Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Income Fund (Class Y) (PNCYX)
Pursuing income with an all-weather bond portfolio since 1954
Skip to
Highlights
Objective
The fund seeks high current income consistent with what Putnam management believes to be prudent risk.
Strategy and process
- Diverse opportunities The fund invests across all sectors of the U.S. bond market, including mortgage-backed securities, corporate bonds, and other government obligations.
- Flexible risk allocations The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Bottom-up approach Security selection is the primary driver of returns, with sub-sector allocations and macro strategies also serving as potential alpha generators.
Fund price
| Net asset value (yesterday’s close) |
$6.77 0.15% | $0.01 |
| 52-week high | $7.35 (02/01/21) |
| 52-week low | $6.76 (01/26/22) |
Yield
| Distribution rate before sales charge as of 01/27/22 |
2.30% |
|---|---|
| Distribution rate after sales charge as of 01/27/22 |
2.30% |
| 30-day SEC yield with subsidy as of 12/31/21 |
2.69% |
| 30-day SEC yield without subsidy as of 12/31/21 |
2.59% |
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)
7.23%
Average 5-year annualized return
Fund facts as of 12/31/21
Total net assets
$3,266.53M
$3,266.53M
Turnover (fiscal year end)
1,038%
1,038%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1773
1773
Fiscal year-end
October
October
CUSIP / Fund code
746792407 / 1803
746792407 / 1803
Inception date
06/16/94
06/16/94
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PNCYX
PNCYX
Management team
Chief Investment Officer, Fixed Income
Portfolio Manager
Co-Head of Structured Credit
Literature
Fund documents |
|
| Fact Sheet (YA share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Quarterly commentary (PDF) | |
| Alternating bond market leadership (PDF) | |
Precautionary stockpiling and its impact on growth
Companies are buying raw and intermediate goods at a record pace, which will influence economic growth in 2022.Charting the road ahead for ultrashort bond funds
After an eventful decade for ultrashort bond funds, we remain steadfast in our belief that an ultrashort allocation is viable in all market environments.How could the yield curve impact risk assets in 2022?
The Fed's policy changes will have implications for the U.S. Treasury market and other financial assets.Performance
Total return (%) as of 12/31/21
Annual performance as of 12/31/21
Annualized Total return (%) as of 12/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -3.63% | 4.88% | 4.26% | 4.03% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg U.S. Aggregate Bond Index | -1.54% | 4.79% | 3.57% | 2.90% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/21 | -0.33% | - | |
| YTD as of 01/27/22 | -0.98% | - | |
Yield
| Distribution rate before sales charge as of 01/27/22 |
2.30% |
|---|---|
| Distribution rate after sales charge as of 01/27/22 |
2.30% |
| 30-day SEC yield with subsidy as of 12/31/21 |
2.69% |
| 30-day SEC yield without subsidy as of 12/31/21 |
2.59% |
Risk-adjusted performance as of 12/31/21
| Sharpe ratio (3 yrs.) | 0.90 |
|---|---|
| Information ratio (3 yrs.) | 0.03 |
Volatility as of 12/31/21
| Standard deviation (3 yrs.) | 4.43% |
|---|---|
| Beta | 1.06 |
| R-squared | 0.65 |
Fixed income statistics as of 12/31/21
| Average effective duration | 5.80 yrs. |
|---|
Lipper rankings as of 12/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 506/511 | 99% |
| 3 yrs. | 314/482 | 66% |
| 5 yrs. | 63/430 | 15% |
| 10 yrs. | 17/322 | 6% |
Morningstar Ratings™ as of 12/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 569 | |
| 3 yrs. | 569 | |
| 5 yrs. | 495 | |
| 10 yrs. | 353 |
Distributions
| Record/Ex dividend date | 01/21/22 |
|---|---|
| Payable date | 01/25/22 |
| Income | $0.013 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | 8.22% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | 4.89% |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2052 | 4.72% |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | 4.66% |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | 4.40% |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | 4.22% |
| Gnma Gii30 Tba 03.5000 01/01/2052 | 1.40% |
| Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | 0.75% |
| Jpmorgan Chase 02.9560 05/13/2031 | 0.72% |
| Apple 02.8000 02/08/2061 | 0.59% |
| Top 10 holdings, percent of portfolio | 34.57% |
| Top 10 holdings as of 12/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | |
| Gnma Gii30 Tba 03.5000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Apple 02.8000 02/08/2061 | |
| Holdings represent 34.57% of portfolio | |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Gnma Gii30 Tba 03.5000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 04.5000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Apple 02.8000 02/08/2061 | |
| Mcas 2019-01 M10 144a 03.3416 10/15/2049 | |
| Holdings represent 34.89% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | |
| Gnma Gii30 Tba 03.5000 11/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Fnma Fn30 Tba Umbs 04.5000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2051 | |
| Apple 02.8000 02/08/2061 | |
| Holdings represent 33.58% of portfolio | |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | |
| Gnma Gii30 Tba 03.5000 10/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2051 | |
| Apple 02.8000 02/08/2061 | |
| Holdings represent 33.32% of portfolio | |
| 90DAY EURO$ FUTR MAR22 EDH2 | 15.25% |
|---|---|
| US 10YR NOTE (CBT)MAR22 TYH2 | 9.64% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2052 | 8.22% |
| US ULTRA BOND CBT MAR22 WNH2 | 7.17% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2052 | 4.89% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2052 | 4.72% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2052 | 4.66% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 4.40% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2052 | 4.22% |
| US 5YR NOTE (CBT) MAR22 FVH2 | 2.60% |
| US LONG BOND(CBT) MAR22 USH2 | 1.52% |
| GNMA GII30 TBA 03.5000 01/01/2052 | 1.40% |
| TREASURY BILL 00.0000 03/10/2022 | 0.95% |
| TREASURY BILL 00.0000 02/17/2022 | 0.90% |
| TREASURY BILL 00.0000 04/07/2022 | 0.89% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.84% |
| TREASURY BILL 00.0000 03/03/2022 | 0.82% |
| TREASURY BILL 00.0000 03/24/2022 | 0.80% |
| TREASURY BILL 00.0000 02/24/2022 | 0.79% |
| TREASURY BILL 00.0000 05/19/2022 | 0.76% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2052 | 0.76% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.72% |
| TREASURY BILL 00.0000 02/03/2022 | 0.68% |
| CANADIAN IMPERIAL BANK OF COM 13608BC44 DCP 03/04/2022 | 0.61% |
| CHARIOT FUNDING LLC 15963UCQ7 DCP 03/24/2022 | 0.61% |
| LIBERTY STREET FUNDING LLC 53127UC16 DCP 03/01/2022 | 0.61% |
| LLOYDS BANK PLC 53943SCX3 DCP 03/31/2022 | 0.61% |
| MATCHPOINT FINANCE PLC 57666BC24 DCP 03/02/2022 | 0.61% |
| MITSUBISHI UFJ TRUST & BANKIN 60683CBJ9 DCP 02/18/2022 | 0.61% |
| NATIONWIDE BUILDING SOCIETY 6385E1AM3 DCP 01/21/2022 | 0.61% |
| SHEFFIELD RECEIVABLES CO LLC 82124MAE0 DCP 01/14/2022 | 0.61% |
| SUMITOMO MITSUI TRUST BANK LT 86564XDJ0 DCP 04/18/2022 | 0.61% |
| VICTORY RECEIVABLES CORP 92646LAQ3 DCP 01/24/2022 | 0.61% |
| APPLE INC 02.8000 02/08/2061 | 0.58% |
| MANHATTAN ASSET FUNDING CO LL 56274MBG6 DCP 02/16/2022 | 0.58% |
| MCAS 2019-01 M10 144A 03.3519 10/15/2049 | 0.53% |
| AUSTRALIA & NEW ZEALAND BANKI 05253CBN5 DCP 02/22/2022 | 0.52% |
| ATLANTIC ASSET SECURITIZATION 04821UBF8 DCP 02/15/2022 | 0.49% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.49% |
| FNR 2021-77 I IO 04.0000 11/25/2051 | 0.49% |
| CORPORATE ASSET FUNDING CO IN 1247P3DN9 DCP 04/22/2022 | 0.48% |
| SKANDINAVISKA ENSKILDA BANKEN 83050UCQ9 DCP 03/24/2022 | 0.46% |
| COMCAST CORP 03.4500 02/01/2050 | 0.45% |
| FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.44% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.43% |
| OLD LINE FUNDING LLC 67983UAL7 DCP 01/20/2022 | 0.43% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.41% |
| FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.40% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.39% |
| UBSBB 2012-C3 C 144A 05.0469 08/10/2049 | 0.38% |
| VERIZON COMM 04.3290 09/21/2028 | 0.38% |
| STACR 2019-DNA2 M2 02.5528 03/25/2049 | 0.37% |
| COMM 2018-COR3 C 04.5602 05/10/2051 | 0.37% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.36% |
| METLIFE SHORT TERM FUNDING LL 59157UBU3 DCP 02/28/2022 | 0.36% |
| MRAIT 2020-11 A1X 01.8098 04/22/2022 | 0.36% |
| SPST 2021-10 A 00.8519 08/08/2022 | 0.36% |
| SPST 2021-6 A 00.9019 04/25/2022 | 0.36% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.35% |
| MRAIT 2021-NA1 A1X 01.5993 03/08/2022 | 0.35% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.35% |
| FREMF 2019-KF66 B 144A 02.4940 07/25/2029 | 0.35% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.34% |
| STACR 2019-DNA1 B1 04.7528 01/25/2049 | 0.34% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.34% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.34% |
| MRAIT 2021-11 A1X 01.2598 01/25/2022 | 0.34% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.33% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.33% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.31% |
| GNR 2020-142 SB IO 06.1961 09/20/2050 | 0.31% |
| SPST 2021-16 A1 00.7124 11/07/2022 | 0.31% |
| MRAIT 2021-EBO1 A2X 01.8493 04/15/2022 | 0.31% |
| ABN AMRO FUNDING USA LLC 00084CBF8 DCP 02/15/2022 | 0.31% |
| ING US FUNDING LLC 4497W1D60 DCP 04/06/2022 | 0.31% |
| NATIONAL AUSTRALIA BANK LTD 63254FC70 DCP 03/07/2022 | 0.31% |
| GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.30% |
| TREASURY BILL 00.0000 02/10/2022 | 0.30% |
| FHR 5140 BI IO 03.5000 09/25/2051 | 0.30% |
| FHR 5070 AI IO 03.5000 02/25/2051 | 0.30% |
| FMS WERTMANAGEMENT 34411HBP8 DCP 02/23/2022 | 0.29% |
| WFCM 2019-C50 XA IO 01.4081 05/15/2052 | 0.29% |
| AT&T INC 04.3500 03/01/2029 | 0.29% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.29% |
| GNR 2020-18 GS IO 05.9461 02/20/2050 | 0.29% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.29% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.28% |
| STACR 2019-DNA3 M2 02.1528 07/25/2049 | 0.28% |
| ABBVIE INC 03.2000 11/21/2029 | 0.28% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.27% |
| FHR 5118 NI IO 02.0000 02/25/2051 | 0.27% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.27% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.27% |
| MRAIT 2020-2 A2 | 0.27% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.26% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.26% |
| BROADCOM INC 04.1500 11/15/2030 | 0.26% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.26% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.26% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.26% |
| MIZUHO BANK LTD/NEW YORK NY 60689GC87 DCP 03/08/2022 | 0.26% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.26% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.25% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.25% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.25% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.25% |
| NETFLIX INC 04.3750 11/15/2026 | 0.25% |
| JPMBB 2013-C15 C 05.1924 11/15/2045 | 0.24% |
| BACM 2015-UBS7 B 04.3580 09/15/2048 | 0.24% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.24% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.24% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.24% |
| GNR 2020-55 SA IO 05.9461 04/20/2050 | 0.24% |
| STACR 2017-HQA1 M2B 03.6528 08/25/2029 | 0.24% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.23% |
| BMIR 2017-1 M2 144A 03.4519 10/25/2027 | 0.23% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.23% |
| ORACLE CORP 03.6500 03/25/2041 | 0.23% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.23% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.23% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.23% |
| NATIONAL BANK OF CANADA 63307MBB4 DCP 02/11/2022 | 0.23% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.23% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.23% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.23% |
| GNMA GII30 TBA 04.5000 01/01/2052 | 0.23% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.23% |
| AT&T INC 02.2500 02/01/2032 | 0.23% |
| GNR 2020-47 SG IO 05.8961 02/20/2049 | 0.22% |
| GNR 2020-112 MS IO 06.1961 08/20/2050 | 0.22% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.22% |
| STACR 2018-DNA2 B1 03.8028 12/25/2030 | 0.22% |
| WFCM 2018-C46 C 04.9896 08/15/2051 | 0.22% |
| US BANCORP 02.4910 11/03/2036 | 0.22% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.22% |
| AT&T INC 03.3000 02/01/2052 | 0.22% |
| EQUINIX INC 03.2000 11/18/2029 | 0.22% |
| STACR 2016-HQA1 M3 06.4528 09/25/2028 | 0.22% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.21% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.21% |
| FNR 2020-12 SK IO 05.9481 03/25/2050 | 0.21% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.21% |
| GNR 2020-98 KS IO 06.0961 07/20/2050 | 0.21% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.21% |
| LENNAR CORP 04.7500 11/29/2027 | 0.21% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.21% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.20% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.20% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.20% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.20% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.20% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.20% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.20% |
| MCAS 2020-01 M10 144A 03.8519 03/25/2050 | 0.20% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.20% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.20% |
| JPMBB 2013-C12 C 04.0984 07/15/2045 | 0.19% |
| JPMCC 2012-C8 C 144A 04.6235 10/15/2045 | 0.19% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.19% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.19% |
| CAS 2017-C07 1EB2 01.1019 05/25/2030 | 0.19% |
| FREMF 2019-KF71 B 144A 02.3940 10/25/2029 | 0.19% |
| GNR 2020-11 SY IO 05.9961 01/20/2050 | 0.19% |
| MRAFT 2020-5 A1 01.1014 08/10/2023 | 0.19% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.18% |
| BMIR 2019-4A M1C 144A 02.6019 10/25/2029 | 0.18% |
| FHR 4994 SD IO 05.4981 02/25/2049 | 0.18% |
| NORDEA BANK ABP 65558KBJ2 DCP 02/18/2022 | 0.18% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.18% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.18% |
| CAS 2018-C05 1B1 04.3528 01/25/2031 | 0.18% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.18% |
| MRAFT 2021-S1 A1 00.6014 09/10/2022 | 0.18% |
| BROADCOM INC 05.0000 04/15/2030 | 0.18% |
| VMWARE INC 02.2000 08/15/2031 | 0.18% |
| AREIT 2020-CRE4 D 144A 03.3545 04/15/2037 | 0.18% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.18% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.18% |
| COMCAST CORP 03.9990 11/01/2049 | 0.17% |
| RMIR 2019-1 M2 144A 03.3028 02/25/2029 | 0.17% |
| WFCM 2020-C55 XA IO 01.3054 02/15/2053 | 0.17% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.17% |
| UBSCM 2018-C12 XA IO 00.8089 08/15/2051 | 0.17% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.17% |
| SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.17% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.17% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.17% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.17% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.17% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.17% |
| FNR 2019-74 S IO 05.8981 12/25/2049 | 0.16% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.16% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.16% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.16% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.16% |
| WFCM 2019-C50 D 144A 03.0000 05/15/2052 | 0.16% |
| GNR 2019-119 KS IO 05.9425 09/16/2049 | 0.16% |
| CAS 2020-SBT1 1M2 03.7528 02/25/2040 | 0.16% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.16% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.16% |
| STACR 2018-DNA2 M2 02.2528 12/25/2030 | 0.16% |
| BBCMS 2020-C7 XA IO 01.6272 04/15/2053 | 0.16% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.16% |
| FNR 2016-8 SA IO 05.9481 03/25/2046 | 0.16% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.16% |
| JPMCC 2021-1MEM E 144A 02.6535 10/09/2042 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.16% |
| ALPHABET INC 02.2500 08/15/2060 | 0.15% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.15% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.15% |
| STACR 2020-DNA2 B1 02.6028 02/25/2050 | 0.15% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.15% |
| STACR 2020-HQA2 M2 03.2028 03/25/2050 | 0.15% |
| UBSC 2011-C1 D 144A 06.4121 01/10/2045 | 0.15% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.15% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.15% |
| STACR 2018-DNA1 M2 01.9028 07/25/2030 | 0.15% |
| CSAIL 2019-C17 XA IO 01.3610 09/15/2052 | 0.15% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.15% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.15% |
| STACR 2016-HQA2 M3 05.2528 11/25/2028 | 0.15% |
| AT&T INC 02.5500 12/01/2033 | 0.15% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.15% |
| ZOETIS INC 03.9000 08/20/2028 | 0.15% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.14% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.14% |
| UBSCM 2012-C1 D 144A 05.5168 05/10/2045 | 0.14% |
| BANK 2018-BN13 XA 00.4982 08/15/2061 | 0.14% |
| CAS 2018-R07 1B1 MTGE 04.4519 04/25/2031 | 0.14% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.14% |
| DBUBS 2011-LC3A D 144A 05.3652 08/10/2044 | 0.14% |
| FHMS K110 X1 IO 01.6973 04/25/2030 | 0.14% |
| FNR 2019-57 LS IO 05.8981 10/25/2049 | 0.14% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.14% |
| CGCMT 2020-GC46 X IO 00.9856 02/15/2053 | 0.14% |
| MSRR 2015-R4 CB1 00.9177 08/26/2047 | 0.14% |
| STACR 2018-HQA1 M2 02.4028 09/25/2030 | 0.14% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.14% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.14% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.14% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.14% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.14% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.14% |
| LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.14% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| CAS 2017-C03 1B1 04.9528 10/25/2029 | 0.13% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.13% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.13% |
| STACR 2019-DNA1 M2 02.7528 01/25/2049 | 0.13% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.13% |
| WFRBS 2013-C12 C 04.3172 03/15/2048 | 0.13% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.13% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.13% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.13% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.13% |
| WFCM 2017-C41 XA IO 01.1883 11/15/2050 | 0.13% |
| CAS 2017-C04 2M2 02.9528 11/25/2029 | 0.13% |
| MWST 2020-1 A 01.0019 10/25/2053 | 0.13% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.13% |
| WFRBS 2011-C4 C 144A 04.8872 06/15/2044 | 0.13% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.13% |
| GSMS 2014-GC22 C 04.6889 06/10/2047 | 0.13% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.13% |
| XAN 2020-RSO8 D 144A 02.6645 03/15/2035 | 0.13% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.13% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.13% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.13% |
| COMM 2014-CR17 D 144A 04.8476 05/10/2047 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.12% |
| CAS 2017-C01 1B1 05.8528 07/25/2029 | 0.12% |
| JPMDB 2019-COR6 IO 00.9369 11/13/2052 | 0.12% |
| WFRBS 2013-UBS1 D P/P 144A 05.0394 03/15/2046 | 0.12% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.12% |
| CGMS 2017-1A A1R 144A 01.1315 04/20/2031 | 0.12% |
| STACR 2018-HQA2 M2 02.4028 10/25/2048 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.12% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.12% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.12% |
| GNR 2018-168 KS IO 06.0461 12/20/2048 | 0.12% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.12% |
| WAMU 2005-AR13 A1C4 00.9619 10/25/2045 | 0.12% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.12% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.12% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.12% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.12% |
| COMM 2012-CR1 C 05.3835 05/15/2045 | 0.12% |
| FHR 4839 WS IO 05.9903 08/15/2056 | 0.12% |
| JPMBB 2013-C14 D 144A 04.5476 08/15/2046 | 0.12% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.12% |
| MSBAM 2014-C14 C 05.0494 02/15/2047 | 0.12% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.11% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.11% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.11% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.11% |
| SNDPT 2020-1A AR 144A 01.3015 07/20/2034 | 0.11% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.11% |
| FNR 2018-44 SA IO 06.0981 06/25/2048 | 0.11% |
| STACR 2016-DNA3 M3 05.1028 12/25/2028 | 0.11% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.11% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.11% |
| CSAIL 2015-C1 C 04.2612 04/15/2050 | 0.11% |
| BSCMS 2007-T26 AJ 05.4304 01/12/2045 | 0.11% |
| COMM 2019-GC44 XA IO 00.6479 08/15/2057 | 0.11% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.11% |
| SPST 2021-14 A1 00.7924 12/08/2022 | 0.11% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.11% |
| GNR 2020-32 GS IO 05.9961 03/20/2050 | 0.11% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.11% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.10% |
| FNR 2019-3 SA IO 05.9981 02/25/2049 | 0.10% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.10% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.10% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.10% |
| GNR 2020-34 SQ IO 05.9461 10/20/2049 | 0.10% |
| HCA INC 03.5000 07/15/2051 | 0.10% |
| BACM 2016-UB10 C 04.8530 07/15/2049 | 0.10% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.10% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| GNR 2019-20 SB IO 05.9961 02/20/2049 | 0.10% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0149 12/15/2050 | 0.10% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.10% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.10% |
| WFRBS 2011-C4 F 144A 04.8872 06/15/2044 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.10% |
| CFCRE 2011-C2 E P/P 144A 05.1863 12/15/2047 | 0.10% |
| JPMCC 2011-C4 C 144A 05.3895 07/15/2046 | 0.10% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.10% |
| CAS 2016-C02 1M2 06.1028 09/25/2028 | 0.10% |
| CSAIL 2015-C1 D 144A 03.7612 04/15/2050 | 0.10% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% |
| FNR 2015-66 AS IO 06.1481 09/25/2045 | 0.10% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.10% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.10% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.10% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.10% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.10% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.10% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.10% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.10% |
| CAS 2017-C07 1B1 04.1019 05/25/2030 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| GNMA GII30 TBA 03.0000 01/01/2052 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| UBSCM 2012-C1 C 144A 05.5168 05/10/2045 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| CD 2017-CD6 C 04.2648 11/13/2050 | 0.09% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.09% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.09% |
| GNR 2019-83 SW IO 05.9961 07/20/2049 | 0.09% |
| JPMBB 2013-C14 E 144A 04.5476 08/15/2046 | 0.09% |
| BRAVO 2021-HE2 B1 02.4497 11/25/2069 | 0.09% |
| COLT 2021-1 B1 03.1440 06/25/2066 | 0.09% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.09% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.09% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.09% |
| STACR 2015-DNA3 M3 04.8028 04/25/2028 | 0.09% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% |
| FNR 2017-108 SA IO 06.0481 01/25/2048 | 0.09% |
| STACR 2017-DNA2 B1 05.2528 10/25/2029 | 0.09% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.09% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.09% |
| CAS 2017-C01 1EB1 01.3528 07/25/2029 | 0.09% |
| STACR 2018-HRP2 M3AS 01.1028 02/25/2047 | 0.09% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.09% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.09% |
| BANK 2020-BN26 XA IO 01.2319 03/15/2063 | 0.09% |
| FHR 4461 SB IO 06.0903 04/15/2045 | 0.09% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.09% |
| GSMS 2014-GC18 C 04.9751 01/10/2047 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| ZOETIS INC 02.0000 05/15/2030 | 0.09% |
| BOEING CO 05.9300 05/01/2060 | 0.09% |
| HCA INC 04.1250 06/15/2029 | 0.09% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% |
| COMM 2014-CR18 C 04.7493 07/15/2047 | 0.08% |
| FNR 2019-59 SD IO 05.9481 10/25/2049 | 0.08% |
| JPMBB 2014-C25 D P/P 144A 03.9406 11/15/2047 | 0.08% |
| CAS 2020-R01 1M2 02.1528 01/25/2040 | 0.08% |
| FHR 4738 QS IO 06.0903 12/15/2047 | 0.08% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.08% |
| MSC 2018-H4 XA 00.8369 12/15/2051 | 0.08% |
| NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.08% |
| GNR 2014-131 BS IO 06.0925 09/16/2044 | 0.08% |
| JPMCC 2012-C8 D 144A 04.6716 10/15/2045 | 0.08% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.08% |
| GNR 2019-123 SL IO 06.0461 10/20/2049 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.08% |
| GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.08% |
| GNR 2019-30 SH IO 05.9461 03/20/2049 | 0.08% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.08% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.08% |
| TMIR 2021-1 M1B 144A 03.1019 08/25/2033 | 0.08% |
| CAS 2017-C06 1B1 04.2528 02/25/2030 | 0.08% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.08% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.08% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.08% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.08% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.08% |
| MWST 2020-2 A 00.9019 11/25/2053 | 0.08% |
| REG20 2021-2A A P/P 144A 01.2438 10/15/2034 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| STACR 2019-HQA1 M2 02.4528 02/25/2049 | 0.08% |
| WBCMT 2005-C21 E 144A 05.1041 10/15/2044 | 0.08% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| GNR 2019-108 S IO 05.9461 08/20/2049 | 0.08% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.08% |
| CSMC 2016-NXSR XA IO 00.7598 12/15/2049 | 0.08% |
| MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.08% |
| STACR 2017-DNA2 M2 03.5528 10/25/2029 | 0.08% |
| FNR 2016-91 AS IO 05.9981 12/25/2046 | 0.08% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.08% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| FREMF 2018-KF43 B 144A 02.2440 01/25/2028 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.07% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.07% |
| GNR 2018-148 GS IO 05.9925 02/16/2046 | 0.07% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.07% |
| MSC 2018-H3 XA 00.8235 07/15/2051 | 0.07% |
| SHACK 2017-11A AR 144A 01.2460 08/15/2030 | 0.07% |
| COMM 2014-CR19 D 144A 04.7028 08/10/2047 | 0.07% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.07% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.07% |
| WFCM 2020-C57 C 04.0235 08/15/2053 | 0.07% |
| CAS 2016-C03 1M2 05.4028 10/25/2028 | 0.07% |
| CAS 2017-C02 2ED3 01.4528 09/25/2029 | 0.07% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.07% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.07% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| FHR 4596 CS IO 05.9903 06/15/2046 | 0.07% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.07% |
| GNR 2019-83 JS IO 05.9961 07/20/2049 | 0.07% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.07% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.07% |
| STACR 2020-HQA1 M2 02.0028 01/25/2050 | 0.07% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.07% |
| AUTONATION INC 02.4000 08/01/2031 | 0.06% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.06% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| GNR 2020-H02 GI IO 02.0463 01/20/2070 | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.06% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.06% |
| NIAPK 2019-1A AR P/P 144A 01.1223 07/17/2032 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FNR 2014-87 MS IO 06.1481 01/25/2045 | 0.06% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| BMIR 2020-2A M1C 144A 04.1013 08/26/2030 | 0.06% |
| CFMT 2021-HB6 M3 03.7348 06/25/2036 | 0.06% |
| CWALT 2007-OA6 A1A 00.2419 06/25/2037 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.06% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.06% |
| GNR 2016-H23 NI IO 02.1201 10/20/2066 | 0.06% |
| MCLO 2019-1A AANR 144A 01.4438 04/15/2032 | 0.06% |
| ORACLE CORP 03.9500 03/25/2051 | 0.06% |
| CAS 2016-C06 1M2 04.3528 04/25/2029 | 0.06% |
| GNR 2010-31 SA IO 05.6461 03/20/2040 | 0.06% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.06% |
| STACR 2020-HQA3 M2 03.7028 07/25/2050 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| STACR 2017-HQA2 M2 02.7528 12/25/2029 | 0.06% |
| GNR 2012-149 GS IO 06.0961 12/20/2042 | 0.06% |
| JPMCC 2012-C6 E 144A 05.1223 05/15/2045 | 0.06% |
| MSC 2016-UB12 XA IO 00.7060 12/15/2049 | 0.06% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.06% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.06% |
| CAS 2016-C05 2M2 04.5528 01/25/2029 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| STACR 2020-DNA2 M2 01.9528 02/25/2050 | 0.06% |
| 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | 0.06% |
| FNR 2018-29 S IO 06.0981 05/25/2048 | 0.06% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.06% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.06% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.05% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.05% |
| EMIR 2018-1 M1 01.8019 11/25/2028 | 0.05% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.05% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.05% |
| WFRBS 2012-C7 D 144A 04.7915 06/15/2045 | 0.05% |
| CAS 2020-R02 2M2 02.1028 01/25/2040 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.05% |
| GNR 2010-9 YD IO 06.6925 01/16/2040 | 0.05% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.05% |
| GNR 2014-H11 GI IO 01.4953 06/20/2064 | 0.05% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% |
| CAS 2020-SBT1 2M2 03.7528 02/25/2040 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| CAS 2019-R02 1B1 04.2528 08/25/2031 | 0.05% |
| COMM 2013-CR6 D 144A 04.0871 03/10/2046 | 0.05% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.05% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| GNR 2019-44 SA IO 05.9461 04/20/2049 | 0.05% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.05% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% |
| WAMU 2005-AR17 A1B2 00.9219 12/25/2045 | 0.05% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.05% |
| GNR 2014-H07 BI IO 01.4764 05/20/2064 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| STACR 2017-HQA2 M2B 02.7528 12/25/2029 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| GNR 2019-H14 IB IO 02.0569 08/20/2069 | 0.05% |
| GNR 2015-H12 GI IO 01.7956 05/20/2065 | 0.05% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.05% |
| CAS 2017-C03 1M2 03.1028 10/25/2029 | 0.05% |
| GNR 2016-H02 HI IO 01.5528 01/20/2066 | 0.05% |
| GNR 2019-65 BS IO 05.9961 05/20/2049 | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.04% |
| CAS 2019-HRP1 M2 02.2528 11/25/2039 | 0.04% |
| COMM 2012-CR1 D 144A 05.3835 05/15/2045 | 0.04% |
| COMM 2013-CR13 E 144A 04.8808 11/10/2046 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNR 2018-155 SE IO 05.9961 11/20/2048 | 0.04% |
| JPMORGAN CHASE & CO 02.0830 04/22/2026 | 0.04% |
| STACR 2014-DN2 M3 03.7028 04/25/2024 | 0.04% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.04% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.04% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.04% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.04% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| MSBAM 2013-C10 E 144A 04.0747 07/15/2046 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNR 2016-H11 HI IO 02.0992 01/20/2066 | 0.04% |
| GNR 2019-H02 DI IO 02.1164 11/20/2068 | 0.04% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.04% |
| GNR 2018-H05 AI IO 02.3715 02/20/2068 | 0.04% |
| STACR 2018-DNA3 B1 04.0028 09/25/2048 | 0.04% |
| CAS 2015-C04 1M2 05.8028 04/25/2028 | 0.04% |
| FHR 4839 AS IO 05.9403 06/15/2042 | 0.04% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.04% |
| WFCM 2014-LC16 XA IO 01.0815 08/15/2050 | 0.04% |
| WFRBS 2011-C4 E 144A 04.8872 06/15/2044 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| GSMBS 2020-RPL1 M2 03.8073 07/25/2059 | 0.04% |
| CGCMT 2014-GC19 X IO 01.1204 03/10/2047 | 0.04% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.04% |
| EMIR 2018-1 M2 03.1019 11/25/2028 | 0.04% |
| FHR 4077 HS IO 05.9903 07/15/2042 | 0.04% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.04% |
| GNR 2015-H10 CI IO 01.8104 04/20/2065 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2015-H16 XI IO 01.8935 07/20/2065 | 0.04% |
| GNR 2019-125 SG IO 05.9461 10/20/2049 | 0.04% |
| GNR 2019-21 SJ IO 05.9461 02/20/2049 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| COMM 2014-LC15 XA IO 01.0624 04/10/2047 | 0.04% |
| FHR 4912 PS IO 05.9481 09/25/2049 | 0.04% |
| GNR 2015-H20 AI IO 01.8290 08/20/2065 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| TPMT 2015-6 M1 144A 03.7500 04/25/2055 | 0.04% |
| WAMU 2005-AR13 A1B2 00.9619 10/25/2045 | 0.04% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| JPMCC 2011-C3 D 144A 05.5235 02/15/2046 | 0.03% |
| SWPTN 3MX5Y P 1.4075 USD 03/15/2022 MS | 0.03% |
| 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | 0.03% |
| CAS 2016-C01 1M2 06.8528 08/25/2028 | 0.03% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2052 | 0.03% |
| FNR 2018-1 MS IO 06.0481 02/25/2048 | 0.03% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.03% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H04 AI IO 01.5601 12/20/2064 | 0.03% |
| GNR 2015-H09 BI IO 01.6873 03/20/2065 | 0.03% |
| GNR 2015-H12 AI IO 01.8721 05/20/2065 | 0.03% |
| GNR 2015-H12 EI IO 01.7157 04/20/2065 | 0.03% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.03% |
| CAS 2016-C07 2M2 04.4528 05/25/2029 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.03% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2052 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2015-H15 JI IO 01.9661 06/20/2065 | 0.03% |
| GNR 2015-H25 CI IO 01.7514 10/20/2065 | 0.03% |
| GNR 2015-H26 DI IO 01.7319 10/20/2065 | 0.03% |
| GNR 2018-H02 EI IO 02.3367 01/20/2068 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.03% |
| GNR 2017-H23 BI IO 01.8844 11/20/2067 | 0.03% |
| GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.03% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.03% |
| MSC 2012-C4 E 144A 05.4122 03/15/2045 | 0.03% |
| WFRBS 2012-C10 E 144A 04.4117 12/15/2045 | 0.03% |
| GNMA GII30 AY4779 04.4840 03/20/2067 | 0.03% |
| GNR 2017-H14 EI IO 01.5661 06/20/2067 | 0.03% |
| GNR 2018-91 SJ IO 06.1461 07/20/2048 | 0.03% |
| MSC 2016-BNK2 XA IO 00.9687 11/15/2049 | 0.03% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.03% |
| COMM 2014-UBS6 XA IO 00.8622 12/10/2047 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| GNR 2015-H25 AI IO 01.6207 09/20/2065 | 0.03% |
| GNR 2016-H04 KI IO 01.5136 02/20/2066 | 0.03% |
| GNR 2016-H24 JI IO 02.0049 11/20/2066 | 0.03% |
| GNMA GII30 AI2340 04.4920 05/20/2065 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.03% |
| GNR 2017-H12 QI IO 02.2366 05/20/2067 | 0.03% |
| GNR 2019-78 SJ IO 05.9461 06/20/2049 | 0.03% |
| MSBAM 2015-C26 XA IO 00.9803 10/15/2048 | 0.03% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNR 2019-121 SD IO 05.8961 10/20/2049 | 0.03% |
| GSMS 2014-GC22 XA IO 00.9460 06/10/2047 | 0.03% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.7000 02/16/2032 | 0.03% |
| PT PERTAMINA (PERSERO) REGS 02.3000 02/09/2031 | 0.03% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.03% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| JPMCC 2011-C3 F 144A 05.5235 02/15/2046 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.02% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| CCMFC 2004-3A A2 00.4019 08/25/2035 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| FNR 2017-33 LS IO 05.9981 05/25/2039 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| GNR 2015-H28 DI IO 01.5588 08/20/2065 | 0.02% |
| MSBAM 2013-C12 XA IO 00.5772 10/15/2046 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNR 2010-H19 GI IO 01.4132 08/20/2060 | 0.02% |
| GNR 2017-H10 MI IO 01.8228 04/20/2067 | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| WFRBS 2012-C10 D 144A 04.4117 12/15/2045 | 0.02% |
| WFRBS 2014-C23 XA IO 00.5613 10/15/2057 | 0.02% |
| COMM 2014-CR17 XA IO 00.9585 05/10/2047 | 0.02% |
| COMM 2015-CR23 XA IO 00.8820 05/10/2048 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| STACR 2019-DNA2 B1 04.4528 03/25/2049 | 0.02% |
| CAS 2017-C05 1B1 03.7028 01/25/2030 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4749 02/10/2046 | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| FHR 5168 CI IO 04.0000 11/25/2051 | 0.02% |
| FHR 5170 IC IO 04.5000 08/25/2050 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNR 2021-84 KI IO 03.0000 12/25/2051 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNR 2017-H08 NI IO 02.2422 03/20/2067 | 0.02% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| CAS 2018-C01 1M2 02.3528 07/25/2030 | 0.02% |
| CFCRE 2011-C2 D 144A 05.1863 12/15/2047 | 0.02% |
| CGMS C17A A1AR 144A 01.1616 04/30/2031 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| GNMA GII30 BA7681 04.6520 06/20/2067 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.02% |
| JPMCC 2012-LC9 D 144A 04.3629 12/15/2047 | 0.02% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% |
| FHR 3408 EK 25.3515 04/15/2037 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| HMIR 2018-1 M1 144A 01.7019 10/25/2028 | 0.02% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.02% |
| CAS 2017-C06 2M2 02.9028 02/25/2030 | 0.02% |
| COMM 2014-UBS4 XA IO 01.0944 08/10/2047 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNR 2016-H27 BI IO 02.3547 12/20/2066 | 0.02% |
| GSMS 2014-GC18 XA IO 00.9757 01/10/2047 | 0.02% |
| AT&T INC 04.5000 03/09/2048 | 0.02% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.02% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.02% |
| CAS 2019-R03 1M2 02.2528 09/25/2031 | 0.02% |
| COMM 2014-UBS6 C 04.4393 12/10/2047 | 0.02% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.02% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHR 5184 IO IO 04.0000 01/25/2052 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| FNR 2018-94 SA IO 05.9981 01/25/2049 | 0.02% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.02% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| JPMBB 2014-C25 XA IO 00.8302 11/15/2047 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.02% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.02% |
| MSBAM 2012-C5 E 144A 04.6358 08/15/2045 | 0.02% |
| MSBAM 2013-C10 F 144A 04.0747 07/15/2046 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.02% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| TECK RESOURCES LIMITED USD 06.0000 08/15/2040 | 0.02% |
| TOPBUILD CORP P/P 144A 03.6250 03/15/2029 | 0.02% |
| TORONTO-DOMINION BANK USD 01.1500 06/12/2025 | 0.02% |
| VMWARE INC 01.4000 08/15/2026 | 0.02% |
| WAMU 2005-AR17 A1B3 00.8019 12/25/2045 | 0.02% |
| WFRBS 2013-C14 XA IO 00.6598 06/15/2046 | 0.02% |
| WFRBS 2014-C22 XA IO 00.7914 09/15/2057 | 0.02% |
| AERCAP IRELAND CAP/GLOBA USD 03.4000 10/29/2033 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AT&T INC 04.2500 03/01/2027 | 0.02% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.02% |
| AUTONATION INC 04.7500 06/01/2030 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| BROADCOM INC 04.7500 04/15/2029 | 0.02% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.02% |
| CAS 2017-C01 1M2C 03.6528 07/25/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.5000 06/01/2041 | 0.02% |
| CHOICE HOTELS INTL INC 03.7000 01/15/2031 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| COMCAST CORP 03.9000 03/01/2038 | 0.02% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.02% |
| DEVON ENERGY CORPORATION 05.2500 09/15/2024 | 0.02% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.02% |
| DOMINION ENERGY INC 05.7500 10/01/2054 | 0.02% |
| EMERA US FINANCE LP 04.7500 06/15/2046 | 0.02% |
| ENERGY TRANSFER LP 04.9500 06/15/2028 | 0.02% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.02% |
| FHR 3852 NT 05.8903 05/15/2041 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GENERAL MOTORS FINL CO 02.7500 06/20/2025 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2015-H17 CI IO 01.5815 06/20/2065 | 0.02% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.02% |
| HUMANA INC 02.1500 02/03/2032 | 0.02% |
| HYATT HOTELS CORP 05.7500 04/23/2030 | 0.02% |
| INTERNATIONAL PAPER COMPANY 05.0000 09/15/2035 | 0.02% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.02% |
| KOHL'S CORPORATION 03.3750 05/01/2031 | 0.02% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.02% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.02% |
| NETFLIX INC 04.8750 04/15/2028 | 0.02% |
| ONEOK INC 06.3500 01/15/2031 | 0.02% |
| ORACLE CORP 02.8750 03/25/2031 | 0.02% |
| PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| QVC INC 04.3750 09/01/2028 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.02% |
| SOUTHERN CAL EDISON 04.6500 10/01/2043 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| T-MOBILE USA INC 03.0000 02/15/2041 | 0.02% |
| TJX COS INC 03.8750 04/15/2030 | 0.02% |
| UNIVERSAL HEALTH SER P/P 144A 02.6500 10/15/2030 | 0.02% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.02% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.02% |
| ABBVIE INC 03.8000 03/15/2025 | 0.01% |
| CVS HEALTH CORP 03.8750 07/20/2025 | 0.01% |
| DEUTSCHE BANK NY 02.1290 11/24/2026 | 0.01% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.01% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.01% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.01% |
| GNR 2015-H01 CI IO 01.5936 12/20/2064 | 0.01% |
| JPMCC 2013-C16 XA IO 00.8640 12/15/2046 | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 0.01% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.01% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.01% |
| WAMU 2005-AR2 2A1B 00.8419 01/25/2045 | 0.01% |
| BANK OF MONTREAL USD 01.8500 05/01/2025 | 0.01% |
| BBCMS 2019-C5 D 144A 02.5000 11/15/2052 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.01% |
| CGCMT 2013-GC17 X IO 01.0038 11/10/2046 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| COMM 2014-CR19 XA IO 00.9531 08/10/2047 | 0.01% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% |
| JPMCC 2013-C10 XA IO 00.9339 12/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2290 04/15/2046 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| UNITEDHEALTH GROUP INC 00.5500 05/15/2024 | 0.01% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.01% |
| CAS 2018-C05 1ED1 00.7528 01/25/2031 | 0.01% |
| CAS 2019-R01 2M2 02.5528 07/25/2031 | 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 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMM 2014-CR18 XA IO 00.9971 07/15/2047 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| GNMA GII30 AW8447 04.3290 05/20/2067 | 0.01% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.01% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.01% |
| GNR 2019-99 KS IO 05.9461 08/20/2049 | 0.01% |
| GSMS 2013-GC12 XA IO 01.3926 06/10/2046 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| NATWEST GROUP PLC USD 06.0000 12/19/2023 | 0.01% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.01% |
| DOMINION ENERGY INC 04.6500 12/15/2024 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.01% |
| MICROSOFT CORP 02.3750 05/01/2023 | 0.01% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| STACR 2016-DNA4 M3 03.9028 03/25/2029 | 0.01% |
| STACR 2018-DNA3 M2B 02.2028 09/25/2048 | 0.01% |
| WALT DISNEY COMPANY/THE 03.3500 03/24/2025 | 0.01% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | 0.01% |
| AMERICAN INTL GROUP 02.5000 06/30/2025 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.01% |
| CAS 2017-C04 2ED1 00.7028 11/25/2029 | 0.01% |
| CAS 2019-R06 2M2 02.2019 09/25/2039 | 0.01% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2013-LC13 XA IO 00.9973 08/10/2046 | 0.01% |
| FHR 3065 DC 19.5308 03/15/2035 | 0.01% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| FNR 2005-106 JC 19.8081 12/25/2035 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| MSBAM 2013-C7 XA IO 01.2788 02/15/2046 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| WFRBS 2012-C9 XA IO 144A 01.8514 11/15/2045 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-LC17 XA IO 00.7042 10/10/2047 | 0.01% |
| DISCOVERY COMMUNICATIONS 04.9000 03/11/2026 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.9500 02/15/2027 | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2006-62 PS 39.2887 07/25/2036 | 0.01% |
| FNR 2011-4 CS 12.6962 05/25/2040 | 0.01% |
| GLOBAL PAYMENTS INC 01.2000 03/01/2026 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| INTERCONTINENTALEXCHANGE 03.7500 12/01/2025 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.5750 12/10/2045 | 0.01% |
| VIACOMCBS INC. 04.7500 05/15/2025 | 0.01% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.01% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.01% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 04.4000 05/19/2026 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.01% |
| CONTINENTAL RESOURCE P/P 144A 02.2680 11/15/2026 | 0.01% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.01% |
| EQUINIX INC 01.0000 09/15/2025 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| GALXY 2017-23A AR 144A 00.9939 04/24/2029 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.01% |
| MSBAM 2015-C21 C 04.1347 03/15/2048 | 0.01% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.01% |
| SALESFORCE.COM INC 00.6250 07/15/2024 | 0.01% |
| STACR 2020-HQA4 M2 03.2528 09/25/2050 | 0.01% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| WFRBS 2012-C10 XA IO 144A 01.4829 12/15/2045 | 0.01% |
| WINDR 2013-1A A1RR 144A 01.1115 07/20/2030 | 0.01% |
| WRKCO INC 03.7500 03/15/2025 | 0.01% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.01% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.01% |
| AUTONATION INC 04.5000 10/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 04.0500 04/15/2025 | 0.01% |
| BNP PARIBAS P/P 144A 07.3750 08/19/2025 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 04.5000 12/09/2025 | 0.01% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| FNR 2006-8 HP 24.1931 03/25/2036 | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.01% |
| GNMA GII30 AH1076 04.6630 05/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 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 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| MSBAM 2013-C11 D 144A 04.3511 08/15/2046 | 0.01% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.01% |
| OMIR 2017-1A M2 144A 04.1019 04/25/2027 | 0.01% |
| ORACLE CORP 02.5000 04/01/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.01% |
| S&P GLOBAL INC 04.0000 06/15/2025 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.2500 04/14/2025 | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TAMKO BUILDING PRODUCT L+300 03.1002 05/03/2026 | 0.01% |
| TRANSDIGM INC TLF L+225 02.3543 12/09/2025 | 0.01% |
| WESTLAKE CHEMICAL CORP 00.8750 08/15/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.01% |
| DANSKE BANK A/S P/P 144A 03.2440 12/20/2025 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| FORD MOTOR CREDIT CO LLC 03.6640 09/08/2024 | 0.01% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| JPMCC 2012-LC9 XA IO 01.3932 12/15/2047 | 0.01% |
| MASSMUTUAL GLBL FUND P/P 144A 02.7500 06/22/2024 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.01% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.01% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.01% |
| SWPTN 10YX10Y R 1.6125 USD 12/15/2031 BA | 0.01% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| SWPTN 6WX10Y P 1.505 USD 01/28/2022 TD | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.00% |
| CAS 2018-C06 1M2 02.1028 03/25/2031 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.00% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.00% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.00% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.00% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.00% |
| GNR 2013-129 SN IO 06.0461 09/20/2043 | 0.00% |
| NHEL 2004-2 M4 01.9019 09/25/2034 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 3MX1Y P 1.8875 USD 03/14/2022 JP | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| 1.27 R ISWP SOFRRATE P 12/30/2031 | 0.00% |
| 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | 0.00% |
| AMWINS TLB L+225 03.0000 02/19/2028 | 0.00% |
| ASURION CORP TLB9 L+325 03.3543 07/31/2027 | 0.00% |
| CABLEVISION SYSTEMS TL L+225 02.3598 07/17/2025 | 0.00% |
| CALPINE CONS FIN TL L+200 02.1043 01/15/2025 | 0.00% |
| CAS 2015-C04 2M2 05.6528 04/25/2028 | 0.00% |
| CAS 2018-R07 1M2 02.5019 04/25/2031 | 0.00% |
| CAS 2019-R05 1M2 02.1028 07/25/2039 | 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.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMMSCOPE TLB2 L+325 03.3519 02/07/2026 | 0.00% |
| CORE & MAIN LP L+250 02.6019 06/10/2028 | 0.00% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 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 BJ1735 UMBS 04.0000 10/01/2047 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2020-15 CS IO 05.9461 02/20/2050 | 0.00% |
| MESSER INDUST TLB L+250 02.7238 03/01/2026 | 0.00% |
| ORTHO-CLINICAL DIAGNOS L+325 03.1026 06/30/2025 | 0.00% |
| SPECTRUM BRANDS 1L TLB L+200 02.5000 03/03/2028 | 0.00% |
| SS&C TECH TLB5 L+175 01.8425 04/16/2025 | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX30Y R 1.71 USD 12/14/2026 GS | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.00% |
| VALEANT PHARMACEUTICAL L+300 03.1043 05/17/2025 | 0.00% |
| VERTIV TLB L+275 02.8519 03/02/2027 | 0.00% |
| WFRBS 2013-C11 XA IO 144A 01.1295 03/15/2045 | 0.00% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC. P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.00% |
| CAS 2017-C01 1M2 03.6528 07/25/2029 | 0.00% |
| CENTENE CORP 04.6250 12/15/2029 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.00% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.00% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHR 2990 LB 16.6652 06/15/2034 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.00% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FORD MOTOR COMPANY 06.6250 10/01/2028 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 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 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.00% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.00% |
| GRIFOLS TLB L+200 02.1043 11/15/2027 | 0.00% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| HOWMET AEROSPACE INC. 05.9000 02/01/2027 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| ISTAR INC 05.5000 02/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LPL HOLDINGS INC P/P 144A 04.0000 03/15/2029 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.00% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.00% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NOURYON USA TLB L+300 03.1019 10/01/2025 | 0.00% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| QVC INC 04.8500 04/01/2024 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SERVICE PROPERTIES TRUST 04.6500 03/15/2024 | 0.00% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.00% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.00% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.00% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.00% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.00% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.00% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WASTE CONNECTIONS INC 04.2500 12/01/2028 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.00% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.00% |
| BOYD GAMING TLB L+225 02.3543 09/15/2023 | 0.00% |
| BUCKEYE PARTNERS LP TL L+225 02.3543 11/01/2026 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHR 2976 LC 24.0176 05/15/2035 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AH1094 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4290 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5040 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 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 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.00% |
| GRAY TELEVISION INC TL L+250 02.6019 01/02/2026 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.00% |
| MORGAN STANLEY 04.1000 05/22/2023 | 0.00% |
| MSBAM 2013-C11 F 144A 04.3511 08/15/2046 | 0.00% |
| PLANTRONICS TLB L+250 02.6043 07/02/2025 | 0.00% |
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.00% |
| SABRE GBL TLB L+200 02.1043 02/22/2024 | 0.00% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.00% |
| SWPTN 3MX1Y P 2.0875 USD 03/14/2022 JP | 0.00% |
| SWPTN 6WX10Y P 1.8 USD 01/28/2022 TD | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VIRGIN MEDIA FIN TLN L+250 02.5838 01/31/2028 | 0.00% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.00% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.00% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.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-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GNMA GII30 AN1902 04.5660 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4780 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6580 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4060 06/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5455 05/20/2065 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.00% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.00% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.00% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.00% |
| ON SEMICONDUCTOR P/P 144A 03.8750 09/01/2028 | 0.00% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.00% |
| 1.1325 R ISWP SOFRRATE P 01/03/2027 | 0.00% |
| 1.331 R ISWP SOFRRATE P 12/31/2031 | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5165 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4008 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| COMM 2012-LC4 XA IO 144A 01.7587 12/10/2044 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0151 01/15/2049 | 0.00% |
| EUR/USD 03/16/2022 SSBT | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 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% |
| FNR 2001-50 BI IO 00.3802 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0642 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 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 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.0000 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0000 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.8170 07/15/2045 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.00% |
| SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | 0.00% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| UBSCM 2012-C1 XA IO 144A 01.8488 05/10/2045 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2385 11/15/2048 | 0.00% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | -0.00% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.00% |
| SWPTN 3MX10Y P 1.37 USD 03/29/2022 CI | -0.00% |
| 1.135 R ISWP SOFRRATE P 01/03/2027 | -0.00% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| SWPTN 10YX10Y P 1.6125 USD 12/15/2031 BA | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 3MX10Y R 1.37 USD 03/29/2022 CI | -0.00% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 2YX2Y R 1.3925 USD 12/15/2023 BA | -0.00% |
| SWPTN 3YX2Y R 1.39 USD 12/09/2024 BA | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
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| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 2YX2Y P 1.3925 USD 12/15/2023 BA | -0.00% |
| SWPTN 3MX10Y P 1.557 USD 02/08/2022 GS | -0.00% |
| SWPTN 3YX2Y P 1.39 USD 12/09/2024 BA | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.00% |
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| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | -0.01% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
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| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% |
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| 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 BA | -0.01% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 6WX10Y P 1.65 USD 01/28/2022 TD | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
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| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3MX10Y R 1.557 USD 02/08/2022 GS | -0.01% |
| SWPTN 3MX1Y P 1.6875 USD 03/14/2022 JP | -0.01% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
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| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
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| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
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| 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 MS | -0.01% |
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| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
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| 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 5YX30Y R 2.095 USD 02/26/2026 TD | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
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| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.02% |
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| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
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| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
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| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -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 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
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| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
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| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.03% |
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| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
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| PRUDENTIAL PLC 7443M2ZH2 DCP 12/17/2021 | 0.44% |
| SUMITOMO MITSUI TRUST BANK LT 86564YZH8 DCP 12/17/2021 | 0.44% |
| COMCAST CORP 03.4500 02/01/2050 | 0.44% |
| FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.44% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.43% |
| OLD LINE FUNDING LLC 67983UAL7 DCP 01/20/2022 | 0.42% |
| FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.40% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.40% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.38% |
| UBSBB 2012-C3 C 144A 05.2152 08/10/2049 | 0.37% |
| VERIZON COMM 04.3290 09/21/2028 | 0.36% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.36% |
| COMM 2018-COR3 C 04.7123 05/10/2051 | 0.36% |
| STACR 2019-DNA2 M2 02.5420 03/25/2049 | 0.36% |
| FREMF 2019-KF66 B 144A 02.4875 07/25/2029 | 0.35% |
| MRAIT 2020-11 A1X 01.7895 04/22/2022 | 0.34% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.34% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.34% |
| SPST 2021-6 A 00.8924 04/25/2022 | 0.34% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.34% |
| MRAIT 2021-NA1 A1X 01.5864 03/08/2022 | 0.34% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.33% |
| STACR 2019-DNA1 B1 04.7420 01/25/2049 | 0.33% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.33% |
| MRAIT 2021-EBO4 A1X 01.8364 02/16/2022 | 0.32% |
| MRAIT 2021-11 A1X 01.2395 01/25/2022 | 0.32% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.32% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.31% |
| GNR 2020-142 SB IO 06.2089 09/20/2050 | 0.30% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.30% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.30% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.30% |
| MRAIT 2021-EBO1 A2X 01.8364 04/15/2022 | 0.30% |
| ABN AMRO FUNDING USA LLC 00084CBF8 DCP 02/15/2022 | 0.30% |
| FMS WERTMANAGEMENT 34411GZD1 DCP 12/13/2021 | 0.30% |
| SWEDBANK AB 87019RZF6 DCP 12/15/2021 | 0.30% |
| FHR 5140 BI IO 03.5000 09/25/2051 | 0.29% |
| GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.29% |
| TREASURY BILL 00.0000 02/10/2022 | 0.29% |
| FHR 5070 AI IO 03.5000 02/25/2051 | 0.29% |
| GNR 2020-18 GS IO 05.9589 02/20/2050 | 0.29% |
| WFCM 2019-C50 XA IO 01.5751 05/15/2052 | 0.29% |
| AT&T INC 04.3500 03/01/2029 | 0.28% |
| FMS WERTMANAGEMENT 34411HBP8 DCP 02/23/2022 | 0.28% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.28% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.28% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.28% |
| STACR 2019-DNA3 M2 02.1420 07/25/2049 | 0.27% |
| ING US FUNDING LLC 45685QZN2 DCP 12/22/2021 | 0.27% |
| ABBVIE INC 03.2000 11/21/2029 | 0.26% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.26% |
| FHR 5118 NI IO 02.0000 02/25/2051 | 0.26% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.26% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.26% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.26% |
| MRAIT 2020-2 A2 | 0.26% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.26% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.26% |
| BMIR 2017-1 M2 144A 03.4416 10/25/2027 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.25% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.25% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.25% |
| BROADCOM INC 04.1500 11/15/2030 | 0.25% |
| MIZUHO BANK LTD/NEW YORK NY 60689GC87 DCP 03/08/2022 | 0.25% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.25% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.24% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| GNR 2020-55 SA IO 05.9589 04/20/2050 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.24% |
| JPMBB 2013-C15 C 05.3658 11/15/2045 | 0.24% |
| NETFLIX INC 04.3750 11/15/2026 | 0.24% |
| BACM 2015-UBS7 B 04.5034 09/15/2048 | 0.24% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.23% |
| ORACLE CORP 03.6500 03/25/2041 | 0.23% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.23% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.23% |
| STACR 2017-HQA1 M2B 03.6420 08/25/2029 | 0.23% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.23% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.23% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.23% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.22% |
| GNR 2020-112 MS IO 06.2089 08/20/2050 | 0.22% |
| GNR 2020-47 SG IO 05.9089 02/20/2049 | 0.22% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.22% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.22% |
| NATIONAL BANK OF CANADA 63307MBB4 DCP 02/11/2022 | 0.22% |
| STACR 2016-HQA1 M3 06.4420 09/25/2028 | 0.22% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.22% |
| GNMA GII30 TBA 04.5000 12/01/2051 | 0.22% |
| AT&T INC 02.2500 02/01/2032 | 0.22% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.22% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.22% |
| STACR 2018-DNA2 B1 03.7920 12/25/2030 | 0.22% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.22% |
| WFCM 2018-C46 C 05.1559 08/15/2051 | 0.22% |
| US BANCORP 02.4910 11/03/2036 | 0.21% |
| FNR 2020-12 SK IO 05.9580 03/25/2050 | 0.21% |
| EQUINIX INC 03.2000 11/18/2029 | 0.21% |
| AT&T INC 03.3000 02/01/2052 | 0.21% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.21% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.21% |
| GNR 2020-98 KS IO 06.1089 07/20/2050 | 0.21% |
| LENNAR CORP 04.7500 11/29/2027 | 0.20% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.20% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.20% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.20% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.20% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.20% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.20% |
| MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.20% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.19% |
| VMWARE INC 02.2000 08/15/2031 | 0.19% |
| GNR 2020-11 SY IO 06.0089 01/20/2050 | 0.19% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.19% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.19% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.19% |
| JPMBB 2013-C12 C 04.2351 07/15/2045 | 0.19% |
| JPMCC 2012-C8 C 144A 04.7794 10/15/2045 | 0.19% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.19% |
| FHR 4994 SD IO 05.5080 02/25/2049 | 0.18% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.18% |
| CAS 2017-C07 1EB2 01.0916 05/25/2030 | 0.18% |
| FREMF 2019-KF71 B 144A 02.3875 10/25/2029 | 0.18% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| BMIR 2019-4A M1C 144A 02.5916 10/25/2029 | 0.18% |
| MRAFT 2020-5 A1 01.0911 08/10/2023 | 0.18% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.18% |
| ABBSL 2021-2A A P/P 144A 01.2238 04/15/2034 | 0.18% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.18% |
| NORDEA BANK ABP 65558KBJ2 DCP 02/18/2022 | 0.18% |
| CAS 2018-C05 1B1 04.3420 01/25/2031 | 0.18% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.18% |
| BROADCOM INC 05.0000 04/15/2030 | 0.17% |
| MRAFT 2021-S1 A1 00.5911 09/10/2022 | 0.17% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.17% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.17% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.17% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.17% |
| AREIT 2020-CRE4 D 144A 03.3522 04/15/2037 | 0.17% |
| UBSCM 2018-C12 XA IO 00.9752 08/15/2051 | 0.17% |
| WFCM 2020-C55 XA IO 01.4368 02/15/2053 | 0.17% |
| COMCAST CORP 03.9990 11/01/2049 | 0.17% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.17% |
| RMIR 2019-1 M2 144A 03.2920 02/25/2029 | 0.17% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.17% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.17% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.17% |
| FNR 2019-74 S IO 05.9080 12/25/2049 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.16% |
| UBSC 2011-C1 D 144A 06.6258 01/10/2045 | 0.16% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.16% |
| WFCM 2019-C50 D 144A 03.0000 05/15/2052 | 0.16% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.16% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.16% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.16% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.16% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.16% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.16% |
| FNR 2016-8 SA IO 05.9580 03/25/2046 | 0.16% |
| GNR 2019-119 KS IO 05.9609 09/16/2049 | 0.16% |
| STACR 2020-HQA2 M2 03.1920 03/25/2050 | 0.16% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.16% |
| SWEDBANK AB 87019RZP4 DCP 12/23/2021 | 0.16% |
| BBCMS 2020-C7 XA IO 01.7410 04/15/2053 | 0.16% |
| CAS 2020-SBT1 1M2 03.7420 02/25/2040 | 0.15% |
| STACR 2018-DNA1 M2 01.8920 07/25/2030 | 0.15% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.15% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.15% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.15% |
| JPMCC 2021-1MEM E 144A 02.7420 10/09/2042 | 0.15% |
| STACR 2016-HQA2 M3 05.2420 11/25/2028 | 0.15% |
| STACR 2018-DNA2 M2 02.2420 12/25/2030 | 0.15% |
| ALPHABET INC 02.2500 08/15/2060 | 0.15% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.15% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.15% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.15% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.15% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.15% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.15% |
| STACR 2020-DNA2 B1 02.5920 02/25/2050 | 0.15% |
| SUMITOMO MITSUI TRUST BANK LT 86563GZF2 DCP 12/15/2021 | 0.15% |
| CSAIL 2019-C17 XA IO 01.5040 09/15/2052 | 0.15% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.15% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.15% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.14% |
| BACM 2016-UB10 C 05.0153 07/15/2049 | 0.14% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.14% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| ZOETIS INC 03.9000 08/20/2028 | 0.14% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.14% |
| AT&T INC 02.5500 12/01/2033 | 0.14% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.14% |
| BANK 2018-BN13 XA 00.6486 08/15/2061 | 0.14% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.14% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 | 0.14% |
| FHMS K110 X1 IO 01.8142 04/25/2030 | 0.14% |
| UBSCM 2012-C1 D 144A 05.7137 05/10/2045 | 0.14% |
| CAS 2018-R07 1B1 MTGE 04.4416 04/25/2031 | 0.14% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.14% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.14% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.14% |
| CGCMT 2020-GC46 X IO 01.1060 02/15/2053 | 0.14% |
| FNR 2019-57 LS IO 05.9080 10/25/2049 | 0.14% |
| MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.14% |
| STACR 2018-HQA1 M2 02.3920 09/25/2030 | 0.14% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.13% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.13% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.13% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.13% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.13% |
| CAS 2017-C03 1B1 04.9420 10/25/2029 | 0.13% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.13% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% |
| STACR 2019-DNA1 M2 02.7420 01/25/2049 | 0.13% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.13% |
| WFCM 2017-C41 XA IO 01.3400 11/15/2050 | 0.13% |
| WFRBS 2013-C12 C 04.4373 03/15/2048 | 0.13% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.13% |
| WFRBS 2011-C4 C 144A 05.0241 06/15/2044 | 0.13% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.12% |
| CAS 2017-C04 2M2 02.9420 11/25/2029 | 0.12% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.12% |
| GSMS 2014-GC22 C 04.8453 06/10/2047 | 0.12% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.12% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.12% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.12% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.12% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.12% |
| XAN 2020-RSO8 D 144A 02.6622 03/15/2035 | 0.12% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| GNR 2018-168 KS IO 06.0589 12/20/2048 | 0.12% |
| JPMDB 2019-COR6 IO 01.0683 11/13/2052 | 0.12% |
| COMM 2014-CR17 D 144A 05.0093 05/10/2047 | 0.12% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.12% |
| WFRBS 2013-UBS1 D P/P 144A 05.2074 03/15/2046 | 0.12% |
| CAS 2017-C01 1B1 05.8420 07/25/2029 | 0.12% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.12% |
| CGMS 2017-1A A1R 144A 01.1315 04/20/2031 | 0.12% |
| STACR 2018-HQA2 M2 02.3920 10/25/2048 | 0.12% |
| WAMU 2005-AR13 A1C4 00.9520 10/25/2045 | 0.12% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.12% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.12% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.12% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.12% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.11% |
| FHR 4839 WS IO 06.0108 08/15/2056 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.11% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.11% |
| STACR 2016-DNA3 M3 05.0920 12/25/2028 | 0.11% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.11% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.11% |
| BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.11% |
| FNR 2018-44 SA IO 06.1080 06/25/2048 | 0.11% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.11% |
| JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.11% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.11% |
| COMM 2012-CR1 C 05.5629 05/15/2045 | 0.11% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.11% |
| FNR 2019-3 SA IO 06.0080 02/25/2049 | 0.11% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.11% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.11% |
| SNDPT 2020-1A AR 144A 01.3015 07/20/2034 | 0.11% |
| COMM 2014-CR17 C 04.9456 05/10/2047 | 0.11% |
| SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.11% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.10% |
| BSCMS 2007-T26 AJ 05.5396 01/12/2045 | 0.10% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% |
| COMM 2019-GC44 XA IO 00.7659 08/15/2057 | 0.10% |
| GNR 2020-32 GS IO 06.0089 03/20/2050 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.10% |
| CSAIL 2015-C1 C 04.4035 04/15/2050 | 0.10% |
| GNR 2020-34 SQ IO 05.9589 10/20/2049 | 0.10% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.10% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.10% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.10% |
| CAS 2016-C02 1M2 06.0920 09/25/2028 | 0.10% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.10% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.10% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.10% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.10% |
| GNR 2019-20 SB IO 06.0089 02/20/2049 | 0.10% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.10% |
| TMIR 2021-1 M1B 144A 03.0916 08/25/2033 | 0.10% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.10% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.10% |
| HCA INC 03.5000 07/15/2051 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.10% |
| FNR 2015-66 AS IO 06.1580 09/25/2045 | 0.10% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.10% |
| UBSCM 2017-C7 XA IO 01.1691 12/15/2050 | 0.10% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.10% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.10% |
| JPMCC 2011-C4 C 144A 05.5737 07/15/2046 | 0.10% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.10% |
| WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.10% |
| CFCRE 2011-C2 E P/P 144A 05.3593 12/15/2047 | 0.10% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| GNR 2019-83 SW IO 06.0089 07/20/2049 | 0.10% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.10% |
| STACR 2015-DNA3 M3 04.7920 04/25/2028 | 0.10% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.10% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| CSAIL 2015-C1 D 144A 03.9035 04/15/2050 | 0.09% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.09% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.09% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.09% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.09% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.09% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.09% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.09% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.09% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.09% |
| CAS 2017-C07 1B1 04.0916 05/25/2030 | 0.09% |
| GNMA GII30 TBA 03.0000 12/01/2051 | 0.09% |
| UBSCM 2012-C1 C 144A 05.7137 05/10/2045 | 0.09% |
| CD 2017-CD6 C 04.4074 11/13/2050 | 0.09% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.09% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.09% |
| FNR 2017-108 SA IO 06.0580 01/25/2048 | 0.09% |
| BRAVO 2021-HE2 B1 02.4497 11/25/2069 | 0.09% |
| JPMBB 2013-C14 E 144A 04.6992 08/15/2046 | 0.09% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.09% |
| CAS 2020-R01 1M2 02.1420 01/25/2040 | 0.09% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.09% |
| COLT 2021-1 B1 03.1440 06/25/2066 | 0.09% |
| FHR 4461 SB IO 06.1108 04/15/2045 | 0.09% |
| STACR 2017-DNA2 B1 05.2420 10/25/2029 | 0.09% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.09% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.09% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.09% |
| CAS 2017-C01 1EB1 01.3420 07/25/2029 | 0.09% |
| STACR 2018-HRP2 M3AS 01.0920 02/25/2047 | 0.09% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.09% |
| BANK 2020-BN26 XA IO 01.3485 03/15/2063 | 0.08% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.08% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.08% |
| FHR 4738 QS IO 06.1108 12/15/2047 | 0.08% |
| FNR 2019-59 SD IO 05.9580 10/25/2049 | 0.08% |
| FREMF 2018-KF43 B 144A 02.2375 01/25/2028 | 0.08% |
| GNR 2019-123 SL IO 06.0589 10/20/2049 | 0.08% |
| GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.08% |
| HCA INC 04.1250 06/15/2029 | 0.08% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.08% |
| ZOETIS INC 02.0000 05/15/2030 | 0.08% |
| COMM 2014-CR18 C 04.9078 07/15/2047 | 0.08% |
| MSC 2018-H4 XA 01.0235 12/15/2051 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.08% |
| GNR 2019-30 SH IO 05.9589 03/20/2049 | 0.08% |
| JPMBB 2014-C25 D P/P 144A 04.0888 11/15/2047 | 0.08% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.08% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.08% |
| GNR 2014-131 BS IO 06.1109 09/16/2044 | 0.08% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.08% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.08% |
| JPMCC 2012-C8 D 144A 04.8275 10/15/2045 | 0.08% |
| CSMC 2016-NXSR XA IO 00.8911 12/15/2049 | 0.08% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.08% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.08% |
| CAS 2017-C06 1B1 04.2420 02/25/2030 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.08% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.08% |
| WBCMT 2005-C21 E 144A 05.2754 10/15/2044 | 0.08% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.08% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.08% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| FNR 2016-91 AS IO 06.0080 12/25/2046 | 0.08% |
| GNR 2019-108 S IO 05.9589 08/20/2049 | 0.08% |
| REG20 2021-2A A 144A 01.2438 10/15/2034 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.08% |
| GNR 2018-148 GS IO 06.0109 02/16/2046 | 0.08% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.08% |
| STACR 2019-HQA1 M2 02.4420 02/25/2049 | 0.08% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.08% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.07% |
| MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| STACR 2017-DNA2 M2 03.5420 10/25/2029 | 0.07% |
| CAS 2016-C03 1M2 05.3920 10/25/2028 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.07% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.07% |
| MSC 2018-H3 XA 00.9858 07/15/2051 | 0.07% |
| SHACK 2017-11A AR 144A 01.2460 08/15/2030 | 0.07% |
| STACR 2020-HQA1 M2 01.9920 01/25/2050 | 0.07% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.07% |
| STACR 2020-HQA3 M2 03.6920 07/25/2050 | 0.07% |
| CAS 2017-C02 2ED3 01.4420 09/25/2029 | 0.07% |
| COMM 2014-CR19 D 144A 04.8596 08/10/2047 | 0.07% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.07% |
| WFCM 2020-C57 C 04.1577 08/15/2053 | 0.07% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.07% |
| FHR 4596 CS IO 06.0108 06/15/2046 | 0.07% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.07% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.07% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.07% |
| GNR 2019-83 JS IO 06.0089 07/20/2049 | 0.07% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.07% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2051 | 0.07% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.06% |
| GNR 2020-H02 GI IO 02.0542 01/20/2070 | 0.06% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.06% |
| 1.7555 R ISWP US0003M P 11/16/2051 | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.06% |
| AUTONATION INC 02.4000 08/01/2031 | 0.06% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| FNR 2014-87 MS IO 06.1580 01/25/2045 | 0.06% |
| GNR 2016-H23 NI IO 02.1105 10/20/2066 | 0.06% |
| BMIR 2020-2A M1C 144A 04.0920 08/26/2030 | 0.06% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.06% |
| CAS 2016-C06 1M2 04.3420 04/25/2029 | 0.06% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.06% |
| CWALT 2007-OA6 A1A 00.2316 06/25/2037 | 0.06% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| CFMT 2021-HB6 M3 03.7348 06/25/2036 | 0.06% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| GNR 2010-31 SA IO 05.6589 03/20/2040 | 0.06% |
| MCLO 2019-1A AANR 144A 01.4438 04/15/2032 | 0.06% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.06% |
| STACR 2020-DNA2 M2 01.9420 02/25/2050 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| GNR 2014-H11 GI IO 01.4883 06/20/2064 | 0.06% |
| MSC 2016-UB12 XA IO 00.8463 12/15/2049 | 0.06% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.06% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.06% |
| CAS 2020-R02 2M2 02.0920 01/25/2040 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| GNR 2012-149 GS IO 06.1089 12/20/2042 | 0.06% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.06% |
| STACR 2017-HQA2 M2 02.7420 12/25/2029 | 0.06% |
| CAS 2016-C05 2M2 04.5420 01/25/2029 | 0.06% |
| FNR 2018-29 S IO 06.1080 05/25/2048 | 0.06% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.06% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.05% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.05% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.05% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.05% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.05% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.05% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.05% |
| EMIR 2018-1 M1 01.7916 11/25/2028 | 0.05% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.05% |
| GNR 2010-9 YD IO 06.7109 01/16/2040 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% |
| WFRBS 2012-C7 D 144A 04.9456 06/15/2045 | 0.05% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.05% |
| GNR 2019-44 SA IO 05.9589 04/20/2049 | 0.05% |
| JPMCC 2012-C6 E 144A 05.3100 05/15/2045 | 0.05% |
| WAMU 2005-AR17 A1B2 00.9120 12/25/2045 | 0.05% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| CAS 2020-SBT1 2M2 03.7420 02/25/2040 | 0.05% |
| COMM 2013-CR6 D 144A 04.2236 03/10/2046 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.05% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.05% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.05% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.05% |
| CAS 2019-R02 1B1 04.2420 08/25/2031 | 0.05% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.05% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.05% |
| GNR 2014-H07 BI IO 01.4704 05/20/2064 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| GNR 2016-H02 HI IO 01.5577 01/20/2066 | 0.05% |
| GNR 2019-H14 IB IO 02.0648 08/20/2069 | 0.05% |
| SWPTN 3MX10Y P 1.992 USD 02/23/2022 CI | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.05% |
| CAS 2017-C03 1M2 03.0920 10/25/2029 | 0.05% |
| DBUBS 2011-LC3A D 144A 05.5442 08/10/2044 | 0.05% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.05% |
| STACR 2017-HQA2 M2B 02.7420 12/25/2029 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| GNR 2019-65 BS IO 06.0089 05/20/2049 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.04% |
| GNR 2015-H12 GI IO 01.7854 05/20/2065 | 0.04% |
| GNR 2018-155 SE IO 06.0089 11/20/2048 | 0.04% |
| STACR 2014-DN2 M3 03.6920 04/25/2024 | 0.04% |
| CAS 2019-HRP1 M2 02.2420 11/25/2039 | 0.04% |
| COMM 2012-CR1 D 144A 05.5629 05/15/2045 | 0.04% |
| COMM 2013-CR13 E 144A 05.0438 11/10/2046 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.04% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.04% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| JPMORGAN CHASE & CO 02.0830 04/22/2026 | 0.04% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.04% |
| GNR 2016-H11 HI IO 02.1005 01/20/2066 | 0.04% |
| GNR 2019-H02 DI IO 02.1194 11/20/2068 | 0.04% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.04% |
| WFCM 2014-LC16 XA IO 01.2420 08/15/2050 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.04% |
| GNR 2018-H05 AI IO 02.3890 02/20/2068 | 0.04% |
| MSBAM 2013-C10 E 144A 04.2107 07/15/2046 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.04% |
| STACR 2018-DNA3 B1 03.9920 09/25/2048 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| 1.6865 R ISWP US0003M P 11/19/2031 | 0.04% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| CAS 2015-C04 1M2 05.7920 04/25/2028 | 0.04% |
| FHR 4839 AS IO 05.9608 06/15/2042 | 0.04% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.04% |
| WFRBS 2011-C4 E 144A 05.0241 06/15/2044 | 0.04% |
| CGCMT 2014-GC19 X IO 01.2912 03/10/2047 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| FHR 4077 HS IO 06.0108 07/15/2042 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GNR 2015-H10 CI IO 01.8028 04/20/2065 | 0.04% |
| GNR 2019-21 SJ IO 05.9589 02/20/2049 | 0.04% |
| GSMBS 2020-RPL1 M2 03.8122 07/25/2059 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.04% |
| COMM 2014-LC15 XA IO 01.2304 04/10/2047 | 0.04% |
| EMIR 2018-1 M2 03.0916 11/25/2028 | 0.04% |
| FNR 2018-1 MS IO 06.0580 02/25/2048 | 0.04% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.04% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| CAS 2016-C01 1M2 06.8420 08/25/2028 | 0.04% |
| FHR 4912 PS IO 05.9580 09/25/2049 | 0.04% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2015-H16 XI IO 01.8859 07/20/2065 | 0.04% |
| GNR 2015-H20 AI IO 01.8212 08/20/2065 | 0.04% |
| GNR 2019-125 SG IO 05.9589 10/20/2049 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| WAMU 2005-AR13 A1B2 00.9520 10/25/2045 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| GNR 2015-H12 AI IO 01.8647 05/20/2065 | 0.03% |
| GNR 2015-H12 EI IO 01.7099 04/20/2065 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| TPMT 2015-6 M1 144A 03.7500 04/25/2055 | 0.03% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.03% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H04 AI IO 01.6289 12/20/2064 | 0.03% |
| GNR 2015-H09 BI IO 01.6787 03/20/2065 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| GNR 2015-H26 DI IO 01.7242 10/20/2065 | 0.03% |
| GNR 2017-H23 BI IO 01.8787 11/20/2067 | 0.03% |
| JPMCC 2011-C3 D 144A 05.7074 02/15/2046 | 0.03% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.03% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.03% |
| GNR 2015-H15 JI IO 01.9590 06/20/2065 | 0.03% |
| GNR 2015-H25 CI IO 01.7442 10/20/2065 | 0.03% |
| GNR 2018-H02 EI IO 02.3722 01/20/2068 | 0.03% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.03% |
| CAS 2016-C07 2M2 04.4420 05/25/2029 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| GNMA GII30 AY4779 04.4840 03/20/2067 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.03% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
| COMM 2014-UBS6 XA IO 01.0107 12/10/2047 | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| GNR 2017-H14 EI IO 01.5679 06/20/2067 | 0.03% |
| GNR 2018-91 SJ IO 06.1589 07/20/2048 | 0.03% |
| GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.03% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.03% |
| MSC 2012-C4 E 144A 05.5452 03/15/2045 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| WFRBS 2012-C10 E 144A 04.5590 12/15/2045 | 0.03% |
| GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.03% |
| GNR 2016-H04 KI IO 01.5101 02/20/2066 | 0.03% |
| GNR 2016-H24 JI IO 02.0208 11/20/2066 | 0.03% |
| GNR 2017-H12 QI IO 02.2373 05/20/2067 | 0.03% |
| GNR 2019-78 SJ IO 05.9589 06/20/2049 | 0.03% |
| MSC 2016-BNK2 XA IO 01.0989 11/15/2049 | 0.03% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.03% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.03% |
| GSMS 2014-GC22 XA IO 01.1028 06/10/2047 | 0.03% |
| MSBAM 2015-C26 XA IO 01.1313 10/15/2048 | 0.03% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.03% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.03% |
| 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 AI2340 04.4920 05/20/2065 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNR 2019-121 SD IO 05.9089 10/20/2049 | 0.03% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.03% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.03% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.02% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.02% |
| MSBAM 2013-C12 XA IO 00.7370 10/15/2046 | 0.02% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.02% |
| PT PERTAMINA (PERSERO) REGS 02.3000 02/09/2031 | 0.02% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.02% |
| CCMFC 2004-3A A2 00.3916 08/25/2035 | 0.02% |
| FNR 2017-33 LS IO 06.0080 05/25/2039 | 0.02% |
| GNR 2010-H19 GI IO 01.4063 08/20/2060 | 0.02% |
| GNR 2015-H28 DI IO 01.5515 08/20/2065 | 0.02% |
| JPMCC 2011-C3 F 144A 05.7074 02/15/2046 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNR 2017-H10 MI IO 01.8254 04/20/2067 | 0.02% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.02% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| WFRBS 2014-C23 XA IO 00.7081 10/15/2057 | 0.02% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.02% |
| COMM 2014-CR17 XA IO 01.1207 05/10/2047 | 0.02% |
| COMM 2015-CR23 XA IO 01.0254 05/10/2048 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6228 02/10/2046 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| WFRBS 2012-C10 D 144A 04.5590 12/15/2045 | 0.02% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| STACR 2019-DNA2 B1 04.4420 03/25/2049 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.02% |
| CAS 2017-C05 1B1 03.6920 01/25/2030 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| FHR 5168 CI IO 04.0000 11/25/2051 | 0.02% |
| FHR 5170 IC IO 04.5000 08/25/2050 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNR 2017-H08 NI IO 02.2399 03/20/2067 | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% |
| CAS 2018-C01 1M2 02.3420 07/25/2030 | 0.02% |
| CFCRE 2011-C2 D 144A 05.3593 12/15/2047 | 0.02% |
| CGMS C17A A1AR 144A 01.1616 04/30/2031 | 0.02% |
| FHR 3408 EK 25.4340 04/15/2037 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.02% |
| JPMCC 2012-LC9 D 144A 04.5082 12/15/2047 | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.02% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CAS 2019-R03 1M2 02.2420 09/25/2031 | 0.02% |
| COMM 2014-UBS4 XA IO 01.2519 08/10/2047 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FN BF0091 | 0.02% |
| FNR 2018-94 SA IO 06.0080 01/25/2049 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNR 2016-H27 BI IO 02.3888 12/20/2066 | 0.02% |
| GSMS 2014-GC18 XA IO 01.1424 01/10/2047 | 0.02% |
| HMIR 2018-1 M1 144A 01.6916 10/25/2028 | 0.02% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.02% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.02% |
| 1.127 R ISWP US0003M P 10/18/2026 | 0.02% |
| 1.814 R ISWP US0003M P 11/26/2051 | 0.02% |
| AT&T INC 04.5000 03/09/2048 | 0.02% |
| CAS 2017-C06 2M2 02.8920 02/25/2030 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| GNR 2015-H17 CI IO 01.5767 06/20/2065 | 0.02% |
| JPMBB 2014-C25 XA IO 00.9787 11/15/2047 | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| TECK RESOURCES LIMITED USD 06.0000 08/15/2040 | 0.02% |
| WAMU 2005-AR17 A1B3 00.7920 12/25/2045 | 0.02% |
| WFRBS 2013-C14 XA IO 00.7943 06/15/2046 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9395 09/15/2057 | 0.02% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.02% |
| AERCAP IRELAND CAP/GLOBA USD 03.4000 10/29/2033 | 0.02% |
| AT&T INC 04.2500 03/01/2027 | 0.02% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.02% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.02% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.02% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.02% |
| CAS 2017-C01 1M2C 03.6420 07/25/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.5000 06/01/2041 | 0.02% |
| CHOICE HOTELS INTL INC 03.7000 01/15/2031 | 0.02% |
| COMCAST CORP 03.9000 03/01/2038 | 0.02% |
| COMM 2014-UBS6 C 04.5874 12/10/2047 | 0.02% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.02% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.02% |
| EMERA US FINANCE LP 04.7500 06/15/2046 | 0.02% |
| ENERGY TRANSFER LP 04.9500 06/15/2028 | 0.02% |
| FHR 3852 NT 05.9108 05/15/2041 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| GENERAL MOTORS FINL CO 02.7500 06/20/2025 | 0.02% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.02% |
| HYATT HOTELS CORP 05.7500 04/23/2030 | 0.02% |
| INTERNATIONAL PAPER COMPANY 05.0000 09/15/2035 | 0.02% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.02% |
| JPMCC 2013-C16 XA IO 01.0363 12/15/2046 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.02% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.02% |
| MSBAM 2013-C10 F 144A 04.2107 07/15/2046 | 0.02% |
| NETFLIX INC 04.8750 04/15/2028 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ONEOK INC 06.3500 01/15/2031 | 0.02% |
| REPUBLIC SERVICES INC 01.7500 02/15/2032 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.02% |
| TOPBUILD CORP P/P 144A 03.6250 03/15/2029 | 0.02% |
| TORONTO-DOMINION BANK USD 01.1500 06/12/2025 | 0.02% |
| VMWARE INC 01.4000 08/15/2026 | 0.02% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.02% |
| 1.0825 R ISWP US0003M P 10/12/2026 | 0.01% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.01% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.01% |
| 1.602 R ISWP US0003M P 11/17/2031 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| ABBVIE INC 03.8000 03/15/2025 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| AUTONATION INC 04.7500 06/01/2030 | 0.01% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.01% |
| BROADCOM INC 04.7500 04/15/2029 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| DEVON ENERGY CORP P/P 144A 05.2500 09/15/2024 | 0.01% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.01% |
| DOMINION ENERGY INC 05.7500 10/01/2054 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.01% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.01% |
| GNR 2015-H01 CI IO 01.5864 12/20/2064 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| JPMCC 2013-C10 XA IO 01.0759 12/15/2047 | 0.01% |
| KOHL'S CORPORATION 03.3750 05/01/2031 | 0.01% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 0.01% |
| PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QVC INC 04.3750 09/01/2028 | 0.01% |
| SOUTHERN CAL EDISON 04.6500 10/01/2043 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| T-MOBILE USA INC 03.0000 02/15/2041 | 0.01% |
| THERMO FISHER SCIENTIFIC 04.4970 03/25/2030 | 0.01% |
| TJX COS INC 03.8750 04/15/2030 | 0.01% |
| UNIVERSAL HEALTH SER P/P 144A 02.6500 10/15/2030 | 0.01% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.01% |
| VMWARE INC 01.8000 08/15/2028 | 0.01% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.01% |
| WAMU 2005-AR2 2A1B 00.8320 01/25/2045 | 0.01% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5420 07/25/2031 | 0.01% |
| CGCMT 2013-GC17 X IO 01.1659 11/10/2046 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMM 2014-CR19 XA IO 01.1105 08/10/2047 | 0.01% |
| CVS HEALTH CORP 03.8750 07/20/2025 | 0.01% |
| DEUTSCHE BANK NY 02.1290 11/24/2026 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.01% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3689 04/15/2046 | 0.01% |
| MSBAM 2012-C5 E 144A 04.8082 08/15/2045 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| BANK OF MONTREAL USD 01.8500 05/01/2025 | 0.01% |
| CAS 2018-C05 1ED1 00.7420 01/25/2031 | 0.01% |
| CAS 2019-R06 2M2 02.1916 09/25/2039 | 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 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMM 2014-CR18 XA IO 01.1562 07/15/2047 | 0.01% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.01% |
| GNMA GII30 AW8447 04.3290 05/20/2067 | 0.01% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.01% |
| GNR 2019-99 KS IO 05.9589 08/20/2049 | 0.01% |
| GSMS 2013-GC12 XA IO 01.5309 06/10/2046 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2013-C7 XA IO 01.4175 02/15/2046 | 0.01% |
| NATWEST GROUP PLC USD 06.0000 12/19/2023 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.01% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.01% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.01% |
| STACR 2016-DNA4 M3 03.8920 03/25/2029 | 0.01% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| UNITEDHEALTH GROUP INC 00.5500 05/15/2024 | 0.01% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.01% |
| WFRBS 2012-C9 XA IO 144A 02.0136 11/15/2045 | 0.01% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.01% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | 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 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2013-LC13 XA IO 01.1743 08/10/2046 | 0.01% |
| DOMINION ENERGY INC 04.6500 12/15/2024 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.01% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| AMERICAN INTL GROUP 02.5000 06/30/2025 | 0.01% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.01% |
| CAS 2017-C04 2ED1 00.6920 11/25/2029 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.01% |
| FHR 3065 DC 19.5923 03/15/2035 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNR 2005-106 JC 19.8388 12/25/2035 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| MICROSOFT CORP 02.3750 05/01/2023 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| STACR 2018-DNA3 M2B 02.1920 09/25/2048 | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.7250 12/10/2045 | 0.01% |
| WALT DISNEY COMPANY/THE 03.3500 03/24/2025 | 0.01% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.01% |
| 1.5715 R ISWP US0003M P 10/04/2031 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 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 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-LC17 XA IO 00.8567 10/10/2047 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.9500 02/15/2027 | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2006-62 PS 39.3480 07/25/2036 | 0.01% |
| FNR 2011-4 CS 12.7160 05/25/2040 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| OMIR 2017-1A M2 144A 04.0916 04/25/2027 | 0.01% |
| STACR 2020-HQA4 M2 03.2420 09/25/2050 | 0.01% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| WFRBS 2012-C10 XA IO 144A 01.6315 12/15/2045 | 0.01% |
| 0.64825 R ISWP US0003M P 11/04/2023 | 0.01% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.01% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.01% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 04.4000 05/19/2026 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.01% |
| DISCOVERY COMMUNICATIONS 04.9000 03/11/2026 | 0.01% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.01% |
| EQUINIX INC 01.0000 09/15/2025 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2006-8 HP 24.2293 03/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| GLOBAL PAYMENTS INC 01.2000 03/01/2026 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| INTERCONTINENTALEXCHANGE 03.7500 12/01/2025 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.01% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.01% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.01% |
| NUTRIEN LTD USD 03.3750 03/15/2025 | 0.01% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| VIACOMCBS INC. 04.7500 05/15/2025 | 0.01% |
| WRKCO INC 03.7500 03/15/2025 | 0.01% |
| 1.449 R ISWP US0003M P 11/26/2026 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.01% |
| AUTONATION INC 04.5000 10/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 04.0500 04/15/2025 | 0.01% |
| BNP PARIBAS P/P 144A 07.3750 08/19/2025 | 0.01% |
| 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.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 04.5000 12/09/2025 | 0.01% |
| CONTINENTAL RESOURCE P/P 144A 02.2680 11/15/2026 | 0.01% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.01% |
| GNMA GII30 AH1076 04.6640 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| MSBAM 2013-C11 D 144A 04.4963 08/15/2046 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ORACLE CORP 02.5000 04/01/2025 | 0.01% |
| PSTAT 2021-4A A1 144A 00.9280 10/15/2029 | 0.01% |
| S&P GLOBAL INC 04.0000 06/15/2025 | 0.01% |
| SALESFORCE.COM INC 00.6250 07/15/2024 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TAMKO BUILDING PRODUCT L+300 03.1287 05/03/2026 | 0.01% |
| TRANSDIGM INC TLF L+225 02.3404 12/09/2025 | 0.01% |
| WESTLAKE CHEMICAL CORP 00.8750 08/15/2024 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.01% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.01% |
| DANSKE BANK A/S P/P 144A 03.2440 12/20/2025 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| FORD MOTOR CREDIT CO LLC 03.6640 09/08/2024 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GNMA GII30 BP7305 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 BR1535 04.0000 11/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| JPMCC 2012-LC9 XA IO 01.5400 12/15/2047 | 0.01% |
| MASSMUTUAL GLBL FUND P/P 144A 02.7500 06/22/2024 | 0.01% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.01% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.2500 04/14/2025 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.01% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| CAS 2018-C06 1M2 02.0920 03/25/2031 | 0.00% |
| CAS 2019-R05 1M2 02.0920 07/25/2039 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.00% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.00% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.00% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.00% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2013-129 SN IO 06.0589 09/20/2043 | 0.00% |
| GNR 2020-15 CS IO 05.9589 02/20/2050 | 0.00% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.00% |
| NHEL 2004-2 M4 01.8916 09/25/2034 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| WFRBS 2013-C11 XA IO 144A 01.2723 03/15/2045 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.00% |
| 1.3295 R ISWP US0003M P 12/01/2026 | 0.00% |
| 1.485 R ISWP US0003M P 11/12/2031 | 0.00% |
| AMWINS TLB L+225 03.0000 02/19/2028 | 0.00% |
| ASURION CORP TLB9 L+325 03.3404 07/31/2027 | 0.00% |
| CALPINE CONS FIN TL L+200 02.0904 01/15/2025 | 0.00% |
| CAS 2015-C04 2M2 05.6420 04/25/2028 | 0.00% |
| CAS 2018-R07 1M2 02.4916 04/25/2031 | 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 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CORE & MAIN LP L+250 02.5916 06/10/2028 | 0.00% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.00% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.00% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 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 BJ1735 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.00% |
| MESSER INDUST TLB L+250 02.6315 03/01/2026 | 0.00% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.00% |
| SPECTRUM BRANDS 1L TLB L+200 02.5000 03/03/2028 | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.00% |
| VALEANT PHARMACEUTICAL L+300 03.0904 05/17/2025 | 0.00% |
| VERTIV TLB L+275 02.8440 03/02/2027 | 0.00% |
| 1.2155 R ISWP US0003M P 10/21/2026 | 0.00% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CABLEVISION SYSTEMS TL L+225 02.3393 07/17/2025 | 0.00% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.00% |
| CAS 2017-C01 1M2 03.6420 07/25/2029 | 0.00% |
| CENTENE CORP 04.6250 12/15/2029 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.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 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMMSCOPE TLB2 L+325 03.3404 02/07/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.00% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.00% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FHR 2990 LB 16.7176 06/15/2034 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.00% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FORD MOTOR COMPANY 06.6250 10/01/2028 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.00% |
| GRIFOLS TLB L+200 02.0775 11/15/2027 | 0.00% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| HOWMET AEROSPACE INC. 05.9000 02/01/2027 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| ISTAR INC 05.5000 02/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LPL HOLDINGS INC P/P 144A 04.0000 03/15/2029 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.00% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.00% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NOURYON USA TLB L+300 03.0920 10/01/2025 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| QVC INC 04.8500 04/01/2024 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SERVICE PROPERTIES TRUST 04.6500 03/15/2024 | 0.00% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.00% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.00% |
| SS&C TECH TLB5 L+175 01.8425 04/16/2025 | 0.00% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.00% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.00% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WASTE CONNECTIONS INC 04.2500 12/01/2028 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| 0.743 R ISWP US0003M P 11/17/2023 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.00% |
| BOYD GAMING TLB L+225 02.3268 09/15/2023 | 0.00% |
| BUCKEYE PARTNERS LP TL L+225 02.3493 11/01/2026 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHR 2976 LC 24.0927 05/15/2035 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AH1094 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4270 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5040 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 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 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.00% |
| GRAY TELEVISION INC TL L+250 02.5993 01/02/2026 | 0.00% |
| MORGAN STANLEY 04.1000 05/22/2023 | 0.00% |
| MSBAM 2013-C11 F 144A 04.4963 08/15/2046 | 0.00% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| PLANTRONICS TLB L+250 02.5870 07/02/2025 | 0.00% |
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.00% |
| SABRE GBL TLB L+200 02.0904 02/22/2024 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| VIRGIN MEDIA FIN TLN L+250 02.5838 01/31/2028 | 0.00% |
| 1.515 R ISWP FWD US0003M P 11/17/2031 | 0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.00% |
| EUR/USD 12/15/2021 SSBT | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 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 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GNMA GII30 AN1902 04.5660 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4870 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6450 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4060 06/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5398 05/20/2065 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.00% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.00% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.00% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| ON SEMICONDUCTOR P/P 144A 03.8750 09/01/2028 | 0.00% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.00% |
| SWPTN 3MX10Y R 1.557 USD 02/08/2022 GS | 0.00% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| 1.067 R ISWP US0003M P 10/08/2026 | 0.00% |
| 1.241 R ISWP US0003M P 11/05/2026 | 0.00% |
| 1.268 R ISWP US0003M P 11/01/2026 | 0.00% |
| 1.311 R ISWP US0003M P 11/16/2026 | 0.00% |
| 1.3129 R ISWP US0003M P 11/16/2026 | 0.00% |
| 1.3315 R ISWP US0003M P 12/01/2026 | 0.00% |
| 1.4525 R ISWP US0003M P 11/26/2026 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.00% |
| 1.5055 R ISWP US0003M P 10/05/2031 | 0.00% |
| 1.542 R ISWP US0003M P 10/01/2031 | 0.00% |
| 1.5645 R ISWP US0003M P 10/19/2031 | 0.00% |
| 1.573 R ISWP US0003M P 11/23/2031 | 0.00% |
| 1.574 R ISWP US0003M P 12/01/2031 | 0.00% |
| 1.6065 R ISWP US0003M P 10/14/2031 | 0.00% |
| 1.6285 R ISWP US0003M P 10/22/2031 | 0.00% |
| 1.6295 R ISWP US0003M P 07/29/2051 | 0.00% |
| 1.635 R ISWP US0003M P 02/04/2051 | 0.00% |
| 1.895 R ISWP FWD US0003M P 11/24/2033 | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6232 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5990 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| COMM 2012-LC4 XA IO 144A 02.0781 12/10/2044 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0482 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 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% |
| FNR 2001-50 BI IO 00.3791 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0644 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 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 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.1566 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1566 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| UBSCM 2012-C1 XA IO 144A 02.1651 05/10/2045 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4304 11/15/2048 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.625 R ISWP US0003M P 11/10/2023 | -0.00% |
| 1.3555 R ISWP US0003M P 11/22/2026 | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% |
| 1.584 R ISWP US0003M P 10/19/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB 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.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.00% |
| SWPTN 3MX10Y P 1.557 USD 02/08/2022 GS | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 1.21625 R ISWP US0003M P 11/04/2026 | -0.00% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.605 R ISWP FWD US0003M P 11/12/2031 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| 1.73 R ISWP FWD US0003M P 11/17/2051 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| 1.299 R ISWP US0003M P 10/26/2026 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.5941 R ISWP US0003M P 11/05/2031 | -0.00% |
| 1.6175 R ISWP US0003M P 10/21/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.00% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.00% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.00% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.00% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.01% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.01% |
| 1.46049 R ISWP US0003M P 06/11/2031 | -0.01% |
| 1.898 R ISWP US0003M P 10/27/2051 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| 1.697 R ISWP US0003M P 11/10/2051 | -0.01% |
| 1.773 R ISWP FWD US0003M P 02/25/2032 | -0.01% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 1.567 R ISWP US0003M P 10/12/2031 | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 0.711 R ISWP US0003M P 11/01/2023 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.01% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.645 R ISWP US0003M P 11/24/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.01% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.02% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.587 R ISWP US0003M P 11/01/2031 | -0.02% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.95 R ISWP US0003M P 04/28/2026 | -0.02% |
| 1.915 R ISWP FWD US0003M P 10/10/2033 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| 1.473 R ISWP US0003M P 11/26/2026 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.02% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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 GS | -0.03% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.03% |
| 0.944 R ISWP US0003M P 10/25/2026 | -0.03% |
| 1.0465 R ISWP US0003M P 10/07/2026 | -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 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.03% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.03% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -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 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| SWPTN 3MX10Y P 1.773 USD 02/23/2022 CI | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| 1.6155 R ISWP US0003M P 11/16/2031 | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.06% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.06% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.07% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.07% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.07% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.07% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.07% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.08% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.08% |
| CPURNSA P 2.78 R 01/15/32 | -0.09% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.09% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.10% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.10% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.10% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.10% |
| SWPTN 3MX10Y P 1.7355 USD 02/22/2022 GS | -0.10% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.11% |
| CPURNSA P 2.7375 R 09/13/26 | -0.13% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.13% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.15% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2052 | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.16% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.19% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.34% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.35% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.41% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.56% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.58% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.83% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.06% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -2.03% |
| US 2YR NOTE (CBT) MAR22 TUH2 | -20.38% |
| 90DAY EURO$ FUTR DEC21 EDZ1 | 27.66% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 10.81% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 8.90% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2051 | 8.61% |
| US ULTRA BOND CBT DEC21 WNZ1 | 6.68% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2051 | 4.46% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2051 | 4.16% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | 2.42% |
| US LONG BOND(CBT) DEC21 USZ1 | 1.39% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 1.38% |
| GNMA GII30 TBA 03.5000 11/01/2051 | 1.32% |
| TREASURY BILL 00.0000 03/10/2022 | 0.89% |
| TREASURY BILL 00.0000 02/17/2022 | 0.85% |
| TREASURY BILL 00.0000 04/07/2022 | 0.84% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.79% |
| TREASURY BILL 00.0000 03/03/2022 | 0.77% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.76% |
| TREASURY BILL 00.0000 03/24/2022 | 0.75% |
| TREASURY BILL 00.0000 02/24/2022 | 0.74% |
| TREASURY BILL 00.0000 05/19/2022 | 0.72% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2051 | 0.72% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2051 | 0.68% |
| APPLE INC 02.8000 02/08/2061 | 0.66% |
| TREASURY BILL 00.0000 02/03/2022 | 0.64% |
| ABN AMRO FUNDING USA LLC 00084BY16 DCP 11/01/2021 | 0.60% |
| CHARIOT FUNDING LLC 15963TZH5 DCP 12/17/2021 | 0.58% |
| GOTHAM FUNDING CORP 38346LY42 DCP 11/04/2021 | 0.58% |
| ING US FUNDING LLC 45685QZH5 DCP 12/17/2021 | 0.58% |
| METLIFE SHORT TERM FUNDING LL 59157TY31 DCP 11/03/2021 | 0.58% |
| NATIONAL AUSTRALIA BANK LTD 63254EZ11 DCP 12/01/2021 | 0.58% |
| NATIONWIDE BUILDING SOCIETY 6385E0YQ0 DCP 11/24/2021 | 0.58% |
| SHEFFIELD RECEIVABLES CO LLC 82124LZD7 DCP 12/13/2021 | 0.58% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TZ95 DCP 12/09/2021 | 0.58% |
| SOCIETE GENERALE SA 83369BZ25 DCP 12/02/2021 | 0.58% |
| TORONTO-DOMINION BANK/THE 89119AY51 DCP 11/05/2021 | 0.58% |
| VICTORY RECEIVABLES CORP 92646LAQ3 DCP 01/24/2022 | 0.58% |
| EXPORT DEVELOPMENT CANADA 30215GY22 DCP 11/02/2021 | 0.55% |
| COMCAST CORP 03.4500 02/01/2050 | 0.52% |
| TOTALENERGIES CAPITAL CANADA 89153PYW6 DCP 11/30/2021 | 0.52% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.51% |
| FNR 2021-77 I IO 04.0000 11/25/2051 | 0.50% |
| AUSTRALIA & NEW ZEALAND BANKI 05253CBN5 DCP 02/22/2022 | 0.49% |
| BARCLAYS BANK PLC CCP 06742XTE7 DCP 11/22/2021 | 0.48% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.47% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.47% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.46% |
| FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.44% |
| SUMITOMO MITSUI TRUST BANK LT 86563GY14 DCP 11/01/2021 | 0.43% |
| VERIZON COMM 04.3290 09/21/2028 | 0.43% |
| BPCE SA 05571BYQ0 DCP 11/24/2021 | 0.42% |
| FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.41% |
| OLD LINE FUNDING LLC 67983UAL7 DCP 01/20/2022 | 0.40% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.39% |
| ATLANTIC ASSET SECURITIZATION 04821TYJ8 DCP 11/18/2021 | 0.38% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.37% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.37% |
| UBSBB 2012-C3 C 144A 05.0377 08/10/2049 | 0.36% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.36% |
| COMM 2018-COR3 C 04.5603 05/10/2051 | 0.35% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.35% |
| FREMF 2019-KF66 B 144A 02.4803 07/25/2029 | 0.34% |
| WESTPAC BANKING CORP/NY 9612C0YV5 DCP 11/29/2021 | 0.34% |
| AT&T INC 04.3500 03/01/2029 | 0.34% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.33% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.33% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.33% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.33% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.33% |
| MRAIT 2021-NA1 A1X 01.5824 03/08/2022 | 0.33% |
| FHR 5140 BI IO 03.5000 09/25/2051 | 0.33% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.32% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.32% |
| STACR 2019-DNA1 B1 04.7393 01/25/2049 | 0.32% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.32% |
| FHR 5070 AI IO 03.5000 02/25/2051 | 0.32% |
| ABBVIE INC 03.2000 11/21/2029 | 0.32% |
| MRAIT 2021-EBO4 A1X 01.8324 02/16/2022 | 0.32% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.32% |
| MRAIT 2021-11 A1X 01.2403 01/25/2022 | 0.32% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.31% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.31% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.31% |
| GNR 2020-18 GS IO 05.9644 02/20/2050 | 0.30% |
| BROADCOM INC 04.1500 11/15/2030 | 0.30% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.29% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.29% |
| GNR 2020-142 SB IO 06.2144 09/20/2050 | 0.29% |
| GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.29% |
| MRAIT 2021-EBO1 A2X 01.8379 04/15/2022 | 0.29% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.29% |
| FMS WERTMANAGEMENT 34411GZD1 DCP 12/13/2021 | 0.29% |
| NATIONAL BANK OF CANADA 63307LY13 DCP 11/01/2021 | 0.29% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.29% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.28% |
| NETFLIX INC 04.3750 11/15/2026 | 0.28% |
| TREASURY BILL 00.0000 02/10/2022 | 0.28% |
| WFCM 2019-C50 XA IO 01.4084 05/15/2052 | 0.28% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.28% |
| ORACLE CORP 03.6500 03/25/2041 | 0.28% |
| BMIR 2017-1 M2 144A 03.4393 10/25/2027 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| US BANCORP 01.3750 07/22/2030 | 0.27% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.27% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.27% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.27% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.27% |
| FHR 5118 NI IO 02.0000 02/25/2051 | 0.26% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.26% |
| STACR 2019-DNA3 M2 02.1393 07/25/2049 | 0.26% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| ING US FUNDING LLC 45685QZN2 DCP 12/22/2021 | 0.26% |
| AT&T INC 02.2500 02/01/2032 | 0.26% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.26% |
| US BANCORP 02.4910 11/03/2036 | 0.25% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.25% |
| MRAIT 2020-2 A2 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.25% |
| AT&T INC 03.3000 02/01/2052 | 0.25% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.25% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.25% |
| GNR 2020-55 SA IO 05.9644 04/20/2050 | 0.25% |
| EQUINIX INC 03.2000 11/18/2029 | 0.24% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.24% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.24% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.24% |
| LENNAR CORP 04.7500 11/29/2027 | 0.24% |
| GNR 2020-112 MS IO 06.2144 08/20/2050 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.23% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.23% |
| GNR 2020-47 SG IO 05.9144 02/20/2049 | 0.23% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.23% |
| JPMBB 2013-C15 C 05.1929 11/15/2045 | 0.23% |
| BACM 2015-UBS7 B 04.3582 09/15/2048 | 0.23% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.23% |
| STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.23% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.23% |
| VMWARE INC 02.2000 08/15/2031 | 0.23% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.22% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.22% |
| STACR 2017-HQA1 M2B 03.6393 08/25/2029 | 0.22% |
| FNR 2020-12 SK IO 05.9608 03/25/2050 | 0.22% |
| GNMA GII30 TBA 04.5000 11/01/2051 | 0.22% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.21% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.21% |
| WFCM 2018-C46 C 04.9897 08/15/2051 | 0.21% |
| GNR 2020-98 KS IO 06.1144 07/20/2050 | 0.21% |
| STACR 2018-DNA2 B1 03.7893 12/25/2030 | 0.21% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.21% |
| BROADCOM INC 05.0000 04/15/2030 | 0.20% |
| GNR 2020-11 SY IO 06.0144 01/20/2050 | 0.20% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.20% |
| COMCAST CORP 03.9990 11/01/2049 | 0.20% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.20% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.20% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.20% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.20% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.20% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.20% |
| NATIONAL BANK OF CANADA 63307LY39 DCP 11/03/2021 | 0.19% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.19% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.19% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.19% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.19% |
| MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.19% |
| FHR 4994 SD IO 05.5108 02/25/2049 | 0.19% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.19% |
| JPMBB 2013-C12 C 04.0985 07/15/2045 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.18% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% |
| JPMCC 2012-C8 C 144A 04.6237 10/15/2045 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.18% |
| CAS 2017-C07 1EB2 01.0893 05/25/2030 | 0.18% |
| FREMF 2019-KF71 B 144A 02.3803 10/25/2029 | 0.18% |
| ALPHABET INC 02.2500 08/15/2060 | 0.18% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.18% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.18% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.18% |
| BMIR 2019-4A M1C 144A 02.5893 10/25/2029 | 0.18% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.18% |
| MRAFT 2020-5 A1 01.0836 08/10/2023 | 0.18% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.17% |
| CAS 2018-C05 1B1 04.3393 01/25/2031 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.17% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.17% |
| MRAFT 2021-S1 A1 00.5836 09/10/2022 | 0.17% |
| AT&T INC 02.5500 12/01/2033 | 0.17% |
| FNR 2019-74 S IO 05.9108 12/25/2049 | 0.17% |
| STACR 2020-HQA2 M2 03.1893 03/25/2050 | 0.17% |
| UBSCM 2018-C12 XA IO 00.8110 08/15/2051 | 0.17% |
| ZOETIS INC 03.9000 08/20/2028 | 0.17% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.17% |
| WFCM 2020-C55 XA IO 01.3062 02/15/2053 | 0.17% |
| AREIT 2020-CRE4 D 144A 03.3545 04/15/2037 | 0.16% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% |
| RMIR 2019-1 M2 144A 03.2893 02/25/2029 | 0.16% |
| UBSC 2011-C1 D 144A 06.3094 01/10/2045 | 0.16% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.16% |
| WFCM 2019-C50 D 144A 03.0000 05/15/2052 | 0.16% |
| FNR 2016-8 SA IO 05.9608 03/25/2046 | 0.16% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.16% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.16% |
| STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.16% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.16% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.16% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.16% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.16% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.16% |
| GNR 2019-119 KS IO 05.9641 09/16/2049 | 0.16% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.16% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.16% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.16% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.16% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.16% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.15% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.15% |
| BBCMS 2020-C7 XA IO 01.6279 04/15/2053 | 0.15% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.15% |
| STACR 2018-DNA1 M2 01.8893 07/25/2030 | 0.15% |
| CAS 2020-SBT1 1M2 03.7393 02/25/2040 | 0.15% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.15% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.15% |
| STACR 2018-DNA2 M2 02.2393 12/25/2030 | 0.15% |
| JPMCC 2021-1MEM E 144A 02.7420 10/09/2042 | 0.15% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.15% |
| CSAIL 2019-C17 XA IO 01.3622 09/15/2052 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% |
| STACR 2020-DNA2 B1 02.5893 02/25/2050 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.14% |
| SUMITOMO MITSUI TRUST BANK LT 86563GZF2 DCP 12/15/2021 | 0.14% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.14% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.14% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.14% |
| UBSCM 2012-C1 D 144A 05.5358 05/10/2045 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| BACM 2016-UB10 C 04.8533 07/15/2049 | 0.14% |
| FNR 2019-57 LS IO 05.9108 10/25/2049 | 0.14% |
| BANK 2018-BN13 XA 00.4997 08/15/2061 | 0.14% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.14% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.14% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| CAS 2018-R07 1B1 MTGE 04.4393 04/25/2031 | 0.13% |
| FHMS K110 X1 IO 01.6974 04/25/2030 | 0.13% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.13% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% |
| CGCMT 2020-GC46 X IO 00.9860 02/15/2053 | 0.13% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.13% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.13% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% |
| MSRR 2015-R4 CB1 00.9117 08/26/2047 | 0.13% |
| STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.13% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.13% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.13% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.13% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.13% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.13% |
| WFCM 2017-C41 XA IO 01.1914 11/15/2050 | 0.13% |
| CAS 2017-C03 1B1 04.9393 10/25/2029 | 0.12% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.12% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.12% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.12% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.12% |
| WFRBS 2013-C12 C 04.3043 03/15/2048 | 0.12% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.12% |
| WFRBS 2011-C4 C 144A 04.8868 06/15/2044 | 0.12% |
| CAS 2017-C04 2M2 02.9393 11/25/2029 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| TMIR 2021-1 M1B 144A 03.0893 08/25/2033 | 0.12% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| GNR 2018-168 KS IO 06.0644 12/20/2048 | 0.12% |
| GSMS 2014-GC22 C 04.6891 06/10/2047 | 0.12% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.12% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.12% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.12% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.12% |
| HCA INC 03.5000 07/15/2051 | 0.12% |
| JPMDB 2019-COR6 IO 00.9380 11/13/2052 | 0.12% |
| FNR 2018-44 SA IO 06.1108 06/25/2048 | 0.12% |
| COMM 2014-CR17 D 144A 04.8478 05/10/2047 | 0.12% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.12% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.12% |
| WAMU 2005-AR13 A1C4 00.9493 10/25/2045 | 0.12% |
| WFRBS 2013-UBS1 D P/P 144A 05.0394 03/15/2046 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| CAS 2017-C01 1B1 05.8393 07/25/2029 | 0.12% |
| FHR 4839 WS IO 06.0098 08/15/2056 | 0.12% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.11% |
| CGMS 2017-1A A1R 144A 01.1315 04/20/2031 | 0.11% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.11% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.11% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.11% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.11% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.11% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| GNR 2020-32 GS IO 06.0144 03/20/2050 | 0.11% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.11% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| MSBAM 2014-C14 C 05.0493 02/15/2047 | 0.11% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.11% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.11% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.11% |
| FNR 2019-3 SA IO 06.0108 02/25/2049 | 0.11% |
| GNR 2020-34 SQ IO 05.9644 10/20/2049 | 0.11% |
| JPMBB 2013-C14 D 144A 04.5476 08/15/2046 | 0.11% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.10% |
| COMM 2012-CR1 C 05.3863 05/15/2045 | 0.10% |
| BSCMS 2007-T26 AJ 05.4306 01/12/2045 | 0.10% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.10% |
| SNDPT 2020-1A AR 144A 01.2980 07/20/2034 | 0.10% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.10% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% |
| COMM 2014-CR17 C 04.7841 05/10/2047 | 0.10% |
| COMM 2019-GC44 XA IO 00.6488 08/15/2057 | 0.10% |
| GNR 2019-20 SB IO 06.0144 02/20/2049 | 0.10% |
| CSAIL 2015-C1 C 04.2617 04/15/2050 | 0.10% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.10% |
| SNDPT 2013-1A A1R 144A 01.1949 01/26/2031 | 0.10% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.10% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.10% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.10% |
| BOEING CO 05.9300 05/01/2060 | 0.10% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.10% |
| GNR 2019-83 SW IO 06.0144 07/20/2049 | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| FNR 2015-66 AS IO 06.1608 09/25/2045 | 0.10% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.10% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.10% |
| STACR 2015-DNA3 M3 04.7893 04/25/2028 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0181 12/15/2050 | 0.10% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.10% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| ZOETIS INC 02.0000 05/15/2030 | 0.10% |
| JPMCC 2011-C4 C 144A 05.3895 07/15/2046 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| CFCRE 2011-C2 E P/P 144A 05.4856 12/15/2047 | 0.09% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.09% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.09% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% |
| CECLO 2020-29A AR P/P 144A 01.3059 10/20/2034 | 0.09% |
| FHR 4738 QS IO 06.1098 12/15/2047 | 0.09% |
| FNR 2017-108 SA IO 06.0608 01/25/2048 | 0.09% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.09% |
| CAS 2017-C07 1B1 04.0893 05/25/2030 | 0.09% |
| CD 2017-CD6 C 04.2651 11/13/2050 | 0.09% |
| CSMC 2016-NXSR XA IO 00.7463 12/15/2049 | 0.09% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.09% |
| GNMA GII30 TBA 03.0000 11/01/2051 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| UBSCM 2012-C1 C 144A 05.5358 05/10/2045 | 0.09% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.09% |
| WFRBS 2011-C4 F 144A 04.8868 06/15/2044 | 0.09% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.09% |
| CSAIL 2015-C1 D 144A 03.7617 04/15/2050 | 0.09% |
| FHR 4461 SB IO 06.1098 04/15/2045 | 0.09% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.09% |
| BRAVO 2021-HE2 B1 02.4487 11/25/2069 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| FNR 2019-59 SD IO 05.9608 10/25/2049 | 0.09% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.09% |
| GNR 2019-123 SL IO 06.0644 10/20/2049 | 0.09% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.09% |
| COLT 2021-1 B1 03.1440 06/25/2066 | 0.08% |
| JPMBB 2013-C14 E 144A 04.5476 08/15/2046 | 0.08% |
| STACR 2017-DNA2 B1 05.2393 10/25/2029 | 0.08% |
| STACR 2020-HQA3 M2 03.6893 07/25/2050 | 0.08% |
| BANK 2020-BN26 XA IO 01.2329 03/15/2063 | 0.08% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.08% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.08% |
| GNR 2019-30 SH IO 05.9644 03/20/2049 | 0.08% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.08% |
| STACR 2018-HRP2 M3AS 01.0893 02/25/2047 | 0.08% |
| CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.08% |
| MSC 2018-H4 XA 00.8549 12/15/2051 | 0.08% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| FREMF 2018-KF43 B 144A 02.2303 01/25/2028 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| GSMS 2014-GC18 C 04.9752 01/10/2047 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| COMM 2014-CR18 C 04.7496 07/15/2047 | 0.08% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.08% |
| GNR 2014-131 BS IO 06.1141 09/16/2044 | 0.08% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.08% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.08% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.08% |
| JPMBB 2014-C25 D P/P 144A 03.9409 11/15/2047 | 0.08% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.08% |
| JPMCC 2012-C8 D 144A 04.6718 10/15/2045 | 0.08% |
| STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.08% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.08% |
| FNR 2016-91 AS IO 06.0108 12/25/2046 | 0.08% |
| GNR 2019-108 S IO 05.9644 08/20/2049 | 0.08% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| CAS 2017-C06 1B1 04.2393 02/25/2030 | 0.08% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.08% |
| WBCMT 2005-C21 E 144A 05.1040 10/15/2044 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNR 2018-148 GS IO 06.0141 02/16/2046 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| REG20 2021-2A A 144A 01.2438 10/15/2034 | 0.07% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.07% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.07% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.07% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.07% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.07% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.07% |
| CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| MAGNE 2020-26A A1R P/P 144A 01.2102 07/25/2034 | 0.07% |
| MSC 2018-H3 XA 00.8238 07/15/2051 | 0.07% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.07% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.07% |
| FHR 4596 CS IO 06.0098 06/15/2046 | 0.07% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.07% |
| GNR 2019-83 JS IO 06.0144 07/20/2049 | 0.07% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.07% |
| CIT BANK NA 02.9690 09/27/2025 | 0.07% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.07% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.07% |
| WFCM 2020-C57 C 04.0236 08/15/2053 | 0.07% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.07% |
| CAS 2017-C02 2ED3 01.4393 09/25/2029 | 0.07% |
| COMM 2014-CR19 D 144A 04.7029 08/10/2047 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.06% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2051 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| GNR 2020-H02 GI IO 02.0656 01/20/2070 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| FNR 2014-87 MS IO 06.1608 01/25/2045 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| GNR 2016-H23 NI IO 02.1391 10/20/2066 | 0.06% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.06% |
| GNR 2010-31 SA IO 05.6644 03/20/2040 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| STACR 2020-DNA2 M2 01.9393 02/25/2050 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.06% |
| CAS 2020-R02 2M2 02.0893 01/25/2040 | 0.06% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.06% |
| CWALT 2007-OA6 A1A 00.2293 06/25/2037 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.06% |
| BMIR 2020-2A M1C 144A 04.0893 08/26/2030 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FNR 2018-29 S IO 06.1108 05/25/2048 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.06% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CFMT 2021-HB6 M3 03.7348 06/25/2036 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| GNR 2012-149 GS IO 06.1144 12/20/2042 | 0.06% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| GNR 2014-H11 GI IO 01.4856 06/20/2064 | 0.06% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.06% |
| JPMCC 2012-C6 E 144A 05.1388 05/15/2045 | 0.06% |
| MSC 2016-UB12 XA IO 00.7094 12/15/2049 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| STACR 2017-HQA2 M2 02.7393 12/25/2029 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.05% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.05% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.05% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.05% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.05% |
| GNR 2010-9 YD IO 06.7141 01/16/2040 | 0.05% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| EMIR 2018-1 M1 01.7893 11/25/2028 | 0.05% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.05% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.05% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.05% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| GNR 2019-44 SA IO 05.9644 04/20/2049 | 0.05% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.05% |
| WAMU 2005-AR17 A1B2 00.9093 12/25/2045 | 0.05% |
| WFRBS 2012-C7 D 144A 04.8028 06/15/2045 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| GNR 2016-H02 HI IO 01.5581 01/20/2066 | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.05% |
| CAS 2020-SBT1 2M2 03.7393 02/25/2040 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNR 2014-H07 BI IO 01.4671 05/20/2064 | 0.05% |
| GNR 2019-65 BS IO 06.0144 05/20/2049 | 0.05% |
| GNR 2019-H14 IB IO 02.0773 08/20/2069 | 0.05% |
| CAS 2019-R02 1B1 04.2393 08/25/2031 | 0.05% |
| COMM 2013-CR6 D 144A 04.0876 03/10/2046 | 0.05% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.05% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.05% |
| CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.05% |
| DBUBS 2011-LC3A D 144A 05.3656 08/10/2044 | 0.05% |
| GNR 2018-155 SE IO 06.0144 11/20/2048 | 0.05% |
| GNR 2018-H20 BI IO 02.0400 06/20/2068 | 0.05% |
| STACR 2017-HQA2 M2B 02.7393 12/25/2029 | 0.05% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| STACR 2014-DN2 M3 03.6893 04/25/2024 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.04% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.04% |
| GNR 2015-H12 GI IO 01.7834 05/20/2065 | 0.04% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.04% |
| COMM 2013-CR13 E 144A 04.8815 11/10/2046 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNR 2016-H11 HI IO 02.1014 01/20/2066 | 0.04% |
| COMM 2012-CR1 D 144A 05.3863 05/15/2045 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| GNR 2019-H02 DI IO 02.1338 11/20/2068 | 0.04% |
| JPMORGAN CHASE & CO 02.0830 04/22/2026 | 0.04% |
| WFCM 2014-LC16 XA IO 01.0828 08/15/2050 | 0.04% |
| FHR 4839 AS IO 05.9598 06/15/2042 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNR 2018-H05 AI IO 02.3880 02/20/2068 | 0.04% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.04% |
| MSBAM 2013-C10 E 144A 04.0799 07/15/2046 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.04% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.04% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| CGCMT 2014-GC19 X IO 01.1057 03/10/2047 | 0.04% |
| GNR 2019-21 SJ IO 05.9644 02/20/2049 | 0.04% |
| STACR 2018-DNA3 B1 03.9893 09/25/2048 | 0.04% |
| COMM 2014-LC15 XA IO 01.0648 04/10/2047 | 0.04% |
| FHR 4077 HS IO 06.0098 07/15/2042 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2015-H10 CI IO 01.8013 04/20/2065 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| WFRBS 2011-C4 E 144A 04.8868 06/15/2044 | 0.04% |
| FNR 2018-1 MS IO 06.0608 02/25/2048 | 0.04% |
| GNR 2015-H09 BI IO 01.6810 03/20/2065 | 0.04% |
| GSMBS 2020-RPL1 M2 03.8140 07/25/2059 | 0.04% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.04% |
| EMIR 2018-1 M2 03.0893 11/25/2028 | 0.04% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2015-H16 XI IO 01.8815 07/20/2065 | 0.04% |
| GNR 2019-125 SG IO 05.9644 10/20/2049 | 0.04% |
| WAMU 2005-AR13 A1B2 00.9493 10/25/2045 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.03% |
| FHR 4912 PS IO 05.9608 09/25/2049 | 0.03% |
| GNR 2015-H20 AI IO 01.8193 08/20/2065 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H04 AI IO 01.6240 12/20/2064 | 0.03% |
| GNR 2015-H12 AI IO 01.8627 05/20/2065 | 0.03% |
| GNR 2015-H12 EI IO 01.7069 04/20/2065 | 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 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| TPMT 2015-6 M1 144A 03.7500 04/25/2055 | 0.03% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| JPMCC 2011-C3 D 144A 05.5232 02/15/2046 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.03% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H26 DI IO 01.8484 10/20/2065 | 0.03% |
| GNR 2017-H23 BI IO 01.8768 11/20/2067 | 0.03% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.03% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.03% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.03% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2015-H25 CI IO 01.8979 10/20/2065 | 0.03% |
| GNR 2017-H12 QI IO 02.2376 05/20/2067 | 0.03% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.03% |
| GNR 2018-91 SJ IO 06.1644 07/20/2048 | 0.03% |
| GNR 2018-H02 EI IO 02.3765 01/20/2068 | 0.03% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| COMM 2014-UBS6 XA IO 00.8689 12/10/2047 | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| GNMA GII30 AY4779 04.4700 03/20/2067 | 0.03% |
| GNR 2015-H15 JI IO 01.9577 06/20/2065 | 0.03% |
| GNR 2017-H14 EI IO 01.5758 06/20/2067 | 0.03% |
| GNR 2019-78 SJ IO 05.9644 06/20/2049 | 0.03% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.03% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.03% |
| GNR 2016-H04 KI IO 01.5272 02/20/2066 | 0.03% |
| GNR 2016-H24 JI IO 02.0437 11/20/2066 | 0.03% |
| MSBAM 2015-C26 XA IO 00.9857 10/15/2048 | 0.03% |
| MSC 2012-C4 E 144A 05.3664 03/15/2045 | 0.03% |
| MSC 2016-BNK2 XA IO 00.9702 11/15/2049 | 0.03% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.03% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| GSMS 2014-GC22 XA IO 00.9471 06/10/2047 | 0.03% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.03% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 AI2340 04.4920 05/20/2065 | 0.03% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.03% |
| GNR 2015-H25 AI IO 01.6132 09/20/2065 | 0.03% |
| MSBAM 2013-C12 XA IO 00.5794 10/15/2046 | 0.03% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| CAS 2018-C05 1M2 02.4393 01/25/2031 | 0.02% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.02% |
| GNR 2019-121 SD IO 05.9144 10/20/2049 | 0.02% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.02% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% |
| WFRBS 2012-C10 E 144A 04.4122 12/15/2045 | 0.02% |
| GNR 2010-H19 GI IO 01.4050 08/20/2060 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4773 02/10/2046 | 0.02% |
| JPMCC 2011-C3 F 144A 05.5232 02/15/2046 | 0.02% |
| PT PERTAMINA (PERSERO) REGS 02.3000 02/09/2031 | 0.02% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.02% |
| CCMFC 2004-3A A2 00.3893 08/25/2035 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNR 2015-H28 DI IO 01.5512 08/20/2065 | 0.02% |
| GNR 2017-H10 MI IO 01.8277 04/20/2067 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| WFRBS 2014-C23 XA IO 00.5623 10/15/2057 | 0.02% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.02% |
| COMM 2014-CR17 XA IO 00.9598 05/10/2047 | 0.02% |
| COMM 2015-CR23 XA IO 00.8879 05/10/2048 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.02% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| STACR 2019-DNA2 B1 04.4393 03/25/2049 | 0.02% |
| WFRBS 2012-C10 D 144A 04.4122 12/15/2045 | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| GNR 2017-H08 NI IO 02.2418 03/20/2067 | 0.02% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.02% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.02% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.02% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.02% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.02% |
| CAS 2017-C05 1B1 03.6893 01/25/2030 | 0.02% |
| CAS 2019-R03 1M2 02.2393 09/25/2031 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| CAS 2018-C01 1M2 02.3393 07/25/2030 | 0.02% |
| COMM 2014-UBS4 XA IO 01.0953 08/10/2047 | 0.02% |
| FHR 3408 EK 25.4299 04/15/2037 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| JPMCC 2012-LC9 D 144A 04.3626 12/15/2047 | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% |
| CFCRE 2011-C2 D 144A 05.4856 12/15/2047 | 0.02% |
| CGMS C17A A1AR P/P 144A 01.1616 04/30/2031 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| FNR 2018-94 SA IO 06.0108 01/25/2049 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNR 2016-H27 BI IO 02.3964 12/20/2066 | 0.02% |
| GSMS 2014-GC18 XA IO 00.9776 01/10/2047 | 0.02% |
| HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.02% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.02% |
| STACR 2021-HQA3 M1 00.8987 09/25/2041 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| WFRBS 2013-C14 XA IO 00.6726 06/15/2046 | 0.02% |
| CAS 2017-C06 2M2 02.8893 02/25/2030 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHR 3852 NT 05.9098 05/15/2041 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| GNR 2015-H17 CI IO 01.5749 06/20/2065 | 0.02% |
| JPMBB 2014-C25 XA IO 00.8313 11/15/2047 | 0.02% |
| JPMCC 2013-C16 XA IO 00.8707 12/15/2046 | 0.02% |
| WAMU 2005-AR17 A1B3 00.7893 12/25/2045 | 0.02% |
| WFRBS 2014-C22 XA IO 00.7916 09/15/2057 | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.02% |
| AERCAP IRELAND CAP/GLOBA USD 03.4000 10/29/2033 | 0.02% |
| AT&T INC 04.5000 03/09/2048 | 0.02% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.02% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.02% |
| COMM 2014-UBS6 C 04.4417 12/10/2047 | 0.02% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.02% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.02% |
| EMERA US FINANCE LP 04.7500 06/15/2046 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| GENERAL MOTORS FINL CO 02.7500 06/20/2025 | 0.02% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| JPMCC 2013-C10 XA IO 00.9407 12/15/2047 | 0.02% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.02% |
| MSBAM 2013-C10 F 144A 04.0799 07/15/2046 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| REPUBLIC SERVICES INC 01.7500 02/15/2032 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| TECK RESOURCES LIMITED USD 06.0000 08/15/2040 | 0.02% |
| TOPBUILD CORP P/P 144A 03.6250 03/15/2029 | 0.02% |
| TORONTO-DOMINION BANK USD 01.1500 06/12/2025 | 0.02% |
| VMWARE INC 01.4000 08/15/2026 | 0.02% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.01% |
| ABBVIE INC 03.8000 03/15/2025 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANGLO AMERICAN CAP P/P 144A 02.8750 03/17/2031 | 0.01% |
| AT&T INC 04.2500 03/01/2027 | 0.01% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.01% |
| AUTONATION INC 04.7500 06/01/2030 | 0.01% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.01% |
| BROADCOM INC 04.7500 04/15/2029 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAS 2017-C01 1M2C 03.6393 07/25/2029 | 0.01% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.01% |
| CAS 2019-R06 2M2 02.1893 09/25/2039 | 0.01% |
| CGCMT 2013-GC17 X IO 01.0156 11/10/2046 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.5000 06/01/2041 | 0.01% |
| CHOICE HOTELS INTL INC 03.7000 01/15/2031 | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMCAST CORP 03.9000 03/01/2038 | 0.01% |
| DEVON ENERGY CORP P/P 144A 05.2500 09/15/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.5000 12/01/2029 | 0.01% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.01% |
| DOMINION ENERGY INC 05.7500 10/01/2054 | 0.01% |
| ENERGY TRANSFER LP 04.9500 06/15/2028 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.01% |
| GLOBAL PAYMENTS INC 03.2000 08/15/2029 | 0.01% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.01% |
| GNR 2015-H01 CI IO 01.5877 12/20/2064 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| INTERNATIONAL PAPER COMPANY 05.0000 09/15/2035 | 0.01% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2313 04/15/2046 | 0.01% |
| KOHL'S CORPORATION 03.3750 05/01/2031 | 0.01% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.01% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| ONEOK INC 06.3500 01/15/2031 | 0.01% |
| PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QVC INC 04.3750 09/01/2028 | 0.01% |
| SOUTHERN CAL EDISON 04.6500 10/01/2043 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| T-MOBILE USA INC 03.0000 02/15/2041 | 0.01% |
| THERMO FISHER SCIENTIFIC 04.4970 03/25/2030 | 0.01% |
| TJX COS INC 03.8750 04/15/2030 | 0.01% |
| UNIVERSAL HEALTH SER P/P 144A 02.6500 10/15/2030 | 0.01% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.01% |
| VMWARE INC 01.8000 08/15/2028 | 0.01% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.01% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.01% |
| WAMU 2005-AR2 2A1B 00.8293 01/25/2045 | 0.01% |
| WFRBS 2012-C9 XA IO 144A 01.8552 11/15/2045 | 0.01% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.01% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| COMM 2014-CR19 XA IO 00.9545 08/10/2047 | 0.01% |
| CVS HEALTH CORP 03.8750 07/20/2025 | 0.01% |
| DEUTSCHE BANK NY 02.1290 11/24/2026 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.01% |
| GNR 2019-99 KS IO 05.9644 08/20/2049 | 0.01% |
| GSMS 2013-GC12 XA IO 01.3951 06/10/2046 | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 0.01% |
| MSBAM 2013-C7 XA IO 01.3159 02/15/2046 | 0.01% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.01% |
| 1.127 R ISWP US0003M P 10/18/2026 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| BANK OF MONTREAL USD 01.8500 05/01/2025 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.01% |
| CAS 2018-C05 1ED1 00.7393 01/25/2031 | 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 CG | 0.01% |
| COMM 2014-CR18 XA IO 00.9987 07/15/2047 | 0.01% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.01% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.01% |
| STACR 2016-DNA4 M3 03.8893 03/25/2029 | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| UNITEDHEALTH GROUP INC 00.5500 05/15/2024 | 0.01% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.01% |
| 1.0825 R ISWP US0003M P 10/12/2026 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 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 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMM 2013-LC13 XA IO 01.0006 08/10/2046 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.01% |
| GNMA GII30 AW8447 04.3290 05/20/2067 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.01% |
| NATWEST GROUP PLC USD 06.0000 12/19/2023 | 0.01% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.01% |
| STACR 2020-HQA4 M2 03.2393 09/25/2050 | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.5777 12/10/2045 | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DOMINION ENERGY INC 04.6500 12/15/2024 | 0.01% |
| FHR 3065 DC 19.5893 03/15/2035 | 0.01% |
| FISERV INC 02.7500 07/01/2024 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| MICROSOFT CORP 02.3750 05/01/2023 | 0.01% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| STACR 2018-DNA3 M2B 02.1893 09/25/2048 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.01% |
| WALT DISNEY COMPANY/THE 03.3500 03/24/2025 | 0.01% |
| WFRBS 2012-C10 XA IO 144A 01.4861 12/15/2045 | 0.01% |
| AMERICAN INTL GROUP 02.5000 06/30/2025 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-LC17 XA IO 00.7055 10/10/2047 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.9500 02/15/2027 | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNR 2005-106 JC 19.8473 12/25/2035 | 0.01% |
| FNR 2006-62 PS 39.3645 07/25/2036 | 0.01% |
| FNR 2011-4 CS 12.7215 05/25/2040 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| OMIR 2017-1A M2 144A 04.0893 04/25/2027 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 04.4000 05/19/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.01% |
| DISCOVERY COMMUNICATIONS 04.9000 03/11/2026 | 0.01% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.01% |
| EQUINIX INC 01.0000 09/15/2025 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FIDELITY NATIONAL INFORM 01.1500 03/01/2026 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2006-8 HP 24.2394 03/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| GLOBAL PAYMENTS INC 01.2000 03/01/2026 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| INTERCONTINENTALEXCHANGE 03.7500 12/01/2025 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.01% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.01% |
| NUTRIEN LTD USD 03.3750 03/15/2025 | 0.01% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| VIACOMCBS INC. 04.7500 05/15/2025 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.01% |
| ALTRA INDUSTRIAL MOTIO L+200 02.0870 10/01/2025 | 0.01% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.01% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.01% |
| AUTONATION INC 04.5000 10/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 04.0500 04/15/2025 | 0.01% |
| BNP PARIBAS P/P 144A 07.3750 08/19/2025 | 0.01% |
| 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.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 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 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 AH1076 04.6640 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| JPMCC 2012-LC9 XA IO 01.3960 12/15/2047 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.01% |
| MSBAM 2013-C11 D 144A 04.3514 08/15/2046 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ORACLE CORP 02.5000 04/01/2025 | 0.01% |
| S&P GLOBAL INC 04.0000 06/15/2025 | 0.01% |
| SALESFORCE.COM INC 00.6250 07/15/2024 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.01% |
| TAMKO BUILDING PRODUCT L+300 03.1013 05/31/2026 | 0.01% |
| TRANSDIGM INC TLF L+225 02.3370 12/09/2025 | 0.01% |
| WESTLAKE CHEMICAL CORP 00.8750 08/15/2024 | 0.01% |
| WRKCO INC 03.7500 03/15/2025 | 0.01% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| CAS 2019-R05 1M2 02.0893 07/25/2039 | 0.01% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 04.5000 12/09/2025 | 0.01% |
| DANSKE BANK A/S P/P 144A 03.2440 12/20/2025 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP7305 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 BR1535 04.0000 11/20/2049 | 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 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| MASSMUTUAL GLBL FUND P/P 144A 02.7500 06/22/2024 | 0.01% |
| NHEL 2004-2 M4 01.8893 09/25/2034 | 0.01% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.01% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.2500 04/14/2025 | 0.01% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.01% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| 0.711 R ISWP US0003M P 11/01/2023 | 0.00% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.00% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| CAS 2018-C06 1M2 02.0893 03/25/2031 | 0.00% |
| CAS 2018-R07 1M2 02.4893 04/25/2031 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.00% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.00% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.00% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| GNR 2013-129 SN IO 06.0644 09/20/2043 | 0.00% |
| GNR 2020-15 CS IO 05.9644 02/20/2050 | 0.00% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.00% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.00% |
| WFRBS 2013-C11 XA IO 144A 01.1325 03/15/2045 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.00% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.00% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.00% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.00% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.00% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| AMWINS TLB L+225 03.0000 02/19/2028 | 0.00% |
| ASURION CORP TLB9 L+325 03.3370 07/31/2027 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CABLEVISION SYSTEMS TL L+225 02.3403 07/17/2025 | 0.00% |
| CALPINE CONS FIN TL L+200 02.0870 01/15/2025 | 0.00% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.00% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 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.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMMSCOPE TLB2 L+325 03.3370 02/07/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CORE & MAIN LP L+250 02.5878 06/10/2028 | 0.00% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.00% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.00% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FHR 2990 LB 16.7150 06/15/2034 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.00% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| FORD MOTOR COMPANY 06.6250 10/01/2028 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 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 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% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 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 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.00% |
| GRIFOLS TLB L+200 02.0738 11/15/2027 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| HOWMET AEROSPACE INC. 05.9000 02/01/2027 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| ISTAR INC 05.5000 02/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LPL HOLDINGS INC P/P 144A 04.0000 03/15/2029 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.00% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.00% |
| MESSER INDUST TLB L+250 02.6315 03/01/2026 | 0.00% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NOURYON USA TLB L+300 02.8393 10/01/2025 | 0.00% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| QVC INC 04.8500 04/01/2024 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SERVICE PROPERTIES TRUST 04.6500 03/15/2024 | 0.00% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.00% |
| SOUTHWESTERN ENERGY P/P 144A 05.3750 02/01/2029 | 0.00% |
| SPECTRUM BRANDS 1L TLB L+200 02.5000 03/03/2028 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.00% |
| SS&C TECH TLB5 L+175 01.8425 04/16/2025 | 0.00% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.00% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.00% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.00% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.00% |
| VALEANT PHARMACEUTICAL L+300 03.0870 06/01/2025 | 0.00% |
| VERTIV TLB L+275 02.8375 03/02/2027 | 0.00% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WASTE CONNECTIONS INC 04.2500 12/01/2028 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.00% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.00% |
| BOYD GAMING TLB L+225 02.3238 09/15/2023 | 0.00% |
| BUCKEYE PARTNERS LP TL L+225 02.3364 11/01/2026 | 0.00% |
| CENTENE CORP 04.6250 12/15/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHR 2976 LC 24.0891 05/15/2035 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AH1094 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4400 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5040 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 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 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GRAY TELEVISION INC TL L+250 02.5864 01/02/2026 | 0.00% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.00% |
| MORGAN STANLEY 04.1000 05/22/2023 | 0.00% |
| MSBAM 2013-C11 F 144A 04.3514 08/15/2046 | 0.00% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| PLANTRONICS TLB L+250 02.5870 07/02/2025 | 0.00% |
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.00% |
| SABRE GBL TLB L+200 02.0870 02/22/2024 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| VIRGIN MEDIA FIN TLN L+250 02.5838 01/31/2028 | 0.00% |
| 1.2155 R ISWP US0003M P 10/21/2026 | 0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | 0.00% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.00% |
| 1.5715 R ISWP US0003M P 10/04/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.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-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 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 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.00% |
| GNMA GII30 AN1902 04.5660 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4870 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.5990 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4060 06/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5333 05/20/2065 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.00% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.00% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.00% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| ON SEMICONDUCTOR P/P 144A 03.8750 09/01/2028 | 0.00% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| 1.067 R ISWP US0003M P 10/08/2026 | 0.00% |
| 1.5055 R ISWP US0003M P 10/05/2031 | 0.00% |
| 1.542 R ISWP US0003M P 10/01/2031 | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| 1.5645 R ISWP US0003M P 10/19/2031 | 0.00% |
| 1.567 R ISWP US0003M P 10/12/2031 | 0.00% |
| 1.584 R ISWP US0003M P 10/19/2031 | 0.00% |
| 1.6065 R ISWP US0003M P 10/14/2031 | 0.00% |
| 1.6285 R ISWP US0003M P 10/22/2031 | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5635 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4027 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.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.13 2072-12-16 500.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| COMM 2012-LC4 XA IO 144A 02.0357 12/10/2044 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0153 01/15/2049 | 0.00% |
| EUR/USD 12/15/2021 SSBT | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3796 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0636 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 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 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.0555 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0555 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.8170 07/15/2045 | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| UBSCM 2012-C1 XA IO 144A 01.9936 05/10/2045 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2599 11/15/2048 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 1.268 R ISWP US0003M P 11/01/2026 | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.605 R ISWP FWD US0003M P 11/12/2031 | -0.00% |
| 1.6175 R ISWP US0003M P 10/21/2031 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB 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.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.587 R ISWP US0003M P 11/01/2031 | -0.00% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.898 R ISWP US0003M P 10/27/2051 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5WX10Y R 1.583 USD 11/08/2021 GS | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.299 R ISWP US0003M P 10/26/2026 | -0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.01% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% |
| SWPTN 5WX10Y P 1.583 USD 11/08/2021 GS | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| 1.915 R ISWP FWD US0003M P 10/10/2033 | -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% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.01% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.01% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.01% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.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 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -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 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.02% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 0.95 R ISWP US0003M P 04/28/2026 | -0.02% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| 1.46049 R ISWP US0003M P 06/11/2031 | -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 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| 1.0465 R ISWP US0003M P 10/07/2026 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.02% |
| 0.944 R ISWP US0003M P 10/25/2026 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.03% |
| 0.37 R ISWP US0003M P 10/16/2025 | -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 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.03% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.04% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -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 GS | -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 CG | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.05% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.05% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.06% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.06% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.07% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.07% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.08% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.08% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.08% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.09% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.09% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.09% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.10% |
| CPURNSA P 2.78 R 01/15/32 | -0.10% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.11% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.11% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.13% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.13% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.14% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.16% |
| CPURNSA P 2.7375 R 09/13/26 | -0.16% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.19% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.27% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.31% |
| 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 | -0.37% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.48% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.60% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.84% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.94% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -1.96% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -20.44% |
| 90DAY EURO$ FUTR DEC21 EDZ1 | 27.60% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 10/01/2051 | 9.89% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 8.78% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 8.60% |
| US ULTRA BOND CBT DEC21 WNZ1 | 5.26% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2051 | 4.26% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 4.16% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 2.31% |
| GNMA GII30 TBA 03.5000 10/01/2051 | 1.33% |
| US LONG BOND(CBT) DEC21 USZ1 | 1.28% |
| TREASURY BILL 00.0000 10/07/2021 | 0.94% |
| TREASURY BILL 00.0000 10/14/2021 | 0.86% |
| TREASURY BILL 00.0000 02/17/2022 | 0.85% |
| TREASURY BILL 00.0000 03/03/2022 | 0.77% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.77% |
| TREASURY BILL 00.0000 03/24/2022 | 0.75% |
| TREASURY BILL 00.0000 02/24/2022 | 0.74% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2051 | 0.72% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.71% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2051 | 0.65% |
| APPLE INC 02.8000 02/08/2061 | 0.64% |
| TREASURY BILL 00.0000 02/03/2022 | 0.64% |
| TREASURY BILL 00.0000 12/30/2021 | 0.63% |
| ABN AMRO FUNDING USA LLC 00084BY16 DCP 11/01/2021 | 0.60% |
| FMS WERTMANAGEMENT 34411GX68 DCP 10/06/2021 | 0.60% |
| NRW BANK 62939LXN4 DCP 10/22/2021 | 0.59% |
| LIBERTY STREET FUNDING LLC 53127TX65 DCP 10/06/2021 | 0.58% |
| DNB BANK ASA 2332K0XL1 DCP 10/20/2021 | 0.58% |
| MANHATTAN ASSET FUNDING CO LL 56274LX82 DCP 10/08/2021 | 0.58% |
| NATIONWIDE BUILDING SOCIETY 6385E0X81 DCP 10/08/2021 | 0.58% |
| PRUDENTIAL PLC 7443M2X43 DCP 10/04/2021 | 0.58% |
| SWEDBANK AB 87019RX68 DCP 10/06/2021 | 0.58% |
| GOTHAM FUNDING CORP 38346LY42 DCP 11/04/2021 | 0.57% |
| LLOYDS BANK PLC 53943RXT1 DCP 10/27/2021 | 0.57% |
| NATIONAL AUSTRALIA BANK LTD 63254EZ11 DCP 12/01/2021 | 0.57% |
| SHEFFIELD RECEIVABLES CO LLC 82124LZD7 DCP 12/13/2021 | 0.57% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TZ95 DCP 12/09/2021 | 0.57% |
| SOCIETE GENERALE SA 83369BZ25 DCP 12/02/2021 | 0.57% |
| TORONTO-DOMINION BANK/THE 89119AY51 DCP 11/05/2021 | 0.57% |
| VICTORY RECEIVABLES CORP 92646KXS6 DCP 10/26/2021 | 0.57% |
| EXPORT DEVELOPMENT CANADA 30215GY22 DCP 11/02/2021 | 0.55% |
| TOTALENERGIES CAPITAL CANADA 89153PYW6 DCP 11/30/2021 | 0.52% |
| COMCAST CORP 03.4500 02/01/2050 | 0.52% |
| MCAS 2019-01 M10 144A 03.3360 10/15/2049 | 0.51% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.50% |
| OLD LINE FUNDING LLC 67984XHP4 DCP 10/01/2021 | 0.49% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.48% |
| BARCLAYS BANK, PLC 06742XTE7 DCP 11/22/2021 | 0.48% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.47% |
| FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.45% |
| VERIZON COMM 04.3290 09/21/2028 | 0.43% |
| SUMITOMO MITSUI TRUST BANK LT 86563GY14 DCP 11/01/2021 | 0.43% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.42% |
| BPCE SA 05571BYQ0 DCP 11/24/2021 | 0.42% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.38% |
| ATLANTIC ASSET SECURITIZATION 04821TYJ8 DCP 11/18/2021 | 0.38% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.37% |
| UBSBB 2012-C3 C 144A 05.2057 08/10/2049 | 0.36% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.36% |
| COMM 2018-COR3 C 04.7124 05/10/2051 | 0.35% |
| STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.35% |
| FREMF 2019-KF66 B 144A 02.4825 07/25/2029 | 0.35% |
| WESTPAC BANKING CORP/NY 9612C0YV5 DCP 11/29/2021 | 0.34% |
| AT&T INC 04.3500 03/01/2029 | 0.34% |
| FHR 5140 BI IO 03.5000 09/25/2051 | 0.34% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.34% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.34% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.33% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.33% |
| SPST 2021-6 A 00.8833 04/25/2022 | 0.33% |
| MRAIT 2021-NA1 A1X 01.5860 03/08/2022 | 0.33% |
| FHR 5070 AI IO 03.5000 02/25/2051 | 0.33% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.32% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.32% |
| GNR 2020-18 GS IO 05.9626 02/20/2050 | 0.32% |
| STACR 2019-DNA1 B1 04.7360 01/25/2049 | 0.32% |
| GNR 2020-142 SB IO 06.2126 09/20/2050 | 0.32% |
| ABBVIE INC 03.2000 11/21/2029 | 0.32% |
| MRAIT 2021-11 A1X 01.2338 01/25/2022 | 0.32% |
| MRAIT 2021-EBO4 A1X 01.8360 02/16/2022 | 0.32% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.32% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.31% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.31% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.31% |
| GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.30% |
| BROADCOM INC 04.1500 11/15/2030 | 0.30% |
| MRAIT 2021-EBO1 A1X 01.8338 02/16/2022 | 0.29% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.29% |
| NATIONAL BANK OF CANADA 63307LY13 DCP 11/01/2021 | 0.29% |
| NESTLE FINANCE INTERNATIONAL 64106GXC2 DCP 10/12/2021 | 0.29% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | 0.29% |
| NETFLIX INC 04.3750 11/15/2026 | 0.28% |
| WFCM 2019-C50 XA IO 01.5754 05/15/2052 | 0.28% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.28% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.28% |
| TREASURY BILL 00.0000 02/10/2022 | 0.28% |
| FHR 5118 NI IO 02.0000 02/25/2051 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.28% |
| BMIR 2017-1 M2 144A 03.4360 10/25/2027 | 0.28% |
| US BANCORP 01.3750 07/22/2030 | 0.27% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.27% |
| ORACLE CORP 03.6500 03/25/2041 | 0.27% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.27% |
| GNR 2020-55 SA IO 05.9626 04/20/2050 | 0.27% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.27% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.27% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.27% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.27% |
| STACR 2019-DNA3 M2 02.1360 07/25/2049 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| AT&T INC 02.2500 02/01/2032 | 0.26% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.26% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.26% |
| GNR 2020-112 MS IO 06.2126 08/20/2050 | 0.26% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.25% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.25% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| MRAIT 2020-2 A2 | 0.25% |
| GNR 2020-47 SG IO 05.9126 02/20/2049 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.25% |
| MRAIT 2021-8 A1X 01.2360 10/15/2021 | 0.25% |
| EQUINIX INC 03.2000 11/18/2029 | 0.25% |
| LENNAR CORP 04.7500 11/29/2027 | 0.24% |
| STACR 2016-HQA1 M3 06.4360 09/25/2028 | 0.24% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.24% |
| AT&T INC 03.3000 02/01/2052 | 0.24% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.23% |
| BACM 2015-UBS7 B 04.5036 09/15/2048 | 0.23% |
| GNR 2020-11 SY IO 06.0126 01/20/2050 | 0.23% |
| JPMBB 2013-C15 C 05.3618 11/15/2045 | 0.23% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.23% |
| VMWARE INC 02.2000 08/15/2031 | 0.23% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.23% |
| FNR 2020-12 SK IO 05.9640 03/25/2050 | 0.23% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.23% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.22% |
| GNR 2020-98 KS IO 06.1126 07/20/2050 | 0.22% |
| STACR 2017-HQA1 M2B 03.6360 08/25/2029 | 0.22% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.22% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.22% |
| GNMA GII30 TBA 04.5000 10/01/2051 | 0.21% |
| WFCM 2018-C46 C 05.1439 08/15/2051 | 0.21% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.21% |
| STACR 2018-DNA2 B1 03.7860 12/25/2030 | 0.21% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.21% |
| BROADCOM INC 05.0000 04/15/2030 | 0.21% |
| FNMA FN30 TBA UMBS 02.0000 10/01/2051 | 0.20% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.20% |
| ATLANTIC ASSET SECURITIZATION 04821TXU4 DCP 10/28/2021 | 0.20% |
| COMCAST CORP 03.9990 11/01/2049 | 0.20% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.20% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.20% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.20% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.20% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.20% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.20% |
| NATIONAL BANK OF CANADA 63307LY39 DCP 11/03/2021 | 0.19% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.19% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.19% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.19% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.19% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.19% |
| MCAS 2020-01 M10 144A 03.8360 03/25/2050 | 0.19% |
| FNR 2019-74 S IO 05.9140 12/25/2049 | 0.19% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.18% |
| JPMBB 2013-C12 C 04.2352 07/15/2045 | 0.18% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% |
| STACR 2020-HQA2 M2 03.1860 03/25/2050 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| JPMCC 2012-C8 C 144A 04.7796 10/15/2045 | 0.18% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.18% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.18% |
| CAS 2017-C07 1EB2 01.0860 05/25/2030 | 0.18% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.18% |
| FREMF 2019-KF71 B 144A 02.3825 10/25/2029 | 0.18% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.18% |
| MRAFT 2020-5 A1 01.0848 08/10/2023 | 0.18% |
| BMIR 2019-4A M1C 144A 02.5860 10/25/2029 | 0.17% |
| FISERV INC 04.2000 10/01/2028 | 0.17% |
| FNR 2016-8 SA IO 05.9640 03/25/2046 | 0.17% |
| ALPHABET INC 02.2500 08/15/2060 | 0.17% |
| CAS 2018-C05 1B1 04.3360 01/25/2031 | 0.17% |
| UBSCM 2018-C12 XA IO 00.9774 08/15/2051 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.17% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.17% |
| WFCM 2020-C55 XA IO 01.4376 02/15/2053 | 0.17% |
| AT&T INC 02.5500 12/01/2033 | 0.17% |
| MRAFT 2021-S1 A1 01.0000 09/10/2022 | 0.17% |
| STACR 2016-HQA2 M3 05.2360 11/25/2028 | 0.17% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.17% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.17% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.17% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.17% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.16% |
| AREIT 2020-CRE4 D 144A 03.3545 04/15/2037 | 0.16% |
| ZOETIS INC 03.9000 08/20/2028 | 0.16% |
| RMIR 2019-1 M2 144A 03.2860 02/25/2029 | 0.16% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.16% |
| WFCM 2019-C50 D 144A 03.0000 05/15/2052 | 0.16% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.16% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.16% |
| UBSC 2011-C1 D 144A 06.4516 01/10/2045 | 0.16% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.16% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.16% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.16% |
| FNR 2019-57 LS IO 05.9140 10/25/2049 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.16% |
| BBCMS 2020-C7 XA IO 01.7417 04/15/2053 | 0.15% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.15% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.15% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.15% |
| GNR 2019-119 KS IO 05.9654 09/16/2049 | 0.15% |
| STACR 2018-DNA1 M2 01.8860 07/25/2030 | 0.15% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.15% |
| CAS 2020-SBT1 1M2 03.7360 02/25/2040 | 0.15% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.15% |
| STACR 2018-DNA2 M2 02.2360 12/25/2030 | 0.15% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.15% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.15% |
| CSAIL 2019-C17 XA IO 01.5053 09/15/2052 | 0.15% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.15% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.15% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% |
| SUMITOMO MITSUI TRUST BANK LT 86563GZF2 DCP 12/15/2021 | 0.14% |
| CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.14% |
| STACR 2020-DNA2 B1 02.5860 02/25/2050 | 0.14% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| UBSCM 2012-C1 D 144A 05.7344 05/10/2045 | 0.14% |
| BACM 2016-UB10 C 05.0152 07/15/2049 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.14% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.14% |
| AGL 2021-13A A1 P/P 144A 01.2923 10/20/2034 | 0.14% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.14% |
| BANK 2018-BN13 XA 00.6500 08/15/2061 | 0.14% |
| CGCMT 2020-GC46 X IO 01.1064 02/15/2053 | 0.14% |
| FHMS K110 X1 IO 01.8143 04/25/2030 | 0.14% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.14% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| CAS 2018-R07 1B1 MTGE 04.4360 04/25/2031 | 0.13% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.13% |
| FHMS K104 X1 IO 01.2479 02/25/2052 | 0.13% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.13% |
| SNDPT 2021-1A A 144A 01.2100 04/25/2034 | 0.13% |
| MSRR 2015-R4 CB1 00.9100 08/26/2047 | 0.13% |
| STACR 2018-HQA1 M2 02.3860 09/25/2030 | 0.13% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% |
| GNR 2018-168 KS IO 06.0626 12/20/2048 | 0.13% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.13% |
| TMIR 2021-1 M1B 144A 03.0860 08/25/2033 | 0.13% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.13% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.13% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.13% |
| WFCM 2017-C41 XA IO 01.3431 11/15/2050 | 0.13% |
| FHR 4839 WS IO 06.0163 08/15/2056 | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.13% |
| DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.12% |
| FNR 2018-44 SA IO 06.1140 06/25/2048 | 0.12% |
| STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.12% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.12% |
| WFRBS 2013-C12 C 04.4446 03/15/2048 | 0.12% |
| CAS 2017-C03 1B1 04.9360 10/25/2029 | 0.12% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| WFRBS 2011-C4 C 144A 05.0235 06/15/2044 | 0.12% |
| CAS 2017-C04 2M2 02.9360 11/25/2029 | 0.12% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.12% |
| STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.12% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.12% |
| GNR 2020-32 GS IO 06.0126 03/20/2050 | 0.12% |
| GNR 2020-34 SQ IO 05.9626 10/20/2049 | 0.12% |
| JPMDB 2019-COR6 IO 01.0694 11/13/2052 | 0.12% |
| MWST 2020-1 A 00.9860 10/25/2053 | 0.12% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.12% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.12% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.12% |
| WAMU 2005-AR13 A1C4 00.9460 10/25/2045 | 0.12% |
| COMM 2014-CR17 D 144A 05.0095 05/10/2047 | 0.12% |
| WFRBS 2013-UBS1 D P/P 144A 05.2075 03/15/2046 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.12% |
| HCA INC 03.5000 07/15/2051 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| CAS 2017-C01 1B1 05.8360 07/25/2029 | 0.11% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.11% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.11% |
| STACR 2018-HQA2 M2 02.3860 10/25/2048 | 0.11% |
| CGMS 2017-1A A1R 144A 01.1343 04/20/2031 | 0.11% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.11% |
| GNR 2019-20 SB IO 06.0126 02/20/2049 | 0.11% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.11% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.11% |
| BOEING CO 05.9300 05/01/2060 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| FNR 2019-3 SA IO 06.0140 02/25/2049 | 0.11% |
| JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.11% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.11% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.11% |
| CSMC 2016-NXSR XA IO 00.8924 12/15/2049 | 0.11% |
| GNR 2019-83 SW IO 06.0126 07/20/2049 | 0.11% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.11% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.11% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.11% |
| FNR 2015-66 AS IO 06.1640 09/25/2045 | 0.11% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.11% |
| BSCMS 2007-T26 AJ 05.5399 01/12/2045 | 0.10% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.10% |
| STACR 2015-DNA3 M3 04.7860 04/25/2028 | 0.10% |
| COMM 2019-GC44 XA IO 00.7668 08/15/2057 | 0.10% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% |
| COMM 2012-CR1 C 05.5659 05/15/2045 | 0.10% |
| COMM 2014-CR17 C 04.9457 05/10/2047 | 0.10% |
| OAKCL 2021-1A A1 144A 01.2918 07/15/2034 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| SNDPT 2020-1A AR 144A 01.2980 07/20/2034 | 0.10% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.10% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.10% |
| CSAIL 2015-C1 C 04.4041 04/15/2050 | 0.10% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.10% |
| STACR 2020-HQA3 M2 03.6860 07/25/2050 | 0.10% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.10% |
| CAS 2020-R01 1M2 02.1360 01/25/2040 | 0.10% |
| AIMCO 2021-14A A 144A 01.1879 04/20/2034 | 0.10% |
| CAS 2016-C02 1M2 06.0860 09/25/2028 | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| SNDPT 2013-1A A1R 144A 01.1953 01/26/2031 | 0.10% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.10% |
| UBSCM 2017-C7 XA IO 01.1724 12/15/2050 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.10% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| FHR 4738 QS IO 06.1163 12/15/2047 | 0.10% |
| FNR 2017-108 SA IO 06.0640 01/25/2048 | 0.10% |
| JPMCC 2011-C4 C 144A 05.5745 07/15/2046 | 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% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| ZOETIS INC 02.0000 05/15/2030 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| CFCRE 2011-C2 E P/P 144A 05.8868 12/15/2047 | 0.09% |
| GNR 2019-123 SL IO 06.0626 10/20/2049 | 0.09% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| FNR 2019-59 SD IO 05.9640 10/25/2049 | 0.09% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.09% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.09% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| FHR 4461 SB IO 06.1163 04/15/2045 | 0.09% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.09% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.09% |
| CD 2017-CD6 C 04.4078 11/13/2050 | 0.09% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.09% |
| GNMA GII30 TBA 03.0000 10/01/2051 | 0.09% |
| UBSCM 2012-C1 C 144A 05.7344 05/10/2045 | 0.09% |
| CAS 2017-C07 1B1 04.0860 05/25/2030 | 0.09% |
| GNR 2019-30 SH IO 05.9626 03/20/2049 | 0.09% |
| ABBSL 2021-2A A 144A 01.2301 04/15/2034 | 0.09% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.09% |
| WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.09% |
| CSAIL 2015-C1 D 144A 03.9041 04/15/2050 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| STACR 2020-HQA1 M2 01.9860 01/25/2050 | 0.09% |
| BRAVO 2021-HE2 B1 02.4500 11/25/2069 | 0.09% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.09% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.09% |
| BANK 2020-BN26 XA IO 01.3495 03/15/2063 | 0.08% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.08% |
| COLT 2021-1 B1 03.1440 06/25/2066 | 0.08% |
| STACR 2017-DNA2 B1 05.2360 10/25/2029 | 0.08% |
| GNR 2014-131 BS IO 06.1154 09/16/2044 | 0.08% |
| JPMBB 2013-C14 E 144A 04.6992 08/15/2046 | 0.08% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| MSC 2018-H4 XA 01.0245 12/15/2051 | 0.08% |
| CAS 2017-C01 1EB1 01.3360 07/25/2029 | 0.08% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.08% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.08% |
| FNR 2016-91 AS IO 06.0140 12/25/2046 | 0.08% |
| GNR 2019-108 S IO 05.9626 08/20/2049 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| COMM 2014-CR18 C 04.9142 07/15/2047 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.08% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.08% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.08% |
| FREMF 2018-KF43 B 144A 02.2325 01/25/2028 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.08% |
| JPMBB 2014-C25 D P/P 144A 04.0891 11/15/2047 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.08% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.08% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | 0.08% |
| GNR 2018-148 GS IO 06.0154 02/16/2046 | 0.08% |
| GNR 2019-83 JS IO 06.0126 07/20/2049 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% |
| GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.08% |
| JPMCC 2012-C8 D 144A 04.8277 10/15/2045 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| WBCMT 2005-C21 E 144A 05.2743 10/15/2044 | 0.08% |
| ELMW5 2020-2A AR P/P 144A 01.2665 10/20/2034 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| OCP 2020-19A AR 144A 01.2843 10/20/2034 | 0.08% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| CAS 2017-C06 1B1 04.2360 02/25/2030 | 0.07% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.07% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.07% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.07% |
| MWST 2020-2 A 00.8860 11/25/2053 | 0.07% |
| STACR 2019-HQA1 M2 02.4360 02/25/2049 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.07% |
| FHR 4596 CS IO 06.0163 06/15/2046 | 0.07% |
| MSC 2018-H3 XA 00.9848 07/15/2051 | 0.07% |
| CAS 2016-C03 1M2 05.3860 10/25/2028 | 0.07% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.07% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.07% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.07% |
| CIT BANK NA 02.9690 09/27/2025 | 0.07% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.07% |
| WFCM 2020-C57 C 04.1578 08/15/2053 | 0.07% |
| CAS 2017-C02 2ED3 01.4360 09/25/2029 | 0.07% |
| COMM 2014-CR19 D 144A 04.8597 08/10/2047 | 0.07% |
| FNR 2014-87 MS IO 06.1640 01/25/2045 | 0.07% |
| STACR 2020-DNA2 M2 01.9360 02/25/2050 | 0.07% |
| CAS 2020-R02 2M2 02.0860 01/25/2040 | 0.07% |
| GNR 2020-H02 GI IO 02.0729 01/20/2070 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| GNR 2010-31 SA IO 05.6626 03/20/2040 | 0.06% |
| GNR 2016-H23 NI IO 02.2248 10/20/2066 | 0.06% |
| STACR 2018-HRP2 M3AS 01.0860 02/25/2047 | 0.06% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2051 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| FNR 2018-29 S IO 06.1140 05/25/2048 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| FHMS K100 X1 IO 00.7696 09/25/2029 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.06% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.06% |
| CWALT 2007-OA6 A1A 00.2260 06/25/2037 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| GNR 2012-149 GS IO 06.1126 12/20/2042 | 0.06% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| STACR 2017-DNA2 M2 03.5360 10/25/2029 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.06% |
| BMIR 2020-2A M1C 144A 04.0860 08/26/2030 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| GNR 2014-H11 GI IO 01.4746 06/20/2064 | 0.06% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.06% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CFMT 2021-HB6 M3 03.7348 06/25/2036 | 0.06% |
| MSC 2016-UB12 XA IO 00.8480 12/15/2049 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| GNR 2010-9 YD IO 06.7154 01/16/2040 | 0.06% |
| STACR 2017-HQA2 M2 02.7360 12/25/2029 | 0.06% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.05% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.05% |
| GNR 2018-155 SE IO 06.0126 11/20/2048 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| JPMCC 2012-C6 E 144A 05.3102 05/15/2045 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.05% |
| GNR 2019-44 SA IO 05.9626 04/20/2049 | 0.05% |
| JPMDB 2017-C5 XA IO 01.0931 03/15/2050 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.05% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.05% |
| GNR 2016-H02 HI IO 01.5420 01/20/2066 | 0.05% |
| EMIR 2018-1 M1 01.7860 11/25/2028 | 0.05% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.05% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.05% |
| NCC 2019-IA ANAR P/P 144A 01.4818 04/15/2031 | 0.05% |
| WAMU 2005-AR17 A1B2 00.9060 12/25/2045 | 0.05% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| GNR 2014-H07 BI IO 01.4623 05/20/2064 | 0.05% |
| GNR 2019-65 BS IO 06.0126 05/20/2049 | 0.05% |
| GNR 2019-H14 IB IO 02.0829 08/20/2069 | 0.05% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.05% |
| CAS 2020-SBT1 2M2 03.7360 02/25/2040 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.05% |
| GNR 2018-H20 BI IO 02.0380 06/20/2068 | 0.05% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.05% |
| WFRBS 2012-C7 D 144A 04.9573 06/15/2045 | 0.05% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.05% |
| CAS 2019-R02 1B1 04.2360 08/25/2031 | 0.05% |
| COMM 2013-CR6 D 144A 04.2240 03/10/2046 | 0.05% |
| FHR 4839 AS IO 05.9663 06/15/2042 | 0.05% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.05% |
| STACR 2014-DN2 M3 03.6860 04/25/2024 | 0.05% |
| CAS 2017-C03 1M2 03.0860 10/25/2029 | 0.05% |
| DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.05% |
| STACR 2017-HQA2 M2B 02.7360 12/25/2029 | 0.05% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2015-H12 GI IO 01.7806 05/20/2065 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| CAS 2019-HRP1 M2 02.2360 11/25/2039 | 0.04% |
| GNR 2016-H11 HI IO 02.1039 01/20/2066 | 0.04% |
| GNR 2019-H02 DI IO 02.1544 11/20/2068 | 0.04% |
| WFCM 2014-LC16 XA IO 01.2432 08/15/2050 | 0.04% |
| CAS 2016-C06 1M2 04.3360 04/25/2029 | 0.04% |
| COMM 2013-CR13 E 144A 05.0446 11/10/2046 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| GNR 2019-21 SJ IO 05.9626 02/20/2049 | 0.04% |
| COMM 2012-CR1 D 144A 05.5659 05/15/2045 | 0.04% |
| GNR 2018-H05 AI IO 02.3887 02/20/2068 | 0.04% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| CGCMT 2014-GC19 X IO 01.2938 03/10/2047 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.04% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.04% |
| GNR 2015-H10 CI IO 01.7925 04/20/2065 | 0.04% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.04% |
| MSBAM 2013-C10 E 144A 04.2160 07/15/2046 | 0.04% |
| FHR 4077 HS IO 06.0163 07/15/2042 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.04% |
| COMM 2014-LC15 XA IO 01.2326 04/10/2047 | 0.04% |
| FNR 2018-1 MS IO 06.0640 02/25/2048 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| STACR 2018-DNA3 B1 03.9860 09/25/2048 | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| CAS 2016-C05 2M2 04.5360 01/25/2029 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2015-H09 BI IO 01.6739 03/20/2065 | 0.04% |
| WFRBS 2011-C4 E 144A 05.0235 06/15/2044 | 0.04% |
| FHR 4912 PS IO 05.9640 09/25/2049 | 0.04% |
| GNR 2015-H04 AI IO 01.6134 12/20/2064 | 0.04% |
| GNR 2015-H16 XI IO 01.8715 07/20/2065 | 0.04% |
| GNR 2019-125 SG IO 05.9626 10/20/2049 | 0.04% |
| GSMBS 2020-RPL1 M2 03.8170 07/25/2059 | 0.04% |
| EMIR 2018-1 M2 03.0860 11/25/2028 | 0.04% |
| GNR 2015-H12 AI IO 01.8535 05/20/2065 | 0.04% |
| GNR 2015-H20 AI IO 01.8123 08/20/2065 | 0.04% |
| JPMCC 2011-C3 D 144A 05.7072 02/15/2046 | 0.04% |
| WAMU 2005-AR13 A1B2 00.9460 10/25/2045 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| CAS 2016-C01 1M2 06.8360 08/25/2028 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H12 EI IO 01.6976 04/20/2065 | 0.03% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| GNR 2015-H26 DI IO 01.8983 10/20/2065 | 0.03% |
| GNR 2018-91 SJ IO 06.1626 07/20/2048 | 0.03% |
| TPMT 2015-6 M1 144A 03.7500 04/25/2055 | 0.03% |
| CAS 2016-C04 1M2 04.3360 01/25/2029 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2015-H25 CI IO 01.9390 10/20/2065 | 0.03% |
| GNR 2017-H12 QI IO 02.2398 05/20/2067 | 0.03% |
| GNR 2017-H23 BI IO 01.8674 11/20/2067 | 0.03% |
| GNR 2018-H02 EI IO 02.3753 01/20/2068 | 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% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% |
| GNMA GII30 AY4779 04.4800 03/20/2067 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| COMM 2014-UBS6 XA IO 01.0252 12/10/2047 | 0.03% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2051 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.03% |
| GNR 2015-H15 JI IO 01.9501 06/20/2065 | 0.03% |
| GNR 2016-H04 KI IO 01.5172 02/20/2066 | 0.03% |
| GNR 2017-H14 EI IO 01.5803 06/20/2067 | 0.03% |
| GNR 2019-78 SJ IO 05.9626 06/20/2049 | 0.03% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNR 2016-H24 JI IO 02.1026 11/20/2066 | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| GSMS 2014-GC22 XA IO 01.1039 06/10/2047 | 0.03% |
| MSBAM 2015-C26 XA IO 01.1320 10/15/2048 | 0.03% |
| MSC 2012-C4 E 144A 05.5392 03/15/2045 | 0.03% |
| MSC 2016-BNK2 XA IO 01.1010 11/15/2049 | 0.03% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.03% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.03% |
| CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| GNR 2015-H25 AI IO 01.6042 09/20/2065 | 0.03% |
| GNR 2019-121 SD IO 05.9126 10/20/2049 | 0.03% |
| MSBAM 2013-C12 XA IO 00.7392 10/15/2046 | 0.03% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| GNMA GII30 AI2340 04.4920 05/20/2065 | 0.03% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.03% |
| GSMS 2013-GC10 XA IO 01.6252 02/10/2046 | 0.03% |
| CAS 2018-C05 1M2 02.4360 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% |
| WFRBS 2012-C10 E 144A 04.5596 12/15/2045 | 0.02% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.02% |
| GNR 2010-H19 GI IO 01.3968 08/20/2060 | 0.02% |
| GNR 2015-H28 DI IO 01.5306 08/20/2065 | 0.02% |
| GNR 2017-H10 MI IO 01.8300 04/20/2067 | 0.02% |
| JPMCC 2011-C3 F 144A 05.7072 02/15/2046 | 0.02% |
| PT PERTAMINA (PERSERO) REGS 02.3000 02/09/2031 | 0.02% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.02% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.02% |
| WFRBS 2014-C23 XA IO 00.7086 10/15/2057 | 0.02% |
| CCMFC 2004-3A A2 00.3860 08/25/2035 | 0.02% |
| COMM 2014-CR17 XA IO 01.1220 05/10/2047 | 0.02% |
| COMM 2015-CR23 XA IO 01.0314 05/10/2048 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CAS 2019-R03 1M2 02.2360 09/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| GNR 2017-H08 NI IO 02.2448 03/20/2067 | 0.02% |
| STACR 2019-DNA2 B1 04.4360 03/25/2049 | 0.02% |
| WFRBS 2012-C10 D 144A 04.5596 12/15/2045 | 0.02% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.02% |
| CAS 2017-C05 1B1 03.6860 01/25/2030 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| CAS 2018-C01 1M2 02.3360 07/25/2030 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| COMM 2014-UBS4 XA IO 01.2528 08/10/2047 | 0.02% |
| FHR 3408 EK 25.4561 04/15/2037 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| FNR 2018-94 SA IO 06.0140 01/25/2049 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2016-H27 BI IO 02.4045 12/20/2066 | 0.02% |
| GSMS 2014-GC18 XA IO 01.1442 01/10/2047 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.02% |
| CFCRE 2011-C2 D 144A 05.8868 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNR 2015-H17 CI IO 01.5658 06/20/2065 | 0.02% |
| HMIR 2018-1 M1 144A 01.6860 10/25/2028 | 0.02% |
| JPMBB 2014-C25 XA IO 00.9798 11/15/2047 | 0.02% |
| JPMCC 2012-LC9 D 144A 04.5080 12/15/2047 | 0.02% |
| JPMCC 2013-C10 XA IO 01.0788 12/15/2047 | 0.02% |
| STACR 2021-HQA3 M1 00.9000 09/25/2041 | 0.02% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| WFRBS 2013-C14 XA IO 00.8057 06/15/2046 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9415 09/15/2057 | 0.02% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.02% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.02% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.02% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.02% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.02% |
| CAS 2017-C06 2M2 02.8860 02/25/2030 | 0.02% |
| CAS 2019-R01 2M2 02.5360 07/25/2031 | 0.02% |
| CAS 2019-R06 2M2 02.1860 09/25/2039 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHR 3852 NT 05.9163 05/15/2041 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| JPMCC 2013-C16 XA IO 01.0753 12/15/2046 | 0.02% |
| WAMU 2005-AR17 A1B3 00.7860 12/25/2045 | 0.02% |
| WFRBS 2012-C9 XA IO 144A 02.0173 11/15/2045 | 0.02% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| ARES CAPITAL CORP 02.1500 07/15/2026 | 0.02% |
| AT&T INC 04.5000 03/09/2048 | 0.02% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.02% |
| CGCMT 2013-GC17 X IO 01.1682 11/10/2046 | 0.02% |
| CHOICE HOTELS INTL INC 03.7000 01/15/2031 | 0.02% |
| COMM 2014-UBS6 C 04.5921 12/10/2047 | 0.02% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.02% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.02% |
| FIRSTENERGY TRANS P/P 144A 04.5500 04/01/2049 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2015-H01 CI IO 01.5820 12/20/2064 | 0.02% |
| GNR 2019-99 KS IO 05.9626 08/20/2049 | 0.02% |
| JPMCC 2013-LC11 X IO 01.3765 04/15/2046 | 0.02% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.02% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.02% |
| MSBAM 2013-C10 F 144A 04.2160 07/15/2046 | 0.02% |
| MSBAM 2013-C7 XA IO 01.4553 02/15/2046 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.3500 11/01/2029 | 0.02% |
| REPUBLIC SERVICES INC 01.7500 02/15/2032 | 0.02% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.02% |
| TECK RESOURCES LIMITED USD 06.0000 08/15/2040 | 0.02% |
| TOPBUILD CORP P/P 144A 03.6250 03/15/2029 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANGLO AMERICAN CAP P/P 144A 02.8750 03/17/2031 | 0.01% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.01% |
| AUTONATION INC 04.7500 06/01/2030 | 0.01% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.01% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.01% |
| BROADCOM INC 04.7500 04/15/2029 | 0.01% |
| CARRIER GLOBAL CORP 02.7220 02/15/2030 | 0.01% |
| COMM 2014-CR19 XA IO 01.1119 08/10/2047 | 0.01% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.01% |
| DEVON ENERGY CORP P/P 144A 05.2500 09/15/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.5000 12/01/2029 | 0.01% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.01% |
| ENERGY TRANSFER LP 04.9500 06/15/2028 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.01% |
| GLOBAL PAYMENTS INC 03.2000 08/15/2029 | 0.01% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GSMS 2013-GC12 XA IO 01.5334 06/10/2046 | 0.01% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.01% |
| KOHL'S CORPORATION 03.3750 05/01/2031 | 0.01% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.01% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.01% |
| ONEOK INC 06.3500 01/15/2031 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QVC INC 04.3750 09/01/2028 | 0.01% |
| SOUTHERN CAL EDISON 04.6500 10/01/2043 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| T-MOBILE USA INC 03.0000 02/15/2041 | 0.01% |
| THERMO FISHER SCIENTIFIC 04.4970 03/25/2030 | 0.01% |
| TJX COS INC 03.8750 04/15/2030 | 0.01% |
| UNIVERSAL HEALTH SER P/P 144A 02.6500 10/15/2030 | 0.01% |
| VMWARE INC 01.8000 08/15/2028 | 0.01% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.01% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.01% |
| WAMU 2005-AR2 2A1B 00.8260 01/25/2045 | 0.01% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 0.01% |
| PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.01% |
| STACR 2016-DNA4 M3 03.8860 03/25/2029 | 0.01% |
| STACR 2020-HQA4 M2 03.2360 09/25/2050 | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.7277 12/10/2045 | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| COMM 2014-CR18 XA IO 01.1645 07/15/2047 | 0.01% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.01% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.01% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.01% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMM 2013-LC13 XA IO 01.1776 08/10/2046 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 AW8447 04.3280 05/20/2067 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| SWPTN 1MX10Y P 1.383 USD 10/08/2021 GS | 0.01% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| WFRBS 2012-C10 XA IO 144A 01.6347 12/15/2045 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 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 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHR 3065 DC 19.6088 03/15/2035 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-LC17 XA IO 00.8803 10/10/2047 | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2005-106 JC 19.8574 12/25/2035 | 0.01% |
| FNR 2006-62 PS 39.3840 07/25/2036 | 0.01% |
| FNR 2011-4 CS 12.7280 05/25/2040 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| NHEL 2004-2 M4 01.8860 09/25/2034 | 0.01% |
| OMIR 2017-1A M2 144A 04.0860 04/25/2027 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNR 2006-8 HP 24.2513 03/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| JPMCC 2012-LC9 XA IO 01.5428 12/15/2047 | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.01% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.01% |
| CAS 2019-R05 1M2 02.0860 07/25/2039 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 AH1076 04.6640 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| MSBAM 2013-C11 D 144A 04.4965 08/15/2046 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.01% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.01% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 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.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 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 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% |
| WFRBS 2013-C11 XA IO 144A 01.2753 03/15/2045 | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| CAS 2018-C06 1M2 02.0860 03/25/2031 | 0.00% |
| CAS 2018-R07 1M2 02.4860 04/25/2031 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.00% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.00% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.00% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.00% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| GNR 2013-129 SN IO 06.0626 09/20/2043 | 0.00% |
| GNR 2020-15 CS IO 05.9626 02/20/2050 | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.00% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.00% |
| CAS 2016-C07 2M2 04.4360 05/25/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.00% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.00% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.00% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.00% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.00% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.00% |
| CAS 2017-C01 1M2 03.6360 07/25/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FHR 2990 LB 16.7316 06/15/2034 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.00% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 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 BM1872 05.0000 04/20/2049 | 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% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 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 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.00% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHR 2976 LC 24.1129 05/15/2035 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AH1094 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4480 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5030 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 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 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| MSBAM 2013-C11 F 144A 04.4965 08/15/2046 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 AN1902 04.5660 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4870 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6060 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4060 06/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5309 05/20/2065 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| UBSCM 2012-C1 XA IO 144A 02.1963 05/10/2045 | 0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | 0.00% |
| 1.542 R ISWP US0003M P 10/01/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7631 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6074 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| COMM 2012-LC4 XA IO 144A 02.2299 12/10/2044 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0483 01/15/2049 | 0.00% |
| EUR/USD 12/15/2021 SSBT | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3802 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0610 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 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 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.2530 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.2530 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4526 11/15/2048 | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 1MX5Y R 0.944 USD 10/21/2021 CI | -0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% |
| 0.95 R ISWP US0003M P 04/28/2026 | -0.00% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
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| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
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| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.00% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
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| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
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| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
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| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.00% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
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| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
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| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.01% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
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| 1.6295 R ISWP US0003M P 07/29/2051 | -0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.01% |
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| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
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| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
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| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.01% |
| 1.46049 R ISWP US0003M P 06/11/2031 | -0.01% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.01% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.01% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
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| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
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| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.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% |
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| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
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| CPURNSA P 2.7375 R 09/13/26 | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
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| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
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| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
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| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.02% |
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| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% |
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| CPURNSA P 2.78 R 01/15/32 | -0.02% |
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| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.02% |
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| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
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| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.03% |
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| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.03% |
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| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
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| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.05% |
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| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.05% |
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| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
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| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.06% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.06% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.07% |
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| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.08% |
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| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.09% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.10% |
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| 0.645 R ISWP US0003M P 07/15/2030 | -0.10% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.11% |
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| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.13% |
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| 0.75 R ISWP US0003M P 10/16/2030 | -0.15% |
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| 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.31% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.36% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.41% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.62% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.82% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.89% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -2.05% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -22.28% |
Fixed income statistics as of 12/31/21
| Average effective maturity | 9.23 yrs. |
|---|---|
| Average effective duration | 5.80 yrs. |
| Average yield to maturity | 8.34% |
| Average coupon | 4.12% |
Sector weightings as of 12/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 3.71% | 0.18 | 33.18% | 1.53 | 36.89% | 1.71 |
| Investment-grade corporate bonds | 26.51% | 2.37 | 0.00% | 0.00 | 26.51% | 2.37 |
| Commercial MBS | 13.12% | 0.40 | 11.32% | 0.07 | 24.44% | 0.47 |
| Agency CMO | 15.17% | 0.55 | 0.00% | 0.00 | 15.17% | 0.55 |
| Residential MBS (non-agency) | 9.60% | 0.19 | 0.00% | 0.00 | 9.60% | 0.19 |
| Asset-backed securities (ABS) | 5.12% | 0.04 | 0.00% | 0.00 | 5.12% | 0.04 |
| Collateralized loan obligations | 3.61% | 0.15 | 0.00% | 0.00 | 3.61% | 0.15 |
| High-yield corporate bonds | 1.96% | 0.12 | 0.00% | 0.00 | 1.96% | 0.12 |
| Emerging-market bonds | 0.27% | 0.02 | 0.00% | 0.00 | 0.27% | 0.02 |
| Municipal bonds | 0.11% | 0.01 | 0.00% | 0.00 | 0.11% | 0.01 |
| Bank loans | 0.09% | 0.00 | 0.00% | 0.00 | 0.09% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.70 | 0.00% | -0.70 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 1.75 | 0.00% | 1.75 |
| Net cash | 20.76% | 0.00 | 0.00% | 0.00 | 20.76% | 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 12/31/21
| 0 - 1 yr. | -1.04% |
|---|---|
| 1 - 5 yrs. | 54.66% |
| 5 - 10 yrs. | 38.61% |
| 10 - 15 yrs. | 1.07% |
| Over 15 yrs. | 6.70% |
Quality rating as of 12/31/21
| AAA | 77.98% |
|---|---|
| AA | 3.43% |
| A | 12.95% |
| BBB | 21.85% |
| BB | 3.89% |
| B | 2.78% |
| CCC and Below | 1.17% |
| Not Rated | -24.05% |
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 12/31/21
| United States | 91.76% |
|---|---|
| Cayman Islands | 2.80% |
| Bermuda | 0.91% |
| Canada | 0.84% |
| Switzerland | 0.54% |
| France | 0.50% |
| Australia | 0.41% |
| Germany | 0.41% |
| United Kingdom | 0.40% |
| Other | 1.43% |
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% | 0.57% | 0.50% | 0.60% |
| What you pay† | 0.73% | 1.48% | 1.48% | 0.98% | 0.98% | 0.45% | 0.38% | 0.48% |
† 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 02/28/22
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 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.