Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
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 |
$10.11
0.00% | $0.00 |
$10.31
02/19/21 |
$10.11
01/14/22 |
Fund facts as of 12/31/21
Total net assets
$2,439.41M
$2,439.41M
Turnover (fiscal year end)
24%
24%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
609
609
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
Head of Portfolio Construction
Portfolio Manager
Head of Short Term Liquid Markets
Co-Head of Structured Credit
Portfolio Manager, Analyst
Literature
Fund documents |
| Fund Profile (PDF) |
| Fact Sheet (Y share) (PDF) |
| Prospectuses/SAI |
| Annual Report (PDF) |
| Semiannual Report (PDF) |
How could the yield curve impact risk assets in 2022?
The Fed's policy changes will have implications for the U.S. Treasury market and other financial assets.The Fed’s conundrum — $7 lattes, $5 gas, 0% interest rates
We believe the Fed is likely behind the curve in containing inflation with ultra-low interest rates.$100 oil may be a pipe dream
Oil prices have risen to multi-year highs on surging demand, tight supply, and the crunch on natural gas. We believe it is time to question the current rally.Performance
Total return (%) as of 12/31/21
Annual performance as of 12/31/21
Annualized Total return (%) as of 12/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 0.51% | 2.90% | 2.88% | 2.26% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA 1-3 Year U.S. Corporate Index | -0.01% | 3.17% | 2.60% | 2.38% |
| ICEBofA US TBill-ICEBofA 1-3yr US Corp Linkd Bench | -0.01% | 3.17% | 2.49% | 1.31% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/21 | -0.03% | - | |
| YTD as of 01/14/22 | -0.22% | - | |
Yield
| Distribution rate before sales charge as of 01/14/22 |
1.65% |
|---|---|
| Distribution rate after sales charge as of 01/14/22 |
1.65% |
| 30-day SEC yield as of 12/31/21 | 1.51% |
Risk-adjusted performance as of 11/30/21
| Sharpe ratio (3 yrs.) | 0.73 |
|---|---|
| Information ratio (3 yrs.) | -0.45 |
Volatility as of 11/30/21
| Standard deviation (3 yrs.) | 2.87% |
|---|---|
| Beta | 1.15 |
| R-squared | 0.93 |
Fixed income statistics as of 11/30/21
| Average effective duration | 1.73 yrs. |
|---|
Lipper rankings as of 11/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 92/374 | 25% |
| 3 yrs. | 113/342 | 33% |
| 5 yrs. | 17/296 | 6% |
| 10 yrs. | 37/200 | 19% |
Morningstar Ratings™ as of 11/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 552 | |
| 3 yrs. | 552 | |
| 5 yrs. | 481 | |
| 10 yrs. | 314 |
Distributions
| Accrual days | 31 |
|---|---|
| Accrual start date | 12/01/21 |
| Accrual end date | 12/31/21 |
| Payable date | 12/31/21 |
| Income | $0.014744189 |
| Extra taxable income | -- |
| Short-term cap. gain | $0.004 |
| Long-term cap. gain | $0.008 |
| 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
See how this fund stacks up against its peers with FundVisualizer®
New to FundVisualizer? Watch tutorials on how to get started.
For more tutorials, please visit fundvisualizer.com
** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Bank Of America Corp 04.4500 03/03/2026 | 1.42% |
|---|---|
| Banco Santander Usd 01.7220 09/14/2027 | 0.89% |
| At&T 04.2500 03/01/2027 | 0.88% |
| Jpmorgan Chase 03.8750 09/10/2024 | 0.77% |
| Cvs Health Corp 02.8750 06/01/2026 | 0.72% |
| Stacr 2017-Dna2 M2 03.5420 10/25/2029 | 0.68% |
| Bank Of America Corporation 04.2000 08/26/2024 | 0.66% |
| Cas 2017-C01 1m2 03.6420 07/25/2029 | 0.62% |
| Stacr 2018-Hrp2 M3 02.4920 02/25/2047 | 0.62% |
| Bpce P/P 144a 01.0000 01/20/2026 | 0.61% |
| Top 10 holdings, percent of portfolio | 7.87% |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Bank Of America Corp 04.4500 03/03/2026 | |
| Banco Santander Usd 01.7220 09/14/2027 | |
| At&T 04.2500 03/01/2027 | |
| Jpmorgan Chase 03.8750 09/10/2024 | |
| Cvs Health Corp 02.8750 06/01/2026 | |
| Stacr 2017-Dna2 M2 03.5420 10/25/2029 | |
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Cas 2017-C01 1m2 03.6420 07/25/2029 | |
| Stacr 2018-Hrp2 M3 02.4920 02/25/2047 | |
| Bpce P/P 144a 01.0000 01/20/2026 | |
| Holdings represent 7.87% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| Bank Of America Corp 04.4500 03/03/2026 | |
| Banco Santander Usd 01.7220 09/14/2027 | |
| At&T 04.2500 03/01/2027 | |
| Jpmorgan Chase 03.8750 09/10/2024 | |
| Cvs Health Corp 02.8750 06/01/2026 | |
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Cas 2017-C01 1m2 03.6393 07/25/2029 | |
| Stacr 2018-Hrp2 M3 02.4893 02/25/2047 | |
| Bpce P/P 144a 01.0000 01/20/2026 | |
| Stacr 2016-Dna2 M3 04.7393 10/25/2028 | |
| Holdings represent 7.85% of portfolio | |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Bank Of America Corp 04.4500 03/03/2026 | |
| At&T 04.2500 03/01/2027 | |
| Banco Santander Usd 01.7220 09/14/2027 | |
| Jpmorgan Chase 03.8750 09/10/2024 | |
| Cvs Health Corp 02.8750 06/01/2026 | |
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Stacr 2016-Dna2 M3 04.7360 10/25/2028 | |
| Cas 2017-C01 1m2 03.6360 07/25/2029 | |
| Bpce P/P 144a 01.0000 01/20/2026 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Holdings represent 8.02% of portfolio | |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Bank Of America Corp 04.4500 03/03/2026 | |
| At&T 04.2500 03/01/2027 | |
| Jpmorgan Chase 03.8750 09/10/2024 | |
| Cvs Health Corp 02.8750 06/01/2026 | |
| Stacr 2016-Dna2 M3 04.7344 10/25/2028 | |
| Verizon Communications 01.4500 03/20/2026 | |
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Cas 2017-C01 1m2 03.6344 07/25/2029 | |
| Bpce P/P 144a 01.0000 01/20/2026 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Holdings represent 8.21% of portfolio | |
| BANK OF AMERICA CORP 04.4500 03/03/2026 | 1.44% |
|---|---|
| BANCO SANTANDER SA USD 01.7220 09/14/2027 | 0.91% |
| AT&T INC 04.2500 03/01/2027 | 0.90% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.78% |
| CVS HEALTH CORP 02.8750 06/01/2026 | 0.73% |
| STACR 2017-DNA2 M2 03.5528 10/25/2029 | 0.70% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.67% |
| STACR 2018-HRP2 M3 02.5028 02/25/2047 | 0.64% |
| CAS 2017-C01 1M2 03.6528 07/25/2029 | 0.64% |
| BPCE SA P/P 144A 01.0000 01/20/2026 | 0.63% |
| GOLDMAN SACHS GROUP INC 01.9480 10/21/2027 | 0.61% |
| SIEMENS FINAN P/P 144A 00.6500 03/11/2024 | 0.61% |
| GENERAL MOTORS FINL CO 01.5000 06/10/2026 | 0.60% |
| VIATRIS INC 01.6500 06/22/2025 | 0.59% |
| AERCAP IRELAND CAP/GLOBA USD 02.4500 10/29/2026 | 0.58% |
| ENERGY TRANSFER LP 29277FA35 DCP 01/03/2022 | 0.57% |
| CREDIT SUISSE NEW YORK 01.2500 08/07/2026 | 0.57% |
| VMWARE INC 01.4000 08/15/2026 | 0.56% |
| STACR 2016-DNA2 M3 04.7528 10/25/2028 | 0.56% |
| ABBVIE INC 02.6000 11/21/2024 | 0.55% |
| AMERICAN TOWER CORP 01.6000 04/15/2026 | 0.54% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.52% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.50% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.48% |
| MORGAN STANLEY 03.8750 01/27/2026 | 0.48% |
| NETFLIX INC 04.8750 04/15/2028 | 0.47% |
| CHEVRON USA INC 00.6870 08/12/2025 | 0.46% |
| MSC 2007-IQ15 C 144A 06.1865 06/11/2049 | 0.46% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.45% |
| MORGAN STANLEY 03.9500 04/23/2027 | 0.45% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.44% |
| BOEING CO 02.7500 02/01/2026 | 0.44% |
| BLOCK INC P/P 144A 02.7500 06/01/2026 | 0.43% |
| ABBVIE INC 03.2000 05/14/2026 | 0.43% |
| LENNAR CORP 04.5000 04/30/2024 | 0.43% |
| CAS 2016-C04 1M2 04.3528 01/25/2029 | 0.43% |
| VERIZON COMMUNICATIONS INC. 02.6250 08/15/2026 | 0.43% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.42% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.42% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.42% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.41% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.40% |
| CIGNA CORP 01.2500 03/15/2026 | 0.40% |
| DANSKE BANK A/S P/P 144A 01.5490 09/10/2027 | 0.40% |
| MONDELEZ INTL HLDING P/P 144A 01.2500 09/24/2026 | 0.40% |
| STACR 2015-DNA3 M3 04.8028 04/25/2028 | 0.40% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.40% |
| CREDIT SUISSE GROUP AG USD 04.5500 04/17/2026 | 0.40% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.39% |
| US BANCORP 01.4500 05/12/2025 | 0.39% |
| GSMS 2012-GCJ9 B 144A 03.7470 11/10/2045 | 0.38% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.38% |
| STACR 2019-HRP1 M2 01.5028 02/25/2049 | 0.38% |
| ASHTEAD CAPITAL INC P/P 144A 01.5000 08/12/2026 | 0.37% |
| APPLE INC 01.1250 05/11/2025 | 0.37% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.36% |
| STACR 2016-DNA4 M3 03.9028 03/25/2029 | 0.36% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.36% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.36% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.36% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.35% |
| MSBAM 2017-C34 XA IO 00.7792 11/15/2052 | 0.35% |
| T-MOBILE USA INC 03.5000 04/15/2025 | 0.35% |
| CAS 2016-C07 2M2 04.4528 05/25/2029 | 0.34% |
| AIR LEASE CORP 00.8000 08/18/2024 | 0.34% |
| INTESA SANPAOLO SPA P/P 144A 05.7100 01/15/2026 | 0.34% |
| DEUTSCHE BANK NY 02.1290 11/24/2026 | 0.34% |
| SPST 2021-6 A 00.9019 04/25/2022 | 0.34% |
| GENERAL MOTORS FINL CO 01.7000 08/18/2023 | 0.33% |
| MRAIT 2020-11 A1X 01.8098 04/22/2022 | 0.33% |
| THERMO FISHER SCIENTIFIC INC 88355MF10 DCP 06/01/2022 | 0.33% |
| SPST 2021-16 A1 00.7124 11/07/2022 | 0.32% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.32% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.31% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.31% |
| STACR 2018-HRP2 M3AS 01.1028 02/25/2047 | 0.31% |
| MRAIT 2021-EBO1 A2X 01.8493 04/15/2022 | 0.31% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.31% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.31% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.31% |
| BANQUE FED CRED MUTU P/P 144A 00.6500 02/27/2024 | 0.30% |
| GRAPHIC PACKAGIN P/P 144A 01.5120 04/15/2026 | 0.30% |
| INTERCONTINENTALEXCHANGE 00.7000 06/15/2023 | 0.30% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.29% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.29% |
| BROADCOM INC 04.7000 04/15/2025 | 0.29% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.29% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.29% |
| PNC BANK NA 03.3000 10/30/2024 | 0.29% |
| UNICREDIT SPA P/P 144A 06.5720 01/14/2022 | 0.29% |
| TRUIST BANK 03.2000 04/01/2024 | 0.29% |
| MSBAM 2013-C8 B 03.5250 12/15/2048 | 0.28% |
| WFRBS 2013-UBS1 D P/P 144A 05.0394 03/15/2046 | 0.28% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.28% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.28% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.28% |
| CAS 2015-C04 1M2 05.8028 04/25/2028 | 0.28% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.28% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.27% |
| MRAIT 2021-11 A1X 01.2598 01/25/2022 | 0.27% |
| ORACLE CORP 02.5000 04/01/2025 | 0.27% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.27% |
| OTIS WORLDWIDE CORP 02.0560 04/05/2025 | 0.27% |
| NEXTERA ENERGY CAPITAL 00.6500 03/01/2023 | 0.27% |
| STACR 2016-DNA3 M3 05.1028 12/25/2028 | 0.27% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.27% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.26% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.26% |
| MSBAM 2012-C5 E 144A 04.6358 08/15/2045 | 0.26% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.26% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.26% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.26% |
| MRAIT 2021-NA1 A1X 01.5993 03/08/2022 | 0.26% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.26% |
| SPST 2021-10 A 00.8519 08/08/2022 | 0.26% |
| DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.26% |
| GENERAL MOTORS FINL CO 01.0500 03/08/2024 | 0.26% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.26% |
| STACR 2016-DNA1 M3 05.6528 07/25/2028 | 0.26% |
| BOEING CO 04.5080 05/01/2023 | 0.26% |
| APPLE INC 02.8500 05/11/2024 | 0.26% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.26% |
| FORD MOTOR CREDIT CO LLC 03.6640 09/08/2024 | 0.26% |
| UBSBB 2012-C2 A4 03.5250 05/10/2063 | 0.25% |
| AOMT 2021-5 A2 01.2080 07/25/2066 | 0.25% |
| AREIT 2021-CRE5 A 144A 01.1898 07/17/2026 | 0.25% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.25% |
| TRUIST BANK 01.5000 03/10/2025 | 0.25% |
| CAS 2017-C01 1EB1 01.3528 07/25/2029 | 0.25% |
| COMM 2013-CR13 C 04.8808 11/10/2046 | 0.25% |
| NATIONAL GRID PLC 63627UAA2 DCP 01/10/2022 | 0.25% |
| ROMULUS FUNDING CORP 77619FA72 DCP 01/07/2022 | 0.25% |
| SIRIUS XM RADIO INC P/P 144A 03.1250 09/01/2026 | 0.25% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.24% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.24% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.24% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.24% |
| EQUINIX INC 01.0000 09/15/2025 | 0.24% |
| JPMBB 2013-C15 B 04.9267 11/15/2045 | 0.24% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.24% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.24% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.24% |
| CSAIL 2018-CX12 IO 00.5695 08/15/2051 | 0.24% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.24% |
| HMIR 2021-1 M1B 144A 01.6519 07/25/2033 | 0.24% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.23% |
| UTAH ACQUISITION SUB 03.9500 06/15/2026 | 0.23% |
| CAS 2017-C02 2ED3 01.4528 09/25/2029 | 0.23% |
| TMIR 2019-1 M2 144A 03.0019 11/26/2029 | 0.23% |
| VMC 2021-FL4 A P/P 144A 01.2039 06/16/2036 | 0.23% |
| BXMT 2021-FL4 A P/P 144A 01.1598 05/15/2038 | 0.23% |
| FREMF 2019-K95 X2 IO 144A 00.1000 06/25/2029 | 0.22% |
| COMM 2013-CR11 B 05.1113 08/10/2050 | 0.22% |
| UBS GROUP AG P/P 144A 01.4940 08/10/2027 | 0.22% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.22% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.22% |
| JPMBB 2013-C15 D 144A 05.1924 11/15/2045 | 0.22% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.22% |
| THE SOUTHERN COMPANY 03.2500 07/01/2026 | 0.22% |
| TREASURY BILL 00.0000 04/21/2022 | 0.21% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.21% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.21% |
| DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.21% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.21% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.21% |
| TOTALENERGIES CAP INTL USD 02.4340 01/10/2025 | 0.21% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.21% |
| GLOBAL PAYMENTS INC 01.2000 03/01/2026 | 0.21% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.21% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.21% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.21% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.21% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.21% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.21% |
| ALEXANDRIA REAL ESTATE EQUITI 01527MA52 DCP 01/05/2022 | 0.20% |
| AMCOR FLEXIBLES NORTH AMERICA 02343CAS4 DCP 01/26/2022 | 0.20% |
| AUTONATION INC 05330NA58 DCP 01/05/2022 | 0.20% |
| CENTERPOINT ENERGY INC 1518T3AS1 DCP 01/26/2022 | 0.20% |
| CFMT 2021-HB6 M1 01.8051 06/25/2036 | 0.20% |
| CONAGRA BRANDS INC 20600HAA2 DCP 01/10/2022 | 0.20% |
| CROWN CASTLE INTERNATIONAL CO 22823QAC5 DCP 01/12/2022 | 0.20% |
| ENBRIDGE US INC 29251VA71 DCP 01/07/2022 | 0.20% |
| ENBRIDGE US INC 29251VCM6 DCP 03/21/2022 | 0.20% |
| EVERGY INC 30036BA67 DCP 01/06/2022 | 0.20% |
| EVERSOURCE ENERGY 30040YAQ7 DCP 01/24/2022 | 0.20% |
| FIDELITY NATIONAL INFORMATION 31622GAE7 DCP 01/14/2022 | 0.20% |
| FIDELITY NATIONAL INFORMATION 31622GAK3 DCP 01/19/2022 | 0.20% |
| HEALTHPEAK PROPERTIES INC 42250RAR0 DCP 01/25/2022 | 0.20% |
| INTERCONTINENTAL EXCHANGE INC 45856XBE6 DCP 02/14/2022 | 0.20% |
| NATIONAL GRID PLC 63627UAR5 DCP 01/25/2022 | 0.20% |
| REALTY INCOME CORP 75611NBF8 DCP 02/15/2022 | 0.20% |
| WALGREENS BOOTS ALLIANCE INC 93142XBB6 DCP 02/11/2022 | 0.20% |
| WEC ENERGY GROUP INC 92930WA35 DCP 01/03/2022 | 0.20% |
| WELLTOWER INC 95040XA66 DCP 01/06/2022 | 0.20% |
| FORD MOTOR COMPANY 04.3460 12/08/2026 | 0.20% |
| SKYWORKS SOLUTIONS INC 00.9000 06/01/2023 | 0.20% |
| BANQUE FED CRED MUTU P/P 144A 01.6040 10/04/2026 | 0.20% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.20% |
| CAS 2017-C07 1EB2 01.1019 05/25/2030 | 0.20% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.20% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.20% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.20% |
| MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.20% |
| STACR 2018-DNA3 M2 02.2028 09/25/2048 | 0.20% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.20% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.20% |
| BRAVO 2021-B A1 02.1150 04/01/2069 | 0.20% |
| CONTINENTAL RESOURCE P/P 144A 02.2680 11/15/2026 | 0.20% |
| MWST 2021-2 A 00.8519 04/25/2055 | 0.20% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.20% |
| APPLE INC 00.5500 08/20/2025 | 0.19% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.19% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.19% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.19% |
| ALPHABET INC 03.3750 02/25/2024 | 0.19% |
| LMAT 2021-GS1 A1 01.8920 10/25/2066 | 0.18% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.18% |
| AREIT 2020-CRE4 C 144A 03.2725 04/15/2037 | 0.18% |
| DBUBS 2011-LC3A D 144A 05.3652 08/10/2044 | 0.18% |
| MRAIT 2020-7 A 01.3993 09/15/2022 | 0.18% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.18% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.18% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.18% |
| ENERGY TRANSFER LP 04.5000 04/15/2024 | 0.17% |
| GENERAL MOTORS FINL CO 02.7500 06/20/2025 | 0.17% |
| VMC 2021-FL4 AS P/P 144A 01.5539 06/16/2036 | 0.17% |
| JPMBB 2013-C12 C 04.0984 07/15/2045 | 0.17% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.17% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.16% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.16% |
| US BANCORP 03.6000 09/11/2024 | 0.16% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.16% |
| MRAFT 2021-S1 A1 00.6014 09/10/2022 | 0.16% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.16% |
| GOLDMAN SACHS GROUP INC 01.4310 03/09/2027 | 0.16% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.16% |
| AIGIM 2019-2A AR P/P 144A 10/25/2033 | 0.16% |
| SPST 2021-WL2 A 00.8019 03/25/2054 | 0.16% |
| MSBAM 2014-C15 D 144A 04.8976 04/15/2047 | 0.16% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.16% |
| VIACOMCBS INC. 04.7500 05/15/2025 | 0.16% |
| LMAT 2021-GS4 A1 01.6500 11/25/2060 | 0.15% |
| KEURIG DR PEPPER INC 03.4000 11/15/2025 | 0.15% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.15% |
| STACR 2019-DNA1 M2 02.7528 01/25/2049 | 0.15% |
| COMM 2015-CR25 B 04.5298 08/10/2048 | 0.14% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.14% |
| ALPHABET INC 00.4500 08/15/2025 | 0.14% |
| BDS 2021-FL8 B 144A 01.4539 01/18/2036 | 0.14% |
| ENBRIDGE US INC 29251VCR5 DCP 03/25/2022 | 0.14% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.14% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.14% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.14% |
| MSCI INC P/P 144A 04.0000 11/15/2029 | 0.14% |
| GSMS 2011-GC5 B 144A 05.1582 08/10/2044 | 0.14% |
| CNO GLOBAL FUNDING P/P 144A 01.7500 10/07/2026 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.14% |
| RCMT 2021-FL6 A P/P 144A 01.0519 07/25/2036 | 0.13% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.13% |
| RMIR 2019-2 M1B P/P 144A 01.8519 06/25/2029 | 0.13% |
| UBSBB 2012-C3 C 144A 05.0469 08/10/2049 | 0.13% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.13% |
| MSBAM 2013-C9 C 04.0206 05/15/2046 | 0.13% |
| MWST 2021-1 A 00.7893 02/25/2055 | 0.13% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 12/01/2026 | 0.13% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.13% |
| MRAFT 2020-5 A1 01.1014 08/10/2023 | 0.13% |
| FAHB 2021-HB1 M1 P/P 144A 01.5877 02/25/2031 | 0.13% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.13% |
| TRUIST BANK 02.1500 12/06/2024 | 0.13% |
| NRZT 2019-NQM4 A3 02.7968 09/25/2059 | 0.13% |
| MSC 2018-H4 XA 00.8369 12/15/2051 | 0.12% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.12% |
| MSBAM 2013-C13 B 04.7449 11/15/2046 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.0907 03/10/2047 | 0.12% |
| FHMS K739 XAM IO 01.6112 09/25/2027 | 0.12% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.12% |
| ZILLO 2021-1 A 02.2525 02/18/2027 | 0.12% |
| IMPRL 2021-NQM1 A3 01.6170 06/25/2056 | 0.12% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.12% |
| NIAPK 2019-1A AR P/P 144A 01.1223 07/17/2032 | 0.12% |
| OCT48 2020-3A AR 144A 01.2769 10/20/2034 | 0.12% |
| CAS 2019-R06 2M2 02.2019 09/25/2039 | 0.12% |
| COMM 2013-LC6 B 03.7390 01/10/2046 | 0.11% |
| PRPM 2021-RPL2 A1 01.4550 10/25/2051 | 0.11% |
| WFCM 2019-C50 XA IO 01.4081 05/15/2052 | 0.11% |
| PFWST 2021-1 A 00.8019 02/25/2055 | 0.11% |
| WFCM 2018-C44 XA IO 00.7365 05/15/2051 | 0.11% |
| COMM 2012-CR3 A3 02.8220 10/15/2045 | 0.11% |
| COMM 2012-CR5 AM 144A 03.2230 12/10/2045 | 0.11% |
| SNDPT 2019-2A AR 144A 01.2938 07/15/2034 | 0.11% |
| SPST 2021-14 A1 00.7924 12/08/2022 | 0.11% |
| APPLE INC 03.2000 05/13/2025 | 0.11% |
| BMIR 2017-1 M2 144A 03.4519 10/25/2027 | 0.11% |
| TMIR 2021-2 M1A P/P 144A 02.1519 10/25/2033 | 0.11% |
| UBSCM 2018-C11 XA 00.7714 06/15/2051 | 0.11% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.11% |
| FHMS KW10 X1 IO 00.6488 09/25/2029 | 0.11% |
| JPMBB 2013-C15 C 05.1924 11/15/2045 | 0.11% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.11% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.11% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.11% |
| MSBAM 2013-C9 AS 03.4560 05/15/2046 | 0.11% |
| MSBAM 2016-C32 XA IO 00.6593 12/15/2049 | 0.11% |
| RCMT 2021-FL6 B P/P 144A 01.7019 07/25/2036 | 0.11% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.10% |
| NEWZ 2021-1 A 00.8519 05/25/2055 | 0.10% |
| CAS 2017-C05 1M2C 02.3028 01/25/2030 | 0.10% |
| COMM 2014-CR16 B 04.5820 04/10/2047 | 0.10% |
| ZOETIS INC 03.2500 02/01/2023 | 0.10% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.10% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.10% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.10% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.10% |
| RAD 2021-10A A P/P 144A 01.3300 04/23/2034 | 0.10% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.10% |
| GSMS 2010-C1 B 144A 05.1480 08/10/2043 | 0.10% |
| JPMCC 2010-C2 C 144A 05.6942 11/15/2043 | 0.10% |
| STACR 2017-DNA3 M2B 02.6028 03/25/2030 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 04/27/2026 | 0.10% |
| BANK 2017-BNK9 XA IO 00.7908 11/15/2054 | 0.10% |
| CFMT 2021-HB5 M2 01.8469 02/25/2031 | 0.10% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.10% |
| MWST 2020-1 A 01.0019 10/25/2053 | 0.10% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.10% |
| TRUIST BANK 03.6890 08/02/2024 | 0.10% |
| GALXY 2017-23A AR 144A 00.9939 04/24/2029 | 0.10% |
| PENSKE TRUCK LE P/P 144A 03.4500 07/01/2024 | 0.10% |
| WFRBS 2012-C8 D 144A 04.8911 08/15/2045 | 0.10% |
| ACR 2021-FL4 A 144A 00.9339 12/18/2037 | 0.10% |
| EQUINIX INC 02.6250 11/18/2024 | 0.10% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.10% |
| JPMORGAN CHASE & CO 02.0830 04/22/2026 | 0.10% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.10% |
| AREIT 2019-CRE3 A 144A 01.1845 09/14/2036 | 0.10% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.10% |
| HOWMET AEROSPACE INC. 05.9000 02/01/2027 | 0.09% |
| MSC 2018-L1 XA IO 00.5158 10/15/2051 | 0.09% |
| TREASURY BILL 00.0000 03/17/2022 | 0.09% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.09% |
| APPLE INC. 02.4000 05/03/2023 | 0.09% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.09% |
| BANK OF NY MELLON CORP 00.8500 10/25/2024 | 0.09% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.09% |
| JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.09% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.09% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.09% |
| JPMBB 2014-C19 C 04.6548 04/15/2047 | 0.09% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.09% |
| STACR 2017-DNA2 M2B 03.5528 10/25/2029 | 0.09% |
| FHMS K109 XAM IO 01.7985 04/25/2030 | 0.09% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.09% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.08% |
| GFMT 2020-H1 A3 02.6170 01/25/2060 | 0.08% |
| LPL HOLDINGS INC P/P 144A 04.6250 11/15/2027 | 0.08% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.08% |
| AIGIM 2021-1A A P/P 144A 01.2283 04/22/2034 | 0.08% |
| ANZ NEW ZEALAND INTL P/P 144A 01.1249 01/25/2022 | 0.08% |
| COMM 2013-CR9 AM 144A 04.2785 07/10/2045 | 0.08% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.08% |
| UNICREDIT SPA P/P 144A 04.0268 01/14/2022 | 0.08% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.08% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.08% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.08% |
| NRG ENERGY INC P/P 144A 02.0000 12/02/2025 | 0.08% |
| ROC 2021-RTL1 A1 02.4870 08/25/2026 | 0.08% |
| ARABELLA FINANCE LLC 03846WAE1 DCP 01/14/2022 | 0.08% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.08% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.08% |
| WFRBS 2011-C4 D 144A 04.8872 06/15/2044 | 0.08% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.08% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 0.08% |
| FHMS K740 X1 00.7584 09/25/2027 | 0.08% |
| FHMS K048 X1 IO 00.2285 06/25/2025 | 0.08% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.08% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.08% |
| CFCRE 2016-C4 XA IO 01.6355 05/10/2058 | 0.07% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.07% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.07% |
| FHMS K737 X1 IO 00.6367 10/25/2026 | 0.07% |
| JPMCC 2011-C4 C 144A 05.3895 07/15/2046 | 0.07% |
| STACR 2018-HRP2 M2 01.3528 02/25/2047 | 0.07% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.07% |
| COMM 2012-CR2 B 04.3930 08/15/2045 | 0.07% |
| MSBAM 2013-C9 D 144A 04.1086 05/15/2046 | 0.07% |
| CAS 2014-C01 M2 04.5028 01/25/2024 | 0.07% |
| CHARTER COMM OPT LLC/CAP 01.7816 02/01/2024 | 0.07% |
| MICROCHIP TECH INC 02.6700 09/01/2023 | 0.07% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.07% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.06% |
| CAS 2013-C01 M2 05.3528 10/25/2023 | 0.06% |
| CAS 2017-C01 1M2C 03.6528 07/25/2029 | 0.06% |
| DELL INT LLC / EM 04.0000 07/15/2024 | 0.06% |
| RMIR 2019-1 M2 144A 03.3028 02/25/2029 | 0.06% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.06% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.06% |
| AOMT 2020-5 A3 02.0410 05/25/2065 | 0.06% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.06% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.06% |
| GSMS 2014-GC24 XA IO 00.7128 09/10/2047 | 0.06% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.06% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.06% |
| MFRA 2020-NQM1 A3 02.3000 08/25/2049 | 0.06% |
| MSC 2012-C4 B 144A 05.2130 03/15/2045 | 0.06% |
| WFCM 2016-BNK1 XA IO 01.7206 08/15/2049 | 0.06% |
| NMSG3 2021-1 A 00.8416 06/25/2054 | 0.06% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.06% |
| CAS 2014-C02 2M2 02.7028 05/25/2024 | 0.06% |
| ELANCO ANIMAL HEALTH 05.2720 08/28/2023 | 0.06% |
| STACR 2021-DNA5 M2 01.6997 01/25/2034 | 0.06% |
| VF CORP 02.4000 04/23/2025 | 0.06% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.06% |
| CITIGROUP INC 01.0839 04/25/2022 | 0.06% |
| COMM 2015-LC21 XA IO 00.6744 07/10/2048 | 0.06% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.06% |
| MWST 2020-2 A 00.9019 11/25/2053 | 0.06% |
| PENSKE TRUCK LE P/P 144A 01.2000 11/15/2025 | 0.06% |
| US BANCORP 02.9500 07/15/2022 | 0.06% |
| MSBAM 2015-C26 XA IO 00.9803 10/15/2048 | 0.05% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.05% |
| SPST 2021-WL1 A 00.7519 01/26/2054 | 0.05% |
| TMIR 2021-1 M1B 144A 03.1019 08/25/2033 | 0.05% |
| MSRR 2015-R4 CB1 00.9177 08/26/2047 | 0.05% |
| CGCMT 2014-GC19 C 05.0907 03/10/2047 | 0.05% |
| COMM 2014-CR20 XA IO 00.9855 11/10/2047 | 0.05% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.05% |
| COMM 2015-CR26 XA IO 00.9237 10/10/2048 | 0.05% |
| GSMS 2010-C1 D 144A 05.9889 08/10/2043 | 0.05% |
| NRZT 2019-NQM4 A2 02.6444 09/25/2059 | 0.05% |
| TRUIST FINANCIAL CORP 04.0000 05/01/2025 | 0.05% |
| EMIR 2019-1 M1B 01.9019 04/25/2029 | 0.05% |
| PRDGY 2021-1A A P/P 144A 01.3519 07/25/2051 | 0.05% |
| WFCM 2018-C48 XA 00.9492 01/15/2052 | 0.05% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.05% |
| FHMS K738 XAM IO 01.3675 03/25/2027 | 0.05% |
| JPMCC 2010-C2 D 144A 05.6942 11/15/2043 | 0.05% |
| CAS 2014-C02 1M2 02.7028 05/25/2024 | 0.05% |
| BMIR 2021-3A M1B 01.4497 09/25/2031 | 0.05% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.05% |
| ARRW 2019-1 A3 04.0100 01/25/2049 | 0.04% |
| BANK 2017-BNK8 XA IO 00.7268 11/15/2050 | 0.04% |
| CAS 2018-C05 1ED1 00.7528 01/25/2031 | 0.04% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.04% |
| FREMF 2015-K48 IO 144A 00.1000 08/25/2048 | 0.04% |
| STACR 2019-DNA2 M2 02.5528 03/25/2049 | 0.04% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.04% |
| VF CORP 02.0500 04/23/2022 | 0.04% |
| WFCM 2017-C41 XA IO 01.1883 11/15/2050 | 0.04% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.04% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.04% |
| AOMT 2020-6 A2 01.5180 05/25/2065 | 0.04% |
| CAS 2016-C03 1M2 05.4028 10/25/2028 | 0.04% |
| LNSTR 2015-3 AS 144A 03.1657 04/20/2048 | 0.04% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.04% |
| CAS 2014-C04 1M2 05.0028 11/25/2024 | 0.04% |
| CIT BANK NA 02.9690 09/27/2025 | 0.04% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.04% |
| DIAMOND 1 FIN/DIAMON 05.4500 06/15/2023 | 0.04% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| EVERSOURCE ENERGY 00.8000 08/15/2025 | 0.04% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.04% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.04% |
| WFRBS 2014-C23 XA IO 00.5613 10/15/2057 | 0.04% |
| CAS 2014-C03 2M2 03.0028 07/25/2024 | 0.04% |
| CAS 2014-C04 2M2 05.1028 11/25/2024 | 0.04% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% |
| CSAIL 2015-C1 XA IO 00.8224 04/15/2050 | 0.04% |
| FFML 2006-FF15 A5 00.2619 11/25/2036 | 0.04% |
| STACR 2018-HQA2 M2AS 01.0028 10/25/2048 | 0.04% |
| TREASURY BILL 00.0000 05/05/2022 | 0.04% |
| CAS 2017-C04 2ED1 00.7028 11/25/2029 | 0.04% |
| CSMC 2020-RPL5 A1 03.0230 08/25/2060 | 0.03% |
| FHMS KC06 X1 IO 00.9027 06/25/2026 | 0.03% |
| GSMBS 2020-NQM1 A3 02.3520 09/27/2060 | 0.03% |
| WFCM 2013-LC12 C 04.3055 07/15/2046 | 0.03% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.03% |
| CSMC 2016-NXSR XA IO 00.7598 12/15/2049 | 0.03% |
| MSC 2016-UB12 XA IO 00.7060 12/15/2049 | 0.03% |
| STACR 2021-DNA3 M2 02.1497 10/25/2033 | 0.03% |
| VCAT 2021-NPL1 A1 P/P 144A 02.2891 12/26/2050 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| CD 2017-CD6 XA IO 00.9177 11/13/2050 | 0.03% |
| HOF 2020-2 A1 01.6570 05/25/2065 | 0.03% |
| STACR 2016-HQA2 M3 05.2528 11/25/2028 | 0.03% |
| APPLE INC 02.1000 09/12/2022 | 0.03% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.03% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | 0.03% |
| BRAVO 2020-NQM1 A3 02.4060 05/25/2060 | 0.03% |
| CAS 2019-HRP1 M2 02.2528 11/25/2039 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.02% |
| EMIR 2018-1 M2 03.1019 11/25/2028 | 0.02% |
| TREASURY BILL 00.0000 03/03/2022 | 0.02% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.02% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.02% |
| GSMS 2014-GC22 C 04.6889 06/10/2047 | 0.02% |
| HMIR 2018-1 M1 144A 01.7019 10/25/2028 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0149 12/15/2050 | 0.02% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.02% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.02% |
| BMIR 2020-3A M1A 02.1019 10/25/2030 | 0.02% |
| CAS 2019-R07 1M2 02.2028 10/25/2039 | 0.02% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.02% |
| WFRBS 2014-C22 XA IO 00.7914 09/15/2057 | 0.02% |
| CD 2016-CD1 XA IO 01.3888 08/10/2049 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| GSMS 2014-GC18 C 04.9751 01/10/2047 | 0.02% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.02% |
| JPMCC 2012-CBX A4 03.4834 06/15/2045 | 0.02% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.02% |
| COMM 2010-C1 D 144A 05.9867 07/10/2046 | 0.02% |
| JPMBB 2015-C31 XA IO 00.8225 08/15/2048 | 0.02% |
| JPMCC 2012-C6 E 144A 05.1223 05/15/2045 | 0.02% |
| NATIONAL GRID PLC 63627UA61 DCP 01/06/2022 | 0.02% |
| RMLT 2021-1R A1 00.8590 01/25/2065 | 0.02% |
| SAMI 2007-AR7 1A1 00.9519 05/25/2047 | 0.02% |
| STACR 2019-HQA1 M2 02.4528 02/25/2049 | 0.01% |
| COMM 2012-LC4 C 05.5582 12/10/2044 | 0.01% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.01% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.01% |
| COMM 2014-LC15 XA IO 01.0624 04/10/2047 | 0.01% |
| JPMBB 2014-C22 XA IO 00.8227 09/15/2047 | 0.01% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.01% |
| NRZT 2018-4A A1M 01.0028 01/25/2048 | 0.01% |
| STACR 2018-DNA3 M2B 02.2028 09/25/2048 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| CFCRE 2011-C2 D 144A 05.1863 12/15/2047 | 0.01% |
| COMM 2014-CR14 XA IO 00.5472 02/10/2047 | 0.01% |
| WFCM 2013-LC12 D 144A 04.3055 07/15/2046 | 0.01% |
| CAS 2019-R01 2M2 02.5528 07/25/2031 | 0.01% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.01% |
| EMIR 2018-1 M1 01.8019 11/25/2028 | 0.01% |
| WFRBS 2012-C10 C 04.3467 12/15/2045 | 0.01% |
| TPAT 2018-SL1 A 144A 00.7028 01/25/2046 | 0.01% |
| BMIR 2020-4A M2A 144A 02.7019 06/25/2030 | 0.01% |
| WFCM 2016-C37 XA IO 00.8118 12/15/2049 | 0.01% |
| CAS 2017-C05 1M2 02.3028 01/25/2030 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| JPMCC 2012-LC9 D 144A 04.3629 12/15/2047 | 0.01% |
| MSBAM 2013-C7 XA IO 01.2788 02/15/2046 | 0.01% |
| OMIR 2018-1A M1 01.6519 07/25/2028 | 0.01% |
| PPSI 2004-WCW2 M3 01.1519 10/25/2034 | 0.01% |
| STACR 2014-HQ1 M3 04.2028 08/25/2024 | 0.01% |
| STACR 2019-DNA3 M2 02.1528 07/25/2049 | 0.01% |
| GSAA 2006-8 2A2 00.4619 05/25/2036 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4749 02/10/2046 | 0.01% |
| UBSBB 2012-C2 D 144A 04.8854 05/10/2063 | 0.01% |
| WFCM 2015-C27 XA IO 00.8592 02/15/2048 | 0.01% |
| WFCM 2015-LC20 XB IO 00.4786 04/15/2050 | 0.01% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.00% |
| BUMT 2005-1 1A1 00.7019 09/25/2045 | 0.00% |
| CAS 2017-C03 1M2 03.1028 10/25/2029 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMLTI 2005-2 1A2A 02.7632 05/25/2035 | 0.00% |
| OMIR 2017-1A M2 144A 04.1019 04/25/2027 | 0.00% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CWHL 2005-3 1A1 00.7219 04/25/2035 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0548 08/15/2047 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMM 2014-CR17 XA IO 00.9585 05/10/2047 | 0.00% |
| FNR 2011-4 CS 12.6962 05/25/2040 | 0.00% |
| GSMS 2013-GC12 XA IO 01.3926 06/10/2046 | 0.00% |
| MSBAM 2013-C7 XB IO 144A 00.3197 02/15/2046 | 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% |
| COMM 2013-LC13 XA IO 00.9973 08/10/2046 | 0.00% |
| JPMCC 2013-C10 XA IO 00.9339 12/15/2047 | 0.00% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.00% |
| MLMI 2005-A2 A2 02.8339 02/25/2035 | 0.00% |
| CAS 2017-C05 1M2A 02.3028 01/25/2030 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 2976 LC 24.0176 05/15/2035 | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.2676 05/10/2063 | 0.00% |
| WFRBS 2011-C4 E 144A 04.8872 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.1028 07/25/2025 | 0.00% |
| CAS 2019-R05 1M2 02.1028 07/25/2039 | 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.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-.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 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 00.3979 06/25/2028 | 0.00% |
| FNW 1998-W5 X IO 00.0466 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2767 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4408 11/15/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0000 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 01.1556 12/12/2049 | 0.00% |
| MSC 2012-C4 XA IO 144A 01.7792 03/15/2045 | 0.00% |
| STACR 2014-HQ3 M3 04.8528 10/25/2024 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2385 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.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 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | -0.08% |
| BANK OF AMERICA CORP 04.4500 03/03/2026 | 1.40% |
|---|---|
| BANCO SANTANDER SA USD 01.7220 09/14/2027 | 0.88% |
| AT&T INC 04.2500 03/01/2027 | 0.87% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.77% |
| CVS HEALTH CORP 02.8750 06/01/2026 | 0.71% |
| STACR 2017-DNA2 M2 03.5420 10/25/2029 | 0.68% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.65% |
| CAS 2017-C01 1M2 03.6420 07/25/2029 | 0.62% |
| STACR 2018-HRP2 M3 02.4920 02/25/2047 | 0.62% |
| BPCE SA P/P 144A 01.0000 01/20/2026 | 0.61% |
| GOLDMAN SACHS GROUP INC 01.9480 10/21/2027 | 0.59% |
| SIEMENS FINAN P/P 144A 00.6500 03/11/2024 | 0.59% |
| GENERAL MOTORS FINL CO 01.5000 06/10/2026 | 0.59% |
| VIATRIS INC 01.6500 06/22/2025 | 0.58% |
| STACR 2016-DNA2 M3 04.7420 10/25/2028 | 0.57% |
| AERCAP IRELAND CAP/GLOBA USD 02.4500 10/29/2026 | 0.56% |
| CREDIT SUISSE NEW YORK 01.2500 08/07/2026 | 0.55% |
| VMWARE INC 01.4000 08/15/2026 | 0.54% |
| ABBVIE INC 02.6000 11/21/2024 | 0.53% |
| AMERICAN TOWER CORP 01.6000 04/15/2026 | 0.52% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.50% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.48% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LZ16 DCP 12/01/2021 | 0.48% |
| ENERGY TRANSFER LP 29277EZ15 DCP 12/01/2021 | 0.48% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.47% |
| MORGAN STANLEY 03.8750 01/27/2026 | 0.47% |
| MSC 2007-IQ15 C 144A 06.3889 06/11/2049 | 0.46% |
| NETFLIX INC 04.8750 04/15/2028 | 0.45% |
| CHEVRON USA INC 00.6870 08/12/2025 | 0.45% |
| CAS 2016-C04 1M2 04.3420 01/25/2029 | 0.45% |
| CAS 2016-C05 2M2 04.5420 01/25/2029 | 0.44% |
| AUTONATION INC 05330LZ14 DCP 12/01/2021 | 0.44% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.44% |
| MORGAN STANLEY 03.9500 04/23/2027 | 0.44% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.43% |
| BOEING CO 02.7500 02/01/2026 | 0.42% |
| LENNAR CORP 04.5000 04/30/2024 | 0.42% |
| ABBVIE INC 03.2000 05/14/2026 | 0.42% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.42% |
| VERIZON COMMUNICATIONS INC. 02.6250 08/15/2026 | 0.42% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.41% |
| STACR 2015-DNA3 M3 04.7920 04/25/2028 | 0.41% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.40% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.40% |
| BAKER HUGHES HOLDINGS LLC 05722EZ24 DCP 12/02/2021 | 0.40% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.40% |
| CIGNA CORP 01.2500 03/15/2026 | 0.39% |
| MONDELEZ INTL HLDING P/P 144A 01.2500 09/24/2026 | 0.39% |
| DANSKE BANK A/S P/P 144A 01.5490 09/10/2027 | 0.39% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.39% |
| CREDIT SUISSE GROUP AG USD 04.5500 04/17/2026 | 0.38% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.38% |
| US BANCORP 01.4500 05/12/2025 | 0.38% |
| GSMS 2012-GCJ9 B 144A 03.7470 11/10/2045 | 0.37% |
| STACR 2016-DNA4 M3 03.8920 03/25/2029 | 0.37% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.37% |
| ASHTEAD CAPITAL INC P/P 144A 01.5000 08/12/2026 | 0.36% |
| APPLE INC 01.1250 05/11/2025 | 0.36% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.36% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.35% |
| MSBAM 2017-C34 XA IO 00.9188 11/15/2052 | 0.35% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.35% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.35% |
| CAS 2016-C01 1M2 06.8420 08/25/2028 | 0.34% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.34% |
| T-MOBILE USA INC 03.5000 04/15/2025 | 0.34% |
| CAS 2016-C07 2M2 04.4420 05/25/2029 | 0.34% |
| AIR LEASE CORP 00.8000 08/18/2024 | 0.33% |
| DEUTSCHE BANK NY 02.1290 11/24/2026 | 0.33% |
| GENERAL MOTORS FINL CO 01.7000 08/18/2023 | 0.32% |
| STACR 2019-HRP1 M2 01.4920 02/25/2049 | 0.32% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.31% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.31% |
| CAS 2016-C06 1M2 04.3420 04/25/2029 | 0.31% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.30% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.30% |
| STACR 2018-HRP2 M3AS 01.0920 02/25/2047 | 0.30% |
| INGREDION INC 45718VZD4 DCP 12/13/2021 | 0.30% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.30% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.30% |
| MRAIT 2021-EBO1 A2X 01.8364 04/15/2022 | 0.30% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.30% |
| BANQUE FED CRED MUTU P/P 144A 00.6500 02/27/2024 | 0.30% |
| GRAPHIC PACKAGIN P/P 144A 01.5120 04/15/2026 | 0.29% |
| INTERCONTINENTALEXCHANGE 00.7000 06/15/2023 | 0.29% |
| BROADCOM INC 04.7000 04/15/2025 | 0.28% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.28% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.28% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.28% |
| PNC BANK NA 03.3000 10/30/2024 | 0.28% |
| UNICREDIT SPA P/P 144A 06.5720 01/14/2022 | 0.28% |
| UDR INC 90352PZ10 DCP 12/01/2021 | 0.28% |
| MSBAM 2013-C8 B 03.6591 12/15/2048 | 0.28% |
| TRUIST BANK 03.2000 04/01/2024 | 0.28% |
| STACR 2016-DNA3 M3 05.0920 12/25/2028 | 0.28% |
| WFRBS 2013-UBS1 D P/P 144A 05.2074 03/15/2046 | 0.28% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.27% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.27% |
| TMIR 2019-1 M2 144A 02.9916 11/26/2029 | 0.27% |
| CAS 2015-C04 1M2 05.7920 04/25/2028 | 0.27% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.27% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.27% |
| MRAIT 2021-11 A1X 01.2395 01/25/2022 | 0.27% |
| MRAIT 2021-EBO4 A1X 01.8364 02/16/2022 | 0.27% |
| ORACLE CORP 02.5000 04/01/2025 | 0.27% |
| STACR 2016-DNA1 M3 05.6393 07/25/2028 | 0.27% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.26% |
| OTIS WORLDWIDE CORP 02.0560 04/05/2025 | 0.26% |
| NEXTERA ENERGY CAPITAL 00.6500 03/01/2023 | 0.26% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.26% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.26% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.26% |
| MSBAM 2012-C5 E 144A 04.8082 08/15/2045 | 0.26% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.26% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.26% |
| MRAIT 2020-11 A1X 01.7895 04/22/2022 | 0.26% |
| SPST 2021-6 A 00.8924 04/25/2022 | 0.26% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.25% |
| AOMT 2021-5 A2 01.2080 07/25/2066 | 0.25% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.25% |
| MRAIT 2021-NA1 A1X 01.5864 03/08/2022 | 0.25% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.25% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.25% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.25% |
| GENERAL MOTORS FINL CO 01.0500 03/08/2024 | 0.25% |
| APPLE INC 02.8500 05/11/2024 | 0.25% |
| BOEING CO 04.5080 05/01/2023 | 0.25% |
| CAS 2015-C04 2M2 05.6420 04/25/2028 | 0.25% |
| VMC 2021-FL4 A P/P 144A 01.1888 06/16/2036 | 0.25% |
| FORD MOTOR CREDIT CO LLC 03.6640 09/08/2024 | 0.25% |
| UBSBB 2012-C2 A4 03.5250 05/10/2063 | 0.24% |
| TRUIST BANK 01.5000 03/10/2025 | 0.24% |
| AREIT 2021-CRE5 A 144A 01.1695 07/17/2026 | 0.24% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.24% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.24% |
| CAS 2017-C01 1EB1 01.3420 07/25/2029 | 0.24% |
| COMM 2013-CR13 C 05.0438 11/10/2046 | 0.24% |
| HUMANA INC 44486HZ22 DCP 12/02/2021 | 0.24% |
| NATIONAL GRID PLC 63627UAA2 DCP 01/10/2022 | 0.24% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.24% |
| CSAIL 2018-CX12 IO 00.7279 08/15/2051 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 03.1250 09/01/2026 | 0.24% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.23% |
| JPMBB 2013-C15 B 04.9267 11/15/2045 | 0.23% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.23% |
| EQUINIX INC 01.0000 09/15/2025 | 0.23% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.23% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.23% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.23% |
| HMIR 2021-1 M1B 144A 01.6416 07/25/2033 | 0.23% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.23% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.23% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.23% |
| CAS 2017-C02 2ED3 01.4420 09/25/2029 | 0.23% |
| UTAH ACQUISITION SUB 03.9500 06/15/2026 | 0.23% |
| FREMF 2019-K95 X2 IO 144A 00.1000 06/25/2029 | 0.22% |
| SQUARE INC P/P 144A 02.7500 06/01/2026 | 0.22% |
| BXMT 2021-FL4 A P/P 144A 01.1395 05/15/2038 | 0.22% |
| COMM 2013-CR11 B 05.2769 08/10/2050 | 0.22% |
| UBS GROUP AG P/P 144A 01.4940 08/10/2027 | 0.22% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.21% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.21% |
| JPMBB 2013-C15 D 144A 05.3658 11/15/2045 | 0.21% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.21% |
| THE SOUTHERN COMPANY 03.2500 07/01/2026 | 0.21% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.21% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.21% |
| TREASURY BILL 00.0000 04/21/2022 | 0.21% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.21% |
| TOTALENERGIES CAP INTL USD 02.4340 01/10/2025 | 0.21% |
| DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.20% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.20% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.20% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.20% |
| GLOBAL PAYMENTS INC 01.2000 03/01/2026 | 0.20% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.20% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.20% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.20% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.20% |
| CENTERPOINT ENERGY INC 1518T2Z80 DCP 12/08/2021 | 0.20% |
| CFMT 2021-HB6 M1 01.8051 06/25/2036 | 0.20% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.20% |
| CONAGRA BRANDS INC 20600HAA2 DCP 01/10/2022 | 0.20% |
| CROWN CASTLE INTERNATIONAL CO 22823PZ14 DCP 12/01/2021 | 0.20% |
| DOMINION ENERGY INC 2574P0Z15 DCP 12/01/2021 | 0.20% |
| ENBRIDGE US INC 29251UZG6 DCP 12/16/2021 | 0.20% |
| HEALTHPEAK PROPERTIES INC 42250QZ79 DCP 12/07/2021 | 0.20% |
| HEALTHPEAK PROPERTIES INC 42250QZF1 DCP 12/15/2021 | 0.20% |
| HUMANA INC 44486HZ89 DCP 12/08/2021 | 0.20% |
| NATIONAL GRID PLC 63627UAR5 DCP 01/25/2022 | 0.20% |
| REALTY INCOME CORP 75611MZE7 DCP 12/14/2021 | 0.20% |
| SUNCOR ENERGY INC 86723AZ96 DCP 12/09/2021 | 0.20% |
| VW CREDIT INC 91842JZ85 DCP 12/08/2021 | 0.20% |
| WELLTOWER INC 95040WZE4 DCP 12/14/2021 | 0.20% |
| WELLTOWER INC 95040WZL8 DCP 12/20/2021 | 0.20% |
| BRAVO 2021-B A1 02.1150 04/01/2069 | 0.20% |
| DBUBS 2011-LC3A D 144A 05.5442 08/10/2044 | 0.20% |
| SKYWORKS SOLUTIONS INC 00.9000 06/01/2023 | 0.20% |
| BANQUE FED CRED MUTU P/P 144A 01.6040 10/04/2026 | 0.20% |
| CAS 2017-C07 1EB2 01.0916 05/25/2030 | 0.20% |
| MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.20% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.20% |
| AMCOR FINANCE USA INC 0234D4Z88 DCP 12/08/2021 | 0.20% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.20% |
| STACR 2018-DNA3 M2 02.1920 09/25/2048 | 0.20% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.19% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.19% |
| MRAIT 2020-2 A2 | 0.19% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.19% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.19% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.19% |
| CONTINENTAL RESOURCE P/P 144A 02.2680 11/15/2026 | 0.19% |
| APPLE INC 00.5500 08/20/2025 | 0.19% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.19% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.18% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.18% |
| ALPHABET INC 03.3750 02/25/2024 | 0.18% |
| LMAT 2021-GS1 A1 01.8920 10/25/2066 | 0.18% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.18% |
| AREIT 2020-CRE4 C 144A 03.2702 04/15/2037 | 0.18% |
| CAS 2016-C02 1M2 06.0920 09/25/2028 | 0.17% |
| ERP OPERATING LP 26885TZ79 DCP 12/07/2021 | 0.17% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.17% |
| MRAIT 2020-7 A 01.6864 09/15/2022 | 0.17% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.17% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.17% |
| ENERGY TRANSFER LP 04.5000 04/15/2024 | 0.17% |
| GENERAL MOTORS FINL CO 02.7500 06/20/2025 | 0.17% |
| VMC 2021-FL4 AS P/P 144A 01.5388 06/16/2036 | 0.17% |
| JPMBB 2013-C12 C 04.2351 07/15/2045 | 0.16% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.16% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.16% |
| US BANCORP 03.6000 09/11/2024 | 0.16% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.16% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.16% |
| MRAFT 2021-S1 A1 00.5911 09/10/2022 | 0.16% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.16% |
| AREIT 2019-CRE3 A 144A 01.1822 09/14/2036 | 0.16% |
| GOLDMAN SACHS GROUP INC 01.4310 03/09/2027 | 0.16% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.16% |
| MSBAM 2014-C15 D 144A 05.0612 04/15/2047 | 0.15% |
| SPST 2021-WL1 A 00.7420 01/26/2054 | 0.15% |
| SPST 2021-WL2 A 00.7916 03/25/2054 | 0.15% |
| VIACOMCBS INC. 04.7500 05/15/2025 | 0.15% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.15% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.15% |
| STACR 2017-DNA3 M2 02.5920 03/25/2030 | 0.15% |
| LMAT 2021-GS4 A1 01.6500 11/25/2060 | 0.15% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.15% |
| MWST 2021-2 A 00.8416 04/25/2055 | 0.15% |
| KEURIG DR PEPPER INC 03.4000 11/15/2025 | 0.15% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.14% |
| RMIR 2019-2 M1B P/P 144A 01.8416 06/25/2029 | 0.14% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.14% |
| COMM 2015-CR25 B 04.6810 08/10/2048 | 0.14% |
| STACR 2019-DNA1 M2 02.7420 01/25/2049 | 0.14% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.14% |
| ALPHABET INC 00.4500 08/15/2025 | 0.14% |
| BDS 2021-FL8 B 144A 01.4388 01/18/2036 | 0.14% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.14% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.14% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.14% |
| CAS 2019-R06 2M2 02.1916 09/25/2039 | 0.13% |
| CNO GLOBAL FUNDING P/P 144A 01.7500 10/07/2026 | 0.13% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.13% |
| GSMS 2011-GC5 B 144A 05.3021 08/10/2044 | 0.13% |
| NRZT 2019-NQM4 A3 02.7968 09/25/2059 | 0.13% |
| RCMT 2021-FL6 A P/P 144A 01.0416 07/25/2036 | 0.13% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.13% |
| UBSBB 2012-C3 C 144A 05.2152 08/10/2049 | 0.13% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.13% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 12/01/2026 | 0.13% |
| MSBAM 2013-C9 C 04.1579 05/15/2046 | 0.13% |
| MWST 2021-1 A 00.7893 02/25/2055 | 0.13% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.13% |
| ACR 2021-FL4 A 144A 00.9188 12/18/2037 | 0.13% |
| MRAFT 2020-5 A1 01.0911 08/10/2023 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| MSC 2018-H4 XA 01.0235 12/15/2051 | 0.12% |
| FAHB 2021-HB1 M1 P/P 144A 01.5877 02/25/2031 | 0.12% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.12% |
| TRUIST BANK 02.1500 12/06/2024 | 0.12% |
| FHMS K739 XAM IO 01.7096 09/25/2027 | 0.12% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.2605 03/10/2047 | 0.12% |
| MSBAM 2013-C13 B 04.9083 11/15/2046 | 0.12% |
| STACR 2021-DNA2 M2 02.3497 08/25/2033 | 0.12% |
| BMIR 2017-1 M2 144A 03.4416 10/25/2027 | 0.12% |
| INTERNATIONAL FLAVORS & FRAGR 4595A2ZA0 DCP 12/10/2021 | 0.12% |
| ZILLO 2021-1 A 02.2525 02/18/2027 | 0.12% |
| IMPRL 2021-NQM1 A3 01.6170 06/25/2056 | 0.12% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.12% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.11% |
| PRPM 2021-RPL2 A1 01.4550 10/25/2051 | 0.11% |
| WFCM 2019-C50 XA IO 01.5751 05/15/2052 | 0.11% |
| COMM 2013-LC6 B 03.7390 01/10/2046 | 0.11% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.11% |
| WFCM 2018-C44 XA IO 00.8986 05/15/2051 | 0.11% |
| PFWST 2021-1 A 00.7916 02/25/2055 | 0.11% |
| UBSCM 2018-C11 XA 00.9354 06/15/2051 | 0.11% |
| COMM 2012-CR3 A3 02.8220 10/15/2045 | 0.11% |
| COMM 2012-CR5 AM 144A 03.2230 12/10/2045 | 0.11% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.11% |
| TMIR 2021-2 M1A P/P 144A 02.1416 10/25/2033 | 0.11% |
| APPLE INC 03.2000 05/13/2025 | 0.11% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.11% |
| FHMS KW10 X1 IO 00.7730 09/25/2029 | 0.11% |
| JPMBB 2013-C15 C 05.3658 11/15/2045 | 0.11% |
| MSBAM 2016-C32 XA IO 00.8112 12/15/2049 | 0.11% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.11% |
| MSBAM 2013-C9 AS 03.4560 05/15/2046 | 0.10% |
| PNC BANK NA 02.0280 12/09/2022 | 0.10% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.10% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.10% |
| RCMT 2021-FL6 B P/P 144A 01.6916 07/25/2036 | 0.10% |
| ZOETIS INC 03.2500 02/01/2023 | 0.10% |
| BANK 2017-BNK9 XA IO 00.9324 11/15/2054 | 0.10% |
| CAS 2017-C05 1M2C 02.2920 01/25/2030 | 0.10% |
| COMM 2014-CR16 B 04.5820 04/10/2047 | 0.10% |
| ABBSL 2021-2A A P/P 144A 01.2238 04/15/2034 | 0.10% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.10% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.10% |
| JPMCC 2010-C2 C 144A 05.9035 11/15/2043 | 0.10% |
| KAYNE 2021-10A A 144A 01.3300 04/23/2034 | 0.10% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.10% |
| STACR 2017-DNA3 M2B 02.5920 03/25/2030 | 0.10% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.10% |
| GSMS 2010-C1 B 144A 05.1480 08/10/2043 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 04/27/2026 | 0.10% |
| TRUIST BANK 03.6890 08/02/2024 | 0.10% |
| CFMT 2021-HB5 M2 01.8469 02/25/2031 | 0.10% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.10% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.10% |
| PENSKE TRUCK LE P/P 144A 03.4500 07/01/2024 | 0.10% |
| WFRBS 2012-C8 D 144A 05.0455 08/15/2045 | 0.10% |
| EQUINIX INC 02.6250 11/18/2024 | 0.09% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.09% |
| JPMORGAN CHASE & CO 02.0830 04/22/2026 | 0.09% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.09% |
| MSC 2018-L1 XA IO 00.6763 10/15/2051 | 0.09% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.09% |
| TREASURY BILL 00.0000 03/17/2022 | 0.09% |
| APPLE INC 02.4000 05/03/2023 | 0.09% |
| DIAMOND 1 FIN/DIAMON 05.4500 06/15/2023 | 0.09% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.09% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.09% |
| JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.09% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.09% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.09% |
| VF CORP 02.0500 04/23/2022 | 0.09% |
| BANK OF NY MELLON CORP 00.8500 10/25/2024 | 0.09% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.09% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.09% |
| FHMS K109 XAM IO 01.9147 04/25/2030 | 0.08% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.08% |
| STACR 2017-DNA2 M2B 03.5420 10/25/2029 | 0.08% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.08% |
| JPMBB 2014-C19 C 04.8103 04/15/2047 | 0.08% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.08% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.08% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.08% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.08% |
| AIGIM 2021-1A A 144A 01.2283 04/22/2034 | 0.08% |
| ANZ NEW ZEALAND INTL P/P 144A 01.1249 01/25/2022 | 0.08% |
| COMM 2013-CR9 AM 144A 04.4214 07/10/2045 | 0.08% |
| GFMT 2020-H1 A3 02.6170 01/25/2060 | 0.08% |
| NEWZ 2021-1 A 00.8416 05/25/2055 | 0.08% |
| CAS 2016-C01 2M2 07.0420 08/25/2028 | 0.08% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.08% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.08% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.08% |
| ROC 2021-RTL1 A1 02.4870 08/25/2026 | 0.08% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.08% |
| UNICREDIT SPA P/P 144A 04.0268 01/14/2022 | 0.08% |
| NRG ENERGY INC P/P 144A 02.0000 12/02/2025 | 0.08% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.08% |
| FHMS K740 X1 00.8446 09/25/2027 | 0.08% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.08% |
| WFRBS 2011-C4 D 144A 05.0241 06/15/2044 | 0.08% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 0.08% |
| FHMS K048 X1 IO 00.3535 06/25/2025 | 0.07% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.07% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.07% |
| CFCRE 2016-C4 XA IO 01.7976 05/10/2058 | 0.07% |
| FHMS K737 X1 IO 00.7502 10/25/2026 | 0.07% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.07% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.07% |
| JPMCC 2011-C4 C 144A 05.5737 07/15/2046 | 0.07% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.07% |
| CAS 2014-C01 M2 04.4920 01/25/2024 | 0.07% |
| STACR 2018-HRP2 M2 01.3420 02/25/2047 | 0.07% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.07% |
| COMM 2012-CR2 B 04.3930 08/15/2045 | 0.07% |
| MSBAM 2013-C9 D 144A 04.2459 05/15/2046 | 0.07% |
| TMIR 2021-1 M1B 144A 03.0916 08/25/2033 | 0.07% |
| CAS 2013-C01 M2 05.3420 10/25/2023 | 0.07% |
| CHARTER COMM OPT LLC/CAP 01.7816 02/01/2024 | 0.07% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.07% |
| MICROCHIP TECH INC 02.6700 09/01/2023 | 0.06% |
| AOMT 2020-5 A3 02.0410 05/25/2065 | 0.06% |
| DELL INT LLC / EM 04.0000 07/15/2024 | 0.06% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.06% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.06% |
| CAS 2017-C01 1M2C 03.6420 07/25/2029 | 0.06% |
| RMIR 2019-1 M2 144A 03.2920 02/25/2029 | 0.06% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.06% |
| GSMS 2014-GC24 XA IO 00.8510 09/10/2047 | 0.06% |
| MFRA 2020-NQM1 A3 02.3000 08/25/2049 | 0.06% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.06% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.06% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.06% |
| WFCM 2016-BNK1 XA IO 01.8628 08/15/2049 | 0.06% |
| CAS 2014-C02 2M2 02.6920 05/25/2024 | 0.06% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.06% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.06% |
| MSC 2012-C4 B 144A 05.2130 03/15/2045 | 0.06% |
| NMSG3 2021-1 A 00.8360 06/25/2054 | 0.06% |
| COMM 2015-LC21 XA IO 00.8193 07/10/2048 | 0.06% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.06% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.06% |
| CITIGROUP INC 01.0839 04/25/2022 | 0.06% |
| ELANCO ANIMAL HEALTH 05.2720 08/28/2023 | 0.06% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.06% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.06% |
| STACR 2021-DNA5 M2 01.6997 01/25/2034 | 0.06% |
| VF CORP 02.4000 04/23/2025 | 0.06% |
| MSBAM 2015-C26 XA IO 01.1313 10/15/2048 | 0.05% |
| PENSKE TRUCK LE P/P 144A 01.2000 11/15/2025 | 0.05% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.05% |
| US BANCORP 02.9500 07/15/2022 | 0.05% |
| NRZT 2019-NQM4 A2 02.6444 09/25/2059 | 0.05% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.05% |
| COMM 2014-CR20 XA IO 01.1497 11/10/2047 | 0.05% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.05% |
| CGCMT 2014-GC19 C 05.2605 03/10/2047 | 0.05% |
| COMM 2015-CR26 XA IO 01.0735 10/10/2048 | 0.05% |
| MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.05% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.05% |
| GSMS 2010-C1 D 144A 06.1879 08/10/2043 | 0.05% |
| PRDGY 2021-1A A P/P 144A 01.3416 07/25/2051 | 0.05% |
| TRUIST FINANCIAL CORP 04.0000 05/01/2025 | 0.05% |
| WFCM 2018-C48 XA 01.1204 01/15/2052 | 0.05% |
| EMIR 2019-1 M1B 01.8916 04/25/2029 | 0.05% |
| FHMS K738 XAM IO 01.4813 03/25/2027 | 0.05% |
| CAS 2014-C02 1M2 02.6920 05/25/2024 | 0.05% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.05% |
| JPMCC 2010-C2 D 144A 05.9035 11/15/2043 | 0.05% |
| BANK 2017-BNK8 XA IO 00.8632 11/15/2050 | 0.04% |
| BMIR 2021-3A M1B 01.4497 09/25/2031 | 0.04% |
| FREMF 2015-K48 IO 144A 00.1000 08/25/2048 | 0.04% |
| AOMT 2020-6 A2 01.5180 05/25/2065 | 0.04% |
| ARRW 2019-1 A3 04.0174 01/25/2049 | 0.04% |
| CAS 2016-C03 1M2 05.3920 10/25/2028 | 0.04% |
| CAS 2018-C05 1ED1 00.7420 01/25/2031 | 0.04% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.04% |
| WFCM 2017-C41 XA IO 01.3400 11/15/2050 | 0.04% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.04% |
| COMM 2014-CR17 C 04.9456 05/10/2047 | 0.04% |
| LNSTR 2015-3 AS 144A 03.3161 04/20/2048 | 0.04% |
| STACR 2019-DNA2 M2 02.5420 03/25/2049 | 0.04% |
| CAS 2014-C04 1M2 04.9920 11/25/2024 | 0.04% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.04% |
| CAS 2014-C04 2M2 05.0920 11/25/2024 | 0.04% |
| CIT BANK NA 02.9690 09/27/2025 | 0.04% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.04% |
| CAS 2014-C03 2M2 02.9920 07/25/2024 | 0.04% |
| CAS 2021-R02 2M1 00.9500 11/25/2041 | 0.04% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| EVERSOURCE ENERGY 00.8000 08/15/2025 | 0.04% |
| FFML 2006-FF15 A5 00.2516 11/25/2036 | 0.04% |
| WFRBS 2014-C23 XA IO 00.7081 10/15/2057 | 0.04% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.04% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.04% |
| CSAIL 2015-C1 XA IO 00.9649 04/15/2050 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.04% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% |
| STACR 2018-HQA2 M2AS 00.9920 10/25/2048 | 0.04% |
| CAS 2017-C04 2ED1 00.6920 11/25/2029 | 0.03% |
| HOF 2020-2 A1 01.6570 05/25/2065 | 0.03% |
| FHMS KC06 X1 IO 01.0301 06/25/2026 | 0.03% |
| GSMBS 2020-NQM1 A3 02.3520 09/27/2060 | 0.03% |
| CSMC 2016-NXSR XA IO 00.8911 12/15/2049 | 0.03% |
| CSMC 2020-RPL5 A1 03.0230 08/25/2060 | 0.03% |
| WFCM 2013-LC12 C 04.4411 07/15/2046 | 0.03% |
| MSC 2016-UB12 XA IO 00.8463 12/15/2049 | 0.03% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.03% |
| VCAT 2021-NPL1 A1 P/P 144A 02.2891 12/26/2050 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| STACR 2016-HQA2 M3 05.2420 11/25/2028 | 0.03% |
| STACR 2021-DNA3 M2 02.1497 10/25/2033 | 0.03% |
| BRAVO 2020-NQM1 A3 02.4060 05/25/2060 | 0.03% |
| CD 2017-CD6 XA IO 01.0605 11/13/2050 | 0.03% |
| BMIR 2020-3A M1A 02.0916 10/25/2030 | 0.03% |
| BMIR 2020-4A M2A 144A 02.6916 06/25/2030 | 0.03% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.03% |
| APPLE INC 02.1000 09/12/2022 | 0.03% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.03% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.03% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.02% |
| CAS 2019-HRP1 M2 02.2420 11/25/2039 | 0.02% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.02% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.02% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.02% |
| EMIR 2018-1 M2 03.0916 11/25/2028 | 0.02% |
| TREASURY BILL 00.0000 03/03/2022 | 0.02% |
| GSMS 2014-GC22 C 04.8453 06/10/2047 | 0.02% |
| HMIR 2018-1 M1 144A 01.6916 10/25/2028 | 0.02% |
| UBSCM 2017-C7 XA IO 01.1691 12/15/2050 | 0.02% |
| CAS 2019-R07 1M2 02.1920 10/25/2039 | 0.02% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.02% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.02% |
| CAS 2015-C02 2M2 04.0920 05/25/2025 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9395 09/15/2057 | 0.02% |
| CD 2016-CD1 XA IO 01.5240 08/10/2049 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.02% |
| JPMCC 2012-CBX A4 03.4834 06/15/2045 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.02% |
| COMM 2010-C1 D 144A 05.9420 07/10/2046 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.02% |
| JPMBB 2015-C31 XA IO 00.9772 08/15/2048 | 0.02% |
| RMLT 2021-1R A1 00.8590 01/25/2065 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3100 05/15/2045 | 0.02% |
| SAMI 2007-AR7 1A1 00.9416 05/25/2047 | 0.02% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.01% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.01% |
| COMM 2012-LC4 C 05.7375 12/10/2044 | 0.01% |
| NRZT 2018-4A A1M 00.9920 01/25/2048 | 0.01% |
| STACR 2019-HQA1 M2 02.4420 02/25/2049 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| COMM 2014-CR14 XA IO 00.6938 02/10/2047 | 0.01% |
| COMM 2014-LC15 XA IO 01.2304 04/10/2047 | 0.01% |
| JPMBB 2014-C22 XA IO 00.9750 09/15/2047 | 0.01% |
| CAS 2019-R01 2M2 02.5420 07/25/2031 | 0.01% |
| CFCRE 2011-C2 D 144A 05.3593 12/15/2047 | 0.01% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.01% |
| STACR 2018-DNA3 M2B 02.1920 09/25/2048 | 0.01% |
| WFCM 2013-LC12 D 144A 04.4411 07/15/2046 | 0.01% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.01% |
| EMIR 2018-1 M1 01.7916 11/25/2028 | 0.01% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.01% |
| TPAT 2018-SL1 A 144A 00.6893 01/25/2046 | 0.01% |
| WFRBS 2012-C10 C 04.4940 12/15/2045 | 0.01% |
| MSBAM 2013-C7 XA IO 01.4175 02/15/2046 | 0.01% |
| PPSI 2004-WCW2 M3 01.1416 10/25/2034 | 0.01% |
| STACR 2014-HQ1 M3 04.1920 08/25/2024 | 0.01% |
| WFCM 2016-C37 XA IO 00.9617 12/15/2049 | 0.01% |
| CAS 2017-C05 1M2 02.2920 01/25/2030 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| JPMCC 2012-LC9 D 144A 04.5082 12/15/2047 | 0.01% |
| OMIR 2018-1A M1 01.6416 07/25/2028 | 0.01% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.01% |
| GSAA 2006-8 2A2 00.4516 05/25/2036 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6228 02/10/2046 | 0.01% |
| OMIR 2017-1A M2 144A 04.0916 04/25/2027 | 0.01% |
| STACR 2019-DNA3 M2 02.1420 07/25/2049 | 0.01% |
| UBSBB 2012-C2 D 144A 05.0426 05/10/2063 | 0.01% |
| WFCM 2015-C27 XA IO 01.0238 02/15/2048 | 0.01% |
| WFCM 2015-LC20 XB IO 00.6243 04/15/2050 | 0.01% |
| BUMT 2005-1 1A1 00.6916 09/25/2045 | 0.00% |
| CAS 2017-C03 1M2 03.0920 10/25/2029 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMLTI 2005-2 1A2A 02.7561 05/25/2035 | 0.00% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CWHL 2005-3 1A1 00.7116 04/25/2035 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5309 06/10/2046 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2128 08/15/2047 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMM 2014-CR17 XA IO 01.1207 05/10/2047 | 0.00% |
| FNR 2011-4 CS 12.7160 05/25/2040 | 0.00% |
| MSBAM 2013-C7 XB IO 144A 00.4050 02/15/2046 | 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% |
| COMM 2013-LC13 XA IO 01.1743 08/10/2046 | 0.00% |
| JPMCC 2013-C10 XA IO 01.0759 12/15/2047 | 0.00% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.00% |
| MLMI 2005-A2 A2 02.8342 02/25/2035 | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.4265 05/10/2063 | 0.00% |
| CAS 2017-C05 1M2A 02.2920 01/25/2030 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 2976 LC 24.0927 05/15/2035 | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| WFRBS 2011-C4 E 144A 05.0241 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.0920 07/25/2025 | 0.00% |
| CAS 2019-R05 1M2 02.0920 07/25/2039 | 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.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-.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 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 00.3204 06/25/2028 | 0.00% |
| FNW 1998-W5 X IO 31.3202 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2762 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4371 11/15/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1566 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 01.3716 12/12/2049 | 0.00% |
| MSC 2012-C4 XA IO 144A 02.0023 03/15/2045 | 0.00% |
| STACR 2014-HQ3 M3 04.8420 10/25/2024 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4304 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.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 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.37% |
| BANK OF AMERICA CORP 04.4500 03/03/2026 | 1.42% |
|---|---|
| BANCO SANTANDER SA USD 01.7220 09/14/2027 | 0.89% |
| AT&T INC 04.2500 03/01/2027 | 0.88% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.78% |
| CVS HEALTH CORP 02.8750 06/01/2026 | 0.72% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.66% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.63% |
| STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.62% |
| BPCE SA P/P 144A 01.0000 01/20/2026 | 0.62% |
| STACR 2016-DNA2 M3 04.7393 10/25/2028 | 0.61% |
| GOLDMAN SACHS GROUP INC 01.9480 10/21/2027 | 0.60% |
| SIEMENS FINAN P/P 144A 00.6500 03/11/2024 | 0.60% |
| GENERAL MOTORS FINL CO 01.5000 06/10/2026 | 0.59% |
| VIATRIS INC 01.6500 06/22/2025 | 0.58% |
| AERCAP IRELAND CAP/GLOBA USD 02.4500 10/29/2026 | 0.56% |
| CREDIT SUISSE NEW YORK 01.2500 08/07/2026 | 0.56% |
| VMWARE INC 01.4000 08/15/2026 | 0.55% |
| ABBVIE INC P/P 02.6000 11/21/2024 | 0.54% |
| AMERICAN TOWER CORP 01.6000 04/15/2026 | 0.52% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.51% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.51% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.49% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.48% |
| MORGAN STANLEY 03.8750 01/27/2026 | 0.48% |
| MSC 2007-IQ15 C 144A 06.1792 06/11/2049 | 0.46% |
| CHEVRON USA INC 00.6870 08/12/2025 | 0.45% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.45% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.44% |
| STACR 2015-DNA3 M3 04.7893 04/25/2028 | 0.44% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.44% |
| MORGAN STANLEY 03.9500 04/23/2027 | 0.44% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.44% |
| BOEING CO 02.7500 02/01/2026 | 0.43% |
| ABBVIE INC 03.2000 05/14/2026 | 0.42% |
| LENNAR CORP 04.5000 04/30/2024 | 0.42% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.42% |
| VERIZON COMMUNICATIONS INC. 02.6250 08/15/2026 | 0.42% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.42% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.41% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.40% |
| BAKER HUGHES HOLDINGS LLC 05722EZ24 DCP 12/02/2021 | 0.40% |
| ENBRIDGE US INC 29251UYF9 DCP 11/15/2021 | 0.40% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.40% |
| CIGNA CORP 01.2500 03/15/2026 | 0.40% |
| STACR 2016-DNA4 M3 03.8893 03/25/2029 | 0.39% |
| MONDELEZ INTL HLDING P/P 144A 01.2500 09/24/2026 | 0.39% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.39% |
| DANSKE BANK A/S P/P 144A 01.5490 09/10/2027 | 0.39% |
| CREDIT SUISSE GROUP AG USD 04.5500 04/17/2026 | 0.39% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.38% |
| US BANCORP 01.4500 05/12/2025 | 0.38% |
| GSMS 2012-GCJ9 B 144A 03.7470 11/10/2045 | 0.38% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.38% |
| ASHTEAD CAPITAL INC P/P 144A 01.5000 08/12/2026 | 0.36% |
| APPLE INC 01.1250 05/11/2025 | 0.36% |
| MSBAM 2017-C34 XA IO 00.7797 11/15/2052 | 0.36% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.36% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.35% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.35% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.35% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.35% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.34% |
| T-MOBILE USA INC 03.5000 04/15/2025 | 0.34% |
| AIR LEASE CORP 00.8000 08/18/2024 | 0.33% |
| DEUTSCHE BANK NY 02.1290 11/24/2026 | 0.33% |
| GENERAL MOTORS FINL CO 01.7000 08/18/2023 | 0.33% |
| STACR 2019-HRP1 M2 01.4893 02/25/2049 | 0.32% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.31% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.31% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.31% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.30% |
| STACR 2018-HRP2 M3AS 01.0893 02/25/2047 | 0.30% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.30% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.30% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.30% |
| INGREDION INC 45718VZD4 DCP 12/13/2021 | 0.30% |
| MRAIT 2021-EBO1 A2X 01.8379 04/15/2022 | 0.30% |
| BANQUE FED CRED MUTU P/P 144A 00.6500 02/27/2024 | 0.30% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.30% |
| GRAPHIC PACKAGIN P/P 144A 01.5120 04/15/2026 | 0.29% |
| INTERCONTINENTALEXCHANGE 00.7000 06/15/2023 | 0.29% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.29% |
| BROADCOM INC 04.7000 04/15/2025 | 0.29% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.28% |
| PNC BANK NA 03.3000 10/30/2024 | 0.28% |
| STACR 2016-DNA1 M3 05.6360 07/25/2028 | 0.28% |
| UNICREDIT SPA P/P 144A 06.5720 01/14/2022 | 0.28% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.28% |
| ENERGY TRANSFER LP 29277EY16 DCP 11/01/2021 | 0.28% |
| MSBAM 2013-C8 B 03.5251 12/15/2048 | 0.28% |
| TRUIST BANK 03.2000 04/01/2024 | 0.28% |
| ANALOG DEVICES INC 01.7000 10/01/2028 | 0.28% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.28% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.27% |
| JPMBB 2014-C19 C 04.6554 04/15/2047 | 0.27% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.27% |
| ORACLE CORP 02.5000 04/01/2025 | 0.27% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.27% |
| MRAIT 2021-EBO4 A1X 01.8324 02/16/2022 | 0.27% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.27% |
| MRAIT 2021-11 A1X 01.2403 01/25/2022 | 0.27% |
| OTIS WORLDWIDE CORP 02.0560 04/05/2025 | 0.27% |
| AOMT 2021-5 A2 01.2080 07/25/2066 | 0.26% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.26% |
| NEXTERA ENERGY CAPITAL 00.6500 03/01/2023 | 0.26% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.26% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.26% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.26% |
| MSBAM 2012-C5 E 144A 04.6532 08/15/2045 | 0.26% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.26% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.26% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.26% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.26% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.25% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.25% |
| MRAIT 2021-NA1 A1X 01.5824 03/08/2022 | 0.25% |
| BOEING CO 04.5080 05/01/2023 | 0.25% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.25% |
| GENERAL MOTORS FINL CO 01.0500 03/08/2024 | 0.25% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.25% |
| APPLE INC 02.8500 05/11/2024 | 0.25% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.25% |
| VMC 2021-FL4 A P/P 144A 01.1804 06/16/2036 | 0.25% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.25% |
| AREIT 2021-CRE5 A 144A 01.1659 07/17/2026 | 0.24% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.24% |
| TRUIST BANK 01.5000 03/10/2025 | 0.24% |
| CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.24% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LY33 DCP 11/03/2021 | 0.24% |
| AUTONATION INC 05330LY15 DCP 11/01/2021 | 0.24% |
| AVIATION CAPITAL GROUP LLC 05369BY11 DCP 11/01/2021 | 0.24% |
| HUMANA INC 44486HZ22 DCP 12/02/2021 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 03.1250 09/01/2026 | 0.24% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.24% |
| CSAIL 2018-CX12 IO 00.5701 08/15/2051 | 0.24% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.24% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.24% |
| CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.24% |
| EQUINIX INC 01.0000 09/15/2025 | 0.24% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.24% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.23% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.23% |
| JPMBB 2013-C15 B 04.9267 11/15/2045 | 0.23% |
| HMIR 2021-1 M1B 144A 01.6393 07/25/2033 | 0.23% |
| UTAH ACQUISITION SUB 03.9500 06/15/2026 | 0.23% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.23% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.23% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.23% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.23% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.23% |
| CAS 2017-C02 2ED3 01.4393 09/25/2029 | 0.23% |
| SQUARE INC P/P 144A 02.7500 06/01/2026 | 0.22% |
| FREMF 2019-K95 X2 IO 144A 00.1000 06/25/2029 | 0.22% |
| BXMT 2021-FL4 A P/P 144A 01.1403 05/15/2038 | 0.22% |
| COMM 2013-CR11 B 05.1114 08/10/2050 | 0.22% |
| COMM 2014-UBS6 AM 04.0480 12/10/2047 | 0.22% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.22% |
| UBS GROUP AG P/P 144A 01.4940 08/10/2027 | 0.22% |
| JPMBB 2013-C15 D 144A 05.1929 11/15/2045 | 0.21% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.21% |
| THE SOUTHERN COMPANY 03.2500 07/01/2026 | 0.21% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.21% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.21% |
| TOTALENERGIES CAP INTL USD 02.4340 01/10/2025 | 0.21% |
| TREASURY BILL 00.0000 04/21/2022 | 0.21% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.21% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.21% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.21% |
| GLOBAL PAYMENTS INC 01.2000 03/01/2026 | 0.21% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.20% |
| BRAVO 2021-B A1 02.1150 04/01/2069 | 0.20% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.20% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.20% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.20% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.20% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.20% |
| ARABELLA FINANCE LLC 03846XYC7 DCP 11/12/2021 | 0.20% |
| ARROW ELECTRONICS INC 04273LY90 DCP 11/09/2021 | 0.20% |
| CABOT CORP 12705WYW6 DCP 11/30/2021 | 0.20% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.20% |
| CFMT 2021-HB6 M1 01.8051 06/25/2036 | 0.20% |
| CONAGRA BRANDS INC 20600HAA2 DCP 01/10/2022 | 0.20% |
| DANAHER CORP 23585LY10 DCP 11/01/2021 | 0.20% |
| DOMINION ENERGY INC 2574P0Z15 DCP 12/01/2021 | 0.20% |
| FIDELITY NATIONAL INFORMATION 31621YYF0 DCP 11/15/2021 | 0.20% |
| HEALTHPEAK PROPERTIES INC 42250QYG0 DCP 11/16/2021 | 0.20% |
| HUMANA INC 44486HZ89 DCP 12/08/2021 | 0.20% |
| INTERCONTINENTAL EXCHANGE INC 45856WY45 DCP 11/04/2021 | 0.20% |
| PPG INDUSTRIES INC 69350AYF9 DCP 11/15/2021 | 0.20% |
| REALTY INCOME CORP 75611MY16 DCP 11/01/2021 | 0.20% |
| REALTY INCOME CORP 75611MYP3 DCP 11/23/2021 | 0.20% |
| SKYWORKS SOLUTIONS INC 00.9000 06/01/2023 | 0.20% |
| SUNCOR ENERGY INC 86723AZ96 DCP 12/09/2021 | 0.20% |
| VW CREDIT INC 91842JYH6 DCP 11/17/2021 | 0.20% |
| BANQUE FED CRED MUTU P/P 144A 01.6040 10/04/2026 | 0.20% |
| DBUBS 2011-LC3A D 144A 05.3656 08/10/2044 | 0.20% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.20% |
| FISERV INC 03.8500 06/01/2025 | 0.20% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.20% |
| MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.20% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.20% |
| CAS 2017-C07 1EB2 01.0893 05/25/2030 | 0.20% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.20% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.19% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.19% |
| MRAIT 2020-2 A2 | 0.19% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.19% |
| APPLE INC 00.5500 08/20/2025 | 0.19% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.19% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.18% |
| LMAT 2021-GS1 A1 01.8920 10/25/2066 | 0.18% |
| ALPHABET INC 03.3750 02/25/2024 | 0.18% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.18% |
| AREIT 2019-CRE3 A 144A 01.1845 09/14/2036 | 0.18% |
| AREIT 2020-CRE4 C 144A 03.2725 04/15/2037 | 0.18% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.17% |
| MRAIT 2020-7 A 01.6824 09/15/2022 | 0.17% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.17% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.17% |
| ENERGY TRANSFER LP 04.5000 04/15/2024 | 0.17% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.17% |
| GENERAL MOTORS FINL CO 02.7500 06/20/2025 | 0.17% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.17% |
| VMC 2021-FL4 AS P/P 144A 01.5304 06/16/2036 | 0.17% |
| JPMBB 2013-C12 C 04.0985 07/15/2045 | 0.17% |
| COMM 2013-CR13 C 04.8815 11/10/2046 | 0.16% |
| US BANCORP 03.6000 09/11/2024 | 0.16% |
| FISERV INC 02.7500 07/01/2024 | 0.16% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.16% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.16% |
| AMERICAN HONDA FINANCE CORP 02665JY87 DCP 11/08/2021 | 0.16% |
| VW CREDIT INC 91842JY86 DCP 11/08/2021 | 0.16% |
| VW CREDIT INC 91842JYV5 DCP 11/29/2021 | 0.16% |
| MRAFT 2021-S1 A1 00.5836 09/10/2022 | 0.16% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.16% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.16% |
| GOLDMAN SACHS GROUP INC 01.4310 03/09/2027 | 0.16% |
| MSBAM 2014-C15 D 144A 04.8982 04/15/2047 | 0.16% |
| SPST 2021-WL1 A 00.7393 01/26/2054 | 0.16% |
| SPST 2021-WL2 A 00.7893 03/25/2054 | 0.16% |
| VIACOMCBS INC. 04.7500 05/15/2025 | 0.16% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.15% |
| LMAT 2021-GS4 A1 01.6500 11/25/2060 | 0.15% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.15% |
| RMIR 2019-2 M1B P/P 144A 01.8393 06/25/2029 | 0.15% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.15% |
| STACR 2017-DNA3 M2 02.5893 03/25/2030 | 0.15% |
| DIAMOND 1 FIN/DIAMON 05.4500 06/15/2023 | 0.15% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.15% |
| MWST 2021-2 A 00.8393 04/25/2055 | 0.15% |
| NRZT 2019-NQM4 A3 02.7968 09/25/2059 | 0.15% |
| KEURIG DR PEPPER INC 03.4000 11/15/2025 | 0.15% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.15% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.14% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.14% |
| WFRBS 2013-UBS1 D P/P 144A 05.0394 03/15/2046 | 0.14% |
| COMM 2015-CR25 B 04.5301 08/10/2048 | 0.14% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.14% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.14% |
| ALPHABET INC 00.4500 08/15/2025 | 0.14% |
| BDS 2021-FL8 B 144A 01.4304 01/18/2036 | 0.14% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.14% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.14% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.14% |
| STACR 2018-DNA3 M2 02.1893 09/25/2048 | 0.14% |
| BMIR 2017-1 M2 144A 03.4393 10/25/2027 | 0.13% |
| CNO GLOBAL FUNDING P/P 144A 01.7500 10/07/2026 | 0.13% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.13% |
| GSMS 2011-GC5 B 144A 05.1587 08/10/2044 | 0.13% |
| RCMT 2021-FL6 A P/P 144A 01.0393 07/25/2036 | 0.13% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.13% |
| AMCOR FLEXIBLES NA INC 02343BYC5 DCP 11/12/2021 | 0.13% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.13% |
| UBSBB 2012-C3 C 144A 05.0377 08/10/2049 | 0.13% |
| MSC 2018-H4 XA 00.8549 12/15/2051 | 0.13% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 12/01/2026 | 0.13% |
| MWST 2021-1 A 00.7893 02/25/2055 | 0.13% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.13% |
| MRAFT 2020-5 A1 01.0836 08/10/2023 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| ACR 2021-FL4 A 144A 00.9104 12/18/2037 | 0.13% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.12% |
| FAHB 2021-HB1 M1 P/P 144A 01.5877 02/25/2031 | 0.12% |
| IMPRL 2021-NQM1 A3 01.6170 06/25/2056 | 0.12% |
| TRUIST BANK 02.1500 12/06/2024 | 0.12% |
| UBSBB 2012-C2 A4 03.5250 05/10/2063 | 0.12% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.12% |
| FHMS K739 XAM IO 01.6114 09/25/2027 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.0739 03/10/2047 | 0.12% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.12% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.12% |
| STACR 2021-DNA2 M2 02.3487 08/25/2033 | 0.12% |
| CHARTA LLC 16115VYA1 DCP 11/10/2021 | 0.12% |
| INTERNATIONAL FLAVORS & FRAGR 4595A2ZA0 DCP 12/10/2021 | 0.12% |
| MSBAM 2013-C13 B 04.7452 11/15/2046 | 0.12% |
| PRPM 2021-RPL2 A1 01.4550 10/25/2051 | 0.12% |
| ZILLO 2021-1 A 02.2525 02/18/2027 | 0.12% |
| WFCM 2019-C50 XA IO 01.4084 05/15/2052 | 0.11% |
| WFCM 2018-C44 XA IO 00.7386 05/15/2051 | 0.11% |
| COMM 2013-LC6 B 03.7390 01/10/2046 | 0.11% |
| JPMCC 2010-C2 C 144A 05.7131 11/15/2043 | 0.11% |
| MSBAM 2016-C32 XA IO 00.6726 12/15/2049 | 0.11% |
| PFWST 2021-1 A 00.7893 02/25/2055 | 0.11% |
| UBSCM 2018-C11 XA 00.7721 06/15/2051 | 0.11% |
| COMM 2012-CR5 AM 144A 03.2230 12/10/2045 | 0.11% |
| FHMS KW10 X1 IO 00.6489 09/25/2029 | 0.11% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.11% |
| APPLE INC 03.2000 05/13/2025 | 0.11% |
| COMM 2012-CR3 A3 02.8220 10/15/2045 | 0.11% |
| TMIR 2019-1 M2 P/P 144A 02.9893 11/26/2029 | 0.11% |
| TMIR 2021-2 M1A P/P 144A 02.1393 10/25/2033 | 0.11% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.11% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.11% |
| JPMBB 2013-C15 C 05.1929 11/15/2045 | 0.11% |
| PNC BANK NA 02.0280 12/09/2022 | 0.11% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.11% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.10% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.10% |
| MSBAM 2013-C9 AS 03.4560 05/15/2046 | 0.10% |
| RCMT 2021-FL6 B P/P 144A 01.6893 07/25/2036 | 0.10% |
| BANK 2017-BNK9 XA IO 00.7928 11/15/2054 | 0.10% |
| ZOETIS INC 03.2500 02/01/2023 | 0.10% |
| CAS 2017-C05 1M2C 02.2893 01/25/2030 | 0.10% |
| COMM 2014-CR16 B 04.5820 04/10/2047 | 0.10% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.10% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.10% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.10% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.10% |
| STACR 2017-DNA3 M2B 02.5893 03/25/2030 | 0.10% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.10% |
| GSMS 2010-C1 B 144A 05.1480 08/10/2043 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 04/27/2026 | 0.10% |
| TRUIST BANK 03.6890 08/02/2024 | 0.10% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.10% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.10% |
| RBIT 2020-2 A 01.7063 06/25/2030 | 0.10% |
| CFMT 2021-HB5 M2 01.8469 02/25/2031 | 0.10% |
| ENERGY TRANSFER LP 05.2000 02/01/2022 | 0.10% |
| PENSKE TRUCK LE P/P 144A 03.4500 07/01/2024 | 0.10% |
| EQUINIX INC 02.6250 11/18/2024 | 0.10% |
| WFRBS 2012-C8 D 144A 04.8829 08/15/2045 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.10% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.10% |
| JPMORGAN CHASE & CO 02.0830 04/22/2026 | 0.09% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.09% |
| MSC 2018-L1 XA IO 00.5173 10/15/2051 | 0.09% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.09% |
| TREASURY BILL 00.0000 03/17/2022 | 0.09% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.09% |
| APPLE INC 02.4000 05/03/2023 | 0.09% |
| JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.09% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.09% |
| BANK OF NY MELLON CORP 00.8500 10/25/2024 | 0.09% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.09% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.09% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.09% |
| VF CORP 02.0500 04/23/2022 | 0.09% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.09% |
| FHMS K109 XAM IO 01.7987 04/25/2030 | 0.09% |
| MSBAM 2013-C9 C 04.0213 05/15/2046 | 0.09% |
| STACR 2017-DNA2 M2B 03.5393 10/25/2029 | 0.09% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.08% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.08% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.08% |
| ANZ NEW ZEALAND INTL P/P 144A 01.1249 01/25/2022 | 0.08% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.08% |
| GFMT 2020-H1 A3 02.6170 01/25/2060 | 0.08% |
| NEWZ 2021-1 A 00.8393 05/25/2055 | 0.08% |
| TMIR 2021-1 M1B 144A 03.0893 08/25/2033 | 0.08% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.08% |
| AIGIM 2021-1A A 144A 01.2283 04/22/2034 | 0.08% |
| CAS 2016-C01 2M2 07.0393 08/25/2028 | 0.08% |
| COMM 2013-CR9 AM 144A 04.2692 07/10/2045 | 0.08% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.08% |
| ROC 2021-RTL1 A1 02.4870 08/25/2026 | 0.08% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.08% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.08% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.08% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.08% |
| NRG ENERGY INC P/P 144A 02.0000 12/02/2025 | 0.08% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.08% |
| FHMS K048 X1 IO 00.2293 06/25/2025 | 0.08% |
| FHMS K740 X1 00.7587 09/25/2027 | 0.08% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.08% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.08% |
| WFRBS 2011-C4 D 144A 04.8868 06/15/2044 | 0.08% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 0.08% |
| CFCRE 2016-C4 XA IO 01.6363 05/10/2058 | 0.07% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.07% |
| FHMS K737 X1 IO 00.6370 10/25/2026 | 0.07% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.07% |
| CAS 2014-C01 M2 04.4893 01/25/2024 | 0.07% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.07% |
| JPMCC 2011-C4 C 144A 05.3895 07/15/2046 | 0.07% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.07% |
| AOMT 2020-5 A3 02.0410 05/25/2065 | 0.07% |
| CAS 2013-C01 M2 05.3393 10/25/2023 | 0.07% |
| FISERV INC. 03.8000 10/01/2023 | 0.07% |
| STACR 2018-HRP2 M2 01.3393 02/25/2047 | 0.07% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.07% |
| COMM 2012-CR2 B 04.3930 08/15/2045 | 0.07% |
| MFRA 2020-NQM1 A3 02.3000 08/25/2049 | 0.07% |
| CHARTER COMM OPT LLC/CAP 01.7816 02/01/2024 | 0.07% |
| MICROCHIP TECH INC 02.6700 09/01/2023 | 0.07% |
| MSBAM 2013-C9 D 144A 04.1093 05/15/2046 | 0.07% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.07% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.07% |
| GSMS 2014-GC24 XA IO 00.7186 09/10/2047 | 0.06% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.06% |
| CAS 2017-C01 1M2C 03.6393 07/25/2029 | 0.06% |
| DELL INT LLC / EM 04.0000 07/15/2024 | 0.06% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.06% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.06% |
| CAS 2014-C02 2M2 02.6893 05/25/2024 | 0.06% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.06% |
| RMIR 2019-1 M2 144A 03.2893 02/25/2029 | 0.06% |
| WFCM 2016-BNK1 XA IO 01.7213 08/15/2049 | 0.06% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.06% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.06% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.06% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.06% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.06% |
| CECLO 2020-29A AR P/P 144A 01.3059 10/20/2034 | 0.06% |
| COMM 2015-LC21 XA IO 00.6754 07/10/2048 | 0.06% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.06% |
| MSC 2012-C4 B 144A 05.2130 03/15/2045 | 0.06% |
| NMSG3 2021-1 A 00.8360 06/25/2054 | 0.06% |
| NRZT 2019-NQM4 A2 02.6444 09/25/2059 | 0.06% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.06% |
| MSBAM 2015-C26 XA IO 00.9857 10/15/2048 | 0.06% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.06% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.06% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.06% |
| CITIGROUP INC 01.0839 04/25/2022 | 0.06% |
| DWOLF 2017-1A AR 144A 01.0436 10/15/2030 | 0.06% |
| ELANCO ANIMAL HEALTH 05.2720 08/28/2023 | 0.06% |
| STACR 2021-DNA5 M2 01.6987 01/25/2034 | 0.06% |
| VF CORP 02.4000 04/23/2025 | 0.06% |
| COMM 2014-CR20 XA IO 01.0002 11/10/2047 | 0.05% |
| PENSKE TRUCK LE P/P 144A 01.2000 11/15/2025 | 0.05% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.05% |
| STACR 2021-HQA3 M1 00.8987 09/25/2041 | 0.05% |
| US BANCORP 02.9500 07/15/2022 | 0.05% |
| COMM 2015-CR26 XA IO 00.9252 10/10/2048 | 0.05% |
| CGCMT 2014-GC19 C 05.0739 03/10/2047 | 0.05% |
| MSRR 2015-R4 CB1 00.9117 08/26/2047 | 0.05% |
| PRDGY 2021-1A A P/P 144A 01.3393 07/25/2051 | 0.05% |
| BMIR 2020-4A M2A 144A 02.6893 06/25/2030 | 0.05% |
| CAS 2014-C02 1M2 02.6893 05/25/2024 | 0.05% |
| FHMS K738 XAM IO 01.3675 03/25/2027 | 0.05% |
| GSMS 2010-C1 D 144A 05.9877 08/10/2043 | 0.05% |
| TRUIST FINANCIAL CORP 04.0000 05/01/2025 | 0.05% |
| WFCM 2018-C48 XA 00.9412 01/15/2052 | 0.05% |
| EMIR 2019-1 M1B 01.8893 04/25/2029 | 0.05% |
| CAS 2014-C04 2M2 05.0893 11/25/2024 | 0.05% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.05% |
| FREMF 2015-K48 IO 144A 00.1000 08/25/2048 | 0.05% |
| JPMCC 2010-C2 D 144A 05.7131 11/15/2043 | 0.05% |
| AOMT 2020-6 A2 01.5180 05/25/2065 | 0.05% |
| BANK 2017-BNK8 XA IO 00.7283 11/15/2050 | 0.05% |
| BMIR 2021-3A M1B 01.4487 09/25/2031 | 0.05% |
| ARRW 2019-1 A3 04.0291 01/25/2049 | 0.04% |
| CAS 2018-C05 1ED1 00.7393 01/25/2031 | 0.04% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.04% |
| WFCM 2017-C41 XA IO 01.1914 11/15/2050 | 0.04% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.04% |
| CAS 2014-C04 1M2 04.9893 11/25/2024 | 0.04% |
| COMM 2014-CR17 C 04.7841 05/10/2047 | 0.04% |
| LNSTR 2015-3 AS 144A 03.1664 04/20/2048 | 0.04% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.04% |
| CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.04% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.04% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.04% |
| CIT BANK NA 02.9690 09/27/2025 | 0.04% |
| WFRBS 2014-C23 XA IO 00.5623 10/15/2057 | 0.04% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.04% |
| FFML 2006-FF15 A5 00.2493 11/25/2036 | 0.04% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| CSAIL 2015-C1 XA IO 00.8232 04/15/2050 | 0.04% |
| EVERSOURCE ENERGY 00.8000 08/15/2025 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| HOF 2020-2 A1 01.6570 05/25/2065 | 0.04% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.04% |
| CSMC 2016-NXSR XA IO 00.7463 12/15/2049 | 0.04% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.04% |
| BMIR 2020-3A M1A 02.0893 10/25/2030 | 0.04% |
| STACR 2018-HQA2 M2AS 00.9893 10/25/2048 | 0.04% |
| GSMBS 2020-NQM1 A3 02.3520 09/27/2060 | 0.04% |
| FHMS KC06 X1 IO 00.9028 06/25/2026 | 0.03% |
| CSMC 2020-RPL5 A1 03.0230 08/25/2060 | 0.03% |
| VCAT 2021-NPL1 A1 P/P 144A 02.2891 12/26/2050 | 0.03% |
| STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.03% |
| WFCM 2013-LC12 C 04.3061 07/15/2046 | 0.03% |
| BRAVO 2020-NQM1 A3 02.4060 05/25/2060 | 0.03% |
| MSC 2016-UB12 XA IO 00.7094 12/15/2049 | 0.03% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.03% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| CD 2017-CD6 XA IO 00.9183 11/13/2050 | 0.03% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.03% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.03% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.03% |
| APPLE INC 02.1000 09/12/2022 | 0.03% |
| CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.03% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.03% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.02% |
| CAS 2019-R07 1M2 02.1893 10/25/2039 | 0.02% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.02% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.02% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.02% |
| EMIR 2018-1 M2 03.0893 11/25/2028 | 0.02% |
| TREASURY BILL 00.0000 03/03/2022 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0181 12/15/2050 | 0.02% |
| GSMS 2014-GC22 C 04.6891 06/10/2047 | 0.02% |
| HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.02% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.02% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.02% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.02% |
| WFRBS 2014-C22 XA IO 00.7916 09/15/2057 | 0.02% |
| CD 2016-CD1 XA IO 01.3896 08/10/2049 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| JPMCC 2012-CBX A4 03.4834 06/15/2045 | 0.02% |
| RMLT 2021-1R A1 00.8590 01/25/2065 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| JPMBB 2015-C31 XA IO 00.8238 08/15/2048 | 0.02% |
| JPMCC 2012-C6 E 144A 05.1388 05/15/2045 | 0.02% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.02% |
| COMM 2010-C1 D 144A 05.6822 07/10/2046 | 0.02% |
| GSMS 2014-GC18 C 04.9752 01/10/2047 | 0.02% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.02% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.02% |
| SAMI 2007-AR7 1A1 00.9393 05/25/2047 | 0.02% |
| WFCM 2013-LC12 D 144A 04.3061 07/15/2046 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| COMM 2012-LC4 C 05.6066 12/10/2044 | 0.01% |
| COMM 2014-LC15 XA IO 01.0648 04/10/2047 | 0.01% |
| JPMBB 2014-C22 XA IO 00.8238 09/15/2047 | 0.01% |
| NRZT 2018-4A A1M 00.9893 01/25/2048 | 0.01% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.01% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.01% |
| COMM 2014-CR14 XA IO 00.5499 02/10/2047 | 0.01% |
| CFCRE 2011-C2 D 144A 05.4856 12/15/2047 | 0.01% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.01% |
| STACR 2018-DNA3 M2B 02.1893 09/25/2048 | 0.01% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.01% |
| EMIR 2018-1 M1 01.7893 11/25/2028 | 0.01% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.01% |
| STACR 2014-HQ1 M3 04.1893 08/25/2024 | 0.01% |
| MSBAM 2013-C7 XA IO 01.3159 02/15/2046 | 0.01% |
| TPAT 2018-SL1 A 144A 00.6893 01/25/2046 | 0.01% |
| WFRBS 2012-C10 C 04.3472 12/15/2045 | 0.01% |
| PPSI 2004-WCW2 M3 01.1393 10/25/2034 | 0.01% |
| WFCM 2016-C37 XA IO 00.8085 12/15/2049 | 0.01% |
| CAS 2017-C05 1M2 02.2893 01/25/2030 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4773 02/10/2046 | 0.01% |
| JPMCC 2012-LC9 D 144A 04.3626 12/15/2047 | 0.01% |
| OMIR 2018-1A M1 01.6393 07/25/2028 | 0.01% |
| STACR 2019-DNA3 M2 02.1393 07/25/2049 | 0.01% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.01% |
| GSAA 2006-8 2A2 00.4493 05/25/2036 | 0.01% |
| OMIR 2017-1A M2 144A 04.0893 04/25/2027 | 0.01% |
| UBSBB 2012-C2 D 144A 04.8858 05/10/2063 | 0.01% |
| WFCM 2015-C27 XA IO 00.8813 02/15/2048 | 0.01% |
| WFCM 2015-LC20 XB IO 00.4819 04/15/2050 | 0.01% |
| BUMT 2005-1 1A1 00.6893 09/25/2045 | 0.00% |
| CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMLTI 2005-2 1A2A 02.7534 05/25/2035 | 0.00% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| COMM 2014-CR17 XA IO 00.9598 05/10/2047 | 0.00% |
| CWHL 2005-3 1A1 00.7093 04/25/2035 | 0.00% |
| GSMS 2013-GC12 XA IO 01.3951 06/10/2046 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0557 08/15/2047 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FNR 2011-4 CS 12.7215 05/25/2040 | 0.00% |
| JPMCC 2013-C10 XA IO 00.9407 12/15/2047 | 0.00% |
| MSBAM 2013-C7 XB IO 144A 00.3327 02/15/2046 | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.2714 05/10/2063 | 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% |
| COMM 2013-LC13 XA IO 01.0006 08/10/2046 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.00% |
| MLMI 2005-A2 A2 02.8382 02/25/2035 | 0.00% |
| CAS 2017-C05 1M2A 02.2893 01/25/2030 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 2976 LC 24.0891 05/15/2035 | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| STACR 2014-HQ3 M3 04.8393 10/25/2024 | 0.00% |
| WFRBS 2011-C4 E 144A 04.8868 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.00% |
| CAS 2019-R05 1M2 02.0893 07/25/2039 | 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.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-.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 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 00.5068 06/25/2028 | 0.00% |
| FNW 1998-W5 X IO 00.7195 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2775 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4358 11/15/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0555 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 01.1556 12/12/2049 | 0.00% |
| MSC 2012-C4 XA IO 144A 01.8249 03/15/2045 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2599 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.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 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.33% |
| BANK OF AMERICA CORP 04.4500 03/03/2026 | 1.45% |
|---|---|
| BANCO SANTANDER SA USD 01.7220 09/14/2027 | 0.91% |
| AT&T INC 04.2500 03/01/2027 | 0.90% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.79% |
| CVS HEALTH CORP 02.8750 06/01/2026 | 0.73% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.67% |
| STACR 2016-DNA2 M3 04.7360 10/25/2028 | 0.65% |
| CAS 2017-C01 1M2 03.6360 07/25/2029 | 0.64% |
| BPCE SA P/P 144A 01.0000 01/20/2026 | 0.63% |
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 0.63% |
| STACR 2018-HRP2 M3 02.4860 02/25/2047 | 0.62% |
| SIEMENS FINAN P/P 144A 00.6500 03/11/2024 | 0.61% |
| GENERAL MOTORS FINL CO 01.5000 06/10/2026 | 0.60% |
| VIATRIS INC P/P 144A 01.6500 06/22/2025 | 0.59% |
| CREDIT SUISSE NEW YORK 01.2500 08/07/2026 | 0.57% |
| VMWARE INC 01.4000 08/15/2026 | 0.56% |
| ABBVIE INC P/P 02.6000 11/21/2024 | 0.55% |
| AMERICAN TOWER CORP 01.6000 04/15/2026 | 0.54% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.52% |
| STACR 2017-DNA2 M2 03.5360 10/25/2029 | 0.51% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.50% |
| MORGAN STANLEY 03.8750 01/27/2026 | 0.49% |
| ATHENE GLOBAL FUNDIN P/P 144A 01.7300 10/02/2026 | 0.49% |
| MSC 2007-IQ15 C 144A 06.3816 06/11/2049 | 0.48% |
| STACR 2015-DNA3 M3 04.7860 04/25/2028 | 0.48% |
| CHEVRON USA INC 00.6870 08/12/2025 | 0.46% |
| CAS 2016-C04 1M2 04.3360 01/25/2029 | 0.46% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.45% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.44% |
| BOEING CO 02.7500 02/01/2026 | 0.44% |
| ABBVIE INC 03.2000 05/14/2026 | 0.43% |
| LENNAR CORP 04.5000 04/30/2024 | 0.43% |
| VERIZON COMMUNICATIONS INC. 02.6250 08/15/2026 | 0.43% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.43% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.42% |
| STACR 2016-DNA4 M3 03.8860 03/25/2029 | 0.42% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.42% |
| GEORGIA-PACIFIC LLC P/P 144A 00.9500 05/15/2026 | 0.41% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.41% |
| CIGNA CORP 01.2500 03/15/2026 | 0.40% |
| ENBRIDGE US INC 29251UX45 DCP 10/04/2021 | 0.40% |
| MONDELEZ INTL HLDING P/P 144A 01.2500 09/24/2026 | 0.40% |
| DANSKE BANK A/S P/P 144A 01.5490 09/10/2027 | 0.40% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.40% |
| CREDIT SUISSE GROUP AG USD 04.5500 04/17/2026 | 0.40% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.39% |
| US BANCORP 01.4500 05/12/2025 | 0.39% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.38% |
| GSMS 2012-GCJ9 B 144A 03.7470 11/10/2045 | 0.38% |
| CAS 2016-C05 2M2 04.5360 01/25/2029 | 0.37% |
| ASHTEAD CAPITAL INC P/P 144A 01.5000 08/12/2026 | 0.37% |
| MSBAM 2017-C34 XA IO 00.9197 11/15/2052 | 0.37% |
| APPLE INC 01.1250 05/11/2025 | 0.37% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.36% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.36% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.36% |
| CAS 2016-C01 1M2 06.8360 08/25/2028 | 0.35% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.35% |
| T-MOBILE USA INC 03.5000 04/15/2025 | 0.35% |
| AIR LEASE CORP 00.8000 08/18/2024 | 0.34% |
| DEUTSCHE BANK NY 02.1290 11/24/2026 | 0.34% |
| GENERAL MOTORS FINL CO 01.7000 08/18/2023 | 0.33% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.32% |
| STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.32% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.32% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.31% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.31% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.31% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.31% |
| STACR 2016-DNA1 M3 05.6360 07/25/2028 | 0.31% |
| WASTE MANAGEMENT INC 00.7500 11/15/2025 | 0.31% |
| BANQUE FED CRED MUTU P/P 144A 00.6500 02/27/2024 | 0.30% |
| GRAPHIC PACKAGIN P/P 144A 01.5120 04/15/2026 | 0.30% |
| INTERCONTINENTALEXCHANGE 00.7000 06/15/2023 | 0.30% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.29% |
| BROADCOM INC 04.7000 04/15/2025 | 0.29% |
| JPMCC 2007-CB19 AJ 06.2613 02/12/2049 | 0.29% |
| PNC BANK NA 03.3000 10/30/2024 | 0.29% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.29% |
| AOMT 2021-5 A2 01.2080 07/25/2066 | 0.29% |
| UNICREDIT SPA P/P 144A 06.5720 01/14/2022 | 0.29% |
| TRUIST BANK 03.2000 04/01/2024 | 0.29% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.28% |
| ANALOG DEVICES INC 01.7000 10/01/2028 | 0.28% |
| MSBAM 2013-C8 B 03.6592 12/15/2048 | 0.28% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.28% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.28% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.28% |
| JPMBB 2014-C19 C 04.8109 04/15/2047 | 0.28% |
| ORACLE CORP 02.5000 04/01/2025 | 0.28% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.27% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.27% |
| OTIS WORLDWIDE CORP 02.0560 04/05/2025 | 0.27% |
| MRAIT 2021-11 A1X 01.2338 01/25/2022 | 0.27% |
| MRAIT 2021-EBO4 A1X 01.8360 02/16/2022 | 0.27% |
| CSMC 2021-RPL7 A1 01.9260 09/01/2051 | 0.27% |
| NEXTERA ENERGY CAPITAL 00.6500 03/01/2023 | 0.27% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.26% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.26% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.26% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.26% |
| NORTHROP GRUMMAN CORP 02.9300 01/15/2025 | 0.26% |
| MSBAM 2012-C5 E 144A 04.8129 08/15/2045 | 0.26% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.26% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.26% |
| SPST 2021-6 A 00.8833 04/25/2022 | 0.26% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.26% |
| GENERAL MOTORS FINL CO 01.0500 03/08/2024 | 0.26% |
| APPLE INC 02.8500 05/11/2024 | 0.26% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.26% |
| MRAIT 2021-NA1 A1X 01.5860 03/08/2022 | 0.26% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.26% |
| MRAIT 2021-EBO1 A1X 01.8338 02/16/2022 | 0.26% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.26% |
| VMC 2021-FL4 A P/P 144A 01.1874 06/16/2036 | 0.25% |
| CAS 2016-C06 1M2 04.3360 04/25/2029 | 0.25% |
| SIRIUS XM RADIO INC P/P 144A 03.1250 09/01/2026 | 0.25% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.25% |
| TRUIST BANK 01.5000 03/10/2025 | 0.25% |
| AREIT 2021-CRE5 A 144A 01.1800 07/17/2026 | 0.24% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.24% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LX67 DCP 10/06/2021 | 0.24% |
| CAS 2017-C01 1EB1 01.3360 07/25/2029 | 0.24% |
| ENERGY TRANSFER LP 29277EX17 DCP 10/01/2021 | 0.24% |
| HUMANA INC 44486HZ22 DCP 12/02/2021 | 0.24% |
| ROMULUS FUNDING CORP 77619EX13 DCP 10/01/2021 | 0.24% |
| ROMULUS FUNDING CORP 77619EXN5 DCP 10/22/2021 | 0.24% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.24% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.24% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.24% |
| EQUINIX INC 01.0000 09/15/2025 | 0.24% |
| REPUBLIC SERVICES INC 00.8750 11/15/2025 | 0.24% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.24% |
| CAS 2015-C04 2M2 05.6360 04/25/2028 | 0.24% |
| JPMBB 2013-C15 B 04.9267 11/15/2045 | 0.24% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.24% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| UTAH ACQUISITION SUB 03.9500 06/15/2026 | 0.24% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.23% |
| CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.23% |
| HMIR 2021-1 M1B 144A 01.6360 07/25/2033 | 0.23% |
| CAS 2017-C02 2ED3 01.4360 09/25/2029 | 0.23% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.23% |
| FREMF 2019-K95 X2 IO 144A 00.1000 06/25/2029 | 0.23% |
| SQUARE INC P/P 144A 02.7500 06/01/2026 | 0.23% |
| MORGAN STANLEY 03.9500 04/23/2027 | 0.22% |
| BXMT 2021-FL4 A P/P 144A 01.1338 05/15/2038 | 0.22% |
| COMM 2013-CR11 B 05.2771 08/10/2050 | 0.22% |
| STACR 2018-HRP2 M3AS 01.0860 02/25/2047 | 0.22% |
| UBS GROUP AG P/P 144A 01.4940 08/10/2027 | 0.22% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.22% |
| JPMBB 2013-C15 D 144A 05.3618 11/15/2045 | 0.22% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.22% |
| THE SOUTHERN COMPANY 03.2500 07/01/2026 | 0.22% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.21% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.21% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.21% |
| GLOBAL PAYMENTS INC 01.2000 03/01/2026 | 0.21% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.21% |
| TOTALENERGIES CAP INTL USD 02.4340 01/10/2025 | 0.21% |
| BRAVO 2021-B A1 02.1150 04/01/2069 | 0.21% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.21% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.21% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.21% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.21% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.21% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.21% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.20% |
| SKYWORKS SOLUTIONS INC 00.9000 06/01/2023 | 0.20% |
| AMCOR FLEXIBLES NA INC 02343BXS1 DCP 10/26/2021 | 0.20% |
| ARABELLA FINANCE LLC 03846XYC7 DCP 11/12/2021 | 0.20% |
| BANQUE FED CRED MUTU P/P 144A 01.6040 10/04/2026 | 0.20% |
| CFMT 2021-HB6 M1 01.8051 06/25/2036 | 0.20% |
| CHARIOT FUNDING LLC 15963TXT1 DCP 10/27/2021 | 0.20% |
| CONAGRA BRANDS INC 20600GX68 DCP 10/06/2021 | 0.20% |
| CROWN CASTLE INTERNATIONAL CO 22823PXL2 DCP 10/20/2021 | 0.20% |
| DANAHER CORP 23585LY10 DCP 11/01/2021 | 0.20% |
| DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.20% |
| DOMINION ENERGY INC 2574P0Z15 DCP 12/01/2021 | 0.20% |
| ENBRIDGE US INC 29251UXF0 DCP 10/15/2021 | 0.20% |
| HEALTHPEAK PROPERTIES INC 42250QX63 DCP 10/06/2021 | 0.20% |
| HUMANA INC 44486HZ89 DCP 12/08/2021 | 0.20% |
| PPG INDUSTRIES INC 69350AYF9 DCP 11/15/2021 | 0.20% |
| REALTY INCOME CORP 75611MY16 DCP 11/01/2021 | 0.20% |
| SUNCOR ENERGY INC 86723AZ96 DCP 12/09/2021 | 0.20% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.20% |
| VW CREDIT INC 91842JXE4 DCP 10/14/2021 | 0.20% |
| FISERV INC 03.8500 06/01/2025 | 0.20% |
| MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.20% |
| BRISTOL-MYERS SQUIBB CO 00.7500 11/13/2025 | 0.20% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.20% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.20% |
| CAS 2017-C07 1EB2 01.0860 05/25/2030 | 0.20% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.20% |
| MRAIT 2020-2 A2 | 0.20% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.20% |
| AREIT 2019-CRE3 A 144A 01.1845 09/14/2036 | 0.19% |
| APPLE INC 00.5500 08/20/2025 | 0.19% |
| BOEING CO 04.5080 05/01/2023 | 0.19% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.19% |
| LMAT 2021-GS1 A1 01.8920 10/25/2066 | 0.19% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.19% |
| ALPHABET INC 03.3750 02/25/2024 | 0.19% |
| NUTRITION & BIO P/P 144A 01.2300 10/01/2025 | 0.18% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.18% |
| STACR 2019-HRP1 M2 01.4860 02/25/2049 | 0.18% |
| HYUNDAI CAPITAL AMERICA 44890MX15 DCP 10/01/2021 | 0.18% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.18% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.17% |
| ENERGY TRANSFER LP 04.5000 04/15/2024 | 0.17% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.17% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.17% |
| GENERAL MOTORS FINL CO 02.7500 06/20/2025 | 0.17% |
| TREASURY BILL 00.0000 04/21/2022 | 0.17% |
| TREASURY BILL 00.0000 10/19/2021 | 0.17% |
| VMC 2021-FL4 AS P/P 144A 01.5374 06/16/2036 | 0.17% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.17% |
| WEC ENERGY GROUP INC 92930VXJ7 DCP 10/18/2021 | 0.17% |
| COMM 2013-CR13 C 05.0446 11/10/2046 | 0.17% |
| US BANCORP 03.6000 09/11/2024 | 0.17% |
| CAS 2016-C07 2M2 04.4360 05/25/2029 | 0.16% |
| FISERV INC 02.7500 07/01/2024 | 0.16% |
| JPMBB 2013-C12 C 04.2352 07/15/2045 | 0.16% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.16% |
| MRAIT 2021-8 A1X 01.2360 10/15/2021 | 0.16% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.16% |
| AMERICAN HONDA FINANCE CORP 02665JY87 DCP 11/08/2021 | 0.16% |
| FIDELITY NATIONAL INFORMATION 31621YX61 DCP 10/06/2021 | 0.16% |
| GOLDMAN SACHS GROUP INC 01.4310 03/09/2027 | 0.16% |
| MRAFT 2021-S1 A1 01.0000 09/10/2022 | 0.16% |
| AMERICAN ELECTRIC POWER 01.0000 11/01/2025 | 0.16% |
| LMAT 2021-GS4 A1 01.6500 11/25/2060 | 0.16% |
| MSBAM 2014-C15 D 144A 05.0618 04/15/2047 | 0.16% |
| VIACOMCBS INC. 04.7500 05/15/2025 | 0.16% |
| RMIR 2019-2 M1B P/P 144A 01.8360 06/25/2029 | 0.16% |
| SPST 2021-WL1 A 00.7360 01/26/2054 | 0.16% |
| SPST 2021-WL2 A 00.7860 03/25/2054 | 0.16% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.16% |
| COMM 2014-UBS6 AM 04.0480 12/10/2047 | 0.16% |
| STACR 2017-DNA3 M2 02.5860 03/25/2030 | 0.15% |
| DIAMOND 1 FIN/DIAMON 05.4500 06/15/2023 | 0.15% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.15% |
| KEURIG DR PEPPER INC 03.4000 11/15/2025 | 0.15% |
| MWST 2021-2 A 00.8360 04/25/2055 | 0.15% |
| NRZT 2019-NQM4 A3 02.7968 09/25/2059 | 0.15% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.15% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.15% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.15% |
| WFRBS 2013-UBS1 D P/P 144A 05.2075 03/15/2046 | 0.15% |
| ALPHABET INC 00.4500 08/15/2025 | 0.14% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.14% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.14% |
| STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.14% |
| BDS 2021-FL8 B 144A 01.4346 01/18/2036 | 0.14% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.14% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.14% |
| COMM 2015-CR25 B 04.6811 08/10/2048 | 0.14% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.14% |
| BMIR 2017-1 M2 144A 03.4360 10/25/2027 | 0.14% |
| GSMS 2011-GC5 B 144A 05.3025 08/10/2044 | 0.13% |
| CAS 2016-C02 1M2 06.0860 09/25/2028 | 0.13% |
| RCMT 2021-FL6 A P/P 144A 01.0360 07/25/2036 | 0.13% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.13% |
| MSC 2018-H4 XA 01.0245 12/15/2051 | 0.13% |
| UBSBB 2012-C3 C 144A 05.2057 08/10/2049 | 0.13% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 12/01/2026 | 0.13% |
| MWST 2021-1 A 00.7844 02/25/2055 | 0.13% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.13% |
| MRAFT 2020-5 A1 01.0848 08/10/2023 | 0.13% |
| ACR 2021-FL4 A 144A 00.9174 12/18/2037 | 0.13% |
| IMPRL 2021-NQM1 A3 01.6170 06/25/2056 | 0.13% |
| FHMS K739 XAM IO 01.7098 09/25/2027 | 0.13% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| TRUIST BANK 02.1500 12/06/2024 | 0.13% |
| FAHB 2021-HB1 M1 P/P 144A 01.5877 02/25/2031 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.2598 03/10/2047 | 0.12% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.12% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.12% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.12% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.12% |
| STACR 2021-DNA2 M2 02.3500 08/25/2033 | 0.12% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.12% |
| MSBAM 2013-C13 B 04.9085 11/15/2046 | 0.12% |
| CHARTA LLC 16115VYA1 DCP 11/10/2021 | 0.12% |
| CSAIL 2018-CX12 IO 00.7478 08/15/2051 | 0.12% |
| ZILLO 2021-1 A 02.2525 02/18/2027 | 0.12% |
| WFCM 2018-C44 XA IO 00.9007 05/15/2051 | 0.12% |
| WFCM 2019-C50 XA IO 01.5754 05/15/2052 | 0.12% |
| MSBAM 2016-C32 XA IO 00.8274 12/15/2049 | 0.12% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.11% |
| COMM 2013-LC6 B 03.7390 01/10/2046 | 0.11% |
| JPMCC 2010-C2 C 144A 05.8722 11/15/2043 | 0.11% |
| PFWST 2021-1 A 00.7860 02/25/2055 | 0.11% |
| APPLE INC 03.2000 05/13/2025 | 0.11% |
| COMM 2012-CR3 A3 02.8220 10/15/2045 | 0.11% |
| COMM 2012-CR5 AM 144A 03.2230 12/10/2045 | 0.11% |
| FHMS KW10 X1 IO 00.7731 09/25/2029 | 0.11% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.11% |
| JPMBB 2013-C15 C 05.3618 11/15/2045 | 0.11% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.11% |
| TMIR 2021-2 M1A P/P 144A 02.1360 10/25/2033 | 0.11% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.11% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.11% |
| MSBAM 2013-C9 AS 03.4560 05/15/2046 | 0.11% |
| PNC BANK NA 02.0280 12/09/2022 | 0.11% |
| BANK 2017-BNK9 XA IO 00.9343 11/15/2054 | 0.11% |
| RCMT 2021-FL6 B P/P 144A 01.6860 07/25/2036 | 0.11% |
| COMM 2014-CR16 B 04.5820 04/10/2047 | 0.10% |
| ZOETIS INC 03.2500 02/01/2023 | 0.10% |
| CAS 2017-C05 1M2C 02.2860 01/25/2030 | 0.10% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.10% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.10% |
| RBIT 2020-2 A 01.7063 06/25/2030 | 0.10% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.10% |
| STACR 2017-DNA3 M2B 02.5860 03/25/2030 | 0.10% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 04/27/2026 | 0.10% |
| GSMS 2010-C1 B 144A 05.1480 08/10/2043 | 0.10% |
| TRUIST BANK 03.6890 08/02/2024 | 0.10% |
| CFMT 2021-HB5 M2 01.8469 02/25/2031 | 0.10% |
| ENERGY TRANSFER LP 05.2000 02/01/2022 | 0.10% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.10% |
| PENSKE TRUCK LE P/P 144A 03.4500 07/01/2024 | 0.10% |
| EQUINIX INC 02.6250 11/18/2024 | 0.10% |
| HUMANA INC 44486HXS7 DCP 10/26/2021 | 0.10% |
| MSC 2018-L1 XA IO 00.6777 10/15/2051 | 0.10% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.10% |
| JPMORGAN CHASE & CO 02.0830 04/22/2026 | 0.10% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.10% |
| STACR 2018-DNA3 M2 02.1860 09/25/2048 | 0.10% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.09% |
| WFRBS 2012-C8 D 144A 05.0458 08/15/2045 | 0.09% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.09% |
| TREASURY BILL 00.0000 03/17/2022 | 0.09% |
| APPLE INC 02.4000 05/03/2023 | 0.09% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.09% |
| JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.09% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.09% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.09% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.09% |
| MWST 2020-1 A 00.9860 10/25/2053 | 0.09% |
| TMIR 2021-1 M1B 144A 03.0860 08/25/2033 | 0.09% |
| VF CORP 02.0500 04/23/2022 | 0.09% |
| FHMS K109 XAM IO 01.9149 04/25/2030 | 0.09% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.09% |
| MSBAM 2013-C9 C 04.1586 05/15/2046 | 0.09% |
| STACR 2017-DNA2 M2B 03.5360 10/25/2029 | 0.09% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.09% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.08% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.08% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.08% |
| ANZ NEW ZEALAND INTL P/P 144A 01.1253 01/25/2022 | 0.08% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.08% |
| COMM 2013-CR9 AM 144A 04.4117 07/10/2045 | 0.08% |
| GFMT 2020-H1 A3 02.6170 01/25/2060 | 0.08% |
| NEWZ 2021-1 A 00.8360 05/25/2055 | 0.08% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.08% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.08% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.08% |
| NRG ENERGY INC P/P 144A 02.0000 12/02/2025 | 0.08% |
| CAS 2016-C01 2M2 07.0360 08/25/2028 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.08% |
| FHMS K048 X1 IO 00.3549 06/25/2025 | 0.08% |
| FHMS K740 X1 00.8448 09/25/2027 | 0.08% |
| WFRBS 2011-C4 D 144A 05.0235 06/15/2044 | 0.08% |
| AOMT 2020-5 A3 02.0410 05/25/2065 | 0.08% |
| CFCRE 2016-C4 XA IO 01.7983 05/10/2058 | 0.08% |
| ENBRIDGE INC USD 01.6000 10/04/2026 | 0.08% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.08% |
| BMIR 2020-4A M2A 144A 02.6860 06/25/2030 | 0.08% |
| CAS 2014-C01 M2 04.4860 01/25/2024 | 0.08% |
| FHMS K737 X1 IO 00.7505 10/25/2026 | 0.08% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.08% |
| CAS 2013-C01 M2 05.3360 10/25/2023 | 0.07% |
| MFRA 2020-NQM1 A3 02.3000 08/25/2049 | 0.07% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.07% |
| JPMCC 2011-C4 C 144A 05.5745 07/15/2046 | 0.07% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.07% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.07% |
| FISERV INC. 03.8000 10/01/2023 | 0.07% |
| STACR 2018-HRP2 M2 01.3360 02/25/2047 | 0.07% |
| COMM 2012-CR2 B 04.3930 08/15/2045 | 0.07% |
| GSMS 2014-GC24 XA IO 00.8517 09/10/2047 | 0.07% |
| MSBAM 2013-C9 D 144A 04.2466 05/15/2046 | 0.07% |
| PENSKE TRUCK LEASING P/P 144A 03.9500 03/10/2025 | 0.07% |
| CAS 2014-C02 2M2 02.6860 05/25/2024 | 0.07% |
| CHARTER COMM OPT LLC/CAP 01.7758 02/01/2024 | 0.07% |
| MICROCHIP TECH INC 02.6700 09/01/2023 | 0.07% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.07% |
| DELL INT LLC / EM 04.0000 07/15/2024 | 0.07% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.07% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.07% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.06% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.06% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.06% |
| RMIR 2019-1 M2 144A 03.2860 02/25/2029 | 0.06% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.06% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.06% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.06% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.06% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.06% |
| COMM 2015-LC21 XA IO 00.8203 07/10/2048 | 0.06% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.06% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.06% |
| MSBAM 2015-C26 XA IO 01.1320 10/15/2048 | 0.06% |
| MSC 2012-C4 B 144A 05.2130 03/15/2045 | 0.06% |
| NRZT 2019-NQM4 A2 02.6444 09/25/2059 | 0.06% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.06% |
| NMSG3 2021-1 A 00.8360 06/25/2054 | 0.06% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.06% |
| COMM 2014-CR20 XA IO 01.1509 11/10/2047 | 0.06% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.06% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.06% |
| CITIGROUP INC 01.0853 04/25/2022 | 0.06% |
| ELANCO ANIMAL HEALTH 05.2720 08/28/2023 | 0.06% |
| STACR 2021-DNA5 M2 01.7000 01/25/2034 | 0.06% |
| VF CORP 02.4000 04/23/2025 | 0.06% |
| PENSKE TRUCK LE P/P 144A 01.2000 11/15/2025 | 0.06% |
| COMM 2015-CR26 XA IO 01.0770 10/10/2048 | 0.05% |
| MWST 2020-2 A 00.8860 11/25/2053 | 0.05% |
| PRDGY 2021-1A A P/P 144A 01.3360 07/25/2051 | 0.05% |
| US BANCORP 02.9500 07/15/2022 | 0.05% |
| CAS 2014-C04 2M2 05.0860 11/25/2024 | 0.05% |
| STACR 2021-HQA3 M1 00.9000 09/25/2041 | 0.05% |
| CGCMT 2014-GC19 C 05.2598 03/10/2047 | 0.05% |
| CAS 2014-C02 1M2 02.6860 05/25/2024 | 0.05% |
| MSRR 2015-R4 CB1 00.9100 08/26/2047 | 0.05% |
| WFCM 2018-C48 XA 01.1124 01/15/2052 | 0.05% |
| BMIR 2020-3A M1A 02.0860 10/25/2030 | 0.05% |
| FHMS K738 XAM IO 01.4813 03/25/2027 | 0.05% |
| GSMS 2010-C1 D 144A 06.1868 08/10/2043 | 0.05% |
| TRUIST FINANCIAL CORP 04.0000 05/01/2025 | 0.05% |
| EMIR 2019-1 M1B 01.8860 04/25/2029 | 0.05% |
| AOMT 2020-6 A2 01.5180 05/25/2065 | 0.05% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.05% |
| ARRW 2019-1 A3 04.0549 01/25/2049 | 0.05% |
| BANK 2017-BNK8 XA IO 00.8647 11/15/2050 | 0.05% |
| FREMF 2015-K48 IO 144A 00.1000 08/25/2048 | 0.05% |
| WFCM 2016-BNK1 XA IO 01.8635 08/15/2049 | 0.05% |
| WFCM 2017-C41 XA IO 01.3431 11/15/2050 | 0.05% |
| BMIR 2021-3A M1B 01.4500 09/25/2031 | 0.05% |
| CAS 2014-C04 1M2 04.9860 11/25/2024 | 0.05% |
| CSMC 2016-NXSR XA IO 00.8924 12/15/2049 | 0.05% |
| JPMCC 2010-C2 D 144A 05.8722 11/15/2043 | 0.05% |
| LNSTR 2015-3 AS 144A 03.3169 04/20/2048 | 0.04% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.04% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.04% |
| STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.04% |
| CAS 2014-C03 2M2 02.9860 07/25/2024 | 0.04% |
| HOF 2020-2 A1 01.6570 05/25/2065 | 0.04% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.04% |
| WFRBS 2014-C23 XA IO 00.7086 10/15/2057 | 0.04% |
| CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.04% |
| CIT BANK NA 02.9690 09/27/2025 | 0.04% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.04% |
| CSAIL 2015-C1 XA IO 00.9657 04/15/2050 | 0.04% |
| FHMS K100 X1 IO 00.7696 09/25/2029 | 0.04% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.04% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| EVERSOURCE ENERGY 00.8000 08/15/2025 | 0.04% |
| TMIR 2021-1 M1A 144A 01.7860 08/25/2033 | 0.04% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.04% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% |
| FFML 2006-FF15 A5 00.2460 11/25/2036 | 0.04% |
| GSMBS 2020-NQM1 A3 02.3520 09/27/2060 | 0.04% |
| STACR 2018-HQA2 M2AS 00.9860 10/25/2048 | 0.04% |
| CAS 2015-C02 2M2 04.0860 05/25/2025 | 0.04% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.04% |
| CSMC 2020-RPL5 A1 03.0230 08/25/2060 | 0.04% |
| FHMS KC06 X1 IO 01.0303 06/25/2026 | 0.04% |
| STACR 2016-HQA2 M3 05.2360 11/25/2028 | 0.04% |
| VCAT 2021-NPL1 A1 P/P 144A 02.2891 12/26/2050 | 0.03% |
| BRAVO 2020-NQM1 A3 02.4060 05/25/2060 | 0.03% |
| MSC 2016-UB12 XA IO 00.8480 12/15/2049 | 0.03% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.03% |
| UBSCM 2018-C11 XA 00.9220 06/15/2051 | 0.03% |
| WFCM 2013-LC12 C 04.4429 07/15/2046 | 0.03% |
| CD 2017-CD6 XA IO 01.0611 11/13/2050 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.03% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.03% |
| APPLE INC 02.1000 09/12/2022 | 0.03% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.03% |
| CAS 2019-R07 1M2 02.1860 10/25/2039 | 0.03% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.03% |
| CAS 2016-C03 1M2 05.3860 10/25/2028 | 0.03% |
| CAS 2019-HRP1 M2 02.2360 11/25/2039 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.02% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.02% |
| COMM 2014-CR17 C 04.9457 05/10/2047 | 0.02% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.02% |
| EMIR 2018-1 M2 03.0860 11/25/2028 | 0.02% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.02% |
| HMIR 2018-1 M1 144A 01.6860 10/25/2028 | 0.02% |
| TREASURY BILL 00.0000 03/03/2022 | 0.02% |
| UBSCM 2017-C7 XA IO 01.1724 12/15/2050 | 0.02% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.02% |
| JPMCC 2012-CBX A4 03.4834 06/15/2045 | 0.02% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.02% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.02% |
| WFRBS 2011-C5 C P/P 144A 05.9650 11/15/2044 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9415 09/15/2057 | 0.02% |
| CD 2016-CD1 XA IO 01.5247 08/10/2049 | 0.02% |
| RMLT 2021-1R A1 00.8590 01/25/2065 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| JPMBB 2015-C31 XA IO 00.9769 08/15/2048 | 0.02% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.02% |
| WFCM 2013-LC12 D 144A 04.4429 07/15/2046 | 0.02% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.02% |
| COMM 2010-C1 D 144A 05.9851 07/10/2046 | 0.02% |
| GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3102 05/15/2045 | 0.02% |
| SAMI 2007-AR7 1A1 00.9360 05/25/2047 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| COMM 2014-LC15 XA IO 01.2326 04/10/2047 | 0.01% |
| NRZT 2018-4A A1M 00.9860 01/25/2048 | 0.01% |
| CAS 2019-R01 2M2 02.5360 07/25/2031 | 0.01% |
| COMM 2012-LC4 C 05.7003 12/10/2044 | 0.01% |
| COMM 2014-CR14 XA IO 00.6961 02/10/2047 | 0.01% |
| STACR 2014-HQ1 M3 04.1860 08/25/2024 | 0.01% |
| STACR 2019-HQA1 M2 02.4360 02/25/2049 | 0.01% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.01% |
| CFCRE 2011-C2 D 144A 05.8868 12/15/2047 | 0.01% |
| MSBAM 2013-C7 XA IO 01.4553 02/15/2046 | 0.01% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.01% |
| EMIR 2018-1 M1 01.7860 11/25/2028 | 0.01% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.01% |
| TPAT 2018-SL1 A 144A 00.6860 01/25/2046 | 0.01% |
| WFRBS 2012-C10 C 04.4946 12/15/2045 | 0.01% |
| JPMBB 2014-C22 XA IO 00.9761 09/15/2047 | 0.01% |
| PPSI 2004-WCW2 M3 01.1360 10/25/2034 | 0.01% |
| TREASURY BILL 00.0000 10/05/2021 | 0.01% |
| WFCM 2016-C37 XA IO 01.0612 12/15/2049 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| GSAA 2006-8 2A2 00.4460 05/25/2036 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6252 02/10/2046 | 0.01% |
| JPMCC 2012-LC9 D 144A 04.5080 12/15/2047 | 0.01% |
| OMIR 2018-1A M1 01.6360 07/25/2028 | 0.01% |
| STACR 2019-DNA3 M2 02.1360 07/25/2049 | 0.01% |
| UBSC 2011-C1 AS 144A 05.1540 01/10/2045 | 0.01% |
| WFCM 2015-LC20 XB IO 00.6277 04/15/2050 | 0.01% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.01% |
| OMIR 2017-1A M2 144A 04.0860 04/25/2027 | 0.01% |
| UBSBB 2012-C2 D 144A 05.0431 05/10/2063 | 0.01% |
| WFCM 2015-C27 XA IO 01.0245 02/15/2048 | 0.01% |
| BUMT 2005-1 1A1 00.6860 09/25/2045 | 0.00% |
| CAS 2017-C03 1M2 03.0860 10/25/2029 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMLTI 2005-2 1A2A 02.7514 05/25/2035 | 0.00% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| COMM 2014-CR17 XA IO 01.1220 05/10/2047 | 0.00% |
| CWHL 2005-3 1A1 00.7060 04/25/2035 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5334 06/10/2046 | 0.00% |
| MSBAM 2013-C7 XB IO 144A 00.4184 02/15/2046 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2137 08/15/2047 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FNR 2011-4 CS 12.7280 05/25/2040 | 0.00% |
| JPMCC 2013-C10 XA IO 01.0788 12/15/2047 | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.4302 05/10/2063 | 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% |
| COMM 2013-LC13 XA IO 01.1776 08/10/2046 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.00% |
| MLMI 2005-A2 A2 02.8240 02/25/2035 | 0.00% |
| CAS 2017-C05 1M2A 02.2860 01/25/2030 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 2976 LC 24.1129 05/15/2035 | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| STACR 2014-HQ3 M3 04.8360 10/25/2024 | 0.00% |
| WFRBS 2011-C4 E 144A 05.0235 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.0860 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.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-.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 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.00% |
| FNW 1998-W5 X IO 00.4206 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2806 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4364 11/15/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.2530 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 01.3716 12/12/2049 | 0.00% |
| MSC 2012-C4 XA IO 144A 02.0476 03/15/2045 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4526 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.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 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.06% |
Fixed income statistics as of 11/30/21
| Average effective maturity | 2.36 yrs. |
|---|---|
| Average effective duration | 1.73 yrs. |
| Average yield to maturity | 1.53% |
| Average coupon | 2.45% |
Maturity detail as of 11/30/21
| 0 - 1 yr. | 27.69% |
|---|---|
| 1 - 5 yrs. | 66.14% |
| 5 - 10 yrs. | 6.17% |
Quality rating as of 11/30/21
| AAA | 9.43% |
|---|---|
| AA | 11.69% |
| A | 23.02% |
| BBB | 33.95% |
| BB | 1.42% |
| B | 0.47% |
| CCC and Below | 0.56% |
| Not Rated | 7.27% |
| Net cash | 12.19% |
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 11/30/21
| United States | 88.19% |
|---|---|
| France | 1.34% |
| Cayman Islands | 1.31% |
| Netherlands | 1.25% |
| Germany | 1.21% |
| Canada | 1.18% |
| Switzerland | 0.96% |
| Bermuda | 0.89% |
| Spain | 0.89% |
| Other | 2.78% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.63% | 0.83% | 1.38% | 0.88% | 0.38% | 0.38% |
| What you pay | 0.63% | 0.83% | 1.38% | 0.88% | 0.38% | 0.38% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $50,000-$99,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $100,000-$249,999 | 1.25% / 1.00% | -- | 0.00% / 1.00% | -- | -- | -- |
| $250,000-$499,999 | 0.00% / 0.75% | -- | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 0.75% | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 0.75% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $250,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 0.75% | 1.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 0.00% | 1.00% | 1.00% | -- | -- | -- |
| 2 yrs. | -- | 0.50% | 0.00% | -- | -- | -- |
| 3 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 4 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 5 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 6 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 7+ yrs. | -- | -- | 0.00% | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $250,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The ICE BofA 1-3 Year U.S. Corporate Index is an unmanaged index U.S. investment-grade corporate debt with a remaining term to maturity of less than 3 years. The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. The ICE BofA U.S. Treasury Bill-ICE BofA 1-3 Year U.S. Corporate Linked Benchmark represents performance of the ICE BofA U.S. Treasury Bill Index from the inception date of the fund through May 31, 2018, and performance of the ICE BofA 1-3 Year U.S. Corporate Index from June 1, 2018 thereafter. You cannot invest directly in an index.
Each fund seeks to earn a positive total return that exceeds the rate of inflation by a targeted amount over a reasonable period of time regardless of market conditions. There can be no assurance that a fund will meet its objective. The fund is not intended to outperform stocks and bonds during strong market rallies. Consult your financial advisor to determine which fund fits into your investment goals and time horizon.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. The effects of inflation may erode the value of your investment over time. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk, which means that they may increase in value less when interest rates decline and decline in value more when interest rates rise. The fund may have to invest the proceeds from prepaid investments, including mortgage- and asset-backed investments, in other investments with less attractive terms and yields. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. The fund's prospectus lists additional risks. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. Ratings and portfolio credit quality will vary over time. Net cash, if any, represent the market value weights of cash, derivatives, and short-term securities in the portfolio. The fund itself has not been rated by an independent rating agency.