Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, Strategic Intermediate Municipal Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Income Fund (Class Y) (PNCYX)
Pursuing income with an all-weather bond portfolio since 1954
Skip to
Highlights
Objective
The fund seeks high current income consistent with what Putnam management believes to be prudent risk.
Strategy and process
- Diverse opportunities The fund invests across all sectors of the U.S. bond market, including mortgage-backed securities, corporate bonds, and other government obligations.
- Flexible risk allocations The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Bottom-up approach Security selection is the primary driver of returns, with subsector allocations and macro strategies also serving as potential alpha generators.
Fund price and assets
| Net asset value (yesterday’s close) |
$6.12 0.49% | $0.03 |
| 52-week high | $7.18 (07/19/21) |
| 52-week low | $5.96 (06/14/22) |
| Net assets and outstanding shares | Download CSV |
Yield
| Distribution rate before sales charge as of 07/01/22 |
2.94% |
|---|---|
| Distribution rate after sales charge as of 07/01/22 |
2.94% |
| 30-day SEC yield with subsidy as of 06/30/22 |
3.82% |
| 30-day SEC yield without subsidy as of 06/30/22 |
3.71% |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
20.63%
Best 5-year annualized return
(for period ending 09/30/86)
-1.18%
Worst 5-year annualized return
(for period ending 12/31/08)
7.19%
Average 5-year annualized return
Fund facts as of 05/31/22
Total net assets
$2,302.69M
$2,302.69M
Turnover (fiscal year end)
1,038%
1,038%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1847
1847
Fiscal year-end
October
October
CUSIP / Fund code
746792407 / 1803
746792407 / 1803
Inception date
06/16/94
06/16/94
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PNCYX
PNCYX
Management team
Chief Investment Officer, Fixed Income
Portfolio Manager
Co-Head of Structured Credit
Commercial mortgage credit recovering from the pandemic
Portfolio Manager Brett Kozlowski, CFA, describes how Putnam focused its specialized expertise on the CMBS sector during the pandemic and how the team is finding compelling opportunities in that space.
Literature
Fund documents |
|
| Fact Sheet (YA share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Quarterly commentary (PDF) | |
| Alternating bond market leadership (PDF) | |
A look at leveraged loans and CLOs
A recent Active Insights podcast features a discussion of leveraged loans, and collateralized loan obligations (CLOs).U.S. recession ifs and whens
The U.S. will likely avoid a recession in 2022, in our view. That risk rises next year as the Fed raises rates and China decelerates.Munis after Q1 — and April — and 8 reasons why we are still constructive
While munis suffered a bad quarter to start 2022, brighter days may be ahead amid strong fundamentals.Performance
Total return (%) as of 06/30/22
Annual performance as of 06/30/22
Annualized Total return (%) as of 06/30/22
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -11.29% | -1.22% | 1.31% | 2.41% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg U.S. Aggregate Bond Index | -10.29% | -0.93% | 0.88% | 1.54% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/22 | -1.85% | - | |
| YTD as of 07/01/22 | -9.50% | - | |
Yield
| Distribution rate before sales charge as of 07/01/22 |
2.94% |
|---|---|
| Distribution rate after sales charge as of 07/01/22 |
2.94% |
| 30-day SEC yield with subsidy as of 06/30/22 |
3.82% |
| 30-day SEC yield without subsidy as of 06/30/22 |
3.71% |
Risk-adjusted performance as of 05/31/22
| Sharpe ratio (3 yrs.) | -0.14 |
|---|---|
| Information ratio (3 yrs.) | -0.05 |
Volatility as of 05/31/22
| Standard deviation (3 yrs.) | 5.04% |
|---|---|
| Beta | 0.96 |
| R-squared | 0.72 |
Fixed income statistics as of 05/31/22
| Average effective duration | 6.00 yrs. |
|---|
Lipper rankings as of 05/31/22
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 383/505 | 76% |
| 3 yrs. | 343/478 | 72% |
| 5 yrs. | 49/439 | 12% |
| 10 yrs. | 12/316 | 4% |
Morningstar Ratings™ as of 05/31/22
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 568 | |
| 3 yrs. | 568 | |
| 5 yrs. | 505 | |
| 10 yrs. | 359 |
Distributions
| Record/Ex dividend date | 06/23/22 |
|---|---|
| Payable date | 06/27/22 |
| Income | $0.015 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | 12.56% |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | 10.09% |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 9.37% |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | 6.26% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2052 | 4.81% |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | 4.42% |
| Fnma Fn30 Tba Umbs 02.0000 06/01/2052 | 4.01% |
| Gnma Gii30 Tba 03.5000 06/01/2052 | 1.89% |
| Fnma Fn30 Tba Umbs 05.0000 07/01/2052 | 0.85% |
| Mcas 2019-01 M10 144a 04.2557 10/15/2049 | 0.70% |
| Top 10 holdings, percent of portfolio | 54.96% |
| Top 10 holdings as of 05/31/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | |
| Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | |
| Fnma Fn30 Tba Umbs 02.0000 06/01/2052 | |
| Gnma Gii30 Tba 03.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 05.0000 07/01/2052 | |
| Mcas 2019-01 M10 144a 04.2557 10/15/2049 | |
| Holdings represent 54.96% of portfolio | |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 02.0000 06/01/2052 | |
| Gnma Gii30 Tba 03.5000 05/01/2052 | |
| Mcas 2019-01 M10 144a 03.9179 10/15/2049 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Citigroup 04.4500 09/29/2027 | |
| Fnr 2020-45 Gi Io 05.0000 07/25/2050 | |
| Holdings represent 54.58% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 02.0000 05/01/2052 | |
| Gnma Gii30 Tba 03.5000 04/01/2052 | |
| Fnma Fn30 Tba Umbs 04.5000 05/01/2052 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Fnr 2021-77 I Io 04.0000 11/25/2051 | |
| Apple 02.8000 02/08/2061 | |
| Holdings represent 52.55% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 02.0000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2052 | |
| Gnma Gii30 Tba 03.5000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 04.5000 03/01/2052 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Fnr 2021-77 I Io 04.0000 11/25/2051 | |
| Apple 02.8000 02/08/2061 | |
| Mcas 2019-01 M10 144a 03.4369 10/15/2049 | |
| Holdings represent 51.63% of portfolio | |
| US 5YR NOTE (CBT) SEP22 FVU2 | 17.62% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 07/01/2052 | 12.56% |
| US 10YR NOTE (CBT)SEP22 TYU2 | 12.46% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 11.08% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2052 | 10.09% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 9.37% |
| US ULTRA BOND CBT SEP22 WNU2 | 7.97% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2052 | 4.42% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2052 | 4.01% |
| US 10YR ULTRA FUT SEP22 UXYU2 | 3.66% |
| REPO TRIPA MORTG 0.81 06/01/2022 | 3.06% |
| GNMA GII30 TBA 03.5000 06/01/2052 | 1.89% |
| TREASURY BILL 00.0000 06/07/2022 | 1.87% |
| US LONG BOND(CBT) SEP22 USU2 | 1.84% |
| TREASURY BILL 00.0000 06/14/2022 | 1.34% |
| TREASURY BILL 00.0000 06/16/2022 | 1.32% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.28% |
| TREASURY BILL 00.0000 06/02/2022 | 1.28% |
| TREASURY BILL 00.0000 06/28/2022 | 0.98% |
| TREASURY BILL 00.0000 06/23/2022 | 0.91% |
| FNMA FN30 TBA UMBS 05.0000 07/01/2052 | 0.85% |
| MCAS 2019-01 M10 144A 04.2557 10/15/2049 | 0.70% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.70% |
| TREASURY BILL 00.0000 06/09/2022 | 0.66% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.65% |
| MIZUHO BANK LTD/NEW YORK NY 60689GFE1 DCP 06/14/2022 | 0.65% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.62% |
| FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.58% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.56% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.54% |
| CRC FUNDING LLC 12619UGC9 DCP 07/12/2022 | 0.54% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.54% |
| SOCIETE GENERALE SA 83369CFQ2 DCP 06/24/2022 | 0.52% |
| SPST 2021-10 A 01.7236 08/08/2022 | 0.50% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.50% |
| FHR 5070 AI IO 03.5000 02/25/2051 | 0.48% |
| FHR 5140 BI IO 03.5000 09/25/2051 | 0.48% |
| APPLE INC 03.0000 11/13/2027 | 0.48% |
| STACR 2019-DNA1 B1 05.6557 01/25/2049 | 0.47% |
| GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.47% |
| COMM 2018-COR3 C 04.5600 05/10/2051 | 0.46% |
| STACR 2019-DNA2 M2 03.4557 03/25/2049 | 0.45% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.45% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.45% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.44% |
| SPST 2021-16 A1 01.5936 11/07/2022 | 0.44% |
| LLOYDS BANK PLC 53943SFE2 DCP 06/14/2022 | 0.43% |
| MATCHPOINT FINANCE PLC 57666BHH6 DCP 08/17/2022 | 0.43% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.42% |
| FHR 5118 NI IO 02.0000 02/25/2051 | 0.42% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.40% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.40% |
| BRISTOL-MYERS SQUIBB CO 01.1250 11/13/2027 | 0.40% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.40% |
| SPST 2022-3 A1 02.1724 05/29/2023 | 0.40% |
| COMCAST CORP 03.3000 02/01/2027 | 0.39% |
| VERIZON COMM 04.3290 09/21/2028 | 0.38% |
| MRAIT 2020-2 A2 02.0000 08/15/2022 | 0.38% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.37% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.37% |
| WFCM 2019-C50 XA IO 01.4308 05/15/2052 | 0.37% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.37% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.36% |
| GNMA GII30 TBA 04.5000 06/01/2052 | 0.36% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.35% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.35% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.34% |
| STACR 2017-HQA1 M2B 04.5557 08/25/2029 | 0.34% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.33% |
| JPMBB 2013-C15 C 05.1853 11/15/2045 | 0.33% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.32% |
| BACM 2015-UBS7 B 04.3418 09/15/2048 | 0.32% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.32% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.32% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.32% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.32% |
| HLSY 2020-2A B 144A 02.7027 07/20/2031 | 0.32% |
| STACR 2022-HQA1 M2 05.8345 03/25/2042 | 0.32% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.32% |
| NETFLIX INC 04.3750 11/15/2026 | 0.31% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.31% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.30% |
| DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.30% |
| GNR 2020-18 GS IO 05.1227 02/20/2050 | 0.30% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.30% |
| STACR 2018-DNA2 B1 04.7057 12/25/2030 | 0.29% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.29% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.29% |
| JPMCC 2012-C8 C 144A 04.7646 10/15/2045 | 0.28% |
| WFCM 2018-C46 C 04.9892 08/15/2051 | 0.28% |
| AT&T INC 04.2500 03/01/2027 | 0.28% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.28% |
| TPMT 2019-2 A2 03.7500 12/25/2058 | 0.28% |
| WESTLAKE CORP 03.6000 08/15/2026 | 0.28% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.27% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.27% |
| CARVL 2021-1A B 144A 02.8127 07/20/2034 | 0.26% |
| GNR 2020-112 MS IO 05.3727 08/20/2050 | 0.26% |
| LENNAR CORP 04.7500 11/29/2027 | 0.26% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| BMIR 2019-4A M1C 144A 03.5057 10/25/2029 | 0.26% |
| SWPTN SOFR 2YX2Y P 1.3925 USD 12/15/2023 BA | 0.26% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.26% |
| MRAFT 2021-S1 A1 01.3421 09/10/2022 | 0.26% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.25% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.25% |
| MCAS 2020-01 M10 144A 04.7557 03/25/2050 | 0.25% |
| CAS 2018-C05 1B1 05.2557 01/25/2031 | 0.25% |
| AREIT 2020-CRE4 D 144A 03.7199 04/15/2037 | 0.25% |
| RIAL 2022-FL8 B P/P 144A 03.5500 01/19/2037 | 0.24% |
| GNR 2020-55 SA IO 05.1227 04/20/2050 | 0.24% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.24% |
| CAS 2017-C03 1B1 05.8557 10/25/2029 | 0.24% |
| GNR 2020-142 SB IO 05.3727 09/20/2050 | 0.24% |
| RMIR 2019-1 M2 144A 04.2057 02/25/2029 | 0.24% |
| GNR 2020-47 SG IO 05.0727 02/20/2049 | 0.24% |
| AMAZON.COM INC 02.1000 05/12/2031 | 0.23% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.23% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.23% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.23% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.23% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.23% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.23% |
| WFCM 2019-C50 D 144A 03.0000 05/15/2052 | 0.23% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.23% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.22% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.22% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.22% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.22% |
| GNR 2020-98 KS IO 05.2727 07/20/2050 | 0.22% |
| BROADCOM INC 05.0000 04/15/2030 | 0.22% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.22% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.22% |
| UBSC 2011-C1 D 144A 06.4397 01/10/2045 | 0.22% |
| CAS 2020-SBT1 1M2 04.6557 02/25/2040 | 0.22% |
| WFCM 2020-C55 XA IO 01.3028 02/15/2053 | 0.22% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.21% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.21% |
| UBSCM 2018-C12 XA IO 00.7828 08/15/2051 | 0.21% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.21% |
| US BANCORP 02.4910 11/03/2036 | 0.21% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.21% |
| FNR 2020-12 SK IO 05.0443 03/25/2050 | 0.21% |
| AT&T INC 02.3000 06/01/2027 | 0.20% |
| ORACLE CORP 03.6500 03/25/2041 | 0.20% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.20% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.20% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.20% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.20% |
| STACR 2020-DNA2 B1 03.5057 02/25/2050 | 0.20% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.20% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.20% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.20% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| CAS 2018-R07 1B1 MTGE 05.3557 04/25/2031 | 0.20% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.19% |
| CAS 2018-C04 2B1 05.5057 12/25/2030 | 0.19% |
| GNR 2020-11 SY IO 05.1727 01/20/2050 | 0.19% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.19% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.19% |
| PSTAT 2022-2A A2 144A 02.9878 10/15/2030 | 0.19% |
| DBUBS 2011-LC3A D 144A 05.3702 08/10/2044 | 0.19% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.19% |
| JPMCC 2021-1MEM E 144A 02.6535 10/09/2042 | 0.19% |
| CSAIL 2019-C17 XA IO 01.3577 09/15/2052 | 0.19% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.19% |
| MSBAM 2014-C14 C 05.0442 02/15/2047 | 0.19% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.19% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.19% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.18% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.18% |
| BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.18% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.18% |
| BMIR 2017-1 M2 144A 04.3557 10/25/2027 | 0.18% |
| GNR 2019-119 KS IO 05.1753 09/16/2049 | 0.18% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.18% |
| BANK 2018-BN13 XA 00.4942 08/15/2061 | 0.18% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.18% |
| OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.18% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.18% |
| FNR 2019-74 S IO 04.9943 12/25/2049 | 0.18% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| MSRR 2015-R4 CB1 01.4935 08/26/2047 | 0.17% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.17% |
| CGCMT 2020-GC46 X IO 00.9839 02/15/2053 | 0.17% |
| COMM 2012-CR1 C 05.2667 05/15/2045 | 0.17% |
| WFRBS 2011-C4 C 144A 04.8884 06/15/2044 | 0.17% |
| WFCM 2017-C41 XA IO 01.1802 11/15/2050 | 0.17% |
| COMM 2014-CR17 D 144A 04.8472 05/10/2047 | 0.17% |
| STACR 2018-HQA2 M2 03.3057 10/25/2048 | 0.17% |
| MSBAM 2015-C27 C 04.5015 12/15/2047 | 0.17% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.17% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.17% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.16% |
| WFRBS 2013-UBS1 D P/P 144A 05.0248 03/15/2046 | 0.16% |
| CAS 2017-C04 2M2 03.8557 11/25/2029 | 0.16% |
| GSMS 2014-GC18 C 05.0572 01/10/2047 | 0.16% |
| SNDPT 2020-1A AR 144A 02.2327 07/20/2034 | 0.16% |
| STACR 2020-HQA2 M2 04.1057 03/25/2050 | 0.16% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.16% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.16% |
| DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.16% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% |
| ISTAR INC. 04.2500 08/01/2025 | 0.16% |
| TPMT 2018-5 M1 03.2500 07/25/2058 | 0.16% |
| BERKSHIRE HATHAWAY FIN 02.3000 03/15/2027 | 0.16% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.15% |
| FNR 2019-57 LS IO 04.9943 10/25/2049 | 0.15% |
| JPMDB 2019-COR6 IO 00.9340 11/13/2052 | 0.15% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.15% |
| SPST 2021-14 A1 01.6736 12/08/2022 | 0.15% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.15% |
| ZOETIS INC 03.9000 08/20/2028 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| WAMU 2005-AR13 A1C4 01.8657 10/25/2045 | 0.15% |
| AT&T INC 04.3500 03/01/2029 | 0.15% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.15% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.15% |
| FNR 2016-8 SA IO 05.0443 03/25/2046 | 0.15% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.15% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.15% |
| AIMCO 2021-14A A 144A 02.0527 04/20/2034 | 0.14% |
| CD 2017-CD6 C 04.2639 11/13/2050 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.14% |
| JTWN 2018-6RA A2B 144A 02.9640 04/25/2030 | 0.14% |
| AT&T INC 02.5500 12/01/2033 | 0.14% |
| CSAIL 2015-C1 C 04.2599 04/15/2050 | 0.14% |
| LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.14% |
| JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.14% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.14% |
| JPMBB 2013-C14 E 144A 04.5477 08/15/2046 | 0.14% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.14% |
| ELMW4 2020-1A B 144A 02.7443 04/15/2033 | 0.14% |
| GSMS 2014-GC22 C 04.6870 06/10/2047 | 0.14% |
| FHR 4994 SD IO 04.5943 02/25/2049 | 0.14% |
| FREMF 2018-KF43 B 144A 02.9533 01/25/2028 | 0.14% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.14% |
| BROADCOM INC 04.1500 11/15/2030 | 0.14% |
| ALPHABET INC 02.2500 08/15/2060 | 0.13% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.13% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.13% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.13% |
| KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.13% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.13% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.13% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.13% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.13% |
| BACM 2016-UB10 C 04.8471 07/15/2049 | 0.13% |
| BRAVO 2021-HE2 B1 P/P 144A 02.9845 11/25/2069 | 0.13% |
| CAS 2017-C07 1B1 05.0057 05/25/2030 | 0.13% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.13% |
| COMM 2019-GC44 XA IO 00.6445 08/15/2057 | 0.13% |
| CSAIL 2015-C1 D 144A 03.7599 04/15/2050 | 0.13% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.13% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.13% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.13% |
| HLM 9A-2016 A2R 144A 02.7443 07/19/2030 | 0.13% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.13% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% |
| GNMA GII30 TBA 03.0000 06/01/2052 | 0.13% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.12% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.12% |
| UBSCM 2017-C7 XA IO 01.0063 12/15/2050 | 0.12% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.12% |
| STACR 2017-DNA2 B1 06.1557 10/25/2029 | 0.12% |
| VICI PROPERTIES LP 04.7500 02/15/2028 | 0.12% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.12% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.12% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% |
| BLACK 2021-1A A1A 144A 02.3863 11/22/2034 | 0.12% |
| CFCRE 2011-C2 E P/P 144A 05.0798 12/15/2047 | 0.12% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.12% |
| WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.12% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.12% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.12% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.12% |
| GNR 2018-168 KS IO 05.2227 12/20/2048 | 0.12% |
| HCA INC. 04.5000 02/15/2027 | 0.12% |
| JPMCC 2012-C8 D 144A 04.8127 10/15/2045 | 0.12% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.12% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.12% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.12% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% |
| COMM 2014-CR14 D 144A 04.5983 02/10/2047 | 0.12% |
| FNR 2018-44 SA IO 05.1943 06/25/2048 | 0.12% |
| JPMBB 2014-C25 D P/P 144A 03.9383 11/15/2047 | 0.12% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.12% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.12% |
| ICG 2018-3A B1R 144A 02.6340 01/24/2032 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| FHR 4839 WS IO 05.2253 08/15/2056 | 0.12% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.12% |
| COMM 2014-CR18 C 04.7485 07/15/2047 | 0.12% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.12% |
| BF0101 03.5000 06/01/2056 | 0.11% |
| MWST 2021-2 A 01.7557 04/25/2055 | 0.11% |
| BNP PARIBAS P/P 144A 04.3750 05/12/2026 | 0.11% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.11% |
| 1.465 R ISWP US0003M P 03/01/2052 | 0.11% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.11% |
| ELMW5 2020-2A AR 144A 02.2127 10/20/2034 | 0.11% |
| GNR 2020-32 GS IO 05.1727 03/20/2050 | 0.11% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.11% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.11% |
| CAS 2017-C06 1B1 05.1557 02/25/2030 | 0.11% |
| STACR 2019-HQA1 M2 03.3557 02/25/2049 | 0.11% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.11% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.11% |
| WBCMT 2005-C21 E 144A 05.1040 10/15/2044 | 0.11% |
| BANK 2020-BN26 XA IO 01.2291 03/15/2063 | 0.11% |
| COLT 2021-1 B1 03.1440 06/25/2066 | 0.11% |
| CSMC 2016-NXSR XA IO 00.7118 12/15/2049 | 0.11% |
| REG20 2021-2A A 144A 02.2043 10/15/2034 | 0.11% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.11% |
| MWST 2020-2 A 01.8057 11/25/2053 | 0.11% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.10% |
| COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.10% |
| GNR 2019-20 SB IO 05.1727 02/20/2049 | 0.10% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.10% |
| GNR 2019-83 SW IO 05.1727 07/20/2049 | 0.10% |
| JPMCC 2012-C6 E 144A 04.9813 05/15/2045 | 0.10% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.10% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.10% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.10% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.10% |
| MSC 2018-H4 XA 00.8331 12/15/2051 | 0.10% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.10% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.10% |
| GNR 2020-34 SQ IO 05.1227 10/20/2049 | 0.10% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.10% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.10% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.10% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.10% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.10% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.10% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.10% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.10% |
| COMM 2014-CR19 D 144A 04.6969 08/10/2047 | 0.10% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.10% |
| FNR 2019-3 SA IO 05.0943 02/25/2049 | 0.10% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.10% |
| FHR 4738 QS IO 05.3253 12/15/2047 | 0.09% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.09% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.09% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.09% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.09% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.09% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.09% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.09% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.09% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.09% |
| FNR 2017-108 SA IO 05.1443 01/25/2048 | 0.09% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.09% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.09% |
| ZOETIS INC 02.0000 05/15/2030 | 0.09% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.09% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.09% |
| CAS 2020-R01 1M2 03.0557 01/25/2040 | 0.09% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.09% |
| JPMORGAN CHASE & CO 02.4113 05/15/2047 | 0.09% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.09% |
| VISTRA OPERATIONS CO P/P 144A 04.3000 07/15/2029 | 0.09% |
| GNR 2014-131 BS IO 05.3253 09/16/2044 | 0.09% |
| HCA INC 04.1250 06/15/2029 | 0.09% |
| MSC 2018-H3 XA 00.8228 07/15/2051 | 0.09% |
| WFCM 2020-C57 C 04.0232 08/15/2053 | 0.09% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.08% |
| 2.3335 R ISWP SOFR P 04/13/2052 | 0.08% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.08% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.08% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.08% |
| FNR 2015-66 AS IO 05.2443 09/25/2045 | 0.08% |
| GNR 2019-30 SH IO 05.1227 03/20/2049 | 0.08% |
| MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.08% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.08% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.08% |
| FNR 2019-59 SD IO 05.0443 10/25/2049 | 0.08% |
| GNR 2019-123 SL IO 05.2227 10/20/2049 | 0.08% |
| NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.08% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.08% |
| CFMT 2021-HB6 M3 03.7348 06/25/2036 | 0.08% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.08% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.08% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.08% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.08% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.08% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.08% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.08% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.08% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.08% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.08% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.08% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.08% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.08% |
| FHR 4461 SB IO 05.3253 04/15/2045 | 0.08% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.08% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.08% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| EMIR 2018-1 M1 02.7057 11/25/2028 | 0.08% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.08% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.08% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.08% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.08% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.08% |
| GNR 2019-108 S IO 05.1227 08/20/2049 | 0.08% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.08% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.08% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.07% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | 0.07% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.07% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.07% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.07% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.07% |
| DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.07% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.07% |
| COMM 2013-CR6 D 144A 04.0860 03/10/2046 | 0.07% |
| GNR 2018-148 GS IO 05.2253 02/16/2046 | 0.07% |
| AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.07% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.07% |
| FORD MOTOR CREDIT CO LLC 02.9000 02/10/2029 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.07% |
| MSC 2016-UB12 XA IO 00.6543 12/15/2049 | 0.07% |
| CAS 2019-R02 1B1 05.1557 08/25/2031 | 0.07% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.07% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.07% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.07% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.07% |
| MOODY'S CORPORATION 03.2500 01/15/2028 | 0.07% |
| STACR 2017-HQA2 M2B 03.6557 12/25/2029 | 0.07% |
| FNR 2016-91 AS IO 05.0943 12/25/2046 | 0.07% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.07% |
| GNR 2019-83 JS IO 05.1727 07/20/2049 | 0.07% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.07% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% |
| CAS 2020-SBT1 2M2 04.6557 02/25/2040 | 0.07% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.07% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.07% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.07% |
| VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.07% |
| BPCE SA P/P 144A 03.6480 01/14/2037 | 0.06% |
| PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.06% |
| TRK 2019-2 A2 04.2128 09/25/2022 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.06% |
| FNMA FN30 FS1262 UMBS 03.5000 04/01/2052 | 0.06% |
| FNMA FN30 FS1863 UMBS 03.5000 05/01/2052 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.06% |
| MSBAM 2013-C10 E 144A 04.0737 07/15/2046 | 0.06% |
| WAMU 2005-AR17 A1B2 01.8257 12/25/2045 | 0.06% |
| COMM 2012-CR1 D 144A 05.2667 05/15/2045 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% |
| AUTONATION INC 02.4000 08/01/2031 | 0.06% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.06% |
| FHR 4596 CS IO 05.2253 06/15/2046 | 0.06% |
| OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.06% |
| SWPTN 5YX30Y R 1.71 USD 12/14/2026 GS | 0.06% |
| WFRBS 2012-C7 D 144A 04.6305 06/15/2045 | 0.06% |
| WORKDAY INC 03.7000 04/01/2029 | 0.06% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.06% |
| BMIR 2020-2A B1 144A 09.5057 08/26/2030 | 0.06% |
| CVS HEALTH CORP 01.3000 08/21/2027 | 0.06% |
| FIDELITY NATL FINANCIAL 03.2000 09/17/2051 | 0.06% |
| FNR 2018-29 S IO 05.1943 05/25/2048 | 0.06% |
| JPMORGAN CHASE & CO 02.0830 04/22/2026 | 0.06% |
| STACR 2020-DNA2 M2 02.8557 02/25/2050 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| GNR 2010-31 SA IO 04.8227 03/20/2040 | 0.06% |
| GNR 2014-H11 GI IO 01.4833 06/20/2064 | 0.06% |
| STACR 2020-HQA1 M2 02.9057 01/25/2050 | 0.06% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.06% |
| GNR 2020-H02 GI IO 02.0206 01/20/2070 | 0.06% |
| STACR 2014-DN2 M3 04.6057 04/25/2024 | 0.06% |
| STACR 2017-DNA3 B1 05.4557 03/25/2030 | 0.06% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.06% |
| WFRBS 2011-C4 E 144A 04.8884 06/15/2044 | 0.06% |
| CAS 2019-HRP1 M2 03.1557 11/25/2039 | 0.06% |
| COMM 2013-CR13 E 144A 04.8789 11/10/2046 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.06% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.06% |
| FNR 2014-87 MS IO 05.2443 01/25/2045 | 0.06% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.06% |
| GNR 2012-149 GS IO 05.2727 12/20/2042 | 0.05% |
| GNR 2016-H23 NI IO 01.9703 10/20/2066 | 0.05% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.05% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.05% |
| STACR 2018-DNA3 B1 04.9057 09/25/2048 | 0.05% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.05% |
| CAS 2017-C03 1M2 04.0057 10/25/2029 | 0.05% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% |
| G2 BJ5495 | 0.05% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| CAS 2020-R02 2M2 03.0057 01/25/2040 | 0.05% |
| EMIR 2018-1 M2 04.0057 11/25/2028 | 0.05% |
| GNR 2014-H07 BI IO 01.4578 05/20/2064 | 0.05% |
| GNR 2015-H12 GI IO 01.7860 05/20/2065 | 0.05% |
| INTERCONTINENTALEXCHANGE 03.6500 05/23/2025 | 0.05% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.05% |
| GNR 2010-9 YD IO 05.9253 01/16/2040 | 0.05% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% |
| SWPTN SOFR 10YX10Y R 1.6125 USD 12/15/2031 BA | 0.05% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNR 2019-44 SA IO 05.1227 04/20/2049 | 0.05% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.05% |
| ORACLE CORP 03.9500 03/25/2051 | 0.05% |
| WEYERHAEUSER CO 03.3750 03/09/2033 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.05% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.05% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.05% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.05% |
| TPMT 2015-6 M1 03.7500 04/25/2055 | 0.05% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 0.05% |
| GLOBAL PAYMENTS INC 02.1500 01/15/2027 | 0.05% |
| BMIR 2020-2A M1C 144A 05.0057 08/26/2030 | 0.05% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.05% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2052 | 0.05% |
| GNR 2015-H10 CI IO 01.7960 04/20/2065 | 0.05% |
| GNR 2018-155 SE IO 05.1727 11/20/2048 | 0.05% |
| GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.05% |
| GSMBS 2020-RPL1 M2 03.8057 07/25/2059 | 0.05% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| GNR 2019-65 BS IO 05.1727 05/20/2049 | 0.04% |
| JPMCC 2011-C3 D 144A 05.5241 02/15/2046 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.04% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.04% |
| MSC 2012-C4 E 144A 05.1638 03/15/2045 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| STACR 2017-HQA3 B1 05.4557 04/25/2030 | 0.04% |
| WAMU 2005-AR13 A1B2 01.8657 10/25/2045 | 0.04% |
| WFCM 2014-LC16 XA IO 01.0872 08/15/2050 | 0.04% |
| FHR 4912 PS IO 05.0443 09/25/2049 | 0.04% |
| GNR 2016-H11 HI IO 02.0945 01/20/2066 | 0.04% |
| GNR 2018-H05 AI IO 01.7969 02/20/2068 | 0.04% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.04% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.04% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.04% |
| AMGEN INC 03.2000 11/02/2027 | 0.04% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.04% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.04% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.04% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.04% |
| SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 0.04% |
| GNR 2015-H12 AI IO 01.8485 05/20/2065 | 0.04% |
| GNR 2019-H14 IB IO 02.0335 08/20/2069 | 0.04% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| CGCMT 2014-GC19 X IO 01.1147 03/10/2047 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.04% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H12 EI IO 01.6945 04/20/2065 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | 0.04% |
| WFRBS 2012-C10 E 144A 04.4064 12/15/2045 | 0.04% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.04% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.04% |
| COMM 2014-LC15 XA IO 01.0565 04/10/2047 | 0.04% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H20 AI IO 01.8112 08/20/2065 | 0.04% |
| STACR 2019-FTR2 M2 03.1557 11/25/2048 | 0.04% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.04% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.04% |
| 2.305 R ISWP FWD SOFR P 04/18/2052 | 0.04% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.04% |
| GNR 2015-H09 BI IO 01.6605 03/20/2065 | 0.04% |
| GNR 2019-125 SG IO 05.1227 10/20/2049 | 0.04% |
| GNR 2019-21 SJ IO 05.1227 02/20/2049 | 0.04% |
| GNR 2019-H02 DI IO 02.0675 11/20/2068 | 0.04% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.04% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.04% |
| CAS 2022-R02 2M2 03.5845 01/25/2042 | 0.04% |
| FNR 2018-1 MS IO 05.1443 02/25/2048 | 0.04% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.04% |
| GNR 2015-H16 XI IO 01.7703 07/20/2065 | 0.04% |
| GNR 2016-H02 HI IO 01.4534 01/20/2066 | 0.04% |
| GNR 2017-H23 BI IO 01.8708 11/20/2067 | 0.04% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.04% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.04% |
| FHR 4077 HS IO 05.2253 07/15/2042 | 0.04% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.04% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.04% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.03% |
| FHR 4839 AS IO 05.1753 06/15/2042 | 0.03% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.03% |
| GNMA GII30 AY4779 04.4990 03/20/2067 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| MSC 2016-BNK2 XA IO 00.9664 11/15/2049 | 0.03% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.03% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.03% |
| WFRBS 2012-C10 D 144A 04.4064 12/15/2045 | 0.03% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.03% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% |
| GNMA GII30 AI2340 04.4800 05/20/2065 | 0.03% |
| GNR 2015-H15 JI IO 01.9443 06/20/2065 | 0.03% |
| GNR 2018-H02 EI IO 02.1233 01/20/2068 | 0.03% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.03% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.03% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.03% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.03% |
| COMM 2014-UBS6 XA IO 00.8536 12/10/2047 | 0.03% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.03% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.03% |
| MSBAM 2015-C26 XA IO 00.9787 10/15/2048 | 0.03% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.03% |
| PT PERTAMINA (PERSERO) REGS 02.3000 02/09/2031 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| FHR 5168 CI IO 04.0000 11/25/2051 | 0.03% |
| FHR 5170 IC IO 04.5000 08/25/2050 | 0.03% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.03% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.03% |
| GNR 2015-H25 AI IO 01.5999 09/20/2065 | 0.03% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.03% |
| STACR 2019-DNA2 B1 05.3557 03/25/2049 | 0.03% |
| SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.03% |
| 2.45 R ISWP SOFR P 04/07/2024 | 0.03% |
| CCMFC 2004-3A A2 01.3057 08/25/2035 | 0.03% |
| COMM 2013-LC13 D 144A 05.2608 08/10/2046 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.03% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.03% |
| FNR 2021-84 KI IO 03.0000 12/25/2051 | 0.03% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.03% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.03% |
| GSMS 2014-GC22 XA IO 00.9404 06/10/2047 | 0.03% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.03% |
| SWPTN SOFR 3MX10Y R 2.995 USD 08/09/2022 GS | 0.03% |
| UBSBB 2012-C3 C 144A 05.0414 08/10/2049 | 0.03% |
| UBSCM 2012-C1 D 144A 06.2233 05/10/2045 | 0.03% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.03% |
| CAS 2017-C05 1B1 04.6057 01/25/2030 | 0.03% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.03% |
| GNR 2017-H12 QI IO 02.6113 05/20/2067 | 0.03% |
| JPMCC 2011-C3 F 144A 05.5241 02/15/2046 | 0.03% |
| STACR 2020-HQA3 M2 04.6057 07/25/2050 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.03% |
| GNR 2015-H04 AI IO 01.4078 12/20/2064 | 0.03% |
| GNR 2015-H26 DI IO 01.5681 10/20/2065 | 0.03% |
| GNR 2016-H24 JI IO 01.8361 11/20/2066 | 0.03% |
| GNR 2018-91 SJ IO 05.3227 07/20/2048 | 0.03% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.03% |
| 1.68 R ISWP FWD SOFR P 02/13/2057 | 0.03% |
| CGMS C17A A1AR 144A 02.3160 04/30/2031 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.03% |
| COMM 2015-CR23 XA IO 00.8758 05/10/2048 | 0.03% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.03% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.03% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% |
| GNR 2015-H25 CI IO 01.5848 10/20/2065 | 0.03% |
| JPMCC 2012-LC9 D 144A 04.3634 12/15/2047 | 0.03% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.03% |
| FHR 5184 IO IO 04.0000 01/25/2052 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FORD MOTOR COMPANY 06.6250 10/01/2028 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2015-H28 DI IO 01.5526 08/20/2065 | 0.02% |
| GNR 2017-H14 EI IO 01.6297 06/20/2067 | 0.02% |
| GNR 2019-121 SD IO 05.0727 10/20/2049 | 0.02% |
| GNR 2019-78 SJ IO 05.1227 06/20/2049 | 0.02% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.02% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% |
| WFRBS 2014-C23 XA IO 00.5560 10/15/2057 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNR 2017-H10 MI IO 01.5959 04/20/2067 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| MSBAM 2013-C10 F 144A 04.0737 07/15/2046 | 0.02% |
| CAS 2017-C01 1M2C 04.5557 07/25/2029 | 0.02% |
| CAS 2017-C06 2M2 03.8057 02/25/2030 | 0.02% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.02% |
| ELM12 2021-5A B 144A 02.7627 01/20/2035 | 0.02% |
| EQUINIX INC 01.4500 05/15/2026 | 0.02% |
| FED REPUBLIC OF BRAZIL USD 03.8750 06/12/2030 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GNR 2010-H19 GI IO 01.3936 08/20/2060 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| MSBAM 2012-C5 E 144A 04.7151 08/15/2045 | 0.02% |
| MSBAM 2013-C12 XA IO 00.5713 10/15/2046 | 0.02% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.02% |
| BIOGEN INC 02.2500 05/01/2030 | 0.02% |
| COMM 2014-UBS6 C 04.4402 12/10/2047 | 0.02% |
| COMMERCIAL METALS CO 04.1250 01/15/2030 | 0.02% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.02% |
| FHR 3408 EK 22.2734 04/15/2037 | 0.02% |
| FREEPORT-MCMORAN INC. 05.2500 09/01/2029 | 0.02% |
| GENERAL MOTORS CO 05.0000 04/01/2035 | 0.02% |
| GNMA GII30 BA7681 04.6470 06/20/2067 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.02% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.02% |
| TORONTO-DOMINION BANK USD 01.1500 06/12/2025 | 0.02% |
| WAMU 2005-AR17 A1B3 01.7057 12/25/2045 | 0.02% |
| 2.752 R ISWP SOFR P 05/05/2027 | 0.02% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.02% |
| DEVON ENERGY CORPORATION 05.2500 09/15/2024 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNR 2017-33 LS IO 05.0943 05/25/2039 | 0.02% |
| GENERAL MOTORS FINL CO 02.7500 06/20/2025 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2016-H04 KI IO 01.4949 02/20/2066 | 0.02% |
| GNR 2017-H08 NI IO 01.9268 03/20/2067 | 0.02% |
| JPMCC 2011-C4 C 144A 05.4188 07/15/2046 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.02% |
| VMWARE INC 01.4000 08/15/2026 | 0.02% |
| ABBVIE INC 03.8000 03/15/2025 | 0.02% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| COMM 2014-UBS4 XA IO 01.0920 08/10/2047 | 0.02% |
| COX COMM INC P/P 144A 02.6000 06/15/2031 | 0.02% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.02% |
| ENERGY TRANSFER LP 04.9500 06/15/2028 | 0.02% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.02% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.02% |
| GSMS 2014-GC18 XA IO 01.0358 01/10/2047 | 0.02% |
| HUMANA INC 02.1500 02/03/2032 | 0.02% |
| HYATT HOTELS CORP 06.0000 04/23/2030 | 0.02% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.02% |
| NETFLIX INC 04.8750 04/15/2028 | 0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% |
| TAPESTRY INC 03.0500 03/15/2032 | 0.02% |
| TOPBUILD CORP P/P 144A 03.6250 03/15/2029 | 0.02% |
| AERCAP IRELAND CAP/GLOBA USD 03.4000 10/29/2033 | 0.02% |
| AT&T INC 04.5000 03/09/2048 | 0.02% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.02% |
| AUTONATION INC 04.7500 06/01/2030 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.02% |
| BROADCOM INC 04.7500 04/15/2029 | 0.02% |
| CAS 2017-C02 2B1 06.5057 09/25/2029 | 0.02% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.02% |
| CVS HEALTH CORP 03.8750 07/20/2025 | 0.02% |
| DEUTSCHE BANK NY 02.1290 11/24/2026 | 0.02% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.02% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| INTERNATIONAL PAPER COMPANY 05.0000 09/15/2035 | 0.02% |
| JPMBB 2014-C25 XA IO 00.8199 11/15/2047 | 0.02% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.02% |
| ONEOK INC 06.3500 01/15/2031 | 0.02% |
| ORACLE CORP 02.8750 03/25/2031 | 0.02% |
| S&P GLOBAL INC P/P 144A 02.4500 03/01/2027 | 0.02% |
| TJX COS INC 03.8750 04/15/2030 | 0.02% |
| UNIVERSAL HEALTH SER P/P 144A 02.6500 10/15/2030 | 0.02% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.02% |
| 2.4525 R ISWP SOFR P 05/27/2052 | 0.02% |
| BANK OF MONTREAL USD 01.8500 05/01/2025 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.5000 06/01/2041 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| T-MOBILE USA INC 03.0000 02/15/2041 | 0.02% |
| UNITEDHEALTH GROUP INC 00.5500 05/15/2024 | 0.02% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.02% |
| BBCMS 2019-C5 D 144A 02.5000 11/15/2052 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COMM 2014-CR17 XA IO 00.9551 05/10/2047 | 0.02% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.02% |
| FNR 2018-94 SA IO 05.0943 01/25/2049 | 0.02% |
| GNMA GII30 AW8447 04.3300 05/20/2067 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| GNR 2016-H27 BI IO 02.3597 12/20/2066 | 0.02% |
| HMIR 2018-1 M1 144A 02.6057 10/25/2028 | 0.02% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NATWEST GROUP PLC USD 06.0000 12/19/2023 | 0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.02% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.02% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.02% |
| 2.3535 R ISWP SOFR P 03/30/2027 | 0.02% |
| AMERICAN EXPRESS CO 03.3750 05/03/2024 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.02% |
| CFCRE 2011-C2 D 144A 05.0798 12/15/2047 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| FHR 3852 NT 05.1253 05/15/2041 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| MICROSOFT CORP 02.3750 05/01/2023 | 0.02% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.02% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.02% |
| STACR 2019-DNA3 M2 03.0557 07/25/2049 | 0.02% |
| WAMU 2005-AR2 2A1B 01.7457 01/25/2045 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.01% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-CR19 XA IO 00.9383 08/10/2047 | 0.01% |
| DOMINION ENERGY INC 04.6500 12/15/2024 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4684 02/10/2046 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2013-C12 C 04.0915 07/15/2045 | 0.01% |
| JPMCC 2013-C16 XA IO 00.8511 12/15/2046 | 0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.01% |
| WALT DISNEY COMPANY/THE 03.3500 03/24/2025 | 0.01% |
| WFRBS 2013-C14 XA IO 00.6556 06/15/2046 | 0.01% |
| WFRBS 2014-C22 XA IO 00.7916 09/15/2057 | 0.01% |
| AMERICAN INTL GROUP 02.5000 06/30/2025 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| AT&T INC 01.6500 02/01/2028 | 0.01% |
| CGCMT 2013-GC17 X IO 00.9978 11/10/2046 | 0.01% |
| CHARTER COMM OPT LLC/CAP 05.0500 03/30/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.01% |
| COMM 2014-CR17 C 04.7835 05/10/2047 | 0.01% |
| COMM 2014-CR18 XA IO 00.9930 07/15/2047 | 0.01% |
| DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FHR 3065 DC 17.2359 03/15/2035 | 0.01% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| GNR 2015-H01 CI IO 01.5626 12/20/2064 | 0.01% |
| GNR 2015-H17 CI IO 01.5458 06/20/2065 | 0.01% |
| GNR 2019-99 KS IO 05.1227 08/20/2049 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| STACR 2016-HQA1 M3 07.3557 09/25/2028 | 0.01% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.01% |
| 2.685 R ISWP FWD SOFR P 05/02/2027 | 0.01% |
| 2.7745 R ISWP SOFR P 05/06/2032 | 0.01% |
| CAS 2019-R03 1M2 03.1557 09/25/2031 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.9500 02/15/2027 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.01% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.01% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.01% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.01% |
| CGMS 2014-1A A1R2 144A 02.0143 04/17/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| DISCOVERY COMMUNICATIONS 04.9000 03/11/2026 | 0.01% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| EQUINIX INC 01.0000 09/15/2025 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNR 2005-106 JC 17.0055 12/25/2035 | 0.01% |
| FNR 2006-62 PS 33.8657 07/25/2036 | 0.01% |
| GLOBAL PAYMENTS INC 01.2000 03/01/2026 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| INTERCONTINENTALEXCHANGE 03.7500 12/01/2025 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2229 04/15/2046 | 0.01% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MINSUR SA REGS 04.5000 10/28/2031 | 0.01% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.01% |
| MSBAM 2015-C21 C 04.1292 03/15/2048 | 0.01% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.01% |
| REPUBLIC OF PANAMA 03.2980 01/19/2033 | 0.01% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.01% |
| 2.673 R ISWP SOFR P 04/22/2027 | 0.01% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.01% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.01% |
| ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 04.4000 05/19/2026 | 0.01% |
| CAS 2017-C07 1EB2 02.0057 05/25/2030 | 0.01% |
| CAS 2019-R01 2M2 03.4557 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CONTINENTAL RESOURCE P/P 144A 02.2680 11/15/2026 | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNR 2011-4 CS 10.8886 05/25/2040 | 0.01% |
| GNMA GII30 AO7326 04.6610 09/20/2065 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| IHEARTCOMMUNICAT P/P 144A 05.2500 08/15/2027 | 0.01% |
| JPMCC 2013-C10 XA IO 00.9264 12/15/2047 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| MSBAM 2013-C11 D 144A 04.3505 08/15/2046 | 0.01% |
| NCC 2020-1A A1R 144A 02.3343 01/15/2035 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ORACLE CORP 02.5000 04/01/2025 | 0.01% |
| SALESFORCE INC 00.6250 07/15/2024 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STACR 2017-DNA2 M2 04.4557 10/25/2029 | 0.01% |
| TAMKO BUILDING PRODUCT L+300 04.2667 05/03/2026 | 0.01% |
| TRANSDIGM INC TLF L+225 03.3096 12/09/2025 | 0.01% |
| WESTLAKE CORP 00.8750 08/15/2024 | 0.01% |
| WFRBS 2013-C12 C 04.3159 03/15/2048 | 0.01% |
| WRKCO INC 03.7500 03/15/2025 | 0.01% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.01% |
| AUTONATION INC 04.5000 10/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 04.0500 04/15/2025 | 0.01% |
| BNP PARIBAS P/P 144A 07.3750 08/19/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 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% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2013-LC13 XA IO 00.9884 08/10/2046 | 0.01% |
| COMM 2014-LC17 XA IO 00.7113 10/10/2047 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 04.5000 12/09/2025 | 0.01% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GSMS 2013-GC12 XA IO 01.3859 06/10/2046 | 0.01% |
| MASSMUTUAL GLBL FUND P/P 144A 02.7500 06/22/2024 | 0.01% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.2500 04/14/2025 | 0.01% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| 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% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.01% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.01% |
| DANSKE BANK A/S P/P 144A 03.2440 12/20/2025 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNR 2006-8 HP 20.8791 03/25/2036 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| FORD MOTOR CREDIT CO LLC 03.6640 09/08/2024 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GNMA GII30 AH1076 04.6570 05/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.01% |
| REPUBLIC OF COLOMBIA USD 04.5000 03/15/2029 | 0.01% |
| REPUBLIC OF PARAGUAY P/P 144A 03.8490 06/28/2033 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.01% |
| STACR 2016-HQA2 M3 06.1557 11/25/2028 | 0.01% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN SOFR 5YX30Y P 2.4 USD 05/26/2027 GS | 0.01% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.01% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.01% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.01% |
| 2.7845 R ISWP SOFR P 05/06/2032 | 0.01% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.01% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.01% |
| CAS 2018-C06 1M2 03.0057 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 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% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.01% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.01% |
| CAS 2019-R06 2M2 03.1057 09/25/2039 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 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-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.01% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.01% |
| STACR 2016-DNA3 M3 06.0057 12/25/2028 | 0.01% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.01% |
| SWPTN SOFR 3MX10Y P 2.8375 USD 08/19/2022 UB | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| 2.405 R ISWP SOFR P 04/14/2024 | 0.00% |
| 2.5665 R ISWP SOFR P 05/26/2027 | 0.00% |
| 2.61725 R ISWP SOFR P 04/20/2032 | 0.00% |
| 2.7375 R ISWP SOFR P 05/12/2032 | 0.00% |
| AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.00% |
| AMWINS TLB L+225 03.3096 02/19/2028 | 0.00% |
| ASURION CORP TLB9 L+325 04.3096 07/31/2027 | 0.00% |
| CABLEVISION SYSTEMS TL L+225 03.1247 07/17/2025 | 0.00% |
| CALPINE CONS FIN TL L+200 03.0597 01/15/2025 | 0.00% |
| CAS 2016-C02 1M2 07.0057 09/25/2028 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| COMMSCOPE TLB2 L+325 04.3096 02/07/2026 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.00% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.00% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.00% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.00% |
| GRIFOLS TLB L+200 03.0596 11/15/2027 | 0.00% |
| HD SUPPLY WATERWORKS L L+250 03.5230 06/10/2028 | 0.00% |
| MESSER INDUST TLB L+250 03.5060 03/01/2026 | 0.00% |
| MSBAM 2013-C7 XA IO 01.2638 02/15/2046 | 0.00% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.00% |
| PARAMOUNT GLOBAL 04.7500 05/15/2025 | 0.00% |
| SPECTRUM BRANDS 1L TLB L+200 03.0600 03/03/2028 | 0.00% |
| SS&C TECH TLB5 L+175 01.8425 04/16/2025 | 0.00% |
| STACR 2015-DNA3 M3 05.7057 04/25/2028 | 0.00% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.00% |
| UNITED CONTINENTAL HOL L+375 04.7107 04/21/2028 | 0.00% |
| VERTIV TLB L+275 03.5500 03/02/2027 | 0.00% |
| 2.399 R ISWP SOFR P 04/08/2032 | 0.00% |
| 2.701 R ISWP SOFR P 05/13/2032 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC. P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.00% |
| CAS 2016-C03 1M2 06.3057 10/25/2028 | 0.00% |
| CAS 2017-C01 1EB1 02.2557 07/25/2029 | 0.00% |
| CAS 2017-C02 2ED3 02.3557 09/25/2029 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| DIRECTV FINANCING TL L+500 06.0596 07/22/2027 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.00% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.00% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNR 2013-129 SN IO 05.2227 09/20/2043 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2020-15 CS IO 05.1227 02/20/2050 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| HOWMET AEROSPACE INC. 05.9000 02/01/2027 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| LPL HOLDINGS INC P/P 144A 04.0000 03/15/2029 | 0.00% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.00% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.00% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SERVICE PROPERTIES TRUST 04.6500 03/15/2024 | 0.00% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.00% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.00% |
| STACR 2020-HQA4 M2 04.1557 09/25/2050 | 0.00% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.00% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WASTE CONNECTIONS INC 04.2500 12/01/2028 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| 2.479 R ISWP SOFR P 04/12/2032 | 0.00% |
| 2.483 R ISWP SOFR P 04/14/2027 | 0.00% |
| 2.687 R ISWP SOFR P 04/25/2032 | 0.00% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.00% |
| BUCKEYE PARTNERS LP TL L+225 03.3117 11/01/2026 | 0.00% |
| CAS 2017-C01 1B1 06.7557 07/25/2029 | 0.00% |
| CAS 2018-R07 1M2 03.4057 04/25/2031 | 0.00% |
| CENTENE CORP 04.6250 12/15/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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 GS | 0.00% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.00% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHR 2976 LC 21.2127 05/15/2035 | 0.00% |
| FHR 2990 LB 14.7100 06/15/2034 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AH1094 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.00% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GRAY TELEVISION INC TL L+250 03.5617 01/02/2026 | 0.00% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.00% |
| JPMCC 2012-LC9 XA IO 01.3859 12/15/2047 | 0.00% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MORGAN STANLEY 04.1000 05/22/2023 | 0.00% |
| MSBAM 2013-C11 F 144A 04.3505 08/15/2046 | 0.00% |
| PLANTRONICS TLB L+250 03.5596 07/02/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.00% |
| STACR 2018-DNA2 M2 03.1557 12/25/2030 | 0.00% |
| STACR 2018-HQA1 M2 03.3057 09/25/2030 | 0.00% |
| STACR 2019-DNA1 M2 03.6557 01/25/2049 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.00% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% |
| VIRGIN MEDIA FIN TLN L+250 02.5838 01/31/2028 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.4678 12/15/2045 | 0.00% |
| YUM! BRANDS INC. 03.6250 03/15/2031 | 0.00% |
| 2.40 R ISWP FWD SOFR P 05/28/2057 | 0.00% |
| 2.5445 R ISWP SOFR P 05/23/2027 | 0.00% |
| 2.592 R ISWP SOFR P 04/13/2027 | 0.00% |
| 2.612 R ISWP SOFR P 04/21/2027 | 0.00% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.00% |
| CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.00% |
| CAS 2016-C01 1M2 07.7557 08/25/2028 | 0.00% |
| CAS 2016-C05 2M2 05.4557 01/25/2029 | 0.00% |
| CAS 2016-C06 1M2 05.2557 04/25/2029 | 0.00% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN1902 04.5470 05/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4100 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5070 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.00% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.00% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.00% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.00% |
| ON SEMICONDUCTOR P/P 144A 03.8750 09/01/2028 | 0.00% |
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.00% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.00% |
| SABRE GLBL INC TLB S+C+425 04.7500 06/30/2028 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5645 12/10/2045 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2013-C11 XA IO 144A 01.1111 03/15/2045 | 0.00% |
| 2.242 R ISWP SOFR P 04/07/2032 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
| 2.5945 R ISWP SOFR P 05/18/2027 | 0.00% |
| 2.753 R ISWP SOFR P 05/11/2027 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| EUR/USD 06/15/2022 SSBT | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 AN4733 04.4680 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6410 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4010 06/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| WFRBS 2012-C9 XA IO 144A 01.8370 11/15/2045 | 0.00% |
| 2.2915 R ISWP SOFR P 04/01/2027 | 0.00% |
| 2.29325 R ISWP SOFR P 03/31/2027 | 0.00% |
| 2.3005 R ISWP SOFR P 03/31/2024 | 0.00% |
| 2.3265 R ISWP SOFR P 04/06/2027 | 0.00% |
| 2.3825 R ISWP SOFR P 04/11/2032 | 0.00% |
| 2.4145 R ISWP SOFR P 04/07/2024 | 0.00% |
| 2.4685 R ISWP SOFR P 04/12/2032 | 0.00% |
| 2.4705 R ISWP SOFR P 04/12/2024 | 0.00% |
| 2.4785 R ISWP SOFR P 05/27/2027 | 0.00% |
| 2.496 R ISWP SOFR P 04/14/2032 | 0.00% |
| 2.552 R ISWP SOFR P 04/27/2032 | 0.00% |
| 2.5845 R ISWP SOFR P 04/20/2032 | 0.00% |
| 2.585 R ISWP SOFR P 04/20/2032 | 0.00% |
| 2.5945 R ISWP FWD SOFR P 05/25/2024 | 0.00% |
| 2.5985 R ISWP SOFR P 04/13/2027 | 0.00% |
| 2.6015 R ISWP SOFR P 05/17/2024 | 0.00% |
| 2.6645 R ISWP SOFR P 05/02/2027 | 0.00% |
| 2.6825 R ISWP SOFR P 04/26/2032 | 0.00% |
| 2.743 R ISWP SOFR P 04/26/2024 | 0.00% |
| 2.7595 R ISWP SOFR P 05/19/2032 | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% |
| CAS 2018-C01 1M2 03.2557 07/25/2030 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4008 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 JP | 0.00% |
| CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 ML | 0.00% |
| CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 ML | 0.00% |
| CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 ML | 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 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0146 01/15/2049 | 0.00% |
| EUR/USD 06/15/2022 HSBCB | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHMS K110 X1 IO 01.6970 04/25/2030 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3780 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0637 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2248 11/15/2048 | 0.00% |
| 2.453 R ISWP SOFR P 04/11/2027 | -0.00% |
| 2.4785 R ISWP FWD SOFR P 04/18/2032 | -0.00% |
| 2.516 R ISWP SOFR P 04/28/2032 | -0.00% |
| 2.5355 R ISWP SOFR P 04/29/2027 | -0.00% |
| 2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
| 2.6125 R ISWP SOFR P 04/25/2032 | -0.00% |
| 2.7615 R ISWP SOFR P 05/20/2032 | -0.00% |
| 2.836 R ISWP SOFR P 05/06/2027 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 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 MS | -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 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% |
| 2.243 R ISWP SOFR P 04/04/2024 | -0.00% |
| 2.4965 R ISWP SOFR P 04/14/2032 | -0.00% |
| 2.507 R ISWP SOFR P 05/27/2024 | -0.00% |
| 2.6095 R ISWP SOFR P 05/24/2032 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -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.11 2054-11-18 500.0 11/18/2054 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN SOFR 3MX10Y P 2.6525 USD 08/19/2022 UB | -0.00% |
| 2.689 R ISWP FWD SOFR P 04/26/2032 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -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 JP | -0.00% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.00% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.00% |
| 2.113 R ISWP SOFR P 04/04/2032 | -0.00% |
| 2.6625 R ISWP SOFR P 04/25/2024 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -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 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -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-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 7YX25Y P 2.505 USD 11/13/2024 MS | -0.00% |
| SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.00% |
| SWPTN SOFR 5YX30Y R 2.4 USD 05/26/2027 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.01% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | -0.01% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| 2.681 R ISWP SOFR P 05/19/2027 | -0.01% |
| 2.782 R ISWP SOFR P 05/06/2032 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.01% |
| SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.01% |
| 2.7285 R ISWP SOFR P 04/21/2032 | -0.01% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.01% |
| 2.501 R ISWP SOFR P 05/25/2052 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.01% |
| 2.3305 R ISWP SOFR P 04/07/2032 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -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 7YX25Y R 2.689 USD 11/12/2024 CI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.02% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.02% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 2.465 R ISWP SOFR P 04/07/2027 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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% |
| 2.0975 R ISWP SOFR P 04/04/2032 | -0.02% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.02% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.02% |
| 2.3365 R ISWP SOFR P 03/31/2027 | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -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 5YX10Y R 1.805 USD 12/14/2026 JP | -0.02% |
| 2.8215 R ISWP SOFR P 05/13/2032 | -0.02% |
| 2.8625 R ISWP SOFR P 05/09/2032 | -0.02% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -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 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.02% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.02% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.02% |
| SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | -0.02% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.02% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.03% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.03% |
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| SWPTN SOFR 10YX10Y R 1.99 USD 02/11/2032 CI | -0.03% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.03% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.03% |
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| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.03% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.03% |
| 2.9045 R ISWP SOFR P 05/11/2032 | -0.03% |
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| 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 7YX10Y R 3.01 USD 02/27/2026 MS | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.04% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.04% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.04% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.04% |
| SWPTN SOFR 3MX10Y P 2.995 USD 08/09/2022 GS | -0.04% |
| 2.3395 R ISWP SOFR P 04/14/2052 | -0.04% |
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| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.04% |
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| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.04% |
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| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.05% |
| 1.75 R ISWP SOFR P 02/29/2032 | -0.05% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.05% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.05% |
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| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.05% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.05% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.05% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.05% |
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| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.05% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.06% |
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| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.06% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% |
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| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.06% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.06% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.06% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.07% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.07% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.07% |
| 2.1005 R ISWP SOFR P 04/07/2052 | -0.07% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.07% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.07% |
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| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.08% |
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| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.09% |
| SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | -0.09% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.09% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.09% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.10% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.11% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.11% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.12% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.13% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.15% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.15% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.15% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.16% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.16% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | -0.16% |
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| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.18% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.18% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.21% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.22% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.22% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.23% |
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| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.28% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.29% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.29% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.30% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.31% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.32% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.33% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.51% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.60% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.76% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -1.02% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -3.12% |
| US 2YR NOTE (CBT) SEP22 TUU2 | -20.28% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 18.77% |
|---|---|
| US 5YR NOTE (CBT) JUN22 FVM2 | 16.62% |
| US 10YR NOTE (CBT)JUN22 TYM2 | 11.62% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 11.55% |
| US ULTRA BOND CBT JUN22 WNM2 | 7.61% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 6.22% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 6.09% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 4.00% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2052 | 3.70% |
| US 10YR ULTRA FUT JUN22 UXYM2 | 3.33% |
| TREASURY BILL 00.0000 06/07/2022 | 1.74% |
| GNMA GII30 TBA 03.5000 05/01/2052 | 1.74% |
| US LONG BOND(CBT) JUN22 USM2 | 1.69% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.50% |
| TREASURY BILL 00.0000 06/14/2022 | 1.24% |
| TREASURY BILL 00.0000 06/16/2022 | 1.23% |
| TREASURY BILL 00.0000 05/03/2022 | 1.20% |
| TREASURY BILL 00.0000 06/02/2022 | 1.19% |
| TREASURY BILL 00.0000 05/19/2022 | 1.01% |
| TREASURY BILL 00.0000 06/23/2022 | 0.84% |
| MCAS 2019-01 M10 144A 03.9179 10/15/2049 | 0.67% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.64% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.64% |
| TREASURY BILL 00.0000 06/09/2022 | 0.61% |
| BEDFORD ROW FUNDING CORP 07644BEG3 DCP 05/16/2022 | 0.61% |
| BPCE SA 05571CE23 DCP 05/02/2022 | 0.61% |
| CHARIOT FUNDING LLC 15963UER3 DCP 05/25/2022 | 0.61% |
| MITSUBISHI UFJ TRUST & BANKIN 60683CE64 DCP 05/06/2022 | 0.61% |
| NATIONWIDE BUILDING SOCIETY 6385E1E64 DCP 05/06/2022 | 0.61% |
| MATCHPOINT FINANCE PLC 57666BEX4 DCP 05/31/2022 | 0.60% |
| MIZUHO BANK LTD/NEW YORK NY 60689GFE1 DCP 06/14/2022 | 0.60% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.60% |
| FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.59% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.56% |
| FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.55% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.53% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.52% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.51% |
| CRC FUNDING LLC 12619UGC9 DCP 07/12/2022 | 0.50% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.50% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.49% |
| SOCIETE GENERALE SA 83369CFQ2 DCP 06/24/2022 | 0.48% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.47% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.46% |
| APPLE INC 02.8000 02/08/2061 | 0.45% |
| FHR 5070 AI IO 03.5000 02/25/2051 | 0.45% |
| FHR 5140 BI IO 03.5000 09/25/2051 | 0.44% |
| ATLANTIC ASSET SECURITIZATION 04821UER9 DCP 05/25/2022 | 0.44% |
| GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.44% |
| STACR 2019-DNA1 B1 05.3179 01/25/2049 | 0.44% |
| STACR 2019-DNA2 M2 03.1179 03/25/2049 | 0.44% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.44% |
| COMM 2018-COR3 C 04.7121 05/10/2051 | 0.44% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.43% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.42% |
| SPST 2021-16 A1 01.2879 11/07/2022 | 0.41% |
| LIBERTY STREET FUNDING LLC 53127UE97 DCP 05/09/2022 | 0.40% |
| LLOYDS BANK PLC 53943SFE2 DCP 06/14/2022 | 0.40% |
| METLIFE SHORT TERM FUNDING LL 59157UEH9 DCP 05/17/2022 | 0.40% |
| SUMITOMO MITSUI TRUST BANK LT 86564XET7 DCP 05/27/2022 | 0.40% |
| SWEDBANK AB 87019SE26 DCP 05/02/2022 | 0.40% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.40% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.40% |
| ABN AMRO FUNDING USA LLC 00084CEQ1 DCP 05/24/2022 | 0.40% |
| FHR 5118 NI IO 02.0000 02/25/2051 | 0.38% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.38% |
| COMCAST CORP 03.4500 02/01/2050 | 0.37% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.37% |
| BRISTOL-MYERS SQUIBB CO 01.1250 11/13/2027 | 0.37% |
| VERIZON COMM 04.3290 09/21/2028 | 0.35% |
| MRAIT 2020-2 A2 01.6551 08/15/2022 | 0.35% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.35% |
| MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.35% |
| WFCM 2019-C50 XA IO 01.5986 05/15/2052 | 0.35% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.34% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.34% |
| GNMA GII30 TBA 04.5000 05/01/2052 | 0.33% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.32% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.32% |
| STACR 2017-HQA1 M2B 04.2179 08/25/2029 | 0.31% |
| SWPTN SOFR 2YX2Y P 1.3925 USD 12/15/2023 BA | 0.31% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.31% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.31% |
| STACR 2022-HQA1 M2 05.5387 03/25/2042 | 0.31% |
| JPMBB 2013-C15 C 05.3584 11/15/2045 | 0.31% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.30% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.30% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.30% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.30% |
| HLSY 2020-2A B 144A 02.7027 07/20/2031 | 0.30% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.30% |
| BACM 2015-UBS7 B 04.5022 09/15/2048 | 0.30% |
| NETFLIX INC 04.3750 11/15/2026 | 0.29% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.29% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.29% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.29% |
| GNR 2020-18 GS IO 05.4556 02/20/2050 | 0.28% |
| REPO TRIPA MORTG 0.3 05/02/2022 | 0.28% |
| STACR 2018-DNA2 B1 04.3679 12/25/2030 | 0.28% |
| DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.28% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.27% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.27% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.27% |
| WFCM 2018-C46 C 05.1556 08/15/2051 | 0.26% |
| JPMCC 2012-C8 C 144A 04.9251 10/15/2045 | 0.26% |
| CARVL 2021-1A B 144A 02.8127 07/20/2034 | 0.26% |
| AT&T INC 04.2500 03/01/2027 | 0.26% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.26% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.26% |
| TPMT 2019-2 A2 03.7500 12/25/2058 | 0.26% |
| WESTLAKE CORP 03.6000 08/15/2026 | 0.26% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.25% |
| MCAS 2020-01 M10 144A 04.4179 03/25/2050 | 0.25% |
| GNR 2020-112 MS IO 05.7056 08/20/2050 | 0.24% |
| LENNAR CORP 04.7500 11/29/2027 | 0.24% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.24% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.24% |
| BMIR 2019-4A M1C 144A 03.1679 10/25/2029 | 0.24% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.24% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.24% |
| MRAFT 2021-S1 A1 00.9881 09/10/2022 | 0.24% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.24% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.24% |
| CAS 2018-C05 1B1 04.9179 01/25/2031 | 0.23% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.23% |
| AREIT 2020-CRE4 D 144A 03.5715 04/15/2037 | 0.23% |
| RIAL 2022-FL8 B P/P 144A 03.6688 01/19/2027 | 0.23% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.23% |
| RMIR 2019-1 M2 144A 03.8679 02/25/2029 | 0.22% |
| CAS 2017-C03 1B1 05.5179 10/25/2029 | 0.22% |
| GNR 2020-142 SB IO 05.7056 09/20/2050 | 0.22% |
| AMAZON.COM INC 02.1000 05/12/2031 | 0.22% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.22% |
| GNR 2020-55 SA IO 05.4556 04/20/2050 | 0.22% |
| GNR 2020-47 SG IO 05.4056 02/20/2049 | 0.21% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.21% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.21% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.21% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.21% |
| ELMW4 2020-1A B 144A 02.7443 04/15/2033 | 0.21% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.21% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.21% |
| AT&T INC 02.2500 02/01/2032 | 0.21% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.21% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.21% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.20% |
| BROADCOM INC 05.0000 04/15/2030 | 0.20% |
| GNR 2020-98 KS IO 05.6056 07/20/2050 | 0.20% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.20% |
| WFCM 2020-C55 XA IO 01.4343 02/15/2053 | 0.20% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.20% |
| ELMW6 2020-3A BR 144A 02.7127 10/20/2034 | 0.20% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.20% |
| UBSC 2011-C1 D 144A 06.6543 01/10/2045 | 0.20% |
| CAS 2020-SBT1 1M2 04.3179 02/25/2040 | 0.20% |
| UBSCM 2018-C12 XA IO 00.9696 08/15/2051 | 0.20% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.20% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.20% |
| FNR 2020-12 SK IO 05.3821 03/25/2050 | 0.20% |
| US BANCORP 02.4910 11/03/2036 | 0.20% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.20% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.19% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.19% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.19% |
| STACR 2020-DNA2 B1 03.1679 02/25/2050 | 0.19% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.19% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.19% |
| BMIR 2017-1 M2 144A 04.0179 10/25/2027 | 0.19% |
| ICG 2015-2RA A2 144A 02.8443 01/16/2033 | 0.19% |
| ORACLE CORP 03.6500 03/25/2041 | 0.19% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.19% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.19% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.18% |
| CAS 2018-R07 1B1 MTGE 05.0179 04/25/2031 | 0.18% |
| EQUINIX INC 03.2000 11/18/2029 | 0.18% |
| PSTAT 2022-2A A2 144A 03.8000 10/15/2030 | 0.18% |
| WFCM 2019-C50 D 144A 03.0000 05/15/2052 | 0.18% |
| CAS 2018-C04 2B1 05.1679 12/25/2030 | 0.18% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.18% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.18% |
| JPMCC 2021-1MEM E 144A 02.7420 10/09/2042 | 0.18% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.18% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.18% |
| CSAIL 2019-C17 XA IO 01.5008 09/15/2052 | 0.18% |
| DBUBS 2011-LC3A D 144A 05.5497 08/10/2044 | 0.18% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.18% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.17% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.17% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.17% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.17% |
| GLM 2019-5A BR 144A 02.6127 10/20/2032 | 0.17% |
| GNR 2020-11 SY IO 05.5056 01/20/2050 | 0.17% |
| BANK 2018-BN13 XA 00.6447 08/15/2061 | 0.17% |
| BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.17% |
| FHMS K110 X1 IO 01.8138 04/25/2030 | 0.17% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.16% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.16% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.16% |
| CAS 2017-C01 1B1 06.4179 07/25/2029 | 0.16% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.16% |
| MSRR 2015-R4 CB1 01.2822 08/26/2047 | 0.16% |
| CGCMT 2020-GC46 X IO 01.1045 02/15/2053 | 0.16% |
| COMM 2012-CR1 C 05.4525 05/15/2045 | 0.16% |
| FNR 2019-74 S IO 05.3321 12/25/2049 | 0.16% |
| WFRBS 2011-C4 C 144A 05.0257 06/15/2044 | 0.16% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.16% |
| SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.16% |
| GNR 2019-119 KS IO 05.4556 09/16/2049 | 0.16% |
| OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.16% |
| STACR 2018-HQA2 M2 02.9679 10/25/2048 | 0.16% |
| STACR 2020-HQA2 M2 03.7679 03/25/2050 | 0.16% |
| CAS 2017-C04 2M2 03.5179 11/25/2029 | 0.16% |
| COMM 2014-CR17 D 144A 05.0089 05/10/2047 | 0.16% |
| MSBAM 2015-C27 C 04.6519 12/15/2047 | 0.16% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.16% |
| GSMS 2014-GC18 C 05.2258 01/10/2047 | 0.16% |
| WFCM 2017-C41 XA IO 01.3319 11/15/2050 | 0.16% |
| WFRBS 2013-UBS1 D P/P 144A 05.1924 03/15/2046 | 0.16% |
| SNDPT 2020-1A AR 144A 02.2327 07/20/2034 | 0.15% |
| STACR 2019-DNA3 M2 02.7179 07/25/2049 | 0.15% |
| TPMT 2018-5 M1 03.2500 07/25/2058 | 0.15% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.15% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.15% |
| STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.15% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% |
| DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.15% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.15% |
| FNR 2016-8 SA IO 05.3821 03/25/2046 | 0.15% |
| MSBAM 2014-C14 C 05.2191 02/15/2047 | 0.15% |
| BERKSHIRE HATHAWAY FIN 02.3000 03/15/2027 | 0.14% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.14% |
| JPMDB 2019-COR6 IO 01.0654 11/13/2052 | 0.14% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.14% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.14% |
| ISTAR INC. 04.2500 08/01/2025 | 0.14% |
| OAKCL 2021-1A A1 144A 02.2043 07/15/2034 | 0.14% |
| SPST 2021-14 A1 01.3679 12/08/2022 | 0.14% |
| WAMU 2005-AR13 A1C4 01.5279 10/25/2045 | 0.14% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.14% |
| FNR 2019-57 LS IO 05.3321 10/25/2049 | 0.14% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.14% |
| ZOETIS INC 03.9000 08/20/2028 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| JTWN 2018-6RA A2B 144A 02.9640 04/25/2030 | 0.14% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.14% |
| AIMCO 2021-14A A 144A 02.0527 04/20/2034 | 0.14% |
| AT&T INC 04.3500 03/01/2029 | 0.14% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.14% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.14% |
| CD 2017-CD6 C 04.4065 11/13/2050 | 0.14% |
| FHR 4994 SD IO 04.9321 02/25/2049 | 0.14% |
| CSAIL 2015-C1 C 04.4021 04/15/2050 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.14% |
| LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.13% |
| AT&T INC 02.5500 12/01/2033 | 0.13% |
| CFCRE 2011-C2 E P/P 144A 05.2492 12/15/2047 | 0.13% |
| CSAIL 2015-C1 D 144A 03.9021 04/15/2050 | 0.13% |
| FREMF 2018-KF43 B 144A 02.6020 01/25/2028 | 0.13% |
| JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.13% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.13% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.13% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| GSMS 2014-GC22 C 04.8433 06/10/2047 | 0.13% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.13% |
| JPMBB 2013-C14 E 144A 04.6992 08/15/2046 | 0.13% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.13% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.13% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.13% |
| BROADCOM INC 04.1500 11/15/2030 | 0.12% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.12% |
| KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.12% |
| COMM 2019-GC44 XA IO 00.7627 08/15/2057 | 0.12% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.12% |
| WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.12% |
| BACM 2016-UB10 C 05.0088 07/15/2049 | 0.12% |
| CAS 2017-C07 1B1 04.6679 05/25/2030 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| ALPHABET INC 02.2500 08/15/2060 | 0.12% |
| BRAVO 2021-HE2 B1 P/P 144A 02.6887 11/25/2069 | 0.12% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.12% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.12% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.12% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.12% |
| CGMS 2021-8A B 144A 02.6943 10/15/2034 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.12% |
| UBSCM 2017-C7 XA IO 01.1606 12/15/2050 | 0.12% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% |
| BLACK 2021-1A A1A 144A 02.3863 11/22/2034 | 0.12% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.12% |
| GNMA GII30 TBA 03.0000 05/01/2052 | 0.12% |
| STACR 2017-DNA2 B1 05.8179 10/25/2029 | 0.12% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.12% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.12% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| VICI PROPERTIES LP 04.7500 02/15/2028 | 0.12% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% |
| FNR 2018-44 SA IO 05.5321 06/25/2048 | 0.11% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.11% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.11% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.11% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.11% |
| FHR 4839 WS IO 05.5459 08/15/2056 | 0.11% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.11% |
| GNR 2018-168 KS IO 05.5556 12/20/2048 | 0.11% |
| HCA INC. 04.5000 02/15/2027 | 0.11% |
| ICG 2018-3A B1R 144A 02.6340 01/24/2032 | 0.11% |
| JPMCC 2012-C8 D 144A 04.9732 10/15/2045 | 0.11% |
| DRSLF 2013-26A BR 144A 02.4943 04/15/2029 | 0.11% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.11% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.11% |
| JPMBB 2014-C25 D P/P 144A 04.0864 11/15/2047 | 0.11% |
| UBSCM 2012-C1 D 144A 06.0689 05/10/2045 | 0.11% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.11% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.11% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.11% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.11% |
| COMM 2014-CR18 C 04.9070 07/15/2047 | 0.11% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.11% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.11% |
| BF0101 03.5000 06/01/2056 | 0.11% |
| ELMW5 2020-2A AR 144A 02.2127 10/20/2034 | 0.11% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.11% |
| MWST 2021-2 A 01.4179 04/25/2055 | 0.11% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.10% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.10% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.10% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.10% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.10% |
| BNP PARIBAS P/P 144A 04.3750 05/12/2026 | 0.10% |
| CAS 2017-C06 1B1 04.8179 02/25/2030 | 0.10% |
| GNR 2020-32 GS IO 05.5056 03/20/2050 | 0.10% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.10% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.10% |
| BANK 2020-BN26 XA IO 01.3458 03/15/2063 | 0.10% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.10% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.10% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.10% |
| REG20 2021-2A A 144A 02.2043 10/15/2034 | 0.10% |
| STACR 2019-HQA1 M2 03.0179 02/25/2049 | 0.10% |
| WBCMT 2005-C21 E 144A 05.2753 10/15/2044 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.10% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.10% |
| CSMC 2016-NXSR XA IO 00.8606 12/15/2049 | 0.10% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.10% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.10% |
| COLT 2021-1 B1 03.1440 06/25/2066 | 0.10% |
| MWST 2020-2 A 01.4679 11/25/2053 | 0.10% |
| 1.465 R ISWP US0003M P 03/01/2052 | 0.10% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.10% |
| COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.10% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.10% |
| GNR 2019-20 SB IO 05.5056 02/20/2049 | 0.10% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.10% |
| JPMCC 2012-C6 E 144A 05.3497 05/15/2045 | 0.09% |
| MSC 2018-H4 XA 01.0029 12/15/2051 | 0.09% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.09% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.09% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.09% |
| GNR 2020-34 SQ IO 05.4556 10/20/2049 | 0.09% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.09% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.09% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.09% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.09% |
| GNR 2019-83 SW IO 05.5056 07/20/2049 | 0.09% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.09% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.09% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.09% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.09% |
| COMM 2014-CR19 D 144A 04.8536 08/10/2047 | 0.09% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.09% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.09% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.09% |
| CAS 2020-R01 1M2 02.7179 01/25/2040 | 0.09% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.09% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.09% |
| FHR 4738 QS IO 05.6459 12/15/2047 | 0.08% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.08% |
| FNR 2019-3 SA IO 05.4321 02/25/2049 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.08% |
| STACR 2017-DNA3 B1 05.1179 03/25/2030 | 0.08% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.08% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.08% |
| FNR 2017-108 SA IO 05.4821 01/25/2048 | 0.08% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.08% |
| ZOETIS INC 02.0000 05/15/2030 | 0.08% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.08% |
| MSC 2018-H3 XA 00.9850 07/15/2051 | 0.08% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.08% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.08% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.08% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.08% |
| WFCM 2020-C57 C 04.1573 08/15/2053 | 0.08% |
| GNR 2019-123 SL IO 05.5556 10/20/2049 | 0.08% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.08% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.08% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.08% |
| HCA INC 04.1250 06/15/2029 | 0.08% |
| MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.08% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.08% |
| GNR 2014-131 BS IO 05.6056 09/16/2044 | 0.08% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.08% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.08% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.08% |
| FNR 2015-66 AS IO 05.5821 09/25/2045 | 0.08% |
| GNR 2019-30 SH IO 05.4556 03/20/2049 | 0.08% |
| NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.08% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.08% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.08% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 0.08% |
| CFMT 2021-HB6 M3 03.7348 06/25/2036 | 0.08% |
| FNR 2019-59 SD IO 05.3821 10/25/2049 | 0.08% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.08% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.08% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.08% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.08% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.07% |
| WFRBS 2012-C7 D 144A 04.7872 06/15/2045 | 0.07% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.07% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.07% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.07% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.07% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.07% |
| FHR 4461 SB IO 05.6459 04/15/2045 | 0.07% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.07% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.07% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.07% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.07% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.07% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.07% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.07% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.07% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.07% |
| EMIR 2018-1 M1 02.3679 11/25/2028 | 0.07% |
| GNR 2019-108 S IO 05.4556 08/20/2049 | 0.07% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.07% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.07% |
| DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.07% |
| MSC 2016-UB12 XA IO 00.7923 12/15/2049 | 0.07% |
| AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.07% |
| COMM 2013-CR6 D 144A 04.2224 03/10/2046 | 0.07% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.07% |
| GNR 2018-148 GS IO 05.5056 02/16/2046 | 0.07% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.07% |
| CAS 2019-R02 1B1 04.8179 08/25/2031 | 0.06% |
| CAS 2020-SBT1 2M2 04.3179 02/25/2040 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.06% |
| BOEING CO 05.9300 05/01/2060 | 0.06% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| STACR 2017-HQA2 M2B 03.3179 12/25/2029 | 0.06% |
| FORD MOTOR CREDIT CO LLC 02.9000 02/10/2029 | 0.06% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.06% |
| MOODY'S CORPORATION 03.2500 01/15/2028 | 0.06% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.06% |
| FNR 2016-91 AS IO 05.4321 12/25/2046 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| WAMU 2005-AR17 A1B2 01.4879 12/25/2045 | 0.06% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.06% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.06% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% |
| OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.06% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.06% |
| TRK 2019-2 A2 04.2128 09/25/2022 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.06% |
| BPCE SA P/P 144A 03.6480 01/14/2037 | 0.06% |
| PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.06% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% |
| STACR 2020-HQA1 M2 02.5679 01/25/2050 | 0.06% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.06% |
| AUTONATION INC 02.4000 08/01/2031 | 0.06% |
| COMM 2012-CR1 D 144A 05.4525 05/15/2045 | 0.06% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| STACR 2020-DNA2 M2 02.5179 02/25/2050 | 0.06% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.06% |
| FNR 2018-29 S IO 05.5321 05/25/2048 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| GNR 2019-83 JS IO 05.5056 07/20/2049 | 0.06% |
| WORKDAY INC 03.7000 04/01/2029 | 0.06% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.06% |
| CAS 2019-HRP1 M2 02.8179 11/25/2039 | 0.06% |
| FHR 4596 CS IO 05.5459 06/15/2046 | 0.06% |
| MSBAM 2013-C10 E 144A 04.2097 07/15/2046 | 0.06% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.06% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% |
| BMIR 2020-2A B1 144A 09.1679 08/26/2030 | 0.06% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.06% |
| JPMORGAN CHASE & CO 02.0830 04/22/2026 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| 2.45 R ISWP SOFR P 04/07/2024 | 0.05% |
| CVS HEALTH CORP 01.3000 08/21/2027 | 0.05% |
| FNR 2014-87 MS IO 05.5821 01/25/2045 | 0.05% |
| GNR 2010-31 SA IO 05.1556 03/20/2040 | 0.05% |
| STACR 2014-DN2 M3 04.2679 04/25/2024 | 0.05% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.05% |
| CAS 2020-R02 2M2 02.6679 01/25/2040 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.05% |
| GNR 2014-H11 GI IO 01.4958 06/20/2064 | 0.05% |
| WFRBS 2011-C4 E 144A 05.0257 06/15/2044 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| COMM 2013-CR13 E 144A 05.0419 11/10/2046 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.05% |
| GNR 2012-149 GS IO 05.6056 12/20/2042 | 0.05% |
| JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.05% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.05% |
| STACR 2018-DNA3 B1 04.5679 09/25/2048 | 0.05% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.05% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| CAS 2017-C03 1M2 03.6679 10/25/2029 | 0.05% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.05% |
| GNR 2020-H02 GI IO 02.0815 01/20/2070 | 0.05% |
| G2 BJ5495 | 0.05% |
| GNR 2015-H12 GI IO 01.7934 05/20/2065 | 0.05% |
| GNR 2016-H23 NI IO 02.0941 10/20/2066 | 0.05% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.05% |
| BMIR 2020-2A M1C 144A 04.6679 08/26/2030 | 0.05% |
| EMIR 2018-1 M2 03.6679 11/25/2028 | 0.05% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| GNR 2014-H07 BI IO 01.4716 05/20/2064 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.05% |
| 2.3335 R ISWP SOFR P 04/13/2052 | 0.05% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% |
| ELM12 2021-5A B 144A 02.7627 01/20/2035 | 0.05% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.05% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.05% |
| GNR 2010-9 YD IO 06.2056 01/16/2040 | 0.05% |
| ORACLE CORP 03.9500 03/25/2051 | 0.05% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNR 2019-44 SA IO 05.4556 04/20/2049 | 0.05% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.05% |
| WEYERHAEUSER CO 03.3750 03/09/2033 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.04% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.04% |
| GLOBAL PAYMENTS INC 02.1500 01/15/2027 | 0.04% |
| GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.04% |
| GSMBS 2020-RPL1 M2 03.8096 07/25/2059 | 0.04% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.04% |
| TPMT 2015-6 M1 03.7500 04/25/2055 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GNR 2015-H10 CI IO 01.8077 04/20/2065 | 0.04% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | 0.04% |
| WFCM 2014-LC16 XA IO 01.2483 08/15/2050 | 0.04% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2052 | 0.04% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.04% |
| GNR 2016-H11 HI IO 02.0978 01/20/2066 | 0.04% |
| GNR 2018-155 SE IO 05.5056 11/20/2048 | 0.04% |
| JPMCC 2011-C3 D 144A 05.7081 02/15/2046 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| STACR 2017-HQA3 B1 05.1179 04/25/2030 | 0.04% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.04% |
| WAMU 2005-AR13 A1B2 01.5279 10/25/2045 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| GNR 2019-65 BS IO 05.5056 05/20/2049 | 0.04% |
| SWPTN 5YX30Y R 1.71 USD 12/14/2026 GS | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| AMGEN INC 04.6630 06/15/2051 | 0.04% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.04% |
| GNR 2018-H05 AI IO 01.6281 02/20/2068 | 0.04% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.04% |
| MSC 2012-C4 E 144A 05.4255 03/15/2045 | 0.04% |
| VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.04% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.04% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.04% |
| CGCMT 2014-GC19 X IO 01.2855 03/10/2047 | 0.04% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.04% |
| FHR 4912 PS IO 05.3821 09/25/2049 | 0.04% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.04% |
| GNR 2015-H12 AI IO 01.8616 05/20/2065 | 0.04% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.04% |
| COMM 2014-LC15 XA IO 01.2244 04/10/2047 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNR 2019-H14 IB IO 02.0883 08/20/2069 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 0.04% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.04% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| WFRBS 2012-C10 E 144A 04.5577 12/15/2045 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.04% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H12 EI IO 01.7062 04/20/2065 | 0.04% |
| GNR 2015-H20 AI IO 01.8259 08/20/2065 | 0.04% |
| STACR 2019-FTR2 M2 02.8179 11/25/2048 | 0.04% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.04% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.04% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.04% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.04% |
| CAS 2022-R02 2M2 03.2887 01/25/2042 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.04% |
| FNR 2018-1 MS IO 05.4821 02/25/2048 | 0.04% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H09 BI IO 01.6759 03/20/2065 | 0.04% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.04% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.03% |
| GNR 2015-H16 XI IO 01.8780 07/20/2065 | 0.03% |
| GNR 2017-H23 BI IO 01.8834 11/20/2067 | 0.03% |
| GNR 2019-125 SG IO 05.4556 10/20/2049 | 0.03% |
| GNR 2019-21 SJ IO 05.4556 02/20/2049 | 0.03% |
| GNR 2019-H02 DI IO 02.1140 11/20/2068 | 0.03% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.03% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.03% |
| FHR 4077 HS IO 05.5459 07/15/2042 | 0.03% |
| GNR 2016-H02 HI IO 01.5364 01/20/2066 | 0.03% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.03% |
| SWPTN SOFR 10YX10Y R 1.6125 USD 12/15/2031 BA | 0.03% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% |
| FHR 4839 AS IO 05.4959 06/15/2042 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H25 AI IO 01.6133 09/20/2065 | 0.03% |
| MSC 2016-BNK2 XA IO 01.0965 11/15/2049 | 0.03% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.03% |
| STACR 2020-HQA3 M2 04.2679 07/25/2050 | 0.03% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.03% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.03% |
| COMM 2014-UBS6 XA IO 01.0022 12/10/2047 | 0.03% |
| GNMA GII30 AI2340 04.4960 05/20/2065 | 0.03% |
| GNMA GII30 AY4779 04.4990 03/20/2067 | 0.03% |
| GNR 2015-H15 JI IO 01.9547 06/20/2065 | 0.03% |
| GNR 2018-H02 EI IO 02.1208 01/20/2068 | 0.03% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.03% |
| MSBAM 2015-C26 XA IO 01.1248 10/15/2048 | 0.03% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.03% |
| WFRBS 2012-C10 D 144A 04.5577 12/15/2045 | 0.03% |
| FHR 5170 IC IO 04.5000 08/25/2050 | 0.03% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.03% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.03% |
| PT PERTAMINA (PERSERO) REGS 02.3000 02/09/2031 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| FHR 5168 CI IO 04.0000 11/25/2051 | 0.03% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.03% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.03% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.03% |
| STACR 2019-DNA2 B1 05.0179 03/25/2049 | 0.03% |
| CCMFC 2004-3A A2 00.9679 08/25/2035 | 0.03% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.03% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.03% |
| GSMS 2014-GC22 XA IO 01.0972 06/10/2047 | 0.03% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.03% |
| COMM 2013-LC13 D 144A 05.4362 08/10/2046 | 0.03% |
| FNR 2021-84 KI IO 03.0000 12/25/2051 | 0.03% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.03% |
| GNR 2017-H12 QI IO 02.3600 05/20/2067 | 0.03% |
| UBSBB 2012-C3 C 144A 05.2160 08/10/2049 | 0.03% |
| CAS 2017-C05 1B1 04.2679 01/25/2030 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.03% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.03% |
| GNR 2015-H26 DI IO 01.7009 10/20/2065 | 0.03% |
| JPMCC 2011-C3 F 144A 05.7081 02/15/2046 | 0.03% |
| SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.03% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| COMM 2015-CR23 XA IO 01.0191 05/10/2048 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| GNR 2015-H25 CI IO 01.7167 10/20/2065 | 0.02% |
| GNR 2018-91 SJ IO 05.6556 07/20/2048 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| WFRBS 2014-C23 XA IO 00.7018 10/15/2057 | 0.02% |
| 2.3535 R ISWP SOFR P 03/30/2027 | 0.02% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.02% |
| CGMS C17A A1AR 144A 02.3160 04/30/2031 | 0.02% |
| FHR 5184 IO IO 04.0000 01/25/2052 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2015-H04 AI IO 01.5427 12/20/2064 | 0.02% |
| GNR 2016-H24 JI IO 01.9725 11/20/2066 | 0.02% |
| GNR 2019-78 SJ IO 05.4556 06/20/2049 | 0.02% |
| JPMCC 2012-LC9 D 144A 04.5087 12/15/2047 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FORD MOTOR COMPANY 06.6250 10/01/2028 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNR 2015-H28 DI IO 01.5660 08/20/2065 | 0.02% |
| GNR 2019-121 SD IO 05.4056 10/20/2049 | 0.02% |
| HMIR 2018-1 M1 144A 02.2679 10/25/2028 | 0.02% |
| MSBAM 2013-C12 XA IO 00.7312 10/15/2046 | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.02% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% |
| 2.305 R ISWP FWD SOFR P 04/18/2052 | 0.02% |
| CAS 2017-C06 2M2 03.4679 02/25/2030 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BA7681 04.6500 06/20/2067 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNR 2010-H19 GI IO 01.4055 08/20/2060 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.02% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| GNR 2017-H10 MI IO 01.9658 04/20/2067 | 0.02% |
| GNR 2017-H14 EI IO 01.5859 06/20/2067 | 0.02% |
| MSBAM 2013-C10 F 144A 04.2097 07/15/2046 | 0.02% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.02% |
| CAS 2017-C01 1M2C 04.2179 07/25/2029 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.02% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.02% |
| COMM 2014-UBS6 C 04.5883 12/10/2047 | 0.02% |
| COMMERCIAL METALS CO 04.1250 01/15/2030 | 0.02% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.02% |
| FHR 3408 EK 23.5633 04/15/2037 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| FREEPORT-MCMORAN INC. 05.2500 09/01/2029 | 0.02% |
| GENERAL MOTORS CO 05.0000 04/01/2035 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| JPMCC 2011-C4 C 144A 05.5739 07/15/2046 | 0.02% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.02% |
| MSBAM 2012-C5 E 144A 04.8432 08/15/2045 | 0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.02% |
| WAMU 2005-AR17 A1B3 01.3679 12/25/2045 | 0.02% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.02% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| BIOGEN INC 02.2500 05/01/2030 | 0.02% |
| COMM 2014-UBS4 XA IO 01.2496 08/10/2047 | 0.02% |
| DEVON ENERGY CORPORATION 05.2500 09/15/2024 | 0.02% |
| FN BF0091 | 0.02% |
| FNR 2017-33 LS IO 05.4321 05/25/2039 | 0.02% |
| GENERAL MOTORS FINL CO 02.7500 06/20/2025 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GSMS 2014-GC18 XA IO 01.2051 01/10/2047 | 0.02% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% |
| TORONTO-DOMINION BANK USD 01.1500 06/12/2025 | 0.02% |
| VMWARE INC 01.4000 08/15/2026 | 0.02% |
| ABBVIE INC 03.8000 03/15/2025 | 0.02% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| COX COMM INC P/P 144A 02.6000 06/15/2031 | 0.02% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.02% |
| ENERGY TRANSFER LP 04.9500 06/15/2028 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GNR 2016-H04 KI IO 01.6227 02/20/2066 | 0.02% |
| GNR 2017-H08 NI IO 01.9084 03/20/2067 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.02% |
| TAPESTRY INC 03.0500 03/15/2032 | 0.02% |
| TECK RESOURCES LIMITED USD 06.0000 08/15/2040 | 0.02% |
| TOPBUILD CORP P/P 144A 03.6250 03/15/2029 | 0.02% |
| AT&T INC 04.5000 03/09/2048 | 0.02% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.02% |
| AUTONATION INC 04.7500 06/01/2030 | 0.02% |
| BROADCOM INC 04.7500 04/15/2029 | 0.02% |
| CAS 2017-C02 2B1 06.1679 09/25/2029 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.02% |
| CVS HEALTH CORP 03.8750 07/20/2025 | 0.02% |
| DEUTSCHE BANK NY 02.1290 11/24/2026 | 0.02% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.02% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.02% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.02% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.02% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.02% |
| HUMANA INC 02.1500 02/03/2032 | 0.02% |
| HYATT HOTELS CORP 06.0000 04/23/2030 | 0.02% |
| INTERNATIONAL PAPER COMPANY 05.0000 09/15/2035 | 0.02% |
| JPMBB 2014-C25 XA IO 00.9684 11/15/2047 | 0.02% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.02% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.02% |
| NETFLIX INC 04.8750 04/15/2028 | 0.02% |
| ONEOK INC 06.3500 01/15/2031 | 0.02% |
| ORACLE CORP 02.8750 03/25/2031 | 0.02% |
| TJX COS INC 03.8750 04/15/2030 | 0.02% |
| UNIVERSAL HEALTH SER P/P 144A 02.6500 10/15/2030 | 0.02% |
| 1.68 R ISWP FWD SOFR P 02/13/2057 | 0.02% |
| AERCAP IRELAND CAP/GLOBA USD 03.4000 10/29/2033 | 0.02% |
| BANK OF MONTREAL USD 01.8500 05/01/2025 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| COMM 2014-CR17 XA IO 01.1174 05/10/2047 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6164 02/10/2046 | 0.02% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.02% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| S&P GLOBAL INC P/P 144A 02.4500 03/01/2027 | 0.02% |
| UNITEDHEALTH GROUP INC 00.5500 05/15/2024 | 0.02% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9377 09/15/2057 | 0.02% |
| BBCMS 2019-C5 D 144A 02.5000 11/15/2052 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.5000 06/01/2041 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| FNR 2018-94 SA IO 05.4321 01/25/2049 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNMA GII30 AW8447 04.3300 05/20/2067 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| GNR 2016-H27 BI IO 02.3361 12/20/2066 | 0.02% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NATWEST GROUP PLC USD 06.0000 12/19/2023 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| T-MOBILE USA INC 03.0000 02/15/2041 | 0.02% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.02% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.02% |
| WAMU 2005-AR2 2A1B 01.4079 01/25/2045 | 0.02% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.02% |
| WFRBS 2013-C14 XA IO 00.7883 06/15/2046 | 0.02% |
| 2.61725 R ISWP SOFR P 04/20/2032 | 0.01% |
| AMERICAN EXPRESS CO 03.3750 05/03/2024 | 0.01% |
| CFCRE 2011-C2 D 144A 05.2492 12/15/2047 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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 JP | 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% |
| COMM 2014-CR19 XA IO 01.0956 08/10/2047 | 0.01% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.01% |
| FHR 3852 NT 05.4459 05/15/2041 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| JPMCC 2013-C16 XA IO 01.0192 12/15/2046 | 0.01% |
| MICROSOFT CORP 02.3750 05/01/2023 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.01% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.01% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.01% |
| CAS 2019-R03 1M2 02.8179 09/25/2031 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.01% |
| CGCMT 2013-GC17 X IO 01.1499 11/10/2046 | 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% |
| COMM 2014-CR18 XA IO 01.1521 07/15/2047 | 0.01% |
| DOMINION ENERGY INC 04.6500 12/15/2024 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| GNR 2015-H17 CI IO 01.5599 06/20/2065 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2013-C12 C 04.2280 07/15/2045 | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | 0.01% |
| WALT DISNEY COMPANY/THE 03.3500 03/24/2025 | 0.01% |
| AMERICAN INTL GROUP 02.5000 06/30/2025 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| AT&T INC 01.6500 02/01/2028 | 0.01% |
| CHARTER COMM OPT LLC/CAP 05.0500 03/30/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 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% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-CR17 C 04.9451 05/10/2047 | 0.01% |
| DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.01% |
| FHR 3065 DC 18.1976 03/15/2035 | 0.01% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNR 2015-H01 CI IO 01.5776 12/20/2064 | 0.01% |
| GNR 2019-99 KS IO 05.4556 08/20/2049 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3629 04/15/2046 | 0.01% |
| STACR 2016-HQA1 M3 07.0179 09/25/2028 | 0.01% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.01% |
| CAS 2017-C07 1EB2 01.6679 05/25/2030 | 0.01% |
| CAS 2019-R01 2M2 03.1179 07/25/2031 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 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-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.01% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.01% |
| ELMW8 2021-1A B1 144A 02.6127 01/20/2034 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.9500 02/15/2027 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.01% |
| FNR 2005-106 JC 18.0531 12/25/2035 | 0.01% |
| FNR 2006-62 PS 35.8928 07/25/2036 | 0.01% |
| GLOBAL PAYMENTS INC 01.2000 03/01/2026 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| INTERCONTINENTALEXCHANGE 03.7500 12/01/2025 | 0.01% |
| JPMCC 2013-C10 XA IO 01.0644 12/15/2047 | 0.01% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.01% |
| MSBAM 2015-C21 C 04.2670 03/15/2048 | 0.01% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.01% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.01% |
| ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 04.4000 05/19/2026 | 0.01% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 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% |
| COMM 2013-LC13 XA IO 01.1655 08/10/2046 | 0.01% |
| DISCOVERY COMMUNICATIONS 04.9000 03/11/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| EQUINIX INC 01.0000 09/15/2025 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNR 2011-4 CS 11.5643 05/25/2040 | 0.01% |
| GNMA GII30 AO7326 04.6610 09/20/2065 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| GSMS 2013-GC12 XA IO 01.5242 06/10/2046 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.01% |
| NCC 2020-1A A1R 144A 02.3343 01/15/2035 | 0.01% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.01% |
| REPUBLIC OF PANAMA 03.2980 01/19/2033 | 0.01% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.01% |
| SALESFORCE INC 00.6250 07/15/2024 | 0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.01% |
| TMIR 2021-1 M1B 144A 03.6679 08/25/2033 | 0.01% |
| WRKCO INC 03.7500 03/15/2025 | 0.01% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.01% |
| AUTONATION INC 04.5000 10/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 04.0500 04/15/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| COMM 2014-LC17 XA IO 00.8313 10/10/2047 | 0.01% |
| CONTINENTAL RESOURCE P/P 144A 02.2680 11/15/2026 | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| IHEARTCOMMUNICAT P/P 144A 05.2500 08/15/2027 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| MSBAM 2013-C11 D 144A 04.4957 08/15/2046 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ORACLE CORP 02.5000 04/01/2025 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STACR 2017-DNA2 M2 04.1179 10/25/2029 | 0.01% |
| TAMKO BUILDING PRODUCT L+300 03.9999 05/03/2026 | 0.01% |
| TRANSDIGM INC TLF L+225 03.0137 12/09/2025 | 0.01% |
| WESTLAKE CORP 00.8750 08/15/2024 | 0.01% |
| WFRBS 2013-C12 C 04.4559 03/15/2048 | 0.01% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.01% |
| 2.405 R ISWP SOFR P 04/14/2024 | 0.01% |
| 2.483 R ISWP SOFR P 04/14/2027 | 0.01% |
| BNP PARIBAS P/P 144A 07.3750 08/19/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 04.5000 12/09/2025 | 0.01% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.01% |
| DANSKE BANK A/S P/P 144A 03.2440 12/20/2025 | 0.01% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| FORD MOTOR CREDIT CO LLC 03.6640 09/08/2024 | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| MASSMUTUAL GLBL FUND P/P 144A 02.7500 06/22/2024 | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.2500 04/14/2025 | 0.01% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.01% |
| STACR 2016-HQA2 M3 05.8179 11/25/2028 | 0.01% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.01% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.01% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| CAS 2018-C06 1M2 02.6679 03/25/2031 | 0.01% |
| CAS 2019-R06 2M2 02.7679 09/25/2039 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 | 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% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNR 2006-8 HP 22.1179 03/25/2036 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.01% |
| GNMA GII30 AH1076 04.6600 05/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.01% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.01% |
| REPUBLIC OF PARAGUAY P/P 144A 03.8490 06/28/2033 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.01% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.01% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.01% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| 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% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| MSBAM 2013-C7 XA IO 01.4024 02/15/2046 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.01% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.01% |
| STACR 2016-DNA3 M3 05.6679 12/25/2028 | 0.01% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.01% |
| 2.6625 R ISWP SOFR P 04/25/2024 | 0.00% |
| AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.00% |
| AMWINS TLB L+225 03.0116 02/19/2028 | 0.00% |
| ASURION CORP TLB9 L+325 04.0137 07/31/2027 | 0.00% |
| CABLEVISION SYSTEMS TL L+225 02.8041 07/17/2025 | 0.00% |
| CALPINE CONS FIN TL L+200 02.7637 01/15/2025 | 0.00% |
| CAS 2016-C02 1M2 06.6679 09/25/2028 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMMSCOPE TLB2 L+325 04.0137 02/07/2026 | 0.00% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.00% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.00% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| HD SUPPLY WATERWORKS L L+250 03.1980 06/10/2028 | 0.00% |
| MESSER INDUST TLB L+250 03.5060 03/01/2026 | 0.00% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.00% |
| PARAMOUNT GLOBAL 04.7500 05/15/2025 | 0.00% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.00% |
| SPECTRUM BRANDS 1L TLB L+200 02.5000 03/03/2028 | 0.00% |
| SS&C TECH TLB5 L+175 01.8425 04/16/2025 | 0.00% |
| STACR 2015-DNA3 M3 05.3679 04/25/2028 | 0.00% |
| STACR 2020-HQA4 M2 03.8179 09/25/2050 | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.00% |
| VERTIV TLB L+275 03.5533 03/02/2027 | 0.00% |
| 2.399 R ISWP SOFR P 04/08/2032 | 0.00% |
| 2.479 R ISWP SOFR P 04/12/2032 | 0.00% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC. P/P 144A 05.6250 07/15/2027 | 0.00% |
| CAS 2016-C03 1M2 05.9679 10/25/2028 | 0.00% |
| CAS 2017-C01 1EB1 01.9179 07/25/2029 | 0.00% |
| CAS 2017-C02 2ED3 02.0179 09/25/2029 | 0.00% |
| CAS 2018-R07 1M2 03.0679 04/25/2031 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DIRECTV FINANCING TL L+500 05.7637 07/22/2027 | 0.00% |
| ELMW5 2020-2A BR 144A 02.7127 10/20/2034 | 0.00% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.00% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.00% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.00% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.00% |
| GNR 2013-129 SN IO 05.5556 09/20/2043 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2020-15 CS IO 05.4556 02/20/2050 | 0.00% |
| GRIFOLS TLB L+200 02.7637 11/15/2027 | 0.00% |
| HOWMET AEROSPACE INC. 05.9000 02/01/2027 | 0.00% |
| JPMCC 2012-LC9 XA IO 01.5328 12/15/2047 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.00% |
| QVC INC 04.8500 04/01/2024 | 0.00% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.00% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.00% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.00% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.00% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7145 12/10/2045 | 0.00% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.00% |
| VALEANT PHARMACEUTICAL L+300 03.7637 05/17/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WASTE CONNECTIONS INC 04.2500 12/01/2028 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6231 12/15/2045 | 0.00% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.00% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.00% |
| CENTENE CORP 04.6250 12/15/2029 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.00% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.00% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHR 2990 LB 15.5294 06/15/2034 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AH1094 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.00% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.00% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.00% |
| LPL HOLDINGS INC P/P 144A 04.0000 03/15/2029 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.00% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.00% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SERVICE PROPERTIES TRUST 04.6500 03/15/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.00% |
| STACR 2018-DNA2 M2 02.8179 12/25/2030 | 0.00% |
| STACR 2018-HQA1 M2 02.9679 09/25/2030 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 02.0002 11/15/2045 | 0.00% |
| WFRBS 2013-C11 XA IO 144A 01.2537 03/15/2045 | 0.00% |
| YUM! BRANDS INC. 03.6250 03/15/2031 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
| 2.5985 R ISWP SOFR P 04/13/2027 | 0.00% |
| 2.689 R ISWP FWD SOFR P 04/26/2032 | 0.00% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.00% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.00% |
| BUCKEYE PARTNERS LP TL L+225 03.0500 11/01/2026 | 0.00% |
| CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.00% |
| CAS 2016-C01 1M2 07.4179 08/25/2028 | 0.00% |
| CAS 2016-C05 2M2 05.1179 01/25/2029 | 0.00% |
| CAS 2016-C06 1M2 04.9179 04/25/2029 | 0.00% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.00% |
| EUR/USD 06/15/2022 SSBT | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHR 2976 LC 22.3882 05/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN1902 04.5470 05/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4190 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5070 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GRAY TELEVISION INC TL L+250 03.3000 01/02/2026 | 0.00% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.00% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.00% |
| MORGAN STANLEY 04.1000 05/22/2023 | 0.00% |
| MSBAM 2013-C11 F 144A 04.4957 08/15/2046 | 0.00% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.00% |
| PLANTRONICS TLB L+250 03.2637 07/02/2025 | 0.00% |
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.00% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.00% |
| SABRE GLBL INC TLB S+C+425 04.7500 06/30/2028 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VIRGIN MEDIA FIN TLN L+250 02.5838 01/31/2028 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| 2.242 R ISWP SOFR P 04/07/2032 | 0.00% |
| 2.585 R ISWP SOFR P 04/20/2032 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 AN4733 04.4680 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6580 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4230 06/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.00% |
| ON SEMICONDUCTOR P/P 144A 03.8750 09/01/2028 | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | 0.00% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.00% |
| 2.2915 R ISWP SOFR P 04/01/2027 | 0.00% |
| 2.29325 R ISWP SOFR P 03/31/2027 | 0.00% |
| 2.3005 R ISWP SOFR P 03/31/2024 | 0.00% |
| 2.3265 R ISWP SOFR P 04/06/2027 | 0.00% |
| 2.3825 R ISWP SOFR P 04/11/2032 | 0.00% |
| 2.4685 R ISWP SOFR P 04/12/2032 | 0.00% |
| 2.4705 R ISWP SOFR P 04/12/2024 | 0.00% |
| 2.496 R ISWP SOFR P 04/14/2032 | 0.00% |
| 2.552 R ISWP SOFR P 04/27/2032 | 0.00% |
| 2.5845 R ISWP SOFR P 04/20/2032 | 0.00% |
| 2.6645 R ISWP SOFR P 05/02/2027 | 0.00% |
| 2.6825 R ISWP SOFR P 04/26/2032 | 0.00% |
| 2.743 R ISWP SOFR P 04/26/2024 | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| CAS 2018-C01 1M2 02.9179 07/25/2030 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5990 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 ML | 0.00% |
| CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 ML | 0.00% |
| CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 ML | 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.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BB.14 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0480 01/15/2049 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3784 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0631 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 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% |
| SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4165 11/15/2048 | 0.00% |
| 2.4145 R ISWP SOFR P 04/07/2024 | -0.00% |
| 2.453 R ISWP SOFR P 04/11/2027 | -0.00% |
| 2.4785 R ISWP FWD SOFR P 04/18/2032 | -0.00% |
| 2.516 R ISWP SOFR P 04/28/2032 | -0.00% |
| 2.687 R ISWP SOFR P 04/25/2032 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | -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 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.00% |
| SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.00% |
| SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.00% |
| 2.243 R ISWP SOFR P 04/04/2024 | -0.00% |
| 2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
| 2.6125 R ISWP SOFR P 04/25/2032 | -0.00% |
| 2.7285 R ISWP SOFR P 04/21/2032 | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -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.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 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.00% |
| 2.4965 R ISWP SOFR P 04/14/2032 | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -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 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-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -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 BA | -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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.00% |
| 2.113 R ISWP SOFR P 04/04/2032 | -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.7 2047-01-17 200.0 01/17/2047 CS | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -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% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.00% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.00% |
| 2.5355 R ISWP SOFR P 04/29/2027 | -0.01% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.01% |
| 2.673 R ISWP SOFR P 04/22/2027 | -0.01% |
| 2.685 R ISWP FWD SOFR P 05/02/2027 | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 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-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 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-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.01% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.01% |
| 2.612 R ISWP SOFR P 04/21/2027 | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 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 BA | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| SWPTN 5YX30Y R 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.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 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 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 2.3305 R ISWP SOFR P 04/07/2032 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.02% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.02% |
| SWPTN SOFR 10YX10Y R 1.99 USD 02/11/2032 CI | -0.02% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.02% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -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% |
| 2.0975 R ISWP SOFR P 04/04/2032 | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -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 SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.02% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.02% |
| 2.3395 R ISWP SOFR P 04/14/2052 | -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 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.02% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.03% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.03% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.03% |
| SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | -0.03% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.03% |
| 2.592 R ISWP SOFR P 04/13/2027 | -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% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.03% |
| 2.3365 R ISWP SOFR P 03/31/2027 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.03% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.03% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -0.04% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.04% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.04% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.04% |
| 2.465 R ISWP SOFR P 04/07/2027 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.04% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.04% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.04% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.05% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.05% |
| 2.334 R ISWP FWD SOFR P 04/18/2052 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.05% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.05% |
| 1.75 R ISWP SOFR P 02/29/2032 | -0.05% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.05% |
| 2.1005 R ISWP SOFR P 04/07/2052 | -0.05% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.06% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.06% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.06% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.06% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.06% |
| SWPTN SOFR 10YX10Y P 1.6125 USD 12/15/2031 BA | -0.07% |
| SWPTN SOFR 2YX2Y R 1.3925 USD 12/15/2023 BA | -0.07% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.07% |
| SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | -0.07% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.08% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.08% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.08% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.08% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.08% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.08% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.09% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.09% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.09% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.10% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.10% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.10% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.10% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.11% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.14% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | -0.14% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.14% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.16% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.16% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.17% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.17% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.18% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.19% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.19% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.19% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.20% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.22% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.23% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.24% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.24% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.25% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.27% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.28% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.31% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.33% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.38% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.52% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.70% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.83% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.88% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2052 | -1.11% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -3.38% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -21.63% |
| US 5YR NOTE (CBT) JUN22 FVM2 | 15.25% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 12.78% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2052 | 11.85% |
| US 10YR NOTE (CBT)JUN22 TYM2 | 10.80% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2052 | 10.45% |
| US ULTRA BOND CBT JUN22 WNM2 | 7.57% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 7.45% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | 5.23% |
| US 10YR ULTRA FUT JUN22 UXYM2 | 3.15% |
| US LONG BOND(CBT) JUN22 USM2 | 1.63% |
| GNMA GII30 TBA 03.5000 04/01/2052 | 1.61% |
| CASH MGMT BILL 00.0000 06/07/2022 | 1.57% |
| CASH MGMT BILL 00.0000 06/14/2022 | 1.12% |
| TREASURY BILL 00.0000 05/03/2022 | 1.08% |
| TREASURY BILL 00.0000 06/02/2022 | 1.07% |
| TREASURY BILL 00.0000 04/07/2022 | 1.06% |
| TREASURY BILL 00.0000 05/19/2022 | 0.91% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2052 | 0.87% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.81% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.77% |
| SUMITOMO MITSUI TRUST BANK LT 86564XDJ0 DCP 04/18/2022 | 0.73% |
| FNR 2021-77 I IO 04.0000 11/25/2051 | 0.65% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.65% |
| MCAS 2019-01 M10 144A 03.7066 10/15/2049 | 0.60% |
| APPLE INC 02.8000 02/08/2061 | 0.60% |
| CORPORATE ASSET FUNDING CO IN 1247P3DN9 DCP 04/22/2022 | 0.57% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.57% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.56% |
| TREASURY BILL 00.0000 06/09/2022 | 0.55% |
| CHARIOT FUNDING LLC 15963UER3 DCP 05/25/2022 | 0.55% |
| MANHATTAN ASSET FUNDING CO LL 56274MD58 DCP 04/05/2022 | 0.55% |
| MATCHPOINT FINANCE PLC 57666BEX4 DCP 05/31/2022 | 0.55% |
| METLIFE SHORT TERM FUNDING LL 59157UD56 DCP 04/05/2022 | 0.55% |
| MITSUBISHI UFJ TRUST & BANKIN 60683CE64 DCP 05/06/2022 | 0.55% |
| SWEDBANK AB 87019SD43 DCP 04/04/2022 | 0.55% |
| TOTALENERGIES CAPITAL CANADA 89153QDB3 DCP 04/11/2022 | 0.55% |
| MIZUHO BANK LTD/NEW YORK NY 60689GFE1 DCP 06/14/2022 | 0.54% |
| FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.53% |
| ATLANTIC ASSET SECURITIZATION 04821UDM1 DCP 04/21/2022 | 0.51% |
| FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.50% |
| COMCAST CORP 03.4500 02/01/2050 | 0.48% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.47% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.46% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.46% |
| CRC FUNDING LLC 12619UGC9 DCP 07/12/2022 | 0.45% |
| UBSBB 2012-C3 C 144A 05.0478 08/10/2049 | 0.45% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.45% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.43% |
| MRAIT 2020-11 A1X 02.0966 04/22/2022 | 0.42% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.42% |
| SPST 2021-6 A 01.2549 04/25/2022 | 0.42% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.42% |
| STACR 2019-DNA2 M2 02.9066 03/25/2049 | 0.42% |
| VERIZON COMM 04.3290 09/21/2028 | 0.41% |
| COMM 2018-COR3 C 04.5602 05/10/2051 | 0.40% |
| MSBAM 2015-C27 C 04.5030 12/15/2047 | 0.40% |
| STACR 2019-DNA1 B1 05.1066 01/25/2049 | 0.40% |
| FHR 5140 BI IO 03.5000 09/25/2051 | 0.39% |
| GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.39% |
| FHR 5070 AI IO 03.5000 02/25/2051 | 0.38% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.38% |
| FREMF 2019-KF66 B 144A 02.6414 07/25/2029 | 0.38% |
| SPST 2021-16 A1 00.7293 11/07/2022 | 0.37% |
| MRAIT 2021-EBO1 A2X 01.9806 04/15/2022 | 0.37% |
| ING US FUNDING LLC 4497W1D60 DCP 04/06/2022 | 0.36% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.36% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.35% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.35% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.35% |
| FHR 5118 NI IO 02.0000 02/25/2051 | 0.34% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.33% |
| GOTHAM FUNDING CORP 38346MD50 DCP 04/05/2022 | 0.33% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.32% |
| WFCM 2019-C50 XA IO 01.4078 05/15/2052 | 0.32% |
| MRAIT 2020-2 A2 01.4306 08/15/2022 | 0.32% |
| MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.31% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.31% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.31% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.30% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.30% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.29% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.29% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.29% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.29% |
| BROADCOM INC 04.1500 11/15/2030 | 0.28% |
| STACR 2017-HQA1 M2B 04.0066 08/25/2029 | 0.28% |
| GNR 2020-18 GS IO 05.6014 02/20/2050 | 0.28% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.28% |
| JPMBB 2013-C15 C 05.1915 11/15/2045 | 0.28% |
| STACR 2022-HQA1 M2 05.3000 03/25/2042 | 0.28% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.28% |
| STACR 2019-DNA3 M2 02.5066 07/25/2049 | 0.28% |
| NETFLIX INC 04.3750 11/15/2026 | 0.27% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.27% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.27% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.27% |
| BACM 2015-UBS7 B 04.3587 09/15/2048 | 0.27% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.27% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.27% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.27% |
| HLSY 2020-2A B 144A 01.8940 07/20/2031 | 0.27% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.26% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.26% |
| GNMA GII30 TBA 04.5000 04/01/2052 | 0.26% |
| AMAZON.COM INC 02.1000 05/12/2031 | 0.26% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.26% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.26% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.26% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.26% |
| STACR 2018-DNA2 B1 04.1566 12/25/2030 | 0.26% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.25% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.25% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.25% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.25% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.25% |
| AT&T INC 02.2500 02/01/2032 | 0.25% |
| WFCM 2018-C46 C 04.9896 08/15/2051 | 0.25% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.25% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.24% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.24% |
| ORACLE CORP 03.6500 03/25/2041 | 0.24% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.24% |
| GNR 2020-112 MS IO 05.8514 08/20/2050 | 0.24% |
| US BANCORP 02.4910 11/03/2036 | 0.24% |
| TPMT 2019-2 A2 03.7500 12/25/2058 | 0.24% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.24% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.23% |
| JPMCC 2012-C8 C 144A 04.6264 10/15/2045 | 0.23% |
| CARVL 2021-1A B 144A 02.0040 07/20/2034 | 0.23% |
| LENNAR CORP 04.7500 11/29/2027 | 0.23% |
| JPMBB 2013-C12 C 04.0946 07/15/2045 | 0.23% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.23% |
| AT&T INC 03.3000 02/01/2052 | 0.22% |
| FREMF 2019-KF71 B 144A 02.5414 10/25/2029 | 0.22% |
| MCAS 2020-01 M10 144A 04.2066 03/25/2050 | 0.22% |
| GNR 2020-55 SA IO 05.6014 04/20/2050 | 0.22% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.22% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.22% |
| EQUINIX INC 03.2000 11/18/2029 | 0.22% |
| GNR 2020-47 SG IO 05.5514 02/20/2049 | 0.22% |
| BMIR 2019-4A M1C 144A 02.9566 10/25/2029 | 0.22% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.22% |
| ABBSL 2021-2A A P/P 144A 01.3413 04/15/2034 | 0.22% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.22% |
| GLM 2019-5A BR 144A 01.8040 10/20/2032 | 0.22% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.21% |
| MRAFT 2021-S1 A1 00.6257 09/10/2022 | 0.21% |
| GNR 2020-142 SB IO 05.8514 09/20/2050 | 0.21% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.21% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.21% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.21% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.21% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.21% |
| AREIT 2020-CRE4 D 144A 03.3545 04/15/2037 | 0.21% |
| CAS 2018-C05 1B1 04.7066 01/25/2031 | 0.21% |
| FNR 2020-12 SK IO 05.5934 03/25/2050 | 0.21% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.20% |
| GNR 2020-98 KS IO 05.7514 07/20/2050 | 0.20% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.20% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.20% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.20% |
| SWPTN SOFR 2YX2Y P 1.3925 USD 12/15/2023 BA | 0.20% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.20% |
| RMIR 2019-1 M2 144A 03.6566 02/25/2029 | 0.20% |
| BMIR 2017-1 M2 144A 03.8066 10/25/2027 | 0.20% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.20% |
| CAS 2017-C03 1B1 05.3066 10/25/2029 | 0.20% |
| BROADCOM INC 05.0000 04/15/2030 | 0.20% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.19% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.19% |
| ELMW4 2020-1A B 144A 01.9413 04/15/2033 | 0.19% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.19% |
| WFCM 2020-C55 XA IO 01.3041 02/15/2053 | 0.19% |
| UBSCM 2018-C12 XA IO 00.8061 08/15/2051 | 0.19% |
| STACR 2018-DNA2 M2 02.6066 12/25/2030 | 0.18% |
| ELMW6 2020-3A BR 144A 01.9040 10/20/2034 | 0.18% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.18% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.18% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.18% |
| UBSC 2011-C1 D 144A 06.2654 01/10/2045 | 0.18% |
| CAS 2020-SBT1 1M2 04.1066 02/25/2040 | 0.18% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.18% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.18% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.18% |
| CSMC 2008-C1 AJ 144A 05.4286 02/15/2041 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.17% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.17% |
| WFCM 2019-C50 D 144A 03.0000 05/15/2052 | 0.17% |
| STACR 2020-DNA2 B1 02.9566 02/25/2050 | 0.17% |
| UBSCM 2012-C1 D 144A 05.8400 05/10/2045 | 0.17% |
| ICG 2015-2RA A2 144A 02.0413 01/16/2033 | 0.17% |
| GNR 2019-119 KS IO 05.6194 09/16/2049 | 0.17% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.17% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.17% |
| CAS 2018-R07 1B1 MTGE 04.8066 04/25/2031 | 0.17% |
| GNR 2020-11 SY IO 05.6514 01/20/2050 | 0.17% |
| JPMCC 2021-1MEM E 144A 02.6535 10/09/2042 | 0.17% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.17% |
| ABBVIE INC 03.2000 11/21/2029 | 0.16% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.16% |
| CSAIL 2019-C17 XA IO 01.3593 09/15/2052 | 0.16% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.16% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.16% |
| AT&T INC 04.3500 03/01/2029 | 0.16% |
| CAS 2018-C04 2B1 04.9566 12/25/2030 | 0.16% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.16% |
| STACR 2018-HQA1 M2 02.7566 09/25/2030 | 0.16% |
| FNR 2019-74 S IO 05.5434 12/25/2049 | 0.16% |
| ZOETIS INC 03.9000 08/20/2028 | 0.16% |
| DBUBS 2011-LC3A D 144A 05.3887 08/10/2044 | 0.16% |
| ALPHABET INC 02.2500 08/15/2060 | 0.16% |
| AT&T INC 02.5500 12/01/2033 | 0.16% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.16% |
| BANK 2018-BN13 XA 00.4964 08/15/2061 | 0.16% |
| MSRR 2015-R4 CB1 01.0125 08/26/2047 | 0.16% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.15% |
| WFRBS 2013-C12 C 04.3172 03/15/2048 | 0.15% |
| FHMS K110 X1 IO 01.6972 04/25/2030 | 0.15% |
| FHR 4994 SD IO 05.1434 02/25/2049 | 0.15% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.15% |
| CGCMT 2020-GC46 X IO 00.9849 02/15/2053 | 0.15% |
| GSMS 2014-GC18 C 05.0876 01/10/2047 | 0.15% |
| STACR 2020-HQA2 M2 03.5566 03/25/2050 | 0.15% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.15% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.15% |
| MWST 2020-2 A 01.2566 11/25/2053 | 0.15% |
| WFRBS 2011-C4 C 144A 04.8879 06/15/2044 | 0.15% |
| TPMT 2018-5 M1 03.2500 07/25/2058 | 0.15% |
| CAS 2017-C01 1B1 06.2066 07/25/2029 | 0.15% |
| CAS 2017-C04 2M2 03.3066 11/25/2029 | 0.15% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.15% |
| FNR 2016-8 SA IO 05.5934 03/25/2046 | 0.15% |
| COMM 2012-CR1 C 05.5770 05/15/2045 | 0.14% |
| COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.14% |
| WFCM 2017-C41 XA IO 01.1841 11/15/2050 | 0.14% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.14% |
| STACR 2018-HQA2 M2 02.7566 10/25/2048 | 0.14% |
| STACR 2019-DNA1 M2 03.1066 01/25/2049 | 0.14% |
| PLMRS 2021-2A A 144A 01.3913 07/15/2034 | 0.14% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.14% |
| WFRBS 2013-UBS1 D P/P 144A 05.0403 03/15/2046 | 0.14% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.14% |
| FNR 2019-57 LS IO 05.5434 10/25/2049 | 0.14% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.14% |
| SNDPT 2020-1A AR 144A 01.4240 07/20/2034 | 0.14% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.14% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.14% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.14% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| JPMBB 2013-C14 D 144A 04.5485 08/15/2046 | 0.14% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.14% |
| JPMDB 2019-COR6 IO 00.9354 11/13/2052 | 0.13% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.13% |
| ISTAR INC. 04.2500 08/01/2025 | 0.13% |
| MSBAM 2014-C14 C 05.0527 02/15/2047 | 0.13% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.13% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.13% |
| WAMU 2005-AR13 A1C4 01.3166 10/25/2045 | 0.13% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| OAKCL 2021-1A A1 144A 01.4013 07/15/2034 | 0.13% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.13% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.13% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% |
| COMM 2014-CR17 C 04.7843 05/10/2047 | 0.13% |
| SPST 2021-14 A1 01.1549 12/08/2022 | 0.13% |
| CD 2017-CD6 C 04.2647 11/13/2050 | 0.13% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.13% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.13% |
| AIMCO 2021-14A A 144A 01.2440 04/20/2034 | 0.12% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.12% |
| CSAIL 2015-C1 C 04.2610 04/15/2050 | 0.12% |
| JTWN 2018-6RA A2B 144A 02.0377 04/25/2030 | 0.12% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.12% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.12% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.12% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.12% |
| CFCRE 2011-C2 E P/P 144A 05.1240 12/15/2047 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.12% |
| CSAIL 2015-C1 D 144A 03.7610 04/15/2050 | 0.12% |
| FREMF 2018-KF43 B 144A 02.3914 01/25/2028 | 0.12% |
| GSMS 2014-GC22 C 04.6877 06/10/2047 | 0.12% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.12% |
| FHR 4839 WS IO 05.7034 08/15/2056 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| CECLO 2020-29A AR 144A 01.4240 10/20/2034 | 0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.11% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.11% |
| COMM 2019-GC44 XA IO 00.6461 08/15/2057 | 0.11% |
| GALXY 2016-22A ARR 144A 01.4413 04/16/2034 | 0.11% |
| GNR 2018-168 KS IO 05.7014 12/20/2048 | 0.11% |
| JPMBB 2013-C14 E 144A 04.5485 08/15/2046 | 0.11% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.11% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.11% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.11% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.11% |
| BACM 2016-UB10 C 04.8506 07/15/2049 | 0.11% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.11% |
| UBSCM 2012-C1 C 144A 05.8400 05/10/2045 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| WFRBS 2011-C4 F 144A 04.8879 06/15/2044 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| CAS 2017-C07 1B1 04.4566 05/25/2030 | 0.11% |
| FNR 2018-44 SA IO 05.7434 06/25/2048 | 0.11% |
| UBSCM 2017-C7 XA IO 01.0104 12/15/2050 | 0.11% |
| BRAVO 2021-HE2 B1 P/P 144A 02.4990 11/25/2069 | 0.11% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.11% |
| GNMA GII30 TBA 03.0000 04/01/2052 | 0.11% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.11% |
| CGMS 2021-8A B 144A 01.7867 10/15/2034 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| HCA INC 03.5000 07/15/2051 | 0.11% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.11% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.11% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.10% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.10% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.10% |
| STACR 2017-DNA2 B1 05.6066 10/25/2029 | 0.10% |
| COLT 2021-1 B1 03.1440 06/25/2066 | 0.10% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| GNR 2020-32 GS IO 05.6514 03/20/2050 | 0.10% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.10% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.10% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.10% |
| ICG 2018-3A B1R 144A 01.7089 01/24/2032 | 0.10% |
| DRSLF 2013-26A BR 144A 01.6913 04/15/2029 | 0.10% |
| JPMCC 2012-C8 D 144A 04.6745 10/15/2045 | 0.10% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.10% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.10% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.10% |
| GNR 2019-20 SB IO 05.6514 02/20/2049 | 0.10% |
| JPMBB 2014-C25 D P/P 144A 03.9425 11/15/2047 | 0.10% |
| COMM 2014-CR18 C 04.7465 07/15/2047 | 0.10% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.10% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.10% |
| BANK 2020-BN26 XA IO 01.2305 03/15/2063 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.10% |
| ELMW5 2020-2A AR 144A 01.4040 10/20/2034 | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| MWST 2021-2 A 01.2066 04/25/2055 | 0.10% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.10% |
| FNR 2019-3 SA IO 05.6434 02/25/2049 | 0.09% |
| GNR 2020-34 SQ IO 05.6014 10/20/2049 | 0.09% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.09% |
| ZOETIS INC 02.0000 05/15/2030 | 0.09% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.09% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.09% |
| CAS 2017-C06 1B1 04.6066 02/25/2030 | 0.09% |
| REG20 2021-2A A 144A 01.4013 10/15/2034 | 0.09% |
| STACR 2019-HQA1 M2 02.8066 02/25/2049 | 0.09% |
| WBCMT 2005-C21 E 144A 04.9797 10/15/2044 | 0.09% |
| NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.09% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.09% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.09% |
| CSMC 2016-NXSR XA IO 00.7131 12/15/2049 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| MAGNE 2020-26A A1R 144A 01.3777 07/25/2034 | 0.09% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.09% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| MSC 2018-H4 XA 00.8351 12/15/2051 | 0.09% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| GNR 2019-83 SW IO 05.6514 07/20/2049 | 0.09% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.09% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| JPMCC 2011-C4 C 144A 05.3976 07/15/2046 | 0.08% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.08% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.08% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.08% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.08% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| FHR 4738 QS IO 05.8034 12/15/2047 | 0.08% |
| FNR 2017-108 SA IO 05.6934 01/25/2048 | 0.08% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.08% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.08% |
| CAS 2020-R01 1M2 02.5066 01/25/2040 | 0.08% |
| FNR 2015-66 AS IO 05.7934 09/25/2045 | 0.08% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.08% |
| COMM 2014-CR19 D 144A 04.7046 08/10/2047 | 0.08% |
| GNR 2014-131 BS IO 05.7694 09/16/2044 | 0.08% |
| JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.08% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.08% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.08% |
| DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.08% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.08% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.08% |
| GNR 2019-123 SL IO 05.7014 10/20/2049 | 0.08% |
| GNR 2019-30 SH IO 05.6014 03/20/2049 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.08% |
| FNR 2019-59 SD IO 05.5934 10/25/2049 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| JPMCC 2012-C6 E 144A 05.2697 05/15/2045 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| WFCM 2020-C57 C 04.0235 08/15/2053 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| FORD MOTOR CREDIT CO LLC 02.9000 02/10/2029 | 0.08% |
| MSC 2018-H3 XA 00.8233 07/15/2051 | 0.08% |
| STACR 2017-DNA3 B1 04.9066 03/25/2030 | 0.08% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.08% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.08% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.07% |
| BPCE SA P/P 144A 03.6480 01/14/2037 | 0.07% |
| FHR 4461 SB IO 05.8034 04/15/2045 | 0.07% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.07% |
| MCLO 2019-1A AANR 144A 01.5613 04/15/2032 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.07% |
| PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.07% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.07% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.07% |
| AUTONATION INC 02.4000 08/01/2031 | 0.07% |
| CFMT 2021-HB6 M3 03.7348 06/25/2036 | 0.07% |
| CWALT 2007-OA6 A1A 00.7366 06/25/2037 | 0.07% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.07% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.07% |
| GNR 2018-148 GS IO 05.6694 02/16/2046 | 0.07% |
| GNR 2019-108 S IO 05.6014 08/20/2049 | 0.07% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| FNR 2016-91 AS IO 05.6434 12/25/2046 | 0.07% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| ZAIS 2019-13A A1A 144A 01.7313 07/15/2032 | 0.07% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.07% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.07% |
| AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| WFRBS 2012-C7 D 144A 04.7787 06/15/2045 | 0.06% |
| WORKDAY INC 03.7000 04/01/2029 | 0.06% |
| EMIR 2018-1 M1 01.8869 11/25/2028 | 0.06% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.06% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.06% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.06% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| MSC 2016-UB12 XA IO 00.6554 12/15/2049 | 0.06% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.06% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| COMM 2013-CR6 D 144A 04.0871 03/10/2046 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.06% |
| FHR 4596 CS IO 05.7034 06/15/2046 | 0.06% |
| ORACLE CORP 03.9500 03/25/2051 | 0.06% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.06% |
| CAS 2020-SBT1 2M2 04.1066 02/25/2040 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.06% |
| GNR 2019-83 JS IO 05.6514 07/20/2049 | 0.06% |
| STACR 2020-HQA1 M2 02.3566 01/25/2050 | 0.06% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.06% |
| CAS 2019-R02 1B1 04.6066 08/25/2031 | 0.06% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| STACR 2017-HQA2 M2B 03.1066 12/25/2029 | 0.06% |
| 1.465 R ISWP US0003M P 03/01/2052 | 0.06% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.06% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| WAMU 2005-AR17 A1B2 01.2766 12/25/2045 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.06% |
| FNR 2014-87 MS IO 05.7934 01/25/2045 | 0.06% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% |
| WEYERHAEUSER CO 03.3750 03/09/2033 | 0.06% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| FNR 2018-29 S IO 05.7434 05/25/2048 | 0.06% |
| GNR 2010-31 SA IO 05.3014 03/20/2040 | 0.06% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| STACR 2020-DNA2 M2 02.3066 02/25/2050 | 0.06% |
| TRK 2019-2 A2 04.2128 09/25/2022 | 0.06% |
| GNR 2012-149 GS IO 05.7514 12/20/2042 | 0.05% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.05% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.05% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.05% |
| COMM 2012-CR1 D 144A 05.5770 05/15/2045 | 0.05% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNR 2014-H11 GI IO 01.4907 06/20/2064 | 0.05% |
| GNR 2016-H23 NI IO 02.0966 10/20/2066 | 0.05% |
| GNR 2020-H02 GI IO 02.0499 01/20/2070 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| BMIR 2020-2A M1C 144A 04.4566 08/26/2030 | 0.05% |
| CAS 2019-HRP1 M2 02.6066 11/25/2039 | 0.05% |
| COMM 2013-CR13 E 144A 04.8805 11/10/2046 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.05% |
| JPMORGAN CHASE & CO 02.0830 04/22/2026 | 0.05% |
| MSBAM 2013-C10 E 144A 04.0749 07/15/2046 | 0.05% |
| CAS 2020-R02 2M2 02.4566 01/25/2040 | 0.05% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.05% |
| STACR 2014-DN2 M3 04.0566 04/25/2024 | 0.05% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.05% |
| BMIR 2020-2A B1 144A 08.9566 08/26/2030 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| GNR 2010-9 YD IO 06.3694 01/16/2040 | 0.05% |
| GNR 2015-H12 GI IO 01.7922 05/20/2065 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| WFRBS 2011-C4 E 144A 04.8879 06/15/2044 | 0.05% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.05% |
| CAS 2017-C03 1M2 03.4566 10/25/2029 | 0.05% |
| GNR 2014-H07 BI IO 01.4696 05/20/2064 | 0.05% |
| STACR 2018-DNA3 B1 04.3566 09/25/2048 | 0.05% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.05% |
| TREASURY BILL 00.0000 06/16/2022 | 0.05% |
| G2 BJ5495 | 0.05% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.05% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.05% |
| GNR 2019-44 SA IO 05.6014 04/20/2049 | 0.05% |
| SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.04% |
| EMIR 2018-1 M2 03.1869 11/25/2028 | 0.04% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.04% |
| GNR 2019-65 BS IO 05.6514 05/20/2049 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.04% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.04% |
| GNR 2015-H10 CI IO 01.8038 04/20/2065 | 0.04% |
| GNR 2018-155 SE IO 05.6514 11/20/2048 | 0.04% |
| GSMBS 2020-RPL1 M2 03.8102 07/25/2059 | 0.04% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.04% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.04% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.04% |
| GNR 2016-H11 HI IO 02.0989 01/20/2066 | 0.04% |
| TPMT 2015-6 M1 03.7500 04/25/2055 | 0.04% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.04% |
| WFCM 2014-LC16 XA IO 01.0995 08/15/2050 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2052 | 0.04% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.04% |
| GNR 2019-H14 IB IO 02.0586 08/20/2069 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| WAMU 2005-AR13 A1B2 01.3166 10/25/2045 | 0.04% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.04% |
| FHR 4912 PS IO 05.5934 09/25/2049 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.04% |
| GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.04% |
| JPMCC 2011-C3 D 144A 05.5249 02/15/2046 | 0.04% |
| STACR 2017-HQA3 B1 04.9066 04/25/2030 | 0.04% |
| CGCMT 2014-GC19 X IO 01.1180 03/10/2047 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% |
| GNR 2015-H12 AI IO 01.8581 05/20/2065 | 0.04% |
| GNR 2018-H05 AI IO 02.2613 02/20/2068 | 0.04% |
| STACR 2020-HQA3 M2 04.0566 07/25/2050 | 0.04% |
| COMM 2014-LC15 XA IO 01.0600 04/10/2047 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.04% |
| MSC 2012-C4 E 144A 05.4667 03/15/2045 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.04% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.04% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.04% |
| GNR 2015-H12 EI IO 01.7057 04/20/2065 | 0.04% |
| GNR 2016-H02 HI IO 01.5385 01/20/2066 | 0.04% |
| GNR 2019-125 SG IO 05.6014 10/20/2049 | 0.04% |
| GNR 2019-H02 DI IO 02.0916 11/20/2068 | 0.04% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| FNR 2018-1 MS IO 05.6934 02/25/2048 | 0.03% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H16 XI IO 01.8658 07/20/2065 | 0.03% |
| GNR 2015-H20 AI IO 01.8264 08/20/2065 | 0.03% |
| GNR 2019-21 SJ IO 05.6014 02/20/2049 | 0.03% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.03% |
| WFRBS 2012-C10 E 144A 04.4119 12/15/2045 | 0.03% |
| FHR 4077 HS IO 05.7034 07/15/2042 | 0.03% |
| FHR 4839 AS IO 05.6534 06/15/2042 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H09 BI IO 01.6743 03/20/2065 | 0.03% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.03% |
| STACR 2019-FTR2 M2 02.6066 11/25/2048 | 0.03% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.03% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.03% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.03% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | 0.03% |
| CAS 2022-R02 2M2 03.0990 01/25/2042 | 0.03% |
| GNR 2017-H23 BI IO 01.8824 11/20/2067 | 0.03% |
| MSC 2016-BNK2 XA IO 00.9679 11/15/2049 | 0.03% |
| TMIR 2021-1 M1B 144A 03.4566 08/25/2033 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.03% |
| GNMA GII30 AI2340 04.4960 05/20/2065 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H15 JI IO 01.9531 06/20/2065 | 0.03% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.03% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.03% |
| COMM 2014-UBS6 XA IO 00.8580 12/10/2047 | 0.03% |
| GNMA GII30 AY4779 04.4990 03/20/2067 | 0.03% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.03% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.03% |
| MSBAM 2015-C26 XA IO 00.9799 10/15/2048 | 0.03% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.03% |
| PT PERTAMINA (PERSERO) REGS 02.3000 02/09/2031 | 0.03% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.03% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.03% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.03% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.03% |
| CCMFC 2004-3A A2 00.7566 08/25/2035 | 0.03% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNR 2018-H02 EI IO 02.1234 01/20/2068 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.03% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.03% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.03% |
| WFRBS 2012-C10 D 144A 04.4119 12/15/2045 | 0.03% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.03% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.03% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.03% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.03% |
| GNR 2015-H25 AI IO 01.6116 09/20/2065 | 0.03% |
| GNR 2017-H14 EI IO 01.5722 06/20/2067 | 0.03% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| FHR 5170 IC IO 04.5000 08/25/2050 | 0.03% |
| GNR 2015-H25 CI IO 01.7236 10/20/2065 | 0.03% |
| GSMS 2014-GC22 XA IO 00.9421 06/10/2047 | 0.03% |
| STACR 2019-DNA2 B1 04.8066 03/25/2049 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.02% |
| FHR 5168 CI IO 04.0000 11/25/2051 | 0.02% |
| FNR 2021-84 KI IO 03.0000 12/25/2051 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GNR 2015-H04 AI IO 01.5453 12/20/2064 | 0.02% |
| GNR 2015-H26 DI IO 01.7066 10/20/2065 | 0.02% |
| GNR 2017-H12 QI IO 02.2510 05/20/2067 | 0.02% |
| GNR 2018-91 SJ IO 05.8014 07/20/2048 | 0.02% |
| GNR 2019-78 SJ IO 05.6014 06/20/2049 | 0.02% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.02% |
| CAS 2017-C05 1B1 04.0566 01/25/2030 | 0.02% |
| COMM 2013-LC13 D 144A 05.2621 08/10/2046 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GNR 2015-H28 DI IO 01.5599 08/20/2065 | 0.02% |
| GNR 2016-H24 JI IO 01.9791 11/20/2066 | 0.02% |
| JPMCC 2011-C3 F 144A 05.5249 02/15/2046 | 0.02% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.02% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| COMM 2015-CR23 XA IO 00.8789 05/10/2048 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| GNR 2019-121 SD IO 05.5514 10/20/2049 | 0.02% |
| MSBAM 2013-C12 XA IO 00.5748 10/15/2046 | 0.02% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.02% |
| WFRBS 2014-C23 XA IO 00.5606 10/15/2057 | 0.02% |
| CGMS C17A A1AR 144A 01.3290 04/30/2031 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| JPMCC 2012-LC9 D 144A 04.3639 12/15/2047 | 0.02% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.02% |
| FNR 2017-33 LS IO 05.6434 05/25/2039 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BA7681 04.6500 06/20/2067 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNR 2017-H10 MI IO 01.8325 04/20/2067 | 0.02% |
| HMIR 2018-1 M1 144A 02.0566 10/25/2028 | 0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.02% |
| CAS 2017-C06 2M2 03.2566 02/25/2030 | 0.02% |
| CAS 2018-C01 1M2 02.7066 07/25/2030 | 0.02% |
| FHR 5184 IO IO 04.0000 01/25/2052 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNR 2010-H19 GI IO 01.4034 08/20/2060 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.02% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| GNR 2016-H04 KI IO 01.6228 02/20/2066 | 0.02% |
| MSBAM 2013-C10 F 144A 04.0749 07/15/2046 | 0.02% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% |
| BIOGEN INC 02.2500 05/01/2030 | 0.02% |
| CAS 2017-C01 1M2C 04.0066 07/25/2029 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| COMM 2014-UBS4 XA IO 01.0937 08/10/2047 | 0.02% |
| COMM 2014-UBS6 C 04.4436 12/10/2047 | 0.02% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.02% |
| FHR 3408 EK 24.1974 04/15/2037 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FN BF0091 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2017-H08 NI IO 02.3302 03/20/2067 | 0.02% |
| GSMS 2014-GC18 XA IO 01.0679 01/10/2047 | 0.02% |
| MSBAM 2012-C5 E 144A 04.6237 08/15/2045 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| TAPESTRY INC 03.0500 03/15/2032 | 0.02% |
| TORONTO-DOMINION BANK USD 01.1500 06/12/2025 | 0.02% |
| WAMU 2005-AR17 A1B3 01.1566 12/25/2045 | 0.02% |
| AT&T INC 04.2500 03/01/2027 | 0.02% |
| AT&T INC 04.5000 03/09/2048 | 0.02% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.02% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| CHOICE HOTELS INTL INC 03.7000 01/15/2031 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| COX COMM INC P/P 144A 02.6000 06/15/2031 | 0.02% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.02% |
| DEVON ENERGY CORPORATION 05.2500 09/15/2024 | 0.02% |
| ENERGY TRANSFER LP 04.9500 06/15/2028 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.02% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| GENERAL MOTORS FINL CO 02.7500 06/20/2025 | 0.02% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4721 02/10/2046 | 0.02% |
| INTERNATIONAL PAPER COMPANY 05.0000 09/15/2035 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.02% |
| NETFLIX INC 04.8750 04/15/2028 | 0.02% |
| ORACLE CORP 02.8750 03/25/2031 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.02% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| TECK RESOURCES LIMITED USD 06.0000 08/15/2040 | 0.02% |
| TOPBUILD CORP P/P 144A 03.6250 03/15/2029 | 0.02% |
| VMWARE INC 01.4000 08/15/2026 | 0.02% |
| ABBVIE INC 03.8000 03/15/2025 | 0.02% |
| AERCAP IRELAND CAP/GLOBA USD 03.4000 10/29/2033 | 0.02% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.02% |
| AUTONATION INC 04.7500 06/01/2030 | 0.02% |
| BROADCOM INC 04.7500 04/15/2029 | 0.02% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.02% |
| CVS HEALTH CORP 03.8750 07/20/2025 | 0.02% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.02% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.02% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.02% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| FNR 2018-94 SA IO 05.6434 01/25/2049 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2016-H27 BI IO 02.3271 12/20/2066 | 0.02% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.02% |
| HUMANA INC 02.1500 02/03/2032 | 0.02% |
| HYATT HOTELS CORP 05.7500 04/23/2030 | 0.02% |
| JPMBB 2014-C25 XA IO 00.8249 11/15/2047 | 0.02% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.02% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.02% |
| ONEOK INC 06.3500 01/15/2031 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| QVC INC 04.3750 09/01/2028 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.02% |
| SWPTN 5YX30Y R 1.71 USD 12/14/2026 GS | 0.02% |
| TJX COS INC 03.8750 04/15/2030 | 0.02% |
| UNIVERSAL HEALTH SER P/P 144A 02.6500 10/15/2030 | 0.02% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.02% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.02% |
| WFRBS 2014-C22 XA IO 00.7906 09/15/2057 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.02% |
| CAS 2017-C02 2B1 05.9566 09/25/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.5000 06/01/2041 | 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% |
| COMM 2014-CR17 XA IO 00.9572 05/10/2047 | 0.02% |
| DEUTSCHE BANK NY 02.1290 11/24/2026 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.02% |
| S&P GLOBAL INC P/P 144A 02.4500 03/01/2027 | 0.02% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.02% |
| T-MOBILE USA INC 03.0000 02/15/2041 | 0.02% |
| UNITEDHEALTH GROUP INC 00.5500 05/15/2024 | 0.02% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.02% |
| WAMU 2005-AR2 2A1B 01.1966 01/25/2045 | 0.02% |
| BANK OF MONTREAL USD 01.8500 05/01/2025 | 0.01% |
| BBCMS 2019-C5 D 144A 02.5000 11/15/2052 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FHR 3852 NT 05.6034 05/15/2041 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.01% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNMA GII30 AW8447 04.3300 05/20/2067 | 0.01% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| JPMCC 2013-C16 XA IO 00.8585 12/15/2046 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| NATWEST GROUP PLC USD 06.0000 12/19/2023 | 0.01% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.01% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | 0.01% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.01% |
| WFRBS 2013-C14 XA IO 00.6579 06/15/2046 | 0.01% |
| CAS 2019-R03 1M2 02.6066 09/25/2031 | 0.01% |
| CGCMT 2013-GC17 X IO 01.0010 11/10/2046 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| COMM 2014-CR19 XA IO 00.9507 08/10/2047 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.01% |
| SWPTN SOFR 10YX10Y R 1.6125 USD 12/15/2031 BA | 0.01% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.01% |
| CFCRE 2011-C2 D 144A 05.1240 12/15/2047 | 0.01% |
| CHARTER COMM OPT LLC/CAP 05.0500 03/30/2029 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-CR18 XA IO 00.9924 07/15/2047 | 0.01% |
| DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.01% |
| DOMINION ENERGY INC 04.6500 12/15/2024 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-H01 CI IO 01.5784 12/20/2064 | 0.01% |
| GNR 2015-H17 CI IO 01.5666 06/20/2065 | 0.01% |
| GNR 2019-99 KS IO 05.6014 08/20/2049 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMCC 2013-C10 XA IO 00.9265 12/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2263 04/15/2046 | 0.01% |
| MICROSOFT CORP 02.3750 05/01/2023 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| STACR 2016-HQA1 M3 06.8066 09/25/2028 | 0.01% |
| WALT DISNEY COMPANY/THE 03.3500 03/24/2025 | 0.01% |
| AMERICAN INTL GROUP 02.5000 06/30/2025 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| AT&T INC 01.6500 02/01/2028 | 0.01% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.01% |
| CAS 2019-R01 2M2 02.9066 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 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 JP | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHR 3065 DC 18.6703 03/15/2035 | 0.01% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.01% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.01% |
| CAS 2017-C07 1EB2 01.4566 05/25/2030 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 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-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.01% |
| COMM 2013-LC13 XA IO 00.9933 08/10/2046 | 0.01% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.01% |
| ELMW8 2021-1A B1 144A 01.8040 01/20/2034 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.9500 02/15/2027 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2005-106 JC 18.7083 12/25/2035 | 0.01% |
| FNR 2006-62 PS 37.1606 07/25/2036 | 0.01% |
| FNR 2011-4 CS 11.9869 05/25/2040 | 0.01% |
| GLOBAL PAYMENTS INC 01.2000 03/01/2026 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| GSMS 2013-GC12 XA IO 01.3897 06/10/2046 | 0.01% |
| INTERCONTINENTALEXCHANGE 03.7500 12/01/2025 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.01% |
| MSBAM 2015-C21 C 04.1319 03/15/2048 | 0.01% |
| PARAMOUNT GLOBAL 04.7500 05/15/2025 | 0.01% |
| REPUBLIC OF PANAMA 03.2980 01/19/2033 | 0.01% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.01% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.01% |
| 2.288 R ISWP SOFR P 03/31/2027 | 0.01% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.01% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.01% |
| ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 04.4000 05/19/2026 | 0.01% |
| BLUEM 2021-32A A 144A 01.4113 10/15/2034 | 0.01% |
| CEDF 2021-14A B 144A 01.8413 07/15/2033 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 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 CG | 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 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CONTINENTAL RESOURCE P/P 144A 02.2680 11/15/2026 | 0.01% |
| DISCOVERY COMMUNICATIONS 04.9000 03/11/2026 | 0.01% |
| EQUINIX INC 01.0000 09/15/2025 | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| GNMA GII30 AO7326 04.6610 09/20/2065 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| IHEARTCOMMUNICAT P/P 144A 05.2500 08/15/2027 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.01% |
| MSBAM 2013-C11 D 144A 04.3517 08/15/2046 | 0.01% |
| NCC 2020-1A A1R 144A 01.5104 01/15/2035 | 0.01% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.01% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.01% |
| SALESFORCE INC 00.6250 07/15/2024 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STACR 2017-DNA2 M2 03.9066 10/25/2029 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| WRKCO INC 03.7500 03/15/2025 | 0.01% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.01% |
| AUTONATION INC 04.5000 10/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 04.0500 04/15/2025 | 0.01% |
| BNP PARIBAS P/P 144A 07.3750 08/19/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-LC17 XA IO 00.7015 10/10/2047 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 04.5000 12/09/2025 | 0.01% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ORACLE CORP 02.5000 04/01/2025 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.01% |
| STACR 2016-HQA2 M3 05.6066 11/25/2028 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.01% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.01% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TAMKO BUILDING PRODUCT L+300 03.5219 05/03/2026 | 0.01% |
| TRANSDIGM INC TLF L+225 02.7074 12/09/2025 | 0.01% |
| WESTLAKE CORP 00.8750 08/15/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| 2.3365 R ISWP SOFR P 03/31/2027 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| CAS 2019-R06 2M2 02.5566 09/25/2039 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.01% |
| DANSKE BANK A/S P/P 144A 03.2440 12/20/2025 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNR 2006-8 HP 22.8926 03/25/2036 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| FORD MOTOR CREDIT CO LLC 03.6640 09/08/2024 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GNMA GII30 AH1076 04.6600 05/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| MASSMUTUAL GLBL FUND P/P 144A 02.7500 06/22/2024 | 0.01% |
| MSBAM 2013-C7 XA IO 01.2703 02/15/2046 | 0.01% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.01% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.01% |
| REPUBLIC OF PARAGUAY P/P 144A 03.8490 06/28/2033 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.2500 04/14/2025 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.01% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.01% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.01% |
| SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.01% |
| SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.01% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.01% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.01% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.01% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.01% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.01% |
| CAS 2018-C06 1M2 02.4566 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 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-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| 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% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.01% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.01% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.01% |
| STACR 2016-DNA3 M3 05.4566 12/25/2028 | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | 0.01% |
| SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.00% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.00% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.00% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| JPMCC 2012-LC9 XA IO 01.3897 12/15/2047 | 0.00% |
| STACR 2015-DNA3 M3 05.1566 04/25/2028 | 0.00% |
| STACR 2020-HQA4 M2 03.6066 09/25/2050 | 0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5717 12/10/2045 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.4789 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 01.8516 11/15/2045 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| AMWINS TLB L+225 03.0000 02/19/2028 | 0.00% |
| ASURION CORP TLB9 L+325 03.7074 07/31/2027 | 0.00% |
| CABLEVISION SYSTEMS TL L+225 02.6466 07/17/2025 | 0.00% |
| CALPINE CONS FIN TL L+200 02.4574 01/15/2025 | 0.00% |
| CAS 2016-C02 1M2 06.4566 09/25/2028 | 0.00% |
| CAS 2017-C01 1EB1 01.7066 07/25/2029 | 0.00% |
| CAS 2017-C02 2ED3 01.8066 09/25/2029 | 0.00% |
| CAS 2018-R07 1M2 02.8566 04/25/2031 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COMMSCOPE TLB2 L+325 03.7074 02/07/2026 | 0.00% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.00% |
| ELMW5 2020-2A BR 144A 01.9040 10/20/2034 | 0.00% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.00% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.00% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.00% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.00% |
| GNR 2013-129 SN IO 05.7014 09/20/2043 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2020-15 CS IO 05.6014 02/20/2050 | 0.00% |
| GRIFOLS TLB L+200 02.4574 11/15/2027 | 0.00% |
| HD SUPPLY WATERWORKS L L+250 02.9471 06/10/2028 | 0.00% |
| HOWMET AEROSPACE INC. 05.9000 02/01/2027 | 0.00% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% |
| MESSER INDUST TLB L+250 03.5060 03/01/2026 | 0.00% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.00% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.00% |
| QVC INC 04.8500 04/01/2024 | 0.00% |
| SPECTRUM BRANDS 1L TLB L+200 02.5000 03/03/2028 | 0.00% |
| SS&C TECH TLB5 L+175 01.8425 04/16/2025 | 0.00% |
| SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 0.00% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.00% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.00% |
| VALEANT PHARMACEUTICAL L+300 03.4574 05/17/2025 | 0.00% |
| VERTIV TLB L+275 02.9914 03/02/2027 | 0.00% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.00% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC. P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.00% |
| CAS 2016-C03 1M2 05.7566 10/25/2028 | 0.00% |
| CENTENE CORP 04.6250 12/15/2029 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.00% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.00% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHR 2990 LB 15.9321 06/15/2034 | 0.00% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FORD MOTOR COMPANY 06.6250 10/01/2028 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0. |