‡ 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 Capital Manager
Putnam Income Subaccount
The subaccount seeks high current income consistent with what Putnam Management believes to be prudent risk.
Fund description
The subaccount takes a flexible approach to pursuing high current income by diversifying across a range of fixed-income sectors. These sectors include, but are not limited to, investment-grade corporate bonds, mortgage-backed securities, U.S. Treasuries, and high-yield corporate bonds. The subaccount seeks to capitalize on those market sectors and maturities
Sales story
Pursuing income with an all-weather bond portfolioDiverse opportunities The fund invests across all sectors of the U.S. bond market, including mortgage-backed, corporate, and government bonds.A flexible strategy The portfolio managers pursue an attractive level of income, adjusting the portfolio to favor attractive sectors as interest rates and market conditions change.Leading research The managers, supported by Putnam's fixed-income research division, analyze a range of bonds to build a competitive portfolio.
Management team
- Michael V. Salm (Investing since 1989)
- Andrew Benson (Investing since 2008)
- Brett S. Kozlowski, CFA (Investing since 1997)
Lipper ranking ‡ as of 12/31/21
Category: Core Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 15% | 13/87 |
| 1 yr. | 99% | 117/118 |
| 3 yrs. | 87% | 100/114 |
| 5 yrs. | 59% | 61/104 |
Risk characteristics as of 12/31/21
| Avg. Eff. Maturity | 7.81 |
| Avg. Eff. Duration | 6.12 |
| Avg. Coupon | 4.31 |
| Avg. Yield to Maturity | 7.92 |
| Alpha (%) | -- |
| Beta | 1.15 |
| R squared | 0.69 |
| Standard deviation (3 yrs.) | 4.65 |
Maturity details
| 0 to 1 yr. | 5.24% |
| 1 to 5 yrs. | 51.19% |
| 5 to 10 yrs. | 31.89% |
| 10 to 15 yrs. | 1.75% |
| Over 15 yrs. | 9.93% |
Quality ratings
| AAA | 64.27% |
| AA | 6.13% |
| A | 14.14% |
| BBB | 22.09% |
| BB | 3.51% |
| B | 2.94% |
| CCC and Below | 2.33% |
| Not Rated | -15.41% |
Quick facts as of 12/31/21
| Fiscal Year End | December |
| Asset Class | Putnam Capital Manager |
| Subaccount Status | Open to new investors |
| Number of issues | 1252 |
| Turnover (fiscal year end) | 842% |
| Net Assets | $211M |
| Inception Date | 02/01/88 |
Holdings
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | 7.57% |
| Gnma Gii30 Tba 03.5000 01/01/2052 | 2.96% |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | 2.50% |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | 2.46% |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2052 | 2.36% |
| Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | 2.03% |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | 2.00% |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | 1.47% |
| Bf0101 03.5000 06/01/2056 | 0.81% |
| Fnr 2021-77 I Io 04.0000 11/25/2051 | 0.67% |
| Top 10 holdings, total: | 24.83% |
| Top 10 holdings as of 12/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | 7.57% |
| 2: Gnma Gii30 Tba 03.5000 01/01/2052 | 2.96% |
| 3: Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | 2.50% |
| 4: Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | 2.46% |
| 5: Fnma Fn30 Tba Umbs 02.0000 02/01/2052 | 2.36% |
| 6: Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | 2.03% |
| 7: Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | 2.00% |
| 8: Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | 1.47% |
| 9: Bf0101 03.5000 06/01/2056 | 0.81% |
| 10: Fnr 2021-77 I Io 04.0000 11/25/2051 | 0.67% |
| Holdings represent 24.83% of portfolio | |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | 7.53% |
| 2: Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | 4.46% |
| 3: Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | 3.91% |
| 4: Gnma Gii30 Tba 03.5000 12/01/2051 | 2.95% |
| 5: Fnma Fn30 Tba Umbs 02.0000 01/01/2052 | 2.35% |
| 6: Fnma Fn30 Tba Umbs 04.5000 12/01/2051 | 2.03% |
| 7: Fnma Fn30 Tba Umbs 05.5000 12/01/2051 | 1.04% |
| 8: Fnma Fn30 Tba Umbs 06.0000 12/01/2051 | 1.04% |
| 9: Bf0101 03.5000 06/01/2056 | 0.83% |
| 10: Fnr 2021-77 I Io 04.0000 11/25/2051 | 0.69% |
| Holdings represent 26.83% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 11/01/2051 | 7.47% |
| 2: Fnma Fn30 Tba Umbs 03.5000 11/01/2051 | 4.42% |
| 3: Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | 3.40% |
| 4: Gnma Gii30 Tba 03.5000 11/01/2051 | 2.92% |
| 5: Fnma Fn30 Tba Umbs 02.0000 11/01/2051 | 2.33% |
| 6: Fnma Fn30 Tba Umbs 04.5000 11/01/2051 | 2.01% |
| 7: Fnma Fn30 Tba Umbs 05.5000 11/01/2051 | 1.04% |
| 8: Fnma Fn30 Tba Umbs 06.0000 11/01/2051 | 1.04% |
| 9: Bf0101 03.5000 06/01/2056 | 0.84% |
| 10: Fnr 2021-77 I Io 04.0000 11/25/2051 | 0.72% |
| Holdings represent 26.19% of portfolio | |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 7.29% |
| 2: Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 4.32% |
| 3: Gnma Gii30 Tba 03.5000 10/01/2051 | 2.86% |
| 4: Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | 2.85% |
| 5: Fnma Fn30 Tba Umbs 02.0000 11/01/2051 | 2.27% |
| 6: Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | 1.96% |
| 7: Fnma Fn30 Tba Umbs 06.0000 10/01/2051 | 1.02% |
| 8: Fnma Fn30 Tba Umbs 05.5000 10/01/2051 | 1.01% |
| 9: Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | 0.95% |
| 10: Bf0101 03.5000 06/01/2056 | 0.84% |
| Holdings represent 25.37% of portfolio | |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 7.57% | US ULTRA BOND CBT MAR22 WNH2 | 5.14% | US 10YR NOTE (CBT)MAR22 TYH2 | 4.21% | GNMA GII30 TBA 03.5000 01/01/2052 | 2.96% | TREASURY BILL 00.0000 02/10/2022 | 2.70% | TREASURY BILL 00.0000 03/17/2022 | 2.66% | FNMA FN30 TBA UMBS 03.5000 02/01/2052 | 2.50% | FNMA FN30 TBA UMBS 03.0000 01/01/2052 | 2.46% | FNMA FN30 TBA UMBS 02.0000 02/01/2052 | 2.36% | FNMA FN30 TBA UMBS 04.5000 01/01/2052 | 2.03% | FNMA FN30 TBA UMBS 03.5000 01/01/2052 | 2.00% | TREASURY BILL 00.0000 02/03/2022 | 1.94% | US LONG BOND(CBT) MAR22 USH2 | 1.90% | TREASURY BILL 00.0000 03/03/2022 | 1.61% | TREASURY BILL 00.0000 04/21/2022 | 1.56% | FNMA FN30 TBA UMBS 03.0000 02/01/2052 | 1.47% | BF0101 03.5000 06/01/2056 | 0.81% | FNR 2021-77 I IO 04.0000 11/25/2051 | 0.66% | TREASURY BILL 00.0000 05/19/2022 | 0.62% | FNR 2020-70 SD IO 06.1481 10/25/2050 | 0.58% | BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.57% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.54% | CITIGROUP INC 04.4500 09/29/2027 | 0.53% | FNMA FN30 TBA UMBS 05.5000 01/01/2052 | 0.51% | FNMA FN30 TBA UMBS 06.0000 01/01/2052 | 0.51% | GNMA GII30 TBA 04.5000 01/01/2052 | 0.50% | GNMA GII30 TBA 03.0000 01/01/2052 | 0.49% | BMIR 2017-1 M2 144A 03.4519 10/25/2027 | 0.48% | FHS 315 PO PO 00.0000 09/15/2043 | 0.48% | TRK 2019-2 A2 04.2128 09/25/2022 | 0.47% | US 5YR NOTE (CBT) MAR22 FVH2 | 0.46% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.46% | MORGAN STANLEY 04.3750 01/22/2047 | 0.45% | WAMU 2005-AR13 A1C4 00.9619 10/25/2045 | 0.45% | COMM 2014-CR17 C 04.7839 05/10/2047 | 0.45% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.43% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.42% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.41% | UBSCM 2012-C1 C 144A 05.5168 05/10/2045 | 0.40% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.40% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.40% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.40% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.40% | FHR 4945 SL IO 05.9481 01/25/2050 | 0.39% | MCAS 2019-01 M10 144A 03.3519 10/15/2049 | 0.39% | ABBVIE INC 03.2000 11/21/2029 | 0.38% | FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.37% | MRAIT 2020-2 A2 | 0.37% | STACR 2019-DNA2 M2 02.5528 03/25/2049 | 0.36% | STACR 2016-HQA1 M3 06.4528 09/25/2028 | 0.35% | FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.35% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.34% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.34% | FHR 5070 AI IO 03.5000 02/25/2051 | 0.34% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.34% | FHR 5140 BI IO 03.5000 09/25/2051 | 0.33% | AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.32% | GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.31% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.30% | GNR 2020-18 GS IO 05.9461 02/20/2050 | 0.30% | COMM 2018-COR3 C 04.5602 05/10/2051 | 0.30% | AT&T INC 03.5500 09/15/2055 | 0.30% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.30% | JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.29% | UBSBB 2012-C3 C 144A 05.0469 08/10/2049 | 0.29% | WAMU 2005-AR17 A1B2 00.9219 12/25/2045 | 0.28% | CFCRE 2011-C2 E P/P 144A 05.1863 12/15/2047 | 0.28% | APPLE INC 02.8000 02/08/2061 | 0.28% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.28% | GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.28% | APPLE INC 04.3750 05/13/2045 | 0.28% | JPMCC 2012-C8 C 144A 04.6235 10/15/2045 | 0.28% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.28% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.28% | WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.27% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.27% | CGCMT 2015-P1 C 04.3686 09/15/2048 | 0.27% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.27% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.27% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.27% | STACR 2017-HQA2 M2 02.7528 12/25/2029 | 0.26% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.26% | GNR 2016-H23 MI IO 02.2231 10/20/2066 | 0.26% | US BANCORP 02.4910 11/03/2036 | 0.26% | FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.26% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.26% | GSMS 2015-GS1 XA IO 00.7604 11/10/2048 | 0.26% | WFRBS 2013-C15 D 144A 04.5032 08/15/2046 | 0.25% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.25% | CAS 2017-C07 1EB2 01.1019 05/25/2030 | 0.25% | SPST 2021-10 A 00.8519 08/08/2022 | 0.25% | SPST 2021-6 A 00.9019 04/25/2022 | 0.25% | WFRBS 2012-C10 D 144A 04.4117 12/15/2045 | 0.25% | BROADCOM INC 04.1500 11/15/2030 | 0.25% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.25% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% | FHR 5118 NI IO 02.0000 02/25/2051 | 0.25% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.25% | FNR 2019-3 SA IO 05.9981 02/25/2049 | 0.25% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.24% | MRAIT 2021-11 A1X 01.2598 01/25/2022 | 0.24% | MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.24% | SPST 2021-16 A1 00.7124 11/07/2022 | 0.24% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% | FHR 4839 AS IO 05.9403 06/15/2042 | 0.24% | MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.24% | ORACLE CORP 03.6500 03/25/2041 | 0.24% | FNR 2016-8 SA IO 05.9481 03/25/2046 | 0.24% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.24% | MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.24% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.24% | MICROSOFT CORP 02.6750 06/01/2060 | 0.24% | MRAIT 2021-EBO1 A2X 01.8493 04/15/2022 | 0.23% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.23% | WFCM 2018-C43 XA IO 00.6590 03/15/2051 | 0.23% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.23% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.23% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.22% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.22% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.22% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.22% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.22% | MRAIT 2020-11 A1X 01.8098 04/22/2022 | 0.22% | GSMS 2010-C1 D 144A 05.9889 08/10/2043 | 0.22% | JPMBB 2013-C14 D 144A 04.5476 08/15/2046 | 0.22% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.22% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.22% | STACR 2016-DNA3 M3 05.1028 12/25/2028 | 0.22% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.22% | MRAIT 2021-NA1 A1X 01.5993 03/08/2022 | 0.22% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.21% | STACR 2020-HQA1 M2 02.0028 01/25/2050 | 0.21% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.20% | AT&T INC 02.5500 12/01/2033 | 0.20% | BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.20% | STACR 2019-DNA1 B1 04.7528 01/25/2049 | 0.20% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.20% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.20% | BSCMS 2007-T26 AJ 05.4304 01/12/2045 | 0.20% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.20% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.20% | MCAS 2020-01 M10 144A 03.8519 03/25/2050 | 0.19% | AT&T INC 04.7500 05/15/2046 | 0.19% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.19% | STACR 2019-DNA1 M2 02.7528 01/25/2049 | 0.19% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.19% | ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.19% | VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.19% | CIT BANK NA 02.9690 09/27/2025 | 0.19% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.19% | CSAIL 2015-C1 D 144A 03.7612 04/15/2050 | 0.19% | WFCM 2019-C50 XA IO 01.4081 05/15/2052 | 0.19% | WFRBS 2011-C4 C 144A 04.8872 06/15/2044 | 0.19% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% | UBSCM 2019-C17 XA IO 01.4792 10/15/2052 | 0.18% | DBUBS 2011-LC3A D 144A 05.3652 08/10/2044 | 0.18% | STACR 2016-HQA2 M3 05.2528 11/25/2028 | 0.18% | COMCAST CORP 03.4000 07/15/2046 | 0.18% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.18% | OMIR 2018-1A M2 02.9519 07/25/2028 | 0.18% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.18% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.18% | GNR 2019-119 KS IO 05.9425 09/16/2049 | 0.18% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.18% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.18% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.17% | CITIGROUP INC 03.8750 02/18/2051 | 0.17% | FHR 4994 SD IO 05.4981 02/25/2049 | 0.17% | NETFLIX INC. 05.8750 11/15/2028 | 0.17% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.17% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.17% | GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.17% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.17% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.17% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.16% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% | CGCMT 2014-GC23 IO 00.9120 07/10/2047 | 0.16% | VMWARE INC 02.2000 08/15/2031 | 0.16% | WFRBS 2012-C6 C 144A 05.7747 04/15/2045 | 0.16% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.16% | CAS 2016-C03 1M2 05.4028 10/25/2028 | 0.16% | GNR 2020-55 SA IO 05.9461 04/20/2050 | 0.16% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.16% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.16% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.16% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | FREMF 2019-KF66 B 144A 02.4940 07/25/2029 | 0.15% | GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.15% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.15% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.15% | GSMS 2014-GC18 C 04.9751 01/10/2047 | 0.15% | STACR 2018-DNA2 B1 03.8028 12/25/2030 | 0.15% | CSAIL 2015-C3 XA IO 00.6961 08/15/2048 | 0.15% | GNR 2016-H23 NI IO 02.1201 10/20/2066 | 0.15% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.15% | UBSCM 2012-C1 D 144A 05.5168 05/10/2045 | 0.15% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.15% | SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.15% | BOEING CO 05.9300 05/01/2060 | 0.15% | STACR 2017-HQA1 M2B 03.6528 08/25/2029 | 0.15% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.15% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.15% | FREMF 2019-KF65 B 144A 02.4940 07/25/2029 | 0.15% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.15% | JPMBB 2013-C14 E 144A 04.5476 08/15/2046 | 0.15% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.14% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.14% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% | LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.14% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.14% | CAS 2017-C01 1M2 03.6528 07/25/2029 | 0.14% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.14% | CAS 2017-C03 1M2 03.1028 10/25/2029 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | COMCAST CORP 02.3500 01/15/2027 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | MICROSOFT CORP 02.9210 03/17/2052 | 0.14% | LCCM 2017-LC26 XA IO 144A 01.4109 07/12/2050 | 0.14% | NETFLIX INC 04.3750 11/15/2026 | 0.14% | UBSC 2011-C1 D 144A 06.4121 01/10/2045 | 0.14% | BACM 2015-UBS7 B 04.3580 09/15/2048 | 0.14% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.14% | WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.14% | MRAFT 2020-5 A1 01.1014 08/10/2023 | 0.14% | WEC ENERGY GROUP INC 02.2685 05/15/2067 | 0.14% | JPMCC 2012-C8 D 144A 04.6716 10/15/2045 | 0.14% | AMAZON.COM INC 04.0500 08/22/2047 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.13% | MRAFT 2021-S1 A1 00.6014 09/10/2022 | 0.13% | JPMBB 2014-C22 C 04.5526 09/15/2047 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | FNR 2017-108 SA IO 06.0481 01/25/2048 | 0.13% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.13% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.13% | ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.13% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.13% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.13% | MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.13% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.13% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.13% | AIR LEASE CORP 03.2500 10/01/2029 | 0.13% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.13% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.13% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% | STACR 2020-HQA2 M2 03.2028 03/25/2050 | 0.13% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.13% | VIATRIS INC 04.0000 06/22/2050 | 0.13% | CAS 2016-C02 1M2 06.1028 09/25/2028 | 0.12% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.12% | CAS 2017-C07 1B1 04.1019 05/25/2030 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | JPMBB 2013-C12 C 04.0984 07/15/2045 | 0.12% | JPMBB 2013-C15 C 05.1924 11/15/2045 | 0.12% | STACR 2018-DNA2 M2 02.2528 12/25/2030 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | WFRBS 2014-C22 XA IO 00.7914 09/15/2057 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.12% | CAS 2020-R01 1M2 02.1528 01/25/2040 | 0.12% | FNR 2016-91 AS IO 05.9981 12/25/2046 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | GNR 2018-168 KS IO 06.0461 12/20/2048 | 0.12% | PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.12% | WFCM 2020-C57 C 04.0235 08/15/2053 | 0.12% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.12% | CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.12% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.12% | GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.12% | GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.12% | HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.12% | LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.12% | SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.12% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.12% | CSAIL 2015-C1 C 04.2612 04/15/2050 | 0.12% | DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.12% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.12% | MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.12% | MSC 2016-UB12 XA IO 00.7060 12/15/2049 | 0.12% | GNR 2014-H07 BI IO 01.4764 05/20/2064 | 0.12% | GNR 2016-H02 HI IO 01.5528 01/20/2066 | 0.12% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.12% | CAS 2020-R02 2M2 02.1028 01/25/2040 | 0.12% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.12% | GALXY 2017-23A AR 144A 00.9939 04/24/2029 | 0.12% | GNR 2012-149 GS IO 06.0961 12/20/2042 | 0.12% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.12% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.12% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.12% | COMM 2013-CR13 D 144A 04.8808 11/10/2046 | 0.12% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.11% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.11% | FNR 2020-12 SK IO 05.9481 03/25/2050 | 0.11% | GNR 2019-H02 DI IO 02.1164 11/20/2068 | 0.11% | UBSCM 2017-C7 XA IO 01.0149 12/15/2050 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% | GNR 2014-H11 GI IO 01.4953 06/20/2064 | 0.11% | COMM 2014-UBS2 C 04.9714 03/10/2047 | 0.11% | MSC 2011-C3 E 144A 05.0861 07/15/2049 | 0.11% | UBSCM 2018-C12 XA IO 00.8089 08/15/2051 | 0.11% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.11% | CAS 2017-C01 1B1 05.8528 07/25/2029 | 0.11% | MSBAM 2013-C10 E 144A 04.0747 07/15/2046 | 0.11% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.11% | GSMS 2014-GC22 XA IO 00.9460 06/10/2047 | 0.11% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.11% | THE AES CORPORATION 02.4500 01/15/2031 | 0.11% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.11% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | GNR 2019-20 SB IO 05.9961 02/20/2049 | 0.10% | JPMCC 2021-1MEM E 144A 02.6535 10/09/2042 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | BACM 2005-1 B 05.4820 11/10/2042 | 0.10% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | MSBAM 2014-C14 C 05.0494 02/15/2047 | 0.10% | COMCAST CORP 03.4500 02/01/2050 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | EMIR 2018-1 M1 01.8019 11/25/2028 | 0.10% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.10% | GNR 2020-32 GS IO 05.9961 03/20/2050 | 0.10% | JPMCC 2012-C6 E 144A 05.1223 05/15/2045 | 0.10% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.10% | WFRBS 2011-C4 F 144A 04.8872 06/15/2044 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | CAS 2018-C01 1M2 02.3528 07/25/2030 | 0.10% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% | CAS 2017-C01 1EB1 01.3528 07/25/2029 | 0.10% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.10% | FORD MOTOR CREDI 03.6250 06/17/2031 | 0.10% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.10% | GNR 2019-123 SL IO 06.0461 10/20/2049 | 0.10% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.10% | CARR 2006-NC2 A4 00.3419 06/25/2036 | 0.10% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | COMCAST CORP 03.9990 11/01/2049 | 0.10% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.10% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.10% | CAS 2019-HRP1 M2 02.2528 11/25/2039 | 0.10% | GNR 2017-H14 EI IO 01.5661 06/20/2067 | 0.10% | MWST 2020-1 A 01.0019 10/25/2053 | 0.10% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.10% | ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.10% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.10% | CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.10% | COMM 2013-CR6 D 144A 04.0871 03/10/2046 | 0.10% | GNR 2014-131 BS IO 06.0925 09/16/2044 | 0.10% | WFCM 2015-LC20 XB IO 00.4786 04/15/2050 | 0.10% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.09% | AON PLC 04.2500 12/12/2042 | 0.09% | ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.09% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | EMIR 2019-1 M2 03.4019 04/25/2029 | 0.09% | FHR 4738 QS IO 06.0903 12/15/2047 | 0.09% | BANK 2018-BN13 XA 00.4982 08/15/2061 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | COMM 2014-CR17 D 144A 04.8476 05/10/2047 | 0.09% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.09% | FHR 3408 EK 25.3515 04/15/2037 | 0.09% | FHR 3065 DC 19.5308 03/15/2035 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.09% | GNR 2019-83 SW IO 05.9961 07/20/2049 | 0.09% | MERCK & CO INC 03.7000 02/10/2045 | 0.09% | WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.09% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.09% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.09% | GNR 2015-H13 AI IO 01.8072 06/20/2065 | 0.09% | GNR 2019-83 JS IO 05.9961 07/20/2049 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.08% | JPMBB 2014-C22 XA IO 00.8227 09/15/2047 | 0.08% | SPST 2021-14 A1 00.7924 12/08/2022 | 0.08% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.08% | CGCMT 2014-GC19 X IO 01.1204 03/10/2047 | 0.08% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% | BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.08% | COMM 2014-CR19 D 144A 04.7028 08/10/2047 | 0.08% | MSRR 2015-R4 CB1 00.9177 08/26/2047 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | STACR 2014-DN2 M3 03.7028 04/25/2024 | 0.08% | WFCM 2017-C41 XA IO 01.1883 11/15/2050 | 0.08% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.08% | GNR 2017-H08 NI IO 02.2422 03/20/2067 | 0.08% | BERRY GLOBAL INC 01.6500 01/15/2027 | 0.08% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% | 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | 0.08% | GNR 2017-H09 DI IO 01.9167 03/20/2067 | 0.08% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.08% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.08% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.08% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.08% | GNR 2011-17 S IO 05.9461 02/20/2041 | 0.08% | HCA INC 03.5000 07/15/2051 | 0.08% | AMAZON.COM INC 01.5000 06/03/2030 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | COMM 2014-UBS6 XA IO 00.8622 12/10/2047 | 0.08% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.08% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.07% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | STACR 2018-DNA1 M2 01.9028 07/25/2030 | 0.07% | STACR 2018-HQA1 M2 02.4028 09/25/2030 | 0.07% | 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | 0.07% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.07% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.07% | GNR 2015-H12 EI IO 01.7157 04/20/2065 | 0.07% | RMIR 2019-1 M2 144A 03.3028 02/25/2029 | 0.07% | STACR 2019-HQA1 M2 02.4528 02/25/2049 | 0.07% | DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.07% | GNR 2015-H12 GI IO 01.7956 05/20/2065 | 0.07% | GNR 2016-H06 AI IO 01.6660 02/20/2066 | 0.07% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | WFCM 2014-LC16 XA IO 01.0815 08/15/2050 | 0.07% | CSMC 2016-NXSR XA IO 00.7598 12/15/2049 | 0.07% | GNR 2016-H14 IO IO 01.6917 06/20/2066 | 0.07% | GNR 2017-H10 MI IO 01.8228 04/20/2067 | 0.07% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.07% | GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.07% | GNR 2019-44 SA IO 05.9461 04/20/2049 | 0.07% | GNR 2020-11 SY IO 05.9961 01/20/2050 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.07% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | CIT GROUP INC. 05.2500 03/07/2025 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | ABBVIE INC 03.8000 03/15/2025 | 0.07% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.07% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.07% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.07% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | CWALT 2007-OA6 A1A 00.2419 06/25/2037 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.06% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | FHR 3852 NT 05.8903 05/15/2041 | 0.06% | MSC 2016-BNK2 XA IO 00.9687 11/15/2049 | 0.06% | PFIZER INC. 03.0000 12/15/2026 | 0.06% | CFCRE 2011-C2 D 144A 05.1863 12/15/2047 | 0.06% | FNR 2006-8 HP 24.1931 03/25/2036 | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | VIATRIS INC 02.3000 06/22/2027 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.06% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.06% | GNR 2016-H11 HI IO 02.0992 01/20/2066 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | GNR 2017-H12 QI IO 02.2366 05/20/2067 | 0.06% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.06% | GNR 2015-H25 AI IO 01.6207 09/20/2065 | 0.06% | MSBAM 2015-C25 XA IO 01.0471 10/15/2048 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | JPMCC 2012-LC9 D 144A 04.3629 12/15/2047 | 0.06% | STACR 2018-HQA2 M2 02.4028 10/25/2048 | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.06% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | MWST 2020-2 A 00.9019 11/25/2053 | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.06% | WFRBS 2014-C24 XA IO 00.8459 11/15/2047 | 0.06% | AMAZON.COM INC 02.7000 06/03/2060 | 0.06% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.06% | COMM 2013-CR13 E 144A 04.8808 11/10/2046 | 0.06% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.06% | FNR 2005-106 JC 19.8081 12/25/2035 | 0.06% | GNR 2015-H12 AI IO 01.8721 05/20/2065 | 0.06% | JPMCC 2011-C3 D 144A 05.5235 02/15/2046 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.06% | FNR 2006-62 PS 39.2887 07/25/2036 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.06% | JPMCC 2011-C3 F 144A 05.5235 02/15/2046 | 0.06% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.06% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | GNR 2015-H04 AI IO 01.5601 12/20/2064 | 0.05% | GNR 2018-155 SE IO 05.9961 11/20/2048 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.05% | COMM 2015-CR23 XA IO 00.8820 05/10/2048 | 0.05% | MSBAM 2015-C26 XA IO 00.9803 10/15/2048 | 0.05% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.05% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2015-H25 CI IO 01.7514 10/20/2065 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.05% | ALPHABET INC 02.2500 08/15/2060 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | COMM 2012-CR1 D 144A 05.3835 05/15/2045 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | GNR 2015-H15 JI IO 01.9661 06/20/2065 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | COMCAST CORP 03.1500 03/01/2026 | 0.05% | GNR 2010-H19 GI IO 01.4132 08/20/2060 | 0.05% | GNR 2019-21 SJ IO 05.9461 02/20/2049 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.05% | BANK OF AMERICA CORP 00.9628 09/15/2026 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | COMM 2013-CR11 XA IO 00.9092 08/10/2050 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | GNR 2016-H04 KI IO 01.5136 02/20/2066 | 0.05% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.05% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.05% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.05% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.05% | FNR 2007-53 SP 23.8264 06/25/2037 | 0.05% | WFRBS 2012-C7 D 144A 04.7915 06/15/2045 | 0.05% | WFRBS 2013-C14 XA IO 00.6598 06/15/2046 | 0.05% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | COMM 2014-CR19 XA IO 00.9531 08/10/2047 | 0.04% | FHR 4912 PS IO 05.9481 09/25/2049 | 0.04% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.04% | GSMS 2013-GC13 XA IO 00.0643 07/10/2046 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | STACR 2019-DNA2 B1 04.4528 03/25/2049 | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | FNR 2018-94 SA IO 05.9981 01/25/2049 | 0.04% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% | GNR 2015-H28 DI IO 01.5588 08/20/2065 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | COMM 2014-LC15 XA IO 01.0624 04/10/2047 | 0.04% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | GNMA GII30 AY4779 04.4840 03/20/2067 | 0.04% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% | GNR 2015-H16 XI IO 01.8935 07/20/2065 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.04% | COMM 2014-UBS6 C 04.4393 12/10/2047 | 0.04% | FNR 2011-4 CS 12.6962 05/25/2040 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNR 2014-H08 CI IO 01.4577 03/20/2064 | 0.04% | JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.04% | CAS 2015-C04 2M2 05.6528 04/25/2028 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% | GNR 2015-H09 BI IO 01.6873 03/20/2065 | 0.04% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | GNR 2015-H10 CI IO 01.8104 04/20/2065 | 0.04% | GNR 2016-H24 JI IO 02.0049 11/20/2066 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | MSBAM 2013-C12 XA IO 00.5772 10/15/2046 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GSMS 2014-GC18 XA IO 00.9757 01/10/2047 | 0.04% | CCMFC 2004-3A A2 00.4019 08/25/2035 | 0.04% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.04% | GNR 2016-H27 BI IO 02.3547 12/20/2066 | 0.04% | HMIR 2018-1 M1 144A 01.7019 10/25/2028 | 0.04% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.04% | NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.04% | STACR 2018-DNA3 B1 04.0028 09/25/2048 | 0.04% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% | UBSBB 2012-C2 E 144A 04.8854 05/10/2063 | 0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.03% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.03% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNMA GII30 BA7681 04.6520 06/20/2067 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | CAS 2017-C06 2M2 02.9028 02/25/2030 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.03% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% | GNR 2015-H20 AI IO 01.8290 08/20/2065 | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% | AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.03% | CAS 2015-C04 1M2 05.8028 04/25/2028 | 0.03% | FNR 2010-35 SG IO 06.2981 04/25/2040 | 0.03% | GSMS 2013-GC10 XA IO 01.4749 02/10/2046 | 0.03% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | SWPTN 3MX5Y P 1.4075 USD 03/15/2022 MS | 0.03% | CAS 2019-R02 1B1 04.2528 08/25/2031 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | JPMBB 2014-C25 XA IO 00.8302 11/15/2047 | 0.03% | MSBAM 2013-C10 F 144A 04.0747 07/15/2046 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.03% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | ORACLE CORP 03.9500 03/25/2051 | 0.03% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% | JPMCC 2013-C16 XA IO 00.8640 12/15/2046 | 0.03% | MSBAM 2014-C17 XA IO 01.0548 08/15/2047 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% | CGCMT 2013-GC17 X IO 01.0038 11/10/2046 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% | GNR 2015-H17 CI IO 01.5815 06/20/2065 | 0.02% | MSBAM 2013-C7 XA IO 01.2788 02/15/2046 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FHR 2990 LB 16.6652 06/15/2034 | 0.02% | GNR 2015-H01 CI IO 01.5936 12/20/2064 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.02% | GSMS 2013-GC12 XA IO 01.3926 06/10/2046 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.02% | BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | UBSBB 2013-C6 XA IO 144A 01.0874 04/10/2046 | 0.02% | WFRBS 2012-C10 XA IO 144A 01.4829 12/15/2045 | 0.02% | 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | 0.02% | CAS 2019-R01 2M2 02.5528 07/25/2031 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNR 2019-121 SD IO 05.8961 10/20/2049 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.02% | WFRBS 2011-C4 E 144A 04.8872 06/15/2044 | 0.02% | WFRBS 2013-C11 XA IO 144A 01.1295 03/15/2045 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | JPMCC 2013-LC11 X IO 01.2290 04/15/2046 | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% | WFRBS 2012-C9 XB IO 144A 00.7130 11/15/2045 | 0.02% | ZOETIS INC 02.0000 05/15/2030 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNR 2013-129 SN IO 06.0461 09/20/2043 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.02% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.02% | NHEL 2004-2 M4 01.9019 09/25/2034 | 0.02% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.01% | JPMBB 2013-C17 XA IO 00.7231 01/15/2047 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FHR 2976 LC 24.0176 05/15/2035 | 0.01% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 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CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.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% | COMM 2012-LC4 XA IO 144A 01.7587 12/10/2044 | 0.00% | CSMC 2007-C2 AX IO 144A 00.0151 01/15/2049 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% | GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% | GSMS 2011-GC5 XA IO 144A 00.0000 08/10/2044 | 0.00% | LBUBS 2007-C2 XCL IO 144A 00.0000 02/15/2040 | 0.00% | LBUBS 2007-C2 XW IO 00.0000 02/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 06.8170 07/15/2045 | 0.00% | MLCFC 2006-4 XC IO P/P 144A 01.1556 12/12/2049 | 0.00% | MSC 2012-C4 XA IO 144A 01.7792 03/15/2045 | 0.00% | SWPTN 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| -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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% | SWPTN 10YX10Y P 1.6125 USD 12/15/2031 BA | -0.00% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | -0.00% | SWPTN 3MX10Y P 1.37 USD 03/29/2022 CI | -0.00% | 1.085 R ISWP SOFRRATE P 12/23/2026 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | -0.00% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% | SWPTN 2YX2Y P 1.3925 USD 12/15/2023 BA | -0.00% | SWPTN 2YX2Y R 1.3925 USD 12/15/2023 BA | -0.00% | SWPTN 3MX10Y P 1.557 USD 02/08/2022 GS | -0.00% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% | SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% | SWPTN 3MX10Y R 1.37 USD 03/29/2022 CI | -0.00% | SWPTN 3YX2Y P 1.39 USD 12/09/2024 BA | -0.00% | SWPTN 3YX2Y R 1.39 USD 12/09/2024 BA | -0.00% | 0.7415 R ISWP SOFRRATE P 12/31/2023 | -0.00% | 1.525 R ISWP SOFRRATE P 12/31/2051 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 3MX10Y R 1.557 USD 02/08/2022 GS | -0.01% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 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 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% | SWPTN 6WX10Y P 1.65 USD 01/28/2022 TD | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.01% | SWPTN 3MX1Y P 1.6875 USD 03/14/2022 JP | -0.01% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.02% | 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.02% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -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 CS | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% | 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 2YX2Y P 1.194 USD 06/22/2023 CI | -0.03% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 3MX5Y P 1.6075 USD 03/15/2022 MS | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -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 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.08% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% | 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | -0.09% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.09% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.11% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.12% | SWPTN 3MX10Y P 1.7355 USD 02/22/2022 GS | -0.13% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.13% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.13% | CPURNSA P 2.78 R 01/15/32 | -0.14% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.18% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.18% | CPURNSA P 2.7375 R 09/13/26 | -0.20% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.24% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.26% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.26% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.27% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.32% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.32% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.38% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.38% | 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 | -0.81% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.82% | FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -0.97% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.98% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.24% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.43% | US 10YR ULTRA FUT MAR22 UXYH2 | -2.99% | US 2YR NOTE (CBT) MAR22 TUH2 | -43.58% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 5.02% | US ULTRA BOND CBT MAR22 WNH2 | 5.01% | FNMA FN30 TBA UMBS 03.5000 12/01/2051 | 4.46% | US 10YR NOTE (CBT)MAR22 TYH2 | 4.19% | FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 3.91% | GNMA GII30 TBA 03.5000 12/01/2051 | 2.95% | TREASURY BILL 00.0000 02/10/2022 | 2.69% | TREASURY BILL 00.0000 03/17/2022 | 2.64% | FNMA FN30 TBA UMBS 04.0000 12/01/2051 | 2.51% | FNMA FN30 TBA UMBS 02.0000 01/01/2052 | 2.35% | FNMA FN30 TBA UMBS 04.5000 12/01/2051 | 2.03% | TREASURY BILL 00.0000 02/03/2022 | 1.93% | US LONG BOND(CBT) MAR22 USH2 | 1.91% | TREASURY BILL 00.0000 03/03/2022 | 1.60% | TREASURY BILL 00.0000 04/21/2022 | 1.56% | FNMA FN30 TBA UMBS 06.0000 12/01/2051 | 1.04% | FNMA FN30 TBA UMBS 05.5000 12/01/2051 | 1.04% | BF0101 03.5000 06/01/2056 | 0.83% | FNR 2021-77 I IO 04.0000 11/25/2051 | 0.67% | FNR 2020-70 SD IO 06.1580 10/25/2050 | 0.58% | BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.56% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.56% | BMIR 2017-1 M2 144A 03.4416 10/25/2027 | 0.54% | CITIGROUP INC 04.4500 09/29/2027 | 0.53% | GNMA GII30 TBA 04.5000 12/01/2051 | 0.50% | FHS 315 PO PO 00.0000 09/15/2043 | 0.49% | GNMA GII30 TBA 03.0000 12/01/2051 | 0.49% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.47% | TREASURY BILL 00.0000 05/19/2022 | 0.47% | WAMU 2005-AR13 A1C4 00.9520 10/25/2045 | 0.46% | US 5YR NOTE (CBT) MAR22 FVH2 | 0.46% | MORGAN STANLEY 04.3750 01/22/2047 | 0.46% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.45% | COMM 2014-CR17 C 04.9456 05/10/2047 | 0.45% | 2.764 R ISWP US0003M P 02/18/2031 | 0.45% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.43% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.43% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.43% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.42% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.42% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.41% | FHR 4945 SL IO 05.9580 01/25/2050 | 0.41% | UBSCM 2012-C1 C 144A 05.7137 05/10/2045 | 0.40% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.40% | MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.39% | FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.38% | STACR 2016-HQA1 M3 06.4420 09/25/2028 | 0.37% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.37% | ABBVIE INC 03.2000 11/21/2029 | 0.37% | MRAIT 2020-2 A2 | 0.37% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.36% | STACR 2019-DNA2 M2 02.5420 03/25/2049 | 0.36% | FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.35% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.34% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.34% | FHR 5070 AI IO 03.5000 02/25/2051 | 0.34% | FHR 5140 BI IO 03.5000 09/25/2051 | 0.33% | AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.31% | GNR 2020-18 GS IO 05.9589 02/20/2050 | 0.31% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.31% | GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.30% | COMM 2018-COR3 C 04.7123 05/10/2051 | 0.30% | AT&T INC 03.5500 09/15/2055 | 0.30% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.30% | WAMU 2005-AR17 A1B2 00.9120 12/25/2045 | 0.29% | JPMCC 2021-1MEM D 144A 02.7420 10/09/2042 | 0.29% | UBSBB 2012-C3 C 144A 05.2152 08/10/2049 | 0.29% | APPLE INC 04.3750 05/13/2045 | 0.28% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.28% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.28% | APPLE INC 02.8000 02/08/2061 | 0.28% | CFCRE 2011-C2 E P/P 144A 05.3593 12/15/2047 | 0.28% | GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.28% | GNR 2016-H23 MI IO 02.2077 10/20/2066 | 0.28% | JPMCC 2012-C8 C 144A 04.7794 10/15/2045 | 0.28% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.28% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.28% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.27% | WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.27% | CGCMT 2015-P1 C 04.5142 09/15/2048 | 0.27% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.27% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.27% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.27% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.26% | FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.26% | GSMS 2015-GS1 XA IO 00.9079 11/10/2048 | 0.26% | STACR 2017-HQA2 M2 02.7420 12/25/2029 | 0.26% | FNR 2019-3 SA IO 06.0080 02/25/2049 | 0.26% | US BANCORP 02.4910 11/03/2036 | 0.26% | CAS 2017-C07 1EB2 01.0916 05/25/2030 | 0.25% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.25% | WFRBS 2013-C15 D 144A 04.6520 08/15/2046 | 0.25% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.25% | SPST 2021-10 A 00.8543 08/08/2022 | 0.25% | SPST 2021-6 A 00.8924 04/25/2022 | 0.25% | ORACLE CORP 03.6500 03/25/2041 | 0.25% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.25% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% | FHR 4839 AS IO 05.9608 06/15/2042 | 0.25% | FNR 2016-8 SA IO 05.9580 03/25/2046 | 0.25% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.25% | WFRBS 2012-C10 D 144A 04.5590 12/15/2045 | 0.25% | BROADCOM INC 04.1500 11/15/2030 | 0.24% | FHR 5118 NI IO 02.0000 02/25/2051 | 0.24% | MRAIT 2021-11 A1X 01.2395 01/25/2022 | 0.24% | MRAIT 2021-EBO4 A1X 01.8364 02/16/2022 | 0.24% | SPST 2021-16 A1 00.6979 11/07/2022 | 0.24% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.24% | MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.24% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.24% | WFCM 2018-C43 XA IO 00.8139 03/15/2051 | 0.24% | MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.24% | MICROSOFT CORP 02.6750 06/01/2060 | 0.24% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.23% | STACR 2020-HQA1 M2 01.9920 01/25/2050 | 0.23% | MRAIT 2021-EBO1 A2X 01.8364 04/15/2022 | 0.23% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.23% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.23% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.23% | STACR 2016-DNA3 M3 05.0920 12/25/2028 | 0.23% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.23% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.22% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.22% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.22% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.22% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.22% | MRAIT 2020-11 A1X 01.7895 04/22/2022 | 0.22% | GSMS 2010-C1 D 144A 06.1879 08/10/2043 | 0.22% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.22% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.21% | MRAIT 2021-NA1 A1X 01.5864 03/08/2022 | 0.21% | JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.21% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.21% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.21% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.20% | MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.20% | BSCMS 2007-T26 AJ 05.5396 01/12/2045 | 0.20% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.20% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.20% | STACR 2019-DNA1 B1 04.7420 01/25/2049 | 0.20% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.19% | AT&T INC 02.5500 12/01/2033 | 0.19% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.19% | STACR 2016-HQA2 M3 05.2420 11/25/2028 | 0.19% | AT&T INC 04.7500 05/15/2046 | 0.19% | 1.7555 R ISWP US0003M P 11/16/2051 | 0.19% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.19% | STACR 2019-DNA1 M2 02.7420 01/25/2049 | 0.19% | ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.19% | VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.19% | WFCM 2019-C50 XA IO 01.5751 05/15/2052 | 0.19% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.19% | UBSCM 2019-C17 XA IO 01.6219 10/15/2052 | 0.19% | WFRBS 2011-C4 C 144A 05.0241 06/15/2044 | 0.19% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.18% | CIT BANK NA 02.9690 09/27/2025 | 0.18% | CSAIL 2015-C1 D 144A 03.9035 04/15/2050 | 0.18% | COMCAST CORP 03.4000 07/15/2046 | 0.18% | DBUBS 2011-LC3A D 144A 05.5442 08/10/2044 | 0.18% | OMIR 2018-1A M2 02.9416 07/25/2028 | 0.18% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.18% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.18% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.18% | GNR 2019-119 KS IO 05.9609 09/16/2049 | 0.18% | VMWARE INC 02.2000 08/15/2031 | 0.18% | FHR 4994 SD IO 05.5080 02/25/2049 | 0.18% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.18% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.17% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.17% | CAS 2016-C03 1M2 05.3920 10/25/2028 | 0.17% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.17% | CITIGROUP INC 03.8750 02/18/2051 | 0.17% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | GNR 2020-55 SA IO 05.9589 04/20/2050 | 0.17% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.17% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.16% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.16% | GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.16% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.16% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.16% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% | CGCMT 2014-GC23 IO 01.0620 07/10/2047 | 0.16% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% | WFRBS 2012-C6 C 144A 05.9817 04/15/2045 | 0.16% | FREMF 2019-KF66 B 144A 02.4875 07/25/2029 | 0.16% | GNR 2016-H23 NI IO 02.1105 10/20/2066 | 0.16% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.16% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.16% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.16% | LCCM 2017-LC26 XA IO 144A 01.5885 07/12/2050 | 0.16% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.16% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.16% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.16% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.16% | UBSC 2011-C1 D 144A 06.6258 01/10/2045 | 0.16% | FREMF 2019-KF65 B 144A 02.4875 07/25/2029 | 0.15% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.15% | LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 | 0.15% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.15% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.15% | GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.15% | STACR 2018-DNA2 B1 03.7920 12/25/2030 | 0.15% | CAS 2017-C03 1M2 03.0920 10/25/2029 | 0.15% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.15% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.15% | UBSCM 2012-C1 D 144A 05.7137 05/10/2045 | 0.15% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.15% | BOEING CO 05.9300 05/01/2060 | 0.14% | CSAIL 2015-C3 XA IO 00.8424 08/15/2048 | 0.14% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.14% | STACR 2017-HQA1 M2B 03.6420 08/25/2029 | 0.14% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.14% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.14% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.14% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.14% | CAS 2017-C01 1M2 03.6420 07/25/2029 | 0.14% | JPMBB 2013-C14 E 144A 04.6992 08/15/2046 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | MICROSOFT CORP 02.9210 03/17/2052 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | COMCAST CORP 02.3500 01/15/2027 | 0.14% | BACM 2015-UBS7 B 04.5034 09/15/2048 | 0.14% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% | NETFLIX INC 04.3750 11/15/2026 | 0.14% | WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | AMAZON.COM INC 04.0500 08/22/2047 | 0.14% | COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.14% | MRAFT 2020-5 A1 01.0911 08/10/2023 | 0.14% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.14% | WEC ENERGY GROUP INC 02.2685 05/15/2067 | 0.14% | CAS 2016-C02 1M2 06.0920 09/25/2028 | 0.14% | FNR 2017-108 SA IO 06.0580 01/25/2048 | 0.14% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.14% | JPMCC 2012-C8 D 144A 04.8275 10/15/2045 | 0.14% | STACR 2020-HQA2 M2 03.1920 03/25/2050 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.13% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | 0.13% | MRAFT 2021-S1 A1 00.5911 09/10/2022 | 0.13% | JPMBB 2014-C22 C 04.7045 09/15/2047 | 0.13% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.13% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.13% | CAS 2020-R01 1M2 02.1420 01/25/2040 | 0.13% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.13% | BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.13% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.13% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% | GNR 2016-H02 HI IO 01.5577 01/20/2066 | 0.13% | AIR LEASE CORP 03.2500 10/01/2029 | 0.13% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.13% | VIATRIS INC 04.0000 06/22/2050 | 0.13% | CAS 2020-R02 2M2 02.0920 01/25/2040 | 0.13% | WFRBS 2014-C22 XA IO 00.9395 09/15/2057 | 0.13% | FNR 2016-91 AS IO 06.0080 12/25/2046 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | GNR 2018-168 KS IO 06.0589 12/20/2048 | 0.12% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.12% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.12% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.12% | CAS 2017-C07 1B1 04.0916 05/25/2030 | 0.12% | GNR 2014-H11 GI IO 01.4883 06/20/2064 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | JPMBB 2013-C12 C 04.2351 07/15/2045 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | JPMBB 2013-C15 C 05.3658 11/15/2045 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | STACR 2018-DNA2 M2 02.2420 12/25/2030 | 0.12% | GNR 2014-H07 BI IO 01.4704 05/20/2064 | 0.12% | WFCM 2020-C57 C 04.1577 08/15/2053 | 0.12% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.12% | GNR 2012-149 GS IO 06.1089 12/20/2042 | 0.12% | MSC 2016-UB12 XA IO 00.8463 12/15/2049 | 0.12% | PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.12% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.12% | CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.12% | DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.12% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.12% | GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.12% | GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.12% | HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.12% | LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.12% | MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.12% | NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.12% | SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | CSAIL 2015-C1 C 04.4035 04/15/2050 | 0.12% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.12% | GNR 2019-H02 DI IO 02.1194 11/20/2068 | 0.12% | COMM 2013-CR13 D 144A 05.0438 11/10/2046 | 0.12% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.12% | FNR 2020-12 SK IO 05.9580 03/25/2050 | 0.12% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.12% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.12% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.12% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.12% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.12% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.11% | UBSCM 2017-C7 XA IO 01.1691 12/15/2050 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | GSMS 2014-GC22 XA IO 01.1028 06/10/2047 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.11% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% | UBSCM 2018-C12 XA IO 00.9752 08/15/2051 | 0.11% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.11% | CAS 2017-C01 1B1 05.8420 07/25/2029 | 0.11% | COMM 2014-UBS2 C 05.1383 03/10/2047 | 0.11% | GNR 2019-20 SB IO 06.0089 02/20/2049 | 0.11% | MSBAM 2013-C10 E 144A 04.2107 07/15/2046 | 0.11% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.11% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.11% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.11% | JPMCC 2021-1MEM E 144A 02.7420 10/09/2042 | 0.11% | THE AES CORPORATION 02.4500 01/15/2031 | 0.11% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.11% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | BACM 2005-1 B 05.6647 11/10/2042 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.10% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.10% | GNR 2019-123 SL IO 06.0589 10/20/2049 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | MSC 2011-C3 E 144A 05.2349 07/15/2049 | 0.10% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | COMCAST CORP 03.4500 02/01/2050 | 0.10% | EMIR 2018-1 M1 01.7916 11/25/2028 | 0.10% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.10% | GNR 2020-32 GS IO 06.0089 03/20/2050 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.10% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | CAS 2018-C01 1M2 02.3420 07/25/2030 | 0.10% | GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.10% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.10% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.10% | CAS 2017-C01 1EB1 01.3420 07/25/2029 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | GNR 2017-H14 EI IO 01.5679 06/20/2067 | 0.10% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.10% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.10% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | CARR 2006-NC2 A4 00.3316 06/25/2036 | 0.10% | CAS 2019-HRP1 M2 02.2420 11/25/2039 | 0.10% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.10% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.10% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.10% | COMCAST CORP 03.9990 11/01/2049 | 0.10% | FORD MOTOR CREDI 03.6250 06/17/2031 | 0.10% | MWST 2020-1 A 00.9916 10/25/2053 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | WFCM 2015-LC20 XB IO 00.6243 04/15/2050 | 0.10% | AON PLC 04.2500 12/12/2042 | 0.10% | COMM 2013-CR6 D 144A 04.2236 03/10/2046 | 0.10% | GNR 2014-131 BS IO 06.1109 09/16/2044 | 0.10% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.10% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.09% | JPMCC 2012-C6 E 144A 05.3100 05/15/2045 | 0.09% | SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.09% | ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.09% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | FHR 4738 QS IO 06.1108 12/15/2047 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.09% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | BANK 2018-BN13 XA 00.6486 08/15/2061 | 0.09% | EMIR 2019-1 M2 03.3916 04/25/2029 | 0.09% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.09% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.09% | GNR 2019-83 SW IO 06.0089 07/20/2049 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | FHR 3065 DC 19.5923 03/15/2035 | 0.09% | GNR 2015-H13 AI IO 01.7960 06/20/2065 | 0.09% | GNR 2019-83 JS IO 06.0089 07/20/2049 | 0.09% | CGCMT 2014-GC19 X IO 01.2912 03/10/2047 | 0.09% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.09% | FHR 3408 EK 25.4340 04/15/2037 | 0.09% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.09% | JPMBB 2014-C22 XA IO 00.9750 09/15/2047 | 0.09% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.09% | WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.09% | 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | COMM 2014-CR17 D 144A 05.0093 05/10/2047 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | MERCK & CO INC 03.7000 02/10/2045 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.09% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.08% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.08% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.08% | SPST 2021-14 A1 00.7804 12/08/2022 | 0.08% | GNR 2017-H08 NI IO 02.2399 03/20/2067 | 0.08% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.08% | COMM 2014-CR19 D 144A 04.8596 08/10/2047 | 0.08% | MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.08% | STACR 2014-DN2 M3 03.6920 04/25/2024 | 0.08% | WFCM 2017-C41 XA IO 01.3400 11/15/2050 | 0.08% | BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.08% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.08% | GNR 2017-H09 DI IO 01.9024 03/20/2067 | 0.08% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% | COMM 2014-UBS6 XA IO 01.0107 12/10/2047 | 0.08% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.08% | BERRY GLOBAL INC 01.6500 01/15/2027 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | GNR 2011-17 S IO 05.9589 02/20/2041 | 0.08% | GNR 2015-H12 EI IO 01.7099 04/20/2065 | 0.08% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.08% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.08% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.08% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.08% | GNR 2016-H06 AI IO 01.6552 02/20/2066 | 0.08% | HCA INC 03.5000 07/15/2051 | 0.08% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.08% | STACR 2018-DNA1 M2 01.8920 07/25/2030 | 0.08% | WFCM 2014-LC16 XA IO 01.2420 08/15/2050 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% | AMAZON.COM INC 01.5000 06/03/2030 | 0.07% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.07% | CSMC 2016-NXSR XA IO 00.8911 12/15/2049 | 0.07% | TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.07% | 0.30 R ISWP US0003M P 12/02/2023 | 0.07% | 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.07% | GNR 2020-11 SY IO 06.0089 01/20/2050 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | STACR 2018-HQA1 M2 02.3920 09/25/2030 | 0.07% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.07% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.07% | GNR 2019-44 SA IO 05.9589 04/20/2049 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.07% | GNR 2016-H14 IO IO 01.6841 06/20/2066 | 0.07% | GNR 2017-H10 MI IO 01.8254 04/20/2067 | 0.07% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | RMIR 2019-1 M2 144A 03.2920 02/25/2029 | 0.07% | STACR 2019-HQA1 M2 02.4420 02/25/2049 | 0.07% | TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.07% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.07% | GNR 2015-H12 GI IO 01.7854 05/20/2065 | 0.07% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.07% | FHR 3852 NT 05.9108 05/15/2041 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.07% | CIT GROUP INC. 05.2500 03/07/2025 | 0.07% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.07% | CWALT 2007-OA6 A1A 00.2316 06/25/2037 | 0.07% | ABBVIE INC 03.8000 03/15/2025 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | FNR 2006-8 HP 24.2293 03/25/2036 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.06% | MSC 2016-BNK2 XA IO 01.0989 11/15/2049 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.06% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.06% | GNR 2017-H12 QI IO 02.2373 05/20/2067 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | GNR 2016-H11 HI IO 02.1005 01/20/2066 | 0.06% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | VIATRIS INC 02.3000 06/22/2027 | 0.06% | CFCRE 2011-C2 D 144A 05.3593 12/15/2047 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | MSBAM 2015-C25 XA IO 01.1981 10/15/2048 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | WFRBS 2014-C24 XA IO 00.9962 11/15/2047 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | GNR 2015-H12 AI IO 01.8647 05/20/2065 | 0.06% | JPMCC 2012-LC9 D 144A 04.5082 12/15/2047 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.06% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | STACR 2018-HQA2 M2 02.3920 10/25/2048 | 0.06% | 1.824 R ISWP US0003M P 09/30/2051 | 0.06% | AMAZON.COM INC 02.7000 06/03/2060 | 0.06% | GNR 2015-H04 AI IO 01.6289 12/20/2064 | 0.06% | MWST 2020-2 A 00.8916 11/25/2053 | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.06% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.06% | COMM 2013-CR13 E 144A 05.0438 11/10/2046 | 0.06% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.06% | FNR 2005-106 JC 19.8388 12/25/2035 | 0.06% | FNR 2006-62 PS 39.3480 07/25/2036 | 0.06% | GNR 2018-155 SE IO 06.0089 11/20/2048 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.06% | JPMCC 2011-C3 D 144A 05.7074 02/15/2046 | 0.06% | JPMCC 2011-C3 F 144A 05.7074 02/15/2046 | 0.06% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | COMM 2015-CR23 XA IO 01.0254 05/10/2048 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | MSBAM 2015-C26 XA IO 01.1313 10/15/2048 | 0.05% | 0.41 R ISWP US0003M P 10/13/2025 | 0.05% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.05% | GNR 2010-H19 GI IO 01.4063 08/20/2060 | 0.05% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.05% | 0.471 R ISWP US0003M P 11/16/2025 | 0.05% | GNR 2015-H25 CI IO 01.7442 10/20/2065 | 0.05% | GNR 2019-21 SJ IO 05.9589 02/20/2049 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | COMM 2013-CR11 XA IO 01.0757 08/10/2050 | 0.05% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.05% | GNR 2015-H15 JI IO 01.9590 06/20/2065 | 0.05% | GNR 2016-H04 KI IO 01.5101 02/20/2066 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.05% | 1.574 R ISWP US0003M P 05/12/2031 | 0.05% | ALPHABET INC 02.2500 08/15/2060 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% | WFRBS 2013-C14 XA IO 00.7943 06/15/2046 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | COMM 2012-CR1 D 144A 05.5629 05/15/2045 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | GSMS 2013-GC13 XA IO 00.0923 07/10/2046 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.05% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.05% | BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | COMCAST CORP 03.1500 03/01/2026 | 0.05% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.05% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.05% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.05% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.05% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.05% | FNR 2007-53 SP 23.8627 06/25/2037 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% | WFRBS 2012-C7 D 144A 04.9456 06/15/2045 | 0.05% | COMM 2014-CR19 XA IO 01.1105 08/10/2047 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.04% | FHR 4912 PS IO 05.9580 09/25/2049 | 0.04% | FNR 2018-94 SA IO 06.0080 01/25/2049 | 0.04% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.04% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.04% | STACR 2019-DNA2 B1 04.4420 03/25/2049 | 0.04% | COMM 2014-LC15 XA IO 01.2304 04/10/2047 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | GNMA GII30 AY4779 04.4840 03/20/2067 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% | GNR 2015-H28 DI IO 01.5515 08/20/2065 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | SWPTN 3MX10Y P 1.992 USD 02/23/2022 CI | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | GNR 2014-H08 CI IO 01.4502 03/20/2064 | 0.04% | GNR 2015-H16 XI IO 01.8859 07/20/2065 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.04% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.04% | COMM 2014-UBS6 C 04.5874 12/10/2047 | 0.04% | FNR 2011-4 CS 12.7160 05/25/2040 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | CAS 2015-C04 2M2 05.6420 04/25/2028 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.04% | GNR 2015-H09 BI IO 01.6787 03/20/2065 | 0.04% | GNR 2015-H10 CI IO 01.8028 04/20/2065 | 0.04% | GNR 2016-H24 JI IO 02.0208 11/20/2066 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | MSBAM 2013-C12 XA IO 00.7370 10/15/2046 | 0.04% | GSMS 2014-GC18 XA IO 01.1424 01/10/2047 | 0.04% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNR 2016-H27 BI IO 02.3888 12/20/2066 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.04% | 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% | UBSBB 2012-C2 E 144A 05.0426 05/10/2063 | 0.04% | CCMFC 2004-3A A2 00.3916 08/25/2035 | 0.04% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.04% | GNMA GII30 BA7681 04.6420 06/20/2067 | 0.04% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.04% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.04% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.03% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.03% | GSMS 2013-GC10 XA IO 01.6228 02/10/2046 | 0.03% | HMIR 2018-1 M1 144A 01.6916 10/25/2028 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | STACR 2018-DNA3 B1 03.9920 09/25/2048 | 0.03% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.03% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% | GNR 2015-H20 AI IO 01.8212 08/20/2065 | 0.03% | CAS 2017-C06 2M2 02.8920 02/25/2030 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | FNR 2010-35 SG IO 06.3080 04/25/2040 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% | AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.03% | CAS 2015-C04 1M2 05.7920 04/25/2028 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.03% | JPMBB 2014-C25 XA IO 00.9787 11/15/2047 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | MSBAM 2013-C10 F 144A 04.2107 07/15/2046 | 0.03% | MSBAM 2013-C7 XA IO 01.4175 02/15/2046 | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.03% | CAS 2019-R02 1B1 04.2420 08/25/2031 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | JPMCC 2013-C16 XA IO 01.0363 12/15/2046 | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | 1.0825 R ISWP US0003M P 10/12/2026 | 0.03% | 1.127 R ISWP US0003M P 10/18/2026 | 0.03% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | GNR 2015-H17 CI IO 01.5767 06/20/2065 | 0.03% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% | CGCMT 2013-GC17 X IO 01.1659 11/10/2046 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | MSBAM 2014-C17 XA IO 01.2128 08/15/2047 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.03% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.02% | GNR 2015-H01 CI IO 01.5864 12/20/2064 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.02% | FHR 2990 LB 16.7176 06/15/2034 | 0.02% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% | GSMS 2013-GC12 XA IO 01.5309 06/10/2046 | 0.02% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | WFRBS 2012-C10 XA IO 144A 01.6315 12/15/2045 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% | UBSBB 2013-C6 XA IO 144A 01.2318 04/10/2046 | 0.02% | 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.02% | CAS 2019-R01 2M2 02.5420 07/25/2031 | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.02% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% | WFRBS 2013-C11 XA IO 144A 01.2723 03/15/2045 | 0.02% | 1.355 R ISWP US0003M P 09/23/2031 | 0.02% | BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | GNR 2019-121 SD IO 05.9089 10/20/2049 | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% | WFRBS 2012-C9 XB IO 144A 00.8734 11/15/2045 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | JPMCC 2013-LC11 X IO 01.3689 04/15/2046 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.02% | WFRBS 2011-C4 E 144A 05.0241 06/15/2044 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | ZOETIS INC 02.0000 05/15/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNR 2013-129 SN IO 06.0589 09/20/2043 | 0.02% | SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.02% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.02% | NHEL 2004-2 M4 01.8916 09/25/2034 | 0.02% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% | UBSBB 2012-C2 XA IO 144A 01.4265 05/10/2063 | 0.02% | 1.324 R ISWP US0003M P 09/17/2031 | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | JPMBB 2013-C17 XA IO 00.8872 01/15/2047 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.02% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.02% | 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.01% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% | 1.67 R ISWP US0003M P 10/25/2031 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | FHR 2976 LC 24.0927 05/15/2035 | 0.01% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% | WFRBS 2012-C9 XA IO 144A 02.0136 11/15/2045 | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | GNR 2015-H22 EI IO 01.5987 08/20/2065 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% | 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.01% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.01% | 1.65 R ISWP FWD US0003M P 12/15/2051 | 0.01% | 1.814 R ISWP US0003M P 11/26/2051 | 0.01% | AT&T INC 02.2500 02/01/2032 | 0.01% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% | JPMCC 2012-LC9 XA IO 01.5400 12/15/2047 | 0.01% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | CAS 2015-C03 2M2 05.0920 07/25/2025 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% | MSBAM 2013-C11 D 144A 04.4963 08/15/2046 | 0.01% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% | 0.64825 R ISWP US0003M P 11/04/2023 | 0.01% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 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2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.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% | COMM 2012-LC4 XA IO 144A 02.0781 12/10/2044 | 0.00% | CSMC 2007-C2 AX IO 144A 00.0482 01/15/2049 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% | GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% | GSMS 2011-GC5 XA IO 144A 00.0931 08/10/2044 | 0.00% | LBUBS 2007-C2 XCL IO 144A 00.1566 02/15/2040 | 0.00% | LBUBS 2007-C2 XW IO 00.1566 02/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% | MLCFC 2006-4 XC IO P/P 144A 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2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% | 1.234 R ISWP US0003M P 11/08/2026 | -0.00% | 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.00% | 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.00% | 1.509 R ISWP US0003M P 01/08/2051 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% | 1.567 R ISWP US0003M P 10/12/2031 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | 1.584 R ISWP US0003M P 10/19/2031 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | 1.2975 R ISWP US0003M P 07/27/2031 | -0.01% | 1.299 R ISWP US0003M P 10/26/2026 | -0.01% | 1.3129 R ISWP US0003M P 11/16/2026 | -0.01% | 1.51882 R ISWP US0003M P 03/02/2031 | -0.01% | 1.6175 R ISWP US0003M P 10/21/2031 | -0.01% | 1.773 R ISWP FWD US0003M P 02/25/2032 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% | 0.37 R ISWP US0003M P 10/16/2025 | -0.01% | 1.087 R ISWP US0003M P 10/12/2026 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% | 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 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-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.01% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | 0.2215 R ISWP US0003M P 06/10/2023 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% | 1.697 R ISWP US0003M P 11/10/2051 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.01% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% | 1.915 R ISWP FWD US0003M P 10/10/2033 | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% | 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.02% | 1.645 R ISWP US0003M P 11/24/2031 | -0.02% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% | 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -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% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.02% | 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% | SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.02% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.5155 R ISWP US0003M P 10/19/2023 | -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 2YX2Y P 1.194 USD 06/22/2023 CI | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 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 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 3MX10Y P 1.773 USD 02/23/2022 CI | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.04% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | 0.944 R ISWP US0003M P 10/25/2026 | -0.05% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% | 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.05% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.05% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | 0.30 R ISWP US0003M P 07/14/2025 | -0.06% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% | 0.645 R ISWP US0003M P 07/15/2030 | -0.06% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.06% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% | 1.31011 R ISWP US0003M P 08/10/2031 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.07% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.08% | CPURNSA P 2.78 R 01/15/32 | -0.08% | 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.08% | 0.95 R ISWP US0003M P 04/28/2026 | -0.08% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.09% | 0.3757 R ISWP US0003M P 10/06/2023 | -0.09% | SWPTN 3MX10Y P 1.7355 USD 02/22/2022 GS | -0.09% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.09% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.10% | 1.16 R ISWP US0003M P 10/16/2050 | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.11% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.11% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.12% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% | CPURNSA P 2.7375 R 09/13/26 | -0.12% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.12% | 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.13% | 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.13% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.14% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.14% | 0.75 R ISWP US0003M P 10/16/2030 | -0.15% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.15% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.15% | 1.6155 R ISWP US0003M P 11/16/2031 | -0.17% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.18% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.21% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.24% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.26% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 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 CG | -0.31% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.35% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.41% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.41% | FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -0.48% | 1.02 R ISWP US0003M P 12/02/2033 | -0.49% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.71% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.78% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.86% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.02% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.37% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.62% | US 10YR ULTRA FUT MAR22 UXYH2 | -2.98% | US 2YR NOTE (CBT) MAR22 TUH2 | -43.40% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2051 | 7.47% | US ULTRA BOND CBT DEC21 WNZ1 | 4.84% | FNMA FN30 TBA UMBS 03.5000 11/01/2051 | 4.42% | US 10YR NOTE (CBT)DEC21 TYZ1 | 4.07% | FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 3.40% | GNMA GII30 TBA 03.5000 11/01/2051 | 2.92% | TREASURY BILL 00.0000 02/10/2022 | 2.65% | TREASURY BILL 00.0000 03/17/2022 | 2.60% | FNMA FN30 TBA UMBS 02.0000 11/01/2051 | 2.33% | FNMA FN30 TBA UMBS 04.5000 11/01/2051 | 2.01% | TREASURY BILL 00.0000 02/03/2022 | 1.91% | US LONG BOND(CBT) DEC21 USZ1 | 1.87% | TREASURY BILL 00.0000 03/03/2022 | 1.58% | TREASURY BILL 00.0000 04/21/2022 | 1.44% | FNMA FN30 TBA UMBS 05.5000 11/01/2051 | 1.04% | FNMA FN30 TBA UMBS 06.0000 11/01/2051 | 1.04% | BF0101 03.5000 06/01/2056 | 0.84% | FNR 2021-77 I IO 04.0000 11/25/2051 | 0.71% | FNR 2020-70 SD IO 06.1608 10/25/2050 | 0.62% | BMIR 2017-1 M2 144A 03.4393 10/25/2027 | 0.59% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.57% | CITIGROUP INC 04.4500 09/29/2027 | 0.53% | GNMA GII30 TBA 04.5000 11/01/2051 | 0.50% | FHR 4945 SL IO 05.9608 01/25/2050 | 0.49% | FHS 315 PO PO 00.0000 09/15/2043 | 0.49% | FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 0.48% | GNMA GII30 TBA 03.0000 11/01/2051 | 0.48% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.48% | WAMU 2005-AR13 A1C4 00.9493 10/25/2045 | 0.47% | TREASURY BILL 00.0000 05/19/2022 | 0.46% | US 5YR NOTE (CBT) DEC21 FVZ1 | 0.45% | COMM 2014-CR17 C 04.7841 05/10/2047 | 0.45% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.45% | MORGAN STANLEY 04.3750 01/22/2047 | 0.45% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.43% | 2.764 R ISWP US0003M P 02/18/2031 | 0.43% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.42% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.42% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.42% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.41% | UBSCM 2012-C1 C 144A 05.5358 05/10/2045 | 0.40% | FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.40% | STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.39% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.39% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.39% | MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.39% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.38% | FHR 5070 AI IO 03.5000 02/25/2051 | 0.38% | FHR 5140 BI IO 03.5000 09/25/2051 | 0.38% | ABBVIE INC 03.2000 11/21/2029 | 0.37% | MRAIT 2020-2 A2 | 0.36% | FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.36% | STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.36% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.34% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.34% | GNR 2020-18 GS IO 05.9644 02/20/2050 | 0.33% | AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.31% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.31% | COMM 2018-COR3 C 04.5603 05/10/2051 | 0.30% | AT&T INC 03.5500 09/15/2055 | 0.30% | WAMU 2005-AR17 A1B2 00.9093 12/25/2045 | 0.30% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.29% | JPMCC 2021-1MEM D 144A 02.7420 10/09/2042 | 0.29% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.28% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.28% | GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.28% | UBSBB 2012-C3 C 144A 05.0377 08/10/2049 | 0.28% | GNR 2016-H23 MI IO 02.2364 10/20/2066 | 0.28% | APPLE INC 04.3750 05/13/2045 | 0.28% | CFCRE 2011-C2 E P/P 144A 05.4856 12/15/2047 | 0.28% | APPLE INC 02.8000 02/08/2061 | 0.27% | CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.27% | JPMCC 2012-C8 C 144A 04.6237 10/15/2045 | 0.27% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.27% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.27% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.27% | WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.27% | CGCMT 2015-P1 C 04.3685 09/15/2048 | 0.27% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.27% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.26% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.26% | FHR 4839 AS IO 05.9598 06/15/2042 | 0.26% | FNR 2019-3 SA IO 06.0108 02/25/2049 | 0.26% | GSMS 2015-GS1 XA IO 00.7607 11/10/2048 | 0.26% | STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.26% | FNR 2016-8 SA IO 05.9608 03/25/2046 | 0.26% | STACR 2017-HQA2 M2 02.7393 12/25/2029 | 0.26% | FHR 5118 NI IO 02.0000 02/25/2051 | 0.25% | US BANCORP 02.4910 11/03/2036 | 0.25% | CAS 2017-C07 1EB2 01.0893 05/25/2030 | 0.25% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.25% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% | ORACLE CORP 03.6500 03/25/2041 | 0.25% | SPST 2021-10 A 00.8543 08/08/2022 | 0.25% | SPST 2021-6 A 00.8893 04/25/2022 | 0.25% | WFRBS 2013-C15 D 144A 04.4994 08/15/2046 | 0.25% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.24% | BROADCOM INC 04.1500 11/15/2030 | 0.24% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.24% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.24% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.24% | MRAIT 2021-11 A1X 01.2403 01/25/2022 | 0.24% | MRAIT 2021-EBO4 A1X 01.8324 02/16/2022 | 0.24% | SPST 2021-16 A1 00.6979 11/07/2022 | 0.24% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.24% | WFCM 2018-C43 XA IO 00.6614 03/15/2051 | 0.24% | WFRBS 2012-C10 D 144A 04.4122 12/15/2045 | 0.24% | STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.24% | MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.24% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.23% | MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.23% | MICROSOFT CORP 02.6750 06/01/2060 | 0.23% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.23% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.23% | MRAIT 2021-EBO1 A2X 01.8379 04/15/2022 | 0.23% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.22% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.22% | US BANCORP 03.0000 07/30/2029 | 0.22% | VERIZON COMM 04.6720 03/15/2055 | 0.22% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.22% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.22% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.22% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.22% | MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.21% | GSMS 2010-C1 D 144A 05.9877 08/10/2043 | 0.21% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.21% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.21% | MRAIT 2021-NA1 A1X 01.5824 03/08/2022 | 0.21% | JPMBB 2013-C14 D 144A 04.5476 08/15/2046 | 0.21% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.21% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.21% | STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.21% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.20% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% | BSCMS 2007-T26 AJ 05.4306 01/12/2045 | 0.20% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.20% | MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.20% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.20% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.19% | CAS 2018-C04 2M2 02.6393 12/25/2030 | 0.19% | STACR 2019-DNA1 B1 04.7393 01/25/2049 | 0.19% | AT&T INC 02.5500 12/01/2033 | 0.19% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.19% | AT&T INC 04.7500 05/15/2046 | 0.19% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.19% | STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.19% | ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.19% | WFCM 2019-C50 XA IO 01.4084 05/15/2052 | 0.19% | VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.19% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.18% | UBSCM 2019-C17 XA IO 01.4807 10/15/2052 | 0.18% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.18% | CIT BANK NA 02.9690 09/27/2025 | 0.18% | WFRBS 2011-C4 C 144A 04.8868 06/15/2044 | 0.18% | FHR 4994 SD IO 05.5108 02/25/2049 | 0.18% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% | COMCAST CORP 03.4000 07/15/2046 | 0.18% | GNR 2019-119 KS IO 05.9641 09/16/2049 | 0.18% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.18% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.18% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.18% | DBUBS 2011-LC3A D 144A 05.3656 08/10/2044 | 0.18% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% | OMIR 2018-1A M2 02.9393 07/25/2028 | 0.18% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.18% | VMWARE INC 02.2000 08/15/2031 | 0.18% | CSAIL 2015-C1 D 144A 03.7617 04/15/2050 | 0.17% | GNR 2020-55 SA IO 05.9644 04/20/2050 | 0.17% | CITIGROUP INC 03.8750 02/18/2051 | 0.17% | CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.17% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.17% | LCCM 2017-LC26 XA IO 144A 01.4118 07/12/2050 | 0.17% | CGCMT 2014-GC23 IO 00.9132 07/10/2047 | 0.17% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.17% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.16% | GNR 2016-H23 NI IO 02.1391 10/20/2066 | 0.16% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.16% | GSMS 2014-GC24 D 144A 04.5364 09/10/2047 | 0.16% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.16% | FREMF 2019-KF65 B 144A 02.4803 07/25/2029 | 0.16% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.16% | WFRBS 2012-C6 C 144A 05.7735 04/15/2045 | 0.16% | FREMF 2019-KF66 B 144A 02.4803 07/25/2029 | 0.16% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.16% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.16% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.16% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.16% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.16% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.16% | UBSC 2011-C1 D 144A 06.3094 01/10/2045 | 0.16% | UBSCM 2012-C1 D 144A 05.5358 05/10/2045 | 0.16% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.15% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.15% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.15% | GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.15% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.15% | GSMS 2014-GC18 C 04.9752 01/10/2047 | 0.15% | STACR 2018-DNA2 B1 03.7893 12/25/2030 | 0.15% | CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.15% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.15% | CSAIL 2015-C3 XA IO 00.6975 08/15/2048 | 0.15% | BOEING CO 05.9300 05/01/2060 | 0.15% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.15% | STACR 2020-HQA2 M2 03.1893 03/25/2050 | 0.15% | CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.14% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.14% | STACR 2017-HQA1 M2B 03.6393 08/25/2029 | 0.14% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.14% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.14% | CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.14% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.14% | CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | FNR 2017-108 SA IO 06.0608 01/25/2048 | 0.14% | COMCAST CORP 02.3500 01/15/2027 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | JPMBB 2013-C14 E 144A 04.5476 08/15/2046 | 0.14% | MICROSOFT CORP 02.9210 03/17/2052 | 0.14% | NETFLIX INC 04.3750 11/15/2026 | 0.14% | BACM 2015-UBS7 B 04.3582 09/15/2048 | 0.14% | CAS 2020-R02 2M2 02.0893 01/25/2040 | 0.14% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.14% | MRAFT 2020-5 A1 01.0836 08/10/2023 | 0.14% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.14% | WEC ENERGY GROUP INC 02.2373 05/15/2067 | 0.14% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% | JPMCC 2012-C8 D 144A 04.6718 10/15/2045 | 0.13% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.13% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.13% | GNR 2016-H02 HI IO 01.5581 01/20/2066 | 0.13% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.13% | MRAFT 2021-S1 A1 00.5836 09/10/2022 | 0.13% | JPMBB 2014-C22 C 04.5528 09/15/2047 | 0.13% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.13% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% | FNR 2016-91 AS IO 06.0108 12/25/2046 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | WFRBS 2014-C22 XA IO 00.7916 09/15/2057 | 0.13% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.13% | ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.13% | AIR LEASE CORP 03.2500 10/01/2029 | 0.13% | BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.13% | GNR 2018-168 KS IO 06.0644 12/20/2048 | 0.13% | MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.13% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.13% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | VIATRIS INC 04.0000 06/22/2050 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | GNR 2012-149 GS IO 06.1144 12/20/2042 | 0.12% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.12% | CAS 2017-C07 1B1 04.0893 05/25/2030 | 0.12% | GNR 2014-H07 BI IO 01.4671 05/20/2064 | 0.12% | GNR 2014-H11 GI IO 01.4856 06/20/2064 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.12% | FNR 2020-12 SK IO 05.9608 03/25/2050 | 0.12% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.12% | JPMBB 2013-C12 C 04.0985 07/15/2045 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.12% | JPMBB 2013-C15 C 05.1929 11/15/2045 | 0.12% | MSC 2016-UB12 XA IO 00.7094 12/15/2049 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.12% | STACR 2018-DNA2 M2 02.2393 12/25/2030 | 0.12% | WFCM 2020-C57 C 04.0236 08/15/2053 | 0.12% | GNR 2019-H02 DI IO 02.1338 11/20/2068 | 0.12% | PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.12% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.12% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.12% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.12% | GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.12% | HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.12% | MAGNE 2020-26A A1R P/P 144A 01.2102 07/25/2034 | 0.12% | SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.12% | CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.12% | COMM 2013-CR13 D 144A 04.8815 11/10/2046 | 0.12% | CSAIL 2015-C1 C 04.2617 04/15/2050 | 0.12% | DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.12% | GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.12% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.12% | LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.12% | NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.12% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.12% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.12% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.11% | GSMS 2014-GC22 XA IO 00.9471 06/10/2047 | 0.11% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.11% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.11% | UBSCM 2017-C7 XA IO 01.0181 12/15/2050 | 0.11% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.11% | GNR 2019-20 SB IO 06.0144 02/20/2049 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% | GNR 2020-32 GS IO 06.0144 03/20/2050 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.11% | UBSCM 2018-C12 XA IO 00.8110 08/15/2051 | 0.11% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.11% | GNR 2019-123 SL IO 06.0644 10/20/2049 | 0.11% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.11% | CAS 2017-C01 1B1 05.8393 07/25/2029 | 0.11% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.11% | COMM 2014-UBS2 C 04.9715 03/10/2047 | 0.11% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.11% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.11% | MSBAM 2013-C10 E 144A 04.0799 07/15/2046 | 0.11% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.11% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | JPMCC 2012-C6 E 144A 05.1388 05/15/2045 | 0.10% | THE AES CORPORATION 02.4500 01/15/2031 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.10% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% | JPMCC 2021-1MEM E 144A 02.7420 10/09/2042 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | MSBAM 2014-C14 C 05.0493 02/15/2047 | 0.10% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.10% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.10% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | BACM 2005-1 B 05.4820 11/10/2042 | 0.10% | COMCAST CORP 03.4500 02/01/2050 | 0.10% | FHR 4738 QS IO 06.1098 12/15/2047 | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | EMIR 2018-1 M1 01.7893 11/25/2028 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | CAS 2018-C01 1M2 02.3393 07/25/2030 | 0.10% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.10% | GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.10% | CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.10% | CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.10% | GNR 2017-H14 EI IO 01.5758 06/20/2067 | 0.10% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.10% | GNR 2019-83 SW IO 06.0144 07/20/2049 | 0.10% | WFCM 2015-LC20 XB IO 00.4819 04/15/2050 | 0.10% | CARR 2006-NC2 A4 00.3293 06/25/2036 | 0.10% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.10% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.10% | MSC 2011-C3 E 144A 05.0906 07/15/2049 | 0.10% | COMCAST CORP 03.9990 11/01/2049 | 0.10% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.10% | GNR 2014-131 BS IO 06.1141 09/16/2044 | 0.10% | GNR 2019-83 JS IO 06.0144 07/20/2049 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | MWST 2020-1 A 00.9893 10/25/2053 | 0.09% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% | WFRBS 2011-C4 F 144A 04.8868 06/15/2044 | 0.09% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.09% | CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.09% | COMM 2013-CR6 D 144A 04.0876 03/10/2046 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | AON PLC 04.2500 12/12/2042 | 0.09% | ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.09% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.09% | GNR 2015-H13 AI IO 01.7852 06/20/2065 | 0.09% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.09% | BANK 2018-BN13 XA 00.4997 08/15/2061 | 0.09% | STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | CGCMT 2014-GC19 X IO 01.1057 03/10/2047 | 0.09% | EMIR 2019-1 M2 03.3893 04/25/2029 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | JPMBB 2014-C22 XA IO 00.8238 09/15/2047 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | FHR 3065 DC 19.5893 03/15/2035 | 0.09% | FHR 3408 EK 25.4299 04/15/2037 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.09% | WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.09% | COMM 2014-CR17 D 144A 04.8478 05/10/2047 | 0.09% | CSMC 2016-NXSR XA IO 00.7463 12/15/2049 | 0.09% | MERCK & CO INC 03.7000 02/10/2045 | 0.09% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.09% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.08% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.08% | GNR 2017-H08 NI IO 02.2418 03/20/2067 | 0.08% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.08% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | STACR 2014-DN2 M3 03.6893 04/25/2024 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.08% | SPST 2021-14 A1 00.7804 12/08/2022 | 0.08% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% | WFCM 2017-C41 XA IO 01.1914 11/15/2050 | 0.08% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.08% | COMM 2014-CR19 D 144A 04.7029 08/10/2047 | 0.08% | GNR 2017-H09 DI IO 01.9003 03/20/2067 | 0.08% | MSRR 2015-R4 CB1 00.9117 08/26/2047 | 0.08% | 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.08% | BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.08% | COMM 2014-UBS6 XA IO 00.8689 12/10/2047 | 0.08% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.08% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.08% | GNR 2020-11 SY IO 06.0144 01/20/2050 | 0.08% | WFCM 2014-LC16 XA IO 01.0828 08/15/2050 | 0.08% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | GNR 2011-17 S IO 05.9644 02/20/2041 | 0.08% | GNR 2016-H06 AI IO 01.6469 02/20/2066 | 0.08% | BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.08% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.08% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.08% | STACR 2018-DNA1 M2 01.8893 07/25/2030 | 0.08% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.08% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.08% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.08% | GNR 2015-H12 EI IO 01.7069 04/20/2065 | 0.08% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.08% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.08% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.07% | HCA INC 03.5000 07/15/2051 | 0.07% | TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.07% | AMAZON.COM INC 01.5000 06/03/2030 | 0.07% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | GNR 2019-44 SA IO 05.9644 04/20/2049 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | GNR 2017-H10 MI IO 01.8277 04/20/2067 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.07% | FHR 3852 NT 05.9098 05/15/2041 | 0.07% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.07% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.07% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.07% | STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | GNR 2016-H14 IO IO 01.6814 06/20/2066 | 0.07% | GNR 2017-H12 QI IO 02.2376 05/20/2067 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | RMIR 2019-1 M2 144A 03.2893 02/25/2029 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | GNR 2015-H12 GI IO 01.7834 05/20/2065 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.07% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.07% | CWALT 2007-OA6 A1A 00.2293 06/25/2037 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | CIT GROUP INC. 05.2500 03/07/2025 | 0.07% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.07% | FNR 2006-8 HP 24.2394 03/25/2036 | 0.07% | 0.30 R ISWP US0003M P 12/02/2023 | 0.06% | ABBVIE INC 03.8000 03/15/2025 | 0.06% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | GNR 2016-H11 HI IO 02.1014 01/20/2066 | 0.06% | MSC 2016-BNK2 XA IO 00.9702 11/15/2049 | 0.06% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.06% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.06% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | CFCRE 2011-C2 D 144A 05.4856 12/15/2047 | 0.06% | MSBAM 2015-C25 XA IO 01.0475 10/15/2048 | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | VIATRIS INC 02.3000 06/22/2027 | 0.06% | WFRBS 2014-C24 XA IO 00.8504 11/15/2047 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | GNR 2015-H04 AI IO 01.6240 12/20/2064 | 0.06% | GNR 2015-H12 AI IO 01.8627 05/20/2065 | 0.06% | GNR 2015-H25 AI IO 01.6132 09/20/2065 | 0.06% | GNR 2018-155 SE IO 06.0144 11/20/2048 | 0.06% | JPMCC 2012-LC9 D 144A 04.3626 12/15/2047 | 0.06% | STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | MWST 2020-2 A 00.8893 11/25/2053 | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | AMAZON.COM INC 02.7000 06/03/2060 | 0.06% | COMM 2013-CR13 E 144A 04.8815 11/10/2046 | 0.06% | FNR 2005-106 JC 19.8473 12/25/2035 | 0.06% | FNR 2006-62 PS 39.3645 07/25/2036 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | MSBAM 2015-C26 XA IO 00.9857 10/15/2048 | 0.06% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.06% | 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.06% | COMM 2015-CR23 XA IO 00.8879 05/10/2048 | 0.06% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.06% | JPMCC 2011-C3 F 144A 05.5232 02/15/2046 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | JPMCC 2011-C3 D 144A 05.5232 02/15/2046 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.05% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% | WFRBS 2013-C14 XA IO 00.6726 06/15/2046 | 0.05% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% | COMM 2013-CR11 XA IO 00.9110 08/10/2050 | 0.05% | GNR 2010-H19 GI IO 01.4050 08/20/2060 | 0.05% | GNR 2019-21 SJ IO 05.9644 02/20/2049 | 0.05% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.05% | GNR 2015-H25 CI IO 01.8979 10/20/2065 | 0.05% | GSMS 2013-GC13 XA IO 00.0653 07/10/2046 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | 0.41 R ISWP US0003M P 10/13/2025 | 0.05% | GNR 2016-H04 KI IO 01.5272 02/20/2066 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.05% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.05% | ALPHABET INC 02.2500 08/15/2060 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | COMM 2012-CR1 D 144A 05.3863 05/15/2045 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | GNR 2015-H15 JI IO 01.9577 06/20/2065 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | 0.471 R ISWP US0003M P 11/16/2025 | 0.05% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | COMCAST CORP 03.1500 03/01/2026 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.05% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.05% | BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | COMM 2014-CR19 XA IO 00.9545 08/10/2047 | 0.05% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.05% | FNR 2007-53 SP 23.8728 06/25/2037 | 0.05% | FNR 2018-94 SA IO 06.0108 01/25/2049 | 0.05% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.05% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.04% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.04% | WFRBS 2012-C7 D 144A 04.8028 06/15/2045 | 0.04% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.04% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.04% | COMM 2014-LC15 XA IO 01.0648 04/10/2047 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | FHR 4912 PS IO 05.9608 09/25/2049 | 0.04% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2015-H28 DI IO 01.5512 08/20/2065 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | STACR 2019-DNA2 B1 04.4393 03/25/2049 | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | GNMA GII30 AY4779 04.4700 03/20/2067 | 0.04% | GNR 2014-H08 CI IO 01.4515 03/20/2064 | 0.04% | GNR 2015-H09 BI IO 01.6810 03/20/2065 | 0.04% | GNR 2015-H16 XI IO 01.8815 07/20/2065 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.04% | FNR 2011-4 CS 12.7215 05/25/2040 | 0.04% | JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | MSBAM 2013-C12 XA IO 00.5794 10/15/2046 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | COMM 2014-UBS6 C 04.4417 12/10/2047 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.04% | CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.04% | GNR 2015-H10 CI IO 01.8013 04/20/2065 | 0.04% | GNR 2016-H24 JI IO 02.0437 11/20/2066 | 0.04% | GSMS 2014-GC18 XA IO 00.9776 01/10/2047 | 0.04% | GNMA GII30 BA7681 04.6420 06/20/2067 | 0.04% | GNR 2016-H27 BI IO 02.3964 12/20/2066 | 0.04% | GSMS 2013-GC10 XA IO 01.4773 02/10/2046 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | JPMCC 2010-C1 C 144A 06.0162 06/15/2043 | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% | UBSBB 2012-C2 E 144A 04.8858 05/10/2063 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | CCMFC 2004-3A A2 00.3893 08/25/2035 | 0.04% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.04% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% | CAS 2018-C05 1M2 02.4393 01/25/2031 | 0.03% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.03% | HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.03% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | STACR 2018-DNA3 B1 03.9893 09/25/2048 | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.03% | FNR 2010-35 SG IO 06.3108 04/25/2040 | 0.03% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.03% | CAS 2017-C06 2M2 02.8893 02/25/2030 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% | GNR 2015-H20 AI IO 01.8193 08/20/2065 | 0.03% | MSBAM 2013-C7 XA IO 01.3159 02/15/2046 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.03% | 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.03% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.03% | 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.03% | CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | JPMBB 2014-C25 XA IO 00.8313 11/15/2047 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.03% | 1.824 R ISWP US0003M P 09/30/2051 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | JPMCC 2013-C16 XA IO 00.8707 12/15/2046 | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | 1.355 R ISWP US0003M P 09/23/2031 | 0.03% | CAS 2019-R02 1B1 04.2393 08/25/2031 | 0.03% | CGCMT 2013-GC17 X IO 01.0156 11/10/2046 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | MSBAM 2013-C10 F 144A 04.0799 07/15/2046 | 0.03% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.03% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | GNR 2015-H17 CI IO 01.5749 06/20/2065 | 0.03% | MSBAM 2014-C17 XA IO 01.0557 08/15/2047 | 0.03% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% | WFRBS 2012-C10 XA IO 144A 01.4861 12/15/2045 | 0.03% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | FHR 2990 LB 16.7150 06/15/2034 | 0.02% | GNR 2015-H01 CI IO 01.5877 12/20/2064 | 0.02% | GSMS 2013-GC12 XA IO 01.3951 06/10/2046 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.02% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.02% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.02% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | UBSBB 2013-C6 XA IO 144A 01.0895 04/10/2046 | 0.02% | 1.0825 R ISWP US0003M P 10/12/2026 | 0.02% | CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.02% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | WFRBS 2012-C9 XB IO 144A 00.7131 11/15/2045 | 0.02% | WFRBS 2013-C11 XA IO 144A 01.1325 03/15/2045 | 0.02% | 1.127 R ISWP US0003M P 10/18/2026 | 0.02% | BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | UBSBB 2012-C2 XA IO 144A 01.2714 05/10/2063 | 0.02% | 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% | JPMCC 2013-LC11 X IO 01.2313 04/15/2046 | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% | 1.324 R ISWP US0003M P 09/17/2031 | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNR 2019-121 SD IO 05.9144 10/20/2049 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.02% | NHEL 2004-2 M4 01.8893 09/25/2034 | 0.02% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% | WFRBS 2011-C4 E 144A 04.8868 06/15/2044 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% | GNR 2013-129 SN IO 06.0644 09/20/2043 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | ZOETIS INC 02.0000 05/15/2030 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.02% | 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.02% | 1.574 R ISWP US0003M P 05/12/2031 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | WFRBS 2012-C9 XA IO 144A 01.8552 11/15/2045 | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.02% | CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.02% | CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.02% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | JPMBB 2013-C17 XA IO 00.7257 01/15/2047 | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | 1.461 R ISWP US0003M P 06/11/2031 | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | FHR 2976 LC 24.0891 05/15/2035 | 0.01% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% | JPMCC 2012-LC9 XA IO 01.3960 12/15/2047 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% | 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% | GNR 2015-H22 EI IO 01.5966 08/20/2065 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% | 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.01% | 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.01% | AT&T INC 02.2500 02/01/2032 | 0.01% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% | 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.01% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% | MSBAM 2013-C11 D 144A 04.3514 08/15/2046 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.01% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% | 1.212 R ISWP US0003M P 02/16/2031 | 0.01% | 1.67 R ISWP US0003M P 10/25/2031 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.01% | CGCMT 2012-GC8 XA IO 144A 01.7279 09/10/2045 | 0.01% | CMB 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1.5475 R ISWP US0003M P 05/10/2031 | 0.00% | 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.00% | 1.567 R ISWP US0003M P 10/12/2031 | 0.00% | 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% | BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.5635 12/11/2038 | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.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 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 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 GS | 0.00% | CMB 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2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% | 1.252 R ISWP US0003M P 10/20/2026 | -0.00% | 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% | 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% | 1.6295 R ISWP US0003M P 07/29/2051 | -0.00% | 2.032 R ISWP US0003M P 01/16/2055 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB 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CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | SWPTN 5WX10Y R 1.583 USD 11/08/2021 GS | -0.00% | 1.357 R ISWP US0003M P 09/14/2031 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% | SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | -0.00% | SWPTN 5WX10Y P 1.583 USD 11/08/2021 GS | -0.00% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.01% | 1.465 R ISWP US0003M P 04/15/2031 | -0.01% | 1.546 R ISWP US0003M P 01/08/2051 | -0.01% | 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.01% | 0.37 R ISWP US0003M P 10/16/2025 | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | 1.087 R ISWP US0003M P 10/12/2026 | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.01% | 1.509 R ISWP US0003M P 01/08/2051 | -0.01% | 1.915 R ISWP FWD US0003M P 10/10/2033 | -0.01% | 2.232 R ISWP FWD US0003M P 06/11/2051 | -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-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.01% | 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% | 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | 1.2975 R ISWP US0003M P 07/27/2031 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.01% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% | 0.2215 R ISWP US0003M P 06/10/2023 | -0.01% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% | 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.01% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.01% | 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | 1.299 R ISWP US0003M P 10/26/2026 | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.02% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% | 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% | 0.5155 R ISWP US0003M P 10/19/2023 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.02% | 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.03% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.04% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% | 0.944 R ISWP US0003M P 10/25/2026 | -0.04% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.05% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.05% | 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.05% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.05% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% | 0.30 R ISWP US0003M P 07/14/2025 | -0.05% | 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.05% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% | 0.645 R ISWP US0003M P 07/15/2030 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.07% | 0.95 R ISWP US0003M P 04/28/2026 | -0.07% | 0.3757 R ISWP US0003M P 10/06/2023 | -0.08% | 1.31011 R ISWP US0003M P 08/10/2031 | -0.08% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.08% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.09% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.09% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.09% | CPURNSA P 2.78 R 01/15/32 | -0.10% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.10% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.11% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.11% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.11% | 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.12% | 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.12% | 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.12% | 1.16 R ISWP US0003M P 10/16/2050 | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.12% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.13% | 0.75 R ISWP US0003M P 10/16/2030 | -0.16% | CPURNSA P 2.7375 R 09/13/26 | -0.16% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.18% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.21% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.25% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.25% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.27% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.27% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.31% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.32% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.37% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.37% | FNMA FN30 TBA UMBS 02.5000 12/01/2051 | -0.48% | 1.02 R ISWP US0003M P 12/02/2033 | -0.54% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.72% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.78% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.81% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.93% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.21% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.34% | US 10YR ULTRA FUT DEC21 UXYZ1 | -2.90% | US 2YR NOTE (CBT) DEC21 TUZ1 | -44.17% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 7.29% | US ULTRA BOND CBT DEC21 WNZ1 | 4.59% | FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 4.32% | US 10YR NOTE (CBT)DEC21 TYZ1 | 4.00% | GNMA GII30 TBA 03.5000 10/01/2051 | 2.86% | FNMA FN30 TBA UMBS 03.0000 10/01/2051 | 2.85% | TREASURY BILL 00.0000 02/10/2022 | 2.59% | TREASURY BILL 00.0000 03/17/2022 | 2.54% | FNMA FN30 TBA UMBS 02.0000 11/01/2051 | 2.27% | FNMA FN30 TBA UMBS 04.5000 10/01/2051 | 1.96% | TREASURY BILL 00.0000 02/03/2022 | 1.86% | US LONG BOND(CBT) DEC21 USZ1 | 1.81% | TREASURY BILL 00.0000 03/03/2022 | 1.54% | TREASURY BILL 00.0000 04/21/2022 | 1.41% | TREASURY BILL 00.0000 10/19/2021 | 1.41% | FNMA FN30 TBA UMBS 05.5000 10/01/2051 | 1.02% | FNMA FN30 TBA UMBS 06.0000 10/01/2051 | 1.02% | FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 0.95% | BF0101 03.5000 06/01/2056 | 0.83% | FNR 2020-70 SD IO 06.1640 10/25/2050 | 0.68% | BMIR 2017-1 M2 144A 03.4360 10/25/2027 | 0.58% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.57% | CITIGROUP INC 04.4500 09/29/2027 | 0.52% | FHR 4945 SL IO 05.9640 01/25/2050 | 0.51% | TREASURY BILL 00.0000 10/14/2021 | 0.50% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.49% | FHS 315 PO PO 00.0000 09/15/2043 | 0.49% | GNMA GII30 TBA 04.5000 10/01/2051 | 0.48% | GNMA GII30 TBA 03.0000 10/01/2051 | 0.47% | WAMU 2005-AR13 A1C4 00.9460 10/25/2045 | 0.47% | TREASURY BILL 00.0000 10/07/2021 | 0.45% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.45% | US 5YR NOTE (CBT) DEC21 FVZ1 | 0.45% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.44% | 2.764 R ISWP US0003M P 02/18/2031 | 0.44% | COMM 2014-CR17 C 04.9457 05/10/2047 | 0.44% | MORGAN STANLEY 04.3750 01/22/2047 | 0.43% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.41% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.41% | STACR 2016-HQA1 M3 06.4360 09/25/2028 | 0.41% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.40% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.40% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.39% | UBSCM 2012-C1 C 144A 05.7344 05/10/2045 | 0.39% | FHR 5070 AI IO 03.5000 02/25/2051 | 0.38% | FHR 5140 BI IO 03.5000 09/25/2051 | 0.38% | MCAS 2019-01 M10 144A 03.3360 10/15/2049 | 0.38% | ABBVIE INC 03.2000 11/21/2029 | 0.36% | FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.36% | MRAIT 2020-2 A2 | 0.36% | MRAIT 2021-8 A1X 01.2360 10/15/2021 | 0.35% | STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.35% | GNR 2020-18 GS IO 05.9626 02/20/2050 | 0.34% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.34% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.34% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.33% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.31% | COMM 2018-COR3 C 04.7124 05/10/2051 | 0.29% | WAMU 2005-AR17 A1B2 00.9060 12/25/2045 | 0.29% | FHR 4839 AS IO 05.9663 06/15/2042 | 0.29% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.29% | GNR 2016-H23 MI IO 02.2949 10/20/2066 | 0.29% | GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.29% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.28% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.28% | STACR 2020-HQA1 M2 01.9860 01/25/2050 | 0.28% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.28% | AT&T INC 03.5500 09/15/2055 | 0.28% | UBSBB 2012-C3 C 144A 05.2057 08/10/2049 | 0.28% | CFCRE 2011-C2 E P/P 144A 05.8868 12/15/2047 | 0.27% | FNR 2016-8 SA IO 05.9640 03/25/2046 | 0.27% | APPLE INC 04.3750 05/13/2045 | 0.27% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.27% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.27% | CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.27% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.27% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.27% | JPMCC 2012-C8 C 144A 04.7796 10/15/2045 | 0.27% | FNR 2019-3 SA IO 06.0140 02/25/2049 | 0.26% | CGCMT 2015-P1 C 04.5141 09/15/2048 | 0.26% | GSMS 2015-GS1 XA IO 00.9080 11/10/2048 | 0.26% | FHR 5118 NI IO 02.0000 02/25/2051 | 0.26% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.26% | APPLE INC 02.8000 02/08/2061 | 0.26% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.26% | WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.26% | STACR 2017-HQA2 M2 02.7360 12/25/2029 | 0.25% | STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.25% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.24% | CAS 2017-C07 1EB2 01.0860 05/25/2030 | 0.24% | SPST 2021-10 A 00.8543 08/08/2022 | 0.24% | SPST 2021-6 A 00.8833 04/25/2022 | 0.24% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.24% | BROADCOM INC 04.1500 11/15/2030 | 0.24% | WFRBS 2013-C15 D 144A 04.6496 08/15/2046 | 0.24% | ORACLE CORP 03.6500 03/25/2041 | 0.24% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.24% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.24% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.24% | WFCM 2018-C43 XA IO 00.8166 03/15/2051 | 0.24% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.24% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.24% | MRAIT 2021-11 A1X 01.2338 01/25/2022 | 0.24% | MRAIT 2021-EBO4 A1X 01.8360 02/16/2022 | 0.24% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.23% | AMMST 2021-MF2 D P/P 144A 02.0000 06/15/2054 | 0.23% | MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.23% | WFRBS 2012-C10 D 144A 04.5596 12/15/2045 | 0.23% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.23% | BACM 2015-UBS7 XA IO 00.9373 09/15/2048 | 0.22% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.22% | US BANCORP 03.0000 07/30/2029 | 0.22% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.22% | MICROSOFT CORP 02.6750 06/01/2060 | 0.22% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.22% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.22% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.22% | CSAIL 2019-C16 XA IO 01.7294 06/15/2052 | 0.21% | JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.21% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.21% | STACR 2016-HQA2 M3 05.2360 11/25/2028 | 0.21% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.21% | MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.21% | VERIZON COMM 04.6720 03/15/2055 | 0.21% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.21% | GSMS 2010-C1 D 144A 06.1868 08/10/2043 | 0.21% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.21% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.21% | MRAIT 2021-NA1 A1X 01.5860 03/08/2022 | 0.21% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.20% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% | BSCMS 2007-T26 AJ 05.5399 01/12/2045 | 0.19% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.19% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.19% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.19% | AT&T INC 02.5500 12/01/2033 | 0.19% | MCAS 2020-01 M10 144A 03.8360 03/25/2050 | 0.19% | STACR 2019-DNA1 B1 04.7360 01/25/2049 | 0.19% | CAS 2018-C04 2M2 02.6360 12/25/2030 | 0.19% | UBSCM 2019-C17 XA IO 01.6234 10/15/2052 | 0.19% | GNR 2020-55 SA IO 05.9626 04/20/2050 | 0.18% | WFCM 2019-C50 XA IO 01.5754 05/15/2052 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | CIT BANK NA 02.9690 09/27/2025 | 0.18% | MRAIT 2021-EBO1 A1X 01.8338 02/16/2022 | 0.18% | STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.18% | AT&T INC 04.7500 05/15/2046 | 0.18% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.18% | ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.18% | YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.18% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.18% | VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.18% | WFRBS 2011-C4 C 144A 05.0235 06/15/2044 | 0.18% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.18% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% | OMIR 2018-1A M2 02.9360 07/25/2028 | 0.18% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.18% | DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.18% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.17% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.17% | VMWARE INC 02.2000 08/15/2031 | 0.17% | GNR 2019-119 KS IO 05.9654 09/16/2049 | 0.17% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.17% | CSAIL 2015-C1 D 144A 03.9041 04/15/2050 | 0.17% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.17% | GNR 2016-H23 NI IO 02.2248 10/20/2066 | 0.17% | CAS 2016-C03 1M2 05.3860 10/25/2028 | 0.17% | CGCMT 2014-GC23 IO 01.0632 07/10/2047 | 0.17% | CITIGROUP INC 03.8750 02/18/2051 | 0.17% | LCCM 2017-LC26 XA IO 144A 01.5894 07/12/2050 | 0.17% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.16% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.16% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.16% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.16% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.16% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.16% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.16% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% | GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.16% | FREMF 2019-KF66 B 144A 02.4825 07/25/2029 | 0.16% | WFRBS 2012-C6 C 144A 05.9779 04/15/2045 | 0.16% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.16% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.16% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.16% | FREMF 2019-KF65 B 144A 02.4825 07/25/2029 | 0.16% | STACR 2020-HQA2 M2 03.1860 03/25/2050 | 0.16% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.15% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.15% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.15% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% | FISERV INC 04.2000 10/01/2028 | 0.15% | UBSCM 2012-C1 D 144A 05.7344 05/10/2045 | 0.15% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.15% | UBSC 2011-C1 D 144A 06.4516 01/10/2045 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | CAS 2020-R01 1M2 02.1360 01/25/2040 | 0.15% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.15% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.15% | CAS 2020-R02 2M2 02.0860 01/25/2040 | 0.15% | CSAIL 2015-C3 XA IO 00.8438 08/15/2048 | 0.15% | GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.15% | STACR 2018-DNA2 B1 03.7860 12/25/2030 | 0.15% | CAS 2017-C03 1M2 03.0860 10/25/2029 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.14% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.14% | CAS 2016-C02 1M2 06.0860 09/25/2028 | 0.14% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% | FNR 2017-108 SA IO 06.0640 01/25/2048 | 0.14% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.14% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.14% | BACM 2005-1 B 05.6647 11/10/2042 | 0.14% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.14% | STACR 2017-HQA1 M2B 03.6360 08/25/2029 | 0.14% | BOEING CO 05.9300 05/01/2060 | 0.14% | CAS 2017-C01 1M2 03.6360 07/25/2029 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.14% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.14% | COMCAST CORP 02.3500 01/15/2027 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | BACM 2015-UBS7 B 04.5036 09/15/2048 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | GNR 2016-H02 HI IO 01.5420 01/20/2066 | 0.14% | NETFLIX INC 04.3750 11/15/2026 | 0.14% | GNR 2018-168 KS IO 06.0626 12/20/2048 | 0.13% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.13% | FNR 2016-91 AS IO 06.0140 12/25/2046 | 0.13% | JPMBB 2013-C14 E 144A 04.6992 08/15/2046 | 0.13% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% | COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.13% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.13% | MRAFT 2020-5 A1 01.0848 08/10/2023 | 0.13% | WEC ENERGY GROUP INC 02.2373 05/15/2067 | 0.13% | MICROSOFT CORP 02.9210 03/17/2052 | 0.13% | WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% | WFRBS 2014-C22 XA IO 00.9415 09/15/2057 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | JPMCC 2012-C8 D 144A 04.8277 10/15/2045 | 0.13% | GNR 2012-149 GS IO 06.1126 12/20/2042 | 0.13% | JPMBB 2014-C22 C 04.7046 09/15/2047 | 0.13% | MRAFT 2021-S1 A1 01.0000 09/10/2022 | 0.13% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.13% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% | GNR 2014-H11 GI IO 01.4746 06/20/2064 | 0.12% | ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.12% | AIR LEASE CORP 03.2500 10/01/2029 | 0.12% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.12% | BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.12% | FNR 2020-12 SK IO 05.9640 03/25/2050 | 0.12% | MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.12% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.12% | GNR 2014-H07 BI IO 01.4623 05/20/2064 | 0.12% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.12% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.12% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.12% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.12% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.12% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.12% | GNR 2019-H02 DI IO 02.1544 11/20/2068 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.12% | GNR 2019-20 SB IO 06.0126 02/20/2049 | 0.12% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% | JPMBB 2013-C12 C 04.2352 07/15/2045 | 0.12% | MSC 2016-UB12 XA IO 00.8480 12/15/2049 | 0.12% | CAS 2017-C07 1B1 04.0860 05/25/2030 | 0.12% | GNR 2020-32 GS IO 06.0126 03/20/2050 | 0.12% | JPMBB 2013-C15 C 05.3618 11/15/2045 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.12% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.12% | WFCM 2020-C57 C 04.1578 08/15/2053 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | GSMS 2014-GC22 XA IO 01.1039 06/10/2047 | 0.12% | STACR 2018-DNA2 M2 02.2360 12/25/2030 | 0.12% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.12% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.12% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.11% | CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.11% | CSAIL 2015-C1 C 04.4041 04/15/2050 | 0.11% | FHMS K104 X1 IO 01.2479 02/25/2052 | 0.11% | GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.11% | GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.11% | GNR 2019-123 SL IO 06.0626 10/20/2049 | 0.11% | HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.11% | SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | COMM 2013-CR13 D 144A 05.0446 11/10/2046 | 0.11% | DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.11% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.11% | LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.11% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.11% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.11% | UBSCM 2017-C7 XA IO 01.1724 12/15/2050 | 0.11% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.11% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.11% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | UBSCM 2018-C12 XA IO 00.9774 08/15/2051 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.11% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.11% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.11% | COMM 2014-UBS2 C 05.1383 03/10/2047 | 0.11% | FHR 4738 QS IO 06.1163 12/15/2047 | 0.11% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.10% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% | MSBAM 2013-C10 E 144A 04.2160 07/15/2046 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | CAS 2017-C01 1B1 05.8360 07/25/2029 | 0.10% | GNR 2019-83 SW IO 06.0126 07/20/2049 | 0.10% | THE AES CORPORATION 02.4500 01/15/2031 | 0.10% | CSMC 2016-NXSR XA IO 00.8924 12/15/2049 | 0.10% | GNR 2019-83 JS IO 06.0126 07/20/2049 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.10% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.10% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | EMIR 2018-1 M1 01.7860 11/25/2028 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | GNR 2017-H14 EI IO 01.5803 06/20/2067 | 0.10% | JPMCC 2012-C6 E 144A 05.3102 05/15/2045 | 0.10% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.10% | CAS 2018-C01 1M2 02.3360 07/25/2030 | 0.10% | COMCAST CORP 03.4500 02/01/2050 | 0.10% | FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.10% | WFCM 2015-LC20 XB IO 00.6277 04/15/2050 | 0.10% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.10% | GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.10% | GNR 2014-131 BS IO 06.1154 09/16/2044 | 0.10% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | CAS 2017-C01 1EB1 01.3360 07/25/2029 | 0.10% | CAS 2019-HRP1 M2 02.2360 11/25/2039 | 0.10% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | CARR 2006-NC2 A4 00.3260 06/25/2036 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | MSC 2011-C3 E 144A 05.4666 07/15/2049 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | GNR 2015-H13 AI IO 01.7806 06/20/2065 | 0.09% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.09% | CGCMT 2014-GC19 X IO 01.2938 03/10/2047 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | MWST 2020-1 A 00.9860 10/25/2053 | 0.09% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.09% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | JPMBB 2014-C22 XA IO 00.9761 09/15/2047 | 0.09% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.09% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | COMM 2013-CR6 D 144A 04.2240 03/10/2046 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | AON PLC 04.2500 12/12/2042 | 0.09% | ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.09% | FHR 3408 EK 25.4561 04/15/2037 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | EMIR 2019-1 M2 03.3860 04/25/2029 | 0.09% | FHR 3065 DC 19.6088 03/15/2035 | 0.09% | GNR 2020-11 SY IO 06.0126 01/20/2050 | 0.09% | BANK 2018-BN13 XA 00.6500 08/15/2061 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | GNR 2017-H08 NI IO 02.2448 03/20/2067 | 0.09% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.08% | COMM 2014-CR17 D 144A 05.0095 05/10/2047 | 0.08% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.08% | STACR 2014-DN2 M3 03.6860 04/25/2024 | 0.08% | WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.08% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.08% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.08% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.08% | GNR 2017-H09 DI IO 01.8908 03/20/2067 | 0.08% | WFCM 2017-C41 XA IO 01.3431 11/15/2050 | 0.08% | COMM 2014-UBS6 XA IO 01.0252 12/10/2047 | 0.08% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.08% | COMM 2014-CR19 D 144A 04.8597 08/10/2047 | 0.08% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.08% | GNR 2011-17 S IO 05.9626 02/20/2041 | 0.08% | WFCM 2014-LC16 XA IO 01.2432 08/15/2050 | 0.08% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.08% | MSRR 2015-R4 CB1 00.9100 08/26/2047 | 0.08% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.08% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.08% | GNR 2016-H06 AI IO 01.6342 02/20/2066 | 0.08% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.08% | GNR 2015-H12 EI IO 01.6976 04/20/2065 | 0.08% | GNR 2019-44 SA IO 05.9626 04/20/2049 | 0.08% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.07% | GNR 2017-H10 MI IO 01.8300 04/20/2067 | 0.07% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.07% | STACR 2018-DNA1 M2 01.8860 07/25/2030 | 0.07% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.07% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | AMAZON.COM INC 01.5000 06/03/2030 | 0.07% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.07% | FHR 3852 NT 05.9163 05/15/2041 | 0.07% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.07% | GNR 2017-H12 QI IO 02.2398 05/20/2067 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | GNR 2016-H14 IO IO 01.6728 06/20/2066 | 0.07% | HCA INC 03.5000 07/15/2051 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | STACR 2018-HQA1 M2 02.3860 09/25/2030 | 0.07% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.07% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | GNR 2015-H12 GI IO 01.7806 05/20/2065 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | JPMCC 2011-C3 D 144A 05.7072 02/15/2046 | 0.07% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.07% | RMIR 2019-1 M2 144A 03.2860 02/25/2029 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | STACR 2019-HQA1 M2 02.4360 02/25/2049 | 0.07% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% | FNR 2006-8 HP 24.2513 03/25/2036 | 0.07% | GNR 2018-155 SE IO 06.0126 11/20/2048 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | CWALT 2007-OA6 A1A 00.2260 06/25/2037 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | GNR 2016-H11 HI IO 02.1039 01/20/2066 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | CIT GROUP INC. 05.2500 03/07/2025 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.06% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.06% | MSC 2016-BNK2 XA IO 01.1010 11/15/2049 | 0.06% | ABBVIE INC 03.8000 03/15/2025 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.06% | MSBAM 2015-C25 XA IO 01.1985 10/15/2048 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.06% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.06% | WFRBS 2014-C24 XA IO 00.9973 11/15/2047 | 0.06% | GNR 2015-H04 AI IO 01.6134 12/20/2064 | 0.06% | GNR 2015-H12 AI IO 01.8535 05/20/2065 | 0.06% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | CFCRE 2011-C2 D 144A 05.8868 12/15/2047 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | GNR 2015-H25 AI IO 01.6042 09/20/2065 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2019-21 SJ IO 05.9626 02/20/2049 | 0.06% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.06% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FNR 2006-62 PS 39.3840 07/25/2036 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | JPMCC 2012-LC9 D 144A 04.5080 12/15/2047 | 0.06% | MSBAM 2015-C26 XA IO 01.1320 10/15/2048 | 0.06% | STACR 2018-HQA2 M2 02.3860 10/25/2048 | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.06% | COMM 2013-CR13 E 144A 05.0446 11/10/2046 | 0.06% | COMM 2015-CR23 XA IO 01.0314 05/10/2048 | 0.06% | FNR 2005-106 JC 19.8574 12/25/2035 | 0.06% | JPMCC 2011-C3 F 144A 05.7072 02/15/2046 | 0.06% | MWST 2020-2 A 00.8860 11/25/2053 | 0.06% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% | COMM 2013-CR11 XA IO 01.0775 08/10/2050 | 0.05% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.05% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.05% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.05% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | GNR 2010-H19 GI IO 01.3968 08/20/2060 | 0.05% | GSMS 2013-GC13 XA IO 00.0958 07/10/2046 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | GNR 2015-H25 CI IO 01.9390 10/20/2065 | 0.05% | WFRBS 2013-C14 XA IO 00.8057 06/15/2046 | 0.05% | 1.65 R ISWP FWD US0003M P 12/15/2051 | 0.05% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.05% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | GNR 2016-H04 KI IO 01.5172 02/20/2066 | 0.05% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% | FNR 2018-94 SA IO 06.0140 01/25/2049 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | GNR 2015-H15 JI IO 01.9501 06/20/2065 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | COMM 2012-CR1 D 144A 05.5659 05/15/2045 | 0.05% | COMM 2014-CR19 XA IO 01.1119 08/10/2047 | 0.05% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.05% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | ALPHABET INC 02.2500 08/15/2060 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | COMCAST CORP 03.1500 03/01/2026 | 0.05% | FHR 4912 PS IO 05.9640 09/25/2049 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.04% | BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.04% | COMM 2014-LC15 XA IO 01.2326 04/10/2047 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | FNR 2007-53 SP 23.8847 06/25/2037 | 0.04% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% | GNR 2015-H28 DI IO 01.5306 08/20/2065 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | GNMA GII30 AY4779 04.4800 03/20/2067 | 0.04% | GNR 2014-H08 CI IO 01.4400 03/20/2064 | 0.04% | GNR 2015-H09 BI IO 01.6739 03/20/2065 | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | UBSBB 2012-C2 E 144A 05.0431 05/10/2063 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2015-H16 XI IO 01.8715 07/20/2065 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | MSBAM 2013-C12 XA IO 00.7392 10/15/2046 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | STACR 2019-DNA2 B1 04.4360 03/25/2049 | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | WFRBS 2012-C7 D 144A 04.9573 06/15/2045 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | FNR 2011-4 CS 12.7280 05/25/2040 | 0.04% | GNR 2015-H10 CI IO 01.7925 04/20/2065 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.04% | 1.574 R ISWP US0003M P 05/12/2031 | 0.04% | GNR 2016-H24 JI IO 02.1026 11/20/2066 | 0.04% | GSMS 2014-GC18 XA IO 01.1442 01/10/2047 | 0.04% | JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% | COMM 2014-UBS6 C 04.5921 12/10/2047 | 0.04% | GSMS 2013-GC10 XA IO 01.6252 02/10/2046 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | CAS 2015-C04 2M2 05.6360 04/25/2028 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | GNR 2016-H27 BI IO 02.4045 12/20/2066 | 0.04% | MSBAM 2013-C7 XA IO 01.4553 02/15/2046 | 0.04% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNMA GII30 BA7681 04.6420 06/20/2067 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | JPMCC 2010-C1 C 144A 06.2167 06/15/2043 | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | CCMFC 2004-3A A2 00.3860 08/25/2035 | 0.04% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% | FNR 2010-35 SG IO 06.3140 04/25/2040 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% | 0.41 R ISWP US0003M P 10/13/2025 | 0.03% | 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.03% | 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.03% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.03% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.03% | CAS 2018-C05 1M2 02.4360 01/25/2031 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% | GNR 2015-H20 AI IO 01.8123 08/20/2065 | 0.03% | HMIR 2018-1 M1 144A 01.6860 10/25/2028 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | STACR 2018-DNA3 B1 03.9860 09/25/2048 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | 0.40 R ISWP FWD US0003M P 12/15/2023 | 0.03% | 0.471 R ISWP US0003M P 11/16/2025 | 0.03% | CAS 2017-C06 2M2 02.8860 02/25/2030 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.03% | JPMBB 2014-C25 XA IO 00.9798 11/15/2047 | 0.03% | JPMCC 2013-C16 XA IO 01.0753 12/15/2046 | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | WFRBS 2011-C5 C P/P 144A 05.9650 11/15/2044 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | WFRBS 2012-C10 XA IO 144A 01.6347 12/15/2045 | 0.03% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.03% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% | CAS 2019-R02 1B1 04.2360 08/25/2031 | 0.03% | CGCMT 2013-GC17 X IO 01.1682 11/10/2046 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | GNR 2015-H17 CI IO 01.5658 06/20/2065 | 0.03% | MSBAM 2014-C17 XA IO 01.2137 08/15/2047 | 0.03% | NHEL 2004-2 M4 01.8860 09/25/2034 | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | GSMS 2013-GC12 XA IO 01.5334 06/10/2046 | 0.03% | MSBAM 2013-C10 F 144A 04.2160 07/15/2046 | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | GNR 2015-H01 CI IO 01.5820 12/20/2064 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% | UBSBB 2013-C6 XA IO 144A 01.2395 04/10/2046 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | CAS 2019-R01 2M2 02.5360 07/25/2031 | 0.02% | FHR 2990 LB 16.7316 06/15/2034 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | UBSBB 2012-C2 XA IO 144A 01.4302 05/10/2063 | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.02% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% | WFRBS 2012-C9 XB IO 144A 00.8734 11/15/2045 | 0.02% | WFRBS 2013-C11 XA IO 144A 01.2753 03/15/2045 | 0.02% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% | 1.355 R ISWP US0003M P 09/23/2031 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% | 0.30 R ISWP US0003M P 12/02/2023 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.02% | GNR 2019-121 SD IO 05.9126 10/20/2049 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | JPMCC 2013-LC11 X IO 01.3765 04/15/2046 | 0.02% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% | GNR 2013-129 SN IO 06.0626 09/20/2043 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% | CAS 2015-C03 2M2 05.0860 07/25/2025 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.02% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | WFRBS 2011-C4 E 144A 05.0235 06/15/2044 | 0.02% | WFRBS 2012-C9 XA IO 144A 02.0173 11/15/2045 | 0.02% | ZOETIS INC 02.0000 05/15/2030 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% | 1.324 R ISWP US0003M P 09/17/2031 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% | 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.02% | CAS 2016-C04 1M2 04.3360 01/25/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.02% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% | JPMBB 2013-C17 XA IO 00.8898 01/15/2047 | 0.02% | JPMCC 2012-LC9 XA IO 01.5428 12/15/2047 | 0.02% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.02% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.02% | 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | FHR 2976 LC 24.1129 05/15/2035 | 0.01% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.01% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% | GNR 2015-H22 EI IO 01.5880 08/20/2065 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% | AT&T INC 02.2500 02/01/2032 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.01% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.01% | 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.01% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% | 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.01% | CGCMT 2012-GC8 XA IO 144A 01.8920 09/10/2045 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | MSBAM 2013-C11 D 144A 04.4965 08/15/2046 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.01% | 1.461 R ISWP US0003M P 06/11/2031 | 0.01% | CAS 2019-R05 1M2 02.0860 07/25/2039 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% | 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.01% | 1.212 R ISWP US0003M P 02/16/2031 | 0.01% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% | 1.3955 R ISWP US0003M P 09/27/2031 | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 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| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 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% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% | CSMC 2007-C2 AX IO 144A 00.0483 01/15/2049 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% | GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% | GSMS 2011-GC5 XA IO 144A 00.0935 08/10/2044 | 0.00% | JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% | LBUBS 2007-C2 XCL IO 144A 00.2530 02/15/2040 | 0.00% | LBUBS 2007-C2 XW IO 00.2530 02/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% | MLCFC 2006-4 XC IO P/P 144A 01.3716 12/12/2049 | 0.00% | MSC 2012-C4 XA IO 144A 02.0476 03/15/2045 | 0.00% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | 0.00% | 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CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% | SWPTN 1MX5Y R 0.944 USD 10/21/2021 CI | -0.00% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% | 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.00% | 1.357 R ISWP US0003M P 09/14/2031 | -0.00% | 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.00% | 1.465 R ISWP US0003M P 04/15/2031 | -0.00% | 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% | 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% | SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.00% | SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.00% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% | 0.37 R ISWP US0003M P 10/16/2025 | -0.00% | 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.00% | 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.00% | 1.51882 R ISWP US0003M P 03/02/2031 | -0.00% | 1.6295 R ISWP US0003M P 07/29/2051 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.01% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.01% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 1MX10Y R 1.383 USD 10/08/2021 GS | -0.01% | SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.01% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | 1.2975 R ISWP US0003M P 07/27/2031 | -0.01% | 1.546 R ISWP US0003M P 01/08/2051 | -0.01% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | 1.509 R ISWP US0003M P 01/08/2051 | -0.01% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.01% | 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% | SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.01% | 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CPURNSA P 2.7375 R 09/13/26 | -0.01% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | 0.95 R ISWP US0003M P 04/28/2026 | -0.01% | 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | CPURNSA P 2.78 R 01/15/32 | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 1MX5Y P 0.944 USD 10/21/2021 CI | -0.02% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | 0.30 R ISWP US0003M P 07/14/2025 | -0.04% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | 0.645 R ISWP US0003M P 07/15/2030 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.06% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.06% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% | 1.31011 R ISWP US0003M P 08/10/2031 | -0.07% | 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.07% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% | 0.95 R ISWP FWD US0003M P 12/15/2026 | -0.09% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.09% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.10% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.10% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.10% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.11% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% | 1.16 R ISWP US0003M P 10/16/2050 | -0.14% | 0.75 R ISWP US0003M P 10/16/2030 | -0.14% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.18% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.21% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.21% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.25% | 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.25% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.26% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.26% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.27% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.28% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.32% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.32% | FNMA FN30 TBA UMBS 02.5000 10/01/2051 | -0.47% | 1.02 R ISWP US0003M P 12/02/2033 | -0.54% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.71% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.74% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.80% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.87% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.01% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.01% | US 10YR ULTRA FUT DEC21 UXYZ1 | -2.83% | US 2YR NOTE (CBT) DEC21 TUZ1 | -43.23% |
Sector Weightings as of 12/31/21
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 7.65% | 0.38 | 24.40% | 1.04 | 32.05% | 1.42 |
| Investment-grade corporate bonds | 29.28% | 2.76 | 0.00% | 0.00 | 29.28% | 2.76 |
| Commercial MBS | 16.20% | 0.44 | 10.36% | 0.02 | 26.56% | 0.46 |
| Agency CMO | 15.24% | 0.52 | 0.00% | 0.00 | 15.24% | 0.52 |
| Net cash | 14.36% | 0.00 | 0.00% | 0.00 | 14.36% | 0.00 |
| Residential MBS (non-agency) | 9.14% | 0.15 | 0.00% | 0.00 | 9.14% | 0.15 |
| Asset-backed securities (ABS) | 4.29% | 0.03 | 0.00% | 0.00 | 4.29% | 0.03 |
| Collateralized loan obligations | 1.96% | 0.07 | 0.00% | 0.00 | 1.96% | 0.07 |
| High-yield corporate bonds | 1.88% | 0.12 | 0.00% | 0.00 | 1.88% | 0.12 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.11 | 0.00% | 0.11 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.41 | 0.00% | 0.41 |
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 12/31/21
| United States | 91.41% |
|---|---|
| Cayman Islands | 1.63% |
| Bermuda | 1.06% |
| Canada | 0.94% |
| Spain | 0.90% |
| France | 0.87% |
| Switzerland | 0.82% |
| United Kingdom | 0.50% |
| Germany | 0.44% |
| Other | 1.43% |
0