Active Income
Income Fund (Class Y) (PNCYX)
Pursuing income with an all-weather bond portfolio since 1954
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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) |
$7.56 0.00% | $0.00 |
| 52-week high | $7.65 (03/06/20) |
| 52-week low | $6.85 (03/19/20) |
Yield
| Distribution rate before sales charge as of 12/02/20 |
2.06% |
|---|---|
| Distribution rate after sales charge as of 12/02/20 |
2.06% |
| 30-day SEC yield with subsidy as of 11/30/20 |
2.16% |
| 30-day SEC yield without subsidy as of 11/30/20 |
2.06% |
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)
7.28%
Average 5-year annualized return
Fund facts as of 11/30/20
Total net assets
$3,976.24M
$3,976.24M
Turnover (fiscal year end)
820%
820%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1651
1651
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
Portfolio Manager
Portfolio Manager
Manager commentary | Q4 2020
A deep dive on the fund’s diverse strategies
Portfolio Managers Brett Kozlowski and Emily Shanks explain the fund’s diversification philosophy and current positioning.
Literature
Fund documents |
|
| Fact Sheet (A share) (PDF) | |
| Fact Sheet (Y share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Two flexible income strategies that invest outside the index (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Quarterly commentary (PDF) | |
| Alternating bond market leadership (PDF) | |
Performance
Total return (%) as of 09/30/20
Annual performance as of 09/30/20
Annualized Total return (%) as of 09/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 5.51% | 5.99% | 4.91% | 4.65% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 6.98% | 5.24% | 4.18% | 3.64% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 11/30/20 | 2.06% | - | |
| YTD as of 12/02/20 | 6.34% | - | |
Yield
| Distribution rate before sales charge as of 12/02/20 |
2.06% |
|---|---|
| Distribution rate after sales charge as of 12/02/20 |
2.06% |
| 30-day SEC yield with subsidy as of 11/30/20 |
2.16% |
| 30-day SEC yield without subsidy as of 11/30/20 |
2.06% |
Risk-adjusted performance as of 10/31/20
| Sharpe ratio (3 yrs.) | 1.01 |
|---|---|
| Information ratio (3 yrs.) | 0.29 |
Volatility as of 10/31/20
| Standard deviation (3 yrs.) | 4.24% |
|---|---|
| Beta | 1.01 |
| R-squared | 0.63 |
Fixed income statistics as of 10/31/20
| Average effective duration | 6.08 yrs. |
|---|
Lipper rankings as of 10/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 431/509 | 85% |
| 3 yrs. | 28/466 | 6% |
| 5 yrs. | 27/412 | 7% |
| 10 yrs. | 6/313 | 2% |
Morningstar Ratings™ as of 10/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 540 | |
| 3 yrs. | 540 | |
| 5 yrs. | 458 | |
| 10 yrs. | 340 |
Distributions
| Record/Ex dividend date | 11/23/20 |
|---|---|
| Payable date | 11/25/20 |
| Income | $0.013 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
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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 12/01/2050 | 20.30% |
|---|---|
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | 5.67% |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | 3.91% |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | 3.89% |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | 1.42% |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | 1.28% |
| Gnma Gii30 Tba 03.5000 11/01/2050 | 1.19% |
| Gnma Gii30 Tba 04.0000 11/01/2050 | 0.98% |
| Jpmorgan Chase 02.9560 05/13/2031 | 0.81% |
| Verizon Comm 04.3290 09/21/2028 | 0.80% |
| Top 10 holdings, percent of portfolio | 40.25% |
| 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 | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | |
| Gnma Gii30 Tba 03.5000 10/01/2050 | |
| Gnma Gii30 Tba 04.0000 10/01/2050 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Fnma Fn30 Tba Umbs 01.5000 10/01/2050 | |
| Holdings represent 34.65% of portfolio | |
| Top 10 holdings as of 08/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | |
| Gnma Gii30 Tba 03.5000 09/01/2050 | |
| Gnma Gii30 Tba 04.0000 09/01/2050 | |
| Holdings represent 32.51% of portfolio | |
| Top 10 holdings as of 07/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 08/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 08/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | |
| Gnma Gii30 Tba 03.5000 08/01/2050 | |
| Gnma Gii30 Tba 04.0000 08/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2050 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Holdings represent 33.63% of portfolio | |
| 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% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 15.54% |
|---|---|
| US 5YR NOTE (CBT) DEC20 FVZ0 | 8.10% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 8.04% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 6.76% |
| US ULTRA BOND CBT DEC20 WNZ0 | 5.58% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 3.24% |
| REPO TRIPA TREAS 0.06 10/01/2020 | 2.73% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | 2.57% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 2.11% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 1.38% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.24% |
| GNMA GII30 TBA 03.5000 10/01/2050 | 1.19% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 1.09% |
| GNMA GII30 TBA 04.0000 10/01/2050 | 0.98% |
| FED HOME LN DISCOUNT NT 313384S83 GDC 12/11/2020 | 0.95% |
| FED HOME LN DISCOUNT NT 313384S67 GDC 12/09/2020 | 0.92% |
| DNB BANK ASA 2332K0LP5 DCP 11/23/2020 | 0.90% |
| CASH MGMT BILL 00.0000 12/22/2020 | 0.82% |
| VERIZON COMM 04.3290 09/21/2028 | 0.81% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.81% |
| FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 0.75% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.74% |
| CASH MGMT BILL 00.0000 01/26/2021 | 0.64% |
| CASH MGMT BILL 00.0000 12/08/2020 | 0.64% |
| TREASURY BILL 00.0000 12/24/2020 | 0.64% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 0.64% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.60% |
| CASH MGMT BILL 00.0000 02/09/2021 | 0.57% |
| TREASURY BILL 00.0000 10/06/2020 | 0.57% |
| TREASURY BILL 00.0000 10/13/2020 | 0.57% |
| TREASURY BILL 00.0000 12/10/2020 | 0.57% |
| COMCAST CORP 03.4500 02/01/2050 | 0.56% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.56% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.52% |
| CHARIOT FUNDING LLC 15963TKE8 DCP 10/14/2020 | 0.52% |
| LIBERTY STREET FUNDING LLC 53127TM83 DCP 12/08/2020 | 0.52% |
| LLOYDS BANK PLC 53943RKG3 DCP 10/16/2020 | 0.52% |
| MATCHPOINT FINANCE PLC 57666AM25 DCP 12/02/2020 | 0.52% |
| METLIFE SHORT TERM FUNDING LL 59157TMM2 DCP 12/21/2020 | 0.52% |
| NESTLE FINANCE INTERNATIONAL 64106GMH3 DCP 12/17/2020 | 0.52% |
| NORDEA BANK ABP 65558JLQ8 DCP 11/24/2020 | 0.52% |
| REGENCY MARKETS NO. 1 LLC 7588R0K97 DCP 10/09/2020 | 0.52% |
| SOCIETE GENERALE SA 83369BL53 DCP 11/05/2020 | 0.52% |
| SUMITOMO MITSUI TRUST BANK LT 86564YKL5 DCP 10/20/2020 | 0.52% |
| TREASURY BILL 00.0000 10/22/2020 | 0.52% |
| VICTORY RECEIVABLES CORP 92646KKP6 DCP 10/23/2020 | 0.52% |
| OLD LINE FUNDING LLC 67984XGX8 DCP 12/21/2020 | 0.51% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TK83 DCP 10/08/2020 | 0.51% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.50% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.49% |
| CASH MGMT BILL 00.0000 01/05/2021 | 0.48% |
| GNR 2020-18 GS IO 05.8938 02/20/2050 | 0.47% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.44% |
| TOTAL CAPITAL CANADA LTD 89153PL59 DCP 11/05/2020 | 0.44% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.44% |
| ATLANTIC ASSET SECURITIZATION 04821TM77 DCP 12/07/2020 | 0.43% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.42% |
| FMS WERTMANAGEMENT 34411GL61 DCP 11/06/2020 | 0.40% |
| FED HOME LN DISCOUNT NT 313384K81 GDC 10/16/2020 | 0.40% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.39% |
| AUSTRALIA & NEW ZEALAND BANKI 05253AMG2 DCP 12/16/2020 | 0.39% |
| BARCLAYS BANK PLC CCP 06742VYE5 DCP 12/11/2020 | 0.39% |
| BPCE SA 05571BKU6 DCP 10/28/2020 | 0.39% |
| CANADIAN IMPERIAL BANK OF COM 13608AMN3 DCP 12/22/2020 | 0.39% |
| NATIONWIDE BUILDING SOCIETY 6385E0L27 DCP 11/02/2020 | 0.39% |
| TREASURY BILL 00.0000 11/17/2020 | 0.39% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.38% |
| CHARTA LLC 16115VLH0 DCP 11/17/2020 | 0.38% |
| GNR 2020-11 SY IO 05.9438 01/20/2050 | 0.36% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.36% |
| GNR 2020-47 SG IO 05.8438 02/20/2049 | 0.36% |
| AT&T INC 04.3500 03/01/2029 | 0.36% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.35% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.35% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.35% |
| MCAS 2019-01 M10 P/P 144A 03.3981 10/15/2049 | 0.34% |
| CRC FUNDING LLC 12619TKS2 DCP 10/26/2020 | 0.34% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.33% |
| US BANCORP 01.3750 07/22/2030 | 0.33% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.33% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.33% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.32% |
| CSAIL 2015-C4 B 04.4591 11/15/2048 | 0.31% |
| UBSBB 2012-C3 C P/P 144A 05.1977 08/10/2049 | 0.31% |
| STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.30% |
| VISIO 2019-1 A3 03.8250 06/25/2054 | 0.30% |
| GNR 2020-112 MS IO 06.1438 08/20/2050 | 0.30% |
| WFCM 2019-C50 XA IO 01.5873 05/15/2052 | 0.30% |
| COMM 2018-COR3 C 04.7127 05/10/2051 | 0.30% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.29% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.29% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.29% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.29% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.28% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.28% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.28% |
| AT&T INC 04.3000 02/15/2030 | 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% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.27% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.26% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.26% |
| NRW BANK 62939LK81 DCP 10/08/2020 | 0.26% |
| NRW BANK 62939LKF5 DCP 10/15/2020 | 0.26% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| GNR 2020-142 SB IO 06.1490 09/20/2050 | 0.26% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.25% |
| MANHATTAN ASSET FUNDING CO LL 56274LKD5 DCP 10/13/2020 | 0.25% |
| MRAIT 2020-2 A 01.3051 07/21/2021 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.25% |
| MSC 2011-C1 D P/P 144A 05.6748 09/15/2047 | 0.25% |
| EQUINIX INC 03.2000 11/18/2029 | 0.25% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.24% |
| STACR 2016-HQA1 M3 06.4981 09/25/2028 | 0.24% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.24% |
| SPST 2020-13 A 01.6511 10/10/2021 | 0.24% |
| AT&T INC 03.3000 02/01/2052 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| FREMF 2019-KF66 B P/P 144A 02.5568 07/25/2029 | 0.24% |
| BMIR 2017-1 M2 P/P 144A 03.4981 10/25/2027 | 0.24% |
| FNR 2019-74 S IO 05.8519 12/25/2049 | 0.24% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.24% |
| ALPINE SECURITIZATION LLC 02088WKF6 DCP 10/15/2020 | 0.24% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.23% |
| TORONTO-DOMINION BANK/THE 89119AL22 DCP 11/02/2020 | 0.23% |
| STACR 2019-DNA3 M2 02.1981 07/25/2049 | 0.23% |
| STACR 2019-DNA1 B1 04.7981 01/25/2049 | 0.23% |
| MANHATTAN ASSET FUNDING CO LL 56274LKG8 DCP 10/16/2020 | 0.23% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.22% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.22% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.22% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.22% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.22% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.22% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.21% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.21% |
| COMCAST CORP 03.9990 11/01/2049 | 0.21% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.21% |
| BACM 2015-UBS7 B 04.5050 09/15/2048 | 0.21% |
| BROADCOM INC 04.3000 11/15/2032 | 0.21% |
| JPMDB 2017-C5 XA IO 01.0858 03/15/2050 | 0.21% |
| STACR 2020-HQA3 M2 03.7481 07/25/2050 | 0.21% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.20% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.20% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.20% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.20% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.20% |
| FNR 2016-8 SA IO 05.9019 03/25/2046 | 0.20% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.20% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.20% |
| STACR 2020-HQA2 M2 03.2481 03/25/2050 | 0.19% |
| FNR 2018-44 SA IO 06.0519 06/25/2048 | 0.19% |
| GNMA GII30 TBA 04.5000 10/01/2050 | 0.19% |
| GNR 2018-168 KS IO 05.9938 12/20/2048 | 0.19% |
| ALPHABET INC 02.2500 08/15/2060 | 0.19% |
| CAS 2016-C03 1M2 05.4481 10/25/2028 | 0.19% |
| TORONTO-DOMINION BANK/THE 89119ALQ9 DCP 11/24/2020 | 0.19% |
| BROADCOM INC 04.1500 11/15/2030 | 0.19% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.19% |
| GNR 2019-119 KS IO 05.8979 09/16/2049 | 0.19% |
| SPST 2020-2 A 00.9748 03/26/2021 | 0.19% |
| FISERV INC 04.2000 10/01/2028 | 0.18% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.18% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.18% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.18% |
| GNR 2020-34 SQ | 0.18% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.18% |
| FREMF 2019-KF71 B P/P 144A 02.4568 10/25/2029 | 0.18% |
| FNR 2019-57 LS IO 05.8519 10/25/2049 | 0.18% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.18% |
| UBSCM 2018-C12 XA IO 00.9870 08/15/2051 | 0.18% |
| ZOETIS INC 03.9000 08/20/2028 | 0.18% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| GNR 2019-123 SL IO 05.9938 10/20/2049 | 0.18% |
| MRAFT 2020-2 A1 01.9055 05/29/2022 | 0.17% |
| AT&T INC 04.1000 02/15/2028 | 0.17% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| STACR 2016-HQA2 M3 05.2981 11/25/2028 | 0.17% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.17% |
| GNR 2020-32 GS IO 05.9438 03/20/2050 | 0.17% |
| STACR 2018-DNA2 B1 03.8481 12/25/2030 | 0.17% |
| CIGNA CORP 03.7500 07/15/2023 | 0.17% |
| GNR 2019-20 SB IO 05.9438 02/20/2049 | 0.17% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.17% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.17% |
| WFRBS 2011-C4 C P/P 144A 05.3897 06/15/2044 | 0.17% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.16% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| CAS 2017-C07 1EB2 01.1481 05/25/2030 | 0.16% |
| FNR 2019-3 SA IO 05.9519 02/25/2049 | 0.16% |
| STACR 2016-HQA3 M3 03.9981 03/25/2029 | 0.16% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.15% |
| BBCMS 2020-C7 XA IO 01.6329 04/15/2053 | 0.15% |
| GNR 2019-30 SH IO 05.8938 03/20/2049 | 0.15% |
| MCAS 2020-01 M10 P/P 144A 03.8981 03/25/2050 | 0.15% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% |
| CAS 2016-C02 1M2 06.1481 09/25/2028 | 0.15% |
| GNR 2019-83 SW IO 05.9438 07/20/2049 | 0.15% |
| STACR 2020-HQA1 M2 02.0481 01/25/2050 | 0.15% |
| ECOLAB INC 03.2500 12/01/2027 | 0.15% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% |
| BMIR 2019-4A M1C P/P 144A 02.6751 10/25/2029 | 0.15% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.15% |
| CSAIL 2019-C17 XA IO 01.5092 09/15/2052 | 0.15% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.15% |
| WAMU 2005-AR13 A1C4 00.5781 10/25/2045 | 0.15% |
| BANK 2018-BN13 XA 00.6581 08/15/2061 | 0.15% |
| FHR 4839 WS IO 05.9476 08/15/2056 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.14% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.14% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.14% |
| CAS 2020-R01 1M2 02.1981 01/25/2040 | 0.14% |
| DBUBS 2011-LC2A C P/P 144A 05.6704 07/10/2044 | 0.14% |
| RMIR 2019-1 M2 P/P 144A 03.3481 02/25/2029 | 0.14% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.14% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.14% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.14% |
| WFCM 2017-C41 XA IO 01.3627 11/15/2050 | 0.14% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.14% |
| CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.14% |
| CAS 2018-C05 1B1 04.3981 01/25/2031 | 0.14% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.14% |
| FHMS K110 X1 IO 01.8150 04/25/2030 | 0.14% |
| STACR 2018-DNA1 M2 01.9481 07/25/2030 | 0.14% |
| JPMCC 2012-C8 C P/P 144A 04.7780 10/15/2045 | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.13% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.13% |
| COMM 2017-COR2 C 04.7128 09/10/2050 | 0.13% |
| FNR 2015-66 AS IO 06.1019 09/25/2045 | 0.13% |
| SPST 2019-11 A 00.9011 10/24/2020 | 0.13% |
| FHMS K104 X1 IO 01.1271 01/25/2030 | 0.13% |
| FHR 4738 QS IO 06.0476 12/15/2047 | 0.13% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.13% |
| BOEING CO 04.8750 05/01/2025 | 0.13% |
| FNR 2017-108 SA IO 06.0019 01/25/2048 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.13% |
| STACR 2018-DNA2 M2 02.2981 12/25/2030 | 0.13% |
| GNR 2019-108 S IO 05.8938 08/20/2049 | 0.13% |
| GNR 2019-83 JS IO 05.9438 07/20/2049 | 0.13% |
| STACR 2015-DNA3 M3 04.8481 04/25/2028 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| JPMDB 2019-COR6 IO 01.0758 11/13/2052 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.2520 01/10/2045 | 0.12% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.12% |
| CAS 2017-C03 1M2 03.1481 10/25/2029 | 0.12% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.12% |
| JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.12% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.12% |
| MSBAM 2014-C14 C 05.1073 02/15/2047 | 0.12% |
| STACR 2016-DNA2 M3 04.7981 10/25/2028 | 0.12% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.12% |
| CAS 2020-SBT1 1M2 03.7981 02/25/2040 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.12% |
| FNR 2019-59 SD IO 05.9019 10/25/2049 | 0.12% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.12% |
| STACR 2016-DNA3 M3 05.1481 12/25/2028 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.12% |
| WFCM 2018-C46 C 05.1446 08/15/2051 | 0.12% |
| STACR 2018-HQA1 M2 02.4481 09/25/2030 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.11% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.11% |
| FNR 2016-91 AS IO 05.9519 12/25/2046 | 0.11% |
| GSMS 2014-GC18 C 05.1550 01/10/2047 | 0.11% |
| MRAFT 2020-4 A1 01.5055 04/23/2023 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| CAS 2018-R07 1B1 MTGE 04.4981 04/25/2031 | 0.11% |
| PACIFICORP 02.7000 09/15/2030 | 0.11% |
| DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% |
| FHR 4461 SB IO 06.0476 04/15/2045 | 0.11% |
| CAS 2017-C04 2M2 02.9981 11/25/2029 | 0.11% |
| JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.11% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.11% |
| STACR 2020-DNA2 B1 02.6481 02/25/2050 | 0.11% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.11% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.11% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.11% |
| GNR 2018-148 GS IO 05.9479 02/16/2046 | 0.11% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.11% |
| BCAP 2015-RR5 2A2 02.2408 01/26/2046 | 0.11% |
| CSMC 2016-NXSR XA IO 00.9088 12/15/2049 | 0.11% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.11% |
| MWST 2019-1 A 00.9481 06/25/2052 | 0.11% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 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% |
| ATLANTIC ASSET SECURITIZATION 04821TK79 DCP 10/07/2020 | 0.10% |
| COMM 2019-GC44 XA IO 00.7719 08/15/2057 | 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% |
| UBSCM 2017-C7 XA IO 01.1997 12/15/2050 | 0.10% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| GNR 2014-131 BS IO 06.0479 09/16/2044 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| WFRBS 2013-C12 C 04.4607 03/15/2048 | 0.10% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.10% |
| GNR 2016-H23 NI IO 03.3469 10/20/2066 | 0.10% |
| GNR 2020-H02 GI IO 03.2855 01/20/2070 | 0.10% |
| GSMS 2014-GC22 C 04.8485 06/10/2047 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| STACR 2018-HQA2 M2 02.4481 10/25/2048 | 0.10% |
| CAS 2017-C01 1B1 05.8981 07/25/2029 | 0.10% |
| FHR 4596 CS IO 05.9476 06/15/2046 | 0.10% |
| FREMF 2018-KF43 B P/P 144A 02.3068 01/25/2028 | 0.10% |
| GNR 2010-31 SA IO 05.5938 03/20/2040 | 0.10% |
| GNR 2018-155 SE IO 05.9438 11/20/2048 | 0.10% |
| MSBAM 2013-C10 E P/P 144A 04.2180 07/15/2046 | 0.10% |
| MSC 2012-C4 C P/P 144A 05.5994 03/15/2045 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.09% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| FNR 2014-87 MS IO 06.1019 01/25/2045 | 0.09% |
| FNR 2018-29 S IO 06.0519 05/25/2048 | 0.09% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.09% |
| JPMCC 2011-C4 C P/P 144A 05.5254 07/15/2046 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.09% |
| NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% |
| CAS 2018-C05 1M2 02.4981 01/25/2031 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| JPMBB 2014-C25 D P/P 144A 04.0986 11/15/2047 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| COMM 2014-CR17 D P/P 144A 05.0087 05/10/2047 | 0.09% |
| CSAIL 2015-C1 C 04.4109 04/15/2050 | 0.09% |
| FOX CORP 03.0500 04/07/2025 | 0.09% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| UBSCM 2012-C1 D P/P 144A 05.7546 05/10/2045 | 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% |
| GNR 2012-149 GS IO 06.0438 12/20/2042 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| COMM 2014-CR17 C 04.9450 05/10/2047 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.09% |
| STACR 2017-HQA1 M2 03.6981 08/25/2029 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.08% |
| BANK 2020-BN26 XA IO 01.3570 03/15/2063 | 0.08% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.08% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.08% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.08% |
| BSCMS 2007-T26 AJ 05.5414 01/12/2045 | 0.08% |
| CAS 2020-R02 2M2 02.1481 01/25/2040 | 0.08% |
| MSC 2018-H4 XA 01.0302 12/15/2051 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.08% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.08% |
| JPMCC 2012-C8 D P/P 144A 04.8261 10/15/2045 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| GNMA GII30 TBA 03.0000 10/01/2050 | 0.08% |
| GNR 2019-21 SJ IO 05.8938 02/20/2049 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNR 2019-44 SA IO 05.8938 04/20/2049 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| OPTN FN30 2.0 10/07/20 CALL 102.625 JPMC | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| STACR 2014-DN4 M3 04.6981 10/25/2024 | 0.08% |
| WBCMT 2005-C21 E P/P 144A 05.2694 10/15/2044 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| COMM 2012-CR1 C 05.4968 05/15/2045 | 0.08% |
| GNR 2016-H02 HI IO 03.0501 01/20/2066 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.08% |
| GNR 2010-9 YD IO 06.6479 01/16/2040 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| CSAIL 2015-C1 D P/P 144A 03.9109 04/15/2050 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.08% |
| JPMBB 2013-C14 E P/P 144A 04.8585 08/15/2046 | 0.08% |
| MSC 2018-H3 XA 00.9923 07/15/2051 | 0.08% |
| CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.08% |
| GNR 2018-H20 BI IO 03.1439 06/20/2068 | 0.08% |
| GNR 2019-H14 IB IO 03.3062 08/20/2069 | 0.08% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.07% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.07% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.07% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.07% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.07% |
| UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| FHR 4839 AS IO 05.8976 06/15/2042 | 0.07% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.07% |
| CAS 2017-C07 1B1 04.1481 05/25/2030 | 0.07% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.07% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.07% |
| GNR 2014-H11 GI IO 01.4820 06/20/2064 | 0.07% |
| GNR 2019-65 BS IO 05.9438 05/20/2049 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.07% |
| EFMT 2020-1 A2 03.3530 05/25/2065 | 0.07% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.07% |
| CWALT 2007-OA6 A1A 00.2881 06/25/2037 | 0.06% |
| STACR 2020-DNA2 M2 01.9981 02/25/2050 | 0.06% |
| FHMS K100 X1 IO 00.7699 09/25/2029 | 0.06% |
| FHR 4912 PS IO 05.8976 09/25/2049 | 0.06% |
| GNR 2019-H02 DI IO 03.3348 11/20/2068 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| MSC 2016-UB12 XA IO 00.8932 12/15/2049 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| CAS 2017-C02 2ED3 01.4981 09/25/2029 | 0.06% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.06% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.06% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| FOX CORP 04.0300 01/25/2024 | 0.06% |
| GNR 2014-H07 BI IO 01.4779 05/20/2064 | 0.06% |
| STACR 2015-DN1 M3 04.2981 01/25/2025 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| GNR 2016-H11 HI IO 02.1025 01/20/2066 | 0.06% |
| GNR 2018-H05 AI IO 02.5352 02/20/2068 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| OPTN FN30 2.5 11/05/20 CALL 104.703125 JPMC | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| GNR 2015-H12 GI IO 01.8109 05/20/2065 | 0.06% |
| CAS 2017-C06 1B1 04.2981 02/25/2030 | 0.06% |
| COMM 2014-LC15 XA IO 01.2561 04/10/2047 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FHR 4077 HS IO 05.9476 07/15/2042 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2050 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| STACR 2014-DN2 M3 03.7481 04/25/2024 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| WFRBS 2012-C7 D P/P 144A 04.9651 06/15/2045 | 0.06% |
| FNR 2018-1 MS IO 06.0019 02/25/2048 | 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% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.06% |
| STACR 2014-HQ2 M3 03.8981 09/25/2024 | 0.06% |
| WAMU 2005-AR17 A1B2 00.5581 12/25/2045 | 0.06% |
| WFCM 2014-LC16 XA IO 01.2504 08/15/2050 | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.05% |
| BHLD 2020-1 A3 03.3950 02/25/2055 | 0.05% |
| CGCMT 2014-GC19 X IO 01.3116 03/10/2047 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.3239 05/15/2045 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| CIT BANK NA 02.9690 09/27/2025 | 0.05% |
| COMM 2014-CR19 D P/P 144A 04.8680 08/10/2047 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% |
| BMIR 2020-2A M1C 04.1481 08/26/2030 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| GNR 2017-H12 QI IO 02.6792 05/20/2067 | 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% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| GNR 2015-H04 AI IO 03.1984 12/20/2064 | 0.05% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.05% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.05% |
| GNR 2015-H16 XI IO 02.4328 07/20/2065 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.05% |
| GNR 2015-H09 BI IO 01.6975 03/20/2065 | 0.05% |
| GNR 2015-H10 CI IO 01.8130 04/20/2065 | 0.05% |
| GNR 2018-H02 EI IO 02.3716 01/20/2068 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.4975 08/15/2046 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.05% |
| G2 BJ5495 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.05% |
| GNR 2015-H20 AI IO 01.8363 08/20/2065 | 0.05% |
| GNR 2016-H04 KI IO 03.0408 02/20/2066 | 0.05% |
| GSMS 2013-GC10 XA IO 01.6389 02/10/2046 | 0.05% |
| STACR 2017-HQA2 M2 02.7981 12/25/2029 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| CAS 2019-R03 1M2 02.2981 09/25/2031 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.05% |
| GNR 2015-H12 AI IO 01.8696 05/20/2065 | 0.05% |
| GNR 2018-91 SJ IO 06.0938 07/20/2048 | 0.05% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.04% |
| GNR 2015-H12 EI IO 01.7145 04/20/2065 | 0.04% |
| GNR 2017-H23 BI IO 01.9015 11/20/2067 | 0.04% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.04% |
| STACR 2015-HQA2 M3 04.9481 05/25/2028 | 0.04% |
| CAS 2019-R06 2M2 02.2481 09/25/2039 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.04% |
| STACR 2017-DNA1 M2 03.3981 07/25/2029 | 0.04% |
| WAMU 2005-AR13 A1B2 00.5781 10/25/2045 | 0.04% |
| GNR 2015-H25 CI IO 03.4804 10/20/2065 | 0.04% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.04% |
| OPTN FN30 2.0 11/05/20 CALL 103.0625 JPMC | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| GNR 2017-H14 EI IO 01.8543 06/20/2067 | 0.04% |
| GNR 2019-125 SG IO 05.8938 10/20/2049 | 0.04% |
| GNR 2019-78 SJ IO 05.8938 06/20/2049 | 0.04% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.04% |
| CAS 2019-HRP1 M2 02.2981 11/25/2039 | 0.04% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNR 2015-H26 DI IO 03.3745 10/20/2065 | 0.04% |
| GNR 2016-H24 JI IO 03.3048 11/20/2066 | 0.04% |
| GSMS 2014-GC22 XA IO 01.1381 06/10/2047 | 0.04% |
| MSBAM 2013-C12 XA IO 00.7511 10/15/2046 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| CAS 2016-C06 1M2 04.3981 04/25/2029 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| 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% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| CAS 2019-R02 1B1 04.2981 08/25/2031 | 0.04% |
| CAS 2020-SBT1 2M2 03.7981 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 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| FNR 2018-94 SA IO 05.9519 01/25/2049 | 0.04% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0432 11/15/2045 | 0.04% |
| 0.815 R ISWP US0003M P 07/30/2050 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.04% |
| GNR 2015-H15 JI IO 01.9663 06/20/2065 | 0.04% |
| JPMCC 2016-JP2 XA IO 01.9492 08/15/2049 | 0.04% |
| MSBAM 2015-C26 XA IO 01.1699 10/15/2048 | 0.04% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.04% |
| VMWARE INC 03.9000 08/21/2027 | 0.04% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.04% |
| GNR 2015-H28 DI IO 01.5553 08/20/2065 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| COMM 2013-CR6 D P/P 144A 04.2267 03/10/2046 | 0.04% |
| COMM 2014-UBS6 XA IO 01.0371 12/10/2047 | 0.04% |
| GNR 2015-H25 AI IO 01.6269 09/20/2065 | 0.04% |
| GNR 2017-H10 MI IO 02.2244 04/20/2067 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| MSBAM 2013-C11 D P/P 144A 04.4975 08/15/2046 | 0.04% |
| SWPTN 9MX2Y R 1.0925 USD 11/25/2020 GS | 0.04% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.04% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| STACR 2019-DNA4 B1 02.8481 10/25/2049 | 0.04% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.04% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.03% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 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% |
| SAIL 2004-10 A10 01.0481 11/25/2034 | 0.03% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WFRBS 2013-C14 XA IO 00.8535 06/15/2046 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.03% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| CAS 2016-C01 1M2 06.8981 08/25/2028 | 0.03% |
| CAS 2019-R05 1M2 02.1481 07/25/2039 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| GNR 2017-H08 NI IO 02.3087 03/20/2067 | 0.03% |
| MSC 2016-BNK2 XA IO 01.1850 11/15/2049 | 0.03% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| COMM 2014-CR17 XA IO 01.1312 05/10/2047 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNR 2010-H19 GI IO 01.4185 08/20/2060 | 0.03% |
| JPMCC 2013-C10 XA IO 01.1045 12/15/2047 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 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 00.7111 10/15/2057 | 0.03% |
| 1.29 R ISWP US0003M P 08/27/2030 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| CCMFC 2004-3A A2 00.4481 08/25/2035 | 0.03% |
| EMIR 2018-1 M2 03.1751 11/25/2028 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| MSBAM 2013-C7 XA IO 01.4708 02/15/2046 | 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% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| STACR 2018-DNA3 B1 04.0481 09/25/2048 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 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% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 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 2019-121 SD IO 05.8438 10/20/2049 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| MSBAM 2013-C10 F P/P 144A 04.2180 07/15/2046 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| STACR 2017-DNA2 B1 05.2981 10/25/2029 | 0.03% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.03% |
| GNR 2016-H27 BI IO 02.3598 12/20/2066 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| BMIR 2018-2A M1C P/P 144A 01.7481 08/25/2028 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| COMM 2015-CR23 XA IO 01.0368 05/10/2048 | 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 05.8533 02/15/2046 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7552 12/10/2045 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| CAS 2017-C03 1B1 04.9981 10/25/2029 | 0.03% |
| CAS 2019-R01 2M2 02.5981 07/25/2031 | 0.03% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.03% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.03% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.03% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.03% |
| GNMA GII30 AI2340 04.4760 05/20/2065 | 0.03% |
| GSMS 2014-GC18 XA IO 01.1741 01/10/2047 | 0.03% |
| JPMCC 2011-C3 F P/P 144A 05.8533 02/15/2046 | 0.03% |
| JPMCC 2013-C16 XA IO 01.0942 12/15/2046 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| STACR 2017-DNA2 M2 03.5981 10/25/2029 | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6749 12/15/2045 | 0.03% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 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% |
| JPMCC 2013-LC11 X IO 01.3893 04/15/2046 | 0.02% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| WFRBS 2011-C4 E P/P 144A 05.3897 06/15/2044 | 0.02% |
| CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| COMM 2012-CR1 D P/P 144A 05.4968 05/15/2045 | 0.02% |
| COMM 2013-CR13 E P/P 144A 05.0495 11/10/2046 | 0.02% |
| COMM 2013-LC13 XA IO 01.2916 08/10/2046 | 0.02% |
| COMM 2014-CR18 C 04.8817 07/15/2047 | 0.02% |
| COMM 2014-UBS4 XA IO 01.2606 08/10/2047 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNR 2015-H17 CI IO 01.5964 06/20/2065 | 0.02% |
| GSMS 2013-GC12 XA IO 01.5474 06/10/2046 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| NHEL 2004-2 M4 01.9481 09/25/2034 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FHR 3408 EK 25.1799 04/15/2037 | 0.02% |
| FHR 3852 NT 05.8476 05/15/2041 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 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 2YX2Y R 0.3 USD 06/30/2022 BA | 0.02% |
| SWPTN 3MX10Y P 0.923 USD 12/22/2020 CI | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| CGCMT 2013-GC17 X IO 01.1807 11/10/2046 | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 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% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| STACR 2020-HQA4 M2 03.6510 09/25/2050 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9543 09/15/2057 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 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 01.6289 12/20/2064 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| JPMBB 2014-C25 XA IO 00.9981 11/15/2047 | 0.02% |
| WAMU 2005-AR1 A2B 00.9481 01/25/2045 | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 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% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| WFRBS 2012-C10 E P/P 144A 04.5755 12/15/2045 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| 0.439 R ISWP US0003M P 08/10/2025 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2019-99 KS IO 05.8938 08/20/2049 | 0.02% |
| JPMCC 2012-LC9 XA IO 01.6425 12/15/2047 | 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 05.5994 03/15/2045 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| WAMU 2005-AR2 2A1B 00.5181 01/25/2045 | 0.02% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| COMM 2014-CR18 XA IO 01.1500 07/15/2047 | 0.02% |
| COMM 2014-CR19 XA IO 01.1343 08/10/2047 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 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 2017-12 IO IO 03.5000 03/25/2047 | 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% |
| STACR 2019-DNA2 B1 04.4981 03/25/2049 | 0.02% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| WAMU 2005-AR17 A1B3 00.4981 12/25/2045 | 0.02% |
| WFRBS 2012-C10 D P/P 144A 04.5755 12/15/2045 | 0.02% |
| CAS 2017-C05 1B1 03.7481 01/25/2030 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 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% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 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% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 01.7481 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 04.5656 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% |
| CAS 2017-C06 2M2 02.9481 02/25/2030 | 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% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 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% |
| OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.01% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 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-.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 GS | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 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 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 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 2YX30Y P 1.465 USD 02/25/2022 RB | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C11 XA IO P/P 144A 01.3185 03/15/2045 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 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.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.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 ML | 0.01% |
| COMM 2014-LC17 XA IO 00.8766 10/10/2047 | 0.01% |
| COMM 2014-UBS6 C 04.5945 12/10/2047 | 0.01% |
| FHR 3065 DC 19.4029 03/15/2035 | 0.01% |
| FNR 2011-4 CS 12.6037 05/25/2040 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 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% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.01% |
| CAS 2017-C02 2M2 03.7981 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.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% |
| 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 39.0112 07/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 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% |
| 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 02.5481 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% |
| 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% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNR 2005-122 SE 22.5815 11/25/2035 | 0.01% |
| FNR 2006-8 HP 24.0235 03/25/2036 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 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% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.4981 08/25/2028 | 0.01% |
| CAS 2016-C04 1M2 04.3981 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.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.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| 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 02.1773 12/10/2044 | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 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 19.6647 12/25/2035 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2020-15 CS IO 05.8938 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% |
| 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.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% |
| 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 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 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 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 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 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% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1481 04/25/2027 | 0.01% |
| 0.65 R ISWP US0003M P 05/26/2030 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 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.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-.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-.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-.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% |
| 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% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| GNMA GII30 AH1076 04.6690 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6630 09/20/2065 | 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 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 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 05.9938 09/20/2043 | 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.FN30.600.08 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 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8341 11/15/2044 | 0.01% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 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.BB.9 2058-09-17 500.0 09/17/2058 GS | 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 GS | 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-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 3249 PS 21.7721 12/15/2036 | 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 AS4173 UMBS 04.0000 09/01/2044 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 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 2012-62 EI IO 04.0000 04/25/2041 | 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 BO3369 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 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% |
| 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% |
| UBSCM 2012-C1 XA IO P/P 144A 02.2488 05/10/2045 | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 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-.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% |
| FHR 2990 LB 16.5562 06/15/2034 | 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 AX5555 UMBS 03.5000 10/01/2046 | 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 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 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 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% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| PACIFICORP 06.2500 10/15/2037 | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 1MX10Y R 0.635 USD 10/28/2020 CI | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2016-C07 2M2 04.4981 05/25/2029 | 0.00% |
| CAS 2018-C06 1M2 02.1481 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-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 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% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 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 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAS 2017-C01 1M2 03.6981 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.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FHR 2976 LC 23.8613 05/15/2035 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 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 19.8056 08/25/2035 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 AH1094 04.6810 06/20/2065 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 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 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| OPTN FN30 2.5 10/07/20 CALL 104.984375 JPMC | 0.00% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| 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 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 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 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4790 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 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-H14 BI IO 01.5722 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% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.00% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.00% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 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 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% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 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 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 17.0089 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 04.4710 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6270 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 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% |
| GNMA GN30 554001 06.5000 07/15/2031 | 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% |
| 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% |
| 0.70 R ISWP US0003M P 09/11/2030 | 0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% |
| BACM 2007-1 XW IO 00.6240 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7525 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3798 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7196 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-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0000 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 00.0627 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2606 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 529888 06.5000 05/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.400.10 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 00.2879 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1268 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 00.3586 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% |
| OPTN FN30 3.0 10/07/20 CALL 105.5625 JPMC | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| SWPTN 9MX2Y P 1.0925 USD 11/25/2020 GS | 0.00% |
| WBCMT 2006-C29 IO IO 00.4585 11/15/2048 | 0.00% |
| 0.6915 R ISWP US0003M P 09/30/2030 | -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% |
| 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 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -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-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| OPTN FN30 2.0 10/07/20 PUT 102.625 JPMC | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.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 1YX10Y R 0.765 USD 09/21/2021 BA | -0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -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% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.00% |
| 0.69 R ISWP US0003M P 10/01/2030 | -0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.00% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.00% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 0.739 R ISWP US0003M P 09/30/2030 | -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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| OPTN FN30 2.5 10/07/20 PUT 104.984375 JPMC | -0.00% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.00% |
| SWPTN 1MX5Y P 0.344 USD 10/08/2020 GS | -0.00% |
| SWPTN 1MX5Y R 0.344 USD 10/08/2020 GS | -0.00% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.01% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1MX10Y R 0.705 USD 10/28/2020 CI | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -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 7YX1Y R 0.87 USD 04/06/2027 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 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 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.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.01% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.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% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -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 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| 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 4YX10Y P 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 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 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 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.01% |
| SWPTN 1MX30Y P 1.241 USD 10/21/2020 CI | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -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 MS | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| 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.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 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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.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% |
| OPTN FN30 3.0 10/07/20 PUT 105.5625 JPMC | -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 3MX10Y R 0.523 USD 12/22/2020 CI | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | -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 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 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 ML | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -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% |
| 1.08 R ISWP FWD US0003M P 12/16/2050 | -0.03% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.03% |
| OPTN FN30 2.0 11/05/20 PUT 103.0625 JPMC | -0.03% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.03% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.03% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -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% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 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 ML | -0.03% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -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 CG | -0.03% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.04% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -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% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -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% |
| OPTN FN30 2.5 11/05/20 PUT 104.703125 JPMC | -0.05% |
| 0.585 R ISWP US0003M P 07/21/2030 | -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 | -0.06% |
| FNMA FN30 TBA UMBS 05.0000 10/01/2050 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.06% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.06% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.06% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.08% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -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 | -0.09% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.09% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.09% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.09% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.13% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2050 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.15% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.16% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.16% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.16% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.18% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.19% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.20% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.24% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.25% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.41% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.45% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.51% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.57% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.80% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.87% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.16% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -22.20% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 8.14% |
|---|---|
| US 10YR NOTE (CBT)DEC20 TYZ0 | 8.05% |
| FNMA FN30 TBA UMBS 02.0000 10/01/2050 | 7.23% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 6.45% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 5.80% |
| US ULTRA BOND CBT DEC20 WNZ0 | 5.58% |
| REPO TRIPA TREAS 0.07 09/01/2020 | 4.52% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2050 | 4.11% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 2.73% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | 2.57% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 2.07% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 1.93% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.24% |
| GNMA GII30 TBA 03.5000 09/01/2050 | 1.20% |
| GNMA GII30 TBA 04.0000 09/01/2050 | 0.99% |
| DNB BANK ASA 2332K0LP5 DCP 11/23/2020 | 0.90% |
| CASH MGMT BILL 00.0000 12/22/2020 | 0.83% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.81% |
| VERIZON COMM 04.3290 09/21/2028 | 0.81% |
| TREASURY BILL 00.0000 09/29/2020 | 0.78% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.76% |
| FED HOME LN DISCOUNT NT 313384F38 GDC 09/09/2020 | 0.69% |
| TREASURY BILL 00.0000 09/24/2020 | 0.69% |
| CASH MGMT BILL 00.0000 01/26/2021 | 0.65% |
| CASH MGMT BILL 00.0000 12/08/2020 | 0.65% |
| TREASURY BILL 00.0000 09/01/2020 | 0.65% |
| TREASURY BILL 00.0000 12/24/2020 | 0.65% |
| FNMA FN30 TBA UMBS 04.5000 09/01/2050 | 0.64% |
| TREASURY BILL 00.0000 10/06/2020 | 0.57% |
| TREASURY BILL 00.0000 10/13/2020 | 0.57% |
| COMCAST CORP 03.4500 02/01/2050 | 0.56% |
| METLIFE SHORT TERM FUNDING LL 59157TJA2 DCP 09/10/2020 | 0.53% |
| CHARIOT FUNDING LLC 15963TKE8 DCP 10/14/2020 | 0.52% |
| LLOYDS BANK PLC 53943RKG3 DCP 10/16/2020 | 0.52% |
| MATCHPOINT FINANCE PLC 57666AJ37 DCP 09/03/2020 | 0.52% |
| OLD LINE FUNDING LLC 67984XGP5 DCP 10/29/2020 | 0.52% |
| REGENCY MARKETS NO. 1 LLC 7588R0J99 DCP 09/09/2020 | 0.52% |
| TREASURY BILL 00.0000 09/17/2020 | 0.52% |
| TREASURY BILL 00.0000 10/22/2020 | 0.52% |
| VICTORY RECEIVABLES CORP 92646KKP6 DCP 10/23/2020 | 0.52% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TK83 DCP 10/08/2020 | 0.51% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.51% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.50% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.49% |
| GNR 2020-18 GS IO 05.8920 02/20/2050 | 0.49% |
| MANHATTAN ASSET FUNDING CO LL 56274LJ88 DCP 09/08/2020 | 0.46% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.45% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.44% |
| TOTAL CAPITAL CANADA LTD 89153PL59 DCP 11/05/2020 | 0.44% |
| FED HOME LN DISCOUNT NT 313384K81 GDC 10/16/2020 | 0.41% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.40% |
| GNR 2020-11 SY IO 05.9420 01/20/2050 | 0.39% |
| FED HOME LN DISCOUNT NT 313384E39 GDC 09/01/2020 | 0.39% |
| ATLANTIC ASSET SECURITIZATION 04821TJF3 DCP 09/15/2020 | 0.39% |
| BPCE SA 05571BKU6 DCP 10/28/2020 | 0.39% |
| CASH MGMT BILL 00.0000 11/17/2020 | 0.39% |
| TREASURY BILL 00.0000 09/08/2020 | 0.39% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.39% |
| SUMITOMO MITSUI TRUST BANK LT 86564YJE3 DCP 09/14/2020 | 0.38% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.37% |
| GNR 2020-47 SG IO 05.8420 02/20/2049 | 0.36% |
| AT&T INC 04.3500 03/01/2029 | 0.36% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.36% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.35% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.35% |
| MCAS 2019-01 M10 P/P 144A 03.4251 10/15/2049 | 0.35% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.35% |
| BARCLAYS BANK, PLC 06742VRA1 DCP 09/17/2020 | 0.34% |
| CRC FUNDING LLC 12619TKS2 DCP 10/26/2020 | 0.34% |
| TORONTO-DOMINION BANK/THE 89119AJM1 DCP 09/21/2020 | 0.34% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.34% |
| US BANCORP 01.3750 07/22/2030 | 0.33% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.33% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.33% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.32% |
| NATIONAL BANK OF CANADA 63307LJ28 DCP 09/02/2020 | 0.32% |
| GNR 2020-112 MS IO 06.1359 08/20/2050 | 0.31% |
| NATIONWIDE BUILDING SOCIETY 6385E0JP9 DCP 09/23/2020 | 0.31% |
| VISIO 2019-1 A3 03.8250 06/25/2054 | 0.31% |
| CSAIL 2015-C4 B 04.4814 11/15/2048 | 0.31% |
| OPTN FN30 2.5 09/08/20 CALL 104.25 JPMC | 0.31% |
| STACR 2019-DNA2 M2 02.6251 03/25/2049 | 0.31% |
| TREASURY BILL 00.0000 09/10/2020 | 0.31% |
| WFCM 2019-C50 XA IO 01.5879 05/15/2052 | 0.30% |
| UBSBB 2012-C3 C P/P 144A 05.1978 08/10/2049 | 0.30% |
| TREASURY BILL 00.0000 09/03/2020 | 0.30% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.29% |
| COMM 2018-COR3 C 04.7127 05/10/2051 | 0.29% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.29% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.29% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.29% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.29% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.29% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.28% |
| AT&T INC 04.3000 02/15/2030 | 0.28% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.28% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.28% |
| SPST 2019-7 A 00.8833 09/24/2020 | 0.28% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.27% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.26% |
| NATIONWIDE BUILDING SOCIETY 6385E0J87 DCP 09/08/2020 | 0.26% |
| NRW BANK 62939LK81 DCP 10/08/2020 | 0.26% |
| NRW BANK 62939LKF5 DCP 10/15/2020 | 0.26% |
| PRUDENTIAL PLC 7443M2JE7 DCP 09/14/2020 | 0.26% |
| AT&T INC 03.3000 02/01/2052 | 0.26% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.25% |
| MANHATTAN ASSET FUNDING CO LL 56274LKD5 DCP 10/13/2020 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.25% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.25% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.25% |
| MSC 2011-C1 D P/P 144A 05.6747 09/15/2047 | 0.25% |
| EQUINIX INC 03.2000 11/18/2029 | 0.25% |
| FNR 2019-74 S IO 05.8249 12/25/2049 | 0.25% |
| STACR 2016-HQA1 M3 06.5251 09/25/2028 | 0.25% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| SPST 2020-6 A 01.9333 09/07/2021 | 0.24% |
| ALPINE SECURITIZATION LLC 02088WKF6 DCP 10/15/2020 | 0.24% |
| BMIR 2017-1 M2 P/P 144A 03.5251 10/25/2027 | 0.24% |
| SPST 2020-WL1 A 01.3251 06/25/2051 | 0.23% |
| TORONTO-DOMINION BANK/THE 89119AL22 DCP 11/02/2020 | 0.23% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.23% |
| STACR 2019-DNA3 M2 02.2251 07/25/2049 | 0.23% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.23% |
| STACR 2019-DNA1 B1 04.8251 01/25/2049 | 0.23% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.22% |
| SHRP 2020-1 NOTE 03.1500 07/25/2024 | 0.22% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.22% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.22% |
| COMCAST CORP 03.9990 11/01/2049 | 0.21% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.21% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.21% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.21% |
| JPMDB 2017-C5 XA IO 01.0863 03/15/2050 | 0.21% |
| BACM 2015-UBS7 B 04.5051 09/15/2048 | 0.21% |
| BROADCOM INC 04.3000 11/15/2032 | 0.21% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.21% |
| STACR 2020-HQA3 M2 03.7751 07/25/2050 | 0.21% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.21% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.20% |
| CAS 2016-C03 1M2 05.4751 10/25/2028 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.20% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| FNR 2016-8 SA IO 05.8749 03/25/2046 | 0.20% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 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% |
| FNR 2018-44 SA IO 06.0249 06/25/2048 | 0.20% |
| FNR 2019-57 LS IO 05.8249 10/25/2049 | 0.20% |
| GNR 2019-119 KS IO 05.8881 09/16/2049 | 0.20% |
| ALPHABET INC 02.2500 08/15/2060 | 0.19% |
| GNMA GII30 TBA 04.5000 09/01/2050 | 0.19% |
| STACR 2020-HQA2 M2 03.2751 03/25/2050 | 0.19% |
| THUNDER BAY FUNDING LLC 88602TJH7 DCP 09/17/2020 | 0.19% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.19% |
| MRAIT 2020-2 A 01.3119 10/22/2020 | 0.19% |
| GNR 2018-168 KS IO 05.9920 12/20/2048 | 0.19% |
| BROADCOM INC 04.1500 11/15/2030 | 0.19% |
| GNR 2020-34 SQ | 0.19% |
| SPST 2020-2 A 01.0043 03/26/2021 | 0.19% |
| FISERV INC 04.2000 10/01/2028 | 0.19% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.18% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.18% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.18% |
| GNR 2020-32 GS IO 05.9420 03/20/2050 | 0.18% |
| FREMF 2019-KF71 B P/P 144A 02.4549 10/25/2029 | 0.18% |
| UBSCM 2018-C12 XA IO 00.9877 08/15/2051 | 0.18% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.18% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.18% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.18% |
| ZOETIS INC 03.9000 08/20/2028 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.18% |
| AT&T INC 04.1000 02/15/2028 | 0.18% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.17% |
| MRAFT 2020-2 A1 01.9054 05/29/2022 | 0.17% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.17% |
| STACR 2016-HQA2 M3 05.3251 11/25/2028 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| CIGNA CORP 03.7500 07/15/2023 | 0.17% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.17% |
| GNR 2019-20 SB IO 05.9420 02/20/2049 | 0.17% |
| CAS 2016-C02 1M2 06.1751 09/25/2028 | 0.17% |
| GNR 2019-123 SL IO 05.9920 10/20/2049 | 0.17% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.17% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.17% |
| WFRBS 2011-C4 C P/P 144A 05.3898 06/15/2044 | 0.17% |
| 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% |
| FNR 2019-3 SA IO 05.9249 02/25/2049 | 0.16% |
| GNR 2019-83 SW IO 05.9420 07/20/2049 | 0.16% |
| CAS 2017-C07 1EB2 01.1751 05/25/2030 | 0.16% |
| STACR 2018-DNA2 B1 03.8751 12/25/2030 | 0.16% |
| FHR 4839 WS IO 05.9381 08/15/2056 | 0.16% |
| STACR 2016-HQA3 M3 04.0251 03/25/2029 | 0.16% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.16% |
| BBCMS 2020-C7 XA IO 01.6329 04/15/2053 | 0.15% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% |
| GNR 2019-30 SH IO 05.8920 03/20/2049 | 0.15% |
| MCAS 2020-01 M10 P/P 144A 03.9251 03/25/2050 | 0.15% |
| CAS 2016-C03 2M2 06.0751 10/25/2028 | 0.15% |
| CSAIL 2019-C17 XA IO 01.5096 09/15/2052 | 0.15% |
| ECOLAB INC 03.2500 12/01/2027 | 0.15% |
| STACR 2020-HQA1 M2 02.0751 01/25/2050 | 0.15% |
| BANK 2018-BN13 XA 00.6587 08/15/2061 | 0.15% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.15% |
| WAMU 2005-AR13 A1C4 00.6051 10/25/2045 | 0.15% |
| BMIR 2019-4A M1C P/P 144A 02.6751 10/25/2029 | 0.15% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.15% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.14% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.14% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.14% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.14% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.14% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.14% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.14% |
| DBUBS 2011-LC2A C P/P 144A 05.6704 07/10/2044 | 0.14% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.14% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.14% |
| WFCM 2017-C41 XA IO 01.3638 11/15/2050 | 0.14% |
| CAS 2020-R01 1M2 02.2251 01/25/2040 | 0.14% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.14% |
| FHMS K110 X1 IO 01.8151 04/25/2030 | 0.14% |
| FNR 2015-66 AS IO 06.0749 09/25/2045 | 0.14% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.14% |
| GNR 2019-83 JS IO 05.9420 07/20/2049 | 0.14% |
| RMIR 2019-1 M2 P/P 144A 03.3751 02/25/2029 | 0.14% |
| CAS 2018-C05 1B1 04.4251 01/25/2031 | 0.14% |
| STACR 2018-DNA1 M2 01.9751 07/25/2030 | 0.14% |
| JPMCC 2012-C8 C P/P 144A 04.7781 10/15/2045 | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.13% |
| SPST 2019-11 A 00.9333 10/24/2020 | 0.13% |
| CAS 2017-C03 1M2 03.1751 10/25/2029 | 0.13% |
| FHMS K104 X1 IO 01.1271 01/25/2030 | 0.13% |
| FHR 4738 QS IO 06.0381 12/15/2047 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.13% |
| COMM 2017-COR2 C 04.7129 09/10/2050 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| FNR 2017-108 SA IO 05.9749 01/25/2048 | 0.13% |
| UBSC 2011-C1 D P/P 144A 06.2520 01/10/2045 | 0.13% |
| BOEING CO 04.8750 05/01/2025 | 0.13% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.13% |
| STACR 2018-DNA2 M2 02.3251 12/25/2030 | 0.13% |
| STACR 2015-DNA3 M3 04.8751 04/25/2028 | 0.13% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.13% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.13% |
| GNR 2019-108 S IO 05.8920 08/20/2049 | 0.13% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| STACR 2016-DNA2 M3 04.8251 10/25/2028 | 0.12% |
| FNR 2019-59 SD IO 05.8749 10/25/2049 | 0.12% |
| JPMDB 2019-COR6 IO 01.0762 11/13/2052 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.12% |
| CAS 2020-SBT1 1M2 03.8251 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% |
| STACR 2016-DNA3 M3 05.1751 12/25/2028 | 0.12% |
| JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.12% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| MSRR 2015-R4 CB1 00.9973 08/26/2047 | 0.12% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.12% |
| STACR 2018-HQA1 M2 02.4751 09/25/2030 | 0.12% |
| WFCM 2018-C46 C 05.1446 08/15/2051 | 0.12% |
| FNR 2016-91 AS IO 05.9249 12/25/2046 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.12% |
| FHR 4461 SB IO 06.0381 04/15/2045 | 0.11% |
| MRAFT 2020-4 A1 01.5054 04/23/2023 | 0.11% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.11% |
| PACIFICORP 02.7000 09/15/2030 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| FREMF 2019-KF66 B P/P 144A 02.5549 07/25/2029 | 0.11% |
| GSMS 2014-GC18 C 05.1550 01/10/2047 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| CAS 2018-R07 1B1 MTGE 04.5251 04/25/2031 | 0.11% |
| DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.11% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.11% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.11% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.11% |
| BCAP 2015-RR5 2A2 02.3925 01/26/2046 | 0.11% |
| CAS 2017-C04 2M2 03.0251 11/25/2029 | 0.11% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.11% |
| CSMC 2016-NXSR XA IO 00.9106 12/15/2049 | 0.11% |
| GNR 2018-148 GS IO 05.9381 02/16/2046 | 0.11% |
| JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.11% |
| STACR 2019-DNA1 M2 02.8251 01/25/2049 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.11% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.11% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.11% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.11% |
| MWST 2019-1 A 00.9751 06/25/2052 | 0.11% |
| STACR 2020-DNA2 B1 02.6751 02/25/2050 | 0.11% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.11% |
| HCA INC 04.1250 06/15/2029 | 0.11% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.11% |
| UBSCM 2017-C7 XA IO 01.2009 12/15/2050 | 0.11% |
| COMM 2019-GC44 XA IO 00.7723 08/15/2057 | 0.10% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.10% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.10% |
| ATLANTIC ASSET SECURITIZATION 04821TK79 DCP 10/07/2020 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| GNR 2014-131 BS IO 06.0381 09/16/2044 | 0.10% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| WFRBS 2013-C12 C 04.4609 03/15/2048 | 0.10% |
| FHR 4596 CS IO 05.9381 06/15/2046 | 0.10% |
| GNR 2010-31 SA IO 05.5920 03/20/2040 | 0.10% |
| GNR 2016-H23 NI IO 03.5783 10/20/2066 | 0.10% |
| GNR 2020-H02 GI IO 03.3768 01/20/2070 | 0.10% |
| GSMS 2014-GC22 C 04.8466 06/10/2047 | 0.10% |
| GNR 2018-155 SE IO 05.9420 11/20/2048 | 0.10% |
| FNR 2018-29 S IO 06.0249 05/25/2048 | 0.10% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.10% |
| CAS 2017-C01 1B1 05.9251 07/25/2029 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| FREMF 2018-KF43 B P/P 144A 02.3049 01/25/2028 | 0.10% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.10% |
| MSBAM 2013-C10 E P/P 144A 04.2182 07/15/2046 | 0.10% |
| MSC 2012-C4 C P/P 144A 05.5994 03/15/2045 | 0.10% |
| STACR 2018-HQA2 M2 02.4751 10/25/2048 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.10% |
| FNR 2014-87 MS IO 06.0749 01/25/2045 | 0.10% |
| COMM 2012-CR1 C 05.4968 05/15/2045 | 0.09% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.09% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| JPMCC 2011-C4 C P/P 144A 05.5255 07/15/2046 | 0.09% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.09% |
| CAS 2018-C05 1M2 02.5251 01/25/2031 | 0.09% |
| GNR 2012-149 GS IO 06.0420 12/20/2042 | 0.09% |
| NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% |
| COMM 2014-CR17 D P/P 144A 05.0088 05/10/2047 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.09% |
| JPMBB 2014-C25 D P/P 144A 04.0934 11/15/2047 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.09% |
| FOX CORP 03.0500 04/07/2025 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| ZOETIS INC 02.0000 05/15/2030 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.09% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| UBSCM 2012-C1 D P/P 144A 05.7546 05/10/2045 | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| COMM 2014-CR17 C 04.9451 05/10/2047 | 0.09% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.09% |
| STACR 2017-HQA1 M2 03.7251 08/25/2029 | 0.09% |
| BSCMS 2007-T26 AJ 05.5415 01/12/2045 | 0.08% |
| MSC 2018-H4 XA 01.0306 12/15/2051 | 0.08% |
| STACR 2014-DN4 M3 04.7251 10/25/2024 | 0.08% |
| BANK 2020-BN26 XA IO 01.3570 03/15/2063 | 0.08% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.08% |
| GNR 2019-44 SA IO 05.8920 04/20/2049 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.08% |
| CAS 2020-R02 2M2 02.1751 01/25/2040 | 0.08% |
| GNMA GII30 TBA 03.0000 09/01/2050 | 0.08% |
| JPMCC 2012-C8 D P/P 144A 04.8262 10/15/2045 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| GNR 2019-21 SJ IO 05.8920 02/20/2049 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| WBCMT 2005-C21 E P/P 144A 05.2691 10/15/2044 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.08% |
| GNR 2016-H02 HI IO 03.0516 01/20/2066 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.08% |
| MSC 2018-H3 XA 00.9928 07/15/2051 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.08% |
| GNR 2010-9 YD IO 06.6381 01/16/2040 | 0.08% |
| GNR 2019-H14 IB IO 03.4122 08/20/2069 | 0.08% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.08% |
| FHR 4839 AS IO 05.8881 06/15/2042 | 0.08% |
| JPMBB 2013-C14 E P/P 144A 04.8585 08/15/2046 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.08% |
| GNR 2018-H20 BI IO 03.2286 06/20/2068 | 0.08% |
| CAS 2017-C01 1EB1 01.4251 07/25/2029 | 0.07% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.07% |
| CSAIL 2015-C1 D P/P 144A 03.9111 04/15/2050 | 0.07% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.07% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.07% |
| UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.07% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.07% |
| GNR 2019-65 BS IO 05.9420 05/20/2049 | 0.07% |
| STACR 2015-DN1 M3 04.3251 01/25/2025 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| CAS 2017-C02 2ED3 01.5251 09/25/2029 | 0.07% |
| CAS 2017-C07 1B1 04.1751 05/25/2030 | 0.07% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.07% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.07% |
| GNR 2014-H11 GI IO 01.4712 06/20/2064 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.07% |
| EFMT 2020-1 A2 03.3530 05/25/2065 | 0.07% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| CWALT 2007-OA6 A1A 00.3151 06/25/2037 | 0.07% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.07% |
| FHMS K100 X1 IO 00.7700 09/25/2029 | 0.06% |
| FHR 4912 PS IO 05.8881 09/25/2049 | 0.06% |
| GNR 2019-H02 DI IO 03.4267 11/20/2068 | 0.06% |
| MSC 2016-UB12 XA IO 00.8956 12/15/2049 | 0.06% |
| STACR 2020-DNA2 M2 02.0251 02/25/2050 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| GNR 2014-H07 BI IO 01.4676 05/20/2064 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| STACR 2019-HQA1 M2 02.5251 02/25/2049 | 0.06% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.06% |
| GNR 2016-H11 HI IO 02.1023 01/20/2066 | 0.06% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| FOX CORP 04.0300 01/25/2024 | 0.06% |
| GNR 2018-H05 AI IO 02.5350 02/20/2068 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| GNR 2015-H12 GI IO 01.8012 05/20/2065 | 0.06% |
| COMM 2014-LC15 XA IO 01.2569 04/10/2047 | 0.06% |
| CSAIL 2015-C1 C 04.4111 04/15/2050 | 0.06% |
| FNR 2018-1 MS IO 05.9749 02/25/2048 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| STACR 2014-DN2 M3 03.7751 04/25/2024 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| FHR 4077 HS IO 05.9381 07/15/2042 | 0.06% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| WFRBS 2012-C7 D P/P 144A 04.9654 06/15/2045 | 0.06% |
| CAS 2017-C06 1B1 04.3251 02/25/2030 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 09/01/2050 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.06% |
| CGCMT 2014-GC19 X IO 01.3125 03/10/2047 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.06% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.06% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| WFCM 2014-LC16 XA IO 01.2510 08/15/2050 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.3240 05/15/2045 | 0.06% |
| STACR 2014-HQ2 M3 03.9251 09/25/2024 | 0.06% |
| WAMU 2005-AR17 A1B2 00.5851 12/25/2045 | 0.06% |
| 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% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNR 2017-H12 QI IO 02.6977 05/20/2067 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| CIT BANK NA 02.9690 09/27/2025 | 0.05% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.05% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.05% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% |
| BMIR 2020-2A M1C 04.5330 08/26/2030 | 0.05% |
| COMM 2014-CR19 D P/P 144A 04.8681 08/10/2047 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 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% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.05% |
| GNR 2015-H04 AI IO 03.1840 12/20/2064 | 0.05% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.05% |
| GNR 2015-H16 XI IO 02.4181 07/20/2065 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| SWPTN 1MX30Y P 0.847 USD 09/10/2020 BA | 0.05% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.05% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.05% |
| GNR 2015-H09 BI IO 01.6923 03/20/2065 | 0.05% |
| GNR 2015-H10 CI IO 01.8050 04/20/2065 | 0.05% |
| GNR 2018-91 SJ IO 06.0920 07/20/2048 | 0.05% |
| GNR 2018-H02 EI IO 02.3711 01/20/2068 | 0.05% |
| GSMS 2013-GC10 XA IO 01.6399 02/10/2046 | 0.05% |
| OPTN FN30 2.5 10/07/20 CALL 104.984375 JPMC | 0.05% |
| G2 BJ5495 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.4977 08/15/2046 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| CAS 2019-R03 1M2 02.3251 09/25/2031 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.5128 08/10/2044 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| GNR 2015-H12 AI IO 01.8600 05/20/2065 | 0.05% |
| GNR 2015-H20 AI IO 01.8276 08/20/2065 | 0.05% |
| GNR 2016-H04 KI IO 03.0486 02/20/2066 | 0.05% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.05% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.05% |
| GNR 2015-H12 EI IO 01.7063 04/20/2065 | 0.05% |
| GNR 2017-H23 BI IO 01.8920 11/20/2067 | 0.05% |
| GNR 2019-78 SJ IO 05.8920 06/20/2049 | 0.05% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.05% |
| CAS 2019-R06 2M2 02.2751 09/25/2039 | 0.04% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GNR 2019-125 SG IO 05.8920 10/20/2049 | 0.04% |
| STACR 2015-HQA2 M3 04.9751 05/25/2028 | 0.04% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| GNR 2015-H25 CI IO 03.4842 10/20/2065 | 0.04% |
| GNR 2017-H14 EI IO 01.8840 06/20/2067 | 0.04% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 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 03.4251 07/25/2029 | 0.04% |
| WAMU 2005-AR13 A1B2 00.6051 10/25/2045 | 0.04% |
| CAS 2016-C06 1M2 04.4251 04/25/2029 | 0.04% |
| GSMS 2014-GC22 XA IO 01.1386 06/10/2047 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNR 2016-H24 JI IO 03.6840 11/20/2066 | 0.04% |
| MSBAM 2013-C12 XA IO 00.7520 10/15/2046 | 0.04% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.04% |
| CAS 2019-HRP1 M2 02.3251 11/25/2039 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNR 2018-94 SA IO 05.9249 01/25/2049 | 0.04% |
| GNR 2015-H26 DI IO 03.4798 10/20/2065 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0447 11/15/2045 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% |
| CAS 2016-C05 2M2 04.6251 01/25/2029 | 0.04% |
| CAS 2019-R02 1B1 04.3251 08/25/2031 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNR 2015-H15 JI IO 01.9573 06/20/2065 | 0.04% |
| MSBAM 2015-C26 XA IO 01.1703 10/15/2048 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| CAS 2020-SBT1 2M2 03.8251 02/25/2040 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.04% |
| JPMCC 2016-JP2 XA IO 01.9496 08/15/2049 | 0.04% |
| SAIL 2004-10 A10 01.0751 11/25/2034 | 0.04% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.04% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% |
| VMWARE INC 03.9000 08/21/2027 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| COMM 2014-UBS6 XA IO 01.0375 12/10/2047 | 0.04% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.04% |
| GNR 2015-H25 AI IO 01.6152 09/20/2065 | 0.04% |
| GNR 2015-H28 DI IO 01.5469 08/20/2065 | 0.04% |
| GNR 2017-H10 MI IO 02.2463 04/20/2067 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.04% |
| CAS 2016-C01 1M2 06.9251 08/25/2028 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| COMM 2013-CR6 D P/P 144A 04.2269 03/10/2046 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.04% |
| SWPTN 9MX2Y R 1.0925 USD 11/25/2020 GS | 0.04% |
| WFRBS 2013-C14 XA IO 00.8542 06/15/2046 | 0.04% |
| 0.98 R ISWP US0003M P 08/14/2050 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| APPLE INC 03.4500 05/06/2024 | 0.04% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.04% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.04% |
| MSBAM 2013-C11 D P/P 144A 04.4977 08/15/2046 | 0.04% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| 0.815 R ISWP US0003M P 07/30/2050 | 0.03% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 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% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 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 2019-DNA4 B1 02.8751 10/25/2049 | 0.03% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.03% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2017-H08 NI IO 02.3279 03/20/2067 | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| CAS 2019-R05 1M2 02.1751 07/25/2039 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| GNR 2010-H19 GI IO 01.4093 08/20/2060 | 0.03% |
| JPMCC 2013-C10 XA IO 01.1058 12/15/2047 | 0.03% |
| MSC 2016-BNK2 XA IO 01.1871 11/15/2049 | 0.03% |
| OPTN FN30 3.0 09/08/20 CALL 105.078125 JPMC | 0.03% |
| WFRBS 2014-C23 XA IO 00.7115 10/15/2057 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| COMM 2014-CR17 XA IO 01.1317 05/10/2047 | 0.03% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| MSBAM 2013-C7 XA IO 01.4720 02/15/2046 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 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% |
| 1.29 R ISWP US0003M P 08/27/2030 | 0.03% |
| CCMFC 2004-3A A2 00.4751 08/25/2035 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| STACR 2018-DNA3 B1 04.0751 09/25/2048 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 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% |
| EMIR 2018-1 M2 03.1751 11/25/2028 | 0.03% |
| GNR 2016-H27 BI IO 02.3962 12/20/2066 | 0.03% |
| GNR 2019-121 SD IO 05.8420 10/20/2049 | 0.03% |
| MSBAM 2013-C10 F P/P 144A 04.2182 07/15/2046 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| STACR 2017-DNA2 B1 05.3251 10/25/2029 | 0.03% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7563 12/10/2045 | 0.03% |
| BMIR 2018-2A M1C P/P 144A 01.7751 08/25/2028 | 0.03% |
| CAS 2019-R01 2M2 02.6251 07/25/2031 | 0.03% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| COMM 2015-CR23 XA IO 01.0372 05/10/2048 | 0.03% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.03% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.03% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.03% |
| JPMCC 2013-C16 XA IO 01.0952 12/15/2046 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6763 12/15/2045 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| CAS 2015-C04 1M2 05.8751 04/25/2028 | 0.03% |
| CAS 2017-C03 1B1 05.0251 10/25/2029 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.03% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.03% |
| GNMA GII30 AI2340 04.4760 05/20/2065 | 0.03% |
| GSMS 2014-GC18 XA IO 01.1748 01/10/2047 | 0.03% |
| JPMCC 2011-C3 D P/P 144A 05.8353 02/15/2046 | 0.03% |
| JPMCC 2013-LC11 X IO 01.3903 04/15/2046 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| STACR 2017-DNA2 M2 03.6251 10/25/2029 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 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% |
| JPMCC 2011-C3 F P/P 144A 05.8353 02/15/2046 | 0.02% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.02% |
| COMM 2013-LC13 XA IO 01.2927 08/10/2046 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 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% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| GNR 2015-H17 CI IO 01.5892 06/20/2065 | 0.02% |
| GSMS 2013-GC12 XA IO 01.5485 06/10/2046 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| NHEL 2004-2 M4 01.9751 09/25/2034 | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% |
| WFRBS 2011-C4 E P/P 144A 05.3898 06/15/2044 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMM 2012-CR1 D P/P 144A 05.4968 05/15/2045 | 0.02% |
| COMM 2013-CR13 E P/P 144A 05.0498 11/10/2046 | 0.02% |
| COMM 2014-CR18 C 04.8818 07/15/2047 | 0.02% |
| COMM 2014-UBS4 XA IO 01.2610 08/10/2047 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FHR 3852 NT 05.8381 05/15/2041 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| FHR 3408 EK 25.1417 04/15/2037 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 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% |
| WFRBS 2014-C22 XA IO 00.9548 09/15/2057 | 0.02% |
| 0.439 R ISWP US0003M P 08/10/2025 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| CGCMT 2013-GC17 X IO 01.1817 11/10/2046 | 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% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 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% |
| GNR 2015-H01 CI IO 01.6214 12/20/2064 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| JPMBB 2014-C25 XA IO 00.9977 11/15/2047 | 0.02% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 01.5251 08/25/2028 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| WAMU 2005-AR1 A2B 00.9751 01/25/2045 | 0.02% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 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 2019-99 KS IO 05.8920 08/20/2049 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| JPMCC 2012-LC9 XA IO 01.6436 12/15/2047 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| WFRBS 2012-C10 E P/P 144A 04.5757 12/15/2045 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| COMM 2014-CR19 XA IO 01.1349 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 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MSC 2012-C4 E P/P 144A 05.5994 03/15/2045 | 0.02% |
| WAMU 2005-AR17 A1B3 00.5251 12/25/2045 | 0.02% |
| WAMU 2005-AR2 2A1B 00.5451 01/25/2045 | 0.02% |
| COMM 2014-CR18 XA IO 01.1506 07/15/2047 | 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 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| STACR 2019-DNA2 B1 04.5251 03/25/2049 | 0.02% |
| WFRBS 2012-C10 D P/P 144A 04.5757 12/15/2045 | 0.02% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| 0.852 R ISWP FWD US0003M P 08/19/2050 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CAS 2017-C05 1B1 03.7751 01/25/2030 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.02% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.02% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 01.7751 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 04.5655 12/15/2047 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 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% |
| CAS 2017-C06 2M2 02.9751 02/25/2030 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 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% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 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.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% |
| COMM 2014-LC17 XA IO 00.8771 10/10/2047 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNR 2011-4 CS 12.5497 05/25/2040 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C11 XA IO P/P 144A 01.3197 03/15/2045 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 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.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| COMM 2014-UBS6 C 04.5946 12/10/2047 | 0.01% |
| FHR 3065 DC 19.3744 03/15/2035 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 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% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.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-.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% |
| 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 38.8492 07/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CAS 2016-C04 1M2 04.4251 01/25/2029 | 0.01% |
| CAS 2018-R07 1M2 02.5751 04/25/2031 | 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-.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% |
| COMM 2012-LC4 XA IO P/P 144A 02.2831 12/10/2044 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2005-106 JC 19.5810 12/25/2035 | 0.01% |
| FNR 2005-122 SE 22.4870 11/25/2035 | 0.01% |
| FNR 2006-8 HP 23.9245 03/25/2036 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 AW8447 04.3250 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% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| OPTN FN30 2.0 10/07/20 PUT 103.23828125 JPMC | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 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 GS | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% |
| GNR 2020-15 CS IO 05.8920 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% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| 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.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 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% |
| 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 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 AO7326 04.6640 09/20/2065 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 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 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 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 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1751 04/25/2027 | 0.01% |
| OPTN FN30 2.0 10/07/20 PUT 102.98828125 JPMC | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8351 11/15/2044 | 0.01% |
| 0.6085 R ISWP US0003M P 07/17/2030 | 0.01% |
| 0.65 R ISWP US0003M P 05/26/2030 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 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.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.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 JP | 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 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 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 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| GNMA GII30 AH1076 04.6690 05/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 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 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 05.9920 09/20/2043 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 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 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| UBSCM 2012-C1 XA IO P/P 144A 02.2501 05/10/2045 | 0.01% |
| 0.2501 R ISWP US0003M P 08/10/2025 | 0.01% |
| 0.2506 R ISWP US0003M P 08/10/2025 | 0.01% |
| 0.25214 R ISWP US0003M P 08/10/2025 | 0.01% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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-.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 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 3249 PS 21.7408 12/15/2036 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 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% |
| 0.2537 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2545 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2565 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.26003 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2627 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.6195 R ISWP US0003M P 07/15/2030 | 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 2990 LB 16.5319 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% |
| 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 AX5555 UMBS 03.5000 10/01/2046 | 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 BO1298 05.0000 05/20/2049 | 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 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 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% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| PACIFICORP 06.2500 10/15/2037 | 0.00% |
| SWPTN 1MX30Y R 0.893 USD 09/18/2020 BA | 0.00% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.5725 R ISWP US0003M P 07/24/2030 | 0.00% |
| 0.655 R ISWP US0003M P 07/03/2030 | 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 2016-C07 2M2 04.5251 05/25/2029 | 0.00% |
| CAS 2018-C06 1M2 02.1751 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.8 2057-10-17 500.0 10/17/2057 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 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 2005-75 GS 19.7246 08/25/2035 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 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 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 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.00% |
| MWST 2018-W1 A 01.0251 11/25/2051 | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.00% |
| 0.68488 R ISWP US0003M P 08/18/2030 | 0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% |
| CAS 2017-C01 1M2 03.7251 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.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 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% |
| 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% |
| FHR 2976 LC 23.8264 05/15/2035 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 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% |
| GNMA GII30 AH1094 04.6790 06/20/2065 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 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 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 1MX10Y R 0.654 USD 09/28/2020 CI | 0.00% |
| SWPTN 5WX5Y P 0.2815 USD 09/08/2020 GS | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.00% |
| 0.6882 R ISWP US0003M P 08/18/2030 | 0.00% |
| 0.70 R ISWP FWD US0003M P 09/16/2030 | 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.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 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 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 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 2012-101 PI IO 03.5000 08/25/2040 | 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% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4790 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5220 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 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 BL6218 06.0000 02/20/2049 | 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 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2015-H14 BI IO 01.5661 05/20/2065 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 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 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 16.9387 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 04.4700 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6270 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BL6016 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 GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 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 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5WX10Y P 0.815 USD 09/28/2020 BA | 0.00% |
| SWPTN 5WX10Y P 0.88 USD 09/28/2020 BA | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.2115 R ISWP US0003M P 07/24/2022 | 0.00% |
| 0.2235 R ISWP US0003M P 07/15/2022 | 0.00% |
| 0.226 R ISWP US0003M P 07/17/2022 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| BACM 2007-1 XW IO 00.6243 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7516 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3801 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7198 10/15/2049 | 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-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0436 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 00.3886 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 00.0624 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 529888 06.5000 05/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.400.10 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 00.2882 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1270 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 00.3586 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| OPTN FN30 2.5 09/08/20 PUT 104.25 JPMC | 0.00% |
| OPTN FN30 3.0 09/08/20 PUT 105.078125 JPMC | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | 0.00% |
| SWPTN 9MX2Y P 1.0925 USD 11/25/2020 GS | 0.00% |
| WBCMT 2006-C29 IO IO 00.4586 11/15/2048 | 0.00% |
| 0.2295 R ISWP US0003M P 07/03/2022 | -0.00% |
| 0.6879 R ISWP US0003M P 07/06/2030 | -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% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.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 10YX20Y R 1.275 USD 03/05/2030 BA | -0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1MX5Y R 0.34 USD 09/18/2020 BA | -0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 5WX10Y P 0.75 USD 09/28/2020 BA | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.00% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -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-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| OPTN FN30 2.0 10/07/20 PUT 101.66796875 JPMC | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1MX10Y R 0.739 USD 09/28/2020 CI | -0.00% |
| SWPTN 1MX5Y P 0.34 USD 09/18/2020 BA | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% |
| OPTN FN30 2.0 10/07/20 PUT 101.91796875 JPMC | -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 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.00% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -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-.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% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.00% |
| OPTN FN30 2.0 10/07/20 PUT 102.328125 JPMC | -0.00% |
| SWPTN 5WX5Y R 0.2815 USD 09/08/2020 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% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.00% |
| 0.733 R ISWP US0003M P 09/02/2030 | -0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | -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% |
| OPTN FN30 2.0 10/07/20 PUT 102.578125 JPMC | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 1MX30Y P 1.093 USD 09/18/2020 BA | -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 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 0.7375 R ISWP US0003M P 09/02/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.01% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.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% |
| 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 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.01% |
| 0.8415 R ISWP FWD US0003M P 08/19/2050 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -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.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% |
| 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 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.01% |
| 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 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -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% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -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% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.02% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 1MX30Y P 1.007 USD 09/10/2020 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.03% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.03% |
| SWPTN 1MX30Y P 0.927 USD 09/10/2020 BA | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.04% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.04% |
| OPTN FN30 2.5 10/07/20 PUT 104.984375 JPMC | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| 0.585 R ISWP US0003M P 07/21/2030 | -0.06% |
| FNMA FN30 TBA UMBS 05.0000 09/01/2050 | -0.06% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.06% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| 0.8125 R ISWP US0003M P 07/27/2050 | -0.06% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.06% |
| 0.7725 R ISWP US0003M P 08/04/2050 | -0.07% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.08% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -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 CS | -0.09% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.09% |
| 0.90 R ISWP FWD US0003M P 09/16/2050 | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.11% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.12% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.12% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2050 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.15% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.15% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.15% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.16% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.16% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.16% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.17% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.18% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.20% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.21% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.22% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.24% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.33% |
| 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 | -0.45% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.49% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.60% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.76% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.89% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.10% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -22.28% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2050 | 12.21% |
|---|---|
| US 5YR NOTE (CBT) SEP20 FVU0 | 8.30% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 8.16% |
| US ULTRA BOND CBT SEP20 WNU0 | 6.07% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 4.88% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 4.46% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2050 | 3.28% |
| FNMA FN30 TBA UMBS 03.5000 08/01/2050 | 3.04% |
| US 10YR ULTRA FUT SEP20 UXYU0 | 2.72% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 1.80% |
| REPO TRIPA TREAS 0.07 08/03/2020 | 1.71% |
| TREASURY BILL 00.0000 08/04/2020 | 1.43% |
| US LONG BOND(CBT) SEP20 USU0 | 1.26% |
| GNMA GII30 TBA 03.5000 08/01/2050 | 1.20% |
| TREASURY BILL 00.0000 08/06/2020 | 1.04% |
| GNMA GII30 TBA 04.0000 08/01/2050 | 0.99% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2050 | 0.94% |
| MATCHPOINT FINANCE PLC 57666AHC9 DCP 08/12/2020 | 0.91% |
| DNB BANK ASA 2332K0LP5 DCP 11/23/2020 | 0.91% |
| VERIZON COMM 04.3290 09/21/2028 | 0.83% |
| CASH MGMT BILL 00.0000 12/22/2020 | 0.83% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.83% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.79% |
| TREASURY BILL 00.0000 09/29/2020 | 0.78% |
| FREDDIE MAC DISCOUNT NOTES 313396C68 GDC 08/19/2020 | 0.70% |
| FED HOME LN DISCOUNT NT 313384F38 GDC 09/09/2020 | 0.70% |
| TREASURY BILL 00.0000 09/24/2020 | 0.70% |
| TREASURY BILL 00.0000 08/18/2020 | 0.65% |
| TREASURY BILL 00.0000 09/01/2020 | 0.65% |
| FNMA FN30 TBA UMBS 04.5000 08/01/2050 | 0.64% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.61% |
| COMCAST CORP 03.4500 02/01/2050 | 0.61% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.57% |
| CASH MGMT BILL 00.0000 10/06/2020 | 0.57% |
| CASH MGMT BILL 00.0000 10/13/2020 | 0.57% |
| TREASURY BILL 00.0000 08/25/2020 | 0.57% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.54% |
| METLIFE SHORT TERM FUNDING LL 59157TJA2 DCP 09/10/2020 | 0.53% |
| CHARIOT FUNDING LLC 15963TKE8 DCP 10/14/2020 | 0.52% |
| FED HOME LN DISCOUNT NT 313384B99 GDC 08/14/2020 | 0.52% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.52% |
| LLOYDS BANK PLC 53943RKG3 DCP 10/16/2020 | 0.52% |
| OLD LINE FUNDING LLC 67984XGP5 DCP 10/29/2020 | 0.52% |
| TREASURY BILL 00.0000 09/17/2020 | 0.52% |
| TREASURY BILL 00.0000 10/22/2020 | 0.52% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TK83 DCP 10/08/2020 | 0.51% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.51% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.49% |
| GNR 2020-18 GS IO 05.8633 02/20/2050 | 0.49% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.48% |
| CANADIAN IMPERIAL BANK OF COM 13608AHR0 DCP 08/25/2020 | 0.47% |
| MANHATTAN ASSET FUNDING CO LL 56274LJ88 DCP 09/08/2020 | 0.47% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.44% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.41% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.40% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.39% |
| GNR 2020-11 SY IO 05.9133 01/20/2050 | 0.39% |
| ATLANTIC ASSET SECURITIZATION 04821TJF3 DCP 09/15/2020 | 0.39% |
| BPCE SA 05571BKU6 DCP 10/28/2020 | 0.39% |
| CASH MGMT BILL 00.0000 11/17/2020 | 0.39% |
| CHARTA LLC 16115VH51 DCP 08/05/2020 | 0.39% |
| FED HOME LN DISCOUNT NT 313384C49 GDC 08/17/2020 | 0.39% |
| FED HOME LN DISCOUNT NT 313384E39 GDC 09/01/2020 | 0.39% |
| MIZUHO BANK LTD/NEW YORK NY 60689FHQ4 DCP 08/24/2020 | 0.39% |
| NRW BANK 62939LH77 DCP 08/07/2020 | 0.39% |
| NRW BANK 62939LHQ5 DCP 08/24/2020 | 0.39% |
| TREASURY BILL 00.0000 09/08/2020 | 0.39% |
| VICTORY RECEIVABLES CORP 92646KHL9 DCP 08/20/2020 | 0.39% |
| TREASURY BILL 00.0000 08/20/2020 | 0.38% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.37% |
| AT&T INC 04.3500 03/01/2029 | 0.36% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.36% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.36% |
| MCAS 2019-01 M10 P/P 144A 03.4216 10/15/2049 | 0.35% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.34% |
| US BANCORP 01.3750 07/22/2030 | 0.34% |
| BARCLAYS BANK, PLC 06742VRA1 DCP 09/17/2020 | 0.34% |
| CAFCO LLC 1247P2H64 DCP 08/06/2020 | 0.34% |
| CRC FUNDING LLC 12619TKS2 DCP 10/26/2020 | 0.34% |
| LIBERTY STREET FUNDING LLC 53127THM8 DCP 08/21/2020 | 0.34% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.33% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.33% |
| NATIONAL BANK OF CANADA 63307LJ28 DCP 09/02/2020 | 0.32% |
| MSC 2011-C3 B P/P 144A 05.2444 07/15/2049 | 0.32% |
| VISIO 2019-1 A3 03.8250 06/25/2054 | 0.32% |
| CSAIL 2015-C4 B 04.3289 11/15/2048 | 0.31% |
| WFCM 2019-C50 XA IO 01.4216 05/15/2052 | 0.31% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.31% |
| TREASURY BILL 00.0000 09/10/2020 | 0.31% |
| STACR 2019-DNA2 M2 02.6216 03/25/2049 | 0.30% |
| EXPORT DEVELOPMENT CANADA 30215GHM7 DCP 08/21/2020 | 0.30% |
| TREASURY BILL 00.0000 09/03/2020 | 0.30% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.30% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.30% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.30% |
| UBSBB 2012-C3 C P/P 144A 05.0302 08/10/2049 | 0.30% |
| COMM 2018-COR3 C 04.5607 05/10/2051 | 0.30% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.29% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.29% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.29% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.28% |
| AT&T INC 04.3000 02/15/2030 | 0.28% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.28% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.28% |
| SPST 2019-7 A 00.8790 09/24/2020 | 0.28% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.27% |
| AT&T INC 03.3000 02/01/2052 | 0.27% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.27% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| NATIONWIDE BUILDING SOCIETY 6385E0HE6 DCP 08/14/2020 | 0.26% |
| PRUDENTIAL PLC 7443M2H74 DCP 08/07/2020 | 0.26% |
| REGENCY MARKETS NO. 1 LLC 7588R0HK6 DCP 08/19/2020 | 0.26% |
| BOEING CO 04.8750 05/01/2025 | 0.26% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.26% |
| MANHATTAN ASSET FUNDING CO LL 56274LKD5 DCP 10/13/2020 | 0.25% |
| EQUINIX INC 03.2000 11/18/2029 | 0.25% |
| MSC 2011-C1 D P/P 144A 05.5010 09/15/2047 | 0.25% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.25% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.25% |
| STACR 2016-HQA1 M3 06.5216 09/25/2028 | 0.25% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| SPST 2020-6 A 01.9290 09/07/2021 | 0.24% |
| ALPINE SECURITIZATION LLC 02088WKF6 DCP 10/15/2020 | 0.24% |
| BMIR 2017-1 M2 P/P 144A 03.5216 10/25/2027 | 0.24% |
| SPST 2020-WL1 A 01.3216 06/25/2051 | 0.24% |
| TORONTO-DOMINION BANK/THE 89119AL22 DCP 11/02/2020 | 0.23% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.23% |
| COMCAST CORP 03.9990 11/01/2049 | 0.23% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.23% |
| STACR 2019-DNA1 B1 04.8216 01/25/2049 | 0.23% |
| STACR 2019-DNA3 M2 02.2216 07/25/2049 | 0.23% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.23% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.22% |
| CAS 2016-C03 1M2 05.4716 10/25/2028 | 0.22% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.22% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.22% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.22% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.22% |
| OPTN FN30 2.5 09/08/20 CALL 104.25 JPMC | 0.22% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.22% |
| JPMDB 2017-C5 XA IO 00.9352 03/15/2050 | 0.21% |
| BACM 2015-UBS7 B 04.3599 09/15/2048 | 0.21% |
| BROADCOM INC P/P 144A 04.3000 11/15/2032 | 0.21% |
| FED HOME LN DISCOUNT NT 313384C64 GDC 08/19/2020 | 0.20% |
| STACR 2020-HQA3 M2 03.7758 07/25/2050 | 0.20% |
| FNR 2018-44 SA IO 06.0284 06/25/2048 | 0.20% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| GNR 2019-119 KS IO 05.8734 09/16/2049 | 0.20% |
| FHMS KG02 X1 IO 01.0182 08/25/2029 | 0.20% |
| FNR 2016-8 SA IO 05.8784 03/25/2046 | 0.20% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.20% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.20% |
| FNR 2019-57 LS IO 05.8284 10/25/2049 | 0.20% |
| GNR 2018-168 KS IO 05.9633 12/20/2048 | 0.20% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.20% |
| THUNDER BAY FUNDING LLC 88602TJH7 DCP 09/17/2020 | 0.20% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.19% |
| GNMA GII30 TBA 04.5000 08/01/2050 | 0.19% |
| MRAIT 2020-2 A 02.1900 10/22/2020 | 0.19% |
| STACR 2020-HQA2 M2 03.2716 03/25/2050 | 0.19% |
| FISERV INC 04.2000 10/01/2028 | 0.19% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.19% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.19% |
| SPST 2020-2 A 01.0016 03/26/2021 | 0.19% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.19% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| FREMF 2019-KF71 B P/P 144A 02.4623 10/25/2029 | 0.18% |
| ZOETIS INC 03.9000 08/20/2028 | 0.18% |
| CAS 2016-C02 1M2 06.1716 09/25/2028 | 0.18% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.18% |
| AT&T INC 04.1000 02/15/2028 | 0.18% |
| GNR 2020-34 SQ | 0.18% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.18% |
| UBSCM 2018-C12 XA IO 00.8237 08/15/2051 | 0.18% |
| GNR 2019-123 SL IO 05.9633 10/20/2049 | 0.18% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.18% |
| MRAFT 2020-2 A1 01.9383 05/30/2022 | 0.18% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.18% |
| GNR 2019-20 SB IO 05.9133 02/20/2049 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| STACR 2016-HQA2 M3 05.3216 11/25/2028 | 0.17% |
| CIGNA CORP 03.7500 07/15/2023 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.17% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.17% |
| GNR 2020-32 GS IO 05.9133 03/20/2050 | 0.17% |
| WFRBS 2011-C4 C P/P 144A 05.2208 06/15/2044 | 0.17% |
| STACR 2018-DNA2 B1 03.8716 12/25/2030 | 0.17% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| GNR 2019-83 SW IO 05.9133 07/20/2049 | 0.16% |
| CAS 2016-C03 2M2 06.0716 10/25/2028 | 0.16% |
| FNR 2019-3 SA IO 05.9284 02/25/2049 | 0.16% |
| OPTN FN30 2.5 08/06/20 CALL 104.03125 JPMC | 0.16% |
| BBCMS 2020-C7 XA IO 01.6329 04/15/2053 | 0.16% |
| CAS 2017-C07 1EB2 01.1716 05/25/2030 | 0.16% |
| FHR 4839 WS IO 05.9253 08/15/2056 | 0.16% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.16% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.16% |
| GNR 2019-30 SH IO 05.8633 03/20/2049 | 0.16% |
| ECOLAB INC 03.2500 12/01/2027 | 0.15% |
| STACR 2016-HQA3 M3 04.0216 03/25/2029 | 0.15% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% |
| WAMU 2005-AR13 A1C4 00.6016 10/25/2045 | 0.15% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.15% |
| MCAS 2020-01 M10 P/P 144A 03.9216 03/25/2050 | 0.15% |
| STACR 2020-HQA1 M2 02.0716 01/25/2050 | 0.15% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.15% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.15% |
| CSAIL 2019-C17 XA IO 01.3674 09/15/2052 | 0.15% |
| BMIR 2019-4A M1C P/P 144A 02.6716 10/25/2029 | 0.15% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.15% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.15% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.15% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.14% |
| BANK 2018-BN13 XA 00.5101 08/15/2061 | 0.14% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.14% |
| WFCM 2017-C41 XA IO 01.2147 11/15/2050 | 0.14% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.14% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.14% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.14% |
| DBUBS 2011-LC2A C P/P 144A 05.5296 07/10/2044 | 0.14% |
| FNR 2015-66 AS IO 06.0784 09/25/2045 | 0.14% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.14% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.14% |
| FHMS K110 X1 IO 01.6983 04/25/2030 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.14% |
| CAS 2018-C05 1B1 04.4216 01/25/2031 | 0.14% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% |
| GNR 2019-83 JS IO 05.9133 07/20/2049 | 0.14% |
| CAS 2020-R01 1M2 02.2216 01/25/2040 | 0.14% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YHK3 DCP 08/19/2020 | 0.14% |
| RMIR 2019-1 M2 P/P 144A 03.3716 02/25/2029 | 0.14% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.14% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.14% |
| FHMS K104 X1 IO 01.1271 01/25/2030 | 0.14% |
| JPMCC 2012-C8 C P/P 144A 04.6225 10/15/2045 | 0.13% |
| SPST 2019-11 A 00.9290 10/24/2020 | 0.13% |
| STACR 2015-DNA3 M3 04.8716 04/25/2028 | 0.13% |
| STACR 2018-DNA1 M2 01.9716 07/25/2030 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| CAS 2017-C03 1M2 03.1716 10/25/2029 | 0.13% |
| FHR 4738 QS IO 06.0253 12/15/2047 | 0.13% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.13% |
| FNR 2017-108 SA IO 05.9784 01/25/2048 | 0.13% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.13% |
| UBSC 2011-C1 D P/P 144A 06.0503 01/10/2045 | 0.13% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.13% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.13% |
| FNR 2019-59 SD IO 05.8784 10/25/2049 | 0.13% |
| COMM 2017-COR2 C 04.5610 09/10/2050 | 0.13% |
| JPMDB 2019-COR6 IO 00.9458 11/13/2052 | 0.13% |
| STACR 2018-DNA2 M2 02.3216 12/25/2030 | 0.12% |
| GNR 2019-108 S IO 05.8633 08/20/2049 | 0.12% |
| STACR 2016-DNA2 M3 04.8216 10/25/2028 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.12% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| BCAP 2015-RR5 2A2 02.5740 01/26/2046 | 0.12% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.12% |
| CAS 2020-SBT1 1M2 03.8216 02/25/2040 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.12% |
| FNR 2016-91 AS IO 05.9284 12/25/2046 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| STACR 2016-DNA3 M3 05.1716 12/25/2028 | 0.12% |
| JPMBB 2013-C12 C 04.0997 07/15/2045 | 0.12% |
| MSRR 2015-R4 CB1 01.0092 08/26/2047 | 0.12% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.12% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% |
| PACIFICORP 02.7000 09/15/2030 | 0.12% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.12% |
| STACR 2018-HQA1 M2 02.4716 09/25/2030 | 0.12% |
| FHR 4461 SB IO 06.0253 04/15/2045 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.12% |
| CAS 2017-C04 2M2 03.0216 11/25/2029 | 0.11% |
| MRAFT 2020-4 A1 00.0000 04/23/2023 | 0.11% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.11% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.11% |
| FREMF 2019-KF66 B P/P 144A 02.5623 07/25/2029 | 0.11% |
| GNR 2018-148 GS IO 05.9234 02/16/2046 | 0.11% |
| CSMC 2016-NXSR XA IO 00.7674 12/15/2049 | 0.11% |
| DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.11% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| CAS 2018-R07 1B1 MTGE 04.5216 04/25/2031 | 0.11% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.11% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.11% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.11% |
| STACR 2019-DNA1 M2 02.8216 01/25/2049 | 0.11% |
| BBCMS 2020-C7 B 03.1860 04/15/2053 | 0.11% |
| HCA INC 04.1250 06/15/2029 | 0.11% |
| WFRBS 2012-C7 D P/P 144A 04.8113 06/15/2045 | 0.11% |
| GSMS 2014-GC18 C 04.9888 01/10/2047 | 0.11% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.11% |
| MWST 2019-1 A 00.9716 06/25/2052 | 0.11% |
| STACR 2020-DNA2 B1 02.6716 02/25/2050 | 0.11% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.11% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| GNR 2014-131 BS IO 06.0234 09/16/2044 | 0.10% |
| COMM 2019-GC44 XA IO 00.6551 08/15/2057 | 0.10% |
| GNR 2016-H23 NI IO 03.7614 10/20/2066 | 0.10% |
| GNR 2020-H02 GI IO 03.4100 01/20/2070 | 0.10% |
| GNR 2010-31 SA IO 05.5633 03/20/2040 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| FHR 4596 CS IO 05.9253 06/15/2046 | 0.10% |
| FNR 2018-29 S IO 06.0284 05/25/2048 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| MSC 2012-C4 C P/P 144A 05.4189 03/15/2045 | 0.10% |
| GNR 2018-155 SE IO 05.9133 11/20/2048 | 0.10% |
| GSMS 2014-GC22 C 04.6903 06/10/2047 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0495 12/15/2050 | 0.10% |
| FNR 2014-87 MS IO 06.0784 01/25/2045 | 0.10% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.10% |
| FREMF 2018-KF43 B P/P 144A 02.3123 01/25/2028 | 0.10% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.10% |
| CAS 2017-C01 1B1 05.9216 07/25/2029 | 0.10% |
| CAS 2018-C05 1M2 02.5216 01/25/2031 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| UBSCM 2012-C1 D P/P 144A 05.5690 05/10/2045 | 0.10% |
| STACR 2018-HQA2 M2 02.4716 10/25/2048 | 0.10% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.10% |
| FISERV INC 03.5000 07/01/2029 | 0.10% |
| COMM 2012-CR1 C 05.3196 05/15/2045 | 0.09% |
| MSBAM 2013-C10 E P/P 144A 04.0823 07/15/2046 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| JPMCC 2011-C4 C P/P 144A 05.3429 07/15/2046 | 0.09% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.09% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.09% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GNR 2012-149 GS IO 06.0133 12/20/2042 | 0.09% |
| ZOETIS INC 02.0000 05/15/2030 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| FOX CORP 03.0500 04/07/2025 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.09% |
| STACR 2014-DN4 M3 04.7216 10/25/2024 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.09% |
| GNR 2019-44 SA IO 05.8633 04/20/2049 | 0.09% |
| JPMBB 2014-C25 D P/P 144A 03.9453 11/15/2047 | 0.09% |
| COMM 2014-CR17 D P/P 144A 04.8473 05/10/2047 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.08% |
| BANK 2020-BN26 XA IO 01.3570 03/15/2063 | 0.08% |
| BSCMS 2007-T26 AJ 05.4323 01/12/2045 | 0.08% |
| COMM 2014-CR17 C 04.7836 05/10/2047 | 0.08% |
| STACR 2017-HQA1 M2 03.7216 08/25/2029 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| MSC 2018-H4 XA 00.8619 12/15/2051 | 0.08% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.08% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.08% |
| GNR 2016-H02 HI IO 02.9492 01/20/2066 | 0.08% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% |
| WBCMT 2005-C21 E P/P 144A 05.0981 10/15/2044 | 0.08% |
| CAS 2017-C02 2ED3 01.5216 09/25/2029 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.08% |
| GNMA GII30 TBA 03.0000 08/01/2050 | 0.08% |
| GNR 2019-65 BS IO 05.9133 05/20/2049 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| CAS 2020-R02 2M2 02.1716 01/25/2040 | 0.08% |
| GNR 2019-21 SJ IO 05.8633 02/20/2049 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| STACR 2015-DN1 M3 04.3216 01/25/2025 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.08% |
| GNR 2010-9 YD IO 06.6234 01/16/2040 | 0.08% |
| GNR 2019-H14 IB IO 03.4358 08/20/2069 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| JPMCC 2012-C8 D P/P 144A 04.6706 10/15/2045 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.7392 12/15/2047 | 0.08% |
| FHR 4839 AS IO 05.8753 06/15/2042 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.08% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.08% |
| GNR 2018-H20 BI IO 03.2190 06/20/2068 | 0.08% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.08% |
| MSC 2018-H3 XA 00.8318 07/15/2051 | 0.08% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.08% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.08% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.08% |
| CAS 2017-C01 1EB1 01.4216 07/25/2029 | 0.07% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.07% |
| JPMBB 2013-C14 E P/P 144A 04.7018 08/15/2046 | 0.07% |
| 0.90 R ISWP FWD US0003M P 09/16/2050 | 0.07% |
| CSAIL 2015-C1 D P/P 144A 03.7691 04/15/2050 | 0.07% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.07% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.07% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.07% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.07% |
| UBSCM 2012-C1 C P/P 144A 05.5690 05/10/2045 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| GNR 2014-H11 GI IO 01.6091 06/20/2064 | 0.07% |
| CAS 2017-C07 1B1 04.1716 05/25/2030 | 0.07% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.07% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.07% |
| EFMT 2020-1 A2 03.3530 06/25/2065 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.07% |
| GNR 2019-H02 DI IO 03.4964 11/20/2068 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.07% |
| CWALT 2007-OA6 A1A 00.3116 06/25/2037 | 0.07% |
| FHMS K100 X1 IO 00.6503 09/25/2029 | 0.07% |
| FHR 4912 PS IO 05.8753 09/25/2049 | 0.07% |
| GNR 2014-H07 BI IO 01.5996 05/20/2064 | 0.07% |
| MSC 2016-UB12 XA IO 00.7600 12/15/2049 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| GNR 2016-H11 HI IO 02.1027 01/20/2066 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| STACR 2020-DNA2 M2 02.0216 02/25/2050 | 0.06% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.06% |
| FOX CORP 04.0300 01/25/2024 | 0.06% |
| GNR 2015-H12 GI IO 01.9354 05/20/2065 | 0.06% |
| GNR 2018-H05 AI IO 02.5352 02/20/2068 | 0.06% |
| STACR 2019-HQA1 M2 02.5216 02/25/2049 | 0.06% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.06% |
| COMM 2014-LC15 XA IO 01.0916 04/10/2047 | 0.06% |
| CSAIL 2015-C1 C 04.2691 04/15/2050 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| FNR 2018-1 MS IO 05.9784 02/25/2048 | 0.06% |
| FHR 4077 HS IO 05.9253 07/15/2042 | 0.06% |
| CAS 2017-C06 1B1 04.3216 02/25/2030 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.06% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.06% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| CGCMT 2014-GC19 X IO 01.1437 03/10/2047 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.06% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| WAMU 2005-AR17 A1B2 00.5816 12/25/2045 | 0.06% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 08/01/2050 | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.06% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| WFCM 2014-LC16 XA IO 01.0917 08/15/2050 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.06% |
| GNR 2017-H12 QI IO 02.7105 05/20/2067 | 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% |
| STACR 2014-DN2 M3 03.7716 04/25/2024 | 0.06% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.06% |
| BHLD 2020-1 A3 03.3950 02/25/2055 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.1524 05/15/2045 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| STACR 2014-HQ2 M3 03.9216 09/25/2024 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNR 2015-H04 AI IO 03.0584 12/20/2064 | 0.05% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.05% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.05% |
| CAS 2019-R03 1M2 02.3216 09/25/2031 | 0.05% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.05% |
| GNR 2015-H16 XI IO 03.1298 07/20/2065 | 0.05% |
| GSMS 2013-GC10 XA IO 01.4942 02/10/2046 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| VERUS 2020-INV1 A3 03.8890 04/25/2060 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| CIT BANK NA 02.9690 09/27/2025 | 0.05% |
| G2 BJ5495 | 0.05% |
| GNR 2015-H09 BI IO 01.8255 03/20/2065 | 0.05% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.05% |
| GNR 2018-H02 EI IO 02.3726 01/20/2068 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.05% |
| CAS 2019-R06 2M2 02.2716 09/25/2039 | 0.05% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.05% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.05% |
| GNR 2015-H10 CI IO 01.9385 04/20/2065 | 0.05% |
| GNR 2016-H04 KI IO 02.9450 02/20/2066 | 0.05% |
| GNR 2018-91 SJ IO 06.0633 07/20/2048 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% |
| STACR 2015-HQA2 M3 04.9716 05/25/2028 | 0.05% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.05% |
| GNR 2015-H12 EI IO 01.8392 04/20/2065 | 0.05% |
| GNR 2015-H20 AI IO 01.9616 08/20/2065 | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.3527 08/15/2046 | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| GNR 2015-H12 AI IO 01.9936 05/20/2065 | 0.05% |
| GNR 2017-H23 BI IO 02.0245 11/20/2067 | 0.05% |
| GNR 2019-125 SG IO 05.8633 10/20/2049 | 0.05% |
| GNR 2019-78 SJ IO 05.8633 06/20/2049 | 0.05% |
| CAS 2016-C06 1M2 04.4216 04/25/2029 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.3349 08/10/2044 | 0.05% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.05% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.05% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.05% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.05% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GNR 2015-H25 CI IO 03.3620 10/20/2065 | 0.04% |
| GNR 2017-H14 EI IO 01.9119 06/20/2067 | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| WAMU 2005-AR13 A1B2 00.6016 10/25/2045 | 0.04% |
| COMM 2014-CR19 D P/P 144A 04.7301 08/10/2047 | 0.04% |
| EMIR 2018-1 M1 01.8716 11/25/2028 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GSMS 2014-GC22 XA IO 00.9827 06/10/2047 | 0.04% |
| MSBAM 2013-C12 XA IO 00.5942 10/15/2046 | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| STACR 2017-DNA1 M2 03.4216 07/25/2029 | 0.04% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.04% |
| FNR 2018-94 SA IO 05.9284 01/25/2049 | 0.04% |
| GNR 2016-H24 JI IO 03.5696 11/20/2066 | 0.04% |
| OPTN FN30 3.0 09/08/20 CALL 105.078125 JPMC | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8860 11/15/2045 | 0.04% |
| CAS 2016-C05 2M2 04.6216 01/25/2029 | 0.04% |
| CAS 2019-HRP1 M2 02.3216 11/25/2039 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GNR 2015-H26 DI IO 03.3563 10/20/2065 | 0.04% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| SAIL 2004-10 A10 01.0716 11/25/2034 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| COMM 2014-UBS6 XA IO 00.8898 12/10/2047 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.04% |
| GNR 2015-H15 JI IO 02.0903 06/20/2065 | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| MSBAM 2015-C26 XA IO 01.0239 10/15/2048 | 0.04% |
| CAS 2020-SBT1 2M2 03.8216 02/25/2040 | 0.04% |
| GNR 2015-H28 DI IO 01.6773 08/20/2065 | 0.04% |
| GNR 2017-H10 MI IO 02.2698 04/20/2067 | 0.04% |
| JPMCC 2016-JP2 XA IO 01.7988 08/15/2049 | 0.04% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.04% |
| SWPTN 6MX10Y R 1.29 USD 08/25/2020 MS | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| CAS 2016-C01 1M2 06.9216 08/25/2028 | 0.04% |
| CAS 2019-R02 1B1 04.3216 08/25/2031 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNR 2015-H25 AI IO 01.7481 09/20/2065 | 0.04% |
| JPMCC 2011-C3 F P/P 144A 05.6691 02/15/2046 | 0.04% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| SWPTN 9MX2Y R 1.0925 USD 11/25/2020 GS | 0.04% |
| VMWARE INC 03.9000 08/21/2027 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.04% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.04% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.04% |
| WFRBS 2013-C14 XA IO 00.7224 06/15/2046 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| CAS 2019-R05 1M2 02.1716 07/25/2039 | 0.04% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.04% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.04% |
| 0.6879 R ISWP US0003M P 07/06/2030 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| APPLE INC 03.4500 05/06/2024 | 0.04% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.04% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.04% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.04% |
| MSBAM 2013-C11 D P/P 144A 04.3527 08/15/2046 | 0.04% |
| STACR 2019-DNA4 B1 02.8716 10/25/2049 | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GNR 2017-H08 NI IO 02.3532 03/20/2067 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| JPMCC 2013-C10 XA IO 00.9700 12/15/2047 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.03% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| GNR 2010-H19 GI IO 01.5432 08/20/2060 | 0.03% |
| MSBAM 2013-C7 XA IO 01.3353 02/15/2046 | 0.03% |
| MSC 2016-BNK2 XA IO 01.0592 11/15/2049 | 0.03% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.03% |
| WFRBS 2014-C23 XA IO 00.5660 10/15/2057 | 0.03% |
| BMIR 2018-2A M1B P/P 144A 01.5216 08/25/2028 | 0.03% |
| COMM 2014-CR17 XA IO 00.9707 05/10/2047 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 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% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.03% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.03% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.03% |
| COMM 2013-CR6 D P/P 144A 04.0907 03/10/2046 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| STACR 2018-DNA3 B1 04.0716 09/25/2048 | 0.03% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.03% |
| TPMT 2015-6 M1 P/P 144A 03.7500 04/25/2055 | 0.03% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.03% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.03% |
| CAS 2019-R01 2M2 02.6216 07/25/2031 | 0.03% |
| CCMFC 2004-3A A2 00.4716 08/25/2035 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| EMIR 2018-1 M2 03.1716 11/25/2028 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNR 2016-H27 BI IO 02.4438 12/20/2066 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6085 12/10/2045 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5301 12/15/2045 | 0.03% |
| GNR 2019-121 SD IO 05.8133 10/20/2049 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| STACR 2017-DNA2 B1 05.3216 10/25/2029 | 0.03% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.03% |
| 0.585 R ISWP US0003M P 07/21/2030 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| CAS 2015-C04 1M2 05.8716 04/25/2028 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% |
| COMM 2015-CR23 XA IO 00.8946 05/10/2048 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.03% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.03% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.03% |
| JPMCC 2013-C16 XA IO 00.9287 12/15/2046 | 0.03% |
| MSBAM 2013-C10 F P/P 144A 04.0823 07/15/2046 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| BMIR 2018-2A M1C P/P 144A 01.7716 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| GNMA GII30 AI2340 04.4760 05/20/2065 | 0.03% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.03% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.03% |
| GSMS 2014-GC18 XA IO 01.0094 01/10/2047 | 0.03% |
| JPMCC 2013-LC11 X IO 01.2524 04/15/2046 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.03% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.03% |
| NHEL 2004-2 M4 01.9716 09/25/2034 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| STACR 2017-DNA2 M2 03.6216 10/25/2029 | 0.03% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.03% |
| CAS 2017-C03 1B1 05.0216 10/25/2029 | 0.02% |
| COMM 2013-LC13 XA IO 01.1177 08/10/2046 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.02% |
| GNMA GII30 BA7681 04.6210 06/20/2067 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| GNR 2015-H17 CI IO 01.7258 06/20/2065 | 0.02% |
| GSMS 2013-GC12 XA IO 01.4125 06/10/2046 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| JPMCC 2011-C3 D P/P 144A 05.6691 02/15/2046 | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| COMM 2014-UBS4 XA IO 01.1045 08/10/2047 | 0.02% |
| FHR 3852 NT 05.8253 05/15/2041 | 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 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMM 2013-CR13 E P/P 144A 04.8872 11/10/2046 | 0.02% |
| COMM 2014-CR18 C 04.7245 07/15/2047 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| WFRBS 2011-C4 E P/P 144A 05.2208 06/15/2044 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8066 09/15/2057 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| CGCMT 2013-GC17 X IO 01.0313 11/10/2046 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| COMM 2012-CR1 D P/P 144A 05.3196 05/15/2045 | 0.02% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.02% |
| FHR 3408 EK 25.0899 04/15/2037 | 0.02% |
| GNR 2015-H01 CI IO 01.7545 12/20/2064 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| JPMBB 2014-C25 XA IO 00.8500 11/15/2047 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 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% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 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 06.7500 10/01/2037 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| WAMU 2005-AR1 A2B 00.9716 01/25/2045 | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 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% |
| JPMCC 2012-LC9 XA IO 01.4975 12/15/2047 | 0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% |
| FN BF0091 | 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 BD9219 UMBS 04.5000 10/01/2046 | 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 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2019-99 KS IO 05.8633 08/20/2049 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| WFRBS 2012-C10 E P/P 144A 04.4283 12/15/2045 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| COMM 2014-CR19 XA IO 01.0051 08/10/2047 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| STACR 2019-DNA2 B1 04.5216 03/25/2049 | 0.02% |
| WAMU 2005-AR17 A1B3 00.5216 12/25/2045 | 0.02% |
| WAMU 2005-AR2 2A1B 00.5416 01/25/2045 | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| COMM 2014-CR18 XA IO 00.9938 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% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 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% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.02% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% |
| WFRBS 2012-C10 D P/P 144A 04.4283 12/15/2045 | 0.02% |
| 0.645 R ISWP US0003M P 07/15/2030 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CAS 2017-C06 2M2 02.9716 02/25/2030 | 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% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.02% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.02% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| CAS 2017-C05 1B1 03.7716 01/25/2030 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7392 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 01.7716 10/25/2028 | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4182 12/15/2047 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| 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% |
| 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% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 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% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1791 03/15/2045 | 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.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COMM 2014-LC17 XA IO 00.7656 10/10/2047 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNR 2011-4 CS 12.5567 05/25/2040 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| MSC 2012-C4 E P/P 144A 05.4189 03/15/2045 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 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 JP | 0.01% |
| FHR 3065 DC 19.3358 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% |
| 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 BD7924 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% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAS 2018-R07 1M2 02.5716 04/25/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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% |
| COMM 2012-LC4 XA IO P/P 144A 02.0991 12/10/2044 | 0.01% |
| COMM 2014-UBS6 C 04.4465 12/10/2047 | 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 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 2005-122 SE 22.4993 11/25/2035 | 0.01% |
| FNR 2006-62 PS 38.8702 07/25/2036 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CAS 2016-C04 1M2 04.4216 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.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| 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% |
| 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 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2005-106 JC 19.5918 12/25/2035 | 0.01% |
| FNR 2006-8 HP 23.9374 03/25/2036 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 AW8447 04.3250 05/20/2067 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% |
| 0.8125 R ISWP US0003M P 07/27/2050 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 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.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-.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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 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 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 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 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% |
| GNR 2020-15 CS IO 05.8633 12/02/2021 | 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% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6772 11/15/2044 | 0.01% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| 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.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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| 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% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 AO7326 04.6650 09/20/2065 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 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 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 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 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1716 04/25/2027 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 0.30 R ISWP US0003M P 07/14/2025 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 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.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.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.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 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 AD0095 UMBS 06.0000 11/01/2038 | 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 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6690 05/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 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 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 05.9633 09/20/2043 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.01% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0658 05/10/2045 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 2990 LB 16.4990 06/15/2034 | 0.01% |
| FHR 3249 PS 21.6983 12/15/2036 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| SWPTN 1MX30Y P 0.847 USD 08/17/2020 BA | 0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | 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% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.00% |
| CAS 2018-C06 1M2 02.1716 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.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-.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-.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% |
| 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 AX5555 UMBS 03.5000 10/01/2046 | 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 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 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 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2016-C07 2M2 04.5216 05/25/2029 | 0.00% |
| CAS 2017-C01 1M2 03.7216 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.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 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 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2005-75 GS 19.7351 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 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1437 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 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 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% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.00% |
| MWST 2018-W1 A 01.0216 11/25/2051 | 0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 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-.9 2058-09-17 300.0 09/17/2058 ML | 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% |
| FHR 2976 LC 23.7793 05/15/2035 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 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 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 AH1094 04.6790 06/20/2065 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 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 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 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 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 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.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 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 2012-101 PI IO 03.5000 08/25/2040 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4860 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5220 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 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 BL6218 06.0000 02/20/2049 | 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 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2015-H14 BI IO 01.7013 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% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 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% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1728 05/15/2038 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| 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 902070 06.0000 12/01/2036 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 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 16.9478 11/25/2034 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| GNMA GII30 AN1902 04.5710 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4700 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6270 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BL6016 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 GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 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 3YX30Y P 2.983 USD 05/23/2022 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% |
| 0.2115 R ISWP US0003M P 07/24/2022 | 0.00% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.00% |
| BACM 2007-1 XW IO 00.2910 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3049 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.2975 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5182 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-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0154 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3888 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 00.0617 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0696 12/10/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 529888 06.5000 05/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.400.10 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 00.2884 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 00.1667 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1667 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1110 07/15/2045 | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 103.03515625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 104.03125 JPMC | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1MX5Y R 0.3 USD 08/10/2020 GS | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 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 3MX5Y P 0.439 USD 08/06/2020 CI | 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 5YX10Y R 0.902 USD 04/02/2025 UB | 0.00% |
| SWPTN 6MX10Y P 1.29 USD 08/25/2020 MS | 0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | 0.00% |
| SWPTN 9MX2Y P 1.0925 USD 11/25/2020 GS | 0.00% |
| WBCMT 2006-C29 IO IO 00.2662 11/15/2048 | 0.00% |
| 0.2235 R ISWP US0003M P 07/15/2022 | -0.00% |
| 0.226 R ISWP US0003M P 07/17/2022 | -0.00% |
| 0.5725 R ISWP US0003M P 07/24/2030 | -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.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 1MX30Y P 1.007 USD 08/17/2020 BA | -0.00% |
| 0.2295 R ISWP US0003M P 07/03/2022 | -0.00% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | -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 BA | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| OPTN FN30 3.0 09/08/20 PUT 105.078125 JPMC | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1MX30Y P 0.927 USD 08/17/2020 BA | -0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | -0.00% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% |
| 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 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | -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 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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | -0.00% |
| 0.815 R ISWP US0003M P 07/30/2050 | -0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| SWPTN 1MX5Y P 0.3 USD 08/10/2020 GS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.00% |
| 0.6195 R ISWP US0003M P 07/15/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| 0.6085 R ISWP US0003M P 07/17/2030 | -0.01% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.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% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | -0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 BA | -0.01% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| 0.62 R ISWP US0003M P 05/19/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| 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% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.655 R ISWP US0003M P 07/03/2030 | -0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 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% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.02% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -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% |
| OPTN FN30 2.5 09/08/20 PUT 104.25 JPMC | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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.FN30.350.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| 0.65 R ISWP US0003M P 05/26/2030 | -0.03% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.03% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.03% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% |
| 0.70 R ISWP FWD US0003M P 09/16/2030 | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.04% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.05% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| FNMA FN30 TBA UMBS 05.0000 08/01/2050 | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.07% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.07% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.08% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.09% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.09% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.10% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.11% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.13% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.13% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.13% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2050 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.14% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.16% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.16% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.17% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.18% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.18% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.18% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.19% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.20% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.20% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.21% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.24% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.24% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.24% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.24% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.25% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.50% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.52% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.53% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.79% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.91% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.92% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.15% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -22.72% |
Fixed income statistics as of 10/31/20
| Average effective maturity | 8.52 yrs. |
|---|---|
| Average effective duration | 6.08 yrs. |
| Average yield to maturity | 5.36% |
| Average coupon | 3.98% |
Sector weightings as of 10/31/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 4.55% | 0.21 | 39.28% | 1.77 | 43.83% | 1.98 |
| Investment-grade corporate bonds | 26.35% | 2.14 | 0.00% | 0.00 | 26.35% | 2.14 |
| Commercial MBS | 12.53% | 0.38 | 12.43% | 0.11 | 24.96% | 0.49 |
| Agency CMO | 13.97% | 0.47 | 0.08% | 0.00 | 14.05% | 0.47 |
| Residential MBS (non-agency) | 10.17% | 0.34 | 0.00% | 0.00 | 10.17% | 0.34 |
| Asset-backed securities (ABS) | 3.09% | 0.13 | 0.00% | 0.00 | 3.09% | 0.13 |
| High-yield corporate bonds | 0.48% | 0.02 | 0.00% | 0.00 | 0.48% | 0.02 |
| Municipal bonds | 0.09% | 0.01 | 0.00% | 0.00 | 0.09% | 0.01 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.72 | 0.00% | -1.72 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 1.80 | 0.00% | 1.80 |
| Net cash | 28.77% | 0.00 | 0.00% | 0.00 | 28.77% | 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 10/31/20
| 0 - 1 yr. | -5.18% |
|---|---|
| 1 - 5 yrs. | 63.61% |
| 5 - 10 yrs. | 35.41% |
| 10 - 15 yrs. | 1.63% |
| Over 15 yrs. | 4.53% |
Quality rating as of 10/31/20
| AAA | 85.59% |
|---|---|
| AA | 4.57% |
| A | 16.20% |
| BBB | 18.95% |
| BB | 2.93% |
| B | 2.81% |
| CCC and Below | 0.53% |
| Not Rated | -31.58% |
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 10/31/20
| United States | 96.38% |
|---|---|
| Canada | 1.07% |
| Bermuda | 0.71% |
| Switzerland | 0.51% |
| United Kingdom | 0.46% |
| Luxembourg | 0.21% |
| France | 0.17% |
| Spain | 0.14% |
| Australia | 0.11% |
| Other | 0.24% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.85% | 1.60% | 1.60% | 1.10% | 1.10% | 0.56% | 0.49% | 0.60% |
| What you pay† | 0.74% | 1.49% | 1.49% | 0.99% | 0.99% | 0.45% | 0.38% | 0.49% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 02/28/21
Sales charge
| Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | 3.25% / 3.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | 2.25% / 2.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | -- | 0.00% / 1.00% | 1.25% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | 1.00% / 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.40% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). The fund may have to invest the proceeds from prepaid investments, including mortgage-backed investments, in other investments with less attractive terms and yields. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.