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. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect 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, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are 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 have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, 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 R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns 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 sub-sector allocations and macro strategies also serving as potential alpha generators.
Fund price
| Net asset value (yesterday’s close) |
$7.45 0.00% | $0.00 |
| 52-week high | $7.65 (03/06/20) |
| 52-week low | $6.85 (03/19/20) |
Yield
| Distribution rate before sales charge as of 07/07/20 |
2.58% |
|---|---|
| Distribution rate after sales charge as of 07/07/20 |
2.58% |
| 30-day SEC yield with subsidy as of 06/30/20 |
2.02% |
| 30-day SEC yield without subsidy as of 06/30/20 |
1.91% |
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)
7.29%
Average 5-year annualized return
Fund facts as of 06/30/20
Total net assets
$3,635.33M
$3,635.33M
Turnover (fiscal year end)
820%
820%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1585
1585
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
Co-Head of Fixed Income
Portfolio Manager
Portfolio Manager
Literature
Fund documents |
|
| Fact Sheet (A share) (PDF) | |
| Fact Sheet (Y share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Two flexible income strategies that invest outside the index (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Quarterly commentary (PDF) | |
| Alternating bond market leadership (PDF) | |
Performance
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 7.15% | 5.87% | 4.27% | 4.80% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 8.74% | 5.32% | 4.30% | 3.82% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/20 | 1.72% | - | |
| YTD as of 07/07/20 | 3.83% | - | |
Yield
| Distribution rate before sales charge as of 07/07/20 |
2.58% |
|---|---|
| Distribution rate after sales charge as of 07/07/20 |
2.58% |
| 30-day SEC yield with subsidy as of 06/30/20 |
2.02% |
| 30-day SEC yield without subsidy as of 06/30/20 |
1.91% |
Risk-adjusted performance as of 05/31/20
| Sharpe ratio (3 yrs.) | 0.89 |
|---|---|
| Information ratio (3 yrs.) | 0.10 |
Volatility as of 05/31/20
| Standard deviation (3 yrs.) | 4.12% |
|---|---|
| Beta | 1.00 |
| R-squared | 0.62 |
Lipper rankings as of 05/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 402/516 | 78% |
| 3 yrs. | 35/471 | 8% |
| 5 yrs. | 152/408 | 38% |
| 10 yrs. | 16/298 | 6% |
Morningstar Ratings™ as of 05/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 536 | |
| 3 yrs. | 536 | |
| 5 yrs. | 454 | |
| 10 yrs. | 333 |
Distributions
| Record/Ex dividend date | 06/23/20 |
|---|---|
| Payable date | 06/25/20 |
| Income | $0.016 |
| 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.
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | 5.54% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | 2.98% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 2.94% |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | 2.63% |
| Gnma Gii30 Tba 04.0000 06/01/2050 | 1.07% |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | 0.90% |
| Verizon Comm 04.3290 09/21/2028 | 0.87% |
| Gnma Gii30 Tba 03.5000 06/01/2050 | 0.80% |
| Gnr 2019-158 Pi Io 03.5000 12/20/2049 | 0.67% |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2050 | 0.66% |
| Top 10 holdings, percent of portfolio | 19.06% |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Gnma Gii30 Tba 04.0000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Gnma Gii30 Tba 03.5000 06/01/2050 | |
| Gnr 2019-158 Pi Io 03.5000 12/20/2049 | |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2050 | |
| Holdings represent 19.06% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2050 | |
| Gnma Gii30 Tba 03.5000 05/01/2050 | |
| Gnma Gii30 Tba 04.0000 05/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2050 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Holdings represent 19.15% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 04/01/2050 | |
| Gnma Gii30 Tba 03.5000 04/01/2050 | |
| Gnma Gii30 Tba 04.0000 04/01/2050 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 04/01/2050 | |
| Comcast Corp 03.4500 02/01/2050 | |
| Gnr 2019-158 Pi Io 03.5000 12/20/2049 | |
| Morgan Stanley 04.3500 09/08/2026 | |
| Holdings represent 23.34% of portfolio | |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | |
| Gnma Gii30 Tba 03.5000 03/01/2050 | |
| Gnma Gii30 Tba 04.0000 03/01/2050 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Gnr 2019-158 Pi Io 03.5000 12/20/2049 | |
| Fnma Fn30 Tba Umbs 04.5000 03/01/2050 | |
| Comcast Corp 03.4500 02/01/2050 | |
| Holdings represent 30.51% of portfolio | |
| US 5YR NOTE (CBT) SEP20 FVU0 | 8.89% |
|---|---|
| US 10YR NOTE (CBT)SEP20 TYU0 | 8.71% |
| US ULTRA BOND CBT SEP20 WNU0 | 6.25% |
| REPO TRIPA TREAS 0.05 06/01/2020 | 5.59% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 5.54% |
| REPO TRIPA MORTG 0.07 06/01/2020 | 3.81% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | 2.98% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 2.94% |
| US 10YR ULTRA FUT SEP20 UXYU0 | 2.88% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 2.55% |
| US LONG BOND(CBT) SEP20 USU0 | 1.33% |
| GNMA GII30 TBA 03.5000 06/01/2050 | 1.30% |
| TREASURY BILL 00.0000 08/06/2020 | 1.11% |
| GNMA GII30 TBA 04.0000 06/01/2050 | 1.07% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 0.90% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.89% |
| VERIZON COMM 04.3290 09/21/2028 | 0.86% |
| CASH MGMT BILL 00.0000 09/29/2020 | 0.84% |
| FED HOME LN DISCOUNT NT 313384A33 GDC 07/31/2020 | 0.84% |
| FREDDIE MAC DISCOUNT NOTES 313396C68 GDC 08/19/2020 | 0.75% |
| FED HOME LN DISCOUNT NT 313384F38 GDC 09/09/2020 | 0.75% |
| TREASURY BILL 00.0000 09/24/2020 | 0.75% |
| TREASURY BILL 00.0000 06/04/2020 | 0.70% |
| TREASURY BILL 00.0000 06/25/2020 | 0.70% |
| TREASURY BILL 00.0000 07/14/2020 | 0.70% |
| CASH MGMT BILL 00.0000 08/18/2020 | 0.70% |
| TREASURY BILL 00.0000 07/21/2020 | 0.70% |
| TREASURY BILL 00.0000 07/23/2020 | 0.70% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2050 | 0.66% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.66% |
| CASH MGMT BILL 00.0000 08/25/2020 | 0.62% |
| CASH MGMT BILL 00.0000 10/06/2020 | 0.61% |
| CASH MGMT BILL 00.0000 10/13/2020 | 0.61% |
| FEDERAL FARM CREDIT BANKS FUN 313312ZH6 GDC 07/13/2020 | 0.61% |
| COMCAST CORP 03.4500 02/01/2050 | 0.60% |
| SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.58% |
| FED HOME LN DISCOUNT NT 313384B99 GDC 08/14/2020 | 0.56% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.56% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.53% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.52% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.52% |
| GNR 2020-18 GS IO 05.8793 02/20/2050 | 0.51% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.51% |
| SOCIETE GENERALE SA 83369BFJ0 DCP 06/18/2020 | 0.50% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.50% |
| GNR 2020-11 SY IO 05.9293 01/20/2050 | 0.48% |
| COLLATERALIZED COMMERCIAL PAP 19423JFC6 DCP 06/12/2020 | 0.45% |
| CHARIOT FUNDING LLC 15963TF12 DCP 06/01/2020 | 0.43% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.42% |
| ATLANTIC ASSET SECURITIZATION 04821TJF3 DCP 09/15/2020 | 0.42% |
| BARCLAYS BANK PLC CCP 06742VLW9 DCP 07/21/2020 | 0.42% |
| BPCE SA 05571BF16 DCP 06/01/2020 | 0.42% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.42% |
| CHARTA LLC 16115VH51 DCP 08/05/2020 | 0.42% |
| MANHATTAN ASSET FUNDING CO LL 56274LF58 DCP 06/05/2020 | 0.42% |
| MATCHPOINT FINANCE PLC 57666AG71 DCP 07/07/2020 | 0.42% |
| MIZUHO BANK LTD/NEW YORK NY 60689FHQ4 DCP 08/24/2020 | 0.42% |
| NRW BANK 62939LH77 DCP 08/07/2020 | 0.42% |
| VICTORY RECEIVABLES CORP 92646KHL9 DCP 08/20/2020 | 0.42% |
| TREASURY BILL 00.0000 08/20/2020 | 0.41% |
| STACR 2019-DNA2 M2 02.6183 03/25/2049 | 0.41% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.40% |
| REGENCY MARKETS NO. 1 LLC 7588R0F93 DCP 06/09/2020 | 0.39% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.38% |
| AT&T INC 04.3500 03/01/2029 | 0.37% |
| CAFCO LLC 1247P2H64 DCP 08/06/2020 | 0.36% |
| LIBERTY STREET FUNDING LLC 53127THM8 DCP 08/21/2020 | 0.36% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.36% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.36% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.35% |
| REGENCY MARKETS NO. 1 LLC 7588R0F44 DCP 06/04/2020 | 0.35% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.35% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.34% |
| WFCM 2019-C50 XA IO 01.4229 05/15/2052 | 0.34% |
| TREASURY BILL 00.0000 09/10/2020 | 0.33% |
| TREASURY BILL 00.0000 09/03/2020 | 0.33% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.32% |
| ING US FUNDING LLC 4497W0G69 DCP 07/06/2020 | 0.31% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.31% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.31% |
| STACR 2019-DNA3 M2 02.2183 07/25/2049 | 0.30% |
| UBSBB 2012-C3 C P/P 144A 05.0303 08/10/2049 | 0.30% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.30% |
| MCAS 2019-01 M10 P/P 144A 03.4183 10/15/2049 | 0.30% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.30% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.30% |
| SPST 2019-7 A 00.8683 09/24/2020 | 0.30% |
| TREASURY BILL 00.0000 07/02/2020 | 0.30% |
| STACR 2016-HQA1 M3 06.5183 09/25/2028 | 0.30% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.29% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.29% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.29% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.29% |
| AT&T INC 04.3000 02/15/2030 | 0.29% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.28% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.28% |
| PRUDENTIAL PLC 7443M2H74 DCP 08/07/2020 | 0.28% |
| BOEING CO 04.8750 05/01/2025 | 0.27% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.27% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.27% |
| BMIR 2017-1 M2 P/P 144A 03.5183 10/25/2027 | 0.27% |
| MSC 2011-C1 D P/P 144A 05.5009 09/15/2047 | 0.27% |
| CAS 2016-C03 1M2 05.4683 10/25/2028 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| EQUINIX INC 03.2000 11/18/2029 | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.26% |
| FNR 2018-44 SA IO 06.0318 06/25/2048 | 0.26% |
| GNR 2019-119 KS IO 05.8679 09/16/2049 | 0.25% |
| FNR 2019-57 LS IO 05.8318 10/25/2049 | 0.25% |
| SPST 2019-3 A 00.8683 06/24/2020 | 0.25% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.24% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.24% |
| FNR 2016-8 SA IO 05.8818 03/25/2046 | 0.24% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.24% |
| GNMA GII30 TBA 04.5000 06/01/2050 | 0.24% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.24% |
| GNR 2020-34 SQ | 0.23% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.23% |
| INTERNATIONAL BUSINESS MACHIN 45920FFR4 DCP 06/25/2020 | 0.23% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.23% |
| GNR 2018-168 KS IO 05.9793 12/20/2048 | 0.23% |
| COMCAST CORP 03.9990 11/01/2049 | 0.23% |
| CRC FUNDING LLC 12619TG81 DCP 07/08/2020 | 0.23% |
| CAS 2016-C02 1M2 06.1683 09/25/2028 | 0.22% |
| FED HOME LN DISCOUNT NT 313384C64 GDC 08/19/2020 | 0.22% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.22% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.22% |
| GNR 2020-32 GS IO 05.9293 03/20/2050 | 0.22% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.21% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.21% |
| STACR 2016-HQA2 M3 05.3183 11/25/2028 | 0.21% |
| STACR 2019-DNA1 B1 04.8183 01/25/2049 | 0.21% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.21% |
| CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.20% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| GNR 2019-20 SB IO 05.9293 02/20/2049 | 0.20% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.20% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.20% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.20% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.20% |
| GNR 2019-123 SL IO 05.9793 10/20/2049 | 0.20% |
| FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.20% |
| STACR 2018-DNA1 M2 01.9683 07/25/2030 | 0.20% |
| GNR 2019-83 SW IO 05.9293 07/20/2049 | 0.20% |
| FISERV INC 04.2000 10/01/2028 | 0.20% |
| NATIONWIDE BUILDING SOCIETY 6385E0G98 DCP 07/09/2020 | 0.20% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.19% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.19% |
| TREASURY BILL 00.0000 06/18/2020 | 0.19% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.19% |
| MRAFT 2020-2 A1 01.1700 05/30/2022 | 0.19% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.19% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.19% |
| ZOETIS INC 03.9000 08/20/2028 | 0.18% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.18% |
| CIGNA CORP 03.7500 07/15/2023 | 0.18% |
| GNR 2019-30 SH IO 05.8793 03/20/2049 | 0.18% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.18% |
| AT&T INC 04.1000 02/15/2028 | 0.18% |
| FNR 2019-3 SA IO 05.9318 02/25/2049 | 0.18% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.18% |
| FHR 4839 WS IO 05.9164 08/15/2056 | 0.18% |
| TREASURY BILL 00.0000 07/16/2020 | 0.18% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.17% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.17% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.17% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.17% |
| GNR 2019-83 JS IO 05.9293 07/20/2049 | 0.17% |
| WFRBS 2011-C4 C P/P 144A 05.2210 06/15/2044 | 0.17% |
| TREASURY BILL 00.0000 06/11/2020 | 0.16% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.16% |
| WAMU 2005-AR13 A1C4 00.5983 10/25/2045 | 0.16% |
| GNR 2019-108 S IO 05.8793 08/20/2049 | 0.16% |
| CAS 2017-C07 1EB2 01.1683 05/25/2030 | 0.16% |
| STACR 2016-HQA3 M3 04.0183 03/25/2029 | 0.16% |
| BANK 2018-BN13 XA 00.5113 08/15/2061 | 0.16% |
| ECOLAB INC 03.2500 12/01/2027 | 0.16% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.16% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% |
| FNR 2017-108 SA IO 05.9818 01/25/2048 | 0.16% |
| FHR 4738 QS IO 06.0164 12/15/2047 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.16% |
| FNR 2015-66 AS IO 06.0818 09/25/2045 | 0.16% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.16% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.15% |
| STACR 2018-DNA2 B1 03.8683 12/25/2030 | 0.15% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% |
| FNR 2019-59 SD IO 05.8818 10/25/2049 | 0.15% |
| STACR 2016-DNA2 M3 04.8183 10/25/2028 | 0.15% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.15% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.15% |
| CSAIL 2019-C17 XA IO 01.3680 09/15/2052 | 0.15% |
| DBUBS 2011-LC2A C P/P 144A 05.5297 07/10/2044 | 0.15% |
| STACR 2016-DNA3 M3 05.1683 12/25/2028 | 0.15% |
| GNR 2018-148 GS IO 05.9179 02/16/2046 | 0.15% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.15% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.15% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.14% |
| BMIR 2019-4A M1C P/P 144A 02.6683 10/25/2029 | 0.14% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.14% |
| STACR 2015-DNA3 M3 04.8683 04/25/2028 | 0.14% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.14% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.14% |
| BCAP 2015-RR5 2A2 02.9407 01/26/2046 | 0.14% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.14% |
| CAS 2020-R01 1M2 02.2183 01/25/2040 | 0.14% |
| FHMS K104 X1 IO 01.1271 01/25/2030 | 0.14% |
| JPMCC 2012-C8 C P/P 144A 04.6226 10/15/2045 | 0.14% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.14% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.14% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.14% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.14% |
| GSMS 2014-GC18 C 04.9888 01/10/2047 | 0.14% |
| STACR 2018-DNA2 M2 02.3183 12/25/2030 | 0.14% |
| UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.14% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.13% |
| FHR 4461 SB IO 06.0164 04/15/2045 | 0.13% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.13% |
| STACR 2018-HQA1 M2 02.4683 09/25/2030 | 0.13% |
| GNR 2010-31 SA IO 05.5793 03/20/2040 | 0.13% |
| CAS 2018-C05 1B1 04.4183 01/25/2031 | 0.13% |
| RMIR 2019-1 M2 P/P 144A 03.3683 02/25/2029 | 0.13% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.13% |
| FNR 2016-91 AS IO 05.9318 12/25/2046 | 0.13% |
| FNR 2018-29 S IO 06.0318 05/25/2048 | 0.13% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.13% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.13% |
| MSRR 2015-R4 CB1 01.3124 08/26/2047 | 0.13% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.13% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.13% |
| JPMBB 2013-C12 C 04.0998 07/15/2045 | 0.13% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.12% |
| CSMC 2016-NXSR XA IO 00.7711 12/15/2049 | 0.12% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.12% |
| GNR 2018-155 SE IO 05.9293 11/20/2048 | 0.12% |
| STACR 2020-HQA2 M2 03.8600 03/25/2050 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.12% |
| GNR 2014-131 BS IO 06.0179 09/16/2044 | 0.12% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.12% |
| MSBAM 2013-C10 E P/P 144A 04.0822 07/15/2046 | 0.12% |
| CAS 2018-C05 1M2 02.5183 01/25/2031 | 0.12% |
| PACIFICORP 02.7000 09/15/2030 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.12% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.12% |
| GNR 2016-H23 NI IO 02.8654 10/20/2066 | 0.12% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.12% |
| GNR 2020-H02 GI IO 02.6081 01/20/2070 | 0.12% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.12% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.12% |
| WFRBS 2012-C7 D P/P 144A 04.8119 06/15/2045 | 0.12% |
| FHR 4596 CS IO 05.9164 06/15/2046 | 0.12% |
| FNR 2014-87 MS IO 06.0818 01/25/2045 | 0.12% |
| GNR 2012-149 GS IO 06.0293 12/20/2042 | 0.12% |
| BF0101 03.5000 06/01/2056 | 0.11% |
| CAS 2017-C04 2M2 03.0183 11/25/2029 | 0.11% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.11% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.11% |
| COMM 2019-GC44 XA IO 00.6559 08/15/2057 | 0.11% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.11% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.11% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.11% |
| HCA INC 04.1250 06/15/2029 | 0.11% |
| STACR 2015-DN1 M3 04.3183 01/25/2025 | 0.11% |
| CAS 2020-SBT1 1M2 03.6500 02/25/2040 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.11% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| TPMT 2018-5 M1 P/P 144A 00.0000 07/25/2058 | 0.10% |
| CAS 2018-R07 1B1 MTGE 04.5183 04/25/2031 | 0.10% |
| GNR 2010-9 YD IO 06.6179 01/16/2040 | 0.10% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.10% |
| GNR 2019-44 SA IO 05.8793 04/20/2049 | 0.10% |
| MSC 2012-C4 C P/P 144A 05.4190 03/15/2045 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| JPMBB 2014-C25 D P/P 144A 03.9456 11/15/2047 | 0.10% |
| JPMCC 2011-C4 C P/P 144A 05.3431 07/15/2046 | 0.10% |
| JPMCC 2012-C6 E P/P 144A 05.1565 05/15/2045 | 0.10% |
| STACR 2014-DN4 M3 04.7183 10/25/2024 | 0.10% |
| STACR 2018-HQA2 M2 02.4683 10/25/2048 | 0.10% |
| FHR 4839 AS IO 05.8664 06/15/2042 | 0.10% |
| UBSCM 2012-C1 D P/P 144A 05.5691 05/10/2045 | 0.10% |
| WBCMT 2005-C21 E P/P 144A 05.0974 10/15/2044 | 0.10% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.10% |
| GNR 2019-21 SJ IO 05.8793 02/20/2049 | 0.10% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.10% |
| FISERV INC 03.5000 07/01/2029 | 0.10% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.10% |
| STACR 2017-HQA1 M2 03.7183 08/25/2029 | 0.10% |
| GNR 2016-H02 HI IO 01.9308 01/20/2066 | 0.10% |
| JPMBB 2013-C14 E P/P 144A 04.7018 08/15/2046 | 0.10% |
| FOX CORP 03.0500 04/07/2025 | 0.09% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.09% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.09% |
| GNR 2019-65 BS IO 05.9293 05/20/2049 | 0.09% |
| GNR 2019-H14 IB IO 02.6039 08/20/2069 | 0.09% |
| ZOETIS INC 02.0000 05/15/2030 | 0.09% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.09% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| BSCMS 2007-T26 AJ 05.4325 01/12/2045 | 0.09% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.09% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.09% |
| GNMA GII30 TBA 03.0000 06/01/2050 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| STACR 2020-DNA2 B1 02.6683 02/25/2050 | 0.09% |
| CAS 2017-C02 2ED3 01.5183 09/25/2029 | 0.09% |
| COMM 2012-CR1 C 05.3197 05/15/2045 | 0.09% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.09% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.09% |
| GNR 2018-H20 BI IO 02.6269 06/20/2068 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| MSC 2018-H4 XA 00.8627 12/15/2051 | 0.09% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.09% |
| BANK 2020-BN26 XA IO 01.3570 03/15/2063 | 0.09% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.09% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.09% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.09% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.09% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.08% |
| COMM 2014-CR17 D P/P 144A 04.8474 05/10/2047 | 0.08% |
| FHR 4912 PS IO 05.8664 09/25/2049 | 0.08% |
| CAS 2019-R04 2M2 02.2683 06/25/2039 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.08% |
| MSC 2018-H3 XA 00.8327 07/15/2051 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.7391 12/15/2047 | 0.08% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.08% |
| GNR 2014-H11 GI IO 01.6311 06/20/2064 | 0.08% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.08% |
| CSAIL 2015-C1 D P/P 144A 03.7695 04/15/2050 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.08% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% |
| FNR 2018-1 MS IO 05.9818 02/25/2048 | 0.08% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.08% |
| GNR 2019-H02 DI IO 02.7197 11/20/2068 | 0.08% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.08% |
| CAS 2017-C01 1EB1 01.4183 07/25/2029 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.07% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| MSC 2016-UB12 XA IO 00.7648 12/15/2049 | 0.07% |
| UBSCM 2012-C1 C P/P 144A 05.5691 05/10/2045 | 0.07% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| FHMS K100 X1 IO 00.6504 09/25/2029 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.07% |
| FHR 4077 HS IO 05.9164 07/15/2042 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.07% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.07% |
| CWALT 2007-OA6 A1A 00.3083 06/25/2037 | 0.07% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.07% |
| CAS 2019-R03 1M2 02.3183 09/25/2031 | 0.07% |
| COMM 2014-LC15 XA IO 01.0933 04/10/2047 | 0.07% |
| GNR 2015-H12 GI IO 01.9612 05/20/2065 | 0.07% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| GNR 2014-H07 BI IO 01.6240 05/20/2064 | 0.07% |
| GNR 2016-H11 HI IO 02.1037 01/20/2066 | 0.07% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| FOX CORP 04.0300 01/25/2024 | 0.07% |
| STACR 2020-DNA2 M2 02.0183 02/25/2050 | 0.07% |
| CGCMT 2014-GC19 X IO 01.1483 03/10/2047 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.07% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.06% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| GNR 2018-H05 AI IO 02.5348 02/20/2068 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| STACR 2014-DN2 M3 03.7683 04/25/2024 | 0.06% |
| WAMU 2005-AR17 A1B2 00.5783 12/25/2045 | 0.06% |
| CSAIL 2015-C1 C 04.2695 04/15/2050 | 0.06% |
| GNR 2017-H12 QI IO 01.5546 05/20/2067 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| WFCM 2014-LC16 XA IO 01.1058 08/15/2050 | 0.06% |
| CAS 2017-C07 1B1 04.1683 05/25/2030 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2050 | 0.06% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| STACR 2015-HQA2 M3 04.9683 05/25/2028 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| CAS 2017-C01 1B1 05.9183 07/25/2029 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| GNR 2015-H04 AI IO 02.0098 12/20/2064 | 0.06% |
| GNR 2019-78 SJ IO 05.8793 06/20/2049 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.06% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.06% |
| BMIR 2018-2A M1B P/P 144A 01.5183 08/25/2028 | 0.06% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.06% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.06% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.06% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.06% |
| FNR 2018-94 SA IO 05.9318 01/25/2049 | 0.06% |
| G2 BJ5495 | 0.06% |
| GNR 2018-91 SJ IO 06.0793 07/20/2048 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.06% |
| AON PLC USD 04.2500 12/12/2042 | 0.06% |
| CAS 2016-C06 1M2 04.4183 04/25/2029 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| GNR 2015-H09 BI IO 01.8517 03/20/2065 | 0.06% |
| GNR 2015-H16 XI IO 02.9630 07/20/2065 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.06% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.06% |
| GNR 2016-H04 KI IO 01.9391 02/20/2066 | 0.06% |
| GNR 2019-125 SG IO 05.8793 10/20/2049 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% |
| CAS 2019-R06 2M2 02.2683 09/25/2039 | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| CIT BANK NA 02.9690 09/27/2025 | 0.05% |
| GNR 2015-H10 CI IO 01.9651 04/20/2065 | 0.05% |
| GNR 2015-H20 AI IO 01.9869 08/20/2065 | 0.05% |
| GSMS 2013-GC10 XA IO 01.4963 02/10/2046 | 0.05% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.05% |
| CAS 2017-C06 1B1 04.3183 02/25/2030 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.3347 08/10/2044 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNR 2015-H25 CI IO 02.3247 10/20/2065 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% |
| UBSCM 2017-C7 XA IO 01.0520 12/15/2050 | 0.05% |
| CAS 2016-C05 2M2 04.6183 01/25/2029 | 0.05% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.05% |
| GNR 2015-H12 AI IO 02.0160 05/20/2065 | 0.05% |
| GNR 2015-H12 EI IO 01.8613 04/20/2065 | 0.05% |
| GNR 2017-H14 EI IO 01.3726 06/20/2067 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.3529 08/15/2046 | 0.05% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.05% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.05% |
| GNR 2017-H23 BI IO 02.0477 11/20/2067 | 0.05% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| GNR 2016-H24 JI IO 02.6801 11/20/2066 | 0.05% |
| GNR 2018-H02 EI IO 02.3756 01/20/2068 | 0.05% |
| MSBAM 2013-C11 D P/P 144A 04.3529 08/15/2046 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8890 11/15/2045 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.05% |
| MSBAM 2013-C12 XA IO 00.6006 10/15/2046 | 0.05% |
| STACR 2014-HQ2 M3 03.9183 09/25/2024 | 0.05% |
| STACR 2017-DNA1 M2 03.4183 07/25/2029 | 0.05% |
| WAMU 2005-AR13 A1B2 00.5983 10/25/2045 | 0.05% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.05% |
| CAS 2019-R05 1M2 02.1683 07/25/2039 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.05% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.05% |
| CAS 2016-C01 1M2 06.9183 08/25/2028 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.05% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.05% |
| GNR 2015-H26 DI IO 02.3190 10/20/2065 | 0.05% |
| SAIL 2004-10 A10 01.0683 11/25/2034 | 0.05% |
| CAS 2019-HRP1 M2 02.3183 11/25/2039 | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.05% |
| JPMCC 2011-C3 D P/P 144A 05.6641 02/15/2046 | 0.05% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.05% |
| WFRBS 2012-C10 E P/P 144A 04.4288 12/15/2045 | 0.05% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GNR 2015-H28 DI IO 01.7022 08/20/2065 | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| COMM 2014-UBS6 XA IO 00.8907 12/10/2047 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| GNR 2015-H15 JI IO 02.1253 06/20/2065 | 0.04% |
| GNR 2017-H10 MI IO 02.3212 04/20/2067 | 0.04% |
| MSBAM 2015-C26 XA IO 01.0247 10/15/2048 | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.04% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| WFRBS 2013-C14 XA IO 00.7238 06/15/2046 | 0.04% |
| 0.84292 R ISWP US0003M P 05/12/2050 | 0.04% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.04% |
| GNR 2015-H25 AI IO 01.7695 09/20/2065 | 0.04% |
| GSMS 2014-GC22 XA IO 00.9835 06/10/2047 | 0.04% |
| JPMCC 2011-C3 F P/P 144A 05.6641 02/15/2046 | 0.04% |
| JPMCC 2016-JP2 XA IO 01.7997 08/15/2049 | 0.04% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.04% |
| CAS 2019-R01 2M2 02.6183 07/25/2031 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| COMM 2014-CR17 C 04.7837 05/10/2047 | 0.04% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.04% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.04% |
| AES CORP/THE 05.1250 09/01/2027 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| COMM 2013-CR6 D P/P 144A 04.0911 03/10/2046 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.04% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.04% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| JPMCC 2013-C10 XA IO 00.9725 12/15/2047 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| VMWARE INC 03.9000 08/21/2027 | 0.04% |
| 0.781 R ISWP US0003M P 04/29/2050 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| APPLE INC 03.4500 05/06/2024 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| MSBAM 2013-C7 XA IO 01.3377 02/15/2046 | 0.04% |
| SWPTN 9MX2Y R 1.0925 USD 11/25/2020 GS | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.04% |
| COMM 2014-CR19 D P/P 144A 04.7302 08/10/2047 | 0.04% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.04% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.04% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.04% |
| GNR 2017-H08 NI IO 02.3950 03/20/2067 | 0.04% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| WFRBS 2014-C23 XA IO 00.5668 10/15/2057 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| CAS 2019-R02 1B1 04.3183 08/25/2031 | 0.04% |
| COMM 2014-CR17 XA IO 00.9718 05/10/2047 | 0.04% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.04% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.04% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.04% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.04% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% |
| MSC 2016-BNK2 XA IO 01.0635 11/15/2049 | 0.04% |
| SWPTN 6MX10Y R 1.29 USD 08/25/2020 MS | 0.04% |
| CAS 2020-SBT1 2M2 03.6500 02/25/2040 | 0.03% |
| CCMFC 2004-3A A2 00.4683 08/25/2035 | 0.03% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNR 2010-H19 GI IO 01.5745 08/20/2060 | 0.03% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.03% |
| STACR 2019-DNA4 B1 02.8683 10/25/2049 | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6174 12/10/2045 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| WFRBS 2012-C10 D P/P 144A 04.4288 12/15/2045 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5328 12/15/2045 | 0.03% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 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% |
| GNR 2016-H27 BI IO 02.5120 12/20/2066 | 0.03% |
| GNR 2019-121 SD IO 05.8293 10/20/2049 | 0.03% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.03% |
| TPMT 2015-6 M1 P/P 144A 03.7500 04/25/2055 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.03% |
| COMM 2015-CR23 XA IO 00.9019 05/10/2048 | 0.03% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.03% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| GSMS 2014-GC18 XA IO 01.0110 01/10/2047 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| JPMCC 2013-C16 XA IO 00.9307 12/15/2046 | 0.03% |
| JPMCC 2013-LC11 X IO 01.2543 04/15/2046 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.03% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.03% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.03% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.03% |
| NHEL 2004-2 M4 01.9683 09/25/2034 | 0.03% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.03% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.03% |
| GNMA GII30 AI2340 04.4720 05/20/2065 | 0.03% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.03% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| COMM 2013-LC13 XA IO 01.1200 08/10/2046 | 0.03% |
| EMIR 2018-1 M2 03.1683 11/25/2028 | 0.03% |
| FHR 3852 NT 05.8164 05/15/2041 | 0.03% |
| GNR 2015-H17 CI IO 01.7493 06/20/2065 | 0.03% |
| GSMS 2013-GC12 XA IO 01.4146 06/10/2046 | 0.03% |
| STACR 2017-DNA2 M2 03.6183 10/25/2029 | 0.03% |
| STACR 2018-DNA3 B1 04.0683 09/25/2048 | 0.03% |
| BMIR 2018-2A M1C P/P 144A 01.7683 08/25/2028 | 0.03% |
| COMM 2014-UBS4 XA IO 01.1053 08/10/2047 | 0.03% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.03% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.03% |
| GNMA GII30 BA7681 04.6220 06/20/2067 | 0.03% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.03% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.03% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.03% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.03% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.03% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.03% |
| MSBAM 2013-C10 F P/P 144A 04.0822 07/15/2046 | 0.03% |
| STACR 2017-DNA2 B1 05.3183 10/25/2029 | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.03% |
| CGCMT 2013-GC17 X IO 01.0333 11/10/2046 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| FHR 3408 EK 25.0542 04/15/2037 | 0.02% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.02% |
| GNR 2015-H01 CI IO 01.7800 12/20/2064 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% |
| PUGET ENERGY INC 03.6500 05/15/2025 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| WFRBS 2014-C22 XA IO 00.8065 09/15/2057 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| COMM 2013-CR13 E P/P 144A 04.8878 11/10/2046 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| GNR 2019-99 KS IO 05.8793 08/20/2049 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| JPMBB 2014-C25 XA IO 00.8509 11/15/2047 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| CAS 2017-C03 1B1 05.0183 10/25/2029 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% |
| JPMCC 2012-LC9 XA IO 01.4997 12/15/2047 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.02% |
| WAMU 2005-AR1 A2B 00.9683 01/25/2045 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| CAS 2017-C03 1M2 03.1683 10/25/2029 | 0.02% |
| CAS 2018-R07 1M2 02.5683 04/25/2031 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 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 JP | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| COMM 2012-CR1 D P/P 144A 05.3197 05/15/2045 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| 0.85537 R ISWP US0003M P 04/20/2050 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| COMM 2014-CR18 C 04.7248 07/15/2047 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.02% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| WFRBS 2011-C4 E P/P 144A 05.2210 06/15/2044 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| COMM 2014-CR18 XA IO 00.9951 07/15/2047 | 0.02% |
| COMM 2014-CR19 XA IO 01.0062 08/10/2047 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.02% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.02% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.02% |
| WAMU 2005-AR17 A1B3 00.5183 12/25/2045 | 0.02% |
| WAMU 2005-AR2 2A1B 00.5383 01/25/2045 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% |
| CAS 2017-C06 2M2 02.9683 02/25/2030 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.02% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7391 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 01.7683 10/25/2028 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| STACR 2019-DNA2 B1 04.5183 03/25/2049 | 0.02% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1815 03/15/2045 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.02% |
| COMM 2014-LC17 XA IO 00.7666 10/10/2047 | 0.02% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.02% |
| FNR 2011-4 CS 12.5635 05/25/2040 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| CAS 2017-C05 1B1 03.7683 01/25/2030 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| FHR 3065 DC 19.3091 03/15/2035 | 0.01% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| MSC 2012-C4 E P/P 144A 05.4190 03/15/2045 | 0.01% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| UBSBB 2012-C2 F P/P 144A 04.8892 05/10/2063 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 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.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| COMM 2012-LC4 XA IO P/P 144A 02.1001 12/10/2044 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2006-62 PS 38.8905 07/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| CAS 2016-C04 1M2 04.4183 01/25/2029 | 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 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 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 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2005-122 SE 22.5111 11/25/2035 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNR 2020-15 CS IO 05.8793 12/02/2021 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.01% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6789 11/15/2044 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| COMM 2014-UBS6 C 04.4468 12/10/2047 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 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% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNR 2005-106 JC 19.6023 12/25/2035 | 0.01% |
| FNR 2006-8 HP 23.9498 03/25/2036 | 0.01% |
| GNMA GII30 AW8447 04.3250 05/20/2067 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 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% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-129 SN IO 05.9793 09/20/2043 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.01% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0685 05/10/2045 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| GNMA GII30 AH1076 04.6700 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6650 09/20/2065 | 0.01% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1683 04/25/2027 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHR 2990 LB 16.4763 06/15/2034 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CAS 2018-C06 1M2 02.1683 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| FHR 3249 PS 21.6690 12/15/2036 | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.01% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.01% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAS 2016-C07 2M2 04.5183 05/25/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FLR USL3M 5.00 03/14/2021 JP | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.00% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2017-C01 1M2 03.7183 07/25/2029 | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 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 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 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2005-75 GS 19.7453 08/25/2035 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 AH1094 04.6730 06/20/2065 | 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 BN1511 05.5000 05/20/2049 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| 0.399 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.3998 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.401 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4016 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4035 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.615 R ISWP US0003M P 05/15/2030 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CAS 2019-R02 1M2 02.4683 08/25/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHR 2976 LC 23.7467 05/15/2035 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 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 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 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 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| 0.39537 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.39637 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.6195 R ISWP US0003M P 05/15/2030 | 0.00% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.00% |
| 0.6505 R ISWP US0003M P 05/26/2030 | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 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 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 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4920 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5280 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 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 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2015-H14 BI IO 01.7251 05/20/2065 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| 0.838 R ISWP US0003M P 03/19/2050 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1730 05/15/2038 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 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 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 16.9566 11/25/2034 | 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% |
| GNMA GII30 AN1902 04.5710 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4700 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6270 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.328 R ISWP US0003M P 05/01/2022 | 0.00% |
| 0.3745 R ISWP US0003M P 05/26/2025 | 0.00% |
| 0.6215 R ISWP US0003M P 05/12/2030 | 0.00% |
| 0.6745 R ISWP US0003M P 05/11/2030 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3057 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.2987 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5186 10/15/2049 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0155 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3841 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 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0621 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0696 12/10/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 529888 06.5000 05/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2890 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3092 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1667 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1667 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.8170 07/15/2045 | 0.00% |
| OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 6MX10Y P 1.29 USD 08/25/2020 MS | 0.00% |
| SWPTN 9MX2Y P 1.0925 USD 11/25/2020 GS | 0.00% |
| WBCMT 2006-C29 IO IO 00.2664 11/15/2048 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 0.26407 R ISWP US0003M P 05/21/2022 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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-.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% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 0.385 R ISWP US0003M P 05/21/2025 | -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 CS | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -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% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 7YX10Y P 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% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| 0.5855 R ISWP US0003M P 05/19/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 ML | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.02% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.03% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | -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 GS | -0.03% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.03% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -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 GS | -0.03% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.04% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.04% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.04% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -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% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.05% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.05% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.05% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| FNMA FN30 TBA UMBS 05.0000 06/01/2050 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.07% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.07% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.07% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.09% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.10% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.10% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.11% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.12% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.13% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.14% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.14% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.15% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.17% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.18% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.18% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.19% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.19% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.20% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.20% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.21% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.21% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.24% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.24% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.24% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.29% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.44% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.46% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.53% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.53% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.56% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.83% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.88% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.34% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | -2.38% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -24.41% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 9.36% |
|---|---|
| US 10YR NOTE (CBT)JUN20 TYM0 | 9.12% |
| US ULTRA BOND CBT JUN20 WNM0 | 6.72% |
| REPO TRIPA TREAS 0.02 05/01/2020 | 5.88% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | 4.70% |
| REPO TRIPA MORTG 0.04 05/01/2020 | 4.41% |
| REPO TRIPA MORTG 0.04 05/01/2020 | 3.18% |
| US 10YR ULTRA FUT JUN20 UXYM0 | 3.07% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 2.89% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 2.16% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 1.84% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2050 | 1.81% |
| US LONG BOND(CBT) JUN20 USM0 | 1.41% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2050 | 1.40% |
| GNMA GII30 TBA 03.5000 05/01/2050 | 1.37% |
| TREASURY BILL 00.0000 08/06/2020 | 1.17% |
| GNMA GII30 TBA 04.0000 05/01/2050 | 1.13% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.95% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2050 | 0.94% |
| TREASURY BILL 00.0000 05/19/2020 | 0.90% |
| VERIZON COMM 04.3290 09/21/2028 | 0.90% |
| CASH MGMT BILL 00.0000 09/29/2020 | 0.88% |
| FREDDIE MAC DISCOUNT NOTES 313396C68 GDC 08/19/2020 | 0.79% |
| FED HOME LN DISCOUNT NT 313384F38 GDC 09/09/2020 | 0.79% |
| TREASURY BILL 00.0000 09/24/2020 | 0.79% |
| CASH MGMT BILL 00.0000 07/14/2020 | 0.74% |
| CASH MGMT BILL 00.0000 07/21/2020 | 0.74% |
| TREASURY BILL 00.0000 06/04/2020 | 0.74% |
| TREASURY BILL 00.0000 06/25/2020 | 0.74% |
| TREASURY BILL 00.0000 07/23/2020 | 0.74% |
| TREASURY BILL 00.0000 05/21/2020 | 0.72% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2050 | 0.70% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.69% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.68% |
| FEDERAL FARM CREDIT BANKS FUN 313312ZH6 GDC 07/13/2020 | 0.64% |
| COMCAST CORP 03.4500 02/01/2050 | 0.64% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.63% |
| SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.61% |
| GNR 2020-18 GS IO 05.3318 02/20/2050 | 0.56% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.55% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.54% |
| SOCIETE GENERALE SA 83369BFJ0 DCP 06/18/2020 | 0.53% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.53% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.52% |
| GNR 2020-11 SY IO 05.3818 01/20/2050 | 0.50% |
| ALPINE SECURITIZATION LLC 02088WE63 DCP 05/06/2020 | 0.47% |
| COLLATERALIZED COMMERCIAL PAP 19423JFC6 DCP 06/12/2020 | 0.47% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.46% |
| CHARIOT FUNDING LLC 15963TF12 DCP 06/01/2020 | 0.45% |
| STACR 2019-DNA2 M2 02.9373 03/25/2049 | 0.45% |
| BARCLAYS BANK PLC CCP 06742VLW9 DCP 07/21/2020 | 0.44% |
| BPCE SA 05571BF16 DCP 06/01/2020 | 0.44% |
| MANHATTAN ASSET FUNDING CO LL 56274LF58 DCP 06/05/2020 | 0.44% |
| MATCHPOINT FINANCE PLC 57666AG71 DCP 07/07/2020 | 0.44% |
| EXPORT DEVELOPMENT CANADA 30215GE40 DCP 05/04/2020 | 0.43% |
| TREASURY BILL 00.0000 08/20/2020 | 0.43% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.43% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.42% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.40% |
| AT&T INC 04.3500 03/01/2029 | 0.39% |
| LIBERTY STREET FUNDING LLC 53127TEJ8 DCP 05/18/2020 | 0.39% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.38% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.38% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.37% |
| WFCM 2019-C50 XA IO 01.5905 05/15/2052 | 0.36% |
| LLOYDS BANK PLC 53943REF2 DCP 05/15/2020 | 0.36% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.36% |
| TREASURY BILL 00.0000 09/10/2020 | 0.35% |
| TREASURY BILL 00.0000 09/03/2020 | 0.34% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.34% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.34% |
| ING US FUNDING LLC 4497W0G69 DCP 07/06/2020 | 0.33% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.33% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.33% |
| STACR 2016-HQA1 M3 06.8373 09/25/2028 | 0.32% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.32% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.32% |
| STACR 2019-DNA3 M2 02.5373 07/25/2049 | 0.32% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.32% |
| MCAS 2019-01 M10 P/P 144A 03.7373 10/15/2049 | 0.31% |
| TREASURY BILL 00.0000 07/02/2020 | 0.31% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.30% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.30% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.30% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.30% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.30% |
| AT&T INC 04.3000 02/15/2030 | 0.30% |
| LLOYDS BANK PLC 53943REJ4 DCP 05/18/2020 | 0.29% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.29% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.29% |
| BMIR 2017-1 M2 P/P 144A 03.8373 10/25/2027 | 0.29% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.29% |
| CAS 2016-C03 1M2 05.7873 10/25/2028 | 0.28% |
| FNR 2018-44 SA IO 05.7128 06/25/2048 | 0.28% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.28% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.27% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.27% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.27% |
| EQUINIX INC 03.2000 11/18/2029 | 0.27% |
| GNR 2019-119 KS IO 05.2559 09/16/2049 | 0.27% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.27% |
| GNR 2020-34 SQ | 0.27% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.26% |
| FNR 2019-57 LS IO 05.5128 10/25/2049 | 0.26% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.25% |
| FNR 2016-8 SA IO 05.5628 03/25/2046 | 0.25% |
| GNMA GII30 TBA 04.5000 05/01/2050 | 0.25% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.25% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.24% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.24% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.24% |
| GNR 2020-32 GS IO 05.3818 03/20/2050 | 0.24% |
| INTERNATIONAL BUSINESS MACHIN 45920FFR4 DCP 06/25/2020 | 0.24% |
| GNR 2018-168 KS IO 05.4318 12/20/2048 | 0.24% |
| COMCAST CORP 03.9990 11/01/2049 | 0.24% |
| CRC FUNDING LLC 12619TG81 DCP 07/08/2020 | 0.24% |
| CAS 2016-C02 1M2 06.4873 09/25/2028 | 0.24% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.24% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.24% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.23% |
| CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.22% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.22% |
| GNR 2019-123 SL IO 05.4318 10/20/2049 | 0.22% |
| GNR 2019-20 SB IO 05.3818 02/20/2049 | 0.22% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.22% |
| STACR 2016-HQA2 M3 05.6373 11/25/2028 | 0.21% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.21% |
| FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.21% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.21% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.21% |
| GNR 2019-83 SW IO 05.3818 07/20/2049 | 0.20% |
| FISERV INC 04.2000 10/01/2028 | 0.20% |
| TREASURY BILL 00.0000 06/18/2020 | 0.20% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.20% |
| GNR 2019-30 SH IO 05.3318 03/20/2049 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.20% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| CIGNA CORP 03.7500 07/15/2023 | 0.19% |
| FNR 2019-3 SA IO 05.6128 02/25/2049 | 0.19% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.19% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.19% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.18% |
| TREASURY BILL 00.0000 07/16/2020 | 0.18% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.18% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.18% |
| WFRBS 2011-C4 C P/P 144A 05.3901 06/15/2044 | 0.18% |
| FHR 4839 WS IO 05.2860 08/15/2056 | 0.18% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.18% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.17% |
| TREASURY BILL 00.0000 06/11/2020 | 0.17% |
| GNR 2019-83 JS IO 05.3818 07/20/2049 | 0.17% |
| GNR 2019-108 S IO 05.3318 08/20/2049 | 0.17% |
| WAMU 2005-AR13 A1C4 00.9173 10/25/2045 | 0.17% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.17% |
| CAS 2017-C07 1EB2 01.4873 05/25/2030 | 0.17% |
| BANK 2018-BN13 XA 00.6610 08/15/2061 | 0.17% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.17% |
| STACR 2016-HQA3 M3 04.3373 03/25/2029 | 0.17% |
| FNR 2015-66 AS IO 05.7628 09/25/2045 | 0.17% |
| FNR 2017-108 SA IO 05.6628 01/25/2048 | 0.17% |
| STACR 2019-DNA1 B1 05.1373 01/25/2049 | 0.17% |
| ECOLAB INC 03.2500 12/01/2027 | 0.17% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.16% |
| FHR 4738 QS IO 05.3860 12/15/2047 | 0.16% |
| FNR 2019-59 SD IO 05.5628 10/25/2049 | 0.16% |
| STACR 2016-DNA2 M3 05.1373 10/25/2028 | 0.16% |
| BCAP 2015-RR5 2A2 03.0354 01/26/2046 | 0.16% |
| CSAIL 2019-C17 XA IO 01.5109 09/15/2052 | 0.16% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.16% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.16% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.16% |
| GNR 2018-148 GS IO 05.3059 02/16/2046 | 0.16% |
| STACR 2016-DNA3 M3 05.4873 12/25/2028 | 0.16% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.16% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.15% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.15% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.15% |
| BMIR 2019-4A M1C P/P 144A 02.9873 10/25/2029 | 0.15% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.15% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.15% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.15% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.15% |
| STACR 2015-DNA3 M3 05.1873 04/25/2028 | 0.15% |
| FHMS K104 X1 IO 01.1271 01/25/2030 | 0.15% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.14% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.14% |
| JPMCC 2012-C8 C P/P 144A 04.7784 10/15/2045 | 0.14% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.14% |
| UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.14% |
| GSMS 2014-GC18 C 05.1552 01/10/2047 | 0.14% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.14% |
| FHR 4461 SB IO 05.3860 04/15/2045 | 0.14% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.14% |
| FNR 2018-29 S IO 05.7128 05/25/2048 | 0.14% |
| GNR 2010-31 SA IO 05.0318 03/20/2040 | 0.14% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.14% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.14% |
| STACR 2018-HQA1 M2 02.7873 09/25/2030 | 0.14% |
| FNR 2016-91 AS IO 05.6128 12/25/2046 | 0.14% |
| CSMC 2016-NXSR XA IO 00.9182 12/15/2049 | 0.13% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.13% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.13% |
| GNR 2018-155 SE IO 05.3818 11/20/2048 | 0.13% |
| MSRR 2015-R4 CB1 01.7716 08/26/2047 | 0.13% |
| STACR 2018-DNA2 B1 04.1873 12/25/2030 | 0.13% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.13% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.13% |
| GNR 2014-131 BS IO 05.4059 09/16/2044 | 0.13% |
| TREASURY BILL 00.0000 05/14/2020 | 0.13% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.13% |
| STACR 2018-DNA2 M2 02.6373 12/25/2030 | 0.13% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.13% |
| RMIR 2019-1 M2 P/P 144A 03.6873 02/25/2029 | 0.13% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.13% |
| STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.13% |
| PACIFICORP 02.7000 09/15/2030 | 0.13% |
| SPST 2019-11 A 01.3198 10/24/2020 | 0.13% |
| MSBAM 2013-C10 E P/P 144A 04.2184 07/15/2046 | 0.12% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.12% |
| CAS 2020-R01 1M2 02.5373 01/25/2040 | 0.12% |
| GNR 2020-H02 GI IO 02.4112 01/20/2070 | 0.12% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.12% |
| GNR 2016-H23 NI IO 02.5817 10/20/2066 | 0.12% |
| MWST 2019-1 A 01.2873 06/25/2052 | 0.12% |
| STACR 2015-DN1 M3 04.6373 01/25/2025 | 0.12% |
| WFRBS 2012-C7 D P/P 144A 04.9666 06/15/2045 | 0.12% |
| BF0101 03.5000 06/01/2056 | 0.12% |
| FHR 4596 CS IO 05.2860 06/15/2046 | 0.12% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.12% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.12% |
| GNR 2012-149 GS IO 05.4818 12/20/2042 | 0.12% |
| FNR 2014-87 MS IO 05.7628 01/25/2045 | 0.12% |
| CAS 2018-C05 1B1 04.7373 01/25/2031 | 0.12% |
| CAS 2018-C05 1M2 02.8373 01/25/2031 | 0.12% |
| COMM 2019-GC44 XA IO 00.7739 08/15/2057 | 0.12% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.12% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| HCA INC 04.1250 06/15/2029 | 0.11% |
| CAS 2017-C04 2M2 03.3373 11/25/2029 | 0.11% |
| STACR 2020-HQA2 M2 03.8600 03/25/2050 | 0.11% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| GNR 2010-9 YD IO 06.0059 01/16/2040 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.11% |
| UBSCM 2012-C1 D P/P 144A 05.7548 05/10/2045 | 0.11% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.11% |
| GNR 2019-44 SA IO 05.3318 04/20/2049 | 0.11% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.11% |
| JPMBB 2014-C25 D P/P 144A 04.0939 11/15/2047 | 0.11% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.11% |
| WBCMT 2005-C21 E P/P 144A 05.2677 10/15/2044 | 0.11% |
| CAS 2020-SBT1 1M2 03.6500 02/25/2040 | 0.10% |
| FHR 4839 AS IO 05.2360 06/15/2042 | 0.10% |
| JPMCC 2012-C6 E P/P 144A 05.3286 05/15/2045 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| FISERV INC 03.5000 07/01/2029 | 0.10% |
| COMM 2014-CR17 D P/P 144A 05.0091 05/10/2047 | 0.10% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.10% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.10% |
| JPMCC 2012-C8 D P/P 144A 04.8265 10/15/2045 | 0.10% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% |
| STACR 2014-DN4 M3 05.0373 10/25/2024 | 0.10% |
| GNR 2019-21 SJ IO 05.3318 02/20/2049 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.10% |
| JPMBB 2013-C14 E P/P 144A 04.8586 08/15/2046 | 0.10% |
| STACR 2017-HQA1 M2 04.0373 08/25/2029 | 0.10% |
| FOX CORP 03.0500 04/07/2025 | 0.10% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.10% |
| GNR 2019-H14 IB IO 02.4213 08/20/2069 | 0.10% |
| STACR 2018-HQA2 M2 02.7873 10/25/2048 | 0.10% |
| CAS 2017-C02 2ED3 01.8373 09/25/2029 | 0.10% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.10% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.10% |
| GNR 2016-H02 HI IO 01.6406 01/20/2066 | 0.10% |
| GNR 2019-65 BS IO 05.3818 05/20/2049 | 0.10% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.10% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.10% |
| BSCMS 2007-T26 AJ 05.5420 01/12/2045 | 0.10% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.10% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.10% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| GNMA GII30 TBA 03.0000 05/01/2050 | 0.09% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.09% |
| MSC 2018-H4 XA 01.0323 12/15/2051 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| CSAIL 2015-C1 D P/P 144A 03.9121 04/15/2050 | 0.09% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.09% |
| GNR 2018-H20 BI IO 02.4902 06/20/2068 | 0.09% |
| BANK 2020-BN26 XA IO 01.3570 03/15/2063 | 0.09% |
| COMM 2012-CR1 C 05.4971 05/15/2045 | 0.09% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.09% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.09% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.09% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.09% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.09% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| CAS 2018-R07 1B1 MTGE 04.8373 04/25/2031 | 0.09% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.09% |
| FHR 4912 PS IO 05.2360 09/25/2049 | 0.09% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.09% |
| SPST 2019-WL1 A 01.1373 08/25/2052 | 0.09% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.09% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.09% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.09% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.09% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.09% |
| MSC 2018-H3 XA 00.9948 07/15/2051 | 0.09% |
| UBSCM 2012-C1 C P/P 144A 05.7548 05/10/2045 | 0.09% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.09% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| FNR 2018-1 MS IO 05.6628 02/25/2048 | 0.08% |
| STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.08% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.9304 12/15/2047 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| GNR 2014-H11 GI IO 01.4688 06/20/2064 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.08% |
| CAS 2019-R04 2M2 02.5873 06/25/2039 | 0.08% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| GNR 2019-H02 DI IO 02.5276 11/20/2068 | 0.08% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.08% |
| CAS 2017-C01 1EB1 01.7373 07/25/2029 | 0.08% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| MSC 2016-UB12 XA IO 00.9056 12/15/2049 | 0.08% |
| FHMS K100 X1 IO 00.7701 09/25/2029 | 0.08% |
| COMM 2014-LC15 XA IO 01.2602 04/10/2047 | 0.08% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.08% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.08% |
| FHR 4077 HS IO 05.2860 07/15/2042 | 0.08% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.08% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.07% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% |
| STACR 2020-DNA2 B1 02.9873 02/25/2050 | 0.07% |
| BMIR 2018-2A M1B P/P 144A 01.8373 08/25/2028 | 0.07% |
| CAS 2019-R03 1M2 02.6373 09/25/2031 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.07% |
| GNR 2016-H11 HI IO 02.1022 01/20/2066 | 0.07% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.07% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.07% |
| CGCMT 2014-GC19 X IO 01.3189 03/10/2047 | 0.07% |
| GNR 2014-H07 BI IO 01.4644 05/20/2064 | 0.07% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.07% |
| CWALT 2007-OA6 A1A 00.6273 06/25/2037 | 0.07% |
| GNR 2019-78 SJ IO 05.3318 06/20/2049 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| FOX CORP 04.0300 01/25/2024 | 0.07% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.07% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.07% |
| AMGEN INC 04.6630 06/15/2051 | 0.07% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.07% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.07% |
| WAMU 2005-AR17 A1B2 00.8973 12/25/2045 | 0.07% |
| WFCM 2014-LC16 XA IO 01.2710 08/15/2050 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.07% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.07% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.07% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.07% |
| CAS 2017-C07 1B1 04.4873 05/25/2030 | 0.07% |
| CSAIL 2015-C1 C 04.4121 04/15/2050 | 0.07% |
| GNR 2017-H12 QI IO 01.9090 05/20/2067 | 0.07% |
| GNR 2018-H05 AI IO 02.5344 02/20/2068 | 0.07% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2049 | 0.06% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| FNR 2018-94 SA IO 05.6128 01/25/2049 | 0.06% |
| GNR 2015-H04 AI IO 01.7047 12/20/2064 | 0.06% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.06% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| EMIR 2018-1 M1 02.1873 11/25/2028 | 0.06% |
| GNR 2015-H12 GI IO 01.8058 05/20/2065 | 0.06% |
| STACR 2015-HQA2 M3 05.2873 05/25/2028 | 0.06% |
| WFRBS 2012-C10 E P/P 144A 04.5766 12/15/2045 | 0.06% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.06% |
| G2 BJ5495 | 0.06% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.06% |
| GNR 2018-91 SJ IO 05.5318 07/20/2048 | 0.06% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| CAS 2016-C06 1M2 04.7373 04/25/2029 | 0.06% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.06% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.06% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.06% |
| AON PLC USD 04.2500 12/12/2042 | 0.06% |
| CAS 2017-C01 1B1 06.2373 07/25/2029 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| GNR 2015-H16 XI IO 02.6911 07/20/2065 | 0.06% |
| GSMS 2013-GC10 XA IO 01.6441 02/10/2046 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| CAS 2016-C05 2M2 04.9373 01/25/2029 | 0.06% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.06% |
| GNR 2015-H09 BI IO 01.6903 03/20/2065 | 0.06% |
| GNR 2015-H10 CI IO 01.8050 04/20/2065 | 0.06% |
| GNR 2016-H04 KI IO 01.6441 02/20/2066 | 0.06% |
| GNR 2019-125 SG IO 05.3318 10/20/2049 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.06% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.06% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.06% |
| GNR 2015-H20 AI IO 01.8266 08/20/2065 | 0.06% |
| GNR 2017-H14 EI IO 01.4479 06/20/2067 | 0.06% |
| STACR 2020-DNA2 M2 02.3373 02/25/2050 | 0.06% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.06% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.06% |
| UBSCM 2017-C7 XA IO 01.2060 12/15/2050 | 0.06% |
| GNR 2015-H12 AI IO 01.8547 05/20/2065 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| CAS 2017-C06 1B1 04.6373 02/25/2030 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.5124 08/10/2044 | 0.06% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.06% |
| GNR 2015-H25 CI IO 02.0221 10/20/2065 | 0.06% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.06% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.06% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.06% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0508 11/15/2045 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| MSBAM 2013-C12 XA IO 00.7603 10/15/2046 | 0.05% |
| STACR 2014-DN2 M3 04.0873 04/25/2024 | 0.05% |
| STACR 2018-DNA1 M2 02.2873 07/25/2030 | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| GNR 2016-H24 JI IO 02.3764 11/20/2066 | 0.05% |
| GNR 2018-H02 EI IO 02.3755 01/20/2068 | 0.05% |
| MSBAM 2013-C11 D P/P 144A 04.4981 08/15/2046 | 0.05% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.05% |
| CAS 2016-C01 1M2 07.2373 08/25/2028 | 0.05% |
| CAS 2019-R05 1M2 02.4873 07/25/2039 | 0.05% |
| COMM 2014-CR19 D P/P 144A 04.8879 08/10/2047 | 0.05% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.05% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.05% |
| WAMU 2005-AR13 A1B2 00.9173 10/25/2045 | 0.05% |
| CAS 2019-R06 2M2 02.5873 09/25/2039 | 0.05% |
| CAS 2019-HRP1 M2 02.6373 11/25/2039 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.05% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% |
| SAIL 2004-10 A10 01.3873 11/25/2034 | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.05% |
| COMM 2014-UBS6 XA IO 01.0393 12/10/2047 | 0.05% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.05% |
| STACR 2017-DNA1 M2 03.7373 07/25/2029 | 0.05% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.05% |
| GNR 2015-H28 DI IO 01.5442 08/20/2065 | 0.05% |
| GNR 2017-H10 MI IO 01.4095 04/20/2067 | 0.05% |
| JPMCC 2011-C3 D P/P 144A 05.8529 02/15/2046 | 0.05% |
| MSBAM 2015-C26 XA IO 01.1719 10/15/2048 | 0.05% |
| STACR 2014-HQ2 M3 04.2373 09/25/2024 | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| WFRBS 2013-C14 XA IO 00.8569 06/15/2046 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.05% |
| GNR 2015-H12 EI IO 01.7005 04/20/2065 | 0.05% |
| GNR 2015-H26 DI IO 02.0161 10/20/2065 | 0.05% |
| GSMS 2014-GC22 XA IO 01.1403 06/10/2047 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.04% |
| JPMCC 2016-JP2 XA IO 01.9703 08/15/2049 | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| GNR 2017-H23 BI IO 01.8870 11/20/2067 | 0.04% |
| COMM 2014-CR17 C 04.9453 05/10/2047 | 0.04% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.04% |
| JPMCC 2013-C10 XA IO 01.1108 12/15/2047 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.04% |
| JPMCC 2011-C3 F P/P 144A 05.8529 02/15/2046 | 0.04% |
| MSBAM 2013-C7 XA IO 01.4799 02/15/2046 | 0.04% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.04% |
| AES CORP/THE 05.1250 09/01/2027 | 0.04% |
| CAS 2019-R01 2M2 02.9373 07/25/2031 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% |
| GNR 2017-H08 NI IO 02.4135 03/20/2067 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| MSBAM 2013-C11 F P/P 144A 04.4981 08/15/2046 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.04% |
| WFRBS 2012-C10 D P/P 144A 04.5766 12/15/2045 | 0.04% |
| COMM 2013-CR6 D P/P 144A 04.2277 03/10/2046 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H15 JI IO 01.9705 06/20/2065 | 0.04% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| VMWARE INC 03.9000 08/21/2027 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.3901 06/15/2044 | 0.04% |
| WFRBS 2014-C23 XA IO 00.7132 10/15/2057 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| APPLE INC 03.4500 05/06/2024 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.04% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.04% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| COMM 2014-CR17 XA IO 01.1339 05/10/2047 | 0.04% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.04% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.04% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.04% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.04% |
| GNR 2015-H25 AI IO 01.6082 09/20/2065 | 0.04% |
| MSC 2016-BNK2 XA IO 01.1957 11/15/2049 | 0.04% |
| SWPTN 9MX2Y R 1.0925 USD 11/25/2020 GS | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7676 12/10/2045 | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6817 12/15/2045 | 0.04% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.04% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.04% |
| SWPTN 6MX10Y R 1.29 USD 08/25/2020 MS | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| CCMFC 2004-3A A2 00.7873 08/25/2035 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.04% |
| GNR 2010-H19 GI IO 01.4162 08/20/2060 | 0.04% |
| GNR 2019-121 SD IO 05.2818 10/20/2049 | 0.04% |
| TREASURY BILL 00.0000 05/07/2020 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.04% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.04% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.04% |
| GNR 2016-H27 BI IO 02.5390 12/20/2066 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| COMM 2015-CR23 XA IO 01.0460 05/10/2048 | 0.03% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.03% |
| JPMCC 2013-C16 XA IO 01.0993 12/15/2046 | 0.03% |
| JPMCC 2013-LC11 X IO 01.3942 04/15/2046 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.03% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.03% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% |
| VIACOMCBS INC 04.3750 03/15/2043 | 0.03% |
| CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.03% |
| GSMS 2014-GC18 XA IO 01.1780 01/10/2047 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| NHEL 2004-2 M4 02.2873 09/25/2034 | 0.03% |
| TPMT 2015-6 M1 P/P 144A 03.7500 04/25/2055 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| CAS 2020-SBT1 2M2 03.6500 02/25/2040 | 0.03% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.03% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| CAS 2019-R02 1B1 04.6373 08/25/2031 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.03% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.03% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.03% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.03% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| COMM 2013-LC13 XA IO 01.2973 08/10/2046 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| GNMA GII30 AI2340 04.4720 05/20/2065 | 0.03% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.03% |
| GSMS 2013-GC12 XA IO 01.5527 06/10/2046 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| MSC 2012-C4 E P/P 144A 05.5997 03/15/2045 | 0.03% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| COMM 2012-CR1 D P/P 144A 05.4971 05/15/2045 | 0.03% |
| COMM 2014-UBS4 XA IO 01.2625 08/10/2047 | 0.03% |
| FHR 3852 NT 05.1860 05/15/2041 | 0.03% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.03% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.03% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.03% |
| BMIR 2018-2A M1C P/P 144A 02.0873 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.03% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.03% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.03% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.03% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.03% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.03% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.03% |
| GNR 2015-H17 CI IO 01.5883 06/20/2065 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| STACR 2017-DNA2 M2 03.9373 10/25/2029 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| CGCMT 2013-GC17 X IO 01.1856 11/10/2046 | 0.03% |
| EMIR 2018-1 M2 03.4873 11/25/2028 | 0.03% |
| FHR 3408 EK 22.5177 04/15/2037 | 0.03% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.03% |
| WFRBS 2014-C22 XA IO 00.9555 09/15/2057 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.03% |
| GNR 2015-H01 CI IO 01.6198 12/20/2064 | 0.03% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% |
| GNR 2019-99 KS IO 05.3318 08/20/2049 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| JPMBB 2014-C25 XA IO 00.9995 11/15/2047 | 0.03% |
| STACR 2018-DNA3 B1 04.3873 09/25/2048 | 0.03% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.03% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| COMM 2013-CR13 E P/P 144A 05.0511 11/10/2046 | 0.02% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| JPMCC 2012-LC9 XA IO 01.6480 12/15/2047 | 0.02% |
| PUGET ENERGY INC 03.6500 05/15/2025 | 0.02% |
| STACR 2017-DNA2 B1 05.6373 10/25/2029 | 0.02% |
| STACR 2019-DNA4 B1 03.1873 10/25/2049 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CAS 2018-R07 1M2 02.8873 04/25/2031 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% |
| MSBAM 2013-C10 F P/P 144A 04.2184 07/15/2046 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| WAMU 2005-AR1 A2B 01.2873 01/25/2045 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.02% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| CAS 2017-C03 1M2 03.4873 10/25/2029 | 0.02% |
| COMM 2014-CR18 C 04.8824 07/15/2047 | 0.02% |
| COMM 2014-CR19 XA IO 01.1644 08/10/2047 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FN BF0091 | 0.02% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 02.0873 10/25/2028 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% |
| CAS 2017-C03 1B1 05.3373 10/25/2029 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| COMM 2014-CR18 XA IO 01.1532 07/15/2047 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| WAMU 2005-AR2 2A1B 00.8573 01/25/2045 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| CAS 2017-C06 2M2 03.2873 02/25/2030 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| WAMU 2005-AR17 A1B3 00.8373 12/25/2045 | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.9304 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.02% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| WFRBS 2013-C11 XA IO P/P 144A 01.3246 03/15/2045 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMM 2014-LC17 XA IO 00.9194 10/10/2047 | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| FNR 2011-4 CS 11.9255 05/25/2040 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.5653 12/15/2047 | 0.02% |
| OPTN FN30 2.5 06/04/20 PUT 104.28125 JPMC | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMM 2012-LC4 XA IO P/P 144A 02.2851 12/10/2044 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| FHR 3065 DC 17.4180 03/15/2035 | 0.02% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.02% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.02% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.01% |
| CAS 2017-C05 1B1 04.0873 01/25/2030 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 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.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNR 2006-62 PS 36.9765 07/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.01% |
| GNR 2020-15 CS IO 05.3318 12/02/2021 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8390 11/15/2044 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| CAS 2016-C04 1M2 04.7373 01/25/2029 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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 CS | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2005-122 SE 21.3946 11/25/2035 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| STACR 2019-DNA2 B1 04.8373 03/25/2049 | 0.01% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| COMM 2014-UBS6 C 04.5951 12/10/2047 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 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 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2005-106 JC 18.6132 12/25/2035 | 0.01% |
| FNR 2006-8 HP 22.7801 03/25/2036 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 AW8447 04.3250 05/20/2067 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.4873 04/25/2027 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| 0.781 R ISWP US0003M P 04/29/2050 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1446 04.0000 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 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.01% |
| UBSCM 2012-C1 XA IO P/P 144A 02.2553 05/10/2045 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| GNMA GII30 AO7326 04.6650 09/20/2065 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 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 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-129 SN IO 05.4318 09/20/2043 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 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 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6700 05/20/2065 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BQ7305 04.0000 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 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAS 2018-C06 1M2 02.4873 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHR 2990 LB 14.8652 06/15/2034 | 0.01% |
| FHR 3249 PS 19.5888 12/15/2036 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CAS 2016-C07 2M2 04.8373 05/25/2029 | 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.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.01% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.01% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.01% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| CAS 2017-C01 1M2 04.0373 07/25/2029 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FLR USL3M 5.00 03/14/2021 JP | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 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 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2005-75 GS 18.7883 08/25/2035 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.00% |
| MWST 2018-W1 A 01.3373 11/25/2051 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 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 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| GNMA GII30 AH1094 04.6730 06/20/2065 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 02.1873 10/25/2027 | 0.00% |
| CAS 2019-R02 1M2 02.7873 08/25/2031 | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHR 2976 LC 21.4353 05/15/2035 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 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 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 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 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 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 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 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4920 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5280 08/20/2065 | 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 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2015-H14 BI IO 01.5612 05/20/2065 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3865 05/15/2038 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 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 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 16.1272 11/25/2034 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| GNMA GII30 AN1902 04.5710 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4720 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6270 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 6MX10Y P 1.29 USD 08/25/2020 MS | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.328 R ISWP US0003M P 05/01/2022 | 0.00% |
| 0.838 R ISWP US0003M P 03/19/2050 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| BACM 2007-1 XW IO 00.4856 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4966 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3810 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7208 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0439 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3852 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 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0622 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 529888 06.5000 05/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2892 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1279 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.4985 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3586 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 9MX2Y P 1.0925 USD 11/25/2020 GS | 0.00% |
| USL3M P ISWP USL6M R 05/26/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4592 11/15/2048 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | -0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | -0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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-.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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| OPTN FN30 2.5 06/04/20 PUT 102.96875 JPMC | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 CS | -0.00% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| OPTN FN30 2.5 06/04/20 PUT 103.625 JPMC | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| 0.85537 R ISWP US0003M P 04/20/2050 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -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 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.02% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.03% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.03% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 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 GS | -0.03% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | -0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.03% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.06% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.06% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| FNMA FN30 TBA UMBS 05.0000 05/01/2050 | -0.06% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.07% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.07% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.08% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.10% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.10% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.11% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.11% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.12% |
| SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.12% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.13% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.13% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.14% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.14% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.16% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.16% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.16% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.17% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.18% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.19% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.19% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.20% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.20% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.21% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.22% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.22% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.22% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.23% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.25% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.26% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.27% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.27% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.45% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.48% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.57% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.57% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.58% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.60% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.90% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.37% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2050 | -2.52% |
| US 2YR NOTE (CBT) JUN20 TUM0 | -25.92% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 10.14% |
|---|---|
| US 10YR NOTE (CBT)JUN20 TYM0 | 9.86% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2050 | 9.74% |
| US ULTRA BOND CBT JUN20 WNM0 | 7.19% |
| REPO TRIPA MORTG 0.01 04/01/2020 | 5.51% |
| REPO TRIPA MORTG 0.01 04/01/2020 | 5.50% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 4.96% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2050 | 3.93% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 3.37% |
| US 10YR ULTRA FUT JUN20 UXYM0 | 3.31% |
| REPO TRIPA MORTG 0.02 04/01/2020 | 3.11% |
| US LONG BOND(CBT) JUN20 USM0 | 1.51% |
| GNMA GII30 TBA 03.5000 04/01/2050 | 1.48% |
| FED HOME LN DISCOUNT NT 313384VQ9 GDC 04/15/2020 | 1.36% |
| TREASURY BILL 00.0000 08/06/2020 | 1.27% |
| GNMA GII30 TBA 04.0000 04/01/2050 | 1.22% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 1.11% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.03% |
| VERIZON COMM 04.3290 09/21/2028 | 0.94% |
| FED HOME LN DISCOUNT NT 313384VN6 GDC 04/13/2020 | 0.92% |
| TREASURY BILL 00.0000 09/24/2020 | 0.85% |
| FED HOME LN DISCOUNT NT 313384VX4 GDC 04/22/2020 | 0.85% |
| TREASURY BILL 00.0000 04/07/2020 | 0.80% |
| TREASURY BILL 00.0000 04/14/2020 | 0.80% |
| TREASURY BILL 00.0000 06/25/2020 | 0.80% |
| TREASURY BILL 00.0000 05/21/2020 | 0.78% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2050 | 0.75% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.70% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.68% |
| COMCAST CORP 03.4500 02/01/2050 | 0.67% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.65% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TD32 DCP 04/03/2020 | 0.64% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.63% |
| SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.62% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.57% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.55% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.54% |
| BPCE SA 05571BD26 DCP 04/02/2020 | 0.54% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.54% |
| ALPINE SECURITIZATION LLC 02088WE63 DCP 05/06/2020 | 0.51% |
| CHARTA LLC 16115VDF3 DCP 04/15/2020 | 0.50% |
| GNR 2020-11 SY IO 05.3271 01/20/2050 | 0.50% |
| MCAS 2019-01 M10 P/P 144A 04.1966 10/15/2049 | 0.49% |
| BARCLAYS BANK PLC CCP 06742VFL0 DCP 04/24/2020 | 0.48% |
| REGENCY MARKETS NO. 1 LLC 7588R0D95 DCP 04/09/2020 | 0.48% |
| SOCIETE GENERALE SA 83369BDM5 DCP 04/21/2020 | 0.48% |
| VICTORY RECEIVABLES CORP 92646KD66 DCP 04/06/2020 | 0.48% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.48% |
| EXPORT DEVELOPMENT CANADA 30215GE40 DCP 05/04/2020 | 0.47% |
| TREASURY BILL 00.0000 08/20/2020 | 0.47% |
| OPTN FN30 2.5 05/06/20 CALL 102.8125 JPMC | 0.45% |
| STACR 2019-DNA2 M2 03.3966 03/25/2049 | 0.44% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.44% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.42% |
| LIBERTY STREET FUNDING LLC 53127TEJ8 DCP 05/18/2020 | 0.42% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.42% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.41% |
| AT&T INC 04.3500 03/01/2029 | 0.40% |
| WFCM 2019-C50 XA IO 01.4243 05/15/2052 | 0.40% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.40% |
| LLOYDS BANK PLC 53943REF2 DCP 05/15/2020 | 0.39% |
| TREASURY BILL 00.0000 09/10/2020 | 0.38% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.38% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.37% |
| TREASURY BILL 00.0000 09/03/2020 | 0.37% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.35% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.35% |
| STACR 2016-HQA1 M3 07.2966 09/25/2028 | 0.35% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.34% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.33% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.33% |
| SUMITOMO MITSUI TRUST BANK LT 86564YD66 DCP 04/06/2020 | 0.32% |
| BARCLAYS BANK PLC CCP 06742VCM1 DCP 04/15/2020 | 0.32% |
| PRUDENTIAL PLC 7443M2DU7 DCP 04/28/2020 | 0.32% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.32% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.32% |
| THUNDER BAY FUNDING LLC 88603HCA4 DCP 05/26/2020 | 0.32% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.32% |
| MRAIT 2020-2 A 02.7311 10/22/2020 | 0.31% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.31% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.31% |
| AT&T INC 04.3000 02/15/2030 | 0.31% |
| CAS 2016-C03 1M2 06.2466 10/25/2028 | 0.30% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.30% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.29% |
| BMIR 2017-1 M2 P/P 144A 04.2966 10/25/2027 | 0.29% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.29% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.29% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.28% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.28% |
| STACR 2019-DNA3 M2 02.9966 07/25/2049 | 0.28% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.28% |
| GNMA GII30 TBA 04.5000 04/01/2050 | 0.27% |
| FNR 2016-8 SA IO 05.1034 03/25/2046 | 0.27% |
| GNR 2020-34 SQ | 0.27% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.26% |
| INTERNATIONAL BUSINESS MACHIN 45920FFR4 DCP 06/25/2020 | 0.26% |
| EQUINIX INC 03.2000 11/18/2029 | 0.26% |
| COMCAST CORP 03.9990 11/01/2049 | 0.26% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.26% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.26% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.26% |
| FNR 2019-57 LS IO 05.0534 10/25/2049 | 0.25% |
| CAS 2016-C02 1M2 06.9466 09/25/2028 | 0.25% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.25% |
| GNR 2020-32 GS IO 05.3950 03/20/2050 | 0.24% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.24% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.24% |
| CAS 2016-C03 2M2 06.8466 10/25/2028 | 0.24% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.23% |
| TREASURY BILL 00.0000 04/02/2020 | 0.23% |
| FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.23% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.22% |
| TREASURY BILL 00.0000 06/18/2020 | 0.22% |
| BMIR 2019-4A M1C P/P 144A 03.4466 10/25/2029 | 0.22% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.21% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.21% |
| OPTN FN30 3.0 04/08/20 CALL 102.9375 JPMC | 0.21% |
| FISERV INC 04.2000 10/01/2028 | 0.21% |
| BANK 2018-BN13 XA 00.5127 08/15/2061 | 0.21% |
| STACR 2016-HQA2 M3 06.0966 11/25/2028 | 0.21% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.20% |
| GNR 2019-123 SL IO 05.3771 10/20/2049 | 0.20% |
| GNR 2019-83 SW IO 05.3271 07/20/2049 | 0.20% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.20% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.20% |
| SPST 2020-2 A 01.7549 03/26/2021 | 0.20% |
| CIGNA CORP 03.7500 07/15/2023 | 0.20% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.20% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.20% |
| FNR 2019-3 SA IO 05.1534 02/25/2049 | 0.20% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.19% |
| WAMU 2005-AR13 A1C4 01.3766 10/25/2045 | 0.19% |
| ZOETIS INC 03.9000 08/20/2028 | 0.19% |
| TREASURY BILL 00.0000 06/11/2020 | 0.19% |
| FNR 2015-66 AS IO 05.3034 09/25/2045 | 0.18% |
| TREASURY BILL 00.0000 05/19/2020 | 0.18% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.18% |
| BCAP 2015-RR5 2A2 03.1229 01/26/2046 | 0.18% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.18% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.18% |
| STACR 2016-HQA3 M3 04.7966 03/25/2029 | 0.18% |
| FHMS K104 X1 IO 01.1271 02/25/2052 | 0.18% |
| FHR 4839 WS IO 05.3954 08/15/2056 | 0.18% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.18% |
| UBSC 2011-C1 D P/P 144A 06.0508 01/10/2045 | 0.17% |
| FNR 2017-108 SA IO 05.2034 01/25/2048 | 0.17% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.17% |
| GNR 2019-83 JS IO 05.3271 07/20/2049 | 0.17% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.17% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% |
| FHR 4738 QS IO 05.4954 12/15/2047 | 0.16% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.16% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.16% |
| FNR 2019-59 SD IO 05.1034 10/25/2049 | 0.16% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.16% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.16% |
| JPMBB 2013-C14 D P/P 144A 04.7021 08/15/2046 | 0.16% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.16% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.16% |
| GNR 2018-148 GS IO 05.3954 02/16/2046 | 0.16% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.16% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.16% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.16% |
| ECOLAB INC 03.2500 12/01/2027 | 0.15% |
| STACR 2015-DNA3 M3 05.6466 04/25/2028 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.15% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.15% |
| 1.4595 R ISWP US0003M P 02/28/2050 | 0.15% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.15% |
| CSMC 2016-NXSR XA IO 00.7751 12/15/2049 | 0.15% |
| GSMS 2014-GC18 C 04.9892 01/10/2047 | 0.15% |
| RMIR 2019-1 M2 P/P 144A 04.1466 02/25/2029 | 0.15% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.15% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.15% |
| FHR 4461 SB IO 05.4954 04/15/2045 | 0.15% |
| CSMC 2008-C1 AJ P/P 144A 05.6098 02/15/2041 | 0.14% |
| GNR 2010-31 SA IO 04.9771 03/20/2040 | 0.14% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.14% |
| TREASURY BILL 00.0000 05/14/2020 | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.14% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.14% |
| FNR 2016-91 AS IO 05.1534 12/25/2046 | 0.14% |
| MSRR 2015-R4 CB1 02.4514 08/26/2047 | 0.14% |
| STACR 2019-DNA1 B1 05.5966 01/25/2049 | 0.14% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.14% |
| SPST 2019-11 A 01.6785 10/24/2020 | 0.14% |
| CAS 2017-C07 1EB2 01.9466 05/25/2030 | 0.14% |
| FNR 2018-29 S IO 05.2534 05/25/2048 | 0.14% |
| STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.14% |
| GNR 2018-155 SE IO 05.3271 11/20/2048 | 0.14% |
| GNR 2020-H02 GI IO 02.4182 01/20/2070 | 0.13% |
| GNR 2014-131 BS IO 05.4954 09/16/2044 | 0.13% |
| MWST 2019-1 A 01.7466 06/25/2052 | 0.13% |
| WFRBS 2012-C7 D P/P 144A 04.8128 06/15/2045 | 0.13% |
| BF0101 03.5000 06/01/2056 | 0.13% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.13% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.13% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% |
| STACR 2016-DNA3 M3 05.9466 12/25/2028 | 0.13% |
| COMM 2019-GC44 XA IO 00.6568 08/15/2057 | 0.13% |
| JPMCC 2011-C3 F P/P 144A 05.6644 02/15/2046 | 0.13% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.13% |
| 1.485 R ISWP US0003M P 02/05/2030 | 0.13% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.13% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.12% |
| STACR 2015-DN1 M3 05.0966 01/25/2025 | 0.12% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.12% |
| FNR 2014-87 MS IO 05.3034 01/25/2045 | 0.12% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.12% |
| UBSCM 2012-C1 D P/P 144A 05.5725 05/10/2045 | 0.12% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.12% |
| FHR 4596 CS IO 05.3954 06/15/2046 | 0.12% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.12% |
| MSBAM 2013-C10 E P/P 144A 04.0827 07/15/2046 | 0.12% |
| STACR 2018-HQA1 M2 03.2466 09/25/2030 | 0.12% |
| GNR 2012-149 GS IO 05.4271 12/20/2042 | 0.12% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.12% |
| THUNDER BAY FUNDING LLC 88602TDQ3 DCP 04/24/2020 | 0.12% |
| CAS 2018-C05 1M2 03.2966 01/25/2031 | 0.12% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.12% |
| COMM 2014-CR17 D P/P 144A 04.8478 05/10/2047 | 0.12% |
| GNR 2019-44 SA IO 05.2771 04/20/2049 | 0.12% |
| CAS 2017-C02 2ED3 02.2966 09/25/2029 | 0.12% |
| WBCMT 2005-C21 E P/P 144A 05.0248 10/15/2044 | 0.12% |
| 1.1975 R ISWP US0003M P 02/27/2025 | 0.12% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.12% |
| CAS 2020-R01 1M2 02.9966 01/25/2040 | 0.11% |
| HCA INC 04.1250 06/15/2029 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| GNR 2010-9 YD IO 06.0954 01/16/2040 | 0.11% |
| GNR 2016-H23 NI IO 02.5101 10/20/2066 | 0.11% |
| STACR 2020-HQA2 M2 03.8600 03/25/2050 | 0.11% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.11% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.11% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.11% |
| GNR 2019-21 SJ IO 05.2771 02/20/2049 | 0.11% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.11% |
| CSAIL 2015-C1 D P/P 144A 03.7705 04/15/2050 | 0.11% |
| FHR 4839 AS IO 05.3454 06/15/2042 | 0.11% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.11% |
| STACR 2018-DNA2 B1 04.6466 12/25/2030 | 0.11% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.11% |
| GNR 2019-H14 IB IO 02.4318 08/20/2069 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| FISERV INC 03.5000 07/01/2029 | 0.10% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.10% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.10% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% |
| MSC 2018-H4 XA 00.8636 12/15/2051 | 0.10% |
| STACR 2014-DN4 M3 05.4966 10/25/2024 | 0.10% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.10% |
| STACR 2018-HQA2 M2 03.2466 10/25/2048 | 0.10% |
| BSCMS 2007-T26 AJ 05.4375 01/12/2045 | 0.10% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.10% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.10% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.10% |
| GNMA GII30 TBA 03.0000 04/01/2050 | 0.10% |
| GNR 2018-H20 BI IO 02.5355 06/20/2068 | 0.10% |
| JPMCC 2012-C8 D P/P 144A 04.6748 10/15/2045 | 0.10% |
| BANK 2020-BN26 XA IO 01.3570 03/15/2063 | 0.10% |
| JPMBB 2014-C25 D P/P 144A 03.9460 11/15/2047 | 0.10% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.10% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.10% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.10% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.10% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.10% |
| GNR 2019-65 BS IO 05.3271 05/20/2049 | 0.10% |
| JPMBB 2013-C14 E P/P 144A 04.7021 08/15/2046 | 0.10% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.10% |
| MSC 2018-H3 XA 00.8338 07/15/2051 | 0.10% |
| SPST 2019-WL1 A 01.5966 08/25/2052 | 0.10% |
| FHR 4912 PS IO 05.3454 09/25/2049 | 0.10% |
| OLD LINE FUNDING LLC 67983TD86 DCP 04/08/2020 | 0.10% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.10% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.10% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.09% |
| CFCRE 2011-C2 E P/P 144A 05.7436 12/15/2047 | 0.09% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.09% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.09% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| UBSCM 2012-C1 C P/P 144A 05.5725 05/10/2045 | 0.09% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.09% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.09% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% |
| FNR 2018-44 SA IO 05.2534 06/25/2048 | 0.09% |
| GNR 2016-H02 HI IO 01.5731 01/20/2066 | 0.09% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.09% |
| STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.09% |
| CAS 2018-C05 1B1 05.1966 01/25/2031 | 0.09% |
| GNR 2014-H11 GI IO 01.5364 06/20/2064 | 0.09% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.09% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.09% |
| 1.46 R ISWP US0003M P 02/24/2030 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| CAS 2020-SBT1 1M2 03.6500 02/25/2040 | 0.09% |
| GNR 2019-H02 DI IO 02.5211 11/20/2068 | 0.09% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.09% |
| BMIR 2018-2A M1B P/P 144A 02.2966 08/25/2028 | 0.09% |
| MSC 2016-UB12 XA IO 00.7702 12/15/2049 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| COMM 2014-LC15 XA IO 01.0953 04/10/2047 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% |
| FHMS K100 X1 IO 00.6505 09/25/2029 | 0.08% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.08% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| FNR 2018-1 MS IO 05.2034 02/25/2048 | 0.08% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.08% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.08% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.08% |
| BSCMS 2006-PW11 B P/P 144A 05.7487 03/11/2039 | 0.08% |
| CAS 2019-R04 2M2 03.0466 06/25/2039 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| STACR 2014-DN2 M3 04.5466 04/25/2024 | 0.08% |
| GNR 2016-H11 HI IO 02.1024 01/20/2066 | 0.08% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.08% |
| STACR 2016-DNA2 M3 05.5966 10/25/2028 | 0.08% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.08% |
| CGCMT 2014-GC19 X IO 01.1504 03/10/2047 | 0.08% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.08% |
| GNR 2014-H07 BI IO 01.5299 05/20/2064 | 0.08% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.08% |
| CAS 2018-R07 1B1 MTGE 05.2966 04/25/2031 | 0.08% |
| CAS 2019-R03 1M2 03.0966 09/25/2031 | 0.08% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.08% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.08% |
| EMIR 2018-1 M1 02.6466 11/25/2028 | 0.08% |
| FHR 4077 HS IO 05.3954 07/15/2042 | 0.08% |
| WFCM 2014-LC16 XA IO 01.1118 08/15/2050 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.08% |
| GNR 2018-H05 AI IO 01.3286 02/20/2068 | 0.08% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.08% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% |
| GNR 2019-78 SJ IO 05.2771 06/20/2049 | 0.08% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.07% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.07% |
| 1.426 R ISWP US0003M P 02/28/2050 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| CSAIL 2015-C1 C 04.2705 04/15/2050 | 0.07% |
| CWALT 2007-OA6 A1A 01.0866 06/25/2037 | 0.07% |
| FNR 2018-94 SA IO 05.1534 01/25/2049 | 0.07% |
| FOX CORP 04.0300 01/25/2024 | 0.07% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.07% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.07% |
| GNR 2017-H12 QI IO 02.1691 05/20/2067 | 0.07% |
| WAMU 2005-AR17 A1B2 01.3566 12/25/2045 | 0.07% |
| AMGEN INC 04.6630 06/15/2051 | 0.07% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2050 | 0.07% |
| WFRBS 2012-C10 E P/P 144A 04.4295 12/15/2045 | 0.07% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.07% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.07% |
| STACR 2020-DNA2 B1 03.4466 02/25/2050 | 0.07% |
| CAS 2017-C01 1EB1 02.1966 07/25/2029 | 0.07% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.07% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.07% |
| GNR 2015-H04 AI IO 01.6318 12/20/2064 | 0.07% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.07% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.07% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% |
| ORACLE CORP 02.6500 07/15/2026 | 0.07% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% |
| G2 BJ5495 | 0.07% |
| GSMS 2013-GC10 XA IO 01.4987 02/10/2046 | 0.07% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.06% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.06% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.06% |
| GNR 2015-H12 GI IO 01.8699 05/20/2065 | 0.06% |
| TREASURY BILL 00.0000 04/09/2020 | 0.06% |
| COMM 2014-CR19 D P/P 144A 04.7305 08/10/2047 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.06% |
| GNR 2015-H09 BI IO 01.7555 03/20/2065 | 0.06% |
| GNR 2015-H10 CI IO 01.8720 04/20/2065 | 0.06% |
| GNR 2016-H04 KI IO 01.5812 02/20/2066 | 0.06% |
| UBSCM 2017-C7 XA IO 01.0547 12/15/2050 | 0.06% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.06% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.06% |
| GNR 2018-91 SJ IO 05.4771 07/20/2048 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8924 11/15/2045 | 0.06% |
| CAS 2016-C05 2M2 05.3966 01/25/2029 | 0.06% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.06% |
| GNR 2018-H02 EI IO 02.3753 01/20/2068 | 0.06% |
| JPMCC 2011-C3 D P/P 144A 05.6644 02/15/2046 | 0.06% |
| STACR 2014-HQ2 M3 04.6966 09/25/2024 | 0.06% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.06% |
| GNR 2015-H12 AI IO 01.9225 05/20/2065 | 0.06% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.06% |
| GNR 2017-H14 EI IO 01.4740 06/20/2067 | 0.06% |
| GNR 2019-125 SG IO 05.2771 10/20/2049 | 0.06% |
| MSBAM 2013-C12 XA IO 00.6028 10/15/2046 | 0.06% |
| AON PLC USD 04.2500 12/12/2042 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.3348 08/10/2044 | 0.06% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% |
| 1.1175 R ISWP FWD US0003M P 03/27/2030 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.06% |
| GNR 2015-H16 XI IO 02.6741 07/20/2065 | 0.06% |
| GNR 2016-H24 JI IO 02.3018 11/20/2066 | 0.06% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.06% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.06% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.06% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.06% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.06% |
| WAMU 2005-AR13 A1B2 01.3766 10/25/2045 | 0.06% |
| CAS 2019-HRP1 M2 03.0966 11/25/2039 | 0.06% |
| CAS 2019-R05 1M2 02.9466 07/25/2039 | 0.06% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.06% |
| MSBAM 2013-C11 D P/P 144A 04.3534 08/15/2046 | 0.06% |
| STACR 2018-DNA1 M2 02.7466 07/25/2030 | 0.06% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.05% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.2215 06/15/2044 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| COMM 2014-UBS6 XA IO 00.8918 12/10/2047 | 0.05% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.05% |
| GSMS 2014-GC22 XA IO 00.9846 06/10/2047 | 0.05% |
| MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.05% |
| MSBAM 2015-C26 XA IO 01.0261 10/15/2048 | 0.05% |
| SAIL 2004-10 A10 01.8466 11/25/2034 | 0.05% |
| STACR 2020-DNA2 M2 02.7966 02/25/2050 | 0.05% |
| WFRBS 2013-C14 XA IO 00.7305 06/15/2046 | 0.05% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.05% |
| CAS 2016-C01 1M2 07.6966 08/25/2028 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| GNR 2015-H25 CI IO 01.9526 10/20/2065 | 0.05% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.05% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.05% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.05% |
| GNR 2015-H20 AI IO 01.8928 08/20/2065 | 0.05% |
| GNR 2015-H28 DI IO 01.6168 08/20/2065 | 0.05% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| COMM 2013-CR6 D P/P 144A 04.1080 03/10/2046 | 0.05% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.05% |
| GNR 2015-H26 DI IO 01.9465 10/20/2065 | 0.05% |
| JPMCC 2016-JP2 XA IO 01.8210 08/15/2049 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| STACR 2018-DNA2 M2 03.0966 12/25/2030 | 0.05% |
| CAS 2017-C01 1B1 06.6966 07/25/2029 | 0.05% |
| CAS 2017-C07 1B1 04.9466 05/25/2030 | 0.05% |
| COMM 2012-CR1 D P/P 144A 05.3201 05/15/2045 | 0.05% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% |
| CAS 2019-R06 2M2 03.0466 09/25/2039 | 0.05% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNR 2015-H12 EI IO 01.7649 04/20/2065 | 0.05% |
| JPMCC 2013-C10 XA IO 00.9753 12/15/2047 | 0.05% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.05% |
| STACR 2017-DNA1 M2 04.1966 07/25/2029 | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.05% |
| MSBAM 2013-C7 XA IO 01.3395 02/15/2046 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| COMM 2014-CR17 C 04.7840 05/10/2047 | 0.05% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.05% |
| GNR 2017-H23 BI IO 01.9539 11/20/2067 | 0.05% |
| WFRBS 2012-C10 D P/P 144A 04.4295 12/15/2045 | 0.05% |
| CAS 2017-C04 2M2 03.7966 11/25/2029 | 0.04% |
| MSBAM 2013-C11 F P/P 144A 04.3534 08/15/2046 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.04% |
| WFRBS 2014-C23 XA IO 00.5685 10/15/2057 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.04% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| COMM 2014-CR17 XA IO 00.9732 05/10/2047 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H15 JI IO 02.0392 06/20/2065 | 0.04% |
| GNR 2017-H10 MI IO 01.7152 04/20/2067 | 0.04% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.04% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6199 12/10/2045 | 0.04% |
| AES CORP/THE 05.1250 09/01/2027 | 0.04% |
| APPLE INC 03.4500 05/06/2024 | 0.04% |
| CAS 2017-C06 1B1 05.0966 02/25/2030 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| MSC 2016-BNK2 XA IO 01.0681 11/15/2049 | 0.04% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.04% |
| VMWARE INC 03.9000 08/21/2027 | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5358 12/15/2045 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.04% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| CAS 2019-R01 2M2 03.3966 07/25/2031 | 0.04% |
| COMM 2013-CR13 E P/P 144A 04.8887 11/10/2046 | 0.04% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.04% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| CCMFC 2004-3A A2 01.2466 08/25/2035 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.04% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.04% |
| GNR 2010-H19 GI IO 01.4833 08/20/2060 | 0.04% |
| GNR 2015-H25 AI IO 01.6747 09/20/2065 | 0.04% |
| GNR 2019-121 SD IO 05.2271 10/20/2049 | 0.04% |
| SWPTN 6MX10Y R 1.29 USD 08/25/2020 MS | 0.04% |
| SWPTN 9MX2Y R 1.0925 USD 11/25/2020 GS | 0.04% |
| TREASURY BILL 00.0000 05/07/2020 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.04% |
| COMM 2015-CR23 XA IO 00.9190 05/10/2048 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.04% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.04% |
| GNR 2016-H27 BI IO 02.5549 12/20/2066 | 0.04% |
| GSMS 2014-GC18 XA IO 01.0128 01/10/2047 | 0.04% |
| JPMCC 2013-C16 XA IO 00.9329 12/15/2046 | 0.04% |
| JPMCC 2013-LC11 X IO 01.2566 04/15/2046 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.04% |
| CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.04% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.04% |
| GNR 2017-H08 NI IO 01.7152 03/20/2067 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.04% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.04% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.04% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.04% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.04% |
| NHEL 2004-2 M4 02.7466 09/25/2034 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| 1.07 R ISWP FWD US0003M P 04/02/2030 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| COMM 2013-LC13 XA IO 01.1226 08/10/2046 | 0.03% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.03% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.03% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.03% |
| GSMS 2013-GC12 XA IO 01.4170 06/10/2046 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.03% |
| TREASURY BILL 00.0000 04/23/2020 | 0.03% |
| VIACOMCBS INC 04.3750 03/15/2043 | 0.03% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.03% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.03% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.03% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.03% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.03% |
| MSC 2012-C4 E P/P 144A 05.4195 03/15/2045 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.03% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.03% |
| COMM 2014-UBS4 XA IO 01.1062 08/10/2047 | 0.03% |
| FHR 3852 NT 05.2954 05/15/2041 | 0.03% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.03% |
| GNMA GII30 AI2340 04.4720 05/20/2065 | 0.03% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| 0.6725 R ISWP US0003M P 03/16/2050 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.03% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.03% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.03% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.03% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.03% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.03% |
| GNR 2015-H17 CI IO 01.6550 06/20/2065 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| CGCMT 2013-GC17 X IO 01.0355 11/10/2046 | 0.03% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.03% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.03% |
| OPTN FN30 3.0 04/08/20 CALL 103.0 JPMC | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| WFRBS 2014-C22 XA IO 00.8077 09/15/2057 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| BMIR 2018-2A M1C P/P 144A 02.5466 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| FHR 3408 EK 22.9578 04/15/2037 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 02.5466 10/25/2028 | 0.03% |
| JPMBB 2014-C25 XA IO 00.8520 11/15/2047 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| COMM 2014-CR19 XA IO 01.0076 08/10/2047 | 0.03% |
| EMIR 2018-1 M2 03.9466 11/25/2028 | 0.03% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.03% |
| GNR 2015-H01 CI IO 01.6888 12/20/2064 | 0.03% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| JPMCC 2012-LC9 XA IO 01.5021 12/15/2047 | 0.03% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.03% |
| CAS 2020-SBT1 2M2 03.6500 02/25/2040 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.03% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.03% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| PUGET ENERGY INC 03.6500 05/15/2025 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.03% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.03% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.03% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.03% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.03% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.03% |
| GNR 2019-99 KS IO 05.2771 08/20/2049 | 0.03% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.03% |
| WAMU 2005-AR1 A2B 01.7466 01/25/2045 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CAS 2019-R02 1B1 05.0966 08/25/2031 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.02% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| COMM 2014-CR18 XA IO 00.9967 07/15/2047 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| CAS 2018-R07 1M2 03.3466 04/25/2031 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| WAMU 2005-AR2 2A1B 01.3166 01/25/2045 | 0.02% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.02% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| WAMU 2005-AR17 A1B3 01.2966 12/25/2045 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 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% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| CAS 2017-C06 2M2 03.7466 02/25/2030 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| STACR 2019-DNA4 B1 03.6466 10/25/2049 | 0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7436 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% |
| STACR 2017-DNA2 B1 06.0966 10/25/2029 | 0.02% |
| STACR 2018-DNA3 B1 04.8466 09/25/2048 | 0.02% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1848 03/15/2045 | 0.02% |
| 0.7025 R ISWP FWD US0003M P 04/16/2050 | 0.02% |
| CAS 2017-C03 1B1 05.7966 10/25/2029 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| COMM 2014-LC17 XA IO 00.7663 10/10/2047 | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.02% |
| FNR 2011-4 CS 11.0067 05/25/2040 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| COMM 2012-LC4 XA IO P/P 144A 02.1014 12/10/2044 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| FHR 3065 DC 17.7461 03/15/2035 | 0.02% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.02% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.02% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.02% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6861 11/15/2044 | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| FNR 2006-62 PS 34.2202 07/25/2036 | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.02% |
| GNR 2020-15 CS IO 05.2771 12/02/2021 | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| TREASURY BILL 00.0000 04/16/2020 | 0.02% |
| UBSBB 2012-C2 F P/P 144A 04.8885 05/10/2063 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| CAS 2016-C04 1M2 05.1966 01/25/2029 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 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.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNR 2005-122 SE 19.7868 11/25/2035 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.9466 04/25/2027 | 0.01% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 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 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2006-8 HP 21.0957 03/25/2036 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BMIR 2017-1 M1 P/P 144A 02.6466 10/25/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2005-106 JC 17.1887 12/25/2035 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 AW8447 04.3240 05/20/2067 | 0.01% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CAS 2017-C05 1B1 04.5466 01/25/2030 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| STACR 2019-DNA2 B1 05.2966 03/25/2049 | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0743 05/10/2045 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 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 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 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% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 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 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6700 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6650 09/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNR 2013-129 SN IO 05.3771 09/20/2043 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| FHR 2990 LB 15.1447 06/15/2034 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 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 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CAS 2018-C06 1M2 02.9466 03/25/2031 | 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.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHR 3249 PS 19.9497 12/15/2036 | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.01% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CAS 2016-C07 2M2 05.2966 05/25/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FLR USL3M 5.00 03/14/2021 JP | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.01% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.01% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| CAS 2017-C01 1M2 04.4966 07/25/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 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 AL1566 UMBS 06.0000 09/01/2040 | 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 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2005-75 GS 17.4101 08/25/2035 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MWST 2018-W1 A 01.7966 11/25/2051 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHR 2976 LC 21.8364 05/15/2035 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| GNMA GII30 AH1094 04.6660 06/20/2065 | 0.00% |
| GNMA GII30 BL6235 06.0000 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 BO1330 05.0000 05/20/2049 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CAS 2018-C04 2M2 03.4966 12/25/2030 | 0.00% |
| CAS 2019-R02 1M2 03.2466 08/25/2031 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 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 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 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 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2015-H14 BI IO 01.6313 05/20/2065 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 1MX10Y P 0.895 USD 04/20/2020 UB | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 6MX10Y P 1.29 USD 08/25/2020 MS | 0.00% |
| SWPTN 8WX10Y P 1.12625 USD 04/27/2020 TD | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 0.4921 R ISWP US0003M P 04/01/2022 | 0.00% |
| 0.495 R ISWP US0003M P 04/01/2022 | 0.00% |
| 0.6725 R ISWP US0003M P 03/25/2030 | 0.00% |
| 1.608 R ISWP US0003M P 02/07/2030 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 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 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNR 2005-83 QP 14.9328 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 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% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN1902 04.5710 05/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4920 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5280 08/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| 0.7375 R ISWP US0003M P 03/30/2030 | 0.00% |
| 0.8725 R ISWP US0003M P 03/24/2030 | 0.00% |
| 0.933 R ISWP US0003M P 03/17/2030 | 0.00% |
| 0.9575 R ISWP US0003M P 03/23/2030 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1712 05/15/2038 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 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 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| GNMA GII30 AN4733 04.4830 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6270 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529888 06.5000 05/15/2031 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.00% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | 0.00% |
| 0.70792 R ISWP US0003M P 03/11/2030 | 0.00% |
| 0.7415 R ISWP US0003M P 03/30/2030 | 0.00% |
| 0.838 R ISWP US0003M P 03/19/2050 | 0.00% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| BACM 2007-1 XW IO 00.2286 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.2832 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3000 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5026 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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% |
| CSMC 2007-C2 AX IO P/P 144A 00.0089 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNR 2001-50 BI IO 00.3770 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 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0620 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0029 12/10/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2897 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0305 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3130 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1419 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1419 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.4012 07/15/2045 | 0.00% |
| OPTN FN30 3.0 04/08/20 PUT 102.9375 JPMC | 0.00% |
| OPTN FN30 3.0 04/08/20 PUT 103.0 JPMC | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 5WX10Y P 1.123 USD 03/31/2020 GS | 0.00% |
| SWPTN 5WX2Y P 0.956 USD 03/31/2020 GS | 0.00% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.00% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | 0.00% |
| SWPTN 8WX2Y P 0.92 USD 04/27/2020 TD | 0.00% |
| SWPTN 9MX2Y P 1.0925 USD 11/25/2020 GS | 0.00% |
| USL3M P ISWP USL6M R 05/26/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.1166 11/15/2048 | 0.00% |
| 0.7165 R ISWP US0003M P 03/11/2030 | -0.00% |
| 0.801 R ISWP FWD US0003M P 04/26/2030 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.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-.6 2063-05-11 300.0 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 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| 1.631 R ISWP US0003M P 01/07/2022 | -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.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-.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 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -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% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.4825 R ISWP US0003M P 04/01/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| 0.609 R ISWP US0003M P 03/26/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 0.655 R ISWP US0003M P 03/31/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| 0.742 R ISWP US0003M P 03/23/2025 | -0.01% |
| 0.7525 R ISWP US0003M P 03/23/2025 | -0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 0.6045 R ISWP US0003M P 03/18/2025 | -0.01% |
| 0.717 R ISWP US0003M P 03/20/2025 | -0.01% |
| 0.8225 R ISWP US0003M P 03/19/2050 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| 0.727 R ISWP US0003M P 03/20/2025 | -0.01% |
| 0.745 R ISWP US0003M P 03/17/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -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% |
| 0.638 R ISWP US0003M P 03/16/2025 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| 0.775 R ISWP US0003M P 03/19/2050 | -0.02% |
| 0.876 R ISWP US0003M P 03/17/2030 | -0.02% |
| 0.8775 R ISWP US0003M P 03/17/2030 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| 0.62658 R ISWP US0003M P 04/01/2030 | -0.02% |
| 0.7575 R ISWP US0003M P 03/19/2050 | -0.02% |
| SWPTN 1MX10Y R 0.895 USD 04/20/2020 UB | -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 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% |
| 1.744 R ISWP US0003M P 01/08/2030 | -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 6MX30Y R 0.442 USD 09/23/2020 JP | -0.02% |
| 0.744 R ISWP US0003M P 03/17/2025 | -0.03% |
| 0.7495 R ISWP US0003M P 03/17/2025 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 1MX10Y R 0.7275 USD 04/20/2020 UB | -0.03% |
| 0.761 R ISWP US0003M P 03/17/2025 | -0.03% |
| 0.7615 R ISWP US0003M P 03/17/2025 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| 0.774 R ISWP US0003M P 03/17/2025 | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| 0.675 R ISWP US0003M P 03/16/2025 | -0.03% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.03% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.03% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| 0.98 R ISWP US0003M P 03/23/2030 | -0.03% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.03% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.03% |
| 1.00 R ISWP US0003M P 03/23/2030 | -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% |
| 1.02 R ISWP US0003M P 03/23/2030 | -0.04% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.04% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% |
| 1.09 R ISWP FWD US0003M P 03/27/2030 | -0.05% |
| 1.4195 R ISWP US0003M P 02/24/2022 | -0.05% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.06% |
| 0.8115 R ISWP US0003M P 03/20/2025 | -0.06% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.06% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.06% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.06% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.06% |
| 0.747 R ISWP US0003M P 03/19/2025 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.07% |
| FNMA FN30 TBA UMBS 05.0000 04/01/2050 | -0.07% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.07% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.07% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| OPTN FN30 2.5 05/06/20 PUT 102.8125 JPMC | -0.08% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.08% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.09% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.10% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.10% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.11% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% |
| SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.13% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.14% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.14% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.15% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.16% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.17% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.18% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.19% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.19% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.20% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.20% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.21% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.22% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.22% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.23% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.23% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.24% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.25% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.26% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.28% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.33% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.42% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.57% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.61% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.61% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.63% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.65% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.84% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.17% |
| GNMA GII30 TBA 05.0000 04/01/2050 | -1.72% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | -2.71% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 9.06% |
|---|---|
| US 10YR NOTE (CBT)JUN20 TYM0 | 8.75% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2050 | 8.74% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | 8.19% |
| US ULTRA BOND CBT JUN20 WNM0 | 6.14% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 5.12% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 4.49% |
| REPO TRIPA TREAS 1.58 03/02/2020 | 4.37% |
| REPO TRIPA MORTG 1.61 03/02/2020 | 3.90% |
| REPO TRIPA MORTG 1.61 03/02/2020 | 3.87% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 3.04% |
| REPO TRIPA TREAS 1.58 03/02/2020 | 2.91% |
| US 10YR ULTRA FUT JUN20 UXYM0 | 2.91% |
| GNMA GII30 TBA 03.5000 03/01/2050 | 1.42% |
| US LONG BOND(CBT) JUN20 USM0 | 1.31% |
| FED HOME LN DISCOUNT NT 313384VQ9 GDC 04/15/2020 | 1.24% |
| GNMA GII30 TBA 04.0000 03/01/2050 | 1.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.96% |
| VERIZON COMM 04.3290 09/21/2028 | 0.89% |
| FED HOME LN DISCOUNT NT 313384VN6 GDC 04/13/2020 | 0.84% |
| FED HOME LN DISCOUNT NT 313384VX4 GDC 04/22/2020 | 0.78% |
| FED HOME LN DISCOUNT NT 313384TX7 GDC 03/05/2020 | 0.73% |
| TREASURY BILL 00.0000 03/26/2020 | 0.73% |
| TREASURY BILL 00.0000 04/07/2020 | 0.73% |
| TREASURY BILL 00.0000 04/14/2020 | 0.73% |
| TREASURY BILL 00.0000 06/25/2020 | 0.72% |
| TREASURY BILL 00.0000 08/06/2020 | 0.72% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.71% |
| TREASURY BILL 00.0000 05/21/2020 | 0.71% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2050 | 0.68% |
| COMCAST CORP 03.4500 02/01/2050 | 0.62% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.61% |
| STACR 2019-DNA2 M2 04.0768 03/25/2049 | 0.56% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.55% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.54% |
| METLIFE SHORT TERM FUNDING LL 59157TC27 DCP 03/02/2020 | 0.52% |
| GNR 2020-11 SY IO 04.4530 01/20/2050 | 0.49% |
| NATIONWIDE BUILDING SOCIETY 6385E0CR2 DCP 03/25/2020 | 0.47% |
| MCAS 2019-01 M10 P/P 144A 04.8768 10/15/2049 | 0.45% |
| BARCLAYS BANK PLC CCP 06742VFL0 DCP 04/24/2020 | 0.44% |
| MATCHPOINT FINANCE PLC 57666ACL4 DCP 03/20/2020 | 0.44% |
| VICTORY RECEIVABLES CORP 92646KD66 DCP 04/06/2020 | 0.44% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.43% |
| DNB BANK ASA 2332K0CH3 DCP 03/17/2020 | 0.43% |
| EXPORT DEVELOPMENT CANADA 30215GE40 DCP 05/04/2020 | 0.43% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.42% |
| STACR 2019-DNA3 M2 03.6768 07/25/2049 | 0.41% |
| AT&T INC 04.3500 03/01/2029 | 0.39% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.38% |
| LIBERTY STREET FUNDING LLC 53127TEJ8 DCP 05/18/2020 | 0.38% |
| STACR 2016-HQA1 M3 07.9768 09/25/2028 | 0.38% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.38% |
| GOTHAM FUNDING CORP 38346LCA2 DCP 03/10/2020 | 0.38% |
| TORONTO-DOMINION BANK/THE 89119AC30 DCP 03/03/2020 | 0.38% |
| SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.37% |
| ATLANTIC ASSET SECURITIZATION 04821TC29 DCP 03/02/2020 | 0.36% |
| CAFCO LLC 1247P2C36 DCP 03/03/2020 | 0.36% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.36% |
| MANHATTAN ASSET FUNDING CO LL 56274LC69 DCP 03/06/2020 | 0.35% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.34% |
| BMIR 2017-1 M2 P/P 144A 04.9768 10/25/2027 | 0.34% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.34% |
| NRW BANK 62939LC64 DCP 03/06/2020 | 0.34% |
| TREASURY BILL 00.0000 03/12/2020 | 0.34% |
| ALPINE SECURITIZATION LLC 02088WC24 DCP 03/02/2020 | 0.33% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.33% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.32% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.31% |
| CANADIAN IMPERIAL BANK OF COM 13608ACJ3 DCP 03/18/2020 | 0.31% |
| CAS 2016-C03 1M2 06.9268 10/25/2028 | 0.31% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.30% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.30% |
| AT&T INC 04.3000 02/15/2030 | 0.30% |
| STACR 2019-DNA1 B1 06.2768 01/25/2049 | 0.30% |
| SUMITOMO MITSUI TRUST BANK LT 86564YD66 DCP 04/06/2020 | 0.30% |
| BARCLAYS BANK PLC CCP 06742VCM1 DCP 04/15/2020 | 0.29% |
| CHARIOT FUNDING LLC 15963TC23 DCP 03/02/2020 | 0.29% |
| CHARTA LLC 16115VC49 DCP 03/04/2020 | 0.29% |
| CRC FUNDING LLC 12619TC69 DCP 03/06/2020 | 0.29% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.29% |
| PRUDENTIAL PLC 7443M2DU7 DCP 04/28/2020 | 0.29% |
| THUNDER BAY FUNDING LLC 88603HCA4 DCP 05/26/2020 | 0.29% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.29% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.29% |
| OMNICOM GROUP INC 02.4500 04/30/2030 | 0.29% |
| MRAIT 2020-2 A 01.1500 10/22/2020 | 0.29% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.28% |
| CIGNA CORP 03.7500 07/15/2023 | 0.28% |
| FNR 2019-57 LS IO 04.3733 10/25/2049 | 0.28% |
| STRU BMOC-6882 SA IO 04.4021 03/20/2050 | 0.28% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.27% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.27% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.27% |
| EQUINIX INC 03.2000 11/18/2029 | 0.26% |
| FNR 2016-8 SA IO 04.4233 03/25/2046 | 0.26% |
| CAS 2016-C02 1M2 07.6268 09/25/2028 | 0.26% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.26% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.26% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.25% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.25% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.25% |
| GNMA GII30 TBA 04.5000 03/01/2050 | 0.24% |
| CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.24% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.24% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.24% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.24% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.24% |
| COMCAST CORP 03.9990 11/01/2049 | 0.24% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.23% |
| BMIR 2019-4A M1C P/P 144A 04.1268 10/25/2029 | 0.23% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.23% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.23% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.22% |
| FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.22% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.22% |
| STACR 2018-DNA2 B1 05.3268 12/25/2030 | 0.22% |
| GNR 2019-123 SL IO 04.5030 10/20/2049 | 0.22% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.22% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.22% |
| STACR 2016-HQA2 M3 06.7768 11/25/2028 | 0.21% |
| ATLANTIC ASSET SECURITIZATION 04821TCH6 DCP 03/17/2020 | 0.21% |
| GNR 2019-83 SW IO 04.4530 07/20/2049 | 0.21% |
| TREASURY BILL 00.0000 04/02/2020 | 0.21% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.20% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.20% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.20% |
| FISERV INC 04.2000 10/01/2028 | 0.20% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.20% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.20% |
| TREASURY BILL 00.0000 06/18/2020 | 0.20% |
| WAMU 2005-AR13 A1C4 02.0568 10/25/2045 | 0.20% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.20% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.19% |
| ZOETIS INC 03.9000 08/20/2028 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.19% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.19% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.19% |
| BANK 2018-BN13 XA 00.5131 08/15/2061 | 0.18% |
| CAS 2018-C05 1B1 05.8768 01/25/2031 | 0.18% |
| FHR 4839 WS IO 04.4415 08/15/2056 | 0.18% |
| BCAP 2015-RR5 2A2 03.2158 01/26/2046 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| FNR 2019-3 SA IO 04.4733 02/25/2049 | 0.18% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.18% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.18% |
| STACR 2016-HQA3 M3 05.4768 03/25/2029 | 0.18% |
| CAS 2017-C07 1EB2 02.6268 05/25/2030 | 0.18% |
| GNR 2019-83 JS IO 04.4530 07/20/2049 | 0.18% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.18% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.18% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.18% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.18% |
| JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046 | 0.17% |
| UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.17% |
| RMIR 2019-1 M2 P/P 144A 04.8268 02/25/2029 | 0.17% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.17% |
| ECOLAB INC 03.2500 12/01/2027 | 0.17% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.17% |
| FHR 4738 QS IO 04.5415 12/15/2047 | 0.17% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.16% |
| CAS 2020-R01 1M2 03.6768 01/25/2040 | 0.16% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.16% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.16% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.16% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% |
| FNR 2017-108 SA IO 04.5233 01/25/2048 | 0.16% |
| STACR 2015-DNA3 M3 06.3268 04/25/2028 | 0.16% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.16% |
| FNR 2019-59 SD IO 04.4233 10/25/2049 | 0.16% |
| FHMS K104 X1 IO 01.1271 02/25/2052 | 0.16% |
| FNR 2015-66 AS IO 04.6233 09/25/2045 | 0.16% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.16% |
| CAS 2019-R04 2M2 03.7268 06/25/2039 | 0.15% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.15% |
| GSMS 2014-GC18 C 04.9889 01/10/2047 | 0.15% |
| UBSCM 2012-C1 D P/P 144A 05.5702 05/10/2045 | 0.15% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.15% |
| CAS 2018-C04 2M2 04.1768 12/25/2030 | 0.15% |
| MSBAM 2013-C10 E P/P 144A 04.0827 07/15/2046 | 0.15% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.15% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.15% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.15% |
| CSMC 2016-NXSR XA IO 00.7768 12/15/2049 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| CAS 2018-R07 1B1 MTGE 05.9768 04/25/2031 | 0.14% |
| FNR 2018-29 S IO 04.5733 05/25/2048 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.14% |
| GNR 2018-148 GS IO 04.4415 02/16/2046 | 0.14% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.14% |
| STACR 2020-DNA2 B1 04.1550 02/25/2050 | 0.14% |
| GNR 2018-155 SE IO 04.4530 11/20/2048 | 0.14% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.14% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.14% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.14% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.14% |
| MSRR 2015-R4 CB1 02.4851 08/26/2047 | 0.14% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.14% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.14% |
| JPMBB 2014-C25 D P/P 144A 03.9459 11/15/2047 | 0.14% |
| STACR 2018-HQA1 M2 03.9268 09/25/2030 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| STACR 2016-DNA3 M3 06.6268 12/25/2028 | 0.13% |
| CAS 2018-C05 1M2 03.9768 01/25/2031 | 0.13% |
| COMM 2019-GC44 XA IO 00.6571 08/15/2057 | 0.13% |
| NRW BANK 62939LCC1 DCP 03/12/2020 | 0.13% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.13% |
| TREASURY BILL 00.0000 05/14/2020 | 0.13% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% |
| FNR 2016-91 AS IO 04.4733 12/25/2046 | 0.13% |
| GNR 2016-H23 NI IO 02.5513 10/20/2066 | 0.13% |
| GNR 2020-H02 GI IO 02.5589 01/20/2070 | 0.13% |
| STACR 2015-DN1 M3 05.7768 01/25/2025 | 0.13% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.13% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.13% |
| SPST 2019-11 A 02.3789 10/24/2020 | 0.12% |
| GNR 2014-131 BS IO 04.5415 09/16/2044 | 0.12% |
| JPMCC 2011-C3 F P/P 144A 05.6640 02/15/2046 | 0.12% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.12% |
| CAS 2017-C01 1B1 07.3768 07/25/2029 | 0.12% |
| JPMCC 2012-C6 E P/P 144A 05.1569 05/15/2045 | 0.12% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.12% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.12% |
| MWST 2019-1 A 02.4268 06/25/2052 | 0.12% |
| BF0101 03.5000 06/01/2056 | 0.12% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.12% |
| GNR 2012-149 GS IO 04.5530 12/20/2042 | 0.12% |
| WFRBS 2012-C7 D P/P 144A 04.8128 06/15/2045 | 0.12% |
| CSAIL 2015-C1 D P/P 144A 03.7716 04/15/2050 | 0.12% |
| JPMBB 2013-C14 E P/P 144A 04.7019 08/15/2046 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| STACR 2018-HQA2 M2 03.9268 10/25/2048 | 0.12% |
| JPMCC 2012-C8 D P/P 144A 04.6490 10/15/2045 | 0.12% |
| BSCMS 2007-T26 AJ 05.4496 01/12/2045 | 0.11% |
| FHR 4596 CS IO 04.4415 06/15/2046 | 0.11% |
| HCA INC 04.1250 06/15/2029 | 0.11% |
| CAS 2017-C02 2ED3 02.9768 09/25/2029 | 0.11% |
| COMM 2014-CR17 D P/P 144A 04.8476 05/10/2047 | 0.11% |
| FNR 2014-87 MS IO 04.6233 01/25/2045 | 0.11% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.11% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.11% |
| GNR 2019-44 SA IO 04.4030 04/20/2049 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| STACR 2014-DN4 M3 06.1768 10/25/2024 | 0.11% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.11% |
| WBCMT 2005-C21 E P/P 144A 05.1693 10/15/2044 | 0.11% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.11% |
| GNR 2010-9 YD IO 05.1415 01/16/2040 | 0.11% |
| MSC 2018-H4 XA 00.8640 12/15/2051 | 0.11% |
| FHR 4839 AS IO 04.3915 06/15/2042 | 0.10% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.10% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.10% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.10% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.10% |
| GNR 2019-H14 IB IO 02.5553 08/20/2069 | 0.10% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.10% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.10% |
| FISERV INC 03.5000 07/01/2029 | 0.10% |
| FNR 2018-44 SA IO 04.5733 06/25/2048 | 0.10% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.10% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.10% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.10% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.10% |
| FHR 4912 PS IO 04.3915 09/25/2049 | 0.10% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.10% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.10% |
| MSC 2018-H3 XA 00.8341 07/15/2051 | 0.10% |
| CFCRE 2011-C2 E P/P 144A 05.7414 12/15/2047 | 0.10% |
| GNR 2019-21 SJ IO 04.4030 02/20/2049 | 0.10% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.10% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.10% |
| GNR 2016-H02 HI IO 01.6166 01/20/2066 | 0.10% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.10% |
| CAS 2017-C07 1B1 05.6268 05/25/2030 | 0.10% |
| GNR 2018-H20 BI IO 02.6350 06/20/2068 | 0.10% |
| UBSCM 2012-C1 C P/P 144A 05.5702 05/10/2045 | 0.10% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.09% |
| GNR 2019-65 BS IO 04.4530 05/20/2049 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.09% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.09% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.09% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% |
| BMIR 2018-2A M1B P/P 144A 02.9768 08/25/2028 | 0.09% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.09% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.09% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.09% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.09% |
| GNMA GII30 TBA 03.0000 03/01/2050 | 0.09% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.09% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.09% |
| CAS 2019-R03 1M2 03.7768 09/25/2031 | 0.09% |
| SPST 2019-WL1 A 02.2768 08/25/2052 | 0.09% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.09% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.09% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.09% |
| FNR 2018-1 MS IO 04.5233 02/25/2048 | 0.09% |
| GNR 2019-78 SJ IO 04.4030 06/20/2049 | 0.09% |
| MSC 2016-UB12 XA IO 00.7723 12/15/2049 | 0.09% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.09% |
| EMIR 2018-1 M1 03.3268 11/25/2028 | 0.08% |
| GNR 2014-H11 GI IO 01.4744 06/20/2064 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.08% |
| CAS 2017-C01 1EB1 02.8768 07/25/2029 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| GNR 2019-H02 DI IO 02.6232 11/20/2068 | 0.08% |
| STACR 2014-DN2 M3 05.2268 04/25/2024 | 0.08% |
| STACR 2016-DNA2 M3 06.2768 10/25/2028 | 0.08% |
| COMM 2014-LC15 XA IO 01.0958 04/10/2047 | 0.08% |
| CWALT 2007-OA6 A1A 01.7668 06/25/2037 | 0.08% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.08% |
| GNR 2016-H11 HI IO 02.0996 01/20/2066 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| CAS 2017-C06 1B1 05.7768 02/25/2030 | 0.08% |
| CGCMT 2014-GC19 X IO 01.1509 03/10/2047 | 0.08% |
| CSAIL 2015-C1 C 04.2716 04/15/2050 | 0.08% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.08% |
| FNR 2018-94 SA IO 04.4733 01/25/2049 | 0.08% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.08% |
| GNR 2014-H07 BI IO 01.4679 05/20/2064 | 0.08% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.08% |
| WAMU 2005-AR17 A1B2 02.0368 12/25/2045 | 0.08% |
| FHMS K100 X1 IO 00.6506 09/25/2029 | 0.08% |
| GNR 2015-H12 GI IO 01.8075 05/20/2065 | 0.08% |
| WFCM 2014-LC16 XA IO 01.1121 08/15/2050 | 0.08% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.08% |
| FHR 4077 HS IO 04.4415 07/15/2042 | 0.08% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.08% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.08% |
| GNR 2018-H05 AI IO 01.3706 02/20/2068 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| STACR 2020-DNA2 M2 03.5050 02/25/2050 | 0.08% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.07% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.07% |
| WFRBS 2012-C10 E P/P 144A 04.4294 12/15/2045 | 0.07% |
| COMM 2014-CR19 D P/P 144A 04.7303 08/10/2047 | 0.07% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.07% |
| GNR 2017-H12 QI IO 02.2843 05/20/2067 | 0.07% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.07% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.07% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.07% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.07% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.07% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.07% |
| STACR 2014-HQ2 M3 05.3768 09/25/2024 | 0.07% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2049 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| GSMS 2013-GC10 XA IO 01.4994 02/10/2046 | 0.06% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| UBSCM 2017-C7 XA IO 01.0558 12/15/2050 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| CAS 2016-C05 2M2 06.0768 01/25/2029 | 0.06% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.06% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.06% |
| GNR 2015-H04 AI IO 01.6731 12/20/2064 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| MSBAM 2013-C11 F P/P 144A 04.3533 08/15/2046 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| G2 BJ5495 | 0.06% |
| AON PLC USD 04.2500 12/12/2042 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| STACR 2018-DNA1 M2 03.4268 07/25/2030 | 0.06% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8935 11/15/2045 | 0.06% |
| CAS 2017-C04 2M2 04.4768 11/25/2029 | 0.06% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.06% |
| GNR 2015-H10 CI IO 01.8137 04/20/2065 | 0.06% |
| GNR 2015-H16 XI IO 02.7204 07/20/2065 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.06% |
| CAS 2019-R05 1M2 03.6268 07/25/2039 | 0.06% |
| CAS 2019-R06 2M2 03.7268 09/25/2039 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.3344 08/10/2044 | 0.06% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.06% |
| GNR 2015-H09 BI IO 01.6975 03/20/2065 | 0.06% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.06% |
| GNR 2018-H02 EI IO 01.3752 01/20/2068 | 0.06% |
| MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| TREASURY BILL 00.0000 04/09/2020 | 0.06% |
| WAMU 2005-AR13 A1B2 02.0568 10/25/2045 | 0.06% |
| 1.485 R ISWP US0003M P 02/05/2030 | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.06% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% |
| GNR 2015-H20 AI IO 01.8311 08/20/2065 | 0.06% |
| GNR 2018-91 SJ IO 04.6030 07/20/2048 | 0.06% |
| JPMCC 2011-C3 D P/P 144A 05.6640 02/15/2046 | 0.06% |
| MSBAM 2013-C12 XA IO 00.6034 10/15/2046 | 0.06% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.06% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% |
| CAS 2016-C01 1M2 08.3768 08/25/2028 | 0.06% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.06% |
| GNR 2015-H12 AI IO 01.8608 05/20/2065 | 0.06% |
| GNR 2016-H04 KI IO 02.1367 02/20/2066 | 0.06% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.06% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.06% |
| GNR 2015-H12 EI IO 01.7036 04/20/2065 | 0.06% |
| GNR 2017-H14 EI IO 01.4937 06/20/2067 | 0.06% |
| GNR 2017-H23 BI IO 01.8913 11/20/2067 | 0.06% |
| STACR 2018-DNA2 M2 03.7768 12/25/2030 | 0.06% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.06% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.06% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% |
| GNR 2015-H25 CI IO 01.9941 10/20/2065 | 0.06% |
| GNR 2019-125 SG IO 04.4030 10/20/2049 | 0.06% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNR 2016-H24 JI IO 02.3409 11/20/2066 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.05% |
| STACR 2017-DNA1 M2 04.8768 07/25/2029 | 0.05% |
| COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.2297 06/15/2044 | 0.05% |
| WFRBS 2013-C14 XA IO 00.7310 06/15/2046 | 0.05% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.05% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.05% |
| GSMS 2014-GC22 XA IO 00.9848 06/10/2047 | 0.05% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.05% |
| TREASURY BILL 00.0000 06/11/2020 | 0.05% |
| CAS 2019-R02 1B1 05.7768 08/25/2031 | 0.05% |
| COMM 2012-CR1 D P/P 144A 05.3199 05/15/2045 | 0.05% |
| COMM 2013-CR6 D P/P 144A 04.0807 03/10/2046 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.05% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.05% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.05% |
| GNR 2017-H10 MI IO 01.7602 04/20/2067 | 0.05% |
| JPMCC 2016-JP2 XA IO 01.8225 08/15/2049 | 0.05% |
| MSBAM 2013-C11 D P/P 144A 04.3533 08/15/2046 | 0.05% |
| MSBAM 2015-C26 XA IO 01.0267 10/15/2048 | 0.05% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.05% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| FAHB 2020-HB1 M4 04.0754 03/25/2020 | 0.05% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| SAIL 2004-10 A10 02.5268 11/25/2034 | 0.05% |
| GNR 2015-H28 DI IO 01.5578 08/20/2065 | 0.05% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% |
| COMM 2013-CR13 E P/P 144A 04.8887 11/10/2046 | 0.05% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.05% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.05% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.05% |
| GNR 2015-H15 JI IO 01.9775 06/20/2065 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| WFRBS 2012-C10 D P/P 144A 04.4294 12/15/2045 | 0.05% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.05% |
| GNR 2015-H26 DI IO 01.9852 10/20/2065 | 0.05% |
| GNR 2017-H08 NI IO 02.0575 03/20/2067 | 0.05% |
| MSBAM 2013-C7 XA IO 01.3443 02/15/2046 | 0.05% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| JPMCC 2013-C10 XA IO 00.9763 12/15/2047 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| CAS 2019-R01 2M2 04.0768 07/25/2031 | 0.04% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% |
| STACR 2019-DNA4 B1 04.3268 10/25/2049 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| JPMCC 2013-LC11 X IO 01.2572 04/15/2046 | 0.04% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6208 12/10/2045 | 0.04% |
| WFRBS 2014-C23 XA IO 00.5692 10/15/2057 | 0.04% |
| COMM 2014-CR17 XA IO 00.9735 05/10/2047 | 0.04% |
| MSC 2016-BNK2 XA IO 01.0700 11/15/2049 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| VMWARE INC 03.9000 08/21/2027 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| STACR 2018-DNA3 B1 05.5268 09/25/2048 | 0.04% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.04% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5368 12/15/2045 | 0.04% |
| AES CORP/THE 05.1250 09/01/2027 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.04% |
| GNR 2016-H27 BI IO 02.5661 12/20/2066 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| 1.46 R ISWP US0003M P 02/24/2030 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.04% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.04% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.04% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| 1.1975 R ISWP US0003M P 02/27/2025 | 0.04% |
| 1.4595 R ISWP US0003M P 02/28/2050 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| APPLE INC 03.4500 05/06/2024 | 0.04% |
| CCMFC 2004-3A A2 01.9268 08/25/2035 | 0.04% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.04% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.04% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.04% |
| GNR 2010-H19 GI IO 01.4216 08/20/2060 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.04% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| CAS 2017-C03 1B1 06.4768 10/25/2029 | 0.04% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.04% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.04% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.04% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.04% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% |
| JPMCC 2013-C16 XA IO 00.9336 12/15/2046 | 0.04% |
| STACR 2017-DNA2 B1 06.7768 10/25/2029 | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% |
| VIACOMCBS INC 04.3750 03/15/2043 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| COMM 2015-CR23 XA IO 00.9164 05/10/2048 | 0.04% |
| GSMS 2014-GC18 XA IO 01.0133 01/10/2047 | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| EMIR 2018-1 M2 04.6268 11/25/2028 | 0.04% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.04% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| NHEL 2004-2 M4 03.4268 09/25/2034 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| TREASURY BILL 00.0000 05/07/2020 | 0.04% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.03% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.03% |
| GNR 2019-121 SD IO 04.3530 10/20/2049 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| MSC 2012-C4 E P/P 144A 05.4192 03/15/2045 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| COMM 2013-LC13 XA IO 01.1233 08/10/2046 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.03% |
| GSMS 2013-GC12 XA IO 01.4176 06/10/2046 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.03% |
| BMIR 2018-2A M1C P/P 144A 03.2268 08/25/2028 | 0.03% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| COMM 2014-UBS4 XA IO 01.1063 08/10/2047 | 0.03% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.03% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 03.2268 10/25/2028 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.03% |
| TREASURY BILL 00.0000 04/23/2020 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.03% |
| GNMA GII30 AI2340 04.4720 05/20/2065 | 0.03% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.03% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% |
| WFRBS 2014-C22 XA IO 00.8077 09/15/2057 | 0.03% |
| CGCMT 2013-GC17 X IO 01.0362 11/10/2046 | 0.03% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.03% |
| FHR 3852 NT 04.3415 05/15/2041 | 0.03% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.03% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.03% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.03% |
| GNR 2015-H17 CI IO 01.5970 06/20/2065 | 0.03% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| CAS 2018-R07 1M2 04.0268 04/25/2031 | 0.03% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.03% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.03% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.03% |
| JPMBB 2014-C25 XA IO 00.8523 11/15/2047 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.03% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.03% |
| JPMCC 2012-LC9 XA IO 01.5029 12/15/2047 | 0.03% |
| PUGET ENERGY INC 03.6500 05/15/2025 | 0.03% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.03% |
| COMM 2014-CR19 XA IO 01.0079 08/10/2047 | 0.03% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.03% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.03% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.03% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% |
| GNR 2015-H01 CI IO 01.6293 12/20/2064 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| WAMU 2005-AR1 A2B 02.4268 01/25/2045 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 3408 EK 19.1195 04/15/2037 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| WAMU 2005-AR2 2A1B 01.9968 01/25/2045 | 0.02% |
| CAS 2017-C06 2M2 04.4268 02/25/2030 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.02% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.02% |
| GNR 2019-99 KS IO 04.4030 08/20/2049 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| WAMU 2005-AR17 A1B3 01.9768 12/25/2045 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| COMM 2014-CR18 XA IO 00.9971 07/15/2047 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| STACR 2019-DNA2 B1 05.9768 03/25/2049 | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| CAS 2017-C05 1B1 05.2268 01/25/2030 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4179 12/15/2047 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.02% |
| UBSBB 2012-C2 F P/P 144A 04.8911 05/10/2063 | 0.02% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1903 03/15/2045 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7414 12/15/2047 | 0.02% |
| COMM 2014-LC17 XA IO 00.7681 10/10/2047 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| SWPTN 2MX10Y P 1.315 USD 04/27/2020 TD | 0.02% |
| SWPTN 6MX10Y R 1.29 USD 08/25/2020 MS | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| COMM 2012-LC4 XA IO P/P 144A 02.1016 12/10/2044 | 0.02% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.02% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| SWPTN 9MX2Y R 1.0925 USD 11/25/2020 GS | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| 1.426 R ISWP US0003M P 02/28/2050 | 0.02% |
| BMIR 2017-1 M1 P/P 144A 03.3268 10/25/2027 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| FNR 2011-4 CS 09.6465 05/25/2040 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.02% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% |
| GNR 2020-15 CS IO 04.3920 12/02/2021 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| OPTN FN30 3.0 03/05/20 CALL 101.96875 JPMC | 0.02% |
| QVC INC 04.4500 02/15/2025 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6869 11/15/2044 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.02% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.02% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% |
| OMIR 2017-1A M2 P/P 144A 05.6268 04/25/2027 | 0.02% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.02% |
| SWPTN 5WX10Y P 1.265 USD 03/31/2020 GS | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| CAS 2016-C04 1M2 05.8768 01/25/2029 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| FHR 3065 DC 14.8845 03/15/2035 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| TREASURY BILL 00.0000 04/16/2020 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2005-122 SE 17.4064 11/25/2035 | 0.01% |
| FNR 2006-62 PS 30.1395 07/25/2036 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 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 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2006-8 HP 18.6019 03/25/2036 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| SWPTN 4WX10Y P 1.275 USD 03/25/2020 BC | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2005-106 JC 15.0798 12/25/2035 | 0.01% |
| GNMA GII30 AW8447 04.3240 05/20/2067 | 0.01% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0747 05/10/2045 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% |
| GNMA GII30 AO7326 04.6650 09/20/2065 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 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% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| GNR 2013-129 SN IO 04.5030 09/20/2043 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CAS 2018-C06 1M2 03.6268 03/25/2031 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 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 AS4173 UMBS 04.0000 09/01/2044 | 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 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 AH1076 04.6710 05/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BQ7305 04.0000 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 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.01% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHR 2990 LB 12.7067 06/15/2034 | 0.01% |
| FHR 3249 PS 16.8020 12/15/2036 | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 6MX10Y P 1.29 USD 08/25/2020 MS | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| CAS 2016-C07 2M2 05.9768 05/25/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.01% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.01% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 9MX2Y P 1.0925 USD 11/25/2020 GS | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2017-C01 1M2 05.1768 07/25/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FLR USL3M 5.00 03/14/2021 JP | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 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 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2005-75 GS 15.3698 08/25/2035 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| MWST 2018-W1 A 02.4768 11/25/2051 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 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 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| GNMA GII30 AH1094 04.6660 06/20/2065 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CAS 2019-R02 1M2 03.9268 08/25/2031 | 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 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHR 2976 LC 18.3388 05/15/2035 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 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 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 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 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 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 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2015-H14 BI IO 01.5718 05/20/2065 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 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.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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.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% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 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 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 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 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% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4920 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5270 08/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| 1.608 R ISWP US0003M P 02/07/2030 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 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.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 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.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 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0663 05/15/2038 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 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 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 13.1645 11/25/2034 | 0.00% |
| GNMA GII30 AN1902 04.5710 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4830 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6260 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| BACM 2007-1 XW IO 00.3559 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3318 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3004 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5360 10/15/2049 | 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.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.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.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 JP | 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 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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-.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 CS | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0225 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNR 2001-50 BI IO 00.3782 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 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0620 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.1703 12/10/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 529888 06.5000 05/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2899 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1577 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3125 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1915 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1915 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| OPTN FN30 3.0 03/05/20 PUT 101.96875 JPMC | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | 0.00% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.00% |
| USL3M P ISWP USL6M R 05/26/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4170 11/15/2048 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -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-.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-.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 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| 1.631 R ISWP US0003M P 01/07/2022 | -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 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -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 BA | -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-.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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -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% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -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 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 4WX2Y P 1.195 USD 03/25/2020 BC | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 5WX2Y P 1.178 USD 03/31/2020 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 2MX2Y P 1.19 USD 04/27/2020 TD | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 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 MS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.02% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.02% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.02% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.02% |
| 1.4195 R ISWP US0003M P 02/24/2022 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.03% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.03% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.03% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.03% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.03% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.04% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.04% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.05% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.05% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.05% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| FNMA FN30 TBA UMBS 05.0000 03/01/2050 | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.07% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.08% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.08% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.08% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.09% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.11% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.11% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.11% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.11% |
| SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.13% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.15% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.15% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.16% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.16% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.17% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.20% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.21% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.30% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.34% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.45% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.46% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.48% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.55% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.07% |
| GNMA GII30 TBA 05.0000 03/01/2050 | -1.58% |
Fixed income statistics as of 05/31/20
| Average effective maturity | 7.20 yrs. |
|---|---|
| Average effective duration | 5.10 yrs. |
| Average yield to maturity | 5.40% |
| Average coupon | 3.42% |
Sector weightings as of 05/31/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Investment-grade corporate bonds | 23.66% | 1.89 | 0.00% | 0.00 | 23.66% | 1.89 |
| Commercial MBS | 9.08% | 0.23 | 12.74% | 0.17 | 21.82% | 0.40 |
| Agency pass-through | 5.49% | 0.26 | 15.82% | 0.47 | 21.31% | 0.73 |
| Agency CMO | 13.59% | 0.46 | 0.11% | 0.00 | 13.70% | 0.46 |
| Residential MBS (non-agency) | 9.12% | 0.35 | 0.00% | 0.00 | 9.12% | 0.35 |
| Asset-backed securities (ABS) | 2.47% | 0.04 | 0.00% | 0.00 | 2.47% | 0.04 |
| High-yield corporate bonds | 0.50% | 0.02 | 0.00% | 0.00 | 0.50% | 0.02 |
| Municipal bonds | 0.10% | 0.01 | 0.00% | 0.00 | 0.10% | 0.01 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.30 | 0.00% | -1.30 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 2.03 | 0.00% | 2.03 |
| Net cash | 35.98% | 0.00 | 0.00% | 0.00 | 35.98% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 05/31/20
| 0 - 1 yr. | 23.30% |
|---|---|
| 1 - 5 yrs. | 43.41% |
| 5 - 10 yrs. | 28.05% |
| 10 - 15 yrs. | 1.21% |
| Over 15 yrs. | 4.03% |
Quality rating as of 05/31/20
| AAA | 61.21% |
|---|---|
| AA | 2.76% |
| A | 20.78% |
| BBB | 18.74% |
| BB | 3.07% |
| B | 2.78% |
| CCC and Below | 0.45% |
| Not Rated | -9.79% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). The fund may have to invest the proceeds from prepaid investments, including mortgage-backed investments, in other investments with less attractive terms and yields. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 05/31/20
| United States | 96.55% |
|---|---|
| Canada | 1.14% |
| Bermuda | 0.69% |
| United Kingdom | 0.56% |
| Luxembourg | 0.22% |
| France | 0.19% |
| Spain | 0.15% |
| Switzerland | 0.13% |
| Germany | 0.12% |
| Other | 0.25% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.85% | 1.60% | 1.60% | 1.10% | 1.10% | 0.56% | 0.49% | 0.60% |
| What you pay† | 0.74% | 1.49% | 1.49% | 0.99% | 0.99% | 0.45% | 0.38% | 0.49% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 02/28/21
Sales charge
| Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | 3.25% / 3.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | 2.25% / 2.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | -- | 0.00% / 1.00% | 1.25% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | 1.00% / 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.40% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). The fund may have to invest the proceeds from prepaid investments, including mortgage-backed investments, in other investments with less attractive terms and yields. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.