Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Prior to June 1, 2018, the fund was known as Putnam Absolute Return 100 Fund. All fund data for dates prior to June 1, 2018, reflect the fund's previous investment strategy in effect at that time.
Active Income
Short Duration Bond Fund (Class A) (PARTX)
Pursuing income with a multi-sector, lower duration approach
Skip to
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 |
$10.19
0.00% | $0.00 |
$10.27
03/04/20 |
$9.48
03/24/20 |
Fund facts as of 06/30/20
Total net assets
$1,623.77M
$1,623.77M
Turnover (fiscal year end)
18%
18%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
580
580
Fiscal year-end
October
October
CUSIP / Fund code
746764448 / 0063
746764448 / 0063
Inception date
12/23/08
12/23/08
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PARTX
PARTX
Management team
Portfolio Manager
Portfolio Manager
Chief Investment Officer, Fixed Income
Portfolio Manager
Literature
Fund documents |
|
| Fact Sheet (A share) (PDF) | |
| Fact Sheet (Y share) (PDF) | |
| Prospectuses/SAI | |
| Annual Fund Report (PDF) | |
| Semiannual Fund Report (PDF) | |
Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
2.50%
Best 5-year annualized return
(for period ending 06/30/20)
0.15%
Worst 5-year annualized return
(for period ending 03/31/16)
1.37%
Average 5-year annualized return
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 2.54% | 3.08% | 2.50% | 1.69% |
| After sales charge | 0.23% | 2.30% | 2.04% | 1.46% |
| ICE BofA 1-3 Year U.S. Corporate Index | 4.58% | 3.42% | 2.80% | 2.65% |
| ICEBofA US TBill-ICEBofA 1-3yr US Corp Linkd Bench | 4.58% | 3.58% | 2.28% | 1.19% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 07/31/20 | 0.36% | -1.90% | |
| YTD as of 08/03/20 | 1.76% | -0.53% | |
Yield
| Distribution rate before sales charge as of 08/03/20 |
1.91% |
|---|---|
| Distribution rate after sales charge as of 08/03/20 |
1.87% |
| 30-day SEC yield as of 07/31/20 (after sales charge) |
0.82% |
Risk-adjusted performance as of 06/30/20
| Sharpe ratio (3 yrs.) | 0.49 |
|---|---|
| Information ratio (3 yrs.) | -0.53 |
Volatility as of 06/30/20
| Standard deviation (3 yrs.) | 2.92% |
|---|---|
| Beta | 1.18 |
| R-squared | 0.92 |
Morningstar Ratings™ as of 06/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 510 | |
| 3 yrs. | 510 | |
| 5 yrs. | 448 | |
| 10 yrs. | 285 |
Distributions
| Accrual days | 33 |
|---|---|
| Accrual start date | 07/01/20 |
| Accrual end date | 08/02/20 |
| Payable date | 07/31/20 |
| Income | $0.016272003 |
| Extra taxable income | -- |
| Dividend frequency | Monthly |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Bank Of America Corporation 04.2000 08/26/2024 | 1.05% |
|---|---|
| Goldman Sachs Group 03.6250 02/20/2024 | 0.99% |
| Cas 2017-C01 1m2 03.7345 07/25/2029 | 0.88% |
| Abbvie P/P 144a 02.6000 11/21/2024 | 0.84% |
| Comcast Corporation 03.7000 04/15/2024 | 0.82% |
| Stacr 2016-Dna2 M3 04.8345 10/25/2028 | 0.72% |
| Novartis Capital Corp 01.7500 02/14/2025 | 0.65% |
| Citigroup 04.0440 06/01/2024 | 0.64% |
| Wells Fargo Company 03.7500 01/24/2024 | 0.63% |
| Jpmorgan Chase 03.3750 05/01/2023 | 0.61% |
| Top 10 holdings, percent of portfolio | 7.83% |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Cas 2017-C01 1m2 03.7345 07/25/2029 | |
| Abbvie P/P 144a 02.6000 11/21/2024 | |
| Comcast Corporation 03.7000 04/15/2024 | |
| Stacr 2016-Dna2 M3 04.8345 10/25/2028 | |
| Novartis Capital Corp 01.7500 02/14/2025 | |
| Citigroup 04.0440 06/01/2024 | |
| Wells Fargo Company 03.7500 01/24/2024 | |
| Jpmorgan Chase 03.3750 05/01/2023 | |
| Holdings represent 7.83% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Cas 2017-C01 1m2 03.7183 07/25/2029 | |
| Abbvie P/P 144a 02.6000 11/21/2024 | |
| Comcast Corporation 03.7000 04/15/2024 | |
| Stacr 2016-Dna2 M3 04.8183 10/25/2028 | |
| Novartis Capital Corp 01.7500 02/14/2025 | |
| Citigroup 04.0440 06/01/2024 | |
| Wells Fargo Company 03.7500 01/24/2024 | |
| Jpmorgan Chase 03.3750 05/01/2023 | |
| Holdings represent 8.38% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Cas 2017-C01 1m2 04.0373 07/25/2029 | |
| Abbvie P/P 144a 02.6000 11/21/2024 | |
| Comcast Corporation 03.7000 04/15/2024 | |
| Stacr 2016-Dna2 M3 05.1373 10/25/2028 | |
| Citigroup 04.0440 06/01/2024 | |
| Novartis Capital Corp 01.7500 02/14/2025 | |
| Wells Fargo Company 03.7500 01/24/2024 | |
| Jpmorgan Chase 03.3750 05/01/2023 | |
| Holdings represent 8.65% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Bank Of America Corporation 04.2000 08/26/2024 | |
| Goldman Sachs Group 03.6250 02/20/2024 | |
| Cas 2017-C01 1m2 04.4966 07/25/2029 | |
| Abbvie P/P 144a 02.6000 11/21/2024 | |
| Comcast Corporation 03.7000 04/15/2024 | |
| Stacr 2016-Dna2 M3 05.5966 10/25/2028 | |
| Novartis Capital Corp 01.7500 02/14/2025 | |
| Citigroup 04.0440 06/01/2024 | |
| Wells Fargo Company 03.7500 01/24/2024 | |
| Jpmorgan Chase 03.3750 05/01/2023 | |
| Holdings represent 9.06% of portfolio | |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 1.04% |
|---|---|
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 0.97% |
| ABBVIE INC P/P 144A 02.6000 11/21/2024 | 0.84% |
| CAS 2017-C01 1M2 03.7345 07/25/2029 | 0.83% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.81% |
| STACR 2016-DNA2 M3 04.8345 10/25/2028 | 0.72% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.64% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.64% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.62% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.61% |
| US BANCORP 01.4500 05/12/2025 | 0.60% |
| BOEING CO 04.5080 05/01/2023 | 0.59% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.59% |
| APPLE INC 01.1250 05/11/2025 | 0.57% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.56% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.56% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.56% |
| CAS 2016-C01 1M2 06.9345 08/25/2028 | 0.55% |
| STACR 2016-DNA1 M3 05.7183 07/25/2028 | 0.54% |
| BANK OF NOVA SCOTIA USD 01.3000 06/11/2025 | 0.54% |
| T-MOBILE USA INC P/P 144A 03.5000 04/15/2025 | 0.54% |
| CAS 2017-C02 2ED3 01.5345 09/25/2029 | 0.50% |
| BARCLAYS BANK PLC USD 01.7000 05/12/2022 | 0.50% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.49% |
| EFMT 2020-1 A1 02.0060 06/25/2065 | 0.49% |
| KEURIG DR PEPPER INC 03.5510 05/25/2021 | 0.48% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.48% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.46% |
| BROADCOM INC P/P 144A 04.7000 04/15/2025 | 0.45% |
| PNC BANK NA 03.3000 10/30/2024 | 0.45% |
| STAR 2020-2 A1 02.7180 04/25/2060 | 0.45% |
| AT&T INC 03.8000 03/01/2024 | 0.45% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.45% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.44% |
| TRUIST BANK 03.2000 04/01/2024 | 0.44% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.44% |
| ORACLE CORP 02.5000 04/01/2025 | 0.43% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.43% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.42% |
| CAS 2016-C02 1M2 06.1845 09/25/2028 | 0.42% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.42% |
| OTIS WORLDWIDE CORP P/P 144A 02.0560 04/05/2025 | 0.42% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.42% |
| NORTHROP GRUMMAN CORP 02.5500 10/15/2022 | 0.41% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.41% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.40% |
| APPLE INC 02.8500 05/11/2024 | 0.40% |
| STACR 2015-DNA2 M3 04.0845 12/25/2027 | 0.39% |
| STACR 2015-DNA3 M3 04.8845 04/25/2028 | 0.38% |
| CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.38% |
| TRUIST BANK 01.5000 03/10/2025 | 0.38% |
| DBUBS 2011-LC3A D P/P 144A 05.5126 08/10/2044 | 0.38% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.38% |
| MET LIFE GLOB FUNDIN P/P 144A 02.5000 12/03/2020 | 0.37% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.37% |
| JPMBB 2014-C19 C 04.8335 04/15/2047 | 0.37% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.36% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.36% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.36% |
| CAS 2017-C01 1EB1 01.4345 07/25/2029 | 0.36% |
| HSBC USA INC 05.0000 09/27/2020 | 0.35% |
| BROADCOM INC P/P 144A 03.4590 09/15/2026 | 0.35% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.35% |
| LNSTR 2015-3 AS P/P 144A 03.3604 04/20/2048 | 0.34% |
| MSBAM 2012-C5 E P/P 144A 04.8320 08/15/2045 | 0.34% |
| STACR 2018-HRP2 M3 02.5845 02/25/2047 | 0.34% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.34% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.34% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.33% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.33% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.33% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.32% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.32% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 10/15/2022 | 0.32% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.32% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.32% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.32% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.32% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.31% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.31% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.31% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.30% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.30% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.30% |
| AT&T INC. 03.4000 05/15/2025 | 0.30% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.30% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.30% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.30% |
| CAS 2017-C07 1EB2 01.1845 05/25/2030 | 0.29% |
| ALPHABET INC 03.3750 02/25/2024 | 0.29% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.29% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.28% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.28% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.28% |
| NHLT 2019-2A M3 P/P 144A 03.1314 11/25/2029 | 0.28% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.27% |
| JPMCC 2010-C2 C P/P 144A 05.8216 11/15/2043 | 0.27% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.27% |
| JPMBB 2013-C15 D P/P 144A 05.3700 11/15/2045 | 0.27% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.27% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.26% |
| SPST 2020-6 A 00.9983 09/07/2021 | 0.26% |
| US BANCORP 03.6000 09/11/2024 | 0.26% |
| JPMBB 2013-C12 C 04.2364 07/15/2045 | 0.26% |
| FISERV INC 02.7500 07/01/2024 | 0.26% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.26% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.25% |
| MYLAN NV 03.1500 06/15/2021 | 0.25% |
| RBIT 2020-2 A 01.7063 06/25/2030 | 0.25% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.25% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.25% |
| MRAFT 2020-2 A1 01.9266 05/30/2022 | 0.25% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.24% |
| WFRBS 2011-C2 D P/P 144A 05.8498 02/15/2044 | 0.24% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.24% |
| UPJOHN INC P/P 144A 01.6500 06/22/2025 | 0.24% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.24% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.24% |
| CSAIL 2018-CX12 IO 00.7717 08/15/2051 | 0.24% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.23% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.23% |
| SPST 2019-7 A 00.8848 09/24/2020 | 0.23% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.23% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.23% |
| UNITEDHEALTH GROUP INC 03.3500 07/15/2022 | 0.23% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.22% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.22% |
| NEXTERA ENERGY CAPITAL 02.4030 09/01/2021 | 0.22% |
| SPST 2020-2 A 01.0095 03/26/2021 | 0.22% |
| MSC 2018-H4 XA 01.0315 12/15/2051 | 0.22% |
| CAS 2014-C04 2M2 05.1845 11/25/2024 | 0.22% |
| WFCM 2018-C44 XA IO 00.9133 05/15/2051 | 0.22% |
| MSBAM 2016-C32 XA IO 00.8603 12/15/2049 | 0.22% |
| WFCM 2019-C50 XA IO 01.5892 05/15/2052 | 0.22% |
| STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.21% |
| MSBAM 2017-C34 XA IO 00.9496 11/15/2052 | 0.21% |
| SPST 2019-11 A 00.9348 10/24/2020 | 0.21% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.21% |
| CAS 2014-C02 2M2 02.7845 05/25/2024 | 0.20% |
| STACR 2016-DNA4 M3 03.9845 03/25/2029 | 0.20% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 01/12/2024 | 0.20% |
| GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.20% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.20% |
| GSMS 2011-GC5 B P/P 144A 05.5553 08/10/2044 | 0.20% |
| WFRBS 2011-C5 C P/P 144A 05.8445 11/15/2044 | 0.20% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.20% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.20% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.20% |
| OMNICOM GP/OMNICOM CAP 03.6250 05/01/2022 | 0.20% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.19% |
| TRUIST BANK 02.1500 12/06/2024 | 0.19% |
| WFRBS 2012-C9 B 03.8400 11/15/2045 | 0.19% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.19% |
| CAS 2014-C01 M2 04.5845 01/25/2024 | 0.19% |
| SPST 2020-WL1 A 00.8183 06/25/2051 | 0.19% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.19% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.19% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.19% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.19% |
| MSBAM 2014-C15 D P/P 144A 05.0709 04/15/2047 | 0.18% |
| JPMCC 2011-C4 C P/P 144A 05.5257 07/15/2046 | 0.18% |
| STACR 2015-DN1 M3 04.3345 01/25/2025 | 0.18% |
| CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.18% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.18% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.18% |
| CAS 2016-C01 2M2 07.1345 08/25/2028 | 0.17% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.17% |
| APPLE INC 03.2000 05/13/2025 | 0.17% |
| CISCO SYSTEMS INC 01.8500 09/20/2021 | 0.17% |
| FHMS K048 X1 IO 00.3668 06/25/2025 | 0.17% |
| GSMS 2010-C2 D P/P 144A 05.3515 12/10/2043 | 0.17% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.17% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.17% |
| MSC 2018-L1 XA IO 00.6856 10/15/2051 | 0.17% |
| UBSBB 2012-C3 C P/P 144A 05.1979 08/10/2049 | 0.17% |
| CAS 2016-C06 1M2 04.4345 04/25/2029 | 0.17% |
| PNC BANK NA 02.0280 12/09/2022 | 0.17% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.16% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.16% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.16% |
| ZOETIS INC 03.2500 02/01/2023 | 0.16% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.16% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.16% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.16% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.16% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.16% |
| TRUIST BANK 03.6890 08/02/2024 | 0.16% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.16% |
| CITIBANK NA 03.1650 02/19/2022 | 0.16% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.16% |
| CD 2016-CD2 XA IO 00.7877 11/10/2049 | 0.15% |
| DIAMOND 1 FIN/DIAMON P/P 144A 04.4200 06/15/2021 | 0.15% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.15% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.15% |
| WFCM 2010-C1 C P/P 144A 05.8696 11/15/2043 | 0.15% |
| GSMS 2011-GC3 D P/P 144A 05.8239 03/10/2044 | 0.15% |
| CAS 2013-C01 M2 05.4345 10/25/2023 | 0.15% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.15% |
| EQUINIX INC 02.6250 11/18/2024 | 0.15% |
| GOLDMAN SACHS GROUP INC 01.5624 11/15/2021 | 0.15% |
| CAS 2014-C03 2M2 03.0845 07/25/2024 | 0.15% |
| CAS 2016-C04 1M2 04.4345 01/25/2029 | 0.15% |
| GSMS 2014-GC24 XA IO 00.8667 09/10/2047 | 0.15% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.14% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.14% |
| FHMS K737 X1 IO 00.7516 10/25/2026 | 0.14% |
| STACR 2017-DNA3 M2B 02.6845 03/25/2030 | 0.14% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.14% |
| CAS 2016-C03 1M2 05.4845 10/25/2028 | 0.14% |
| COMM 2014-CR16 A4 04.0510 04/10/2047 | 0.14% |
| APPLE INC 02.4000 05/03/2023 | 0.14% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.14% |
| BANK 2017-BNK9 XA IO 00.9482 11/15/2054 | 0.14% |
| CFCRE 2016-C4 XA IO 01.8572 05/10/2058 | 0.14% |
| FOX CORP 04.0300 01/25/2024 | 0.14% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.14% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.14% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.14% |
| FHMS K109 XAM IO 01.9158 04/25/2030 | 0.14% |
| VF CORP 02.0500 04/23/2022 | 0.14% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.14% |
| STAR 2018-IMC1 A1 03.7930 03/25/2048 | 0.14% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.14% |
| MORGAN STANLEY 02.3153 01/20/2022 | 0.14% |
| RBIT 2019-1 M3 P/P 144A 03.0110 07/25/2029 | 0.14% |
| DBUBS 2011-LC2A D P/P 144A 05.7140 07/10/2044 | 0.13% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.13% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.13% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.13% |
| WFRBS 2011-C4 D P/P 144A 05.3900 06/15/2044 | 0.13% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.13% |
| UBSBB 2013-C5 A4 03.1847 03/10/2046 | 0.13% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.13% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.13% |
| WFRBS 2012-C8 D P/P 144A 05.0469 08/15/2045 | 0.13% |
| CAS 2014-C04 1M2 05.0845 11/25/2024 | 0.13% |
| ECOLAB INC 04.3500 12/08/2021 | 0.13% |
| ANHEUSER-BUSCH INBEV FIN 02.6250 01/17/2023 | 0.13% |
| COMM 2014-CR20 XA IO 01.1756 11/10/2047 | 0.13% |
| BP CAPITAL MARKETS PLC USD 03.5610 11/01/2021 | 0.13% |
| CAS 2019-R07 1M2 02.2845 10/25/2039 | 0.13% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.13% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.13% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.13% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.13% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.13% |
| ANZ NEW ZEALAND INTL P/P 144A 01.8871 01/25/2022 | 0.13% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.13% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| COMM 2015-LC21 XA IO 00.8478 07/10/2048 | 0.12% |
| STACR 2017-DNA1 M2 03.4345 07/25/2029 | 0.12% |
| SOUTHERN CO 02.3500 07/01/2021 | 0.12% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.12% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.12% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.12% |
| RMIR 2019-2 M1B P/P 144A 01.9345 06/25/2029 | 0.12% |
| JPMCC 2011-C5 D P/P 144A 05.6051 08/15/2046 | 0.12% |
| CAS 2014-C02 1M2 02.7845 05/25/2024 | 0.12% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.12% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.12% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.11% |
| FISERV INC. 03.8000 10/01/2023 | 0.11% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.11% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.11% |
| COMM 2015-CR26 XA IO 01.0838 10/10/2048 | 0.11% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.11% |
| VERUS 2019-INV1 A2 03.5040 12/25/2059 | 0.11% |
| JPMCC 2016-JP2 XA IO 01.9505 08/15/2049 | 0.11% |
| NRZT 2019-NQM4 A3 02.7698 09/25/2059 | 0.11% |
| PPL CAPITAL FUNDING INC 03.9500 03/15/2024 | 0.11% |
| TREASURY BILL 00.0000 09/10/2020 | 0.10% |
| ELANCO ANIMAL HEALTH P/P 04.6620 08/27/2021 | 0.10% |
| STACR 2014-HQ1 M3 04.2845 08/25/2024 | 0.10% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.10% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.10% |
| WFRBS 2014-C23 XA IO 00.7124 10/15/2057 | 0.10% |
| LIBERTY MUTUAL GROUP P/P 144A 05.0000 06/01/2021 | 0.10% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.10% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.10% |
| CHARTER COMM OPT LLC/CAP 02.3366 02/01/2024 | 0.10% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.10% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.10% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.10% |
| JPMCC 2010-C2 D P/P 144A 05.8216 11/15/2043 | 0.10% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.10% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.10% |
| FFML 2006-FF15 A5 00.3445 11/25/2036 | 0.10% |
| NUTRIEN LTD USD 03.1500 10/01/2022 | 0.10% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.10% |
| BSCMS 2006-T22 E P/P 144A 05.9723 04/12/2038 | 0.09% |
| MSBAM 2015-C26 XA IO 01.1711 10/15/2048 | 0.09% |
| NRZT 2019-NQM4 A2 02.6682 09/25/2059 | 0.09% |
| BMIR 2018-2A M1C P/P 144A 01.7845 08/25/2028 | 0.09% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.09% |
| DUPONT DE NEMOURS INC 03.7660 11/15/2020 | 0.09% |
| RMIR 2019-1 M2 P/P 144A 03.3845 02/25/2029 | 0.09% |
| WFCM 2018-C48 XA 01.1208 01/15/2052 | 0.09% |
| FHMS K738 XAM IO 01.4818 03/25/2027 | 0.09% |
| MSBAM 2013-C9 D P/P 144A 04.2575 05/15/2046 | 0.09% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.09% |
| LENNAR CORP 04.5000 04/30/2024 | 0.09% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.09% |
| WFCM 2017-C41 XA IO 01.3661 11/15/2050 | 0.09% |
| MOODY'S CORPORATION 02.7500 12/15/2021 | 0.09% |
| VF CORP 02.4000 04/23/2025 | 0.09% |
| ZOETIS INC 03.4500 11/13/2020 | 0.09% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.09% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.09% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.09% |
| BANK OF AMERICA CORP 00.9469 06/25/2022 | 0.08% |
| CITIGROUP INC 01.9514 04/25/2022 | 0.08% |
| US BANCORP 02.9500 07/15/2022 | 0.08% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.08% |
| BANK 2017-BNK8 XA IO 00.8750 11/15/2050 | 0.08% |
| ELANCO ANIMAL HEALTH 05.0220 08/28/2023 | 0.08% |
| GSMS 2010-C1 D P/P 144A 06.1326 08/10/2043 | 0.08% |
| MSBAM 2013-C9 C 04.1695 05/15/2046 | 0.08% |
| MWST 2019-1 A 00.9845 06/25/2052 | 0.08% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.08% |
| CSMC 2016-NXSR XA IO 00.9144 12/15/2049 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.08% |
| TRUIST FIN CORP 04.0000 05/01/2025 | 0.08% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.08% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.08% |
| FHMS K100 X1 IO 00.7701 09/25/2029 | 0.08% |
| FHMS KC06 X1 IO 00.9030 06/25/2026 | 0.08% |
| MSRR 2015-R4 CB1 00.9939 08/26/2047 | 0.08% |
| STACR 2018-HRP2 M2 01.4345 02/25/2047 | 0.08% |
| EMIR 2019-1 M1B 01.9845 04/25/2029 | 0.07% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.07% |
| GSMS 2011-GC5 C P/P 144A 05.5553 08/10/2044 | 0.07% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.07% |
| STACR 2019-DNA2 M2 02.6345 03/25/2049 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.07% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.07% |
| CGCMT 2014-GC19 C 05.2614 03/10/2047 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.07% |
| GSMS 2011-GC3 C P/P 144A 05.8239 03/10/2044 | 0.07% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.07% |
| STACR 2014-HQ2 M2 02.3845 09/25/2024 | 0.07% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.07% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.07% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.07% |
| UBSCM 2018-C11 XA 00.9601 06/15/2051 | 0.06% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.06% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.06% |
| ZOETIS INC 03.2500 08/20/2021 | 0.06% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.06% |
| BANK OF MONTREAL USD 03.1000 07/13/2020 | 0.06% |
| MARSH & MCLENNAN COS INC 03.5000 12/29/2020 | 0.06% |
| MSC 2016-UB12 XA IO 00.9005 12/15/2049 | 0.06% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.06% |
| JPMORGAN CHASE & CO 00.9179 06/18/2022 | 0.06% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.06% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.06% |
| GSMS 2015-GC30 XA IO 00.8863 05/10/2050 | 0.06% |
| STACR 2016-HQA4 M3 04.0845 04/25/2029 | 0.06% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.06% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.06% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.06% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| VIACOMCBS INC 03.3750 03/01/2022 | 0.06% |
| BECTON DICKINSON AND COMPANY 03.1250 11/08/2021 | 0.06% |
| STACR 2016-HQA3 M3 04.0345 03/25/2029 | 0.06% |
| STACR 2019-HQA4 M2 02.2183 11/25/2049 | 0.06% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| CD 2017-CD6 XA IO 01.0983 11/13/2050 | 0.05% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 0.05% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.05% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.05% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.05% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.05% |
| AVIATION CAPITAL GRP P/P 144A 01.3000 06/01/2021 | 0.05% |
| CAS 2019-R01 2M2 02.6345 07/25/2031 | 0.05% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.05% |
| WFCM 2013-LC12 C 04.4111 07/15/2046 | 0.05% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.05% |
| MWST 2018-W1 A 01.0345 11/25/2051 | 0.05% |
| WFRBS 2014-C22 XA IO 00.9557 09/15/2057 | 0.05% |
| CAS 2019-HRP1 M2 02.3345 11/25/2039 | 0.04% |
| CAS 2016-C07 2M2 04.5345 05/25/2029 | 0.04% |
| GSMS 2014-GC18 C 05.1551 01/10/2047 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.04% |
| TREASURY BILL 00.0000 08/13/2020 | 0.04% |
| APPLE INC 02.1000 09/12/2022 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.04% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.04% |
| WFCM 2013-LC12 D P/P 144A 04.4111 07/15/2046 | 0.04% |
| CROWN CASTLE INTL CORP 03.4000 02/15/2021 | 0.04% |
| CSMC 2018-RPL7 A1 04.0000 08/26/2058 | 0.04% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| CSAIL 2015-C1 XA IO 00.9773 04/15/2050 | 0.04% |
| EMERA US FINANCE LP 02.7000 06/15/2021 | 0.04% |
| JPMBB 2013-C14 C 04.8585 08/15/2046 | 0.04% |
| MSBAM 2013-C7 XA IO 01.4744 02/15/2046 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.04% |
| STACR 2014-HQ2 M3 03.9345 09/25/2024 | 0.04% |
| COMM 2014-LC15 XA IO 01.2585 04/10/2047 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.04% |
| AVIATION CAPITAL GRP P/P 144A 01.4301 07/30/2021 | 0.04% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.04% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.04% |
| COMM 2012-LC4 C 05.7207 12/10/2044 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.04% |
| HMIR 2018-1 M1 P/P 144A 01.7845 10/25/2028 | 0.04% |
| JPMBB 2015-C31 XA IO 01.0295 08/15/2048 | 0.04% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| CD 2016-CD1 XA IO 01.5323 08/10/2049 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| EMIR 2018-1 M2 03.1683 11/25/2028 | 0.04% |
| MSC 2005-IQ10 E P/P 144A 05.6270 09/15/2042 | 0.04% |
| STACR 2014-DN1 M2 02.3845 02/25/2024 | 0.04% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.04% |
| VOLT 2017-NP11 A1 P/P 144A 03.3750 10/25/2047 | 0.04% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.03% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| COMM 2014-CR17 C 04.9452 05/10/2047 | 0.03% |
| WFCM 2016-BNK1 XA IO 01.8944 08/15/2049 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% |
| FISERV INC 04.7500 06/15/2021 | 0.03% |
| GSMS 2014-GC22 C 04.8467 06/10/2047 | 0.03% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.03% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| NRZT 2018-4A A1M 01.0845 01/25/2048 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.03% |
| STACR 2017-DNA2 M2 03.6345 10/25/2029 | 0.03% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.0497 07/10/2046 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.03% |
| UBSCM 2017-C7 XA IO 01.2035 12/15/2050 | 0.03% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% |
| BANK OF AMERICA CORP 02.3280 10/01/2021 | 0.03% |
| COMM 2014-CR14 XA IO 00.7323 02/10/2047 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.3242 05/15/2045 | 0.03% |
| STACR 2016-DNA3 M3 05.1845 12/25/2028 | 0.03% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.03% |
| GSMS 2013-GC10 XA IO 01.6420 02/10/2046 | 0.02% |
| SAMI 2007-AR7 1A1 01.0345 05/25/2047 | 0.02% |
| STACR 2015-HQ2 M2 02.1345 05/25/2025 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.02% |
| CAS 2015-C02 2M2 04.1845 05/25/2025 | 0.02% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.02% |
| CAS 2015-C01 2M2 04.7345 02/25/2025 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4561 05/10/2063 | 0.02% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.9305 12/15/2047 | 0.02% |
| VERUS 2019-2 A1 03.2110 05/25/2059 | 0.02% |
| WFCM 2016-C37 XA IO 01.1210 12/15/2049 | 0.02% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.02% |
| NMRR 2015-8R 4A1 03.6905 11/25/2047 | 0.02% |
| STACR 2015-DNA3 M2 03.0345 04/25/2028 | 0.02% |
| STACR 2015-HQA2 M3 04.9845 05/25/2028 | 0.02% |
| WFRBS 2012-C10 C 04.5112 12/15/2045 | 0.02% |
| CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.02% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.01% |
| MSC 2012-C4 C P/P 144A 05.5995 03/15/2045 | 0.01% |
| TREASURY BILL 00.0000 07/14/2020 | 0.01% |
| WFCM 2015-C27 XA IO 01.0317 02/15/2048 | 0.01% |
| WFCM 2015-LC20 XB IO 00.6295 04/15/2050 | 0.01% |
| CMLTI 2005-2 1A2A 04.2660 05/25/2035 | 0.01% |
| GSMS 2013-GC12 XA IO 01.5506 06/10/2046 | 0.01% |
| JPMBB 2014-C22 XA IO 00.9851 09/15/2047 | 0.01% |
| COLT 2018-2 A1 03.4700 07/27/2048 | 0.01% |
| GSAA 2006-8 2A2 00.3645 05/25/2036 | 0.01% |
| MSBAM 2013-C7 XB IO P/P 144A 00.4201 02/15/2046 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2652 08/15/2047 | 0.01% |
| PPSI 2004-WCW2 M3 01.2345 10/25/2034 | 0.01% |
| TREASURY BILL 00.0000 09/03/2020 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| JPMCC 2013-C10 XA IO 01.1083 12/15/2047 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.5345 08/25/2028 | 0.01% |
| BUMT 2005-1 1A1 00.7845 09/25/2045 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5654 12/15/2047 | 0.01% |
| AOMT 2017-1 A1 02.8100 01/25/2047 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| COMM 2014-CR17 XA IO 01.1328 05/10/2047 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.2950 08/10/2046 | 0.01% |
| FNR 2011-4 CS 12.5310 05/25/2040 | 0.01% |
| STACR 2014-HQ3 M3 04.9345 10/25/2024 | 0.01% |
| TREASURY BILL 00.0000 08/11/2020 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 05.0460 05/10/2063 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CWHL 2005-3 1A1 00.8045 04/25/2035 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1845 04/25/2027 | 0.01% |
| FNR 2005-75 GS 19.6965 08/25/2035 | 0.01% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 00.9335 08/13/2021 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| MLMI 2005-A2 A2 03.7380 02/25/2035 | 0.00% |
| OMIR 2018-1A M1 01.7345 07/25/2028 | 0.00% |
| AOMT 2017-2 A1 02.4780 07/25/2047 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| FNR 2003-43 YA 04.0000 03/25/2033 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| MARSH & MCLENNAN COS INC 01.5060 12/29/2021 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.2469 03/15/2045 | 0.00% |
| TREASURY BILL 00.0000 08/25/2020 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 2976 LC 23.7426 05/15/2035 | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3900 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.4851 01/15/2049 | 0.00% |
| CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3863 05/15/2038 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2005-68 PC 05.5000 07/25/2035 | 0.00% |
| FNW 1998-W5 X IO 00.7101 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2867 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4266 11/15/2028 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| INDX 2006-AR5 1A2 03.1423 05/25/2036 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.7474 12/12/2049 | 0.00% |
| TREASURY BILL 00.0000 08/06/2020 | 0.00% |
| TREASURY BILL 00.0000 08/20/2020 | 0.00% |
| TREASURY BILL 00.0000 10/08/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4589 11/15/2048 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.03% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.25% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 1.11% |
|---|---|
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 1.03% |
| CAS 2017-C01 1M2 03.7183 07/25/2029 | 0.94% |
| ABBVIE INC P/P 144A 02.6000 11/21/2024 | 0.90% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.87% |
| STACR 2016-DNA2 M3 04.8183 10/25/2028 | 0.80% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.69% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.68% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.66% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.65% |
| US BANCORP 01.4500 05/12/2025 | 0.64% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.63% |
| CAS 2016-C01 1M2 06.9183 08/25/2028 | 0.63% |
| BOEING CO 04.5080 05/01/2023 | 0.62% |
| STACR 2016-DNA1 M3 05.7183 07/25/2028 | 0.62% |
| APPLE INC 01.1250 05/11/2025 | 0.61% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.60% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.60% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.60% |
| T-MOBILE USA INC P/P 144A 03.5000 04/15/2025 | 0.57% |
| BARCLAYS BANK PLC USD 01.7000 05/12/2022 | 0.54% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.52% |
| KEURIG DR PEPPER INC 03.5510 05/25/2021 | 0.52% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.51% |
| CAS 2017-C02 2ED3 01.5183 09/25/2029 | 0.51% |
| CAS 2016-C02 1M2 06.1683 09/25/2028 | 0.49% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.48% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.48% |
| PNC BANK NA 03.3000 10/30/2024 | 0.48% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.48% |
| AT&T INC 03.8000 03/01/2024 | 0.48% |
| TRUIST BANK 03.2000 04/01/2024 | 0.48% |
| BROADCOM INC P/P 144A 04.7000 04/15/2025 | 0.47% |
| STACR 2015-DNA2 M3 04.0683 12/25/2027 | 0.47% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.46% |
| ORACLE CORP 02.5000 04/01/2025 | 0.46% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.45% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.45% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.45% |
| NORTHROP GRUMMAN CORP 02.5500 10/15/2022 | 0.44% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.44% |
| OTIS WORLDWIDE CORP P/P 144A 02.0560 04/05/2025 | 0.44% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.44% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.43% |
| APPLE INC 02.8500 05/11/2024 | 0.43% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.43% |
| STACR 2015-DNA3 M3 04.8683 04/25/2028 | 0.41% |
| TRUIST BANK 01.5000 03/10/2025 | 0.40% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.40% |
| MET LIFE GLOB FUNDIN P/P 144A 02.5000 12/03/2020 | 0.40% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.40% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.39% |
| DBUBS 2011-LC3A D P/P 144A 05.3347 08/10/2044 | 0.39% |
| JPMBB 2014-C19 C 04.6778 04/15/2047 | 0.39% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.38% |
| HSBC USA INC 05.0000 09/27/2020 | 0.38% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.38% |
| CAS 2017-C01 1EB1 01.4183 07/25/2029 | 0.37% |
| BROADCOM INC P/P 144A 03.4590 09/15/2026 | 0.36% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.36% |
| MSBAM 2012-C5 E P/P 144A 04.6763 08/15/2045 | 0.36% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.35% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.35% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.35% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.34% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.34% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.34% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.34% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.34% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.34% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.34% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.33% |
| UNITEDHEALTH GROUP INC 01.2500 01/15/2026 | 0.33% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.33% |
| STACR 2018-HRP2 M3 02.5683 02/25/2047 | 0.33% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.33% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.33% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.32% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.32% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.32% |
| ALPHABET INC 03.3750 02/25/2024 | 0.32% |
| AT&T INC. 03.4000 05/15/2025 | 0.32% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.31% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.31% |
| CAS 2017-C07 1EB2 01.1683 05/25/2030 | 0.31% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.30% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.30% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.30% |
| NHLT 2019-2A M3 P/P 144A 03.1314 11/25/2029 | 0.30% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.29% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.29% |
| JPMCC 2010-C2 C P/P 144A 05.6353 11/15/2043 | 0.28% |
| US BANCORP 03.6000 09/11/2024 | 0.28% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.28% |
| FISERV INC 02.7500 07/01/2024 | 0.27% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.27% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.27% |
| JPMBB 2013-C12 C 04.0998 07/15/2045 | 0.27% |
| JPMBB 2013-C15 D P/P 144A 05.1970 11/15/2045 | 0.27% |
| MRAFT 2020-2 A1 01.1700 05/30/2022 | 0.26% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.26% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| CSAIL 2018-CX12 IO 00.6136 08/15/2051 | 0.26% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.25% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.25% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.25% |
| SPST 2019-7 A 00.8683 09/24/2020 | 0.25% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.25% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.25% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.25% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.25% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.24% |
| UNITEDHEALTH GROUP INC 03.3500 07/15/2022 | 0.24% |
| MSBAM 2016-C32 XA IO 00.7197 12/15/2049 | 0.24% |
| CAS 2014-C04 2M2 05.1683 11/25/2024 | 0.24% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.24% |
| NEXTERA ENERGY CAPITAL 02.4030 09/01/2021 | 0.24% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.24% |
| WFCM 2018-C44 XA IO 00.7530 05/15/2051 | 0.24% |
| WFCM 2019-C50 XA IO 01.4229 05/15/2052 | 0.24% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.23% |
| MSC 2018-H4 XA 00.8627 12/15/2051 | 0.23% |
| MSBAM 2017-C34 XA IO 00.8110 11/15/2052 | 0.22% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.22% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.22% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.22% |
| STACR 2016-DNA4 M3 03.9683 03/25/2029 | 0.22% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 01/12/2024 | 0.22% |
| STACR 2015-DN1 M3 04.3183 01/25/2025 | 0.22% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.21% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.21% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.21% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.21% |
| WFRBS 2011-C5 C P/P 144A 05.6560 11/15/2044 | 0.21% |
| CAS 2014-C02 2M2 02.7683 05/25/2024 | 0.21% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.21% |
| OMNICOM GP/OMNICOM CAP 03.6250 05/01/2022 | 0.21% |
| TRUIST BANK 02.1500 12/06/2024 | 0.21% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.21% |
| CAS 2015-C04 2M2 05.7183 04/25/2028 | 0.20% |
| FIFTH THIRD BANCORP 01.6250 05/05/2023 | 0.20% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.20% |
| CAS 2016-C01 2M2 07.1183 08/25/2028 | 0.20% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.20% |
| ENGIE SA 29287AFR6 DCP 06/25/2020 | 0.20% |
| MSBAM 2014-C15 D P/P 144A 04.9076 04/15/2047 | 0.20% |
| JPMCC 2011-C4 C P/P 144A 05.3431 07/15/2046 | 0.20% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.20% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.19% |
| WFRBS 2011-C2 D P/P 144A 05.6623 02/15/2044 | 0.19% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.19% |
| CAS 2016-C06 1M2 04.4183 04/25/2029 | 0.19% |
| APPLE INC 03.2000 05/13/2025 | 0.19% |
| CAS 2014-C01 M2 04.5683 01/25/2024 | 0.18% |
| CISCO SYSTEMS INC 01.8500 09/20/2021 | 0.18% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.18% |
| GSMS 2010-C2 D P/P 144A 05.1790 12/10/2043 | 0.18% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.18% |
| FHMS K048 X1 IO 00.2428 06/25/2025 | 0.18% |
| MSC 2018-L1 XA IO 00.5261 10/15/2051 | 0.18% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.18% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.18% |
| PNC BANK NA 02.0280 12/09/2022 | 0.18% |
| SPST 2019-3 A 00.8683 06/24/2020 | 0.18% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.17% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.17% |
| ZOETIS INC 03.2500 02/01/2023 | 0.17% |
| UBSBB 2012-C3 C P/P 144A 05.0303 08/10/2049 | 0.17% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.17% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.17% |
| CD 2016-CD2 XA IO 00.6547 11/10/2049 | 0.17% |
| CITIBANK NA 03.1650 02/19/2022 | 0.17% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.17% |
| TRUIST BANK 03.6890 08/02/2024 | 0.17% |
| CAS 2016-C04 1M2 04.4183 01/25/2029 | 0.17% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.17% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.17% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.17% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.16% |
| CAS 2016-C03 1M2 05.4683 10/25/2028 | 0.16% |
| DIAMOND 1 FIN/DIAMON P/P 144A 04.4200 06/15/2021 | 0.16% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.16% |
| WFCM 2010-C1 C P/P 144A 05.5229 11/15/2043 | 0.16% |
| GSMS 2011-GC3 D P/P 144A 05.6361 03/10/2044 | 0.16% |
| EQUINIX INC 02.6250 11/18/2024 | 0.16% |
| GOLDMAN SACHS GROUP INC 01.5624 11/15/2021 | 0.16% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.16% |
| FHMS K737 X1 IO 00.6384 10/25/2026 | 0.16% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.16% |
| APPLE INC 02.4000 05/03/2023 | 0.15% |
| CAS 2013-C01 M2 05.4183 10/25/2023 | 0.15% |
| COMM 2014-CR16 A4 04.0510 04/10/2047 | 0.15% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.15% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.15% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.15% |
| CAS 2014-C03 2M2 03.0683 07/25/2024 | 0.15% |
| FHMS K109 XAM IO 01.9158 04/25/2030 | 0.15% |
| CFCRE 2016-C4 XA IO 01.6971 05/10/2058 | 0.15% |
| FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.15% |
| WFRBS 2012-C8 D P/P 144A 04.8843 08/15/2045 | 0.15% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.15% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.15% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.15% |
| STAR 2018-IMC1 A1 03.7930 03/25/2048 | 0.15% |
| FOX CORP 04.0300 01/25/2024 | 0.15% |
| VF CORP 02.0500 04/23/2022 | 0.15% |
| JPMCC 2011-C5 D P/P 144A 05.4438 08/15/2046 | 0.15% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.15% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.15% |
| MORGAN STANLEY 02.3153 01/20/2022 | 0.15% |
| RBIT 2019-1 M3 P/P 144A 03.0110 07/25/2029 | 0.15% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.15% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.14% |
| CAS 2014-C04 1M2 05.0683 11/25/2024 | 0.14% |
| WFRBS 2011-C4 D P/P 144A 05.2210 06/15/2044 | 0.14% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.14% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.14% |
| UBSBB 2013-C5 A4 03.1847 03/10/2046 | 0.14% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.14% |
| COMM 2014-CR20 XA IO 01.0257 11/10/2047 | 0.14% |
| ECOLAB INC 04.3500 12/08/2021 | 0.14% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.14% |
| DBUBS 2011-LC2A D P/P 144A 05.5297 07/10/2044 | 0.14% |
| GSMS 2011-GC5 B P/P 144A 05.3888 08/10/2044 | 0.14% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.14% |
| ANHEUSER-BUSCH INBEV FIN 02.6250 01/17/2023 | 0.14% |
| VERIZON COMMUNICATIONS 03.1250 03/16/2022 | 0.14% |
| BP CAPITAL MARKETS PLC USD 03.5610 11/01/2021 | 0.14% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.14% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.14% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.14% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.14% |
| ANZ NEW ZEALAND INTL P/P 144A 01.8871 01/25/2022 | 0.14% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.14% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.14% |
| CAS 2019-R07 1M2 02.2683 10/25/2039 | 0.13% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.13% |
| STACR 2017-DNA1 M2 03.4183 07/25/2029 | 0.13% |
| SOUTHERN CO 02.3500 07/01/2021 | 0.13% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.13% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.13% |
| GSMS 2014-GC24 XA IO 00.7341 09/10/2047 | 0.12% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.12% |
| WFRBS 2013-C12 B 03.8630 03/15/2048 | 0.12% |
| RMIR 2019-2 M1B P/P 144A 01.9183 06/25/2029 | 0.12% |
| STACR 2014-HQ1 M3 04.2683 08/25/2024 | 0.12% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.12% |
| FISERV INC. 03.8000 10/01/2023 | 0.12% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.12% |
| COMM 2015-CR26 XA IO 00.9356 10/10/2048 | 0.12% |
| VERUS 2019-INV1 A2 03.5040 12/25/2059 | 0.12% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.11% |
| JPMCC 2016-JP2 XA IO 01.7997 08/15/2049 | 0.11% |
| MSBAM 2013-C9 D P/P 144A 04.1205 05/15/2046 | 0.11% |
| CAS 2014-C02 1M2 02.7683 05/25/2024 | 0.11% |
| PPL CAPITAL FUNDING INC 03.9500 03/15/2024 | 0.11% |
| TREASURY BILL 00.0000 09/10/2020 | 0.11% |
| GSMS 2010-C1 D P/P 144A 05.9859 08/10/2043 | 0.11% |
| WFRBS 2014-C23 XA IO 00.5668 10/15/2057 | 0.11% |
| ELANCO ANIMAL HEALTH P/P 04.6620 08/27/2021 | 0.11% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.11% |
| NRZT 2019-NQM4 A3 02.7698 09/25/2059 | 0.11% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.11% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.11% |
| LIBERTY MUTUAL GROUP P/P 144A 05.0000 06/01/2021 | 0.11% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.11% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.11% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.11% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.11% |
| CHARTER COMM OPT LLC/CAP 02.3366 02/01/2024 | 0.11% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.10% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.10% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.10% |
| FFML 2006-FF15 A5 00.3283 11/25/2036 | 0.10% |
| MSBAM 2015-C26 XA IO 01.0247 10/15/2048 | 0.10% |
| JPMCC 2010-C2 D P/P 144A 05.6353 11/15/2043 | 0.10% |
| NUTRIEN LTD USD 03.1500 10/01/2022 | 0.10% |
| COMM 2015-LC21 XA IO 00.7044 07/10/2048 | 0.10% |
| DUPONT DE NEMOURS INC 03.7660 11/15/2020 | 0.10% |
| BSCMS 2006-T22 E P/P 144A 05.7795 04/12/2038 | 0.10% |
| WFCM 2018-C48 XA 00.9507 01/15/2052 | 0.10% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.10% |
| NRZT 2019-NQM4 A2 02.6682 09/25/2059 | 0.10% |
| FHMS K738 XAM IO 01.4818 03/25/2027 | 0.10% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.10% |
| BMIR 2018-2A M1C P/P 144A 01.7683 08/25/2028 | 0.10% |
| WFCM 2017-C41 XA IO 01.2170 11/15/2050 | 0.10% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.10% |
| LENNAR CORP 04.5000 04/30/2024 | 0.10% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.09% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.09% |
| ZOETIS INC 03.4500 11/13/2020 | 0.09% |
| MOODY'S CORPORATION 02.7500 12/15/2021 | 0.09% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.09% |
| VF CORP 02.4000 04/23/2025 | 0.09% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.09% |
| BANK OF AMERICA CORP 01.8656 06/25/2022 | 0.09% |
| CITIGROUP INC 01.9514 04/25/2022 | 0.09% |
| ELANCO ANIMAL HEALTH 05.0220 08/28/2023 | 0.09% |
| US BANCORP 02.9500 07/15/2022 | 0.09% |
| BANK 2017-BNK8 XA IO 00.7399 11/15/2050 | 0.09% |
| MSBAM 2013-C9 C 04.0325 05/15/2046 | 0.09% |
| CSMC 2016-NXSR XA IO 00.7711 12/15/2049 | 0.09% |
| MSC 2005-IQ10 E P/P 144A 05.5254 09/15/2042 | 0.09% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.09% |
| STACR 2018-HRP2 M2 01.4183 02/25/2047 | 0.09% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.09% |
| STACR 2019-DNA2 M2 02.6183 03/25/2049 | 0.09% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.09% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.09% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.08% |
| RMIR 2019-1 M2 P/P 144A 03.3683 02/25/2029 | 0.08% |
| TRUIST FIN CORP 04.0000 05/01/2025 | 0.08% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.08% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.08% |
| STACR 2014-HQ2 M2 02.3683 09/25/2024 | 0.08% |
| FHMS KC06 X1 IO 00.9030 06/25/2026 | 0.08% |
| FHMS K100 X1 IO 00.6504 09/25/2029 | 0.08% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.08% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.08% |
| MSRR 2015-R4 CB1 01.3124 08/26/2047 | 0.08% |
| EMIR 2019-1 M1B 01.9683 04/25/2029 | 0.08% |
| GSMS 2011-GC5 C P/P 144A 05.3888 08/10/2044 | 0.08% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.08% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.08% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.08% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.08% |
| CGCMT 2014-GC19 C 05.0917 03/10/2047 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| GSMS 2011-GC3 C P/P 144A 05.6361 03/10/2044 | 0.07% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.07% |
| UBSCM 2018-C11 XA 00.7978 06/15/2051 | 0.07% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.07% |
| ZOETIS INC 03.2500 08/20/2021 | 0.07% |
| MSC 2016-UB12 XA IO 00.7648 12/15/2049 | 0.07% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.07% |
| BANK OF MONTREAL USD 03.1000 07/13/2020 | 0.07% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.07% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.07% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.07% |
| GSMS 2015-GC30 XA IO 00.7526 05/10/2050 | 0.07% |
| MARSH & MCLENNAN COS INC 03.5000 12/29/2020 | 0.07% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.07% |
| JPMORGAN CHASE & CO 01.4994 06/18/2022 | 0.07% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.06% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.06% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.06% |
| CD 2017-CD6 XA IO 00.9571 11/13/2050 | 0.06% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.06% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.06% |
| VIACOMCBS INC 03.3750 03/01/2022 | 0.06% |
| BECTON DICKINSON AND COMPANY 03.1250 11/08/2021 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| STACR 2019-HQA4 M2 02.2183 11/25/2049 | 0.06% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.06% |
| CAS 2019-R01 2M2 02.6183 07/25/2031 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.06% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 0.06% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.06% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.06% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.05% |
| NUTRIEN LTD USD 01.9000 05/13/2023 | 0.05% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.05% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.05% |
| WFRBS 2014-C22 XA IO 00.8065 09/15/2057 | 0.05% |
| AVIATION CAPITAL GRP P/P 144A 01.3000 06/01/2021 | 0.05% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.05% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.05% |
| WFCM 2013-LC12 C 04.2762 07/15/2046 | 0.05% |
| AES CORP/THE 04.5000 03/15/2023 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.1565 05/15/2045 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| GSMS 2014-GC18 C 04.9888 01/10/2047 | 0.05% |
| TREASURY BILL 00.0000 08/13/2020 | 0.05% |
| APPLE INC 02.1000 09/12/2022 | 0.05% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.05% |
| CAS 2019-HRP1 M2 02.3183 11/25/2039 | 0.05% |
| MSBAM 2013-C7 XA IO 01.3377 02/15/2046 | 0.05% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.05% |
| WFCM 2013-LC12 D P/P 144A 04.2762 07/15/2046 | 0.05% |
| CROWN CASTLE INTL CORP 03.4000 02/15/2021 | 0.04% |
| CSAIL 2015-C1 XA IO 00.8354 04/15/2050 | 0.04% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| CSMC 2018-RPL7 A1 04.0000 08/26/2058 | 0.04% |
| EMERA US FINANCE LP 02.7000 06/15/2021 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.04% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.04% |
| STACR 2014-DN1 M2 02.3683 02/25/2024 | 0.04% |
| COMM 2014-LC15 XA IO 01.0933 04/10/2047 | 0.04% |
| JPMBB 2013-C14 C 04.7018 08/15/2046 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.04% |
| AVIATION CAPITAL GRP P/P 144A 01.4301 07/30/2021 | 0.04% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.04% |
| JPMBB 2015-C31 XA IO 00.8770 08/15/2048 | 0.04% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.04% |
| COMM 2012-LC4 C 05.5363 12/10/2044 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.04% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.04% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.04% |
| HMIR 2018-1 M1 P/P 144A 01.7683 10/25/2028 | 0.04% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| VOLT 2017-NP11 A1 P/P 144A 03.3750 10/25/2047 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| WFCM 2016-BNK1 XA IO 01.7544 08/15/2049 | 0.04% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| RBIT 2018-1 M3 P/P 144A 04.4475 11/25/2028 | 0.04% |
| STACR 2014-HQ2 M3 03.9183 09/25/2024 | 0.04% |
| COMM 2014-CR17 C 04.7837 05/10/2047 | 0.03% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% |
| FISERV INC 04.7500 06/15/2021 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| NRZT 2018-4A A1M 01.0683 01/25/2048 | 0.03% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| EMIR 2018-1 M2 03.1683 11/25/2028 | 0.03% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.03% |
| CD 2016-CD1 XA IO 01.4004 08/10/2049 | 0.03% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.03% |
| COMM 2010-C1 D P/P 144A 05.8545 07/10/2046 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.03% |
| STACR 2016-DNA3 M3 05.1683 12/25/2028 | 0.03% |
| GSMS 2014-GC22 C 04.6904 06/10/2047 | 0.03% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.03% |
| STACR 2015-HQ2 M2 02.1183 05/25/2025 | 0.03% |
| UBSCM 2017-C7 XA IO 01.0520 12/15/2050 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| BANK OF AMERICA CORP 02.3280 10/01/2021 | 0.03% |
| COMM 2014-CR14 XA IO 00.5882 02/10/2047 | 0.03% |
| STACR 2015-DNA3 M2 03.0183 04/25/2028 | 0.03% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.03% |
| GSMS 2013-GC10 XA IO 01.4963 02/10/2046 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.03% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.03% |
| SAMI 2007-AR7 1A1 01.0183 05/25/2047 | 0.02% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.02% |
| CAS 2015-C02 2M2 04.1683 05/25/2025 | 0.02% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| BANK 2017-BNK9 XA IO 00.8084 11/15/2054 | 0.02% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3007 05/10/2063 | 0.02% |
| CAS 2015-C01 2M2 04.7183 02/25/2025 | 0.02% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7391 12/15/2047 | 0.02% |
| NMRR 2015-8R 4A1 03.8705 11/25/2047 | 0.02% |
| STACR 2015-HQA2 M3 04.9683 05/25/2028 | 0.02% |
| WFCM 2016-C37 XA IO 00.9740 12/15/2049 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.02% |
| CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.02% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.02% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.02% |
| WFCM 2015-LC20 XB IO 00.4838 04/15/2050 | 0.02% |
| WFRBS 2012-C10 C 04.3638 12/15/2045 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.02% |
| GSMS 2013-GC12 XA IO 01.4146 06/10/2046 | 0.02% |
| JPMBB 2014-C22 XA IO 00.8338 09/15/2047 | 0.02% |
| TREASURY BILL 00.0000 07/14/2020 | 0.02% |
| WFCM 2015-C27 XA IO 00.8887 02/15/2048 | 0.02% |
| COLT 2018-2 A1 03.4700 07/27/2048 | 0.01% |
| MSC 2012-C4 C P/P 144A 05.4190 03/15/2045 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.5183 08/25/2028 | 0.01% |
| CMLTI 2005-2 1A2A 04.2904 05/25/2035 | 0.01% |
| GSAA 2006-8 2A2 00.3483 05/25/2036 | 0.01% |
| MSBAM 2013-C7 XB IO P/P 144A 00.3347 02/15/2046 | 0.01% |
| MSBAM 2014-C17 XA IO 01.1074 08/15/2047 | 0.01% |
| AOMT 2017-1 A1 02.8100 01/25/2047 | 0.01% |
| JPMCC 2013-C10 XA IO 00.9725 12/15/2047 | 0.01% |
| PPSI 2004-WCW2 M3 01.2183 10/25/2034 | 0.01% |
| TREASURY BILL 00.0000 09/03/2020 | 0.01% |
| BUMT 2005-1 1A1 00.7683 09/25/2045 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| OMIR 2018-1A M1 01.7183 07/25/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| COMM 2014-CR17 XA IO 00.9718 05/10/2047 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.01% |
| CASH MGMT BILL 00.0000 08/11/2020 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.1200 08/10/2046 | 0.01% |
| FNR 2011-4 CS 12.5635 05/25/2040 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1683 04/25/2027 | 0.01% |
| STACR 2014-HQ3 M3 04.9183 10/25/2024 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CWHL 2005-3 1A1 00.7883 04/25/2035 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 04.8892 05/10/2063 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| FNR 2005-75 GS 19.7453 08/25/2035 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 00.9335 08/13/2021 | 0.01% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.01% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| MLMI 2005-A2 A2 03.7314 02/25/2035 | 0.00% |
| AOMT 2017-2 A1 02.4780 07/25/2047 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CASH MGMT BILL 00.0000 08/25/2020 | 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 CG | 0.00% |
| FNR 2003-43 YA 04.0000 03/25/2033 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| MARSH & MCLENNAN COS INC 02.5746 12/29/2021 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.0674 03/15/2045 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 3724 CM 05.5000 06/15/2037 | 0.00% |
| CAS 2015-C03 2M2 05.1683 07/25/2025 | 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% |
| FHR 2976 LC 23.7467 05/15/2035 | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 06.9543 06/25/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| TREASURY BILL 00.0000 06/11/2020 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.2210 06/15/2044 | 0.00% |
| BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1730 05/15/2038 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2005-68 PC 05.5000 07/25/2035 | 0.00% |
| FNR 2010-155 A 03.5000 09/25/2025 | 0.00% |
| FNW 1998-W5 X IO 00.6385 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2862 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4218 11/15/2028 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1667 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.5523 12/12/2049 | 0.00% |
| TREASURY BILL 00.0000 08/06/2020 | 0.00% |
| TREASURY BILL 00.0000 08/20/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2664 11/15/2048 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -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 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.24% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 1.13% |
|---|---|
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 1.06% |
| CAS 2017-C01 1M2 04.0373 07/25/2029 | 0.98% |
| ABBVIE INC P/P 144A 02.6000 11/21/2024 | 0.92% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.90% |
| STACR 2016-DNA2 M3 05.1373 10/25/2028 | 0.84% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.71% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.70% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.68% |
| CAS 2016-C01 1M2 07.2373 08/25/2028 | 0.67% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.67% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.66% |
| STACR 2016-DNA1 M3 06.0373 07/25/2028 | 0.65% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.62% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.62% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.62% |
| T-MOBILE USA INC P/P 144A 03.5000 04/15/2025 | 0.58% |
| CAS 2017-C02 2ED3 01.8373 09/25/2029 | 0.56% |
| KEURIG DR PEPPER INC 03.5510 05/25/2021 | 0.54% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.54% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.53% |
| STACR 2015-DNA2 M3 04.3873 12/25/2027 | 0.52% |
| CAS 2016-C02 1M2 06.4873 09/25/2028 | 0.52% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.50% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.50% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.49% |
| PNC BANK NA 03.3000 10/30/2024 | 0.49% |
| AT&T INC 03.8000 03/01/2024 | 0.49% |
| TRUIST BANK 03.2000 04/01/2024 | 0.48% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.47% |
| ORACLE CORP 02.5000 04/01/2025 | 0.47% |
| BROADCOM CRP / CAYMN FI 03.6250 01/15/2024 | 0.46% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.46% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.46% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.46% |
| NORTHROP GRUMMAN CORP 02.5500 10/15/2022 | 0.46% |
| OTIS WORLDWIDE CORP P/P 144A 02.0560 04/05/2025 | 0.46% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.46% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.45% |
| APPLE INC 02.8500 05/11/2024 | 0.44% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.44% |
| MET LIFE GLOB FUNDIN P/P 144A 02.5000 12/03/2020 | 0.42% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.42% |
| STACR 2015-DNA3 M3 05.1873 04/25/2028 | 0.41% |
| TRUIST BANK 01.5000 03/10/2025 | 0.41% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.41% |
| DBUBS 2011-LC3A D P/P 144A 05.5124 08/10/2044 | 0.40% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.40% |
| HSBC USA INC 05.0000 09/27/2020 | 0.40% |
| JPMBB 2014-C19 C 04.8340 04/15/2047 | 0.40% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.40% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.39% |
| CAS 2017-C01 1EB1 01.7373 07/25/2029 | 0.38% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.37% |
| MSBAM 2012-C5 E P/P 144A 04.8324 08/15/2045 | 0.36% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.36% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.36% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.36% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.36% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.36% |
| CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.35% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.35% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.35% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.35% |
| GEORGIA-PACIFIC LLC P/P 144A 01.7500 09/30/2025 | 0.35% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.34% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.34% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.34% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.34% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.34% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.33% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.33% |
| ALPHABET INC 03.3750 02/25/2024 | 0.33% |
| AT&T INC. 03.4000 05/15/2025 | 0.32% |
| CAS 2017-C07 1EB2 01.4873 05/25/2030 | 0.32% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.31% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.31% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.31% |
| NHLT 2019-2A M3 P/P 144A 03.1314 11/25/2029 | 0.31% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.31% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.31% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.30% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.30% |
| STACR 2018-HRP2 M3 02.8873 02/25/2047 | 0.29% |
| JPMCC 2010-C2 C P/P 144A 05.8231 11/15/2043 | 0.28% |
| US BANCORP 03.6000 09/11/2024 | 0.28% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.28% |
| JPMBB 2013-C12 C 04.2365 07/15/2045 | 0.28% |
| FISERV INC 02.7500 07/01/2024 | 0.28% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.28% |
| JPMBB 2013-C15 D P/P 144A 05.3704 11/15/2045 | 0.28% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.28% |
| WFRBS 2011-C2 D P/P 144A 05.8497 02/15/2044 | 0.27% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.27% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.27% |
| CSAIL 2018-CX12 IO 00.7731 08/15/2051 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.26% |
| WFCM 2018-C44 XA IO 00.9148 05/15/2051 | 0.26% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.26% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.26% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.26% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.26% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.26% |
| UNITEDHEALTH GROUP INC 03.3500 07/15/2022 | 0.26% |
| CAS 2014-C04 2M2 05.4873 11/25/2024 | 0.25% |
| MSBAM 2016-C32 XA IO 00.8649 12/15/2049 | 0.25% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.25% |
| WFCM 2019-C50 XA IO 01.5905 05/15/2052 | 0.25% |
| BROADCOM INC P/P 144A 03.1250 04/15/2021 | 0.25% |
| MSC 2018-H4 XA 01.0323 12/15/2051 | 0.24% |
| NEXTERA ENERGY CAPITAL 02.4030 09/01/2021 | 0.24% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.24% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.24% |
| STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.24% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.24% |
| STACR 2015-DN1 M3 04.6373 01/25/2025 | 0.24% |
| MSBAM 2017-C34 XA IO 00.9514 11/15/2052 | 0.24% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.23% |
| GOLDMAN SACHS GROUP INC 03.5000 04/01/2025 | 0.23% |
| CAS 2014-C02 2M2 03.0873 05/25/2024 | 0.22% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 01/12/2024 | 0.22% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.22% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.22% |
| STACR 2016-DNA4 M3 04.2873 03/25/2029 | 0.22% |
| CAS 2016-C01 2M2 07.4373 08/25/2028 | 0.22% |
| OMNICOM GP/OMNICOM CAP 03.6250 05/01/2022 | 0.22% |
| WFRBS 2011-C5 C P/P 144A 05.8446 11/15/2044 | 0.22% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.22% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.22% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.21% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.21% |
| CAS 2014-C01 M2 04.8873 01/25/2024 | 0.21% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.21% |
| TRUIST BANK 02.1500 12/06/2024 | 0.21% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.21% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.21% |
| AON CORP 03739NE49 DCP 05/04/2020 | 0.21% |
| ENGIE SA 29287AFR6 DCP 06/25/2020 | 0.21% |
| EXPORT DEVELOPMENT CANADA 30215GEL2 DCP 05/20/2020 | 0.21% |
| JPMCC 2011-C4 C P/P 144A 05.5297 07/15/2046 | 0.20% |
| MSBAM 2014-C15 D P/P 144A 05.0721 04/15/2047 | 0.20% |
| CAS 2015-C04 2M2 06.0373 04/25/2028 | 0.20% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.20% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.20% |
| FHMS K048 X1 IO 00.3695 06/25/2025 | 0.20% |
| SPST 2019-11 A 01.3198 10/24/2020 | 0.19% |
| CISCO SYSTEMS INC 01.8500 09/20/2021 | 0.19% |
| GSMS 2010-C2 D P/P 144A 05.3518 12/10/2043 | 0.19% |
| MSC 2018-L1 XA IO 00.6864 10/15/2051 | 0.19% |
| APPLE INC 03.2000 05/13/2025 | 0.19% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.19% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.19% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.18% |
| PNC BANK NA 02.0280 12/09/2022 | 0.18% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.18% |
| UBSBB 2012-C3 C P/P 144A 05.1980 08/10/2049 | 0.18% |
| AIR PRODUCTS & CHEMICALS 01.5000 10/15/2025 | 0.18% |
| ZOETIS INC 03.2500 02/01/2023 | 0.18% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.18% |
| CD 2016-CD2 XA IO 00.8020 11/10/2049 | 0.18% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.18% |
| CAS 2013-C01 M2 05.7373 10/25/2023 | 0.18% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.18% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.18% |
| CITIBANK NA 03.1650 02/19/2022 | 0.18% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.17% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.17% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.17% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.17% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.17% |
| TRUIST BANK 03.6890 08/02/2024 | 0.17% |
| DIAMOND 1 FIN/DIAMON P/P 144A 04.4200 06/15/2021 | 0.17% |
| WFCM 2010-C1 C P/P 144A 05.7105 11/15/2043 | 0.17% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.17% |
| GOLDMAN SACHS GROUP INC 02.8618 11/15/2021 | 0.17% |
| GSMS 2011-GC3 D P/P 144A 05.8240 03/10/2044 | 0.17% |
| CAS 2016-C06 1M2 04.7373 04/25/2029 | 0.17% |
| FHMS K737 X1 IO 00.6384 10/25/2026 | 0.16% |
| CAS 2014-C03 2M2 03.3873 07/25/2024 | 0.16% |
| EQUINIX INC 02.6250 11/18/2024 | 0.16% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.16% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.16% |
| APPLE INC 02.4000 05/03/2023 | 0.16% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.16% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.16% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.16% |
| FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.16% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.16% |
| WFRBS 2012-C8 D P/P 144A 05.0473 08/15/2045 | 0.16% |
| STAR 2018-IMC1 A1 03.7930 03/25/2048 | 0.16% |
| DBUBS 2011-LC2A D P/P 144A 05.7140 07/10/2044 | 0.15% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.15% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.15% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.15% |
| FOX CORP 04.0300 01/25/2024 | 0.15% |
| JPMCC 2011-C5 D P/P 144A 05.5986 08/15/2046 | 0.15% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.15% |
| RBIT 2019-1 M3 P/P 144A 03.0110 07/25/2029 | 0.15% |
| VF CORP 02.0500 04/23/2022 | 0.15% |
| MORGAN STANLEY 02.3153 01/20/2022 | 0.15% |
| COMM 2014-CR20 XA IO 01.1766 11/10/2047 | 0.15% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.15% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.15% |
| WFRBS 2011-C4 D P/P 144A 05.3901 06/15/2044 | 0.15% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.15% |
| NEXTERA ENERGY CAPITAL 02.7500 05/01/2025 | 0.15% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.15% |
| ECOLAB INC 04.3500 12/08/2021 | 0.15% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.15% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.14% |
| GSMS 2011-GC5 B P/P 144A 05.5555 08/10/2044 | 0.14% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.14% |
| ANHEUSER-BUSCH INBEV FIN 02.6250 01/17/2023 | 0.14% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.14% |
| VERIZON COMMUNICATIONS 03.1250 03/16/2022 | 0.14% |
| CAS 2014-C04 1M2 05.3873 11/25/2024 | 0.14% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.14% |
| ANZ NEW ZEALAND INTL P/P 144A 01.8871 01/25/2022 | 0.14% |
| BP CAPITAL MARKETS PLC USD 03.5610 11/01/2021 | 0.14% |
| CFCRE 2016-C4 XA IO 01.8616 05/10/2058 | 0.14% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.14% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.14% |
| BPCE SA 05571BE66 DCP 05/06/2020 | 0.14% |
| CAFCO LLC 1247P2EB6 DCP 05/11/2020 | 0.14% |
| MATCHPOINT FINANCE PLC 57666AEF5 DCP 05/15/2020 | 0.14% |
| SOUTHERN CO 02.3500 07/01/2021 | 0.14% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.14% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.13% |
| GSMS 2010-C1 D P/P 144A 06.1690 08/10/2043 | 0.13% |
| GSMS 2014-GC24 XA IO 00.8691 09/10/2047 | 0.13% |
| STACR 2017-DNA1 M2 03.7373 07/25/2029 | 0.13% |
| CAS 2014-C02 1M2 03.0873 05/25/2024 | 0.13% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.13% |
| CAS 2019-R07 1M2 02.5873 10/25/2039 | 0.13% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.13% |
| CAS 2016-C03 1M2 05.7873 10/25/2028 | 0.13% |
| COMM 2015-CR26 XA IO 01.0949 10/10/2048 | 0.12% |
| CAS 2016-C04 1M2 04.7373 01/25/2029 | 0.12% |
| FISERV INC. 03.8000 10/01/2023 | 0.12% |
| JPMCC 2016-JP2 XA IO 01.9703 08/15/2049 | 0.12% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.12% |
| RMIR 2019-2 M1B P/P 144A 02.2373 06/25/2029 | 0.12% |
| VERUS 2019-INV1 A2 03.5040 12/25/2059 | 0.12% |
| MSBAM 2013-C9 D P/P 144A 04.2581 05/15/2046 | 0.12% |
| STACR 2014-HQ1 M3 04.5873 08/25/2024 | 0.12% |
| WFRBS 2014-C23 XA IO 00.7132 10/15/2057 | 0.12% |
| TREASURY BILL 00.0000 09/10/2020 | 0.12% |
| ELANCO ANIMAL HEALTH P/P 04.6620 08/27/2021 | 0.12% |
| PPL CAPITAL FUNDING INC 03.9500 03/15/2024 | 0.12% |
| NRZT 2019-NQM4 A3 02.7698 09/25/2059 | 0.12% |
| BRDCOM CRP / FIN 03.0000 01/15/2022 | 0.11% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.11% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.11% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.11% |
| LIBERTY MUTUAL GROUP P/P 144A 05.0000 06/01/2021 | 0.11% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.11% |
| WFRBS 2012-C6 AS 03.8350 04/15/2045 | 0.11% |
| EMIR 2019-1 M1B 02.2873 04/25/2029 | 0.11% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.11% |
| ANALOG DEVICES INC 02.9500 04/01/2025 | 0.11% |
| CHARTER COMM OPT LLC/CAP 02.3366 02/01/2024 | 0.11% |
| COMM 2015-LC21 XA IO 00.8626 07/10/2048 | 0.11% |
| FFML 2006-FF15 A5 00.6473 11/25/2036 | 0.11% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.11% |
| MSBAM 2015-C26 XA IO 01.1719 10/15/2048 | 0.11% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.11% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.11% |
| NUTRIEN LTD USD 03.1500 10/01/2022 | 0.11% |
| WFCM 2017-C41 XA IO 01.3683 11/15/2050 | 0.11% |
| BSCMS 2006-T22 E P/P 144A 05.9354 04/12/2038 | 0.10% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.10% |
| WFCM 2018-C48 XA 01.1218 01/15/2052 | 0.10% |
| DUPONT DE NEMOURS INC 03.7660 11/15/2020 | 0.10% |
| NRZT 2019-NQM4 A2 02.6682 09/25/2059 | 0.10% |
| VERIZON COMMUNICATIONS 02.2328 05/22/2020 | 0.10% |
| JPMCC 2010-C2 D P/P 144A 05.8231 11/15/2043 | 0.10% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.10% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.10% |
| STACR 2018-HRP2 M2 01.7373 02/25/2047 | 0.10% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.10% |
| ZOETIS INC 03.4500 11/13/2020 | 0.10% |
| BMIR 2018-2A M1C P/P 144A 02.0873 08/25/2028 | 0.10% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.10% |
| LENNAR CORP 04.5000 04/30/2024 | 0.10% |
| MOODY'S CORPORATION 02.7500 12/15/2021 | 0.10% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.10% |
| BANK 2017-BNK8 XA IO 00.8762 11/15/2050 | 0.10% |
| ELANCO ANIMAL HEALTH 05.0220 08/28/2023 | 0.10% |
| MSC 2005-IQ10 E P/P 144A 05.6311 09/15/2042 | 0.10% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.10% |
| SPST 2019-WL1 A 01.1373 08/25/2052 | 0.10% |
| BANK OF AMERICA CORP 01.8656 06/25/2022 | 0.09% |
| CITIGROUP INC 01.9514 04/25/2022 | 0.09% |
| CSMC 2016-NXSR XA IO 00.9182 12/15/2049 | 0.09% |
| STACR 2019-DNA2 M2 02.9373 03/25/2049 | 0.09% |
| US BANCORP 02.9500 07/15/2022 | 0.09% |
| VF CORP 02.4000 04/23/2025 | 0.09% |
| MWST 2019-1 A 01.2873 06/25/2052 | 0.09% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.09% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.09% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.09% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.09% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.09% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.09% |
| STACR 2014-HQ2 M2 02.6873 09/25/2024 | 0.09% |
| FHMS K100 X1 IO 00.7701 09/25/2029 | 0.09% |
| FHMS KC06 X1 IO 00.9030 06/25/2026 | 0.09% |
| MSBAM 2013-C9 C 04.1701 05/15/2046 | 0.09% |
| TRUIST FIN CORP 04.0000 05/01/2025 | 0.09% |
| STACR 2019-HQA4 M2 02.5373 11/25/2049 | 0.08% |
| RMIR 2019-1 M2 P/P 144A 03.6873 02/25/2029 | 0.08% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.08% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.08% |
| MSRR 2015-R4 CB1 01.7716 08/26/2047 | 0.08% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.08% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.08% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.08% |
| GSMS 2011-GC5 C P/P 144A 05.5555 08/10/2044 | 0.08% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.08% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.08% |
| CGCMT 2014-GC19 C 05.2615 03/10/2047 | 0.08% |
| GSMS 2011-GC3 C P/P 144A 05.8240 03/10/2044 | 0.08% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.07% |
| UBSCM 2018-C11 XA 00.9618 06/15/2051 | 0.07% |
| MSC 2016-UB12 XA IO 00.9056 12/15/2049 | 0.07% |
| ZOETIS INC 03.2500 08/20/2021 | 0.07% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.07% |
| BANK OF MONTREAL USD 03.1000 07/13/2020 | 0.07% |
| GSMS 2015-GC30 XA IO 00.9069 05/10/2050 | 0.07% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.07% |
| MARSH & MCLENNAN COS INC 03.5000 12/29/2020 | 0.07% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.07% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.07% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.07% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.07% |
| JPMORGAN CHASE & CO 01.4994 06/18/2022 | 0.07% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.07% |
| CD 2017-CD6 XA IO 01.1007 11/13/2050 | 0.06% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.06% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.06% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.06% |
| VIACOMCBS INC 03.3750 03/01/2022 | 0.06% |
| BECTON DICKINSON AND COMPANY 03.1250 11/08/2021 | 0.06% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.06% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.06% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 0.06% |
| CAS 2019-R01 2M2 02.9373 07/25/2031 | 0.06% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.06% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.06% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.06% |
| WFRBS 2014-C22 XA IO 00.9555 09/15/2057 | 0.06% |
| MWST 2018-W1 A 01.3373 11/25/2051 | 0.05% |
| AVIATION CAPITAL GRP P/P 144A 02.5304 06/01/2021 | 0.05% |
| HMIR 2018-1 M1 P/P 144A 02.0873 10/25/2028 | 0.05% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.05% |
| WFCM 2013-LC12 C 04.4120 07/15/2046 | 0.05% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.05% |
| AES CORP/THE 04.5000 03/15/2023 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.3286 05/15/2045 | 0.05% |
| MSBAM 2013-C7 XA IO 01.4799 02/15/2046 | 0.05% |
| CAS 2019-HRP1 M2 02.6373 11/25/2039 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.05% |
| TREASURY BILL 00.0000 08/13/2020 | 0.05% |
| APPLE INC 02.1000 09/12/2022 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.05% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.05% |
| GSMS 2014-GC18 C 05.1552 01/10/2047 | 0.05% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.05% |
| STACR 2014-DN1 M2 02.6873 02/25/2024 | 0.05% |
| CROWN CASTLE INTL CORP 03.4000 02/15/2021 | 0.05% |
| CSAIL 2015-C1 XA IO 00.9780 04/15/2050 | 0.05% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| WFCM 2013-LC12 D P/P 144A 04.4120 07/15/2046 | 0.05% |
| COMM 2014-LC15 XA IO 01.2602 04/10/2047 | 0.05% |
| CSMC 2018-RPL7 A1 04.0000 08/26/2058 | 0.04% |
| EMERA US FINANCE LP 02.7000 06/15/2021 | 0.04% |
| COMM 2012-LC4 C 05.7210 12/10/2044 | 0.04% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.04% |
| JPMBB 2013-C14 C 04.8586 08/15/2046 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.04% |
| AVIATION CAPITAL GRP P/P 144A 01.4301 07/30/2021 | 0.04% |
| JPMBB 2015-C31 XA IO 01.0323 08/15/2048 | 0.04% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.04% |
| STACR 2015-DNA3 M2 03.3373 04/25/2028 | 0.04% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.04% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.04% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.04% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| WFCM 2016-BNK1 XA IO 01.8982 08/15/2049 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| RBIT 2018-1 M3 P/P 144A 04.4475 11/25/2028 | 0.04% |
| VOLT 2017-NP11 A1 P/P 144A 03.3750 10/25/2047 | 0.04% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR17 C 04.9453 05/10/2047 | 0.04% |
| NRZT 2018-4A A1M 01.3873 01/25/2048 | 0.04% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.04% |
| FISERV INC 04.7500 06/15/2021 | 0.04% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.04% |
| STACR 2015-HQ2 M2 02.4373 05/25/2025 | 0.04% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.04% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| CD 2016-CD1 XA IO 01.5359 08/10/2049 | 0.03% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.1149 07/10/2046 | 0.03% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.03% |
| STACR 2014-HQ2 M3 04.2373 09/25/2024 | 0.03% |
| STACR 2016-DNA3 M3 05.4873 12/25/2028 | 0.03% |
| COMM 2014-CR14 XA IO 00.7353 02/10/2047 | 0.03% |
| EMIR 2018-1 M2 03.4873 11/25/2028 | 0.03% |
| GSMS 2014-GC22 C 04.8469 06/10/2047 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.03% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.03% |
| UBSCM 2017-C7 XA IO 01.2060 12/15/2050 | 0.03% |
| BANK OF AMERICA CORP 02.3280 10/01/2021 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| BANK 2017-BNK9 XA IO 00.9499 11/15/2054 | 0.03% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.03% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| GSMS 2013-GC10 XA IO 01.6441 02/10/2046 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.03% |
| TREASURY BILL 00.0000 05/21/2020 | 0.03% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.03% |
| CAS 2015-C02 2M2 04.4873 05/25/2025 | 0.03% |
| SAMI 2007-AR7 1A1 01.3373 05/25/2047 | 0.03% |
| STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.02% |
| CAS 2015-C01 2M2 05.0373 02/25/2025 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4592 05/10/2063 | 0.02% |
| EMIR 2018-1 M1 02.1873 11/25/2028 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| WFCM 2016-C37 XA IO 01.1261 12/15/2049 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.9304 12/15/2047 | 0.02% |
| NMRR 2015-8R 4A1 03.9659 11/25/2047 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.02% |
| CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.02% |
| STACR 2015-HQA2 M3 05.2873 05/25/2028 | 0.02% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.02% |
| OMIR 2018-1A M1 02.0373 07/25/2028 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 05.0464 05/10/2063 | 0.02% |
| WFCM 2015-LC20 XB IO 00.6353 04/15/2050 | 0.02% |
| WFRBS 2012-C10 C 04.5116 12/15/2045 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 01.8373 08/25/2028 | 0.02% |
| CASH MGMT BILL 00.0000 07/14/2020 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.02% |
| GSMS 2013-GC12 XA IO 01.5527 06/10/2046 | 0.02% |
| JPMBB 2014-C22 XA IO 00.9861 09/15/2047 | 0.02% |
| MSC 2012-C4 C P/P 144A 05.5997 03/15/2045 | 0.02% |
| WFCM 2015-C27 XA IO 01.0317 02/15/2048 | 0.02% |
| COLT 2018-2 A1 03.4700 07/27/2048 | 0.02% |
| AOMT 2017-1 A1 02.8100 01/25/2047 | 0.01% |
| CMLTI 2005-2 1A2A 04.3008 05/25/2035 | 0.01% |
| MSBAM 2013-C7 XB IO P/P 144A 00.4204 02/15/2046 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2659 08/15/2047 | 0.01% |
| GSAA 2006-8 2A2 00.6673 05/25/2036 | 0.01% |
| JPMCC 2013-C10 XA IO 01.1108 12/15/2047 | 0.01% |
| TREASURY BILL 00.0000 09/03/2020 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.4873 04/25/2027 | 0.01% |
| PPSI 2004-WCW2 M3 01.5373 10/25/2034 | 0.01% |
| BUMT 2005-1 1A1 01.0873 09/25/2045 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| COMM 2014-CR17 XA IO 01.1339 05/10/2047 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5653 12/15/2047 | 0.01% |
| COMM 2013-LC13 XA IO 01.2973 08/10/2046 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.01% |
| FNR 2011-4 CS 11.9255 05/25/2040 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CWHL 2005-3 1A1 01.1073 04/25/2035 | 0.01% |
| STACR 2014-HQ3 M3 05.2373 10/25/2024 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| FNR 2005-75 GS 18.7883 08/25/2035 | 0.01% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 02.2073 08/13/2021 | 0.01% |
| MLMI 2005-A2 A2 03.7284 02/25/2035 | 0.01% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| AOMT 2017-2 A1 02.4780 07/25/2047 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.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-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| FNR 2003-43 YA 04.0000 03/25/2033 | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| MARSH & MCLENNAN COS INC 02.5746 12/29/2021 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.2490 03/15/2045 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3901 06/15/2044 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 02.1873 10/25/2027 | 0.00% |
| CAS 2015-C03 2M2 05.4873 07/25/2025 | 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% |
| FHR 2976 LC 21.4353 05/15/2035 | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 06.9543 06/25/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| TREASURY BILL 00.0000 06/11/2020 | 0.00% |
| BACM 2007-1 XW IO 00.4856 01/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3865 05/15/2038 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2005-68 PC 05.5000 07/25/2035 | 0.00% |
| FNR 2010-155 A 03.5000 09/25/2025 | 0.00% |
| FNW 1998-W5 X IO 00.8218 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2862 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4220 11/15/2028 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.7500 12/12/2049 | 0.00% |
| TREASURY BILL 00.0000 08/06/2020 | 0.00% |
| TREASURY BILL 00.0000 08/20/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4592 11/15/2048 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -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 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.22% |
| BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 1.19% |
|---|---|
| GOLDMAN SACHS GROUP INC 03.6250 02/20/2024 | 1.12% |
| CAS 2017-C01 1M2 04.4966 07/25/2029 | 0.99% |
| ABBVIE INC P/P 144A 02.6000 11/21/2024 | 0.96% |
| COMCAST CORPORATION 03.7000 04/15/2024 | 0.95% |
| STACR 2016-DNA2 M3 05.5966 10/25/2028 | 0.89% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.84% |
| NOVARTIS CAPITAL CORP 01.7500 02/14/2025 | 0.74% |
| CITIGROUP INC 04.0440 06/01/2024 | 0.73% |
| WELLS FARGO & COMPANY 03.7500 01/24/2024 | 0.72% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.71% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.69% |
| CAS 2016-C01 1M2 07.6966 08/25/2028 | 0.68% |
| CAS 2017-C02 2ED3 02.2966 09/25/2029 | 0.66% |
| STACR 2016-DNA1 M3 06.4966 07/25/2028 | 0.65% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.65% |
| SALESFORCE.COM INC 03.2500 04/11/2023 | 0.65% |
| JPMORGAN CHASE & CO 03.7970 07/23/2024 | 0.65% |
| STACR 2015-DNA2 M3 04.8466 12/25/2027 | 0.58% |
| MORGAN STANLEY 03.7000 10/23/2024 | 0.56% |
| BANK OF NY MELLON CORP 01.8500 01/27/2023 | 0.55% |
| CAS 2016-C02 1M2 06.9466 09/25/2028 | 0.54% |
| AT&T INC 03.8000 03/01/2024 | 0.51% |
| PNC BANK NA 03.3000 10/30/2024 | 0.51% |
| CROWN CASTLE INTL CORP 03.2000 09/01/2024 | 0.50% |
| TRUIST BANK 03.2000 04/01/2024 | 0.50% |
| ORACLE CORP 02.5000 04/01/2025 | 0.48% |
| FIDELITY NATIONAL INFORM 03.8750 06/05/2024 | 0.48% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.48% |
| KINDER MORGAN ENER PART 04.3000 05/01/2024 | 0.48% |
| CAPITAL ONE FIN CO 03.5000 06/15/2023 | 0.48% |
| JPMORGAN CHASE & CO. 03.8750 09/10/2024 | 0.48% |
| NORTHROP GRUMMAN CORP 02.5500 10/15/2022 | 0.47% |
| APPLE INC 02.8500 05/11/2024 | 0.47% |
| CITIGROUP INC. 03.5000 05/15/2023 | 0.47% |
| OTIS WORLDWIDE CORP P/P 144A 02.0560 04/05/2025 | 0.47% |
| BROADCOM CRP / CAYMN FI 03.6250 01/15/2024 | 0.47% |
| MET LIFE GLOB FUNDIN P/P 144A 02.5000 12/03/2020 | 0.44% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.44% |
| EVERSOURCE ENERGY 03.1500 01/15/2025 | 0.44% |
| MSBAM 2012-C5 E P/P 144A 04.6770 08/15/2045 | 0.43% |
| TRUIST BANK 01.5000 03/10/2025 | 0.43% |
| STACR 2015-DNA3 M3 05.6466 04/25/2028 | 0.42% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.42% |
| HSBC USA INC 05.0000 09/27/2020 | 0.42% |
| JPMBB 2014-C19 C 04.6785 04/15/2047 | 0.42% |
| CHARTER COMM OPT LLC/CAP 04.5000 02/01/2024 | 0.42% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.42% |
| DBUBS 2011-LC3A D P/P 144A 05.3348 08/10/2044 | 0.41% |
| VERIZON COMMUNICATIONS 03.5000 11/01/2024 | 0.41% |
| CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.39% |
| DH EUROPE FINANCE II USD 02.2000 11/15/2024 | 0.37% |
| GOLDMAN SACHS GROUP INC 04.0000 03/03/2024 | 0.37% |
| HONEYWELL INTERNATIONAL 02.1500 08/08/2022 | 0.37% |
| AUST & NZ BANK 02.0500 11/21/2022 | 0.37% |
| TOTAL CAPITAL INTL SA USD 02.4340 01/10/2025 | 0.37% |
| AMAZON.COM INC 02.8000 08/22/2024 | 0.36% |
| JPMORGAN CHASE & CO 04.0230 12/05/2024 | 0.36% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.36% |
| PRICOA GLOBAL FUNDI P/P 144A 02.4000 09/23/2024 | 0.36% |
| INTERPUBLIC GROUP COS 04.2000 04/15/2024 | 0.35% |
| FIFTH THIRD BANCORP 02.3750 01/28/2025 | 0.35% |
| ALPHABET INC 03.3750 02/25/2024 | 0.35% |
| CISCO SYSTEMS INC 02.6000 02/28/2023 | 0.35% |
| AIR LEASE CORP 04.2500 09/15/2024 | 0.34% |
| PENSKE TRUCK LE P/P 144A 02.7000 11/01/2024 | 0.34% |
| STACR 2018-HRP2 M3 03.3466 02/25/2047 | 0.34% |
| ENTERPRISE PRODUCTS OPER 03.3500 03/15/2023 | 0.34% |
| AT&T INC. 03.4000 05/15/2025 | 0.34% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.34% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.33% |
| CAS 2017-C01 1EB1 02.1966 07/25/2029 | 0.33% |
| NHLT 2019-2A M3 P/P 144A 03.1314 11/25/2029 | 0.33% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.33% |
| NEW YORK LIFE GLOBAL P/P 144A 01.7000 09/14/2021 | 0.33% |
| JPMBB 2013-C15 D P/P 144A 05.1976 11/15/2045 | 0.32% |
| MORGAN STANLEY 04.8750 11/01/2022 | 0.32% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.32% |
| JPMBB 2013-C12 C 04.1002 07/15/2045 | 0.30% |
| CSAIL 2018-CX12 IO 00.6152 08/15/2051 | 0.30% |
| JPMCC 2010-C2 C P/P 144A 05.6356 11/15/2043 | 0.30% |
| NEW YORK LIFE GL P/P 144A 02.3000 06/10/2022 | 0.30% |
| AMERICAN TRANS SYS P/P 144A 05.2500 01/15/2022 | 0.29% |
| FISERV INC 02.7500 07/01/2024 | 0.29% |
| US BANCORP 03.6000 09/11/2024 | 0.29% |
| WFCM 2018-C44 XA IO 00.7544 05/15/2051 | 0.29% |
| AMERICAN TOWER CORP 05.0000 02/15/2024 | 0.28% |
| WFRBS 2011-C2 D P/P 144A 05.6626 02/15/2044 | 0.28% |
| FHMS K105 X1 IO 01.6452 01/25/2030 | 0.28% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.28% |
| MSBAM 2016-C32 XA IO 00.7245 12/15/2049 | 0.27% |
| WFCM 2019-C50 XA IO 01.4243 05/15/2052 | 0.27% |
| MSC 2018-H4 XA 00.8636 12/15/2051 | 0.27% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.27% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.27% |
| INTL FLAVOR & FRAGRANCES 03.2000 05/01/2023 | 0.27% |
| UNITEDHEALTH GROUP INC 03.3500 07/15/2022 | 0.27% |
| WASTE MANAGEMENT INC 02.9000 09/15/2022 | 0.27% |
| COX COMM INC P/P 144A 03.1500 08/15/2024 | 0.26% |
| STACR 2015-DN1 M3 05.0966 01/25/2025 | 0.26% |
| ENERGY TRANSFER OPERATNG 04.5000 04/15/2024 | 0.26% |
| MSBAM 2017-C34 XA IO 00.8129 11/15/2052 | 0.26% |
| AMERICAN TOWER CORP 03.5000 01/31/2023 | 0.26% |
| CAS 2014-C04 2M2 05.9466 11/25/2024 | 0.26% |
| NEXTERA ENERGY CAPITAL 02.4030 09/01/2021 | 0.26% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.26% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.26% |
| STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.26% |
| CAS 2014-C01 M2 05.3466 01/25/2024 | 0.25% |
| CAS 2014-C02 2M2 03.5466 05/25/2024 | 0.25% |
| CAS 2017-C07 1EB2 01.9466 05/25/2030 | 0.25% |
| MICROSOFT CORP 02.3750 02/12/2022 | 0.25% |
| MSBAM 2014-C15 D P/P 144A 04.9090 04/15/2047 | 0.24% |
| WFRBS 2012-C8 B 04.3110 08/15/2045 | 0.24% |
| COLT 2019-4 A3 02.9880 11/25/2049 | 0.24% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 01/12/2024 | 0.23% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.23% |
| SPST 2020-2 A 01.7549 03/26/2021 | 0.23% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.23% |
| GSMS 2012-GCJ7 AS 04.0850 05/10/2045 | 0.23% |
| JPMCC 2011-C4 C P/P 144A 05.4030 07/15/2046 | 0.22% |
| OMNICOM GP/OMNICOM CAP 03.6250 05/01/2022 | 0.22% |
| REPUBLIC SERVICES INC 02.5000 08/15/2024 | 0.22% |
| BELL CANADA INC 07787PD21 DCP 04/02/2020 | 0.22% |
| AMERICAN ELECTRIC POWER CO IN 0255E2D98 DCP 04/09/2020 | 0.22% |
| AON CORP 03739NE49 DCP 05/04/2020 | 0.22% |
| COLLATERALIZED COMMERCIAL PAP 19424HDT4 DCP 04/27/2020 | 0.22% |
| ENBRIDGE US INC 29251UDF2 DCP 04/15/2020 | 0.22% |
| ENGIE SA 29287AFR6 DCP 06/25/2020 | 0.22% |
| EXPORT DEVELOPMENT CANADA 30215GEL2 DCP 05/20/2020 | 0.22% |
| NUTRIEN LTD 67077UD72 DCP 04/07/2020 | 0.22% |
| ROGERS COMMUNICATIONS INC 77511LDD2 DCP 04/13/2020 | 0.22% |
| WELLS FARGO BANK NA 02.0820 09/09/2022 | 0.22% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.22% |
| STACR 2016-DNA4 M3 04.7466 03/25/2029 | 0.22% |
| TRUIST BANK 02.1500 12/06/2024 | 0.22% |
| MRAIT 2020-2 A 02.7311 10/22/2020 | 0.22% |
| SABINE PASS LIQU 06.2500 03/15/2022 | 0.22% |
| CAS 2015-C04 2M2 06.4966 04/25/2028 | 0.21% |
| FHMS K048 X1 IO 00.2454 06/25/2025 | 0.21% |
| CAS 2013-C01 M2 06.1966 10/25/2023 | 0.21% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.21% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.21% |
| SPST 2019-11 A 01.6785 10/24/2020 | 0.21% |
| MSC 2018-L1 XA IO 00.5270 10/15/2051 | 0.21% |
| GSMS 2010-C2 D P/P 144A 05.1796 12/10/2043 | 0.20% |
| CISCO SYSTEMS INC 01.8500 09/20/2021 | 0.20% |
| CAS 2016-C01 2M2 07.8966 08/25/2028 | 0.20% |
| APPLE INC 03.2000 05/13/2025 | 0.20% |
| CD 2016-CD2 XA IO 00.6691 11/10/2049 | 0.20% |
| DUKE ENERGY CAROLINAS 03.3500 05/15/2022 | 0.20% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.20% |
| PNC BANK NA 02.0280 12/09/2022 | 0.20% |
| JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.19% |
| STAR 2019-INV1 A2 02.8650 09/27/2049 | 0.19% |
| CAS 2014-C03 2M2 03.8466 07/25/2024 | 0.19% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.19% |
| CFMT 2019-HB1 M3 P/P 144A 03.2568 12/25/2029 | 0.19% |
| ZOETIS INC 03.2500 02/01/2023 | 0.19% |
| BANK OF AMERICA CORP 03.5500 03/05/2024 | 0.19% |
| CFCRE 2016-C4 XA IO 01.7018 05/10/2058 | 0.19% |
| MOODY'S CORPORATION 04.8750 02/15/2024 | 0.19% |
| CITIBANK NA 03.1650 02/19/2022 | 0.19% |
| GSMS 2010-C1 B P/P 144A 05.1480 08/10/2043 | 0.18% |
| GSMS 2011-GC3 D P/P 144A 05.6366 03/10/2044 | 0.18% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| UBSBB 2012-C3 C P/P 144A 05.0307 08/10/2049 | 0.18% |
| WFRBS 2011-C5 C P/P 144A 05.6611 11/15/2044 | 0.18% |
| TRUIST BANK 03.6890 08/02/2024 | 0.18% |
| DIAMOND 1 FIN/DIAMON P/P 144A 04.4200 06/15/2021 | 0.18% |
| FHMS K737 X1 IO 00.6384 10/25/2026 | 0.18% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.18% |
| GOLDMAN SACHS GROUP INC 02.8618 11/15/2021 | 0.18% |
| WFCM 2010-C1 C P/P 144A 05.5690 11/15/2043 | 0.18% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.17% |
| MSBAM 2012-C6 B 03.9300 11/15/2045 | 0.17% |
| VERUS 2019-INV3 A3 03.1000 11/25/2059 | 0.17% |
| FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.17% |
| JPMCC 2011-C5 D P/P 144A 05.4186 08/15/2046 | 0.17% |
| APPLE INC 02.4000 05/03/2023 | 0.17% |
| CAS 2016-C06 1M2 05.1966 04/25/2029 | 0.17% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.17% |
| GOLDMAN SACHS GROUP INC 03.0000 04/26/2022 | 0.17% |
| WFRBS 2012-C8 D P/P 144A 04.8850 08/15/2045 | 0.17% |
| ALIMENTATION COUCHE-TARD 2.700000 07/26/2022 | 0.17% |
| GCAT 2019-NQM1 A2 03.2410 02/25/2059 | 0.17% |
| BANK OF NY MELLON CORP 01.9500 08/23/2022 | 0.17% |
| STAR 2018-IMC1 A1 03.7930 03/25/2048 | 0.17% |
| OCCIDENTAL PETROLEUM COR 02.9573 08/13/2021 | 0.17% |
| COMM 2014-CR20 XA IO 01.0269 11/10/2047 | 0.16% |
| EQUINIX INC 02.6250 11/18/2024 | 0.16% |
| RBIT 2019-1 M3 P/P 144A 03.0110 07/25/2029 | 0.16% |
| BECTON DICKINSON AND CO 03.7340 12/15/2024 | 0.16% |
| HOF 2018-1 A1 03.7800 06/25/2048 | 0.16% |
| MORGAN STANLEY 02.9991 01/20/2022 | 0.16% |
| GSMS 2011-GC5 B P/P 144A 05.3893 08/10/2044 | 0.16% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.16% |
| WFRBS 2011-C4 D P/P 144A 05.2215 06/15/2044 | 0.16% |
| DBUBS 2011-LC2A D P/P 144A 05.5301 07/10/2044 | 0.16% |
| FOX CORP 04.0300 01/25/2024 | 0.16% |
| JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.16% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.16% |
| CAS 2014-C02 1M2 03.5466 05/25/2024 | 0.16% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.16% |
| GFMT 2020-H1 A3 02.6740 01/25/2060 | 0.15% |
| BANK OF AMERICA CORP 02.8810 04/24/2023 | 0.15% |
| CAS 2014-C04 1M2 05.8466 11/25/2024 | 0.15% |
| MARSH & MCLENNAN COS INC. 03.8750 03/15/2024 | 0.15% |
| VERIZON COMMUNICATIONS 03.1250 03/16/2022 | 0.15% |
| GSMS 2014-GC24 XA IO 00.7367 09/10/2047 | 0.15% |
| UNITEDHEALTH GROUP INC 02.3750 08/15/2024 | 0.15% |
| ANZ NEW ZEALAND INTL P/P 144A 02.7954 01/25/2022 | 0.15% |
| BP CAPITAL MARKETS PLC USD 03.5610 11/01/2021 | 0.15% |
| ALPINE SECURITIZATION LLC 02088WD80 DCP 04/08/2020 | 0.15% |
| ANHEUSER-BUSCH INBEV FIN 02.6250 01/17/2023 | 0.15% |
| BPCE SA 05571BE66 DCP 05/06/2020 | 0.15% |
| CAFCO LLC 1247P2EB6 DCP 05/11/2020 | 0.15% |
| GOLDMAN SACHS GROUP INC 02.8760 10/31/2022 | 0.15% |
| ECOLAB INC 04.3500 12/08/2021 | 0.15% |
| EMIR 2019-1 M1B 02.7466 04/25/2029 | 0.15% |
| MASSMUTUAL GLOBAL P/P 144A 02.5000 10/17/2022 | 0.15% |
| MATCHPOINT FINANCE PLC 57666AEF5 DCP 05/15/2020 | 0.15% |
| STAR 2019-1 A3 03.1750 06/25/2049 | 0.15% |
| SOUTHERN CO 02.3500 07/01/2021 | 0.14% |
| GSMS 2010-C1 D P/P 144A 05.9805 08/10/2043 | 0.14% |
| IHS MARKIT LTD P/P 144A 05.0000 11/01/2022 | 0.14% |
| CFMT 2019-HB1 M4 P/P 144A 04.4888 12/25/2029 | 0.14% |
| STACR 2014-HQ1 M3 05.0466 08/25/2024 | 0.14% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.14% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.14% |
| COMM 2015-CR26 XA IO 00.9469 10/10/2048 | 0.14% |
| RMIR 2019-2 M1B P/P 144A 02.6966 06/25/2029 | 0.14% |
| JPMCC 2016-JP2 XA IO 01.8210 08/15/2049 | 0.13% |
| CAS 2016-C03 1M2 06.2466 10/25/2028 | 0.13% |
| COMM 2012-CR5 AM P/P 144A 03.2230 12/10/2045 | 0.13% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.13% |
| STACR 2017-DNA1 M2 04.1966 07/25/2029 | 0.13% |
| WFRBS 2014-C23 XA IO 00.5685 10/15/2057 | 0.13% |
| MSBAM 2013-C9 D P/P 144A 04.1217 05/15/2046 | 0.13% |
| VERUS 2019-INV1 A2 03.5040 12/25/2059 | 0.13% |
| CAS 2016-C04 1M2 05.1966 01/25/2029 | 0.13% |
| CAS 2019-R07 1M2 03.0466 10/25/2039 | 0.13% |
| TREASURY BILL 00.0000 09/10/2020 | 0.13% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.12% |
| FISERV INC. 03.8000 10/01/2023 | 0.12% |
| FREMF 2015-K48 IO P/P 144A 00.1000 08/25/2048 | 0.12% |
| NRZT 2019-NQM4 A3 02.7698 09/25/2059 | 0.12% |
| OSAT 2020-RPL1 A1 P/P 144A 03.1990 12/26/2059 | 0.12% |
| ELANCO ANIMAL HEALTH P/P 04.6620 08/27/2021 | 0.12% |
| FFML 2006-FF15 A5 01.1066 11/25/2036 | 0.12% |
| PPL CAPITAL FUNDING INC 03.9500 03/15/2024 | 0.12% |
| LIBERTY MUTUAL GROUP P/P 144A 05.0000 06/01/2021 | 0.12% |
| AMERICAN ELECTRIC POWER 03.6500 12/01/2021 | 0.12% |
| BRDCOM CRP / FIN 03.0000 01/15/2022 | 0.12% |
| MSBAM 2015-C26 XA IO 01.0261 10/15/2048 | 0.12% |
| COMM 2015-LC21 XA IO 00.7534 07/10/2048 | 0.12% |
| UBSCM 2012-C1 AS 04.1710 05/10/2045 | 0.12% |
| WFCM 2017-C41 XA IO 01.2193 11/15/2050 | 0.12% |
| CHARTER COMM OPT LLC/CAP 03.4133 02/01/2024 | 0.12% |
| ROYAL BANK OF CANADA USD 03.7000 10/05/2023 | 0.12% |
| WFCM 2018-C48 XA 00.9517 01/15/2052 | 0.12% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.12% |
| BSCMS 2006-T22 E P/P 144A 05.7450 04/12/2038 | 0.11% |
| DELL INT LLC / EM P/P 144A 04.0000 07/15/2024 | 0.11% |
| BECTON DICKINSON AND CO 02.8940 06/06/2022 | 0.11% |
| DUPONT DE NEMOURS INC 03.7660 11/15/2020 | 0.11% |
| NRZT 2019-NQM4 A2 02.6682 09/25/2059 | 0.11% |
| NUTRIEN LTD USD 03.1500 10/01/2022 | 0.11% |
| VERIZON COMMUNICATIONS 02.2328 05/22/2020 | 0.11% |
| MSC 2012-C4 B P/P 144A 05.2130 03/15/2045 | 0.11% |
| JPMCC 2010-C2 D P/P 144A 05.6356 11/15/2043 | 0.11% |
| VERUS 2019-1 A3 03.9850 02/25/2059 | 0.11% |
| MSC 2005-IQ10 E P/P 144A 05.5309 09/15/2042 | 0.10% |
| STACR 2018-HRP2 M2 02.1966 02/25/2047 | 0.10% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.10% |
| CSMC 2016-NXSR XA IO 00.7751 12/15/2049 | 0.10% |
| BANK 2017-BNK8 XA IO 00.7412 11/15/2050 | 0.10% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.10% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.10% |
| ZOETIS INC 03.4500 11/13/2020 | 0.10% |
| BMIR 2018-2A M1C P/P 144A 02.5466 08/25/2028 | 0.10% |
| SPST 2019-WL1 A 01.5966 08/25/2052 | 0.10% |
| MOODY'S CORPORATION 02.7500 12/15/2021 | 0.10% |
| STACR 2014-HQ2 M2 03.1466 09/25/2024 | 0.10% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.10% |
| CITIGROUP INC 02.7541 04/25/2022 | 0.10% |
| LENNAR CORP 04.5000 04/30/2024 | 0.10% |
| MWST 2019-1 A 01.7466 06/25/2052 | 0.10% |
| US BANCORP 02.9500 07/15/2022 | 0.10% |
| BANK OF AMERICA CORP 01.8656 06/25/2022 | 0.10% |
| ELANCO ANIMAL HEALTH 05.0220 08/28/2023 | 0.10% |
| GSMS 2011-GC5 C P/P 144A 05.3893 08/10/2044 | 0.10% |
| RMIR 2019-1 M2 P/P 144A 04.1466 02/25/2029 | 0.10% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.10% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.10% |
| RMLT 2019-3 A2 02.9410 09/25/2059 | 0.10% |
| FHMS KC06 X1 IO 00.9030 06/25/2026 | 0.09% |
| MSBAM 2013-C9 C 04.0337 05/15/2046 | 0.09% |
| AIR LEASE CORP 03.5000 01/15/2022 | 0.09% |
| FHMS K100 X1 IO 00.6505 09/25/2029 | 0.09% |
| STACR 2019-DNA2 M2 03.3966 03/25/2049 | 0.09% |
| AOMT 2019-1 A3 04.1240 11/25/2048 | 0.09% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.09% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.09% |
| TRUIST FIN CORP 04.0000 05/01/2025 | 0.09% |
| MSRR 2015-R4 CB1 02.4514 08/26/2047 | 0.09% |
| OBX 2018-EXP1 1A3 04.0000 04/25/2048 | 0.09% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.08% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.08% |
| UBSCM 2018-C11 XA 00.7997 06/15/2051 | 0.08% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.08% |
| CGCMT 2014-GC19 C 05.0921 03/10/2047 | 0.08% |
| MSC 2016-UB12 XA IO 00.7702 12/15/2049 | 0.08% |
| STACR 2019-HQA4 M2 02.9966 11/25/2049 | 0.08% |
| GSMS 2011-GC3 C P/P 144A 05.6366 03/10/2044 | 0.08% |
| GSMS 2015-GC30 XA IO 00.7893 05/10/2050 | 0.08% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% |
| ZOETIS INC 03.2500 08/20/2021 | 0.08% |
| BANK OF MONTREAL USD 03.1000 07/13/2020 | 0.08% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.08% |
| MARSH & MCLENNAN COS INC 02.7500 01/30/2022 | 0.08% |
| AMERICAN TOWER CORP 03.0000 06/15/2023 | 0.07% |
| MARSH & MCLENNAN COS INC 03.5000 12/29/2020 | 0.07% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.07% |
| CITIZENS FIN GRP P/P 144A 04.1500 09/28/2022 | 0.07% |
| CD 2017-CD6 XA IO 00.9596 11/13/2050 | 0.07% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.07% |
| HOF 2018-2 A2 04.1370 11/25/2058 | 0.07% |
| JPMORGAN CHASE & CO 01.4994 06/18/2022 | 0.07% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.07% |
| VIACOMCBS INC 02.9000 06/01/2023 | 0.07% |
| VIACOMCBS INC 03.5000 01/15/2025 | 0.07% |
| BECTON DICKINSON AND COMPANY 03.1250 11/08/2021 | 0.07% |
| HMIR 2018-1 M1 P/P 144A 02.5466 10/25/2028 | 0.07% |
| IHS MARKIT LTD USD 03.6250 05/01/2024 | 0.07% |
| TREASURY BILL 00.0000 06/04/2020 | 0.07% |
| VIACOMCBS INC 03.3750 03/01/2022 | 0.07% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.06% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.06% |
| BNP PARIBAS USD 05.0000 01/15/2021 | 0.06% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.06% |
| CIT BANK NA 02.9690 09/27/2025 | 0.06% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.06% |
| WFRBS 2014-C22 XA IO 00.8077 09/15/2057 | 0.06% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.06% |
| VERUS SECURITIZATION TRUST 03.6350 06/01/2058 | 0.06% |
| AVIATION CAPITAL GRP P/P 144A 02.5304 06/01/2021 | 0.06% |
| MWST 2018-W1 A 01.7966 11/25/2051 | 0.06% |
| STACR 2014-DN1 M2 03.1466 02/25/2024 | 0.06% |
| CAS 2019-R01 2M2 03.3966 07/25/2031 | 0.06% |
| MSBAM 2013-C7 XA IO 01.3395 02/15/2046 | 0.06% |
| INTERPUBLIC GROUP COS 03.7500 10/01/2021 | 0.06% |
| TREASURY BILL 00.0000 04/16/2020 | 0.06% |
| CAS 2019-HRP1 M2 03.0966 11/25/2039 | 0.05% |
| DRMT 2018-2A A1 03.4790 04/25/2058 | 0.05% |
| AES CORP/THE 04.5000 03/15/2023 | 0.05% |
| CSMC 2018-RPL7 A1 04.0000 08/26/2058 | 0.05% |
| DRMT 2017-3A A1 02.5770 10/25/2047 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.05% |
| STACR 2015-DNA3 M2 03.7966 04/25/2028 | 0.05% |
| TREASURY BILL 00.0000 08/13/2020 | 0.05% |
| CSAIL 2015-C1 XA IO 00.8366 04/15/2050 | 0.05% |
| WFCM 2013-LC12 C 04.2825 07/15/2046 | 0.05% |
| WFCM 2013-LC12 D P/P 144A 04.2825 07/15/2046 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| COMM 2014-LC15 XA IO 01.0953 04/10/2047 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.05% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.05% |
| APPLE INC 02.1000 09/12/2022 | 0.05% |
| CROWN CASTLE INTL CORP 03.4000 02/15/2021 | 0.05% |
| GSMS 2014-GC18 C 04.9892 01/10/2047 | 0.05% |
| JPMBB 2013-C14 C 04.7021 08/15/2046 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| BNP PARIBAS P/P 144A 02.9500 05/23/2022 | 0.05% |
| EMERA US FINANCE LP 02.7000 06/15/2021 | 0.05% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.05% |
| GFMT 2018-2 A41 04.5000 10/25/2058 | 0.05% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.05% |
| AVIATION CAPITAL GRP P/P 144A 02.4395 07/30/2021 | 0.05% |
| JPMBB 2015-C31 XA IO 00.8802 08/15/2048 | 0.05% |
| CD 2016-CD1 XA IO 01.4041 08/10/2049 | 0.04% |
| COMM 2012-LC4 C 05.5369 12/10/2044 | 0.04% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 05.2500 08/01/2026 | 0.04% |
| PENNSYLVANIA ELECTRIC CO 05.2000 04/01/2020 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| STACR 2014-HQ2 M3 04.6966 09/25/2024 | 0.04% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.04% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.04% |
| WFCM 2016-BNK1 XA IO 01.7584 08/15/2049 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.04% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.04% |
| STACR 2015-HQ2 M2 02.8966 05/25/2025 | 0.04% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| NRZT 2018-4A A1M 01.8466 01/25/2048 | 0.04% |
| RBIT 2018-1 M3 P/P 144A 04.4475 11/25/2028 | 0.04% |
| VOLT 2017-NP11 A1 P/P 144A 03.3750 10/25/2047 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR17 C 04.7840 05/10/2047 | 0.04% |
| COLT 2019-1 A3 04.0880 03/25/2049 | 0.04% |
| COMM 2010-C1 D P/P 144A 05.8948 07/10/2046 | 0.04% |
| DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.04% |
| FISERV INC 04.7500 06/15/2021 | 0.04% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.04% |
| UBSC 2011-C1 AS P/P 144A 05.1540 01/10/2045 | 0.04% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.04% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| COMM 2014-CR14 XA IO 00.5906 02/10/2047 | 0.04% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.04% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.04% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.04% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.03% |
| UBSCM 2017-C7 XA IO 01.0547 12/15/2050 | 0.03% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% |
| BANK 2017-BNK9 XA IO 00.8102 11/15/2054 | 0.03% |
| BANK OF AMERICA CORP 02.3280 10/01/2021 | 0.03% |
| EMIR 2018-1 M2 03.9466 11/25/2028 | 0.03% |
| GSMS 2013-GC10 XA IO 01.4987 02/10/2046 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| GSMS 2014-GC22 C 04.6907 06/10/2047 | 0.03% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.03% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.03% |
| SAMI 2007-AR7 1A1 01.7966 05/25/2047 | 0.03% |
| TREASURY BILL 00.0000 05/21/2020 | 0.03% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.03% |
| CAS 2015-C02 2M2 04.9466 05/25/2025 | 0.03% |
| STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| GALTON FUNDING MORTGAGE TRUST 03.5000 11/25/2057 | 0.03% |
| EMIR 2018-1 M1 02.6466 11/25/2028 | 0.02% |
| NMRR 2015-8R 4A1 04.0531 11/25/2047 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3029 05/10/2063 | 0.02% |
| CAS 2015-C01 2M2 05.4966 02/25/2025 | 0.02% |
| OMIR 2018-1A M1 02.4966 07/25/2028 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| WFCM 2016-C37 XA IO 00.9794 12/15/2049 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7436 12/15/2047 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 02.2966 08/25/2028 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.7487 03/11/2039 | 0.02% |
| CAS 2016-C03 2M2 06.8466 10/25/2028 | 0.02% |
| COLT 2018-2 A1 03.4700 07/27/2048 | 0.02% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.02% |
| WFCM 2015-LC20 XB IO 00.4866 04/15/2050 | 0.02% |
| WFRBS 2012-C10 C 04.3645 12/15/2045 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.6098 02/15/2041 | 0.02% |
| GSMS 2013-GC12 XA IO 01.4170 06/10/2046 | 0.02% |
| JPMBB 2014-C22 XA IO 00.8351 09/15/2047 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 04.8885 05/10/2063 | 0.02% |
| WFCM 2015-C27 XA IO 00.8900 02/15/2048 | 0.02% |
| AOMT 2017-1 A1 02.8100 01/25/2047 | 0.02% |
| MSBAM 2013-C7 XB IO P/P 144A 00.3327 02/15/2046 | 0.02% |
| MSBAM 2014-C17 XA IO 01.1083 08/15/2047 | 0.02% |
| MSC 2012-C4 C P/P 144A 05.4195 03/15/2045 | 0.02% |
| CMLTI 2005-2 1A2A 04.2979 05/25/2035 | 0.02% |
| OMIR 2017-1A M2 P/P 144A 04.9466 04/25/2027 | 0.02% |
| GSAA 2006-8 2A2 01.1266 05/25/2036 | 0.01% |
| JPMCC 2013-C10 XA IO 00.9753 12/15/2047 | 0.01% |
| PPSI 2004-WCW2 M3 01.9966 10/25/2034 | 0.01% |
| TREASURY BILL 00.0000 09/03/2020 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| BUMT 2005-1 1A1 01.5466 09/25/2045 | 0.01% |
| COMM 2014-CR17 XA IO 00.9732 05/10/2047 | 0.01% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.01% |
| COMM 2013-LC13 XA IO 01.1226 08/10/2046 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.01% |
| STACR 2014-HQ3 M3 05.6966 10/25/2024 | 0.01% |
| FNR 2011-4 CS 11.0067 05/25/2040 | 0.01% |
| TREASURY BILL 00.0000 04/07/2020 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| CWHL 2005-3 1A1 01.5666 04/25/2035 | 0.01% |
| FNR 2005-75 GS 17.4101 08/25/2035 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.01% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 02.2073 08/13/2021 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.01% |
| MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| TREASURY BILL 00.0000 04/21/2020 | 0.00% |
| AOMT 2017-2 A1 02.4780 07/25/2047 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 02.6466 10/25/2027 | 0.00% |
| FNR 2003-43 YA 04.0000 03/25/2033 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| FNR 2010-81 AP 02.5000 07/25/2040 | 0.00% |
| MARSH & MCLENNAN COS INC 02.5746 12/29/2021 | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.0699 03/15/2045 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.2215 06/15/2044 | 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-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| FHR 2976 LC 21.8364 05/15/2035 | 0.00% |
| FHR 3724 CM 05.5000 06/15/2037 | 0.00% |
| TREASURY BILL 00.0000 04/28/2020 | 0.00% |
| CAS 2015-C03 2M2 05.9466 07/25/2025 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 3539 PM 04.5000 05/15/2037 | 0.00% |
| FNR 2011-60 PA 04.0000 10/25/2039 | 0.00% |
| FNW 1998-W2 X IO 15.0458 06/25/2028 | 0.00% |
| GNR 2009-32 AB 04.0000 05/16/2039 | 0.00% |
| TREASURY BILL 00.0000 06/11/2020 | 0.00% |
| TREASURY BILL 00.0000 08/20/2020 | 0.00% |
| BACM 2007-1 XW IO 00.2286 01/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1712 05/15/2038 | 0.00% |
| FHR 3609 LK 02.0000 12/15/2024 | 0.00% |
| FNR 2005-68 PC 05.5000 07/25/2035 | 0.00% |
| FNR 2010-155 A 03.5000 09/25/2025 | 0.00% |
| FNW 1998-W5 X IO 00.7177 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2796 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4208 11/15/2028 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1419 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.3755 12/12/2049 | 0.00% |
| TREASURY BILL 00.0000 08/06/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.1166 11/15/2048 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.05% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.72% |
Fixed income statistics as of 06/30/20
| Average effective maturity | 2.39 yrs. |
|---|---|
| Average effective duration | 1.76 yrs. |
| Average yield to maturity | 1.98% |
| Average coupon | 2.77% |
Sector weightings as of 06/30/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Investment-grade corporate bonds | 49.83% | 1.45 | 0.00% | 0.00 | 49.83% | 1.45 |
| Commercial MBS | 15.18% | 0.31 | 0.07% | 0.00 | 15.25% | 0.31 |
| Residential MBS (non-agency) | 15.02% | 0.26 | 0.00% | 0.00 | 15.02% | 0.26 |
| Asset-backed securities (ABS) | 3.34% | 0.09 | 0.00% | 0.00 | 3.34% | 0.09 |
| High-yield corporate bonds | 0.53% | 0.01 | 0.00% | 0.00 | 0.53% | 0.01 |
| Agency CMO | 0.03% | 0.00 | 0.00% | 0.00 | 0.03% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.13 | 0.00% | -0.13 |
| Net cash | 16.07% | 0.00 | 0.00% | 0.00 | 16.07% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 06/30/20
| 0 - 1 yr. | 25.04% |
|---|---|
| 1 - 5 yrs. | 69.57% |
| 5 - 10 yrs. | 5.39% |
Quality rating as of 06/30/20
| AAA | 11.37% |
|---|---|
| AA | 14.14% |
| A | 26.25% |
| BBB | 27.37% |
| BB | 0.97% |
| B | 0.40% |
| CCC and Below | 0.15% |
| Not Rated | 3.28% |
| Net cash | 16.07% |
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 06/30/20
| United States | 93.55% |
|---|---|
| Canada | 1.79% |
| United Kingdom | 1.69% |
| Switzerland | 0.57% |
| France | 0.48% |
| Bermuda | 0.44% |
| Norway | 0.42% |
| Luxembourg | 0.34% |
| Netherlands | 0.28% |
| Other | 0.44% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.63% | 0.83% | 1.38% | 0.88% | 0.38% | 0.38% |
| What you pay | 0.63% | 0.83% | 1.38% | 0.88% | 0.38% | 0.38% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 2.25% | 0.00% | 0.00% | -- | -- | -- |
| $50,000-$99,999 | 2.25% | 0.00% | 0.00% | -- | -- | -- |
| $100,000-$249,999 | 1.25% | -- | 0.00% | -- | -- | -- |
| $250,000-$499,999 | 0.00% | -- | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $250,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 0.00% | 1.00% | 1.00% | -- | -- | -- |
| 2 yrs. | -- | 0.50% | 0.00% | -- | -- | -- |
| 3 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 4 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 5 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 6 yrs. | -- | -- | 0.00% | -- | -- | -- |
| 7+ yrs. | -- | -- | 0.00% | -- | -- | -- |
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.