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, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income 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) |
$7.21 -0.14% | $-0.01 |
| 52-week high | $7.65 (03/06/20) |
| 52-week low | $6.85 (03/19/20) |
Yield
| Distribution rate before sales charge as of 03/05/21 |
2.33% |
|---|---|
| Distribution rate after sales charge as of 03/05/21 |
2.33% |
| 30-day SEC yield with subsidy as of 02/28/21 |
2.08% |
| 30-day SEC yield without subsidy as of 02/28/21 |
1.98% |
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)
7.27%
Average 5-year annualized return
Fund facts as of 02/28/21
Total net assets
$3,967.92M
$3,967.92M
Turnover (fiscal year end)
1,025%
1,025%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1812
1812
Fiscal year-end
October
October
CUSIP / Fund code
746792407 / 1803
746792407 / 1803
Inception date
06/16/94
06/16/94
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PNCYX
PNCYX
Management team
Co-Chief Investment Officer, Fixed Income
Co-Head of Structured Credit
Portfolio Manager
Manager commentary | Q4 2020
Commercial real estate slow to gain steam
Commercial real estate has lagged residential real estate in the recovery, but offers an underpriced asset for long-term investors, says Michael Salm, Co-Chief Investment Officer, Fixed Income.
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) |
|
| Two flexible income strategies that invest outside the index (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Quarterly commentary (PDF) | |
| Alternating bond market leadership (PDF) | |
Performance
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 7.19% | 6.41% | 5.50% | 4.96% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 7.51% | 5.34% | 4.44% | 3.84% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 02/28/21 | -1.04% | - | |
| YTD as of 03/05/21 | -1.94% | - | |
Yield
| Distribution rate before sales charge as of 03/05/21 |
2.33% |
|---|---|
| Distribution rate after sales charge as of 03/05/21 |
2.33% |
| 30-day SEC yield with subsidy as of 02/28/21 |
2.08% |
| 30-day SEC yield without subsidy as of 02/28/21 |
1.98% |
Risk-adjusted performance as of 01/31/21
| Sharpe ratio (3 yrs.) | 1.12 |
|---|---|
| Information ratio (3 yrs.) | 0.32 |
Volatility as of 01/31/21
| Standard deviation (3 yrs.) | 4.35% |
|---|---|
| Beta | 1.06 |
| R-squared | 0.65 |
Fixed income statistics as of 01/31/21
| Average effective duration | 6.24 yrs. |
|---|
Lipper rankings as of 01/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 389/505 | 77% |
| 3 yrs. | 50/475 | 11% |
| 5 yrs. | 10/414 | 3% |
| 10 yrs. | 8/314 | 3% |
Morningstar Ratings™ as of 01/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 542 | |
| 3 yrs. | 542 | |
| 5 yrs. | 462 | |
| 10 yrs. | 341 |
Distributions
| Record/Ex dividend date | 02/23/21 |
|---|---|
| Payable date | 02/25/21 |
| Income | $0.014 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | 14.18% |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 02/01/2051 | 8.29% |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 6.12% |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | 5.70% |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2051 | 2.65% |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2051 | 1.96% |
| Gnma Gii30 Tba 03.5000 02/01/2051 | 1.16% |
| Gnma Gii30 Tba 04.0000 02/01/2051 | 0.96% |
| Jpmorgan Chase 02.9560 05/13/2031 | 0.78% |
| Verizon Comm 04.3290 09/21/2028 | 0.78% |
| Top 10 holdings, percent of portfolio | 42.58% |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2051 | |
| Gnma Gii30 Tba 03.5000 02/01/2051 | |
| Gnma Gii30 Tba 04.0000 02/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Holdings represent 42.58% of portfolio | |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Gnma Gii30 Tba 03.5000 01/01/2051 | |
| Gnma Gii30 Tba 04.0000 01/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Holdings represent 53.01% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Gnma Gii30 Tba 03.5000 12/01/2050 | |
| Gnma Gii30 Tba 04.0000 12/01/2050 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Holdings represent 56.76% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | |
| Gnma Gii30 Tba 03.5000 11/01/2050 | |
| Gnma Gii30 Tba 04.0000 11/01/2050 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Holdings represent 40.25% of portfolio | |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | 14.18% |
|---|---|
| US 5YR NOTE (CBT) MAR21 FVH1 | 9.66% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2051 | 8.29% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 7.67% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2051 | 7.66% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2051 | 6.12% |
| US ULTRA BOND CBT MAR21 WNH1 | 4.62% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2051 | 2.65% |
| US 10YR ULTRA FUT MAR21 UXYH1 | 2.40% |
| REPO TRIPA TREAS 0.04 02/01/2021 | 1.71% |
| GNMA GII30 TBA 03.5000 02/01/2051 | 1.16% |
| US LONG BOND(CBT) MAR21 USH1 | 1.10% |
| TREASURY BILL 00.0000 06/17/2021 | 1.05% |
| GNMA GII30 TBA 04.0000 02/01/2051 | 0.96% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.78% |
| VERIZON COMM 04.3290 09/21/2028 | 0.77% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.66% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.64% |
| FNMA FN30 TBA UMBS 04.5000 02/01/2051 | 0.62% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.61% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TPJ4 DCP 02/18/2021 | 0.56% |
| TREASURY BILL 00.0000 02/02/2021 | 0.55% |
| TREASURY BILL 00.0000 02/09/2021 | 0.55% |
| TREASURY BILL 00.0000 03/23/2021 | 0.55% |
| TREASURY BILL 00.0000 07/08/2021 | 0.55% |
| TREASURY BILL 00.0000 07/22/2021 | 0.55% |
| TREASURY BILL 00.0000 09/09/2021 | 0.55% |
| TREASURY BILL 00.0000 10/07/2021 | 0.55% |
| TREASURY BILL 00.0000 04/08/2021 | 0.54% |
| COMCAST CORP 03.4500 02/01/2050 | 0.54% |
| BEDFORD ROW FUNDING CORP 07644AQW7 DCP 03/30/2021 | 0.52% |
| DNB BANK ASA 2332K0TQ5 DCP 06/24/2021 | 0.52% |
| ATLANTIC ASSET SECURITIZATION 04821TSK2 DCP 05/19/2021 | 0.51% |
| LLOYDS BANK PLC 53943RQV4 DCP 03/29/2021 | 0.51% |
| NATIONWIDE BUILDING SOCIETY 6385E0Q48 DCP 03/04/2021 | 0.51% |
| SWEDBANK AB 87019RQ82 DCP 03/08/2021 | 0.51% |
| UBS AG/LONDON 90351WQF5 DCP 03/15/2021 | 0.51% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.50% |
| ALPINE SECURITIZATION LLC 02088WQ94 DCP 03/09/2021 | 0.50% |
| AUSTRALIA & NEW ZEALAND BANKI 05253AQH6 DCP 03/17/2021 | 0.50% |
| BPCE SA 05571BQK2 DCP 03/19/2021 | 0.50% |
| CASH MGMT BILL 00.0000 05/11/2021 | 0.50% |
| CHARTA LLC 16115VRK7 DCP 04/19/2021 | 0.50% |
| COMMONWEALTH BANK OF AUSTRALI 20272DPB0 DCP 02/11/2021 | 0.50% |
| FMS WERTMANAGEMENT 34411GQS8 DCP 03/26/2021 | 0.50% |
| MATCHPOINT FINANCE PLC 57666AQ21 DCP 03/02/2021 | 0.50% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YP99 DCP 02/09/2021 | 0.50% |
| OLD LINE FUNDING LLC 67984XH58 DCP 03/29/2021 | 0.50% |
| TORONTO DOMINION HOLDINGS USA 89116EPQ0 DCP 02/24/2021 | 0.50% |
| TREASURY BILL 00.0000 04/22/2021 | 0.50% |
| TREASURY BILL 00.0000 06/03/2021 | 0.50% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.49% |
| FHLB 313385CG9 GDC 02/24/2021 | 0.48% |
| MANHATTAN ASSET FUNDING CO LL 56274LPP3 DCP 02/23/2021 | 0.48% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.47% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.47% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.47% |
| NRW BANK 62939LRS0 DCP 04/26/2021 | 0.46% |
| TREASURY BILL 00.0000 03/09/2021 | 0.45% |
| MCAS 2019-01 M10 P/P 144A 03.3800 10/15/2049 | 0.43% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.43% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.43% |
| NORDEA BANK ABP 65558JP27 DCP 02/02/2021 | 0.42% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.41% |
| TOTAL CAPITAL CANADA LTD 89153PP97 DCP 02/09/2021 | 0.41% |
| GNR 2020-18 GS IO 05.9191 02/20/2050 | 0.41% |
| FAIRWAY FINANCE CO LLC 30601VP88 DCP 02/08/2021 | 0.40% |
| CAFCO LLC 1247P2PC2 DCP 02/12/2021 | 0.39% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.36% |
| GNR 2020-55 SA IO 05.9191 04/20/2050 | 0.36% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.36% |
| WESTPAC BANKING CORP/NY 9612C0Q36 DCP 03/03/2021 | 0.35% |
| AT&T INC 04.3500 03/01/2029 | 0.34% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.34% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.33% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.33% |
| ABBVIE INC 03.2000 11/21/2029 | 0.32% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.32% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.32% |
| GNR 2020-11 SY IO 05.9691 01/20/2050 | 0.32% |
| US BANCORP 01.3750 07/22/2030 | 0.32% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.31% |
| GNR 2020-47 SG IO 05.8691 02/20/2049 | 0.31% |
| CSAIL 2015-C4 B 04.3127 11/15/2048 | 0.30% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.30% |
| UBSBB 2012-C3 C P/P 144A 05.0311 08/10/2049 | 0.30% |
| BROADCOM INC 04.1500 11/15/2030 | 0.30% |
| STACR 2019-DNA2 M2 02.5800 03/25/2049 | 0.30% |
| BARCLAYS BANK PLC CCP 02/12/2021 | 0.30% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.30% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.29% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.29% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.28% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.28% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.28% |
| WFCM 2019-C50 XA IO 01.4177 05/15/2052 | 0.28% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.28% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.27% |
| STACR 2019-DNA1 B1 04.7800 01/25/2049 | 0.27% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.27% |
| VISIO 2019-1 A3 03.8250 06/25/2054 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.27% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.27% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.27% |
| GNR 2020-112 MS IO 06.1691 08/20/2050 | 0.27% |
| FNR 2020-12 SK IO 05.9020 03/25/2050 | 0.26% |
| GNR 2020-142 SB IO 06.1691 09/20/2050 | 0.26% |
| AT&T INC 04.3000 02/15/2030 | 0.26% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.26% |
| SPST 2020-6 A 01.8800 09/07/2021 | 0.26% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.25% |
| CHARIOT FUNDING LLC 15963TT17 DCP 06/01/2021 | 0.25% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.24% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.24% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.24% |
| FREMF 2019-KF66 B P/P 144A 02.5439 07/25/2029 | 0.24% |
| GNR 2020-98 KS IO 06.0691 07/20/2050 | 0.24% |
| BMIR 2017-1 M2 P/P 144A 03.4800 10/25/2027 | 0.24% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| SPST 2020-13 A 01.6300 10/10/2021 | 0.24% |
| AT&T INC 03.3000 02/01/2052 | 0.23% |
| EQUINIX INC 03.2000 11/18/2029 | 0.23% |
| SPST 2020-15 A 01.5000 12/10/2021 | 0.23% |
| STACR 2016-HQA1 M3 06.4800 09/25/2028 | 0.23% |
| SUMITOMO MITSUI TRUST BANK LT 86564YP30 DCP 02/03/2021 | 0.23% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.23% |
| STACR 2019-DNA3 M2 02.1800 07/25/2049 | 0.23% |
| SPST 2020-WL1 A 01.2800 06/25/2051 | 0.23% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.22% |
| MRAIT 2020-2 A2 | 0.22% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.22% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.21% |
| MRAIT 2020-12 A1X 01.4765 07/15/2021 | 0.21% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.21% |
| SHRP 2020-1 NOTE 03.1178 07/25/2024 | 0.21% |
| BACM 2015-UBS7 B 04.3592 09/15/2048 | 0.21% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.21% |
| BROADCOM INC 05.0000 04/15/2030 | 0.21% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.21% |
| FNR 2019-74 S IO 05.8700 12/25/2049 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.21% |
| COMCAST CORP 03.9990 11/01/2049 | 0.20% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.20% |
| STACR 2020-HQA3 M2 03.7300 07/25/2050 | 0.20% |
| CD 2017-CD6 C 04.2666 11/13/2050 | 0.20% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.20% |
| LIBERTY STREET FUNDING LLC 53127TP56 DCP 02/05/2021 | 0.20% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.20% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.20% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.20% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.19% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.19% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.19% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.19% |
| STACR 2020-HQA2 M2 03.2300 03/25/2050 | 0.19% |
| STACR 2017-HQA1 M2B 03.6800 08/25/2029 | 0.19% |
| JPMBB 2013-C15 C 05.1967 11/15/2045 | 0.19% |
| WFCM 2018-C46 C 04.9784 08/15/2051 | 0.19% |
| GNMA GII30 TBA 04.5000 02/01/2051 | 0.19% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.18% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.18% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.18% |
| JPMDB 2017-C5 XA IO 00.9322 03/15/2050 | 0.18% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.18% |
| SPST 2020-2 A 00.9548 03/26/2021 | 0.18% |
| STACR 2018-DNA2 B1 03.8300 12/25/2030 | 0.18% |
| FISERV INC 04.2000 10/01/2028 | 0.18% |
| ALPHABET INC 02.2500 08/15/2060 | 0.18% |
| FNR 2016-8 SA IO 05.9200 03/25/2046 | 0.18% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.17% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.17% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.17% |
| FREMF 2019-KF71 B P/P 144A 02.4439 10/25/2029 | 0.17% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.17% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.17% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.17% |
| ZOETIS INC 03.9000 08/20/2028 | 0.17% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.17% |
| NETFLIX INC 04.3750 11/15/2026 | 0.17% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.17% |
| WFRBS 2011-C4 C P/P 144A 05.1929 06/15/2044 | 0.17% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.17% |
| CAS 2016-C03 1M2 05.4300 10/25/2028 | 0.17% |
| GNR 2018-168 KS IO 06.0191 12/20/2048 | 0.17% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| MCAS 2020-01 M10 P/P 144A 03.8800 03/25/2050 | 0.16% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| STACR 2016-HQA2 M3 05.2800 11/25/2028 | 0.16% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.16% |
| MSC 2011-C1 D P/P 144A 05.5384 09/15/2047 | 0.16% |
| CIGNA CORP 03.7500 07/15/2023 | 0.16% |
| UBSCM 2018-C12 XA IO 00.8184 08/15/2051 | 0.16% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.16% |
| FNR 2018-44 SA IO 06.0700 06/25/2048 | 0.16% |
| FNR 2019-57 LS IO 05.8520 10/25/2049 | 0.16% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| GNR 2019-83 SW IO 05.9691 07/20/2049 | 0.16% |
| GNR 2020-34 SQ | 0.16% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.16% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.16% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.16% |
| CAS 2017-C07 1EB2 01.1300 05/25/2030 | 0.15% |
| GNR 2019-119 KS IO 05.9211 09/16/2049 | 0.15% |
| BMIR 2019-4A M1C P/P 144A 02.6300 10/25/2029 | 0.15% |
| MRAFT 2020-5 A1 01.1326 08/10/2023 | 0.15% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.15% |
| STACR 2016-HQA3 M3 03.9800 03/25/2029 | 0.15% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.15% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% |
| STACR 2020-HQA1 M2 02.0300 01/25/2050 | 0.15% |
| BBCMS 2020-C7 XA IO 01.6310 04/15/2053 | 0.15% |
| CAS 2018-C05 1B1 04.3800 01/25/2031 | 0.15% |
| GNR 2019-20 SB IO 05.9691 02/20/2049 | 0.15% |
| GNR 2020-32 GS IO 05.9691 03/20/2050 | 0.15% |
| ECOLAB INC 03.2500 12/01/2027 | 0.14% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| GNR 2019-123 SL IO 06.0191 10/20/2049 | 0.14% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.14% |
| JPMCC 2011-C4 C P/P 144A 05.3424 07/15/2046 | 0.14% |
| JPMCC 2012-C8 C P/P 144A 04.6219 10/15/2045 | 0.14% |
| CAS 2020-R01 1M2 02.1800 01/25/2040 | 0.14% |
| COMM 2017-COR2 C 04.5606 09/10/2050 | 0.14% |
| RMIR 2019-1 M2 P/P 144A 03.3300 02/25/2029 | 0.14% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| CSAIL 2019-C17 XA IO 01.3655 09/15/2052 | 0.14% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.14% |
| BANK 2018-BN13 XA 00.5062 08/15/2061 | 0.14% |
| DBUBS 2011-LC2A C P/P 144A 05.4331 07/10/2044 | 0.14% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.14% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.13% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.13% |
| STACR 2018-DNA1 M2 01.9300 07/25/2030 | 0.13% |
| GNR 2019-30 SH IO 05.9191 03/20/2049 | 0.13% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.13% |
| WFCM 2020-C57 C 04.0242 08/15/2053 | 0.13% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.13% |
| CAS 2016-C02 1M2 06.1300 09/25/2028 | 0.13% |
| FHR 4839 WS IO 05.9735 08/15/2056 | 0.13% |
| BOEING CO 04.8750 05/01/2025 | 0.13% |
| CAS 2016-C03 2M2 06.0300 10/25/2028 | 0.13% |
| FNR 2019-3 SA IO 05.9700 02/25/2049 | 0.13% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.13% |
| WAMU 2005-AR13 A1C4 00.9900 10/25/2045 | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.13% |
| FHMS K104 X1 IO 01.1268 01/25/2030 | 0.13% |
| STACR 2018-DNA2 M2 02.2800 12/25/2030 | 0.13% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.13% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.13% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.13% |
| UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.13% |
| WFCM 2017-C41 XA IO 01.2072 11/15/2050 | 0.13% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| CAS 2020-SBT1 1M2 03.7800 02/25/2040 | 0.12% |
| FHMS K110 X1 IO 01.6980 04/25/2030 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| MSBAM 2014-C14 C 05.0502 02/15/2047 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.12% |
| STACR 2020-DNA2 B1 02.6300 02/25/2050 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.12% |
| JPMDB 2019-COR6 IO 00.9428 11/13/2052 | 0.12% |
| STACR 2015-DNA3 M3 04.8300 04/25/2028 | 0.12% |
| CAS 2017-C03 1M2 03.1300 10/25/2029 | 0.12% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.12% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| STACR 2016-DNA2 M3 04.7800 10/25/2028 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| CAS 2018-R07 1B1 MTGE 04.4800 04/25/2031 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.12% |
| STACR 2018-HQA1 M2 02.4300 09/25/2030 | 0.12% |
| FNR 2015-66 AS IO 06.1020 09/25/2045 | 0.12% |
| STACR 2016-DNA3 M3 05.1300 12/25/2028 | 0.12% |
| MSRR 2015-R4 CB1 00.9737 08/26/2047 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.11% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| FHR 4738 QS IO 06.0735 12/15/2047 | 0.11% |
| GNR 2019-83 JS IO 05.9691 07/20/2049 | 0.11% |
| MRAFT 2020-4 A1 01.4826 04/23/2023 | 0.11% |
| DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% |
| FNR 2017-108 SA IO 06.0200 01/25/2048 | 0.11% |
| GNR 2019-108 S IO 05.9191 08/20/2049 | 0.11% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.11% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.11% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.11% |
| STACR 2019-DNA1 M2 02.7800 01/25/2049 | 0.11% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.11% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.11% |
| CAS 2017-C04 2M2 02.9800 11/25/2029 | 0.11% |
| PACIFICORP 02.7000 09/15/2030 | 0.11% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.11% |
| GSMS 2014-GC18 C 04.9885 01/10/2047 | 0.11% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.11% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.10% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.10% |
| MWST 2020-1 A 01.0300 10/25/2053 | 0.10% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.10% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| FNR 2019-59 SD IO 05.9200 10/25/2049 | 0.10% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% |
| MWST 2019-1 A 00.9300 06/25/2052 | 0.10% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| MSBAM 2013-C10 E P/P 144A 04.0814 07/15/2046 | 0.10% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.10% |
| COMM 2014-CR17 D P/P 144A 04.8469 05/10/2047 | 0.10% |
| CAS 2017-C01 1B1 05.8800 07/25/2029 | 0.10% |
| FHR 4461 SB IO 06.0735 04/15/2045 | 0.10% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.10% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| STACR 2018-HQA2 M2 02.4300 10/25/2048 | 0.10% |
| WFRBS 2013-C12 C 04.3172 03/15/2048 | 0.10% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.10% |
| MSC 2012-C4 C P/P 144A 05.4185 03/15/2045 | 0.10% |
| CSMC 2016-NXSR XA IO 00.7558 12/15/2049 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| COMM 2019-GC44 XA IO 00.6526 08/15/2057 | 0.10% |
| FNR 2016-91 AS IO 05.9700 12/25/2046 | 0.10% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.10% |
| UBSCM 2012-C1 D P/P 144A 05.5688 05/10/2045 | 0.10% |
| CSAIL 2015-C1 C 04.2640 04/15/2050 | 0.09% |
| GNR 2018-148 GS IO 05.9711 02/16/2046 | 0.09% |
| JPMBB 2014-C25 D P/P 144A 03.9479 11/15/2047 | 0.09% |
| UBSCM 2017-C7 XA IO 01.0322 12/15/2050 | 0.09% |
| FREMF 2018-KF43 B P/P 144A 02.2939 01/25/2028 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.09% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| BSCMS 2007-T26 AJ 05.4316 01/12/2045 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| COMM 2014-CR17 C 04.7831 05/10/2047 | 0.09% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.09% |
| FHR 4596 CS IO 05.9735 06/15/2046 | 0.08% |
| FOX CORP 03.0500 04/07/2025 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| GNR 2014-131 BS IO 06.0711 09/16/2044 | 0.08% |
| GNR 2016-H23 NI IO 02.3678 10/20/2066 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| JPMCC 2012-C8 D P/P 144A 04.6700 10/15/2045 | 0.08% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| GNR 2010-31 SA IO 05.6191 03/20/2040 | 0.08% |
| GNR 2018-155 SE IO 05.9691 11/20/2048 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| STACR 2017-HQA1 M2 03.6800 08/25/2029 | 0.08% |
| ZOETIS INC 02.0000 05/15/2030 | 0.08% |
| CAS 2020-R02 2M2 02.1300 01/25/2040 | 0.08% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.08% |
| FNR 2018-29 S IO 06.0520 05/25/2048 | 0.08% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.08% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.08% |
| COMM 2012-CR1 C 05.3192 05/15/2045 | 0.08% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.08% |
| GNR 2020-H02 GI IO 02.6743 01/20/2070 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| BANK 2020-BN26 XA IO 01.2373 03/15/2063 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.08% |
| FNR 2014-87 MS IO 06.1200 01/25/2045 | 0.08% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| GNMA GII30 TBA 03.0000 02/01/2051 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| MSC 2018-H4 XA 00.8594 12/15/2051 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.08% |
| CAS 2017-C07 1B1 04.1300 05/25/2030 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| UBSCM 2012-C1 C P/P 144A 05.5688 05/10/2045 | 0.08% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.07% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.07% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.07% |
| GNR 2012-149 GS IO 06.0691 12/20/2042 | 0.07% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| WBCMT 2005-C21 E P/P 144A 05.1598 10/15/2044 | 0.07% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.07% |
| CAS 2017-C01 1EB1 01.3800 07/25/2029 | 0.07% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.07% |
| STACR 2017-DNA2 B1 05.2800 10/25/2029 | 0.07% |
| COMM 2014-CR18 C 04.7462 07/15/2047 | 0.07% |
| MSC 2018-H3 XA 00.8283 07/15/2051 | 0.07% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.07% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.07% |
| EFMT 2020-1 A2 03.3530 05/25/2065 | 0.07% |
| GNR 2010-9 YD IO 06.6711 01/16/2040 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.07% |
| CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.07% |
| GNR 2019-21 SJ IO 05.9191 02/20/2049 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.07% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.06% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| STACR 2020-DNA2 M2 01.9800 02/25/2050 | 0.06% |
| CAS 2017-C06 1B1 04.2800 02/25/2030 | 0.06% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| JPMBB 2013-C14 E P/P 144A 04.7018 08/15/2046 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| GNR 2019-44 SA IO 05.9191 04/20/2049 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| MWST 2020-2 A 00.9300 11/25/2053 | 0.06% |
| STACR 2019-HQA1 M2 02.4800 02/25/2049 | 0.06% |
| GNR 2014-H11 GI IO 01.4948 06/20/2064 | 0.06% |
| GNR 2016-H02 HI IO 02.5288 01/20/2066 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| GNR 2019-H14 IB IO 02.6723 08/20/2069 | 0.06% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.06% |
| CAS 2017-C02 2ED3 01.4800 09/25/2029 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FOX CORP 04.0300 01/25/2024 | 0.06% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.06% |
| GNR 2018-H20 BI IO 02.7275 06/20/2068 | 0.06% |
| GNR 2019-65 BS IO 05.9691 05/20/2049 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CWALT 2007-OA6 A1A 00.2700 06/25/2037 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| FHMS K100 X1 IO 00.6501 09/25/2029 | 0.06% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.06% |
| MSC 2016-UB12 XA IO 00.7450 12/15/2049 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| FHR 4839 AS IO 05.9235 06/15/2042 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| BCAP 2015-RR5 2A2 01.6908 01/26/2046 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 02/01/2051 | 0.06% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.06% |
| GNR 2014-H07 BI IO 01.4866 05/20/2064 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| COMM 2014-CR19 D P/P 144A 04.7083 08/10/2047 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| FHR 4912 PS IO 05.9200 09/25/2049 | 0.05% |
| GNR 2018-H05 AI IO 01.6952 02/20/2068 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| GNR 2019-H02 DI IO 02.6955 11/20/2068 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.1417 05/15/2045 | 0.05% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| AON PLC 04.2500 12/12/2042 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% |
| BHLD 2020-1 A3 03.3950 02/25/2055 | 0.05% |
| BMIR 2020-2A M1C 04.1300 08/26/2030 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNR 2015-H12 GI IO 01.8078 05/20/2065 | 0.05% |
| GNR 2016-H11 HI IO 02.1041 01/20/2066 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| STACR 2014-DN2 M3 03.7300 04/25/2024 | 0.05% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.05% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| COMM 2014-LC15 XA IO 01.0865 04/10/2047 | 0.05% |
| FHR 4077 HS IO 05.9735 07/15/2042 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.3520 08/15/2046 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| STACR 2014-HQ2 M3 03.8800 09/25/2024 | 0.05% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.05% |
| WAMU 2005-AR17 A1B2 00.9500 12/25/2045 | 0.05% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FNR 2018-1 MS IO 06.0200 02/25/2048 | 0.05% |
| CGCMT 2014-GC19 X IO 01.1380 03/10/2047 | 0.05% |
| GNR 2015-H10 CI IO 01.8146 04/20/2065 | 0.05% |
| STACR 2017-HQA2 M2 02.7800 12/25/2029 | 0.05% |
| WFCM 2014-LC16 XA IO 01.0883 08/15/2050 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNR 2015-H12 AI IO 01.8731 05/20/2065 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| EMIR 2018-1 M1 01.8300 11/25/2028 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.04% |
| GNR 2017-H12 QI IO 02.6020 05/20/2067 | 0.04% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.04% |
| STACR 2015-HQA2 M3 04.9300 05/25/2028 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.04% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.04% |
| GNR 2015-H09 BI IO 01.7002 03/20/2065 | 0.04% |
| GNR 2015-H20 AI IO 01.8360 08/20/2065 | 0.04% |
| GNR 2018-H02 EI IO 00.9116 01/20/2068 | 0.04% |
| STACR 2017-DNA1 M2 03.3800 07/25/2029 | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| WFRBS 2012-C7 D P/P 144A 04.8043 06/15/2045 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.04% |
| CAS 2019-R02 1B1 04.2800 08/25/2031 | 0.04% |
| CAS 2019-R03 1M2 02.2800 09/25/2031 | 0.04% |
| CAS 2020-SBT1 2M2 03.7800 02/25/2040 | 0.04% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.04% |
| GNR 2015-H16 XI IO 02.4622 07/20/2065 | 0.04% |
| NZES 2020-PLS1 A P/P 144A 03.8440 12/25/2025 | 0.04% |
| GNR 2015-H04 AI IO 01.5723 12/20/2064 | 0.04% |
| GNR 2015-H12 EI IO 01.7198 04/20/2065 | 0.04% |
| GNR 2017-H23 BI IO 01.9007 11/20/2067 | 0.04% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNR 2018-91 SJ IO 06.1191 07/20/2048 | 0.04% |
| GNR 2019-78 SJ IO 05.9191 06/20/2049 | 0.04% |
| GSMS 2013-GC10 XA IO 01.4878 02/10/2046 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| STACR 2017-HQA2 M2B 02.7800 12/25/2029 | 0.04% |
| CAS 2016-C06 1M2 04.3800 04/25/2029 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.3362 08/10/2044 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| WAMU 2005-AR13 A1B2 00.9900 10/25/2045 | 0.04% |
| COMM 2013-CR6 D P/P 144A 04.0895 03/10/2046 | 0.04% |
| GNR 2017-H14 EI IO 01.7384 06/20/2067 | 0.04% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNR 2015-H25 CI IO 01.9058 10/20/2065 | 0.04% |
| GNR 2016-H04 KI IO 02.7576 02/20/2066 | 0.04% |
| GNR 2019-125 SG IO 05.9191 10/20/2049 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| CAS 2019-R06 2M2 02.2300 09/25/2039 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.04% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.04% |
| GNR 2015-H15 JI IO 01.9688 06/20/2065 | 0.04% |
| GNR 2015-H26 DI IO 01.8908 10/20/2065 | 0.04% |
| GNR 2016-H24 JI IO 02.1956 11/20/2066 | 0.03% |
| JPMCC 2016-JP2 XA IO 01.7919 08/15/2049 | 0.03% |
| MSBAM 2013-C12 XA IO 00.5883 10/15/2046 | 0.03% |
| MSBAM 2015-C26 XA IO 01.0168 10/15/2048 | 0.03% |
| OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| CAS 2016-C05 2M2 04.5800 01/25/2029 | 0.03% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.03% |
| STACR 2018-DNA3 B1 04.0300 09/25/2048 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.03% |
| COMM 2014-UBS6 XA IO 00.8870 12/10/2047 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2015-H25 AI IO 01.6272 09/20/2065 | 0.03% |
| GNR 2017-H10 MI IO 02.1269 04/20/2067 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| CAS 2016-C01 1M2 06.8800 08/25/2028 | 0.03% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H28 DI IO 01.5658 08/20/2065 | 0.03% |
| GSMBS 2020-RPL1 M2 03.8441 07/25/2059 | 0.03% |
| GSMS 2014-GC22 XA IO 00.9799 06/10/2047 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| EMIR 2018-1 M2 03.1300 11/25/2028 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8765 11/15/2045 | 0.03% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.03% |
| FNR 2018-94 SA IO 05.9700 01/25/2049 | 0.03% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| TPMT 2015-6 M1 P/P 144A 03.7500 04/25/2055 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.1929 06/15/2044 | 0.03% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| GNR 2010-H19 GI IO 01.4198 08/20/2060 | 0.03% |
| GNR 2017-H08 NI IO 02.2098 03/20/2067 | 0.03% |
| JPMCC 2011-C3 D P/P 144A 05.7004 02/15/2046 | 0.03% |
| MSC 2016-BNK2 XA IO 01.0460 11/15/2049 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| WFRBS 2013-C14 XA IO 00.7182 06/15/2046 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| CAS 2017-C03 1B1 04.9800 10/25/2029 | 0.03% |
| COMM 2013-CR13 E P/P 144A 04.8853 11/10/2046 | 0.03% |
| COMM 2014-CR17 XA IO 00.9673 05/10/2047 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| WFRBS 2014-C23 XA IO 00.5624 10/15/2057 | 0.03% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.03% |
| CAS 2019-R01 2M2 02.5800 07/25/2031 | 0.03% |
| CCMFC 2004-3A A2 00.4300 08/25/2035 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| JPMCC 2011-C3 F P/P 144A 05.7004 02/15/2046 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| STACR 2017-DNA2 M2 03.5800 10/25/2029 | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| COMM 2012-CR1 D P/P 144A 05.3192 05/15/2045 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.02% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| GNR 2016-H27 BI IO 02.5448 12/20/2066 | 0.02% |
| GNR 2019-121 SD IO 05.8691 10/20/2049 | 0.02% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.02% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CAS 2015-C04 1M2 05.8300 04/25/2028 | 0.02% |
| COMM 2015-CR23 XA IO 00.8920 05/10/2048 | 0.02% |
| GNMA GII30 AI2340 04.4840 05/20/2065 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| JPMCC 2013-C10 XA IO 00.9641 12/15/2047 | 0.02% |
| MSBAM 2013-C7 XA IO 01.3279 02/15/2046 | 0.02% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% |
| STACR 2015-DN1 M3 04.2800 01/25/2025 | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GSMS 2014-GC18 XA IO 01.0045 01/10/2047 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| JPMCC 2013-C16 XA IO 00.9172 12/15/2046 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.02% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.02% |
| CAS 2018-C05 1M2 02.4800 01/25/2031 | 0.02% |
| CAS 2019-R05 1M2 02.1300 07/25/2039 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6013 12/10/2045 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| JPMCC 2013-LC11 X IO 01.2463 04/15/2046 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.02% |
| COMM 2014-UBS4 XA IO 01.1022 08/10/2047 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2015-H17 CI IO 01.5899 06/20/2065 | 0.02% |
| STACR 2020-HQA4 M2 03.2800 09/25/2050 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5217 12/15/2045 | 0.02% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| COMM 2013-LC13 XA IO 01.1106 08/10/2046 | 0.02% |
| FHR 3408 EK 25.2841 04/15/2037 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| GNMA GII30 BA7681 04.6060 06/20/2067 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| GSMS 2013-GC12 XA IO 01.4059 06/10/2046 | 0.02% |
| MSBAM 2013-C10 F P/P 144A 04.0814 07/15/2046 | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| WFRBS 2014-C22 XA IO 00.8042 09/15/2057 | 0.02% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| CGCMT 2013-GC17 X IO 01.0259 11/10/2046 | 0.02% |
| FHR 3852 NT 05.8735 05/15/2041 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2015-H01 CI IO 01.6237 12/20/2064 | 0.02% |
| JPMBB 2014-C25 XA IO 00.8450 11/15/2047 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MSC 2012-C4 E P/P 144A 05.4185 03/15/2045 | 0.02% |
| NHEL 2004-2 M4 01.9300 09/25/2034 | 0.02% |
| OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.02% |
| STACR 2019-DNA2 B1 04.4800 03/25/2049 | 0.02% |
| WFRBS 2012-C10 D P/P 144A 04.4270 12/15/2045 | 0.02% |
| WFRBS 2012-C10 E P/P 144A 04.4270 12/15/2045 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| CAS 2017-C05 1B1 03.7300 01/25/2030 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 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 2019-99 KS IO 05.9191 08/20/2049 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.02% |
| WAMU 2005-AR1 A2B 00.9300 01/25/2045 | 0.02% |
| WAMU 2005-AR2 2A1B 00.8700 01/25/2045 | 0.02% |
| CAS 2018-C01 1M2 02.3800 07/25/2030 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| WAMU 2005-AR17 A1B3 00.8300 12/25/2045 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7395 12/15/2047 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| COMM 2014-CR19 XA IO 00.9712 08/10/2047 | 0.02% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 01.7300 10/25/2028 | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4186 12/15/2047 | 0.02% |
| JPMCC 2012-LC9 XA IO 01.4906 12/15/2047 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% |
| CAS 2017-C06 2M2 02.9300 02/25/2030 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMM 2014-CR18 XA IO 01.0092 07/15/2047 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 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 2015-52 IE IO 04.0000 01/16/2043 | 0.01% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| SAIL 2004-10 A10 01.0300 11/25/2034 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| BMIR 2018-2A M1C P/P 144A 01.7300 08/25/2028 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 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% |
| OPTN FN30 2.5 02/04/21 CALL 105.25 JPMC | 0.01% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMM 2014-UBS6 C 04.4457 12/10/2047 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 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% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.01% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| CAS 2017-C02 2M2 03.7800 09/25/2029 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 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 CG | 0.01% |
| COMM 2014-LC17 XA IO 00.7226 10/10/2047 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 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 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAS 2018-R07 1M2 02.5300 04/25/2031 | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3065 DC 19.4805 03/15/2035 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 AX8927 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 2006-62 PS 39.1200 07/25/2036 | 0.01% |
| FNR 2011-4 CS 12.6400 05/25/2040 | 0.01% |
| GNMA GII30 AW8447 04.3270 05/20/2067 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.01% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1715 03/15/2045 | 0.01% |
| 1.5125 R ISWP US0003M P 01/08/2051 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 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 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNR 2005-106 JC 19.7209 12/25/2035 | 0.01% |
| FNR 2005-122 SE 22.5820 11/25/2035 | 0.01% |
| FNR 2006-8 HP 24.0900 03/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CAS 2016-C04 1M2 04.3800 01/25/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 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 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 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 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| GNR 2020-15 CS IO 05.9191 02/20/2050 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1300 04/25/2027 | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 1.059 R ISWP US0003M P 01/11/2031 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6680 05/20/2065 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.3520 08/15/2046 | 0.01% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 1.996 R ISWP US0003M P 01/20/2031 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 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 2013-129 SN IO 06.0191 09/20/2043 | 0.01% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| SWPTN 1MX5Y R 0.576 USD 02/08/2021 GS | 0.01% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.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 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COMM 2012-LC4 XA IO P/P 144A 02.0960 12/10/2044 | 0.00% |
| FHR 3249 PS 21.8576 12/15/2036 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FLR USL3M 5.00 03/14/2021 JP | 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 AR3945 UMBS 03.0000 03/01/2043 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 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 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| PACIFICORP 06.2500 10/15/2037 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.00% |
| 1.5945 R ISWP US0003M P 01/15/2051 | 0.00% |
| CAS 2016-C07 2M2 04.4800 05/25/2029 | 0.00% |
| CAS 2018-C06 1M2 02.1300 03/25/2031 | 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.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.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-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 2990 LB 16.6224 06/15/2034 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 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 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 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 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 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 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 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 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 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0578 05/10/2045 | 0.00% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2017-C01 1M2 03.6800 07/25/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 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.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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 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 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 19.8600 08/25/2035 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 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 MA0395 05.0000 09/20/2042 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6716 11/15/2044 | 0.00% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.173 R ISWP US0003M P 01/14/2031 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 2976 LC 23.9562 05/15/2035 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 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 BC0390 UMBS 04.5000 12/01/2045 | 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 BO0212 UMBS 04.5000 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 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AH1094 04.6800 06/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4670 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.4950 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 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 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 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5719 05/20/2065 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% |
| 1.1355 R ISWP US0003M P 01/13/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| 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% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 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% |
| 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 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 17.0560 11/25/2034 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| GNMA GII30 AN1902 04.5720 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4910 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6180 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3716 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 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 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% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 1MX5Y P 0.576 USD 02/08/2021 GS | 0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2235 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.228 R ISWP US0003M P 01/14/2023 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.512 R ISWP US0003M P 01/11/2026 | 0.00% |
| 1.1045 R ISWP US0003M P 01/21/2031 | 0.00% |
| 1.1185 R ISWP US0003M P 01/15/2031 | 0.00% |
| 1.1245 R ISWP US0003M P 01/13/2031 | 0.00% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.00% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% |
| 1.1745 R ISWP US0003M P 01/14/2031 | 0.00% |
| 1.5995 R ISWP US0003M P 01/12/2051 | 0.00% |
| 1.6125 R ISWP US0003M P 01/15/2051 | 0.00% |
| BACM 2007-1 XW IO 00.4246 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6057 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5334 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.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.8583 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0259 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| 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 00.3862 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0619 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% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2860 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1016 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1710 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1710 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 1MX10Y R 1.196 USD 02/12/2021 CI | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4153 11/15/2048 | 0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -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-.13 2072-12-16 300.0 12/16/2072 JP | -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-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -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-.13 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-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -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% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% |
| 0.201 R ISWP US0003M P 01/05/2023 | -0.00% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.00% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | -0.00% |
| 1.0991 R ISWP US0003M P 01/15/2031 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.589 R ISWP FWD US0003M P 01/26/2051 | -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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| 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.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.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 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -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% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -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.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 1MX10Y P 1.196 USD 02/12/2021 CI | -0.01% |
| 1.0535 R ISWP US0003M P 01/29/2031 | -0.01% |
| 1.1749 R ISWP US0003M P 01/14/2031 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| OPTN FN30 2.5 02/04/21 PUT 105.25 JPMC | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.01% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.01% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.01% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.01% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.02% |
| 1.535 R ISWP US0003M P 02/01/2051 | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -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 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% |
| 0.9305 R ISWP US0003M P 01/06/2031 | -0.02% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 7YX10Y R 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% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.03% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 0.944 R ISWP US0003M P 01/05/2031 | -0.03% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.04% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.04% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.05% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.05% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.05% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.06% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.06% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.06% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.08% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.08% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.09% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.09% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.10% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.10% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.13% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.31% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.31% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.37% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.38% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.40% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.48% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.60% |
| FNMA FN30 TBA UMBS 01.5000 03/01/2051 | -0.78% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.79% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.80% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.87% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -22.50% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 12.17% |
|---|---|
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 10.06% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2051 | 9.87% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 7.69% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 7.60% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 7.59% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | 7.02% |
| US ULTRA BOND CBT MAR21 WNH1 | 5.19% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 2.62% |
| US 10YR ULTRA FUT MAR21 UXYH1 | 2.43% |
| REPO TRIPA TREAS 0.06 01/04/2021 | 2.24% |
| GNMA GII30 TBA 03.5000 01/01/2051 | 1.16% |
| US LONG BOND(CBT) MAR21 USH1 | 1.12% |
| TREASURY BILL 00.0000 06/17/2021 | 1.04% |
| GNMA GII30 TBA 04.0000 01/01/2051 | 0.95% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.80% |
| VERIZON COMM 04.3290 09/21/2028 | 0.78% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.77% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.66% |
| TREASURY BILL 00.0000 01/26/2021 | 0.62% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 0.62% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.60% |
| COMCAST CORP 03.4500 02/01/2050 | 0.56% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TPJ4 DCP 02/18/2021 | 0.55% |
| CASH MGMT BILL 00.0000 03/23/2021 | 0.55% |
| FHLB 313385AN6 GDC 01/13/2021 | 0.55% |
| TREASURY BILL 00.0000 02/02/2021 | 0.55% |
| TREASURY BILL 00.0000 02/09/2021 | 0.55% |
| TREASURY BILL 00.0000 09/09/2021 | 0.55% |
| TREASURY BILL 00.0000 10/07/2021 | 0.55% |
| TREASURY BILL 00.0000 04/08/2021 | 0.53% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.52% |
| BEDFORD ROW FUNDING CORP 07644AQW7 DCP 03/30/2021 | 0.52% |
| LLOYDS BANK PLC 53943RQV4 DCP 03/29/2021 | 0.51% |
| NATIONWIDE BUILDING SOCIETY 6385E0NK5 DCP 01/19/2021 | 0.51% |
| TREASURY BILL 00.0000 01/05/2021 | 0.50% |
| ATLANTIC ASSET SECURITIZATION 04821TNL5 DCP 01/20/2021 | 0.50% |
| COLLATERALIZED COMMERCIAL PAP 19423JNU7 DCP 01/28/2021 | 0.50% |
| COMMONWEALTH BANK OF AUSTRALI 20272DPB0 DCP 02/11/2021 | 0.50% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YNL4 DCP 01/20/2021 | 0.50% |
| NATIONAL AUSTRALIA BANK LTD 63254ENL0 DCP 01/20/2021 | 0.50% |
| SHEFFIELD RECEIVABLES CO LLC 82124LNB4 DCP 01/11/2021 | 0.50% |
| ALPINE SECURITIZATION LLC 02088WQ94 DCP 03/09/2021 | 0.50% |
| AUSTRALIA & NEW ZEALAND BANKI 05253AQH6 DCP 03/17/2021 | 0.50% |
| BPCE SA 05571BQK2 DCP 03/19/2021 | 0.50% |
| CASH MGMT BILL 00.0000 05/11/2021 | 0.50% |
| FMS WERTMANAGEMENT 34411GQS8 DCP 03/26/2021 | 0.50% |
| MATCHPOINT FINANCE PLC 57666AQ21 DCP 03/02/2021 | 0.50% |
| OLD LINE FUNDING LLC 67984XH58 DCP 03/29/2021 | 0.50% |
| TORONTO DOMINION HOLDINGS USA 89116EPQ0 DCP 02/24/2021 | 0.50% |
| TREASURY BILL 00.0000 04/22/2021 | 0.50% |
| TREASURY BILL 00.0000 06/03/2021 | 0.50% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.49% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.49% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.48% |
| FHLB 313385CG9 GDC 02/24/2021 | 0.48% |
| MANHATTAN ASSET FUNDING CO LL 56274LPP3 DCP 02/23/2021 | 0.48% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.48% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.47% |
| FHLB 313385AQ9 GDC 01/15/2021 | 0.47% |
| NRW BANK 62939LNU9 DCP 01/28/2021 | 0.45% |
| CASH MGMT BILL 00.0000 03/09/2021 | 0.44% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.42% |
| GNR 2020-18 GS IO 05.8984 02/20/2050 | 0.41% |
| TOTAL CAPITAL CANADA LTD 89153PP97 DCP 02/09/2021 | 0.41% |
| FAIRWAY FINANCE CO LLC 30601VP88 DCP 02/08/2021 | 0.40% |
| CAFCO LLC 1247P2PC2 DCP 02/12/2021 | 0.39% |
| GNR 2020-55 SA IO 05.8984 04/20/2050 | 0.38% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.37% |
| WESTPAC BANKING CORP/NY 9612C0Q36 DCP 03/03/2021 | 0.35% |
| AT&T INC 04.3500 03/01/2029 | 0.35% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.35% |
| MCAS 2019-01 M10 P/P 144A 03.3980 10/15/2049 | 0.34% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.34% |
| GNR 2020-11 SY IO 05.9484 01/20/2050 | 0.33% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.33% |
| ABBVIE INC 03.2000 11/21/2029 | 0.33% |
| US BANCORP 01.3750 07/22/2030 | 0.32% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.32% |
| GNR 2020-47 SG IO 05.8484 02/20/2049 | 0.32% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.32% |
| BROADCOM INC 04.1500 11/15/2030 | 0.31% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.30% |
| CSAIL 2015-C4 B 04.3129 11/15/2048 | 0.30% |
| UBSBB 2012-C3 C P/P 144A 05.0299 08/10/2049 | 0.30% |
| STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.30% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.29% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.29% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.29% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.29% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.29% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.28% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.28% |
| WFCM 2019-C50 XA IO 01.4184 05/15/2052 | 0.28% |
| FNR 2020-12 SK IO 05.9020 03/25/2050 | 0.28% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.28% |
| VISIO 2019-1 A3 03.8250 06/25/2054 | 0.28% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.28% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.27% |
| GNR 2020-112 MS IO 06.1484 08/20/2050 | 0.27% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.27% |
| AT&T INC 04.3000 02/15/2030 | 0.27% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.26% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.25% |
| GNR 2020-142 SB IO 06.1484 09/20/2050 | 0.25% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.25% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.25% |
| AT&T INC 03.3000 02/01/2052 | 0.25% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.24% |
| GNR 2020-98 KS IO 06.0484 07/20/2050 | 0.24% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.24% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.24% |
| MSC 2011-C1 D P/P 144A 05.5629 09/15/2047 | 0.24% |
| EQUINIX INC 03.2000 11/18/2029 | 0.24% |
| BMIR 2017-1 M2 P/P 144A 03.4980 10/25/2027 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| FREMF 2019-KF66 B P/P 144A 02.5534 07/25/2029 | 0.23% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.23% |
| STACR 2016-HQA1 M3 06.4980 09/25/2028 | 0.23% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.23% |
| STACR 2019-DNA1 B1 04.7980 01/25/2049 | 0.23% |
| SUMITOMO MITSUI TRUST BANK LT 86564YP30 DCP 02/03/2021 | 0.23% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.23% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.22% |
| STACR 2019-DNA3 M2 02.1980 07/25/2049 | 0.22% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.22% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.22% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.22% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.22% |
| MRAIT 2020-2 A2 | 0.22% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.21% |
| COMCAST CORP 03.9990 11/01/2049 | 0.21% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.21% |
| FNR 2019-74 S IO 05.8520 12/25/2049 | 0.21% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.21% |
| BROADCOM INC 05.0000 04/15/2030 | 0.21% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.21% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.21% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.20% |
| STACR 2020-HQA3 M2 03.7480 07/25/2050 | 0.20% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.20% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.20% |
| LIBERTY STREET FUNDING LLC 53127TP56 DCP 02/05/2021 | 0.20% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.20% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.20% |
| CD 2017-CD6 C 04.2668 11/13/2050 | 0.19% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.19% |
| STACR 2020-HQA2 M2 03.2480 03/25/2050 | 0.19% |
| STACR 2017-HQA1 M2B 03.6980 08/25/2029 | 0.19% |
| BACM 2015-UBS7 B 04.3594 09/15/2048 | 0.19% |
| ALPHABET INC 02.2500 08/15/2060 | 0.19% |
| GNMA GII30 TBA 04.5000 01/01/2051 | 0.19% |
| WFCM 2018-C46 C 04.9785 08/15/2051 | 0.19% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.18% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.18% |
| JPMBB 2013-C15 C 05.1969 11/15/2045 | 0.18% |
| JPMDB 2017-C5 XA IO 00.9325 03/15/2050 | 0.18% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.18% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.18% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.18% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.18% |
| FISERV INC 04.2000 10/01/2028 | 0.18% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.18% |
| FNR 2016-8 SA IO 05.9020 03/25/2046 | 0.18% |
| STACR 2018-DNA2 B1 03.8480 12/25/2030 | 0.18% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.17% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.17% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.17% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.17% |
| GNR 2018-168 KS IO 05.9984 12/20/2048 | 0.17% |
| ZOETIS INC 03.9000 08/20/2028 | 0.17% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.17% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.17% |
| CAS 2016-C03 1M2 05.4480 10/25/2028 | 0.17% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.17% |
| WFRBS 2011-C4 C P/P 144A 05.1930 06/15/2044 | 0.17% |
| FREMF 2019-KF71 B P/P 144A 02.4534 10/25/2029 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.16% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.16% |
| STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.16% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.16% |
| FNR 2018-44 SA IO 06.0520 06/25/2048 | 0.16% |
| UBSCM 2018-C12 XA IO 00.8192 08/15/2051 | 0.16% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.16% |
| FNR 2019-57 LS IO 05.8520 10/25/2049 | 0.16% |
| GNR 2020-34 SQ | 0.16% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.16% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.16% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.16% |
| CIGNA CORP 03.7500 07/15/2023 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.16% |
| GNR 2019-119 KS IO 05.8969 09/16/2049 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.15% |
| CAS 2017-C07 1EB2 01.1480 05/25/2030 | 0.15% |
| MCAS 2020-01 M10 P/P 144A 03.8980 03/25/2050 | 0.15% |
| MRAFT 2020-5 A1 01.1488 08/10/2023 | 0.15% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.15% |
| GNR 2019-20 SB IO 05.9484 02/20/2049 | 0.15% |
| GNR 2020-32 GS IO 05.9484 03/20/2050 | 0.15% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.15% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% |
| STACR 2020-HQA1 M2 02.0480 01/25/2050 | 0.15% |
| GNR 2019-123 SL IO 05.9984 10/20/2049 | 0.15% |
| BMIR 2019-4A M1C P/P 144A 02.6480 10/25/2029 | 0.15% |
| ECOLAB INC 03.2500 12/01/2027 | 0.14% |
| CAS 2018-C05 1B1 04.3980 01/25/2031 | 0.14% |
| BBCMS 2020-C7 XA IO 01.6313 04/15/2053 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.14% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.14% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| CSAIL 2019-C17 XA IO 01.3657 09/15/2052 | 0.14% |
| JPMCC 2011-C4 C P/P 144A 05.4261 07/15/2046 | 0.14% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| RMIR 2019-1 M2 P/P 144A 03.3480 02/25/2029 | 0.14% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.14% |
| CAS 2020-R01 1M2 02.1980 01/25/2040 | 0.14% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.14% |
| GNR 2019-83 SW IO 05.9484 07/20/2049 | 0.14% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.14% |
| BANK 2018-BN13 XA 00.5069 08/15/2061 | 0.14% |
| GNR 2019-30 SH IO 05.8984 03/20/2049 | 0.14% |
| OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.14% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.14% |
| COMM 2017-COR2 C 04.5607 09/10/2050 | 0.13% |
| DBUBS 2011-LC2A C P/P 144A 05.4874 07/10/2044 | 0.13% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.13% |
| JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.13% |
| JPMCC 2012-C8 C P/P 144A 04.6220 10/15/2045 | 0.13% |
| WAMU 2005-AR13 A1C4 01.0080 10/25/2045 | 0.13% |
| FHR 4839 WS IO 05.9414 08/15/2056 | 0.13% |
| FNR 2019-3 SA IO 05.9520 02/25/2049 | 0.13% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.13% |
| STACR 2018-DNA1 M2 01.9480 07/25/2030 | 0.13% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.13% |
| BOEING CO 04.8750 05/01/2025 | 0.13% |
| CAS 2016-C02 1M2 06.1480 09/25/2028 | 0.13% |
| CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.13% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.13% |
| WFCM 2020-C57 C 04.0242 08/15/2053 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.13% |
| FHMS K110 X1 IO 01.6981 04/25/2030 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| WFCM 2017-C41 XA IO 01.2087 11/15/2050 | 0.13% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| STACR 2018-DNA2 M2 02.2980 12/25/2030 | 0.13% |
| CAS 2020-SBT1 1M2 03.7980 02/25/2040 | 0.12% |
| FHMS K104 X1 IO 01.1271 01/25/2030 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.12% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.12% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.12% |
| MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| JPMDB 2019-COR6 IO 00.9433 11/13/2052 | 0.12% |
| STACR 2015-DNA3 M3 04.8480 04/25/2028 | 0.12% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.12% |
| STACR 2020-DNA2 B1 02.6480 02/25/2050 | 0.12% |
| CAS 2017-C03 1M2 03.1480 10/25/2029 | 0.12% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| FNR 2015-66 AS IO 06.1020 09/25/2045 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.12% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.12% |
| STACR 2016-DNA2 M3 04.7980 10/25/2028 | 0.12% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| STACR 2016-DNA3 M3 05.1480 12/25/2028 | 0.12% |
| STACR 2018-HQA1 M2 02.4480 09/25/2030 | 0.12% |
| GNR 2019-83 JS IO 05.9484 07/20/2049 | 0.11% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.11% |
| CAS 2018-R07 1B1 MTGE 04.4980 04/25/2031 | 0.11% |
| MSRR 2015-R4 CB1 00.9758 08/26/2047 | 0.11% |
| FHR 4738 QS IO 06.0414 12/15/2047 | 0.11% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.11% |
| FNR 2017-108 SA IO 06.0020 01/25/2048 | 0.11% |
| GNR 2019-108 S IO 05.8984 08/20/2049 | 0.11% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.11% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.11% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.11% |
| DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.11% |
| PACIFICORP 02.7000 09/15/2030 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.11% |
| CAS 2017-C04 2M2 02.9980 11/25/2029 | 0.11% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.11% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.11% |
| GSMS 2014-GC18 C 04.9886 01/10/2047 | 0.10% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.10% |
| FNR 2019-59 SD IO 05.9020 10/25/2049 | 0.10% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.10% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.10% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.10% |
| FHR 4461 SB IO 06.0414 04/15/2045 | 0.10% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| COMM 2014-CR17 D P/P 144A 04.8470 05/10/2047 | 0.10% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.10% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| CAS 2017-C01 1B1 05.8980 07/25/2029 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| MSBAM 2013-C10 E P/P 144A 04.0816 07/15/2046 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| WFRBS 2013-C12 C 04.3190 03/15/2048 | 0.10% |
| CSMC 2016-NXSR XA IO 00.7578 12/15/2049 | 0.10% |
| FNR 2016-91 AS IO 05.9520 12/25/2046 | 0.10% |
| MSC 2012-C4 C P/P 144A 05.4185 03/15/2045 | 0.10% |
| COMM 2019-GC44 XA IO 00.6531 08/15/2057 | 0.10% |
| GNR 2018-148 GS IO 05.9469 02/16/2046 | 0.10% |
| STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| FREMF 2018-KF43 B P/P 144A 02.3034 01/25/2028 | 0.10% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0336 12/15/2050 | 0.10% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| UBSCM 2012-C1 D P/P 144A 05.5689 05/10/2045 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.09% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| JPMBB 2014-C25 D P/P 144A 03.9480 11/15/2047 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| BSCMS 2007-T26 AJ 05.4318 01/12/2045 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.09% |
| NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.09% |
| CSAIL 2015-C1 C 04.2643 04/15/2050 | 0.09% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.09% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.09% |
| FHR 4596 CS IO 05.9414 06/15/2046 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| GNR 2010-31 SA IO 05.5984 03/20/2040 | 0.09% |
| GNR 2016-H23 NI IO 02.3708 10/20/2066 | 0.09% |
| COMM 2014-CR17 C 04.7832 05/10/2047 | 0.08% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.08% |
| FOX CORP 03.0500 04/07/2025 | 0.08% |
| GNR 2014-131 BS IO 06.0469 09/16/2044 | 0.08% |
| GNR 2018-155 SE IO 05.9484 11/20/2048 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| ZOETIS INC 02.0000 05/15/2030 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.08% |
| FNR 2014-87 MS IO 06.1020 01/25/2045 | 0.08% |
| GNR 2020-H02 GI IO 02.8409 01/20/2070 | 0.08% |
| JPMCC 2012-C8 D P/P 144A 04.6701 10/15/2045 | 0.08% |
| STACR 2017-HQA1 M2 03.6980 08/25/2029 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| CAS 2020-R02 2M2 02.1480 01/25/2040 | 0.08% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| FNR 2018-29 S IO 06.0520 05/25/2048 | 0.08% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| BANK 2020-BN26 XA IO 01.2378 03/15/2063 | 0.08% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| COMM 2012-CR1 C 05.3193 05/15/2045 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.08% |
| GNR 2012-149 GS IO 06.0484 12/20/2042 | 0.08% |
| MSC 2018-H4 XA 00.8598 12/15/2051 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| BCAP 2015-RR5 2A2 01.8134 01/26/2046 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.08% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.08% |
| WBCMT 2005-C21 E P/P 144A 05.0999 10/15/2044 | 0.08% |
| CAS 2017-C07 1B1 04.1480 05/25/2030 | 0.07% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.07% |
| CAS 2017-C01 1EB1 01.3980 07/25/2029 | 0.07% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.07% |
| MSC 2018-H3 XA 00.8289 07/15/2051 | 0.07% |
| GNR 2019-21 SJ IO 05.8984 02/20/2049 | 0.07% |
| STACR 2017-DNA2 B1 05.2980 10/25/2029 | 0.07% |
| COMM 2014-CR18 C 04.7432 07/15/2047 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| GNR 2010-9 YD IO 06.6469 01/16/2040 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.07% |
| CSAIL 2015-C1 D P/P 144A 03.7643 04/15/2050 | 0.07% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.07% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.07% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| EFMT 2020-1 A2 03.3530 05/25/2065 | 0.07% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.07% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.07% |
| GNR 2019-44 SA IO 05.8984 04/20/2049 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.06% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| STACR 2020-DNA2 M2 01.9980 02/25/2050 | 0.06% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.06% |
| GNR 2014-H11 GI IO 01.4824 06/20/2064 | 0.06% |
| GNR 2016-H02 HI IO 02.9195 01/20/2066 | 0.06% |
| GNR 2019-H14 IB IO 02.8429 08/20/2069 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| CAS 2017-C06 1B1 04.2980 02/25/2030 | 0.06% |
| GNR 2019-65 BS IO 05.9484 05/20/2049 | 0.06% |
| STACR 2014-DN4 M3 04.6980 10/25/2024 | 0.06% |
| STACR 2019-HQA1 M2 02.4980 02/25/2049 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.06% |
| GNR 2018-H20 BI IO 02.8308 06/20/2068 | 0.06% |
| JPMBB 2013-C14 E P/P 144A 04.7018 08/15/2046 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CAS 2017-C02 2ED3 01.4980 09/25/2029 | 0.06% |
| CWALT 2007-OA6 A1A 00.2880 06/25/2037 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FHMS K100 X1 IO 00.6501 09/25/2029 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| FOX CORP 04.0300 01/25/2024 | 0.06% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| MSC 2016-UB12 XA IO 00.7476 12/15/2049 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| FHR 4839 AS IO 05.8914 06/15/2042 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| GNR 2014-H07 BI IO 01.4751 05/20/2064 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2051 | 0.06% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.06% |
| OPTN FN30 2.0 02/04/21 CALL 103.34375 JPMC | 0.06% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| FHR 4912 PS IO 05.9020 09/25/2049 | 0.06% |
| GNR 2018-H05 AI IO 02.2690 02/20/2068 | 0.06% |
| STACR 2014-DN2 M3 03.7480 04/25/2024 | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.05% |
| CIT BANK NA 02.9690 09/27/2025 | 0.05% |
| COMM 2014-CR19 D P/P 144A 04.7108 08/10/2047 | 0.05% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.05% |
| GNR 2016-H11 HI IO 02.1024 01/20/2066 | 0.05% |
| GNR 2019-H02 DI IO 02.8309 11/20/2068 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| GNR 2015-H12 GI IO 01.8017 05/20/2065 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.1519 05/15/2045 | 0.05% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.05% |
| STACR 2014-HQ2 M3 03.8980 09/25/2024 | 0.05% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% |
| BHLD 2020-1 A3 03.3950 02/25/2055 | 0.05% |
| COMM 2014-LC15 XA IO 01.0874 04/10/2047 | 0.05% |
| FHR 4077 HS IO 05.9414 07/15/2042 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% |
| BMIR 2020-2A M1C 04.1480 08/26/2030 | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.05% |
| WAMU 2005-AR17 A1B2 00.9680 12/25/2045 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| FNR 2018-1 MS IO 06.0020 02/25/2048 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.05% |
| CGCMT 2014-GC19 X IO 01.1390 03/10/2047 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.3521 08/15/2046 | 0.05% |
| WFCM 2014-LC16 XA IO 01.0889 08/15/2050 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| STACR 2017-HQA2 M2 02.7980 12/25/2029 | 0.05% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| CAS 2019-R03 1M2 02.2980 09/25/2031 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.04% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.04% |
| GNR 2015-H10 CI IO 01.8054 04/20/2065 | 0.04% |
| GNR 2017-H12 QI IO 02.6274 05/20/2067 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.04% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.04% |
| EMIR 2018-1 M1 01.8480 11/25/2028 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.04% |
| GNR 2015-H09 BI IO 01.6887 03/20/2065 | 0.04% |
| GNR 2015-H20 AI IO 01.8300 08/20/2065 | 0.04% |
| NZES 2020-PLS1 A P/P 144A 03.8440 12/25/2025 | 0.04% |
| STACR 2015-HQA2 M3 04.9480 05/25/2028 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.04% |
| GNR 2015-H12 AI IO 01.8635 05/20/2065 | 0.04% |
| GNR 2015-H16 XI IO 02.4638 07/20/2065 | 0.04% |
| GNR 2018-H02 EI IO 01.8836 01/20/2068 | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| STACR 2017-DNA1 M2 03.3980 07/25/2029 | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% |
| CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.04% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H04 AI IO 02.2667 12/20/2064 | 0.04% |
| GNR 2015-H12 EI IO 01.7100 04/20/2065 | 0.04% |
| GNR 2019-78 SJ IO 05.8984 06/20/2049 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| CAS 2019-R02 1B1 04.2980 08/25/2031 | 0.04% |
| CAS 2020-SBT1 2M2 03.7980 02/25/2040 | 0.04% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.04% |
| GNR 2017-H23 BI IO 01.8921 11/20/2067 | 0.04% |
| GNR 2018-91 SJ IO 06.0984 07/20/2048 | 0.04% |
| GSMS 2013-GC10 XA IO 01.4889 02/10/2046 | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| WAMU 2005-AR13 A1B2 01.0080 10/25/2045 | 0.04% |
| WFRBS 2012-C7 D P/P 144A 04.8098 06/15/2045 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| CAS 2016-C06 1M2 04.3980 04/25/2029 | 0.04% |
| CAS 2019-R06 2M2 02.2480 09/25/2039 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.04% |
| STACR 2017-HQA2 M2B 02.7980 12/25/2029 | 0.04% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNR 2016-H04 KI IO 02.8081 02/20/2066 | 0.04% |
| GNR 2017-H14 EI IO 01.7641 06/20/2067 | 0.04% |
| GNR 2019-125 SG IO 05.8984 10/20/2049 | 0.04% |
| GSMS 2014-GC22 XA IO 00.9803 06/10/2047 | 0.04% |
| STACR 2019-DNA4 B1 02.8480 10/25/2049 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GNR 2015-H25 CI IO 01.9077 10/20/2065 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| COMM 2013-CR6 D P/P 144A 04.0897 03/10/2046 | 0.04% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| GNR 2015-H15 JI IO 01.9590 06/20/2065 | 0.04% |
| GNR 2015-H26 DI IO 01.8842 10/20/2065 | 0.04% |
| GNR 2016-H24 JI IO 02.1979 11/20/2066 | 0.04% |
| MSBAM 2013-C12 XA IO 00.5893 10/15/2046 | 0.04% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.03% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| JPMCC 2016-JP2 XA IO 01.7965 08/15/2049 | 0.03% |
| MSBAM 2015-C26 XA IO 01.0171 10/15/2048 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.03% |
| GNR 2015-H25 AI IO 01.6175 09/20/2065 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.03% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.03% |
| COMM 2014-UBS6 XA IO 00.8875 12/10/2047 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2015-H28 DI IO 01.5546 08/20/2065 | 0.03% |
| GNR 2017-H10 MI IO 02.1534 04/20/2067 | 0.03% |
| STACR 2015-DN1 M3 04.2980 01/25/2025 | 0.03% |
| STACR 2018-DNA3 B1 04.0480 09/25/2048 | 0.03% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.03% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.03% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8781 11/15/2045 | 0.03% |
| CAS 2016-C01 1M2 06.8980 08/25/2028 | 0.03% |
| FNR 2018-94 SA IO 05.9520 01/25/2049 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.03% |
| EMIR 2018-1 M2 03.1480 11/25/2028 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GSMBS 2020-RPL1 M2 03.8508 07/25/2059 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| TPMT 2015-6 M1 P/P 144A 03.7500 04/25/2055 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| MSC 2016-BNK2 XA IO 01.0483 11/15/2049 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| WFRBS 2013-C14 XA IO 00.7190 06/15/2046 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| GNR 2010-H19 GI IO 01.4101 08/20/2060 | 0.03% |
| GNR 2017-H08 NI IO 02.2436 03/20/2067 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| WFRBS 2014-C23 XA IO 00.5644 10/15/2057 | 0.03% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| CCMFC 2004-3A A2 00.4480 08/25/2035 | 0.03% |
| COMM 2014-CR17 XA IO 00.9679 05/10/2047 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| JPMCC 2011-C3 D P/P 144A 05.6961 02/15/2046 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.1930 06/15/2044 | 0.03% |
| CAS 2017-C03 1B1 04.9980 10/25/2029 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GNR 2019-121 SD IO 05.8484 10/20/2049 | 0.03% |
| JPMCC 2013-C10 XA IO 00.9637 12/15/2047 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| STACR 2017-DNA2 M2 03.5980 10/25/2029 | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% |
| CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.02% |
| CAS 2019-R05 1M2 02.1480 07/25/2039 | 0.02% |
| COMM 2012-CR1 D P/P 144A 05.3193 05/15/2045 | 0.02% |
| COMM 2013-CR13 E P/P 144A 04.8856 11/10/2046 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.02% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.02% |
| GNMA GII30 AI2340 04.4840 05/20/2065 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| GNR 2016-H27 BI IO 01.8584 12/20/2066 | 0.02% |
| JPMCC 2011-C3 F P/P 144A 05.6961 02/15/2046 | 0.02% |
| MSBAM 2013-C7 XA IO 01.3292 02/15/2046 | 0.02% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.02% |
| COMM 2015-CR23 XA IO 00.8925 05/10/2048 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GSMS 2014-GC18 XA IO 01.0053 01/10/2047 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| JPMCC 2013-C16 XA IO 00.9237 12/15/2046 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6026 12/10/2045 | 0.02% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.02% |
| CAS 2018-C05 1M2 02.4980 01/25/2031 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| OPTN FN30 3.0 01/07/21 CALL 104.53125 JPMC | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| JPMCC 2013-LC11 X IO 01.2474 04/15/2046 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| SAIL 2004-10 A10 01.0480 11/25/2034 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5232 12/15/2045 | 0.02% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.02% |
| COMM 2013-LC13 XA IO 01.1119 08/10/2046 | 0.02% |
| COMM 2014-UBS4 XA IO 01.1026 08/10/2047 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.02% |
| FHR 3408 EK 25.1548 04/15/2037 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BA7681 04.6110 06/20/2067 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2015-H17 CI IO 01.5823 06/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| STACR 2020-HQA4 M2 03.2980 09/25/2050 | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| FHR 3852 NT 05.8414 05/15/2041 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GSMS 2013-GC12 XA IO 01.4071 06/10/2046 | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| WFRBS 2014-C22 XA IO 00.8048 09/15/2057 | 0.02% |
| CGCMT 2013-GC17 X IO 01.0268 11/10/2046 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.02% |
| GNR 2015-H01 CI IO 01.6172 12/20/2064 | 0.02% |
| GNR 2019-99 KS IO 05.8984 08/20/2049 | 0.02% |
| JPMBB 2014-C25 XA IO 00.8455 11/15/2047 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MSBAM 2013-C10 F P/P 144A 04.0816 07/15/2046 | 0.02% |
| NHEL 2004-2 M4 01.9480 09/25/2034 | 0.02% |
| STACR 2019-DNA2 B1 04.4980 03/25/2049 | 0.02% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.02% |
| WAMU 2005-AR1 A2B 00.9480 01/25/2045 | 0.02% |
| WFRBS 2012-C10 D P/P 144A 04.4272 12/15/2045 | 0.02% |
| WFRBS 2012-C10 E P/P 144A 04.4272 12/15/2045 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| BMIR 2018-2A M1C P/P 144A 01.7480 08/25/2028 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MSC 2012-C4 E P/P 144A 05.4185 03/15/2045 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| WAMU 2005-AR17 A1B3 00.8480 12/25/2045 | 0.02% |
| WAMU 2005-AR2 2A1B 00.8880 01/25/2045 | 0.02% |
| CAS 2017-C05 1B1 03.7480 01/25/2030 | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| JPMCC 2012-LC9 XA IO 01.4918 12/15/2047 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CAS 2018-C01 1M2 02.3980 07/25/2030 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| COMM 2014-CR18 XA IO 01.0068 07/15/2047 | 0.02% |
| COMM 2014-CR19 XA IO 00.9755 08/10/2047 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4186 12/15/2047 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| CAS 2017-C06 2M2 02.9480 02/25/2030 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.01% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.01% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.01% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7480 10/25/2028 | 0.01% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.01% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 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% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMM 2014-UBS6 C 04.4459 12/10/2047 | 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 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 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% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| CAS 2017-C02 2M2 03.7980 09/25/2029 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| COMM 2014-LC17 XA IO 00.7232 10/10/2047 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNR 2011-4 CS 12.6040 05/25/2040 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 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 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1729 03/15/2045 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| CAS 2018-R07 1M2 02.5480 04/25/2031 | 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.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| FHR 3065 DC 19.3841 03/15/2035 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 AX8927 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 2006-62 PS 39.0120 07/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 AW8447 04.3260 05/20/2067 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| 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% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNR 2005-106 JC 19.6651 12/25/2035 | 0.01% |
| FNR 2005-122 SE 22.5820 11/25/2035 | 0.01% |
| FNR 2006-8 HP 24.0240 03/25/2036 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CAS 2016-C04 1M2 04.3980 01/25/2029 | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 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 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| GNR 2020-15 CS IO 05.8984 02/20/2050 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1480 04/25/2027 | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 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.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6680 05/20/2065 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.3521 08/15/2046 | 0.01% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.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% |
| COMM 2012-LC4 XA IO P/P 144A 02.0966 12/10/2044 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 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 2013-129 SN IO 05.9984 09/20/2043 | 0.01% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FHR 2990 LB 16.5402 06/15/2034 | 0.00% |
| FHR 3249 PS 21.7515 12/15/2036 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FLR USL3M 5.00 03/14/2021 JP | 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 AR3945 UMBS 03.0000 03/01/2043 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 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 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| PACIFICORP 06.2500 10/15/2037 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| CAS 2016-C07 2M2 04.4980 05/25/2029 | 0.00% |
| CAS 2018-C06 1M2 02.1480 03/25/2031 | 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.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 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 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 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 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 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 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 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 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 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.00% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0593 05/10/2045 | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6726 11/15/2044 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 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 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 19.8060 08/25/2035 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AH1094 04.6800 06/20/2065 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| SWPTN 1MX5Y P 0.43 USD 01/11/2021 GS | 0.00% |
| SWPTN 1MX5Y R 0.43 USD 01/11/2021 GS | 0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 2976 LC 23.8384 05/15/2035 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 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 BC0390 UMBS 04.5000 12/01/2045 | 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 BO0212 UMBS 04.5000 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 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4650 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.4950 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 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 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 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5605 05/20/2065 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | 0.00% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| 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% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 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 4004 IO IO 03.0000 03/15/2026 | 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 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 17.0092 11/25/2034 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| GNMA GII30 AN1902 04.5720 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4910 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6240 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP3716 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 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 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% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 5WX10Y P 1.1213 USD 01/11/2021 BA | 0.00% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| BACM 2007-1 XW IO 00.4249 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5565 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5170 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.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7316 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0142 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| 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 00.3864 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0622 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| 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% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2863 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1475 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1475 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 05.6942 07/15/2045 | 0.00% |
| OPTN FN30 3.0 01/07/21 PUT 104.53125 JPMC | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2655 11/15/2048 | 0.00% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | -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.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.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-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5WX30Y P 1.5843 USD 01/11/2021 BA | -0.00% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | -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 JP | -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 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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-.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 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -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 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 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 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.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.7 2047-01-17 200.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -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 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -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-.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% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 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.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.01% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| 1.26 R ISWP US0003M P 12/01/2050 | -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 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 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 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.02% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.02% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -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 ML | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| OPTN FN30 2.0 02/04/21 PUT 103.34375 JPMC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.03% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.03% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.03% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.04% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.05% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -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% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.05% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.06% |
| OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.07% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.08% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.08% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.08% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -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 ML | -0.12% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2051 | -0.13% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.15% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.31% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.37% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.40% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.43% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.47% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.62% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.80% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.89% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.95% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -20.78% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 21.80% |
|---|---|
| US 10YR NOTE (CBT)MAR21 TYH1 | 7.79% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 7.69% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 7.12% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 6.50% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 5.75% |
| US ULTRA BOND CBT MAR21 WNH1 | 5.31% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 4.78% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 3.08% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 2.89% |
| REPO TRIPA TREAS 0.08 12/01/2020 | 2.50% |
| US 10YR ULTRA FUT MAR21 UXYH1 | 2.47% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 1.93% |
| GNMA GII30 TBA 03.5000 12/01/2050 | 1.17% |
| US LONG BOND(CBT) MAR21 USH1 | 1.15% |
| GNMA GII30 TBA 04.0000 12/01/2050 | 0.96% |
| FED HOME LN DISCOUNT NT 313384S83 GDC 12/11/2020 | 0.93% |
| FED HOME LN DISCOUNT NT 313384S67 GDC 12/09/2020 | 0.90% |
| TREASURY BILL 00.0000 12/22/2020 | 0.80% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.80% |
| VERIZON COMM 04.3290 09/21/2028 | 0.79% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 0.72% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.69% |
| TREASURY BILL 00.0000 01/26/2021 | 0.63% |
| TREASURY BILL 00.0000 12/08/2020 | 0.63% |
| TREASURY BILL 00.0000 12/24/2020 | 0.63% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 0.63% |
| SOCIETE GENERALE SA 83369BM94 DCP 12/09/2020 | 0.62% |
| FED HOME LN DISCOUNT NT 313384R76 GDC 12/02/2020 | 0.62% |
| COMCAST CORP 03.4500 02/01/2050 | 0.58% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TPJ4 DCP 02/18/2021 | 0.56% |
| CASH MGMT BILL 00.0000 02/02/2021 | 0.55% |
| CASH MGMT BILL 00.0000 02/09/2021 | 0.55% |
| CASH MGMT BILL 00.0000 03/23/2021 | 0.55% |
| FHLB 313385AN6 GDC 01/13/2021 | 0.55% |
| TREASURY BILL 00.0000 12/10/2020 | 0.55% |
| TREASURY BILL 00.0000 04/08/2021 | 0.54% |
| TREASURY BILL 00.0000 01/05/2021 | 0.50% |
| BPCE SA 05571BQK2 DCP 03/19/2021 | 0.50% |
| COLLATERALIZED COMMERCIAL PAP 19423JNU7 DCP 01/28/2021 | 0.50% |
| LIBERTY STREET FUNDING LLC 53127TM83 DCP 12/08/2020 | 0.50% |
| MATCHPOINT FINANCE PLC 57666AM25 DCP 12/02/2020 | 0.50% |
| METLIFE SHORT TERM FUNDING LL 59157TMM2 DCP 12/21/2020 | 0.50% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YNL4 DCP 01/20/2021 | 0.50% |
| NATIONAL AUSTRALIA BANK LTD 63254ENL0 DCP 01/20/2021 | 0.50% |
| NATIONWIDE BUILDING SOCIETY 6385E0M91 DCP 12/09/2020 | 0.50% |
| NESTLE FINANCE INTERNATIONAL 64106GMH3 DCP 12/17/2020 | 0.50% |
| OLD LINE FUNDING LLC 67984XGX8 DCP 12/21/2020 | 0.50% |
| TORONTO-DOMINION BANK/THE 89119AMB1 DCP 12/11/2020 | 0.50% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.50% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.50% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.49% |
| FMS WERTMANAGEMENT 34411GM94 DCP 12/09/2020 | 0.49% |
| FHLB 313385CG9 GDC 02/24/2021 | 0.49% |
| MANHATTAN ASSET FUNDING CO LL 56274LPP3 DCP 02/23/2021 | 0.49% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.48% |
| FHLB 313385AQ9 GDC 01/15/2021 | 0.48% |
| CASH MGMT BILL 00.0000 03/09/2021 | 0.45% |
| MIZUHO BANK LTD/NEW YORK NY 60689FM88 DCP 12/08/2020 | 0.43% |
| GNR 2020-18 GS IO 05.9035 02/20/2050 | 0.42% |
| ATLANTIC ASSET SECURITIZATION 04821TM77 DCP 12/07/2020 | 0.42% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.42% |
| TOTAL CAPITAL CANADA LTD 89153PP97 DCP 02/09/2021 | 0.42% |
| CAFCO LLC 1247P2PC2 DCP 02/12/2021 | 0.40% |
| AUSTRALIA & NEW ZEALAND BANKI 05253AMG2 DCP 12/16/2020 | 0.38% |
| BARCLAYS BANK PLC CCP 06742VYE5 DCP 12/11/2020 | 0.38% |
| CANADIAN IMPERIAL BANK OF COM 13608AMN3 DCP 12/22/2020 | 0.38% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.38% |
| AT&T INC 04.3500 03/01/2029 | 0.35% |
| GNR 2020-11 SY IO 05.9535 01/20/2050 | 0.35% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.35% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.34% |
| MCAS 2019-01 M10 P/P 144A 03.4001 10/15/2049 | 0.34% |
| FHMS K105 X1 IO 01.6450 01/25/2030 | 0.34% |
| ABBVIE INC 03.2000 11/21/2029 | 0.33% |
| GNR 2020-47 SG IO 05.8535 02/20/2049 | 0.33% |
| US BANCORP 01.3750 07/22/2030 | 0.33% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.32% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.32% |
| MSC 2011-C3 B P/P 144A 05.4191 07/15/2049 | 0.31% |
| OPTN FN30 2.0 01/07/21 CALL 102.59375 JPMC | 0.31% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.31% |
| FNR 2020-12 SK IO 05.8999 03/25/2050 | 0.31% |
| CSAIL 2015-C4 B 04.4652 11/15/2048 | 0.30% |
| UBSBB 2012-C3 C P/P 144A 05.1976 08/10/2049 | 0.30% |
| STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.30% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.30% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.30% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.30% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.29% |
| COMM 2018-COR3 C 04.7127 05/10/2051 | 0.29% |
| WFCM 2019-C50 XA IO 01.5860 05/15/2052 | 0.29% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.28% |
| VISIO 2019-1 A3 03.8250 06/25/2054 | 0.28% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.28% |
| GNR 2020-112 MS IO 06.1535 08/20/2050 | 0.28% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.28% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.28% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.28% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.27% |
| AT&T INC 04.3000 02/15/2030 | 0.27% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.27% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.27% |
| BROADCOM INC 04.1500 11/15/2030 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.26% |
| GNR 2020-142 SB IO 06.1535 09/20/2050 | 0.26% |
| GNR 2020-98 KS IO 06.0535 07/20/2050 | 0.25% |
| AT&T INC 03.3000 02/01/2052 | 0.25% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.25% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.25% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.24% |
| MSC 2011-C1 D P/P 144A 05.7952 09/15/2047 | 0.24% |
| EQUINIX INC 03.2000 11/18/2029 | 0.24% |
| BMIR 2017-1 M2 P/P 144A 03.5001 10/25/2027 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.24% |
| STACR 2016-HQA1 M3 06.5001 09/25/2028 | 0.24% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.24% |
| FREMF 2019-KF66 B P/P 144A 02.5403 07/25/2029 | 0.23% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.23% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.23% |
| SUMITOMO MITSUI TRUST BANK LT 86564YP30 DCP 02/03/2021 | 0.23% |
| STACR 2019-DNA1 B1 04.8001 01/25/2049 | 0.23% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.23% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.23% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.23% |
| FNR 2019-74 S IO 05.8499 12/25/2049 | 0.23% |
| STACR 2019-DNA3 M2 02.2001 07/25/2049 | 0.23% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.22% |
| COMCAST CORP 03.9990 11/01/2049 | 0.22% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.22% |
| MRAIT 2020-2 A2 | 0.22% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.22% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.22% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.22% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.21% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.21% |
| BROADCOM INC 04.3000 11/15/2032 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.21% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.21% |
| BACM 2015-UBS7 B 04.5048 09/15/2048 | 0.20% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.20% |
| STACR 2020-HQA3 M2 03.7501 07/25/2050 | 0.20% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.20% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.20% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.20% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.20% |
| JPMDB 2017-C5 XA IO 01.0847 03/15/2050 | 0.20% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.20% |
| ALPHABET INC 02.2500 08/15/2060 | 0.19% |
| STACR 2020-HQA2 M2 03.2501 03/25/2050 | 0.19% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.19% |
| GNMA GII30 TBA 04.5000 12/01/2050 | 0.19% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.19% |
| CD 2017-CD6 C 04.4095 11/13/2050 | 0.19% |
| JPMBB 2013-C15 C 05.3715 11/15/2045 | 0.19% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.18% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.18% |
| FISERV INC 04.2000 10/01/2028 | 0.18% |
| FNR 2016-8 SA IO 05.8999 03/25/2046 | 0.18% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.18% |
| GNR 2018-168 KS IO 06.0035 12/20/2048 | 0.18% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.18% |
| STACR 2018-DNA2 B1 03.8501 12/25/2030 | 0.17% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.17% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.17% |
| FNR 2018-44 SA IO 06.0499 06/25/2048 | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.17% |
| AT&T INC 04.1000 02/15/2028 | 0.17% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.17% |
| ZOETIS INC 03.9000 08/20/2028 | 0.17% |
| AES CORP/THE P/P 144A 02.4500 01/15/2031 | 0.17% |
| GNR 2020-34 SQ | 0.17% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.17% |
| CAS 2016-C03 1M2 05.4501 10/25/2028 | 0.17% |
| FNR 2019-57 LS IO 05.8499 10/25/2049 | 0.17% |
| WFRBS 2011-C4 C P/P 144A 05.3828 06/15/2044 | 0.17% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.17% |
| UBSCM 2018-C12 XA IO 00.9853 08/15/2051 | 0.17% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.17% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.17% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.17% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.16% |
| FREMF 2019-KF71 B P/P 144A 02.4403 10/25/2029 | 0.16% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.16% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.16% |
| CIGNA CORP 03.7500 07/15/2023 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| GNR 2019-119 KS IO 05.9091 09/16/2049 | 0.16% |
| GNR 2020-32 GS IO 05.9535 03/20/2050 | 0.16% |
| GNR 2019-20 SB IO 05.9535 02/20/2049 | 0.16% |
| GNR 2019-123 SL IO 06.0035 10/20/2049 | 0.16% |
| CAS 2017-C07 1EB2 01.1501 05/25/2030 | 0.15% |
| MRAFT 2020-5 A1 08/10/2023 | 0.15% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.15% |
| FHR 4839 WS IO 05.9591 08/15/2056 | 0.15% |
| STACR 2016-HQA3 M3 04.0001 03/25/2029 | 0.15% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.15% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% |
| STACR 2020-HQA1 M2 02.0501 01/25/2050 | 0.15% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.15% |
| BMIR 2019-4A M1C P/P 144A 02.6501 10/25/2029 | 0.15% |
| ECOLAB INC 03.2500 12/01/2027 | 0.15% |
| MCAS 2020-01 M10 P/P 144A 03.9001 03/25/2050 | 0.15% |
| BBCMS 2020-C7 XA IO 01.7451 04/15/2053 | 0.14% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.14% |
| GNR 2019-83 SW IO 05.9535 07/20/2049 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| CAS 2018-C05 1B1 04.4001 01/25/2031 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.14% |
| CSAIL 2019-C17 XA IO 01.5086 09/15/2052 | 0.14% |
| FNR 2019-3 SA IO 05.9499 02/25/2049 | 0.14% |
| GNR 2019-30 SH IO 05.9035 03/20/2049 | 0.14% |
| JPMCC 2011-C4 C P/P 144A 05.5253 07/15/2046 | 0.14% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| BANK 2018-BN13 XA 00.6568 08/15/2061 | 0.14% |
| WAMU 2005-AR13 A1C4 01.0101 10/25/2045 | 0.14% |
| CAS 2020-R01 1M2 02.2001 01/25/2040 | 0.14% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.14% |
| RMIR 2019-1 M2 P/P 144A 03.3501 02/25/2029 | 0.14% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.14% |
| DBUBS 2011-LC2A C P/P 144A 05.6703 07/10/2044 | 0.14% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.14% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.14% |
| COMM 2017-COR2 C 04.7128 09/10/2050 | 0.13% |
| JPMCC 2012-C8 C P/P 144A 04.7777 10/15/2045 | 0.13% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.13% |
| CAS 2016-C02 1M2 06.1501 09/25/2028 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| STACR 2018-DNA1 M2 01.9501 07/25/2030 | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.13% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.13% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.13% |
| WFCM 2017-C41 XA IO 01.3602 11/15/2050 | 0.13% |
| BOEING CO 04.8750 05/01/2025 | 0.13% |
| FHMS K110 X1 IO 01.8149 04/25/2030 | 0.13% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.13% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| STACR 2018-DNA2 M2 02.3001 12/25/2030 | 0.13% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.13% |
| FHMS K104 X1 IO 01.1271 01/25/2030 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.2519 01/10/2045 | 0.12% |
| CAS 2020-SBT1 1M2 03.8001 02/25/2040 | 0.12% |
| FNR 2015-66 AS IO 06.0999 09/25/2045 | 0.12% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.12% |
| STACR 2015-DNA3 M3 04.8501 04/25/2028 | 0.12% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.12% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.12% |
| JPMDB 2019-COR6 IO 01.0747 11/13/2052 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.12% |
| MSBAM 2014-C14 C 05.2187 02/15/2047 | 0.12% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| STACR 2020-DNA2 B1 02.6501 02/25/2050 | 0.12% |
| CAS 2017-C03 1M2 03.1501 10/25/2029 | 0.12% |
| GNR 2019-83 JS IO 05.9535 07/20/2049 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.12% |
| STACR 2016-DNA2 M3 04.8001 10/25/2028 | 0.12% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| WFCM 2018-C46 C 05.1445 08/15/2051 | 0.12% |
| FNR 2017-108 SA IO 05.9999 01/25/2048 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.12% |
| STACR 2016-DNA3 M3 05.1501 12/25/2028 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| GNR 2019-108 S IO 05.9035 08/20/2049 | 0.12% |
| STACR 2018-HQA1 M2 02.4501 09/25/2030 | 0.12% |
| MSRR 2015-R4 CB1 00.9748 08/26/2047 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.11% |
| CAS 2018-R07 1B1 MTGE 04.5001 04/25/2031 | 0.11% |
| FHR 4738 QS IO 06.0591 12/15/2047 | 0.11% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.11% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.11% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.11% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% |
| FNR 2019-59 SD IO 05.8999 10/25/2049 | 0.11% |
| PACIFICORP 02.7000 09/15/2030 | 0.11% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.11% |
| CAS 2017-C04 2M2 03.0001 11/25/2029 | 0.11% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.11% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.11% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.11% |
| GSMS 2014-GC18 C 05.1549 01/10/2047 | 0.11% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.11% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.10% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.10% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.10% |
| FHR 4461 SB IO 06.0591 04/15/2045 | 0.10% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.10% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.10% |
| CSMC 2016-NXSR XA IO 00.9050 12/15/2049 | 0.10% |
| FNR 2016-91 AS IO 05.9499 12/25/2046 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| GSMS 2014-GC22 C 04.8483 06/10/2047 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| GNR 2018-148 GS IO 05.9591 02/16/2046 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| CAS 2017-C01 1B1 05.9001 07/25/2029 | 0.10% |
| COMM 2019-GC44 XA IO 00.7711 08/15/2057 | 0.10% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.10% |
| WFRBS 2013-C12 C 04.4603 03/15/2048 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| MSBAM 2013-C10 E P/P 144A 04.2178 07/15/2046 | 0.10% |
| MSC 2012-C4 C P/P 144A 05.5992 03/15/2045 | 0.10% |
| STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.10% |
| UBSCM 2017-C7 XA IO 01.1877 12/15/2050 | 0.10% |
| FREMF 2018-KF43 B P/P 144A 02.2903 01/25/2028 | 0.10% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.09% |
| GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.09% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.09% |
| BSCMS 2007-T26 AJ 05.5411 01/12/2045 | 0.09% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.09% |
| FHR 4596 CS IO 05.9591 06/15/2046 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| GNR 2010-31 SA IO 05.6035 03/20/2040 | 0.09% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GNR 2020-H02 GI IO 03.0123 01/20/2070 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| UBSCM 2012-C1 D P/P 144A 05.7545 05/10/2045 | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| COMM 2014-CR17 D P/P 144A 05.0086 05/10/2047 | 0.09% |
| JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.09% |
| JPMBB 2014-C25 D P/P 144A 04.0964 11/15/2047 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| CAS 2018-C05 1M2 02.5001 01/25/2031 | 0.09% |
| GNR 2014-131 BS IO 06.0591 09/16/2044 | 0.09% |
| GNR 2018-155 SE IO 05.9535 11/20/2048 | 0.09% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.09% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.09% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.09% |
| FOX CORP 03.0500 04/07/2025 | 0.09% |
| CSAIL 2015-C1 C 04.4104 04/15/2050 | 0.09% |
| FNR 2018-29 S IO 06.0499 05/25/2048 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.09% |
| ZOETIS INC 02.0000 05/15/2030 | 0.09% |
| COMM 2014-CR17 C 04.9448 05/10/2047 | 0.08% |
| FNR 2014-87 MS IO 06.0999 01/25/2045 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.08% |
| STACR 2017-HQA1 M2 03.7001 08/25/2029 | 0.08% |
| BANK 2020-BN26 XA IO 01.3570 03/15/2063 | 0.08% |
| CAS 2020-R02 2M2 02.1501 01/25/2040 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.08% |
| GNR 2012-149 GS IO 06.0535 12/20/2042 | 0.08% |
| JPMCC 2012-C8 D P/P 144A 04.8258 10/15/2045 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| BCAP 2015-RR5 2A2 01.9530 01/26/2046 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| GNMA GII30 TBA 03.0000 12/01/2050 | 0.08% |
| MSC 2018-H4 XA 01.0294 12/15/2051 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| COMM 2012-CR1 C 05.4966 05/15/2045 | 0.08% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.9307 12/15/2047 | 0.08% |
| JPMBB 2013-C14 E P/P 144A 04.8585 08/15/2046 | 0.08% |
| WBCMT 2005-C21 E P/P 144A 05.2692 10/15/2044 | 0.08% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| CAS 2017-C01 1EB1 01.4001 07/25/2029 | 0.07% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.07% |
| GNR 2019-21 SJ IO 05.9035 02/20/2049 | 0.07% |
| CAS 2017-C07 1B1 04.1501 05/25/2030 | 0.07% |
| MSC 2018-H3 XA 00.9911 07/15/2051 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.07% |
| UBSCM 2012-C1 C P/P 144A 05.7545 05/10/2045 | 0.07% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.07% |
| GNR 2010-9 YD IO 06.6591 01/16/2040 | 0.07% |
| GNR 2019-44 SA IO 05.9035 04/20/2049 | 0.07% |
| STACR 2017-DNA2 B1 05.3001 10/25/2029 | 0.07% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.07% |
| COMM 2014-CR18 C 04.9015 07/15/2047 | 0.07% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.07% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.07% |
| GNR 2019-H14 IB IO 03.0266 08/20/2069 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.07% |
| CSAIL 2015-C1 D P/P 144A 03.9104 04/15/2050 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.07% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.07% |
| GNR 2016-H02 HI IO 03.0124 01/20/2066 | 0.07% |
| GNR 2018-H20 BI IO 02.9395 06/20/2068 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| EFMT 2020-1 A2 03.3530 05/25/2065 | 0.07% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.07% |
| STACR 2014-DN4 M3 04.7001 10/25/2024 | 0.07% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.06% |
| GNR 2014-H11 GI IO 01.4726 06/20/2064 | 0.06% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.06% |
| STACR 2020-DNA2 M2 02.0001 02/25/2050 | 0.06% |
| GNR 2019-65 BS IO 05.9535 05/20/2049 | 0.06% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| CAS 2017-C06 1B1 04.3001 02/25/2030 | 0.06% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.06% |
| CAS 2017-C02 2ED3 01.5001 09/25/2029 | 0.06% |
| CWALT 2007-OA6 A1A 00.2901 06/25/2037 | 0.06% |
| FHMS K100 X1 IO 00.7698 09/25/2029 | 0.06% |
| FHR 4839 AS IO 05.9091 06/15/2042 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FOX CORP 04.0300 01/25/2024 | 0.06% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.06% |
| MSC 2016-UB12 XA IO 00.8882 12/15/2049 | 0.06% |
| WFRBS 2012-C7 D P/P 144A 04.9645 06/15/2045 | 0.06% |
| GNR 2014-H07 BI IO 01.4667 05/20/2064 | 0.06% |
| GNR 2019-H02 DI IO 02.9525 11/20/2068 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| GNR 2018-H05 AI IO 02.5263 02/20/2068 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| GNR 2016-H11 HI IO 02.1025 01/20/2066 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| STACR 2014-DN2 M3 03.7501 04/25/2024 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| FHR 4912 PS IO 05.8999 09/25/2049 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2050 | 0.06% |
| GNR 2015-H12 GI IO 01.7983 05/20/2065 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| COMM 2014-CR19 D P/P 144A 04.8679 08/10/2047 | 0.06% |
| COMM 2014-LC15 XA IO 01.2544 04/10/2047 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| STACR 2014-HQ2 M3 03.9001 09/25/2024 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% |
| BHLD 2020-1 A3 03.3950 02/25/2055 | 0.05% |
| FHR 4077 HS IO 05.9591 07/15/2042 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.05% |
| FNR 2018-1 MS IO 05.9999 02/25/2048 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.3237 05/15/2045 | 0.05% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% |
| WAMU 2005-AR17 A1B2 00.9701 12/25/2045 | 0.05% |
| BMIR 2020-2A M1C 04.1501 08/26/2030 | 0.05% |
| CGCMT 2014-GC19 X IO 01.3097 03/10/2047 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.05% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| WFCM 2014-LC16 XA IO 01.2493 08/15/2050 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.05% |
| GNR 2017-H12 QI IO 02.6511 05/20/2067 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.4973 08/15/2046 | 0.05% |
| STACR 2017-HQA2 M2 02.8001 12/25/2029 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNR 2015-H10 CI IO 01.8005 04/20/2065 | 0.05% |
| CAS 2019-R03 1M2 02.3001 09/25/2031 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 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% |
| GNR 2015-H04 AI IO 03.2019 12/20/2064 | 0.04% |
| GNR 2015-H09 BI IO 01.6840 03/20/2065 | 0.04% |
| GNR 2015-H16 XI IO 02.4469 07/20/2065 | 0.04% |
| GNR 2018-H02 EI IO 02.3474 01/20/2068 | 0.04% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.04% |
| EMIR 2018-1 M1 01.8501 11/25/2028 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GNR 2015-H20 AI IO 01.8248 08/20/2065 | 0.04% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.04% |
| STACR 2015-HQA2 M3 04.9501 05/25/2028 | 0.04% |
| CAS 2019-R06 2M2 02.2501 09/25/2039 | 0.04% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.04% |
| GNR 2015-H12 AI IO 01.8582 05/20/2065 | 0.04% |
| GNR 2019-78 SJ IO 05.9035 06/20/2049 | 0.04% |
| GSMS 2013-GC10 XA IO 01.6367 02/10/2046 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| STACR 2017-DNA1 M2 03.4001 07/25/2029 | 0.04% |
| CAS 2019-HRP1 M2 02.3001 11/25/2039 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.04% |
| GNR 2015-H12 EI IO 01.7022 04/20/2065 | 0.04% |
| GNR 2016-H04 KI IO 02.8379 02/20/2066 | 0.04% |
| GNR 2017-H23 BI IO 01.8878 11/20/2067 | 0.04% |
| GNR 2018-91 SJ IO 06.1035 07/20/2048 | 0.04% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| STACR 2015-DN1 M3 04.3001 01/25/2025 | 0.04% |
| WAMU 2005-AR13 A1B2 01.0101 10/25/2045 | 0.04% |
| CAS 2019-R02 1B1 04.3001 08/25/2031 | 0.04% |
| CAS 2020-SBT1 2M2 03.8001 02/25/2040 | 0.04% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.04% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.04% |
| GNR 2017-H14 EI IO 01.7886 06/20/2067 | 0.04% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.04% |
| CAS 2016-C06 1M2 04.4001 04/25/2029 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| GNR 2015-H25 CI IO 01.8936 10/20/2065 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| STACR 2017-HQA2 M2B 02.8001 12/25/2029 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNR 2015-H26 DI IO 01.8686 10/20/2065 | 0.04% |
| GNR 2016-H24 JI IO 02.5352 11/20/2066 | 0.04% |
| GNR 2019-125 SG IO 05.9035 10/20/2049 | 0.04% |
| GSMS 2014-GC22 XA IO 01.1372 06/10/2047 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| MSBAM 2013-C12 XA IO 00.7491 10/15/2046 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.04% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.04% |
| GNR 2015-H15 JI IO 01.9543 06/20/2065 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| JPMCC 2016-JP2 XA IO 01.9483 08/15/2049 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| STACR 2019-DNA4 B1 02.8501 10/25/2049 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.04% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.04% |
| MSBAM 2015-C26 XA IO 01.1691 10/15/2048 | 0.04% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.03% |
| COMM 2013-CR6 D P/P 144A 04.2262 03/10/2046 | 0.03% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.03% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.03% |
| GNR 2015-H28 DI IO 01.5519 08/20/2065 | 0.03% |
| GNR 2017-H10 MI IO 02.1833 04/20/2067 | 0.03% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.03% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0400 11/15/2045 | 0.03% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.03% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.03% |
| COMM 2014-UBS6 XA IO 01.0361 12/10/2047 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| FNR 2018-94 SA IO 05.9499 01/25/2049 | 0.03% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.03% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.03% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.03% |
| CAS 2016-C01 1M2 06.9001 08/25/2028 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| STACR 2018-DNA3 B1 04.0501 09/25/2048 | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| WFRBS 2013-C14 XA IO 00.8521 06/15/2046 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| EMIR 2018-1 M2 03.1501 11/25/2028 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GSMBS 2020-RPL1 M2 03.8555 07/25/2059 | 0.03% |
| MSC 2016-BNK2 XA IO 01.1805 11/15/2049 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| TPMT 2015-6 M1 P/P 144A 03.7500 04/25/2055 | 0.03% |
| CCMFC 2004-3A A2 00.4501 08/25/2035 | 0.03% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNR 2010-H19 GI IO 01.4056 08/20/2060 | 0.03% |
| GNR 2017-H08 NI IO 02.2716 03/20/2067 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| WFRBS 2014-C23 XA IO 00.7102 10/15/2057 | 0.03% |
| CAS 2019-R05 1M2 02.1501 07/25/2039 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMM 2014-CR17 XA IO 01.1300 05/10/2047 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| JPMCC 2011-C3 F P/P 144A 05.9091 02/15/2046 | 0.03% |
| JPMCC 2013-C10 XA IO 01.1019 12/15/2047 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.3828 06/15/2044 | 0.03% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| JPMCC 2011-C3 D P/P 144A 05.9091 02/15/2046 | 0.03% |
| MSBAM 2013-C7 XA IO 01.4684 02/15/2046 | 0.03% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% |
| CAS 2017-C03 1B1 05.0001 10/25/2029 | 0.03% |
| CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.03% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.03% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% |
| GNR 2016-H27 BI IO 02.2573 12/20/2066 | 0.03% |
| GNR 2019-121 SD IO 05.8535 10/20/2049 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| MSBAM 2013-C10 F P/P 144A 04.2178 07/15/2046 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| STACR 2017-DNA2 M2 03.6001 10/25/2029 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| COMM 2015-CR23 XA IO 01.0359 05/10/2048 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.02% |
| GNMA GII30 AI2340 04.4840 05/20/2065 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.02% |
| COMM 2012-CR1 D P/P 144A 05.4966 05/15/2045 | 0.02% |
| COMM 2013-CR13 E P/P 144A 05.0488 11/10/2046 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GSMS 2014-GC18 XA IO 01.1724 01/10/2047 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| JPMCC 2013-C16 XA IO 01.0923 12/15/2046 | 0.02% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% |
| SAIL 2004-10 A10 01.0501 11/25/2034 | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7528 12/10/2045 | 0.02% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| JPMCC 2013-LC11 X IO 01.3873 04/15/2046 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6721 12/15/2045 | 0.02% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.02% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| BMIR 2018-2A M1C P/P 144A 01.7501 08/25/2028 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMM 2013-LC13 XA IO 01.2893 08/10/2046 | 0.02% |
| COMM 2014-UBS4 XA IO 01.2599 08/10/2047 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| GNMA GII30 BA7681 04.6120 06/20/2067 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2015-H17 CI IO 01.5806 06/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FHR 3408 EK 25.2262 04/15/2037 | 0.02% |
| FHR 3852 NT 05.8591 05/15/2041 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| GSMS 2013-GC12 XA IO 01.5452 06/10/2046 | 0.02% |
| MSBAM 2013-C11 D P/P 144A 04.4973 08/15/2046 | 0.02% |
| NHEL 2004-2 M4 01.9501 09/25/2034 | 0.02% |
| STACR 2020-HQA4 M2 03.3001 09/25/2050 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9545 09/15/2057 | 0.02% |
| CGCMT 2013-GC17 X IO 01.1791 11/10/2046 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.02% |
| GNR 2015-H01 CI IO 01.6135 12/20/2064 | 0.02% |
| JPMBB 2014-C25 XA IO 00.9943 11/15/2047 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| 0.97 R ISWP US0003M P 11/12/2030 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| GNR 2019-99 KS IO 05.9035 08/20/2049 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MSC 2012-C4 E P/P 144A 05.5992 03/15/2045 | 0.02% |
| STACR 2019-DNA2 B1 04.5001 03/25/2049 | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| WAMU 2005-AR1 A2B 00.9501 01/25/2045 | 0.02% |
| WFRBS 2012-C10 E P/P 144A 04.5750 12/15/2045 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.02% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| WAMU 2005-AR2 2A1B 00.5201 01/25/2045 | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| WFRBS 2012-C10 D P/P 144A 04.5750 12/15/2045 | 0.02% |
| CAS 2017-C05 1B1 03.7501 01/25/2030 | 0.02% |
| CAS 2018-C01 1M2 02.4001 07/25/2030 | 0.02% |
| COMM 2014-CR19 XA IO 01.1331 08/10/2047 | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| JPMCC 2012-LC9 XA IO 01.6402 12/15/2047 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% |
| WAMU 2005-AR17 A1B3 00.8501 12/25/2045 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.9307 12/15/2047 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| COMM 2014-CR18 XA IO 01.1655 07/15/2047 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 01.7501 10/25/2028 | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.5658 12/15/2047 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% |
| CAS 2017-C06 2M2 02.9501 02/25/2030 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 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 AX5489 UMBS 03.5000 10/01/2045 | 0.01% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 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% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| COMM 2014-UBS6 C 04.5942 12/10/2047 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 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% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| 1.2965 R ISWP US0003M P 11/17/2050 | 0.01% |
| CAS 2017-C02 2M2 03.8001 09/25/2029 | 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.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 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COMM 2014-LC17 XA IO 00.8755 10/10/2047 | 0.01% |
| FHR 3065 DC 19.4374 03/15/2035 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNR 2011-4 CS 12.5997 05/25/2040 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| WFRBS 2013-C11 XA IO P/P 144A 01.3160 03/15/2045 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAS 2018-R07 1M2 02.5501 04/25/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2006-62 PS 38.9992 07/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| GNMA GII30 AW8447 04.3260 05/20/2067 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| 0.2575 R ISWP US0003M P 11/16/2022 | 0.01% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% |
| CAS 2016-C04 1M2 04.4001 01/25/2029 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2005-106 JC 19.6585 12/25/2035 | 0.01% |
| FNR 2005-122 SE 22.5745 11/25/2035 | 0.01% |
| FNR 2006-8 HP 24.0162 03/25/2036 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| GNR 2020-15 CS IO 05.9035 02/20/2050 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 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 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1501 04/25/2027 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| SWPTN 5WX5Y R 0.48625 USD 12/14/2020 GS | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COMM 2012-LC4 XA IO P/P 144A 02.2816 12/10/2044 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6680 05/20/2065 | 0.01% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.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-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2013-129 SN IO 06.0035 09/20/2043 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 2990 LB 16.5856 06/15/2034 | 0.00% |
| FHR 3249 PS 21.8101 12/15/2036 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FLR USL3M 5.00 03/14/2021 JP | 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 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 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 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 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 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| PACIFICORP 06.2500 10/15/2037 | 0.00% |
| UBSCM 2012-C1 XA IO P/P 144A 02.2462 05/10/2045 | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8321 11/15/2044 | 0.00% |
| CAS 2016-C07 2M2 04.5001 05/25/2029 | 0.00% |
| CAS 2018-C06 1M2 02.1501 03/25/2031 | 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.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 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 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 MA2216 UMBS 04.0000 03/01/2045 | 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 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 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 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 19.7996 08/25/2035 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 AH1094 04.6800 06/20/2065 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% |
| 1.2765 R ISWP US0003M P 11/20/2050 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| 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% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 2976 LC 23.9034 05/15/2035 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 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 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 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 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4640 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.4950 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 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 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 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 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 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5575 05/20/2065 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| OPTN FN30 3.0 12/07/20 CALL 104.546875 JPMC | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| 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 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-.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% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 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 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 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 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 17.0037 11/25/2034 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| GNMA GII30 AN1902 04.5720 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4900 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6240 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP3716 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 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 5WX5Y P 0.48625 USD 12/14/2020 GS | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.26 R ISWP US0003M P 11/19/2022 | 0.00% |
| 0.2615 R ISWP US0003M P 11/19/2022 | 0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.00% |
| 0.80 R ISWP US0003M P 11/06/2030 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% |
| 0.8454 R ISWP US0003M P 11/03/2030 | 0.00% |
| 0.8455 R ISWP US0003M P 11/25/2030 | 0.00% |
| 1.26 R ISWP US0003M P 12/01/2050 | 0.00% |
| BACM 2007-1 XW IO 00.6235 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7545 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3793 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7191 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.9335 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0428 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3865 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0624 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2595 12/10/2049 | 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% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2866 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1264 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3514 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3514 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| WBCMT 2006-C29 IO IO 00.4582 11/15/2048 | 0.00% |
| 0.258 R ISWP US0003M P 11/20/2022 | -0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | -0.00% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | -0.00% |
| 0.925 R ISWP US0003M P 11/16/2030 | -0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | -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 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.7 2047-01-17 200.0 01/17/2047 CS | -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-.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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.00% |
| 0.876 R ISWP US0003M P 11/19/2030 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 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 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.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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-.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% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| 0.8045 R ISWP US0003M P 11/02/2030 | -0.00% |
| 0.86 R ISWP US0003M P 11/04/2030 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| 0.8855 R ISWP US0003M P 11/27/2030 | -0.00% |
| 0.887 R ISWP US0003M P 11/20/2030 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.00% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | -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.7 2047-01-17 200.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.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.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| OPTN FN30 3.0 12/07/20 PUT 104.546875 JPMC | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| 0.7805 R ISWP US0003M P 10/30/2030 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.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 JP | -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 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -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 CG | -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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -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% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.01% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 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.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.921 R ISWP US0003M P 11/16/2030 | -0.02% |
| 0.97164 R ISWP US0003M P 11/12/2030 | -0.02% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% |
| 0.9745 R ISWP US0003M P 11/12/2030 | -0.02% |
| 0.977 R ISWP US0003M P 11/12/2030 | -0.02% |
| 0.97881 R ISWP US0003M P 11/12/2030 | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| 0.75 R ISWP US0003M P 10/16/2030 | -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 ML | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| 1.192 R ISWP US0003M P 11/09/2050 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -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 ML | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.04% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.04% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.04% |
| OPTN FN30 2.0 01/07/21 PUT 102.59375 JPMC | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| 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% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.05% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.06% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.07% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.08% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.08% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.10% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2050 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.17% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.18% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.19% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.24% |
| 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 | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.43% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.45% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.68% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.82% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.98% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -21.03% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 20.30% |
|---|---|
| US 5YR NOTE (CBT) DEC20 FVZ0 | 8.02% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 7.90% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 5.86% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 5.67% |
| US ULTRA BOND CBT DEC20 WNZ0 | 5.37% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 2.70% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | 2.51% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 1.94% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.21% |
| GNMA GII30 TBA 03.5000 11/01/2050 | 1.18% |
| GNMA GII30 TBA 04.0000 11/01/2050 | 0.98% |
| REPO TRIPA TREAS 0.07 11/02/2020 | 0.95% |
| FED HOME LN DISCOUNT NT 313384S83 GDC 12/11/2020 | 0.94% |
| FED HOME LN DISCOUNT NT 313384S67 GDC 12/09/2020 | 0.92% |
| DNB BANK ASA 2332K0LP5 DCP 11/23/2020 | 0.89% |
| TREASURY BILL 00.0000 12/22/2020 | 0.82% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.80% |
| VERIZON COMM 04.3290 09/21/2028 | 0.80% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.72% |
| CASH MGMT BILL 00.0000 01/26/2021 | 0.64% |
| TREASURY BILL 00.0000 12/08/2020 | 0.64% |
| TREASURY BILL 00.0000 12/24/2020 | 0.64% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2050 | 0.64% |
| FED HOME LN DISCOUNT NT 313384R76 GDC 12/02/2020 | 0.63% |
| CASH MGMT BILL 00.0000 02/02/2021 | 0.56% |
| CASH MGMT BILL 00.0000 02/09/2021 | 0.56% |
| CASH MGMT BILL 00.0000 03/23/2021 | 0.56% |
| FHLB 313385AN6 GDC 01/13/2021 | 0.56% |
| TREASURY BILL 00.0000 12/10/2020 | 0.56% |
| COMCAST CORP 03.4500 02/01/2050 | 0.55% |
| TREASURY BILL 00.0000 04/08/2021 | 0.55% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.54% |
| CASH MGMT BILL 00.0000 01/05/2021 | 0.51% |
| CHARIOT FUNDING LLC 15963TLP2 DCP 11/23/2020 | 0.51% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.51% |
| LIBERTY STREET FUNDING LLC 53127TM83 DCP 12/08/2020 | 0.51% |
| MANHATTAN ASSET FUNDING CO LL 56274LLG7 DCP 11/16/2020 | 0.51% |
| MATCHPOINT FINANCE PLC 57666AM25 DCP 12/02/2020 | 0.51% |
| METLIFE SHORT TERM FUNDING LL 59157TMM2 DCP 12/21/2020 | 0.51% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YNL4 DCP 01/20/2021 | 0.51% |
| NATIONAL AUSTRALIA BANK LTD 63254ENL0 DCP 01/20/2021 | 0.51% |
| NATIONWIDE BUILDING SOCIETY 6385E0M91 DCP 12/09/2020 | 0.51% |
| NESTLE FINANCE INTERNATIONAL 64106GMH3 DCP 12/17/2020 | 0.51% |
| NORDEA BANK ABP 65558JLQ8 DCP 11/24/2020 | 0.51% |
| NRW BANK 62939LLC1 DCP 11/12/2020 | 0.51% |
| OLD LINE FUNDING LLC 67984XGX8 DCP 12/21/2020 | 0.51% |
| SOCIETE GENERALE SA 83369BL53 DCP 11/05/2020 | 0.51% |
| ATLANTIC ASSET SECURITIZATION 04821TLR4 DCP 11/25/2020 | 0.50% |
| BARCLAYS BANK, PLC 06742VH46 DCP 11/24/2020 | 0.50% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.50% |
| FHLB 313385AQ9 GDC 01/15/2021 | 0.48% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.48% |
| GNR 2020-18 GS IO 05.8986 02/20/2050 | 0.46% |
| CASH MGMT BILL 00.0000 03/09/2021 | 0.46% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.44% |
| TOTAL CAPITAL CANADA LTD 89153PL59 DCP 11/05/2020 | 0.43% |
| ATLANTIC ASSET SECURITIZATION 04821TM77 DCP 12/07/2020 | 0.43% |
| FMS WERTMANAGEMENT 34411GL61 DCP 11/06/2020 | 0.40% |
| AUSTRALIA & NEW ZEALAND BANKI 05253AMG2 DCP 12/16/2020 | 0.38% |
| BARCLAYS BANK PLC CCP 06742VYE5 DCP 12/11/2020 | 0.38% |
| CANADIAN IMPERIAL BANK OF COM 13608AMN3 DCP 12/22/2020 | 0.38% |
| NATIONWIDE BUILDING SOCIETY 6385E0L27 DCP 11/02/2020 | 0.38% |
| TREASURY BILL 00.0000 11/17/2020 | 0.38% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.38% |
| CHARTA LLC 16115VLH0 DCP 11/17/2020 | 0.38% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.35% |
| GNR 2020-11 SY IO 05.9486 01/20/2050 | 0.35% |
| GNR 2020-47 SG IO 05.8486 02/20/2049 | 0.35% |
| AT&T INC 04.3500 03/01/2029 | 0.35% |
| FHMS K105 X1 IO 01.5231 01/25/2030 | 0.34% |
| MCAS 2019-01 M10 P/P 144A 03.3993 10/15/2049 | 0.34% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.33% |
| US BANCORP 01.3750 07/22/2030 | 0.33% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.32% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.32% |
| FNR 2020-12 SK IO 05.9008 03/25/2050 | 0.32% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.32% |
| CSAIL 2015-C4 B 04.3146 11/15/2048 | 0.30% |
| UBSBB 2012-C3 C P/P 144A 05.0300 08/10/2049 | 0.30% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.30% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.30% |
| GNR 2020-112 MS IO 06.1486 08/20/2050 | 0.29% |
| VISIO 2019-1 A3 03.8250 06/25/2054 | 0.29% |
| WFCM 2019-C50 XA IO 01.4197 05/15/2052 | 0.29% |
| COMM 2018-COR3 C 04.5607 05/10/2051 | 0.29% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.29% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.29% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.29% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.28% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.28% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.28% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.28% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.28% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.27% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| AT&T INC 04.3000 02/15/2030 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.27% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.27% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.26% |
| GNR 2020-142 SB IO 06.1486 09/20/2050 | 0.26% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.25% |
| MSC 2011-C1 D P/P 144A 05.5157 09/15/2047 | 0.25% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.25% |
| VICTORY RECEIVABLES CORP 92646KLP5 DCP 11/23/2020 | 0.24% |
| STACR 2016-HQA1 M3 06.4993 09/25/2028 | 0.24% |
| EQUINIX INC 03.2000 11/18/2029 | 0.24% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.24% |
| BMIR 2017-1 M2 P/P 144A 03.4993 10/25/2027 | 0.24% |
| FREMF 2019-KF66 B P/P 144A 02.5483 07/25/2029 | 0.24% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.24% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.24% |
| AT&T INC 03.3000 02/01/2052 | 0.24% |
| FNR 2019-74 S IO 05.8508 12/25/2049 | 0.23% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.23% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.23% |
| TORONTO-DOMINION BANK/THE 89119AL22 DCP 11/02/2020 | 0.23% |
| STACR 2019-DNA1 B1 04.7993 01/25/2049 | 0.23% |
| STACR 2019-DNA3 M2 02.1993 07/25/2049 | 0.23% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.22% |
| MRAIT 2020-2 A2 | 0.22% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.22% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.22% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.22% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.22% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.22% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.21% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.21% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.21% |
| COMCAST CORP 03.9990 11/01/2049 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.21% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.21% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.20% |
| STACR 2020-HQA3 M2 03.7493 07/25/2050 | 0.20% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.20% |
| BACM 2015-UBS7 B 04.3596 09/15/2048 | 0.20% |
| BROADCOM INC 04.3000 11/15/2032 | 0.20% |
| JPMDB 2017-C5 XA IO 00.9336 03/15/2050 | 0.20% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.20% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.20% |
| GNMA GII30 TBA 04.5000 11/01/2050 | 0.19% |
| STACR 2020-HQA2 M2 03.2493 03/25/2050 | 0.19% |
| FHMS KG02 X1 IO 01.0182 08/25/2029 | 0.19% |
| FNR 2016-8 SA IO 05.9008 03/25/2046 | 0.19% |
| FNR 2018-44 SA IO 06.0508 06/25/2048 | 0.19% |
| TORONTO-DOMINION BANK/THE 89119ALQ9 DCP 11/24/2020 | 0.19% |
| BROADCOM INC 04.1500 11/15/2030 | 0.18% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.18% |
| GNR 2018-168 KS IO 05.9986 12/20/2048 | 0.18% |
| JPMBB 2013-C15 C 05.1984 11/15/2045 | 0.18% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.18% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.18% |
| FISERV INC 04.2000 10/01/2028 | 0.18% |
| ALPHABET INC 02.2500 08/15/2060 | 0.18% |
| CHARIOT FUNDING LLC 15963TL23 DCP 11/02/2020 | 0.18% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| FREMF 2019-KF71 B P/P 144A 02.4483 10/25/2029 | 0.18% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.18% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.18% |
| FNR 2019-57 LS IO 05.8508 10/25/2049 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.18% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.18% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.17% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.17% |
| ZOETIS INC 03.9000 08/20/2028 | 0.17% |
| GNR 2020-34 SQ | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.17% |
| CAS 2016-C03 1M2 05.4493 10/25/2028 | 0.17% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.17% |
| GNR 2019-119 KS IO 05.9043 09/16/2049 | 0.17% |
| MRAFT 2020-2 A1 01.8969 05/29/2022 | 0.17% |
| UBSCM 2018-C12 XA IO 00.8209 08/15/2051 | 0.17% |
| AT&T INC 04.1000 02/15/2028 | 0.17% |
| WFRBS 2011-C4 C P/P 144A 05.2205 06/15/2044 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| STACR 2016-HQA2 M3 05.2993 11/25/2028 | 0.17% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.17% |
| STACR 2018-DNA2 B1 03.8493 12/25/2030 | 0.17% |
| CIGNA CORP 03.7500 07/15/2023 | 0.17% |
| GNR 2019-123 SL IO 05.9986 10/20/2049 | 0.17% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.16% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.16% |
| GNR 2019-20 SB IO 05.9486 02/20/2049 | 0.16% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.16% |
| GNR 2020-32 GS IO 05.9486 03/20/2050 | 0.16% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.16% |
| CAS 2017-C07 1EB2 01.1493 05/25/2030 | 0.16% |
| MCAS 2020-01 M10 P/P 144A 03.8993 03/25/2050 | 0.15% |
| STACR 2016-HQA3 M3 03.9993 03/25/2029 | 0.15% |
| FHR 4839 WS IO 05.9516 08/15/2056 | 0.15% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.15% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% |
| BMIR 2019-4A M1C P/P 144A 02.6493 10/25/2029 | 0.15% |
| STACR 2020-HQA1 M2 02.0493 01/25/2050 | 0.15% |
| BBCMS 2020-C7 XA IO 01.6320 04/15/2053 | 0.15% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.15% |
| ECOLAB INC 03.2500 12/01/2027 | 0.15% |
| GNR 2019-83 SW IO 05.9486 07/20/2049 | 0.15% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.15% |
| FNR 2019-3 SA IO 05.9508 02/25/2049 | 0.15% |
| GNR 2019-30 SH IO 05.8986 03/20/2049 | 0.15% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| CRC FUNDING LLC 12619TLG7 DCP 11/16/2020 | 0.14% |
| CSAIL 2019-C17 XA IO 01.3664 09/15/2052 | 0.14% |
| WAMU 2005-AR13 A1C4 00.5793 10/25/2045 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| BANK 2018-BN13 XA 00.5082 08/15/2061 | 0.14% |
| JPMCC 2011-C4 C P/P 144A 05.3427 07/15/2046 | 0.14% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.14% |
| CAS 2020-R01 1M2 02.1993 01/25/2040 | 0.14% |
| DBUBS 2011-LC2A C P/P 144A 05.4874 07/10/2044 | 0.14% |
| RMIR 2019-1 M2 P/P 144A 03.3493 02/25/2029 | 0.14% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.14% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.14% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.14% |
| CAS 2016-C02 1M2 06.1493 09/25/2028 | 0.14% |
| CAS 2018-C05 1B1 04.3993 01/25/2031 | 0.14% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.14% |
| JPMCC 2012-C8 C P/P 144A 04.6222 10/15/2045 | 0.14% |
| WFCM 2017-C41 XA IO 01.2113 11/15/2050 | 0.14% |
| CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.13% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.13% |
| STACR 2018-DNA1 M2 01.9493 07/25/2030 | 0.13% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.13% |
| FHMS K110 X1 IO 01.6982 04/25/2030 | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.13% |
| COMM 2017-COR2 C 04.5608 09/10/2050 | 0.13% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.13% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.13% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| BOEING CO 04.8750 05/01/2025 | 0.13% |
| FHMS K104 X1 IO 01.1271 01/25/2030 | 0.13% |
| FNR 2015-66 AS IO 06.1008 09/25/2045 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| STACR 2018-DNA2 M2 02.2993 12/25/2030 | 0.13% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.13% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| STACR 2015-DNA3 M3 04.8493 04/25/2028 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0503 01/10/2045 | 0.12% |
| FNR 2017-108 SA IO 06.0008 01/25/2048 | 0.12% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.12% |
| GNR 2019-83 JS IO 05.9486 07/20/2049 | 0.12% |
| JPMDB 2019-COR6 IO 00.9443 11/13/2052 | 0.12% |
| GNR 2019-108 S IO 05.8986 08/20/2049 | 0.12% |
| MSBAM 2014-C14 C 04.9424 02/15/2047 | 0.12% |
| CAS 2017-C03 1M2 03.1493 10/25/2029 | 0.12% |
| JPMBB 2013-C12 C 04.0995 07/15/2045 | 0.12% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.12% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| STACR 2016-DNA2 M3 04.7993 10/25/2028 | 0.12% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.12% |
| FHR 4738 QS IO 06.0516 12/15/2047 | 0.12% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.12% |
| CAS 2020-SBT1 1M2 03.7993 02/25/2040 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.12% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.12% |
| STACR 2016-DNA3 M3 05.1493 12/25/2028 | 0.12% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.12% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.12% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| MSRR 2015-R4 CB1 00.9734 08/26/2047 | 0.12% |
| STACR 2018-HQA1 M2 02.4493 09/25/2030 | 0.12% |
| WFCM 2018-C46 C 04.9786 08/15/2051 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| FNR 2019-59 SD IO 05.9008 10/25/2049 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| CAS 2018-R07 1B1 MTGE 04.4993 04/25/2031 | 0.11% |
| DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% |
| MRAFT 2020-4 A1 01.4953 04/23/2023 | 0.11% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.11% |
| STACR 2020-DNA2 B1 02.6493 02/25/2050 | 0.11% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.11% |
| PACIFICORP 02.7000 09/15/2030 | 0.11% |
| CAS 2017-C04 2M2 02.9993 11/25/2029 | 0.11% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.11% |
| FHR 4461 SB IO 06.0516 04/15/2045 | 0.11% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.11% |
| GSMS 2014-GC18 C 04.9887 01/10/2047 | 0.11% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.11% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.11% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.11% |
| FNR 2016-91 AS IO 05.9508 12/25/2046 | 0.11% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.11% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.11% |
| MWST 2019-1 A 00.9493 06/25/2052 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.10% |
| CSMC 2016-NXSR XA IO 00.7617 12/15/2049 | 0.10% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.10% |
| GNR 2018-148 GS IO 05.9543 02/16/2046 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.10% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.10% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| COMM 2019-GC44 XA IO 00.6539 08/15/2057 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0363 12/15/2050 | 0.10% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| WFRBS 2013-C12 C 04.3191 03/15/2048 | 0.10% |
| GSMS 2014-GC22 C 04.6920 06/10/2047 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| CAS 2017-C01 1B1 05.8993 07/25/2029 | 0.10% |
| MSBAM 2013-C10 E P/P 144A 04.0818 07/15/2046 | 0.10% |
| OPTN FN30 2.0 12/07/20 CALL 102.71875 JPMC | 0.10% |
| MSC 2012-C4 C P/P 144A 05.4187 03/15/2045 | 0.10% |
| STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| FREMF 2018-KF43 B P/P 144A 02.2983 01/25/2028 | 0.10% |
| GNR 2016-H23 NI IO 02.6167 10/20/2066 | 0.10% |
| GNR 2020-H02 GI IO 03.1394 01/20/2070 | 0.10% |
| GNR 2010-31 SA IO 05.5986 03/20/2040 | 0.09% |
| GNR 2018-155 SE IO 05.9486 11/20/2048 | 0.09% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% |
| FNR 2018-29 S IO 06.0508 05/25/2048 | 0.09% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.09% |
| BSCMS 2007-T26 AJ 05.4320 01/12/2045 | 0.09% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.09% |
| FHR 4596 CS IO 05.9516 06/15/2046 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| GNR 2014-131 BS IO 06.0543 09/16/2044 | 0.09% |
| NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| JPMBB 2014-C25 D P/P 144A 03.9501 11/15/2047 | 0.09% |
| UBSCM 2012-C1 D P/P 144A 05.5689 05/10/2045 | 0.09% |
| CAS 2018-C05 1M2 02.4993 01/25/2031 | 0.09% |
| COMM 2014-CR17 D P/P 144A 04.8471 05/10/2047 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| FNR 2014-87 MS IO 06.1008 01/25/2045 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.09% |
| CSAIL 2015-C1 C 04.2684 04/15/2050 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| FOX CORP 03.0500 04/07/2025 | 0.09% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.09% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.09% |
| ZOETIS INC 02.0000 05/15/2030 | 0.09% |
| BCAP 2015-RR5 2A2 02.0897 01/26/2046 | 0.09% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.08% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.08% |
| COMM 2014-CR17 C 04.7834 05/10/2047 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| GNR 2012-149 GS IO 06.0486 12/20/2042 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| BANK 2020-BN26 XA IO 01.3570 03/15/2063 | 0.08% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| STACR 2017-HQA1 M2 03.6993 08/25/2029 | 0.08% |
| GNR 2016-H02 HI IO 03.0420 01/20/2066 | 0.08% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.08% |
| CAS 2020-R02 2M2 02.1493 01/25/2040 | 0.08% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.08% |
| JPMCC 2012-C8 D P/P 144A 04.6703 10/15/2045 | 0.08% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| MSC 2018-H4 XA 00.8607 12/15/2051 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| GNMA GII30 TBA 03.0000 11/01/2050 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| COMM 2012-CR1 C 05.3194 05/15/2045 | 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% |
| WBCMT 2005-C21 E P/P 144A 05.0989 10/15/2044 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| GNR 2019-21 SJ IO 05.8986 02/20/2049 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.08% |
| GNR 2019-44 SA IO 05.8986 04/20/2049 | 0.08% |
| JPMBB 2013-C14 E P/P 144A 04.7018 08/15/2046 | 0.08% |
| CAS 2017-C01 1EB1 01.3993 07/25/2029 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.08% |
| MSC 2018-H3 XA 00.8301 07/15/2051 | 0.08% |
| OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.08% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.07% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.07% |
| GNR 2010-9 YD IO 06.6543 01/16/2040 | 0.07% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.07% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.07% |
| GNR 2019-H14 IB IO 03.1635 08/20/2069 | 0.07% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.07% |
| STACR 2014-DN4 M3 04.6993 10/25/2024 | 0.07% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.07% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.07% |
| GNR 2018-H20 BI IO 03.0395 06/20/2068 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| CAS 2017-C07 1B1 04.1493 05/25/2030 | 0.07% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.07% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.07% |
| STACR 2017-DNA2 B1 05.2993 10/25/2029 | 0.07% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.07% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.07% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.07% |
| COMM 2014-CR18 C 04.7951 07/15/2047 | 0.07% |
| CSAIL 2015-C1 D P/P 144A 03.7684 04/15/2050 | 0.07% |
| FHR 4839 AS IO 05.9016 06/15/2042 | 0.07% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| EFMT 2020-1 A2 03.3530 05/25/2065 | 0.07% |
| GNR 2014-H11 GI IO 01.4862 06/20/2064 | 0.07% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.07% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% |
| GNR 2019-65 BS IO 05.9486 05/20/2049 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.07% |
| STACR 2020-DNA2 M2 01.9993 02/25/2050 | 0.06% |
| CWALT 2007-OA6 A1A 00.2893 06/25/2037 | 0.06% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.06% |
| FHMS K100 X1 IO 00.6502 09/25/2029 | 0.06% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.06% |
| CAS 2017-C02 2ED3 01.4993 09/25/2029 | 0.06% |
| GNR 2019-H02 DI IO 03.1001 11/20/2068 | 0.06% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.06% |
| MSC 2016-UB12 XA IO 00.7526 12/15/2049 | 0.06% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.06% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| FHR 4912 PS IO 05.9016 09/25/2049 | 0.06% |
| FOX CORP 04.0300 01/25/2024 | 0.06% |
| GNR 2014-H07 BI IO 01.4833 05/20/2064 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| GNR 2018-H05 AI IO 02.5308 02/20/2068 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CAS 2017-C06 1B1 04.2993 02/25/2030 | 0.06% |
| GNR 2016-H11 HI IO 02.1025 01/20/2066 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| WFRBS 2012-C7 D P/P 144A 04.8104 06/15/2045 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| GNR 2015-H12 GI IO 01.8154 05/20/2065 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| COMM 2014-LC15 XA IO 01.0891 04/10/2047 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2050 | 0.06% |
| FNR 2018-1 MS IO 06.0008 02/25/2048 | 0.06% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| FHR 4077 HS IO 05.9516 07/15/2042 | 0.06% |
| STACR 2014-DN2 M3 03.7493 04/25/2024 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| BHLD 2020-1 A3 03.3950 02/25/2055 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.1521 05/15/2045 | 0.05% |
| STACR 2014-HQ2 M3 03.8993 09/25/2024 | 0.05% |
| BMIR 2020-2A M1C 04.1493 08/26/2030 | 0.05% |
| CGCMT 2014-GC19 X IO 01.1409 03/10/2047 | 0.05% |
| COMM 2014-CR19 D P/P 144A 04.7109 08/10/2047 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| WAMU 2005-AR17 A1B2 00.5593 12/25/2045 | 0.05% |
| WFCM 2014-LC16 XA IO 01.0900 08/15/2050 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| AON PLC 04.2500 12/12/2042 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.05% |
| STACR 2015-DN1 M3 04.2993 01/25/2025 | 0.05% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.05% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.05% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.05% |
| GNR 2017-H12 QI IO 02.6642 05/20/2067 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.3524 08/15/2046 | 0.05% |
| STACR 2017-HQA2 M2 02.7993 12/25/2029 | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.05% |
| GNR 2015-H16 XI IO 02.4464 07/20/2065 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.05% |
| GNR 2015-H04 AI IO 03.2071 12/20/2064 | 0.05% |
| GNR 2015-H09 BI IO 01.7011 03/20/2065 | 0.05% |
| GNR 2018-H02 EI IO 02.3706 01/20/2068 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| CAS 2019-R03 1M2 02.2993 09/25/2031 | 0.05% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.05% |
| G2 BJ5495 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| GNR 2015-H10 CI IO 01.8161 04/20/2065 | 0.05% |
| GNR 2015-H20 AI IO 01.8405 08/20/2065 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.04% |
| GSMS 2013-GC10 XA IO 01.4911 02/10/2046 | 0.04% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.04% |
| CAS 2019-R06 2M2 02.2493 09/25/2039 | 0.04% |
| EMIR 2018-1 M1 01.8493 11/25/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.04% |
| GNR 2015-H12 AI IO 01.8746 05/20/2065 | 0.04% |
| GNR 2015-H12 EI IO 01.7185 04/20/2065 | 0.04% |
| GNR 2016-H04 KI IO 03.0194 02/20/2066 | 0.04% |
| GNR 2018-91 SJ IO 06.0986 07/20/2048 | 0.04% |
| STACR 2015-HQA2 M3 04.9493 05/25/2028 | 0.04% |
| GNR 2017-H23 BI IO 01.9053 11/20/2067 | 0.04% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| STACR 2017-DNA1 M2 03.3993 07/25/2029 | 0.04% |
| WAMU 2005-AR13 A1B2 00.5793 10/25/2045 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H25 CI IO 03.1039 10/20/2065 | 0.04% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.04% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.04% |
| GNR 2017-H14 EI IO 01.8260 06/20/2067 | 0.04% |
| GNR 2019-78 SJ IO 05.8986 06/20/2049 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| CAS 2016-C06 1M2 04.3993 04/25/2029 | 0.04% |
| CAS 2019-HRP1 M2 02.2993 11/25/2039 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNR 2016-H24 JI IO 02.7790 11/20/2066 | 0.04% |
| GSMS 2014-GC22 XA IO 00.9812 06/10/2047 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.04% |
| CAS 2019-R02 1B1 04.2993 08/25/2031 | 0.04% |
| CAS 2020-SBT1 2M2 03.7993 02/25/2040 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| GNR 2015-H26 DI IO 02.8367 10/20/2065 | 0.04% |
| GNR 2019-125 SG IO 05.8986 10/20/2049 | 0.04% |
| MSBAM 2013-C12 XA IO 00.5913 10/15/2046 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| VMWARE INC 03.9000 08/21/2027 | 0.04% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.04% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.04% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.04% |
| GNR 2015-H15 JI IO 01.9701 06/20/2065 | 0.04% |
| JPMCC 2016-JP2 XA IO 01.7975 08/15/2049 | 0.04% |
| MSBAM 2015-C26 XA IO 01.0228 10/15/2048 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.04% |
| FNR 2018-94 SA IO 05.9508 01/25/2049 | 0.04% |
| GNR 2015-H28 DI IO 01.5602 08/20/2065 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.04% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.04% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8813 11/15/2045 | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| COMM 2013-CR6 D P/P 144A 04.0901 03/10/2046 | 0.04% |
| COMM 2014-UBS6 XA IO 00.8884 12/10/2047 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H25 AI IO 01.6310 09/20/2065 | 0.04% |
| GNR 2017-H10 MI IO 02.2064 04/20/2067 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| STACR 2019-DNA4 B1 02.8493 10/25/2049 | 0.04% |
| SWPTN 9MX2Y R 1.0925 USD 11/25/2020 GS | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.03% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.03% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.03% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.03% |
| WFRBS 2013-C14 XA IO 00.7204 06/15/2046 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| CAS 2016-C01 1M2 06.8993 08/25/2028 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| CAS 2019-R05 1M2 02.1493 07/25/2039 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNR 2010-H19 GI IO 01.4223 08/20/2060 | 0.03% |
| GNR 2017-H08 NI IO 02.2910 03/20/2067 | 0.03% |
| MSC 2016-BNK2 XA IO 01.0527 11/15/2049 | 0.03% |
| SAIL 2004-10 A10 01.0493 11/25/2034 | 0.03% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.03% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| EMIR 2018-1 M2 03.1493 11/25/2028 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| STACR 2018-DNA3 B1 04.0493 09/25/2048 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| TPMT 2015-6 M1 P/P 144A 03.7500 04/25/2055 | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| WFRBS 2014-C23 XA IO 00.5647 10/15/2057 | 0.03% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% |
| CCMFC 2004-3A A2 00.4493 08/25/2035 | 0.03% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.03% |
| COMM 2014-CR17 XA IO 00.9691 05/10/2047 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| JPMCC 2013-C10 XA IO 00.9663 12/15/2047 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% |
| GNR 2016-H27 BI IO 02.3073 12/20/2066 | 0.03% |
| JPMCC 2011-C3 F P/P 144A 05.7068 02/15/2046 | 0.03% |
| MSBAM 2013-C7 XA IO 01.3317 02/15/2046 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.03% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 0.03% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| JPMCC 2011-C3 D P/P 144A 05.7068 02/15/2046 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| BMIR 2018-2A M1C P/P 144A 01.7493 08/25/2028 | 0.03% |
| CAS 2017-C03 1B1 04.9993 10/25/2029 | 0.03% |
| CAS 2019-R01 2M2 02.5993 07/25/2031 | 0.03% |
| COMM 2015-CR23 XA IO 00.8934 05/10/2048 | 0.03% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.03% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.03% |
| GNMA GII30 AI2340 04.4840 05/20/2065 | 0.03% |
| GNR 2019-121 SD IO 05.8486 10/20/2049 | 0.03% |
| MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| STACR 2017-DNA2 M2 03.5993 10/25/2029 | 0.03% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6050 12/10/2045 | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GSMS 2014-GC18 XA IO 01.0070 01/10/2047 | 0.02% |
| JPMCC 2013-C16 XA IO 00.9257 12/15/2046 | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| WFRBS 2011-C4 E P/P 144A 05.2205 06/15/2044 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| COMM 2012-CR1 D P/P 144A 05.3194 05/15/2045 | 0.02% |
| COMM 2013-CR13 E P/P 144A 04.8863 11/10/2046 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| JPMCC 2013-LC11 X IO 01.2494 04/15/2046 | 0.02% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5260 12/15/2045 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| COMM 2013-LC13 XA IO 01.1143 08/10/2046 | 0.02% |
| COMM 2014-UBS4 XA IO 01.1034 08/10/2047 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2015-H17 CI IO 01.5993 06/20/2065 | 0.02% |
| GSMS 2013-GC12 XA IO 01.4093 06/10/2046 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 3408 EK 25.1960 04/15/2037 | 0.02% |
| FHR 3852 NT 05.8516 05/15/2041 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| STACR 2020-HQA4 M2 03.2993 09/25/2050 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| CGCMT 2013-GC17 X IO 01.0286 11/10/2046 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2015-H01 CI IO 01.6317 12/20/2064 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| JPMBB 2014-C25 XA IO 00.8493 11/15/2047 | 0.02% |
| NHEL 2004-2 M4 01.9493 09/25/2034 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8057 09/15/2057 | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FN BF0091 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MSBAM 2013-C11 D P/P 144A 04.3524 08/15/2046 | 0.02% |
| WAMU 2005-AR1 A2B 00.9493 01/25/2045 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2019-99 KS IO 05.8986 08/20/2049 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MSC 2012-C4 E P/P 144A 05.4187 03/15/2045 | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| WAMU 2005-AR2 2A1B 00.5193 01/25/2045 | 0.02% |
| WFRBS 2012-C10 E P/P 144A 04.4277 12/15/2045 | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| COMM 2014-CR19 XA IO 00.9767 08/10/2047 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| JPMCC 2012-LC9 XA IO 01.4941 12/15/2047 | 0.02% |
| STACR 2019-DNA2 B1 04.4993 03/25/2049 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| WAMU 2005-AR17 A1B3 00.4993 12/25/2045 | 0.02% |
| WFRBS 2012-C10 D P/P 144A 04.4277 12/15/2045 | 0.02% |
| CAS 2017-C05 1B1 03.7493 01/25/2030 | 0.02% |
| CAS 2018-C01 1M2 02.3993 07/25/2030 | 0.02% |
| COMM 2014-CR18 XA IO 01.0600 07/15/2047 | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 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 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 01.7493 10/25/2028 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4184 12/15/2047 | 0.02% |
| OPTN FN30 2.0 11/05/20 CALL 103.1875 JPMC | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| CAS 2017-C06 2M2 02.9493 02/25/2030 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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-.12 2061-08-17 300.0 08/17/2061 CG | 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 AX5489 UMBS 03.5000 10/01/2045 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 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 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COMM 2014-LC17 XA IO 00.7243 10/10/2047 | 0.01% |
| COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.01% |
| FNR 2011-4 CS 12.6015 05/25/2040 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1754 03/15/2045 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| CAS 2017-C02 2M2 03.7993 09/25/2029 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| FHR 3065 DC 19.4149 03/15/2035 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNR 2006-62 PS 39.0045 07/25/2036 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CAS 2018-R07 1M2 02.5493 04/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 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 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2005-122 SE 22.5776 11/25/2035 | 0.01% |
| FNR 2006-8 HP 24.0194 03/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| GNMA GII30 AW8447 04.3260 05/20/2067 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| CAS 2016-C04 1M2 04.3993 01/25/2029 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNR 2005-106 JC 19.6612 12/25/2035 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| GNR 2020-15 CS IO 05.8986 02/20/2050 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| COMM 2012-LC4 XA IO P/P 144A 02.0976 12/10/2044 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BM4803 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 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1493 04/25/2027 | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.01% |
| 1.263 R ISWP US0003M P 10/23/2050 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| GNMA GII30 AH1076 04.6680 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-129 SN IO 05.9986 09/20/2043 | 0.01% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 1.2545 R ISWP US0003M P 10/23/2050 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6744 11/15/2044 | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| 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 ML | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 2990 LB 16.5664 06/15/2034 | 0.00% |
| FHR 3249 PS 21.7853 12/15/2036 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FLR USL3M 5.00 03/14/2021 JP | 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 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 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 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.00% |
| PACIFICORP 06.2500 10/15/2037 | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0619 05/10/2045 | 0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.00% |
| CAS 2016-C07 2M2 04.4993 05/25/2029 | 0.00% |
| CAS 2018-C06 1M2 02.1493 03/25/2031 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 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 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 MA2216 UMBS 04.0000 03/01/2045 | 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 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 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 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.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-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FHR 2976 LC 23.8759 05/15/2035 | 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 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 19.8023 08/25/2035 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 AH1094 04.6800 06/20/2065 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 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 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-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 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 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4680 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5050 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 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 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 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 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 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5760 05/20/2065 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 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 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 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 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 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 2005-83 QP 17.0060 11/25/2034 | 0.00% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 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% |
| GNMA GII30 AN1902 04.5720 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4900 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6240 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP3716 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 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5WX5Y P 0.42 USD 11/12/2020 GS | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| BACM 2007-1 XW IO 00.4255 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5546 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.2957 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5175 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1725 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0144 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3869 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0625 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0682 12/10/2049 | 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% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2876 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1645 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1645 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1110 07/15/2045 | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 9MX2Y P 1.0925 USD 11/25/2020 GS | 0.00% |
| WBCMT 2006-C29 IO IO 00.2657 11/15/2048 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | -0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | -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 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -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 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-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.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 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5WX5Y R 0.42 USD 11/12/2020 GS | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -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-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.8045 R ISWP US0003M P 11/02/2030 | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -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.7 2047-01-17 200.0 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-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| 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.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -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 GS | -0.01% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.7805 R ISWP US0003M P 10/30/2030 | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| OPTN FN30 2.0 11/05/20 PUT 103.1875 JPMC | -0.02% |
| OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.02% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -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 ML | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.03% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.03% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.03% |
| 1.241 R ISWP US0003M P 10/23/2050 | -0.03% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| 0.75 R ISWP US0003M P 10/16/2030 | -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 6MX30Y P 1.242 USD 04/27/2021 CI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.03% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.04% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.05% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.05% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| FNMA FN30 TBA UMBS 05.0000 11/01/2050 | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.06% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.06% |
| OPTN FN30 2.0 12/07/20 PUT 102.71875 JPMC | -0.06% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.07% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.08% |
| OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -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% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.09% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.09% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.09% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.10% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.10% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2050 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.17% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.18% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.23% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.24% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.39% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.40% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.44% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.49% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.77% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.85% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.12% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -22.03% |
Fixed income statistics as of 01/31/21
| Average effective maturity | 8.46 yrs. |
|---|---|
| Average effective duration | 6.24 yrs. |
| Average yield to maturity | 4.92% |
| Average coupon | 4.24% |
Sector weightings as of 01/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 4.08% | 0.19 | 41.03% | 1.68 | 45.11% | 1.87 |
| Investment-grade corporate bonds | 27.51% | 2.29 | 0.00% | 0.00 | 27.51% | 2.29 |
| Commercial MBS | 13.02% | 0.43 | 12.83% | 0.15 | 25.85% | 0.58 |
| Agency CMO | 13.53% | 0.46 | 0.08% | 0.00 | 13.61% | 0.46 |
| Residential MBS (non-agency) | 10.12% | 0.34 | 0.00% | 0.00 | 10.12% | 0.34 |
| Asset-backed securities (ABS) | 3.77% | 0.16 | 0.00% | 0.00 | 3.77% | 0.16 |
| High-yield corporate bonds | 1.07% | 0.06 | 0.00% | 0.00 | 1.07% | 0.06 |
| Municipal bonds | 0.09% | 0.01 | 0.00% | 0.00 | 0.09% | 0.01 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.20 | 0.00% | -1.20 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 1.69 | 0.00% | 1.69 |
| Net cash | 26.80% | 0.00 | 0.00% | 0.00 | 26.80% | 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 01/31/21
| 0 - 1 yr. | -8.17% |
|---|---|
| 1 - 5 yrs. | 57.48% |
| 5 - 10 yrs. | 43.79% |
| 10 - 15 yrs. | 1.65% |
| Over 15 yrs. | 5.25% |
Quality rating as of 01/31/21
| AAA | 84.70% |
|---|---|
| AA | 5.62% |
| A | 17.50% |
| BBB | 19.43% |
| BB | 3.71% |
| B | 2.89% |
| CCC and Below | 0.52% |
| Not Rated | -34.37% |
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 01/31/21
| United States | 95.58% |
|---|---|
| Canada | 1.04% |
| Bermuda | 0.74% |
| Switzerland | 0.50% |
| France | 0.48% |
| United Kingdom | 0.45% |
| Germany | 0.38% |
| Australia | 0.37% |
| Luxembourg | 0.19% |
| Other | 0.27% |
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 Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). The fund may have to invest the proceeds from prepaid investments, including mortgage-backed investments, in other investments with less attractive terms and yields. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.