.65% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.64% | TREASURY BILL 00.0000 12/03/2020 | 0.63% | FHS 315 PO PO 00.0000 09/15/2043 | 0.60% | TREASURY BILL 00.0000 12/10/2020 | 0.58% | WAMU 2005-AR13 A1C4 00.5793 10/25/2045 | 0.58% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.57% | BMIR 2017-1 M2 P/P 144A 03.4993 10/25/2027 | 0.52% | GNR 2020-18 GS IO 05.8986 02/20/2050 | 0.51% | STACR 2020-HQA1 M2 02.0493 01/25/2050 | 0.51% | TREASURY BILL 00.0000 12/15/2020 | 0.50% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.49% | CITIGROUP INC 04.4500 09/29/2027 | 0.49% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.48% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.47% | GNMA GII30 TBA 04.5000 11/01/2050 | 0.45% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.44% | GNMA GII30 TBA 03.0000 11/01/2050 | 0.44% | STACR 2016-HQA1 M3 06.4993 09/25/2028 | 0.42% | MORGAN STANLEY 04.3750 01/22/2047 | 0.42% | TREASURY BILL 00.0000 12/08/2020 | 0.42% | CAS 2016-C03 1M2 05.4493 10/25/2028 | 0.42% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.41% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.40% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.38% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.38% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.38% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.38% | TREASURY BILL 00.0000 11/10/2020 | 0.38% | COMM 2014-CR17 C 04.7834 05/10/2047 | 0.37% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.37% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.37% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.36% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.36% | FNR 2019-3 SA IO 05.9508 02/25/2049 | 0.36% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.33% | MRAIT 2020-2 A2 | 0.33% | UBSBB 2012-C2 E P/P 144A 04.8882 05/10/2063 | 0.33% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.32% | WAMU 2005-AR17 A1B2 00.5593 12/25/2045 | 0.32% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.31% | STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.31% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.31% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.31% | FNR 2016-8 SA IO 05.9008 03/25/2046 | 0.30% | CGCMT 2012-GC8 B P/P 144A 04.2850 09/10/2045 | 0.30% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.30% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.30% | VERIZON COMM 04.6720 03/15/2055 | 0.29% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.29% | GSMS 2015-GS1 XA IO 00.7661 11/10/2048 | 0.29% | VISIO 2019-1 A3 03.8250 06/25/2054 | 0.29% | ORACLE CORP 02.6500 07/15/2026 | 0.29% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.28% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.28% | BBCMS 2019-C4 XA IO 01.5969 08/15/2052 | 0.28% | VERIZON COMM 04.3290 09/21/2028 | 0.28% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.27% | BROADCOM INC 04.1500 11/15/2030 | 0.27% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.27% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.26% | MSBAM 2013-C10 E P/P 144A 04.0818 07/15/2046 | 0.26% | BACM 2015-UBS7 XA IO 00.7961 09/15/2048 | 0.26% | CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.26% | WFRBS 2011-C4 C P/P 144A 05.2205 06/15/2044 | 0.26% | GNR 2016-H23 NI IO 02.6167 10/20/2066 | 0.26% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.26% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.26% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.25% | CASH MGMT BILL 00.0000 01/19/2021 | 0.25% | COMM 2018-COR3 C 04.5607 05/10/2051 | 0.25% | STACR 2016-DNA3 M3 05.1493 12/25/2028 | 0.25% | MICROSOFT CORP 02.4000 08/08/2026 | 0.25% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.24% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.24% | UBSBB 2012-C3 C P/P 144A 05.0300 08/10/2049 | 0.24% | CGCMT 2014-GC23 IO 00.9414 07/10/2047 | 0.24% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.24% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.24% | CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.23% | STACR 2017-HQA2 M2 02.7993 12/25/2029 | 0.23% | FHMS K105 X1 IO 01.5231 01/25/2030 | 0.23% | GNR 2016-H02 HI IO 03.0420 01/20/2066 | 0.23% | WFCM 2018-C43 XA IO 00.6768 03/15/2051 | 0.23% | SPST 2020-2 A 00.9793 03/26/2021 | 0.22% | CF 2019-CF1 XA IO 01.1419 05/15/2052 | 0.22% | CAS 2017-C07 1EB2 01.1493 05/25/2030 | 0.22% | SPST 2020-6 A 01.8993 09/07/2021 | 0.22% | STACR 2016-HQA2 M3 05.2993 11/25/2028 | 0.22% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.22% | COMCAST CORP 03.4500 02/01/2050 | 0.22% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.22% | SPST 2020-WL1 A 01.2993 06/25/2051 | 0.21% | CAS 2020-R01 1M2 02.1993 01/25/2040 | 0.21% | GNR 2019-123 SL IO 05.9986 10/20/2049 | 0.21% | MCAS 2019-01 M10 P/P 144A 03.3993 10/15/2049 | 0.21% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.21% | CSAIL 2019-C16 XA IO 01.5661 06/15/2052 | 0.21% | US BANCORP 03.0000 07/30/2029 | 0.21% | BCAP 2015-RR5 2A2 02.0897 01/26/2046 | 0.21% | SPST 2020-13 A 01.6493 10/10/2021 | 0.21% | STACR 2015-DN1 M3 04.2993 01/25/2025 | 0.21% | SPST 2020-15 A 00.0000 12/10/2021 | 0.21% | JPMCC 2012-C8 C P/P 144A 04.6222 10/15/2045 | 0.20% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.20% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.20% | CSAIL 2015-C4 B 04.3146 11/15/2048 | 0.20% | GNR 2019-119 KS IO 05.9043 09/16/2049 | 0.20% | GSMS 2014-GC18 C 04.9887 01/10/2047 | 0.20% | WFRBS 2011-C5 C P/P 144A 05.6558 11/15/2044 | 0.20% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.20% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.20% | CAS 2016-C02 1M2 06.1493 09/25/2028 | 0.20% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.20% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.20% | WFCM 2019-C50 XA IO 01.4197 05/15/2052 | 0.20% | WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.20% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.20% | GNR 2018-168 KS IO 05.9986 12/20/2048 | 0.20% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.20% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.20% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.19% | APPLE INC 04.3750 05/13/2045 | 0.19% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.19% | CGCMT 2015-P1 C 04.3685 09/15/2048 | 0.19% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% | WFRBS 2012-C10 D P/P 144A 04.4277 12/15/2045 | 0.19% | FNR 2017-108 SA IO 06.0008 01/25/2048 | 0.19% | CSAIL 2015-C3 XA IO 00.7549 08/15/2048 | 0.19% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.19% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.19% | SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.19% | CAS 2020-R02 2M2 02.1493 01/25/2040 | 0.19% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% | UBSCM 2019-C17 XA IO 01.4879 10/15/2052 | 0.19% | GNR 2012-149 GS IO 06.0486 12/20/2042 | 0.18% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.18% | AT&T INC 04.1000 02/15/2028 | 0.18% | LCCM 2017-LC26 XA IO P/P 144A 01.4174 07/12/2050 | 0.18% | FNR 2016-91 AS IO 05.9508 12/25/2046 | 0.18% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.18% | FNR 2020-12 SK IO 05.9008 03/25/2050 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.18% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% | GNR 2019-20 SB IO 05.9486 02/20/2049 | 0.18% | BSCMS 2007-T26 AJ 05.4320 01/12/2045 | 0.18% | COMCAST CORP 03.1500 03/01/2026 | 0.18% | GNR 2019-83 SW IO 05.9486 07/20/2049 | 0.18% | GNR 2019-H02 DI IO 03.1001 11/20/2068 | 0.18% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.17% | SERVICENOW INC 01.4000 09/01/2030 | 0.17% | GSMS 2014-GC22 XA IO 00.9812 06/10/2047 | 0.17% | CAS 2018-C04 2M2 02.6993 12/25/2030 | 0.17% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.17% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.17% | GNR 2019-83 JS IO 05.9486 07/20/2049 | 0.17% | STACR 2020-HQA2 M2 03.2493 03/25/2050 | 0.17% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.17% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.17% | CIT BANK NA 02.9690 09/27/2025 | 0.17% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.16% | STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.16% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.16% | WFRBS 2014-C22 XA IO 00.8057 09/15/2057 | 0.16% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.16% | GNR 2020-32 GS IO 05.9486 03/20/2050 | 0.16% | STACR 2019-DNA1 B1 04.7993 01/25/2049 | 0.16% | AMAZON.COM INC 01.5000 06/03/2030 | 0.16% | AT&T INC 04.7500 05/15/2046 | 0.16% | FHMS KG02 X1 IO 01.0182 08/25/2029 | 0.16% | MCAS 2020-01 M10 P/P 144A 03.8993 03/25/2050 | 0.16% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.16% | AT&T INC. 03.8000 02/15/2027 | 0.16% | MICROSOFT CORP 03.7000 08/08/2046 | 0.16% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% | MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.16% | ZOETIS INC 03.9000 08/20/2028 | 0.16% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% | GNR 2014-H07 BI IO 01.4833 05/20/2064 | 0.15% | FISERV INC 04.2000 10/01/2028 | 0.15% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.15% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.15% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% | GNR 2014-H11 GI IO 01.4862 06/20/2064 | 0.15% | DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.15% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | OMIR 2018-1A M2 02.9993 07/25/2028 | 0.15% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% | MSC 2011-C1 E P/P 144A 05.5157 09/15/2047 | 0.15% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.15% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.15% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.15% | WFRBS 2012-C6 C P/P 144A 05.5793 04/15/2045 | 0.15% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | FREMF 2019-KF66 B P/P 144A 02.5483 07/25/2029 | 0.14% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.14% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.14% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.14% | JPMCC 2012-C8 D P/P 144A 04.6703 10/15/2045 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | BOEING CO 04.8750 05/01/2025 | 0.14% | GNR 2017-H14 EI IO 01.8260 06/20/2067 | 0.14% | MSC 2011-C1 D P/P 144A 05.5157 09/15/2047 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.14% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.14% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.14% | BHLD 2020-1 A3 03.3950 02/25/2055 | 0.14% | CSAIL 2015-C1 D P/P 144A 03.7684 04/15/2050 | 0.14% | GNR 2015-H13 AI IO 02.6172 06/20/2065 | 0.14% | GNR 2020-11 SY IO 05.9486 01/20/2050 | 0.14% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.14% | UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.14% | FHR 4738 QS IO 06.0516 12/15/2047 | 0.14% | UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.14% | CAS 2017-C03 1M2 03.1493 10/25/2029 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.14% | MSC 2016-UB12 XA IO 00.7526 12/15/2049 | 0.14% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.13% | CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.13% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.13% | DBUBS 2011-LC2A C P/P 144A 05.4874 07/10/2044 | 0.13% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.13% | GNR 2017-H08 NI IO 02.2910 03/20/2067 | 0.13% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.13% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.13% | ALPHABET INC 02.2500 08/15/2060 | 0.13% | CAS 2018-C05 1M2 02.4993 01/25/2031 | 0.13% | CGCMT 2014-GC19 X IO 01.1409 03/10/2047 | 0.13% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.13% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.13% | T-MOBILE USA INC P/P 144A 04.5000 04/15/2050 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | BACM 2005-1 B 05.4820 11/10/2042 | 0.13% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.13% | JPMBB 2013-C14 E P/P 144A 04.7018 08/15/2046 | 0.13% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.13% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.13% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.12% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% | MRAFT 2020-2 A1 01.8969 05/29/2022 | 0.12% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.12% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.12% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.12% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.12% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.12% | UBSC 2011-C1 D P/P 144A 06.0503 01/10/2045 | 0.12% | STACR 2018-DNA2 B1 03.8493 12/25/2030 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | BACM 2015-UBS7 B 04.3596 09/15/2048 | 0.12% | GNR 2017-H12 QI IO 02.6642 05/20/2067 | 0.12% | GNR 2018-155 SE IO 05.9486 11/20/2048 | 0.12% | JPMCC 2012-C6 E P/P 144A 05.1521 05/15/2045 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | MSBAM 2014-C14 C 04.9424 02/15/2047 | 0.12% | UBSCM 2017-C7 XA IO 01.0363 12/15/2050 | 0.12% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.12% | EQUINIX INC 03.2000 11/18/2029 | 0.12% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.12% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.12% | WFCM 2015-LC20 XB IO 00.4833 04/15/2050 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | FHMS K104 X1 IO 01.1271 01/25/2030 | 0.11% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.11% | GNR 2016-H06 AI IO 03.2212 02/20/2066 | 0.11% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.11% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.11% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.11% | UBSCM 2018-C12 XA IO 00.8209 08/15/2051 | 0.11% | GNR 2019-44 SA IO 05.8986 04/20/2049 | 0.11% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.11% | JPMBB 2014-C22 XA IO 00.8313 09/15/2047 | 0.11% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.11% | WEC ENERGY GROUP INC 02.3926 05/15/2067 | 0.11% | AMGEN INC 04.6630 06/15/2051 | 0.11% | GNR 2017-H10 MI IO 02.2064 04/20/2067 | 0.11% | UPJOHN INC P/P 144A 04.0000 06/22/2050 | 0.11% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.11% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | GNR 2014-131 BS IO 06.0543 09/16/2044 | 0.11% | GNR 2019-21 SJ IO 05.8986 02/20/2049 | 0.11% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.11% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.11% | GNR 2017-H09 DI IO 01.9163 03/20/2067 | 0.11% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.11% | AIR LEASE CORP 03.2500 10/01/2029 | 0.11% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.11% | STACR 2014-DN4 M3 04.6993 10/25/2024 | 0.11% | STACR 2014-HQ2 M3 03.8993 09/25/2024 | 0.11% | FHR 3408 EK 25.1960 04/15/2037 | 0.11% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.10% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.10% | STACR 2014-DN2 M3 03.7493 04/25/2024 | 0.10% | TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.10% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.10% | COMCAST CORP 03.9990 11/01/2049 | 0.10% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.10% | STACR 2018-DNA2 M2 02.2993 12/25/2030 | 0.10% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.10% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.10% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.10% | CIT GROUP INC. 05.2500 03/07/2025 | 0.10% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% | MRAFT 2020-4 A1 01.4953 04/23/2023 | 0.10% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.10% | CSAIL 2015-C1 C 04.2684 04/15/2050 | 0.10% | GNR 2015-H12 EI IO 01.7185 04/20/2065 | 0.10% | GSMS 2013-GC13 XA IO 00.0743 07/10/2046 | 0.10% | WFCM 2014-LC16 XA IO 01.0900 08/15/2050 | 0.10% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.10% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.10% | FHR 3065 DC 19.4149 03/15/2035 | 0.10% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.10% | WFRBS 2013-C14 XA IO 00.7204 06/15/2046 | 0.10% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% | CSMC 2016-NXSR XA IO 00.7617 12/15/2049 | 0.10% | UBSCM 2012-C1 D P/P 144A 05.5689 05/10/2045 | 0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.10% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.10% | FNR 2018-94 SA IO 05.9508 01/25/2049 | 0.10% | GNR 2016-H14 IO IO 01.6995 06/20/2066 | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | CAS 2017-C07 1B1 04.1493 05/25/2030 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | FOX CORP 03.5000 04/08/2030 | 0.10% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.10% | JPMBB 2013-C15 C 05.1984 11/15/2045 | 0.10% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | COMM 2014-UBS6 XA IO 00.8884 12/10/2047 | 0.10% | FHR 3852 NT 05.8516 05/15/2041 | 0.10% | COMM 2014-UBS2 C 04.9603 03/10/2047 | 0.10% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.10% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.10% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% | UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.10% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | BANK 2018-BN13 XA 00.5082 08/15/2061 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | SAIL 2004-10 A10 01.0493 11/25/2034 | 0.10% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.10% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.10% | GNR 2011-17 S IO 05.8986 02/20/2041 | 0.09% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.09% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | GNR 2015-H12 GI IO 01.8154 05/20/2065 | 0.09% | JPMDB 2017-C5 XA IO 00.9336 03/15/2050 | 0.09% | APPLE INC 03.4500 05/06/2024 | 0.09% | CAS 2017-C01 1B1 05.8993 07/25/2029 | 0.09% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% | GNR 2015-H04 AI IO 03.2071 12/20/2064 | 0.09% | GNR 2016-H11 HI IO 02.1025 01/20/2066 | 0.09% | GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.09% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.09% | NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.09% | CAS 2018-C01 1M2 02.3993 07/25/2030 | 0.09% | CAS 2019-HRP1 M2 02.2993 11/25/2039 | 0.09% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.09% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.09% | NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.09% | CAS 2017-C01 1EB1 01.3993 07/25/2029 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | EMIR 2018-1 M1 01.8493 11/25/2028 | 0.09% | JPMBB 2013-C12 C 04.0995 07/15/2045 | 0.09% | WFCM 2017-C41 XA IO 01.2113 11/15/2050 | 0.09% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.09% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.09% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.09% | FNR 2006-8 HP 24.0194 03/25/2036 | 0.09% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.09% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.08% | MWST 2020-1 A 01.0493 10/25/2053 | 0.08% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | JPMCC 2016-JP2 XA IO 01.7975 08/15/2049 | 0.08% | MSC 2011-C3 E P/P 144A 05.2443 07/15/2049 | 0.08% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% | 1.316 R ISWP US0003M P 10/15/2021 | 0.08% | COMM 2014-UBS4 C 04.6440 08/10/2047 | 0.08% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | FHR 4912 PS IO 05.9016 09/25/2049 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | AON PLC 04.2500 12/12/2042 | 0.08% | CARR 2006-NC2 A4 00.3893 06/25/2036 | 0.08% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% | CIGNA CORP 03.7500 07/15/2023 | 0.08% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.08% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.08% | GNR 2015-H25 AI IO 01.6310 09/20/2065 | 0.08% | GNR 2016-H04 KI IO 03.0194 02/20/2066 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.08% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.08% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.08% | GNR 2015-H12 AI IO 01.8746 05/20/2065 | 0.08% | ZOETIS INC 02.0000 05/15/2030 | 0.08% | COMM 2013-CR11 XA IO 00.9218 08/10/2050 | 0.08% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.08% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.08% | EFMT 2020-1 A2 03.3530 05/25/2065 | 0.08% | EMIR 2019-1 M2 03.4493 04/25/2029 | 0.08% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.08% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.08% | MSBAM 2015-C26 XA IO 01.0228 10/15/2048 | 0.08% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.07% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | FHR 4839 AS IO 05.9016 06/15/2042 | 0.07% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% | MSBAM 2015-C25 XA IO 01.0535 10/15/2048 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | CWALT 2007-OA6 A1A 00.2893 06/25/2037 | 0.07% | MSBAM 2013-C7 XA IO 01.3317 02/15/2046 | 0.07% | MSC 2016-BNK2 XA IO 01.0527 11/15/2049 | 0.07% | MSRR 2015-R4 CB1 00.9734 08/26/2047 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | GNR 2015-H25 CI IO 03.1039 10/20/2065 | 0.07% | GSMS 2013-GC10 XA IO 01.4911 02/10/2046 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.07% | UBSBB 2012-C2 XA IO P/P 144A 01.2926 05/10/2063 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | COMM 2013-CR6 D P/P 144A 04.0901 03/10/2046 | 0.07% | COMM 2014-LC15 XA IO 01.0891 04/10/2047 | 0.07% | FISERV INC 03.5000 07/01/2029 | 0.07% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.07% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.07% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | FNR 2005-122 SE 22.5776 11/25/2035 | 0.07% | GNR 2010-H19 GI IO 01.4223 08/20/2060 | 0.07% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | NHEL 2004-2 M4 01.9493 09/25/2034 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | STACR 2018-DNA1 M2 01.9493 07/25/2030 | 0.07% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | GNR 2015-H28 DI IO 01.5602 08/20/2065 | 0.07% | JPMBB 2014-C19 D P/P 144A 04.6766 04/15/2047 | 0.07% | COMM 2014-CR17 D P/P 144A 04.8471 05/10/2047 | 0.07% | COMM 2015-CR23 XA IO 00.8934 05/10/2048 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | WFRBS 2014-C24 XA IO 00.8336 11/15/2047 | 0.07% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | CAS 2015-C03 2M2 05.1493 07/25/2025 | 0.06% | COMM 2014-CR19 D P/P 144A 04.7109 08/10/2047 | 0.06% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.06% | FNR 2006-62 PS 39.0045 07/25/2036 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | OSHKOSH CORP 04.6000 05/15/2028 | 0.06% | STACR 2018-HQA1 M2 02.4493 09/25/2030 | 0.06% | JPMCC 2011-C3 F P/P 144A 05.7068 02/15/2046 | 0.06% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% | TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% | WFRBS 2012-C10 XA IO P/P 144A 01.5260 12/15/2045 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2015-H15 JI IO 01.9701 06/20/2065 | 0.06% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.06% | MSBAM 2013-C12 XA IO 00.5913 10/15/2046 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.06% | GNR 2016-H27 BI IO 02.3073 12/20/2066 | 0.06% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | RMIR 2019-1 M2 P/P 144A 03.3493 02/25/2029 | 0.06% | COMM 2014-CR19 XA IO 00.9767 08/10/2047 | 0.06% | GNR 2014-H08 CI IO 01.4785 03/20/2064 | 0.06% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% | GNR 2015-H16 XI IO 02.4464 07/20/2065 | 0.06% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.06% | FNR 2005-106 JC 19.6612 12/25/2035 | 0.06% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | FNR 2007-53 SP 23.6528 06/25/2037 | 0.06% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% | GNR 2015-H09 BI IO 01.7011 03/20/2065 | 0.06% | GNR 2016-H24 JI IO 02.7790 11/20/2066 | 0.06% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.06% | GSMS 2014-GC18 XA IO 01.0070 01/10/2047 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% | JPMCC 2011-C3 D P/P 144A 05.7068 02/15/2046 | 0.06% | FNR 2011-4 CS 12.6015 05/25/2040 | 0.05% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | WFRBS 2012-C7 D P/P 144A 04.8104 06/15/2045 | 0.05% | AT&T INC 04.3000 02/15/2030 | 0.05% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.05% | JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.05% | PROLOGIS LP 02.2500 04/15/2030 | 0.05% | BERKSHIRE HATHAW P/P 144A 04.2500 10/15/2050 | 0.05% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | MWST 2019-1 A 00.9493 06/25/2052 | 0.05% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.05% | VIACOMCBS INC 04.2000 06/01/2029 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | WFRBS 2013-C11 XA IO P/P 144A 01.1754 03/15/2045 | 0.05% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.05% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | GNMA GII30 AY4779 04.5110 03/20/2067 | 0.05% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% | JPMCC 2012-LC9 D P/P 144A 04.4184 12/15/2047 | 0.05% | JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.05% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.05% | GNR 2015-H10 CI IO 01.8161 04/20/2065 | 0.05% | MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.05% | OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.05% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.05% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | JPMCC 2013-C16 XA IO 00.9257 12/15/2046 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.05% | GSMS 2010-C1 D P/P 144A 05.9814 08/10/2043 | 0.05% | UBSBB 2013-C6 XA IO P/P 144A 01.1080 04/10/2046 | 0.05% | WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.04% | CCMFC 2004-3A A2 00.4493 08/25/2035 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% | FNR 2010-35 SG IO 06.2508 04/25/2040 | 0.04% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% | GNR 2015-H20 AI IO 01.8405 08/20/2065 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | VMWARE INC 03.9000 08/21/2027 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | CAS 2019-R01 2M2 02.5993 07/25/2031 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | GSMS 2013-GC12 XA IO 01.4093 06/10/2046 | 0.04% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WFRBS 2012-C9 XA IO P/P 144A 01.8813 11/15/2045 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | CASH MGMT BILL 00.0000 01/26/2021 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | GNMA GII30 BA7681 04.6160 06/20/2067 | 0.04% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.04% | OPTN FN30 2.0 12/07/20 CALL 102.71875 JPMC | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% | TREASURY BILL 00.0000 11/17/2020 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.04% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | FNR 2005-75 GS 19.8023 08/25/2035 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | WAMU 2005-AR1 A2B 00.9493 01/25/2045 | 0.04% | CGCMT 2013-GC17 X IO 01.0286 11/10/2046 | 0.04% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% | HCA INC 04.1250 06/15/2029 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | GNR 2015-H17 CI IO 01.5993 06/20/2065 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | MSBAM 2014-C17 XA IO 01.0763 08/15/2047 | 0.04% | CAS 2015-C04 2M2 05.6993 04/25/2028 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% | FHR 2990 LB 16.5664 06/15/2034 | 0.04% | JPMBB 2014-C25 XA IO 00.8493 11/15/2047 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% | JPMCC 2013-LC11 X IO 01.2494 04/15/2046 | 0.04% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.04% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.04% | STACR 2019-DNA2 B1 04.4993 03/25/2049 | 0.04% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.04% | CAS 2019-R05 1M2 02.1493 07/25/2039 | 0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNR 2015-H01 CI IO 01.6317 12/20/2064 | 0.04% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% | SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.04% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | JPMCC 2012-LC9 XA IO 01.4941 12/15/2047 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | COMM 2013-CR13 E P/P 144A 04.8863 11/10/2046 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% | FHR 4074 KS IO 06.5516 02/15/2041 | 0.03% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | HMIR 2018-1 M1 P/P 144A 01.7493 10/25/2028 | 0.03% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.03% | MSBAM 2013-C11 D P/P 144A 04.3524 08/15/2046 | 0.03% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% | AIR LEASE CORP 04.6250 10/01/2028 | 0.03% | CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.03% | CAS 2017-C06 2M2 02.9493 02/25/2030 | 0.03% | CGCMT 2012-GC8 XA IO P/P 144A 01.7564 09/10/2045 | 0.03% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.03% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | JPMCC 2010-C1 C P/P 144A 06.0162 06/15/2043 | 0.03% | UBSCM 2012-C1 XA IO P/P 144A 02.0619 05/10/2045 | 0.03% | COMM 2012-CR1 D P/P 144A 05.3194 05/15/2045 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | STACR 2018-DNA3 B1 04.0493 09/25/2048 | 0.03% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% | COMM 2012-LC4 XA IO P/P 144A 02.0976 12/10/2044 | 0.03% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | GNR 2013-129 SN IO 05.9986 09/20/2043 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | FIFTH THIRD BANCORP 05.1000 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08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | FHR 4663 KI IO 03.5000 11/15/2042 | 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% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.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 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 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05/11/2063 GS | -0.04% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.04% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.04% | 1.241 R ISWP US0003M P 10/23/2050 | -0.04% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.05% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.05% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.05% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.05% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.05% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.07% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.07% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% | 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.08% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.09% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.09% | SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.09% | 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.09% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.09% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.12% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.13% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.13% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.13% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.14% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.14% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.15% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.15% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.16% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.17% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.18% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.19% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.23% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.23% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.25% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.26% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.36% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.36% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.38% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.46% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.47% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.47% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.59% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.66% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.82% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -1.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.11% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.12% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.88% | US 2YR NOTE (CBT) DEC20 TUZ0 | -44.45% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 19.45% | US ULTRA BOND CBT DEC20 WNZ0 | 5.63% | FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 5.62% | US 5YR NOTE (CBT) DEC20 FVZ0 | 4.34% | FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 3.93% | US 10YR NOTE (CBT)DEC20 TYZ0 | 2.86% | US LONG BOND(CBT) DEC20 USZ0 | 2.82% | GNMA GII30 TBA 03.5000 10/01/2050 | 2.59% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.42% | TREASURY BILL 00.0000 10/08/2020 | 1.84% | FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 1.77% | GNMA GII30 TBA 04.0000 10/01/2050 | 1.74% | FNMA FN30 TBA UMBS 03.0000 10/01/2050 | 1.72% | US 10YR ULTRA FUT DEC20 UXYZ0 | 1.64% | TREASURY BILL 00.0000 11/05/2020 | 1.43% | 1.57 R ISWP US0003M P 02/18/2030 | 1.09% | 3.096 R ISWP US0003M P 12/03/2029 | 1.07% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.96% | FNMA FN30 TBA UMBS 06.0000 10/01/2050 | 0.92% | FNMA FN30 TBA UMBS 05.5000 10/01/2050 | 0.91% | BF0101 03.5000 06/01/2056 | 0.91% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.88% | FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.88% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.87% | FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 0.86% | FNMA FN30 TBA UMBS 03.0000 11/01/2050 | 0.86% | FNR 2020-70 SD IO 06.1000 10/25/2050 | 0.75% | FHR 4945 SL IO 05.8976 01/25/2050 | 0.73% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.69% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.64% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.62% | TREASURY BILL 00.0000 12/03/2020 | 0.61% | FHS 315 PO PO 00.0000 09/15/2043 | 0.60% | WAMU 2005-AR13 A1C4 00.5781 10/25/2045 | 0.58% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.58% | TREASURY BILL 00.0000 12/10/2020 | 0.57% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.53% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.52% | GNR 2020-18 GS IO 05.8938 02/20/2050 | 0.51% | BMIR 2017-1 M2 P/P 144A 03.4981 10/25/2027 | 0.50% | STACR 2020-HQA1 M2 02.0481 01/25/2050 | 0.50% | CASH MGMT BILL 00.0000 12/15/2020 | 0.49% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.49% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.49% | CITIGROUP INC 04.4500 09/29/2027 | 0.48% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.45% | CAS 2016-C03 1M2 05.4481 10/25/2028 | 0.44% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.44% | GNMA GII30 TBA 04.5000 10/01/2050 | 0.44% | GNMA GII30 TBA 03.0000 10/01/2050 | 0.43% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.42% | COMCAST CORP 03.4500 02/01/2050 | 0.42% | FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 0.41% | STACR 2016-HQA1 M3 06.4981 09/25/2028 | 0.41% | CASH MGMT BILL 00.0000 12/08/2020 | 0.41% | MORGAN STANLEY 04.3750 01/22/2047 | 0.40% | 3.312 R ISWP US0003M P 11/08/2048 | 0.40% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.40% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.38% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.38% | FNR 2019-3 SA IO 05.9519 02/25/2049 | 0.38% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.38% | TREASURY BILL 00.0000 11/10/2020 | 0.37% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.37% | COMM 2014-CR17 C 04.9450 05/10/2047 | 0.37% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.37% | MRAIT 2020-2 A 01.3051 07/21/2021 | 0.36% | VERIZON COMM 04.3290 09/21/2028 | 0.36% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.36% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.35% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.34% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.34% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.34% | SERVICENOW INC 01.4000 09/01/2030 | 0.32% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.32% | UBSBB 2012-C2 E P/P 144A 05.0455 05/10/2063 | 0.32% | WAMU 2005-AR17 A1B2 00.5581 12/25/2045 | 0.32% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.31% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.31% | AMAZON.COM INC 01.5000 06/03/2030 | 0.31% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.31% | FNR 2016-8 SA IO 05.9019 03/25/2046 | 0.31% | STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.30% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.30% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.30% | VERIZON COMM 04.6720 03/15/2055 | 0.30% | CGCMT 2012-GC8 B P/P 144A 04.2850 09/10/2045 | 0.30% | VISIO 2019-1 A3 03.8250 06/25/2054 | 0.30% | GSMS 2015-GS1 XA IO 00.9153 11/10/2048 | 0.29% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.29% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.28% | ORACLE CORP 02.6500 07/15/2026 | 0.28% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.28% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.28% | BBCMS 2019-C4 XA IO 01.7446 08/15/2052 | 0.28% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.27% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.27% | BROADCOM INC 04.1500 11/15/2030 | 0.26% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.26% | BACM 2015-UBS7 XA IO 00.9417 09/15/2048 | 0.26% | GNR 2016-H23 NI IO 03.3469 10/20/2066 | 0.26% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.26% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.26% | CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.26% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.26% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.25% | MSBAM 2013-C10 E P/P 144A 04.2180 07/15/2046 | 0.25% | BCAP 2015-RR5 2A2 02.2408 01/26/2046 | 0.25% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.25% | ALPHABET INC 02.2500 08/15/2060 | 0.25% | COMM 2018-COR3 C 04.7127 05/10/2051 | 0.25% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.25% | WFRBS 2011-C4 C P/P 144A 05.3897 06/15/2044 | 0.25% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.24% | STACR 2016-DNA3 M3 05.1481 12/25/2028 | 0.24% | MICROSOFT CORP 02.4000 08/08/2026 | 0.24% | STACR 2015-DN1 M3 04.2981 01/25/2025 | 0.24% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.24% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.24% | CGCMT 2014-GC23 IO 01.0914 07/10/2047 | 0.24% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.24% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.24% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.24% | UBSBB 2012-C3 C P/P 144A 05.1977 08/10/2049 | 0.24% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.23% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.23% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.23% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.23% | FHMS K105 X1 IO 01.6452 01/25/2030 | 0.23% | STACR 2017-HQA2 M2 02.7981 12/25/2029 | 0.23% | CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.23% | WFCM 2018-C43 XA IO 00.8319 03/15/2051 | 0.23% | CF 2019-CF1 XA IO 01.3024 05/15/2052 | 0.22% | SPST 2020-2 A 00.9748 03/26/2021 | 0.22% | STACR 2016-HQA2 M3 05.2981 11/25/2028 | 0.22% | CAS 2016-C02 1M2 06.1481 09/25/2028 | 0.22% | GNR 2019-123 SL IO 05.9938 10/20/2049 | 0.22% | CAS 2017-C07 1EB2 01.1481 05/25/2030 | 0.22% | SPST 2020-6 A 01.9011 09/07/2021 | 0.22% | HSBC HOLDINGS PLC USD 06.3750 12/29/2049 | 0.21% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.21% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% | GNR 2019-119 KS IO 05.8979 09/16/2049 | 0.21% | CSAIL 2019-C16 XA IO 01.7273 06/15/2052 | 0.21% | SPST 2020-WL1 A 01.2981 06/25/2051 | 0.21% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.21% | GNR 2016-H02 HI IO 03.0501 01/20/2066 | 0.21% | MCAS 2019-01 M10 P/P 144A 03.3981 10/15/2049 | 0.21% | US BANCORP 03.0000 07/30/2029 | 0.21% | CAS 2020-R01 1M2 02.1981 01/25/2040 | 0.21% | GSMS 2014-GC18 C 05.1550 01/10/2047 | 0.20% | TREASURY BILL 00.0000 10/27/2020 | 0.20% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.20% | SPST 2020-13 A 01.6511 10/10/2021 | 0.20% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.20% | BOEING CO 04.8750 05/01/2025 | 0.20% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.20% | CSAIL 2015-C4 B 04.4591 11/15/2048 | 0.20% | JPMCC 2012-C8 C P/P 144A 04.7780 10/15/2045 | 0.20% | GNR 2018-168 KS IO 05.9938 12/20/2048 | 0.20% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.20% | WFCM 2019-C50 XA IO 01.5873 05/15/2052 | 0.20% | WFRBS 2011-C5 C P/P 144A 05.8444 11/15/2044 | 0.20% | MICROSOFT CORP 03.7000 08/08/2046 | 0.19% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.19% | FNR 2017-108 SA IO 06.0019 01/25/2048 | 0.19% | APPLE INC 04.3750 05/13/2045 | 0.19% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.19% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.19% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.19% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.19% | WFRBS 2012-C10 D P/P 144A 04.5755 12/15/2045 | 0.19% | WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.19% | CGCMT 2015-P1 C 04.5141 09/15/2048 | 0.19% | AT&T INC 04.1000 02/15/2028 | 0.19% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.19% | SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.19% | UBSCM 2019-C17 XA IO 01.6357 10/15/2052 | 0.19% | CSAIL 2015-C3 XA IO 00.9004 08/15/2048 | 0.19% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% | CAS 2020-R02 2M2 02.1481 01/25/2040 | 0.18% | FNR 2016-91 AS IO 05.9519 12/25/2046 | 0.18% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.18% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.18% | GNR 2012-149 GS IO 06.0438 12/20/2042 | 0.18% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | LCCM 2017-LC26 XA IO P/P 144A 01.5948 07/12/2050 | 0.18% | ZOETIS INC 02.0000 05/15/2030 | 0.18% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.18% | GNR 2019-20 SB IO 05.9438 02/20/2049 | 0.18% | GNR 2019-H02 DI IO 03.3348 11/20/2068 | 0.18% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.18% | GNR 2019-83 SW IO 05.9438 07/20/2049 | 0.18% | COMCAST CORP 03.1500 03/01/2026 | 0.17% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.17% | GSMS 2014-GC22 XA IO 01.1381 06/10/2047 | 0.17% | ZOETIS INC 03.9000 08/20/2028 | 0.17% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.17% | CAS 2018-C04 2M2 02.6981 12/25/2030 | 0.17% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.17% | FISERV INC 04.2000 10/01/2028 | 0.17% | GNR 2019-83 JS IO 05.9438 07/20/2049 | 0.17% | GNR 2020-32 GS IO 05.9438 03/20/2050 | 0.17% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.17% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.17% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.17% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.17% | STACR 2020-HQA2 M2 03.2481 03/25/2050 | 0.17% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.16% | WFRBS 2014-C22 XA IO 00.9543 09/15/2057 | 0.16% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% | COMCAST CORP 03.4000 07/15/2046 | 0.16% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.16% | CIT GROUP INC. 05.2500 03/07/2025 | 0.16% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.16% | STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.16% | AT&T INC 04.7500 05/15/2046 | 0.16% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.16% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.16% | UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.16% | BSCMS 2007-T26 AJ 05.5414 01/12/2045 | 0.16% | FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.16% | STACR 2019-DNA1 B1 04.7981 01/25/2049 | 0.16% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.16% | CIT BANK NA 02.9690 09/27/2025 | 0.16% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.16% | AT&T INC. 03.8000 02/15/2027 | 0.16% | GNR 2014-H07 BI IO 01.4779 05/20/2064 | 0.16% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.16% | EQUINIX INC 03.2000 11/18/2029 | 0.15% | MCAS 2020-01 M10 P/P 144A 03.8981 03/25/2050 | 0.15% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.15% | MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.15% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.15% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.15% | GNR 2014-H11 GI IO 01.4820 06/20/2064 | 0.15% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.15% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.15% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | CSAIL 2015-C1 D P/P 144A 03.9109 04/15/2050 | 0.15% | OMIR 2018-1A M2 02.9981 07/25/2028 | 0.15% | DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.15% | FHR 4738 QS IO 06.0476 12/15/2047 | 0.15% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% | MSC 2011-C1 E P/P 144A 05.6748 09/15/2047 | 0.14% | WFRBS 2012-C6 C P/P 144A 05.7654 04/15/2045 | 0.14% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | GNR 2017-H14 EI IO 01.8543 06/20/2067 | 0.14% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.14% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.14% | FREMF 2019-KF66 B P/P 144A 02.5568 07/25/2029 | 0.14% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.14% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.14% | GNR 2020-11 SY IO 05.9438 01/20/2050 | 0.14% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.14% | JPMCC 2012-C8 D P/P 144A 04.8261 10/15/2045 | 0.14% | MSC 2011-C1 D P/P 144A 05.6748 09/15/2047 | 0.14% | TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.14% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.14% | BHLD 2020-1 A3 03.3950 02/25/2055 | 0.14% | GNR 2015-H13 AI IO 02.6138 06/20/2065 | 0.14% | UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.14% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.14% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.14% | GSMS 2010-C1 D P/P 144A 06.1251 08/10/2043 | 0.14% | MSC 2016-UB12 XA IO 00.8932 12/15/2049 | 0.14% | UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.14% | CAS 2017-C03 1M2 03.1481 10/25/2029 | 0.13% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.13% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.13% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.13% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.13% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.13% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.13% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% | CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.13% | GNR 2017-H08 NI IO 02.3087 03/20/2067 | 0.13% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% | COMCAST CORP 03.9990 11/01/2049 | 0.13% | DBUBS 2011-LC2A C P/P 144A 05.6704 07/10/2044 | 0.13% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.13% | T-MOBILE USA INC P/P 144A 04.5000 04/15/2050 | 0.13% | CGCMT 2014-GC19 X IO 01.3116 03/10/2047 | 0.13% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.13% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.13% | CAS 2018-C05 1M2 02.4981 01/25/2031 | 0.13% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.12% | AT&T INC 04.3000 02/15/2030 | 0.12% | BACM 2005-1 B 05.6647 11/10/2042 | 0.12% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.12% | MRAFT 2020-2 A1 01.9055 05/29/2022 | 0.12% | JPMBB 2013-C14 E P/P 144A 04.8585 08/15/2046 | 0.12% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.12% | GNR 2018-155 SE IO 05.9438 11/20/2048 | 0.12% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.12% | WEC ENERGY GROUP INC 02.3926 05/15/2067 | 0.12% | GNR 2017-H12 QI IO 02.6792 05/20/2067 | 0.12% | BACM 2015-UBS7 B 04.5050 09/15/2048 | 0.12% | COMM 2014-UBS4 C 04.8009 08/10/2047 | 0.12% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.12% | GNR 2014-131 BS IO 06.0479 09/16/2044 | 0.12% | GNR 2016-H06 AI IO 03.2131 02/20/2066 | 0.12% | JPMCC 2012-C6 E P/P 144A 05.3239 05/15/2045 | 0.12% | STACR 2018-DNA2 B1 03.8481 12/25/2030 | 0.12% | UBSC 2011-C1 D P/P 144A 06.2520 01/10/2045 | 0.12% | UBSCM 2017-C7 XA IO 01.1997 12/15/2050 | 0.12% | WFCM 2015-LC20 XB IO 00.6291 04/15/2050 | 0.12% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.12% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | GNR 2019-44 SA IO 05.8938 04/20/2049 | 0.11% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.11% | MSBAM 2014-C14 C 05.1073 02/15/2047 | 0.11% | UBSCM 2018-C12 XA IO 00.9870 08/15/2051 | 0.11% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.11% | FHMS K104 X1 IO 01.1271 01/25/2030 | 0.11% | JPMBB 2014-C22 XA IO 00.9836 09/15/2047 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.11% | GNR 2017-H10 MI IO 02.2244 04/20/2067 | 0.11% | STACR 2014-DN4 M3 04.6981 10/25/2024 | 0.11% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.11% | AIR LEASE CORP 03.2500 10/01/2029 | 0.11% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.11% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.11% | GNR 2019-21 SJ IO 05.8938 02/20/2049 | 0.11% | GNR 2017-H09 DI IO 01.9155 03/20/2067 | 0.11% | UPJOHN INC P/P 144A 04.0000 06/22/2050 | 0.11% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.11% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.11% | FHR 3408 EK 25.1799 04/15/2037 | 0.11% | STACR 2014-DN2 M3 03.7481 04/25/2024 | 0.11% | GSMS 2013-GC13 XA IO 00.1043 07/10/2046 | 0.10% | STACR 2014-HQ2 M3 03.8981 09/25/2024 | 0.10% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.10% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.10% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.10% | FISERV INC 03.5000 07/01/2029 | 0.10% | FNR 2018-94 SA IO 05.9519 01/25/2049 | 0.10% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% | WFRBS 2013-C14 XA IO 00.8535 06/15/2046 | 0.10% | FHR 3065 DC 19.4029 03/15/2035 | 0.10% | SAIL 2004-10 A10 01.0481 11/25/2034 | 0.10% | SPST 2019-11 A 00.9011 10/24/2020 | 0.10% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.10% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.10% | WFCM 2014-LC16 XA IO 01.2504 08/15/2050 | 0.10% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.10% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.10% | GNR 2015-H12 EI IO 01.7145 04/20/2065 | 0.10% | CSMC 2016-NXSR XA IO 00.9088 12/15/2049 | 0.10% | MRAFT 2020-4 A1 01.5055 04/23/2023 | 0.10% | STACR 2018-DNA2 M2 02.2981 12/25/2030 | 0.10% | CSAIL 2015-C1 C 04.4109 04/15/2050 | 0.10% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.10% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.10% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% | GNR 2016-H14 IO IO 01.6951 06/20/2066 | 0.10% | COMM 2014-UBS6 XA IO 01.0371 12/10/2047 | 0.10% | FHR 3852 NT 05.8476 05/15/2041 | 0.10% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.10% | FOX CORP 03.5000 04/08/2030 | 0.10% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.10% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.10% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.10% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | GNR 2011-17 S IO 05.8938 02/20/2041 | 0.10% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.10% | UBSCM 2012-C1 D P/P 144A 05.7546 05/10/2045 | 0.10% | BANK 2018-BN13 XA 00.6581 08/15/2061 | 0.10% | CAS 2017-C07 1B1 04.1481 05/25/2030 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.10% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.09% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | GNR 2015-H04 AI IO 03.1984 12/20/2064 | 0.09% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.09% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.09% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% | GNR 2015-H12 GI IO 01.8109 05/20/2065 | 0.09% | JPMDB 2017-C5 XA IO 01.0858 03/15/2050 | 0.09% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.09% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.09% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.09% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.09% | GNR 2016-H11 HI IO 02.1025 01/20/2066 | 0.09% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.09% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.09% | APPLE INC 03.4500 05/06/2024 | 0.09% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.09% | CAS 2019-HRP1 M2 02.2981 11/25/2039 | 0.09% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.09% | NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% | PROLOGIS LP 02.2500 04/15/2030 | 0.09% | WFCM 2017-C41 XA IO 01.3627 11/15/2050 | 0.09% | CAS 2017-C01 1B1 05.8981 07/25/2029 | 0.09% | EMIR 2018-1 M1 01.8751 11/25/2028 | 0.09% | FNR 2006-8 HP 24.0235 03/25/2036 | 0.09% | JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.09% | NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | VIACOMCBS INC 04.2000 06/01/2029 | 0.09% | CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.09% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | JPMCC 2016-JP2 XA IO 01.9492 08/15/2049 | 0.08% | FHR 4912 PS IO 05.8976 09/25/2049 | 0.08% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% | AON PLC 04.2500 12/12/2042 | 0.08% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | GNR 2016-H04 KI IO 03.0408 02/20/2066 | 0.08% | MSC 2011-C3 E P/P 144A 05.4192 07/15/2049 | 0.08% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.08% | ALPHABET INC 01.9980 08/15/2026 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | GNR 2015-H12 AI IO 01.8696 05/20/2065 | 0.08% | CARR 2006-NC2 A4 00.3881 06/25/2036 | 0.08% | CIGNA CORP 03.7500 07/15/2023 | 0.08% | COMM 2013-CR11 XA IO 01.0883 08/10/2050 | 0.08% | GNR 2015-H25 AI IO 01.6269 09/20/2065 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.08% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.08% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.08% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.08% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.08% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.08% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.08% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.08% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% | MSBAM 2015-C26 XA IO 01.1699 10/15/2048 | 0.08% | NHEL 2004-2 M4 01.9481 09/25/2034 | 0.08% | EFMT 2020-1 A2 03.3530 05/25/2065 | 0.08% | FHR 4839 AS IO 05.8976 06/15/2042 | 0.08% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.08% | UBSBB 2012-C2 XA IO P/P 144A 01.4513 05/10/2063 | 0.08% | EMIR 2019-1 M2 03.4481 04/25/2029 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | HCA INC 04.1250 06/15/2029 | 0.07% | MSBAM 2013-C7 XA IO 01.4708 02/15/2046 | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.07% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | GSMS 2013-GC10 XA IO 01.6389 02/10/2046 | 0.07% | MSBAM 2015-C25 XA IO 01.2052 10/15/2048 | 0.07% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | MSC 2016-BNK2 XA IO 01.1850 11/15/2049 | 0.07% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% | CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.07% | CWALT 2007-OA6 A1A 00.2881 06/25/2037 | 0.07% | GNR 2015-H25 CI IO 03.4804 10/20/2065 | 0.07% | MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.07% | NRG P/P 144A 03.7500 06/15/2024 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | COMM 2014-LC15 XA IO 01.2561 04/10/2047 | 0.07% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.07% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.07% | COMM 2013-CR6 D P/P 144A 04.2267 03/10/2046 | 0.07% | FNR 2005-122 SE 22.5815 11/25/2035 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | AMAZON.COM INC 03.1500 08/22/2027 | 0.07% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% | GNR 2010-H19 GI IO 01.4185 08/20/2060 | 0.07% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.07% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% | GNR 2015-H28 DI IO 01.5553 08/20/2065 | 0.07% | STACR 2018-DNA1 M2 01.9481 07/25/2030 | 0.07% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.07% | WFRBS 2014-C24 XA IO 00.9795 11/15/2047 | 0.07% | COMM 2015-CR23 XA IO 01.0368 05/10/2048 | 0.07% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.07% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.07% | JPMBB 2014-C19 D P/P 144A 04.8327 04/15/2047 | 0.07% | COMM 2014-CR17 D P/P 144A 05.0087 05/10/2047 | 0.06% | FNR 2006-62 PS 39.0112 07/25/2036 | 0.06% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.06% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.06% | WFRBS 2012-C10 XA IO P/P 144A 01.6749 12/15/2045 | 0.06% | COMM 2014-CR19 D P/P 144A 04.8680 08/10/2047 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | MSBAM 2013-C12 XA IO 00.7511 10/15/2046 | 0.06% | STACR 2018-HQA1 M2 02.4481 09/25/2030 | 0.06% | TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% | GNR 2015-H15 JI IO 01.9663 06/20/2065 | 0.06% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% | STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | 0.815 R ISWP US0003M P 07/30/2050 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2016-H27 BI IO 02.3598 12/20/2066 | 0.06% | JPMCC 2011-C3 F P/P 144A 05.8533 02/15/2046 | 0.06% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | 0.78 R ISWP US0003M P 04/28/2050 | 0.06% | ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.06% | COMM 2014-CR19 XA IO 01.1343 08/10/2047 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | RMIR 2019-1 M2 P/P 144A 03.3481 02/25/2029 | 0.06% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% | FNR 2007-53 SP 23.6569 06/25/2037 | 0.06% | GNR 2014-H08 CI IO 01.4746 03/20/2064 | 0.06% | GNR 2015-H16 XI IO 02.4328 07/20/2065 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | GNR 2016-H24 JI IO 03.3048 11/20/2066 | 0.06% | GSMS 2014-GC18 XA IO 01.1741 01/10/2047 | 0.06% | FNR 2005-106 JC 19.6647 12/25/2035 | 0.06% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% | GNR 2015-H09 BI IO 01.6975 03/20/2065 | 0.06% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.06% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | FNR 2011-4 CS 12.6037 05/25/2040 | 0.06% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | MSBAM 2013-C11 D P/P 144A 04.4975 08/15/2046 | 0.06% | CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.05% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.05% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.05% | MSBAM 2013-C10 F P/P 144A 04.2180 07/15/2046 | 0.05% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.05% | WFRBS 2013-C11 XA IO P/P 144A 01.3185 03/15/2045 | 0.05% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% | JPMCC 2011-C3 D P/P 144A 05.8533 02/15/2046 | 0.05% | JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.05% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.05% | BERKSHIRE HATHAW P/P 144A 04.2500 10/15/2050 | 0.05% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% | MWST 2019-1 A 00.9481 06/25/2052 | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | WFRBS 2012-C7 D P/P 144A 04.9651 06/15/2045 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | GNR 2015-H10 CI IO 01.8130 04/20/2065 | 0.05% | JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | OPTN FN30 2.0 10/07/20 CALL 102.625 JPMC | 0.05% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | GNMA GII30 AY4779 04.5110 03/20/2067 | 0.05% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% | JPMCC 2012-LC9 D P/P 144A 04.5656 12/15/2047 | 0.05% | JPMCC 2013-C16 XA IO 01.0942 12/15/2046 | 0.05% | OPTN FN30 2.5 11/05/20 CALL 104.703125 JPMC | 0.05% | STACR 2018-HQA2 M2 02.4481 10/25/2048 | 0.05% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% | CITIGROUP INC 03.6680 07/24/2028 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | UBSBB 2013-C6 XA IO P/P 144A 01.2525 04/10/2046 | 0.05% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.05% | WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.05% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.05% | FNR 2010-35 SG IO 06.2519 04/25/2040 | 0.05% | VMWARE INC 03.9000 08/21/2027 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% | GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% | GNR 2015-H20 AI IO 01.8363 08/20/2065 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | WFRBS 2012-C9 XA IO P/P 144A 02.0432 11/15/2045 | 0.04% | CCMFC 2004-3A A2 00.4481 08/25/2035 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | GNMA GII30 BA7681 04.6160 06/20/2067 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% | GSMS 2013-GC12 XA IO 01.5474 06/10/2046 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | CAS 2019-R01 2M2 02.5981 07/25/2031 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | MWST 2018-W1 A 00.9981 11/25/2051 | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | AIR LEASE CORP 04.6250 10/01/2028 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.04% | BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.04% | CGCMT 2013-GC17 X IO 01.1807 11/10/2046 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | FNR 2005-75 GS 19.8056 08/25/2035 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | TREASURY BILL 00.0000 11/17/2020 | 0.04% | WAMU 2005-AR1 A2B 00.9481 01/25/2045 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2015-H17 CI IO 01.5964 06/20/2065 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% | JPMBB 2014-C25 XA IO 00.9981 11/15/2047 | 0.04% | MSBAM 2014-C17 XA IO 01.2342 08/15/2047 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FHR 2990 LB 16.5562 06/15/2034 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | JPMCC 2013-LC11 X IO 01.3893 04/15/2046 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.04% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.04% | STACR 2019-DNA2 B1 04.4981 03/25/2049 | 0.04% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% | CAS 2019-R05 1M2 02.1481 07/25/2039 | 0.04% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.04% | GNR 2015-H01 CI IO 01.6289 12/20/2064 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | JPMCC 2012-LC9 XA IO 01.6425 12/15/2047 | 0.04% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | OSHKOSH CORP 03.1000 03/01/2030 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | CGCMT 2012-GC8 XA IO P/P 144A 01.9206 09/10/2045 | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.03% | SWPTN 3MX10Y P 0.923 USD 12/22/2020 CI | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | COMM 2013-CR13 E P/P 144A 05.0495 11/10/2046 | 0.03% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% | FHR 4074 KS IO 06.5476 02/15/2041 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | HMIR 2018-1 M1 P/P 144A 01.7481 10/25/2028 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | UBSCM 2012-C1 XA IO P/P 144A 02.2488 05/10/2045 | 0.03% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | COMM 2012-LC4 XA IO P/P 144A 02.1773 12/10/2044 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.03% | CAS 2017-C06 2M2 02.9481 02/25/2030 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | JPMCC 2010-C1 C P/P 144A 06.2167 06/15/2043 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | COMM 2014-UBS6 C 04.5945 12/10/2047 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | STACR 2018-DNA3 B1 04.0481 09/25/2048 | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% | COMM 2012-CR1 D P/P 144A 05.4968 05/15/2045 | 0.03% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.03% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.03% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% | GNR 2013-129 SN IO 05.9938 09/20/2043 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | 0.439 R ISWP US0003M P 08/10/2025 | 0.02% | AT&T INC 04.3500 03/01/2029 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% | CAS 2019-R02 1B1 04.2981 08/25/2031 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | GNR 2019-121 SD IO 05.8438 10/20/2049 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | JPMBB 2013-C17 XA IO 00.9156 01/15/2047 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% | GNR 2015-H22 EI IO 01.6182 08/20/2065 | 0.02% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | BMIR 2018-2A M1B P/P 144A 01.4981 08/25/2028 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.02% | 0.65 R ISWP US0003M P 05/26/2030 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | SERVICE 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WFRBS 2011-C5 XA IO P/P 144A 01.8341 11/15/2044 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | WFRBS 2011-C4 E P/P 144A 05.3897 06/15/2044 | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% | 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.01% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | 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2054-11-18 300.0 11/18/2054 MS | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% | GNR 2020-15 CS IO 05.8938 02/20/2050 | 0.01% | IOS.FN30.400.10 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07/20/2045 | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | FHR 4663 KI IO 03.5000 11/15/2042 | 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% | PACIFICORP 06.2500 10/15/2037 | 0.00% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | COMCAST CORP 06.5000 11/15/2035 | 0.00% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.00% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.00% | FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | SABMILLER HLDG INC 04.9500 01/15/2042 | 0.00% | SWPTN 1MX10Y R 0.635 USD 10/28/2020 CI | 0.00% | 0.338 R ISWP US0003M P 07/01/2025 | 0.00% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 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% | FHR 3117 AF 00.0000 02/15/2036 | 0.00% | FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.00% | GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.00% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | OPTN FN30 2.5 10/07/20 CALL 104.984375 JPMC | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | VIACOMCBS INC 04.2000 05/19/2032 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% | MLCFC 2006-4 XC IO P/P 144A 00.7433 12/12/2049 | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.00% | 0.6915 R ISWP US0003M P 09/30/2030 | 0.00% | 0.70 R ISWP US0003M P 09/11/2030 | 0.00% | 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% | BACM 2007-1 XW IO 00.6240 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.7525 12/11/2038 | 0.00% | CD 2007-CD4 XW IO P/P 144A 01.3798 12/11/2049 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CSMC 2007-C2 AX IO P/P 144A 00.0000 01/15/2049 | 0.00% | FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GECMC 2007-C1 XC IO P/P 144A 00.2606 12/10/2049 | 0.00% | GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% | GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% | JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% | JPMCC 2006-LDP8 X IO 00.2879 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.1268 01/15/2049 | 0.00% | LBUBS 2007-C2 XCL IO P/P 144A 00.3586 02/15/2040 | 0.00% | LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.00% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% | SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | WBCMT 2006-C29 IO IO 00.4585 11/15/2048 | 0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% | IOS.FN30.350.12 P USL1M R 01/12/43 CS | -0.00% | OPTN FN30 2.0 10/07/20 PUT 102.625 JPMC | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.00% | SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.00% | 0.30 R ISWP US0003M P 07/14/2025 | -0.00% | 0.645 R ISWP US0003M P 07/15/2030 | -0.00% | 0.69 R ISWP US0003M P 10/01/2030 | -0.00% | 0.739 R ISWP US0003M P 09/30/2030 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | OPTN FN30 2.5 10/07/20 PUT 104.984375 JPMC | -0.00% | SWPTN 1MX10Y R 0.705 USD 10/28/2020 CI | -0.00% | SWPTN 1MX5Y P 0.344 USD 10/08/2020 GS | -0.00% | SWPTN 1MX5Y R 0.344 USD 10/08/2020 GS | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.00% | 0.25 R ISWP FWD US0003M P 12/16/2022 | -0.00% | 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.00% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.01% | 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -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 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | 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 ML | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.02% | IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | SWPTN 1MX30Y P 1.241 USD 10/21/2020 CI | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 1.08 R ISWP FWD US0003M P 12/16/2050 | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% | SWPTN 3MX10Y R 0.523 USD 12/22/2020 CI | -0.02% | 0.385 R ISWP US0003M P 05/21/2025 | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.04% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.04% | OPTN FN30 2.5 11/05/20 PUT 104.703125 JPMC | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.06% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.06% | 0.585 R ISWP US0003M P 07/21/2030 | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.08% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.09% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.09% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.09% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.09% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.10% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.10% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.12% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.13% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.14% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.15% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.15% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.16% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.16% | 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.16% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.16% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.16% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.17% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.18% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.22% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.23% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.23% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.24% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.24% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.25% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.26% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.26% | 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.27% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.36% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.36% | 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.40% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.42% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.43% | 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.44% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.51% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.52% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.59% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.67% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.76% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.83% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -1.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.12% | FNMA FN30 TBA UMBS 02.5000 11/01/2050 | -1.29% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.41% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.87% | US 2YR NOTE (CBT) DEC20 TUZ0 | -43.72% |
Sector Weightings as of 12/31/20
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 9.31% | 0.42 | 47.42% | 1.89 | 56.73% | 2.31 |
| Commercial MBS | 18.17% | 0.48 | 11.18% | 0.07 | 29.35% | 0.55 |
| Investment-grade corporate bonds | 28.06% | 2.53 | 0.00% | 0.00 | 28.06% | 2.53 |
| Agency CMO | 14.67% | 0.48 | 0.30% | 0.01 | 14.97% | 0.49 |
| Net cash | 14.74% | 0.00 | 0.00% | 0.00 | 14.74% | 0.00 |
| Residential MBS (non-agency) | 11.13% | 0.31 | 0.00% | 0.00 | 11.13% | 0.31 |
| Asset-backed securities (ABS) | 3.02% | 0.11 | 0.00% | 0.00 | 3.02% | 0.11 |
| High-yield corporate bonds | 0.90% | 0.04 | 0.00% | 0.00 | 0.90% | 0.04 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.44 | 0.00% | -0.44 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 1.20 | 0.00% | 1.20 |
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 12/31/20
| United States | 94.43% |
|---|---|
| Canada | 1.10% |
| Bermuda | 1.02% |
| France | 0.79% |
| United Kingdom | 0.53% |
| Switzerland | 0.49% |
| Australia | 0.47% |
| Netherlands | 0.47% |
| Spain | 0.30% |
| Other | 0.40% |
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% |