Active Income
Income Fund (Class Y) (PNCYX)
Pursuing income with an all-weather bond portfolio since 1954
Winner of Lipper Fund Award 2019 out of nearly 300 Core Bond funds
The fund's research-driven strategy has helped it achieve consistent long-term performance through careful security selection, sub-sector allocations, and macro strategies.
Compare PNCYX to your bond fund View press releaseHighlights
Objective
The fund seeks high current income consistent with what Putnam management believes to be prudent risk.
Strategy and process
- Diverse opportunities: The fund invests across all sectors of the U.S. bond market, including mortgage-backed securities, corporate bonds, and other government obligations.
- Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Bottom-up approach: Security selection is the primary driver of returns, with sub-sector allocations and macro strategies also serving as potential alpha generators.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$7.38
-0.14% | $-0.01 |
$7.45
09/04/19 |
$6.80
12/26/18 |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
20.63%
Best 5-year annualized return
(for period ending 09/30/86)
-1.18%
Worst 5-year annualized return
(for period ending 12/31/08)
7.33%
Average 5-year annualized return
Fund facts as of 10/31/19
Total net assets
$2,461.75M
$2,461.75M
Turnover (fiscal year end)
825%
825%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1319
1319
Fiscal year-end
October
October
CUSIP / Fund code
746792407 / 1803
746792407 / 1803
Inception date
06/16/94
06/16/94
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PNCYX
PNCYX
Management team
Co-Head of Fixed Income
Portfolio Manager
Portfolio Manager
Manager commentary | Q3 2019
How an active manager navigates rates
Portfolio Manager Emily Shanks discusses positioning and risk management in investment-grade securities.
Literature
Performance
Total return (%) as of 09/30/19
Annual performance as of 09/30/19
Annualized Total return (%) as of 09/30/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 11.05% | 5.19% | 3.61% | 5.57% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 10.30% | 2.92% | 3.38% | 3.75% |
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 Putnam Multi-Asset Absolute Return Fund, 4.00% and 3.25% for income funds and 2.25% and 0.75% for 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, which is 3% in the first year, declining to 1% in the fourth 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). 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 and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 11/30/19 | 0.42% | - | |
| YTD as of 12/06/19 | 11.48% | - | |
Yield
| Distribution rate before sales charge as of 12/06/19 |
3.41% |
|---|---|
| Distribution rate after sales charge as of 12/06/19 |
3.41% |
| 30-day SEC yield as of 11/29/19 | 2.78% |
Risk-adjusted performance as of 10/31/19
| Sharpe ratio (3 yrs.) | 1.34 |
|---|---|
| Information ratio (3 yrs.) | 1.67 |
Volatility as of 10/31/19
| Standard deviation (3 yrs.) | 3.03% |
|---|---|
| Beta | 0.85 |
| R-squared | 0.82 |
Lipper rankings as of 10/31/19
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 16/517 | 4% |
| 3 yrs. | 3/453 | 1% |
| 5 yrs. | 41/392 | 11% |
| 10 yrs. | 4/301 | 2% |
Morningstar Ratings™ as of 10/31/19
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 539 | |
| 3 yrs. | 539 | |
| 5 yrs. | 450 | |
| 10 yrs. | 330 |
Distributions
| Record/Ex dividend date | 11/21/19 |
|---|---|
| Payable date | 11/25/19 |
| Income | $0.021 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.5000 11/01/2049 | 12.05% |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 12/01/2049 | 11.14% |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2049 | 4.22% |
| Gnma Gii30 Tba 03.5000 11/01/2049 | 2.02% |
| Gnma Gii30 Tba 04.0000 11/01/2049 | 1.65% |
| Fnma Fn30 Tba Umbs 04.5000 11/01/2049 | 0.94% |
| Comcast Corp 03.4500 02/01/2050 | 0.88% |
| Verizon Comm 04.3290 09/21/2028 | 0.86% |
| At&T 04.3500 03/01/2029 | 0.73% |
| Goldman Sachs Group 04.2230 05/01/2029 | 0.56% |
| Top 10 holdings, percent of portfolio | 35.05% |
| Top 10 holdings as of 10/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 11/01/2049 | |
| Fnma Fn30 Tba Umbs 03.0000 12/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2049 | |
| Gnma Gii30 Tba 03.5000 11/01/2049 | |
| Gnma Gii30 Tba 04.0000 11/01/2049 | |
| Fnma Fn30 Tba Umbs 04.5000 11/01/2049 | |
| Comcast Corp 03.4500 02/01/2050 | |
| Verizon Comm 04.3290 09/21/2028 | |
| At&T 04.3500 03/01/2029 | |
| Goldman Sachs Group 04.2230 05/01/2029 | |
| Holdings represent 35.05% of portfolio | |
| Top 10 holdings as of 09/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 10/01/2049 | |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2049 | |
| Gnma Gii30 Tba 03.5000 10/01/2049 | |
| Gnma Gii30 Tba 04.0000 10/01/2049 | |
| Gnma Gii30 Tba 04.5000 10/01/2049 | |
| Fnma Fn30 Tba Umbs 04.5000 10/01/2049 | |
| Goldman Sachs Group 04.2230 05/01/2029 | |
| Stacr 2016-Hqa1 M3 08.3684 09/25/2028 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Holdings represent 34.88% of portfolio | |
| Top 10 holdings as of 08/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 09/01/2049 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2049 | |
| Gnma Gii30 Tba 03.5000 09/01/2049 | |
| Gnma Gii30 Tba 04.0000 09/01/2049 | |
| Gnma Gii30 Tba 04.5000 09/01/2049 | |
| Goldman Sachs Group 04.2230 05/01/2029 | |
| Fnma Fn30 Tba Umbs 04.5000 09/01/2049 | |
| Stacr 2016-Hqa1 M3 08.4953 09/25/2028 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Holdings represent 34.71% of portfolio | |
| Top 10 holdings as of 07/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 03.0000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2049 | |
| Gnma Gii30 Tba 03.5000 08/01/2049 | |
| Gnma Gii30 Tba 04.0000 08/01/2049 | |
| Gnma Gii30 Tba 04.5000 08/01/2049 | |
| Cas 2016-C03 2m2 08.1660 10/25/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 08/01/2049 | |
| Stacr 2016-Hqa1 M3 08.6160 09/25/2028 | |
| Goldman Sachs Group 04.2230 05/01/2029 | |
| Holdings represent 32.04% of portfolio | |
| 90DAY EURO$ FUTR MAR20 EDH0 | 26.52% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 11/01/2049 | 12.05% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | 11.14% |
| REPO TRIPA TREAS 1.72 11/01/2019 | 6.09% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 5.28% |
| US 10YR NOTE (CBT)DEC19 TYZ9 | 4.36% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2049 | 4.22% |
| US ULTRA BOND CBT DEC19 WNZ9 | 3.38% |
| REPO TRIPA MORTG 1.74 11/01/2019 | 3.34% |
| US 5YR NOTE (CBT) DEC19 FVZ9 | 3.11% |
| GNMA GII30 TBA 03.5000 11/01/2049 | 2.02% |
| GNMA GII30 TBA 04.0000 11/01/2049 | 1.65% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.43% |
| US 10YR ULTRA FUT DEC19 UXYZ9 | 1.19% |
| SWPTN 10YX10Y R 3.312 USD 11/27/2028 BA | 1.06% |
| FED HOME LN DISCOUNT NT 313384PG8 GDC 11/15/2019 | 1.06% |
| FED HOME LN DISCOUNT NT 313384SC4 GDC 01/22/2020 | 1.02% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2049 | 0.94% |
| COMCAST CORP 03.4500 02/01/2050 | 0.88% |
| VERIZON COMM 04.3290 09/21/2028 | 0.85% |
| SWPTN 1YX10Y R 2.7475 USD 02/13/2020 GS | 0.84% |
| MANHATTAN ASSET FUNDING CO LL 56274MYJ5 DCP 11/18/2019 | 0.73% |
| AT&T INC 04.3500 03/01/2029 | 0.73% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.67% |
| SWPTN 7YX30Y R 2.8025 USD 04/24/2026 MS | 0.67% |
| US LONG BOND(CBT) DEC19 USZ9 | 0.67% |
| METLIFE SHORT TERM FUNDING LL 59157UZ94 DCP 12/09/2019 | 0.61% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.55% |
| REGENCY MARKETS NO. 1 LLC 7588R1Y66 DCP 11/06/2019 | 0.54% |
| CHARIOT FUNDING LLC 15963UYC4 DCP 11/12/2019 | 0.53% |
| STACR 2016-HQA1 M3 08.1728 09/25/2028 | 0.53% |
| THUNDER BAY FUNDING LLC 88602UYR5 DCP 11/25/2019 | 0.52% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.49% |
| MATCHPOINT FINANCE PLC 57666BZ52 DCP 12/05/2019 | 0.49% |
| ING US FUNDING LLC 45685QB32 DCP 02/03/2020 | 0.48% |
| NATIONAL BANK OF CANADA 63307LAM3 DCP 01/21/2020 | 0.48% |
| TOTAL CAPITAL CANADA LTD 89153PAP7 DCP 01/23/2020 | 0.48% |
| CAS 2016-C03 2M2 07.7228 10/25/2028 | 0.48% |
| BMIR 2017-1 M2 P/P 144A 05.1728 10/25/2027 | 0.48% |
| THUNDER BAY FUNDING LLC 88603HC22 DCP 02/27/2020 | 0.48% |
| TREASURY BILL 00.0000 03/12/2020 | 0.47% |
| STACR 2019-DNA2 M2 04.2728 03/25/2049 | 0.46% |
| CHARIOT FUNDING LLC 15963UYM2 DCP 11/21/2019 | 0.44% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.44% |
| CAS 2016-C03 1M2 07.1228 10/25/2028 | 0.43% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.42% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.42% |
| STACR 2019-DNA1 B1 06.4728 01/25/2049 | 0.41% |
| CAS 2016-C02 1M2 07.8228 09/25/2028 | 0.41% |
| ALPINE SECURITIZATION LLC 02088XYM4 DCP 11/21/2019 | 0.41% |
| ATLANTIC ASSET SECURITIZATION 04821UY63 DCP 11/06/2019 | 0.41% |
| BARCLAYS BANK PLC CCP 06742QXY3 DCP 11/07/2019 | 0.41% |
| CHARTA LLC 16115WYC5 DCP 11/12/2019 | 0.41% |
| GOTHAM FUNDING CORP 38346MY16 DCP 11/01/2019 | 0.41% |
| MATCHPOINT FINANCE PLC 57666BY87 DCP 11/08/2019 | 0.41% |
| VICTORY RECEIVABLES CORP 92646LY87 DCP 11/08/2019 | 0.41% |
| DNB BANK ASA 2332K0AM4 DCP 01/21/2020 | 0.40% |
| SVENSKA HANDELSBANKEN AB 86960KZT2 DCP 12/27/2019 | 0.40% |
| BARCLAYS BANK PLC CCP 06742VAV3 DCP 01/23/2020 | 0.40% |
| SPST 2019-7 A 02.5218 09/24/2020 | 0.40% |
| FNR 2016-8 SA IO 04.2273 03/25/2046 | 0.39% |
| CIGNA CORP 03.7500 07/15/2023 | 0.38% |
| GNMA GII30 TBA 04.5000 11/01/2049 | 0.38% |
| SPST 2019-3 A 02.5218 06/24/2020 | 0.36% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.35% |
| FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.33% |
| MANHATTAN ASSET FUNDING CO LL 56274MY55 DCP 11/05/2019 | 0.33% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.33% |
| BPCE SA 05571CY13 DCP 11/01/2019 | 0.32% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.32% |
| BPCE SA 05571BB36 DCP 02/03/2020 | 0.32% |
| BMIR 2019-4A M1C P/P 144A 04.4135 10/25/2029 | 0.32% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.32% |
| GNR 2019-83 SW IO 04.3764 07/20/2049 | 0.31% |
| NRW BANK 62939MYL5 DCP 11/20/2019 | 0.30% |
| BCAP 2015-RR5 2A2 03.5159 01/26/2046 | 0.30% |
| WAMU 2005-AR13 A1C4 02.2528 10/25/2045 | 0.30% |
| STACR 2016-HQA2 M3 06.9728 11/25/2028 | 0.30% |
| TREASURY BILL 00.0000 11/21/2019 | 0.30% |
| STACR 2018-DNA2 B1 05.5228 12/25/2030 | 0.30% |
| TREASURY BILL 00.0000 04/02/2020 | 0.29% |
| REGENCY MARKETS NO. 1 LLC 7588R1YC3 DCP 11/12/2019 | 0.28% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.28% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.28% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.28% |
| TREASURY BILL 00.0000 11/07/2019 | 0.28% |
| FISERV INC 04.2000 10/01/2028 | 0.27% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.27% |
| TREASURY BILL 00.0000 11/14/2019 | 0.26% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.26% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.26% |
| GNR 2019-83 JS IO 04.3764 07/20/2049 | 0.25% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.25% |
| CAS 2017-C07 1EB2 02.8228 05/25/2030 | 0.25% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.25% |
| STACR 2016-HQA3 M3 05.6728 03/25/2029 | 0.25% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.25% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| FNR 2019-3 SA IO 04.2773 02/25/2049 | 0.24% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.24% |
| FHR 4738 QS IO 04.4346 12/15/2047 | 0.24% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.24% |
| UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.24% |
| FNR 2017-108 SA IO 04.3273 01/25/2048 | 0.24% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.24% |
| RMIR 2019-1 M2 P/P 144A 05.0228 02/25/2029 | 0.23% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.23% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.23% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.23% |
| STACR 2015-DNA3 M3 06.5228 04/25/2028 | 0.22% |
| ECOLAB INC 03.2500 12/01/2027 | 0.22% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.22% |
| FNR 2018-29 S IO 04.3773 05/25/2048 | 0.22% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.22% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.22% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.22% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.22% |
| GNR 2018-155 SE IO 04.3764 11/20/2048 | 0.22% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.22% |
| CAS 2019-R04 2M2 03.9228 06/25/2039 | 0.21% |
| CSMC 2016-NXSR XA IO 00.9273 12/15/2049 | 0.21% |
| FNR 2015-66 AS IO 04.4273 09/25/2045 | 0.21% |
| GNMA GII30 TBA 03.0000 12/01/2049 | 0.21% |
| STACR 2015-DN1 M3 05.9728 01/25/2025 | 0.21% |
| CAS 2018-C04 2M2 04.3728 12/25/2030 | 0.20% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.20% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.20% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.20% |
| SOCIETE GENERALE SA 83368YBR7 DCP 11/26/2019 | 0.20% |
| AT&T INC 04.1000 02/15/2028 | 0.20% |
| MSBAM 2013-C10 E P/P 144A 04.2175 07/15/2046 | 0.20% |
| STACR 2019-DNA1 M2 04.4728 01/25/2049 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.20% |
| GNR 2018-148 GS IO 04.3375 02/16/2046 | 0.20% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.20% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.20% |
| GNR 2016-H23 NI IO 02.1562 10/20/2066 | 0.19% |
| MSRR 2015-R4 CB1 02.8427 08/26/2047 | 0.19% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.19% |
| STACR 2016-DNA3 M3 06.8228 12/25/2028 | 0.19% |
| STACR 2018-HQA1 M2 04.1228 09/25/2030 | 0.19% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.19% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.18% |
| CAS 2018-C05 1M2 04.1728 01/25/2031 | 0.18% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.18% |
| WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 | 0.18% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.18% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.18% |
| JPMBB 2014-C25 D P/P 144A 04.0995 11/15/2047 | 0.18% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.18% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.18% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.18% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.17% |
| FNR 2016-91 AS IO 04.2773 12/25/2046 | 0.17% |
| SPST 2019-11 A 02.5718 10/24/2020 | 0.17% |
| SWPTN 10YX10Y P 3.312 USD 11/27/2028 BA | 0.17% |
| SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.17% |
| BF0101 03.5000 06/01/2056 | 0.17% |
| EMIR 2018-1 M1 03.5228 11/25/2028 | 0.17% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.17% |
| JPMCC 2011-C3 F P/P 144A 05.8527 02/15/2046 | 0.17% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.17% |
| STACR 2014-DN4 M3 06.3728 10/25/2024 | 0.17% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.17% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.17% |
| MWST 2019-1 A 02.6228 06/25/2052 | 0.17% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.17% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.17% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.16% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.16% |
| BSCMS 2007-T26 AJ 05.5617 01/12/2045 | 0.16% |
| FHR 4912 PS IO 04.2846 09/25/2049 | 0.16% |
| WFRBS 2012-C7 D P/P 144A 04.9681 06/15/2045 | 0.16% |
| GNR 2012-149 GS IO 04.4764 12/20/2042 | 0.16% |
| STACR 2018-HQA2 M2 04.1228 10/25/2048 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.9163 04/15/2050 | 0.16% |
| FHR 4839 AS IO 04.2846 06/15/2042 | 0.16% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.16% |
| JPMBB 2013-C14 E P/P 144A 04.8586 08/15/2046 | 0.16% |
| COMM 2014-CR19 D P/P 144A 04.9055 08/10/2047 | 0.16% |
| CAS 2017-C02 2ED3 03.1728 09/25/2029 | 0.16% |
| COMM 2014-CR17 D P/P 144A 05.0116 05/10/2047 | 0.16% |
| GNR 2019-21 SJ IO 04.3264 02/20/2049 | 0.16% |
| WILLIAMS COMPANIES INC 04.3000 03/04/2024 | 0.16% |
| FNR 2014-87 MS IO 04.4273 01/25/2045 | 0.15% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| FHR 4596 CS IO 04.3346 06/15/2046 | 0.15% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.15% |
| HCA INC 04.1250 06/15/2029 | 0.15% |
| JPMCC 2012-C6 E P/P 144A 05.3290 05/15/2045 | 0.15% |
| SPST 2018-8 A 02.5218 02/24/2020 | 0.15% |
| ZOETIS INC 03.9000 08/20/2028 | 0.15% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.15% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.15% |
| GNR 2010-9 YD IO 05.0375 01/16/2040 | 0.15% |
| GNR 2019-H14 IB IO 02.4782 08/20/2069 | 0.15% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.15% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.15% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.14% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.14% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.14% |
| BMIR 2018-2A M1B P/P 144A 03.1728 08/25/2028 | 0.14% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.14% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.14% |
| GNR 2018-H20 BI IO 02.4660 06/20/2068 | 0.14% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.14% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.14% |
| GNR 2016-H02 HI IO 02.2569 01/20/2066 | 0.14% |
| GNR 2019-44 SA IO 04.3264 04/20/2049 | 0.14% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.14% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.14% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.14% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.14% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.14% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.14% |
| CFCRE 2011-C2 E P/P 144A 05.9326 12/15/2047 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.13% |
| GNR 2019-65 BS IO 04.3764 05/20/2049 | 0.13% |
| UBSCM 2012-C1 C P/P 144A 05.7560 05/10/2045 | 0.13% |
| SWPTN 7YX30Y P 2.8025 USD 04/24/2026 MS | 0.13% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.13% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.13% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.13% |
| EQUINIX INC 05.3750 05/15/2027 | 0.13% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% |
| UBSCM 2012-C1 D P/P 144A 05.7560 05/10/2045 | 0.13% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.13% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.13% |
| CAS 2019-R03 1M2 03.9728 09/25/2031 | 0.13% |
| COMM 2014-LC15 XA IO 01.2685 04/10/2047 | 0.12% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.12% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.12% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.12% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.12% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.12% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.12% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.12% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.12% |
| FNR 2018-94 SA IO 04.2773 01/25/2049 | 0.12% |
| GNR 2019-H02 DI IO 02.4916 11/20/2068 | 0.12% |
| JPMCC 2012-C8 D P/P 144A 04.8041 10/15/2045 | 0.12% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.12% |
| WBCMT 2005-C21 E P/P 144A 05.2699 10/15/2044 | 0.12% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.12% |
| GNR 2014-H11 GI IO 01.5237 06/20/2064 | 0.12% |
| CBS CORP 04.2000 06/01/2029 | 0.12% |
| CWALT 2007-OA6 A1A 01.9628 06/25/2037 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| GNR 2019-78 SJ IO 04.3264 06/20/2049 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| WFCM 2014-LC16 XA IO 01.2736 08/15/2050 | 0.12% |
| GNR 2016-H11 HI IO 02.0997 01/20/2066 | 0.12% |
| STACR 2017-DNA3 M2 04.3228 03/25/2030 | 0.12% |
| WAMU 2005-AR17 A1B2 02.2328 12/25/2045 | 0.12% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.12% |
| CGCMT 2014-GC19 X IO 01.3232 03/10/2047 | 0.12% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.12% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.12% |
| CAS 2017-C01 1EB1 03.0728 07/25/2029 | 0.12% |
| GNR 2018-H05 AI IO 02.4162 02/20/2068 | 0.12% |
| STACR 2014-DN2 M3 05.4228 04/25/2024 | 0.12% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| GNR 2015-H12 GI IO 01.8580 05/20/2065 | 0.11% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.11% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.11% |
| GSMS 2013-GC10 XA IO 01.6498 02/10/2046 | 0.11% |
| TREASURY BILL 00.0000 12/12/2019 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| FHR 4077 HS IO 04.3346 07/15/2042 | 0.11% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.11% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.11% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.11% |
| GNR 2014-H07 BI IO 01.5157 05/20/2064 | 0.11% |
| CAS 2017-C06 1B1 05.9728 02/25/2030 | 0.11% |
| CSAIL 2015-C1 C 04.4163 04/15/2050 | 0.11% |
| TREASURY BILL 00.0000 02/20/2020 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0581 11/15/2045 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.10% |
| GNR 2017-H12 QI IO 02.3462 05/20/2067 | 0.10% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.10% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| CAS 2016-C05 2M2 06.2728 01/25/2029 | 0.10% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.10% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.10% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.10% |
| WFRBS 2012-C10 E P/P 144A 04.5825 12/15/2045 | 0.10% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% |
| STACR 2019-HQA1 M2 04.1728 02/25/2049 | 0.09% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| GNR 2015-H16 XI IO 02.3394 07/20/2065 | 0.09% |
| STACR 2014-HQ2 M3 05.5728 09/25/2024 | 0.09% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.09% |
| GNR 2015-H10 CI IO 01.8616 04/20/2065 | 0.09% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.09% |
| UBSCM 2017-C7 XA IO 01.2121 12/15/2050 | 0.09% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| CAS 2016-C01 1M2 08.5728 08/25/2028 | 0.09% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2049 | 0.09% |
| GNR 2015-H04 AI IO 02.2483 12/20/2064 | 0.09% |
| MSBAM 2013-C12 XA IO 00.7649 10/15/2046 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| WAMU 2005-AR13 A1B2 02.2528 10/25/2045 | 0.09% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.09% |
| MSBAM 2013-C11 F P/P 144A 04.4987 08/15/2046 | 0.09% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.09% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.09% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.09% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.09% |
| SPST 2019-WL1 A 02.4728 08/25/2052 | 0.09% |
| CIT BANK NA 02.9690 09/27/2025 | 0.09% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.09% |
| G2 BJ5495 | 0.09% |
| GNR 2015-H09 BI IO 01.7475 03/20/2065 | 0.09% |
| GNR 2015-H12 AI IO 01.9094 05/20/2065 | 0.09% |
| GNR 2018-H02 EI IO 02.4027 01/20/2068 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.08% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.08% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.08% |
| WFRBS 2013-C14 XA IO 00.8655 06/15/2046 | 0.08% |
| AMGEN INC 04.6630 06/15/2051 | 0.08% |
| CAS 2017-C04 2M2 04.6728 11/25/2029 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.5120 08/10/2044 | 0.08% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.08% |
| GNR 2015-H20 AI IO 01.8808 08/20/2065 | 0.08% |
| GNR 2018-91 SJ IO 04.5264 07/20/2048 | 0.08% |
| STACR 2018-DNA1 M2 03.6228 07/25/2030 | 0.08% |
| CAS 2019-R05 1M2 03.8228 07/25/2039 | 0.08% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.08% |
| GNR 2016-H04 KI IO 02.0863 02/20/2066 | 0.08% |
| GNR 2017-H23 BI IO 01.9432 11/20/2067 | 0.08% |
| TREASURY BILL 00.0000 04/09/2020 | 0.08% |
| CAS 2019-R06 2M2 03.9228 09/25/2039 | 0.08% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.08% |
| GNR 2015-H12 EI IO 01.7522 04/20/2065 | 0.08% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.08% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.08% |
| GNMA 10000 BD1446 03.5000 11/20/2047 | 0.08% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.08% |
| GNR 2015-H25 CI IO 01.6041 10/20/2065 | 0.08% |
| GSMS 2014-GC18 C 05.1565 01/10/2047 | 0.08% |
| JPMCC 2011-C3 D P/P 144A 05.8527 02/15/2046 | 0.08% |
| MSBAM 2013-C10 F P/P 144A 04.2175 07/15/2046 | 0.08% |
| CBS CORP 04.6000 01/15/2045 | 0.08% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.08% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.08% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.08% |
| AON PLC USD 04.2500 12/12/2042 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.08% |
| GNR 2016-H24 JI IO 02.1328 11/20/2066 | 0.08% |
| GNR 2017-H14 EI IO 01.5470 06/20/2067 | 0.08% |
| GSMS 2014-GC22 XA IO 01.1424 06/10/2047 | 0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.08% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.08% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.08% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.07% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.07% |
| GNR 2019-125 SG IO 04.3264 10/20/2049 | 0.07% |
| GSMS 2012-GC6 D P/P 144A 05.8396 01/10/2045 | 0.07% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.07% |
| MSBAM 2013-C7 XA IO 01.4856 02/15/2046 | 0.07% |
| MSBAM 2015-C26 XA IO 01.1758 10/15/2048 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.07% |
| JPMCC 2013-C10 XA IO 01.1202 12/15/2047 | 0.07% |
| STACR 2017-DNA1 M2 05.0728 07/25/2029 | 0.07% |
| GNR 2017-H10 MI IO 01.8331 04/20/2067 | 0.07% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.07% |
| JPMCC 2016-JP2 XA IO 01.9788 08/15/2049 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.3964 06/15/2044 | 0.07% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.07% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.07% |
| COMM 2014-CR17 C 04.9478 05/10/2047 | 0.07% |
| GNR 2015-H26 DI IO 01.5910 10/20/2065 | 0.07% |
| GNR 2015-H28 DI IO 01.6094 08/20/2065 | 0.07% |
| JPMCC 2013-LC11 X IO 01.3989 04/15/2046 | 0.07% |
| MSBAM 2013-C11 D P/P 144A 04.4987 08/15/2046 | 0.07% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.07% |
| COMM 2012-CR1 D P/P 144A 05.4974 05/15/2045 | 0.07% |
| COMM 2013-CR6 D P/P 144A 04.2172 03/10/2046 | 0.07% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.07% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.07% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| SAIL 2004-10 A10 02.7228 11/25/2034 | 0.07% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.07% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.07% |
| FISERV INC 03.5000 07/01/2029 | 0.07% |
| GNR 2015-H15 JI IO 02.0282 06/20/2065 | 0.07% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.07% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7781 12/10/2045 | 0.07% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.07% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.07% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6936 12/15/2045 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.07% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.07% |
| GNMA 10000 BE3158 03.5000 11/20/2047 | 0.07% |
| GNR 2015-H25 AI IO 01.6608 09/20/2065 | 0.07% |
| GNR 2017-H08 NI IO 02.2059 03/20/2067 | 0.07% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.06% |
| WFRBS 2012-C10 D P/P 144A 04.5825 12/15/2045 | 0.06% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.06% |
| COMM 2014-CR17 XA IO 01.1441 05/10/2047 | 0.06% |
| WFRBS 2014-C23 XA IO 00.7149 10/15/2057 | 0.06% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.06% |
| HMIR 2018-1 M1 P/P 144A 03.4228 10/25/2028 | 0.06% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.06% |
| MSC 2016-BNK2 XA IO 01.2062 11/15/2049 | 0.06% |
| CAS 2019-R01 2M2 04.2728 07/25/2031 | 0.06% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.06% |
| CAS 2015-C04 1M2 07.5228 04/25/2028 | 0.06% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.06% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.06% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.06% |
| BMIR 2017-1 M1 P/P 144A 03.5228 10/25/2027 | 0.06% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.06% |
| GNR 2010-H19 GI IO 01.4730 08/20/2060 | 0.06% |
| CBS CORP 02.9000 01/15/2027 | 0.06% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.06% |
| GNR 2016-H27 BI IO 02.2345 12/20/2066 | 0.06% |
| GSMS 2014-GC18 XA IO 01.1835 01/10/2047 | 0.06% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.06% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.06% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.06% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.06% |
| HCA INC 05.0000 03/15/2024 | 0.06% |
| JPMCC 2013-C16 XA IO 01.1041 12/15/2046 | 0.06% |
| NHEL 2004-2 M4 03.6228 09/25/2034 | 0.06% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.06% |
| VMWARE INC 03.9000 08/21/2027 | 0.06% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.06% |
| COMM 2013-LC13 XA IO 01.3248 08/10/2046 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| GNMA 10000 BC8223 03.5000 11/20/2047 | 0.06% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.06% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.05% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.05% |
| APPLE INC 03.4500 05/06/2024 | 0.05% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.05% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.05% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.05% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.05% |
| CCMFC 2004-3A A2 02.1228 08/25/2035 | 0.05% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.05% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.05% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.05% |
| GNR 2019-121 SD IO 04.2764 10/20/2049 | 0.05% |
| GSMS 2013-GC12 XA IO 01.5573 06/10/2046 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.05% |
| CAS 2017-C03 1B1 06.6728 10/25/2029 | 0.05% |
| COMM 2015-CR23 XA IO 01.0709 05/10/2048 | 0.05% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.05% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% |
| EMIR 2018-1 M2 04.8228 11/25/2028 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.05% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.05% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.05% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.05% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.05% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.05% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% |
| MSC 2012-C4 E P/P 144A 05.6000 03/15/2045 | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.05% |
| COMM 2014-UBS4 XA IO 01.2642 08/10/2047 | 0.05% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.05% |
| CAS 2018-R07 1M2 04.2228 04/25/2031 | 0.05% |
| JPMCC 2012-LC9 XA IO 01.6735 12/15/2047 | 0.05% |
| SWPTN 3MX5Y P 1.3 USD 12/05/2019 CI | 0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.04% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| BMIR 2018-2A M1C P/P 144A 03.4228 08/25/2028 | 0.04% |
| CGCMT 2013-GC17 X IO 01.1903 11/10/2046 | 0.04% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.04% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| WFRBS 2014-C22 XA IO 00.9579 09/15/2057 | 0.04% |
| FHR 3852 NT 04.2346 05/15/2041 | 0.04% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.04% |
| AES CORP/THE 05.1250 09/01/2027 | 0.04% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.04% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.04% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.04% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.04% |
| GNR 2015-H17 CI IO 01.6490 06/20/2065 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% |
| JPMBB 2014-C25 XA IO 01.0068 11/15/2047 | 0.04% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% |
| CAS 2018-C05 1B1 06.0728 01/25/2031 | 0.04% |
| COMM 2014-CR19 XA IO 01.1910 08/10/2047 | 0.04% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.04% |
| GNMA GII30 AI2340 04.4670 05/20/2065 | 0.04% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.04% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 0.04% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| WAMU 2005-AR1 A2B 02.6228 01/25/2045 | 0.04% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.04% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.04% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% |
| GNR 2015-H01 CI IO 01.6818 12/20/2064 | 0.04% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.04% |
| COMM 2014-CR18 C 04.8870 07/15/2047 | 0.04% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.04% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.04% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| WAMU 2005-AR2 2A1B 02.1928 01/25/2045 | 0.04% |
| CAS 2017-C06 2M2 04.6228 02/25/2030 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| 1.458 R ISWP US0003M P 10/08/2029 | 0.04% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.04% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.04% |
| PUGET ENERGY INC 03.6500 05/15/2025 | 0.04% |
| FHR 3408 EK 18.6894 04/15/2037 | 0.04% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.04% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.04% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.03% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.03% |
| GNR 2019-99 KS IO 04.3264 08/20/2049 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| WAMU 2005-AR17 A1B3 02.1728 12/25/2045 | 0.03% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.03% |
| COMM 2014-CR18 XA IO 01.1610 07/15/2047 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.03% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.03% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.03% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| FN BF0091 | 0.03% |
| GNMA 10000 BD7925 03.5000 11/20/2047 | 0.03% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.03% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.03% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.03% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.03% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.03% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| STACR 2019-DNA2 B1 06.1728 03/25/2049 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.03% |
| OMIR 2017-1A M2 P/P 144A 05.8228 04/25/2027 | 0.03% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8680 11/15/2044 | 0.03% |
| WFRBS 2013-C11 XA IO P/P 144A 01.3357 03/15/2045 | 0.03% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.03% |
| COMM 2012-LC4 XA IO P/P 144A 02.2876 12/10/2044 | 0.03% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.03% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% |
| CAS 2017-C05 1B1 05.4228 01/25/2030 | 0.03% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.03% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.03% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.03% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.03% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.03% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.03% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.03% |
| COMM 2014-LC17 XA IO 00.9253 10/10/2047 | 0.03% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.03% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.03% |
| GNMA 10000 BQ7315 05.0000 10/20/2049 | 0.03% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.03% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.03% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | 0.03% |
| CFCRE 2011-C2 D P/P 144A 05.9326 12/15/2047 | 0.03% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.03% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.03% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.03% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| GNMA 10000 BQ7313 04.5000 10/20/2049 | 0.03% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.03% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.03% |
| JPMCC 2012-LC9 D P/P 144A 04.5825 12/15/2047 | 0.03% |
| QVC INC 04.8500 04/01/2024 | 0.03% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.03% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.02% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.02% |
| FNR 2011-4 CS 09.2545 05/25/2040 | 0.02% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.02% |
| WALT DISNEY COMP P/P 144A 07.7500 01/20/2024 | 0.02% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.02% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.02% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.02% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| QVC INC 04.4500 02/15/2025 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CAS 2016-C04 1M2 06.0728 01/25/2029 | 0.02% |
| COMM 2014-UBS6 C 04.5976 12/10/2047 | 0.02% |
| FHR 3065 DC 14.5639 03/15/2035 | 0.02% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.02% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.02% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.02% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.02% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.02% |
| FNR 2005-122 SE 16.7204 11/25/2035 | 0.02% |
| FNR 2006-62 PS 28.9635 07/25/2036 | 0.02% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.02% |
| GNMA 10000 BD7924 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| UBSCM 2012-C1 XA IO P/P 144A 02.2639 05/10/2045 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.02% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.02% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.02% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.02% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| 1.534 R ISWP US0003M P 09/26/2029 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.02% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2006-8 HP 17.8833 03/25/2036 | 0.02% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.02% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNR 2005-106 JC 14.4721 12/25/2035 | 0.02% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.02% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.02% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.02% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.02% |
| AT&T INC. 03.8000 02/15/2027 | 0.02% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.02% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.02% |
| GNMA GII30 AW8447 04.3230 05/20/2067 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| HCA INC 05.2500 06/15/2026 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.02% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.02% |
| CBS CORP 04.0000 01/15/2026 | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAS 2018-C06 1M2 03.8228 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| GNMA GII30 AO7326 04.6660 09/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNR 2013-129 SN IO 04.4264 09/20/2043 | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.2500 04/15/2049 | 0.01% |
| FHR 2990 LB 12.4335 06/15/2034 | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% |
| GNMA 10000 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 AH1076 04.6710 05/20/2065 | 0.01% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CAS 2016-C07 2M2 06.1728 05/25/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.01% |
| FHR 3249 PS 16.4492 12/15/2036 | 0.01% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| GNMA 10000 BE4822 04.0000 07/20/2049 | 0.01% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.01% |
| GNMA 10000 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.01% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.01% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.01% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.01% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| SOUTHERN COPPER CORP USD 05.3750 04/16/2020 | 0.01% |
| WILLIAMS COMPANIES INC 03.6000 03/15/2022 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAS 2017-C01 1M2 05.3728 07/25/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FLR USL3M 5.00 03/14/2021 JP | 0.01% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.01% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.01% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| 1.30 R ISWP US0003M P 12/09/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.01% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.01% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.01% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.01% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2005-75 GS 14.7818 08/25/2035 | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.01% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MWST 2018-W1 A 02.6728 11/25/2051 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2019-R02 1M2 04.1228 08/25/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| GNMA GII30 AH1094 04.6530 06/20/2065 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHR 2976 LC 17.9469 05/15/2035 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2015-H14 BI IO 01.6217 05/20/2065 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4890 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5270 08/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| OPTN FN30 3.0 11/06/19 CALL 101.625 JPMC | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| WALT DISNEY COMPAN P/P 144A 04.7500 09/15/2044 | 0.00% |
| 1.416 R ISWP FWD US0003M P 12/09/2024 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNR 2005-83 QP 12.6549 11/25/2034 | 0.00% |
| GNMA GII30 AN1902 04.5800 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4830 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6210 06/20/2065 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| STACR 2018-DNA2 M2 03.9728 12/25/2030 | 0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.00% |
| 1.527 R ISWP FWD US0003M P 12/09/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2093 05/15/2038 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GNMA 10000 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4040 06/20/2065 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| 1.496 R ISWP US0003M P 10/11/2029 | 0.00% |
| 1.6665 R ISWP US0003M P 10/15/2029 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.4018 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4989 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.0376 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7220 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0444 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNR 2001-50 BI IO 00.3746 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0631 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.5061 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2998 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.3226 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.5070 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3551 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3551 02/15/2040 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7475 USD 02/13/2020 GS | 0.00% |
| SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP | 0.00% |
| SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| USL3M P ISWP USL6M R 05/26/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4760 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0964 05/15/2046 | 0.00% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.00% |
| 1.53 R ISWP FWD US0003M P 12/09/2024 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| 1.5775 R ISWP FWD US0003M P 12/09/2024 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| OPTN FN30 3.0 11/06/19 PUT 101.625 JPMC | -0.00% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.00% |
| 1.5205 R ISWP US0003M P 10/17/2024 | -0.00% |
| 1.605 R ISWP FWD US0003M P 12/09/2024 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.4595 R ISWP US0003M P 10/10/2029 | -0.00% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.01% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.529 R ISWP US0003M P 10/04/2029 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.02% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.335 R ISWP US0003M P 10/10/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.02% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.03% |
| 1.7505 R ISWP US0003M P 11/01/2029 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.03% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.03% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| SWPTN 3MX5Y P 1.475 USD 12/05/2019 CI | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.05% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.05% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.05% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.05% |
| SWPTN 5YX10Y P 2.9425 USD 02/13/2024 GS | -0.05% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.05% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.06% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.06% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.07% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.07% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.08% |
| FNMA FN30 TBA UMBS 05.0000 11/01/2049 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.09% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.09% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.11% |
| SWPTN 7YX30Y P 3.195 USD 11/28/2025 BA | -0.12% |
| SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.12% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.12% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.15% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.15% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.16% |
| SWPTN 10YX30Y P 2.7875 USD 04/24/2029 MS | -0.16% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.16% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.17% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.19% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.19% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.19% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.20% |
| SWPTN 5YX10Y R 2.9425 USD 02/13/2024 GS | -0.45% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.50% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.53% |
| SWPTN 10YX30Y R 2.7875 USD 04/24/2029 MS | -0.62% |
| SWPTN 7YX30Y R 3.195 USD 11/28/2025 BA | -1.22% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.56% |
| GNMA GII30 TBA 05.0000 11/01/2049 | -2.10% |
| 90DAY EURO$ FUTR MAR21 EDH1 | -26.58% |
| 90DAY EURO$ FUTR MAR20 EDH0 | 27.80% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 10/01/2049 | 12.63% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2049 | 11.68% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 5.54% |
| US 10YR NOTE (CBT)DEC19 TYZ9 | 4.58% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2049 | 4.29% |
| REPO TRIPA MORTG 2.35 10/01/2019 | 3.77% |
| REPO TRIPA MORTG 2.37 10/01/2019 | 3.77% |
| US ULTRA BOND CBT DEC19 WNZ9 | 3.58% |
| US 5YR NOTE (CBT) DEC19 FVZ9 | 3.26% |
| GNMA GII30 TBA 03.5000 10/01/2049 | 1.81% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.53% |
| GNMA GII30 TBA 04.0000 10/01/2049 | 1.37% |
| US 10YR ULTRA FUT DEC19 UXYZ9 | 1.25% |
| SWPTN 10YX10Y R 3.312 USD 11/27/2028 BA | 1.19% |
| SWPTN 1YX10Y R 2.7475 USD 02/13/2020 GS | 0.91% |
| GNMA GII30 TBA 04.5000 10/01/2049 | 0.85% |
| SWPTN 7YX30Y R 2.8025 USD 04/24/2026 MS | 0.76% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.74% |
| US LONG BOND(CBT) DEC19 USZ9 | 0.71% |
| NATIONWIDE BUILDING SOCIETY 6385E1X71 DCP 10/07/2019 | 0.64% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2049 | 0.58% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.57% |
| STACR 2016-HQA1 M3 08.3684 09/25/2028 | 0.56% |
| NRW BANK 62939MX93 DCP 10/09/2019 | 0.53% |
| VERIZON COMM 04.3290 09/21/2028 | 0.53% |
| CAS 2016-C03 2M2 07.9184 10/25/2028 | 0.52% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.52% |
| BMIR 2017-1 M2 P/P 144A 05.3684 10/25/2027 | 0.50% |
| AMERICAN HONDA FINANCE CORP 02665KXP7 DCP 10/23/2019 | 0.50% |
| THUNDER BAY FUNDING LLC 88602UXR6 DCP 10/25/2019 | 0.50% |
| TOTAL CAPITAL CANADA LTD 89153QXP0 DCP 10/23/2019 | 0.47% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.46% |
| CHARIOT FUNDING LLC 15963UYM2 DCP 11/21/2019 | 0.46% |
| CAS 2016-C03 1M2 07.3184 10/25/2028 | 0.45% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.45% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.44% |
| TREASURY BILL 00.0000 03/12/2020 | 0.43% |
| STACR 2019-DNA1 B1 06.6684 01/25/2049 | 0.43% |
| ATLANTIC ASSET SECURITIZATION 04821UXH0 DCP 10/17/2019 | 0.43% |
| EXPORT DEVELOPMENT CANADA 30215HXF2 DCP 10/15/2019 | 0.43% |
| MANHATTAN ASSET FUNDING CO LL 56274MXF4 DCP 10/15/2019 | 0.43% |
| MATCHPOINT FINANCE PLC 57666BXH8 DCP 10/17/2019 | 0.43% |
| NATIONAL AUSTRALIA BANK LTD 63254FXN2 DCP 10/22/2019 | 0.43% |
| OLD LINE FUNDING LLC 67983UXJ7 DCP 10/18/2019 | 0.43% |
| PRUDENTIAL PLC 7443M3XF6 DCP 10/15/2019 | 0.43% |
| REGENCY MARKETS NO. 1 LLC 7588R1X83 DCP 10/08/2019 | 0.43% |
| SKANDINAVISKA ENSKILDA BANKEN 83050UXH6 DCP 10/17/2019 | 0.43% |
| WESTPAC BANKING CORP 9612C1XM4 DCP 10/21/2019 | 0.43% |
| ALPINE SECURITIZATION LLC 02088XYM4 DCP 11/21/2019 | 0.42% |
| ATLANTIC ASSET SECURITIZATION 04821UY63 DCP 11/06/2019 | 0.42% |
| BARCLAYS BANK PLC CCP 06742QXY3 DCP 11/07/2019 | 0.42% |
| CHARTA LLC 16115WYC5 DCP 11/12/2019 | 0.42% |
| CHEVRON CORP 16677KXV0 DCP 10/29/2019 | 0.42% |
| GOTHAM FUNDING CORP 38346MY16 DCP 11/01/2019 | 0.42% |
| MATCHPOINT FINANCE PLC 57666BY87 DCP 11/08/2019 | 0.42% |
| VICTORY RECEIVABLES CORP 92646LY87 DCP 11/08/2019 | 0.42% |
| SVENSKA HANDELSBANKEN AB 86960KZT2 DCP 12/27/2019 | 0.42% |
| SPST 2019-7 A 02.7365 09/24/2020 | 0.42% |
| METLIFE SHORT TERM FUNDING LL 59157UXA3 DCP 10/10/2019 | 0.42% |
| NATIONAL BANK OF CANADA 63307MXM6 DCP 10/21/2019 | 0.42% |
| FNR 2016-8 SA IO 04.0316 03/25/2046 | 0.41% |
| CIGNA CORP 03.7500 07/15/2023 | 0.40% |
| STACR 2019-DNA2 M2 04.4684 03/25/2049 | 0.39% |
| CAS 2016-C02 1M2 08.0184 09/25/2028 | 0.39% |
| SPST 2019-3 A 02.7365 06/24/2020 | 0.38% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.37% |
| TREASURY BILL 00.0000 10/10/2019 | 0.37% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.36% |
| MANHATTAN ASSET FUNDING CO LL 56274MY55 DCP 11/05/2019 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.35% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.34% |
| BPCE SA 05571CY13 DCP 11/01/2019 | 0.34% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.34% |
| BCAP 2015-RR5 2A2 03.5518 01/26/2046 | 0.32% |
| WAMU 2005-AR13 A1C4 02.4484 10/25/2045 | 0.32% |
| STACR 2018-DNA2 B1 05.7184 12/25/2030 | 0.32% |
| TREASURY BILL 00.0000 11/21/2019 | 0.31% |
| CORPORATE ASSET FUNDING CO IN 1247P3XR8 DCP 10/25/2019 | 0.31% |
| STACR 2016-HQA2 M3 07.1684 11/25/2028 | 0.31% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.30% |
| AT&T INC 04.3500 03/01/2029 | 0.30% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.29% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.29% |
| GNR 2019-83 SW IO 04.0558 07/20/2049 | 0.29% |
| TREASURY BILL 00.0000 11/07/2019 | 0.29% |
| FISERV INC 04.2000 10/01/2028 | 0.28% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.28% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.28% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.28% |
| TREASURY BILL 00.0000 11/14/2019 | 0.28% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.27% |
| GNR 2019-83 JS IO 04.0558 07/20/2049 | 0.27% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.26% |
| STACR 2016-HQA3 M3 05.8684 03/25/2029 | 0.26% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.26% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.26% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.26% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.26% |
| FHR 4738 QS IO 04.1725 12/15/2047 | 0.25% |
| FNR 2019-3 SA IO 04.0816 02/25/2049 | 0.25% |
| UBSC 2011-C1 D P/P 144A 06.2522 01/10/2045 | 0.25% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.25% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.25% |
| FNR 2017-108 SA IO 04.1316 01/25/2048 | 0.25% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.24% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.24% |
| STACR 2019-DNA1 M2 04.6684 01/25/2049 | 0.24% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.24% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.24% |
| FNR 2018-29 S IO 04.1816 05/25/2048 | 0.24% |
| STACR 2015-DNA3 M3 06.7184 04/25/2028 | 0.24% |
| ECOLAB INC 03.2500 12/01/2027 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.23% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.23% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.23% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.23% |
| CSMC 2016-NXSR XA IO 00.9306 12/15/2049 | 0.23% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.23% |
| STACR 2015-DN1 M3 06.1684 01/25/2025 | 0.23% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.22% |
| GNMA GN30 626987 04.0000 09/15/2045 | 0.22% |
| GNR 2018-155 SE IO 04.0558 11/20/2048 | 0.22% |
| CAS 2019-R04 2M2 04.1184 06/25/2039 | 0.22% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.22% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.22% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.22% |
| GNMA GII30 TBA 03.0000 10/01/2049 | 0.22% |
| SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.22% |
| CAS 2018-C04 2M2 04.5684 12/25/2030 | 0.22% |
| JPMBB 2014-C25 D P/P 144A 04.1036 11/15/2047 | 0.22% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.22% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.21% |
| SOCIETE GENERALE SA 83368YBR7 DCP 11/26/2019 | 0.21% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.21% |
| AT&T INC 04.1000 02/15/2028 | 0.21% |
| MSBAM 2013-C10 E P/P 144A 04.2179 07/15/2046 | 0.21% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.20% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.20% |
| GNR 2016-H23 NI IO 02.2585 10/20/2066 | 0.20% |
| MSRR 2015-R4 CB1 02.9695 08/26/2047 | 0.20% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.20% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.20% |
| STACR 2016-DNA3 M3 07.0184 12/25/2028 | 0.20% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.20% |
| STACR 2018-HQA1 M2 04.3184 09/25/2030 | 0.20% |
| EMIR 2018-1 M1 03.7184 11/25/2028 | 0.20% |
| WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 | 0.19% |
| CAS 2018-C05 1M2 04.3684 01/25/2031 | 0.19% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.19% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.19% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.19% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.19% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.19% |
| FNR 2016-91 AS IO 04.0816 12/25/2046 | 0.19% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.18% |
| STACR 2014-DN4 M3 06.5684 10/25/2024 | 0.18% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.18% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.18% |
| SPST 2019-11 A 02.7865 10/24/2020 | 0.18% |
| BF0101 03.5000 06/01/2056 | 0.18% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.18% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.18% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.18% |
| JPMCC 2011-C3 F P/P 144A 05.8526 02/15/2046 | 0.18% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.18% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.18% |
| SWPTN 10YX10Y P 3.312 USD 11/27/2028 BA | 0.18% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.18% |
| MWST 2019-1 A 02.8184 06/25/2052 | 0.18% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.17% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.17% |
| FHR 4912 PS IO 04.0316 09/25/2049 | 0.17% |
| FNR 2015-66 AS IO 04.2316 09/25/2045 | 0.17% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.17% |
| GNR 2012-149 GS IO 04.1558 12/20/2042 | 0.17% |
| WFRBS 2012-C7 D P/P 144A 04.9687 06/15/2045 | 0.17% |
| CSAIL 2015-C1 D P/P 144A 03.9167 04/15/2050 | 0.17% |
| STACR 2018-HQA2 M2 04.3184 10/25/2048 | 0.17% |
| GNR 2019-21 SJ IO 04.0058 02/20/2049 | 0.17% |
| JPMBB 2013-C14 E P/P 144A 04.8586 08/15/2046 | 0.17% |
| CAS 2017-C02 2ED3 03.3684 09/25/2029 | 0.16% |
| COMM 2014-CR19 D P/P 144A 04.9056 08/10/2047 | 0.16% |
| COMM 2014-CR17 D P/P 144A 05.0117 05/10/2047 | 0.16% |
| FHR 4596 CS IO 04.0725 06/15/2046 | 0.16% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.16% |
| WILLIAMS COMPANIES INC 04.3000 03/04/2024 | 0.16% |
| SPST 2018-8 A 02.7365 02/24/2020 | 0.16% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.16% |
| JPMCC 2012-C6 E P/P 144A 05.3187 05/15/2045 | 0.16% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.16% |
| GNR 2019-H14 IB IO 02.4922 08/20/2069 | 0.16% |
| HCA INC 04.1250 06/15/2029 | 0.16% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.16% |
| FNR 2014-87 MS IO 04.2316 01/25/2045 | 0.16% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.16% |
| CAS 2019-R03 1M2 04.1684 09/25/2031 | 0.16% |
| GNMA GII30 635173 03.5000 02/20/2047 | 0.16% |
| ZOETIS INC 03.9000 08/20/2028 | 0.16% |
| GNR 2010-9 YD IO 04.7725 01/16/2040 | 0.16% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.15% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.15% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.15% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.15% |
| GNR 2016-H02 HI IO 01.9929 01/20/2066 | 0.15% |
| GNR 2018-H20 BI IO 02.2675 06/20/2068 | 0.15% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.15% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.15% |
| BMIR 2018-2A M1B P/P 144A 03.3684 08/25/2028 | 0.15% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.15% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.15% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.15% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.15% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.15% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.14% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.14% |
| GNR 2019-44 SA IO 04.0058 04/20/2049 | 0.14% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.14% |
| LEAR CORP 03.8000 09/15/2027 | 0.14% |
| CFCRE 2011-C2 E P/P 144A 05.9394 12/15/2047 | 0.14% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.14% |
| UBSCM 2012-C1 C P/P 144A 05.7278 05/10/2045 | 0.14% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.14% |
| SWPTN 7YX30Y P 2.8025 USD 04/24/2026 MS | 0.14% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.14% |
| WBCMT 2005-C21 E P/P 144A 05.2771 10/15/2044 | 0.14% |
| COMM 2014-LC15 XA IO 01.2702 04/10/2047 | 0.13% |
| EQUINIX INC 05.3750 05/15/2027 | 0.13% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.13% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.13% |
| UBSCM 2012-C1 D P/P 144A 05.7278 05/10/2045 | 0.13% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.13% |
| FNR 2018-94 SA IO 04.0816 01/25/2049 | 0.13% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.13% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.13% |
| GNR 2019-H02 DI IO 02.3613 11/20/2068 | 0.13% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.13% |
| GNR 2014-H11 GI IO 01.4920 06/20/2064 | 0.13% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.13% |
| JPMCC 2012-C8 D P/P 144A 04.8070 10/15/2045 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.13% |
| STACR 2018-DNA1 M2 03.8184 07/25/2030 | 0.13% |
| CWALT 2007-OA6 A1A 02.1584 06/25/2037 | 0.13% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.13% |
| WAMU 2005-AR17 A1B2 02.4284 12/25/2045 | 0.13% |
| CGCMT 2014-GC19 X IO 01.3249 03/10/2047 | 0.13% |
| CBS CORP 04.2000 06/01/2029 | 0.12% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| WFCM 2014-LC16 XA IO 01.2745 08/15/2050 | 0.12% |
| GNR 2015-H12 GI IO 01.8216 05/20/2065 | 0.12% |
| GNR 2016-H11 HI IO 02.0971 01/20/2066 | 0.12% |
| STACR 2017-DNA3 M2 04.5184 03/25/2030 | 0.12% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.12% |
| GNR 2019-78 SJ IO 04.0058 06/20/2049 | 0.12% |
| CAS 2017-C01 1EB1 03.2684 07/25/2029 | 0.12% |
| GNR 2018-H05 AI IO 02.4156 02/20/2068 | 0.12% |
| STACR 2014-DN2 M3 05.6184 04/25/2024 | 0.12% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.12% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.12% |
| WESTLAKE CHEM CORP 03.6000 08/15/2026 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.12% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.12% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.12% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.12% |
| GSMS 2013-GC10 XA IO 01.6541 02/10/2046 | 0.12% |
| TREASURY BILL 00.0000 12/12/2019 | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| FHR 4077 HS IO 04.0725 07/15/2042 | 0.12% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.12% |
| GNR 2014-H07 BI IO 01.4834 05/20/2064 | 0.12% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.11% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.11% |
| RMIR 2019-1 M2 P/P 144A 05.2184 02/25/2029 | 0.11% |
| CSAIL 2015-C1 C 04.4167 04/15/2050 | 0.11% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.11% |
| GNMA GII30 626972 03.5000 08/20/2045 | 0.11% |
| GNR 2017-H12 QI IO 02.3523 05/20/2067 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.11% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0609 11/15/2045 | 0.11% |
| CAS 2016-C05 2M2 06.4684 01/25/2029 | 0.11% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.11% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.11% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% |
| COMM 2013-CR6 D P/P 144A 04.2175 03/10/2046 | 0.11% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.10% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.10% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.10% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.10% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.10% |
| MSBAM 2013-C12 XA IO 00.7688 10/15/2046 | 0.10% |
| WFRBS 2012-C10 E P/P 144A 04.5851 12/15/2045 | 0.10% |
| GNR 2015-H10 CI IO 01.8312 04/20/2065 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| GNR 2015-H16 XI IO 02.0524 07/20/2065 | 0.10% |
| GNR 2015-H04 AI IO 01.9634 12/20/2064 | 0.10% |
| GNR 2018-H02 EI IO 02.4134 01/20/2068 | 0.10% |
| STACR 2014-HQ2 M3 05.7684 09/25/2024 | 0.10% |
| STACR 2017-DNA1 M2 05.2684 07/25/2029 | 0.10% |
| UBSCM 2017-C7 XA IO 01.2142 12/15/2050 | 0.10% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.10% |
| WAMU 2005-AR13 A1B2 02.4484 10/25/2045 | 0.10% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2049 | 0.09% |
| GNR 2015-H12 AI IO 01.8775 05/20/2065 | 0.09% |
| GNMA GII30 711724 03.5000 02/20/2043 | 0.09% |
| MSBAM 2013-C11 F P/P 144A 04.4989 08/15/2046 | 0.09% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.09% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.09% |
| GNR 2015-H09 BI IO 01.7175 03/20/2065 | 0.09% |
| GNR 2015-H20 AI IO 01.8581 08/20/2065 | 0.09% |
| GNR 2017-H23 BI IO 01.9110 11/20/2067 | 0.09% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.09% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.09% |
| G2 BJ5495 | 0.09% |
| SPST 2019-WL1 A 02.6684 08/25/2052 | 0.09% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.09% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.09% |
| GNR 2016-H04 KI IO 01.8909 02/20/2066 | 0.09% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| WFRBS 2013-C14 XA IO 00.8668 06/15/2046 | 0.09% |
| AMGEN INC 04.6630 06/15/2051 | 0.09% |
| CIT BANK NA 02.9690 09/27/2025 | 0.09% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.09% |
| GNMA GII30 626936 03.5000 04/20/2045 | 0.09% |
| GNR 2018-91 SJ IO 04.2058 07/20/2048 | 0.09% |
| CAS 2017-C04 2M2 04.8684 11/25/2029 | 0.09% |
| DBUBS 2011-LC3A D P/P 144A 05.5118 08/10/2044 | 0.09% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.09% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.09% |
| CAS 2019-R05 1M2 04.0184 07/25/2039 | 0.09% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.09% |
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 | 0.09% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.09% |
| GNR 2015-H12 EI IO 01.7203 04/20/2065 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| COMM 2014-UBS6 XA IO 01.0704 12/10/2047 | 0.08% |
| GNR 2015-H25 CI IO 02.0573 10/20/2065 | 0.08% |
| GSMS 2014-GC18 C 05.1566 01/10/2047 | 0.08% |
| GSMS 2014-GC22 XA IO 01.1432 06/10/2047 | 0.08% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.08% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.08% |
| GNMA 10000 BD1446 03.5000 11/20/2047 | 0.08% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.08% |
| JPMCC 2011-C3 D P/P 144A 05.8526 02/15/2046 | 0.08% |
| MSBAM 2013-C10 F P/P 144A 04.2179 07/15/2046 | 0.08% |
| CBS CORP 04.6000 01/15/2045 | 0.08% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.08% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.08% |
| GNR 2016-H24 JI IO 02.1586 11/20/2066 | 0.08% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.08% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.08% |
| AON PLC USD 04.2500 12/12/2042 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| GNR 2017-H14 EI IO 01.5736 06/20/2067 | 0.08% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.08% |
| MSBAM 2013-C7 XA IO 01.4879 02/15/2046 | 0.08% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% |
| MSBAM 2015-C26 XA IO 01.1773 10/15/2048 | 0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.08% |
| JPMCC 2013-C10 XA IO 01.1226 12/15/2047 | 0.08% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.08% |
| GNR 2017-H10 MI IO 01.8534 04/20/2067 | 0.08% |
| GSMS 2012-GC6 D P/P 144A 05.8397 01/10/2045 | 0.08% |
| JPMCC 2016-JP2 XA IO 01.9821 08/15/2049 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| WFRBS 2011-C4 E P/P 144A 05.3965 06/15/2044 | 0.08% |
| CD 2016-CD1 XA IO 01.5480 08/10/2049 | 0.08% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.08% |
| GNR 2015-H26 DI IO 01.9802 10/20/2065 | 0.08% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.08% |
| STACR 2019-HQA1 M2 04.3684 02/25/2049 | 0.08% |
| COMM 2014-CR17 C 04.9480 05/10/2047 | 0.07% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.07% |
| GNR 2015-H28 DI IO 01.5736 08/20/2065 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| MSBAM 2013-C11 D P/P 144A 04.4989 08/15/2046 | 0.07% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7803 12/10/2045 | 0.07% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.07% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.07% |
| GNR 2015-H15 JI IO 01.9945 06/20/2065 | 0.07% |
| HMIR 2018-1 M1 P/P 144A 03.6184 10/25/2028 | 0.07% |
| JPMCC 2013-LC11 X IO 01.4008 04/15/2046 | 0.07% |
| MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 | 0.07% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6986 12/15/2045 | 0.07% |
| WFRBS 2014-C23 XA IO 00.7362 10/15/2057 | 0.07% |
| COMM 2012-CR1 D P/P 144A 05.4975 05/15/2045 | 0.07% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.07% |
| GNMA GII30 635081 03.5000 05/20/2046 | 0.07% |
| SAIL 2004-10 A10 02.9184 11/25/2034 | 0.07% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.07% |
| UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 | 0.07% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.07% |
| BMIR 2017-1 M1 P/P 144A 03.7184 10/25/2027 | 0.07% |
| FISERV INC 03.5000 07/01/2029 | 0.07% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.07% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.07% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.07% |
| GNMA 10000 BE3158 03.5000 11/20/2047 | 0.07% |
| GNR 2015-H25 AI IO 01.6297 09/20/2065 | 0.07% |
| GNR 2017-H08 NI IO 02.2255 03/20/2067 | 0.07% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.07% |
| COMM 2014-CR17 XA IO 01.1451 05/10/2047 | 0.07% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.07% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% |
| WFRBS 2012-C10 D P/P 144A 04.5851 12/15/2045 | 0.07% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.07% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.07% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.07% |
| MSC 2016-BNK2 XA IO 01.2100 11/15/2049 | 0.06% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| CAS 2015-C04 1M2 07.7184 04/25/2028 | 0.06% |
| CAS 2019-R01 2M2 04.4684 07/25/2031 | 0.06% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.06% |
| GNR 2010-H19 GI IO 01.4422 08/20/2060 | 0.06% |
| GSMS 2014-GC18 XA IO 01.1850 01/10/2047 | 0.06% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.06% |
| FNMA FN30 AS6679 UMBS 04.0000 01/01/2046 | 0.06% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.06% |
| GNR 2016-H27 BI IO 02.2756 12/20/2066 | 0.06% |
| JPMCC 2013-C16 XA IO 01.1060 12/15/2046 | 0.06% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.06% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.06% |
| NHEL 2004-2 M4 03.8184 09/25/2034 | 0.06% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.06% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.06% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.06% |
| CBS CORP 02.9000 01/15/2027 | 0.06% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.06% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.06% |
| HCA INC 05.0000 03/15/2024 | 0.06% |
| CCMFC 2004-3A A2 02.3184 08/25/2035 | 0.06% |
| COMM 2014-CR19 XA IO 01.1920 08/10/2047 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.06% |
| SWPTN 3MX5Y P 1.3 USD 12/05/2019 CI | 0.06% |
| VMWARE INC 03.9000 08/21/2027 | 0.06% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.06% |
| COMM 2013-LC13 XA IO 01.3267 08/10/2046 | 0.06% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.06% |
| GNMA 10000 BC8223 03.5000 11/20/2047 | 0.06% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.06% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.06% |
| GSMS 2013-GC12 XA IO 01.5590 06/10/2046 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.06% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.06% |
| APPLE INC 03.4500 05/06/2024 | 0.06% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.06% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.06% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.06% |
| JPMCC 2012-LC9 XA IO 01.6555 12/15/2047 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.05% |
| COMM 2015-CR23 XA IO 01.0761 05/10/2048 | 0.05% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.05% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.05% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.05% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.05% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.05% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| EMIR 2018-1 M2 05.0184 11/25/2028 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.05% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.05% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.05% |
| COMM 2014-UBS4 XA IO 01.2649 08/10/2047 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.05% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.05% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.05% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.05% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.05% |
| MSC 2012-C4 E P/P 144A 05.6001 03/15/2045 | 0.05% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.05% |
| CAS 2018-R07 1M2 04.4184 04/25/2031 | 0.05% |
| CGCMT 2013-GC17 X IO 01.1921 11/10/2046 | 0.05% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.05% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.05% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.05% |
| WFRBS 2014-C22 XA IO 00.9623 09/15/2057 | 0.05% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.05% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.05% |
| GNMA GII30 BI1912 04.5000 12/20/2048 | 0.05% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.05% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.05% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.05% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% |
| AIR LEASE CORP 03.6250 04/01/2027 | 0.05% |
| BMIR 2018-2A M1C P/P 144A 03.6184 08/25/2028 | 0.05% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.05% |
| JPMBB 2014-C25 XA IO 01.0133 11/15/2047 | 0.05% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.05% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.05% |
| FHR 3852 NT 03.9725 05/15/2041 | 0.04% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.04% |
| GNR 2015-H17 CI IO 01.6155 06/20/2065 | 0.04% |
| GNR 2019-99 KS IO 04.0058 08/20/2049 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% |
| AES CORP/THE 05.1250 09/01/2027 | 0.04% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.04% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.04% |
| GNMA GII30 AI2340 04.4710 05/20/2065 | 0.04% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.04% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.04% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.04% |
| HILTON DOMESTIC P/P 144A 04.8750 01/15/2030 | 0.04% |
| WAMU 2005-AR1 A2B 02.8184 01/25/2045 | 0.04% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.04% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% |
| GNR 2015-H01 CI IO 01.6507 12/20/2064 | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.04% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.04% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| WAMU 2005-AR2 2A1B 02.3884 01/25/2045 | 0.04% |
| COMM 2014-CR18 C 04.8873 07/15/2047 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.04% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.04% |
| CAS 2017-C06 2M2 04.8184 02/25/2030 | 0.04% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.04% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| GNMA GII30 635063 04.0000 03/20/2046 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| FHR 3408 EK 17.6347 04/15/2037 | 0.04% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.04% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.04% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.04% |
| PUGET ENERGY INC 03.6500 05/15/2025 | 0.04% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.04% |
| WAMU 2005-AR17 A1B3 02.3684 12/25/2045 | 0.04% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.04% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.04% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.04% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% |
| COMM 2014-CR18 XA IO 01.1624 07/15/2047 | 0.04% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.04% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.04% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.04% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.04% |
| GNMA GII30 626989 04.0000 09/20/2040 | 0.04% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.04% |
| GNMA GII30P 784038 04.0000 01/20/2045 | 0.04% |
| HCA INC 05.5000 06/15/2047 | 0.04% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% |
| WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 | 0.04% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.03% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| FN BF0091 | 0.03% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.03% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% |
| OMIR 2017-1A M2 P/P 144A 06.0184 04/25/2027 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8823 11/15/2044 | 0.03% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.03% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.03% |
| GNMA 10000 BD7925 03.5000 11/20/2047 | 0.03% |
| GNMA GN30 635061 04.0000 03/15/2046 | 0.03% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.03% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.03% |
| JPMCC 2012-C8 E P/P 144A 04.8070 10/15/2045 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| COMM 2012-LC4 XA IO P/P 144A 02.2885 12/10/2044 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.03% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.03% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.03% |
| STACR 2019-DNA2 B1 06.3684 03/25/2049 | 0.03% |
| WFRBS 2013-C11 XA IO P/P 144A 01.3380 03/15/2045 | 0.03% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.03% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.03% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.03% |
| COMM 2014-LC17 XA IO 00.9342 10/10/2047 | 0.03% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.03% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.03% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.03% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.03% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.03% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.03% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.03% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.03% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.03% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.03% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.03% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.03% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% |
| QVC INC 04.8500 04/01/2024 | 0.03% |
| CFCRE 2011-C2 D P/P 144A 05.9394 12/15/2047 | 0.03% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.03% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.03% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.03% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.03% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.03% |
| JPMCC 2012-LC9 D P/P 144A 04.5473 12/15/2047 | 0.03% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.03% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.03% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.03% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.03% |
| FNMA FN30 AX5490 UMBS 04.0000 10/01/2045 | 0.03% |
| FNR 2011-4 CS 08.8632 05/25/2040 | 0.03% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| CAS 2016-C06 1M2 06.2684 04/25/2029 | 0.02% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.02% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.02% |
| WALT DISNEY COMP P/P 144A 07.7500 01/20/2024 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.02% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.02% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.02% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.02% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.02% |
| QVC INC 04.4500 02/15/2025 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CAS 2016-C04 1M2 06.2684 01/25/2029 | 0.02% |
| COMM 2014-UBS6 C 04.6006 12/10/2047 | 0.02% |
| FHR 3065 DC 13.7775 03/15/2035 | 0.02% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.02% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.02% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.02% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| FNR 2005-122 SE 16.0357 11/25/2035 | 0.02% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.02% |
| UBSCM 2012-C1 XA IO P/P 144A 02.2422 05/10/2045 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.02% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.02% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.02% |
| FNR 2006-62 PS 27.7897 07/25/2036 | 0.02% |
| GNMA 10000 BD7924 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.02% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.02% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.02% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.02% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.02% |
| FNR 2006-8 HP 17.1659 03/25/2036 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.02% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.02% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.02% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.02% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.02% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| IOS.FN30.550.05 R USL1M P 01/12/36 GS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNR 2005-106 JC 13.8655 12/25/2035 | 0.02% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.02% |
| GNMA GII30 AW8447 04.3230 05/20/2067 | 0.02% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.02% |
| HCA INC 05.2500 06/15/2026 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.02% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.02% |
| AT&T INC. 03.8000 02/15/2027 | 0.02% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CBS CORP 04.0000 01/15/2026 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.01% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| CAS 2018-C06 1M2 04.0184 03/25/2031 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| GNMA GII30 AO7326 04.6660 09/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-129 SN IO 04.1058 09/20/2043 | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.2500 04/15/2049 | 0.01% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.01% |
| FHR 2990 LB 11.7636 06/15/2034 | 0.01% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6710 05/20/2065 | 0.01% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CAS 2016-C07 2M2 06.3684 05/25/2029 | 0.01% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| 1.534 R ISWP US0003M P 09/26/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| FHR 3249 PS 15.5843 12/15/2036 | 0.01% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.01% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| MWST 2018-W1 A 02.8684 11/25/2051 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CAS 2017-C01 1M2 05.5684 07/25/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.01% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.01% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.01% |
| GNMA 10000 BE4822 04.0000 07/20/2049 | 0.01% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.01% |
| GNMA 10000 BP0611 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.01% |
| OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC | 0.01% |
| SOUTHERN COPPER CORP USD 05.3750 04/16/2020 | 0.01% |
| UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.01% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.01% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 CA0341 UMBS 04.0000 09/01/2047 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.01% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| PACIFICORP 06.2500 10/15/2037 | 0.01% |
| WILLIAMS COMPANIES INC 03.6000 03/15/2022 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FLR USL3M 5.00 03/14/2021 JP | 0.01% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.01% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.01% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.01% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2005-75 GS 14.1949 08/25/2035 | 0.01% |
| GNMA GII30 626963 04.0000 07/20/2045 | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNMA GN30 626962 04.0000 07/15/2045 | 0.01% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.01% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| 1.30 R ISWP US0003M P 12/09/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.01% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.01% |
| FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 AH1094 04.6530 06/20/2065 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.01% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2019-R02 1M2 04.3184 08/25/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| FHR 2976 LC 16.9858 05/15/2035 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 677018 05.5000 01/01/2033 | 0.00% |
| FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FNMA FN30 AE0028 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0825 UMBS 06.0000 10/01/2039 | 0.00% |
| FNMA FN30 AE0947 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL0152 UMBS 06.0000 06/01/2040 | 0.00% |
| FNMA FN30 AS7561 UMBS 04.0000 06/01/2046 | 0.00% |
| FNMA FN30 AS8974 UMBS 04.0000 03/01/2047 | 0.00% |
| FNMA FN30 AS9415 UMBS 04.0000 04/01/2047 | 0.00% |
| FNMA FN30 AX5534 UMBS 04.0000 06/01/2046 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BD9043 UMBS 04.0000 06/01/2047 | 0.00% |
| FNMA FN30 BD9052 UMBS 04.0000 08/01/2047 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2015-H14 BI IO 01.5912 05/20/2065 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| WALT DISNEY COMPAN P/P 144A 04.7500 09/15/2044 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.00% |
| FNMA FN30 AS4073 UMBS 04.0000 12/01/2044 | 0.00% |
| FNMA FN30 AS9978 UMBS 04.0000 07/01/2047 | 0.00% |
| FNMA FN30 BD9031 UMBS 04.0000 03/01/2047 | 0.00% |
| FNMA FN30 BD9038 UMBS 04.0000 05/01/2047 | 0.00% |
| FNMA FN30 BD9047 UMBS 04.0000 07/01/2047 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AN4727 04.4890 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5270 08/20/2065 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| STACR 2018-DNA2 M2 04.1684 12/25/2030 | 0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNR 2005-83 QP 12.1462 11/25/2034 | 0.00% |
| GNMA GII30 AN1902 04.5800 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4830 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6210 06/20/2065 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2111 05/15/2038 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4040 06/20/2065 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| OPTN FN30 3.0 10/03/19 CALL 101.71875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC | 0.00% |
| SWPTN 1YX10Y P 2.7475 USD 02/13/2020 GS | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.4019 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4995 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.0395 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7224 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0444 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| FNR 2001-50 BI IO 00.3758 10/25/2041 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0629 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.5090 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.3118 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.3227 01/15/2049 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.5070 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3551 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3551 02/15/2040 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.1171875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.3046875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.4921875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.0546875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.2421875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.4296875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.5859375 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.7734375 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.9609375 JPMC | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP | 0.00% |
| SWPTN 4MX10Y P 2.265 USD 10/03/2019 MS | 0.00% |
| SWPTN 4MX10Y P 2.401 USD 09/30/2019 BA | 0.00% |
| USL3M P ISWP USL6M R 05/26/2020 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4761 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0966 05/15/2046 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC | -0.00% |
| SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| OPTN FN30 3.0 10/03/19 PUT 101.71875 JPMC | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.550.05 P USL1M R 01/12/36 BC | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.02% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.03% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| 1.655 R ISWP US0003M P 09/24/2029 | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.05% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% |
| SWPTN 5YX10Y P 2.9425 USD 02/13/2024 GS | -0.06% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| SWPTN 3MX5Y P 1.475 USD 12/05/2019 CI | -0.06% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.07% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.07% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.07% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.08% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.09% |
| FNMA FN30 TBA UMBS 05.0000 10/01/2049 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.10% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.10% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.11% |
| SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.12% |
| SWPTN 7YX30Y P 3.195 USD 11/28/2025 BA | -0.12% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.14% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.16% |
| SWPTN 10YX30Y P 2.7875 USD 04/24/2029 MS | -0.16% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.17% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.17% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.18% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.18% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.19% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.21% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.21% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.21% |
| SWPTN 5YX10Y R 2.9425 USD 02/13/2024 GS | -0.50% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.53% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.59% |
| SWPTN 10YX30Y R 2.7875 USD 04/24/2029 MS | -0.70% |
| SWPTN 7YX30Y R 3.195 USD 11/28/2025 BA | -1.38% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.67% |
| GNMA GII30 TBA 05.0000 10/01/2049 | -2.16% |
| 90DAY EURO$ FUTR MAR21 EDH1 | -27.88% |
Holdings information
(PDF)Fixed income statistics as of 10/31/19
| Average effective maturity | 6.05 yrs. |
|---|---|
| Average effective duration | 4.64 yrs. |
| Average yield to maturity | 3.39% |
| Average coupon | 4.13% |
Sector weightings as of 10/31/19
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 8.11% | 0.39 | 30.72% | 1.24 | 38.83% | 1.63 |
| Commercial MBS | 8.85% | 0.24 | 15.75% | 0.34 | 24.60% | 0.58 |
| Investment-grade corporate bonds | 21.09% | 1.71 | 0.00% | 0.00 | 21.09% | 1.71 |
| Agency CMO | 13.39% | 0.48 | 0.19% | 0.01 | 13.58% | 0.49 |
| Residential MBS (non-agency) | 11.33% | 0.34 | 0.00% | 0.00 | 11.33% | 0.34 |
| Asset-backed securities (ABS) | 1.47% | 0.07 | 0.00% | 0.00 | 1.47% | 0.07 |
| High-yield corporate bonds | 1.25% | 0.05 | 0.00% | 0.00 | 1.25% | 0.05 |
| Municipal bonds | 0.14% | 0.02 | 0.00% | 0.00 | 0.14% | 0.02 |
| Emerging-market bonds | 0.01% | 0.00 | 0.00% | 0.00 | 0.01% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.69 | 0.00% | 0.69 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 1.26 | 0.00% | 1.26 |
| Net cash | 34.37% | 0.00 | 0.00% | 0.00 | 34.37% | 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 10/31/19
| 0 - 1 yr. | 5.37% |
|---|---|
| 1 - 5 yrs. | 51.08% |
| 5 - 10 yrs. | 38.75% |
| 10 - 15 yrs. | 0.45% |
| Over 15 yrs. | 4.35% |
Quality rating as of 10/31/19
| AAA | 70.14% |
|---|---|
| AA | 2.90% |
| A | 20.66% |
| BBB | 17.61% |
| BB | 3.55% |
| B | 4.27% |
| CCC and Below | 0.81% |
| Not Rated | -19.94% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). The fund may have to invest the proceeds from prepaid investments, including mortgage-backed investments, in other investments with less attractive terms and yields. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 10/31/19
| United States | 95.53% |
|---|---|
| Bermuda | 1.43% |
| Canada | 0.92% |
| United Kingdom | 0.79% |
| France | 0.29% |
| Spain | 0.22% |
| Germany | 0.14% |
| Switzerland | 0.14% |
| Australia | 0.13% |
| Other | 0.41% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.88% | 1.63% | 1.63% | 1.13% | 1.13% | 0.58% | 0.51% | 0.63% |
| What you pay | 0.88% | 1.63% | 1.63% | 1.13% | 1.13% | 0.58% | 0.51% | 0.63% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | 3.25% / 3.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | 2.25% / 2.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | -- | 0.00% / 1.00% | 1.25% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | 1.00% / 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.40% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). The fund may have to invest the proceeds from prepaid investments, including mortgage-backed investments, in other investments with less attractive terms and yields. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.