Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Income
Income Fund (Class Y) (PNCYX)
Pursuing income with an all-weather bond portfolio since 1954
We lowered "what you pay"
As of December 1, 2019, Putnam Management decided to put a new lower limit on fund expenses, reducing what you pay by 14 basis points on all share classes. Learn more in the expenses section.
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) |
$7.16 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 04/01/20 |
3.18% |
|---|---|
| Distribution rate after sales charge as of 04/01/20 |
3.18% |
| 30-day SEC yield with subsidy as of 03/31/20 |
2.70% |
| 30-day SEC yield without subsidy as of 03/31/20 |
2.59% |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
20.63%
Best 5-year annualized return
(for period ending 09/30/86)
-1.18%
Worst 5-year annualized return
(for period ending 12/31/08)
7.30%
Average 5-year annualized return
Fund facts as of 02/29/20
Total net assets
$3,434.34M
$3,434.34M
Turnover (fiscal year end)
820%
820%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1391
1391
Fiscal year-end
October
October
CUSIP / Fund code
746792407 / 1803
746792407 / 1803
Inception date
06/16/94
06/16/94
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PNCYX
PNCYX
Management team
Co-Head of Fixed Income
Portfolio Manager
Portfolio Manager
Literature
Performance
Total return (%) as of 03/31/20
Annual performance as of 03/31/20
Annualized Total return (%) as of 03/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 6.76% | 5.06% | 3.22% | 4.63% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 8.93% | 4.82% | 3.36% | 3.88% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 03/31/20 | -4.40% | - | |
| YTD as of 04/01/20 | -0.85% | - | |
Yield
| Distribution rate before sales charge as of 04/01/20 |
3.18% |
|---|---|
| Distribution rate after sales charge as of 04/01/20 |
3.18% |
| 30-day SEC yield with subsidy as of 03/31/20 |
2.70% |
| 30-day SEC yield without subsidy as of 03/31/20 |
2.59% |
Risk-adjusted performance as of 02/29/20
| Sharpe ratio (3 yrs.) | 1.75 |
|---|---|
| Information ratio (3 yrs.) | 1.45 |
Volatility as of 02/29/20
| Standard deviation (3 yrs.) | 2.88% |
|---|---|
| Beta | 0.86 |
| R-squared | 0.86 |
Lipper rankings as of 02/29/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 10/513 | 2% |
| 3 yrs. | 3/455 | 1% |
| 5 yrs. | 4/393 | 2% |
| 10 yrs. | 4/296 | 2% |
Morningstar Ratings™ as of 02/29/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 530 | |
| 3 yrs. | 530 | |
| 5 yrs. | 443 | |
| 10 yrs. | 331 |
Distributions
| Record/Ex dividend date | 03/23/20 |
|---|---|
| Payable date | 03/25/20 |
| Income | $0.019 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | 8.99% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | 8.74% |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | 4.32% |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | 3.04% |
| Gnma Gii30 Tba 03.5000 03/01/2050 | 1.42% |
| Gnma Gii30 Tba 04.0000 03/01/2050 | 1.09% |
| Verizon Comm 04.3290 09/21/2028 | 0.90% |
| Gnr 2019-158 Pi Io 03.5000 12/20/2049 | 0.71% |
| Fnma Fn30 Tba Umbs 04.5000 03/01/2050 | 0.68% |
| Comcast Corp 03.4500 02/01/2050 | 0.62% |
| Top 10 holdings, percent of portfolio | 30.51% |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | |
| Gnma Gii30 Tba 03.5000 03/01/2050 | |
| Gnma Gii30 Tba 04.0000 03/01/2050 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Gnr 2019-158 Pi Io 03.5000 12/20/2049 | |
| Fnma Fn30 Tba Umbs 04.5000 03/01/2050 | |
| Comcast Corp 03.4500 02/01/2050 | |
| Holdings represent 30.51% of portfolio | |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2050 | |
| Gnma Gii30 Tba 03.5000 02/01/2050 | |
| Gnma Gii30 Tba 04.0000 02/01/2050 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 02/01/2050 | |
| Comcast Corp 03.4500 02/01/2050 | |
| Morgan Stanley 04.3500 09/08/2026 | |
| Holdings represent 37.77% of portfolio | |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2050 | |
| Gnma Gii30 Tba 03.5000 01/01/2050 | |
| Gnma Gii30 Tba 04.0000 01/01/2050 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 01/01/2050 | |
| Comcast Corp 03.4500 02/01/2050 | |
| Morgan Stanley 04.3500 09/08/2026 | |
| Holdings represent 40.13% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2049 | |
| Gnma Gii30 Tba 03.5000 12/01/2049 | |
| Gnma Gii30 Tba 04.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 04.5000 12/01/2049 | |
| Comcast Corp 03.4500 02/01/2050 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Goldman Sachs Group 04.2230 05/01/2029 | |
| At&T 04.3500 03/01/2029 | |
| Holdings represent 39.86% of portfolio | |
| US 5YR NOTE (CBT) JUN20 FVM0 | 9.06% |
|---|---|
| US 10YR NOTE (CBT)JUN20 TYM0 | 8.75% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2050 | 8.74% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | 8.19% |
| US ULTRA BOND CBT JUN20 WNM0 | 6.14% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 5.12% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 4.49% |
| REPO TRIPA TREAS 1.58 03/02/2020 | 4.37% |
| REPO TRIPA MORTG 1.61 03/02/2020 | 3.90% |
| REPO TRIPA MORTG 1.61 03/02/2020 | 3.87% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 3.04% |
| REPO TRIPA TREAS 1.58 03/02/2020 | 2.91% |
| US 10YR ULTRA FUT JUN20 UXYM0 | 2.91% |
| GNMA GII30 TBA 03.5000 03/01/2050 | 1.42% |
| US LONG BOND(CBT) JUN20 USM0 | 1.31% |
| FED HOME LN DISCOUNT NT 313384VQ9 GDC 04/15/2020 | 1.24% |
| GNMA GII30 TBA 04.0000 03/01/2050 | 1.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.96% |
| VERIZON COMM 04.3290 09/21/2028 | 0.89% |
| FED HOME LN DISCOUNT NT 313384VN6 GDC 04/13/2020 | 0.84% |
| FED HOME LN DISCOUNT NT 313384VX4 GDC 04/22/2020 | 0.78% |
| FED HOME LN DISCOUNT NT 313384TX7 GDC 03/05/2020 | 0.73% |
| TREASURY BILL 00.0000 03/26/2020 | 0.73% |
| TREASURY BILL 00.0000 04/07/2020 | 0.73% |
| TREASURY BILL 00.0000 04/14/2020 | 0.73% |
| TREASURY BILL 00.0000 06/25/2020 | 0.72% |
| TREASURY BILL 00.0000 08/06/2020 | 0.72% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.71% |
| TREASURY BILL 00.0000 05/21/2020 | 0.71% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2050 | 0.68% |
| COMCAST CORP 03.4500 02/01/2050 | 0.62% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.61% |
| STACR 2019-DNA2 M2 04.0768 03/25/2049 | 0.56% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.55% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.54% |
| METLIFE SHORT TERM FUNDING LL 59157TC27 DCP 03/02/2020 | 0.52% |
| GNR 2020-11 SY IO 04.4530 01/20/2050 | 0.49% |
| NATIONWIDE BUILDING SOCIETY 6385E0CR2 DCP 03/25/2020 | 0.47% |
| MCAS 2019-01 M10 P/P 144A 04.8768 10/15/2049 | 0.45% |
| BARCLAYS BANK PLC CCP 06742VFL0 DCP 04/24/2020 | 0.44% |
| MATCHPOINT FINANCE PLC 57666ACL4 DCP 03/20/2020 | 0.44% |
| VICTORY RECEIVABLES CORP 92646KD66 DCP 04/06/2020 | 0.44% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.43% |
| DNB BANK ASA 2332K0CH3 DCP 03/17/2020 | 0.43% |
| EXPORT DEVELOPMENT CANADA 30215GE40 DCP 05/04/2020 | 0.43% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.42% |
| STACR 2019-DNA3 M2 03.6768 07/25/2049 | 0.41% |
| AT&T INC 04.3500 03/01/2029 | 0.39% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.38% |
| LIBERTY STREET FUNDING LLC 53127TEJ8 DCP 05/18/2020 | 0.38% |
| STACR 2016-HQA1 M3 07.9768 09/25/2028 | 0.38% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.38% |
| GOTHAM FUNDING CORP 38346LCA2 DCP 03/10/2020 | 0.38% |
| TORONTO-DOMINION BANK/THE 89119AC30 DCP 03/03/2020 | 0.38% |
| SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.37% |
| ATLANTIC ASSET SECURITIZATION 04821TC29 DCP 03/02/2020 | 0.36% |
| CAFCO LLC 1247P2C36 DCP 03/03/2020 | 0.36% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.36% |
| MANHATTAN ASSET FUNDING CO LL 56274LC69 DCP 03/06/2020 | 0.35% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.34% |
| BMIR 2017-1 M2 P/P 144A 04.9768 10/25/2027 | 0.34% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.34% |
| NRW BANK 62939LC64 DCP 03/06/2020 | 0.34% |
| TREASURY BILL 00.0000 03/12/2020 | 0.34% |
| ALPINE SECURITIZATION LLC 02088WC24 DCP 03/02/2020 | 0.33% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.33% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.32% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.31% |
| CANADIAN IMPERIAL BANK OF COM 13608ACJ3 DCP 03/18/2020 | 0.31% |
| CAS 2016-C03 1M2 06.9268 10/25/2028 | 0.31% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.30% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.30% |
| AT&T INC 04.3000 02/15/2030 | 0.30% |
| STACR 2019-DNA1 B1 06.2768 01/25/2049 | 0.30% |
| SUMITOMO MITSUI TRUST BANK LT 86564YD66 DCP 04/06/2020 | 0.30% |
| BARCLAYS BANK PLC CCP 06742VCM1 DCP 04/15/2020 | 0.29% |
| CHARIOT FUNDING LLC 15963TC23 DCP 03/02/2020 | 0.29% |
| CHARTA LLC 16115VC49 DCP 03/04/2020 | 0.29% |
| CRC FUNDING LLC 12619TC69 DCP 03/06/2020 | 0.29% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.29% |
| PRUDENTIAL PLC 7443M2DU7 DCP 04/28/2020 | 0.29% |
| THUNDER BAY FUNDING LLC 88603HCA4 DCP 05/26/2020 | 0.29% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.29% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.29% |
| OMNICOM GROUP INC 02.4500 04/30/2030 | 0.29% |
| MRAIT 2020-2 A 01.1500 10/22/2020 | 0.29% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.28% |
| CIGNA CORP 03.7500 07/15/2023 | 0.28% |
| FNR 2019-57 LS IO 04.3733 10/25/2049 | 0.28% |
| STRU BMOC-6882 SA IO 04.4021 03/20/2050 | 0.28% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.27% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.27% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.27% |
| EQUINIX INC 03.2000 11/18/2029 | 0.26% |
| FNR 2016-8 SA IO 04.4233 03/25/2046 | 0.26% |
| CAS 2016-C02 1M2 07.6268 09/25/2028 | 0.26% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.26% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.26% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.25% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.25% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.25% |
| GNMA GII30 TBA 04.5000 03/01/2050 | 0.24% |
| CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.24% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.24% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.24% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.24% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.24% |
| COMCAST CORP 03.9990 11/01/2049 | 0.24% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.23% |
| BMIR 2019-4A M1C P/P 144A 04.1268 10/25/2029 | 0.23% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.23% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.23% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.22% |
| FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.22% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.22% |
| STACR 2018-DNA2 B1 05.3268 12/25/2030 | 0.22% |
| GNR 2019-123 SL IO 04.5030 10/20/2049 | 0.22% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.22% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.22% |
| STACR 2016-HQA2 M3 06.7768 11/25/2028 | 0.21% |
| ATLANTIC ASSET SECURITIZATION 04821TCH6 DCP 03/17/2020 | 0.21% |
| GNR 2019-83 SW IO 04.4530 07/20/2049 | 0.21% |
| TREASURY BILL 00.0000 04/02/2020 | 0.21% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.20% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.20% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.20% |
| FISERV INC 04.2000 10/01/2028 | 0.20% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.20% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.20% |
| TREASURY BILL 00.0000 06/18/2020 | 0.20% |
| WAMU 2005-AR13 A1C4 02.0568 10/25/2045 | 0.20% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.20% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.19% |
| ZOETIS INC 03.9000 08/20/2028 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.19% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.19% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.19% |
| BANK 2018-BN13 XA 00.5131 08/15/2061 | 0.18% |
| CAS 2018-C05 1B1 05.8768 01/25/2031 | 0.18% |
| FHR 4839 WS IO 04.4415 08/15/2056 | 0.18% |
| BCAP 2015-RR5 2A2 03.2158 01/26/2046 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| FNR 2019-3 SA IO 04.4733 02/25/2049 | 0.18% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.18% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.18% |
| STACR 2016-HQA3 M3 05.4768 03/25/2029 | 0.18% |
| CAS 2017-C07 1EB2 02.6268 05/25/2030 | 0.18% |
| GNR 2019-83 JS IO 04.4530 07/20/2049 | 0.18% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.18% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.18% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.18% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.18% |
| JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046 | 0.17% |
| UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.17% |
| RMIR 2019-1 M2 P/P 144A 04.8268 02/25/2029 | 0.17% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.17% |
| ECOLAB INC 03.2500 12/01/2027 | 0.17% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.17% |
| FHR 4738 QS IO 04.5415 12/15/2047 | 0.17% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.16% |
| CAS 2020-R01 1M2 03.6768 01/25/2040 | 0.16% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.16% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.16% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.16% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% |
| FNR 2017-108 SA IO 04.5233 01/25/2048 | 0.16% |
| STACR 2015-DNA3 M3 06.3268 04/25/2028 | 0.16% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.16% |
| FNR 2019-59 SD IO 04.4233 10/25/2049 | 0.16% |
| FHMS K104 X1 IO 01.1271 02/25/2052 | 0.16% |
| FNR 2015-66 AS IO 04.6233 09/25/2045 | 0.16% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.16% |
| CAS 2019-R04 2M2 03.7268 06/25/2039 | 0.15% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.15% |
| GSMS 2014-GC18 C 04.9889 01/10/2047 | 0.15% |
| UBSCM 2012-C1 D P/P 144A 05.5702 05/10/2045 | 0.15% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.15% |
| CAS 2018-C04 2M2 04.1768 12/25/2030 | 0.15% |
| MSBAM 2013-C10 E P/P 144A 04.0827 07/15/2046 | 0.15% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.15% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.15% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.15% |
| CSMC 2016-NXSR XA IO 00.7768 12/15/2049 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| CAS 2018-R07 1B1 MTGE 05.9768 04/25/2031 | 0.14% |
| FNR 2018-29 S IO 04.5733 05/25/2048 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.14% |
| GNR 2018-148 GS IO 04.4415 02/16/2046 | 0.14% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.14% |
| STACR 2020-DNA2 B1 04.1550 02/25/2050 | 0.14% |
| GNR 2018-155 SE IO 04.4530 11/20/2048 | 0.14% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.14% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.14% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.14% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.14% |
| MSRR 2015-R4 CB1 02.4851 08/26/2047 | 0.14% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.14% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.14% |
| JPMBB 2014-C25 D P/P 144A 03.9459 11/15/2047 | 0.14% |
| STACR 2018-HQA1 M2 03.9268 09/25/2030 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| STACR 2016-DNA3 M3 06.6268 12/25/2028 | 0.13% |
| CAS 2018-C05 1M2 03.9768 01/25/2031 | 0.13% |
| COMM 2019-GC44 XA IO 00.6571 08/15/2057 | 0.13% |
| NRW BANK 62939LCC1 DCP 03/12/2020 | 0.13% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.13% |
| TREASURY BILL 00.0000 05/14/2020 | 0.13% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% |
| FNR 2016-91 AS IO 04.4733 12/25/2046 | 0.13% |
| GNR 2016-H23 NI IO 02.5513 10/20/2066 | 0.13% |
| GNR 2020-H02 GI IO 02.5589 01/20/2070 | 0.13% |
| STACR 2015-DN1 M3 05.7768 01/25/2025 | 0.13% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.13% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.13% |
| SPST 2019-11 A 02.3789 10/24/2020 | 0.12% |
| GNR 2014-131 BS IO 04.5415 09/16/2044 | 0.12% |
| JPMCC 2011-C3 F P/P 144A 05.6640 02/15/2046 | 0.12% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.12% |
| CAS 2017-C01 1B1 07.3768 07/25/2029 | 0.12% |
| JPMCC 2012-C6 E P/P 144A 05.1569 05/15/2045 | 0.12% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.12% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.12% |
| MWST 2019-1 A 02.4268 06/25/2052 | 0.12% |
| BF0101 03.5000 06/01/2056 | 0.12% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.12% |
| GNR 2012-149 GS IO 04.5530 12/20/2042 | 0.12% |
| WFRBS 2012-C7 D P/P 144A 04.8128 06/15/2045 | 0.12% |
| CSAIL 2015-C1 D P/P 144A 03.7716 04/15/2050 | 0.12% |
| JPMBB 2013-C14 E P/P 144A 04.7019 08/15/2046 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| STACR 2018-HQA2 M2 03.9268 10/25/2048 | 0.12% |
| JPMCC 2012-C8 D P/P 144A 04.6490 10/15/2045 | 0.12% |
| BSCMS 2007-T26 AJ 05.4496 01/12/2045 | 0.11% |
| FHR 4596 CS IO 04.4415 06/15/2046 | 0.11% |
| HCA INC 04.1250 06/15/2029 | 0.11% |
| CAS 2017-C02 2ED3 02.9768 09/25/2029 | 0.11% |
| COMM 2014-CR17 D P/P 144A 04.8476 05/10/2047 | 0.11% |
| FNR 2014-87 MS IO 04.6233 01/25/2045 | 0.11% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.11% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.11% |
| GNR 2019-44 SA IO 04.4030 04/20/2049 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| STACR 2014-DN4 M3 06.1768 10/25/2024 | 0.11% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.11% |
| WBCMT 2005-C21 E P/P 144A 05.1693 10/15/2044 | 0.11% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.11% |
| GNR 2010-9 YD IO 05.1415 01/16/2040 | 0.11% |
| MSC 2018-H4 XA 00.8640 12/15/2051 | 0.11% |
| FHR 4839 AS IO 04.3915 06/15/2042 | 0.10% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.10% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.10% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.10% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.10% |
| GNR 2019-H14 IB IO 02.5553 08/20/2069 | 0.10% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.10% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.10% |
| FISERV INC 03.5000 07/01/2029 | 0.10% |
| FNR 2018-44 SA IO 04.5733 06/25/2048 | 0.10% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.10% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.10% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.10% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.10% |
| FHR 4912 PS IO 04.3915 09/25/2049 | 0.10% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.10% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.10% |
| MSC 2018-H3 XA 00.8341 07/15/2051 | 0.10% |
| CFCRE 2011-C2 E P/P 144A 05.7414 12/15/2047 | 0.10% |
| GNR 2019-21 SJ IO 04.4030 02/20/2049 | 0.10% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.10% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.10% |
| GNR 2016-H02 HI IO 01.6166 01/20/2066 | 0.10% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.10% |
| CAS 2017-C07 1B1 05.6268 05/25/2030 | 0.10% |
| GNR 2018-H20 BI IO 02.6350 06/20/2068 | 0.10% |
| UBSCM 2012-C1 C P/P 144A 05.5702 05/10/2045 | 0.10% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.09% |
| GNR 2019-65 BS IO 04.4530 05/20/2049 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.09% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.09% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.09% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% |
| BMIR 2018-2A M1B P/P 144A 02.9768 08/25/2028 | 0.09% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.09% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.09% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.09% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.09% |
| GNMA GII30 TBA 03.0000 03/01/2050 | 0.09% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.09% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.09% |
| CAS 2019-R03 1M2 03.7768 09/25/2031 | 0.09% |
| SPST 2019-WL1 A 02.2768 08/25/2052 | 0.09% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.09% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.09% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.09% |
| FNR 2018-1 MS IO 04.5233 02/25/2048 | 0.09% |
| GNR 2019-78 SJ IO 04.4030 06/20/2049 | 0.09% |
| MSC 2016-UB12 XA IO 00.7723 12/15/2049 | 0.09% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.09% |
| EMIR 2018-1 M1 03.3268 11/25/2028 | 0.08% |
| GNR 2014-H11 GI IO 01.4744 06/20/2064 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.08% |
| CAS 2017-C01 1EB1 02.8768 07/25/2029 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| GNR 2019-H02 DI IO 02.6232 11/20/2068 | 0.08% |
| STACR 2014-DN2 M3 05.2268 04/25/2024 | 0.08% |
| STACR 2016-DNA2 M3 06.2768 10/25/2028 | 0.08% |
| COMM 2014-LC15 XA IO 01.0958 04/10/2047 | 0.08% |
| CWALT 2007-OA6 A1A 01.7668 06/25/2037 | 0.08% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.08% |
| GNR 2016-H11 HI IO 02.0996 01/20/2066 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| CAS 2017-C06 1B1 05.7768 02/25/2030 | 0.08% |
| CGCMT 2014-GC19 X IO 01.1509 03/10/2047 | 0.08% |
| CSAIL 2015-C1 C 04.2716 04/15/2050 | 0.08% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.08% |
| FNR 2018-94 SA IO 04.4733 01/25/2049 | 0.08% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.08% |
| GNR 2014-H07 BI IO 01.4679 05/20/2064 | 0.08% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.08% |
| WAMU 2005-AR17 A1B2 02.0368 12/25/2045 | 0.08% |
| FHMS K100 X1 IO 00.6506 09/25/2029 | 0.08% |
| GNR 2015-H12 GI IO 01.8075 05/20/2065 | 0.08% |
| WFCM 2014-LC16 XA IO 01.1121 08/15/2050 | 0.08% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.08% |
| FHR 4077 HS IO 04.4415 07/15/2042 | 0.08% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.08% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.08% |
| GNR 2018-H05 AI IO 01.3706 02/20/2068 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| STACR 2020-DNA2 M2 03.5050 02/25/2050 | 0.08% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.07% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.07% |
| WFRBS 2012-C10 E P/P 144A 04.4294 12/15/2045 | 0.07% |
| COMM 2014-CR19 D P/P 144A 04.7303 08/10/2047 | 0.07% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.07% |
| GNR 2017-H12 QI IO 02.2843 05/20/2067 | 0.07% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.07% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.07% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.07% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.07% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.07% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.07% |
| STACR 2014-HQ2 M3 05.3768 09/25/2024 | 0.07% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2049 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| GSMS 2013-GC10 XA IO 01.4994 02/10/2046 | 0.06% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| UBSCM 2017-C7 XA IO 01.0558 12/15/2050 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| CAS 2016-C05 2M2 06.0768 01/25/2029 | 0.06% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.06% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.06% |
| GNR 2015-H04 AI IO 01.6731 12/20/2064 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| MSBAM 2013-C11 F P/P 144A 04.3533 08/15/2046 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| G2 BJ5495 | 0.06% |
| AON PLC USD 04.2500 12/12/2042 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| STACR 2018-DNA1 M2 03.4268 07/25/2030 | 0.06% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8935 11/15/2045 | 0.06% |
| CAS 2017-C04 2M2 04.4768 11/25/2029 | 0.06% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.06% |
| GNR 2015-H10 CI IO 01.8137 04/20/2065 | 0.06% |
| GNR 2015-H16 XI IO 02.7204 07/20/2065 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.06% |
| CAS 2019-R05 1M2 03.6268 07/25/2039 | 0.06% |
| CAS 2019-R06 2M2 03.7268 09/25/2039 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.3344 08/10/2044 | 0.06% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.06% |
| GNR 2015-H09 BI IO 01.6975 03/20/2065 | 0.06% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.06% |
| GNR 2018-H02 EI IO 01.3752 01/20/2068 | 0.06% |
| MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| TREASURY BILL 00.0000 04/09/2020 | 0.06% |
| WAMU 2005-AR13 A1B2 02.0568 10/25/2045 | 0.06% |
| 1.485 R ISWP US0003M P 02/05/2030 | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.06% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% |
| GNR 2015-H20 AI IO 01.8311 08/20/2065 | 0.06% |
| GNR 2018-91 SJ IO 04.6030 07/20/2048 | 0.06% |
| JPMCC 2011-C3 D P/P 144A 05.6640 02/15/2046 | 0.06% |
| MSBAM 2013-C12 XA IO 00.6034 10/15/2046 | 0.06% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.06% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% |
| CAS 2016-C01 1M2 08.3768 08/25/2028 | 0.06% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.06% |
| GNR 2015-H12 AI IO 01.8608 05/20/2065 | 0.06% |
| GNR 2016-H04 KI IO 02.1367 02/20/2066 | 0.06% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.06% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.06% |
| GNR 2015-H12 EI IO 01.7036 04/20/2065 | 0.06% |
| GNR 2017-H14 EI IO 01.4937 06/20/2067 | 0.06% |
| GNR 2017-H23 BI IO 01.8913 11/20/2067 | 0.06% |
| STACR 2018-DNA2 M2 03.7768 12/25/2030 | 0.06% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.06% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.06% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% |
| GNR 2015-H25 CI IO 01.9941 10/20/2065 | 0.06% |
| GNR 2019-125 SG IO 04.4030 10/20/2049 | 0.06% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNR 2016-H24 JI IO 02.3409 11/20/2066 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.05% |
| STACR 2017-DNA1 M2 04.8768 07/25/2029 | 0.05% |
| COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.2297 06/15/2044 | 0.05% |
| WFRBS 2013-C14 XA IO 00.7310 06/15/2046 | 0.05% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.05% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.05% |
| GSMS 2014-GC22 XA IO 00.9848 06/10/2047 | 0.05% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.05% |
| TREASURY BILL 00.0000 06/11/2020 | 0.05% |
| CAS 2019-R02 1B1 05.7768 08/25/2031 | 0.05% |
| COMM 2012-CR1 D P/P 144A 05.3199 05/15/2045 | 0.05% |
| COMM 2013-CR6 D P/P 144A 04.0807 03/10/2046 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.05% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.05% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.05% |
| GNR 2017-H10 MI IO 01.7602 04/20/2067 | 0.05% |
| JPMCC 2016-JP2 XA IO 01.8225 08/15/2049 | 0.05% |
| MSBAM 2013-C11 D P/P 144A 04.3533 08/15/2046 | 0.05% |
| MSBAM 2015-C26 XA IO 01.0267 10/15/2048 | 0.05% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.05% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| FAHB 2020-HB1 M4 04.0754 03/25/2020 | 0.05% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| SAIL 2004-10 A10 02.5268 11/25/2034 | 0.05% |
| GNR 2015-H28 DI IO 01.5578 08/20/2065 | 0.05% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% |
| COMM 2013-CR13 E P/P 144A 04.8887 11/10/2046 | 0.05% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.05% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.05% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.05% |
| GNR 2015-H15 JI IO 01.9775 06/20/2065 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| WFRBS 2012-C10 D P/P 144A 04.4294 12/15/2045 | 0.05% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.05% |
| GNR 2015-H26 DI IO 01.9852 10/20/2065 | 0.05% |
| GNR 2017-H08 NI IO 02.0575 03/20/2067 | 0.05% |
| MSBAM 2013-C7 XA IO 01.3443 02/15/2046 | 0.05% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| JPMCC 2013-C10 XA IO 00.9763 12/15/2047 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| CAS 2019-R01 2M2 04.0768 07/25/2031 | 0.04% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% |
| STACR 2019-DNA4 B1 04.3268 10/25/2049 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| JPMCC 2013-LC11 X IO 01.2572 04/15/2046 | 0.04% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6208 12/10/2045 | 0.04% |
| WFRBS 2014-C23 XA IO 00.5692 10/15/2057 | 0.04% |
| COMM 2014-CR17 XA IO 00.9735 05/10/2047 | 0.04% |
| MSC 2016-BNK2 XA IO 01.0700 11/15/2049 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| VMWARE INC 03.9000 08/21/2027 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| STACR 2018-DNA3 B1 05.5268 09/25/2048 | 0.04% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.04% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5368 12/15/2045 | 0.04% |
| AES CORP/THE 05.1250 09/01/2027 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.04% |
| GNR 2016-H27 BI IO 02.5661 12/20/2066 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| 1.46 R ISWP US0003M P 02/24/2030 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.04% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.04% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.04% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.04% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| 1.1975 R ISWP US0003M P 02/27/2025 | 0.04% |
| 1.4595 R ISWP US0003M P 02/28/2050 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| APPLE INC 03.4500 05/06/2024 | 0.04% |
| CCMFC 2004-3A A2 01.9268 08/25/2035 | 0.04% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.04% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.04% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.04% |
| GNR 2010-H19 GI IO 01.4216 08/20/2060 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.04% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| CAS 2017-C03 1B1 06.4768 10/25/2029 | 0.04% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.04% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.04% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.04% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.04% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% |
| JPMCC 2013-C16 XA IO 00.9336 12/15/2046 | 0.04% |
| STACR 2017-DNA2 B1 06.7768 10/25/2029 | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% |
| VIACOMCBS INC 04.3750 03/15/2043 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| COMM 2015-CR23 XA IO 00.9164 05/10/2048 | 0.04% |
| GSMS 2014-GC18 XA IO 01.0133 01/10/2047 | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| EMIR 2018-1 M2 04.6268 11/25/2028 | 0.04% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.04% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| NHEL 2004-2 M4 03.4268 09/25/2034 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| TREASURY BILL 00.0000 05/07/2020 | 0.04% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.03% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.03% |
| GNR 2019-121 SD IO 04.3530 10/20/2049 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| MSC 2012-C4 E P/P 144A 05.4192 03/15/2045 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| COMM 2013-LC13 XA IO 01.1233 08/10/2046 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.03% |
| GSMS 2013-GC12 XA IO 01.4176 06/10/2046 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.03% |
| BMIR 2018-2A M1C P/P 144A 03.2268 08/25/2028 | 0.03% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| COMM 2014-UBS4 XA IO 01.1063 08/10/2047 | 0.03% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.03% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 03.2268 10/25/2028 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.03% |
| TREASURY BILL 00.0000 04/23/2020 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.03% |
| GNMA GII30 AI2340 04.4720 05/20/2065 | 0.03% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.03% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% |
| WFRBS 2014-C22 XA IO 00.8077 09/15/2057 | 0.03% |
| CGCMT 2013-GC17 X IO 01.0362 11/10/2046 | 0.03% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.03% |
| FHR 3852 NT 04.3415 05/15/2041 | 0.03% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.03% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.03% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.03% |
| GNR 2015-H17 CI IO 01.5970 06/20/2065 | 0.03% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| CAS 2018-R07 1M2 04.0268 04/25/2031 | 0.03% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.03% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.03% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.03% |
| JPMBB 2014-C25 XA IO 00.8523 11/15/2047 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.03% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.03% |
| JPMCC 2012-LC9 XA IO 01.5029 12/15/2047 | 0.03% |
| PUGET ENERGY INC 03.6500 05/15/2025 | 0.03% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.03% |
| COMM 2014-CR19 XA IO 01.0079 08/10/2047 | 0.03% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.03% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.03% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.03% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% |
| GNR 2015-H01 CI IO 01.6293 12/20/2064 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| WAMU 2005-AR1 A2B 02.4268 01/25/2045 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 3408 EK 19.1195 04/15/2037 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| WAMU 2005-AR2 2A1B 01.9968 01/25/2045 | 0.02% |
| CAS 2017-C06 2M2 04.4268 02/25/2030 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.02% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.02% |
| GNR 2019-99 KS IO 04.4030 08/20/2049 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| WAMU 2005-AR17 A1B3 01.9768 12/25/2045 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| COMM 2014-CR18 XA IO 00.9971 07/15/2047 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| STACR 2019-DNA2 B1 05.9768 03/25/2049 | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| CAS 2017-C05 1B1 05.2268 01/25/2030 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4179 12/15/2047 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.02% |
| UBSBB 2012-C2 F P/P 144A 04.8911 05/10/2063 | 0.02% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1903 03/15/2045 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7414 12/15/2047 | 0.02% |
| COMM 2014-LC17 XA IO 00.7681 10/10/2047 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| SWPTN 2MX10Y P 1.315 USD 04/27/2020 TD | 0.02% |
| SWPTN 6MX10Y R 1.29 USD 08/25/2020 MS | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| COMM 2012-LC4 XA IO P/P 144A 02.1016 12/10/2044 | 0.02% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.02% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| SWPTN 9MX2Y R 1.0925 USD 11/25/2020 GS | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| 1.426 R ISWP US0003M P 02/28/2050 | 0.02% |
| BMIR 2017-1 M1 P/P 144A 03.3268 10/25/2027 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| FNR 2011-4 CS 09.6465 05/25/2040 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.02% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% |
| GNR 2020-15 CS IO 04.3920 12/02/2021 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| OPTN FN30 3.0 03/05/20 CALL 101.96875 JPMC | 0.02% |
| QVC INC 04.4500 02/15/2025 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6869 11/15/2044 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.02% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.02% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% |
| OMIR 2017-1A M2 P/P 144A 05.6268 04/25/2027 | 0.02% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.02% |
| SWPTN 5WX10Y P 1.265 USD 03/31/2020 GS | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| CAS 2016-C04 1M2 05.8768 01/25/2029 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| FHR 3065 DC 14.8845 03/15/2035 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| TREASURY BILL 00.0000 04/16/2020 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2005-122 SE 17.4064 11/25/2035 | 0.01% |
| FNR 2006-62 PS 30.1395 07/25/2036 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2006-8 HP 18.6019 03/25/2036 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| SWPTN 4WX10Y P 1.275 USD 03/25/2020 BC | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2005-106 JC 15.0798 12/25/2035 | 0.01% |
| GNMA GII30 AW8447 04.3240 05/20/2067 | 0.01% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0747 05/10/2045 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% |
| GNMA GII30 AO7326 04.6650 09/20/2065 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| GNR 2013-129 SN IO 04.5030 09/20/2043 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CAS 2018-C06 1M2 03.6268 03/25/2031 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 AH1076 04.6710 05/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.01% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHR 2990 LB 12.7067 06/15/2034 | 0.01% |
| FHR 3249 PS 16.8020 12/15/2036 | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 6MX10Y P 1.29 USD 08/25/2020 MS | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| CAS 2016-C07 2M2 05.9768 05/25/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.01% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.01% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 9MX2Y P 1.0925 USD 11/25/2020 GS | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2017-C01 1M2 05.1768 07/25/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FLR USL3M 5.00 03/14/2021 JP | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2005-75 GS 15.3698 08/25/2035 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| MWST 2018-W1 A 02.4768 11/25/2051 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| GNMA GII30 AH1094 04.6660 06/20/2065 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CAS 2019-R02 1M2 03.9268 08/25/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHR 2976 LC 18.3388 05/15/2035 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2015-H14 BI IO 01.5718 05/20/2065 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4920 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5270 08/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| 1.608 R ISWP US0003M P 02/07/2030 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0663 05/15/2038 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 13.1645 11/25/2034 | 0.00% |
| GNMA GII30 AN1902 04.5710 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4830 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6260 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| BACM 2007-1 XW IO 00.3559 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3318 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3004 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5360 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0225 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNR 2001-50 BI IO 00.3782 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0620 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.1703 12/10/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 529888 06.5000 05/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2899 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1577 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3125 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1915 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1915 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| OPTN FN30 3.0 03/05/20 PUT 101.96875 JPMC | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | 0.00% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.00% |
| USL3M P ISWP USL6M R 05/26/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4170 11/15/2048 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| 1.631 R ISWP US0003M P 01/07/2022 | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 4WX2Y P 1.195 USD 03/25/2020 BC | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 5WX2Y P 1.178 USD 03/31/2020 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 2MX2Y P 1.19 USD 04/27/2020 TD | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.02% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.02% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.02% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.02% |
| 1.4195 R ISWP US0003M P 02/24/2022 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.03% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.03% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.03% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.03% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.03% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.04% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.04% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.05% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.05% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.05% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| FNMA FN30 TBA UMBS 05.0000 03/01/2050 | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.07% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.08% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.08% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.08% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.09% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.11% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.11% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.11% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.11% |
| SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.13% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.15% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.15% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.16% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.16% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.17% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.20% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.21% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.30% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.34% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.45% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.46% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.48% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.55% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.07% |
| GNMA GII30 TBA 05.0000 03/01/2050 | -1.58% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 16.52% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 02/01/2050 | 10.86% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 4.16% |
| REPO TRIPA MORTG 1.59 02/03/2020 | 3.97% |
| REPO TRIPA MORTG 1.59 02/03/2020 | 3.97% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 3.80% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2050 | 3.76% |
| US ULTRA BOND CBT MAR20 WNH0 | 3.09% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 2.64% |
| GNMA GII30 TBA 03.5000 02/01/2050 | 1.76% |
| FED HOME LN DISCOUNT NT 313384VQ9 GDC 04/15/2020 | 1.54% |
| GNMA GII30 TBA 04.0000 02/01/2050 | 1.36% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.22% |
| VERIZON COMM 04.3290 09/21/2028 | 1.09% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 1.03% |
| FED HOME LN DISCOUNT NT 313384TR0 GDC 02/28/2020 | 0.91% |
| FED HOME LN DISCOUNT NT 313384TX7 GDC 03/05/2020 | 0.91% |
| TREASURY BILL 00.0000 03/26/2020 | 0.91% |
| TREASURY BILL 00.0000 06/25/2020 | 0.90% |
| FNMA FN30 TBA UMBS 04.5000 02/01/2050 | 0.85% |
| COMCAST CORP 03.4500 02/01/2050 | 0.83% |
| REGENCY MARKETS NO. 1 LLC 7588R0BE6 DCP 02/14/2020 | 0.73% |
| LIBERTY STREET FUNDING LLC 53127TB69 DCP 02/06/2020 | 0.69% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.68% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.66% |
| US LONG BOND(CBT) MAR20 USH0 | 0.61% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.54% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.50% |
| STACR 2016-HQA1 M3 08.0109 09/25/2028 | 0.48% |
| AT&T INC 04.3500 03/01/2029 | 0.48% |
| GOTHAM FUNDING CORP 38346LCA2 DCP 03/10/2020 | 0.47% |
| TORONTO-DOMINION BANK/THE 89119AC30 DCP 03/03/2020 | 0.47% |
| MATCHPOINT FINANCE PLC 57666AB35 DCP 02/03/2020 | 0.46% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YBE3 DCP 02/14/2020 | 0.46% |
| ATLANTIC ASSET SECURITIZATION 04821TBL8 DCP 02/20/2020 | 0.45% |
| ATLANTIC ASSET SECURITIZATION 04821TC29 DCP 03/02/2020 | 0.45% |
| CAFCO LLC 1247P2C36 DCP 03/03/2020 | 0.45% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.44% |
| ING US FUNDING LLC 45685QB32 DCP 02/03/2020 | 0.44% |
| MANHATTAN ASSET FUNDING CO LL 56274LC69 DCP 03/06/2020 | 0.44% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.43% |
| BMIR 2017-1 M2 P/P 144A 05.0109 10/25/2027 | 0.42% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.42% |
| TREASURY BILL 00.0000 03/12/2020 | 0.42% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.39% |
| CAS 2016-C03 1M2 06.9609 10/25/2028 | 0.39% |
| AUSTRALIA & NEW ZEALAND BANKI 05253ABT6 DCP 02/27/2020 | 0.39% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.39% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.38% |
| STACR 2019-DNA2 M2 04.1109 03/25/2049 | 0.38% |
| STACR 2019-DNA1 B1 06.3109 01/25/2049 | 0.37% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.37% |
| BARCLAYS BANK PLC CCP 06742VCM1 DCP 04/15/2020 | 0.36% |
| CHARIOT FUNDING LLC 15963TC23 DCP 03/02/2020 | 0.36% |
| CHARTA LLC 16115VC49 DCP 03/04/2020 | 0.36% |
| CRC FUNDING LLC 12619TC69 DCP 03/06/2020 | 0.36% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.36% |
| THUNDER BAY FUNDING LLC 88603HCA4 DCP 05/26/2020 | 0.36% |
| SPST 2019-7 A 02.3594 09/24/2020 | 0.36% |
| CAS 2016-C03 2M2 07.5609 10/25/2028 | 0.36% |
| FNR 2019-57 LS IO 04.3391 10/25/2049 | 0.35% |
| CIGNA CORP 03.7500 07/15/2023 | 0.35% |
| CAS 2016-C02 1M2 07.6609 09/25/2028 | 0.34% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.34% |
| FNR 2016-8 SA IO 04.3891 03/25/2046 | 0.33% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.32% |
| SPST 2019-3 A 02.3594 06/24/2020 | 0.32% |
| MANHATTAN ASSET FUNDING CO LL 56274LBA1 DCP 02/10/2020 | 0.31% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.31% |
| GNMA GII30 TBA 04.5000 02/01/2050 | 0.31% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.30% |
| FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.29% |
| BPCE SA 05571BB36 DCP 02/03/2020 | 0.29% |
| BMIR 2019-4A M1C P/P 144A 04.1609 10/25/2029 | 0.29% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.28% |
| STACR 2018-DNA2 B1 05.3609 12/25/2030 | 0.27% |
| SWPTN 7WX10Y R 2.7475 USD 02/13/2020 GS | 0.27% |
| GNR 2019-83 SW IO 04.4423 07/20/2049 | 0.27% |
| STACR 2016-HQA2 M3 06.8109 11/25/2028 | 0.27% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.27% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.27% |
| TREASURY BILL 00.0000 04/02/2020 | 0.26% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.26% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.26% |
| WAMU 2005-AR13 A1C4 02.0909 10/25/2045 | 0.25% |
| FISERV INC 04.2000 10/01/2028 | 0.25% |
| TREASURY BILL 00.0000 06/18/2020 | 0.25% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.25% |
| ZOETIS INC 03.9000 08/20/2028 | 0.24% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.24% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.23% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.23% |
| BCAP 2015-RR5 2A2 03.3097 01/26/2046 | 0.23% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.23% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.23% |
| GNR 2019-83 JS IO 04.4423 07/20/2049 | 0.23% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.23% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.23% |
| STACR 2016-HQA3 M3 05.5109 03/25/2029 | 0.23% |
| CAS 2017-C07 1EB2 02.6609 05/25/2030 | 0.22% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.22% |
| FHR 4839 WS IO 04.4238 08/15/2056 | 0.22% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.22% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.22% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.22% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.22% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.22% |
| SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.22% |
| FNR 2019-3 SA IO 04.4391 02/25/2049 | 0.21% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.21% |
| UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.21% |
| RMIR 2019-1 M2 P/P 144A 04.8609 02/25/2029 | 0.21% |
| FHR 4738 QS IO 04.5238 12/15/2047 | 0.21% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.21% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.21% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.21% |
| CAS 2020-R01 1M2 03.7421 01/25/2040 | 0.20% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.20% |
| ECOLAB INC 03.2500 12/01/2027 | 0.20% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.20% |
| STACR 2015-DNA3 M3 06.3609 04/25/2028 | 0.20% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| FNR 2017-108 SA IO 04.4891 01/25/2048 | 0.20% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.20% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.20% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.20% |
| CAS 2019-R04 2M2 03.7609 06/25/2039 | 0.19% |
| FNR 2015-66 AS IO 04.5891 09/25/2045 | 0.19% |
| MANHATTAN ASSET FUNDING CO LL 56274LB60 DCP 02/06/2020 | 0.19% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.19% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.19% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.19% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.19% |
| UBSCM 2012-C1 D P/P 144A 05.7559 05/10/2045 | 0.19% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.19% |
| GSMS 2014-GC18 C 05.1564 01/10/2047 | 0.19% |
| CAS 2018-C04 2M2 04.2109 12/25/2030 | 0.19% |
| FNR 2018-29 S IO 04.5391 05/25/2048 | 0.19% |
| MSBAM 2013-C10 E P/P 144A 04.2172 07/15/2046 | 0.18% |
| AT&T INC 04.1000 02/15/2028 | 0.18% |
| AT&T INC 04.3000 02/15/2030 | 0.18% |
| CSMC 2016-NXSR XA IO 00.9238 12/15/2049 | 0.18% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.18% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.18% |
| CAS 2018-R07 1B1 MTGE 06.0109 04/25/2031 | 0.18% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.18% |
| STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.18% |
| COMM 2014-CR19 D P/P 144A 04.9054 08/10/2047 | 0.18% |
| GNR 2018-155 SE IO 04.4423 11/20/2048 | 0.18% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.18% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.18% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.17% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.17% |
| BARCLAYS BANK PLC CCP 06742VBQ3 DCP 02/07/2020 | 0.17% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.17% |
| GNR 2018-148 GS IO 04.4304 02/16/2046 | 0.17% |
| MSRR 2015-R4 CB1 02.6162 08/26/2047 | 0.17% |
| STACR 2016-DNA3 M3 06.6609 12/25/2028 | 0.17% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.17% |
| STACR 2018-HQA1 M2 03.9609 09/25/2030 | 0.17% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.17% |
| JPMBB 2014-C25 D P/P 144A 04.0992 11/15/2047 | 0.17% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.17% |
| CAS 2018-C05 1M2 04.0109 01/25/2031 | 0.17% |
| SPST 2019-WL1 A 02.3109 08/25/2052 | 0.17% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.17% |
| STACR 2015-DN1 M3 05.8109 01/25/2025 | 0.16% |
| NRW BANK 62939LCC1 DCP 03/12/2020 | 0.16% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.16% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.16% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.16% |
| TREASURY BILL 00.0000 05/14/2020 | 0.16% |
| GNR 2016-H23 NI IO 02.4688 10/20/2066 | 0.16% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.16% |
| GNR 2020-H02 GI IO 02.6072 01/20/2070 | 0.16% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.16% |
| FNR 2016-91 AS IO 04.4391 12/25/2046 | 0.16% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.16% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.16% |
| MCAS 2019-01 M10 P/P 144A 04.9109 10/15/2049 | 0.16% |
| SPST 2019-11 A 02.4094 10/24/2020 | 0.16% |
| TREASURY BILL 00.0000 05/21/2020 | 0.16% |
| JPMCC 2011-C3 F P/P 144A 05.8528 02/15/2046 | 0.16% |
| CAS 2017-C01 1B1 07.4109 07/25/2029 | 0.15% |
| JPMCC 2012-C6 E P/P 144A 05.3289 05/15/2045 | 0.15% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.15% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.15% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.15% |
| MWST 2019-1 A 02.4609 06/25/2052 | 0.15% |
| BF0101 03.5000 06/01/2056 | 0.15% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.15% |
| WFRBS 2012-C7 D P/P 144A 04.9675 06/15/2045 | 0.15% |
| JPMBB 2013-C14 E P/P 144A 04.8586 08/15/2046 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.9142 04/15/2050 | 0.14% |
| GNR 2014-131 BS IO 04.5304 09/16/2044 | 0.14% |
| STACR 2018-HQA2 M2 03.9609 10/25/2048 | 0.14% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.14% |
| GNR 2012-149 GS IO 04.5423 12/20/2042 | 0.14% |
| JPMCC 2012-C8 D P/P 144A 04.8040 10/15/2045 | 0.14% |
| STACR 2014-DN4 M3 06.2109 10/25/2024 | 0.14% |
| BSCMS 2007-T26 AJ 05.5613 01/12/2045 | 0.14% |
| COMM 2014-CR17 D P/P 144A 05.0093 05/10/2047 | 0.14% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.14% |
| CAS 2017-C02 2ED3 03.0109 09/25/2029 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| HCA INC 04.1250 06/15/2029 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| WBCMT 2005-C21 E P/P 144A 05.2488 10/15/2044 | 0.14% |
| GNR 2019-44 SA IO 04.3923 04/20/2049 | 0.14% |
| SPST 2018-8 A 02.3594 02/24/2020 | 0.14% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.14% |
| FNR 2014-87 MS IO 04.5891 01/25/2045 | 0.14% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.14% |
| FHR 4596 CS IO 04.4238 06/15/2046 | 0.14% |
| MSC 2018-H4 XA 01.0335 12/15/2051 | 0.13% |
| GNR 2010-9 YD IO 05.1304 01/16/2040 | 0.13% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.13% |
| FHR 4839 AS IO 04.3738 06/15/2042 | 0.13% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.13% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.13% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.13% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.13% |
| GNR 2019-H14 IB IO 02.5789 08/20/2069 | 0.13% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.13% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.13% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.13% |
| FHR 4912 PS IO 04.3738 09/25/2049 | 0.13% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.13% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.13% |
| BMIR 2018-2A M1B P/P 144A 03.0109 08/25/2028 | 0.12% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.12% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.12% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.12% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.12% |
| GNR 2019-21 SJ IO 04.3923 02/20/2049 | 0.12% |
| MSC 2018-H3 XA 00.9962 07/15/2051 | 0.12% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| CFCRE 2011-C2 E P/P 144A 05.9327 12/15/2047 | 0.12% |
| CAS 2017-C07 1B1 05.6609 05/25/2030 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.12% |
| GNR 2018-H20 BI IO 02.6441 06/20/2068 | 0.12% |
| UBSCM 2012-C1 C P/P 144A 05.7559 05/10/2045 | 0.12% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.12% |
| GNR 2016-H02 HI IO 02.2414 01/20/2066 | 0.12% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.12% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.12% |
| EMIR 2018-1 M1 03.3609 11/25/2028 | 0.12% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.12% |
| CAS 2018-C05 1B1 05.9109 01/25/2031 | 0.12% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.12% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.11% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.11% |
| CAS 2019-R03 1M2 03.8109 09/25/2031 | 0.11% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.11% |
| GNR 2019-65 BS IO 04.4423 05/20/2049 | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% |
| GNMA GII30 TBA 03.0000 02/01/2050 | 0.11% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.11% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.11% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.11% |
| GNR 2019-78 SJ IO 04.3923 06/20/2049 | 0.11% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.11% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.11% |
| MSC 2016-UB12 XA IO 00.9128 12/15/2049 | 0.11% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.11% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.11% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.11% |
| STACR 2016-DNA2 M3 06.3109 10/25/2028 | 0.11% |
| STACR 2017-DNA3 M2 04.1609 03/25/2030 | 0.11% |
| CAS 2017-C01 1EB1 02.9109 07/25/2029 | 0.10% |
| GNR 2014-H11 GI IO 01.5030 06/20/2064 | 0.10% |
| COMM 2014-LC15 XA IO 01.2626 04/10/2047 | 0.10% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.10% |
| CWALT 2007-OA6 A1A 01.8009 06/25/2037 | 0.10% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.10% |
| STACR 2014-DN2 M3 05.2609 04/25/2024 | 0.10% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.10% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.10% |
| GNR 2019-H02 DI IO 02.6439 11/20/2068 | 0.10% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.10% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| GNR 2016-H11 HI IO 02.0999 01/20/2066 | 0.10% |
| FNR 2018-94 SA IO 04.4391 01/25/2049 | 0.10% |
| JPMORGAN CHASE & CO 02.9099 05/15/2047 | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.10% |
| WAMU 2005-AR17 A1B2 02.0709 12/25/2045 | 0.10% |
| CGCMT 2014-GC19 X IO 01.3215 03/10/2047 | 0.10% |
| CAS 2017-C06 1B1 05.8109 02/25/2030 | 0.10% |
| CSAIL 2015-C1 C 04.4142 04/15/2050 | 0.10% |
| GNR 2018-H05 AI IO 01.8834 02/20/2068 | 0.10% |
| TREASURY BILL 00.0000 02/20/2020 | 0.10% |
| WFCM 2014-LC16 XA IO 01.2726 08/15/2050 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| GNR 2015-H12 GI IO 01.8293 05/20/2065 | 0.10% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.10% |
| FHMS K100 X1 IO 00.7703 09/25/2029 | 0.09% |
| GNR 2014-H07 BI IO 01.4956 05/20/2064 | 0.09% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.09% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.09% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.09% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.09% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.09% |
| FHR 4077 HS IO 04.4238 07/15/2042 | 0.09% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.09% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.09% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.09% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.09% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.09% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.09% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.09% |
| GNR 2017-H12 QI IO 02.3143 05/20/2067 | 0.09% |
| WFRBS 2012-C10 E P/P 144A 04.5773 12/15/2045 | 0.09% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.09% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.09% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.08% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.08% |
| STACR 2019-HQA1 M2 04.0109 02/25/2049 | 0.08% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.08% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.08% |
| GSMS 2013-GC10 XA IO 01.6479 02/10/2046 | 0.08% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.08% |
| CAS 2016-C05 2M2 06.1109 01/25/2029 | 0.08% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.08% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.08% |
| STACR 2014-HQ2 M3 05.4109 09/25/2024 | 0.08% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.08% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.08% |
| FNMA FN30 TBA UMBS 06.0000 02/01/2050 | 0.08% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.08% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% |
| MSBAM 2013-C11 F P/P 144A 04.4985 08/15/2046 | 0.08% |
| ORACLE CORP 02.6500 07/15/2026 | 0.08% |
| UBSCM 2017-C7 XA IO 01.2098 12/15/2050 | 0.08% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0553 11/15/2045 | 0.08% |
| AMGEN INC 04.6630 06/15/2051 | 0.08% |
| G2 BJ5495 | 0.08% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.08% |
| CIT BANK NA 02.9690 09/27/2025 | 0.08% |
| GNR 2015-H04 AI IO 01.5939 12/20/2064 | 0.08% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.08% |
| CAS 2017-C04 2M2 04.5109 11/25/2029 | 0.08% |
| GNR 2015-H10 CI IO 01.8408 04/20/2065 | 0.08% |
| GNR 2015-H16 XI IO 02.6425 07/20/2065 | 0.08% |
| STACR 2018-DNA1 M2 03.4609 07/25/2030 | 0.08% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.08% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.08% |
| GNR 2018-H02 EI IO 01.5032 01/20/2068 | 0.08% |
| AON PLC USD 04.2500 12/12/2042 | 0.07% |
| CAS 2016-C01 1M2 08.4109 08/25/2028 | 0.07% |
| CAS 2019-R05 1M2 03.6609 07/25/2039 | 0.07% |
| CAS 2019-R06 2M2 03.7609 09/25/2039 | 0.07% |
| DBUBS 2011-LC3A D P/P 144A 05.5121 08/10/2044 | 0.07% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.07% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.07% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.07% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.07% |
| MSBAM 2013-C12 XA IO 00.7631 10/15/2046 | 0.07% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% |
| TREASURY BILL 00.0000 04/09/2020 | 0.07% |
| WAMU 2005-AR13 A1B2 02.0909 10/25/2045 | 0.07% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.07% |
| GNR 2015-H09 BI IO 01.7244 03/20/2065 | 0.07% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.07% |
| JPMCC 2011-C3 D P/P 144A 05.8528 02/15/2046 | 0.07% |
| MSBAM 2013-C10 F P/P 144A 04.2172 07/15/2046 | 0.07% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.07% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.07% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.07% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.07% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.07% |
| GNR 2015-H12 AI IO 01.8886 05/20/2065 | 0.07% |
| GNR 2015-H20 AI IO 01.8573 08/20/2065 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.07% |
| GNR 2018-91 SJ IO 04.5923 07/20/2048 | 0.07% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.07% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.07% |
| GNR 2015-H12 EI IO 01.7319 04/20/2065 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.07% |
| GNMA GII30 BQ8478 05.0000 11/20/2049 | 0.07% |
| GNR 2016-H04 KI IO 02.3377 02/20/2066 | 0.07% |
| GNR 2017-H23 BI IO 01.9191 11/20/2067 | 0.07% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.07% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.07% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.07% |
| GNR 2017-H14 EI IO 01.5180 06/20/2067 | 0.07% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.07% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.07% |
| GNR 2015-H25 CI IO 01.9149 10/20/2065 | 0.07% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.07% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.07% |
| STACR 2017-DNA1 M2 04.9109 07/25/2029 | 0.07% |
| WFRBS 2013-C14 XA IO 00.8642 06/15/2046 | 0.07% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.07% |
| GNR 2016-H24 JI IO 02.2624 11/20/2066 | 0.07% |
| GNR 2019-125 SG IO 04.3923 10/20/2049 | 0.07% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.07% |
| COMM 2014-UBS6 XA IO 01.0445 12/10/2047 | 0.06% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% |
| GSMS 2014-GC22 XA IO 01.1416 06/10/2047 | 0.06% |
| WFRBS 2011-C4 E P/P 144A 05.3962 06/15/2044 | 0.06% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.06% |
| MSBAM 2015-C26 XA IO 01.1742 10/15/2048 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.06% |
| TREASURY BILL 00.0000 06/11/2020 | 0.06% |
| CAS 2019-R02 1B1 05.8109 08/25/2031 | 0.06% |
| COMM 2014-CR17 C 04.9455 05/10/2047 | 0.06% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.06% |
| JPMCC 2016-JP2 XA IO 01.9755 08/15/2049 | 0.06% |
| MSBAM 2013-C11 D P/P 144A 04.4985 08/15/2046 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.06% |
| COMM 2012-CR1 D P/P 144A 05.4973 05/15/2045 | 0.06% |
| COMM 2013-CR6 D P/P 144A 04.2169 03/10/2046 | 0.06% |
| FISERV INC 03.5000 07/01/2029 | 0.06% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.06% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.06% |
| SAIL 2004-10 A10 02.5609 11/25/2034 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.06% |
| GNR 2017-H10 MI IO 01.7981 04/20/2067 | 0.06% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.06% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| MSBAM 2013-C7 XA IO 01.4834 02/15/2046 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.06% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.06% |
| GNR 2015-H28 DI IO 01.5859 08/20/2065 | 0.06% |
| JPMCC 2013-C10 XA IO 01.1146 12/15/2047 | 0.06% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% |
| WFRBS 2012-C10 D P/P 144A 04.5773 12/15/2045 | 0.06% |
| COMM 2013-CR13 E P/P 144A 05.0520 11/10/2046 | 0.06% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.06% |
| GNR 2015-H15 JI IO 02.0062 06/20/2065 | 0.06% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.06% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.06% |
| GNR 2015-H25 AI IO 01.6409 09/20/2065 | 0.06% |
| GNR 2015-H26 DI IO 01.9057 10/20/2065 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| GNR 2017-H08 NI IO 02.1671 03/20/2067 | 0.06% |
| CAS 2019-R01 2M2 04.1109 07/25/2031 | 0.06% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.06% |
| JPMCC 2013-LC11 X IO 01.3971 04/15/2046 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7710 12/10/2045 | 0.06% |
| WFRBS 2014-C23 XA IO 00.7141 10/15/2057 | 0.05% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.05% |
| COMM 2014-CR17 XA IO 01.1356 05/10/2047 | 0.05% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6857 12/15/2045 | 0.05% |
| MSC 2016-BNK2 XA IO 01.2022 11/15/2049 | 0.05% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.05% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.05% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| HCA INC 05.0000 03/15/2024 | 0.05% |
| STACR 2018-DNA3 B1 05.5609 09/25/2048 | 0.05% |
| VMWARE INC 03.9000 08/21/2027 | 0.05% |
| CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.05% |
| COMM 2015-CR23 XA IO 01.0638 05/10/2048 | 0.05% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.05% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.05% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.05% |
| GNR 2016-H27 BI IO 02.5834 12/20/2066 | 0.05% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.05% |
| APPLE INC 03.4500 05/06/2024 | 0.05% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.05% |
| GSMS 2014-GC18 XA IO 01.1820 01/10/2047 | 0.05% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.05% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.05% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.05% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.05% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.05% |
| GNR 2010-H19 GI IO 01.4498 08/20/2060 | 0.05% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.05% |
| JPMCC 2013-C16 XA IO 01.1021 12/15/2046 | 0.05% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.05% |
| STACR 2017-DNA2 B1 06.8109 10/25/2029 | 0.05% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% |
| CAS 2017-C03 1B1 06.5109 10/25/2029 | 0.05% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.05% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.05% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.05% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| EMIR 2018-1 M2 04.6609 11/25/2028 | 0.04% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.04% |
| NHEL 2004-2 M4 03.4609 09/25/2034 | 0.04% |
| TREASURY BILL 00.0000 05/07/2020 | 0.04% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.04% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.04% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.04% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.04% |
| HMIR 2018-1 M1 P/P 144A 03.2609 10/25/2028 | 0.04% |
| MSC 2012-C4 E P/P 144A 05.5999 03/15/2045 | 0.04% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.04% |
| CCMFC 2004-3A A2 01.9609 08/25/2035 | 0.04% |
| COMM 2013-LC13 XA IO 01.3006 08/10/2046 | 0.04% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.04% |
| GNR 2019-121 SD IO 04.3423 10/20/2049 | 0.04% |
| GSMS 2013-GC12 XA IO 01.5556 06/10/2046 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.04% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.04% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.04% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.04% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.04% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.04% |
| COMM 2014-UBS4 XA IO 01.2636 08/10/2047 | 0.04% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.04% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| BMIR 2018-2A M1C P/P 144A 03.2609 08/25/2028 | 0.04% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.04% |
| TREASURY BILL 00.0000 04/23/2020 | 0.04% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.04% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% |
| AES CORP/THE 05.1250 09/01/2027 | 0.04% |
| CAS 2018-R07 1M2 04.0609 04/25/2031 | 0.04% |
| CGCMT 2013-GC17 X IO 01.1885 11/10/2046 | 0.04% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.04% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% |
| GNMA GII30 AI2340 04.4720 05/20/2065 | 0.04% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 0.04% |
| WFRBS 2014-C22 XA IO 00.9569 09/15/2057 | 0.04% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.04% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.04% |
| FHR 3852 NT 04.3238 05/15/2041 | 0.04% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.04% |
| GNR 2015-H17 CI IO 01.6237 06/20/2065 | 0.04% |
| JPMBB 2014-C25 XA IO 01.0059 11/15/2047 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.04% |
| COMM 2014-CR18 C 04.8828 07/15/2047 | 0.04% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.04% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.04% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.04% |
| JPMCC 2012-LC9 XA IO 01.6512 12/15/2047 | 0.04% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.03% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.03% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.03% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| WAMU 2005-AR1 A2B 02.4609 01/25/2045 | 0.03% |
| COMM 2014-CR19 XA IO 01.1899 08/10/2047 | 0.03% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.03% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| GNR 2015-H01 CI IO 01.6589 12/20/2064 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| PUGET ENERGY INC 03.6500 05/15/2025 | 0.03% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.03% |
| CAS 2017-C06 2M2 04.4609 02/25/2030 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.03% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% |
| FHR 3408 EK 19.0481 04/15/2037 | 0.03% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.03% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.03% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| WAMU 2005-AR2 2A1B 02.0309 01/25/2045 | 0.03% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.03% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.03% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.03% |
| GNR 2019-99 KS IO 04.3923 08/20/2049 | 0.03% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.03% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.03% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.03% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% |
| WAMU 2005-AR17 A1B3 02.0109 12/25/2045 | 0.03% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| COMM 2014-CR18 XA IO 01.1553 07/15/2047 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FN BF0091 | 0.03% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.03% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.03% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.03% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.03% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| STACR 2019-DNA2 B1 06.0109 03/25/2049 | 0.03% |
| BMIR 2017-1 M1 P/P 144A 03.3609 10/25/2027 | 0.03% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.03% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.03% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.03% |
| CAS 2017-C05 1B1 05.2609 01/25/2030 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 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 AL4158 UMBS 06.0000 10/01/2040 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.02% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.02% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| WFRBS 2013-C11 XA IO P/P 144A 01.3334 03/15/2045 | 0.02% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.9327 12/15/2047 | 0.02% |
| COMM 2014-LC17 XA IO 00.9240 10/10/2047 | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.5650 12/15/2047 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| COMM 2012-LC4 XA IO P/P 144A 02.2866 12/10/2044 | 0.02% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.02% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.02% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8655 11/15/2044 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| OMIR 2017-1A M2 P/P 144A 05.6609 04/25/2027 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| FNR 2011-4 CS 09.5782 05/25/2040 | 0.02% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| QVC INC 04.4500 02/15/2025 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| CAS 2016-C04 1M2 05.9109 01/25/2029 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.02% |
| COMM 2014-UBS6 C 04.5973 12/10/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.02% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | 0.02% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| FHR 3065 DC 14.8313 03/15/2035 | 0.02% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.02% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.02% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.02% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| TREASURY BILL 00.0000 04/16/2020 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.02% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.02% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.02% |
| FNR 2005-122 SE 17.2869 11/25/2035 | 0.02% |
| FNR 2006-62 PS 29.9347 07/25/2036 | 0.02% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.02% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.02% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.02% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.02% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.02% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNR 2006-8 HP 18.4768 03/25/2036 | 0.02% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.02% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.02% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.02% |
| UBSCM 2012-C1 XA IO P/P 144A 02.2615 05/10/2045 | 0.02% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.01% |
| GNMA GII30 AW8447 04.3240 05/20/2067 | 0.01% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BO5417 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNR 2005-106 JC 14.9740 12/25/2035 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.01% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| GNMA GII30 AO7326 04.6670 09/20/2065 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNR 2013-129 SN IO 04.4923 09/20/2043 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OPTN FN30 3.0 02/05/20 CALL 101.703125 JPMC | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CAS 2018-C06 1M2 03.6609 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 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 AS4173 UMBS 04.0000 09/01/2044 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 AH1076 04.6710 05/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHR 2990 LB 12.6613 06/15/2034 | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CAS 2016-C07 2M2 06.0109 05/25/2029 | 0.01% |
| FHR 3249 PS 16.7434 12/15/2036 | 0.01% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.01% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.01% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BO6603 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.01% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.01% |
| CAS 2017-C01 1M2 05.2109 07/25/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.01% |
| FLR USL3M 5.00 03/14/2021 JP | 0.01% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.01% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.01% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.01% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2005-75 GS 15.2674 08/25/2035 | 0.01% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.01% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| MWST 2018-W1 A 02.5109 11/25/2051 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| GNMA GII30 AH1094 04.6660 06/20/2065 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CAS 2019-R02 1M2 03.9609 08/25/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| FHR 2976 LC 18.2738 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 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 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 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 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 4004 IO IO 03.0000 03/15/2026 | 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 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4920 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5270 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 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 2015-H14 BI IO 01.5976 05/20/2065 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 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 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNR 2005-83 QP 13.0757 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 04.5800 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4830 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6260 06/20/2065 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| STACR 2018-DNA2 M2 03.8109 12/25/2030 | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 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 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2074 05/15/2038 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 529888 06.5000 05/15/2031 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.4864 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4981 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3816 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7215 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.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0442 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNR 2001-50 BI IO 00.3761 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% |
| FNW 2005-W4 1AIO IO 00.0622 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% |
| GNMA GN30 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.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.5030 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2996 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.2152 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.5070 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3586 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| OPTN FN30 3.0 02/05/20 PUT 101.703125 JPMC | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 7WX10Y P 2.7475 USD 02/13/2020 GS | 0.00% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | 0.00% |
| USL3M P ISWP USL6M R 05/26/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4754 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0000 05/15/2046 | 0.00% |
| 1.631 R ISWP US0003M P 01/07/2022 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| FEDL01 P ISWP SOFRRATE R 11/29/2020 | -0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.01% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.02% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.02% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.02% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.03% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.03% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.03% |
| SWPTN 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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.03% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.04% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.04% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.05% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.05% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.07% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.07% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.08% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.08% |
| FNMA FN30 TBA UMBS 05.0000 02/01/2050 | -0.08% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.08% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.11% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.11% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.12% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.13% |
| SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.13% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.14% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.15% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.15% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.15% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.16% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.16% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.16% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.18% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.30% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.48% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.34% |
| GNMA GII30 TBA 05.0000 02/01/2050 | -1.96% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | 11.59% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 10.68% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 6.88% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 4.44% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2050 | 4.01% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 3.97% |
| REPO TRIPA MORTG 1.57 01/02/2020 | 3.82% |
| US ULTRA BOND CBT MAR20 WNH0 | 3.10% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 2.79% |
| GNMA GII30 TBA 03.5000 01/01/2050 | 1.89% |
| REPO TRIPA MORTG 1.57 01/02/2020 | 1.86% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 1.45% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.32% |
| VERIZON COMM 04.3290 09/21/2028 | 1.15% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 1.06% |
| FED HOME LN DISCOUNT NT 313384SC4 GDC 01/22/2020 | 0.98% |
| FED HOME LN DISCOUNT NT 313384TR0 GDC 02/28/2020 | 0.97% |
| FED HOME LN DISCOUNT NT 313384TX7 GDC 03/05/2020 | 0.97% |
| TREASURY BILL 00.0000 03/26/2020 | 0.97% |
| TREASURY BILL 00.0000 06/25/2020 | 0.97% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2050 | 0.90% |
| COMCAST CORP 03.4500 02/01/2050 | 0.84% |
| LIBERTY STREET FUNDING LLC 53127TB69 DCP 02/06/2020 | 0.74% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.72% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.70% |
| US LONG BOND(CBT) MAR20 USH0 | 0.62% |
| CANADIAN IMPERIAL BANK OF COM 02.0000 01/13/2020 | 0.58% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.57% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.53% |
| AT&T INC 04.3500 03/01/2029 | 0.51% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YAQ7 DCP 01/24/2020 | 0.51% |
| TORONTO-DOMINION BANK/THE 89119AC30 DCP 03/03/2020 | 0.50% |
| STACR 2016-HQA1 M3 08.1420 09/25/2028 | 0.50% |
| GOTHAM FUNDING CORP 38346LAD8 DCP 01/13/2020 | 0.50% |
| MATCHPOINT FINANCE PLC 57666AB35 DCP 02/03/2020 | 0.50% |
| ATLANTIC ASSET SECURITIZATION 04821TC29 DCP 03/02/2020 | 0.49% |
| CAFCO LLC 1247P2C36 DCP 03/03/2020 | 0.49% |
| ING US FUNDING LLC 45685QB32 DCP 02/03/2020 | 0.47% |
| NATIONAL BANK OF CANADA 63307LAM3 DCP 01/21/2020 | 0.47% |
| TOTAL CAPITAL CANADA LTD 89153PAP7 DCP 01/23/2020 | 0.47% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.46% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.46% |
| THUNDER BAY FUNDING LLC 88603HC22 DCP 02/27/2020 | 0.46% |
| BMIR 2017-1 M2 P/P 144A 05.1420 10/25/2027 | 0.46% |
| TREASURY BILL 00.0000 03/12/2020 | 0.45% |
| CAS 2016-C03 2M2 07.6920 10/25/2028 | 0.43% |
| STACR 2019-DNA2 M2 04.2420 03/25/2049 | 0.43% |
| AUSTRALIA & NEW ZEALAND BANKI 05253ABT6 DCP 02/27/2020 | 0.42% |
| CAS 2016-C03 1M2 07.0920 10/25/2028 | 0.42% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.40% |
| BARCLAYS BANK PLC CCP 06742VAV3 DCP 01/23/2020 | 0.39% |
| CHARIOT FUNDING LLC 15963TC23 DCP 03/02/2020 | 0.39% |
| CHARTA LLC 16115VC49 DCP 03/04/2020 | 0.39% |
| DNB BANK ASA 2332K0AM4 DCP 01/21/2020 | 0.39% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.39% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.39% |
| CRC FUNDING LLC 12619TC69 DCP 03/06/2020 | 0.39% |
| SPST 2019-7 A 02.4799 09/24/2020 | 0.39% |
| STACR 2019-DNA1 B1 06.4420 01/25/2049 | 0.39% |
| CAS 2016-C02 1M2 07.7920 09/25/2028 | 0.37% |
| CIGNA CORP 03.7500 07/15/2023 | 0.37% |
| REGENCY MARKETS NO. 1 LLC 7588R0AG2 DCP 01/16/2020 | 0.37% |
| GNMA GII30 TBA 04.5000 01/01/2050 | 0.37% |
| FNR 2016-8 SA IO 04.2580 03/25/2046 | 0.35% |
| SPST 2019-3 A 02.4799 06/24/2020 | 0.34% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.34% |
| MANHATTAN ASSET FUNDING CO LL 56274LBA1 DCP 02/10/2020 | 0.33% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.33% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.33% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.32% |
| BPCE SA 05571BB36 DCP 02/03/2020 | 0.31% |
| BMIR 2019-4A M1C P/P 144A 04.2920 10/25/2029 | 0.31% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.30% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.29% |
| STACR 2018-DNA2 B1 05.4920 12/25/2030 | 0.29% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.29% |
| GNR 2019-83 SW IO 04.3354 07/20/2049 | 0.29% |
| STACR 2016-HQA2 M3 06.9420 11/25/2028 | 0.29% |
| TREASURY BILL 00.0000 04/02/2020 | 0.28% |
| WAMU 2005-AR13 A1C4 02.2220 10/25/2045 | 0.28% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.27% |
| TREASURY BILL 00.0000 06/18/2020 | 0.26% |
| FISERV INC 04.2000 10/01/2028 | 0.26% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.26% |
| BCAP 2015-RR5 2A2 03.3961 01/26/2046 | 0.25% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.25% |
| ZOETIS INC 03.9000 08/20/2028 | 0.24% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.24% |
| STACR 2016-HQA3 M3 05.6420 03/25/2029 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| GNR 2019-83 JS IO 04.3354 07/20/2049 | 0.24% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.24% |
| CAS 2017-C07 1EB2 02.7920 05/25/2030 | 0.24% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.24% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.23% |
| FHR 4839 WS IO 04.3603 08/15/2056 | 0.23% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.23% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.23% |
| UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.23% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.23% |
| JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046 | 0.22% |
| RMIR 2019-1 M2 P/P 144A 04.9920 02/25/2029 | 0.22% |
| FHR 4738 QS IO 04.4603 12/15/2047 | 0.22% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.22% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.22% |
| FNR 2019-3 SA IO 04.3080 02/25/2049 | 0.22% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| STACR 2015-DNA3 M3 06.4920 04/25/2028 | 0.22% |
| FNR 2017-108 SA IO 04.3580 01/25/2048 | 0.21% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.21% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.21% |
| ECOLAB INC 03.2500 12/01/2027 | 0.21% |
| FNR 2018-29 S IO 04.4080 05/25/2048 | 0.21% |
| CAS 2019-R04 2M2 03.8920 06/25/2039 | 0.21% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.21% |
| MANHATTAN ASSET FUNDING CO LL 56274LB60 DCP 02/06/2020 | 0.20% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.20% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.20% |
| UBSCM 2012-C1 D P/P 144A 05.5703 05/10/2045 | 0.20% |
| GNMA GII30 TBA 03.0000 01/01/2050 | 0.20% |
| CAS 2018-C04 2M2 04.3420 12/25/2030 | 0.20% |
| CSMC 2016-NXSR XA IO 00.7804 12/15/2049 | 0.20% |
| GNR 2018-155 SE IO 04.3354 11/20/2048 | 0.20% |
| GSMS 2014-GC18 C 04.9901 01/10/2047 | 0.20% |
| FNR 2015-66 AS IO 04.4580 09/25/2045 | 0.20% |
| MSBAM 2013-C10 E P/P 144A 04.0814 07/15/2046 | 0.20% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| STACR 2019-DNA1 M2 04.4420 01/25/2049 | 0.19% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.19% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.19% |
| BARCLAYS BANK PLC CCP 06742VBQ3 DCP 02/07/2020 | 0.18% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.18% |
| MSRR 2015-R4 CB1 02.5326 08/26/2047 | 0.18% |
| STACR 2015-DN1 M3 05.9420 01/25/2025 | 0.18% |
| STACR 2016-DNA3 M3 06.7920 12/25/2028 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.18% |
| STACR 2018-HQA1 M2 04.0920 09/25/2030 | 0.18% |
| JPMBB 2014-C25 D P/P 144A 03.9510 11/15/2047 | 0.18% |
| SPST 2019-WL1 A 02.4420 08/25/2052 | 0.18% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.18% |
| CAS 2018-C05 1M2 04.1420 01/25/2031 | 0.18% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.18% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.18% |
| GNR 2018-148 GS IO 04.3603 02/16/2046 | 0.18% |
| NRW BANK 62939LCC1 DCP 03/12/2020 | 0.18% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.17% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.17% |
| TREASURY BILL 00.0000 05/14/2020 | 0.17% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.17% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.17% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.17% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.17% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.17% |
| GNR 2016-H23 NI IO 02.2467 10/20/2066 | 0.17% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.17% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.17% |
| SPST 2019-11 A 02.5299 10/24/2020 | 0.17% |
| TREASURY BILL 00.0000 05/21/2020 | 0.17% |
| JPMCC 2011-C3 F P/P 144A 05.6639 02/15/2046 | 0.16% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.16% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.16% |
| FNR 2016-91 AS IO 04.3080 12/25/2046 | 0.16% |
| MWST 2019-1 A 02.5920 06/25/2052 | 0.16% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.16% |
| BF0101 03.5000 06/01/2056 | 0.16% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.16% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.16% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.16% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.16% |
| WFRBS 2012-C7 D P/P 144A 04.8134 06/15/2045 | 0.16% |
| STACR 2014-DN4 M3 06.3420 10/25/2024 | 0.16% |
| JPMBB 2013-C14 E P/P 144A 04.7019 08/15/2046 | 0.16% |
| STACR 2018-HQA2 M2 04.0920 10/25/2048 | 0.16% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.16% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.15% |
| BSCMS 2007-T26 AJ 05.4499 01/12/2045 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.7720 04/15/2050 | 0.15% |
| JPMCC 2012-C8 D P/P 144A 04.6491 10/15/2045 | 0.15% |
| WBCMT 2005-C21 E P/P 144A 05.0790 10/15/2044 | 0.15% |
| CAS 2017-C02 2ED3 03.1420 09/25/2029 | 0.15% |
| COMM 2014-CR17 D P/P 144A 04.8499 05/10/2047 | 0.15% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.15% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.15% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.15% |
| HCA INC 04.1250 06/15/2029 | 0.15% |
| SPST 2018-8 A 02.4799 02/24/2020 | 0.15% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.15% |
| FHR 4912 PS IO 04.3103 09/25/2049 | 0.14% |
| GNR 2012-149 GS IO 04.4354 12/20/2042 | 0.14% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.14% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.14% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.14% |
| GNR 2019-44 SA IO 04.2854 04/20/2049 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| FHR 4839 AS IO 04.3103 06/15/2042 | 0.14% |
| MSC 2018-H4 XA 00.8647 12/15/2051 | 0.14% |
| FNR 2014-87 MS IO 04.4580 01/25/2045 | 0.14% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.14% |
| FHR 4596 CS IO 04.3603 06/15/2046 | 0.14% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.14% |
| EMIR 2018-1 M1 03.4920 11/25/2028 | 0.14% |
| GNR 2019-21 SJ IO 04.2854 02/20/2049 | 0.14% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.14% |
| GNR 2019-H14 IB IO 02.4638 08/20/2069 | 0.14% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.14% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.14% |
| BMIR 2018-2A M1B P/P 144A 03.1420 08/25/2028 | 0.13% |
| GNR 2010-9 YD IO 05.0603 01/16/2040 | 0.13% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.13% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.13% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.13% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.13% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.13% |
| MSC 2018-H3 XA 00.8350 07/15/2051 | 0.13% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.13% |
| CFCRE 2011-C2 E P/P 144A 05.7413 12/15/2047 | 0.13% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% |
| GNR 2018-H20 BI IO 02.4932 06/20/2068 | 0.13% |
| UBSCM 2012-C1 C P/P 144A 05.5703 05/10/2045 | 0.13% |
| CAS 2017-C07 1B1 05.7920 05/25/2030 | 0.12% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.12% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.12% |
| EQUINIX INC 05.3750 05/15/2027 | 0.12% |
| MSC 2016-UB12 XA IO 00.7770 12/15/2049 | 0.12% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.12% |
| CAS 2019-R03 1M2 03.9420 09/25/2031 | 0.12% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.12% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.12% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.12% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.12% |
| CAS 2018-C05 1B1 06.0420 01/25/2031 | 0.12% |
| GNR 2016-H02 HI IO 02.2874 01/20/2066 | 0.12% |
| COMM 2013-CR13 E P/P 144A 04.8893 11/10/2046 | 0.12% |
| GNR 2019-78 SJ IO 04.2854 06/20/2049 | 0.12% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.12% |
| COMM 2014-CR19 D P/P 144A 04.7472 08/10/2047 | 0.12% |
| GNR 2019-65 BS IO 04.3354 05/20/2049 | 0.12% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.12% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.12% |
| STACR 2016-DNA2 M3 06.4420 10/25/2028 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.12% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.12% |
| COMM 2014-LC15 XA IO 01.0974 04/10/2047 | 0.11% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.11% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.11% |
| WFCM 2014-LC16 XA IO 01.1131 08/15/2050 | 0.11% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.11% |
| STACR 2017-DNA3 M2 04.2920 03/25/2030 | 0.11% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.11% |
| CAS 2017-C01 1EB1 03.0420 07/25/2029 | 0.11% |
| CWALT 2007-OA6 A1A 01.9320 06/25/2037 | 0.11% |
| GNR 2014-H11 GI IO 01.5061 06/20/2064 | 0.11% |
| STACR 2014-DN2 M3 05.3920 04/25/2024 | 0.11% |
| GNR 2019-H02 DI IO 02.5099 11/20/2068 | 0.11% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.11% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| GNR 2018-H05 AI IO 02.2828 02/20/2068 | 0.11% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.11% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.11% |
| WAMU 2005-AR17 A1B2 02.2020 12/25/2045 | 0.11% |
| CGCMT 2014-GC19 X IO 01.1527 03/10/2047 | 0.11% |
| GNR 2016-H11 HI IO 02.1003 01/20/2066 | 0.11% |
| FNR 2018-94 SA IO 04.3080 01/25/2049 | 0.11% |
| GSMS 2013-GC10 XA IO 01.5024 02/10/2046 | 0.11% |
| CAS 2017-C06 1B1 05.9420 02/25/2030 | 0.10% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.10% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.10% |
| TREASURY BILL 00.0000 02/20/2020 | 0.10% |
| CSAIL 2015-C1 C 04.2720 04/15/2050 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| GNR 2015-H12 GI IO 01.8414 05/20/2065 | 0.10% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.10% |
| GNR 2014-H07 BI IO 01.4992 05/20/2064 | 0.10% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.10% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.10% |
| FHMS K100 X1 IO 00.6507 09/25/2029 | 0.10% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8964 11/15/2045 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| FHR 4077 HS IO 04.3603 07/15/2042 | 0.10% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.10% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.10% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | 0.10% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.10% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.10% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.10% |
| GNR 2017-H12 QI IO 02.3310 05/20/2067 | 0.09% |
| WFRBS 2012-C10 E P/P 144A 04.4298 12/15/2045 | 0.09% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.09% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.09% |
| STACR 2019-HQA1 M2 04.1420 02/25/2049 | 0.09% |
| CAS 2016-C05 2M2 06.2420 01/25/2029 | 0.09% |
| CAS 2019-HRP1 M2 03.9420 11/25/2039 | 0.09% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.09% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.09% |
| STACR 2014-HQ2 M3 05.5420 09/25/2024 | 0.09% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| EQUINIX INC 03.2000 11/18/2029 | 0.09% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2050 | 0.09% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.09% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.09% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.09% |
| GNR 2018-H02 EI IO 02.1557 01/20/2068 | 0.08% |
| MSBAM 2013-C11 F P/P 144A 04.3535 08/15/2046 | 0.08% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.08% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.08% |
| UBSCM 2017-C7 XA IO 01.0583 12/15/2050 | 0.08% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.08% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.08% |
| G2 BJ5495 | 0.08% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.08% |
| ORACLE CORP 02.6500 07/15/2026 | 0.08% |
| AMGEN INC 04.6630 06/15/2051 | 0.08% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.08% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.08% |
| GNR 2015-H04 AI IO 01.8418 12/20/2064 | 0.08% |
| GNR 2015-H10 CI IO 01.8460 04/20/2065 | 0.08% |
| WAMU 2005-AR13 A1B2 02.2220 10/25/2045 | 0.08% |
| WFRBS 2013-C14 XA IO 00.7323 06/15/2046 | 0.08% |
| CAS 2016-C01 1M2 08.5420 08/25/2028 | 0.08% |
| CAS 2017-C04 2M2 04.6420 11/25/2029 | 0.08% |
| CIT BANK NA 02.9690 09/27/2025 | 0.08% |
| GNR 2015-H16 XI IO 02.4257 07/20/2065 | 0.08% |
| MSBAM 2013-C12 XA IO 00.6052 10/15/2046 | 0.08% |
| STACR 2018-DNA1 M2 03.5920 07/25/2030 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.3343 08/10/2044 | 0.08% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.08% |
| CAS 2019-R05 1M2 03.7920 07/25/2039 | 0.08% |
| CAS 2019-R06 2M2 03.8920 09/25/2039 | 0.08% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.08% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| TREASURY BILL 00.0000 04/09/2020 | 0.08% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.08% |
| GNR 2015-H12 AI IO 01.8923 05/20/2065 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.08% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.08% |
| GNR 2015-H09 BI IO 01.7302 03/20/2065 | 0.08% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.08% |
| JPMCC 2011-C3 D P/P 144A 05.6639 02/15/2046 | 0.08% |
| MSBAM 2013-C10 F P/P 144A 04.0814 07/15/2046 | 0.08% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.08% |
| AON PLC USD 04.2500 12/12/2042 | 0.08% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.08% |
| GNR 2018-91 SJ IO 04.4854 07/20/2048 | 0.08% |
| 1.746 R ISWP US0003M P 12/27/2029 | 0.08% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.08% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.08% |
| GNR 2015-H20 AI IO 01.8617 08/20/2065 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.07% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.07% |
| GNMA GII30 BQ8478 05.0000 11/20/2049 | 0.07% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.07% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.07% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.07% |
| GNR 2015-H12 EI IO 01.7358 04/20/2065 | 0.07% |
| GNR 2016-H04 KI IO 02.1475 02/20/2066 | 0.07% |
| GNR 2017-H23 BI IO 01.9225 11/20/2067 | 0.07% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| GNR 2017-H14 EI IO 01.5368 06/20/2067 | 0.07% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.07% |
| COMM 2014-UBS6 XA IO 00.8975 12/10/2047 | 0.07% |
| GNR 2015-H25 CI IO 01.6938 10/20/2065 | 0.07% |
| GNR 2016-H24 JI IO 02.0429 11/20/2066 | 0.07% |
| GSMS 2014-GC22 XA IO 00.9856 06/10/2047 | 0.07% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.07% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.07% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.07% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.07% |
| STACR 2017-DNA1 M2 05.0420 07/25/2029 | 0.07% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.07% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.07% |
| MSBAM 2015-C26 XA IO 01.0282 10/15/2048 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.2299 06/15/2044 | 0.07% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.07% |
| TREASURY BILL 00.0000 06/11/2020 | 0.07% |
| COMM 2014-CR17 C 04.7861 05/10/2047 | 0.07% |
| JPMCC 2013-LC11 X IO 01.2591 04/15/2046 | 0.07% |
| JPMCC 2016-JP2 XA IO 01.8259 08/15/2049 | 0.07% |
| MSBAM 2013-C11 D P/P 144A 04.3535 08/15/2046 | 0.07% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.07% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.07% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.07% |
| CAS 2019-R02 1B1 05.9420 08/25/2031 | 0.07% |
| COMM 2012-CR1 D P/P 144A 05.3200 05/15/2045 | 0.07% |
| COMM 2013-CR6 D P/P 144A 04.0810 03/10/2046 | 0.07% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.07% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.07% |
| GNR 2019-125 SG IO 04.2854 10/20/2049 | 0.07% |
| MSBAM 2013-C7 XA IO 01.3466 02/15/2046 | 0.07% |
| SAIL 2004-10 A10 02.6920 11/25/2034 | 0.07% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.07% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.06% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.06% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.06% |
| FISERV INC 03.5000 07/01/2029 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| GNR 2017-H10 MI IO 01.8149 04/20/2067 | 0.06% |
| JPMCC 2013-C10 XA IO 00.9788 12/15/2047 | 0.06% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.06% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.06% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.06% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.06% |
| GNR 2015-H15 JI IO 02.0124 06/20/2065 | 0.06% |
| GNR 2015-H28 DI IO 01.5900 08/20/2065 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.06% |
| WFRBS 2012-C10 D P/P 144A 04.4298 12/15/2045 | 0.06% |
| GNR 2015-H26 DI IO 01.6822 10/20/2065 | 0.06% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6278 12/10/2045 | 0.06% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.06% |
| GNR 2015-H25 AI IO 01.6447 09/20/2065 | 0.06% |
| 1.655 R ISWP US0003M P 11/29/2029 | 0.06% |
| CAS 2019-R01 2M2 04.2420 07/25/2031 | 0.06% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.06% |
| GNR 2017-H08 NI IO 02.1894 03/20/2067 | 0.06% |
| MSC 2016-BNK2 XA IO 01.0741 11/15/2049 | 0.06% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.06% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5393 12/15/2045 | 0.06% |
| WFRBS 2014-C23 XA IO 00.5686 10/15/2057 | 0.06% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.06% |
| COMM 2014-CR17 XA IO 00.9819 05/10/2047 | 0.06% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.06% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.06% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.06% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.06% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.06% |
| CAS 2015-C04 1M2 07.4920 04/25/2028 | 0.06% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.06% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.06% |
| COMM 2015-CR23 XA IO 00.9268 05/10/2048 | 0.05% |
| HCA INC 05.0000 03/15/2024 | 0.05% |
| STACR 2018-DNA3 B1 05.6920 09/25/2048 | 0.05% |
| VMWARE INC 03.9000 08/21/2027 | 0.05% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.05% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.05% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.05% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.05% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.05% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.05% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.05% |
| GNR 2016-H27 BI IO 02.0275 12/20/2066 | 0.05% |
| GSMS 2014-GC18 XA IO 01.0165 01/10/2047 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.05% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.05% |
| GNR 2010-H19 GI IO 01.4559 08/20/2060 | 0.05% |
| HMIR 2018-1 M1 P/P 144A 03.3920 10/25/2028 | 0.05% |
| JPMCC 2013-C16 XA IO 00.9356 12/15/2046 | 0.05% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% |
| APPLE INC 03.4500 05/06/2024 | 0.05% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.05% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.05% |
| NHEL 2004-2 M4 03.5920 09/25/2034 | 0.05% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | 0.05% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.05% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.05% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.05% |
| STACR 2017-DNA2 B1 06.9420 10/25/2029 | 0.05% |
| CAS 2017-C03 1B1 06.6420 10/25/2029 | 0.05% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.05% |
| EMIR 2018-1 M2 04.7920 11/25/2028 | 0.05% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.05% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.05% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.05% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| CCMFC 2004-3A A2 02.0920 08/25/2035 | 0.05% |
| COMM 2013-LC13 XA IO 01.1255 08/10/2046 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% |
| GSMS 2013-GC12 XA IO 01.4194 06/10/2046 | 0.05% |
| TREASURY BILL 00.0000 05/07/2020 | 0.05% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.05% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.05% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.05% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.05% |
| MSC 2012-C4 E P/P 144A 05.4193 03/15/2045 | 0.05% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.04% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.04% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.04% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.04% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| GNR 2019-121 SD IO 04.2354 10/20/2049 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% |
| COMM 2014-UBS4 XA IO 01.0721 08/10/2047 | 0.04% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.04% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.04% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.04% |
| BMIR 2018-2A M1C P/P 144A 03.3920 08/25/2028 | 0.04% |
| CAS 2018-R07 1M2 04.1920 04/25/2031 | 0.04% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.04% |
| JPMCC 2012-LC9 XA IO 01.5050 12/15/2047 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| TREASURY BILL 00.0000 04/23/2020 | 0.04% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.04% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.04% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| WFRBS 2014-C22 XA IO 00.8088 09/15/2057 | 0.04% |
| AES CORP/THE 05.1250 09/01/2027 | 0.04% |
| CGCMT 2013-GC17 X IO 01.0380 11/10/2046 | 0.04% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.04% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.04% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.04% |
| FHR 3852 NT 04.2603 05/15/2041 | 0.04% |
| GNMA GII30 AI2340 04.4720 05/20/2065 | 0.04% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% |
| JPMBB 2014-C25 XA IO 00.8580 11/15/2047 | 0.04% |
| COMM 2014-CR19 XA IO 01.0322 08/10/2047 | 0.04% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.04% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.04% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.04% |
| GNR 2015-H17 CI IO 01.6291 06/20/2065 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.04% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.04% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.04% |
| BMIR 2017-1 M1 P/P 144A 03.4920 10/25/2027 | 0.04% |
| COMM 2014-CR18 C 04.7254 07/15/2047 | 0.04% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.04% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.04% |
| WAMU 2005-AR1 A2B 02.5920 01/25/2045 | 0.04% |
| 1.668 R ISWP FWD US0003M P 01/06/2030 | 0.04% |
| GNR 2015-H01 CI IO 01.6641 12/20/2064 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| PUGET ENERGY INC 03.6500 05/15/2025 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| CAS 2017-C06 2M2 04.5920 02/25/2030 | 0.03% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.03% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| WAMU 2005-AR2 2A1B 02.1620 01/25/2045 | 0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.03% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.03% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.03% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.03% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.03% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.03% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.03% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.03% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% |
| FHR 3408 EK 18.7925 04/15/2037 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.03% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% |
| GNR 2019-99 KS IO 04.2854 08/20/2049 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.03% |
| 1.6675 R ISWP US0003M P 12/31/2029 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.03% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.03% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.03% |
| WAMU 2005-AR17 A1B3 02.1420 12/25/2045 | 0.03% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.03% |
| COMM 2014-CR18 XA IO 00.9984 07/15/2047 | 0.03% |
| FN BF0091 | 0.03% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.03% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.03% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.03% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.03% |
| UBSBB 2012-C2 F P/P 144A 04.8901 05/10/2063 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.03% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.03% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| STACR 2019-DNA2 B1 06.1420 03/25/2049 | 0.03% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | 0.03% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.03% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.03% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.03% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.03% |
| CAS 2017-C05 1B1 05.3920 01/25/2030 | 0.03% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.03% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.03% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.03% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.03% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1926 03/15/2045 | 0.03% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.03% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.03% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.03% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.03% |
| WFRBS 2011-C5 XA IO P/P 144A 01.7062 11/15/2044 | 0.03% |
| CFCRE 2011-C2 D P/P 144A 05.7413 12/15/2047 | 0.02% |
| COMM 2012-LC4 XA IO P/P 144A 02.1025 12/10/2044 | 0.02% |
| COMM 2014-LC17 XA IO 00.7723 10/10/2047 | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.02% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.02% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.02% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.02% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4177 12/15/2047 | 0.02% |
| OMIR 2017-1A M2 P/P 144A 05.7920 04/25/2027 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| 1.53 R ISWP US0003M P 10/01/2024 | 0.02% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| FNR 2011-4 CS 09.3160 05/25/2040 | 0.02% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 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% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| CAS 2016-C04 1M2 06.0420 01/25/2029 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.02% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.02% |
| QVC INC 04.4500 02/15/2025 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| COMM 2014-UBS6 C 04.4492 12/10/2047 | 0.02% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.02% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.02% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| FHR 3065 DC 14.6408 03/15/2035 | 0.02% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.02% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.02% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.02% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.02% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| TREASURY BILL 00.0000 04/16/2020 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.02% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.02% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.02% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.02% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.02% |
| FNR 2005-122 SE 16.8280 11/25/2035 | 0.02% |
| FNR 2006-62 PS 29.1480 07/25/2036 | 0.02% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.02% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.02% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.02% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNR 2006-8 HP 17.9960 03/25/2036 | 0.02% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | 0.02% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0771 05/10/2045 | 0.02% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.02% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.02% |
| GNMA GII30 AW8447 04.3240 05/20/2067 | 0.02% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.02% |
| GNMA GII30 BO5417 05.0000 06/20/2049 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.02% |
| HCA INC 05.2500 06/15/2026 | 0.02% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.02% |
| 1.77 R ISWP FWD US0003M P 12/27/2029 | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 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 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNR 2005-106 JC 14.5674 12/25/2035 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.01% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 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 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 AO7326 04.6670 09/20/2065 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 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 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CAS 2018-C06 1M2 03.7920 03/25/2031 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6710 05/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| GNR 2013-129 SN IO 04.3854 09/20/2043 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHR 2990 LB 12.4990 06/15/2034 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.01% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CAS 2016-C07 2M2 06.1420 05/25/2029 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| FHR 3249 PS 16.5338 12/15/2036 | 0.01% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.01% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.01% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BO6603 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.01% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| SOUTHERN COPPER CORP USD 05.3750 04/16/2020 | 0.01% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CAS 2017-C01 1M2 05.3420 07/25/2029 | 0.01% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.01% |
| FLR USL3M 5.00 03/14/2021 JP | 0.01% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.01% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.01% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.01% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.01% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.01% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.01% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.01% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.01% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2005-75 GS 14.8740 08/25/2035 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.01% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MWST 2018-W1 A 02.6420 11/25/2051 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 1MX10Y R 1.695 USD 01/13/2020 UB | 0.01% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| CAS 2019-R02 1M2 04.0920 08/25/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| GNMA GII30 AH1094 04.6640 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 BO1330 05.0000 05/20/2049 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.00% |
| SWPTN 4WX10Y R 1.71875 USD 01/09/2020 GS | 0.00% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.00% |
| 1.80 R ISWP FWD US0003M P 01/15/2030 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 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 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHR 2976 LC 18.0409 05/15/2035 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 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 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| 1.81875 R ISWP FWD US0003M P 01/13/2030 | 0.00% |
| 1.875 R ISWP FWD US0003M P 12/31/2029 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 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 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 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 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4890 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5270 08/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNR 2015-H14 BI IO 01.6044 05/20/2065 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC | 0.00% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 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 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNR 2005-83 QP 12.7348 11/25/2034 | 0.00% |
| GNMA GII30 AN1902 04.5800 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4830 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6210 06/20/2065 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 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% |
| STACR 2018-DNA2 M2 03.9420 12/25/2030 | 0.00% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | 0.00% |
| SWPTN 2WX10Y R 1.81 USD 01/13/2020 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 1.8765 R ISWP FWD US0003M P 12/31/2029 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0007 05/15/2038 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 529888 06.5000 05/15/2031 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 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.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | 0.00% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.00% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3082 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3015 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5198 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.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.3595 12/10/2046 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0159 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNR 2001-50 BI IO 00.3757 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% |
| FNW 2005-W4 1AIO IO 00.0633 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0763 12/10/2049 | 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.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.4486 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2997 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0543 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3174 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1634 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1634 02/15/2040 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 06.7220 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1110 07/15/2045 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS | 0.00% |
| SWPTN 5WX10Y R 1.621 USD 01/06/2020 CI | 0.00% |
| SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS | 0.00% |
| SWPTN 5WX10Y R 1.706 USD 01/06/2020 CI | 0.00% |
| SWPTN 7WX10Y P 2.7475 USD 02/13/2020 GS | 0.00% |
| USL3M P ISWP USL6M R 05/26/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.3056 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0852 05/15/2046 | 0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC | -0.00% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.00% |
| SWPTN 2WX10Y P 1.99 USD 01/13/2020 CI | -0.00% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.00% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | -0.00% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| FEDL01 P ISWP SOFRRATE R 11/29/2020 | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.00% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.01% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.01% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% |
| SWPTN 4WX10Y R 1.81875 USD 01/09/2020 GS | -0.01% |
| SWPTN 1MX10Y R 1.8 USD 01/13/2020 UB | -0.01% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | -0.01% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.02% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.02% |
| SWPTN 7WX10Y R 2.7475 USD 02/13/2020 GS | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.03% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.03% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.03% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | -0.03% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.04% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.04% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.04% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.04% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | -0.04% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.05% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -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 CG | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.07% |
| SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.08% |
| FNMA FN30 TBA UMBS 05.0000 01/01/2050 | -0.08% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.10% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | -0.10% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.10% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.11% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.11% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.13% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.13% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.15% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.22% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.38% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.45% |
| GNMA GII30 TBA 05.0000 01/01/2050 | -2.09% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 16.75% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | 11.80% |
| REPO TRIPA TREAS 1.62 12/02/2019 | 5.95% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 4.52% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2049 | 4.11% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 4.07% |
| US ULTRA BOND CBT MAR20 WNH0 | 3.26% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 2.85% |
| REPO TRIPA MORTG 1.64 12/02/2019 | 2.38% |
| GNMA GII30 TBA 03.5000 12/01/2049 | 1.92% |
| REPO TRIPA MORTG 1.64 12/02/2019 | 1.63% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 1.60% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.36% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 1.09% |
| FED HOME LN DISCOUNT NT 313384SC4 GDC 01/22/2020 | 1.00% |
| SWPTN 10YX10Y R 3.312 USD 11/27/2028 BA | 0.98% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2049 | 0.92% |
| COMCAST CORP 03.4500 02/01/2050 | 0.86% |
| VERIZON COMM 04.3290 09/21/2028 | 0.83% |
| REGENCY MARKETS NO. 1 LLC 7588R1ZG3 DCP 12/16/2019 | 0.79% |
| LIBERTY STREET FUNDING LLC 53127TB69 DCP 02/06/2020 | 0.75% |
| SWPTN 1YX10Y R 2.7475 USD 02/13/2020 GS | 0.74% |
| US LONG BOND(CBT) MAR20 USH0 | 0.64% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.61% |
| SWPTN 7YX30Y R 2.8025 USD 04/24/2026 MS | 0.61% |
| METLIFE SHORT TERM FUNDING LL 59157UZ94 DCP 12/09/2019 | 0.59% |
| NATIONWIDE BUILDING SOCIETY 6385E1ZD6 DCP 12/13/2019 | 0.59% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.58% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.54% |
| STACR 2016-HQA1 M3 08.0580 09/25/2028 | 0.51% |
| AT&T INC 04.3500 03/01/2029 | 0.51% |
| GOTHAM FUNDING CORP 38346LAD8 DCP 01/13/2020 | 0.50% |
| MATCHPOINT FINANCE PLC 57666AB35 DCP 02/03/2020 | 0.50% |
| ATLANTIC ASSET SECURITIZATION 04821TC29 DCP 03/02/2020 | 0.49% |
| MATCHPOINT FINANCE PLC 57666BZ52 DCP 12/05/2019 | 0.48% |
| ING US FUNDING LLC 45685QB32 DCP 02/03/2020 | 0.47% |
| NATIONAL BANK OF CANADA 63307LAM3 DCP 01/21/2020 | 0.47% |
| TOTAL CAPITAL CANADA LTD 89153PAP7 DCP 01/23/2020 | 0.47% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.47% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.47% |
| BMIR 2017-1 M2 P/P 144A 05.0580 10/25/2027 | 0.47% |
| THUNDER BAY FUNDING LLC 88603HC22 DCP 02/27/2020 | 0.46% |
| CAS 2016-C03 2M2 07.6080 10/25/2028 | 0.46% |
| TREASURY BILL 00.0000 03/12/2020 | 0.46% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 0.45% |
| AUSTRALIA & NEW ZEALAND BANKI 05253ABT6 DCP 02/27/2020 | 0.42% |
| CAS 2016-C03 1M2 07.0080 10/25/2028 | 0.42% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.41% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.40% |
| SVENSKA HANDELSBANKEN AB 86960KZT2 DCP 12/27/2019 | 0.40% |
| BARCLAYS BANK PLC CCP 06742VAV3 DCP 01/23/2020 | 0.40% |
| DNB BANK ASA 2332K0AM4 DCP 01/21/2020 | 0.40% |
| STACR 2019-DNA1 B1 06.3580 01/25/2049 | 0.39% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.39% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.39% |
| CAS 2016-C02 1M2 07.7080 09/25/2028 | 0.39% |
| CIGNA CORP 03.7500 07/15/2023 | 0.38% |
| GNMA GII30 TBA 04.5000 12/01/2049 | 0.37% |
| FNR 2016-8 SA IO 04.3420 03/25/2046 | 0.37% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.35% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.34% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.34% |
| MANHATTAN ASSET FUNDING CO LL 56274LBA1 DCP 02/10/2020 | 0.34% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.32% |
| BPCE SA 05571BB36 DCP 02/03/2020 | 0.32% |
| BMIR 2019-4A M1C P/P 144A 04.2080 10/25/2029 | 0.31% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.31% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.31% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.30% |
| GNR 2019-83 SW IO 04.3764 07/20/2049 | 0.30% |
| STACR 2018-DNA2 B1 05.4080 12/25/2030 | 0.29% |
| STACR 2016-HQA2 M3 06.8580 11/25/2028 | 0.29% |
| WAMU 2005-AR13 A1C4 02.1380 10/25/2045 | 0.29% |
| TREASURY BILL 00.0000 04/02/2020 | 0.28% |
| BCAP 2015-RR5 2A2 03.4594 01/26/2046 | 0.27% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.27% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.27% |
| FISERV INC 04.2000 10/01/2028 | 0.26% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.26% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.25% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.25% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.25% |
| GNR 2019-83 JS IO 04.3764 07/20/2049 | 0.25% |
| STACR 2016-HQA3 M3 05.5580 03/25/2029 | 0.25% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.24% |
| CAS 2017-C07 1EB2 02.7080 05/25/2030 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.24% |
| FHR 4839 WS IO 04.3346 08/15/2056 | 0.24% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.24% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.24% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.23% |
| FHR 4738 QS IO 04.4346 12/15/2047 | 0.23% |
| UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.23% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.23% |
| FNR 2019-3 SA IO 04.3920 02/25/2049 | 0.23% |
| FNR 2017-108 SA IO 04.4420 01/25/2048 | 0.23% |
| RMIR 2019-1 M2 P/P 144A 04.9080 02/25/2029 | 0.23% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.22% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.22% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.22% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.22% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| FNR 2018-29 S IO 04.4920 05/25/2048 | 0.22% |
| STACR 2015-DNA3 M3 06.4080 04/25/2028 | 0.22% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.22% |
| ECOLAB INC 03.2500 12/01/2027 | 0.22% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.21% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.21% |
| FNR 2015-66 AS IO 04.5420 09/25/2045 | 0.21% |
| CAS 2019-R04 2M2 03.8080 06/25/2039 | 0.21% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.21% |
| GNR 2018-155 SE IO 04.3764 11/20/2048 | 0.21% |
| MANHATTAN ASSET FUNDING CO LL 56274LB60 DCP 02/06/2020 | 0.21% |
| GSMS 2014-GC18 C 05.1565 01/10/2047 | 0.21% |
| CSMC 2016-NXSR XA IO 00.9273 12/15/2049 | 0.20% |
| UBSCM 2012-C1 D P/P 144A 05.7560 05/10/2045 | 0.20% |
| GNMA GII30 TBA 03.0000 12/01/2049 | 0.20% |
| CAS 2018-C04 2M2 04.2580 12/25/2030 | 0.20% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.20% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.20% |
| MSBAM 2013-C10 E P/P 144A 04.2175 07/15/2046 | 0.20% |
| AT&T INC 04.1000 02/15/2028 | 0.20% |
| AT&T INC 04.3000 02/15/2030 | 0.20% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.20% |
| STACR 2015-DN1 M3 05.8580 01/25/2025 | 0.19% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.19% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.19% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.19% |
| BARCLAYS BANK PLC CCP 06742VBQ3 DCP 02/07/2020 | 0.19% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.19% |
| MSRR 2015-R4 CB1 02.6465 08/26/2047 | 0.19% |
| GNR 2018-148 GS IO 04.3375 02/16/2046 | 0.19% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.18% |
| STACR 2016-DNA3 M3 06.7080 12/25/2028 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.18% |
| STACR 2018-HQA1 M2 04.0080 09/25/2030 | 0.18% |
| JPMBB 2014-C25 D P/P 144A 04.0995 11/15/2047 | 0.18% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.18% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.18% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.18% |
| GNR 2016-H23 NI IO 02.1562 10/20/2066 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.18% |
| CAS 2018-C05 1M2 04.0580 01/25/2031 | 0.18% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.18% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.18% |
| SWPTN 10YX10Y P 3.312 USD 11/27/2028 BA | 0.18% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.18% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.18% |
| FNR 2016-91 AS IO 04.3920 12/25/2046 | 0.17% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.17% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.17% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.17% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.17% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.17% |
| TREASURY BILL 00.0000 05/21/2020 | 0.17% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.17% |
| JPMCC 2011-C3 F P/P 144A 05.8527 02/15/2046 | 0.17% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.17% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.16% |
| BF0101 03.5000 06/01/2056 | 0.16% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.16% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.16% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.16% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.16% |
| STACR 2014-DN4 M3 06.2580 10/25/2024 | 0.16% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.16% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.16% |
| BSCMS 2007-T26 AJ 05.5617 01/12/2045 | 0.16% |
| WFRBS 2012-C7 D P/P 144A 04.9681 06/15/2045 | 0.16% |
| JPMCC 2012-C8 D P/P 144A 04.8041 10/15/2045 | 0.16% |
| STACR 2018-HQA2 M2 04.0080 10/25/2048 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.9163 04/15/2050 | 0.16% |
| FHR 4912 PS IO 04.2846 09/25/2049 | 0.16% |
| JPMBB 2013-C14 E P/P 144A 04.8586 08/15/2046 | 0.16% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.15% |
| CAS 2017-C02 2ED3 03.0580 09/25/2029 | 0.15% |
| COMM 2014-CR17 D P/P 144A 05.0116 05/10/2047 | 0.15% |
| GNR 2012-149 GS IO 04.4764 12/20/2042 | 0.15% |
| EMIR 2018-1 M1 03.4080 11/25/2028 | 0.15% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.15% |
| FHR 4839 AS IO 04.2846 06/15/2042 | 0.15% |
| SPST 2018-8 A 02.4080 02/24/2020 | 0.15% |
| HCA INC 04.1250 06/15/2029 | 0.15% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| JPMCC 2012-C6 E P/P 144A 05.3290 05/15/2045 | 0.15% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.15% |
| FHR 4596 CS IO 04.3346 06/15/2046 | 0.15% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.15% |
| FNR 2014-87 MS IO 04.5420 01/25/2045 | 0.15% |
| ZOETIS INC 03.9000 08/20/2028 | 0.15% |
| GNR 2019-21 SJ IO 04.3264 02/20/2049 | 0.14% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.14% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.14% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.14% |
| GNR 2010-9 YD IO 05.0375 01/16/2040 | 0.14% |
| GNR 2019-H14 IB IO 02.4782 08/20/2069 | 0.14% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.14% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.14% |
| MSC 2018-H4 XA 01.0343 12/15/2051 | 0.14% |
| BMIR 2018-2A M1B P/P 144A 03.0580 08/25/2028 | 0.14% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.14% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.14% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.14% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.14% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.14% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.14% |
| MSC 2018-H3 XA 00.9971 07/15/2051 | 0.14% |
| SWPTN 7YX30Y P 2.8025 USD 04/24/2026 MS | 0.14% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.13% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.13% |
| GNR 2018-H20 BI IO 02.4660 06/20/2068 | 0.13% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.13% |
| GNR 2019-44 SA IO 04.3264 04/20/2049 | 0.13% |
| CFCRE 2011-C2 E P/P 144A 05.9326 12/15/2047 | 0.13% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| GNR 2016-H02 HI IO 02.2569 01/20/2066 | 0.13% |
| UBSCM 2012-C1 C P/P 144A 05.7560 05/10/2045 | 0.13% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.13% |
| CAS 2017-C07 1B1 05.7080 05/25/2030 | 0.13% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.12% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.12% |
| EQUINIX INC 05.3750 05/15/2027 | 0.12% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.12% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.12% |
| GNR 2019-65 BS IO 04.3764 05/20/2049 | 0.12% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.12% |
| CAS 2019-R03 1M2 03.8580 09/25/2031 | 0.12% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.12% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.12% |
| STACR 2016-DNA2 M3 06.3580 10/25/2028 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.12% |
| CAS 2018-C05 1B1 05.9580 01/25/2031 | 0.12% |
| COMM 2013-CR13 E P/P 144A 05.0526 11/10/2046 | 0.12% |
| GNR 2019-78 SJ IO 04.3264 06/20/2049 | 0.12% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.12% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.12% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.12% |
| COMM 2014-CR19 D P/P 144A 04.9055 08/10/2047 | 0.12% |
| COMM 2014-LC15 XA IO 01.2685 04/10/2047 | 0.12% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.12% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.12% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.12% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.12% |
| CBS CORP 04.2000 06/01/2029 | 0.12% |
| GNR 2014-H11 GI IO 01.5237 06/20/2064 | 0.12% |
| WFCM 2014-LC16 XA IO 01.2736 08/15/2050 | 0.12% |
| CWALT 2007-OA6 A1A 01.8480 06/25/2037 | 0.12% |
| GNR 2019-H02 DI IO 02.4916 11/20/2068 | 0.12% |
| STACR 2017-DNA3 M2 04.2080 03/25/2030 | 0.12% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.12% |
| CAS 2017-C01 1EB1 02.9580 07/25/2029 | 0.11% |
| WBCMT 2005-C21 E P/P 144A 05.2699 10/15/2044 | 0.11% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.11% |
| FNR 2018-94 SA IO 04.3920 01/25/2049 | 0.11% |
| GNR 2016-H11 HI IO 02.0997 01/20/2066 | 0.11% |
| STACR 2014-DN2 M3 05.3080 04/25/2024 | 0.11% |
| TREASURY BILL 00.0000 05/14/2020 | 0.11% |
| WAMU 2005-AR17 A1B2 02.1180 12/25/2045 | 0.11% |
| CGCMT 2014-GC19 X IO 01.3232 03/10/2047 | 0.11% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.11% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.11% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| GSMS 2013-GC10 XA IO 01.6498 02/10/2046 | 0.11% |
| TREASURY BILL 00.0000 12/12/2019 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| GNR 2015-H12 GI IO 01.8580 05/20/2065 | 0.11% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.11% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.11% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.11% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.11% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.11% |
| SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.11% |
| CAS 2017-C06 1B1 05.8580 02/25/2030 | 0.10% |
| GNR 2018-H05 AI IO 02.4162 02/20/2068 | 0.10% |
| FHR 4077 HS IO 04.3346 07/15/2042 | 0.10% |
| GNR 2014-H07 BI IO 01.5157 05/20/2064 | 0.10% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.10% |
| TREASURY BILL 00.0000 02/20/2020 | 0.10% |
| CSAIL 2015-C1 C 04.4163 04/15/2050 | 0.10% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| FHMS K100 X1 IO 00.6507 09/25/2029 | 0.10% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0581 11/15/2045 | 0.10% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| GNR 2017-H12 QI IO 02.3462 05/20/2067 | 0.10% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.10% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.10% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.10% |
| CAS 2016-C05 2M2 06.1580 01/25/2029 | 0.10% |
| CAS 2019-HRP1 M2 03.8580 11/25/2039 | 0.10% |
| WFRBS 2012-C10 E P/P 144A 04.5825 12/15/2045 | 0.09% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.09% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.09% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 0.09% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.09% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% |
| STACR 2014-HQ2 M3 05.4580 09/25/2024 | 0.09% |
| EQUINIX INC 03.2000 11/18/2029 | 0.09% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2049 | 0.09% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.09% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.09% |
| GNR 2015-H16 XI IO 02.3394 07/20/2065 | 0.09% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.09% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.09% |
| UBSCM 2017-C7 XA IO 01.2121 12/15/2050 | 0.09% |
| CAS 2016-C01 1M2 08.4580 08/25/2028 | 0.09% |
| MSBAM 2013-C11 F P/P 144A 04.4987 08/15/2046 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.08% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.08% |
| G2 BJ5495 | 0.08% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.08% |
| GNR 2015-H04 AI IO 02.2483 12/20/2064 | 0.08% |
| GNR 2015-H10 CI IO 01.8616 04/20/2065 | 0.08% |
| MSBAM 2013-C12 XA IO 00.7649 10/15/2046 | 0.08% |
| WAMU 2005-AR13 A1B2 02.1380 10/25/2045 | 0.08% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.08% |
| GNR 2018-H02 EI IO 02.4027 01/20/2068 | 0.08% |
| ORACLE CORP 02.6500 07/15/2026 | 0.08% |
| AMGEN INC 04.6630 06/15/2051 | 0.08% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.08% |
| GNR 2015-H09 BI IO 01.7475 03/20/2065 | 0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| WFRBS 2013-C14 XA IO 00.8655 06/15/2046 | 0.08% |
| CAS 2017-C04 2M2 04.5580 11/25/2029 | 0.08% |
| CIT BANK NA 02.9690 09/27/2025 | 0.08% |
| STACR 2018-DNA1 M2 03.5080 07/25/2030 | 0.08% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.08% |
| CAS 2019-R05 1M2 03.7080 07/25/2039 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.5120 08/10/2044 | 0.08% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.08% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.08% |
| GNR 2015-H12 AI IO 01.9094 05/20/2065 | 0.08% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.08% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.08% |
| CAS 2019-R06 2M2 03.8080 09/25/2039 | 0.08% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.08% |
| GNR 2018-91 SJ IO 04.5264 07/20/2048 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| TREASURY BILL 00.0000 04/09/2020 | 0.08% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.08% |
| GNR 2015-H20 AI IO 01.8808 08/20/2065 | 0.08% |
| MSBAM 2013-C10 F P/P 144A 04.2175 07/15/2046 | 0.08% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.08% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.08% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.08% |
| GNR 2015-H12 EI IO 01.7522 04/20/2065 | 0.08% |
| GNR 2016-H04 KI IO 02.0863 02/20/2066 | 0.08% |
| GNR 2017-H23 BI IO 01.9432 11/20/2067 | 0.08% |
| JPMCC 2011-C3 D P/P 144A 05.8527 02/15/2046 | 0.08% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.08% |
| CBS CORP 04.6000 01/15/2045 | 0.08% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.08% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.08% |
| AON PLC USD 04.2500 12/12/2042 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| GNMA 10000 BD1446 03.5000 11/20/2047 | 0.08% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.08% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.08% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.08% |
| GNR 2017-H14 EI IO 01.5470 06/20/2067 | 0.08% |
| GSMS 2014-GC22 XA IO 01.1424 06/10/2047 | 0.08% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.07% |
| GNR 2015-H25 CI IO 01.6041 10/20/2065 | 0.07% |
| GNR 2016-H24 JI IO 02.1328 11/20/2066 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.07% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.07% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.07% |
| STACR 2017-DNA1 M2 04.9580 07/25/2029 | 0.07% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.07% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.07% |
| MSBAM 2013-C7 XA IO 01.4856 02/15/2046 | 0.07% |
| MSBAM 2015-C26 XA IO 01.1758 10/15/2048 | 0.07% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.07% |
| GNR 2019-125 SG IO 04.3264 10/20/2049 | 0.07% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.07% |
| JPMCC 2016-JP2 XA IO 01.9788 08/15/2049 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.3964 06/15/2044 | 0.07% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.07% |
| GNR 2017-H10 MI IO 01.8331 04/20/2067 | 0.07% |
| MSBAM 2013-C11 D P/P 144A 04.4987 08/15/2046 | 0.07% |
| COMM 2014-CR17 C 04.9478 05/10/2047 | 0.07% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.07% |
| GNR 2015-H26 DI IO 01.5910 10/20/2065 | 0.07% |
| JPMCC 2013-C10 XA IO 01.1202 12/15/2047 | 0.07% |
| JPMCC 2013-LC11 X IO 01.3989 04/15/2046 | 0.07% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.07% |
| COMM 2012-CR1 D P/P 144A 05.4974 05/15/2045 | 0.07% |
| COMM 2013-CR6 D P/P 144A 04.2172 03/10/2046 | 0.07% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.07% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.07% |
| SAIL 2004-10 A10 02.6080 11/25/2034 | 0.07% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.07% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.07% |
| FISERV INC 03.5000 07/01/2029 | 0.07% |
| GNR 2015-H28 DI IO 01.6094 08/20/2065 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.06% |
| GNR 2015-H15 JI IO 02.0282 06/20/2065 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7781 12/10/2045 | 0.06% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.06% |
| GNMA 10000 BE3158 03.5000 11/20/2047 | 0.06% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.06% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.06% |
| GNR 2015-H25 AI IO 01.6608 09/20/2065 | 0.06% |
| GNR 2017-H08 NI IO 02.2059 03/20/2067 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| WFRBS 2012-C10 D P/P 144A 04.5825 12/15/2045 | 0.06% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.06% |
| COMM 2014-CR17 XA IO 01.1441 05/10/2047 | 0.06% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.06% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6936 12/15/2045 | 0.06% |
| WFRBS 2014-C23 XA IO 00.7149 10/15/2057 | 0.06% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.06% |
| CAS 2019-R01 2M2 04.1580 07/25/2031 | 0.06% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.06% |
| MSC 2016-BNK2 XA IO 01.2062 11/15/2049 | 0.06% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.06% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.06% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.06% |
| COMM 2015-CR23 XA IO 01.0709 05/10/2048 | 0.06% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.06% |
| CBS CORP 02.9000 01/15/2027 | 0.06% |
| GNR 2010-H19 GI IO 01.4730 08/20/2060 | 0.06% |
| GNR 2016-H27 BI IO 02.2345 12/20/2066 | 0.06% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.06% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.06% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.06% |
| GSMS 2014-GC18 XA IO 01.1835 01/10/2047 | 0.06% |
| HCA INC 05.0000 03/15/2024 | 0.06% |
| HMIR 2018-1 M1 P/P 144A 03.3080 10/25/2028 | 0.06% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.06% |
| VMWARE INC 03.9000 08/21/2027 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.05% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.05% |
| JPMCC 2013-C16 XA IO 01.1041 12/15/2046 | 0.05% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.05% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.05% |
| GNMA 10000 BC8223 03.5000 11/20/2047 | 0.05% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.05% |
| NHEL 2004-2 M4 03.5080 09/25/2034 | 0.05% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.05% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.05% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.05% |
| APPLE INC 03.4500 05/06/2024 | 0.05% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.05% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.05% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.05% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.05% |
| STACR 2017-DNA2 B1 06.8580 10/25/2029 | 0.05% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | 0.05% |
| CAS 2017-C03 1B1 06.5580 10/25/2029 | 0.05% |
| CCMFC 2004-3A A2 02.0080 08/25/2035 | 0.05% |
| EMIR 2018-1 M2 04.7080 11/25/2028 | 0.05% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.05% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.05% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.05% |
| GSMS 2013-GC12 XA IO 01.5573 06/10/2046 | 0.05% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| COMM 2013-LC13 XA IO 01.3248 08/10/2046 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.05% |
| GNR 2019-121 SD IO 04.2764 10/20/2049 | 0.05% |
| TREASURY BILL 00.0000 05/07/2020 | 0.05% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.05% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.05% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.05% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.05% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% |
| MSC 2012-C4 E P/P 144A 05.6000 03/15/2045 | 0.05% |
| BMIR 2017-1 M1 P/P 144A 03.4080 10/25/2027 | 0.05% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.05% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.04% |
| CAS 2018-R07 1M2 04.1080 04/25/2031 | 0.04% |
| COMM 2014-UBS4 XA IO 01.2642 08/10/2047 | 0.04% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.04% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| BMIR 2018-2A M1C P/P 144A 03.3080 08/25/2028 | 0.04% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.04% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| JPMCC 2012-LC9 XA IO 01.6735 12/15/2047 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.04% |
| WFRBS 2014-C22 XA IO 00.9579 09/15/2057 | 0.04% |
| CGCMT 2013-GC17 X IO 01.1903 11/10/2046 | 0.04% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| TREASURY BILL 00.0000 04/23/2020 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| AES CORP/THE 05.1250 09/01/2027 | 0.04% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.04% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.04% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% |
| JPMBB 2014-C25 XA IO 01.0068 11/15/2047 | 0.04% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% |
| FHR 3852 NT 04.2346 05/15/2041 | 0.04% |
| GNMA GII30 AI2340 04.4670 05/20/2065 | 0.04% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.04% |
| GNR 2015-H17 CI IO 01.6490 06/20/2065 | 0.04% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 0.04% |
| COMM 2014-CR19 XA IO 01.1910 08/10/2047 | 0.04% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.04% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.04% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% |
| GNR 2015-H01 CI IO 01.6818 12/20/2064 | 0.04% |
| WAMU 2005-AR1 A2B 02.5080 01/25/2045 | 0.04% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.04% |
| COMM 2014-CR18 C 04.8870 07/15/2047 | 0.04% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.04% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.04% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.04% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| WAMU 2005-AR2 2A1B 02.0780 01/25/2045 | 0.04% |
| CAS 2017-C06 2M2 04.5080 02/25/2030 | 0.04% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.04% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.04% |
| PUGET ENERGY INC 03.6500 05/15/2025 | 0.04% |
| FHR 3408 EK 18.6894 04/15/2037 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.03% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.03% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.03% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.03% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.03% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.03% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| WAMU 2005-AR17 A1B3 02.0580 12/25/2045 | 0.03% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.03% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% |
| GNR 2019-99 KS IO 04.3264 08/20/2049 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.03% |
| COMM 2014-CR18 XA IO 01.1610 07/15/2047 | 0.03% |
| FN BF0091 | 0.03% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.03% |
| GNMA 10000 BD7925 03.5000 11/20/2047 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.03% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.03% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.03% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.03% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| STACR 2019-DNA2 B1 06.0580 03/25/2049 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.03% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.03% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.03% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.03% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.03% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.03% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.03% |
| WFRBS 2013-C11 XA IO P/P 144A 01.3357 03/15/2045 | 0.03% |
| CAS 2017-C05 1B1 05.3080 01/25/2030 | 0.03% |
| COMM 2012-LC4 XA IO P/P 144A 02.2876 12/10/2044 | 0.03% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.03% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.03% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.03% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.03% |
| OMIR 2017-1A M2 P/P 144A 05.7080 04/25/2027 | 0.03% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.03% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8680 11/15/2044 | 0.03% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.03% |
| COMM 2014-LC17 XA IO 00.9253 10/10/2047 | 0.03% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.03% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.03% |
| GNMA 10000 BQ7313 04.5000 10/20/2049 | 0.03% |
| GNMA 10000 BQ7315 05.0000 10/20/2049 | 0.03% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.03% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.03% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.03% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| QVC INC 04.8500 04/01/2024 | 0.03% |
| CFCRE 2011-C2 D P/P 144A 05.9326 12/15/2047 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 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 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.5825 12/15/2047 | 0.02% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.02% |
| FNR 2011-4 CS 09.4840 05/25/2040 | 0.02% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| SWPTN 1MX10Y P 1.746 USD 12/23/2019 JP | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.02% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| QVC INC 04.4500 02/15/2025 | 0.02% |
| SWPTN 1MX10Y R 1.5925 USD 12/27/2019 GS | 0.02% |
| CAS 2016-C04 1M2 05.9580 01/25/2029 | 0.02% |
| COMM 2014-UBS6 C 04.5976 12/10/2047 | 0.02% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.02% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.02% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| FHR 3065 DC 14.5639 03/15/2035 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.02% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.02% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.02% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.02% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.02% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.02% |
| FNR 2005-122 SE 17.1220 11/25/2035 | 0.02% |
| FNR 2006-62 PS 29.6520 07/25/2036 | 0.02% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.02% |
| GNMA 10000 BD7924 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.02% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| TREASURY BILL 00.0000 04/16/2020 | 0.02% |
| UBSCM 2012-C1 XA IO P/P 144A 02.2639 05/10/2045 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.02% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.02% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2006-8 HP 18.3040 03/25/2036 | 0.02% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.02% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.02% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.02% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNR 2005-106 JC 14.8279 12/25/2035 | 0.02% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.02% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.02% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.02% |
| GNMA GII30 AW8447 04.3230 05/20/2067 | 0.02% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.02% |
| HCA INC 05.2500 06/15/2026 | 0.02% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.01% |
| AT&T INC. 03.8000 02/15/2027 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| 1.655 R ISWP US0003M P 11/29/2029 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CBS CORP 04.0000 01/15/2026 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| CAS 2018-C06 1M2 03.7080 03/25/2031 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| GNMA GII30 AO7326 04.6660 09/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-129 SN IO 04.4264 09/20/2043 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| 1.5205 R ISWP US0003M P 10/17/2024 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| ENERGY TRANSFER OPERATNG 06.2500 04/15/2049 | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6710 05/20/2065 | 0.01% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHR 2990 LB 12.4335 06/15/2034 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| GNMA 10000 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.01% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CAS 2016-C07 2M2 06.0580 05/25/2029 | 0.01% |
| FHR 3249 PS 16.4492 12/15/2036 | 0.01% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.01% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| 1.53 R ISWP US0003M P 10/01/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.01% |
| GNMA 10000 BE4822 04.0000 07/20/2049 | 0.01% |
| GNMA 10000 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.01% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| SOUTHERN COPPER CORP USD 05.3750 04/16/2020 | 0.01% |
| CAS 2017-C01 1M2 05.2580 07/25/2029 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FLR USL3M 5.00 03/14/2021 JP | 0.01% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.01% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.01% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.01% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| 1.668 R ISWP FWD US0003M P 01/06/2030 | 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 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.01% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.01% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.01% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.01% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2005-75 GS 15.1260 08/25/2035 | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.01% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MWST 2018-W1 A 02.5580 11/25/2051 | 0.01% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.01% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.01% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS | 0.01% |
| 1.6675 R ISWP US0003M P 12/31/2029 | 0.00% |
| CAS 2019-R02 1M2 04.0080 08/25/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| GNMA GII30 AH1094 04.6530 06/20/2065 | 0.00% |
| GNMA GII30 BL6216 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 BO1330 05.0000 05/20/2049 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHR 2976 LC 17.9469 05/15/2035 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2015-H14 BI IO 01.6217 05/20/2065 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 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% |
| FNMA FN30 995894 06.0000 04/01/2039 | 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 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4890 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5270 08/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 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% |
| FNR 2005-83 QP 12.9532 11/25/2034 | 0.00% |
| GNMA GII30 AN1902 04.5800 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4830 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6210 06/20/2065 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| STACR 2018-DNA2 M2 03.8580 12/25/2030 | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| 1.7095 R ISWP US0003M P 11/20/2029 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2093 05/15/2038 | 0.00% |
| FEDL01 P ISWP SOFRRATE R 11/29/2020 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GNMA 10000 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4040 06/20/2065 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| 1.599 R ISWP US0003M P 11/04/2021 | 0.00% |
| 1.6486 R ISWP US0003M P 11/25/2029 | 0.00% |
| 1.6665 R ISWP US0003M P 10/15/2029 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.4018 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4989 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.0376 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7220 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.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0444 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNR 2001-50 BI IO 00.3743 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% |
| FNW 2005-W4 1AIO IO 00.0635 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 | 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.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.5061 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2998 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.3226 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.5070 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3551 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3551 02/15/2040 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7475 USD 02/13/2020 GS | 0.00% |
| SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP | 0.00% |
| SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| USL3M P ISWP USL6M R 05/26/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4760 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0964 05/15/2046 | 0.00% |
| 1.496 R ISWP US0003M P 10/11/2029 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.01% |
| 1.7505 R ISWP US0003M P 11/01/2029 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC | -0.01% |
| 1.4595 R ISWP US0003M P 10/10/2029 | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 1MX10Y P 1.8675 USD 12/27/2019 GS | -0.01% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% |
| 1.6915 R ISWP US0003M P 11/12/2024 | -0.01% |
| 1.8356 R ISWP US0003M P 11/12/2029 | -0.01% |
| 1.8358 R ISWP US0003M P 11/12/2029 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| SWPTN 1MX10Y R 1.586 USD 12/23/2019 JP | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 1.741 R ISWP US0003M P 11/12/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| SWPTN 1MX10Y R 1.6675 USD 12/27/2019 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.02% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.02% |
| 1.529 R ISWP US0003M P 10/04/2029 | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.03% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| 1.335 R ISWP US0003M P 10/10/2024 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2049 | -0.04% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.05% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.05% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.05% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.05% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.05% |
| SWPTN 5YX10Y P 2.9425 USD 02/13/2024 GS | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.07% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.08% |
| FNMA FN30 TBA UMBS 05.0000 12/01/2049 | -0.08% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.09% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.10% |
| SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.12% |
| SWPTN 7YX30Y P 3.195 USD 11/28/2025 BA | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.12% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.13% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.13% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.14% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.14% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| SWPTN 10YX30Y P 2.7875 USD 04/24/2029 MS | -0.16% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.16% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.17% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.19% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | -0.20% |
| SWPTN 5YX10Y R 2.9425 USD 02/13/2024 GS | -0.41% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.43% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.45% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.48% |
| SWPTN 10YX30Y R 2.7875 USD 04/24/2029 MS | -0.56% |
| SWPTN 7YX30Y R 3.195 USD 11/28/2025 BA | -1.12% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.50% |
| GNMA GII30 TBA 05.0000 12/01/2049 | -2.04% |
Fixed income statistics as of 02/29/20
| Average effective maturity | 7.75 yrs. |
|---|---|
| Average effective duration | 5.56 yrs. |
| Average yield to maturity | 2.78% |
| Average coupon | 3.70% |
Sector weightings as of 02/29/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 5.72% | 0.26 | 26.98% | 0.86 | 32.70% | 1.12 |
| Commercial MBS | 8.02% | 0.24 | 15.35% | 0.29 | 23.37% | 0.53 |
| Investment-grade corporate bonds | 21.83% | 1.81 | 0.00% | 0.00 | 21.83% | 1.81 |
| Agency CMO | 12.08% | 0.43 | 0.13% | 0.01 | 12.21% | 0.44 |
| Residential MBS (non-agency) | 10.10% | 0.32 | 0.00% | 0.00 | 10.10% | 0.32 |
| Asset-backed securities (ABS) | 1.63% | 0.02 | 0.00% | 0.00 | 1.63% | 0.02 |
| High-yield corporate bonds | 0.65% | 0.02 | 0.00% | 0.00 | 0.65% | 0.02 |
| Municipal bonds | 0.11% | 0.01 | 0.00% | 0.00 | 0.11% | 0.01 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.99 | 0.00% | 0.99 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 2.53 | 0.00% | 2.53 |
| Net cash | 39.84% | 0.00 | 0.00% | 0.00 | 39.84% | 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 02/29/20
| 0 - 1 yr. | 15.35% |
|---|---|
| 1 - 5 yrs. | 55.06% |
| 5 - 10 yrs. | 24.68% |
| 10 - 15 yrs. | 0.38% |
| Over 15 yrs. | 4.53% |
Quality rating as of 02/29/20
| AAA | 65.88% |
|---|---|
| AA | 2.25% |
| A | 27.23% |
| BBB | 15.40% |
| BB | 3.53% |
| B | 3.59% |
| CCC and Below | 0.59% |
| Not Rated | -18.47% |
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. 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 02/29/20
| United States | 96.05% |
|---|---|
| Canada | 1.15% |
| Bermuda | 0.98% |
| United Kingdom | 0.66% |
| Luxembourg | 0.23% |
| France | 0.20% |
| Spain | 0.17% |
| Switzerland | 0.13% |
| Australia | 0.12% |
| Other | 0.31% |
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. 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.