Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Income Fund (Class Y) (PNCYX)
Pursuing income with an all-weather bond portfolio since 1954
Skip to
Highlights
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
| Net asset value (yesterday’s close) |
$7.18 0.14% | $0.01 |
| 52-week high | $7.58 (12/08/20) |
| 52-week low | $7.12 (05/12/21) |
Yield
| Distribution rate before sales charge as of 06/18/21 |
2.17% |
|---|---|
| Distribution rate after sales charge as of 06/18/21 |
2.17% |
| 30-day SEC yield with subsidy as of 05/31/21 |
2.50% |
| 30-day SEC yield without subsidy as of 05/31/21 |
2.39% |
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)
7.26%
Average 5-year annualized return
Fund facts as of 05/31/21
Total net assets
$3,685.35M
$3,685.35M
Turnover (fiscal year end)
1,025%
1,025%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1675
1675
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-Chief Investment Officer, Fixed Income
Co-Head of Structured Credit
Portfolio Manager
Literature
Fund documents |
|
| Fact Sheet (YA share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Two flexible income strategies that invest outside the index (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Quarterly commentary (PDF) | |
| Alternating bond market leadership (PDF) | |
Toys, cars, and the U.S. recovery
We believe growth in the United States remains strong, but expectations need to be revised lower.Fiscal impetus and the U.S. labor market
We examine the interplay between President Biden's multi-trillion-dollar stimulus plans, the labor market, and corporate profits.If taxes go higher, will munis be hurt?
The Administration's recent plan would increase the highest marginal income tax rate but would not likely impact muni yields.Performance
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 5.62% | 5.56% | 5.12% | 4.46% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 0.71% | 4.65% | 3.10% | 3.44% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/21 | -0.38% | - | |
| YTD as of 06/17/21 | -1.95% | - | |
Yield
| Distribution rate before sales charge as of 06/18/21 |
2.17% |
|---|---|
| Distribution rate after sales charge as of 06/18/21 |
2.17% |
| 30-day SEC yield with subsidy as of 05/31/21 |
2.50% |
| 30-day SEC yield without subsidy as of 05/31/21 |
2.39% |
Risk-adjusted performance as of 04/30/21
| Sharpe ratio (3 yrs.) | 0.99 |
|---|---|
| Information ratio (3 yrs.) | 0.20 |
Volatility as of 04/30/21
| Standard deviation (3 yrs.) | 4.44% |
|---|---|
| Beta | 1.04 |
| R-squared | 0.65 |
Fixed income statistics as of 04/30/21
| Average effective duration | 5.07 yrs. |
|---|
Lipper rankings as of 04/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 161/502 | 33% |
| 3 yrs. | 142/471 | 31% |
| 5 yrs. | 9/417 | 3% |
| 10 yrs. | 12/313 | 4% |
Morningstar Ratings™ as of 04/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 543 | |
| 3 yrs. | 543 | |
| 5 yrs. | 480 | |
| 10 yrs. | 342 |
Distributions
| Record/Ex dividend date | 05/21/21 |
|---|---|
| Payable date | 05/25/21 |
| Income | $0.013 |
| 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.
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | 7.73% |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | 7.32% |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 6.21% |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | 3.46% |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | 2.84% |
| Gnma Gii30 Tba 03.5000 05/01/2051 | 1.25% |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | 1.16% |
| Gnma Gii30 Tba 04.0000 05/01/2051 | 1.03% |
| Jpmorgan Chase 02.9560 05/13/2031 | 0.81% |
| Fnma Fn30 Tba Umbs 04.5000 05/01/2051 | 0.67% |
| Top 10 holdings, percent of portfolio | 32.48% |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | |
| Gnma Gii30 Tba 03.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Gnma Gii30 Tba 04.0000 05/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Fnma Fn30 Tba Umbs 04.5000 05/01/2051 | |
| Holdings represent 32.48% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | |
| Holdings represent 36.75% of portfolio | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2051 | |
| Gnma Gii30 Tba 03.5000 03/01/2051 | |
| Gnma Gii30 Tba 04.0000 03/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 03/01/2051 | |
| Holdings represent 36.29% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2051 | |
| Gnma Gii30 Tba 03.5000 02/01/2051 | |
| Gnma Gii30 Tba 04.0000 02/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Verizon Comm 04.3290 09/21/2028 | |
| Holdings represent 42.58% of portfolio | |
| 90DAY EURO$ FUTR JUN21 EDM1 | 26.08% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 9.75% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 8.26% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 7.45% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | 7.40% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 7.23% |
| US ULTRA BOND CBT SEP21 WNU1 | 4.71% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 3.71% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 2.87% |
| GNMA GII30 TBA 03.5000 06/01/2051 | 1.26% |
| US LONG BOND(CBT) SEP21 USU1 | 1.16% |
| TREASURY BILL 00.0000 06/17/2021 | 1.14% |
| GNMA GII30 TBA 04.0000 06/01/2051 | 1.04% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.82% |
| REPO TRIPA MORTG 0.01 06/01/2021 | 0.78% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2051 | 0.67% |
| APPLE INC 02.8000 02/08/2061 | 0.66% |
| ATLANTIC ASSET SECURITIZATION 04821TTH8 DCP 06/17/2021 | 0.64% |
| MANHATTAN ASSET FUNDING CO LL 56274LU10 DCP 07/01/2021 | 0.62% |
| TREASURY BILL 00.0000 07/20/2021 | 0.62% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.61% |
| TREASURY BILL 00.0000 07/08/2021 | 0.60% |
| TREASURY BILL 00.0000 07/22/2021 | 0.60% |
| TREASURY BILL 00.0000 09/09/2021 | 0.60% |
| TREASURY BILL 00.0000 10/07/2021 | 0.60% |
| TREASURY BILL 00.0000 12/30/2021 | 0.60% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.58% |
| DNB BANK ASA 2332K0TQ5 DCP 06/24/2021 | 0.56% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.56% |
| CRC FUNDING LLC 12619TU85 DCP 07/08/2021 | 0.56% |
| COMCAST CORP 03.4500 02/01/2050 | 0.54% |
| BARCLAYS BANK PLC CCP 06742XBA4 DCP 06/14/2021 | 0.54% |
| BPCE SA 05571BV34 DCP 08/03/2021 | 0.54% |
| FMS WERTMANAGEMENT 34411GTU0 DCP 06/28/2021 | 0.54% |
| ING US FUNDING LLC 4497W0VS4 DCP 08/26/2021 | 0.54% |
| LLOYDS BANK PLC 53943RUN7 DCP 07/22/2021 | 0.54% |
| MITSUBISHI UFJ TRUST & BANKIN 60682WV54 DCP 08/05/2021 | 0.54% |
| NATIONAL BANK OF CANADA 63307LT19 DCP 06/01/2021 | 0.54% |
| NESTLE FINANCE INTERNATIONAL 64106GTB9 DCP 06/11/2021 | 0.54% |
| NRW BANK 62939LUD9 DCP 07/13/2021 | 0.54% |
| SWEDBANK AB 87019RTJ5 DCP 06/18/2021 | 0.54% |
| TOTAL CAPITAL CANADA LTD 89153PV41 DCP 08/04/2021 | 0.54% |
| TREASURY BILL 00.0000 06/03/2021 | 0.54% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.52% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.52% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.50% |
| OLD LINE FUNDING LLC 67984XHH2 DCP 08/16/2021 | 0.50% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.47% |
| MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.47% |
| VERIZON COMM 04.3290 09/21/2028 | 0.46% |
| SOCIETE GENERALE SA 83369BW10 DCP 09/01/2021 | 0.41% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.39% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.38% |
| GNR 2020-18 GS IO 05.9508 02/20/2050 | 0.38% |
| FREMF 2019-KF66 B 144A 02.5073 07/25/2029 | 0.38% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.37% |
| AT&T INC 04.3500 03/01/2029 | 0.36% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.35% |
| FHMS K105 X1 IO 01.5229 01/25/2030 | 0.35% |
| ABBVIE INC 03.2000 11/21/2029 | 0.34% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.34% |
| COMM 2018-COR3 C 04.5605 05/10/2051 | 0.34% |
| GNR 2020-55 SA IO 05.9508 04/20/2050 | 0.34% |
| US BANCORP 01.3750 07/22/2030 | 0.33% |
| STACR 2019-DNA2 M2 02.5416 03/25/2049 | 0.33% |
| UBSBB 2012-C3 C 144A 05.0308 08/10/2049 | 0.33% |
| MSC 2011-C3 B 144A 05.2155 07/15/2049 | 0.33% |
| CSAIL 2015-C4 B 04.3119 11/15/2048 | 0.33% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.33% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.33% |
| MATCHPOINT FINANCE PLC 57666ATM4 DCP 06/21/2021 | 0.33% |
| NATIONWIDE BUILDING SOCIETY 6385E0U19 DCP 07/01/2021 | 0.33% |
| NORDEA BANK ABP 65558JVC8 DCP 08/12/2021 | 0.33% |
| SUMITOMO MITSUI TRUST BANK LT 86563GU75 DCP 07/07/2021 | 0.33% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.32% |
| GNR 2020-142 SB IO 06.2008 09/20/2050 | 0.32% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.32% |
| BROADCOM INC 04.1500 11/15/2030 | 0.32% |
| MRAIT 2020-11 A1X 01.8009 04/22/2022 | 0.32% |
| SPST 2021-6 A 00.8925 04/25/2022 | 0.31% |
| NETFLIX INC 04.3750 11/15/2026 | 0.31% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.30% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.30% |
| STACR 2019-DNA1 B1 04.7416 01/25/2049 | 0.30% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.30% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.30% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.29% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.29% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.29% |
| ORACLE CORP 03.6500 03/25/2041 | 0.29% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.29% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.29% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.29% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.29% |
| GNR 2020-47 SG IO 05.9008 02/20/2049 | 0.28% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.28% |
| WFCM 2019-C50 XA IO 01.4147 05/15/2052 | 0.28% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.28% |
| GNR 2020-112 MS IO 06.2008 08/20/2050 | 0.28% |
| AT&T INC 04.3000 02/15/2030 | 0.28% |
| SPST 2020-6 A 01.8425 09/07/2021 | 0.28% |
| MRAIT 2021-EBO1 A1X 01.8601 10/08/2021 | 0.28% |
| SPST 2020-13 A 01.5925 10/10/2021 | 0.27% |
| US 5YR NOTE (CBT) SEP21 FVU1 | 0.27% |
| CHARIOT FUNDING LLC 15963TT17 DCP 06/01/2021 | 0.27% |
| CHARIOT FUNDING LLC 15963TTH2 DCP 06/17/2021 | 0.27% |
| TORONTO-DOMINION BANK/THE 89119AT32 DCP 06/03/2021 | 0.27% |
| GNR 2020-11 SY IO 06.0008 01/20/2050 | 0.27% |
| CASH MGMT BILL 00.0000 08/03/2021 | 0.27% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.26% |
| EQUINIX INC 03.2000 11/18/2029 | 0.26% |
| LENNAR CORP 04.7500 11/29/2027 | 0.26% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.26% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.26% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.26% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.26% |
| BMIR 2017-1 M2 144A 03.4416 10/25/2027 | 0.26% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.25% |
| SPST 2020-15 A 01.4625 12/10/2021 | 0.25% |
| AT&T INC 03.3000 02/01/2052 | 0.25% |
| STACR 2016-HQA1 M3 06.4416 09/25/2028 | 0.25% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.25% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.25% |
| STACR 2019-DNA3 M2 02.1416 07/25/2049 | 0.25% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.25% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.24% |
| FNR 2020-12 SK IO 05.9584 03/25/2050 | 0.24% |
| VICTORY RECEIVABLES CORP 92646KUM2 DCP 07/21/2021 | 0.24% |
| GNR 2020-98 KS IO 06.1008 07/20/2050 | 0.24% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.24% |
| CASH MGMT BILL 00.0000 08/17/2021 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.23% |
| MRAIT 2020-12 A1X 01.4509 07/15/2021 | 0.23% |
| CD 2017-CD6 C 04.2659 11/13/2050 | 0.23% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.23% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.23% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.22% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.22% |
| BACM 2015-UBS7 B 04.3587 09/15/2048 | 0.22% |
| JPMBB 2013-C15 C 05.1958 11/15/2045 | 0.22% |
| BROADCOM INC 05.0000 04/15/2030 | 0.22% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.22% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.22% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TT27 DCP 06/02/2021 | 0.22% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TUP4 DCP 07/23/2021 | 0.22% |
| TREASURY BILL 00.0000 09/02/2021 | 0.22% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.22% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.22% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.22% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.21% |
| STACR 2020-HQA2 M2 03.1916 03/25/2050 | 0.21% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.21% |
| COMCAST CORP 03.9990 11/01/2049 | 0.21% |
| STACR 2017-HQA1 M2B 03.6416 08/25/2029 | 0.21% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.21% |
| FNR 2019-74 S IO 05.9084 12/25/2049 | 0.20% |
| WFCM 2018-C46 C 04.9782 08/15/2051 | 0.20% |
| GNMA GII30 TBA 04.5000 06/01/2051 | 0.20% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.20% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.20% |
| STACR 2018-DNA2 B1 03.7916 12/25/2030 | 0.20% |
| TREASURY BILL 00.0000 07/06/2021 | 0.20% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.19% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.19% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.19% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| JPMDB 2017-C5 XA IO 00.9430 03/15/2050 | 0.19% |
| FISERV INC 04.2000 10/01/2028 | 0.19% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.19% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.19% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.19% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.19% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.18% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.18% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.18% |
| WFRBS 2011-C4 C 144A 05.1338 06/15/2044 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.18% |
| ALPHABET INC 02.2500 08/15/2060 | 0.18% |
| CAS 2016-C03 1M2 05.3916 10/25/2028 | 0.18% |
| MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.18% |
| FNR 2016-8 SA IO 05.9584 03/25/2046 | 0.18% |
| ZOETIS INC 03.9000 08/20/2028 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| FREMF 2019-KF71 B 144A 02.4073 10/25/2029 | 0.18% |
| MANHATTAN ASSET FUNDING CO LL 56274LT79 DCP 06/07/2021 | 0.18% |
| RRAM 2018-3A A1R2 144A 01.2738 01/15/2030 | 0.18% |
| STACR 2016-HQA2 M3 05.2416 11/25/2028 | 0.18% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.18% |
| JPMBB 2013-C12 C 04.0989 07/15/2045 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.17% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.17% |
| UBSCM 2018-C12 XA IO 00.8153 08/15/2051 | 0.17% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.17% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.17% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.17% |
| CAS 2017-C07 1EB2 01.0916 05/25/2030 | 0.17% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.17% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.17% |
| FNR 2019-57 LS IO 05.9084 10/25/2049 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| MRAFT 2020-5 A1 01.0951 08/10/2023 | 0.16% |
| BMIR 2019-4A M1C 144A 02.5916 10/25/2029 | 0.16% |
| CHARTA LLC 16115VTG4 DCP 06/16/2021 | 0.16% |
| STACR 2016-HQA3 M3 03.9416 03/25/2029 | 0.16% |
| JPMCC 2012-C8 C 144A 04.6215 10/15/2045 | 0.16% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.16% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.16% |
| CAS 2018-C05 1B1 04.3416 01/25/2031 | 0.16% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.16% |
| STACR 2020-HQA3 M2 03.6916 07/25/2050 | 0.16% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.16% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.16% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.16% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.16% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.16% |
| COMM 2017-COR2 C 04.5604 09/10/2050 | 0.16% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.16% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% |
| GNR 2018-168 KS IO 06.0508 12/20/2048 | 0.16% |
| GNR 2019-119 KS IO 05.9491 09/16/2049 | 0.16% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.16% |
| RMIR 2019-1 M2 144A 03.2916 02/25/2029 | 0.16% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.15% |
| BBCMS 2020-C7 XA IO 01.6297 04/15/2053 | 0.15% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.15% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.15% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.15% |
| NORDEA BANK ABP 65558JWE3 DCP 09/14/2021 | 0.15% |
| GNR 2020-34 SQ IO 05.9508 10/20/2049 | 0.15% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.15% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.15% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| 02.2500 03/01/2031 | 0.14% |
| CSAIL 2019-C17 XA IO 01.3643 09/15/2052 | 0.14% |
| STACR 2018-DNA1 M2 01.8916 07/25/2030 | 0.14% |
| FNR 2018-44 SA IO 06.1084 06/25/2048 | 0.14% |
| SOCIETE GENERALE SA 83369BVG8 DCP 08/16/2021 | 0.14% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.14% |
| UBSC 2011-C1 D 144A 06.0544 01/10/2045 | 0.14% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.14% |
| STACR 2018-DNA2 M2 02.2416 12/25/2030 | 0.14% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.14% |
| CAS 2016-C02 1M2 06.0916 09/25/2028 | 0.14% |
| CAS 2020-SBT1 1M2 03.7416 02/25/2040 | 0.14% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.14% |
| GNR 2020-32 GS IO 06.0008 03/20/2050 | 0.14% |
| WFCM 2020-C57 C 04.0239 08/15/2053 | 0.14% |
| CAS 2016-C03 2M2 05.9916 10/25/2028 | 0.14% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.14% |
| BANK 2018-BN13 XA 00.5034 08/15/2061 | 0.14% |
| GNR 2019-20 SB IO 06.0008 02/20/2049 | 0.14% |
| GNR 2019-83 SW IO 06.0008 07/20/2049 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| STACR 2020-DNA2 B1 02.5916 02/25/2050 | 0.14% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| FHR 4839 WS IO 05.9991 08/15/2056 | 0.13% |
| GNR 2019-123 SL IO 06.0508 10/20/2049 | 0.13% |
| MSBAM 2014-C14 C 05.0498 02/15/2047 | 0.13% |
| BACM 2016-UB10 C 04.8673 07/15/2049 | 0.13% |
| FHMS K110 X1 IO 01.6978 04/25/2030 | 0.13% |
| JPMDB 2019-COR6 IO 00.9406 11/13/2052 | 0.13% |
| CSMC 2008-C1 AJ 144A 05.8033 02/15/2041 | 0.13% |
| FHMS K104 X1 IO 01.1267 01/25/2030 | 0.13% |
| WFCM 2017-C41 XA IO 01.2012 11/15/2050 | 0.13% |
| CAS 2017-C03 1M2 03.0916 10/25/2029 | 0.13% |
| CAS 2020-R01 1M2 02.1416 01/25/2040 | 0.13% |
| DBUBS 2011-LC2A C 144A 05.3893 07/10/2044 | 0.13% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% |
| STACR 2015-DNA3 M3 04.7916 04/25/2028 | 0.13% |
| UBSCM 2012-C1 D 144A 05.5686 05/10/2045 | 0.13% |
| WAMU 2005-AR13 A1C4 00.9516 10/25/2045 | 0.13% |
| CAS 2018-R07 1B1 MTGE 04.4416 04/25/2031 | 0.13% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.13% |
| OZLM 2015-11A A1R 144A 01.4355 10/30/2030 | 0.13% |
| STACR 2016-DNA2 M3 04.7416 10/25/2028 | 0.13% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.13% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.13% |
| STACR 2018-HQA1 M2 02.3916 09/25/2030 | 0.12% |
| STACR 2020-HQA1 M2 01.9916 01/25/2050 | 0.12% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.12% |
| MSRR 2015-R4 CB1 00.9318 08/26/2047 | 0.12% |
| STACR 2016-DNA3 M3 05.0916 12/25/2028 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| GNR 2019-30 SH IO 05.9508 03/20/2049 | 0.12% |
| TMIR 2021-1 M1B 144A 03.0916 08/25/2033 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.12% |
| MAGNE 2020-26A A 144A 01.9338 07/15/2030 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| FNR 2019-3 SA IO 06.0084 02/25/2049 | 0.12% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.12% |
| JPMCC 2011-C4 C 144A 05.3844 07/15/2046 | 0.12% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.12% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.12% |
| MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.12% |
| STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.12% |
| WFRBS 2013-C12 C 04.3168 03/15/2048 | 0.12% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.12% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.12% |
| CAS 2017-C03 1B1 04.9416 10/25/2029 | 0.12% |
| CAS 2017-C04 2M2 02.9416 11/25/2029 | 0.12% |
| GSMS 2014-GC22 C 04.6910 06/10/2047 | 0.12% |
| MSC 2012-C4 C 144A 05.4182 03/15/2045 | 0.12% |
| MSBAM 2013-C10 E 144A 04.0807 07/15/2046 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.11% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.11% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.11% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.11% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.11% |
| COMM 2014-CR17 D 144A 04.8482 05/10/2047 | 0.11% |
| FNR 2017-108 SA IO 06.0584 01/25/2048 | 0.11% |
| JPMBB 2013-C14 D 144A 04.5704 08/15/2046 | 0.11% |
| PACIFICORP 02.7000 09/15/2030 | 0.11% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.11% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.11% |
| CAS 2017-C01 1B1 05.8416 07/25/2029 | 0.11% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.11% |
| MDPK 2015-19A A1R2 144A 01.1038 01/22/2028 | 0.11% |
| FNR 2015-66 AS IO 06.1584 09/25/2045 | 0.11% |
| HCA INC 04.1250 06/15/2029 | 0.11% |
| CGMS 2017-1A A1A 144A 01.4883 04/20/2031 | 0.11% |
| FHR 4738 QS IO 06.0991 12/15/2047 | 0.11% |
| STACR 2018-HQA2 M2 02.3916 10/25/2048 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.11% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.11% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| JPMBB 2014-C25 D P/P 144A 03.9466 11/15/2047 | 0.10% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| COMM 2019-GC44 XA IO 00.6509 08/15/2057 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.10% |
| ZAIS 2019-13A A1A 144A 01.6738 07/15/2032 | 0.10% |
| ZOETIS INC 02.0000 05/15/2030 | 0.10% |
| BSCMS 2007-T26 AJ 05.4312 01/12/2045 | 0.10% |
| GNR 2019-108 S IO 05.9508 08/20/2049 | 0.10% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.10% |
| COMM 2014-CR17 C 04.7844 05/10/2047 | 0.10% |
| FHR 4461 SB IO 06.0991 04/15/2045 | 0.10% |
| FNR 2019-59 SD IO 05.9584 10/25/2049 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0259 12/15/2050 | 0.10% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| CSAIL 2015-C1 C 04.2630 04/15/2050 | 0.10% |
| CSMC 2016-NXSR XA IO 00.7500 12/15/2049 | 0.10% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.10% |
| CIGNA CORP 03.7500 07/15/2023 | 0.10% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.10% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.10% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.09% |
| JPMCC 2012-C8 D 144A 04.6696 10/15/2045 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| COMM 2012-CR1 C 05.3541 05/15/2045 | 0.09% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.09% |
| GNR 2019-83 JS IO 06.0008 07/20/2049 | 0.09% |
| BOEING CO 05.9300 05/01/2060 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| FNR 2016-91 AS IO 06.0084 12/25/2046 | 0.09% |
| GSMS 2014-GC18 C 04.9884 01/10/2047 | 0.09% |
| STACR 2017-HQA1 M2 03.6416 08/25/2029 | 0.09% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.09% |
| GNR 2018-148 GS IO 05.9991 02/16/2046 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.09% |
| CFCRE 2011-C2 E P/P 144A 05.7481 12/15/2047 | 0.09% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.09% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.09% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.09% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.09% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.09% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.09% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| CAS 2020-R02 2M2 02.0916 01/25/2040 | 0.08% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.08% |
| GNMA GII30 TBA 03.0000 06/01/2051 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| UBSCM 2012-C1 C 144A 05.5686 05/10/2045 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| BANK 2020-BN26 XA IO 01.2354 03/15/2063 | 0.08% |
| CAS 2017-C07 1B1 04.0916 05/25/2030 | 0.08% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.08% |
| GNR 2014-131 BS IO 06.0991 09/16/2044 | 0.08% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.08% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| MSC 2018-H4 XA 00.8574 12/15/2051 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| BRAVO 2021-HE2 B1 00.0100 11/25/2069 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| CSAIL 2015-C1 D 144A 03.7630 04/15/2050 | 0.08% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.08% |
| GNR 2016-H23 NI IO 02.3830 10/20/2066 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| STACR 2017-DNA2 B1 05.2416 10/25/2029 | 0.08% |
| CAS 2017-C01 1EB1 01.3416 07/25/2029 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| FHR 4596 CS IO 05.9991 06/15/2046 | 0.08% |
| FREMF 2018-KF43 B 144A 02.2573 01/25/2028 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.08% |
| COMM 2014-CR18 C 04.7562 07/15/2047 | 0.08% |
| GNR 2020-H02 GI IO 02.2197 01/20/2070 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.08% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.08% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.08% |
| WBCMT 2005-C21 E 144A 05.1023 10/15/2044 | 0.08% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.08% |
| GNR 2018-155 SE IO 06.0008 11/20/2048 | 0.08% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.08% |
| JPMBB 2013-C14 E 144A 04.5704 08/15/2046 | 0.07% |
| MSC 2018-H3 XA 00.8258 07/15/2051 | 0.07% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.07% |
| AGL 2020-5A A1 144A 02.2383 07/20/2030 | 0.07% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.07% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.07% |
| CIT BANK NA 02.9690 09/27/2025 | 0.07% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.07% |
| FNR 2014-87 MS IO 06.1584 01/25/2045 | 0.07% |
| GNR 2010-31 SA IO 05.6508 03/20/2040 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| RRAM 2020-10A A1FL 144A 01.9838 07/15/2033 | 0.07% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.07% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.07% |
| FNR 2018-29 S IO 06.1084 05/25/2048 | 0.07% |
| STACR 2020-DNA2 M2 01.9416 02/25/2050 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| CAS 2017-C06 1B1 04.2416 02/25/2030 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| STACR 2019-HQA1 M2 02.4416 02/25/2049 | 0.07% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| GNR 2012-149 GS IO 06.1008 12/20/2042 | 0.07% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.07% |
| CAS 2017-C02 2ED3 01.4416 09/25/2029 | 0.07% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| JPMCC 2012-C6 E 144A 05.1413 05/15/2045 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% |
| SNDPT 2018-1A A 144A 01.1838 04/15/2031 | 0.06% |
| COMM 2014-CR19 D 144A 04.7080 08/10/2047 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| CWALT 2007-OA6 A1A 00.2316 06/25/2037 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| FHMS K100 X1 IO 00.6501 09/25/2029 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2051 | 0.06% |
| GNR 2010-9 YD IO 06.6991 01/16/2040 | 0.06% |
| GNR 2014-H11 GI IO 01.4954 06/20/2064 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| GNR 2016-H02 HI IO 01.5496 01/20/2066 | 0.06% |
| GNR 2019-21 SJ IO 05.9508 02/20/2049 | 0.06% |
| GNR 2019-H14 IB IO 02.2222 08/20/2069 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| MSC 2016-UB12 XA IO 00.7385 12/15/2049 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.06% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.06% |
| GNR 2019-44 SA IO 05.9508 04/20/2049 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.06% |
| BMIR 2020-2A M1C 144A 04.0916 08/26/2030 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.06% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.06% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.06% |
| MSBAM 2013-C11 F 144A 04.3515 08/15/2046 | 0.06% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.06% |
| FHR 4839 AS IO 05.9491 06/15/2042 | 0.06% |
| GNR 2014-H07 BI IO 01.4818 05/20/2064 | 0.06% |
| GNR 2018-H20 BI IO 02.2469 06/20/2068 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.06% |
| GNR 2019-65 BS IO 06.0008 05/20/2049 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| GNR 2015-H12 GI IO 01.8011 05/20/2065 | 0.05% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| STACR 2017-HQA2 M2 02.7416 12/25/2029 | 0.05% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| FHR 4912 PS IO 05.9584 09/25/2049 | 0.05% |
| GNR 2019-H02 DI IO 02.3160 11/20/2068 | 0.05% |
| WAMU 2005-AR17 A1B2 00.9116 12/25/2045 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| STACR 2014-DN2 M3 03.6916 04/25/2024 | 0.05% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.05% |
| GNR 2016-H11 HI IO 02.1062 01/20/2066 | 0.05% |
| GNR 2018-H05 AI IO 02.3901 02/20/2068 | 0.05% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| EMIR 2018-1 M1 01.7916 11/25/2028 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| OPTN FN30 2.0 07/07/21 CALL 100.734375 JPMC | 0.05% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.05% |
| WFCM 2014-LC16 XA IO 01.0859 08/15/2050 | 0.05% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.05% |
| WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.05% |
| STACR 2015-HQA2 M3 04.8916 05/25/2028 | 0.05% |
| STACR 2017-DNA1 M2 03.3416 07/25/2029 | 0.05% |
| CAS 2020-SBT1 2M2 03.7416 02/25/2040 | 0.04% |
| CGCMT 2014-GC19 X IO 01.1340 03/10/2047 | 0.04% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.04% |
| 1.6309 R ISWP US0003M P 04/30/2031 | 0.04% |
| CAS 2019-R02 1B1 04.2416 08/25/2031 | 0.04% |
| FHR 4077 HS IO 05.9991 07/15/2042 | 0.04% |
| FNR 2018-1 MS IO 06.0584 02/25/2048 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| CAS 2019-HRP1 M2 02.2416 11/25/2039 | 0.04% |
| COMM 2013-CR6 D 144A 04.0886 03/10/2046 | 0.04% |
| DBUBS 2011-LC3A D 144A 05.4266 08/10/2044 | 0.04% |
| GNR 2017-H12 QI IO 01.7401 05/20/2067 | 0.04% |
| STACR 2014-HQ2 M3 03.8416 09/25/2024 | 0.04% |
| STACR 2017-HQA2 M2B 02.7416 12/25/2029 | 0.04% |
| COMM 2014-LC15 XA IO 01.0690 04/10/2047 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2015-H10 CI IO 01.8112 04/20/2065 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| WFRBS 2012-C7 D 144A 04.8034 06/15/2045 | 0.04% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.04% |
| CAS 2016-C06 1M2 04.3416 04/25/2029 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.04% |
| GNR 2015-H09 BI IO 01.6904 03/20/2065 | 0.04% |
| GNR 2015-H16 XI IO 02.3855 07/20/2065 | 0.04% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| COMM 2013-CR13 E 144A 04.8832 11/10/2046 | 0.04% |
| GNR 2015-H20 AI IO 01.8270 08/20/2065 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.04% |
| GNR 2015-H04 AI IO 01.6089 12/20/2064 | 0.04% |
| GNR 2015-H12 AI IO 01.8644 05/20/2065 | 0.04% |
| GNR 2015-H12 EI IO 01.7174 04/20/2065 | 0.04% |
| GNR 2017-H23 BI IO 01.8898 11/20/2067 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| WAMU 2005-AR13 A1B2 00.9516 10/25/2045 | 0.04% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.04% |
| GNR 2018-91 SJ IO 06.1508 07/20/2048 | 0.04% |
| GNR 2018-H02 EI IO 02.3807 01/20/2068 | 0.04% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.04% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.04% |
| CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.04% |
| COMM 2012-CR1 D 144A 05.3541 05/15/2045 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.04% |
| GNR 2019-125 SG IO 05.9508 10/20/2049 | 0.04% |
| GNR 2019-78 SJ IO 05.9508 06/20/2049 | 0.04% |
| STACR 2018-DNA3 B1 03.9916 09/25/2048 | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| CPURNSA P 2.686 R 04/01/31 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.04% |
| GNR 2015-H25 CI IO 01.9427 10/20/2065 | 0.04% |
| GNR 2015-H26 DI IO 01.9220 10/20/2065 | 0.04% |
| JPMCC 2016-JP2 XA IO 01.7902 08/15/2049 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2015-H15 JI IO 01.9650 06/20/2065 | 0.03% |
| GNR 2016-H04 KI IO 01.5324 02/20/2066 | 0.03% |
| GNR 2016-H24 JI IO 02.2251 11/20/2066 | 0.03% |
| GNR 2017-H14 EI IO 01.5783 06/20/2067 | 0.03% |
| WFRBS 2011-C4 E 144A 05.1338 06/15/2044 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| CAS 2016-C01 1M2 06.8416 08/25/2028 | 0.03% |
| EMIR 2018-1 M2 03.0916 11/25/2028 | 0.03% |
| GNMA GII30 AY4779 04.4910 03/20/2067 | 0.03% |
| GNR 2019-121 SD IO 05.9008 10/20/2049 | 0.03% |
| GSMBS 2020-RPL1 M2 03.8382 07/25/2059 | 0.03% |
| GSMS 2013-GC10 XA IO 01.4832 02/10/2046 | 0.03% |
| MSBAM 2015-C26 XA IO 01.0157 10/15/2048 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| JPMCC 2011-C3 D 144A 05.5227 02/15/2046 | 0.03% |
| MSBAM 2013-C12 XA IO 00.5840 10/15/2046 | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.03% |
| COMM 2014-UBS6 XA IO 00.8850 12/10/2047 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H25 AI IO 01.6228 09/20/2065 | 0.03% |
| TPMT 2015-6 M1 144A 03.7500 04/25/2055 | 0.03% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.03% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.03% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| CAS 2019-R03 1M2 02.2416 09/25/2031 | 0.03% |
| GNR 2015-H28 DI IO 01.5512 08/20/2065 | 0.03% |
| GNR 2017-H10 MI IO 01.8564 04/20/2067 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.03% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.03% |
| WFRBS 2012-C10 E 144A 04.4260 12/15/2045 | 0.03% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| JPMCC 2011-C3 F 144A 05.5227 02/15/2046 | 0.03% |
| MSC 2016-BNK2 XA IO 01.0366 11/15/2049 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| WFRBS 2012-C10 D 144A 04.4260 12/15/2045 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| STACR 2017-DNA2 M2 03.5416 10/25/2029 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNR 2017-H08 NI IO 02.2725 03/20/2067 | 0.03% |
| GSMS 2014-GC22 XA IO 00.9768 06/10/2047 | 0.03% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.03% |
| GNR 2010-H19 GI IO 01.4144 08/20/2060 | 0.03% |
| OPTN FN30 2.5 07/07/21 CALL 103.375 JPMC | 0.03% |
| WFRBS 2014-C23 XA IO 00.5620 10/15/2057 | 0.03% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.02% |
| CAS 2019-R06 2M2 02.1916 09/25/2039 | 0.02% |
| CCMFC 2004-3A A2 00.3916 08/25/2035 | 0.02% |
| COMM 2014-CR17 XA IO 00.9629 05/10/2047 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| FNR 2018-94 SA IO 06.0084 01/25/2049 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CAS 2018-C05 1M2 02.4416 01/25/2031 | 0.02% |
| COMM 2015-CR23 XA IO 00.8903 05/10/2048 | 0.02% |
| GNMA GII30 AI2340 04.4870 05/20/2065 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNR 2016-H27 BI IO 02.4498 12/20/2066 | 0.02% |
| WFRBS 2012-C9 XA IO 144A 01.8665 11/15/2045 | 0.02% |
| BCAP 2015-RR5 2A2 01.2183 01/26/2046 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.02% |
| CAS 2019-R01 2M2 02.5416 07/25/2031 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.02% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GSMS 2014-GC18 XA IO 01.0010 01/10/2047 | 0.02% |
| JPMCC 2013-C10 XA IO 00.9477 12/15/2047 | 0.02% |
| JPMCC 2013-C16 XA IO 00.9128 12/15/2046 | 0.02% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| WFRBS 2013-C14 XA IO 00.7072 06/15/2046 | 0.02% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.02% |
| COMM 2014-UBS4 XA IO 01.0975 08/10/2047 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| MSBAM 2013-C10 F 144A 04.0807 07/15/2046 | 0.02% |
| MSBAM 2013-C7 XA IO 01.3226 02/15/2046 | 0.02% |
| STACR 2019-DNA2 B1 04.4416 03/25/2049 | 0.02% |
| STACR 2020-HQA4 M2 03.2416 09/25/2050 | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| FHR 3408 EK 25.3872 04/15/2037 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2015-H17 CI IO 01.5807 06/20/2065 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| MSC 2012-C4 E 144A 05.4182 03/15/2045 | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| CAS 2017-C05 1B1 03.6916 01/25/2030 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| JPMBB 2014-C25 XA IO 00.8392 11/15/2047 | 0.02% |
| JPMCC 2013-LC11 X IO 01.2420 04/15/2046 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| WAMU 2005-AR1 A2B 00.8916 01/25/2045 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8006 09/15/2057 | 0.02% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| CAS 2018-C01 1M2 02.3416 07/25/2030 | 0.02% |
| CFCRE 2011-C2 D 144A 05.7481 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| FHR 3852 NT 05.8991 05/15/2041 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2015-H01 CI IO 01.6104 12/20/2064 | 0.02% |
| GSMS 2013-GC12 XA IO 01.4012 06/10/2046 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| UBSBB 2012-C4 XA IO 144A 01.5948 12/10/2045 | 0.02% |
| WAMU 2005-AR17 A1B3 00.7916 12/25/2045 | 0.02% |
| WFRBS 2012-C10 XA IO 144A 01.5158 12/15/2045 | 0.02% |
| CGCMT 2013-GC17 X IO 01.0219 11/10/2046 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| GNR 2019-99 KS IO 05.9508 08/20/2049 | 0.02% |
| HMIR 2018-1 M1 144A 01.6916 10/25/2028 | 0.02% |
| JPMCC 2012-LC9 D 144A 04.4189 12/15/2047 | 0.02% |
| NHEL 2004-2 M4 01.8916 09/25/2034 | 0.02% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.02% |
| WAMU 2005-AR2 2A1B 00.8316 01/25/2045 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CAS 2017-C06 2M2 02.8916 02/25/2030 | 0.02% |
| COMM 2014-CR19 XA IO 00.9686 08/10/2047 | 0.02% |
| CPURNSA P 2.79 R 04/15/26 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| ANGLO AMERICAN CAP P/P 144A 02.8750 03/17/2031 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.01% |
| ARES CAPITAL CORP 02.1500 07/15/2026 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| AT&T INC 04.5000 03/09/2048 | 0.01% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.01% |
| CAS 2019-R05 1M2 02.0916 07/25/2039 | 0.01% |
| CHOICE HOTELS INTL INC 03.7000 01/15/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMM 2014-CR18 XA IO 01.0090 07/15/2047 | 0.01% |
| COMM 2014-UBS6 C 04.4452 12/10/2047 | 0.01% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.01% |
| DIAMONDBACK ENERGY INC 03.5000 12/01/2029 | 0.01% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.01% |
| ENERGY TRANSFER LP 04.9500 06/15/2028 | 0.01% |
| ENLINK MIDSTREAM LLC 05.3750 06/01/2029 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.01% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.01% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.01% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.01% |
| NORTHROP GRUMMAN CORP 04.4000 05/01/2030 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.3500 11/01/2029 | 0.01% |
| REPUBLIC SERVICES INC 01.7500 02/15/2032 | 0.01% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.01% |
| TECK RESOURCES LIMITED USD 06.0000 08/15/2040 | 0.01% |
| TOPBUILD CORP P/P 144A 03.6250 03/15/2029 | 0.01% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANALOG DEVICES INC 03.5000 12/05/2026 | 0.01% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.01% |
| AUTONATION INC 04.7500 06/01/2030 | 0.01% |
| BROADCOM INC 04.7500 04/15/2029 | 0.01% |
| CLOROX COMPANY 01.8000 05/15/2030 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMM 2013-LC13 XA IO 01.0124 08/10/2046 | 0.01% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.01% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.01% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FIRSTENERGY TRANS P/P 144A 04.5500 04/01/2049 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GLOBAL PAYMENTS INC 03.2000 08/15/2029 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JPMCC 2012-LC9 XA IO 01.4857 12/15/2047 | 0.01% |
| LENNAR CORP 05.0000 06/15/2027 | 0.01% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.01% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 0.01% |
| ONEOK INC 06.3500 01/15/2031 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QVC INC 04.3750 09/01/2028 | 0.01% |
| SENSATA TECH INC P/P 144A 04.3750 02/15/2030 | 0.01% |
| T-MOBILE USA INC 03.0000 02/15/2041 | 0.01% |
| THERMO FISHER SCIENTIFIC 04.4970 03/25/2030 | 0.01% |
| TJX COS INC 03.8750 04/15/2030 | 0.01% |
| UNIVERSAL HLTH SVCS P/P 144A 02.6500 10/15/2030 | 0.01% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.01% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.01% |
| WPX ENERGY INC 05.2500 09/15/2024 | 0.01% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.01% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.01% |
| CAS 2017-C02 2M2 03.7416 09/25/2029 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.01% |
| SOUTHERN CAL EDISON 04.6500 10/01/2043 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.631 R ISWP US0003M P 04/16/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| GNMA GII30 AW8447 04.3270 05/20/2067 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 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 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| COMM 2014-LC17 XA IO 00.7204 10/10/2047 | 0.01% |
| FHR 3065 DC 19.5574 03/15/2035 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| FNR 2011-4 CS 12.7167 05/25/2040 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| 1.5808 R ISWP US0003M P 05/07/2031 | 0.01% |
| 1.62364 R ISWP US0003M P 05/17/2031 | 0.01% |
| CAS 2016-C04 1M2 04.3416 01/25/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2005-106 JC 19.8399 12/25/2035 | 0.01% |
| FNR 2006-62 PS 39.3502 07/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| 1.6191 R ISWP US0003M P 05/17/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| FNR 2006-8 HP 24.2307 03/25/2036 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MSBAM 2013-C11 D 144A 04.3515 08/15/2046 | 0.01% |
| OMIR 2017-1A M2 144A 04.0916 04/25/2027 | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| 0.95 R ISWP US0003M P 04/28/2026 | 0.01% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| CAS 2018-R07 1M2 02.4916 04/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 AH1076 04.6660 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2020-15 CS IO 05.9508 02/20/2050 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| WFRBS 2013-C11 XA IO 144A 01.1414 03/15/2045 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 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 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| 0.896 R ISWP US0003M P 05/18/2026 | 0.00% |
| 1.564 R ISWP US0003M P 05/14/2031 | 0.00% |
| 1.623 R ISWP US0003M P 05/21/2031 | 0.00% |
| 1.653 R ISWP US0003M P 05/17/2031 | 0.00% |
| CAS 2018-C06 1M2 02.0916 03/25/2031 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.00% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2013-129 SN IO 06.0508 09/20/2043 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.00% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.00% |
| 1.5911 R ISWP US0003M P 05/13/2031 | 0.00% |
| CAS 2016-C07 2M2 04.4416 05/25/2029 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.00% |
| FHR 2990 LB 16.6878 06/15/2034 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.00% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.00% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| BMIR 2018-2A M1C 144A 01.6916 08/25/2028 | 0.00% |
| CAS 2017-C01 1M2 03.6416 07/25/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 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 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 JP | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.00% |
| SWPTN 5WX10Y R 1.657 USD 06/14/2021 CI | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| 0.29 R ISWP US0003M P 04/30/2023 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 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 CG | 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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| COMM 2012-LC4 XA IO 144A 02.0938 12/10/2044 | 0.00% |
| CSMC 2007-C4 C 144A 05.7189 09/15/2039 | 0.00% |
| FHR 2976 LC 24.0501 05/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 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 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 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AH1094 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4630 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.4950 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5546 05/20/2065 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.00% |
| UBSCM 2012-C1 XA IO 144A 02.0522 05/10/2045 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.2735 R ISWP US0003M P 05/07/2023 | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.00% |
| 1.5855 R ISWP US0003M P 05/25/2031 | 0.00% |
| 1.998 R ISWP US0003M P 04/26/2051 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 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 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 AN1902 04.5720 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4870 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6060 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4060 06/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 1MX10Y R 1.629 USD 06/18/2021 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.00% |
| 0.254 R ISWP US0003M P 05/13/2023 | 0.00% |
| 0.2705 R ISWP US0003M P 04/26/2023 | 0.00% |
| 1.534 R ISWP US0003M P 04/19/2031 | 0.00% |
| 1.5415 R ISWP US0003M P 04/26/2031 | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| 1.6265 R ISWP US0003M P 04/30/2031 | 0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | 0.00% |
| 1.991 R ISWP US0003M P 04/23/2051 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| BACM 2007-1 XW IO 00.4234 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5617 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5135 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSFB 2003-C3 AX IO 144A 02.0576 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0157 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3831 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% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0609 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2972 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4021 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.1449 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1449 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 05.6942 07/15/2045 | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | 0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 5WX5Y P 0.884 USD 06/28/2021 CI | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2619 11/15/2048 | 0.00% |
| WFRBS 2011-C5 XA IO 144A 01.6334 11/15/2044 | 0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5WX5Y R 0.884 USD 06/28/2021 CI | -0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.00% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| SWPTN 1MX10Y P 1.568 USD 06/10/2021 CI | -0.00% |
| SWPTN 1MX10Y R 1.568 USD 06/10/2021 CI | -0.00% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| 1.6785 R ISWP FWD US0003M P 06/14/2031 | -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 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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-.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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 1MX10Y P 1.629 USD 06/18/2021 CI | -0.00% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.5665 R ISWP US0003M P 04/29/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.00% |
| 1.65 R ISWP FWD US0003M P 08/16/2031 | -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.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| 2.0065 R ISWP US0003M P 04/22/2051 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 5WX10Y R 1.58 USD 06/07/2021 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 5WX10Y P 1.58 USD 06/07/2021 GS | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 5WX10Y P 1.657 USD 06/14/2021 CI | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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 GS | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -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 GS | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.02% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| 1.5905 R ISWP US0003M P 05/19/2031 | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -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 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.02% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.03% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.03% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.03% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.03% |
| OPTN FN30 2.5 07/07/21 PUT 103.375 JPMC | -0.03% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.03% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.04% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.04% |
| OPTN FN30 2.0 07/07/21 PUT 100.734375 JPMC | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.04% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.05% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.05% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.05% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.05% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.06% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.06% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.08% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.10% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.10% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.10% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.13% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.14% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.14% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.15% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.17% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.24% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.24% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.29% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.30% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.34% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.66% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.69% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.80% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.03% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -1.86% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -22.66% |
| 90DAY EURO$ FUTR JUN21 EDM1 | 25.65% |
|---|---|
| US 10YR NOTE (CBT)JUN21 TYM1 | 8.05% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 7.73% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 7.32% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 6.21% |
| US ULTRA BOND CBT JUN21 WNM1 | 4.59% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 3.46% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 2.84% |
| US 10YR ULTRA FUT JUN21 UXYM1 | 2.48% |
| GNMA GII30 TBA 03.5000 05/01/2051 | 1.24% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 1.16% |
| TREASURY BILL 00.0000 06/17/2021 | 1.12% |
| US LONG BOND(CBT) JUN21 USM1 | 1.12% |
| GNMA GII30 TBA 04.0000 05/01/2051 | 1.03% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.80% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2051 | 0.67% |
| APPLE INC 02.8000 02/08/2061 | 0.65% |
| TREASURY BILL 00.0000 05/25/2021 | 0.65% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.63% |
| MANHATTAN ASSET FUNDING CO LL 56274LU10 DCP 07/01/2021 | 0.61% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.61% |
| TREASURY BILL 00.0000 07/08/2021 | 0.59% |
| TREASURY BILL 00.0000 07/22/2021 | 0.59% |
| TREASURY BILL 00.0000 09/09/2021 | 0.59% |
| TREASURY BILL 00.0000 10/07/2021 | 0.59% |
| TREASURY BILL 00.0000 12/30/2021 | 0.59% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.58% |
| DNB BANK ASA 2332K0TQ5 DCP 06/24/2021 | 0.55% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.55% |
| ATLANTIC ASSET SECURITIZATION 04821TSK2 DCP 05/19/2021 | 0.55% |
| CRC FUNDING LLC 12619TU85 DCP 07/08/2021 | 0.55% |
| COMCAST CORP 03.4500 02/01/2050 | 0.54% |
| AUSTRALIA & NEW ZEALAND BANKI 05253ASA9 DCP 05/10/2021 | 0.53% |
| BARCLAYS BANK PLC CCP 06742XBA4 DCP 06/14/2021 | 0.53% |
| BPCE SA 05571BS38 DCP 05/03/2021 | 0.53% |
| FMS WERTMANAGEMENT 34411GTU0 DCP 06/28/2021 | 0.53% |
| ING US FUNDING LLC 4497W0VS4 DCP 08/26/2021 | 0.53% |
| LLOYDS BANK PLC 53943RUN7 DCP 07/22/2021 | 0.53% |
| MITSUBISHI UFJ TRUST & BANKIN 60682WV54 DCP 08/05/2021 | 0.53% |
| NATIONAL BANK OF CANADA 63307LT19 DCP 06/01/2021 | 0.53% |
| NORDEA BANK ABP 65558JSJ7 DCP 05/18/2021 | 0.53% |
| SWEDBANK AB 87019RTJ5 DCP 06/18/2021 | 0.53% |
| TOTAL CAPITAL CANADA LTD 89153PV41 DCP 08/04/2021 | 0.53% |
| TREASURY BILL 00.0000 05/11/2021 | 0.53% |
| TREASURY BILL 00.0000 06/03/2021 | 0.53% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.51% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.51% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.51% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.49% |
| OLD LINE FUNDING LLC 67984XHH2 DCP 08/16/2021 | 0.49% |
| MCAS 2019-01 M10 P/P 144A 03.3561 10/15/2049 | 0.46% |
| VERIZON COMM 04.3290 09/21/2028 | 0.46% |
| GNR 2020-18 GS IO 05.9341 02/20/2050 | 0.43% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.39% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.38% |
| FREMF 2019-KF66 B P/P 144A 02.5111 07/25/2029 | 0.37% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.36% |
| AT&T INC 04.3500 03/01/2029 | 0.36% |
| GNR 2020-55 SA IO 05.9341 04/20/2050 | 0.35% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.35% |
| FHMS K105 X1 IO 01.6449 01/25/2030 | 0.34% |
| ABBVIE INC 03.2000 11/21/2029 | 0.33% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.33% |
| COMM 2018-COR3 C 04.7125 05/10/2051 | 0.33% |
| STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.33% |
| UBSBB 2012-C3 C P/P 144A 05.1986 08/10/2049 | 0.33% |
| MSC 2011-C3 B P/P 144A 05.4338 07/15/2049 | 0.32% |
| US BANCORP 01.3750 07/22/2030 | 0.32% |
| CSAIL 2015-C4 B 04.4642 11/15/2048 | 0.32% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.32% |
| MATCHPOINT FINANCE PLC 57666ATM4 DCP 06/21/2021 | 0.32% |
| SUMITOMO MITSUI TRUST BANK LT 86563GU75 DCP 07/07/2021 | 0.32% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.32% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.32% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.32% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.32% |
| BROADCOM INC 04.1500 11/15/2030 | 0.31% |
| GNR 2020-142 SB IO 06.1841 09/20/2050 | 0.31% |
| MRAIT 2020-11 A1X 01.8146 04/22/2022 | 0.31% |
| SPST 2021-6 A 00.9061 04/25/2022 | 0.31% |
| NETFLIX INC 04.3750 11/15/2026 | 0.30% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.30% |
| GNR 2020-11 SY IO 05.9841 01/20/2050 | 0.30% |
| STACR 2019-DNA1 B1 04.7561 01/25/2049 | 0.30% |
| GNR 2020-47 SG IO 05.8841 02/20/2049 | 0.29% |
| LIBERTY STREET FUNDING LLC 53127TS46 DCP 05/04/2021 | 0.29% |
| MIZUHO BANK LTD/NEW YORK NY 60689FSQ2 DCP 05/24/2021 | 0.29% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.29% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.29% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.28% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.28% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.28% |
| ORACLE CORP 03.6500 03/25/2041 | 0.28% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.28% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.28% |
| GNR 2020-112 MS IO 06.1841 08/20/2050 | 0.28% |
| WFCM 2019-C50 XA IO 01.5825 05/15/2052 | 0.28% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.28% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.28% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.28% |
| SPST 2020-6 A 01.8561 09/07/2021 | 0.27% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.27% |
| AT&T INC 04.3000 02/15/2030 | 0.27% |
| US 5YR NOTE (CBT) JUN21 FVM1 | 0.27% |
| SPST 2020-13 A 01.6061 10/10/2021 | 0.27% |
| CHARIOT FUNDING LLC 15963TT17 DCP 06/01/2021 | 0.27% |
| CHARIOT FUNDING LLC 15963TTH2 DCP 06/17/2021 | 0.27% |
| TORONTO-DOMINION BANK/THE 89119AT32 DCP 06/03/2021 | 0.27% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.26% |
| CASH MGMT BILL 00.0000 08/03/2021 | 0.26% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.26% |
| EQUINIX INC 03.2000 11/18/2029 | 0.26% |
| FNR 2020-12 SK IO 05.9439 03/25/2050 | 0.26% |
| LENNAR CORP 04.7500 11/29/2027 | 0.26% |
| VISIO 2019-1 A3 03.8250 06/25/2054 | 0.26% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.26% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.25% |
| BMIR 2017-1 M2 P/P 144A 03.4561 10/25/2027 | 0.25% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.25% |
| SPST 2020-15 A 01.4761 12/10/2021 | 0.25% |
| STACR 2016-HQA1 M3 06.4561 09/25/2028 | 0.25% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.25% |
| STACR 2019-DNA3 M2 02.1561 07/25/2049 | 0.25% |
| GNR 2020-98 KS IO 06.0841 07/20/2050 | 0.24% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.24% |
| AT&T INC 03.3000 02/01/2052 | 0.24% |
| VICTORY RECEIVABLES CORP 92646KUM2 DCP 07/21/2021 | 0.24% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.24% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.23% |
| CASH MGMT BILL 00.0000 08/17/2021 | 0.23% |
| MRAIT 2020-2 A2 | 0.23% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.23% |
| MRAIT 2021-8 A1X 01.2651 10/15/2021 | 0.23% |
| MRAIT 2020-12 A1X 01.4646 07/15/2021 | 0.23% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.23% |
| CD 2017-CD6 C 04.4086 11/13/2050 | 0.22% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.22% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.22% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.22% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.22% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.22% |
| JPMBB 2013-C15 C 05.3693 11/15/2045 | 0.22% |
| BACM 2015-UBS7 B 04.5218 09/15/2048 | 0.22% |
| MP3 2013-1A AR P/P 144A 01.4383 10/20/2030 | 0.22% |
| BROADCOM INC 05.0000 04/15/2030 | 0.22% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TT27 DCP 06/02/2021 | 0.21% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.21% |
| INGIM 2013-2A A1R P/P 144A 01.1458 04/25/2031 | 0.21% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TUP4 DCP 07/23/2021 | 0.21% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.21% |
| FNR 2019-74 S IO 05.8939 12/25/2049 | 0.21% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.21% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.21% |
| STACR 2020-HQA2 M2 03.2061 03/25/2050 | 0.21% |
| COMCAST CORP 03.9990 11/01/2049 | 0.21% |
| STACR 2017-HQA1 M2B 03.6561 08/25/2029 | 0.20% |
| NATIONWIDE BUILDING SOCIETY 6385E0SS3 DCP 05/26/2021 | 0.20% |
| GNMA GII30 TBA 04.5000 05/01/2051 | 0.20% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.20% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| WFCM 2018-C46 C 05.1442 08/15/2051 | 0.20% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.19% |
| STACR 2018-DNA2 B1 03.8061 12/25/2030 | 0.19% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.19% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.19% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.19% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.19% |
| JPMDB 2017-C5 XA IO 01.0957 03/15/2050 | 0.19% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.19% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.18% |
| FISERV INC 04.2000 10/01/2028 | 0.18% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.18% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.18% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.18% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.18% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.18% |
| OPTN FN30 2.0 06/07/21 CALL 100.546875 JPMC | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| WFRBS 2011-C4 C P/P 144A 05.3166 06/15/2044 | 0.18% |
| MCAS 2020-01 M10 P/P 144A 03.8561 03/25/2050 | 0.18% |
| STACR 2020-HQA3 M2 03.7061 07/25/2050 | 0.18% |
| CAS 2016-C03 1M2 05.4061 10/25/2028 | 0.18% |
| FNR 2016-8 SA IO 05.9439 03/25/2046 | 0.18% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.17% |
| ZOETIS INC 03.9000 08/20/2028 | 0.17% |
| ALPHABET INC 02.2500 08/15/2060 | 0.17% |
| FREMF 2019-KF71 B P/P 144A 02.4111 10/25/2029 | 0.17% |
| JPMBB 2013-C12 C 04.2356 07/15/2045 | 0.17% |
| MANHATTAN ASSET FUNDING CO LL 56274LT79 DCP 06/07/2021 | 0.17% |
| STACR 2016-HQA2 M3 05.2561 11/25/2028 | 0.17% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.17% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.17% |
| UBSCM 2018-C12 XA IO 00.9814 08/15/2051 | 0.17% |
| FNR 2019-57 LS IO 05.8939 10/25/2049 | 0.17% |
| RRAM 2020-12A AAR2 P/P 144A 01.5438 01/15/2036 | 0.17% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.17% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.16% |
| CAS 2017-C07 1EB2 01.1061 05/25/2030 | 0.16% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.16% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.16% |
| MRAFT 2020-5 A1 01.1105 08/10/2023 | 0.16% |
| BMIR 2019-4A M1C P/P 144A 02.6061 10/25/2029 | 0.16% |
| CHARTA LLC 16115VTG4 DCP 06/16/2021 | 0.16% |
| STACR 2016-HQA3 M3 03.9561 03/25/2029 | 0.16% |
| GNR 2018-168 KS IO 06.0341 12/20/2048 | 0.16% |
| JPMCC 2012-C8 C P/P 144A 04.7772 10/15/2045 | 0.16% |
| FNR 2018-44 SA IO 06.0939 06/25/2048 | 0.16% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.16% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.16% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.16% |
| CAS 2018-C05 1B1 04.3561 01/25/2031 | 0.16% |
| GNR 2019-119 KS IO 05.9344 09/16/2049 | 0.15% |
| GNR 2019-83 SW IO 05.9841 07/20/2049 | 0.15% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.15% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.15% |
| COMM 2017-COR2 C 04.7125 09/10/2050 | 0.15% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.15% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.15% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.15% |
| GNR 2020-34 SQ | 0.15% |
| RMIR 2019-1 M2 P/P 144A 03.3061 02/25/2029 | 0.15% |
| BBCMS 2020-C7 XA IO 01.7434 04/15/2053 | 0.15% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.15% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.15% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.15% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.15% |
| JPMCC 2011-C4 C P/P 144A 05.5486 07/15/2046 | 0.15% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.14% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.14% |
| DBUBS 2011-LC2A C P/P 144A 05.6161 07/10/2044 | 0.14% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| CSAIL 2019-C17 XA IO 01.5071 09/15/2052 | 0.14% |
| GNR 2020-32 GS IO 05.9841 03/20/2050 | 0.14% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.14% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| STACR 2018-DNA1 M2 01.9061 07/25/2030 | 0.14% |
| CAS 2020-R01 1M2 02.1561 01/25/2040 | 0.14% |
| GNR 2019-20 SB IO 05.9841 02/20/2049 | 0.14% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.14% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.14% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.14% |
| CAS 2016-C02 1M2 06.1061 09/25/2028 | 0.14% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.14% |
| CAS 2020-SBT1 1M2 03.7561 02/25/2040 | 0.14% |
| GNR 2019-123 SL IO 06.0341 10/20/2049 | 0.14% |
| STACR 2018-DNA2 M2 02.2561 12/25/2030 | 0.14% |
| STACR 2020-HQA1 M2 02.0061 01/25/2050 | 0.14% |
| UBSC 2011-C1 D P/P 144A 06.2518 01/10/2045 | 0.14% |
| BANK 2018-BN13 XA 00.6535 08/15/2061 | 0.14% |
| CAS 2016-C03 2M2 06.0061 10/25/2028 | 0.14% |
| WFCM 2020-C57 C 04.1581 08/15/2053 | 0.14% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.14% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| FHR 4839 WS IO 05.9854 08/15/2056 | 0.13% |
| STACR 2020-DNA2 B1 02.6061 02/25/2050 | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.13% |
| FHMS K110 X1 IO 01.8146 04/25/2030 | 0.13% |
| MSBAM 2014-C14 C 05.2182 02/15/2047 | 0.13% |
| JPMDB 2019-COR6 IO 01.0720 11/13/2052 | 0.13% |
| BACM 2016-UB10 C 05.0297 07/15/2049 | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.13% |
| WAMU 2005-AR13 A1C4 00.9661 10/25/2045 | 0.13% |
| WFCM 2017-C41 XA IO 01.3529 11/15/2050 | 0.13% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.13% |
| FHMS K104 X1 IO 01.2480 01/25/2030 | 0.13% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.13% |
| CAS 2017-C03 1M2 03.1061 10/25/2029 | 0.13% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.13% |
| GNR 2019-30 SH IO 05.9341 03/20/2049 | 0.13% |
| STACR 2015-DNA3 M3 04.8061 04/25/2028 | 0.13% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% |
| STACR 2016-DNA2 M3 04.7561 10/25/2028 | 0.12% |
| UBSCM 2012-C1 D P/P 144A 05.7543 05/10/2045 | 0.12% |
| CAS 2018-R07 1B1 MTGE 04.4561 04/25/2031 | 0.12% |
| STACR 2018-HQA1 M2 02.4061 09/25/2030 | 0.12% |
| OZLM 2015-11A A1R P/P 144A 01.4355 10/30/2030 | 0.12% |
| STACR 2016-DNA3 M3 05.1061 12/25/2028 | 0.12% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| FNR 2019-3 SA IO 05.9939 02/25/2049 | 0.12% |
| MSRR 2015-R4 CB1 00.9343 08/26/2047 | 0.12% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| TMIR 2021-1 M1B P/P 144A 03.1061 08/25/2033 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.12% |
| GSMS 2014-GC18 C 05.1547 01/10/2047 | 0.12% |
| MRAFT 2020-4 A1 01.4605 04/23/2023 | 0.12% |
| STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.12% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.12% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.12% |
| CAS 2017-C04 2M2 02.9561 11/25/2029 | 0.12% |
| CAS 2017-C03 1B1 04.9561 10/25/2029 | 0.11% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.11% |
| MSBAM 2013-C10 E P/P 144A 04.2169 07/15/2046 | 0.11% |
| MWST 2020-1 A 01.0061 10/25/2053 | 0.11% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.11% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.11% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.11% |
| MSC 2012-C4 C P/P 144A 05.5989 03/15/2045 | 0.11% |
| MWST 2019-1 A 00.9061 06/25/2052 | 0.11% |
| FHR 4738 QS IO 06.0854 12/15/2047 | 0.11% |
| FNR 2017-108 SA IO 06.0439 01/25/2048 | 0.11% |
| COMM 2014-CR17 D P/P 144A 05.0082 05/10/2047 | 0.11% |
| PACIFICORP 02.7000 09/15/2030 | 0.11% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.11% |
| JPMBB 2013-C14 D P/P 144A 04.8474 08/15/2046 | 0.11% |
| MDPK 2015-19A A1R2 P/P 144A 01.1038 01/22/2028 | 0.11% |
| CAS 2017-C01 1B1 05.8561 07/25/2029 | 0.11% |
| FNR 2015-66 AS IO 06.1439 09/25/2045 | 0.11% |
| HCA INC 04.1250 06/15/2029 | 0.11% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.11% |
| STACR 2018-HQA2 M2 02.4061 10/25/2048 | 0.11% |
| CGMS 2017-1A A1A P/P 144A 01.4883 04/20/2031 | 0.10% |
| WFRBS 2013-C12 C 04.4559 03/15/2048 | 0.10% |
| FNR 2019-59 SD IO 05.9439 10/25/2049 | 0.10% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.10% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% |
| GNR 2019-83 JS IO 05.9841 07/20/2049 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.10% |
| GNR 2019-108 S IO 05.9341 08/20/2049 | 0.10% |
| JPMBB 2014-C25 D P/P 144A 04.0949 11/15/2047 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| COMM 2019-GC44 XA IO 00.7689 08/15/2057 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| PLMRS 2018-2A A1A P/P 144A 01.2836 07/16/2031 | 0.10% |
| BSCMS 2007-T26 AJ 05.5405 01/12/2045 | 0.10% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.10% |
| ZAIS 2019-13A A1A P/P 144A 01.6738 07/15/2032 | 0.10% |
| CSMC 2016-NXSR XA IO 00.9010 12/15/2049 | 0.10% |
| FHR 4461 SB IO 06.0854 04/15/2045 | 0.10% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.10% |
| UBSCM 2017-C7 XA IO 01.1801 12/15/2050 | 0.10% |
| ZOETIS INC 02.0000 05/15/2030 | 0.10% |
| COMM 2014-CR17 C 04.9445 05/10/2047 | 0.10% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.10% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% |
| CSAIL 2015-C1 C 04.4053 04/15/2050 | 0.10% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.10% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.10% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| CIGNA CORP 03.7500 07/15/2023 | 0.09% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.09% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.09% |
| JPMCC 2012-C8 D P/P 144A 04.8253 10/15/2045 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| FNR 2016-91 AS IO 05.9939 12/25/2046 | 0.09% |
| GNR 2018-148 GS IO 05.9844 02/16/2046 | 0.09% |
| CAS 2020-R02 2M2 02.1061 01/25/2040 | 0.09% |
| COMM 2012-CR1 C 05.5327 05/15/2045 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.09% |
| BOEING CO 05.9300 05/01/2060 | 0.09% |
| STACR 2017-HQA1 M2 03.6561 08/25/2029 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.09% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.9355 12/15/2047 | 0.08% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% |
| GNMA GII30 TBA 03.0000 05/01/2051 | 0.08% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.08% |
| SPEAK 2017-4A A P/P 144A 01.3858 10/26/2029 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| BANK 2020-BN26 XA IO 01.3520 03/15/2063 | 0.08% |
| CAS 2017-C07 1B1 04.1061 05/25/2030 | 0.08% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| GNR 2014-131 BS IO 06.0844 09/16/2044 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| UBSCM 2012-C1 C P/P 144A 05.7543 05/10/2045 | 0.08% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.08% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.08% |
| MAGNE 2012-7A A1R2 P/P 144A 00.9838 01/15/2028 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| MSC 2018-H4 XA 01.0270 12/15/2051 | 0.08% |
| GNR 2016-H23 NI IO 02.3846 10/20/2066 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| FHR 4596 CS IO 05.9854 06/15/2046 | 0.08% |
| FNR 2018-29 S IO 06.0939 05/25/2048 | 0.08% |
| GNR 2018-155 SE IO 05.9841 11/20/2048 | 0.08% |
| BCC 2019-3A A P/P 144A 01.5260 10/21/2032 | 0.08% |
| CSAIL 2015-C1 D P/P 144A 03.9053 04/15/2050 | 0.08% |
| GNR 2020-H02 GI IO 02.2857 01/20/2070 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| STACR 2017-DNA2 B1 05.2561 10/25/2029 | 0.08% |
| CAS 2017-C01 1EB1 01.3561 07/25/2029 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.08% |
| GNR 2010-31 SA IO 05.6341 03/20/2040 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.08% |
| COMM 2014-CR18 C 04.9007 07/15/2047 | 0.08% |
| FREMF 2018-KF43 B P/P 144A 02.2611 01/25/2028 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| WBCMT 2005-C21 E P/P 144A 05.2726 10/15/2044 | 0.08% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.08% |
| MVEW 2017-2A A P/P 144A 01.3936 01/16/2031 | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.08% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.07% |
| MSC 2018-H3 XA 00.9880 07/15/2051 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| AGL 2020-5A A1 P/P 144A 02.2383 07/20/2030 | 0.07% |
| CBAM 2019-9A A P/P 144A 01.4638 02/12/2030 | 0.07% |
| CIT BANK NA 02.9690 09/27/2025 | 0.07% |
| EFMT 2020-1 A2 03.3530 05/25/2065 | 0.07% |
| FNR 2014-87 MS IO 06.1439 01/25/2045 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| RRAM 2020-10A A1FL P/P 144A 01.9838 07/15/2033 | 0.07% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.07% |
| GNR 2012-149 GS IO 06.0841 12/20/2042 | 0.07% |
| JPMBB 2013-C14 E P/P 144A 04.8474 08/15/2046 | 0.07% |
| STACR 2020-DNA2 M2 01.9561 02/25/2050 | 0.07% |
| CAS 2017-C06 1B1 04.2561 02/25/2030 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| MWST 2020-2 A 00.9061 11/25/2053 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| STACR 2019-HQA1 M2 02.4561 02/25/2049 | 0.07% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| GNR 2010-9 YD IO 06.6844 01/16/2040 | 0.07% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.06% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| CAS 2017-C02 2ED3 01.4561 09/25/2029 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.06% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% |
| CWALT 2007-OA6 A1A 00.2461 06/25/2037 | 0.06% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| GNR 2019-21 SJ IO 05.9341 02/20/2049 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| COMM 2014-CR19 D P/P 144A 04.8650 08/10/2047 | 0.06% |
| FHMS K100 X1 IO 00.7698 09/25/2029 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2051 | 0.06% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.06% |
| GNR 2014-H11 GI IO 01.4896 06/20/2064 | 0.06% |
| GNR 2016-H02 HI IO 01.5494 01/20/2066 | 0.06% |
| MSC 2016-UB12 XA IO 00.8928 12/15/2049 | 0.06% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| GNR 2019-H14 IB IO 02.2921 08/20/2069 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.06% |
| GNR 2019-44 SA IO 05.9341 04/20/2049 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| FHR 4839 AS IO 05.9354 06/15/2042 | 0.06% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.06% |
| GNR 2018-H20 BI IO 02.3597 06/20/2068 | 0.06% |
| GNR 2019-65 BS IO 05.9841 05/20/2049 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| BHLD 2020-1 A3 03.3950 02/25/2055 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.3128 05/15/2045 | 0.06% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.06% |
| GNR 2014-H07 BI IO 01.4768 05/20/2064 | 0.06% |
| MSBAM 2013-C11 F P/P 144A 04.4966 08/15/2046 | 0.06% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.06% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.06% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.05% |
| AON PLC 04.2500 12/12/2042 | 0.05% |
| BMIR 2020-2A M1C P/P 144A 04.1061 08/26/2030 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| GNR 2015-H12 GI IO 01.7941 05/20/2065 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| FHR 4912 PS IO 05.9439 09/25/2049 | 0.05% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| GNR 2019-H02 DI IO 02.3835 11/20/2068 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| STACR 2017-HQA2 M2 02.7561 12/25/2029 | 0.05% |
| WAMU 2005-AR17 A1B2 00.9261 12/25/2045 | 0.05% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNR 2018-H05 AI IO 02.3885 02/20/2068 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNR 2016-H11 HI IO 02.1054 01/20/2066 | 0.05% |
| STACR 2014-DN2 M3 03.7061 04/25/2024 | 0.05% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.05% |
| FNR 2018-1 MS IO 06.0439 02/25/2048 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| WFCM 2014-LC16 XA IO 01.2463 08/15/2050 | 0.05% |
| EMIR 2018-1 M1 01.8061 11/25/2028 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.05% |
| CGCMT 2014-GC19 X IO 01.3047 03/10/2047 | 0.05% |
| STACR 2015-HQA2 M3 04.9061 05/25/2028 | 0.05% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.05% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.04% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| STACR 2014-HQ2 M3 03.8561 09/25/2024 | 0.04% |
| STACR 2017-DNA1 M2 03.3561 07/25/2029 | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| CAS 2019-R02 1B1 04.2561 08/25/2031 | 0.04% |
| CAS 2020-SBT1 2M2 03.7561 02/25/2040 | 0.04% |
| G2 BJ5495 | 0.04% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.04% |
| CAS 2019-HRP1 M2 02.2561 11/25/2039 | 0.04% |
| COMM 2014-LC15 XA IO 01.2498 04/10/2047 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| FHR 4077 HS IO 05.9854 07/15/2042 | 0.04% |
| GNR 2015-H10 CI IO 01.8046 04/20/2065 | 0.04% |
| GNR 2017-H12 QI IO 02.0047 05/20/2067 | 0.04% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.04% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.04% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.04% |
| COMM 2013-CR6 D P/P 144A 04.2251 03/10/2046 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.5170 08/10/2044 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| STACR 2017-HQA2 M2B 02.7561 12/25/2029 | 0.04% |
| CAS 2016-C06 1M2 04.3561 04/25/2029 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.04% |
| GNR 2015-H09 BI IO 01.6880 03/20/2065 | 0.04% |
| NZES 2020-PLS1 A P/P 144A 03.8440 12/25/2025 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H12 AI IO 01.8608 05/20/2065 | 0.04% |
| GNR 2015-H16 XI IO 02.3970 07/20/2065 | 0.04% |
| GNR 2015-H20 AI IO 01.8221 08/20/2065 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.04% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| COMM 2013-CR13 E P/P 144A 05.0463 11/10/2046 | 0.04% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.04% |
| GNR 2015-H12 EI IO 01.7099 04/20/2065 | 0.04% |
| GNR 2017-H23 BI IO 01.8867 11/20/2067 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| OPTN FN30 2.5 06/07/21 CALL 103.25 JPMC | 0.04% |
| WFRBS 2012-C7 D P/P 144A 04.9578 06/15/2045 | 0.04% |
| GNR 2015-H04 AI IO 01.5978 12/20/2064 | 0.04% |
| GNR 2018-H02 EI IO 02.3783 01/20/2068 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.04% |
| WAMU 2005-AR13 A1B2 00.9661 10/25/2045 | 0.04% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNR 2018-91 SJ IO 06.1341 07/20/2048 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.04% |
| GNR 2019-125 SG IO 05.9341 10/20/2049 | 0.04% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.04% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.04% |
| COMM 2012-CR1 D P/P 144A 05.5327 05/15/2045 | 0.04% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.04% |
| GNR 2015-H25 CI IO 01.9318 10/20/2065 | 0.04% |
| GNR 2015-H26 DI IO 01.9111 10/20/2065 | 0.04% |
| GNR 2019-78 SJ IO 05.9341 06/20/2049 | 0.04% |
| JPMCC 2016-JP2 XA IO 01.9418 08/15/2049 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| STACR 2018-DNA3 B1 04.0061 09/25/2048 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.03% |
| CAS 2019-R03 1M2 02.2561 09/25/2031 | 0.03% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2015-H15 JI IO 01.9586 06/20/2065 | 0.03% |
| GNR 2016-H04 KI IO 01.5333 02/20/2066 | 0.03% |
| GNR 2016-H24 JI IO 02.2154 11/20/2066 | 0.03% |
| GNR 2017-H14 EI IO 01.6206 06/20/2067 | 0.03% |
| GSMS 2013-GC10 XA IO 01.6310 02/10/2046 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| MSBAM 2015-C26 XA IO 01.1625 10/15/2048 | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| CAS 2016-C01 1M2 06.8561 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| JPMCC 2011-C3 D P/P 144A 05.7055 02/15/2046 | 0.03% |
| MSBAM 2013-C12 XA IO 00.7438 10/15/2046 | 0.03% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.03% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.03% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.3166 06/15/2044 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| EMIR 2018-1 M2 03.1061 11/25/2028 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 AY4779 04.4910 03/20/2067 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| GSMBS 2020-RPL1 M2 03.8442 07/25/2059 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% |
| COMM 2014-UBS6 XA IO 01.0336 12/10/2047 | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H25 AI IO 01.6169 09/20/2065 | 0.03% |
| GNR 2019-121 SD IO 05.8841 10/20/2049 | 0.03% |
| GSMS 2014-GC22 XA IO 01.1336 06/10/2047 | 0.03% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% |
| TPMT 2015-6 M1 P/P 144A 03.7500 04/25/2055 | 0.03% |
| GNR 2015-H28 DI IO 01.5516 08/20/2065 | 0.03% |
| GNR 2017-H10 MI IO 01.5704 04/20/2067 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.03% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| MSC 2016-BNK2 XA IO 01.1689 11/15/2049 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| WFRBS 2012-C10 E P/P 144A 04.5738 12/15/2045 | 0.03% |
| CAS 2019-R06 2M2 02.2061 09/25/2039 | 0.03% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| JPMCC 2011-C3 F P/P 144A 05.7055 02/15/2046 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| STACR 2017-DNA2 M2 03.5561 10/25/2029 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| BCAP 2015-RR5 2A2 01.3297 01/26/2046 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNR 2010-H19 GI IO 01.4094 08/20/2060 | 0.03% |
| GNR 2017-H08 NI IO 02.2904 03/20/2067 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| WFRBS 2012-C10 D P/P 144A 04.5738 12/15/2045 | 0.03% |
| WFRBS 2014-C23 XA IO 00.7072 10/15/2057 | 0.03% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| COMM 2014-CR17 XA IO 01.1270 05/10/2047 | 0.03% |
| FNR 2018-94 SA IO 05.9939 01/25/2049 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.03% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0285 11/15/2045 | 0.03% |
| WFRBS 2013-C14 XA IO 00.8484 06/15/2046 | 0.03% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.02% |
| CCMFC 2004-3A A2 00.4061 08/25/2035 | 0.02% |
| GNMA GII30 AI2340 04.4850 05/20/2065 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| 1.57 R ISWP US0003M P 04/20/2031 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CAS 2018-C05 1M2 02.4561 01/25/2031 | 0.02% |
| CAS 2019-R01 2M2 02.5561 07/25/2031 | 0.02% |
| COMM 2015-CR23 XA IO 01.0337 05/10/2048 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| GNR 2016-H27 BI IO 02.4751 12/20/2066 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| JPMCC 2013-C10 XA IO 01.0858 12/15/2047 | 0.02% |
| JPMCC 2013-C16 XA IO 01.0812 12/15/2046 | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| STACR 2020-HQA4 M2 03.2561 09/25/2050 | 0.02% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| GSMS 2014-GC18 XA IO 01.1681 01/10/2047 | 0.02% |
| MSBAM 2013-C7 XA IO 01.4619 02/15/2046 | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| COMM 2014-UBS4 XA IO 01.2550 08/10/2047 | 0.02% |
| FHR 3408 EK 25.3318 04/15/2037 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| MSBAM 2013-C10 F P/P 144A 04.2169 07/15/2046 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNR 2015-H17 CI IO 01.5754 06/20/2065 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| JPMCC 2013-LC11 X IO 01.3819 04/15/2046 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MSC 2012-C4 E P/P 144A 05.5989 03/15/2045 | 0.02% |
| STACR 2019-DNA2 B1 04.4561 03/25/2049 | 0.02% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.02% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.02% |
| CAS 2017-C05 1B1 03.7061 01/25/2030 | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| JPMBB 2014-C25 XA IO 00.9878 11/15/2047 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7464 12/10/2045 | 0.02% |
| WAMU 2005-AR1 A2B 00.9061 01/25/2045 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6648 12/15/2045 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9520 09/15/2057 | 0.02% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.02% |
| CAS 2018-C01 1M2 02.3561 07/25/2030 | 0.02% |
| CAS 2019-R05 1M2 02.1061 07/25/2039 | 0.02% |
| CGCMT 2013-GC17 X IO 01.1744 11/10/2046 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| FHR 3852 NT 05.8854 05/15/2041 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2015-H01 CI IO 01.6067 12/20/2064 | 0.02% |
| GNR 2019-99 KS IO 05.9341 08/20/2049 | 0.02% |
| GSMS 2013-GC12 XA IO 01.5394 06/10/2046 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| WAMU 2005-AR17 A1B3 00.8061 12/25/2045 | 0.02% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.9355 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 01.7061 10/25/2028 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.5661 12/15/2047 | 0.02% |
| NHEL 2004-2 M4 01.9061 09/25/2034 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| WAMU 2005-AR2 2A1B 00.8461 01/25/2045 | 0.02% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.02% |
| CAS 2017-C06 2M2 02.9061 02/25/2030 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| COMM 2014-CR19 XA IO 01.1261 08/10/2047 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% |
| QVC INC 04.4500 02/15/2025 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMM 2013-LC13 XA IO 01.2855 08/10/2046 | 0.01% |
| COMM 2014-CR18 XA IO 01.1619 07/15/2047 | 0.01% |
| COMM 2014-UBS6 C 04.5935 12/10/2047 | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.01% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.01% |
| ENLINK MIDSTREAM LLC 05.3750 06/01/2029 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.01% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANALOG DEVICES INC 03.5000 12/05/2026 | 0.01% |
| ARES CAPITAL CORP 02.1500 07/15/2026 | 0.01% |
| AT&T INC 04.5000 03/09/2048 | 0.01% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.01% |
| AUTONATION INC 04.7500 06/01/2030 | 0.01% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.01% |
| BROADCOM INC 04.7500 04/15/2029 | 0.01% |
| CLOROX COMPANY 01.8000 05/15/2030 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.01% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.01% |
| DIAMONDBACK ENERGY INC 03.5000 12/01/2029 | 0.01% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.01% |
| ENERGY TRANSFER LP 04.9500 06/15/2028 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.01% |
| GLOBAL PAYMENTS INC 03.2000 08/15/2029 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JPMCC 2012-LC9 XA IO 01.6342 12/15/2047 | 0.01% |
| LENNAR CORP 05.0000 06/15/2027 | 0.01% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.01% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 0.01% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.01% |
| NORTHROP GRUMMAN CORP 04.4000 05/01/2030 | 0.01% |
| ONEOK INC 06.3500 01/15/2031 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.3500 11/01/2029 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QVC INC 04.3750 09/01/2028 | 0.01% |
| REPUBLIC SERVICES INC 01.7500 02/15/2032 | 0.01% |
| SENSATA TECH INC P/P 144A 04.3750 02/15/2030 | 0.01% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.01% |
| SOUTHERN CAL EDISON 04.6500 10/01/2043 | 0.01% |
| THERMO FISHER SCIENTIFIC 04.4970 03/25/2030 | 0.01% |
| TJX COS INC 03.8750 04/15/2030 | 0.01% |
| TOPBUILD CORP P/P 144A 03.6250 03/15/2029 | 0.01% |
| UNIVERSAL HLTH SVCS P/P 144A 02.6500 10/15/2030 | 0.01% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WPX ENERGY INC 05.2500 09/15/2024 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| CAS 2017-C02 2M2 03.7561 09/25/2029 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NRG ENERGY INC P/P 144A 03.6250 02/15/2031 | 0.01% |
| PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| T-MOBILE USA INC P/P 144A 03.0000 02/15/2041 | 0.01% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CPURNSA R 2.45 P 03/23/31 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| GNMA GII30 AW8447 04.3270 05/20/2067 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.01% |
| 2.0065 R ISWP US0003M P 04/22/2051 | 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 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| COMM 2014-LC17 XA IO 00.8726 10/10/2047 | 0.01% |
| FHR 3065 DC 19.5161 03/15/2035 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| FNR 2006-62 PS 39.2632 07/25/2036 | 0.01% |
| FNR 2011-4 CS 12.6877 05/25/2040 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.01% |
| 1.5665 R ISWP US0003M P 04/29/2031 | 0.01% |
| CAS 2016-C04 1M2 04.3561 01/25/2029 | 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 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2005-106 JC 19.7949 12/25/2035 | 0.01% |
| FNR 2005-122 SE 22.7285 11/25/2035 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAS 2018-R07 1M2 02.5061 04/25/2031 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| FNR 2006-8 HP 24.1775 03/25/2036 | 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 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.4966 08/15/2046 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1061 04/25/2027 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| WFRBS 2013-C11 XA IO P/P 144A 01.3094 03/15/2045 | 0.01% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 AH1076 04.6670 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2020-15 CS IO 05.9341 02/20/2050 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BMIR 2018-2A M1C P/P 144A 01.7061 08/25/2028 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-129 SN IO 06.0341 09/20/2043 | 0.01% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| CAS 2018-C06 1M2 02.1061 03/25/2031 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 3249 PS 21.8967 12/15/2036 | 0.00% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.00% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| PACIFICORP 06.2500 10/15/2037 | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| CAS 2016-C07 2M2 04.4561 05/25/2029 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CPURNSA R 2.51 P 04/01/31 | 0.00% |
| CPURNSA R 2.515 P 04/01/31 | 0.00% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.00% |
| FHR 2990 LB 16.6527 06/15/2034 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.00% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.00% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 1MX10Y R 1.75 USD 05/06/2021 GS | 0.00% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.00% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.00% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CAS 2017-C01 1M2 03.6561 07/25/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 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 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMM 2012-LC4 XA IO P/P 144A 02.2788 12/10/2044 | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 19.9316 08/25/2035 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2015-DN1 M3 04.2561 01/25/2025 | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| UBSCM 2012-C1 XA IO P/P 144A 02.2391 05/10/2045 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 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 CG | 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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 2976 LC 23.9997 05/15/2035 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 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 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 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AH1094 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4670 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.4950 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5579 05/20/2065 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 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 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 17.1181 11/25/2034 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 AN1902 04.5720 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4870 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6140 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4060 06/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 1MX10Y R 1.717 USD 05/12/2021 CI | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.2705 R ISWP US0003M P 04/26/2023 | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.29 R ISWP US0003M P 04/30/2023 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 0.95 R ISWP US0003M P 04/28/2026 | 0.00% |
| 1.534 R ISWP US0003M P 04/19/2031 | 0.00% |
| 1.5415 R ISWP US0003M P 04/26/2031 | 0.00% |
| 1.6265 R ISWP US0003M P 04/30/2031 | 0.00% |
| 1.631 R ISWP US0003M P 04/16/2031 | 0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | 0.00% |
| BACM 2007-1 XW IO 00.6220 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7597 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7155 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2673 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0485 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3838 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% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0611 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 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% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2844 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.5814 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3362 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3362 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1MX10Y P 1.583 USD 05/19/2021 CI | 0.00% |
| SWPTN 1MX5Y P 0.962 USD 05/26/2021 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4547 11/15/2048 | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8142 11/15/2044 | 0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.00% |
| 1.6309 R ISWP US0003M P 04/30/2031 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 1MX5Y R 0.962 USD 05/26/2021 CI | -0.00% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.00% |
| 1.998 R ISWP US0003M P 04/26/2051 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | -0.00% |
| 1.991 R ISWP US0003M P 04/23/2051 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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-.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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 1MX10Y R 1.583 USD 05/19/2021 CI | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -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.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CPURNSA P 2.496 R 04/01/26 | -0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.01% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 1MX10Y P 1.717 USD 05/12/2021 CI | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.01% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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 GS | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -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-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 1MX10Y P 1.75 USD 05/06/2021 GS | -0.01% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 1.5614 R ISWP US0003M P 04/28/2031 | -0.01% |
| 1.5625 R ISWP US0003M P 04/28/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.02% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.02% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.51 R 03/23/26 | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.02% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| OPTN FN30 2.5 06/07/21 PUT 103.25 JPMC | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.03% |
| CPURNSA P 2.2675 R 02/25/31 | -0.03% |
| CPURNSA P 2.445 R 03/23/26 | -0.03% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.03% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.03% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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 CG | -0.03% |
| CPURNSA P 2.53 R 04/01/26 | -0.03% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.03% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.03% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.03% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.03% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.03% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.03% |
| CPURNSA P 2.35 R 03/05/31 | -0.03% |
| CPURNSA P 2.351 R 03/05/31 | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.04% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.04% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.05% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.05% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| CPURNSA P 2.286 R 02/24/31 | -0.05% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.05% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.06% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.06% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.06% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.06% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.06% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.06% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.09% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.09% |
| 1.242 R ISWP US0003M P 04/29/2051 | -0.10% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.11% |
| OPTN FN30 2.0 06/07/21 PUT 100.546875 JPMC | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.13% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.14% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.14% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.15% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.16% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.20% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.22% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.27% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.29% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.36% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.62% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.68% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.80% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.02% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -2.88% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -22.87% |
| 90DAY EURO$ FUTR JUN21 EDM1 | 24.90% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 04/01/2051 | 8.53% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 7.76% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 5.76% |
| FNMA FN30 TBA UMBS 02.0000 04/01/2051 | 5.12% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | 5.11% |
| US ULTRA BOND CBT JUN21 WNM1 | 4.34% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2051 | 3.37% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2051 | 2.42% |
| US 10YR ULTRA FUT JUN21 UXYM1 | 2.38% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 1.89% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2051 | 1.42% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2051 | 1.34% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 1.34% |
| GNMA GII30 TBA 03.5000 04/01/2051 | 1.20% |
| TREASURY BILL 00.0000 06/17/2021 | 1.09% |
| US LONG BOND(CBT) JUN21 USM1 | 1.07% |
| GNMA GII30 TBA 04.0000 04/01/2051 | 1.00% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.77% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2051 | 0.65% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.64% |
| TREASURY BILL 00.0000 05/25/2021 | 0.63% |
| APPLE INC 02.8000 02/08/2061 | 0.62% |
| MANHATTAN ASSET FUNDING CO LL 56274LU10 DCP 07/01/2021 | 0.60% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.59% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.59% |
| TREASURY BILL 00.0000 07/08/2021 | 0.57% |
| TREASURY BILL 00.0000 07/22/2021 | 0.57% |
| TREASURY BILL 00.0000 09/09/2021 | 0.57% |
| TREASURY BILL 00.0000 10/07/2021 | 0.57% |
| TREASURY BILL 00.0000 12/30/2021 | 0.57% |
| TREASURY BILL 00.0000 04/08/2021 | 0.56% |
| DNB BANK ASA 2332K0TQ5 DCP 06/24/2021 | 0.54% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.53% |
| ATLANTIC ASSET SECURITIZATION 04821TSK2 DCP 05/19/2021 | 0.53% |
| AUSTRALIA & NEW ZEALAND BANKI 05253ASA9 DCP 05/10/2021 | 0.52% |
| BARCLAYS BANK PLC CCP 06742XBA4 DCP 06/14/2021 | 0.52% |
| BPCE SA 05571BS38 DCP 05/03/2021 | 0.52% |
| CHARTA LLC 16115VRK7 DCP 04/19/2021 | 0.52% |
| FMS WERTMANAGEMENT 34411GTU0 DCP 06/28/2021 | 0.52% |
| ING US FUNDING LLC 4497W0VS4 DCP 08/26/2021 | 0.52% |
| MITSUBISHI UFJ TRUST & BANKIN 60682WV54 DCP 08/05/2021 | 0.52% |
| NATIONAL BANK OF CANADA 63307LT19 DCP 06/01/2021 | 0.52% |
| NORDEA BANK ABP 65558JSJ7 DCP 05/18/2021 | 0.52% |
| OLD LINE FUNDING LLC 67984XH90 DCP 05/27/2021 | 0.52% |
| SWEDBANK AB 87019RTJ5 DCP 06/18/2021 | 0.52% |
| TOTAL CAPITAL CANADA LTD 89153PV41 DCP 08/04/2021 | 0.52% |
| TREASURY BILL 00.0000 04/22/2021 | 0.52% |
| TREASURY BILL 00.0000 05/11/2021 | 0.52% |
| TREASURY BILL 00.0000 06/03/2021 | 0.52% |
| COMCAST CORP 03.4500 02/01/2050 | 0.51% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.49% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.49% |
| HSBC BANK PLC 40433GR74 DCP 04/07/2021 | 0.48% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.48% |
| NRW BANK 62939LRS0 DCP 04/26/2021 | 0.47% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.47% |
| GNR 2020-18 GS IO 05.9391 02/20/2050 | 0.46% |
| VERIZON COMM 04.3290 09/21/2028 | 0.44% |
| MCAS 2019-01 M10 P/P 144A 03.3586 10/15/2049 | 0.44% |
| ATLANTIC ASSET SECURITIZATION 04821TR64 DCP 04/06/2021 | 0.39% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.38% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.36% |
| FREMF 2019-KF66 B P/P 144A 02.5185 07/25/2029 | 0.36% |
| GNR 2020-55 SA IO 05.9391 04/20/2050 | 0.36% |
| MATCHPOINT FINANCE PLC 57666ARS3 DCP 04/26/2021 | 0.35% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.35% |
| AT&T INC 04.3500 03/01/2029 | 0.34% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.34% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.34% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.34% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.34% |
| ABBVIE INC 03.2000 11/21/2029 | 0.32% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.32% |
| UBSBB 2012-C3 C P/P 144A 05.0320 08/10/2049 | 0.32% |
| MSC 2011-C3 B P/P 144A 05.2611 07/15/2049 | 0.32% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.31% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.31% |
| CSAIL 2015-C4 B 04.3129 11/15/2048 | 0.31% |
| US BANCORP 01.3750 07/22/2030 | 0.31% |
| GNR 2020-142 SB IO 06.1891 09/20/2050 | 0.31% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.31% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.31% |
| GNR 2020-11 SY IO 05.9891 01/20/2050 | 0.31% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.30% |
| GNR 2020-47 SG IO 05.8891 02/20/2049 | 0.30% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.30% |
| MRAIT 2021-5 A1X 01.8560 07/26/2021 | 0.30% |
| BROADCOM INC 04.1500 11/15/2030 | 0.30% |
| SPST 2021-6 A 00.9103 04/25/2022 | 0.30% |
| NETFLIX INC 04.3750 11/15/2026 | 0.29% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.29% |
| GNR 2020-112 MS IO 06.1891 08/20/2050 | 0.29% |
| LIBERTY STREET FUNDING LLC 53127TS46 DCP 05/04/2021 | 0.28% |
| MIZUHO BANK LTD/NEW YORK NY 60689FSQ2 DCP 05/24/2021 | 0.28% |
| STACR 2019-DNA1 B1 04.7586 01/25/2049 | 0.28% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.28% |
| WFCM 2019-C50 XA IO 01.4166 05/15/2052 | 0.28% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.27% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.27% |
| ORACLE CORP 03.6500 03/25/2041 | 0.27% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.27% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.27% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.27% |
| FNR 2020-12 SK IO 05.9414 03/25/2050 | 0.27% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.27% |
| SPST 2020-6 A 01.8574 09/07/2021 | 0.27% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.26% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.26% |
| AT&T INC 04.3000 02/15/2030 | 0.26% |
| FAIRWAY FINANCE CO LLC 30601VRS2 DCP 04/26/2021 | 0.26% |
| US 5YR NOTE (CBT) JUN21 FVM1 | 0.26% |
| VISIO 2019-1 A3 03.8250 06/25/2054 | 0.26% |
| SPST 2020-13 A 01.6074 10/10/2021 | 0.26% |
| CHARIOT FUNDING LLC 15963TT17 DCP 06/01/2021 | 0.26% |
| CHARIOT FUNDING LLC 15963TTH2 DCP 06/17/2021 | 0.26% |
| TORONTO-DOMINION BANK/THE 89119AT32 DCP 06/03/2021 | 0.26% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.26% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.26% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.26% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| GNR 2020-98 KS IO 06.0891 07/20/2050 | 0.25% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.25% |
| LENNAR CORP 04.7500 11/29/2027 | 0.25% |
| BMIR 2017-1 M2 P/P 144A 03.4586 10/25/2027 | 0.25% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.25% |
| EQUINIX INC 03.2000 11/18/2029 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.24% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.24% |
| SPST 2020-15 A 01.4774 12/10/2021 | 0.24% |
| STACR 2016-HQA1 M3 06.4586 09/25/2028 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.24% |
| STACR 2019-DNA3 M2 02.1676 07/25/2049 | 0.24% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.23% |
| SPST 2020-WL1 A 01.2586 06/25/2051 | 0.23% |
| AT&T INC 03.3000 02/01/2052 | 0.23% |
| VICTORY RECEIVABLES CORP 92646KUM2 DCP 07/21/2021 | 0.23% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.23% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.23% |
| MRAIT 2020-2 A2 | 0.22% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.22% |
| MRAIT 2021-8 A1X 01.2535 10/15/2021 | 0.22% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.22% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.22% |
| MRAIT 2020-12 A1X 01.4560 07/15/2021 | 0.22% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.22% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.22% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.22% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.22% |
| FNR 2019-74 S IO 05.8914 12/25/2049 | 0.22% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.22% |
| CD 2017-CD6 C 04.2668 11/13/2050 | 0.21% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.21% |
| JPMBB 2013-C15 C 05.1970 11/15/2045 | 0.21% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.21% |
| BACM 2015-UBS7 B 04.3596 09/15/2048 | 0.21% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 0.21% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TT27 DCP 06/02/2021 | 0.21% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TUP4 DCP 07/23/2021 | 0.21% |
| BROADCOM INC 05.0000 04/15/2030 | 0.21% |
| INGIM 2013-2A A1R P/P 144A 01.1878 04/25/2031 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.20% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.20% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.20% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.20% |
| STACR 2020-HQA2 M2 03.2176 03/25/2050 | 0.20% |
| STACR 2020-HQA3 M2 03.7086 07/25/2050 | 0.20% |
| COMCAST CORP 03.9990 11/01/2049 | 0.20% |
| STACR 2017-HQA1 M2B 03.6586 08/25/2029 | 0.20% |
| GNMA GII30 TBA 04.5000 04/01/2051 | 0.20% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.19% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.19% |
| WESTPAC BANKING CORP/NY 9612C0R76 DCP 04/07/2021 | 0.19% |
| WFCM 2018-C46 C 04.9785 08/15/2051 | 0.19% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.19% |
| JPMDB 2017-C5 XA IO 00.9506 03/15/2050 | 0.18% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.18% |
| STACR 2018-DNA2 B1 03.8086 12/25/2030 | 0.18% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.18% |
| JPMBB 2013-C12 C 04.1051 07/15/2045 | 0.18% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.18% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.18% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.18% |
| FNR 2019-57 LS IO 05.8914 10/25/2049 | 0.18% |
| FISERV INC 04.2000 10/01/2028 | 0.18% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| FNR 2016-8 SA IO 05.9414 03/25/2046 | 0.18% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.18% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.17% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.17% |
| WFRBS 2011-C4 C P/P 144A 05.2263 06/15/2044 | 0.17% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.17% |
| FNR 2018-44 SA IO 06.0914 06/25/2048 | 0.17% |
| CAS 2016-C03 1M2 05.4086 10/25/2028 | 0.17% |
| MCAS 2020-01 M10 P/P 144A 03.8586 03/25/2050 | 0.17% |
| STACR 2016-HQA2 M3 05.2586 11/25/2028 | 0.17% |
| UBSCM 2018-C12 XA IO 00.8172 08/15/2051 | 0.17% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.17% |
| ZOETIS INC 03.9000 08/20/2028 | 0.17% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.17% |
| RRAM 2020-12A AAR2 P/P 144A 01.6110 01/15/2036 | 0.17% |
| ALPHABET INC 02.2500 08/15/2060 | 0.16% |
| FREMF 2019-KF71 B P/P 144A 02.4185 10/25/2029 | 0.16% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.16% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.16% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.16% |
| CAS 2017-C07 1EB2 01.1086 05/25/2030 | 0.16% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.16% |
| GNR 2019-83 SW IO 05.9891 07/20/2049 | 0.16% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.16% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.16% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.16% |
| CHARTA LLC 16115VTG4 DCP 06/16/2021 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| GNR 2018-168 KS IO 06.0391 12/20/2048 | 0.16% |
| GNR 2020-34 SQ | 0.16% |
| MRAFT 2020-5 A1 01.1060 08/10/2023 | 0.16% |
| BMIR 2019-4A M1C P/P 144A 02.6086 10/25/2029 | 0.16% |
| STACR 2016-HQA3 M3 03.9586 03/25/2029 | 0.16% |
| JPMCC 2012-C8 C P/P 144A 04.6226 10/15/2045 | 0.15% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% |
| GNR 2019-119 KS IO 05.9439 09/16/2049 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| CAS 2018-C05 1B1 04.3586 01/25/2031 | 0.15% |
| GNR 2020-32 GS IO 05.9891 03/20/2050 | 0.15% |
| STACR 2020-HQA1 M2 02.0086 01/25/2050 | 0.15% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.15% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.15% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.15% |
| BBCMS 2020-C7 XA IO 01.6305 04/15/2053 | 0.15% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.15% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.15% |
| RMIR 2019-1 M2 P/P 144A 03.3086 02/25/2029 | 0.15% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.14% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.14% |
| JPMCC 2011-C4 C P/P 144A 05.4187 07/15/2046 | 0.14% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| CAS 2020-R01 1M2 02.1586 01/25/2040 | 0.14% |
| COMM 2017-COR2 C 04.5608 09/10/2050 | 0.14% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.14% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.14% |
| CSAIL 2019-C17 XA IO 01.3650 09/15/2052 | 0.14% |
| DBUBS 2011-LC2A C P/P 144A 05.6147 07/10/2044 | 0.14% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.14% |
| CSMC 2008-C1 AJ P/P 144A 05.4164 02/15/2041 | 0.14% |
| GNR 2019-20 SB IO 05.9891 02/20/2049 | 0.14% |
| GNR 2019-123 SL IO 06.0391 10/20/2049 | 0.14% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.14% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| STACR 2018-DNA1 M2 01.9086 07/25/2030 | 0.14% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.14% |
| BANK 2018-BN13 XA 00.5053 08/15/2061 | 0.13% |
| CAS 2016-C02 1M2 06.1086 09/25/2028 | 0.13% |
| CAS 2016-C03 2M2 06.0086 10/25/2028 | 0.13% |
| BOEING CO 04.8750 05/01/2025 | 0.13% |
| STACR 2018-DNA2 M2 02.2586 12/25/2030 | 0.13% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% |
| FHR 4839 WS IO 05.9940 08/15/2056 | 0.13% |
| UBSC 2011-C1 D P/P 144A 06.0513 01/10/2045 | 0.13% |
| WFCM 2020-C57 C 04.0242 08/15/2053 | 0.13% |
| CAS 2020-SBT1 1M2 03.7586 02/25/2040 | 0.13% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.13% |
| WAMU 2005-AR13 A1C4 00.9776 10/25/2045 | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.13% |
| FHMS K110 X1 IO 01.6980 04/25/2030 | 0.13% |
| MSBAM 2014-C14 C 05.0509 02/15/2047 | 0.13% |
| WFCM 2017-C41 XA IO 01.2048 11/15/2050 | 0.13% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.13% |
| GNR 2019-30 SH IO 05.9391 03/20/2049 | 0.13% |
| JPMDB 2019-COR6 IO 00.9419 11/13/2052 | 0.13% |
| STACR 2020-DNA2 B1 02.6176 02/25/2050 | 0.13% |
| FHMS K104 X1 IO 01.1268 01/25/2030 | 0.12% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| OPTN FN30 2.0 05/06/21 CALL 99.96875 JPMC | 0.12% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.12% |
| STACR 2015-DNA3 M3 04.8086 04/25/2028 | 0.12% |
| BACM 2016-UB10 C 04.8757 07/15/2049 | 0.12% |
| CAS 2017-C03 1M2 03.1086 10/25/2029 | 0.12% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.12% |
| FNR 2019-3 SA IO 05.9914 02/25/2049 | 0.12% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.12% |
| STACR 2016-DNA2 M3 04.7586 10/25/2028 | 0.12% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.12% |
| OZLM 2015-11A A1R P/P 144A 01.4550 10/30/2030 | 0.12% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.12% |
| STACR 2016-DNA3 M3 05.1086 12/25/2028 | 0.12% |
| STACR 2018-HQA1 M2 02.4086 09/25/2030 | 0.12% |
| CAS 2018-R07 1B1 MTGE 04.4586 04/25/2031 | 0.12% |
| MSRR 2015-R4 CB1 00.9433 08/26/2047 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| TMIR 2021-1 M1B P/P 144A 03.1086 08/25/2033 | 0.12% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.12% |
| MRAFT 2020-4 A1 01.4560 04/23/2023 | 0.11% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.11% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| FHR 4738 QS IO 06.0940 12/15/2047 | 0.11% |
| GSMS 2014-GC18 C 04.9893 01/10/2047 | 0.11% |
| GSMS 2014-GC22 C 04.6921 06/10/2047 | 0.11% |
| CAS 2017-C03 1B1 04.9586 10/25/2029 | 0.11% |
| CAS 2017-C04 2M2 02.9586 11/25/2029 | 0.11% |
| FNR 2017-108 SA IO 06.0414 01/25/2048 | 0.11% |
| MWST 2020-1 A 01.0086 10/25/2053 | 0.11% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.11% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| MWST 2019-1 A 00.9086 06/25/2052 | 0.11% |
| FNR 2015-66 AS IO 06.1414 09/25/2045 | 0.11% |
| MSBAM 2013-C10 E P/P 144A 04.0818 07/15/2046 | 0.11% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.11% |
| COMM 2014-CR17 D P/P 144A 04.8474 05/10/2047 | 0.11% |
| FNR 2019-59 SD IO 05.9414 10/25/2049 | 0.10% |
| GNR 2019-83 JS IO 05.9891 07/20/2049 | 0.10% |
| MDPK 2015-19A A1R2 P/P 144A 01.1424 01/22/2028 | 0.10% |
| PACIFICORP 02.7000 09/15/2030 | 0.10% |
| UBSCM 2012-C1 D P/P 144A 05.5698 05/10/2045 | 0.10% |
| GNR 2019-108 S IO 05.9391 08/20/2049 | 0.10% |
| JPMBB 2013-C14 D P/P 144A 04.7025 08/15/2046 | 0.10% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.10% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.10% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.10% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.10% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.10% |
| CAS 2017-C01 1B1 05.8586 07/25/2029 | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| MSC 2012-C4 C P/P 144A 05.4195 03/15/2045 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| WFRBS 2013-C12 C 04.3164 03/15/2048 | 0.10% |
| STACR 2018-HQA2 M2 02.4086 10/25/2048 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.10% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.10% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% |
| JPMBB 2014-C25 D P/P 144A 03.9505 11/15/2047 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| COMM 2019-GC44 XA IO 00.6520 08/15/2057 | 0.10% |
| CSAIL 2015-C1 C 04.2640 04/15/2050 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.10% |
| ZAIS 2019-13A A1A P/P 144A 01.7313 07/15/2032 | 0.10% |
| BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.10% |
| FHR 4461 SB IO 06.0940 04/15/2045 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| CSMC 2016-NXSR XA IO 00.7888 12/15/2049 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0296 12/15/2050 | 0.10% |
| ZOETIS INC 02.0000 05/15/2030 | 0.10% |
| COMM 2014-CR17 C 04.7836 05/10/2047 | 0.09% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.09% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| CIGNA CORP 03.7500 07/15/2023 | 0.09% |
| FNR 2016-91 AS IO 05.9914 12/25/2046 | 0.09% |
| GNR 2018-148 GS IO 05.9939 02/16/2046 | 0.09% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.09% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.09% |
| FNR 2018-29 S IO 06.0914 05/25/2048 | 0.09% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.09% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| CAS 2020-R02 2M2 02.1086 01/25/2040 | 0.08% |
| COMM 2012-CR1 C 05.3688 05/15/2045 | 0.08% |
| STACR 2017-HQA1 M2 03.6586 08/25/2029 | 0.08% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.7582 12/15/2047 | 0.08% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% |
| SPEAK 2017-4A A P/P 144A 01.4253 10/26/2029 | 0.08% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| GNMA GII30 TBA 03.0000 04/01/2051 | 0.08% |
| GNR 2014-131 BS IO 06.0939 09/16/2044 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.08% |
| UBSCM 2012-C1 C P/P 144A 05.5698 05/10/2045 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| BANK 2020-BN26 XA IO 01.2366 03/15/2063 | 0.08% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.08% |
| FHR 4596 CS IO 05.9940 06/15/2046 | 0.08% |
| GNR 2010-31 SA IO 05.6391 03/20/2040 | 0.08% |
| GNR 2016-H23 NI IO 02.3613 10/20/2066 | 0.08% |
| GNR 2018-155 SE IO 05.9891 11/20/2048 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| MAGNE 2012-7A A1R2 P/P 144A 01.0413 01/15/2028 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CAS 2017-C07 1B1 04.1086 05/25/2030 | 0.08% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.08% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.08% |
| GNR 2020-H02 GI IO 02.3708 01/20/2070 | 0.08% |
| MSC 2018-H4 XA 00.8586 12/15/2051 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| BCC 2019-3A A P/P 144A 01.5636 10/21/2032 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| CAS 2017-C01 1EB1 01.3586 07/25/2029 | 0.08% |
| CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| STACR 2017-DNA2 B1 05.2586 10/25/2029 | 0.08% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.08% |
| WBCMT 2005-C21 E P/P 144A 04.9836 10/15/2044 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.07% |
| FNR 2014-87 MS IO 06.1414 01/25/2045 | 0.07% |
| FREMF 2018-KF43 B P/P 144A 02.2685 01/25/2028 | 0.07% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.07% |
| COMM 2014-CR18 C 04.7371 07/15/2047 | 0.07% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.07% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.07% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.07% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.07% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.07% |
| GNR 2012-149 GS IO 06.0891 12/20/2042 | 0.07% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.07% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.07% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.07% |
| MSC 2018-H3 XA 00.8274 07/15/2051 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| CBAM 2019-9A A P/P 144A 01.5213 02/12/2030 | 0.07% |
| CIT BANK NA 02.9690 09/27/2025 | 0.07% |
| EFMT 2020-1 A2 03.3530 05/25/2065 | 0.07% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.07% |
| JPMBB 2013-C14 E P/P 144A 04.7025 08/15/2046 | 0.07% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.07% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.07% |
| GNR 2010-9 YD IO 06.6939 01/16/2040 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| STACR 2020-DNA2 M2 01.9676 02/25/2050 | 0.07% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.07% |
| CAS 2017-C06 1B1 04.2586 02/25/2030 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.07% |
| MWST 2020-2 A 00.9086 11/25/2053 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| STACR 2019-HQA1 M2 02.4586 02/25/2049 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| GNR 2019-21 SJ IO 05.9391 02/20/2049 | 0.06% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| CAS 2017-C02 2ED3 01.4586 09/25/2029 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| CWALT 2007-OA6 A1A 00.2486 06/25/2037 | 0.06% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.06% |
| FHR 4839 AS IO 05.9440 06/15/2042 | 0.06% |
| GNR 2019-44 SA IO 05.9391 04/20/2049 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| FHMS K100 X1 IO 00.6500 09/25/2029 | 0.06% |
| GNR 2014-H11 GI IO 01.4823 06/20/2064 | 0.06% |
| GNR 2016-H02 HI IO 01.5291 01/20/2066 | 0.06% |
| GNR 2019-H14 IB IO 02.3804 08/20/2069 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2051 | 0.06% |
| GNR 2019-65 BS IO 05.9891 05/20/2049 | 0.06% |
| MSC 2016-UB12 XA IO 00.7459 12/15/2049 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| COMM 2014-CR19 D P/P 144A 04.7089 08/10/2047 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| FHR 4912 PS IO 05.9414 09/25/2049 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| GNR 2018-H20 BI IO 02.5012 06/20/2068 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.1424 05/15/2045 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% |
| BHLD 2020-1 A3 03.3950 02/25/2055 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| GNR 2014-H07 BI IO 01.4722 05/20/2064 | 0.05% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.05% |
| BMIR 2020-2A M1C 04.1086 08/26/2030 | 0.05% |
| FNR 2018-1 MS IO 06.0414 02/25/2048 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.3526 08/15/2046 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.05% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.05% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% |
| GNR 2015-H12 GI IO 01.7889 05/20/2065 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| GNR 2019-H02 DI IO 02.4486 11/20/2068 | 0.05% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.05% |
| AON PLC 04.2500 12/12/2042 | 0.05% |
| COMM 2014-LC15 XA IO 01.0856 04/10/2047 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| GNR 2018-H05 AI IO 00.9028 02/20/2068 | 0.05% |
| STACR 2014-DN2 M3 03.7086 04/25/2024 | 0.05% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% |
| WAMU 2005-AR17 A1B2 00.9376 12/25/2045 | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| GNR 2016-H11 HI IO 02.1059 01/20/2066 | 0.05% |
| STACR 2017-HQA2 M2 02.7586 12/25/2029 | 0.05% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.05% |
| WFCM 2014-LC16 XA IO 01.0879 08/15/2050 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.05% |
| STACR 2014-HQ2 M3 03.8586 09/25/2024 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| CGCMT 2014-GC19 X IO 01.1370 03/10/2047 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.05% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.05% |
| EMIR 2018-1 M1 01.8086 11/25/2028 | 0.04% |
| STACR 2015-HQA2 M3 04.9086 05/25/2028 | 0.04% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.04% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.04% |
| STACR 2017-DNA1 M2 03.3586 07/25/2029 | 0.04% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.04% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.04% |
| BCAP 2015-RR5 2A2 01.4492 01/26/2046 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| FHR 4077 HS IO 05.9940 07/15/2042 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNR 2015-H10 CI IO 01.8007 04/20/2065 | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.04% |
| CAS 2019-HRP1 M2 02.2586 11/25/2039 | 0.04% |
| CAS 2020-SBT1 2M2 03.7586 02/25/2040 | 0.04% |
| GNR 2017-H12 QI IO 02.3951 05/20/2067 | 0.04% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| CAS 2019-R02 1B1 04.2586 08/25/2031 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.04% |
| NZES 2020-PLS1 A P/P 144A 03.8440 12/25/2025 | 0.04% |
| STACR 2017-HQA2 M2B 02.7586 12/25/2029 | 0.04% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% |
| CAS 2016-C06 1M2 04.3586 04/25/2029 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.3511 08/10/2044 | 0.04% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.04% |
| GNR 2015-H09 BI IO 01.6858 03/20/2065 | 0.04% |
| GNR 2015-H16 XI IO 02.4436 07/20/2065 | 0.04% |
| GNR 2015-H20 AI IO 01.8158 08/20/2065 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.04% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H04 AI IO 01.5706 12/20/2064 | 0.04% |
| GNR 2015-H12 AI IO 01.8577 05/20/2065 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| COMM 2013-CR6 D P/P 144A 04.0897 03/10/2046 | 0.04% |
| GNR 2015-H12 EI IO 01.7059 04/20/2065 | 0.04% |
| GNR 2017-H23 BI IO 01.8832 11/20/2067 | 0.04% |
| GNR 2018-H02 EI IO 02.3779 01/20/2068 | 0.04% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| WAMU 2005-AR13 A1B2 00.9776 10/25/2045 | 0.04% |
| GNR 2018-91 SJ IO 06.1391 07/20/2048 | 0.04% |
| GNR 2019-78 SJ IO 05.9391 06/20/2049 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.04% |
| CAS 2019-R03 1M2 02.2586 09/25/2031 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| 1.5505 R ISWP US0003M P 03/05/2031 | 0.04% |
| CAS 2016-C05 2M2 04.5586 01/25/2029 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.04% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.04% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.04% |
| GNR 2015-H25 CI IO 01.9084 10/20/2065 | 0.04% |
| GNR 2015-H26 DI IO 01.8912 10/20/2065 | 0.04% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.04% |
| GNR 2019-125 SG IO 05.9391 10/20/2049 | 0.04% |
| GSMS 2013-GC10 XA IO 01.4865 02/10/2046 | 0.04% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| WFRBS 2012-C7 D P/P 144A 04.8076 06/15/2045 | 0.04% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.03% |
| 1.552 R ISWP US0003M P 03/05/2031 | 0.03% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNR 2016-H04 KI IO 01.5264 02/20/2066 | 0.03% |
| GNR 2017-H14 EI IO 01.6566 06/20/2067 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| JPMCC 2016-JP2 XA IO 01.7916 08/15/2049 | 0.03% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.03% |
| STACR 2018-DNA3 B1 04.0086 09/25/2048 | 0.03% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| GNR 2015-H15 JI IO 01.9543 06/20/2065 | 0.03% |
| GNR 2016-H24 JI IO 02.1936 11/20/2066 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| MSBAM 2013-C12 XA IO 00.5872 10/15/2046 | 0.03% |
| MSBAM 2015-C26 XA IO 01.0167 10/15/2048 | 0.03% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.03% |
| CAS 2016-C01 1M2 06.8586 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| COMM 2013-CR13 E P/P 144A 04.8851 11/10/2046 | 0.03% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.03% |
| JPMCC 2011-C3 D P/P 144A 05.7892 02/15/2046 | 0.03% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.2263 06/15/2044 | 0.03% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| COMM 2014-UBS6 XA IO 00.8867 12/10/2047 | 0.03% |
| EMIR 2018-1 M2 03.1086 11/25/2028 | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNR 2019-121 SD IO 05.8891 10/20/2049 | 0.03% |
| GSMS 2014-GC22 XA IO 00.9795 06/10/2047 | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| CAS 2019-R06 2M2 02.2086 09/25/2039 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H25 AI IO 01.6121 09/20/2065 | 0.03% |
| GNR 2015-H28 DI IO 01.5504 08/20/2065 | 0.03% |
| GNR 2017-H10 MI IO 02.0045 04/20/2067 | 0.03% |
| GSMBS 2020-RPL1 M2 03.8458 07/25/2059 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.03% |
| TPMT 2015-6 M1 P/P 144A 03.7500 04/25/2055 | 0.03% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.03% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.03% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMM 2012-CR1 D P/P 144A 05.3688 05/15/2045 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| FNR 2018-94 SA IO 05.9914 01/25/2049 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| MSC 2016-BNK2 XA IO 01.0419 11/15/2049 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GNR 2010-H19 GI IO 01.4052 08/20/2060 | 0.03% |
| JPMCC 2011-C3 F P/P 144A 05.7892 02/15/2046 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| STACR 2017-DNA2 M2 03.5586 10/25/2029 | 0.03% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8744 11/15/2045 | 0.03% |
| WFRBS 2013-C14 XA IO 00.7174 06/15/2046 | 0.03% |
| WFRBS 2014-C23 XA IO 00.5624 10/15/2057 | 0.03% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.03% |
| CAS 2019-R01 2M2 02.5586 07/25/2031 | 0.03% |
| CCMFC 2004-3A A2 00.4086 08/25/2035 | 0.03% |
| COMM 2014-CR17 XA IO 00.9668 05/10/2047 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.03% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNR 2017-H08 NI IO 01.4887 03/20/2067 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.02% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% |
| CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.02% |
| ECOLAB INC 03.2500 12/01/2027 | 0.02% |
| GNMA GII30 AI2340 04.4850 05/20/2065 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| WFRBS 2012-C10 D P/P 144A 04.4274 12/15/2045 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| COMM 2015-CR23 XA IO 00.8933 05/10/2048 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| GNR 2016-H27 BI IO 02.4984 12/20/2066 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| WFRBS 2012-C10 E P/P 144A 04.4274 12/15/2045 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CAS 2018-C05 1M2 02.4586 01/25/2031 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| JPMCC 2013-C10 XA IO 00.9488 12/15/2047 | 0.02% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.02% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GSMS 2014-GC18 XA IO 01.0037 01/10/2047 | 0.02% |
| JPMCC 2013-C16 XA IO 00.9160 12/15/2046 | 0.02% |
| MSBAM 2013-C7 XA IO 01.3260 02/15/2046 | 0.02% |
| OPTN FN30 2.5 05/06/21 CALL 102.78125 JPMC | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.02% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| STACR 2020-HQA4 M2 03.2586 09/25/2050 | 0.02% |
| COMM 2014-UBS4 XA IO 01.1051 08/10/2047 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% |
| SWPTN 5WX10Y P 1.541 USD 04/12/2021 CI | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.5997 12/10/2045 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| FHR 3408 EK 25.3666 04/15/2037 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNR 2015-H17 CI IO 01.5744 06/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| JPMCC 2013-LC11 X IO 01.2450 04/15/2046 | 0.02% |
| MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.02% |
| MSC 2012-C4 E P/P 144A 05.4195 03/15/2045 | 0.02% |
| STACR 2019-DNA2 B1 04.4676 03/25/2049 | 0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| CAS 2019-R05 1M2 02.1086 07/25/2039 | 0.02% |
| COMM 2013-LC13 XA IO 01.1212 08/10/2046 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GSMS 2013-GC12 XA IO 01.4046 06/10/2046 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| JPMBB 2014-C25 XA IO 00.8438 11/15/2047 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.02% |
| WAMU 2005-AR1 A2B 00.9176 01/25/2045 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5198 12/15/2045 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8048 09/15/2057 | 0.02% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.02% |
| CAS 2017-C05 1B1 03.7086 01/25/2030 | 0.02% |
| CGCMT 2013-GC17 X IO 01.0247 11/10/2046 | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FHR 3852 NT 05.8940 05/15/2041 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2015-H01 CI IO 01.6056 12/20/2064 | 0.02% |
| GNR 2019-99 KS IO 05.9391 08/20/2049 | 0.02% |
| NHEL 2004-2 M4 01.9086 09/25/2034 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| WAMU 2005-AR17 A1B3 00.8176 12/25/2045 | 0.02% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.02% |
| CAS 2018-C01 1M2 02.3586 07/25/2030 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7582 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4194 12/15/2047 | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| WAMU 2005-AR2 2A1B 00.8486 01/25/2045 | 0.02% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.02% |
| CAS 2017-C06 2M2 02.9086 02/25/2030 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| COMM 2014-CR18 XA IO 00.9991 07/15/2047 | 0.02% |
| COMM 2014-CR19 XA IO 00.9707 08/10/2047 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 01.7086 10/25/2028 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.01% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| JPMCC 2012-LC9 XA IO 01.4890 12/15/2047 | 0.01% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| ARES CAPITAL CORP 02.1500 07/15/2026 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.01% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.01% |
| DIAMONDBACK ENERGY INC 03.5000 12/01/2029 | 0.01% |
| ENERGY TRANSFER OPERATNG 04.9500 06/15/2028 | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| LENNAR CORP 05.0000 06/15/2027 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.01% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.01% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.01% |
| NATWEST GROUP PLC USD 06.0000 12/19/2023 | 0.01% |
| ONEOK INC 06.3500 01/15/2031 | 0.01% |
| QVC INC 04.3750 09/01/2028 | 0.01% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WPX ENERGY INC 05.2500 09/15/2024 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANALOG DEVICES INC 03.5000 12/05/2026 | 0.01% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.01% |
| AUTONATION INC 04.7500 06/01/2030 | 0.01% |
| BROADCOM INC 04.7500 04/15/2029 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| CLOROX COMPANY 01.8000 05/15/2030 | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMCAST CORP 03.2000 07/15/2036 | 0.01% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.01% |
| ENLINK MIDSTREAM LLC 05.3750 06/01/2029 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| GLOBAL PAYMENTS INC 03.2000 08/15/2029 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.01% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.01% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 0.01% |
| NRG ENERGY INC P/P 144A 03.6250 02/15/2031 | 0.01% |
| OWENS CORNING 03.9500 08/15/2029 | 0.01% |
| PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| SOUTHERN CAL EDISON 04.6500 10/01/2043 | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% |
| T-MOBILE USA INC P/P 144A 03.0000 02/15/2041 | 0.01% |
| THERMO FISHER SCIENTIFIC 04.4970 03/25/2030 | 0.01% |
| TJX COS INC 03.8750 04/15/2030 | 0.01% |
| UNIVERSAL HLTH SVCS P/P 144A 02.6500 10/15/2030 | 0.01% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| CAS 2017-C02 2M2 03.7586 09/25/2029 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-LC17 XA IO 00.7222 10/10/2047 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| STACR 2015-DN1 M3 04.2586 01/25/2025 | 0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.01% |
| BMIR 2018-2A M1C P/P 144A 01.7086 08/25/2028 | 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 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| FHR 3065 DC 19.5420 03/15/2035 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2011-4 CS 12.6827 05/25/2040 | 0.01% |
| GNMA GII30 AW8447 04.3270 05/20/2067 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5WX5Y P 0.95 USD 04/26/2021 BA | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.01% |
| CAS 2016-C04 1M2 04.3586 01/25/2029 | 0.01% |
| CAS 2018-R07 1M2 02.5086 04/25/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNR 2005-106 JC 19.7872 12/25/2035 | 0.01% |
| FNR 2006-62 PS 39.2482 07/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.01% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1698 03/15/2045 | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNR 2005-122 SE 22.7198 11/25/2035 | 0.01% |
| FNR 2006-8 HP 24.1684 03/25/2036 | 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 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.3526 08/15/2046 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1086 04/25/2027 | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.01% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 AH1076 04.6670 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2020-15 CS IO 05.9391 02/20/2050 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-129 SN IO 06.0391 09/20/2043 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| SWPTN 1MX10Y P 1.736 USD 04/19/2021 CI | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.01% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CPURNSA R 2.45 P 03/23/31 | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 3249 PS 21.9252 12/15/2036 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.00% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| PACIFICORP 06.2500 10/15/2037 | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| CAS 2016-C07 2M2 04.4586 05/25/2029 | 0.00% |
| CAS 2018-C06 1M2 02.1086 03/25/2031 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMM 2012-LC4 XA IO P/P 144A 02.0959 12/10/2044 | 0.00% |
| FHR 2990 LB 16.6748 06/15/2034 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.00% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.00% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 5WX10Y P 1.665 USD 04/26/2021 CI | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2017-C01 1M2 03.6586 07/25/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 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 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 19.9241 08/25/2035 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| SAIL 2004-10 A10 01.0086 11/25/2034 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| SWPTN 1MX10Y R 1.736 USD 04/19/2021 CI | 0.00% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0562 05/10/2045 | 0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.00% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 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 CG | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 2976 LC 24.0313 05/15/2035 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 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 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 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AH1094 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4670 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.4950 08/20/2065 | 0.00% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5547 05/20/2065 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 5WX5Y R 0.95 USD 04/26/2021 BA | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 0.684 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 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 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 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 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 17.1116 11/25/2034 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 AN1902 04.5720 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4870 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6060 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4060 06/20/2065 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6692 11/15/2044 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | 0.00% |
| BACM 2007-1 XW IO 00.4254 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4668 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.4826 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CPURNSA P 2.53 R 04/01/26 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2759 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0000 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3885 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% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.00% |
| FNW 2005-W4 1AIO IO 00.0612 08/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 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% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2855 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4102 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.0930 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0930 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 04.8625 07/15/2045 | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | 0.00% |
| SWPTN 5WX5Y P 0.955 USD 04/06/2021 GS | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.0006 11/15/2048 | 0.00% |
| 1.7371 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.766 R ISWP US0003M P 04/01/2031 | -0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| CPURNSA R 2.51 P 04/01/31 | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.00% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CPURNSA P 2.51 R 03/23/26 | -0.00% |
| CPURNSA R 2.515 P 04/01/31 | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.7475 R ISWP US0003M P 04/01/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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-.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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | -0.00% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.00% |
| SWPTN 5WX10Y R 1.665 USD 04/26/2021 CI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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 GS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| 1.7155 R ISWP US0003M P 03/23/2031 | -0.01% |
| 1.72 R ISWP US0003M P 03/23/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.01% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPURNSA P 2.445 R 03/23/26 | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -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-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | -0.01% |
| SWPTN 5WX10Y R 1.541 USD 04/12/2021 CI | -0.01% |
| SWPTN 5WX5Y R 0.955 USD 04/06/2021 GS | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.35 R 03/05/31 | -0.02% |
| CPURNSA P 2.351 R 03/05/31 | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.02% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.03% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.03% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.03% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.03% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.03% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.03% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CPURNSA P 2.286 R 02/24/31 | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.04% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.04% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| OPTN FN30 2.5 05/06/21 PUT 102.78125 JPMC | -0.05% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.05% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.06% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.06% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.06% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.07% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.07% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.07% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.07% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.08% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.08% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.08% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.08% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.08% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.08% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.10% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.13% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.13% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.14% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.14% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.15% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.15% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.17% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.19% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.23% |
| OPTN FN30 2.0 05/06/21 PUT 99.96875 JPMC | -0.23% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.23% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.27% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.40% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.52% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.63% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.79% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.94% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -22.20% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | 10.82% |
|---|---|
| US 5YR NOTE (CBT) JUN21 FVM1 | 9.35% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2051 | 8.33% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 7.64% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2051 | 6.92% |
| US ULTRA BOND CBT JUN21 WNM1 | 4.40% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | 3.23% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2051 | 2.68% |
| US 10YR ULTRA FUT JUN21 UXYM1 | 2.37% |
| REPO TRIPA MORTG 0.02 03/01/2021 | 2.22% |
| GNMA GII30 TBA 03.5000 03/01/2051 | 1.17% |
| US LONG BOND(CBT) JUN21 USM1 | 1.07% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 1.07% |
| TREASURY BILL 00.0000 06/17/2021 | 1.06% |
| GNMA GII30 TBA 04.0000 03/01/2051 | 0.97% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.77% |
| VERIZON COMM 04.3290 09/21/2028 | 0.76% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.63% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2051 | 0.63% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.62% |
| APPLE INC 02.8000 02/08/2061 | 0.62% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.61% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.56% |
| TREASURY BILL 00.0000 03/23/2021 | 0.55% |
| TREASURY BILL 00.0000 07/08/2021 | 0.55% |
| TREASURY BILL 00.0000 07/22/2021 | 0.55% |
| TREASURY BILL 00.0000 09/09/2021 | 0.55% |
| TREASURY BILL 00.0000 10/07/2021 | 0.55% |
| TREASURY BILL 00.0000 12/30/2021 | 0.55% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.55% |
| TREASURY BILL 00.0000 04/08/2021 | 0.54% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.53% |
| BEDFORD ROW FUNDING CORP 07644AQW7 DCP 03/30/2021 | 0.53% |
| DNB BANK ASA 2332K0TQ5 DCP 06/24/2021 | 0.52% |
| LLOYDS BANK PLC 53943RQV4 DCP 03/29/2021 | 0.52% |
| NATIONWIDE BUILDING SOCIETY 6385E0Q48 DCP 03/04/2021 | 0.52% |
| SWEDBANK AB 87019RQ82 DCP 03/08/2021 | 0.52% |
| UBS AG/LONDON 90351WQF5 DCP 03/15/2021 | 0.52% |
| ATLANTIC ASSET SECURITIZATION 04821TSK2 DCP 05/19/2021 | 0.52% |
| COMCAST CORP 03.4500 02/01/2050 | 0.51% |
| ALPINE SECURITIZATION LLC 02088WQ94 DCP 03/09/2021 | 0.50% |
| AUSTRALIA & NEW ZEALAND BANKI 05253AQH6 DCP 03/17/2021 | 0.50% |
| BARCLAYS BANK PLC CCP 06742V4Y4 DCP 03/19/2021 | 0.50% |
| BPCE SA 05571BQK2 DCP 03/19/2021 | 0.50% |
| CASH MGMT BILL 00.0000 05/11/2021 | 0.50% |
| CHARTA LLC 16115VRK7 DCP 04/19/2021 | 0.50% |
| FMS WERTMANAGEMENT 34411GQS8 DCP 03/26/2021 | 0.50% |
| MATCHPOINT FINANCE PLC 57666AQ21 DCP 03/02/2021 | 0.50% |
| MITSUBISHI UFJ TRUST & BANKIN 60682WV54 DCP 08/05/2021 | 0.50% |
| OLD LINE FUNDING LLC 67984XH90 DCP 05/27/2021 | 0.50% |
| TOTAL CAPITAL CANADA LTD 89153PV41 DCP 08/04/2021 | 0.50% |
| TREASURY BILL 00.0000 04/22/2021 | 0.50% |
| TREASURY BILL 00.0000 06/03/2021 | 0.50% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.50% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.48% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.48% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.47% |
| MANHATTAN ASSET FUNDING CO LL 56274LQQ0 DCP 03/24/2021 | 0.46% |
| NRW BANK 62939LRS0 DCP 04/26/2021 | 0.46% |
| TREASURY BILL 00.0000 03/09/2021 | 0.45% |
| GNR 2020-18 GS IO 05.9389 02/20/2050 | 0.44% |
| MCAS 2019-01 M10 P/P 144A 03.3676 10/15/2049 | 0.43% |
| GNR 2020-55 SA IO 05.9389 04/20/2050 | 0.37% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.36% |
| FREMF 2019-KF66 B P/P 144A 02.5195 07/25/2029 | 0.36% |
| WESTPAC BANKING CORP/NY 9612C0Q36 DCP 03/03/2021 | 0.36% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.36% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.35% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.34% |
| AT&T INC 04.3500 03/01/2029 | 0.34% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.33% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.33% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.33% |
| ABBVIE INC 03.2000 11/21/2029 | 0.32% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.32% |
| GNR 2020-11 SY IO 05.9889 01/20/2050 | 0.31% |
| US BANCORP 01.3750 07/22/2030 | 0.31% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.31% |
| MSC 2011-C3 B P/P 144A 05.2442 07/15/2049 | 0.31% |
| UBSBB 2012-C3 C P/P 144A 05.0310 08/10/2049 | 0.31% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.31% |
| CSAIL 2015-C4 B 04.3125 11/15/2048 | 0.30% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.30% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.30% |
| GNR 2020-47 SG IO 05.8889 02/20/2049 | 0.30% |
| GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.30% |
| BROADCOM INC 04.1500 11/15/2030 | 0.30% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.29% |
| MRAIT 2021-5 A1X 07/26/2021 | 0.29% |
| NETFLIX INC 04.3750 11/15/2026 | 0.28% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.28% |
| GNR 2020-142 SB IO 06.1889 09/20/2050 | 0.28% |
| STACR 2019-DNA1 B1 04.7676 01/25/2049 | 0.28% |
| LIBERTY STREET FUNDING LLC 53127TS46 DCP 05/04/2021 | 0.28% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.28% |
| GNR 2020-112 MS IO 06.1889 08/20/2050 | 0.28% |
| WFCM 2019-C50 XA IO 01.4171 05/15/2052 | 0.27% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.27% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.27% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.27% |
| FNR 2020-12 SK IO 05.9324 03/25/2050 | 0.27% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.27% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.27% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.26% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.26% |
| VISIO 2019-1 A3 03.8250 06/25/2054 | 0.26% |
| AT&T INC 04.3000 02/15/2030 | 0.26% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.26% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.26% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.25% |
| CHARIOT FUNDING LLC 15963TT17 DCP 06/01/2021 | 0.25% |
| CHARIOT FUNDING LLC 15963TTH2 DCP 06/17/2021 | 0.25% |
| GNR 2020-98 KS IO 06.0889 07/20/2050 | 0.25% |
| NORDEA BANK ABP 65558JQ26 DCP 03/02/2021 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.25% |
| EQUINIX INC 03.2000 11/18/2029 | 0.24% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.24% |
| LENNAR CORP 04.7500 11/29/2027 | 0.24% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.24% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.24% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.24% |
| BMIR 2017-1 M2 P/P 144A 03.4676 10/25/2027 | 0.24% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.24% |
| SPST 2020-13 A 01.6149 10/10/2021 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% |
| SPST 2020-15 A 01.4849 12/10/2021 | 0.24% |
| STACR 2016-HQA1 M3 06.4676 09/25/2028 | 0.24% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.23% |
| STACR 2019-DNA3 M2 02.1676 07/25/2049 | 0.23% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.23% |
| AT&T INC 03.3000 02/01/2052 | 0.22% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.22% |
| CARMX 2020-2 C 04.9200 11/17/2025 | 0.22% |
| MRAIT 2020-2 A2 | 0.22% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.22% |
| FNR 2019-74 S IO 05.8824 12/25/2049 | 0.22% |
| MRAIT 2020-12 A1X 01.4574 07/15/2021 | 0.22% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.21% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.21% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.21% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.21% |
| BROADCOM INC 05.0000 04/15/2030 | 0.20% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 0.20% |
| BACM 2015-UBS7 B 04.3591 09/15/2048 | 0.20% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.20% |
| STACR 2020-HQA3 M2 03.7176 07/25/2050 | 0.20% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| CD 2017-CD6 C 04.2665 11/13/2050 | 0.20% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.20% |
| COMCAST CORP 03.9990 11/01/2049 | 0.20% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.20% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.20% |
| STACR 2020-HQA2 M2 03.2176 03/25/2050 | 0.19% |
| STACR 2017-HQA1 M2B 03.6676 08/25/2029 | 0.19% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.19% |
| JPMBB 2013-C15 C 05.1965 11/15/2045 | 0.19% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.19% |
| GNMA GII30 TBA 04.5000 03/01/2051 | 0.19% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.19% |
| WFCM 2018-C46 C 04.9784 08/15/2051 | 0.19% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.18% |
| JPMDB 2017-C5 XA IO 00.9314 03/15/2050 | 0.18% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.18% |
| STACR 2018-DNA2 B1 03.8176 12/25/2030 | 0.18% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.18% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.18% |
| FNR 2016-8 SA IO 05.9324 03/25/2046 | 0.18% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| FNR 2019-57 LS IO 05.8824 10/25/2049 | 0.18% |
| INGIM 2013-2A A1R P/P 144A 01.1878 04/25/2031 | 0.18% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.18% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.18% |
| FISERV INC 04.2000 10/01/2028 | 0.17% |
| UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.17% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.17% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.17% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.17% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.17% |
| FNR 2018-44 SA IO 06.0824 06/25/2048 | 0.17% |
| FREMF 2019-KF71 B P/P 144A 02.4195 10/25/2029 | 0.17% |
| MCAS 2020-01 M10 P/P 144A 03.8676 03/25/2050 | 0.17% |
| WFRBS 2011-C4 C P/P 144A 05.1928 06/15/2044 | 0.17% |
| CAS 2016-C03 1M2 05.4176 10/25/2028 | 0.17% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.17% |
| UBSCM 2018-C12 XA IO 00.8177 08/15/2051 | 0.17% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.16% |
| STACR 2016-HQA2 M3 05.2676 11/25/2028 | 0.16% |
| ZOETIS INC 03.9000 08/20/2028 | 0.16% |
| ALPHABET INC 02.2500 08/15/2060 | 0.16% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.16% |
| CIGNA CORP 03.7500 07/15/2023 | 0.16% |
| GNR 2019-83 SW IO 05.9889 07/20/2049 | 0.16% |
| GNR 2020-34 SQ | 0.16% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.16% |
| RRAM 2020-12A AAR2 P/P 144A 01.6110 01/15/2036 | 0.16% |
| GNR 2018-168 KS IO 06.0389 12/20/2048 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.16% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.16% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.16% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| CAS 2017-C07 1EB2 01.1176 05/25/2030 | 0.16% |
| BMIR 2019-4A M1C P/P 144A 02.6176 10/25/2029 | 0.15% |
| GNR 2019-119 KS IO 05.9426 09/16/2049 | 0.15% |
| MRAFT 2020-5 A1 01.1205 08/10/2023 | 0.15% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.15% |
| GNR 2020-32 GS IO 05.9889 03/20/2050 | 0.15% |
| STACR 2016-HQA3 M3 03.9676 03/25/2029 | 0.15% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.15% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.15% |
| STACR 2020-HQA1 M2 02.0176 01/25/2050 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% |
| JPMCC 2012-C8 C P/P 144A 04.6218 10/15/2045 | 0.15% |
| CAS 2018-C05 1B1 04.3676 01/25/2031 | 0.15% |
| BBCMS 2020-C7 XA IO 01.6307 04/15/2053 | 0.15% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.15% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.14% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.14% |
| ECOLAB INC 03.2500 12/01/2027 | 0.14% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| GNR 2019-20 SB IO 05.9889 02/20/2049 | 0.14% |
| RMIR 2019-1 M2 P/P 144A 03.3176 02/25/2029 | 0.14% |
| COMM 2017-COR2 C 04.5606 09/10/2050 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.14% |
| GNR 2019-123 SL IO 06.0389 10/20/2049 | 0.14% |
| JPMCC 2011-C4 C P/P 144A 05.3423 07/15/2046 | 0.14% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.14% |
| CAS 2020-R01 1M2 02.1676 01/25/2040 | 0.14% |
| CSAIL 2019-C17 XA IO 01.3652 09/15/2052 | 0.14% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| DBUBS 2011-LC2A C P/P 144A 05.4578 07/10/2044 | 0.14% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.14% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.14% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.14% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.14% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.13% |
| BANK 2018-BN13 XA 00.5055 08/15/2061 | 0.13% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.13% |
| STACR 2018-DNA1 M2 01.9176 07/25/2030 | 0.13% |
| FHR 4839 WS IO 05.9878 08/15/2056 | 0.13% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.13% |
| CAS 2016-C02 1M2 06.1176 09/25/2028 | 0.13% |
| CAS 2016-C03 2M2 06.0176 10/25/2028 | 0.13% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.13% |
| WFCM 2020-C57 C 04.0241 08/15/2053 | 0.13% |
| BOEING CO 04.8750 05/01/2025 | 0.13% |
| FHMS K110 X1 IO 01.6980 04/25/2030 | 0.13% |
| STACR 2018-DNA2 M2 02.2676 12/25/2030 | 0.13% |
| CAS 2020-SBT1 1M2 03.7676 02/25/2040 | 0.13% |
| GNR 2019-30 SH IO 05.9389 03/20/2049 | 0.13% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% |
| WAMU 2005-AR13 A1C4 00.9900 10/25/2045 | 0.13% |
| FHMS K104 X1 IO 01.1268 01/25/2030 | 0.13% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.13% |
| WFCM 2017-C41 XA IO 01.2058 11/15/2050 | 0.13% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.12% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| STACR 2020-DNA2 B1 02.6176 02/25/2050 | 0.12% |
| MSBAM 2014-C14 C 05.0501 02/15/2047 | 0.12% |
| FNR 2019-3 SA IO 05.9824 02/25/2049 | 0.12% |
| JPMDB 2019-COR6 IO 00.9423 11/13/2052 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| STACR 2015-DNA3 M3 04.8176 04/25/2028 | 0.12% |
| CAS 2017-C03 1M2 03.1176 10/25/2029 | 0.12% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| BACM 2016-UB10 C 04.8675 07/15/2049 | 0.12% |
| STACR 2016-DNA2 M3 04.7676 10/25/2028 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| STACR 2018-HQA1 M2 02.4176 09/25/2030 | 0.12% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.12% |
| CAS 2018-R07 1B1 MTGE 04.4676 04/25/2031 | 0.12% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| STACR 2016-DNA3 M3 05.1176 12/25/2028 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| MSRR 2015-R4 CB1 00.9557 08/26/2047 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.11% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% |
| TMIR 2021-1 M1B P/P 144A 03.1074 08/25/2033 | 0.11% |
| FHR 4738 QS IO 06.0878 12/15/2047 | 0.11% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.11% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% |
| MRAFT 2020-4 A1 01.4705 04/23/2023 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.11% |
| DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% |
| FNR 2017-108 SA IO 06.0324 01/25/2048 | 0.11% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.11% |
| STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.11% |
| CAS 2017-C04 2M2 02.9676 11/25/2029 | 0.11% |
| FNR 2015-66 AS IO 06.1324 09/25/2045 | 0.11% |
| GNR 2019-83 JS IO 05.9889 07/20/2049 | 0.11% |
| GSMS 2014-GC18 C 04.9885 01/10/2047 | 0.11% |
| GSMS 2014-GC22 C 04.6917 06/10/2047 | 0.11% |
| GNR 2019-108 S IO 05.9389 08/20/2049 | 0.11% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.11% |
| MWST 2020-1 A 01.0176 10/25/2053 | 0.11% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.11% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.10% |
| FNR 2019-59 SD IO 05.9324 10/25/2049 | 0.10% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% |
| MWST 2019-1 A 00.9176 06/25/2052 | 0.10% |
| PACIFICORP 02.7000 09/15/2030 | 0.10% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.10% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.10% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.10% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.10% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.10% |
| COMM 2014-CR17 D P/P 144A 04.8468 05/10/2047 | 0.10% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.10% |
| MSBAM 2013-C10 E P/P 144A 04.0813 07/15/2046 | 0.10% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.10% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.10% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% |
| CAS 2017-C01 1B1 05.8676 07/25/2029 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| UBSCM 2012-C1 D P/P 144A 05.5688 05/10/2045 | 0.10% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.10% |
| MSC 2012-C4 C P/P 144A 05.4184 03/15/2045 | 0.10% |
| STACR 2018-HQA2 M2 02.4176 10/25/2048 | 0.10% |
| WFRBS 2013-C12 C 04.3169 03/15/2048 | 0.10% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.10% |
| FHR 4461 SB IO 06.0878 04/15/2045 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| COMM 2019-GC44 XA IO 00.6522 08/15/2057 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| CSAIL 2015-C1 C 04.2638 04/15/2050 | 0.10% |
| CSMC 2016-NXSR XA IO 00.7539 12/15/2049 | 0.10% |
| JPMBB 2014-C25 D P/P 144A 03.9485 11/15/2047 | 0.10% |
| BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.09% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.09% |
| UBSCM 2017-C7 XA IO 01.0307 12/15/2050 | 0.09% |
| ZOETIS INC 02.0000 05/15/2030 | 0.09% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.09% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% |
| COMM 2014-CR17 C 04.7831 05/10/2047 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| 1.7705 R ISWP US0003M P 02/10/2051 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| GNR 2018-148 GS IO 05.9926 02/16/2046 | 0.09% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.09% |
| FNR 2016-91 AS IO 05.9824 12/25/2046 | 0.09% |
| NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.09% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.09% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.09% |
| FNR 2018-29 S IO 06.0824 05/25/2048 | 0.08% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.08% |
| JPMCC 2012-C8 D P/P 144A 04.6699 10/15/2045 | 0.08% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| CAS 2020-R02 2M2 02.1176 01/25/2040 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| STACR 2017-HQA1 M2 03.6676 08/25/2029 | 0.08% |
| CARMX 2019-1 C 03.7400 01/15/2025 | 0.08% |
| COMM 2012-CR1 C 05.3543 05/15/2045 | 0.08% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.08% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.08% |
| FHR 4596 CS IO 05.9878 06/15/2046 | 0.08% |
| GNR 2010-31 SA IO 05.6389 03/20/2040 | 0.08% |
| GNR 2014-131 BS IO 06.0926 09/16/2044 | 0.08% |
| GNR 2018-155 SE IO 05.9889 11/20/2048 | 0.08% |
| SSTRT 2019-CRTA D P/P 144A 04.5720 03/25/2026 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.08% |
| GNR 2016-H23 NI IO 02.3532 10/20/2066 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% |
| FREMF 2018-KF43 B P/P 144A 02.2695 01/25/2028 | 0.08% |
| GNMA GII30 TBA 03.0000 03/01/2051 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| UBSCM 2012-C1 C P/P 144A 05.5688 05/10/2045 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| BANK 2020-BN26 XA IO 01.2370 03/15/2063 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNR 2020-H02 GI IO 02.4908 01/20/2070 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.08% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.08% |
| MSC 2018-H4 XA 00.8589 12/15/2051 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| 1.621 R ISWP US0003M P 02/02/2051 | 0.08% |
| CAS 2017-C07 1B1 04.1176 05/25/2030 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% |
| FNR 2014-87 MS IO 06.1324 01/25/2045 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| BCC 2019-3A A P/P 144A 01.5636 10/21/2032 | 0.07% |
| WBCMT 2005-C21 E P/P 144A 05.1605 10/15/2044 | 0.07% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.07% |
| CAS 2017-C01 1EB1 01.3676 07/25/2029 | 0.07% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.07% |
| GNR 2012-149 GS IO 06.0889 12/20/2042 | 0.07% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.07% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.07% |
| STACR 2017-DNA2 B1 05.2676 10/25/2029 | 0.07% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.07% |
| COMM 2014-CR18 C 04.7460 07/15/2047 | 0.07% |
| MSC 2018-H3 XA 00.8277 07/15/2051 | 0.07% |
| CSAIL 2015-C1 D P/P 144A 03.7638 04/15/2050 | 0.07% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.07% |
| CIT BANK NA 02.9690 09/27/2025 | 0.07% |
| EFMT 2020-1 A2 03.3530 05/25/2065 | 0.07% |
| GNR 2010-9 YD IO 06.6926 01/16/2040 | 0.07% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.07% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.06% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.06% |
| GNR 2019-21 SJ IO 05.9389 02/20/2049 | 0.06% |
| JPMBB 2013-C14 E P/P 144A 04.7018 08/15/2046 | 0.06% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| STACR 2020-DNA2 M2 01.9676 02/25/2050 | 0.06% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| CAS 2017-C06 1B1 04.2676 02/25/2030 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.06% |
| STACR 2019-HQA1 M2 02.4676 02/25/2049 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.06% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| CAS 2017-C02 2ED3 01.4676 09/25/2029 | 0.06% |
| FHR 4839 AS IO 05.9378 06/15/2042 | 0.06% |
| GNR 2019-44 SA IO 05.9389 04/20/2049 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| CWALT 2007-OA6 A1A 00.2576 06/25/2037 | 0.06% |
| GNR 2016-H02 HI IO 01.5264 01/20/2066 | 0.06% |
| GNR 2014-H11 GI IO 01.4839 06/20/2064 | 0.06% |
| GNR 2019-H14 IB IO 02.5142 08/20/2069 | 0.06% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| 1.5945 R ISWP US0003M P 01/15/2051 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| FHMS K100 X1 IO 00.6500 09/25/2029 | 0.06% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.06% |
| GNR 2018-H20 BI IO 02.5933 06/20/2068 | 0.06% |
| GNR 2019-65 BS IO 05.9889 05/20/2049 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.06% |
| FHR 4912 PS IO 05.9324 09/25/2049 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2051 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| MSC 2016-UB12 XA IO 00.7425 12/15/2049 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| COMM 2014-CR19 D P/P 144A 04.7082 08/10/2047 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| GNR 2014-H07 BI IO 01.4742 05/20/2064 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% |
| BHLD 2020-1 A3 03.3950 02/25/2055 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| GNR 2018-H05 AI IO 00.9675 02/20/2068 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.1416 05/15/2045 | 0.05% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.05% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.05% |
| 1.1749 R ISWP US0003M P 01/14/2031 | 0.05% |
| BMIR 2020-2A M1C 04.1176 08/26/2030 | 0.05% |
| FNR 2018-1 MS IO 06.0324 02/25/2048 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.3519 08/15/2046 | 0.05% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.05% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% |
| AON PLC 04.2500 12/12/2042 | 0.05% |
| COMM 2014-LC15 XA IO 01.0856 04/10/2047 | 0.05% |
| GNR 2015-H12 GI IO 01.7906 05/20/2065 | 0.05% |
| GNR 2016-H11 HI IO 02.1048 01/20/2066 | 0.05% |
| GNR 2019-H02 DI IO 02.5406 11/20/2068 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| STACR 2014-DN2 M3 03.7176 04/25/2024 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| WAMU 2005-AR17 A1B2 00.9500 12/25/2045 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| GNR 2015-H10 CI IO 01.8028 04/20/2065 | 0.05% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.05% |
| BCAP 2015-RR5 2A2 01.5695 01/26/2046 | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| STACR 2014-HQ2 M3 03.8676 09/25/2024 | 0.05% |
| STACR 2017-HQA2 M2 02.7676 12/25/2029 | 0.05% |
| WFCM 2014-LC16 XA IO 01.0877 08/15/2050 | 0.05% |
| CGCMT 2014-GC19 X IO 01.1370 03/10/2047 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.05% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.05% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.05% |
| GNR 2015-H12 AI IO 01.8589 05/20/2065 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.04% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.04% |
| 1.059 R ISWP US0003M P 01/11/2031 | 0.04% |
| EMIR 2018-1 M1 01.8176 11/25/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| FHR 4077 HS IO 05.9878 07/15/2042 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| STACR 2015-HQA2 M3 04.9176 05/25/2028 | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.04% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.04% |
| STACR 2017-DNA1 M2 03.3676 07/25/2029 | 0.04% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNR 2017-H12 QI IO 02.5620 05/20/2067 | 0.04% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.04% |
| CAS 2019-R02 1B1 04.2676 08/25/2031 | 0.04% |
| CAS 2020-SBT1 2M2 03.7676 02/25/2040 | 0.04% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.04% |
| GNR 2015-H09 BI IO 01.6864 03/20/2065 | 0.04% |
| GNR 2015-H16 XI IO 02.4438 07/20/2065 | 0.04% |
| GNR 2018-H02 EI IO 00.7362 01/20/2068 | 0.04% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.04% |
| NZES 2020-PLS1 A P/P 144A 03.8440 12/25/2025 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2015-H20 AI IO 01.8183 08/20/2065 | 0.04% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.04% |
| STACR 2017-HQA2 M2B 02.7676 12/25/2029 | 0.04% |
| CAS 2016-C06 1M2 04.3676 04/25/2029 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.3363 08/10/2044 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H04 AI IO 01.5630 12/20/2064 | 0.04% |
| GNR 2015-H12 EI IO 01.7079 04/20/2065 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.04% |
| CAS 2019-R03 1M2 02.2676 09/25/2031 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNR 2017-H23 BI IO 01.8872 11/20/2067 | 0.04% |
| GNR 2018-91 SJ IO 06.1389 07/20/2048 | 0.04% |
| GNR 2019-78 SJ IO 05.9389 06/20/2049 | 0.04% |
| GSMS 2013-GC10 XA IO 01.4867 02/10/2046 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| WAMU 2005-AR13 A1B2 00.9900 10/25/2045 | 0.04% |
| COMM 2013-CR6 D P/P 144A 04.0893 03/10/2046 | 0.04% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.04% |
| SWPTN 4WX5Y P 0.5996 USD 03/05/2021 GS | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.04% |
| 1.35468 R ISWP US0003M P 02/18/2031 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.04% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.04% |
| GNR 2019-125 SG IO 05.9389 10/20/2049 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.04% |
| GNR 2015-H25 CI IO 01.8986 10/20/2065 | 0.04% |
| GNR 2016-H04 KI IO 02.3598 02/20/2066 | 0.04% |
| GNR 2017-H14 EI IO 01.7015 06/20/2067 | 0.04% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.04% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.03% |
| 1.5125 R ISWP US0003M P 01/08/2051 | 0.03% |
| CAS 2016-C05 2M2 04.5676 01/25/2029 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2015-H15 JI IO 01.9561 06/20/2065 | 0.03% |
| JPMCC 2016-JP2 XA IO 01.7915 08/15/2049 | 0.03% |
| MSBAM 2013-C12 XA IO 00.5873 10/15/2046 | 0.03% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNR 2015-H26 DI IO 01.8793 10/20/2065 | 0.03% |
| GNR 2016-H24 JI IO 02.1868 11/20/2066 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.03% |
| MSBAM 2015-C26 XA IO 01.0165 10/15/2048 | 0.03% |
| STACR 2018-DNA3 B1 04.0176 09/25/2048 | 0.03% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| CAS 2019-R06 2M2 02.2176 09/25/2039 | 0.03% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.03% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.03% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| WFRBS 2012-C7 D P/P 144A 04.8040 06/15/2045 | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| CAS 2016-C01 1M2 06.8676 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| COMM 2013-CR13 E P/P 144A 04.8850 11/10/2046 | 0.03% |
| COMM 2014-UBS6 XA IO 00.8865 12/10/2047 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| EMIR 2018-1 M2 03.1176 11/25/2028 | 0.03% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.03% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H25 AI IO 01.6131 09/20/2065 | 0.03% |
| GNR 2015-H28 DI IO 01.5528 08/20/2065 | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.1928 06/15/2044 | 0.03% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.03% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNR 2017-H10 MI IO 02.0754 04/20/2067 | 0.03% |
| GSMBS 2020-RPL1 M2 03.8453 07/25/2059 | 0.03% |
| GSMS 2014-GC22 XA IO 00.9794 06/10/2047 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SWPTN 4WX10Y P 1.222 USD 03/11/2021 CI | 0.03% |
| TPMT 2015-6 M1 P/P 144A 03.7500 04/25/2055 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.03% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8782 11/15/2045 | 0.03% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| FNR 2018-94 SA IO 05.9824 01/25/2049 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| JPMCC 2011-C3 D P/P 144A 05.7002 02/15/2046 | 0.03% |
| MSC 2016-BNK2 XA IO 01.0438 11/15/2049 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| WFRBS 2013-C14 XA IO 00.7175 06/15/2046 | 0.03% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.03% |
| CAS 2017-C03 1B1 04.9676 10/25/2029 | 0.03% |
| COMM 2014-CR17 XA IO 00.9668 05/10/2047 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.03% |
| GNR 2010-H19 GI IO 01.4070 08/20/2060 | 0.03% |
| GNR 2017-H08 NI IO 02.0570 03/20/2067 | 0.03% |
| GNR 2019-121 SD IO 05.8889 10/20/2049 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.03% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.03% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.03% |
| WFRBS 2014-C23 XA IO 00.5620 10/15/2057 | 0.03% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| CAS 2019-R01 2M2 02.5676 07/25/2031 | 0.03% |
| CCMFC 2004-3A A2 00.4176 08/25/2035 | 0.03% |
| COMM 2012-CR1 D P/P 144A 05.3543 05/15/2045 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% |
| JPMCC 2011-C3 F P/P 144A 05.7002 02/15/2046 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| STACR 2017-DNA2 M2 03.5676 10/25/2029 | 0.03% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.03% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| 1.637 R ISWP US0003M P 02/04/2051 | 0.02% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.02% |
| GMCAR 2020-1 C 02.1800 05/16/2025 | 0.02% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 1.6125 R ISWP US0003M P 01/15/2051 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| COMM 2015-CR23 XA IO 00.8916 05/10/2048 | 0.02% |
| GNMA GII30 AI2340 04.4840 05/20/2065 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| GNR 2016-H27 BI IO 02.5208 12/20/2066 | 0.02% |
| JPMCC 2013-C10 XA IO 00.9537 12/15/2047 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| MSBAM 2013-C7 XA IO 01.3266 02/15/2046 | 0.02% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| WFRBS 2012-C10 D P/P 144A 04.4268 12/15/2045 | 0.02% |
| WFRBS 2012-C10 E P/P 144A 04.4268 12/15/2045 | 0.02% |
| CAS 2018-C05 1M2 02.4676 01/25/2031 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GSMS 2014-GC18 XA IO 01.0037 01/10/2047 | 0.02% |
| JPMCC 2013-C16 XA IO 00.9162 12/15/2046 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6001 12/10/2045 | 0.02% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.02% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.02% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.02% |
| CAS 2019-R05 1M2 02.1176 07/25/2039 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| COMM 2014-UBS4 XA IO 01.1019 08/10/2047 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.02% |
| JPMCC 2013-LC11 X IO 01.2453 04/15/2046 | 0.02% |
| STACR 2020-HQA4 M2 03.2676 09/25/2050 | 0.02% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| COMM 2013-LC13 XA IO 01.1119 08/10/2046 | 0.02% |
| FHR 3408 EK 25.3414 04/15/2037 | 0.02% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2015-H17 CI IO 01.5762 06/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| MSBAM 2013-C10 F P/P 144A 04.0813 07/15/2046 | 0.02% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5203 12/15/2045 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GSMS 2013-GC12 XA IO 01.4048 06/10/2046 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| JPMBB 2014-C25 XA IO 00.8453 11/15/2047 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MSC 2012-C4 E P/P 144A 05.4184 03/15/2045 | 0.02% |
| STACR 2019-DNA2 B1 04.4676 03/25/2049 | 0.02% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.02% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% |
| WFRBS 2014-C22 XA IO 00.8043 09/15/2057 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.02% |
| CAS 2017-C05 1B1 03.7176 01/25/2030 | 0.02% |
| CGCMT 2013-GC17 X IO 01.0250 11/10/2046 | 0.02% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.02% |
| FHR 3852 NT 05.8878 05/15/2041 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2015-H01 CI IO 01.6074 12/20/2064 | 0.02% |
| GNR 2019-99 KS IO 05.9389 08/20/2049 | 0.02% |
| NHEL 2004-2 M4 01.9176 09/25/2034 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| STACR 2015-DN1 M3 04.2676 01/25/2025 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| WAMU 2005-AR1 A2B 00.9176 01/25/2045 | 0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.02% |
| CAS 2018-C01 1M2 02.3676 07/25/2030 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FNMA FN30 889560 06.0000 06/01/2038 | 0.02% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.02% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.02% |
| WAMU 2005-AR17 A1B3 00.8300 12/25/2045 | 0.02% |
| WAMU 2005-AR2 2A1B 00.8576 01/25/2045 | 0.02% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.02% |
| CFCRE 2011-C2 D P/P 144A 05.7395 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMM 2014-CR19 XA IO 00.9706 08/10/2047 | 0.02% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% |
| FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 01.7176 10/25/2028 | 0.02% |
| JPMCC 2012-LC9 D P/P 144A 04.4187 12/15/2047 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| CAS 2017-C06 2M2 02.9176 02/25/2030 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-CR18 XA IO 01.0085 07/15/2047 | 0.01% |
| COMM 2014-UBS6 C 04.4456 12/10/2047 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| JPMCC 2012-LC9 XA IO 01.4895 12/15/2047 | 0.01% |
| QVC INC 04.4500 02/15/2025 | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| 1.4292 R ISWP US0003M P 02/24/2031 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| ARES CAPITAL CORP 02.1500 07/15/2026 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.01% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.01% |
| ENLINK MIDSTREAM LLC 05.3750 06/01/2029 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.01% |
| FOX CORP 03.0500 04/07/2025 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.01% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.01% |
| NATWEST GROUP PLC USD 06.0000 12/19/2023 | 0.01% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANALOG DEVICES INC 03.5000 12/05/2026 | 0.01% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.01% |
| AUTONATION INC 04.7500 06/01/2030 | 0.01% |
| BROADCOM INC 04.7500 04/15/2029 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CLOROX COMPANY 01.8000 05/15/2030 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMCAST CORP 03.2000 07/15/2036 | 0.01% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.01% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 0.01% |
| DIAMONDBACK ENERGY INC 03.5000 12/01/2029 | 0.01% |
| DOLLAR GENERAL CORP 03.5000 04/03/2030 | 0.01% |
| ENERGY TRANSFER OPERATNG 04.9500 06/15/2028 | 0.01% |
| ENTERPRISE PRODUCTS OPER 03.1250 07/31/2029 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| GLOBAL PAYMENTS INC 03.2000 08/15/2029 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNMA GII30 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.01% |
| LENNAR CORP 05.0000 06/15/2027 | 0.01% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.01% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.01% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| NRG ENERGY INC P/P 144A 03.6250 02/15/2031 | 0.01% |
| ONEOK INC 06.3500 01/15/2031 | 0.01% |
| OWENS CORNING 03.9500 08/15/2029 | 0.01% |
| PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QVC INC 04.3750 09/01/2028 | 0.01% |
| SOUTHERN CAL EDISON 04.6500 10/01/2043 | 0.01% |
| T-MOBILE USA INC P/P 144A 03.0000 02/15/2041 | 0.01% |
| THERMO FISHER SCIENTIFIC 04.4970 03/25/2030 | 0.01% |
| TJX COS INC 03.8750 04/15/2030 | 0.01% |
| UNIVERSAL HLTH SVCS P/P 144A 02.6500 10/15/2030 | 0.01% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WPX ENERGY INC 05.2500 09/15/2024 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| CAS 2017-C02 2M2 03.7676 09/25/2029 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 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 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMM 2014-LC17 XA IO 00.7221 10/10/2047 | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| BMIR 2018-2A M1C P/P 144A 01.7176 08/25/2028 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3065 DC 19.5233 03/15/2035 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2011-4 CS 12.6647 05/25/2040 | 0.01% |
| GNMA GII30 AW8447 04.3270 05/20/2067 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| WFRBS 2013-C11 XA IO P/P 144A 01.1703 03/15/2045 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAS 2016-C04 1M2 04.3676 01/25/2029 | 0.01% |
| CAS 2018-R07 1M2 02.5176 04/25/2031 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 AR6276 UMBS 03.5000 03/01/2043 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2005-106 JC 19.7593 12/25/2035 | 0.01% |
| FNR 2006-62 PS 39.1942 07/25/2036 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2013-164 CI IO 03.0000 11/16/2028 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SAIL 2004-10 A10 01.0176 11/25/2034 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.01% |
| 1.5995 R ISWP US0003M P 01/12/2051 | 0.01% |
| AIR LEASE CORP 03.0000 09/15/2023 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 ZS4114 UMBS 05.0000 03/01/2041 | 0.01% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 735227 05.5000 02/01/2035 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 0.01% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.01% |
| FNMA FN30 AS8530 UMBS 03.5000 12/01/2046 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.01% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNR 2005-122 SE 22.6883 11/25/2035 | 0.01% |
| FNR 2006-8 HP 24.1354 03/25/2036 | 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 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.3519 08/15/2046 | 0.01% |
| OMIR 2017-1A M2 P/P 144A 04.1176 04/25/2027 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 4WX5Y P 0.753 USD 03/23/2021 TD | 0.01% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.01% |
| 0.201 R ISWP US0003M P 01/05/2023 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 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% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 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 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2020-15 CS IO 05.9389 02/20/2050 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 | 0.01% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.4518 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.452 R ISWP US0003M P 02/25/2031 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.01% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.01% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BJ1735 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.01% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.01% |
| GNMA GII30 AH1076 04.6680 05/20/2065 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-129 SN IO 06.0389 09/20/2043 | 0.01% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.00% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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 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.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.00% |
| FHR 3249 PS 21.9046 12/15/2036 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FLR USL3M 5.00 03/14/2021 JP | 0.00% |
| FNMA FN30 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.00% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| PACIFICORP 06.2500 10/15/2037 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| CAS 2016-C07 2M2 04.4676 05/25/2029 | 0.00% |
| CAS 2018-C06 1M2 02.1176 03/25/2031 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| COMM 2012-LC4 XA IO P/P 144A 02.0955 12/10/2044 | 0.00% |
| FHR 2990 LB 16.6588 06/15/2034 | 0.00% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FNMA FN30 AS4173 UMBS 04.0000 09/01/2044 | 0.00% |
| FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.00% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.00% |
| FNMA FN30 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.00% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN7071 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GN30 AD2149 03.5000 01/15/2043 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.00% |
| UBSCM 2012-C1 XA IO P/P 144A 02.0565 05/10/2045 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.489 R ISWP US0003M P 03/01/2031 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAS 2017-C01 1M2 03.6676 07/25/2029 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.00% |
| FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.00% |
| FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 0.00% |
| FNMA FN30 AL1566 UMBS 06.0000 09/01/2040 | 0.00% |
| FNMA FN30 AL6868 UMBS 06.0000 05/01/2041 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 19.8971 08/25/2035 | 0.00% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BM1872 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM4803 05.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3300 04.0000 09/20/2049 | 0.00% |
| GNMA GII30 BQ3775 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 MA0395 05.0000 09/20/2042 | 0.00% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 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 CG | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 2976 LC 24.0084 05/15/2035 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 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 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 AP3817 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.00% |
| FNMA FN30 BJ0241 UMBS 04.0000 09/01/2047 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.00% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.00% |
| GNMA GII30 AH1094 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4727 04.4670 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.4950 08/20/2065 | 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 GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM1914 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BO1298 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ6158 03.5000 10/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5571 05/20/2065 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6707 11/15/2044 | 0.00% |
| 1.1045 R ISWP US0003M P 01/21/2031 | 0.00% |
| 1.367 R ISWP US0003M P 02/19/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FHLMC FR30 QA5163 UMBS 04.5000 11/01/2049 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 256553 06.0000 01/01/2037 | 0.00% |
| FNMA FN30 887618 06.0000 07/01/2036 | 0.00% |
| FNMA FN30 889424 06.0000 03/01/2038 | 0.00% |
| FNMA FN30 909083 06.0000 08/01/2037 | 0.00% |
| FNMA FN30 995894 06.0000 04/01/2039 | 0.00% |
| FNMA FN30 AD1662 UMBS 05.0000 03/01/2040 | 0.00% |
| FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.00% |
| FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.00% |
| FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.00% |
| FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 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 BO8178 UMBS 04.5000 11/01/2049 | 0.00% |
| FNMA FN30 MA2157 UMBS 04.0000 01/01/2045 | 0.00% |
| FNR 2005-83 QP 17.0882 11/25/2034 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% |
| GNMA GII30 AN1902 04.5720 05/20/2065 | 0.00% |
| GNMA GII30 AN4733 04.4870 06/20/2065 | 0.00% |
| GNMA GII30 AN4739 04.6180 06/20/2065 | 0.00% |
| GNMA GII30 AN4740 04.7000 06/20/2065 | 0.00% |
| GNMA GII30 AN4741 04.4050 06/20/2065 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BO1330 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GN30 529898 06.5000 03/15/2031 | 0.00% |
| GNMA GN30 554000 06.5000 10/15/2031 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| TIAA ASSET MGMT FIN P/P 144A 04.1250 11/01/2024 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2095 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.2235 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.228 R ISWP US0003M P 01/14/2023 | 0.00% |
| 0.24 R ISWP US0003M P 03/01/2023 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| 1.1745 R ISWP US0003M P 01/14/2031 | 0.00% |
| 1.181 R ISWP US0003M P 02/05/2031 | 0.00% |
| 1.2165 R ISWP US0003M P 02/08/2031 | 0.00% |
| 1.3555 R ISWP US0003M P 02/18/2031 | 0.00% |
| 1.39 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.404 R ISWP US0003M P 02/23/2031 | 0.00% |
| 1.425 R ISWP US0003M P 02/24/2031 | 0.00% |
| 1.4515 R ISWP US0003M P 02/25/2031 | 0.00% |
| 2.009 R ISWP US0003M P 02/26/2051 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| BACM 2007-1 XW IO 00.4243 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6072 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5310 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7251 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0258 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 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% |
| FHR 4004 IO IO 03.0000 03/15/2026 | 0.00% |
| FNMA FN30 256349 06.0000 08/01/2036 | 0.00% |
| FNMA FN30 879494 06.0000 02/01/2036 | 0.00% |
| FNMA FN30 902070 06.0000 12/01/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3878 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% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.00% |
| FNR 2014-20 IA IO 03.5000 07/25/2039 | 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% |
| GNMA GII30 BP5609 05.5000 11/20/2049 | 0.00% |
| GNMA GN30 529858 06.5000 04/15/2031 | 0.00% |
| GNMA GN30 554001 06.5000 07/15/2031 | 0.00% |
| GNMA GN30 554002 06.5000 07/15/2031 | 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.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2857 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4070 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1710 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1710 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 103.0625 JPMC | 0.00% |
| OPTN FN30 2.5 03/04/21 CALL 105.109375 JPMC | 0.00% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | 0.00% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 4WX5Y R 0.5996 USD 03/05/2021 GS | 0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4153 11/15/2048 | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | -0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | -0.00% |
| 0.512 R ISWP US0003M P 01/11/2026 | -0.00% |
| 0.877 R ISWP US0003M P 03/01/2026 | -0.00% |
| 1.1245 R ISWP US0003M P 01/13/2031 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CPURNSA P 2.278 R 02/25/31 | -0.00% |
| CPURNSA P 2.28 R 02/25/31 | -0.00% |
| CPURNSA P 2.281 R 02/24/31 | -0.00% |
| CPURNSA P 2.286 R 02/24/31 | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -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-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CPURNSA P 2.2675 R 02/25/31 | -0.00% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 4WX5Y R 0.753 USD 03/23/2021 TD | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.1185 R ISWP US0003M P 01/15/2031 | -0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | -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 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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 GS | -0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 4WX10Y R 1.222 USD 03/11/2021 CI | -0.01% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 1.35734 R ISWP US0003M P 02/19/2031 | -0.01% |
| 1.36253 R ISWP US0003M P 02/19/2031 | -0.01% |
| 1.3692 R ISWP US0003M P 02/19/2031 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| 1.35001 R ISWP US0003M P 02/19/2031 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -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% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.01% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 1.173 R ISWP US0003M P 01/14/2031 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| 1.4432 R ISWP US0003M P 02/26/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| 1.4389 R ISWP US0003M P 02/26/2031 | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.02% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.02% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.02% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.03% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.03% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.03% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.03% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.03% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.04% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.04% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.04% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.04% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% |
| 1.0535 R ISWP US0003M P 01/29/2031 | -0.05% |
| 1.1355 R ISWP US0003M P 01/13/2031 | -0.05% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.05% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.05% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.05% |
| 0.9305 R ISWP US0003M P 01/06/2031 | -0.05% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.06% |
| 1.0991 R ISWP US0003M P 01/15/2031 | -0.06% |
| 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.06% |
| 1.535 R ISWP US0003M P 02/01/2051 | -0.06% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.07% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.08% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.08% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.08% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.09% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.10% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.10% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.10% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| 0.944 R ISWP US0003M P 01/05/2031 | -0.10% |
| OPTN FN30 2.5 03/04/21 PUT 105.109375 JPMC | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.12% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.12% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.13% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.13% |
| 1.255 R ISWP US0003M P 02/10/2031 | -0.16% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.17% |
| OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.17% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.22% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.24% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.29% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.36% |
| OPTN FN30 2.0 03/04/21 PUT 103.0625 JPMC | -0.41% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.58% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.66% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.78% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.84% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.84% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -21.59% |
Fixed income statistics as of 04/30/21
| Average effective maturity | 8.26 yrs. |
|---|---|
| Average effective duration | 5.07 yrs. |
| Average yield to maturity | 5.69% |
| Average coupon | 4.19% |
Sector weightings as of 04/30/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 4.06% | 0.19 | 28.95% | 1.12 | 33.01% | 1.31 |
| Investment-grade corporate bonds | 28.54% | 2.51 | 0.00% | 0.00 | 28.54% | 2.51 |
| Commercial MBS | 13.73% | 0.40 | 12.90% | 0.15 | 26.63% | 0.55 |
| Agency CMO | 14.38% | 0.52 | 0.08% | 0.00 | 14.46% | 0.52 |
| Residential MBS (non-agency) | 10.32% | 0.30 | 0.00% | 0.00 | 10.32% | 0.30 |
| Asset-backed securities (ABS) | 3.71% | 0.03 | 0.00% | 0.00 | 3.71% | 0.03 |
| Collateralized loan obligations | 1.84% | 0.06 | 0.00% | 0.00 | 1.84% | 0.06 |
| High-yield corporate bonds | 1.55% | 0.08 | 0.00% | 0.00 | 1.55% | 0.08 |
| Municipal bonds | 0.09% | 0.01 | 0.00% | 0.00 | 0.09% | 0.01 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -2.94 | 0.00% | -2.94 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 1.53 | 0.00% | 1.53 |
| Net cash | 21.78% | 0.00 | 0.00% | 0.00 | 21.78% | 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 04/30/21
| 0 - 1 yr. | 0.26% |
|---|---|
| 1 - 5 yrs. | 54.97% |
| 5 - 10 yrs. | 37.68% |
| 10 - 15 yrs. | 0.62% |
| Over 15 yrs. | 6.47% |
Quality rating as of 04/30/21
| AAA | 73.06% |
|---|---|
| AA | 5.70% |
| A | 13.88% |
| BBB | 22.74% |
| BB | 3.55% |
| B | 2.73% |
| CCC and Below | 0.89% |
| Not Rated | -22.55% |
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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. 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 04/30/21
| United States | 94.76% |
|---|---|
| Canada | 1.11% |
| Bermuda | 0.90% |
| Switzerland | 0.64% |
| France | 0.57% |
| Australia | 0.46% |
| United Kingdom | 0.45% |
| Germany | 0.33% |
| Cayman Islands | 0.32% |
| Other | 0.46% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.85% | 1.60% | 1.60% | 1.10% | 1.10% | 0.57% | 0.50% | 0.60% |
| What you pay† | 0.73% | 1.48% | 1.48% | 0.98% | 0.98% | 0.45% | 0.38% | 0.48% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 02/28/22
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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. 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.
Manager commentary | May 2021
Michael Salm describes how Putnam Income Fund pursues opportunities in commercial real estate and residential credit, with caution for rising interest rates.