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 |
$10.24
0.00% | $0.00 |
$10.29
03/05/20 |
$9.50
03/24/20 |
Fund facts as of 09/30/20
Total net assets
$1,939.97M
$1,939.97M
Turnover (fiscal year end)
18%
18%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
591
591
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
Portfolio Manager
Co-Chief Investment Officer, Fixed Income
Portfolio Manager
Literature
Fund documents |
| Fund Profile (PDF) |
| Fact Sheet (Y share) (PDF) |
| Prospectuses/SAI |
| Annual Report (PDF) |
| Semiannual Report (PDF) |
Performance
Total return (%) as of 09/30/20
Annual performance as of 09/30/20
Annualized Total return (%) as of 09/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 3.07% | 3.30% | 3.09% | 2.04% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA 1-3 Year U.S. Corporate Index | 4.31% | 3.46% | 2.91% | 2.51% |
| ICEBofA US TBill-ICEBofA 1-3yr US Corp Linkd Bench | 4.31% | 3.74% | 2.42% | 1.26% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 09/30/20 | 0.13% | - | |
| YTD as of 10/20/20 | 2.57% | - | |
Yield
| Distribution rate before sales charge as of 10/20/20 |
1.61% |
|---|---|
| Distribution rate after sales charge as of 10/20/20 |
1.61% |
| 30-day SEC yield as of 09/30/20 | 0.91% |
Risk-adjusted performance as of 09/30/20
| Sharpe ratio (3 yrs.) | 0.61 |
|---|---|
| Information ratio (3 yrs.) | -0.49 |
Volatility as of 09/30/20
| Standard deviation (3 yrs.) | 2.84% |
|---|---|
| Beta | 1.15 |
| R-squared | 0.92 |
Lipper rankings as of 09/30/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 210/374 | 56% |
| 3 yrs. | 27/336 | 9% |
| 5 yrs. | 23/296 | 8% |
| 10 yrs. | 70/189 | 37% |
Morningstar Ratings™ as of 09/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 515 | |
| 3 yrs. | 515 | |
| 5 yrs. | 459 | |
| 10 yrs. | 297 |
Distributions
| Accrual days | 30 |
|---|---|
| Accrual start date | 09/01/20 |
| Accrual end date | 09/30/20 |
| Payable date | 09/30/20 |
| Income | $0.01372035 |
| 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 | 1.17% |
|---|---|
| Jpmorgan Chase 03.8750 09/10/2024 | 1.03% |
| 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 03.6250 02/20/2024 | 0.82% |
| Abbvie P/P 144a 02.6000 11/21/2024 | 0.71% |
| Stacr 2016-Dna2 M3 04.7981 10/25/2028 | 0.70% |
| Comcast Corporation 03.7000 04/15/2024 | 0.69% |
| Morgan Stanley 03.8750 01/27/2026 | 0.64% |
| CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.60% |
| Top 10 holdings, percent of portfolio | 8.12% |
| 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 | |
| Top 10 holdings as of 08/31/20 | |
|---|---|
| At&T 04.1250 02/17/2026 | |
| Jpmorgan Chase 03.8750 09/10/2024 | |
| 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 | |
| Comcast Corporation 03.7000 04/15/2024 | |
| Cas 2017-C01 1m2 03.7251 07/25/2029 | |
| Morgan Stanley 03.8750 01/27/2026 | |
| Chevron Usa 00.6870 08/12/2025 | |
| Stacr 2016-Dna2 M3 04.8251 10/25/2028 | |
| Holdings represent 8.21% of portfolio | |
| Top 10 holdings as of 07/31/20 | |
|---|---|
| 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 | |
| Comcast Corporation 03.7000 04/15/2024 | |
| Cas 2017-C01 1m2 03.7216 07/25/2029 | |
| Stacr 2016-Dna2 M3 04.8216 10/25/2028 | |
| Novartis Capital Corp 01.7500 02/14/2025 | |
| Citigroup 04.0440 06/01/2024 | |
| Wells Fargo Company 03.7500 01/24/2024 | |
| Jpmorgan Chase 03.3750 05/01/2023 | |
| Holdings represent 7.39% of portfolio | |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Cas 2017-C01 1m2 03.7345 07/25/2029 | |
| Abbvie P/P 144a 02.6000 11/21/2024 | |
| Comcast Corporation 03.7000 04/15/2024 | |
| Stacr 2016-Dna2 M3 04.8345 10/25/2028 | |
| Novartis Capital Corp 01.7500 02/14/2025 | |
| Citigroup 04.0440 06/01/2024 | |
| Wells Fargo Company 03.7500 01/24/2024 | |
| Jpmorgan Chase 03.3750 05/01/2023 | |
| Holdings represent 7.83% of portfolio | |
| 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% |
| AT&T INC. 04.1250 02/17/2026 | 1.24% |
|---|---|
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.92% |
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 0.86% |
| ABBVIE INC P/P 144A 02.6000 11/21/2024 | 0.75% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.72% |
| CAS 2017-C01 1M2 03.7251 07/25/2029 | 0.68% |
| CHEVRON USA INC 00.6870 08/12/2025 | 0.62% |
| STACR 2016-DNA2 M3 04.8251 10/25/2028 | 0.62% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.60% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.57% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.56% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.55% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.54% |
| US BANCORP 01.4500 05/12/2025 | 0.53% |
| BRISTOL-MYERS P/P 02.9000 07/26/2024 | 0.52% |
| APPLE INC 01.1250 05/11/2025 | 0.50% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.50% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.49% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.49% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.48% |
| T-MOBILE USA INC P/P 144A 03.5000 04/15/2025 | 0.48% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.47% |
| CAS 2016-C01 1M2 06.9251 08/25/2028 | 0.45% |
| BARCLAYS BANK PLC USD 01.7000 05/12/2022 | 0.44% |
| GENERAL MOTORS FINL CO 01.7000 08/18/2023 | 0.44% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.44% |
| KEURIG DR PEPPER INC 03.5510 05/25/2021 | 0.42% |
| STACR 2016-DNA1 M3 05.7251 07/25/2028 | 0.42% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.42% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.41% |
| BROADCOM INC 04.7000 04/15/2025 | 0.40% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.40% |
| INTERCONTINENTALEXCHANGE 00.7000 06/15/2023 | 0.40% |
| PNC BANK NA 03.3000 10/30/2024 | 0.40% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.40% |
| TRUIST BANK 03.2000 04/01/2024 | 0.39% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.39% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.39% |
| ORACLE CORP 02.5000 04/01/2025 | 0.38% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.38% |
| OTIS WORLDWIDE CORP P/P 144A 02.0560 04/05/2025 | 0.37% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.37% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.37% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.37% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.37% |
| CAS 2016-C06 1M2 04.4251 04/25/2029 | 0.37% |
| NORTHROP GRUMMAN CORP 02.5500 10/15/2022 | 0.36% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.36% |
| CAS 2017-C02 2ED3 01.5251 09/25/2029 | 0.36% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.36% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.35% |
| APPLE INC 02.8500 05/11/2024 | 0.35% |
| ETP LEGACY LP 29277EJ13 DCP 09/01/2020 | 0.35% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.34% |
| TRUIST BANK 01.5000 03/10/2025 | 0.34% |
| JPMBB 2014-C19 C 04.8330 04/15/2047 | 0.33% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.33% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.33% |
| MET LIFE GLOB FUNDIN P/P 144A 02.5000 12/03/2020 | 0.33% |
| CAS 2016-C02 1M2 06.1751 09/25/2028 | 0.32% |
| CAS 2017-C01 1EB1 01.4251 07/25/2029 | 0.32% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.32% |
| STACR 2015-DNA3 M3 04.8751 04/25/2028 | 0.32% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.32% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.32% |
| BROADCOM INC 03.4590 09/15/2026 | 0.31% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.31% |
| HSBC USA INC 05.0000 09/27/2020 | 0.31% |
| MSBAM 2012-C5 E P/P 144A 04.8316 08/15/2045 | 0.31% |
| DBUBS 2011-LC3A D P/P 144A 05.5128 08/10/2044 | 0.31% |
| CAS 2015-C04 1M2 05.8751 04/25/2028 | 0.30% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.30% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.30% |
| LNSTR 2015-3 AS P/P 144A 03.3595 04/20/2048 | 0.30% |
| STACR 2018-HRP2 M3 02.5751 02/25/2047 | 0.30% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.29% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.29% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.29% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.29% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.29% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.28% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.28% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.28% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.28% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.28% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.28% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.28% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.28% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.28% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.28% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.27% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.27% |
| CAS 2017-C07 1EB2 01.1751 05/25/2030 | 0.27% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.27% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.27% |
| STACR 2015-DNA2 M3 04.0751 12/25/2027 | 0.26% |
| APPLE INC 00.5500 08/20/2025 | 0.26% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.26% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.26% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.26% |
| ALPHABET INC 03.3750 02/25/2024 | 0.26% |
| BOEING CO 04.5080 05/01/2023 | 0.26% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.25% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.25% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.25% |
| JPMBB 2013-C15 D P/P 144A 05.3719 11/15/2045 | 0.24% |
| JPMCC 2010-C2 C P/P 144A 05.8374 11/15/2043 | 0.24% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.24% |
| NHLT 2019-2A M3 P/P 144A 03.1314 11/25/2029 | 0.24% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.24% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.24% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.23% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.23% |
| SPST 2020-6 A 01.9333 09/07/2021 | 0.23% |
| JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.23% |
| US BANCORP 03.6000 09/11/2024 | 0.23% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.23% |
| FISERV INC 02.7500 07/01/2024 | 0.23% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.22% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.22% |
| MYLAN NV 03.1500 06/15/2021 | 0.22% |
| MRAFT 2020-2 A1 01.9054 05/29/2022 | 0.22% |
| WFRBS 2011-C2 D P/P 144A 05.8499 02/15/2044 | 0.22% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.21% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.21% |
| UPJOHN INC P/P 144A 01.6500 06/22/2025 | 0.21% |
| UBSBB 2012-C3 AS P/P 144A 03.8140 08/10/2049 | 0.21% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.21% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.21% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.21% |
| RBIT 2020-2 A 01.7063 06/25/2030 | 0.20% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.20% |
| SPST 2019-7 A 00.8833 09/24/2020 | 0.20% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.20% |
| SHRP 2020-1 NOTE 03.1500 07/25/2024 | 0.20% |
| CSAIL 2018-CX12 IO 00.7701 08/15/2051 | 0.20% |
| UNITEDHEALTH GROUP INC 03.3500 07/15/2022 | 0.20% |
| MSC 2018-H4 XA 01.0306 12/15/2051 | 0.20% |
| AOMT 2020-5 A3 02.0410 05/25/2065 | 0.20% |
| ALPHABET INC 00.4500 08/15/2025 | 0.20% |
| COMM 2014-UBS6 AM 04.0480 12/10/2047 | 0.20% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.20% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.19% |
| NEXTERA ENERGY CAPITAL 02.4030 09/01/2021 | 0.19% |
| SPST 2020-2 A 01.0043 03/26/2021 | 0.19% |
| WFRBS 2011-C5 C P/P 144A 05.8444 11/15/2044 | 0.19% |
| MFRA 2020-NQM1 A3 02.3000 08/25/2049 | 0.19% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.19% |
| STACR 2019-DNA1 M2 02.8251 01/25/2049 | 0.19% |
| WFCM 2018-C44 XA IO 00.9118 05/15/2051 | 0.19% |
| WFCM 2019-C50 XA IO 01.5879 05/15/2052 | 0.19% |
| MSBAM 2016-C32 XA IO 00.8556 12/15/2049 | 0.18% |
| MSBAM 2017-C34 XA IO 00.9478 11/15/2052 | 0.18% |
| SPST 2019-11 A 00.9333 10/24/2020 | 0.18% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.18% |
| GSMS 2011-GC5 B P/P 144A 05.5550 08/10/2044 | 0.18% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 01/12/2024 | 0.18% |
| CAS 2014-C02 2M2 02.7751 05/25/2024 | 0.18% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.18% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.18% |
| STACR 2016-DNA4 M3 03.9751 03/25/2029 | 0.18% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.18% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.17% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.17% |
| TRUIST BANK 02.1500 12/06/2024 | 0.17% |
| CAS 2015-C04 2M2 05.7251 04/25/2028 | 0.17% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.17% |
| MSBAM 2014-C15 D P/P 144A 05.0704 04/15/2047 | 0.17% |
| OMNICOM GP/OMNICOM CAP 03.6250 05/01/2022 | 0.17% |
| CAS 2014-C04 2M2 05.1751 11/25/2024 | 0.17% |
| FHMS KW10 X1 IO 00.7737 09/25/2029 | 0.17% |
| SPST 2020-WL1 A 01.3251 06/25/2051 | 0.17% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.17% |
| BANK 2017-BNK9 XA IO 00.9465 11/15/2054 | 0.17% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.17% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.16% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.16% |
| JPMCC 2011-C4 C P/P 144A 05.5255 07/15/2046 | 0.16% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.16% |
| MRAIT 2020-2 A 01.3119 10/22/2020 | 0.16% |
| CAS 2014-C01 M2 04.5751 01/25/2024 | 0.16% |
| APPLE INC 03.2000 05/13/2025 | 0.15% |
| GSMS 2010-C2 D P/P 144A 05.4064 12/10/2043 | 0.15% |
| CISCO SYSTEMS INC 01.8500 09/20/2021 | 0.15% |
| UBSBB 2012-C3 C P/P 144A 05.1978 08/10/2049 | 0.15% |
| BMIR 2020-2A M1A 02.6330 08/26/2030 | 0.15% |
| MSC 2018-L1 XA IO 00.6847 10/15/2051 | 0.15% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.15% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.15% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.15% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.15% |
| PNC BANK NA 02.0280 12/09/2022 | 0.15% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.14% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.14% |
| FHMS K048 X1 IO 00.3657 06/25/2025 | 0.14% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.14% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.14% |
| ZOETIS INC 03.2500 02/01/2023 | 0.14% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.14% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.14% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.14% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.14% |
| TRUIST BANK 03.6890 08/02/2024 | 0.14% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.14% |
| CITIBANK NA 03.1650 02/19/2022 | 0.14% |
| GSMS 2011-GC3 D P/P 144A 05.7515 03/10/2044 | 0.14% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.14% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.14% |
| WFCM 2010-C1 C P/P 144A 05.8001 11/15/2043 | 0.13% |
| EQUINIX INC 02.6250 11/18/2024 | 0.13% |
| MRAFT 2020-4 A1 01.5054 04/23/2023 | 0.13% |
| GOLDMAN SACHS GROUP INC 01.4501 11/15/2021 | 0.13% |
| CFCRE 2016-C4 XA IO 01.8528 05/10/2058 | 0.13% |
| CD 2016-CD2 XA IO 00.7855 11/10/2049 | 0.13% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.13% |
| FHMS K109 XAM IO 01.9158 04/25/2030 | 0.13% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.13% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.13% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.13% |
| CAS 2013-C01 M2 05.4251 10/25/2023 | 0.13% |
| COMM 2014-CR16 A4 04.0510 04/10/2047 | 0.13% |
| STACR 2017-DNA3 M2B 02.6751 03/25/2030 | 0.13% |
| APPLE INC 02.4000 05/03/2023 | 0.13% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.13% |
| CAS 2014-C03 2M2 03.0751 07/25/2024 | 0.13% |
| GSMS 2014-GC24 XA IO 00.8661 09/10/2047 | 0.13% |
| STACR 2015-DN1 M3 04.3251 01/25/2025 | 0.13% |
| CAS 2016-C01 2M2 07.1251 08/25/2028 | 0.12% |
| FHMS K737 X1 IO 00.7515 10/25/2026 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.12% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.12% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.12% |
| CAS 2016-C07 2M2 04.5251 05/25/2029 | 0.12% |
| MSBAM 2013-C8 B 03.6943 12/15/2048 | 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% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.12% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.12% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.12% |
| MORGAN STANLEY 01.4518 01/20/2022 | 0.12% |
| RBIT 2019-1 M3 P/P 144A 03.0110 07/25/2029 | 0.12% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.12% |
| HOF 2020-2 A1 01.6570 05/25/2065 | 0.12% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.12% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.12% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.12% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.12% |
| WFRBS 2012-C8 D P/P 144A 05.0485 08/15/2045 | 0.12% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.12% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.12% |
| ANHEUSER-BUSCH INBEV FIN 02.6250 01/17/2023 | 0.11% |
| ECOLAB INC 04.3500 12/08/2021 | 0.11% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.11% |
| ANZ NEW ZEALAND INTL P/P 144A 01.2445 01/25/2022 | 0.11% |
| CAS 2016-C04 1M2 04.4251 01/25/2029 | 0.11% |
| DBUBS 2011-LC2A D P/P 144A 05.6704 07/10/2044 | 0.11% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.11% |
| BP CAPITAL MARKETS PLC USD 03.5610 11/01/2021 | 0.11% |
| CAS 2016-C03 1M2 05.4751 10/25/2028 | 0.11% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.11% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.11% |
| COMM 2014-CR20 XA IO 01.1745 11/10/2047 | 0.11% |
| JPMCC 2011-C5 D P/P 144A 05.6054 08/15/2046 | 0.11% |
| STAR 2018-IMC1 A1 03.7930 03/25/2048 | 0.11% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.11% |
| GSMBS 2020-NQM1 A3 02.3520 09/27/2060 | 0.11% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.11% |
| SOUTHERN CO 02.3500 07/01/2021 | 0.11% |
| STACR 2017-DNA1 M2 03.4251 07/25/2029 | 0.11% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.11% |
| RMIR 2019-2 M1B P/P 144A 01.9251 06/25/2029 | 0.11% |
| CAS 2019-R07 1M2 02.2751 10/25/2039 | 0.11% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.11% |
| CAS 2014-C04 1M2 05.0751 11/25/2024 | 0.10% |
| STACR 2020-DNA4 M1 01.6580 08/25/2050 | 0.10% |
| COMM 2015-LC21 XA IO 00.8384 07/10/2048 | 0.10% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.10% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.10% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.10% |
| DIAMOND 1 FIN/DIAMON P/P 144A 04.4200 06/15/2021 | 0.10% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.10% |
| BRAVO 2020-NQM1 A3 02.4060 05/25/2060 | 0.10% |
| CAS 2014-C02 1M2 02.7751 05/25/2024 | 0.10% |
| FISERV INC. 03.8000 10/01/2023 | 0.10% |
| COMM 2015-CR26 XA IO 01.0815 10/10/2048 | 0.09% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 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 05.3898 06/15/2044 | 0.09% |
| COMM 2012-CR2 B 04.3930 08/15/2045 | 0.09% |
| JPMCC 2010-C2 D P/P 144A 05.8374 11/15/2043 | 0.09% |
| TREASURY BILL 00.0000 09/10/2020 | 0.09% |
| JPMCC 2016-JP2 XA IO 01.9496 08/15/2049 | 0.09% |
| ELANCO ANIMAL HEALTH 04.9120 08/27/2021 | 0.09% |
| CHARTER COMM OPT LLC/CAP 01.9010 02/01/2024 | 0.09% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.09% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.09% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.09% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.09% |
| LIBERTY MUTUAL GROUP P/P 144A 05.0000 06/01/2021 | 0.09% |
| NRZT 2019-NQM4 A3 02.7968 09/25/2059 | 0.09% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.09% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.09% |
| NUTRIEN LTD USD 03.1500 10/01/2022 | 0.08% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.08% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.08% |
| WFRBS 2014-C23 XA IO 00.7115 10/15/2057 | 0.08% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.08% |
| BMIR 2018-2A M1C P/P 144A 01.7751 08/25/2028 | 0.08% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.08% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.08% |
| DUPONT DE NEMOURS INC 03.7660 11/15/2020 | 0.08% |
| FFML 2006-FF15 A5 00.3351 11/25/2036 | 0.08% |
| FHMS K738 XAM IO 01.4818 03/25/2027 | 0.08% |
| LENNAR CORP 04.5000 04/30/2024 | 0.08% |
| MSBAM 2013-C9 D P/P 144A 04.2568 05/15/2046 | 0.08% |
| MSBAM 2015-C26 XA IO 01.1703 10/15/2048 | 0.08% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.08% |
| NRZT 2019-NQM4 A2 02.6444 09/25/2059 | 0.08% |
| RMIR 2019-1 M2 P/P 144A 03.3751 02/25/2029 | 0.08% |
| WFCM 2018-C48 XA 01.1198 01/15/2052 | 0.08% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.08% |
| STACR 2014-HQ1 M3 04.2751 08/25/2024 | 0.08% |
| ELANCO ANIMAL HEALTH 05.2720 08/28/2023 | 0.08% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.08% |
| VF CORP 02.4000 04/23/2025 | 0.08% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.08% |
| MOODY'S CORPORATION 02.7500 12/15/2021 | 0.08% |
| WFCM 2017-C41 XA IO 01.3638 11/15/2050 | 0.08% |
| ZOETIS INC 03.4500 11/13/2020 | 0.08% |
| BANK OF AMERICA CORP 00.9469 06/25/2022 | 0.08% |
| CITIGROUP INC 01.2045 04/25/2022 | 0.08% |
| MSBAM 2013-C9 C 04.1688 05/15/2046 | 0.08% |
| US BANCORP 02.9500 07/15/2022 | 0.08% |
| BANK 2017-BNK8 XA IO 00.8738 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 00.9751 06/25/2052 | 0.07% |
| TREASURY BILL 00.0000 09/08/2020 | 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 00.9106 12/15/2049 | 0.07% |
| CGCMT 2014-GC19 C 05.2623 03/10/2047 | 0.07% |
| GSMS 2011-GC5 C P/P 144A 05.5550 08/10/2044 | 0.07% |
| EMIR 2019-1 M1B 01.9751 04/25/2029 | 0.07% |
| MSRR 2015-R4 CB1 00.9973 08/26/2047 | 0.07% |
| FHMS K100 X1 IO 00.7700 09/25/2029 | 0.06% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.06% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.06% |
| FHMS KC06 X1 IO 00.9030 06/25/2026 | 0.06% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 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% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.06% |
| GSMS 2011-GC3 C P/P 144A 05.7515 03/10/2044 | 0.06% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.06% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.06% |
| STACR 2019-DNA2 M2 02.6251 03/25/2049 | 0.06% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.06% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.06% |
| ZOETIS INC 03.2500 08/20/2021 | 0.06% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.06% |
| STACR 2018-HRP2 M2 01.4251 02/25/2047 | 0.06% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.06% |
| MARSH & MCLENNAN COS INC 03.5000 12/29/2020 | 0.06% |
| MSC 2016-UB12 XA IO 00.8956 12/15/2049 | 0.06% |
| UBSCM 2018-C11 XA 00.9546 06/15/2051 | 0.06% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.05% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.05% |
| CIT BANK NA 02.9690 09/27/2025 | 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% |
| JPMORGAN CHASE & CO 00.9179 06/18/2022 | 0.05% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.05% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.05% |
| STACR 2016-HQA4 M3 04.0751 04/25/2029 | 0.05% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.05% |
| GSMS 2015-GC30 XA IO 00.8854 05/10/2050 | 0.05% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.05% |
| STACR 2017-HQA3 02.5251 04/25/2030 | 0.05% |
| MWST 2018-W1 A 01.0251 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% |
| CD 2017-CD6 XA IO 01.0958 11/13/2050 | 0.05% |
| STACR 2016-HQA3 M3 04.0251 03/25/2029 | 0.05% |
| TREASURY BILL 00.0000 11/05/2020 | 0.05% |
| GSMS 2010-C1 D P/P 144A 06.1248 08/10/2043 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.05% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.05% |
| STACR 2019-HQA4 M2 02.2251 11/25/2049 | 0.05% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 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 04.4107 07/15/2046 | 0.04% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.04% |
| STACR 2014-HQ2 M2 02.3751 09/25/2024 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.04% |
| UBSCM 2017-C7 XA IO 01.2009 12/15/2050 | 0.04% |
| WFRBS 2014-C22 XA IO 00.9548 09/15/2057 | 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 02.3251 11/25/2039 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.04% |
| CSMC 2018-RPL7 A1 04.0000 08/26/2058 | 0.04% |
| EMERA US FINANCE LP 02.7000 06/15/2021 | 0.04% |
| AVIATION CAPITAL GRP P/P 144A 00.9383 07/30/2021 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.04% |
| STACR 2014-HQ2 M3 03.9251 09/25/2024 | 0.04% |
| CAS 2019-R01 2M2 02.6251 07/25/2031 | 0.03% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.03% |
| CSAIL 2015-C1 XA IO 00.9766 04/15/2050 | 0.03% |
| GSMS 2014-GC18 C 05.1550 01/10/2047 | 0.03% |
| JPMBB 2013-C14 C 04.8585 08/15/2046 | 0.03% |
| MSBAM 2013-C7 XA IO 01.4720 02/15/2046 | 0.03% |
| COMM 2014-LC15 XA IO 01.2569 04/10/2047 | 0.03% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 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 01.5288 08/10/2049 | 0.03% |
| EMIR 2018-1 M2 03.1751 11/25/2028 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7751 10/25/2028 | 0.03% |
| JPMBB 2015-C31 XA IO 01.0270 08/15/2048 | 0.03% |
| COMM 2014-CR17 C 04.9451 05/10/2047 | 0.03% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| COMM 2012-LC4 C 05.7203 12/10/2044 | 0.03% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.03% |
| GSMS 2014-GC22 C 04.8466 06/10/2047 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| WFCM 2016-BNK1 XA IO 01.8906 08/15/2049 | 0.03% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.03% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% |
| FISERV INC 04.7500 06/15/2021 | 0.03% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.03% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.0498 07/10/2046 | 0.03% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.03% |
| STACR 2017-DNA2 M2 03.6251 10/25/2029 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| NRZT 2018-4A A1M 01.0751 01/25/2048 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.02% |
| BANK OF AMERICA CORP 02.3280 10/01/2021 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3240 05/15/2045 | 0.02% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.02% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.02% |
| COMM 2014-CR14 XA IO 00.7302 02/10/2047 | 0.02% |
| STACR 2016-DNA3 M3 05.1751 12/25/2028 | 0.02% |
| MSC 2005-IQ10 E P/P 144A 05.8057 09/15/2042 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6399 02/10/2046 | 0.02% |
| SAMI 2007-AR7 1A1 01.0251 05/25/2047 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4107 07/15/2046 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| STACR 2014-DN1 M2 02.3751 02/25/2024 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7751 01/25/2046 | 0.02% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.02% |
| STACR 2019-HQA1 M2 02.5251 02/25/2049 | 0.02% |
| CAS 2015-C02 2M2 04.1751 05/25/2025 | 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 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4529 05/10/2063 | 0.02% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.01% |
| STACR 2015-HQ2 M2 02.1251 05/25/2025 | 0.01% |
| WFCM 2016-C37 XA IO 01.1159 12/15/2049 | 0.01% |
| CAS 2015-C01 2M2 04.7251 02/25/2025 | 0.01% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.01% |
| VERUS 2019-2 A1 03.2110 05/25/2059 | 0.01% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.01% |
| STACR 2015-HQA2 M3 04.9751 05/25/2028 | 0.01% |
| WFCM 2015-C27 XA IO 01.0306 02/15/2048 | 0.01% |
| WFCM 2015-LC20 XB IO 00.6292 04/15/2050 | 0.01% |
| CAS 2016-C03 2M2 06.0751 10/25/2028 | 0.01% |
| CMLTI 2005-2 1A2A 04.0630 05/25/2035 | 0.01% |
| GSMS 2013-GC12 XA IO 01.5485 06/10/2046 | 0.01% |
| JPMBB 2014-C22 XA IO 00.9841 09/15/2047 | 0.01% |
| MSC 2012-C4 C P/P 144A 05.5994 03/15/2045 | 0.01% |
| NMRR 2015-8R 4A1 03.3222 11/25/2047 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GSAA 2006-8 2A2 00.3551 05/25/2036 | 0.01% |
| MSBAM 2013-C7 XB IO P/P 144A 00.4199 02/15/2046 | 0.01% |
| PPSI 2004-WCW2 M3 01.2251 10/25/2034 | 0.01% |
| TREASURY BILL 00.0000 09/03/2020 | 0.01% |
| COLT 2018-2 A1 03.4700 07/27/2048 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5655 12/15/2047 | 0.01% |
| JPMCC 2013-C10 XA IO 01.1058 12/15/2047 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2645 08/15/2047 | 0.01% |
| OMIR 2018-1A M1 01.7251 07/25/2028 | 0.01% |
| BUMT 2005-1 1A1 00.7751 09/25/2045 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| COMM 2014-CR17 XA IO 01.1317 05/10/2047 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1751 04/25/2027 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 05.0456 05/10/2063 | 0.01% |
| WFRBS 2012-C10 C 04.5107 12/15/2045 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.2927 08/10/2046 | 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% |
| CWHL 2005-3 1A1 00.7951 04/25/2035 | 0.01% |
| FNR 2011-4 CS 12.5497 05/25/2040 | 0.01% |
| STACR 2014-HQ3 M3 04.9251 10/25/2024 | 0.01% |
| AOMT 2017-1 A1 02.8100 01/25/2047 | 0.00% |
| 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 19.7246 08/25/2035 | 0.00% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.00% |
| BMIR 2018-2A M1B P/P 144A 01.5251 08/25/2028 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| MLMI 2005-A2 A2 03.7815 02/25/2035 | 0.00% |
| BSCMS 2006-T22 E P/P 144A 06.1041 04/12/2038 | 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% |
| 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 01.5060 12/29/2021 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.2447 03/15/2045 | 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 23.8264 05/15/2035 | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| FNW 1998-W2 X IO 00.5183 06/25/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3898 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.6243 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.1751 07/25/2025 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 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 01.8399 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2831 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4312 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 00.7447 12/12/2049 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4586 11/15/2048 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.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.A.6 2063-05-11 200.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | -0.01% |
| 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.03% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.99% |
|---|---|
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 0.93% |
| ABBVIE INC P/P 144A 02.6000 11/21/2024 | 0.80% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.78% |
| CAS 2017-C01 1M2 03.7216 07/25/2029 | 0.78% |
| STACR 2016-DNA2 M3 04.8216 10/25/2028 | 0.67% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.61% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.60% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.59% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.58% |
| US BANCORP 01.4500 05/12/2025 | 0.57% |
| BOEING CO 04.5080 05/01/2023 | 0.55% |
| APPLE INC 01.1250 05/11/2025 | 0.54% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.54% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.53% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.53% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.52% |
| CAS 2016-C01 1M2 06.9216 08/25/2028 | 0.52% |
| T-MOBILE USA INC P/P 144A 03.5000 04/15/2025 | 0.52% |
| STACR 2016-DNA1 M3 05.7216 07/25/2028 | 0.48% |
| BARCLAYS BANK PLC USD 01.7000 05/12/2022 | 0.48% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.47% |
| KEURIG DR PEPPER INC 03.5510 05/25/2021 | 0.46% |
| EFMT 2020-1 A1 02.0060 06/25/2065 | 0.45% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.45% |
| CAS 2017-C02 2ED3 01.5216 09/25/2029 | 0.45% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.44% |
| BROADCOM INC P/P 144A 04.7000 04/15/2025 | 0.43% |
| PNC BANK NA 03.3000 10/30/2024 | 0.43% |
| AT&T INC 03.8000 03/01/2024 | 0.43% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.43% |
| TRUIST BANK 03.2000 04/01/2024 | 0.43% |
| CAS 2016-C06 1M2 04.4216 04/25/2029 | 0.42% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.42% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.42% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.42% |
| ORACLE CORP 02.5000 04/01/2025 | 0.41% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.41% |
| OTIS WORLDWIDE CORP P/P 144A 02.0560 04/05/2025 | 0.40% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.40% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.40% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.40% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.39% |
| NORTHROP GRUMMAN CORP 02.5500 10/15/2022 | 0.39% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.39% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.38% |
| APPLE INC 02.8500 05/11/2024 | 0.38% |
| CAS 2016-C02 1M2 06.1716 09/25/2028 | 0.37% |
| TRUIST BANK 01.5000 03/10/2025 | 0.36% |
| STACR 2015-DNA3 M3 04.8716 04/25/2028 | 0.36% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.36% |
| JPMBB 2014-C19 C 04.6773 04/15/2047 | 0.36% |
| MET LIFE GLOB FUNDIN P/P 144A 02.5000 12/03/2020 | 0.35% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.35% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.35% |
| CAS 2017-C01 1EB1 01.4216 07/25/2029 | 0.34% |
| CAS 2015-C04 1M2 05.8716 04/25/2028 | 0.34% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.34% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.34% |
| BROADCOM INC P/P 144A 03.4590 09/15/2026 | 0.34% |
| HSBC USA INC 05.0000 09/27/2020 | 0.33% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.33% |
| MSBAM 2012-C5 E P/P 144A 04.6759 08/15/2045 | 0.33% |
| STACR 2015-DNA2 M3 04.0716 12/25/2027 | 0.33% |
| DBUBS 2011-LC3A D P/P 144A 05.3349 08/10/2044 | 0.32% |
| LNSTR 2015-3 AS P/P 144A 03.2115 04/20/2048 | 0.32% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.32% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.32% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.32% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.31% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.31% |
| STACR 2018-HRP2 M3 02.5716 02/25/2047 | 0.31% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.31% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.31% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.31% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.31% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.31% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.30% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.30% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.30% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.30% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.30% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.30% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.30% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.29% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.29% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.29% |
| CAS 2017-C07 1EB2 01.1716 05/25/2030 | 0.29% |
| AT&T INC. 03.4000 05/15/2025 | 0.29% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.28% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.28% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.28% |
| ALPHABET INC 03.3750 02/25/2024 | 0.28% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.27% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.27% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.27% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.26% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.26% |
| NHLT 2019-2A M3 P/P 144A 03.1314 11/25/2029 | 0.26% |
| JPMCC 2010-C2 C P/P 144A 05.6491 11/15/2043 | 0.26% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.26% |
| JPMBB 2013-C15 D P/P 144A 05.1989 11/15/2045 | 0.26% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.25% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.25% |
| SPST 2020-6 A 01.9290 09/07/2021 | 0.25% |
| US BANCORP 03.6000 09/11/2024 | 0.25% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.25% |
| FISERV INC 02.7500 07/01/2024 | 0.24% |
| JPMBB 2013-C12 C 04.0997 07/15/2045 | 0.24% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.24% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.24% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.24% |
| MYLAN NV 03.1500 06/15/2021 | 0.24% |
| MRAFT 2020-2 A1 01.9383 05/30/2022 | 0.23% |
| WFRBS 2011-C2 D P/P 144A 05.6624 02/15/2044 | 0.23% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.23% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.23% |
| RBIT 2020-2 A 01.7063 06/25/2030 | 0.23% |
| UPJOHN INC P/P 144A 01.6500 06/22/2025 | 0.23% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.23% |
| UBSBB 2012-C3 AS P/P 144A 03.8140 08/10/2049 | 0.23% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.22% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.22% |
| CSAIL 2018-CX12 IO 00.6121 08/15/2051 | 0.22% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.22% |
| SPST 2019-7 A 00.8790 09/24/2020 | 0.22% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.22% |
| UNITEDHEALTH GROUP INC 03.3500 07/15/2022 | 0.22% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.21% |
| MSC 2018-H4 XA 00.8619 12/15/2051 | 0.21% |
| COMM 2014-UBS6 AM 04.0480 12/10/2047 | 0.21% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.21% |
| NEXTERA ENERGY CAPITAL 02.4030 09/01/2021 | 0.21% |
| SPST 2020-2 A 01.0016 03/26/2021 | 0.21% |
| WFCM 2019-C50 XA IO 01.4216 05/15/2052 | 0.20% |
| WFCM 2018-C44 XA IO 00.7515 05/15/2051 | 0.20% |
| WFRBS 2011-C5 C P/P 144A 05.6559 11/15/2044 | 0.20% |
| CAS 2015-C04 2M2 05.7216 04/25/2028 | 0.20% |
| MSBAM 2016-C32 XA IO 00.7151 12/15/2049 | 0.20% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.20% |
| MSBAM 2017-C34 XA IO 00.8092 11/15/2052 | 0.20% |
| STACR 2019-DNA1 M2 02.8216 01/25/2049 | 0.20% |
| SPST 2019-11 A 00.9290 10/24/2020 | 0.20% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.20% |
| CAS 2014-C04 2M2 05.1716 11/25/2024 | 0.19% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 01/12/2024 | 0.19% |
| GSMS 2011-GC5 B P/P 144A 05.3885 08/10/2044 | 0.19% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.19% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.19% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.19% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.19% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.19% |
| STACR 2016-DNA4 M3 03.9716 03/25/2029 | 0.19% |
| TRUIST BANK 02.1500 12/06/2024 | 0.19% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.19% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.18% |
| OMNICOM GP/OMNICOM CAP 03.6250 05/01/2022 | 0.18% |
| FHMS KW10 X1 IO 00.6496 09/25/2029 | 0.18% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.18% |
| SPST 2020-WL1 A 01.3216 06/25/2051 | 0.18% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.18% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.18% |
| MSBAM 2014-C15 D P/P 144A 04.9071 04/15/2047 | 0.18% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.18% |
| CAS 2014-C02 2M2 02.7716 05/25/2024 | 0.18% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.18% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.18% |
| JPMCC 2011-C4 C P/P 144A 05.3429 07/15/2046 | 0.17% |
| MRAIT 2020-2 A 02.1900 10/22/2020 | 0.17% |
| APPLE INC 03.2000 05/13/2025 | 0.16% |
| MSC 2018-L1 XA IO 00.5254 10/15/2051 | 0.16% |
| CISCO SYSTEMS INC 01.8500 09/20/2021 | 0.16% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.16% |
| GSMS 2010-C2 D P/P 144A 05.1787 12/10/2043 | 0.16% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.16% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.16% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.16% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.16% |
| UBSBB 2012-C3 C P/P 144A 05.0302 08/10/2049 | 0.16% |
| FHMS K048 X1 IO 00.2419 06/25/2025 | 0.16% |
| PNC BANK NA 02.0280 12/09/2022 | 0.16% |
| CAS 2014-C01 M2 04.5716 01/25/2024 | 0.16% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.16% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.16% |
| ZOETIS INC 03.2500 02/01/2023 | 0.16% |
| STACR 2015-DN1 M3 04.3216 01/25/2025 | 0.15% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.15% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.15% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.15% |
| CAS 2016-C01 2M2 07.1216 08/25/2028 | 0.15% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.15% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.15% |
| TRUIST BANK 03.6890 08/02/2024 | 0.15% |
| CITIBANK NA 03.1650 02/19/2022 | 0.15% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.15% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.15% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.15% |
| GSMS 2011-GC3 D P/P 144A 05.5661 03/10/2044 | 0.14% |
| WFCM 2010-C1 C P/P 144A 05.6159 11/15/2043 | 0.14% |
| CAS 2016-C07 2M2 04.5216 05/25/2029 | 0.14% |
| CFCRE 2016-C4 XA IO 01.6927 05/10/2058 | 0.14% |
| MRAFT 2020-4 A1 00.0000 04/23/2023 | 0.14% |
| CD 2016-CD2 XA IO 00.6525 11/10/2049 | 0.14% |
| EQUINIX INC 02.6250 11/18/2024 | 0.14% |
| GOLDMAN SACHS GROUP INC 01.5624 11/15/2021 | 0.14% |
| FHMS K109 XAM IO 01.9158 04/25/2030 | 0.14% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.14% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.14% |
| GSMS 2014-GC24 XA IO 00.7335 09/10/2047 | 0.14% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.14% |
| COMM 2014-CR16 A4 04.0510 04/10/2047 | 0.14% |
| STACR 2017-DNA3 M2B 02.6716 03/25/2030 | 0.14% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.14% |
| BANK 2017-BNK9 XA IO 00.8067 11/15/2054 | 0.14% |
| FHMS K737 X1 IO 00.6381 10/25/2026 | 0.14% |
| APPLE INC 02.4000 05/03/2023 | 0.14% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.14% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.14% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.13% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.13% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.13% |
| FOX CORP 04.0300 01/25/2024 | 0.13% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.13% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.13% |
| VF CORP 02.0500 04/23/2022 | 0.13% |
| CAS 2016-C04 1M2 04.4216 01/25/2029 | 0.13% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.13% |
| CAS 2016-C03 1M2 05.4716 10/25/2028 | 0.13% |
| MORGAN STANLEY 01.4518 01/20/2022 | 0.13% |
| RBIT 2019-1 M3 P/P 144A 03.0110 07/25/2029 | 0.13% |
| CAS 2013-C01 M2 05.4216 10/25/2023 | 0.13% |
| HOF 2020-2 A1 01.6570 05/25/2065 | 0.13% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.13% |
| CAS 2014-C03 2M2 03.0716 07/25/2024 | 0.13% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.13% |
| UBSBB 2013-C5 A4 03.1847 03/10/2046 | 0.13% |
| WFRBS 2011-C4 D P/P 144A 05.2208 06/15/2044 | 0.13% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.12% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.12% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.12% |
| WFRBS 2012-C8 D P/P 144A 04.8839 08/15/2045 | 0.12% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.12% |
| STAR 2018-IMC1 A1 03.7930 03/25/2048 | 0.12% |
| ECOLAB INC 04.3500 12/08/2021 | 0.12% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.12% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.12% |
| ANHEUSER-BUSCH INBEV FIN 02.6250 01/17/2023 | 0.12% |
| CAS 2019-R07 1M2 02.2716 10/25/2039 | 0.12% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.12% |
| ANZ NEW ZEALAND INTL P/P 144A 01.2445 01/25/2022 | 0.12% |
| BP CAPITAL MARKETS PLC USD 03.5610 11/01/2021 | 0.12% |
| COMM 2014-CR20 XA IO 01.0247 11/10/2047 | 0.12% |
| STACR 2017-HQA3 02.5216 04/25/2030 | 0.12% |
| DBUBS 2011-LC2A D P/P 144A 05.5296 07/10/2044 | 0.12% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.12% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.12% |
| JPMCC 2011-C5 D P/P 144A 05.4247 08/15/2046 | 0.12% |
| SOUTHERN CO 02.3500 07/01/2021 | 0.12% |
| CAS 2014-C04 1M2 05.0716 11/25/2024 | 0.12% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.12% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.12% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| COMM 2015-LC21 XA IO 00.6943 07/10/2048 | 0.12% |
| RMIR 2019-2 M1B P/P 144A 01.9216 06/25/2029 | 0.12% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.11% |
| STACR 2017-DNA1 M2 03.4216 07/25/2029 | 0.11% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.11% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.11% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.10% |
| DIAMOND 1 FIN/DIAMON P/P 144A 04.4200 06/15/2021 | 0.10% |
| FISERV INC. 03.8000 10/01/2023 | 0.10% |
| COMM 2015-CR26 XA IO 00.9334 10/10/2048 | 0.10% |
| MSC 2011-C3 B P/P 144A 05.2444 07/15/2049 | 0.10% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.10% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.10% |
| JPMCC 2016-JP2 XA IO 01.7988 08/15/2049 | 0.10% |
| PPL CAPITAL FUNDING INC 03.9500 03/15/2024 | 0.10% |
| VERUS 2019-INV1 A2 03.5040 12/25/2059 | 0.10% |
| COMM 2012-CR2 B 04.3930 08/15/2045 | 0.10% |
| ELANCO ANIMAL HEALTH P/P 04.6620 08/27/2021 | 0.10% |
| TREASURY BILL 00.0000 09/10/2020 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.10% |
| NRZT 2019-NQM4 A3 02.7968 09/25/2059 | 0.10% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.10% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.10% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.10% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.10% |
| CHARTER COMM OPT LLC/CAP 01.9010 02/01/2024 | 0.10% |
| JPMCC 2010-C2 D P/P 144A 05.6491 11/15/2043 | 0.10% |
| LIBERTY MUTUAL GROUP P/P 144A 05.0000 06/01/2021 | 0.10% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.10% |
| WFRBS 2014-C23 XA IO 00.5660 10/15/2057 | 0.09% |
| CAS 2014-C02 1M2 02.7716 05/25/2024 | 0.09% |
| NUTRIEN LTD USD 03.1500 10/01/2022 | 0.09% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.09% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.09% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.09% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.09% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.09% |
| BMIR 2018-2A M1C P/P 144A 01.7716 08/25/2028 | 0.09% |
| STACR 2014-HQ1 M3 04.2716 08/25/2024 | 0.09% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.09% |
| DUPONT DE NEMOURS INC 03.7660 11/15/2020 | 0.09% |
| FFML 2006-FF15 A5 00.3316 11/25/2036 | 0.09% |
| MSBAM 2015-C26 XA IO 01.0239 10/15/2048 | 0.09% |
| FHMS K738 XAM IO 01.4818 03/25/2027 | 0.09% |
| LENNAR CORP 04.5000 04/30/2024 | 0.09% |
| NRZT 2019-NQM4 A2 02.6444 09/25/2059 | 0.09% |
| MSBAM 2013-C9 D P/P 144A 04.1215 05/15/2046 | 0.09% |
| WFCM 2018-C48 XA 00.9497 01/15/2052 | 0.09% |
| RMIR 2019-1 M2 P/P 144A 03.3716 02/25/2029 | 0.08% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.08% |
| ELANCO ANIMAL HEALTH 05.0220 08/28/2023 | 0.08% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.08% |
| VF CORP 02.4000 04/23/2025 | 0.08% |
| WFCM 2017-C41 XA IO 01.2147 11/15/2050 | 0.08% |
| MOODY'S CORPORATION 02.7500 12/15/2021 | 0.08% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.08% |
| ZOETIS INC 03.4500 11/13/2020 | 0.08% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.08% |
| BANK 2017-BNK8 XA IO 00.7387 11/15/2050 | 0.08% |
| CITIGROUP INC 01.2045 04/25/2022 | 0.08% |
| US BANCORP 02.9500 07/15/2022 | 0.08% |
| BANK OF AMERICA CORP 00.9469 06/25/2022 | 0.08% |
| MSBAM 2013-C9 C 04.0335 05/15/2046 | 0.08% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.08% |
| MWST 2019-1 A 00.9716 06/25/2052 | 0.08% |
| TREASURY BILL 00.0000 09/08/2020 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| CSMC 2016-NXSR XA IO 00.7674 12/15/2049 | 0.08% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.08% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.08% |
| TRUIST FINANCIAL CORP 04.0000 05/01/2025 | 0.08% |
| CGCMT 2014-GC19 C 05.0926 03/10/2047 | 0.07% |
| EMIR 2019-1 M1B 01.9716 04/25/2029 | 0.07% |
| FHMS K100 X1 IO 00.6503 09/25/2029 | 0.07% |
| FHMS KC06 X1 IO 00.9030 06/25/2026 | 0.07% |
| GSMS 2011-GC5 C P/P 144A 05.3885 08/10/2044 | 0.07% |
| MSRR 2015-R4 CB1 01.0092 08/26/2047 | 0.07% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.07% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.07% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.07% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| GSMS 2011-GC3 C P/P 144A 05.5661 03/10/2044 | 0.06% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.06% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.06% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.06% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.06% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.06% |
| ZOETIS INC 03.2500 08/20/2021 | 0.06% |
| STACR 2018-HRP2 M2 01.4216 02/25/2047 | 0.06% |
| STACR 2019-DNA2 M2 02.6216 03/25/2049 | 0.06% |
| UBSCM 2018-C11 XA 00.7960 06/15/2051 | 0.06% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.06% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.06% |
| MSC 2016-UB12 XA IO 00.7600 12/15/2049 | 0.06% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.06% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.06% |
| JPMORGAN CHASE & CO 00.9179 06/18/2022 | 0.06% |
| MARSH & MCLENNAN COS INC 03.5000 12/29/2020 | 0.06% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.06% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.06% |
| GSMS 2015-GC30 XA IO 00.7499 05/10/2050 | 0.06% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.06% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.06% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.06% |
| STACR 2016-HQA4 M3 04.0716 04/25/2029 | 0.06% |
| CD 2017-CD6 XA IO 00.9546 11/13/2050 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| VIACOMCBS INC 03.3750 03/01/2022 | 0.06% |
| BECTON DICKINSON AND COMPANY 03.1250 11/08/2021 | 0.05% |
| MWST 2018-W1 A 01.0216 11/25/2051 | 0.05% |
| STACR 2014-HQ2 M2 02.3716 09/25/2024 | 0.05% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.05% |
| STACR 2016-HQA3 M3 04.0216 03/25/2029 | 0.05% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| GSMS 2010-C1 D P/P 144A 05.9835 08/10/2043 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.05% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 0.05% |
| STACR 2019-HQA4 M2 02.2216 11/25/2049 | 0.05% |
| AVIATION CAPITAL GRP P/P 144A 01.3000 06/01/2021 | 0.05% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.05% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.05% |
| WFCM 2013-LC12 C 04.2757 07/15/2046 | 0.04% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.04% |
| WFRBS 2014-C22 XA IO 00.8066 09/15/2057 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.04% |
| UBSCM 2017-C7 XA IO 01.0495 12/15/2050 | 0.04% |
| TREASURY BILL 00.0000 08/13/2020 | 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-R01 2M2 02.6216 07/25/2031 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.04% |
| CAS 2019-HRP1 M2 02.3216 11/25/2039 | 0.04% |
| CSMC 2018-RPL7 A1 04.0000 08/26/2058 | 0.04% |
| EMERA US FINANCE LP 02.7000 06/15/2021 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.04% |
| CSAIL 2015-C1 XA IO 00.8346 04/15/2050 | 0.04% |
| MSBAM 2013-C7 XA IO 01.3353 02/15/2046 | 0.04% |
| AVIATION CAPITAL GRP P/P 144A 00.9383 07/30/2021 | 0.04% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.04% |
| JPMBB 2013-C14 C 04.7018 08/15/2046 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.04% |
| STACR 2014-HQ2 M3 03.9216 09/25/2024 | 0.04% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.04% |
| COMM 2014-LC15 XA IO 01.0916 04/10/2047 | 0.04% |
| COMM 2012-LC4 C 05.5360 12/10/2044 | 0.04% |
| GSMS 2014-GC18 C 04.9888 01/10/2047 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.03% |
| JPMBB 2015-C31 XA IO 00.8735 08/15/2048 | 0.03% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.03% |
| CD 2016-CD1 XA IO 01.3968 08/10/2049 | 0.03% |
| COMM 2014-CR17 C 04.7836 05/10/2047 | 0.03% |
| EMIR 2018-1 M2 03.1716 11/25/2028 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7716 10/25/2028 | 0.03% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.03% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.03% |
| GSMS 2014-GC22 C 04.6903 06/10/2047 | 0.03% |
| MSC 2005-IQ10 E P/P 144A 05.7217 09/15/2042 | 0.03% |
| WFCM 2016-BNK1 XA IO 01.7506 08/15/2049 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 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% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.03% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.03% |
| COMM 2010-C1 D P/P 144A 05.8546 07/10/2046 | 0.03% |
| NRZT 2018-4A A1M 01.0716 01/25/2048 | 0.03% |
| STACR 2017-DNA2 M2 03.6216 10/25/2029 | 0.03% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.03% |
| STACR 2014-DN1 M2 02.3716 02/25/2024 | 0.03% |
| BANK OF AMERICA CORP 02.3280 10/01/2021 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.1524 05/15/2045 | 0.03% |
| COMM 2014-CR14 XA IO 00.5853 02/10/2047 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.02% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4942 02/10/2046 | 0.02% |
| STACR 2016-DNA3 M3 05.1716 12/25/2028 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2757 07/15/2046 | 0.02% |
| SAMI 2007-AR7 1A1 01.0216 05/25/2047 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7716 01/25/2046 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.02% |
| CAS 2015-C02 2M2 04.1716 05/25/2025 | 0.02% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.02% |
| STACR 2015-HQ2 M2 02.1216 05/25/2025 | 0.02% |
| STACR 2019-HQA1 M2 02.5216 02/25/2049 | 0.02% |
| TREASURY BILL 00.0000 10/08/2020 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2975 05/10/2063 | 0.02% |
| CAS 2015-C01 2M2 04.7216 02/25/2025 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7392 12/15/2047 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.02% |
| WFCM 2016-C37 XA IO 00.9689 12/15/2049 | 0.02% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.02% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.02% |
| VERUS 2019-2 A1 03.2110 05/25/2059 | 0.02% |
| EMIR 2018-1 M1 01.8716 11/25/2028 | 0.01% |
| NMRR 2015-8R 4A1 03.5038 11/25/2047 | 0.01% |
| CAS 2016-C03 2M2 06.0716 10/25/2028 | 0.01% |
| MSC 2012-C4 C P/P 144A 05.4189 03/15/2045 | 0.01% |
| STACR 2015-HQA2 M3 04.9716 05/25/2028 | 0.01% |
| WFCM 2015-C27 XA IO 00.8881 02/15/2048 | 0.01% |
| WFCM 2015-LC20 XB IO 00.4836 04/15/2050 | 0.01% |
| CMLTI 2005-2 1A2A 04.2031 05/25/2035 | 0.01% |
| GSMS 2013-GC12 XA IO 01.4125 06/10/2046 | 0.01% |
| JPMBB 2014-C22 XA IO 00.8328 09/15/2047 | 0.01% |
| GSAA 2006-8 2A2 00.3516 05/25/2036 | 0.01% |
| MSBAM 2013-C7 XB IO P/P 144A 00.3344 02/15/2046 | 0.01% |
| MSBAM 2014-C17 XA IO 01.1067 08/15/2047 | 0.01% |
| PPSI 2004-WCW2 M3 01.2216 10/25/2034 | 0.01% |
| TREASURY BILL 00.0000 09/03/2020 | 0.01% |
| COLT 2018-2 A1 03.4700 07/27/2048 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| JPMCC 2013-C10 XA IO 00.9700 12/15/2047 | 0.01% |
| BUMT 2005-1 1A1 00.7716 09/25/2045 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4182 12/15/2047 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1716 04/25/2027 | 0.01% |
| OMIR 2018-1A M1 01.7216 07/25/2028 | 0.01% |
| AOMT 2017-1 A1 02.8100 01/25/2047 | 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 2013-LC13 XA IO 01.1177 08/10/2046 | 0.01% |
| COMM 2014-CR17 XA IO 00.9707 05/10/2047 | 0.01% |
| TREASURY BILL 00.0000 08/11/2020 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 04.8888 05/10/2063 | 0.01% |
| WFRBS 2012-C10 C 04.3633 12/15/2045 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.5216 08/25/2028 | 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% |
| CWHL 2005-3 1A1 00.7916 04/25/2035 | 0.01% |
| FNR 2011-4 CS 12.5567 05/25/2040 | 0.01% |
| STACR 2014-HQ3 M3 04.9216 10/25/2024 | 0.01% |
| BSCMS 2006-T22 E P/P 144A 05.7799 04/12/2038 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| FNR 2005-75 GS 19.7351 08/25/2035 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 00.9335 08/13/2021 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.00% |
| MLMI 2005-A2 A2 03.7839 02/25/2035 | 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 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% |
| MARSH & MCLENNAN COS INC 01.5060 12/29/2021 | 0.00% |
| STACR 2015-DNA3 M2 03.0216 04/25/2028 | 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% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.0652 03/15/2045 | 0.00% |
| TREASURY BILL 00.0000 08/25/2020 | 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 23.7793 05/15/2035 | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 00.7529 06/25/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.2208 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.2910 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.1716 07/25/2025 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 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 02.1728 05/15/2038 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2005-68 PC 05.5000 07/25/2035 | 0.00% |
| FNW 1998-W5 X IO 00.8577 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2866 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4282 11/15/2028 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1667 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.5497 12/12/2049 | 0.00% |
| TREASURY BILL 00.0000 08/06/2020 | 0.00% |
| TREASURY BILL 00.0000 08/20/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2662 11/15/2048 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.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.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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.A.6 2063-05-11 200.0 05/11/2063 CS | -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% |
| 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.07% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 1.04% |
|---|---|
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 0.97% |
| ABBVIE INC P/P 144A 02.6000 11/21/2024 | 0.84% |
| CAS 2017-C01 1M2 03.7345 07/25/2029 | 0.83% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.81% |
| STACR 2016-DNA2 M3 04.8345 10/25/2028 | 0.72% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.64% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.64% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.62% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.61% |
| US BANCORP 01.4500 05/12/2025 | 0.60% |
| BOEING CO 04.5080 05/01/2023 | 0.59% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.59% |
| APPLE INC 01.1250 05/11/2025 | 0.57% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.56% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.56% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.56% |
| CAS 2016-C01 1M2 06.9345 08/25/2028 | 0.55% |
| STACR 2016-DNA1 M3 05.7183 07/25/2028 | 0.54% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.54% |
| T-MOBILE USA INC P/P 144A 03.5000 04/15/2025 | 0.54% |
| CAS 2017-C02 2ED3 01.5345 09/25/2029 | 0.50% |
| BARCLAYS BANK PLC USD 01.7000 05/12/2022 | 0.50% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.49% |
| EFMT 2020-1 A1 02.0060 06/25/2065 | 0.49% |
| KEURIG DR PEPPER INC 03.5510 05/25/2021 | 0.48% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.48% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.46% |
| BROADCOM INC P/P 144A 04.7000 04/15/2025 | 0.45% |
| PNC BANK NA 03.3000 10/30/2024 | 0.45% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.45% |
| AT&T INC 03.8000 03/01/2024 | 0.45% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.45% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.44% |
| TRUIST BANK 03.2000 04/01/2024 | 0.44% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.44% |
| ORACLE CORP 02.5000 04/01/2025 | 0.43% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.43% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.42% |
| CAS 2016-C02 1M2 06.1845 09/25/2028 | 0.42% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.42% |
| OTIS WORLDWIDE CORP P/P 144A 02.0560 04/05/2025 | 0.42% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.42% |
| NORTHROP GRUMMAN CORP 02.5500 10/15/2022 | 0.41% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.41% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.40% |
| APPLE INC 02.8500 05/11/2024 | 0.40% |
| STACR 2015-DNA2 M3 04.0845 12/25/2027 | 0.39% |
| STACR 2015-DNA3 M3 04.8845 04/25/2028 | 0.38% |
| CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.38% |
| TRUIST BANK 01.5000 03/10/2025 | 0.38% |
| DBUBS 2011-LC3A D P/P 144A 05.5126 08/10/2044 | 0.38% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.38% |
| MET LIFE GLOB FUNDIN P/P 144A 02.5000 12/03/2020 | 0.37% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.37% |
| JPMBB 2014-C19 C 04.8335 04/15/2047 | 0.37% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.36% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.36% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.36% |
| CAS 2017-C01 1EB1 01.4345 07/25/2029 | 0.36% |
| HSBC USA INC 05.0000 09/27/2020 | 0.35% |
| BROADCOM INC P/P 144A 03.4590 09/15/2026 | 0.35% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.35% |
| LNSTR 2015-3 AS P/P 144A 03.3604 04/20/2048 | 0.34% |
| MSBAM 2012-C5 E P/P 144A 04.8320 08/15/2045 | 0.34% |
| STACR 2018-HRP2 M3 02.5845 02/25/2047 | 0.34% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.34% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.34% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.33% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.33% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.33% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.32% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.32% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.32% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.32% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.32% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.32% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.32% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.31% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.31% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.31% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.30% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.30% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.30% |
| AT&T INC. 03.4000 05/15/2025 | 0.30% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.30% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.30% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.30% |
| CAS 2017-C07 1EB2 01.1845 05/25/2030 | 0.29% |
| ALPHABET INC 03.3750 02/25/2024 | 0.29% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.29% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.28% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.28% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.28% |
| NHLT 2019-2A M3 P/P 144A 03.1314 11/25/2029 | 0.28% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.27% |
| JPMCC 2010-C2 C P/P 144A 05.8216 11/15/2043 | 0.27% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.27% |
| JPMBB 2013-C15 D P/P 144A 05.3700 11/15/2045 | 0.27% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.27% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.26% |
| SPST 2020-6 A 00.9983 09/07/2021 | 0.26% |
| US BANCORP 03.6000 09/11/2024 | 0.26% |
| JPMBB 2013-C12 C 04.2364 07/15/2045 | 0.26% |
| FISERV INC 02.7500 07/01/2024 | 0.26% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.26% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.25% |
| MYLAN NV 03.1500 06/15/2021 | 0.25% |
| RBIT 2020-2 A 01.7063 06/25/2030 | 0.25% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.25% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.25% |
| MRAFT 2020-2 A1 01.9266 05/30/2022 | 0.25% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.24% |
| WFRBS 2011-C2 D P/P 144A 05.8498 02/15/2044 | 0.24% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.24% |
| UPJOHN INC P/P 144A 01.6500 06/22/2025 | 0.24% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.24% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.24% |
| CSAIL 2018-CX12 IO 00.7717 08/15/2051 | 0.24% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.23% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.23% |
| SPST 2019-7 A 00.8848 09/24/2020 | 0.23% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.23% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.23% |
| UNITEDHEALTH GROUP INC 03.3500 07/15/2022 | 0.23% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.22% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.22% |
| NEXTERA ENERGY CAPITAL 02.4030 09/01/2021 | 0.22% |
| SPST 2020-2 A 01.0095 03/26/2021 | 0.22% |
| MSC 2018-H4 XA 01.0315 12/15/2051 | 0.22% |
| CAS 2014-C04 2M2 05.1845 11/25/2024 | 0.22% |
| WFCM 2018-C44 XA IO 00.9133 05/15/2051 | 0.22% |
| MSBAM 2016-C32 XA IO 00.8603 12/15/2049 | 0.22% |
| WFCM 2019-C50 XA IO 01.5892 05/15/2052 | 0.22% |
| STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.21% |
| MSBAM 2017-C34 XA IO 00.9496 11/15/2052 | 0.21% |
| SPST 2019-11 A 00.9348 10/24/2020 | 0.21% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.21% |
| CAS 2014-C02 2M2 02.7845 05/25/2024 | 0.20% |
| STACR 2016-DNA4 M3 03.9845 03/25/2029 | 0.20% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 01/12/2024 | 0.20% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.20% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.20% |
| GSMS 2011-GC5 B P/P 144A 05.5553 08/10/2044 | 0.20% |
| WFRBS 2011-C5 C P/P 144A 05.8445 11/15/2044 | 0.20% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.20% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.20% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.20% |
| OMNICOM GP/OMNICOM CAP 03.6250 05/01/2022 | 0.20% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.19% |
| TRUIST BANK 02.1500 12/06/2024 | 0.19% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.19% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.19% |
| CAS 2014-C01 M2 04.5845 01/25/2024 | 0.19% |
| SPST 2020-WL1 A 00.8183 06/25/2051 | 0.19% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.19% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.19% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.19% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.19% |
| MSBAM 2014-C15 D P/P 144A 05.0709 04/15/2047 | 0.18% |
| JPMCC 2011-C4 C P/P 144A 05.5257 07/15/2046 | 0.18% |
| STACR 2015-DN1 M3 04.3345 01/25/2025 | 0.18% |
| CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.18% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.18% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.18% |
| CAS 2016-C01 2M2 07.1345 08/25/2028 | 0.17% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.17% |
| APPLE INC 03.2000 05/13/2025 | 0.17% |
| CISCO SYSTEMS INC 01.8500 09/20/2021 | 0.17% |
| FHMS K048 X1 IO 00.3668 06/25/2025 | 0.17% |
| GSMS 2010-C2 D P/P 144A 05.3515 12/10/2043 | 0.17% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.17% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.17% |
| MSC 2018-L1 XA IO 00.6856 10/15/2051 | 0.17% |
| UBSBB 2012-C3 C P/P 144A 05.1979 08/10/2049 | 0.17% |
| CAS 2016-C06 1M2 04.4345 04/25/2029 | 0.17% |
| PNC BANK NA 02.0280 12/09/2022 | 0.17% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.16% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.16% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.16% |
| ZOETIS INC 03.2500 02/01/2023 | 0.16% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.16% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.16% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.16% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.16% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.16% |
| TRUIST BANK 03.6890 08/02/2024 | 0.16% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.16% |
| CITIBANK NA 03.1650 02/19/2022 | 0.16% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.16% |
| CD 2016-CD2 XA IO 00.7877 11/10/2049 | 0.15% |
| DIAMOND 1 FIN/DIAMON P/P 144A 04.4200 06/15/2021 | 0.15% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.15% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.15% |
| WFCM 2010-C1 C P/P 144A 05.8696 11/15/2043 | 0.15% |
| GSMS 2011-GC3 D P/P 144A 05.8239 03/10/2044 | 0.15% |
| CAS 2013-C01 M2 05.4345 10/25/2023 | 0.15% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.15% |
| EQUINIX INC 02.6250 11/18/2024 | 0.15% |
| GOLDMAN SACHS GROUP INC 01.5624 11/15/2021 | 0.15% |
| CAS 2014-C03 2M2 03.0845 07/25/2024 | 0.15% |
| CAS 2016-C04 1M2 04.4345 01/25/2029 | 0.15% |
| GSMS 2014-GC24 XA IO 00.8667 09/10/2047 | 0.15% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.14% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.14% |
| FHMS K737 X1 IO 00.7516 10/25/2026 | 0.14% |
| STACR 2017-DNA3 M2B 02.6845 03/25/2030 | 0.14% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.14% |
| CAS 2016-C03 1M2 05.4845 10/25/2028 | 0.14% |
| COMM 2014-CR16 A4 04.0510 04/10/2047 | 0.14% |
| APPLE INC 02.4000 05/03/2023 | 0.14% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.14% |
| BANK 2017-BNK9 XA IO 00.9482 11/15/2054 | 0.14% |
| CFCRE 2016-C4 XA IO 01.8572 05/10/2058 | 0.14% |
| FOX CORP 04.0300 01/25/2024 | 0.14% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.14% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.14% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.14% |
| FHMS K109 XAM IO 01.9158 04/25/2030 | 0.14% |
| VF CORP 02.0500 04/23/2022 | 0.14% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.14% |
| STAR 2018-IMC1 A1 03.7930 03/25/2048 | 0.14% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.14% |
| MORGAN STANLEY 02.3153 01/20/2022 | 0.14% |
| RBIT 2019-1 M3 P/P 144A 03.0110 07/25/2029 | 0.14% |
| DBUBS 2011-LC2A D P/P 144A 05.7140 07/10/2044 | 0.13% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.13% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.13% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.13% |
| WFRBS 2011-C4 D P/P 144A 05.3900 06/15/2044 | 0.13% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.13% |
| UBSBB 2013-C5 A4 03.1847 03/10/2046 | 0.13% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.13% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.13% |
| WFRBS 2012-C8 D P/P 144A 05.0469 08/15/2045 | 0.13% |
| CAS 2014-C04 1M2 05.0845 11/25/2024 | 0.13% |
| ECOLAB INC 04.3500 12/08/2021 | 0.13% |
| ANHEUSER-BUSCH INBEV FIN 02.6250 01/17/2023 | 0.13% |
| COMM 2014-CR20 XA IO 01.1756 11/10/2047 | 0.13% |
| BP CAPITAL MARKETS PLC USD 03.5610 11/01/2021 | 0.13% |
| CAS 2019-R07 1M2 02.2845 10/25/2039 | 0.13% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.13% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.13% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.13% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.13% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.13% |
| ANZ NEW ZEALAND INTL P/P 144A 01.8871 01/25/2022 | 0.13% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.13% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| COMM 2015-LC21 XA IO 00.8478 07/10/2048 | 0.12% |
| STACR 2017-DNA1 M2 03.4345 07/25/2029 | 0.12% |
| SOUTHERN CO 02.3500 07/01/2021 | 0.12% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.12% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.12% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.12% |
| RMIR 2019-2 M1B P/P 144A 01.9345 06/25/2029 | 0.12% |
| JPMCC 2011-C5 D P/P 144A 05.6051 08/15/2046 | 0.12% |
| CAS 2014-C02 1M2 02.7845 05/25/2024 | 0.12% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.12% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.12% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.11% |
| FISERV INC. 03.8000 10/01/2023 | 0.11% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.11% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.11% |
| COMM 2015-CR26 XA IO 01.0838 10/10/2048 | 0.11% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.11% |
| VERUS 2019-INV1 A2 03.5040 12/25/2059 | 0.11% |
| JPMCC 2016-JP2 XA IO 01.9505 08/15/2049 | 0.11% |
| NRZT 2019-NQM4 A3 02.7698 09/25/2059 | 0.11% |
| PPL CAPITAL FUNDING INC 03.9500 03/15/2024 | 0.11% |
| TREASURY BILL 00.0000 09/10/2020 | 0.10% |
| ELANCO ANIMAL HEALTH P/P 04.6620 08/27/2021 | 0.10% |
| STACR 2014-HQ1 M3 04.2845 08/25/2024 | 0.10% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.10% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.10% |
| WFRBS 2014-C23 XA IO 00.7124 10/15/2057 | 0.10% |
| LIBERTY MUTUAL GROUP P/P 144A 05.0000 06/01/2021 | 0.10% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.10% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.10% |
| CHARTER COMM OPT LLC/CAP 02.3366 02/01/2024 | 0.10% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.10% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.10% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.10% |
| JPMCC 2010-C2 D P/P 144A 05.8216 11/15/2043 | 0.10% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.10% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.10% |
| FFML 2006-FF15 A5 00.3445 11/25/2036 | 0.10% |
| NUTRIEN LTD USD 03.1500 10/01/2022 | 0.10% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.10% |
| BSCMS 2006-T22 E P/P 144A 05.9723 04/12/2038 | 0.09% |
| MSBAM 2015-C26 XA IO 01.1711 10/15/2048 | 0.09% |
| NRZT 2019-NQM4 A2 02.6682 09/25/2059 | 0.09% |
| BMIR 2018-2A M1C P/P 144A 01.7845 08/25/2028 | 0.09% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.09% |
| DUPONT DE NEMOURS INC 03.7660 11/15/2020 | 0.09% |
| RMIR 2019-1 M2 P/P 144A 03.3845 02/25/2029 | 0.09% |
| WFCM 2018-C48 XA 01.1208 01/15/2052 | 0.09% |
| FHMS K738 XAM IO 01.4818 03/25/2027 | 0.09% |
| MSBAM 2013-C9 D P/P 144A 04.2575 05/15/2046 | 0.09% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.09% |
| LENNAR CORP 04.5000 04/30/2024 | 0.09% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.09% |
| WFCM 2017-C41 XA IO 01.3661 11/15/2050 | 0.09% |
| MOODY'S CORPORATION 02.7500 12/15/2021 | 0.09% |
| VF CORP 02.4000 04/23/2025 | 0.09% |
| ZOETIS INC 03.4500 11/13/2020 | 0.09% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.09% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.09% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.09% |
| BANK OF AMERICA CORP 00.9469 06/25/2022 | 0.08% |
| CITIGROUP INC 01.9514 04/25/2022 | 0.08% |
| US BANCORP 02.9500 07/15/2022 | 0.08% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.08% |
| BANK 2017-BNK8 XA IO 00.8750 11/15/2050 | 0.08% |
| ELANCO ANIMAL HEALTH 05.0220 08/28/2023 | 0.08% |
| GSMS 2010-C1 D P/P 144A 06.1326 08/10/2043 | 0.08% |
| MSBAM 2013-C9 C 04.1695 05/15/2046 | 0.08% |
| MWST 2019-1 A 00.9845 06/25/2052 | 0.08% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.08% |
| CSMC 2016-NXSR XA IO 00.9144 12/15/2049 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.08% |
| TRUIST FIN CORP 04.0000 05/01/2025 | 0.08% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.08% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.08% |
| FHMS K100 X1 IO 00.7701 09/25/2029 | 0.08% |
| FHMS KC06 X1 IO 00.9030 06/25/2026 | 0.08% |
| MSRR 2015-R4 CB1 00.9939 08/26/2047 | 0.08% |
| STACR 2018-HRP2 M2 01.4345 02/25/2047 | 0.08% |
| EMIR 2019-1 M1B 01.9845 04/25/2029 | 0.07% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.07% |
| GSMS 2011-GC5 C P/P 144A 05.5553 08/10/2044 | 0.07% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.07% |
| STACR 2019-DNA2 M2 02.6345 03/25/2049 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.07% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.07% |
| CGCMT 2014-GC19 C 05.2614 03/10/2047 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.07% |
| GSMS 2011-GC3 C P/P 144A 05.8239 03/10/2044 | 0.07% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.07% |
| STACR 2014-HQ2 M2 02.3845 09/25/2024 | 0.07% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.07% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.07% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.07% |
| UBSCM 2018-C11 XA 00.9601 06/15/2051 | 0.06% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.06% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.06% |
| ZOETIS INC 03.2500 08/20/2021 | 0.06% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.06% |
| BANK OF MONTREAL USD 03.1000 07/13/2020 | 0.06% |
| MARSH & MCLENNAN COS INC 03.5000 12/29/2020 | 0.06% |
| MSC 2016-UB12 XA IO 00.9005 12/15/2049 | 0.06% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.06% |
| JPMORGAN CHASE & CO 00.9179 06/18/2022 | 0.06% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.06% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.06% |
| GSMS 2015-GC30 XA IO 00.8863 05/10/2050 | 0.06% |
| STACR 2016-HQA4 M3 04.0845 04/25/2029 | 0.06% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.06% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.06% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.06% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| VIACOMCBS INC 03.3750 03/01/2022 | 0.06% |
| BECTON DICKINSON AND COMPANY 03.1250 11/08/2021 | 0.06% |
| STACR 2016-HQA3 M3 04.0345 03/25/2029 | 0.06% |
| STACR 2019-HQA4 M2 02.2183 11/25/2049 | 0.06% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| CD 2017-CD6 XA IO 01.0983 11/13/2050 | 0.05% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 0.05% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.05% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.05% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.05% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.05% |
| AVIATION CAPITAL GRP P/P 144A 01.3000 06/01/2021 | 0.05% |
| CAS 2019-R01 2M2 02.6345 07/25/2031 | 0.05% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.05% |
| WFCM 2013-LC12 C 04.4111 07/15/2046 | 0.05% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.05% |
| MWST 2018-W1 A 01.0345 11/25/2051 | 0.05% |
| WFRBS 2014-C22 XA IO 00.9557 09/15/2057 | 0.05% |
| CAS 2019-HRP1 M2 02.3345 11/25/2039 | 0.04% |
| CAS 2016-C07 2M2 04.5345 05/25/2029 | 0.04% |
| GSMS 2014-GC18 C 05.1551 01/10/2047 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.04% |
| TREASURY BILL 00.0000 08/13/2020 | 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% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.04% |
| WFCM 2013-LC12 D P/P 144A 04.4111 07/15/2046 | 0.04% |
| CROWN CASTLE INTL CORP 03.4000 02/15/2021 | 0.04% |
| CSMC 2018-RPL7 A1 04.0000 08/26/2058 | 0.04% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| CSAIL 2015-C1 XA IO 00.9773 04/15/2050 | 0.04% |
| EMERA US FINANCE LP 02.7000 06/15/2021 | 0.04% |
| JPMBB 2013-C14 C 04.8585 08/15/2046 | 0.04% |
| MSBAM 2013-C7 XA IO 01.4744 02/15/2046 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.04% |
| STACR 2014-HQ2 M3 03.9345 09/25/2024 | 0.04% |
| COMM 2014-LC15 XA IO 01.2585 04/10/2047 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.04% |
| AVIATION CAPITAL GRP P/P 144A 01.4301 07/30/2021 | 0.04% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.04% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.04% |
| COMM 2012-LC4 C 05.7207 12/10/2044 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.04% |
| HMIR 2018-1 M1 P/P 144A 01.7845 10/25/2028 | 0.04% |
| JPMBB 2015-C31 XA IO 01.0295 08/15/2048 | 0.04% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| CD 2016-CD1 XA IO 01.5323 08/10/2049 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| EMIR 2018-1 M2 03.1683 11/25/2028 | 0.04% |
| MSC 2005-IQ10 E P/P 144A 05.6270 09/15/2042 | 0.04% |
| STACR 2014-DN1 M2 02.3845 02/25/2024 | 0.04% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.04% |
| VOLT 2017-NP11 A1 P/P 144A 03.3750 10/25/2047 | 0.04% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.03% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| COMM 2014-CR17 C 04.9452 05/10/2047 | 0.03% |
| WFCM 2016-BNK1 XA IO 01.8944 08/15/2049 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% |
| FISERV INC 04.7500 06/15/2021 | 0.03% |
| GSMS 2014-GC22 C 04.8467 06/10/2047 | 0.03% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.03% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| NRZT 2018-4A A1M 01.0845 01/25/2048 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.03% |
| STACR 2017-DNA2 M2 03.6345 10/25/2029 | 0.03% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.0497 07/10/2046 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.03% |
| UBSCM 2017-C7 XA IO 01.2035 12/15/2050 | 0.03% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% |
| BANK OF AMERICA CORP 02.3280 10/01/2021 | 0.03% |
| COMM 2014-CR14 XA IO 00.7323 02/10/2047 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.3242 05/15/2045 | 0.03% |
| STACR 2016-DNA3 M3 05.1845 12/25/2028 | 0.03% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.03% |
| GSMS 2013-GC10 XA IO 01.6420 02/10/2046 | 0.02% |
| SAMI 2007-AR7 1A1 01.0345 05/25/2047 | 0.02% |
| STACR 2015-HQ2 M2 02.1345 05/25/2025 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.02% |
| CAS 2015-C02 2M2 04.1845 05/25/2025 | 0.02% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.02% |
| CAS 2015-C01 2M2 04.7345 02/25/2025 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4561 05/10/2063 | 0.02% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.9305 12/15/2047 | 0.02% |
| VERUS 2019-2 A1 03.2110 05/25/2059 | 0.02% |
| WFCM 2016-C37 XA IO 01.1210 12/15/2049 | 0.02% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.02% |
| NMRR 2015-8R 4A1 03.6905 11/25/2047 | 0.02% |
| STACR 2015-DNA3 M2 03.0345 04/25/2028 | 0.02% |
| STACR 2015-HQA2 M3 04.9845 05/25/2028 | 0.02% |
| WFRBS 2012-C10 C 04.5112 12/15/2045 | 0.02% |
| CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.02% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.01% |
| MSC 2012-C4 C P/P 144A 05.5995 03/15/2045 | 0.01% |
| TREASURY BILL 00.0000 07/14/2020 | 0.01% |
| WFCM 2015-C27 XA IO 01.0317 02/15/2048 | 0.01% |
| WFCM 2015-LC20 XB IO 00.6295 04/15/2050 | 0.01% |
| CMLTI 2005-2 1A2A 04.2660 05/25/2035 | 0.01% |
| GSMS 2013-GC12 XA IO 01.5506 06/10/2046 | 0.01% |
| JPMBB 2014-C22 XA IO 00.9851 09/15/2047 | 0.01% |
| COLT 2018-2 A1 03.4700 07/27/2048 | 0.01% |
| GSAA 2006-8 2A2 00.3645 05/25/2036 | 0.01% |
| MSBAM 2013-C7 XB IO P/P 144A 00.4201 02/15/2046 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2652 08/15/2047 | 0.01% |
| PPSI 2004-WCW2 M3 01.2345 10/25/2034 | 0.01% |
| TREASURY BILL 00.0000 09/03/2020 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| JPMCC 2013-C10 XA IO 01.1083 12/15/2047 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.5345 08/25/2028 | 0.01% |
| BUMT 2005-1 1A1 00.7845 09/25/2045 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5654 12/15/2047 | 0.01% |
| AOMT 2017-1 A1 02.8100 01/25/2047 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| COMM 2014-CR17 XA IO 01.1328 05/10/2047 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.2950 08/10/2046 | 0.01% |
| FNR 2011-4 CS 12.5310 05/25/2040 | 0.01% |
| STACR 2014-HQ3 M3 04.9345 10/25/2024 | 0.01% |
| TREASURY BILL 00.0000 08/11/2020 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 05.0460 05/10/2063 | 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% |
| CWHL 2005-3 1A1 00.8045 04/25/2035 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1845 04/25/2027 | 0.01% |
| FNR 2005-75 GS 19.6965 08/25/2035 | 0.01% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 00.9335 08/13/2021 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| MLMI 2005-A2 A2 03.7380 02/25/2035 | 0.00% |
| OMIR 2018-1A M1 01.7345 07/25/2028 | 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 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 01.5060 12/29/2021 | 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% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.2469 03/15/2045 | 0.00% |
| TREASURY BILL 00.0000 08/25/2020 | 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 23.7426 05/15/2035 | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 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% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3900 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.4851 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 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 02.3863 05/15/2038 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2005-68 PC 05.5000 07/25/2035 | 0.00% |
| FNW 1998-W5 X IO 00.7101 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2867 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4266 11/15/2028 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| INDX 2006-AR5 1A2 03.1423 05/25/2036 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.7474 12/12/2049 | 0.00% |
| TREASURY BILL 00.0000 08/06/2020 | 0.00% |
| TREASURY BILL 00.0000 08/20/2020 | 0.00% |
| TREASURY BILL 00.0000 10/08/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4589 11/15/2048 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.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.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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.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.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| 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% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.25% |
Fixed income statistics as of 09/30/20
| Average effective maturity | 2.23 yrs. |
|---|---|
| Average effective duration | 1.80 yrs. |
| Average yield to maturity | 1.50% |
| Average coupon | 2.61% |
Maturity detail as of 09/30/20
| 0 - 1 yr. | 31.74% |
|---|---|
| 1 - 5 yrs. | 61.20% |
| 5 - 10 yrs. | 7.06% |
Quality rating as of 09/30/20
| AAA | 10.43% |
|---|---|
| AA | 13.30% |
| A | 26.18% |
| BBB | 26.09% |
| BB | 0.94% |
| B | 0.31% |
| CCC and Below | 0.09% |
| Not Rated | 3.22% |
| Net cash | 19.44% |
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 09/30/20
| United States | 93.80% |
|---|---|
| United Kingdom | 1.96% |
| Canada | 1.69% |
| Bermuda | 0.52% |
| Switzerland | 0.48% |
| France | 0.36% |
| Norway | 0.35% |
| Luxembourg | 0.29% |
| Netherlands | 0.23% |
| Other | 0.32% |
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% / 1.00% | -- | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $250,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 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.