Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Prior to June 1, 2018, the fund was known as Putnam Absolute Return 100 Fund. All fund data for dates prior to June 1, 2018, reflect the fund's previous investment strategy in effect at that time.
Short Duration Bond Fund (Class Y) (PARYX)
Pursuing income with a multi-sector, lower duration approach
Highlights
Objective
The fund seeks as high a rate of current income as we believe is consistent with preservation of capital.
Strategy and process
- Sector diversification: The fund invests in a diversified portfolio of fixed-income securities, including corporate debt, bank loans, sovereign debt, and securitized assets, such as mortgage-backed and asset-backed securities.
- Managing rate sensitivity: The fund invests in short-term bonds and other securities, and generally maintains an effective duration, or interest-rate sensitivity, of three years or less.
- Fundamental approach: The fund's experienced portfolio managers implement active strategies that consider several factors, including credit, interest-rate, and prepayment risks, and general market conditions.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$10.29
0.00% | $0.00 |
$10.29
01/19/21 |
$9.50
03/24/20 |
Fund facts as of 12/31/20
Total net assets
$2,050.89M
$2,050.89M
Turnover (fiscal year end)
19%
19%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
592
592
Fiscal year-end
October
October
CUSIP / Fund code
746764380 / 1863
746764380 / 1863
Inception date
12/23/08
12/23/08
Class Y
Category
Fixed Income
Fixed Income
Open to new investors
Ticker
PARYX
PARYX
Management team
Portfolio Manager
Head of Portfolio Construction
Co-Chief Investment Officer, Fixed Income
Co-Head of Structured Credit
Literature
Fund documents |
| Fund Profile (PDF) |
| Fact Sheet (Y share) (PDF) |
| Prospectuses/SAI |
| Annual Report (PDF) |
| Semiannual Report (PDF) |
Performance
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 3.36% | 3.48% | 3.27% | 2.03% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA 1-3 Year U.S. Corporate Index | 4.16% | 3.73% | 3.09% | 2.56% |
| ICEBofA US TBill-ICEBofA 1-3yr US Corp Linkd Bench | 4.16% | 3.91% | 2.57% | 1.33% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/20 | 0.36% | - | |
| YTD as of 01/22/21 | 0.22% | - | |
Yield
| Distribution rate before sales charge as of 01/22/21 |
1.90% |
|---|---|
| Distribution rate after sales charge as of 01/22/21 |
1.90% |
| 30-day SEC yield as of 12/31/20 | 1.29% |
Risk-adjusted performance as of 12/31/20
| Sharpe ratio (3 yrs.) | 0.70 |
|---|---|
| Information ratio (3 yrs.) | -0.48 |
Volatility as of 12/31/20
| Standard deviation (3 yrs.) | 2.84% |
|---|---|
| Beta | 1.15 |
| R-squared | 0.92 |
Fixed income statistics as of 12/31/20
| Average effective duration | 1.74 yrs. |
|---|
Lipper rankings as of 12/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 213/369 | 58% |
| 3 yrs. | 63/332 | 19% |
| 5 yrs. | 35/293 | 12% |
| 10 yrs. | 84/191 | 44% |
Morningstar Ratings™ as of 12/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 514 | |
| 3 yrs. | 514 | |
| 5 yrs. | 458 | |
| 10 yrs. | 300 |
Distributions
| Accrual days | 31 |
|---|---|
| Accrual start date | 12/01/20 |
| Accrual end date | 12/31/20 |
| Payable date | 12/31/20 |
| Income | $0.016588069 |
| Extra taxable income | -- |
| Dividend frequency | Monthly |
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
| At&T 04.1250 02/17/2026 | 1.13% |
|---|---|
| Jpmorgan Chase 03.8750 09/10/2024 | 0.99% |
| Bank Of America Corp 04.4500 03/03/2026 | 0.86% |
| Bank Of America Corporation 04.2000 08/26/2024 | 0.84% |
| Goldman Sachs Group 03.6250 02/20/2024 | 0.78% |
| Viatris P/P 144a 01.6500 06/22/2025 | 0.73% |
| Abbvie P/P 02.6000 11/21/2024 | 0.68% |
| Cas 2017-C01 1m2 03.6980 07/25/2029 | 0.68% |
| Stacr 2016-Dna2 M3 04.7980 10/25/2028 | 0.66% |
| Comcast 03.7000 04/15/2024 | 0.65% |
| Top 10 holdings, percent of portfolio | 8.00% |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| At&T 04.1250 02/17/2026 | |
| Jpmorgan Chase 03.8750 09/10/2024 | |
| Bank Of America Corp 04.4500 03/03/2026 | |
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Viatris P/P 144a 01.6500 06/22/2025 | |
| Abbvie P/P 02.6000 11/21/2024 | |
| Cas 2017-C01 1m2 03.6980 07/25/2029 | |
| Stacr 2016-Dna2 M3 04.7980 10/25/2028 | |
| Comcast 03.7000 04/15/2024 | |
| Holdings represent 8.00% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| At&T 04.1250 02/17/2026 | |
| Jpmorgan Chase 03.8750 09/10/2024 | |
| Bank Of America Corp 04.4500 03/03/2026 | |
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Viatris P/P 144a 01.6500 06/22/2025 | |
| Abbvie P/P 02.6000 11/21/2024 | |
| Stacr 2016-Dna2 M3 04.8001 10/25/2028 | |
| Comcast Corporation 03.7000 04/15/2024 | |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | |
| Holdings represent 8.14% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| At&T 04.1250 02/17/2026 | |
| Jpmorgan Chase 03.8750 09/10/2024 | |
| Bank Of America Corp 04.4500 03/03/2026 | |
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Upjohn P/P 144a 01.6500 06/22/2025 | |
| Abbvie P/P 144a 02.6000 11/21/2024 | |
| Stacr 2016-Dna2 M3 04.7993 10/25/2028 | |
| Comcast Corporation 03.7000 04/15/2024 | |
| Citigroup 04.6000 03/09/2026 | |
| Holdings represent 8.01% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| At&T 04.1250 02/17/2026 | |
| Jpmorgan Chase 03.8750 09/10/2024 | |
| Bank Of America Corp 04.4500 03/03/2026 | |
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Abbvie P/P 144a 02.6000 11/21/2024 | |
| Stacr 2016-Dna2 M3 04.7981 10/25/2028 | |
| Comcast Corporation 03.7000 04/15/2024 | |
| Morgan Stanley 03.8750 01/27/2026 | |
| CAS 2017-C01 1M2 03.6981 07/25/2029 | |
| Holdings represent 8.12% of portfolio | |
| AT&T INC. 04.1250 02/17/2026 | 1.12% |
|---|---|
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.98% |
| BANK OF AMERICA CORP 04.4500 03/03/2026 | 0.85% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.83% |
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 0.77% |
| VIATRIS INC P/P 144A 01.6500 06/22/2025 | 0.73% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.68% |
| ABBVIE INC P/P 02.6000 11/21/2024 | 0.67% |
| STACR 2016-DNA2 M3 04.7980 10/25/2028 | 0.66% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.64% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.62% |
| MORGAN STANLEY 03.8750 01/27/2026 | 0.61% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.60% |
| VERIZON COMMUNICATIONS 00.8500 11/20/2025 | 0.59% |
| CHEVRON USA INC 00.6870 08/12/2025 | 0.56% |
| ABBVIE INC 03.2000 05/14/2026 | 0.54% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.54% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.51% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.51% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.50% |
| CREDIT SUISSE GROUP AG USD 04.5500 04/17/2026 | 0.50% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.49% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.48% |
| US BANCORP 01.4500 05/12/2025 | 0.48% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.47% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.46% |
| APPLE INC 01.1250 05/11/2025 | 0.45% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.45% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.44% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.44% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.44% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.43% |
| T-MOBILE USA INC P/P 144A 03.5000 04/15/2025 | 0.43% |
| CAS 2016-C04 1M2 04.3980 01/25/2029 | 0.43% |
| GENERAL MOTORS FINL CO 01.7000 08/18/2023 | 0.40% |
| STACR 2015-DNA3 M3 04.8480 04/25/2028 | 0.40% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.39% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.39% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.39% |
| STACR 2016-DNA4 M3 03.9480 03/25/2029 | 0.38% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.38% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.38% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.38% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.38% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.38% |
| STACR 2016-DNA1 M3 05.7001 07/25/2028 | 0.37% |
| BANQUE FED CRED MUTU P/P 144A 00.6500 02/27/2024 | 0.37% |
| BROADCOM INC 04.7000 04/15/2025 | 0.36% |
| CAS 2016-C01 1M2 06.8980 08/25/2028 | 0.36% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.36% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.36% |
| INTERCONTINENTALEXCHANGE 00.7000 06/15/2023 | 0.36% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.36% |
| PNC BANK NA 03.3000 10/30/2024 | 0.36% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.36% |
| TRUIST BANK 03.2000 04/01/2024 | 0.35% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.35% |
| ORACLE CORP 02.5000 04/01/2025 | 0.34% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.34% |
| OTIS WORLDWIDE CORP 02.0560 04/05/2025 | 0.34% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.33% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.33% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.33% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.33% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.33% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.32% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.32% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.32% |
| APPLE INC 02.8500 05/11/2024 | 0.32% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.31% |
| MSBAM 2012-C5 E P/P 144A 04.6749 08/15/2045 | 0.31% |
| CAS 2016-C06 1M2 04.3980 04/25/2029 | 0.31% |
| JPMBB 2014-C19 C 04.6760 04/15/2047 | 0.31% |
| TRUIST BANK 01.5000 03/10/2025 | 0.30% |
| CAS 2017-C01 1EB1 01.3980 07/25/2029 | 0.30% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.30% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.30% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.30% |
| STACR 2017-DNA2 M2 03.5980 10/25/2029 | 0.30% |
| AES CORP/THE P/P 144A 01.3750 01/15/2026 | 0.30% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.30% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.30% |
| UTAH ACQUISITION SUB 03.9500 06/15/2026 | 0.30% |
| EQUINIX INC 01.0000 09/15/2025 | 0.29% |
| CAS 2017-C02 2ED3 01.4980 09/25/2029 | 0.29% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.29% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.29% |
| BROADCOM INC 03.4590 09/15/2026 | 0.29% |
| MSBAM 2013-C8 B 03.5589 12/15/2048 | 0.29% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.28% |
| STACR 2018-HRP2 M3 02.5480 02/25/2047 | 0.28% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.28% |
| THE SOUTHERN COMPANY 03.2500 07/01/2026 | 0.27% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.27% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.27% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.26% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.26% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.26% |
| LNSTR 2015-3 AS P/P 144A 03.1852 04/20/2048 | 0.26% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.26% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.26% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.26% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.26% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.26% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.26% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.26% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.25% |
| FISERV INC 03.8500 06/01/2025 | 0.25% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.25% |
| JPMBB 2013-C15 B 04.9267 11/15/2045 | 0.25% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.25% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.25% |
| MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.25% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.25% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.24% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.24% |
| AMERICAN HONDA FINANCE CORP 02665JQ52 DCP 03/05/2021 | 0.24% |
| CHARIOT FUNDING LLC 15963TQ85 DCP 03/08/2021 | 0.24% |
| CONSOLIDATED EDISON INC 20911LPC7 DCP 02/12/2021 | 0.24% |
| ENGIE SA 29287APN4 DCP 02/22/2021 | 0.24% |
| ENTERGY CORP 29366EQ17 DCP 03/01/2021 | 0.24% |
| ERP OPERATING LP 26885TQJ3 DCP 03/18/2021 | 0.24% |
| FIDELITY NATIONAL INFORMATION 31621YN62 DCP 01/06/2021 | 0.24% |
| MANHATTAN ASSET FUNDING CO LL 56274LQ80 DCP 03/08/2021 | 0.24% |
| MID-AMERICA APARTMENTS LP 59524NN57 DCP 01/05/2021 | 0.24% |
| SIMON PROPERTY GROUP LP 82880WR95 DCP 04/09/2021 | 0.24% |
| TRANSCANADA PIPELINES LTD 89355PNT1 DCP 01/27/2021 | 0.24% |
| VICTORY RECEIVABLES CORP 92646KPJ5 DCP 02/18/2021 | 0.24% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.24% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.24% |
| CAS 2016-C02 1M2 06.1480 09/25/2028 | 0.24% |
| CAS 2017-C07 1EB2 01.1480 05/25/2030 | 0.24% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.24% |
| JPMBB 2013-C15 D P/P 144A 05.1969 11/15/2045 | 0.24% |
| APPLE INC 00.5500 08/20/2025 | 0.24% |
| BOEING CO 04.5080 05/01/2023 | 0.24% |
| STACR 2015-DNA2 M3 04.0480 12/25/2027 | 0.24% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.24% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.23% |
| ALPHABET INC 03.3750 02/25/2024 | 0.23% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.23% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.23% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.23% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.23% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.22% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.22% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.22% |
| NHLT 2019-2A M3 P/P 144A 03.1314 11/25/2029 | 0.22% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.22% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.21% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.21% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.21% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.21% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.21% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.21% |
| STACR 2016-HQA4 M3 04.0480 04/25/2029 | 0.21% |
| JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.21% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.21% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.21% |
| US BANCORP 03.6000 09/11/2024 | 0.20% |
| FISERV INC 02.7500 07/01/2024 | 0.20% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.20% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.20% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.20% |
| MRAIT 2020-2 A2 | 0.20% |
| VIACOMCBS INC. 04.7500 05/15/2025 | 0.20% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.20% |
| ETP LEGACY LP 29277EN59 DCP 01/05/2021 | 0.20% |
| PLAINS MIDSTREAM CANADA ULC 72651VN65 DCP 01/06/2021 | 0.20% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.19% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.19% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.19% |
| KEURIG DR PEPPER INC 03.4000 11/15/2025 | 0.19% |
| UBSBB 2012-C3 AS P/P 144A 03.8140 08/10/2049 | 0.19% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.19% |
| COMM 2013-CR13 C 04.8856 11/10/2046 | 0.19% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.19% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.18% |
| STACR 2017-DNA3 M2 02.6480 03/25/2030 | 0.18% |
| MSBAM 2014-C15 D P/P 144A 04.9058 04/15/2047 | 0.18% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.18% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.18% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.18% |
| NRZT 2019-NQM4 A3 02.7968 09/25/2059 | 0.18% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.18% |
| COMM 2014-UBS6 AM 04.0480 12/10/2047 | 0.18% |
| ALPHABET INC 00.4500 08/15/2025 | 0.18% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.18% |
| FHMS K739 XAM IO 01.6120 09/25/2027 | 0.18% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.17% |
| CSAIL 2018-CX12 IO 00.6078 08/15/2051 | 0.17% |
| NATIONAL GRID PLC 63627TN52 DCP 01/05/2021 | 0.17% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.17% |
| WFRBS 2011-C5 C P/P 144A 05.6557 11/15/2044 | 0.17% |
| MSC 2018-H4 XA 00.8598 12/15/2051 | 0.17% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.17% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.17% |
| RBIT 2020-2 A 01.7063 06/25/2030 | 0.16% |
| STACR 2017-HQA1 M2 03.6980 08/25/2029 | 0.16% |
| CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.16% |
| MSBAM 2016-C32 XA IO 00.7034 12/15/2049 | 0.16% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.16% |
| GSMS 2011-GC5 B P/P 144A 05.3881 08/10/2044 | 0.16% |
| MSBAM 2017-C34 XA IO 00.8044 11/15/2052 | 0.16% |
| WFCM 2019-C50 XA IO 01.4184 05/15/2052 | 0.16% |
| WFCM 2018-C44 XA IO 00.7476 05/15/2051 | 0.16% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.16% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.16% |
| AOMT 2020-5 A3 02.0410 05/25/2065 | 0.16% |
| CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.16% |
| MRAFT 2020-5 A1 01.1488 08/10/2023 | 0.16% |
| TRUIST BANK 02.1500 12/06/2024 | 0.16% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.15% |
| CAS 2016-C07 2M2 04.4980 05/25/2029 | 0.15% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.15% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.15% |
| MFRA 2020-NQM1 A3 02.3000 08/25/2049 | 0.15% |
| STACR 2020-HQA4 M1 01.4480 09/25/2050 | 0.15% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.15% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.15% |
| ETP LEGACY LP 29277ENT7 DCP 01/27/2021 | 0.15% |
| JPMCC 2011-C4 C P/P 144A 05.4261 07/15/2046 | 0.15% |
| TREASURY BILL 00.0000 03/18/2021 | 0.15% |
| FHMS KW10 X1 IO 00.6494 09/25/2029 | 0.14% |
| STACR 2017-DNA1 M2 03.3980 07/25/2029 | 0.14% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.14% |
| BANK 2017-BNK9 XA IO 00.8025 11/15/2054 | 0.14% |
| CAS 2014-C04 2M2 05.1480 11/25/2024 | 0.14% |
| UBSBB 2012-C3 C P/P 144A 05.0299 08/10/2049 | 0.14% |
| CAS 2014-C01 M2 04.5480 01/25/2024 | 0.14% |
| APPLE INC 03.2000 05/13/2025 | 0.14% |
| BMIR 2020-2A M1A 02.4480 08/26/2030 | 0.14% |
| CAS 2014-C02 2M2 02.7480 05/25/2024 | 0.13% |
| COMM 2012-CR3 A3 02.8220 10/15/2045 | 0.13% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.13% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.13% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.13% |
| MSBAM 2013-C9 AS 03.4560 05/15/2046 | 0.13% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.13% |
| PNC BANK NA 02.0280 12/09/2022 | 0.13% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.13% |
| MSC 2018-L1 XA IO 00.5229 10/15/2051 | 0.13% |
| ZOETIS INC 03.2500 02/01/2023 | 0.13% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.13% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.13% |
| COMM 2014-CR16 B 04.5820 04/10/2047 | 0.13% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.13% |
| CF INDUSTRIES INC P/P 144A 03.4000 12/01/2021 | 0.12% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.12% |
| TRUIST BANK 03.6890 08/02/2024 | 0.12% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.12% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.12% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.12% |
| CITIBANK NA 03.1650 02/19/2022 | 0.12% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.12% |
| PENSKE TRUCK LE P/P 144A 03.4500 07/01/2024 | 0.12% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.12% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.12% |
| EQUINIX INC 02.6250 11/18/2024 | 0.12% |
| FHMS K048 X1 IO 00.2378 06/25/2025 | 0.12% |
| JPMBB 2013-C15 C 05.1969 11/15/2045 | 0.12% |
| MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.12% |
| STACR 2017-DNA3 M2B 02.6480 03/25/2030 | 0.12% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.12% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.12% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.12% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.12% |
| COMM 2014-CR16 A4 04.0510 04/10/2047 | 0.12% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.12% |
| COMM 2013-LC6 B 03.7390 01/10/2046 | 0.11% |
| FHMS K109 XAM IO 01.7993 04/25/2030 | 0.11% |
| APPLE INC 02.4000 05/03/2023 | 0.11% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.11% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.11% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.11% |
| FOX CORP 04.0300 01/25/2024 | 0.11% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.11% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.11% |
| CD 2016-CD2 XA IO 00.6468 11/10/2049 | 0.11% |
| VF CORP 02.0500 04/23/2022 | 0.11% |
| CFCRE 2016-C4 XA IO 01.6691 05/10/2058 | 0.11% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.11% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.11% |
| WFRBS 2012-C8 D P/P 144A 04.8849 08/15/2045 | 0.11% |
| CAS 2013-C01 M2 05.3980 10/25/2023 | 0.11% |
| DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 0.11% |
| FHMS K740 X1 00.7624 09/25/2027 | 0.11% |
| MORGAN STANLEY 01.3984 01/20/2022 | 0.11% |
| FHMS K737 X1 IO 00.6378 10/25/2026 | 0.11% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.11% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.10% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.10% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.10% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.10% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.10% |
| GSMS 2014-GC24 XA IO 00.7320 09/10/2047 | 0.10% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.10% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.10% |
| CAS 2016-C01 2M2 07.0980 08/25/2028 | 0.10% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.10% |
| ANZ NEW ZEALAND INTL P/P 144A 01.2165 01/25/2022 | 0.10% |
| AOMT 2020-6 A2 01.5910 05/25/2065 | 0.10% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.10% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.10% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.10% |
| NRG ENERGY INC P/P 144A 02.0000 12/02/2025 | 0.10% |
| MSBAM 2015-C26 XA IO 01.0171 10/15/2048 | 0.10% |
| STACR 2017-DNA2 M2B 03.5980 10/25/2029 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.10% |
| AMERICAN TOWER CORP 00.6000 01/15/2024 | 0.10% |
| INTERCONTINENTAL EXCHANGE INC 45856WTN9 DCP 06/22/2021 | 0.10% |
| RMIR 2019-2 M1B P/P 144A 01.8980 06/25/2029 | 0.10% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.10% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.10% |
| HOF 2020-2 A1 01.6570 05/25/2065 | 0.10% |
| GSMS 2011-GC3 D P/P 144A 05.5449 03/10/2044 | 0.09% |
| CAS 2014-C03 2M2 03.0480 07/25/2024 | 0.09% |
| JPMCC 2011-C5 D P/P 144A 05.4243 08/15/2046 | 0.09% |
| COMM 2014-CR20 XA IO 01.0218 11/10/2047 | 0.09% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.09% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.09% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.09% |
| WFRBS 2011-C4 D P/P 144A 05.1930 06/15/2044 | 0.09% |
| COMM 2015-LC21 XA IO 00.6871 07/10/2048 | 0.09% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.09% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.09% |
| CAS 2019-R07 1M2 02.2480 10/25/2039 | 0.09% |
| FISERV INC. 03.8000 10/01/2023 | 0.09% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.09% |
| CAS 2014-C02 1M2 02.7480 05/25/2024 | 0.08% |
| CAS 2016-C03 1M2 05.4480 10/25/2028 | 0.08% |
| GSMBS 2020-NQM1 A3 02.3520 09/27/2060 | 0.08% |
| PPL CAPITAL FUNDING INC 03.9500 03/15/2024 | 0.08% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.08% |
| STACR 2018-HRP2 M2 01.3980 02/25/2047 | 0.08% |
| VERUS 2019-INV1 A2 03.5040 12/25/2059 | 0.08% |
| COMM 2012-CR2 B 04.3930 08/15/2045 | 0.08% |
| CAS 2014-C04 1M2 05.0480 11/25/2024 | 0.08% |
| ELANCO ANIMAL HEALTH 04.9120 08/27/2021 | 0.08% |
| MICROCHIP TECH INC P/P 144A 02.6700 09/01/2023 | 0.08% |
| BMIR 2020-3A M1A 02.1480 10/25/2030 | 0.08% |
| CHARTER COMM OPT LLC/CAP 01.8644 02/01/2024 | 0.08% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.08% |
| MSBAM 2013-C9 D P/P 144A 04.1183 05/15/2046 | 0.08% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.08% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.08% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.08% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.08% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.08% |
| COMM 2015-CR26 XA IO 00.9298 10/10/2048 | 0.08% |
| JPMCC 2016-JP2 XA IO 01.7965 08/15/2049 | 0.08% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.08% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.08% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.08% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.08% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.08% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.08% |
| RMIR 2019-1 M2 P/P 144A 03.3480 02/25/2029 | 0.08% |
| STACR 2020-DNA4 M1 01.6480 08/25/2050 | 0.08% |
| LENNAR CORP 04.5000 04/30/2024 | 0.07% |
| BRAVO 2020-NQM1 A3 02.4060 05/25/2060 | 0.07% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.07% |
| NRZT 2019-NQM4 A2 02.6444 09/25/2059 | 0.07% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.07% |
| VF CORP 02.4000 04/23/2025 | 0.07% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.07% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.07% |
| ELANCO ANIMAL HEALTH 05.2720 08/28/2023 | 0.07% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.07% |
| MSBAM 2013-C9 C 04.0303 05/15/2046 | 0.07% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.07% |
| WFRBS 2014-C23 XA IO 00.5644 10/15/2057 | 0.07% |
| FHMS K738 XAM IO 01.3675 03/25/2027 | 0.07% |
| PENSKE TRUCK LE P/P 144A 01.2000 11/15/2025 | 0.07% |
| WFCM 2018-C48 XA 00.9472 01/15/2052 | 0.07% |
| BANK OF AMERICA CORP 00.9010 06/25/2022 | 0.07% |
| CITIGROUP INC 01.1748 04/25/2022 | 0.07% |
| US BANCORP 02.9500 07/15/2022 | 0.07% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.07% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.07% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.06% |
| WFCM 2017-C41 XA IO 01.2087 11/15/2050 | 0.06% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.06% |
| FFML 2006-FF15 A5 00.3080 11/25/2036 | 0.06% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.06% |
| BANK 2017-BNK8 XA IO 00.7356 11/15/2050 | 0.06% |
| GSMS 2011-GC5 C P/P 144A 05.3881 08/10/2044 | 0.06% |
| TREASURY BILL 00.0000 02/16/2021 | 0.06% |
| CGCMT 2014-GC19 C 05.0924 03/10/2047 | 0.06% |
| STACR 2020-DNA5 M1 01.3817 10/25/2050 | 0.06% |
| TRUIST FINANCIAL CORP 04.0000 05/01/2025 | 0.06% |
| MSRR 2015-R4 CB1 00.9758 08/26/2047 | 0.06% |
| TREASURY BILL 00.0000 02/02/2021 | 0.06% |
| CSMC 2016-NXSR XA IO 00.7578 12/15/2049 | 0.06% |
| EMIR 2019-1 M1B 01.9480 04/25/2029 | 0.06% |
| FHMS K100 X1 IO 00.6501 09/25/2029 | 0.06% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.06% |
| STACR 2017-HQA3 02.4980 04/25/2030 | 0.06% |
| GSMS 2011-GC3 C P/P 144A 05.5449 03/10/2044 | 0.05% |
| FHMS KC06 X1 IO 00.9030 06/25/2026 | 0.05% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.05% |
| STACR 2015-DN1 M3 04.2980 01/25/2025 | 0.05% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.05% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.05% |
| STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.05% |
| WFRBS 2011-C2 D P/P 144A 05.5232 02/15/2044 | 0.05% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.05% |
| CIT BANK NA 02.9690 09/27/2025 | 0.05% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.05% |
| ZOETIS INC 03.2500 08/20/2021 | 0.05% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.05% |
| BMIR 2018-2A M1C P/P 144A 01.7480 08/25/2028 | 0.05% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.05% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.05% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.05% |
| EVERSOURCE ENERGY 00.8000 08/15/2025 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.05% |
| CSMC 2020-RPL5 A1 03.0230 08/25/2060 | 0.05% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.05% |
| STACR 2014-HQ1 M3 04.2480 08/25/2024 | 0.05% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.05% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.05% |
| STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.05% |
| UBSCM 2018-C11 XA 00.7877 06/15/2051 | 0.05% |
| JPMCC 2010-C2 D P/P 144A 05.6545 11/15/2043 | 0.05% |
| MSC 2016-UB12 XA IO 00.7476 12/15/2049 | 0.05% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.04% |
| VIACOMCBS INC 03.3750 03/01/2022 | 0.04% |
| BECTON DICKINSON AND COMPANY 03.1250 11/08/2021 | 0.04% |
| GSMS 2015-GC30 XA IO 00.7477 05/10/2050 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.04% |
| AVIATION CAPITAL GRP P/P 144A 01.1754 06/01/2021 | 0.04% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 0.04% |
| CD 2017-CD6 XA IO 00.9213 11/13/2050 | 0.04% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.04% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.04% |
| WFCM 2013-LC12 C 04.2746 07/15/2046 | 0.04% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.04% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.04% |
| APPLE INC 02.1000 09/12/2022 | 0.03% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.03% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.03% |
| CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.03% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.03% |
| UBSCM 2017-C7 XA IO 01.0336 12/15/2050 | 0.03% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.03% |
| AVIATION CAPITAL GRP P/P 144A 00.8844 07/30/2021 | 0.03% |
| WFRBS 2014-C22 XA IO 00.8048 09/15/2057 | 0.03% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.03% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.03% |
| STACR 2014-HQ2 M3 03.8980 09/25/2024 | 0.03% |
| CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| GSMS 2014-GC18 C 04.9886 01/10/2047 | 0.03% |
| EMIR 2018-1 M2 03.1480 11/25/2028 | 0.03% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.03% |
| TREASURY BILL 00.0000 01/05/2021 | 0.03% |
| TREASURY BILL 00.0000 04/08/2021 | 0.03% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.03% |
| COMM 2012-LC4 C 05.5351 12/10/2044 | 0.03% |
| COMM 2014-CR17 C 04.7832 05/10/2047 | 0.03% |
| CSAIL 2015-C1 XA IO 00.8272 04/15/2050 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7480 10/25/2028 | 0.03% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.03% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.03% |
| CD 2016-CD1 XA IO 01.3877 08/10/2049 | 0.03% |
| COMM 2014-LC15 XA IO 01.0874 04/10/2047 | 0.03% |
| JPMBB 2013-C14 C 04.7018 08/15/2046 | 0.03% |
| JPMBB 2015-C31 XA IO 00.8284 08/15/2048 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.02% |
| MSBAM 2013-C7 XA IO 01.3292 02/15/2046 | 0.02% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% |
| WFCM 2016-BNK1 XA IO 01.7411 08/15/2049 | 0.02% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.02% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.02% |
| COMM 2010-C1 D P/P 144A 05.7920 07/10/2046 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1519 05/15/2045 | 0.02% |
| NRZT 2018-4A A1M 01.0480 01/25/2048 | 0.02% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.02% |
| STACR 2016-DNA3 M3 05.1480 12/25/2028 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| SAMI 2007-AR7 1A1 00.9980 05/25/2047 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| COMM 2014-CR14 XA IO 00.5802 02/10/2047 | 0.02% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.02% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.02% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4889 02/10/2046 | 0.02% |
| STACR 2019-HQA1 M2 02.4980 02/25/2049 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.01% |
| GSMS 2010-C1 D P/P 144A 05.9819 08/10/2043 | 0.01% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.01% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.01% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.01% |
| EMIR 2018-1 M1 01.8480 11/25/2028 | 0.01% |
| MSC 2012-C4 C P/P 144A 05.4185 03/15/2045 | 0.01% |
| WFCM 2016-C37 XA IO 00.9560 12/15/2049 | 0.01% |
| STACR 2015-HQA2 M3 04.9480 05/25/2028 | 0.01% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2893 05/10/2063 | 0.01% |
| VERUS 2019-2 A1 03.2110 05/25/2059 | 0.01% |
| WFCM 2015-C27 XA IO 00.8867 02/15/2048 | 0.01% |
| WFCM 2015-LC20 XB IO 00.4831 04/15/2050 | 0.01% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.01% |
| CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.01% |
| CMLTI 2005-2 1A2A 03.2805 05/25/2035 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GSAA 2006-8 2A2 00.5080 05/25/2036 | 0.01% |
| JPMBB 2014-C22 XA IO 00.8302 09/15/2047 | 0.01% |
| PPSI 2004-WCW2 M3 01.1980 10/25/2034 | 0.01% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.01% |
| GSMS 2013-GC12 XA IO 01.4071 06/10/2046 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4186 12/15/2047 | 0.01% |
| OMIR 2018-1A M1 01.6980 07/25/2028 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 04.8879 05/10/2063 | 0.01% |
| WFRBS 2012-C10 C 04.3622 12/15/2045 | 0.01% |
| BUMT 2005-1 1A1 00.7480 09/25/2045 | 0.01% |
| CAS 2015-C01 2M2 04.6980 02/25/2025 | 0.01% |
| MSBAM 2013-C7 XB IO P/P 144A 00.3339 02/15/2046 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0756 08/15/2047 | 0.01% |
| NMRR 2015-8R 4A1 02.7434 11/25/2047 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1480 04/25/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| COMM 2014-CR17 XA IO 00.9679 05/10/2047 | 0.01% |
| JPMCC 2013-C10 XA IO 00.9637 12/15/2047 | 0.01% |
| 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 CS | 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 CS | 0.00% |
| COMM 2013-LC13 XA IO 01.1119 08/10/2046 | 0.00% |
| CWHL 2005-3 1A1 00.7680 04/25/2035 | 0.00% |
| FNR 2011-4 CS 12.6040 05/25/2040 | 0.00% |
| LBUBS 2006-C6 AJ 05.4917 09/15/2039 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 00.7136 08/13/2021 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FNR 2005-75 GS 19.8060 08/25/2035 | 0.00% |
| MLMI 2005-A2 A2 03.6403 02/25/2035 | 0.00% |
| STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.00% |
| CAS 2017-C05 1M2A 02.3480 01/25/2030 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| FNR 2003-43 YA 04.0000 03/25/2033 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| STACR 2014-DN1 M2 02.3480 02/25/2024 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 2976 LC 23.8384 05/15/2035 | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.0596 03/15/2045 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.1930 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.4249 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.1480 07/25/2025 | 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 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| 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-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7316 05/15/2038 | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 00.3188 06/25/2028 | 0.00% |
| FNW 1998-W5 X IO 00.5698 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2862 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4361 11/15/2028 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1475 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.5430 12/12/2049 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2655 11/15/2048 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 BA | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 BA | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| AT&T INC. 04.1250 02/17/2026 | 1.14% |
|---|---|
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 1.00% |
| BANK OF AMERICA CORP 04.4500 03/03/2026 | 0.87% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.85% |
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 0.79% |
| VIATRIS INC P/P 144A 01.6500 06/22/2025 | 0.74% |
| ABBVIE INC P/P 02.6000 11/21/2024 | 0.69% |
| STACR 2016-DNA2 M3 04.8001 10/25/2028 | 0.68% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.66% |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.66% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.64% |
| MORGAN STANLEY 03.8750 01/27/2026 | 0.62% |
| VERIZON COMMUNICATIONS 00.8500 11/20/2025 | 0.60% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LM28 DCP 12/02/2020 | 0.60% |
| CHEVRON USA INC 00.6870 08/12/2025 | 0.58% |
| ABBVIE INC 03.2000 05/14/2026 | 0.55% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.55% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.52% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.52% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.51% |
| CREDIT SUISSE GROUP AG USD 04.5500 04/17/2026 | 0.51% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.50% |
| STACR 2016-HQA3 M3 04.0001 03/25/2029 | 0.50% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.49% |
| US BANCORP 01.4500 05/12/2025 | 0.49% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.48% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.47% |
| APPLE INC 01.1250 05/11/2025 | 0.46% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.46% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.45% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.45% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.45% |
| CAS 2016-C04 1M2 04.4001 01/25/2029 | 0.44% |
| T-MOBILE USA INC P/P 144A 03.5000 04/15/2025 | 0.44% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.44% |
| GENERAL MOTORS FINL CO 01.7000 08/18/2023 | 0.41% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.40% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.40% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.40% |
| STACR 2016-DNA4 M3 03.9501 03/25/2029 | 0.40% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.39% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.39% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.39% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.39% |
| STACR 2016-DNA1 M3 05.6993 07/25/2028 | 0.39% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.38% |
| STACR 2015-DNA3 M3 04.8501 04/25/2028 | 0.38% |
| BANQUE FED CRED MUTU P/P 144A 00.6500 02/27/2024 | 0.38% |
| BROADCOM INC 04.7000 04/15/2025 | 0.37% |
| CAS 2016-C01 1M2 06.9001 08/25/2028 | 0.37% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.37% |
| INTERCONTINENTALEXCHANGE 00.7000 06/15/2023 | 0.37% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.37% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.37% |
| PNC BANK NA 03.3000 10/30/2024 | 0.36% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.36% |
| TRUIST BANK 03.2000 04/01/2024 | 0.36% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.36% |
| ETP LEGACY LP 29277EM19 DCP 12/01/2020 | 0.35% |
| GENERAL MOTORS FINANCIAL CO I 37046TM19 DCP 12/01/2020 | 0.35% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.35% |
| ORACLE CORP 02.5000 04/01/2025 | 0.35% |
| OTIS WORLDWIDE CORP 02.0560 04/05/2025 | 0.34% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.34% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.34% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.34% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.34% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.33% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.33% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.33% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.32% |
| APPLE INC 02.8500 05/11/2024 | 0.32% |
| FHMS K105 X1 IO 01.6450 01/25/2030 | 0.32% |
| CAS 2016-C06 1M2 04.4001 04/25/2029 | 0.32% |
| MSBAM 2012-C5 E P/P 144A 04.8309 08/15/2045 | 0.31% |
| JPMBB 2014-C19 C 04.8322 04/15/2047 | 0.31% |
| TRUIST BANK 01.5000 03/10/2025 | 0.31% |
| CAS 2017-C01 1EB1 01.4001 07/25/2029 | 0.31% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.30% |
| STACR 2017-DNA2 M2 03.6001 10/25/2029 | 0.30% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.30% |
| AES CORP/THE P/P 144A 01.3750 01/15/2026 | 0.30% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.30% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.30% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.30% |
| UTAH ACQUISITION SUB 03.9500 06/15/2026 | 0.30% |
| EQUINIX INC 01.0000 09/15/2025 | 0.30% |
| INTERCONTINENTAL EXCHANGE INC 45856WMF3 DCP 12/15/2020 | 0.30% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.30% |
| CAS 2017-C02 2ED3 01.5001 09/25/2029 | 0.30% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.30% |
| MSBAM 2013-C8 B 03.6941 12/15/2048 | 0.29% |
| BROADCOM INC 03.4590 09/15/2026 | 0.29% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.29% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.29% |
| STACR 2018-HRP2 M3 02.5501 02/25/2047 | 0.28% |
| THE SOUTHERN COMPANY 03.2500 07/01/2026 | 0.28% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.28% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.28% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.27% |
| LNSTR 2015-3 AS P/P 144A 03.3352 04/20/2048 | 0.27% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.27% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.27% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.26% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.26% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.26% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.26% |
| DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.26% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.26% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.26% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.26% |
| FISERV INC 03.8500 06/01/2025 | 0.26% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.26% |
| JPMBB 2013-C15 B 04.9267 11/15/2045 | 0.26% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.26% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.26% |
| MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.25% |
| MSC 2011-C3 B P/P 144A 05.4191 07/15/2049 | 0.25% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.25% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.25% |
| CHARIOT FUNDING LLC 15963TQ85 DCP 03/08/2021 | 0.25% |
| FIDELITY NATIONAL INFORMATION 31621YME6 DCP 12/14/2020 | 0.25% |
| FMC CORP 34410WM17 DCP 12/01/2020 | 0.25% |
| MANHATTAN ASSET FUNDING CO LL 56274LQ80 DCP 03/08/2021 | 0.25% |
| PLAINS ALL AMERICAN PIPELINE 72650WM16 DCP 12/01/2020 | 0.25% |
| VICTORY RECEIVABLES CORP 92646KPJ5 DCP 02/18/2021 | 0.25% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.25% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.25% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.25% |
| CAS 2016-C02 1M2 06.1501 09/25/2028 | 0.24% |
| CAS 2017-C07 1EB2 01.1501 05/25/2030 | 0.24% |
| APPLE INC 00.5500 08/20/2025 | 0.24% |
| BOEING CO 04.5080 05/01/2023 | 0.24% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.24% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.24% |
| STACR 2015-DNA2 M3 04.0501 12/25/2027 | 0.24% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.24% |
| ALPHABET INC 03.3750 02/25/2024 | 0.24% |
| JPMBB 2013-C15 D P/P 144A 05.3715 11/15/2045 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.23% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.23% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.23% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.22% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.22% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.22% |
| NHLT 2019-2A M3 P/P 144A 03.1314 11/25/2029 | 0.22% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.22% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.22% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.22% |
| JPMCC 2010-C2 C P/P 144A 05.8430 11/15/2043 | 0.22% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.22% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.22% |
| STACR 2016-HQA4 M3 04.0501 04/25/2029 | 0.22% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.22% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.21% |
| JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.21% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.21% |
| US BANCORP 03.6000 09/11/2024 | 0.21% |
| FISERV INC 02.7500 07/01/2024 | 0.21% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.21% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.20% |
| MRAIT 2020-2 A2 | 0.20% |
| VIACOMCBS INC. 04.7500 05/15/2025 | 0.20% |
| WFRBS 2011-C2 D P/P 144A 05.6312 02/15/2044 | 0.20% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.20% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.20% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.20% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.19% |
| UBSBB 2012-C3 AS P/P 144A 03.8140 08/10/2049 | 0.19% |
| KEURIG DR PEPPER INC 03.4000 11/15/2025 | 0.19% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.19% |
| CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.19% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.19% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.19% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.19% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.19% |
| NRZT 2019-NQM4 A3 02.7968 09/25/2059 | 0.19% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.19% |
| MSBAM 2014-C15 D P/P 144A 05.0696 04/15/2047 | 0.18% |
| STACR 2020-HQA4 M1 01.4501 09/25/2050 | 0.18% |
| FHMS K739 XAM IO 01.6120 09/25/2027 | 0.18% |
| ALPHABET INC 00.4500 08/15/2025 | 0.18% |
| COMM 2014-UBS6 AM 04.0480 12/10/2047 | 0.18% |
| CSAIL 2018-CX12 IO 00.7675 08/15/2051 | 0.18% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.18% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.18% |
| STACR 2017-DNA3 M2 02.6501 03/25/2030 | 0.18% |
| WFRBS 2011-C5 C P/P 144A 05.8443 11/15/2044 | 0.18% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.18% |
| MSC 2018-H4 XA 01.0294 12/15/2051 | 0.18% |
| RBIT 2020-2 A 01.7063 06/25/2030 | 0.17% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.17% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.17% |
| MSBAM 2016-C32 XA IO 00.8486 12/15/2049 | 0.17% |
| MSBAM 2017-C34 XA IO 00.9449 11/15/2052 | 0.17% |
| STACR 2017-HQA1 M2 03.7001 08/25/2029 | 0.17% |
| WFCM 2019-C50 XA IO 01.5860 05/15/2052 | 0.17% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.17% |
| WFCM 2018-C44 XA IO 00.9095 05/15/2051 | 0.17% |
| AOMT 2020-5 A3 02.0410 05/25/2065 | 0.16% |
| GSMS 2011-GC5 B P/P 144A 05.5547 08/10/2044 | 0.16% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.16% |
| MFRA 2020-NQM1 A3 02.3000 08/25/2049 | 0.16% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.16% |
| CAS 2015-C04 2M2 05.7001 04/25/2028 | 0.16% |
| TRUIST BANK 02.1500 12/06/2024 | 0.16% |
| MRAFT 2020-5 A1 08/10/2023 | 0.16% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.16% |
| CAS 2016-C07 2M2 04.5001 05/25/2029 | 0.16% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.16% |
| TREASURY BILL 00.0000 12/03/2020 | 0.16% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.15% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.15% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.15% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.15% |
| FHMS KW10 X1 IO 00.7736 09/25/2029 | 0.15% |
| JPMCC 2011-C4 C P/P 144A 05.5253 07/15/2046 | 0.15% |
| BANK 2017-BNK9 XA IO 00.9439 11/15/2054 | 0.15% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.15% |
| CAS 2014-C04 2M2 05.1501 11/25/2024 | 0.14% |
| UBSBB 2012-C3 C P/P 144A 05.1976 08/10/2049 | 0.14% |
| APPLE INC 03.2000 05/13/2025 | 0.14% |
| BMIR 2020-2A M1A 02.4501 08/26/2030 | 0.14% |
| CAS 2014-C02 2M2 02.7501 05/25/2024 | 0.14% |
| COMM 2012-CR3 A3 02.8220 10/15/2045 | 0.14% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.14% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.14% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.14% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.14% |
| CAS 2014-C01 M2 04.5501 01/25/2024 | 0.13% |
| MSBAM 2013-C9 AS 03.4560 05/15/2046 | 0.13% |
| PNC BANK NA 02.0280 12/09/2022 | 0.13% |
| MSC 2018-L1 XA IO 00.6833 10/15/2051 | 0.13% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.13% |
| ZOETIS INC 03.2500 02/01/2023 | 0.13% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.13% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.13% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.13% |
| CF INDUSTRIES INC P/P 144A 03.4000 12/01/2021 | 0.13% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.13% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.13% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.13% |
| TRUIST BANK 03.6890 08/02/2024 | 0.13% |
| CITIBANK NA 03.1650 02/19/2022 | 0.13% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.13% |
| FHMS K048 X1 IO 00.3631 06/25/2025 | 0.12% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.12% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.12% |
| PENSKE TRUCK LE P/P 144A 03.4500 07/01/2024 | 0.12% |
| EQUINIX INC 02.6250 11/18/2024 | 0.12% |
| MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.12% |
| JPMBB 2013-C15 C 05.3715 11/15/2045 | 0.12% |
| STACR 2017-DNA3 M2B 02.6501 03/25/2030 | 0.12% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.12% |
| GSMS 2011-GC3 D P/P 144A 05.7066 03/10/2044 | 0.12% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.12% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.12% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.12% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.12% |
| COMM 2013-LC6 B 03.7390 01/10/2046 | 0.12% |
| COMM 2014-CR16 A4 04.0510 04/10/2047 | 0.12% |
| STACR 2017-DNA1 M2 03.4001 07/25/2029 | 0.12% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.12% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.12% |
| FHMS K109 XAM IO 01.9156 04/25/2030 | 0.12% |
| APPLE INC 02.4000 05/03/2023 | 0.12% |
| CFCRE 2016-C4 XA IO 01.8461 05/10/2058 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.11% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.11% |
| CD 2016-CD2 XA IO 00.7820 11/10/2049 | 0.11% |
| FOX CORP 04.0300 01/25/2024 | 0.11% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.11% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.11% |
| VF CORP 02.0500 04/23/2022 | 0.11% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.11% |
| FHMS K740 X1 00.7612 09/25/2027 | 0.11% |
| AOMT 2020-6 A2 01.5910 05/25/2065 | 0.11% |
| FHMS K737 X1 IO 00.7513 10/25/2026 | 0.11% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.11% |
| MORGAN STANLEY 01.3984 01/20/2022 | 0.11% |
| GSMS 2014-GC24 XA IO 00.8652 09/10/2047 | 0.11% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.11% |
| WFRBS 2012-C8 D P/P 144A 05.0479 08/15/2045 | 0.11% |
| DBUBS 2011-LC2A D P/P 144A 05.6703 07/10/2044 | 0.11% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.11% |
| CAS 2013-C01 M2 05.4001 10/25/2023 | 0.11% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.11% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.11% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.11% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.11% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.11% |
| CAS 2016-C01 2M2 07.1001 08/25/2028 | 0.11% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.11% |
| ANHEUSER-BUSCH INBEV FIN 02.6250 01/17/2023 | 0.10% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.10% |
| ANZ NEW ZEALAND INTL P/P 144A 01.2165 01/25/2022 | 0.10% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.10% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.10% |
| MSBAM 2015-C26 XA IO 01.1691 10/15/2048 | 0.10% |
| CAS 2014-C03 2M2 03.0501 07/25/2024 | 0.10% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.10% |
| STACR 2017-DNA2 M2B 03.6001 10/25/2029 | 0.10% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.10% |
| NRG ENERGY INC P/P 144A 02.0000 12/02/2025 | 0.10% |
| AMERICAN TOWER CORP 00.6000 01/15/2024 | 0.10% |
| SUNCOR ENERGY INC 86723AM82 DCP 12/08/2020 | 0.10% |
| HOF 2020-2 A1 01.6570 05/25/2065 | 0.10% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.10% |
| RMIR 2019-2 M1B P/P 144A 01.9001 06/25/2029 | 0.10% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.10% |
| STACR 2020-DNA4 M1 01.6501 08/25/2050 | 0.10% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.09% |
| COMM 2014-CR20 XA IO 01.1727 11/10/2047 | 0.09% |
| JPMCC 2011-C5 D P/P 144A 05.6052 08/15/2046 | 0.09% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.09% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.09% |
| COMM 2015-LC21 XA IO 00.8320 07/10/2048 | 0.09% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.09% |
| GSMBS 2020-NQM1 A3 02.3520 09/27/2060 | 0.09% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.09% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.09% |
| WFRBS 2011-C4 D P/P 144A 05.3828 06/15/2044 | 0.09% |
| CAS 2019-R07 1M2 02.2501 10/25/2039 | 0.09% |
| FISERV INC. 03.8000 10/01/2023 | 0.09% |
| STAR 2018-IMC1 A1 03.7930 03/25/2048 | 0.09% |
| CAS 2016-C03 1M2 05.4501 10/25/2028 | 0.09% |
| PPL CAPITAL FUNDING INC 03.9500 03/15/2024 | 0.09% |
| VERUS 2019-INV1 A2 03.5040 12/25/2059 | 0.09% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.09% |
| STACR 2018-HRP2 M2 01.4001 02/25/2047 | 0.09% |
| COMM 2012-CR2 B 04.3930 08/15/2045 | 0.08% |
| ELANCO ANIMAL HEALTH 04.9120 08/27/2021 | 0.08% |
| CAS 2014-C02 1M2 02.7501 05/25/2024 | 0.08% |
| CAS 2014-C04 1M2 05.0501 11/25/2024 | 0.08% |
| MICROCHIP TECH INC P/P 144A 02.6700 09/01/2023 | 0.08% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.08% |
| BMIR 2020-3A M1A 02.1478 10/25/2030 | 0.08% |
| CHARTER COMM OPT LLC/CAP 01.8644 02/01/2024 | 0.08% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.08% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.08% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.08% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.08% |
| JPMCC 2016-JP2 XA IO 01.9483 08/15/2049 | 0.08% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.08% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.08% |
| COMM 2015-CR26 XA IO 01.0796 10/10/2048 | 0.08% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.08% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.08% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.08% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.08% |
| BRAVO 2020-NQM1 A3 02.4060 05/25/2060 | 0.08% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.08% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.08% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.08% |
| LENNAR CORP 04.5000 04/30/2024 | 0.08% |
| RMIR 2019-1 M2 P/P 144A 03.3501 02/25/2029 | 0.08% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.08% |
| MSBAM 2013-C9 D P/P 144A 04.2559 05/15/2046 | 0.08% |
| NRZT 2019-NQM4 A2 02.6444 09/25/2059 | 0.07% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.07% |
| WFRBS 2014-C23 XA IO 00.7102 10/15/2057 | 0.07% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.07% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.07% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.07% |
| ELANCO ANIMAL HEALTH 05.2720 08/28/2023 | 0.07% |
| FHMS K738 XAM IO 01.4813 03/25/2027 | 0.07% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.07% |
| VF CORP 02.4000 04/23/2025 | 0.07% |
| MSBAM 2013-C9 C 04.1679 05/15/2046 | 0.07% |
| WFCM 2018-C48 XA 01.1183 01/15/2052 | 0.07% |
| BANK OF AMERICA CORP 00.8750 06/25/2022 | 0.07% |
| CITIGROUP INC 01.1748 04/25/2022 | 0.07% |
| PENSKE TRUCK LE P/P 144A 01.2000 11/15/2025 | 0.07% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.07% |
| FFML 2006-FF15 A5 00.3101 11/25/2036 | 0.07% |
| STACR 2015-DN1 M3 04.3001 01/25/2025 | 0.07% |
| US BANCORP 02.9500 07/15/2022 | 0.07% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.07% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.07% |
| WFCM 2017-C41 XA IO 01.3602 11/15/2050 | 0.07% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.07% |
| BANK 2017-BNK8 XA IO 00.8720 11/15/2050 | 0.07% |
| CASH MGMT BILL 00.0000 02/16/2021 | 0.06% |
| GSMS 2011-GC5 C P/P 144A 05.5547 08/10/2044 | 0.06% |
| TRUIST FINANCIAL CORP 04.0000 05/01/2025 | 0.06% |
| STACR 2020-DNA5 M1 01.3877 10/25/2050 | 0.06% |
| BMIR 2018-2A M1C P/P 144A 01.7501 08/25/2028 | 0.06% |
| CGCMT 2014-GC19 C 05.2622 03/10/2047 | 0.06% |
| MSRR 2015-R4 CB1 00.9748 08/26/2047 | 0.06% |
| CASH MGMT BILL 00.0000 02/02/2021 | 0.06% |
| CSMC 2016-NXSR XA IO 00.9050 12/15/2049 | 0.06% |
| EMIR 2019-1 M1B 01.9501 04/25/2029 | 0.06% |
| FHMS K100 X1 IO 00.7698 09/25/2029 | 0.06% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.06% |
| STACR 2017-HQA3 02.5001 04/25/2030 | 0.06% |
| FHMS KC06 X1 IO 01.0303 06/25/2026 | 0.06% |
| GSMS 2011-GC3 C P/P 144A 05.7066 03/10/2044 | 0.06% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.06% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.05% |
| STACR 2014-HQ1 M3 04.2501 08/25/2024 | 0.05% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.05% |
| STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.05% |
| ZOETIS INC 03.2500 08/20/2021 | 0.05% |
| CIT BANK NA 02.9690 09/27/2025 | 0.05% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.05% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.05% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.05% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.05% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.05% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.05% |
| EVERSOURCE ENERGY 00.8000 08/15/2025 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.05% |
| MARSH & MCLENNAN COS INC 03.5000 12/29/2020 | 0.05% |
| CSMC 2020-RPL5 A1 03.0230 08/25/2060 | 0.05% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.05% |
| UBSCM 2018-C11 XA 00.9517 06/15/2051 | 0.05% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.05% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.05% |
| MSC 2016-UB12 XA IO 00.8882 12/15/2049 | 0.05% |
| STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.05% |
| JPMCC 2010-C2 D P/P 144A 05.8430 11/15/2043 | 0.05% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.05% |
| BECTON DICKINSON AND COMPANY 03.1250 11/08/2021 | 0.05% |
| VIACOMCBS INC 03.3750 03/01/2022 | 0.05% |
| GSMS 2015-GC30 XA IO 00.8840 05/10/2050 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.04% |
| AVIATION CAPITAL GRP P/P 144A 01.1754 06/01/2021 | 0.04% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 0.04% |
| CD 2017-CD6 XA IO 01.0641 11/13/2050 | 0.04% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.04% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.04% |
| WFCM 2013-LC12 C 04.4100 07/15/2046 | 0.04% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.04% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.04% |
| APPLE INC 02.1000 09/12/2022 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.04% |
| CAS 2019-HRP1 M2 02.3001 11/25/2039 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.03% |
| UBSCM 2017-C7 XA IO 01.1877 12/15/2050 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.03% |
| WFRBS 2014-C22 XA IO 00.9545 09/15/2057 | 0.03% |
| AVIATION CAPITAL GRP P/P 144A 00.8844 07/30/2021 | 0.03% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.03% |
| STACR 2014-HQ2 M3 03.9001 09/25/2024 | 0.03% |
| CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.03% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.03% |
| GSMS 2014-GC18 C 05.1549 01/10/2047 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| EMIR 2018-1 M2 03.1501 11/25/2028 | 0.03% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.03% |
| TREASURY BILL 00.0000 01/05/2021 | 0.03% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.03% |
| COMM 2014-CR17 C 04.9448 05/10/2047 | 0.03% |
| CSAIL 2015-C1 XA IO 00.9754 04/15/2050 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7501 10/25/2028 | 0.03% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.03% |
| COMM 2012-LC4 C 05.7198 12/10/2044 | 0.03% |
| COMM 2014-LC15 XA IO 01.2544 04/10/2047 | 0.03% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.03% |
| CD 2016-CD1 XA IO 01.5233 08/10/2049 | 0.03% |
| GSMS 2014-GC22 C 04.8483 06/10/2047 | 0.03% |
| JPMBB 2013-C14 C 04.8585 08/15/2046 | 0.03% |
| JPMBB 2015-C31 XA IO 00.9830 08/15/2048 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| MSBAM 2013-C7 XA IO 01.4684 02/15/2046 | 0.03% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.03% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.03% |
| WFCM 2016-BNK1 XA IO 01.8849 08/15/2049 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.02% |
| TREASURY BILL 00.0000 12/22/2020 | 0.02% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.02% |
| COMM 2010-C1 D P/P 144A 05.9851 07/10/2046 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3237 05/15/2045 | 0.02% |
| NRZT 2018-4A A1M 01.0501 01/25/2048 | 0.02% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.02% |
| STACR 2016-DNA3 M3 05.1501 12/25/2028 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.02% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| COMM 2014-CR14 XA IO 00.7271 02/10/2047 | 0.02% |
| SAMI 2007-AR7 1A1 01.0001 05/25/2047 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6367 02/10/2046 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.02% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.02% |
| GSMS 2010-C1 D P/P 144A 06.1257 08/10/2043 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9307 12/15/2047 | 0.01% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.01% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.01% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.01% |
| EMIR 2018-1 M1 01.8501 11/25/2028 | 0.01% |
| WFCM 2016-C37 XA IO 01.1081 12/15/2049 | 0.01% |
| MSC 2012-C4 C P/P 144A 05.5992 03/15/2045 | 0.01% |
| STACR 2015-HQA2 M3 04.9501 05/25/2028 | 0.01% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4479 05/10/2063 | 0.01% |
| JPMBB 2014-C22 XA IO 00.9825 09/15/2047 | 0.01% |
| PPSI 2004-WCW2 M3 01.2001 10/25/2034 | 0.01% |
| TREASURY BILL 00.0000 12/08/2020 | 0.01% |
| VERUS 2019-2 A1 03.2110 05/25/2059 | 0.01% |
| WFCM 2015-C27 XA IO 01.0298 02/15/2048 | 0.01% |
| WFCM 2015-LC20 XB IO 00.6289 04/15/2050 | 0.01% |
| CAS 2015-C01 2M2 04.7001 02/25/2025 | 0.01% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.01% |
| CMLTI 2005-2 1A2A 03.5546 05/25/2035 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.01% |
| GSAA 2006-8 2A2 00.5101 05/25/2036 | 0.01% |
| GSMS 2013-GC12 XA IO 01.5452 06/10/2046 | 0.01% |
| BUMT 2005-1 1A1 00.7501 09/25/2045 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5658 12/15/2047 | 0.01% |
| MSBAM 2013-C7 XB IO P/P 144A 00.4196 02/15/2046 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2335 08/15/2047 | 0.01% |
| NMRR 2015-8R 4A1 02.8825 11/25/2047 | 0.01% |
| OMIR 2018-1A M1 01.7001 07/25/2028 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 05.0451 05/10/2063 | 0.01% |
| WFRBS 2012-C10 C 04.5100 12/15/2045 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| COMM 2014-CR17 XA IO 01.1300 05/10/2047 | 0.01% |
| JPMCC 2013-C10 XA IO 01.1019 12/15/2047 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1501 04/25/2027 | 0.01% |
| STACR 2014-DN1 M2 02.3501 02/25/2024 | 0.01% |
| STACR 2014-HQ2 M2 02.3501 09/25/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.2893 08/10/2046 | 0.01% |
| 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 CS | 0.00% |
| CWHL 2005-3 1A1 00.7701 04/25/2035 | 0.00% |
| FNR 2011-4 CS 12.5997 05/25/2040 | 0.00% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 00.7136 08/13/2021 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FNR 2005-75 GS 19.7996 08/25/2035 | 0.00% |
| MLMI 2005-A2 A2 03.7900 02/25/2035 | 0.00% |
| STACR 2014-HQ3 M3 04.9001 10/25/2024 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| AOMT 2017-2 A1 02.4780 07/25/2047 | 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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| FNR 2003-43 YA 04.0000 03/25/2033 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| MARSH & MCLENNAN COS INC 01.4179 12/29/2021 | 0.00% |
| AOMT 2017-1 A1 02.8100 01/25/2047 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 2976 LC 23.9034 05/15/2035 | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.2413 03/15/2045 | 0.00% |
| STACR 2015-HQ2 M2 02.1001 05/25/2025 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3828 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.6235 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.1501 07/25/2025 | 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 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.9335 05/15/2038 | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 00.6026 06/25/2028 | 0.00% |
| FNW 1998-W5 X IO 00.5698 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2837 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4383 11/15/2028 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3514 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.7405 12/12/2049 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4582 11/15/2048 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.03% |
| AT&T INC. 04.1250 02/17/2026 | 1.12% |
|---|---|
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.99% |
| BANK OF AMERICA CORP 04.4500 03/03/2026 | 0.85% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.84% |
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 0.78% |
| UPJOHN INC P/P 144A 01.6500 06/22/2025 | 0.73% |
| ABBVIE INC P/P 144A 02.6000 11/21/2024 | 0.68% |
| STACR 2016-DNA2 M3 04.7993 10/25/2028 | 0.68% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.65% |
| MORGAN STANLEY 03.8750 01/27/2026 | 0.62% |
| CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.61% |
| CHEVRON USA INC 00.6870 08/12/2025 | 0.57% |
| ABBVIE INC 03.2000 05/14/2026 | 0.54% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.54% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.52% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.51% |
| CREDIT SUISSE GROUP AG USD 04.5500 04/17/2026 | 0.50% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.50% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.49% |
| US BANCORP 01.4500 05/12/2025 | 0.48% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.47% |
| STACR 2016-HQA3 M3 03.9993 03/25/2029 | 0.47% |
| APPLE INC 01.1250 05/11/2025 | 0.46% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.45% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.45% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.45% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.44% |
| CAS 2016-C04 1M2 04.3993 01/25/2029 | 0.44% |
| T-MOBILE USA INC P/P 144A 03.5000 04/15/2025 | 0.44% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.43% |
| BARCLAYS BANK PLC USD 01.7000 05/12/2022 | 0.40% |
| GENERAL MOTORS FINL CO 01.7000 08/18/2023 | 0.40% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.40% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.40% |
| STACR 2016-DNA4 M3 03.9493 03/25/2029 | 0.39% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.39% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.39% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.39% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.38% |
| STACR 2016-DNA1 M3 05.6981 07/25/2028 | 0.38% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.38% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.38% |
| CAS 2016-C01 1M2 06.8993 08/25/2028 | 0.38% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.37% |
| BROADCOM INC 04.7000 04/15/2025 | 0.37% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.37% |
| INTERCONTINENTALEXCHANGE 00.7000 06/15/2023 | 0.36% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.36% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.36% |
| PNC BANK NA 03.3000 10/30/2024 | 0.36% |
| TRUIST BANK 03.2000 04/01/2024 | 0.36% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.35% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.35% |
| STACR 2015-DNA3 M3 04.8493 04/25/2028 | 0.35% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.34% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.34% |
| ORACLE CORP 02.5000 04/01/2025 | 0.34% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.34% |
| OTIS WORLDWIDE CORP P/P 02.0560 04/05/2025 | 0.34% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.34% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.33% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.33% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.33% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.32% |
| APPLE INC 02.8500 05/11/2024 | 0.32% |
| FHMS K105 X1 IO 01.5231 01/25/2030 | 0.32% |
| CAS 2016-C06 1M2 04.3993 04/25/2029 | 0.32% |
| MSBAM 2012-C5 E P/P 144A 04.6753 08/15/2045 | 0.31% |
| JPMBB 2014-C19 C 04.6766 04/15/2047 | 0.31% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.31% |
| TRUIST BANK 01.5000 03/10/2025 | 0.31% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.30% |
| CAS 2017-C01 1EB1 01.3993 07/25/2029 | 0.30% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.30% |
| STACR 2017-DNA2 M2 03.5993 10/25/2029 | 0.30% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LLJ2 DCP 11/18/2020 | 0.30% |
| ETP LEGACY LP 29277EL28 DCP 11/02/2020 | 0.30% |
| GENERAL MOTORS FINANCIAL CO I 37046TL28 DCP 11/02/2020 | 0.30% |
| MET LIFE GLOB FUNDIN P/P 144A 02.5000 12/03/2020 | 0.30% |
| CAS 2017-C02 2ED3 01.4993 09/25/2029 | 0.30% |
| EQUINIX INC 01.0000 09/15/2025 | 0.30% |
| MYLAN NV 03.9500 06/15/2026 | 0.30% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.29% |
| MSBAM 2013-C8 B 03.5590 12/15/2048 | 0.29% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.29% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.29% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.29% |
| BROADCOM INC 03.4590 09/15/2026 | 0.29% |
| DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.28% |
| STACR 2018-HRP2 M3 02.5493 02/25/2047 | 0.27% |
| THE SOUTHERN COMPANY 03.2500 07/01/2026 | 0.27% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.27% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.27% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.27% |
| LNSTR 2015-3 AS P/P 144A 03.2018 04/20/2048 | 0.27% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.26% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.26% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.26% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.26% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.26% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.26% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.26% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.26% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.26% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.26% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.26% |
| FISERV INC 03.8500 06/01/2025 | 0.25% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.25% |
| MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.25% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.25% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.25% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.25% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.25% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.24% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.24% |
| CAS 2016-C02 1M2 06.1493 09/25/2028 | 0.24% |
| CAS 2017-C07 1EB2 01.1493 05/25/2030 | 0.24% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.24% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.24% |
| APPLE INC 00.5500 08/20/2025 | 0.24% |
| STACR 2015-DNA2 M3 04.0493 12/25/2027 | 0.24% |
| BOEING CO 04.5080 05/01/2023 | 0.24% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.24% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.24% |
| ALPHABET INC 03.3750 02/25/2024 | 0.23% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.23% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.23% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.23% |
| JPMBB 2013-C15 D P/P 144A 05.1984 11/15/2045 | 0.23% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.22% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.22% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.22% |
| NHLT 2019-2A M3 P/P 144A 03.1314 11/25/2029 | 0.22% |
| SUNCOR ENERGY INC 86723ALP5 DCP 11/23/2020 | 0.22% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.22% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.22% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.22% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.22% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.22% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.21% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.21% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.21% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.21% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.21% |
| JPMBB 2013-C12 C 04.0995 07/15/2045 | 0.21% |
| US BANCORP 03.6000 09/11/2024 | 0.21% |
| FISERV INC 02.7500 07/01/2024 | 0.21% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.20% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.20% |
| MRAIT 2020-2 A2 | 0.20% |
| VIACOMCBS INC. 04.7500 05/15/2025 | 0.20% |
| WFRBS 2011-C2 D P/P 144A 05.6725 02/15/2044 | 0.20% |
| ENBRIDGE US INC 29251ULW6 DCP 11/30/2020 | 0.20% |
| MRAFT 2020-2 A1 01.8969 05/29/2022 | 0.20% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.20% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.19% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.19% |
| UBSBB 2012-C3 AS P/P 144A 03.8140 08/10/2049 | 0.19% |
| KEURIG DR PEPPER INC 03.4000 11/15/2025 | 0.19% |
| CAS 2015-C02 2M2 04.1493 05/25/2025 | 0.19% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.19% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.19% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.19% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.19% |
| NRZT 2019-NQM4 A3 02.7968 09/25/2059 | 0.18% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.18% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.18% |
| STACR 2020-HQA4 M1 01.4493 09/25/2050 | 0.18% |
| UNITEDHEALTH GROUP INC 03.3500 07/15/2022 | 0.18% |
| FHMS K739 XAM IO 01.6120 09/25/2027 | 0.18% |
| CSAIL 2018-CX12 IO 00.6097 08/15/2051 | 0.18% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.18% |
| ALPHABET INC 00.4500 08/15/2025 | 0.18% |
| COMM 2014-UBS6 AM 04.0480 12/10/2047 | 0.18% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.18% |
| RBIT 2020-2 A 01.7063 06/25/2030 | 0.18% |
| MSC 2018-H4 XA 00.8607 12/15/2051 | 0.18% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.17% |
| STACR 2017-DNA3 M2 02.6493 03/25/2030 | 0.17% |
| WFRBS 2011-C5 C P/P 144A 05.6558 11/15/2044 | 0.17% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.17% |
| MSBAM 2016-C32 XA IO 00.7081 12/15/2049 | 0.17% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.17% |
| AOMT 2020-5 A3 02.0410 05/25/2065 | 0.17% |
| MSBAM 2017-C34 XA IO 00.8065 11/15/2052 | 0.17% |
| WFCM 2018-C44 XA IO 00.7492 05/15/2051 | 0.17% |
| WFCM 2019-C50 XA IO 01.4197 05/15/2052 | 0.17% |
| STACR 2017-HQA1 M2 03.6993 08/25/2029 | 0.17% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.16% |
| MFRA 2020-NQM1 A3 02.3000 08/25/2049 | 0.16% |
| GSMS 2011-GC5 B P/P 144A 05.3882 08/10/2044 | 0.16% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.16% |
| MSBAM 2014-C15 D P/P 144A 04.9063 04/15/2047 | 0.16% |
| CAS 2015-C04 2M2 05.6993 04/25/2028 | 0.16% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.16% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.16% |
| TRUIST BANK 02.1500 12/06/2024 | 0.16% |
| CAS 2016-C07 2M2 04.4993 05/25/2029 | 0.16% |
| CAS 2014-C04 2M2 05.1493 11/25/2024 | 0.15% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.15% |
| TREASURY BILL 00.0000 12/03/2020 | 0.15% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.15% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.15% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.15% |
| FHMS KW10 X1 IO 00.6495 09/25/2029 | 0.15% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.15% |
| BANK 2017-BNK9 XA IO 00.8042 11/15/2054 | 0.15% |
| JPMCC 2011-C4 C P/P 144A 05.3427 07/15/2046 | 0.15% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.15% |
| CAS 2014-C02 2M2 02.7493 05/25/2024 | 0.14% |
| STACR 2016-HQA4 M3 04.0493 04/25/2029 | 0.14% |
| CAS 2014-C01 M2 04.5493 01/25/2024 | 0.14% |
| APPLE INC 03.2000 05/13/2025 | 0.14% |
| BMIR 2020-2A M1A 02.4493 08/26/2030 | 0.14% |
| CISCO SYSTEMS INC 01.8500 09/20/2021 | 0.14% |
| UBSBB 2012-C3 C P/P 144A 05.0300 08/10/2049 | 0.14% |
| COMM 2012-CR3 A3 02.8220 10/15/2045 | 0.14% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.14% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.14% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.13% |
| MSBAM 2013-C9 AS 03.4560 05/15/2046 | 0.13% |
| MSC 2018-L1 XA IO 00.5240 10/15/2051 | 0.13% |
| PNC BANK NA 02.0280 12/09/2022 | 0.13% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.13% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.13% |
| ZOETIS INC 03.2500 02/01/2023 | 0.13% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.13% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.13% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.13% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.13% |
| FHMS K048 X1 IO 00.2394 06/25/2025 | 0.13% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.13% |
| TRUIST BANK 03.6890 08/02/2024 | 0.13% |
| CITIBANK NA 03.1650 02/19/2022 | 0.12% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.12% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.12% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.12% |
| PENSKE TRUCK LE P/P 144A 03.4500 07/01/2024 | 0.12% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.12% |
| MRAFT 2020-4 A1 01.4953 04/23/2023 | 0.12% |
| EQUINIX INC 02.6250 11/18/2024 | 0.12% |
| STACR 2017-DNA3 M2B 02.6493 03/25/2030 | 0.12% |
| GOLDMAN SACHS GROUP INC 01.4501 11/15/2021 | 0.12% |
| GSMS 2011-GC3 D P/P 144A 05.6097 03/10/2044 | 0.12% |
| JPMBB 2013-C15 C 05.1984 11/15/2045 | 0.12% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.12% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.12% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.12% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.12% |
| COMM 2014-CR16 A4 04.0510 04/10/2047 | 0.12% |
| COMM 2013-LC6 B 03.7390 01/10/2046 | 0.12% |
| FHMS K109 XAM IO 01.7994 04/25/2030 | 0.12% |
| STACR 2017-DNA1 M2 03.3993 07/25/2029 | 0.12% |
| APPLE INC 02.4000 05/03/2023 | 0.12% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.12% |
| CFCRE 2016-C4 XA IO 01.6861 05/10/2058 | 0.12% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.12% |
| CD 2016-CD2 XA IO 00.6491 11/10/2049 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.11% |
| AOMT 2020-6 A2 01.5910 05/25/2065 | 0.11% |
| CAS 2013-C01 M2 05.3993 10/25/2023 | 0.11% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.11% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.11% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.11% |
| FHMS K737 X1 IO 00.6380 10/25/2026 | 0.11% |
| FOX CORP 04.0300 01/25/2024 | 0.11% |
| VF CORP 02.0500 04/23/2022 | 0.11% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.11% |
| GSMS 2014-GC24 XA IO 00.7326 09/10/2047 | 0.11% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.11% |
| MORGAN STANLEY 01.3984 01/20/2022 | 0.11% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.11% |
| WFRBS 2012-C8 D P/P 144A 04.8853 08/15/2045 | 0.11% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.11% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.11% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.11% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.11% |
| DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 0.11% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.11% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.11% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.11% |
| CAS 2016-C01 2M2 07.0993 08/25/2028 | 0.10% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.10% |
| MSBAM 2015-C26 XA IO 01.0228 10/15/2048 | 0.10% |
| ANHEUSER-BUSCH INBEV FIN 02.6250 01/17/2023 | 0.10% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.10% |
| ANZ NEW ZEALAND INTL P/P 144A 01.2165 01/25/2022 | 0.10% |
| CAS 2014-C03 2M2 03.0493 07/25/2024 | 0.10% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.10% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.10% |
| BP CAPITAL MARKETS PLC USD 03.5610 11/01/2021 | 0.10% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.10% |
| HOF 2020-2 A1 01.6570 05/25/2065 | 0.10% |
| STACR 2017-DNA2 M2B 03.5993 10/25/2029 | 0.10% |
| SUNCOR ENERGY INC 86723AM82 DCP 12/08/2020 | 0.10% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.10% |
| RMIR 2019-2 M1B P/P 144A 01.8993 06/25/2029 | 0.10% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.10% |
| JPMCC 2011-C5 D P/P 144A 05.4244 08/15/2046 | 0.10% |
| STACR 2020-DNA4 M1 01.6493 08/25/2050 | 0.10% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.10% |
| COMM 2014-CR20 XA IO 01.0228 11/10/2047 | 0.10% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.09% |
| GSMBS 2020-NQM1 A3 02.3520 09/27/2060 | 0.09% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.09% |
| COMM 2015-LC21 XA IO 00.6930 07/10/2048 | 0.09% |
| STAR 2018-IMC1 A1 03.7930 03/25/2048 | 0.09% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.09% |
| CAS 2014-C04 1M2 05.0493 11/25/2024 | 0.09% |
| CAS 2019-R07 1M2 02.2493 10/25/2039 | 0.09% |
| FISERV INC. 03.8000 10/01/2023 | 0.09% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.09% |
| CAS 2016-C03 1M2 05.4493 10/25/2028 | 0.09% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.09% |
| PPL CAPITAL FUNDING INC 03.9500 03/15/2024 | 0.09% |
| VERUS 2019-INV1 A2 03.5040 12/25/2059 | 0.09% |
| WFRBS 2011-C4 D P/P 144A 05.2205 06/15/2044 | 0.09% |
| COMM 2012-CR2 B 04.3930 08/15/2045 | 0.08% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.08% |
| ELANCO ANIMAL HEALTH 04.9120 08/27/2021 | 0.08% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.08% |
| STACR 2015-DN1 M3 04.2993 01/25/2025 | 0.08% |
| STACR 2018-HRP2 M2 01.3993 02/25/2047 | 0.08% |
| BMIR 2020-3A M1A 02.1478 10/25/2030 | 0.08% |
| CAS 2014-C02 1M2 02.7493 05/25/2024 | 0.08% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.08% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.08% |
| CHARTER COMM OPT LLC/CAP 01.8644 02/01/2024 | 0.08% |
| COMM 2015-CR26 XA IO 00.9307 10/10/2048 | 0.08% |
| JPMCC 2016-JP2 XA IO 01.7975 08/15/2049 | 0.08% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.08% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.08% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.08% |
| BRAVO 2020-NQM1 A3 02.4060 05/25/2060 | 0.08% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.08% |
| LIBERTY MUTUAL GROUP P/P 144A 05.0000 06/01/2021 | 0.08% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.08% |
| NUTRIEN LTD USD 03.1500 10/01/2022 | 0.08% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.08% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.08% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.08% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.08% |
| BMIR 2018-2A M1C P/P 144A 01.7493 08/25/2028 | 0.08% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.08% |
| DUPONT DE NEMOURS INC 03.7660 11/15/2020 | 0.08% |
| MSBAM 2013-C9 D P/P 144A 04.1189 05/15/2046 | 0.08% |
| RMIR 2019-1 M2 P/P 144A 03.3493 02/25/2029 | 0.08% |
| WFRBS 2014-C23 XA IO 00.5647 10/15/2057 | 0.07% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.07% |
| LENNAR CORP 04.5000 04/30/2024 | 0.07% |
| NRZT 2019-NQM4 A2 02.6444 09/25/2059 | 0.07% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.07% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.07% |
| FHMS K738 XAM IO 01.3675 03/25/2027 | 0.07% |
| VF CORP 02.4000 04/23/2025 | 0.07% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.07% |
| ELANCO ANIMAL HEALTH 05.2720 08/28/2023 | 0.07% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.07% |
| WFCM 2018-C48 XA 00.9482 01/15/2052 | 0.07% |
| CITIGROUP INC 01.1748 04/25/2022 | 0.07% |
| FFML 2006-FF15 A5 00.3093 11/25/2036 | 0.07% |
| MSBAM 2013-C9 C 04.0309 05/15/2046 | 0.07% |
| PENSKE TRUCK LE P/P 144A 01.2000 11/15/2025 | 0.07% |
| BANK OF AMERICA CORP 00.8750 06/25/2022 | 0.07% |
| US BANCORP 02.9500 07/15/2022 | 0.07% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.07% |
| WFCM 2017-C41 XA IO 01.2113 11/15/2050 | 0.07% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.07% |
| BANK 2017-BNK8 XA IO 00.7370 11/15/2050 | 0.07% |
| MWST 2019-1 A 00.9493 06/25/2052 | 0.07% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.06% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.06% |
| GSMS 2011-GC5 C P/P 144A 05.3882 08/10/2044 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| STACR 2020-DNA5 M1 01.3867 10/25/2050 | 0.06% |
| TRUIST FINANCIAL CORP 04.0000 05/01/2025 | 0.06% |
| CGCMT 2014-GC19 C 05.0925 03/10/2047 | 0.06% |
| CSMC 2016-NXSR XA IO 00.7617 12/15/2049 | 0.06% |
| MSRR 2015-R4 CB1 00.9734 08/26/2047 | 0.06% |
| STACR 2014-HQ1 M3 04.2493 08/25/2024 | 0.06% |
| EMIR 2019-1 M1B 01.9493 04/25/2029 | 0.06% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.06% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.06% |
| FHMS K100 X1 IO 00.6502 09/25/2029 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.06% |
| STACR 2017-HQA3 02.4993 04/25/2030 | 0.06% |
| FHMS KC06 X1 IO 00.9030 06/25/2026 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| GSMS 2011-GC3 C P/P 144A 05.6097 03/10/2044 | 0.06% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.05% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.05% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.05% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.05% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.05% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.05% |
| ZOETIS INC 03.2500 08/20/2021 | 0.05% |
| CIT BANK NA 02.9690 09/27/2025 | 0.05% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.05% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.05% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.05% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.05% |
| CSMC 2020-RPL5 A1 03.0230 08/25/2060 | 0.05% |
| MARSH & MCLENNAN COS INC 03.5000 12/29/2020 | 0.05% |
| EVERSOURCE ENERGY 00.8000 08/15/2025 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.05% |
| UBSCM 2018-C11 XA 00.7896 06/15/2051 | 0.05% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.05% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.05% |
| MSC 2016-UB12 XA IO 00.7526 12/15/2049 | 0.05% |
| STACR 2016-HQA2 M3 05.2993 11/25/2028 | 0.05% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.05% |
| JPMCC 2010-C2 D P/P 144A 05.6545 11/15/2043 | 0.05% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.05% |
| GSMS 2015-GC30 XA IO 00.7486 05/10/2050 | 0.05% |
| VIACOMCBS INC 03.3750 03/01/2022 | 0.05% |
| BECTON DICKINSON AND COMPANY 03.1250 11/08/2021 | 0.04% |
| TREASURY BILL 00.0000 11/05/2020 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.04% |
| STACR 2019-HQA4 M2 02.1993 11/25/2049 | 0.04% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 0.04% |
| CD 2017-CD6 XA IO 00.9230 11/13/2050 | 0.04% |
| AVIATION CAPITAL GRP P/P 144A 01.1960 06/01/2021 | 0.04% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.04% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.04% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.04% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.04% |
| WFCM 2013-LC12 C 04.2751 07/15/2046 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.04% |
| APPLE INC 02.1000 09/12/2022 | 0.03% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.03% |
| UBSCM 2017-C7 XA IO 01.0363 12/15/2050 | 0.03% |
| WFRBS 2014-C22 XA IO 00.8057 09/15/2057 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.03% |
| CAS 2019-HRP1 M2 02.2993 11/25/2039 | 0.03% |
| AVIATION CAPITAL GRP P/P 144A 00.8844 07/30/2021 | 0.03% |
| CSMC 2018-RPL7 A1 04.0000 08/26/2058 | 0.03% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.03% |
| STACR 2014-HQ2 M3 03.8993 09/25/2024 | 0.03% |
| CAS 2019-R01 2M2 02.5993 07/25/2031 | 0.03% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.03% |
| JPMBB 2013-C14 C 04.7018 08/15/2046 | 0.03% |
| CASH MGMT BILL 00.0000 01/05/2021 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| CSAIL 2015-C1 XA IO 00.8336 04/15/2050 | 0.03% |
| GSMS 2014-GC18 C 04.9887 01/10/2047 | 0.03% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.03% |
| EMIR 2018-1 M2 03.1493 11/25/2028 | 0.03% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.03% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.03% |
| CD 2016-CD1 XA IO 01.3914 08/10/2049 | 0.03% |
| COMM 2014-CR17 C 04.7834 05/10/2047 | 0.03% |
| COMM 2014-LC15 XA IO 01.0891 04/10/2047 | 0.03% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7493 10/25/2028 | 0.03% |
| MSBAM 2013-C7 XA IO 01.3317 02/15/2046 | 0.03% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.03% |
| COMM 2012-LC4 C 05.5354 12/10/2044 | 0.03% |
| GSMS 2014-GC22 C 04.6920 06/10/2047 | 0.03% |
| JPMBB 2015-C31 XA IO 00.8296 08/15/2048 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.03% |
| WFCM 2016-BNK1 XA IO 01.7450 08/15/2049 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.02% |
| TREASURY BILL 00.0000 12/22/2020 | 0.02% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.02% |
| COMM 2010-C1 D P/P 144A 05.8396 07/10/2046 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1521 05/15/2045 | 0.02% |
| NRZT 2018-4A A1M 01.0493 01/25/2048 | 0.02% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.02% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.02% |
| STACR 2016-DNA3 M3 05.1493 12/25/2028 | 0.02% |
| COMM 2014-CR14 XA IO 00.5823 02/10/2047 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.02% |
| SAMI 2007-AR7 1A1 00.9993 05/25/2047 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2751 07/15/2046 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4911 02/10/2046 | 0.02% |
| STACR 2014-HQ2 M2 02.3493 09/25/2024 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.02% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.02% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.02% |
| GSMS 2010-C1 D P/P 144A 05.9814 08/10/2043 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.01% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.01% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.01% |
| EMIR 2018-1 M1 01.8493 11/25/2028 | 0.01% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2926 05/10/2063 | 0.01% |
| WFCM 2016-C37 XA IO 00.9612 12/15/2049 | 0.01% |
| MSC 2012-C4 C P/P 144A 05.4187 03/15/2045 | 0.01% |
| VERUS 2019-2 A1 03.2110 05/25/2059 | 0.01% |
| WFCM 2015-LC20 XB IO 00.4833 04/15/2050 | 0.01% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.01% |
| JPMBB 2014-C22 XA IO 00.8313 09/15/2047 | 0.01% |
| NMRR 2015-8R 4A1 03.0193 11/25/2047 | 0.01% |
| PPSI 2004-WCW2 M3 01.1993 10/25/2034 | 0.01% |
| STACR 2015-HQA2 M3 04.9493 05/25/2028 | 0.01% |
| TREASURY BILL 00.0000 12/08/2020 | 0.01% |
| WFCM 2015-C27 XA IO 00.8873 02/15/2048 | 0.01% |
| CAS 2015-C01 2M2 04.6993 02/25/2025 | 0.01% |
| CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.01% |
| CMLTI 2005-2 1A2A 03.8044 05/25/2035 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GSAA 2006-8 2A2 00.3293 05/25/2036 | 0.01% |
| GSMS 2013-GC12 XA IO 01.4093 06/10/2046 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4184 12/15/2047 | 0.01% |
| MSBAM 2013-C7 XB IO P/P 144A 00.3341 02/15/2046 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0763 08/15/2047 | 0.01% |
| OMIR 2018-1A M1 01.6993 07/25/2028 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 04.8882 05/10/2063 | 0.01% |
| WFRBS 2012-C10 C 04.3627 12/15/2045 | 0.01% |
| BUMT 2005-1 1A1 00.7493 09/25/2045 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.01% |
| COMM 2014-CR17 XA IO 00.9691 05/10/2047 | 0.01% |
| JPMCC 2013-C10 XA IO 00.9663 12/15/2047 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1493 04/25/2027 | 0.01% |
| STACR 2014-DN1 M2 02.3493 02/25/2024 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.1143 08/10/2046 | 0.01% |
| CWHL 2005-3 1A1 00.7693 04/25/2035 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FNR 2011-4 CS 12.6015 05/25/2040 | 0.00% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.00% |
| STACR 2015-HQ2 M2 02.0993 05/25/2025 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 00.7535 08/13/2021 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.00% |
| FNR 2005-75 GS 19.8023 08/25/2035 | 0.00% |
| MLMI 2005-A2 A2 03.7859 02/25/2035 | 0.00% |
| STACR 2014-HQ3 M3 04.8993 10/25/2024 | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| AOMT 2017-1 A1 02.8100 01/25/2047 | 0.00% |
| AOMT 2017-2 A1 02.4780 07/25/2047 | 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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| FNR 2003-43 YA 04.0000 03/25/2033 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| MARSH & MCLENNAN COS INC 01.4179 12/29/2021 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 2976 LC 23.8759 05/15/2035 | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.0619 03/15/2045 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.2205 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.4255 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.1493 07/25/2025 | 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 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1725 05/15/2038 | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.00% |
| FNW 1998-W5 X IO 00.7814 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2839 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4365 11/15/2028 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1645 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.5457 12/12/2049 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2657 11/15/2048 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.03% |
| AT&T INC. 04.1250 02/17/2026 | 1.17% |
|---|---|
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 1.03% |
| REPO TRIPA MORTG 0.08 10/01/2020 | 0.91% |
| BANK OF AMERICA CORP 04.4500 03/03/2026 | 0.89% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.87% |
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 0.81% |
| ABBVIE INC P/P 144A 02.6000 11/21/2024 | 0.70% |
| STACR 2016-DNA2 M3 04.7981 10/25/2028 | 0.70% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.68% |
| MORGAN STANLEY 03.8750 01/27/2026 | 0.64% |
| CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.60% |
| CHEVRON USA INC 00.6870 08/12/2025 | 0.59% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.56% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.54% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.53% |
| CRED SUIS GP FUN LTD USD 04.5500 04/17/2026 | 0.53% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.52% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.51% |
| US BANCORP 01.4500 05/12/2025 | 0.50% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.49% |
| APPLE INC 01.1250 05/11/2025 | 0.48% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.47% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.47% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.47% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.46% |
| T-MOBILE USA INC P/P 144A 03.5000 04/15/2025 | 0.45% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.44% |
| STACR 2016-HQA3 M3 03.9981 03/25/2029 | 0.44% |
| BARCLAYS BANK PLC USD 01.7000 05/12/2022 | 0.42% |
| GENERAL MOTORS FINL CO 01.7000 08/18/2023 | 0.42% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.41% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.41% |
| KEURIG DR PEPPER INC 03.5510 05/25/2021 | 0.40% |
| STACR 2016-DNA1 M3 05.7251 07/25/2028 | 0.40% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.40% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.40% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.39% |
| CAS 2016-C01 1M2 06.8981 08/25/2028 | 0.38% |
| BROADCOM INC 04.7000 04/15/2025 | 0.38% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.38% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.38% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.38% |
| INTERCONTINENTALEXCHANGE 00.7000 06/15/2023 | 0.38% |
| PNC BANK NA 03.3000 10/30/2024 | 0.38% |
| CAS 2016-C04 1M2 04.3981 01/25/2029 | 0.37% |
| TRUIST BANK 03.2000 04/01/2024 | 0.37% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.37% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.37% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.37% |
| ORACLE CORP 02.5000 04/01/2025 | 0.36% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.36% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.35% |
| OTIS WORLDWIDE CORP P/P 02.0560 04/05/2025 | 0.35% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.35% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.34% |
| NORTHROP GRUMMAN CORP 02.5500 10/15/2022 | 0.34% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.34% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.34% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.34% |
| APPLE INC 02.8500 05/11/2024 | 0.33% |
| CAS 2016-C06 1M2 04.3981 04/25/2029 | 0.32% |
| MSBAM 2012-C5 E P/P 144A 04.8314 08/15/2045 | 0.32% |
| JPMBB 2014-C19 C 04.8327 04/15/2047 | 0.32% |
| TRUIST BANK 01.5000 03/10/2025 | 0.32% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.31% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.31% |
| CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.31% |
| CAS 2017-C02 2ED3 01.4981 09/25/2029 | 0.31% |
| MET LIFE GLOB FUNDIN P/P 144A 02.5000 12/03/2020 | 0.31% |
| ETP LEGACY LP 29277EK11 DCP 10/01/2020 | 0.31% |
| REALTY INCOME CORP 75611MK11 DCP 10/01/2020 | 0.31% |
| EQUINIX INC 01.0000 09/15/2025 | 0.31% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.31% |
| STACR 2015-DNA3 M3 04.8481 04/25/2028 | 0.30% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.30% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.30% |
| BROADCOM INC 03.4590 09/15/2026 | 0.30% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.30% |
| DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.29% |
| STACR 2018-HRP2 M3 02.5481 02/25/2047 | 0.29% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.28% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.28% |
| CAS 2016-C02 1M2 06.1481 09/25/2028 | 0.28% |
| LNSTR 2015-3 AS P/P 144A 03.3512 04/20/2048 | 0.28% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.28% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.27% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.27% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.27% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.27% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.27% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.27% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.27% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.27% |
| CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.27% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.27% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.26% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.26% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.26% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.26% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.26% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.26% |
| CIGNA CORP 12553NK20 DCP 10/02/2020 | 0.26% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.25% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.25% |
| STACR 2016-DNA4 M3 03.9481 03/25/2029 | 0.25% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.25% |
| CAS 2017-C07 1EB2 01.1481 05/25/2030 | 0.25% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.25% |
| APPLE INC 00.5500 08/20/2025 | 0.25% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.25% |
| STACR 2015-DNA2 M3 04.0481 12/25/2027 | 0.25% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.25% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.25% |
| BOEING CO 04.5080 05/01/2023 | 0.24% |
| ALPHABET INC 03.3750 02/25/2024 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.24% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.24% |
| JPMBB 2013-C15 D P/P 144A 05.3729 11/15/2045 | 0.24% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.23% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.23% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.23% |
| SUNCOR ENERGY INC 86723ALP5 DCP 11/23/2020 | 0.23% |
| NHLT 2019-2A M3 03.1314 11/26/2029 | 0.23% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.23% |
| SPST 2020-13 A 01.6511 10/10/2021 | 0.23% |
| JPMCC 2010-C2 C P/P 144A 05.8407 11/15/2043 | 0.23% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.22% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.22% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.22% |
| JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.22% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.22% |
| US BANCORP 03.6000 09/11/2024 | 0.22% |
| FISERV INC 02.7500 07/01/2024 | 0.21% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.21% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.21% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.21% |
| MYLAN NV 03.1500 06/15/2021 | 0.21% |
| WFRBS 2011-C2 D P/P 144A 05.8558 02/15/2044 | 0.21% |
| MRAFT 2020-2 A1 01.9055 05/29/2022 | 0.21% |
| MRAIT 2020-2 A 01.3051 07/21/2021 | 0.20% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.20% |
| ENBRIDGE US INC 29251UKL1 DCP 10/20/2020 | 0.20% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.20% |
| UPJOHN INC P/P 144A 01.6500 06/22/2025 | 0.20% |
| UBSBB 2012-C3 AS P/P 144A 03.8140 08/10/2049 | 0.20% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.20% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.20% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.19% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.19% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.19% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.19% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.19% |
| CSAIL 2018-CX12 IO 00.7693 08/15/2051 | 0.19% |
| STACR 2020-HQA4 M1 01.5510 09/25/2050 | 0.19% |
| RBIT 2020-2 A 01.7063 06/25/2030 | 0.19% |
| UNITEDHEALTH GROUP INC 03.3500 07/15/2022 | 0.19% |
| COMM 2014-UBS6 AM 04.0480 12/10/2047 | 0.19% |
| MSC 2018-H4 XA 01.0302 12/15/2051 | 0.19% |
| ALPHABET INC 00.4500 08/15/2025 | 0.18% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.18% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.18% |
| NEXTERA ENERGY CAPITAL 02.4030 09/01/2021 | 0.18% |
| SPST 2020-2 A 00.9748 03/26/2021 | 0.18% |
| STACR 2017-DNA3 M2 02.6481 03/25/2030 | 0.18% |
| WFRBS 2011-C5 C P/P 144A 05.8444 11/15/2044 | 0.18% |
| AOMT 2020-5 A3 02.0410 05/25/2065 | 0.18% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.18% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.18% |
| MSBAM 2017-C34 XA IO 00.9469 11/15/2052 | 0.18% |
| WFCM 2019-C50 XA IO 01.5873 05/15/2052 | 0.18% |
| WFCM 2018-C44 XA IO 00.9111 05/15/2051 | 0.18% |
| STACR 2017-HQA1 M2 03.6981 08/25/2029 | 0.18% |
| MSBAM 2016-C32 XA IO 00.8534 12/15/2049 | 0.17% |
| SPST 2019-11 A 00.9011 10/24/2020 | 0.17% |
| CAS 2014-C04 2M2 05.1481 11/25/2024 | 0.17% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.17% |
| GSMS 2011-GC5 B P/P 144A 05.5549 08/10/2044 | 0.17% |
| MFRA 2020-NQM1 A3 02.3000 08/25/2049 | 0.17% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.17% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.17% |
| MSBAM 2014-C15 D P/P 144A 05.0701 04/15/2047 | 0.17% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.16% |
| CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.16% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.16% |
| TRUIST BANK 02.1500 12/06/2024 | 0.16% |
| OMNICOM GP/OMNICOM CAP 03.6250 05/01/2022 | 0.16% |
| CAS 2014-C02 2M2 02.7481 05/25/2024 | 0.16% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.16% |
| TREASURY BILL 00.0000 12/03/2020 | 0.16% |
| FHMS KW10 X1 IO 00.7737 09/25/2029 | 0.16% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.16% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.16% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.16% |
| BANK 2017-BNK9 XA IO 00.9457 11/15/2054 | 0.16% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.16% |
| JPMCC 2011-C4 C P/P 144A 05.5254 07/15/2046 | 0.15% |
| STACR 2016-HQA4 M3 04.0481 04/25/2029 | 0.15% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.15% |
| CAS 2014-C01 M2 04.5481 01/25/2024 | 0.15% |
| APPLE INC 03.2000 05/13/2025 | 0.14% |
| CISCO SYSTEMS INC 01.8500 09/20/2021 | 0.14% |
| UBSBB 2012-C3 C P/P 144A 05.1977 08/10/2049 | 0.14% |
| BMIR 2020-2A M1A 02.4481 08/26/2030 | 0.14% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.14% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.14% |
| MSC 2018-L1 XA IO 00.6843 10/15/2051 | 0.14% |
| CAS 2015-C02 2M2 04.1481 05/25/2025 | 0.14% |
| COMM 2012-CR3 A3 02.8220 10/15/2045 | 0.14% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.14% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.14% |
| PNC BANK NA 02.0280 12/09/2022 | 0.14% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.14% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.14% |
| ZOETIS INC 03.2500 02/01/2023 | 0.14% |
| FHMS K048 X1 IO 00.3649 06/25/2025 | 0.14% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.13% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.13% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.13% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.13% |
| TRUIST BANK 03.6890 08/02/2024 | 0.13% |
| CITIBANK NA 03.1650 02/19/2022 | 0.13% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.13% |
| GSMS 2011-GC3 D P/P 144A 05.7514 03/10/2044 | 0.13% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.13% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.13% |
| PENSKE TRUCK LE P/P 144A 03.4500 07/01/2024 | 0.13% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.13% |
| MRAFT 2020-4 A1 01.5055 04/23/2023 | 0.13% |
| EQUINIX INC 02.6250 11/18/2024 | 0.13% |
| GOLDMAN SACHS GROUP INC 01.4501 11/15/2021 | 0.12% |
| STACR 2017-DNA3 M2B 02.6481 03/25/2030 | 0.12% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.12% |
| CFCRE 2016-C4 XA IO 01.8506 05/10/2058 | 0.12% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.12% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.12% |
| CD 2016-CD2 XA IO 00.7844 11/10/2049 | 0.12% |
| COMM 2014-CR16 A4 04.0510 04/10/2047 | 0.12% |
| FHMS K109 XAM IO 01.9158 04/25/2030 | 0.12% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.12% |
| STACR 2017-DNA1 M2 03.3981 07/25/2029 | 0.12% |
| CAS 2013-C01 M2 05.3981 10/25/2023 | 0.12% |
| COMM 2013-LC6 B 03.7390 01/10/2046 | 0.12% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.12% |
| APPLE INC 02.4000 05/03/2023 | 0.12% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.12% |
| FHMS K737 X1 IO 00.7514 10/25/2026 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.12% |
| GSMS 2014-GC24 XA IO 00.8658 09/10/2047 | 0.12% |
| CAS 2016-C07 2M2 04.4981 05/25/2029 | 0.12% |
| MSBAM 2013-C8 B 03.6942 12/15/2048 | 0.12% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.12% |
| AOMT 2020-6 A2 01.5910 05/25/2065 | 0.12% |
| FOX CORP 04.0300 01/25/2024 | 0.12% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.12% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.12% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.12% |
| VF CORP 02.0500 04/23/2022 | 0.12% |
| CAS 2014-C03 2M2 03.0481 07/25/2024 | 0.11% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.11% |
| MORGAN STANLEY 01.4518 01/20/2022 | 0.11% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.11% |
| WFRBS 2012-C8 D P/P 144A 05.0483 08/15/2045 | 0.11% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.11% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.11% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.11% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.11% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.11% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.11% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.11% |
| CAS 2016-C01 2M2 07.0981 08/25/2028 | 0.11% |
| DBUBS 2011-LC2A D P/P 144A 05.6704 07/10/2044 | 0.11% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.11% |
| HOF 2020-2 A1 01.6570 05/25/2065 | 0.11% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.11% |
| ANHEUSER-BUSCH INBEV FIN 02.6250 01/17/2023 | 0.11% |
| STACR 2017-DNA2 M2B 03.5981 10/25/2029 | 0.11% |
| ANZ NEW ZEALAND INTL P/P 144A 01.2445 01/25/2022 | 0.11% |
| BP CAPITAL MARKETS PLC USD 03.5610 11/01/2021 | 0.11% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.11% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.11% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.11% |
| JPMCC 2011-C5 D P/P 144A 05.6053 08/15/2046 | 0.10% |
| STACR 2015-DN1 M3 04.2981 01/25/2025 | 0.10% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.10% |
| SOUTHERN CO 02.3500 07/01/2021 | 0.10% |
| COMM 2014-CR20 XA IO 01.1741 11/10/2047 | 0.10% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.10% |
| RMIR 2019-2 M1B P/P 144A 01.8981 06/25/2029 | 0.10% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.10% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.10% |
| GSMBS 2020-NQM1 A3 02.3520 09/27/2060 | 0.10% |
| STACR 2020-DNA4 M1 01.6580 08/25/2050 | 0.10% |
| STAR 2018-IMC1 A1 03.7930 03/25/2048 | 0.10% |
| CAS 2016-C03 1M2 05.4481 10/25/2028 | 0.10% |
| COMM 2015-LC21 XA IO 00.8380 07/10/2048 | 0.10% |
| CAS 2014-C04 1M2 05.0481 11/25/2024 | 0.10% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.10% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.09% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.09% |
| CAS 2019-R07 1M2 02.2481 10/25/2039 | 0.09% |
| FISERV INC. 03.8000 10/01/2023 | 0.09% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.09% |
| PPL CAPITAL FUNDING INC 03.9500 03/15/2024 | 0.09% |
| VERUS 2019-INV1 A2 03.5040 12/25/2059 | 0.09% |
| CAS 2014-C02 1M2 02.7481 05/25/2024 | 0.09% |
| COMM 2012-CR2 B 04.3930 08/15/2045 | 0.09% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.09% |
| COMM 2015-CR26 XA IO 01.0805 10/10/2048 | 0.09% |
| ELANCO ANIMAL HEALTH 04.9120 08/27/2021 | 0.09% |
| JPMCC 2016-JP2 XA IO 01.9492 08/15/2049 | 0.09% |
| STACR 2018-HRP2 M2 01.3981 02/25/2047 | 0.09% |
| WFRBS 2011-C4 D P/P 144A 05.3897 06/15/2044 | 0.09% |
| BRAVO 2020-NQM1 A3 02.4060 05/25/2060 | 0.09% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.09% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.08% |
| CHARTER COMM OPT LLC/CAP 01.9010 02/01/2024 | 0.08% |
| NRZT 2019-NQM4 A3 02.7968 09/25/2059 | 0.08% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.08% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.08% |
| LIBERTY MUTUAL GROUP P/P 144A 05.0000 06/01/2021 | 0.08% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.08% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.08% |
| BMIR 2018-2A M1C P/P 144A 01.7481 08/25/2028 | 0.08% |
| NUTRIEN LTD USD 03.1500 10/01/2022 | 0.08% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.08% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.08% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.08% |
| WFRBS 2014-C23 XA IO 00.7111 10/15/2057 | 0.08% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.08% |
| DUPONT DE NEMOURS INC 03.7660 11/15/2020 | 0.08% |
| MSBAM 2013-C9 D P/P 144A 04.2566 05/15/2046 | 0.08% |
| RMIR 2019-1 M2 P/P 144A 03.3481 02/25/2029 | 0.08% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.08% |
| LENNAR CORP 04.5000 04/30/2024 | 0.08% |
| NRZT 2019-NQM4 A2 02.6444 09/25/2059 | 0.08% |
| FFML 2006-FF15 A5 00.3081 11/25/2036 | 0.08% |
| FHMS K738 XAM IO 01.4818 03/25/2027 | 0.08% |
| MSBAM 2015-C26 XA IO 01.1699 10/15/2048 | 0.08% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.08% |
| WFCM 2018-C48 XA 01.1194 01/15/2052 | 0.08% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.07% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.07% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.07% |
| VF CORP 02.4000 04/23/2025 | 0.07% |
| ELANCO ANIMAL HEALTH 05.2720 08/28/2023 | 0.07% |
| ZOETIS INC 03.4500 11/13/2020 | 0.07% |
| BANK OF AMERICA CORP 00.8750 06/25/2022 | 0.07% |
| CITIGROUP INC 01.2045 04/25/2022 | 0.07% |
| MSBAM 2013-C9 C 04.1686 05/15/2046 | 0.07% |
| US BANCORP 02.9500 07/15/2022 | 0.07% |
| WFCM 2017-C41 XA IO 01.3627 11/15/2050 | 0.07% |
| BANK 2017-BNK8 XA IO 00.8733 11/15/2050 | 0.07% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.07% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.07% |
| MWST 2019-1 A 00.9481 06/25/2052 | 0.07% |
| STACR 2014-HQ1 M3 04.2481 08/25/2024 | 0.07% |
| STACR 2017-DNA2 M2 03.5981 10/25/2029 | 0.07% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.07% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.07% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.07% |
| TRUIST FINANCIAL CORP 04.0000 05/01/2025 | 0.07% |
| CSMC 2016-NXSR XA IO 00.9088 12/15/2049 | 0.06% |
| GSMS 2011-GC5 C P/P 144A 05.5549 08/10/2044 | 0.06% |
| CGCMT 2014-GC19 C 05.2623 03/10/2047 | 0.06% |
| MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.06% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.06% |
| EMIR 2019-1 M1B 01.9481 04/25/2029 | 0.06% |
| FHMS K100 X1 IO 00.7699 09/25/2029 | 0.06% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.06% |
| FHMS KC06 X1 IO 00.9030 06/25/2026 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| STACR 2017-HQA3 02.4981 04/25/2030 | 0.06% |
| GSMS 2011-GC3 C P/P 144A 05.7514 03/10/2044 | 0.06% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.06% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.06% |
| JPMCC 2010-C2 D P/P 144A 05.8407 11/15/2043 | 0.06% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.06% |
| STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.06% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.05% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.05% |
| ZOETIS INC 03.2500 08/20/2021 | 0.05% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.05% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.05% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.05% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.05% |
| MARSH & MCLENNAN COS INC 03.5000 12/29/2020 | 0.05% |
| UBSCM 2018-C11 XA 00.9537 06/15/2051 | 0.05% |
| CIT BANK NA 02.9690 09/27/2025 | 0.05% |
| EVERSOURCE ENERGY 00.8000 08/15/2025 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.05% |
| MSC 2016-UB12 XA IO 00.8932 12/15/2049 | 0.05% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.05% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.05% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.05% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.05% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.05% |
| GSMS 2015-GC30 XA IO 00.8849 05/10/2050 | 0.05% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.05% |
| VIACOMCBS INC 03.3750 03/01/2022 | 0.05% |
| BECTON DICKINSON AND COMPANY 03.1250 11/08/2021 | 0.05% |
| TREASURY BILL 00.0000 11/05/2020 | 0.05% |
| GSMS 2010-C1 D P/P 144A 06.1251 08/10/2043 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.04% |
| STACR 2019-HQA4 M2 02.1981 11/25/2049 | 0.04% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 0.04% |
| CD 2017-CD6 XA IO 01.0669 11/13/2050 | 0.04% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.04% |
| AVIATION CAPITAL GRP P/P 144A 01.1960 06/01/2021 | 0.04% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.04% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.04% |
| WFCM 2013-LC12 C 04.4105 07/15/2046 | 0.04% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.04% |
| APPLE INC 02.1000 09/12/2022 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.04% |
| UBSCM 2017-C7 XA IO 01.1997 12/15/2050 | 0.04% |
| WFRBS 2014-C22 XA IO 00.9543 09/15/2057 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.03% |
| CAS 2019-HRP1 M2 02.2981 11/25/2039 | 0.03% |
| CSMC 2018-RPL7 A1 04.0000 08/26/2058 | 0.03% |
| EMERA US FINANCE LP 02.7000 06/15/2021 | 0.03% |
| AVIATION CAPITAL GRP P/P 144A 00.9383 07/30/2021 | 0.03% |
| GSMS 2014-GC18 C 05.1550 01/10/2047 | 0.03% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.03% |
| STACR 2014-HQ2 M3 03.8981 09/25/2024 | 0.03% |
| CAS 2019-R01 2M2 02.5981 07/25/2031 | 0.03% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.03% |
| CSAIL 2015-C1 XA IO 00.9762 04/15/2050 | 0.03% |
| JPMBB 2013-C14 C 04.8585 08/15/2046 | 0.03% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.03% |
| MSBAM 2013-C7 XA IO 01.4708 02/15/2046 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| COMM 2014-LC15 XA IO 01.2561 04/10/2047 | 0.03% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7481 10/25/2028 | 0.03% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.03% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.03% |
| CD 2016-CD1 XA IO 01.5270 08/10/2049 | 0.03% |
| COMM 2014-CR17 C 04.9450 05/10/2047 | 0.03% |
| EMIR 2018-1 M2 03.1751 11/25/2028 | 0.03% |
| JPMBB 2015-C31 XA IO 01.0265 08/15/2048 | 0.03% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.03% |
| COMM 2012-LC4 C 05.6148 12/10/2044 | 0.03% |
| GSMS 2014-GC22 C 04.8485 06/10/2047 | 0.03% |
| STACR 2014-HQ2 M2 02.3481 09/25/2024 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% |
| FISERV INC 04.7500 06/15/2021 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.03% |
| WFCM 2016-BNK1 XA IO 01.8888 08/15/2049 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.03% |
| CASH MGMT BILL 00.0000 12/22/2020 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.0498 07/10/2046 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.02% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.02% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.02% |
| NRZT 2018-4A A1M 01.0481 01/25/2048 | 0.02% |
| BANK OF AMERICA CORP 02.3280 10/01/2021 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3239 05/15/2045 | 0.02% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| STACR 2016-DNA3 M3 05.1481 12/25/2028 | 0.02% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.02% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.02% |
| COMM 2014-CR14 XA IO 00.7292 02/10/2047 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6389 02/10/2046 | 0.02% |
| SAMI 2007-AR7 1A1 00.9981 05/25/2047 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4105 07/15/2046 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7751 01/25/2046 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 04.4200 06/15/2021 | 0.02% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.02% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| TREASURY BILL 00.0000 10/08/2020 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.01% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.01% |
| STACR 2014-DN1 M2 02.3481 02/25/2024 | 0.01% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.01% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.01% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4513 05/10/2063 | 0.01% |
| WFCM 2016-C37 XA IO 01.1134 12/15/2049 | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.01% |
| VERUS 2019-2 A1 03.2110 05/25/2059 | 0.01% |
| CAS 2015-C01 2M2 04.6981 02/25/2025 | 0.01% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.01% |
| MSC 2012-C4 C P/P 144A 05.5994 03/15/2045 | 0.01% |
| STACR 2015-HQA2 M3 04.9481 05/25/2028 | 0.01% |
| WFCM 2015-C27 XA IO 01.0304 02/15/2048 | 0.01% |
| WFCM 2015-LC20 XB IO 00.6291 04/15/2050 | 0.01% |
| CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.01% |
| CASH MGMT BILL 00.0000 12/08/2020 | 0.01% |
| CMLTI 2005-2 1A2A 03.9686 05/25/2035 | 0.01% |
| GSAA 2006-8 2A2 00.3281 05/25/2036 | 0.01% |
| GSMS 2013-GC12 XA IO 01.5474 06/10/2046 | 0.01% |
| JPMBB 2014-C22 XA IO 00.9836 09/15/2047 | 0.01% |
| NMRR 2015-8R 4A1 03.1707 11/25/2047 | 0.01% |
| PPSI 2004-WCW2 M3 01.1981 10/25/2034 | 0.01% |
| WFCM 2010-C1 C P/P 144A 05.7317 11/15/2043 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| MSBAM 2013-C7 XB IO P/P 144A 00.4198 02/15/2046 | 0.01% |
| STACR 2015-HQ2 M2 02.0981 05/25/2025 | 0.01% |
| BUMT 2005-1 1A1 00.7481 09/25/2045 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5656 12/15/2047 | 0.01% |
| JPMCC 2013-C10 XA IO 01.1045 12/15/2047 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2342 08/15/2047 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1481 04/25/2027 | 0.01% |
| OMIR 2018-1A M1 01.6981 07/25/2028 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 05.0455 05/10/2063 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.01% |
| COMM 2014-CR17 XA IO 01.1312 05/10/2047 | 0.01% |
| WFRBS 2012-C10 C 04.5105 12/15/2045 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.2916 08/10/2046 | 0.01% |
| CWHL 2005-3 1A1 00.7681 04/25/2035 | 0.01% |
| FNR 2011-4 CS 12.6037 05/25/2040 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 00.7535 08/13/2021 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FNR 2005-75 GS 19.8056 08/25/2035 | 0.00% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.00% |
| STACR 2014-HQ3 M3 04.8981 10/25/2024 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| MLMI 2005-A2 A2 03.7759 02/25/2035 | 0.00% |
| AOMT 2017-1 A1 02.8100 01/25/2047 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| AOMT 2017-2 A1 02.4780 07/25/2047 | 0.00% |
| BMIR 2018-2A M1B P/P 144A 01.4981 08/25/2028 | 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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| FNR 2003-43 YA 04.0000 03/25/2033 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| MARSH & MCLENNAN COS INC 01.4179 12/29/2021 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.2436 03/15/2045 | 0.00% |
| BSCMS 2006-T22 E P/P 144A 06.1051 04/12/2038 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 2976 LC 23.8613 05/15/2035 | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3897 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.6240 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.1481 07/25/2025 | 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 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2005-68 PC 05.5000 07/25/2035 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W5 X IO 07.8761 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2841 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4342 11/15/2028 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.7433 12/12/2049 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4585 11/15/2048 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.03% |
Fixed income statistics as of 12/31/20
| Average effective maturity | 2.41 yrs. |
|---|---|
| Average effective duration | 1.74 yrs. |
| Average yield to maturity | 1.31% |
| Average coupon | 2.64% |
Maturity detail as of 12/31/20
| 0 - 1 yr. | 25.25% |
|---|---|
| 1 - 5 yrs. | 66.61% |
| 5 - 10 yrs. | 8.14% |
Quality rating as of 12/31/20
| AAA | 10.42% |
|---|---|
| AA | 13.67% |
| A | 24.86% |
| BBB | 29.87% |
| BB | 1.03% |
| B | 0.25% |
| CCC and Below | 0.07% |
| Not Rated | 3.44% |
| Net cash | 16.39% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. The effects of inflation may erode the value of your investment over time. 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. 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). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk, which means that they may increase in value less when interest rates decline and decline in value more when interest rates rise. The fund may have to invest the proceeds from prepaid investments, including mortgage- and asset-backed investments, in other investments with less attractive terms and yields. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. 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. The fund's prospectus lists additional risks. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. Ratings and portfolio credit quality will vary over time. Net cash, if any, represent the market value weights of cash, derivatives, and short-term securities in the portfolio. The fund itself has not been rated by an independent rating agency.
Country allocation as of 12/31/20
| United States | 93.67% |
|---|---|
| Canada | 1.74% |
| France | 0.95% |
| Switzerland | 0.95% |
| United Kingdom | 0.66% |
| Japan | 0.52% |
| Bermuda | 0.47% |
| Norway | 0.33% |
| Luxembourg | 0.27% |
| Other | 0.44% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.63% | 0.83% | 1.38% | 0.88% | 0.38% | 0.38% |
| What you pay | 0.63% | 0.83% | 1.38% | 0.88% | 0.38% | 0.38% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $50,000-$99,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $100,000-$249,999 | 1.25% / 1.00% | -- | 0.00% / 1.00% | -- | -- | -- |
| $250,000-$499,999 | 0.00% / 0.75% | -- | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 0.75% | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 0.75% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $250,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 0.75% | 1.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 0.00% | 1.00% | 1.00% | -- | -- | -- |
| 2 yrs. | -- | 0.50% | 0.00% | -- | -- | -- |
| 3 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 4 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 5 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 6 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 7+ yrs. | -- | -- | 0.00% | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $250,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The ICE BofA 1-3 Year U.S. Corporate Index is an unmanaged index U.S. investment-grade corporate debt with a remaining term to maturity of less than 3 years. The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. The ICE BofA U.S. Treasury Bill-ICE BofA 1-3 Year U.S. Corporate Linked Benchmark represents performance of the ICE BofA U.S. Treasury Bill Index from the inception date of the fund through May 31, 2018, and performance of the ICE BofA 1-3 Year U.S. Corporate Index from June 1, 2018 thereafter. You cannot invest directly in an index.
Each fund seeks to earn a positive total return that exceeds the rate of inflation by a targeted amount over a reasonable period of time regardless of market conditions. There can be no assurance that a fund will meet its objective. The fund is not intended to outperform stocks and bonds during strong market rallies. Consult your financial advisor to determine which fund fits into your investment goals and time horizon.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. The effects of inflation may erode the value of your investment over time. 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. 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). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk, which means that they may increase in value less when interest rates decline and decline in value more when interest rates rise. The fund may have to invest the proceeds from prepaid investments, including mortgage- and asset-backed investments, in other investments with less attractive terms and yields. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. 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. The fund's prospectus lists additional risks. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. Ratings and portfolio credit quality will vary over time. Net cash, if any, represent the market value weights of cash, derivatives, and short-term securities in the portfolio. The fund itself has not been rated by an independent rating agency.