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) |
$7.11 0.00% | $0.00 |
| 52-week high | $7.58 (12/22/20) |
| 52-week low | $7.10 (09/10/21) |
Yield
| Distribution rate before sales charge as of 09/17/21 |
2.19% |
|---|---|
| Distribution rate after sales charge as of 09/17/21 |
2.19% |
| 30-day SEC yield with subsidy as of 08/31/21 |
2.43% |
| 30-day SEC yield without subsidy as of 08/31/21 |
2.33% |
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)
7.25%
Average 5-year annualized return
Fund facts as of 08/31/21
Total net assets
$3,585.65M
$3,585.65M
Turnover (fiscal year end)
1,025%
1,025%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1667
1667
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
Chief Investment Officer, Fixed Income
Portfolio Manager
Co-Head of Structured Credit
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) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Quarterly commentary (PDF) | |
| Alternating bond market leadership (PDF) | |
Markets see living with Covid-19 as the new normal
Global financial markets might be pricing in a “living with the virus” environment and are adjusting to a lower growth path.Consider stable value funds for DC plans
For retirement plan sponsors, choosing a capital preservation option can be challenging. We offer insights about stable value funds and their performance.Bond markets in flux on rates and inflation outlook
Global financial markets were mixed during the second quarter.Performance
Total return (%) as of 06/30/21
Annual performance as of 06/30/21
Annualized Total return (%) as of 06/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 1.41% | 5.34% | 4.66% | 4.27% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg U.S. Aggregate Bond Index | -0.33% | 5.34% | 3.03% | 3.39% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 08/31/21 | -0.24% | - | |
| YTD as of 09/17/21 | -2.23% | - | |
Yield
| Distribution rate before sales charge as of 09/17/21 |
2.19% |
|---|---|
| Distribution rate after sales charge as of 09/17/21 |
2.19% |
| 30-day SEC yield with subsidy as of 08/31/21 |
2.43% |
| 30-day SEC yield without subsidy as of 08/31/21 |
2.33% |
Risk-adjusted performance as of 08/31/21
| Sharpe ratio (3 yrs.) | 0.94 |
|---|---|
| Information ratio (3 yrs.) | -0.04 |
Volatility as of 08/31/21
| Standard deviation (3 yrs.) | 4.45% |
|---|---|
| Beta | 1.02 |
| R-squared | 0.64 |
Fixed income statistics as of 08/31/21
| Average effective duration | 5.65 yrs. |
|---|
Lipper rankings as of 08/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 342/504 | 68% |
| 3 yrs. | 343/476 | 72% |
| 5 yrs. | 19/418 | 5% |
| 10 yrs. | 22/318 | 7% |
Morningstar Ratings™ as of 08/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 568 | |
| 3 yrs. | 568 | |
| 5 yrs. | 492 | |
| 10 yrs. | 355 |
Distributions
| Record/Ex dividend date | 08/23/21 |
|---|---|
| Payable date | 08/25/21 |
| 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.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | 11.26% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 5.22% |
| Fnma Fn30 Tba Umbs 02.0000 09/01/2051 | 4.19% |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 2.45% |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | 2.39% |
| Fnma Fn30 Tba Umbs 02.5000 09/01/2051 | 2.38% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 1.64% |
| Gnma Gii30 Tba 03.5000 09/01/2051 | 1.29% |
| Jpmorgan Chase 02.9560 05/13/2031 | 0.77% |
| Fnma Fn30 Tba Umbs 04.5000 09/01/2051 | 0.69% |
| Top 10 holdings, percent of portfolio | 32.28% |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Gnma Gii30 Tba 03.5000 09/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Fnma Fn30 Tba Umbs 04.5000 09/01/2051 | |
| Holdings represent 32.28% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2051 | |
| Gnma Gii30 Tba 03.5000 08/01/2051 | |
| Gnma Gii30 Tba 04.0000 08/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Fnma Fn30 Tba Umbs 04.5000 08/01/2051 | |
| Holdings represent 47.27% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2051 | |
| Gnma Gii30 Tba 03.5000 07/01/2051 | |
| Gnma Gii30 Tba 04.0000 07/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Holdings represent 48.46% of portfolio | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2051 | |
| Gnma Gii30 Tba 03.5000 06/01/2051 | |
| Gnma Gii30 Tba 04.0000 06/01/2051 | |
| Jpmorgan Chase 02.9560 05/13/2031 | |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2051 | |
| Holdings represent 42.20% of portfolio | |
| 90DAY EURO$ FUTR SEP21 EDU1 | 26.81% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 11.26% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 8.64% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | 5.97% |
| US ULTRA BOND CBT DEC21 WNZ1 | 5.27% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 5.22% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 4.43% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 2.45% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 2.39% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 1.64% |
| GNMA GII30 TBA 03.5000 09/01/2051 | 1.29% |
| US LONG BOND(CBT) DEC21 USZ1 | 1.27% |
| TREASURY BILL 00.0000 10/07/2021 | 0.92% |
| TREASURY BILL 00.0000 10/14/2021 | 0.84% |
| TREASURY BILL 00.0000 02/17/2022 | 0.82% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.77% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.76% |
| TREASURY BILL 00.0000 11/04/2021 | 0.74% |
| TREASURY BILL 00.0000 09/28/2021 | 0.74% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.72% |
| FNMA FN30 TBA UMBS 04.5000 09/01/2051 | 0.69% |
| APPLE INC 02.8000 02/08/2061 | 0.65% |
| TREASURY BILL 00.0000 02/03/2022 | 0.62% |
| TREASURY BILL 00.0000 09/09/2021 | 0.61% |
| TREASURY BILL 00.0000 12/30/2021 | 0.61% |
| ABN AMRO FUNDING USA LLC 00084BY16 DCP 11/01/2021 | 0.59% |
| FMS WERTMANAGEMENT 34411GX68 DCP 10/06/2021 | 0.59% |
| NRW BANK 62939LXN4 DCP 10/22/2021 | 0.57% |
| SVENSKA HANDELSBANKEN AB 86960JW84 DCP 09/08/2021 | 0.57% |
| LIBERTY STREET FUNDING LLC 53127TX65 DCP 10/06/2021 | 0.56% |
| TREASURY BILL 00.0000 10/26/2021 | 0.56% |
| AUSTRALIA & NEW ZEALAND BANKI 05253AWD8 DCP 09/13/2021 | 0.56% |
| DNB BANK ASA 2332K0XL1 DCP 10/20/2021 | 0.56% |
| LLOYDS BANK PLC 53943RXT1 DCP 10/27/2021 | 0.56% |
| MANHATTAN ASSET FUNDING CO LL 56274LX82 DCP 10/08/2021 | 0.56% |
| MATCHPOINT FINANCE PLC 57666AWL2 DCP 09/20/2021 | 0.56% |
| METLIFE SHORT TERM FUNDING LL 59157TW90 DCP 09/09/2021 | 0.56% |
| NATIONWIDE BUILDING SOCIETY 6385E0WL3 DCP 09/20/2021 | 0.56% |
| SWEDBANK AB 87019RW36 DCP 09/03/2021 | 0.56% |
| TORONTO-DOMINION BANK/THE 89119AY51 DCP 11/05/2021 | 0.56% |
| VICTORY RECEIVABLES CORP 92646KXS6 DCP 10/26/2021 | 0.56% |
| COMCAST CORP 03.4500 02/01/2050 | 0.52% |
| REPO TRIPA MORTG 0.06 09/01/2021 | 0.49% |
| MCAS 2019-01 M10 144A 03.3344 10/15/2049 | 0.49% |
| OLD LINE FUNDING LLC 67984XHP4 DCP 10/01/2021 | 0.47% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.47% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.47% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.46% |
| FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.45% |
| VERIZON COMM 04.3290 09/21/2028 | 0.43% |
| CHARIOT FUNDING LLC 15963TWU9 DCP 09/28/2021 | 0.42% |
| SOCIETE GENERALE SA 83369BW10 DCP 09/01/2021 | 0.42% |
| SUMITOMO MITSUI TRUST BANK LT 86563GWT5 DCP 09/27/2021 | 0.42% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.41% |
| BPCE SA 05571BYQ0 DCP 11/24/2021 | 0.41% |
| FREMF 2019-KF66 B 144A 02.4905 07/25/2029 | 0.38% |
| ATLANTIC ASSET SECURITIZATION 04821TYJ8 DCP 11/18/2021 | 0.37% |
| BARCLAYS BANK PLC CCP 06742XGD3 DCP 09/27/2021 | 0.36% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.36% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.36% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.35% |
| UBSBB 2012-C3 C 144A 05.2057 08/10/2049 | 0.35% |
| COMM 2018-COR3 C 04.7124 05/10/2051 | 0.35% |
| CANADIAN IMPERIAL BANK OF COM 13608AW28 DCP 09/02/2021 | 0.34% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TW80 DCP 09/08/2021 | 0.34% |
| STACR 2019-DNA2 M2 02.5344 03/25/2049 | 0.34% |
| WESTPAC BANKING CORP/NY 9612C0YV5 DCP 11/29/2021 | 0.33% |
| AT&T INC 04.3500 03/01/2029 | 0.33% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.33% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.33% |
| GNR 2020-18 GS IO 05.9616 02/20/2050 | 0.32% |
| MRAIT 2020-11 A1X 01.7955 04/22/2022 | 0.32% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.32% |
| SPST 2021-6 A 00.8859 04/25/2022 | 0.32% |
| MRAIT 2021-NA1 A1X 01.5958 03/08/2022 | 0.32% |
| ABBVIE INC 03.2000 11/21/2029 | 0.31% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.31% |
| FHR 5140 BI IO 03.5000 09/25/2051 | 0.31% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.31% |
| STACR 2019-DNA1 B1 04.7344 01/25/2049 | 0.31% |
| GNR 2020-142 SB IO 06.2116 09/20/2050 | 0.31% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.31% |
| MRAIT 2021-EBO4 A1X 01.8458 02/16/2022 | 0.31% |
| MRAIT 2021-11 A1X 01.2455 01/25/2022 | 0.30% |
| FHR 5070 AI IO 03.5000 02/25/2051 | 0.30% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.30% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.30% |
| BROADCOM INC 04.1500 11/15/2030 | 0.30% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.29% |
| MRAIT 2021-EBO1 A1X 01.8455 02/16/2022 | 0.28% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.28% |
| WFCM 2019-C50 XA IO 01.5756 05/15/2052 | 0.28% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.28% |
| NETFLIX INC 04.3750 11/15/2026 | 0.28% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | 0.28% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.28% |
| GNR 2020-55 SA IO 05.9616 04/20/2050 | 0.27% |
| ORACLE CORP 03.6500 03/25/2041 | 0.27% |
| US BANCORP 01.3750 07/22/2030 | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.27% |
| BMIR 2017-1 M2 144A 03.4344 10/25/2027 | 0.27% |
| MSC 2011-C3 B 144A 05.4601 07/15/2049 | 0.27% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.26% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.26% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.26% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.26% |
| AT&T INC 02.2500 02/01/2032 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.26% |
| STACR 2019-DNA3 M2 02.1344 07/25/2049 | 0.26% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.26% |
| GNR 2020-112 MS IO 06.2116 08/20/2050 | 0.26% |
| STACR 2016-HQA1 M3 06.4344 09/25/2028 | 0.25% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.25% |
| GNR 2020-47 SG IO 05.9116 02/20/2049 | 0.25% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.24% |
| AT&T INC 03.3000 02/01/2052 | 0.24% |
| EQUINIX INC 03.2000 11/18/2029 | 0.24% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| MRAIT 2021-8 A1X 01.2458 10/15/2021 | 0.24% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.24% |
| LENNAR CORP 04.7500 11/29/2027 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.24% |
| GNR 2020-11 SY IO 06.0116 01/20/2050 | 0.23% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.23% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.23% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.23% |
| FNR 2020-12 SK IO 05.9656 03/25/2050 | 0.23% |
| BACM 2015-UBS7 B 04.5037 09/15/2048 | 0.23% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.22% |
| JPMBB 2013-C15 C 05.3665 11/15/2045 | 0.22% |
| GNR 2020-98 KS IO 06.1116 07/20/2050 | 0.22% |
| VMWARE INC 02.2000 08/15/2031 | 0.22% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.22% |
| TREASURY BILL 00.0000 09/02/2021 | 0.22% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.22% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.22% |
| CANADIAN IMPERIAL BANK OF COM 13608AW93 DCP 09/09/2021 | 0.22% |
| STACR 2017-HQA1 M2B 03.6344 08/25/2029 | 0.21% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.21% |
| WFCM 2018-C46 C 05.1440 08/15/2051 | 0.21% |
| GNMA GII30 TBA 04.5000 09/01/2051 | 0.21% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.20% |
| STACR 2018-DNA2 B1 03.7844 12/25/2030 | 0.20% |
| BROADCOM INC 05.0000 04/15/2030 | 0.20% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.20% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.20% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.20% |
| COMCAST CORP 03.9990 11/01/2049 | 0.20% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.20% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.20% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.20% |
| BARCLAYS BANK PLC CCP 06742XJU2 DCP 09/27/2021 | 0.20% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.20% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| STACR 2020-HQA2 M2 03.1844 03/25/2050 | 0.19% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.19% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.19% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.19% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.19% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.19% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.19% |
| FNR 2019-74 S IO 05.9156 12/25/2049 | 0.19% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.19% |
| MCAS 2020-01 M10 144A 03.8344 03/25/2050 | 0.19% |
| JPMDB 2017-C5 XA IO 01.0936 03/15/2050 | 0.18% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.18% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.18% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.18% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| JPMBB 2013-C12 C 04.2353 07/15/2045 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| STACR 2016-HQA2 M3 05.2344 11/25/2028 | 0.18% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.18% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.18% |
| JPMCC 2012-C8 C 144A 04.7797 10/15/2045 | 0.18% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.18% |
| ALPHABET INC 02.2500 08/15/2060 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.17% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.17% |
| CAS 2017-C07 1EB2 01.0844 05/25/2030 | 0.17% |
| FREMF 2019-KF71 B 144A 02.3905 10/25/2029 | 0.17% |
| UBSCM 2018-C12 XA IO 00.9782 08/15/2051 | 0.17% |
| BMIR 2019-4A M1C 144A 02.5844 10/25/2029 | 0.17% |
| FISERV INC 04.2000 10/01/2028 | 0.17% |
| FNR 2016-8 SA IO 05.9656 03/25/2046 | 0.17% |
| MRAFT 2020-5 A1 01.0951 08/10/2023 | 0.17% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.17% |
| STACR 2016-HQA3 M3 03.9344 03/25/2029 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.17% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.17% |
| CAS 2018-C05 1B1 04.3344 01/25/2031 | 0.17% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.16% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.16% |
| WFCM 2020-C55 XA IO 01.4380 02/15/2053 | 0.16% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.16% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% |
| ZOETIS INC 03.9000 08/20/2028 | 0.16% |
| AREIT 2020-CRE4 D 144A 03.3545 04/15/2037 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| RMIR 2019-1 M2 144A 03.2844 02/25/2029 | 0.16% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.16% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.16% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.16% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 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% |
| GNR 2019-119 KS IO 05.9545 09/16/2049 | 0.15% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.15% |
| BBCMS 2020-C7 XA IO 01.7420 04/15/2053 | 0.15% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.15% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.15% |
| NORDEA BANK ABP 65558JWE3 DCP 09/14/2021 | 0.15% |
| FNR 2019-57 LS IO 05.9156 10/25/2049 | 0.15% |
| UBSC 2011-C1 D 144A 06.4422 01/10/2045 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.15% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.15% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.15% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.15% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.15% |
| STACR 2018-DNA1 M2 01.8844 07/25/2030 | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.15% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.14% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.14% |
| CAS 2020-SBT1 1M2 03.7344 02/25/2040 | 0.14% |
| CSAIL 2019-C17 XA IO 01.5058 09/15/2052 | 0.14% |
| STACR 2018-DNA2 M2 02.2344 12/25/2030 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.14% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% |
| CAS 2016-C03 2M2 05.9844 10/25/2028 | 0.14% |
| STACR 2020-DNA2 B1 02.5844 02/25/2050 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.14% |
| BACM 2016-UB10 C 05.0185 07/15/2049 | 0.14% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.14% |
| MSBAM 2014-C14 C 05.2179 02/15/2047 | 0.14% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.14% |
| UBSCM 2012-C1 D 144A 05.7355 05/10/2045 | 0.14% |
| BANK 2018-BN13 XA 00.6507 08/15/2061 | 0.13% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.13% |
| FHMS K110 X1 IO 01.8144 04/25/2030 | 0.13% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.13% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.13% |
| CGCMT 2020-GC46 X IO 01.1065 02/15/2053 | 0.13% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% |
| FHMS K104 X1 IO 01.2479 02/25/2052 | 0.13% |
| GNR 2018-168 KS IO 06.0616 12/20/2048 | 0.13% |
| CAS 2017-C03 1M2 03.0844 10/25/2029 | 0.13% |
| CAS 2018-R07 1B1 MTGE 04.4344 04/25/2031 | 0.13% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.13% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% |
| MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.13% |
| STACR 2018-HQA1 M2 02.3844 09/25/2030 | 0.13% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.13% |
| WFCM 2017-C41 XA IO 01.3469 11/15/2050 | 0.13% |
| FHR 4839 WS IO 06.0045 08/15/2056 | 0.13% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.13% |
| TMIR 2021-1 M1B 144A 03.0844 08/25/2033 | 0.13% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.12% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.12% |
| STACR 2016-DNA3 M3 05.0844 12/25/2028 | 0.12% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.12% |
| DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.12% |
| GNR 2020-34 SQ IO 05.9616 10/20/2049 | 0.12% |
| MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.12% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.12% |
| GNR 2020-32 GS IO 06.0116 03/20/2050 | 0.12% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.12% |
| CAS 2017-C03 1B1 04.9344 10/25/2029 | 0.12% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.12% |
| STACR 2019-DNA1 M2 02.7344 01/25/2049 | 0.12% |
| WFRBS 2013-C12 C 04.4482 03/15/2048 | 0.12% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.12% |
| FNR 2018-44 SA IO 06.1156 06/25/2048 | 0.12% |
| WAMU 2005-AR13 A1C4 00.9444 10/25/2045 | 0.12% |
| WFRBS 2011-C4 C 144A 05.0232 06/15/2044 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.12% |
| JPMDB 2019-COR6 IO 01.0699 11/13/2052 | 0.12% |
| CAS 2017-C04 2M2 02.9344 11/25/2029 | 0.12% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.12% |
| MWST 2020-1 A 00.9844 10/25/2053 | 0.12% |
| GNR 2019-83 SW IO 06.0116 07/20/2049 | 0.12% |
| HCA INC 03.5000 07/15/2051 | 0.12% |
| STACR 2020-HQA3 M2 03.6844 07/25/2050 | 0.12% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.12% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| WFRBS 2013-UBS1 D P/P 144A 05.2075 03/15/2046 | 0.12% |
| COMM 2014-CR17 D 144A 05.0095 05/10/2047 | 0.11% |
| JPMBB 2013-C14 D 144A 04.6991 08/15/2046 | 0.11% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.11% |
| FNR 2019-3 SA IO 06.0156 02/25/2049 | 0.11% |
| GNR 2019-20 SB IO 06.0116 02/20/2049 | 0.11% |
| GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.11% |
| CAS 2017-C01 1B1 05.8344 07/25/2029 | 0.11% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.11% |
| CGMS 2017-1A A1R 144A 01.1343 04/20/2031 | 0.11% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.11% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.11% |
| STACR 2018-HQA2 M2 02.3844 10/25/2048 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.11% |
| BOEING CO 05.9300 05/01/2060 | 0.11% |
| STACR 2015-DNA3 M3 04.7844 04/25/2028 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| FNR 2015-66 AS IO 06.1656 09/25/2045 | 0.11% |
| WFCM 2020-C57 C 04.1578 08/15/2053 | 0.11% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.10% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.10% |
| CAS 2020-R01 1M2 02.1344 01/25/2040 | 0.10% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.10% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 0.10% |
| BSCMS 2007-T26 AJ 05.5400 01/12/2045 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| COMM 2014-CR17 C 04.9458 05/10/2047 | 0.10% |
| COMM 2019-GC44 XA IO 00.7672 08/15/2057 | 0.10% |
| JPMCC 2011-C4 C 144A 05.5744 07/15/2046 | 0.10% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.10% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% |
| CSAIL 2015-C1 C 04.4043 04/15/2050 | 0.10% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.10% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.10% |
| COMM 2012-CR1 C 05.5659 05/15/2045 | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| CAS 2016-C02 1M2 06.0844 09/25/2028 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.10% |
| UBSCM 2017-C7 XA IO 01.1739 12/15/2050 | 0.10% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.10% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.10% |
| GNR 2019-123 SL IO 06.0616 10/20/2049 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| ZOETIS INC 02.0000 05/15/2030 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| CSMC 2016-NXSR XA IO 00.8952 12/15/2049 | 0.09% |
| FHR 4738 QS IO 06.1045 12/15/2047 | 0.09% |
| FNR 2017-108 SA IO 06.0656 01/25/2048 | 0.09% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.09% |
| STACR 2020-HQA1 M2 01.9844 01/25/2050 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| FHR 4461 SB IO 06.1045 04/15/2045 | 0.09% |
| FNR 2019-59 SD IO 05.9656 10/25/2049 | 0.09% |
| GNR 2019-30 SH IO 05.9616 03/20/2049 | 0.09% |
| STACR 2017-HQA1 M2 03.6344 08/25/2029 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| CFCRE 2011-C2 E P/P 144A 05.9555 12/15/2047 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.09% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.09% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.09% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.09% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.09% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| CD 2017-CD6 C 04.4079 11/13/2050 | 0.09% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.09% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.09% |
| GNMA GII30 TBA 03.0000 09/01/2051 | 0.09% |
| UBSCM 2012-C1 C 144A 05.7355 05/10/2045 | 0.09% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.09% |
| CAS 2017-C07 1B1 04.0844 05/25/2030 | 0.09% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.09% |
| GSMS 2014-GC18 C 05.1545 01/10/2047 | 0.09% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.09% |
| WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.08% |
| GNR 2014-131 BS IO 06.1045 09/16/2044 | 0.08% |
| GNR 2019-108 S IO 05.9616 08/20/2049 | 0.08% |
| BANK 2020-BN26 XA IO 01.3500 03/15/2063 | 0.08% |
| BRAVO 2021-HE2 B1 02.4500 11/25/2069 | 0.08% |
| CSAIL 2015-C1 D 144A 03.9043 04/15/2050 | 0.08% |
| FNR 2016-91 AS IO 06.0156 12/25/2046 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.08% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.08% |
| COLT 2021-1 B1 03.1440 06/25/2066 | 0.08% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.08% |
| MSC 2018-H4 XA 01.0250 12/15/2051 | 0.08% |
| STACR 2017-DNA2 B1 05.2344 10/25/2029 | 0.08% |
| CAS 2017-C01 1EB1 01.3344 07/25/2029 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| GNR 2019-83 JS IO 06.0116 07/20/2049 | 0.08% |
| JPMBB 2013-C14 E 144A 04.6991 08/15/2046 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| COMM 2014-CR18 C 04.9143 07/15/2047 | 0.08% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.08% |
| GNR 2018-148 GS IO 06.0045 02/16/2046 | 0.08% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.08% |
| FREMF 2018-KF43 B 144A 02.2405 01/25/2028 | 0.08% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.08% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.08% |
| JPMBB 2014-C25 D P/P 144A 04.0944 11/15/2047 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| WBCMT 2005-C21 E 144A 05.2747 10/15/2044 | 0.08% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.08% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| JPMCC 2012-C8 D 144A 04.8278 10/15/2045 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.07% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.07% |
| FHR 4596 CS IO 06.0045 06/15/2046 | 0.07% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.07% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.07% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.07% |
| MSC 2018-H3 XA 00.9855 07/15/2051 | 0.07% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| CAS 2017-C06 1B1 04.2344 02/25/2030 | 0.07% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.07% |
| MWST 2020-2 A 00.8844 11/25/2053 | 0.07% |
| STACR 2019-HQA1 M2 02.4344 02/25/2049 | 0.07% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.07% |
| CAS 2016-C03 1M2 05.3844 10/25/2028 | 0.07% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.07% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.07% |
| GNR 2016-H23 NI IO 02.2846 10/20/2066 | 0.07% |
| STACR 2020-DNA2 M2 01.9344 02/25/2050 | 0.07% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.07% |
| CAS 2020-R02 2M2 02.0844 01/25/2040 | 0.07% |
| CIT BANK NA 02.9690 09/27/2025 | 0.07% |
| FNR 2014-87 MS IO 06.1656 01/25/2045 | 0.07% |
| GNR 2020-H02 GI IO 02.1055 01/20/2070 | 0.07% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.07% |
| CAS 2017-C02 2ED3 01.4344 09/25/2029 | 0.07% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.07% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.07% |
| COMM 2014-CR19 D 144A 04.8598 08/10/2047 | 0.07% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.07% |
| GNR 2010-31 SA IO 05.6616 03/20/2040 | 0.06% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| JPMCC 2012-C6 E 144A 05.3103 05/15/2045 | 0.06% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.06% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 09/01/2051 | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| FHMS K100 X1 IO 00.7696 09/25/2029 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| GNR 2012-149 GS IO 06.1116 12/20/2042 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| CWALT 2007-OA6 A1A 00.2244 06/25/2037 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| FNR 2018-29 S IO 06.1156 05/25/2048 | 0.06% |
| GNR 2014-H11 GI IO 01.4781 06/20/2064 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.06% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.06% |
| BMIR 2020-2A M1C 144A 04.0844 08/26/2030 | 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% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CFMT 2021-HB6 M3 03.7348 06/25/2036 | 0.06% |
| GNR 2016-H02 HI IO 01.5584 01/20/2066 | 0.06% |
| MSC 2016-UB12 XA IO 00.8488 12/15/2049 | 0.06% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| CIFC 2018-2A A1 144A 01.1743 04/20/2031 | 0.06% |
| GNR 2018-155 SE IO 06.0116 11/20/2048 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.05% |
| GNR 2010-9 YD IO 06.7045 01/16/2040 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.05% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.05% |
| GNR 2014-H07 BI IO 01.4656 05/20/2064 | 0.05% |
| GNR 2019-44 SA IO 05.9616 04/20/2049 | 0.05% |
| STACR 2017-HQA2 M2 02.7344 12/25/2029 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.05% |
| GNR 2015-H12 GI IO 01.7877 05/20/2065 | 0.05% |
| GNR 2019-H14 IB IO 02.1196 08/20/2069 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.05% |
| MSBAM 2013-C10 E 144A 04.2162 07/15/2046 | 0.05% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.05% |
| GNR 2018-H20 BI IO 02.0728 06/20/2068 | 0.05% |
| GNR 2019-65 BS IO 06.0116 05/20/2049 | 0.05% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.05% |
| WAMU 2005-AR17 A1B2 00.9044 12/25/2045 | 0.05% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% |
| EMIR 2018-1 M1 01.7844 11/25/2028 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.05% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.05% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.05% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.05% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.05% |
| FHR 4839 AS IO 05.9545 06/15/2042 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| STACR 2014-DN2 M3 03.6844 04/25/2024 | 0.05% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| CAS 2020-SBT1 2M2 03.7344 02/25/2040 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.05% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.05% |
| GNR 2016-H11 HI IO 02.1052 01/20/2066 | 0.05% |
| STACR 2017-DNA1 M2 03.3344 07/25/2029 | 0.05% |
| WFRBS 2012-C7 D 144A 04.9568 06/15/2045 | 0.05% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.04% |
| CAS 2019-R02 1B1 04.2344 08/25/2031 | 0.04% |
| COMM 2013-CR6 D 144A 04.2243 03/10/2046 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2019-21 SJ IO 05.9616 02/20/2049 | 0.04% |
| GNR 2019-H02 DI IO 02.1885 11/20/2068 | 0.04% |
| STACR 2017-HQA2 M2B 02.7344 12/25/2029 | 0.04% |
| DBUBS 2011-LC3A D 144A 05.5573 08/10/2044 | 0.04% |
| STACR 2015-HQA2 M3 04.8844 05/25/2028 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| WFCM 2014-LC16 XA IO 01.2438 08/15/2050 | 0.04% |
| CAS 2019-HRP1 M2 02.2344 11/25/2039 | 0.04% |
| GNR 2018-H05 AI IO 02.3877 02/20/2068 | 0.04% |
| CAS 2016-C06 1M2 04.3344 04/25/2029 | 0.04% |
| COMM 2013-CR13 E 144A 05.0449 11/10/2046 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| COMM 2012-CR1 D 144A 05.5659 05/15/2045 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| CGCMT 2014-GC19 X IO 01.2949 03/10/2047 | 0.04% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.04% |
| GNR 2015-H20 AI IO 01.8162 08/20/2065 | 0.04% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.04% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.04% |
| COMM 2014-LC15 XA IO 01.2315 04/10/2047 | 0.04% |
| FHR 4077 HS IO 06.0045 07/15/2042 | 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% |
| GNR 2015-H10 CI IO 01.7982 04/20/2065 | 0.04% |
| GNR 2015-H12 EI IO 01.7017 04/20/2065 | 0.04% |
| GNR 2015-H16 XI IO 01.8874 07/20/2065 | 0.04% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNR 2015-H09 BI IO 01.6766 03/20/2065 | 0.04% |
| GNR 2017-H23 BI IO 01.8721 11/20/2067 | 0.04% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| STACR 2014-HQ2 M3 03.8344 09/25/2024 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| GNR 2019-125 SG IO 05.9616 10/20/2049 | 0.04% |
| RRAM 2018-3A A1R2 144A 01.2161 01/15/2030 | 0.04% |
| STACR 2018-DNA3 B1 03.9844 09/25/2048 | 0.04% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.04% |
| CAS 2016-C05 2M2 04.5344 01/25/2029 | 0.04% |
| FHR 4912 PS IO 05.9656 09/25/2049 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| FNR 2018-1 MS IO 06.0656 02/25/2048 | 0.04% |
| WAMU 2005-AR13 A1B2 00.9444 10/25/2045 | 0.04% |
| WFRBS 2011-C4 E 144A 05.0232 06/15/2044 | 0.04% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.04% |
| GNR 2015-H12 AI IO 01.8568 05/20/2065 | 0.04% |
| GSMBS 2020-RPL1 M2 03.7753 07/25/2059 | 0.04% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| EMIR 2018-1 M2 03.0844 11/25/2028 | 0.03% |
| GNR 2015-H04 AI IO 01.6264 12/20/2064 | 0.03% |
| GNR 2015-H15 JI IO 01.9518 06/20/2065 | 0.03% |
| GNR 2015-H26 DI IO 01.9360 10/20/2065 | 0.03% |
| GNR 2018-91 SJ IO 06.1616 07/20/2048 | 0.03% |
| JPMCC 2011-C3 D 144A 05.7199 02/15/2046 | 0.03% |
| JPMCC 2016-JP2 XA IO 01.9402 08/15/2049 | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| CAS 2016-C01 1M2 06.8344 08/25/2028 | 0.03% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNR 2015-H25 CI IO 01.9596 10/20/2065 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| GNR 2017-H12 QI IO 02.2458 05/20/2067 | 0.03% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.03% |
| GNR 2018-H02 EI IO 02.3765 01/20/2068 | 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 3YX10Y R 2.17 USD 04/29/2024 BA | 0.03% |
| TPMT 2015-6 M1 144A 03.7500 04/25/2055 | 0.03% |
| GNMA GII30 AY4779 04.4870 03/20/2067 | 0.03% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2015-H25 AI IO 01.6076 09/20/2065 | 0.03% |
| GNR 2016-H04 KI IO 01.5332 02/20/2066 | 0.03% |
| GNR 2019-78 SJ IO 05.9616 06/20/2049 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2016-H24 JI IO 02.1935 11/20/2066 | 0.03% |
| GNR 2017-H14 EI IO 01.5848 06/20/2067 | 0.03% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.03% |
| COMM 2014-UBS6 XA IO 01.0257 12/10/2047 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| STACR 2017-DNA2 M2 03.5344 10/25/2029 | 0.03% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.03% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GSMS 2014-GC22 XA IO 01.1044 06/10/2047 | 0.03% |
| MSBAM 2013-C12 XA IO 00.7432 10/15/2046 | 0.03% |
| MSBAM 2015-C26 XA IO 01.1338 10/15/2048 | 0.03% |
| MSC 2016-BNK2 XA IO 01.1533 11/15/2049 | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| 1.46049 R ISWP US0003M P 06/11/2031 | 0.03% |
| GNR 2019-121 SD IO 05.9116 10/20/2049 | 0.03% |
| GSMS 2013-GC10 XA IO 01.6264 02/10/2046 | 0.03% |
| MSC 2012-C4 E 144A 05.5411 03/15/2045 | 0.03% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.03% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.03% |
| CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| GNR 2017-H10 MI IO 01.8354 04/20/2067 | 0.03% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.02% |
| GNMA GII30 AI2340 04.4920 05/20/2065 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| GNR 2010-H19 GI IO 01.4008 08/20/2060 | 0.02% |
| GNR 2015-H28 DI IO 01.5337 08/20/2065 | 0.02% |
| WFRBS 2012-C10 E 144A 04.5598 12/15/2045 | 0.02% |
| CAS 2018-C05 1M2 02.4344 01/25/2031 | 0.02% |
| CCMFC 2004-3A A2 00.3844 08/25/2035 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| JPMCC 2011-C3 F 144A 05.7199 02/15/2046 | 0.02% |
| WFRBS 2014-C23 XA IO 00.7090 10/15/2057 | 0.02% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.02% |
| CAS 2019-R03 1M2 02.2344 09/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| COMM 2014-CR17 XA IO 01.1226 05/10/2047 | 0.02% |
| COMM 2015-CR23 XA IO 01.0319 05/10/2048 | 0.02% |
| GNR 2017-H08 NI IO 02.2474 03/20/2067 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| FNR 2018-94 SA IO 06.0156 01/25/2049 | 0.02% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| STACR 2019-DNA2 B1 04.4344 03/25/2049 | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| WFRBS 2012-C10 D 144A 04.5598 12/15/2045 | 0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | 0.02% |
| CAS 2017-C05 1B1 03.6844 01/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNMA FN30 AV7065 UMBS 03.5000 05/01/2045 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| GNR 2016-H27 BI IO 02.4145 12/20/2066 | 0.02% |
| JPMCC 2013-C16 XA IO 01.0764 12/15/2046 | 0.02% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.02% |
| COMM 2014-UBS4 XA IO 01.2532 08/10/2047 | 0.02% |
| FHR 3408 EK 25.4088 04/15/2037 | 0.02% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GSMS 2014-GC18 XA IO 01.1646 01/10/2047 | 0.02% |
| JPMCC 2013-C10 XA IO 01.0802 12/15/2047 | 0.02% |
| WFRBS 2012-C9 XA IO 144A 02.0191 11/15/2045 | 0.02% |
| WFRBS 2013-C14 XA IO 00.8066 06/15/2046 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| CAS 2018-C01 1M2 02.3344 07/25/2030 | 0.02% |
| CAS 2019-R01 2M2 02.5344 07/25/2031 | 0.02% |
| CAS 2019-R06 2M2 02.1844 09/25/2039 | 0.02% |
| CFCRE 2011-C2 D 144A 05.9555 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| FHR 3852 NT 05.9045 05/15/2041 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FN BF0091 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| FNMA FN30 MA2917 UMBS 03.5000 02/01/2047 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| GNR 2015-H17 CI IO 01.5664 06/20/2065 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| JPMCC 2012-LC9 D 144A 04.5078 12/15/2047 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| WFRBS 2014-C22 XA IO 00.9443 09/15/2057 | 0.02% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| HMIR 2018-1 M1 144A 01.6844 10/25/2028 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| JPMBB 2014-C25 XA IO 00.9859 11/15/2047 | 0.02% |
| JPMCC 2013-LC11 X IO 01.3776 04/15/2046 | 0.02% |
| MSBAM 2013-C7 XA IO 01.4566 02/15/2046 | 0.02% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.02% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.02% |
| WAMU 2005-AR17 A1B3 00.7844 12/25/2045 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| AT&T INC 04.5000 03/09/2048 | 0.02% |
| CAS 2017-C06 2M2 02.8844 02/25/2030 | 0.02% |
| CGCMT 2013-GC17 X IO 01.1693 11/10/2046 | 0.02% |
| COMM 2014-UBS6 C 04.5923 12/10/2047 | 0.02% |
| DISCOVER BANK 04.6820 08/09/2028 | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FIRSTENERGY TRANS P/P 144A 04.5500 04/01/2049 | 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% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| GNR 2015-H01 CI IO 01.5890 12/20/2064 | 0.02% |
| STACR 2020-HQA4 M2 03.2344 09/25/2050 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| TECK RESOURCES LIMITED USD 06.0000 08/15/2040 | 0.02% |
| WAMU 2005-AR2 2A1B 00.8244 01/25/2045 | 0.02% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANGLO AMERICAN CAP P/P 144A 02.8750 03/17/2031 | 0.01% |
| ARES CAPITAL CORP 02.1500 07/15/2026 | 0.01% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.01% |
| AUTONATION INC 04.7500 06/01/2030 | 0.01% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.01% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.01% |
| BROADCOM INC 04.7500 04/15/2029 | 0.01% |
| CARRIER GLOBAL CORP 02.7220 02/15/2030 | 0.01% |
| CHOICE HOTELS INTL INC 03.7000 01/15/2031 | 0.01% |
| CLOROX COMPANY 01.8000 05/15/2030 | 0.01% |
| COMM 2014-CR19 XA IO 01.1126 08/10/2047 | 0.01% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.01% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.01% |
| DEVON ENERGY CORP P/P 144A 05.2500 09/15/2024 | 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% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.01% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.01% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.01% |
| GLOBAL PAYMENTS INC 03.2000 08/15/2029 | 0.01% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.01% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.01% |
| GNR 2019-99 KS IO 05.9616 08/20/2049 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GSMS 2013-GC12 XA IO 01.5346 06/10/2046 | 0.01% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.01% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.01% |
| LENNAR CORP 05.0000 06/15/2027 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 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% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.01% |
| MSBAM 2013-C10 F 144A 04.2162 07/15/2046 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 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% |
| SITE CENTERS CORP. 04.7000 06/01/2027 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 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% |
| 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% |
| VMWARE INC 01.8000 08/15/2028 | 0.01% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.01% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.01% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.01% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.01% |
| COMM 2014-CR18 XA IO 01.1653 07/15/2047 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 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 BL7521 05.5000 04/20/2049 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 0.01% |
| PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.01% |
| SOUTHERN CAL EDISON 04.6500 10/01/2043 | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.7290 12/10/2045 | 0.01% |
| CAS 2017-C02 2M2 03.7344 09/25/2029 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| COMM 2013-LC13 XA IO 01.1792 08/10/2046 | 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 AY8222 UMBS 04.5000 05/01/2045 | 0.01% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.01% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 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% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| WFRBS 2012-C10 XA IO 144A 01.6362 12/15/2045 | 0.01% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 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 MS | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| GNMA GII30 AW8447 04.3280 05/20/2067 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 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% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| NHEL 2004-2 M4 01.8844 09/25/2034 | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| 0.9315 R ISWP US0003M P 08/31/2026 | 0.01% |
| 0.95 R ISWP US0003M P 04/28/2026 | 0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 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.BB.8 2057-10-17 500.0 10/17/2057 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-.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% |
| FHR 3065 DC 19.5735 03/15/2035 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.01% |
| CAS 2016-C04 1M2 04.3344 01/25/2029 | 0.01% |
| CAS 2019-R05 1M2 02.0844 07/25/2039 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMM 2014-LC17 XA IO 00.8809 10/10/2047 | 0.01% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 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 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.01% |
| FNR 2005-106 JC 19.8624 12/25/2035 | 0.01% |
| FNR 2006-62 PS 39.3937 07/25/2036 | 0.01% |
| FNR 2011-4 CS 12.7312 05/25/2040 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| OMIR 2017-1A M2 144A 04.0844 04/25/2027 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 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 AO5471 UMBS 03.5000 06/01/2042 | 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 2006-8 HP 24.2573 03/25/2036 | 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 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 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 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 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% |
| JPMCC 2012-LC9 XA IO 01.5441 12/15/2047 | 0.01% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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-.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% |
| FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.01% |
| FNMA FN30 AB5174 UMBS 03.5000 05/01/2042 | 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% |
| FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 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% |
| MSBAM 2013-C11 D 144A 04.4966 08/15/2046 | 0.01% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.01% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.01% |
| 1.2465 R ISWP US0003M P 08/23/2031 | 0.01% |
| 1.273 R ISWP US0003M P 07/26/2031 | 0.01% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.01% |
| CAS 2018-R07 1M2 02.4844 04/25/2031 | 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.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 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% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.01% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.01% |
| FNMA FN30 BJ1758 UMBS 04.0000 10/01/2047 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6640 05/20/2065 | 0.01% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| WFRBS 2013-C11 XA IO 144A 01.2767 03/15/2045 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.00% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.00% |
| CAS 2018-C06 1M2 02.0844 03/25/2031 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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 ML | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CVS HEALTH CORP 04.3000 03/25/2028 | 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% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 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 BJ1735 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.00% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.00% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.00% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2013-129 SN IO 06.0616 09/20/2043 | 0.00% |
| GNR 2020-15 CS IO 05.9616 02/20/2050 | 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 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 0.79 R ISWP US0003M P 07/21/2026 | 0.00% |
| 0.7915 R ISWP US0003M P 07/21/2026 | 0.00% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.00% |
| CAS 2016-C07 2M2 04.4344 05/25/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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.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-.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% |
| 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 16.7016 06/15/2034 | 0.00% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 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 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 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 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 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 0.00% |
| GNR 2014-71 BI IO 04.5000 05/20/2029 | 0.00% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 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 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.00% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.00% |
| CAS 2017-C01 1M2 03.6344 07/25/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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 JP | 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-.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% |
| 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% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 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 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 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% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 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 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 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 BQ7315 05.0000 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 2013-37 JI IO 03.5000 01/20/2043 | 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 2014-30 KI IO 03.0000 02/16/2029 | 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.FN30.400.10 R USL1M P 01/12/41 BC | 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 10YX10Y R 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 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 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 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-.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 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHR 2976 LC 24.0698 05/15/2035 | 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 BO0182 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 2012-22 CI IO 04.0000 03/25/2041 | 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% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 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 04.4590 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5030 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 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 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 BM4803 05.0000 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 GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| GNR 2015-H14 BI IO 01.5364 05/20/2065 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| MSBAM 2013-C11 F 144A 04.4966 08/15/2046 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 CG | 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 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| 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 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-.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 GS | 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% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 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 2012-62 EI IO 04.0000 04/25/2041 | 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 04.5660 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 BL6185 06.0000 01/20/2049 | 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% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 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 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.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.400.10 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 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| UBSCM 2012-C1 XA IO 144A 02.1999 05/10/2045 | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | 0.00% |
| 0.284 R ISWP US0003M P 07/26/2023 | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| 0.3025 R ISWP US0003M P 08/19/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 08/23/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 09/01/2023 | 0.00% |
| 0.305 R ISWP US0003M P 08/17/2023 | 0.00% |
| 0.306 R ISWP US0003M P 08/17/2023 | 0.00% |
| 0.30978 R ISWP US0003M P 08/13/2023 | 0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | 0.00% |
| 0.727 R ISWP US0003M P 07/22/2026 | 0.00% |
| 0.857 R ISWP US0003M P 08/11/2026 | 0.00% |
| 0.8578 R ISWP US0003M P 07/09/2026 | 0.00% |
| 1.251 R ISWP US0003M P 07/28/2031 | 0.00% |
| 1.2755 R ISWP US0003M P 08/18/2031 | 0.00% |
| 1.2885 R ISWP US0003M P 08/20/2031 | 0.00% |
| 1.2975 R ISWP US0003M P 07/27/2031 | 0.00% |
| 1.3231 R ISWP US0003M P 09/01/2031 | 0.00% |
| 1.3265 R ISWP US0003M P 08/12/2031 | 0.00% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% |
| BACM 2007-1 XW IO 00.6207 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7627 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6074 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 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.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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-.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-.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-.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-.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-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| COMM 2012-LC4 XA IO 144A 02.2876 12/10/2044 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0484 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 00.3805 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 00.0625 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% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 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% |
| 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 00.2300 05/15/2045 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.2641 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.2641 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | 0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | 0.00% |
| SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | 0.00% |
| SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4528 11/15/2048 | 0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.00% |
| 0.86 R ISWP US0003M P 08/11/2026 | -0.00% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | -0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.00% |
| 1.30409 R ISWP US0003M P 08/17/2031 | -0.00% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.00% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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 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-.14 2072-12-16 300.0 12/16/2072 GS | -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 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 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 1MX5Y R 0.8925 USD 09/24/2021 CI | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | -0.00% |
| 1.2875 R ISWP US0003M P 07/09/2031 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.635 R ISWP US0003M P 02/04/2051 | -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 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.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 BA | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1MX5Y P 0.8925 USD 09/24/2021 CI | -0.00% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.00% |
| 1.30378 R ISWP US0003M P 08/17/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.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 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-.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 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.2635 R ISWP US0003M P 08/19/2031 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -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 CG | -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.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.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-.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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | -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 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 MS | -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% |
| 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.FN30.350.12 P USL1M R 01/12/43 GS | -0.00% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | -0.01% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 1MX10Y P 1.316 USD 09/09/2021 GS | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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.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-.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 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.01% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -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.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-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 1MX10Y R 1.316 USD 09/09/2021 GS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -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-.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 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -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.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| 1.2531 R ISWP US0003M P 08/23/2031 | -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 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 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -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% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.01% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -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% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -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% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% |
| 0.726 R ISWP US0003M P 07/22/2026 | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.966 R ISWP US0003M P 07/06/2026 | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -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.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -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 3MX10Y P 1.504 USD 09/29/2021 CI | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.03% |
| CPURNSA P 2.686 R 04/01/31 | -0.03% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.03% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 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% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.04% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.06% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.07% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.07% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.07% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.07% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.07% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.07% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.08% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.08% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.09% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.10% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.11% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.13% |
| CPURNSA P 2.79 R 04/15/26 | -0.13% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.14% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.14% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | -0.18% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.28% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.34% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.40% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.46% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.58% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.84% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.92% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -2.03% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -21.65% |
| 90DAY EURO$ FUTR SEP21 EDU1 | 26.37% |
|---|---|
| FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 11.70% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 11.08% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 8.51% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 7.60% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 7.54% |
| US ULTRA BOND CBT SEP21 WNU1 | 5.13% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 3.36% |
| REPO TRIPA MORTG 0.06 08/02/2021 | 2.86% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2051 | 2.23% |
| GNMA GII30 TBA 03.5000 08/01/2051 | 1.27% |
| US LONG BOND(CBT) SEP21 USU1 | 1.23% |
| GNMA GII30 TBA 04.0000 08/01/2051 | 1.04% |
| TREASURY BILL 00.0000 10/14/2021 | 0.83% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.76% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.75% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.71% |
| FNMA FN30 TBA UMBS 04.5000 08/01/2051 | 0.68% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 0.67% |
| APPLE INC 02.8000 02/08/2061 | 0.64% |
| 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% |
| FMS WERTMANAGEMENT 34411GX68 DCP 10/06/2021 | 0.58% |
| NRW BANK 62939LXN4 DCP 10/22/2021 | 0.56% |
| SVENSKA HANDELSBANKEN AB 86960JW84 DCP 09/08/2021 | 0.56% |
| TREASURY BILL 00.0000 11/04/2021 | 0.56% |
| LIBERTY STREET FUNDING LLC 53127TX65 DCP 10/06/2021 | 0.56% |
| CASH MGMT BILL 00.0000 10/26/2021 | 0.55% |
| BPCE SA 05571BV34 DCP 08/03/2021 | 0.55% |
| DNB BANK ASA 2332K0XL1 DCP 10/20/2021 | 0.55% |
| ING US FUNDING LLC 4497W0VS4 DCP 08/26/2021 | 0.55% |
| LLOYDS BANK PLC 53943RXT1 DCP 10/27/2021 | 0.55% |
| MATCHPOINT FINANCE PLC 57666AWL2 DCP 09/20/2021 | 0.55% |
| METLIFE SHORT TERM FUNDING LL 59157TV34 DCP 08/03/2021 | 0.55% |
| MITSUBISHI UFJ TRUST & BANKIN 60682WV54 DCP 08/05/2021 | 0.55% |
| MIZUHO BANK LTD/SINGAPORE 60689PVH6 DCP 08/17/2021 | 0.55% |
| SWEDBANK AB 87019RVS2 DCP 08/26/2021 | 0.55% |
| TORONTO-DOMINION BANK/THE 89119AV62 DCP 08/06/2021 | 0.55% |
| TOTAL CAPITAL CANADA LTD 89153PV41 DCP 08/04/2021 | 0.55% |
| TOYOTA FINANCIAL SERVICES DE 8923A0VP5 DCP 08/23/2021 | 0.53% |
| COMCAST CORP 03.4500 02/01/2050 | 0.52% |
| TREASURY BILL 00.0000 09/28/2021 | 0.48% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.48% |
| OLD LINE FUNDING LLC 67984XHP4 DCP 10/01/2021 | 0.47% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.46% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.46% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.45% |
| FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.45% |
| VERIZON COMM 04.3290 09/21/2028 | 0.42% |
| CHARIOT FUNDING LLC 15963TV30 DCP 08/03/2021 | 0.41% |
| SOCIETE GENERALE SA 83369BW10 DCP 09/01/2021 | 0.41% |
| SUMITOMO MITSUI TRUST BANK LT 86563GWT5 DCP 09/27/2021 | 0.41% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.40% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.40% |
| FREMF 2019-KF66 B 144A 02.5005 07/25/2029 | 0.37% |
| ATLANTIC ASSET SECURITIZATION 04821TYJ8 DCP 11/18/2021 | 0.36% |
| BARCLAYS BANK PLC CCP 06742XGD3 DCP 09/27/2021 | 0.36% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.36% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.35% |
| UBSBB 2012-C3 C 144A 05.0378 08/10/2049 | 0.35% |
| COMM 2018-COR3 C 04.5604 05/10/2051 | 0.34% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TW80 DCP 09/08/2021 | 0.34% |
| GNR 2020-18 GS IO 05.9664 02/20/2050 | 0.34% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.34% |
| CSAIL 2015-C4 B 04.3115 11/15/2048 | 0.33% |
| MSC 2011-C3 B 144A 05.2837 07/15/2049 | 0.33% |
| NORDEA BANK ABP 65558JVC8 DCP 08/12/2021 | 0.33% |
| AT&T INC 04.3500 03/01/2029 | 0.33% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.32% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.32% |
| MRAIT 2020-11 A1X 01.7931 04/22/2022 | 0.32% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.32% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.32% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.32% |
| ABBVIE INC 03.2000 11/21/2029 | 0.31% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.31% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.31% |
| STACR 2019-DNA1 B1 04.7393 01/25/2049 | 0.31% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.30% |
| US BANCORP 01.3750 07/22/2030 | 0.30% |
| GNR 2020-142 SB IO 06.2164 09/20/2050 | 0.30% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.30% |
| MRAIT 2021-11 A1X 01.2431 01/25/2022 | 0.30% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.30% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.30% |
| BROADCOM INC 04.1500 11/15/2030 | 0.29% |
| MRAIT 2021-EBO1 A1X 01.8503 10/08/2021 | 0.28% |
| WFCM 2019-C50 XA IO 01.4090 05/15/2052 | 0.28% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.28% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.28% |
| US 5YR NOTE (CBT) SEP21 FVU1 | 0.28% |
| NETFLIX INC 04.3750 11/15/2026 | 0.28% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.27% |
| FAIRWAY FINANCE CO LLC 30601VVD0 DCP 08/13/2021 | 0.27% |
| NATIONWIDE BUILDING SOCIETY 6385E0VA8 DCP 08/10/2021 | 0.27% |
| NATIONWIDE BUILDING SOCIETY 6385E0VQ3 DCP 08/24/2021 | 0.27% |
| GNR 2020-55 SA IO 05.9664 04/20/2050 | 0.27% |
| ORACLE CORP 03.6500 03/25/2041 | 0.27% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.27% |
| TREASURY BILL 00.0000 08/03/2021 | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.26% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.26% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.26% |
| BMIR 2017-1 M2 144A 03.4393 10/25/2027 | 0.26% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.26% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.26% |
| SPST 2020-15 A 01.4593 12/10/2021 | 0.26% |
| AT&T INC 02.2500 02/01/2032 | 0.26% |
| GNR 2020-112 MS IO 06.2164 08/20/2050 | 0.25% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.25% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.25% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.25% |
| STACR 2019-DNA3 M2 02.1393 07/25/2049 | 0.25% |
| STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.25% |
| GNR 2020-47 SG IO 05.9164 02/20/2049 | 0.25% |
| NATIONAL AUSTRALIA BANK LTD 63254EV31 DCP 08/03/2021 | 0.25% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.24% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.24% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.24% |
| EQUINIX INC 03.2000 11/18/2029 | 0.24% |
| AT&T INC 03.3000 02/01/2052 | 0.24% |
| TREASURY BILL 00.0000 08/17/2021 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.24% |
| MRAIT 2021-8 A1X 01.2503 10/15/2021 | 0.24% |
| LENNAR CORP 04.7500 11/29/2027 | 0.23% |
| GNR 2020-11 SY IO 06.0164 01/20/2050 | 0.23% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.23% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.23% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.23% |
| FNR 2020-12 SK IO 05.9608 03/25/2050 | 0.22% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.22% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.22% |
| BACM 2015-UBS7 B 04.3585 09/15/2048 | 0.22% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.22% |
| JPMBB 2013-C15 C 05.1791 11/15/2045 | 0.22% |
| VMWARE INC 02.2000 08/15/2031 | 0.22% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.22% |
| GNR 2020-98 KS IO 06.1164 07/20/2050 | 0.22% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.22% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.22% |
| TREASURY BILL 00.0000 09/02/2021 | 0.22% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.22% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.21% |
| STACR 2017-HQA1 M2B 03.6393 08/25/2029 | 0.21% |
| WFCM 2018-C46 C 04.9781 08/15/2051 | 0.21% |
| GNMA GII30 TBA 04.5000 08/01/2051 | 0.20% |
| STACR 2020-HQA2 M2 03.1893 03/25/2050 | 0.20% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.20% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.20% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.20% |
| BROADCOM INC 05.0000 04/15/2030 | 0.20% |
| STACR 2018-DNA2 B1 03.7893 12/25/2030 | 0.20% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.20% |
| COMCAST CORP 03.9990 11/01/2049 | 0.20% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.20% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.20% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.20% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.19% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.19% |
| BARCLAYS BANK PLC CCP 06742XJU2 DCP 09/27/2021 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.19% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.19% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.19% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.19% |
| FNR 2019-74 S IO 05.9108 12/25/2049 | 0.19% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.19% |
| JPMDB 2017-C5 XA IO 00.9419 03/15/2050 | 0.18% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.18% |
| MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.18% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.18% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.18% |
| RRAM 2018-3A A1R2 144A 01.2161 01/15/2030 | 0.18% |
| JPMBB 2013-C12 C 04.0988 07/15/2045 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.18% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.17% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.17% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.17% |
| JPMCC 2012-C8 C 144A 04.6213 10/15/2045 | 0.17% |
| ALPHABET INC 02.2500 08/15/2060 | 0.17% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.17% |
| UBSCM 2018-C12 XA IO 00.8138 08/15/2051 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.17% |
| CAS 2017-C07 1EB2 01.0893 05/25/2030 | 0.17% |
| FNR 2016-8 SA IO 05.9608 03/25/2046 | 0.17% |
| FREMF 2019-KF71 B 144A 02.4005 10/25/2029 | 0.17% |
| FISERV INC 04.2000 10/01/2028 | 0.17% |
| MRAFT 2020-5 A1 01.1004 08/10/2023 | 0.17% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.17% |
| BMIR 2019-4A M1C 144A 02.5893 10/25/2029 | 0.17% |
| STACR 2016-HQA3 M3 03.9393 03/25/2029 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.16% |
| WFCM 2020-C55 XA IO 01.3074 02/15/2053 | 0.16% |
| CAS 2018-C05 1B1 04.3393 01/25/2031 | 0.16% |
| CD 2017-CD6 C 04.2656 11/13/2050 | 0.16% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.16% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.16% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.16% |
| ZOETIS INC 03.9000 08/20/2028 | 0.16% |
| COMM 2017-COR2 C 04.5603 09/10/2050 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% |
| RMIR 2019-1 M2 144A 03.2893 02/25/2029 | 0.16% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.16% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.16% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.16% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.16% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.15% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.15% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.15% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.15% |
| GNR 2019-119 KS IO 05.9589 09/16/2049 | 0.15% |
| BBCMS 2020-C7 XA IO 01.6290 04/15/2053 | 0.15% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.15% |
| VSTA 2020-1 A2 02.7700 03/25/2065 | 0.15% |
| NORDEA BANK ABP 65558JWE3 DCP 09/14/2021 | 0.15% |
| FNR 2019-57 LS IO 05.9108 10/25/2049 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.15% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.15% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.15% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.15% |
| UBSC 2011-C1 D 144A 06.2303 01/10/2045 | 0.15% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.15% |
| STACR 2018-DNA1 M2 01.8893 07/25/2030 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.14% |
| CSAIL 2019-C17 XA IO 01.3637 09/15/2052 | 0.14% |
| SOCIETE GENERALE SA 83369BVG8 DCP 08/16/2021 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| MP3 2013-1A AR 144A 01.3843 10/20/2030 | 0.14% |
| STACR 2018-DNA2 M2 02.2393 12/25/2030 | 0.14% |
| CAS 2020-SBT1 1M2 03.7393 02/25/2040 | 0.14% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.14% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% |
| CHARIOT FUNDING LLC 15963TVG1 DCP 08/16/2021 | 0.14% |
| STACR 2020-DNA2 B1 02.5893 02/25/2050 | 0.14% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% |
| GNR 2018-168 KS IO 06.0664 12/20/2048 | 0.14% |
| UBS GROUP AG P/P 144A 04.1250 09/24/2025 | 0.14% |
| BACM 2016-UB10 C 04.8567 07/15/2049 | 0.13% |
| BANK 2018-BN13 XA 00.5019 08/15/2061 | 0.13% |
| FHMS K110 X1 IO 01.6976 04/25/2030 | 0.13% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.13% |
| MSBAM 2014-C14 C 05.0496 02/15/2047 | 0.13% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.13% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.13% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.13% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% |
| CGCMT 2020-GC46 X IO 00.9865 02/15/2053 | 0.13% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.13% |
| FHMS K104 X1 IO 01.1266 02/25/2052 | 0.13% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% |
| UBSCM 2012-C1 D 144A 05.5506 05/10/2045 | 0.13% |
| STACR 2020-HQA3 M2 03.6893 07/25/2050 | 0.13% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.13% |
| CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.13% |
| CAS 2018-R07 1B1 MTGE 04.4393 04/25/2031 | 0.13% |
| WFCM 2017-C41 XA IO 01.1982 11/15/2050 | 0.13% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.13% |
| GNR 2020-34 SQ IO 05.9664 10/20/2049 | 0.13% |
| MSRR 2015-R4 CB1 00.9172 08/26/2047 | 0.13% |
| STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.13% |
| TMIR 2021-1 M1B 144A 03.0893 08/25/2033 | 0.13% |
| GNR 2020-32 GS IO 06.0164 03/20/2050 | 0.12% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.12% |
| FHR 4839 WS IO 06.0069 08/15/2056 | 0.12% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.12% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.12% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.12% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.12% |
| MRAFT 2020-4 A1 01.4504 04/23/2023 | 0.12% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.12% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.12% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.12% |
| WAMU 2005-AR13 A1C4 00.9493 10/25/2045 | 0.12% |
| WFRBS 2013-C12 C 04.3094 03/15/2048 | 0.12% |
| CAS 2017-C03 1B1 04.9393 10/25/2029 | 0.12% |
| JPMDB 2019-COR6 IO 00.9395 11/13/2052 | 0.12% |
| WFRBS 2011-C4 C 144A 04.9641 06/15/2044 | 0.12% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.12% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.12% |
| FNR 2018-44 SA IO 06.1108 06/25/2048 | 0.12% |
| CAS 2017-C04 2M2 02.9393 11/25/2029 | 0.12% |
| GSMS 2014-GC22 C 04.6893 06/10/2047 | 0.12% |
| GNR 2019-20 SB IO 06.0164 02/20/2049 | 0.12% |
| HCA INC 03.5000 07/15/2051 | 0.12% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| GNR 2019-83 SW IO 06.0164 07/20/2049 | 0.12% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.12% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.12% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.12% |
| FNR 2019-3 SA IO 06.0108 02/25/2049 | 0.11% |
| STACR 2015-DNA3 M3 04.7893 04/25/2028 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.11% |
| WFRBS 2013-UBS1 D P/P 144A 05.0395 03/15/2046 | 0.11% |
| CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.11% |
| COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.11% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% |
| JPMBB 2013-C14 D 144A 04.5583 08/15/2046 | 0.11% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.11% |
| CAS 2017-C01 1B1 05.8393 07/25/2029 | 0.11% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.11% |
| CGMS 2017-1A A1R 144A 01.1343 04/20/2031 | 0.11% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.11% |
| BOEING CO 05.9300 05/01/2060 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| FNR 2015-66 AS IO 06.1608 09/25/2045 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| MDPK 2015-19A A1R2 144A 01.0583 01/22/2028 | 0.10% |
| WFCM 2020-C57 C 04.0238 08/15/2053 | 0.10% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.10% |
| STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.10% |
| GNR 2019-123 SL IO 06.0664 10/20/2049 | 0.10% |
| JPMCC 2012-C8 D 144A 04.6694 10/15/2045 | 0.10% |
| PACIFICORP 02.7000 09/15/2030 | 0.10% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| BSCMS 2007-T26 AJ 05.4310 01/12/2045 | 0.10% |
| COMM 2019-GC44 XA IO 00.6501 08/15/2057 | 0.10% |
| JPMCC 2011-C4 C 144A 05.3902 07/15/2046 | 0.10% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.10% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.10% |
| COMM 2014-CR17 C 04.7843 05/10/2047 | 0.10% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.10% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% |
| CSAIL 2015-C1 C 04.2625 04/15/2050 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| HCA INC 04.1250 06/15/2029 | 0.10% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.10% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.10% |
| FHR 4738 QS IO 06.1069 12/15/2047 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0229 12/15/2050 | 0.10% |
| COMM 2012-CR1 C 05.3540 05/15/2045 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.10% |
| CSMC 2016-NXSR XA IO 00.7528 12/15/2049 | 0.10% |
| FNR 2017-108 SA IO 06.0608 01/25/2048 | 0.10% |
| GNR 2019-30 SH IO 05.9664 03/20/2049 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.09% |
| ZOETIS INC 02.0000 05/15/2030 | 0.09% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.09% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.09% |
| FHR 4461 SB IO 06.1069 04/15/2045 | 0.09% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| FNR 2019-59 SD IO 05.9608 10/25/2049 | 0.09% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.09% |
| STACR 2017-HQA1 M2 03.6393 08/25/2029 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| GSMS 2014-GC18 C 04.9883 01/10/2047 | 0.09% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.09% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.09% |
| CFCRE 2011-C2 E P/P 144A 05.7758 12/15/2047 | 0.09% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.09% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.09% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.09% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.09% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.09% |
| GNR 2019-108 S IO 05.9664 08/20/2049 | 0.09% |
| SPEAK 2017-4A A 144A 01.3353 10/26/2029 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.09% |
| GNMA GII30 TBA 03.0000 08/01/2051 | 0.09% |
| UBSCM 2012-C1 C 144A 05.5506 05/10/2045 | 0.09% |
| FISERV INC 03.5000 07/01/2029 | 0.08% |
| FNR 2016-91 AS IO 06.0108 12/25/2046 | 0.08% |
| GNR 2014-131 BS IO 06.1089 09/16/2044 | 0.08% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| BANK 2020-BN26 XA IO 01.2344 03/15/2063 | 0.08% |
| CAS 2017-C07 1B1 04.0893 05/25/2030 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| MVEW 2017-2A A 144A 01.3364 01/16/2031 | 0.08% |
| WFRBS 2011-C4 F 144A 04.9641 06/15/2044 | 0.08% |
| CIGNA CORP 03.7500 07/15/2023 | 0.08% |
| COLT 2021-1 B1 03.1440 06/25/2066 | 0.08% |
| BRAVO 2021-HE2 B1 02.4500 11/25/2069 | 0.08% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.08% |
| CSAIL 2015-C1 D 144A 03.7625 04/15/2050 | 0.08% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.08% |
| MSC 2018-H4 XA 00.8564 12/15/2051 | 0.08% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.08% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| BCC 2019-3A A 144A 01.4743 10/21/2032 | 0.08% |
| CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.08% |
| GNR 2018-148 GS IO 06.0089 02/16/2046 | 0.08% |
| GNR 2019-83 JS IO 06.0164 07/20/2049 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| STACR 2017-DNA2 B1 05.2393 10/25/2029 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| FREMF 2018-KF43 B 144A 02.2505 01/25/2028 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.08% |
| COMM 2014-CR18 C 04.7559 07/15/2047 | 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 2019-151 NI IO 03.5000 10/20/2049 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.08% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.08% |
| JPMBB 2013-C14 E 144A 04.5583 08/15/2046 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.08% |
| JPMBB 2014-C25 D P/P 144A 03.9463 11/15/2047 | 0.08% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.08% |
| WBCMT 2005-C21 E 144A 05.1034 10/15/2044 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.07% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.07% |
| CAS 2020-R02 2M2 02.0893 01/25/2040 | 0.07% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.07% |
| FHR 4596 CS IO 06.0069 06/15/2046 | 0.07% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.07% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.07% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.07% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.07% |
| MSC 2018-H3 XA 00.8246 07/15/2051 | 0.07% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| STACR 2020-DNA2 M2 01.9393 02/25/2050 | 0.07% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.07% |
| CAS 2017-C06 1B1 04.2393 02/25/2030 | 0.07% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.07% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.07% |
| GNR 2016-H23 NI IO 02.3311 10/20/2066 | 0.07% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.07% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.07% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.07% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.07% |
| CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.07% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| FNR 2014-87 MS IO 06.1608 01/25/2045 | 0.07% |
| GNR 2020-H02 GI IO 02.1216 01/20/2070 | 0.07% |
| CIT BANK NA 02.9690 09/27/2025 | 0.07% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.07% |
| CAS 2017-C02 2ED3 01.4393 09/25/2029 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.06% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.06% |
| COMM 2014-CR19 D 144A 04.7031 08/10/2047 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| GNR 2010-31 SA IO 05.6664 03/20/2040 | 0.06% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 08/01/2051 | 0.06% |
| GNR 2012-149 GS IO 06.1164 12/20/2042 | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| FHMS K100 X1 IO 00.6500 09/25/2029 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| CWALT 2007-OA6 A1A 00.2293 06/25/2037 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| JPMCC 2012-C6 E 144A 05.1412 05/15/2045 | 0.06% |
| MAGNE 2012-7A A1R2 144A 00.9261 01/15/2028 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.06% |
| FNR 2018-29 S IO 06.1108 05/25/2048 | 0.06% |
| GNR 2014-H11 GI IO 01.4847 06/20/2064 | 0.06% |
| GNR 2018-155 SE IO 06.0164 11/20/2048 | 0.06% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.06% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| BMIR 2020-2A M1C 144A 04.0893 08/26/2030 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.06% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| MSC 2016-UB12 XA IO 00.7119 12/15/2049 | 0.06% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.06% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| CFMT 2021-HB6 M3 03.7348 06/25/2036 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| GNR 2010-9 YD IO 06.7089 01/16/2040 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.05% |
| GNR 2016-H02 HI IO 01.5412 01/20/2066 | 0.05% |
| GNR 2019-44 SA IO 05.9664 04/20/2049 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| MSBAM 2013-C10 E 144A 04.0804 07/15/2046 | 0.05% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.05% |
| GNR 2014-H07 BI IO 01.4733 05/20/2064 | 0.05% |
| GNR 2015-H12 GI IO 01.7955 05/20/2065 | 0.05% |
| GNR 2019-H14 IB IO 02.1345 08/20/2069 | 0.05% |
| STACR 2017-HQA2 M2 02.7393 12/25/2029 | 0.05% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.05% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.05% |
| GNR 2018-H20 BI IO 02.0808 06/20/2068 | 0.05% |
| GNR 2019-21 SJ IO 05.9664 02/20/2049 | 0.05% |
| GNR 2019-65 BS IO 06.0164 05/20/2049 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.05% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.05% |
| WAMU 2005-AR17 A1B2 00.9093 12/25/2045 | 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% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| EMIR 2018-1 M1 01.7893 11/25/2028 | 0.05% |
| FHR 4839 AS IO 05.9569 06/15/2042 | 0.05% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.05% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.05% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.05% |
| STACR 2014-DN2 M3 03.6893 04/25/2024 | 0.05% |
| STACR 2015-HQA2 M3 04.8893 05/25/2028 | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| GNR 2016-H11 HI IO 02.1071 01/20/2066 | 0.05% |
| GNR 2019-H02 DI IO 02.2118 11/20/2068 | 0.05% |
| CAS 2019-R02 1B1 04.2393 08/25/2031 | 0.04% |
| CAS 2020-SBT1 2M2 03.7393 02/25/2040 | 0.04% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.04% |
| STACR 2017-DNA1 M2 03.3393 07/25/2029 | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| WFCM 2014-LC16 XA IO 01.0846 08/15/2050 | 0.04% |
| WFRBS 2012-C7 D 144A 04.8028 06/15/2045 | 0.04% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| COMM 2013-CR6 D 144A 04.0882 03/10/2046 | 0.04% |
| DBUBS 2011-LC3A D 144A 05.4201 08/10/2044 | 0.04% |
| GNR 2018-H05 AI IO 02.3890 02/20/2068 | 0.04% |
| STACR 2017-HQA2 M2B 02.7393 12/25/2029 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.04% |
| CGCMT 2014-GC19 X IO 01.1320 03/10/2047 | 0.04% |
| COMM 2013-CR13 E 144A 04.8825 11/10/2046 | 0.04% |
| FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.04% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.04% |
| COMM 2012-CR1 D 144A 05.3540 05/15/2045 | 0.04% |
| COMM 2014-LC15 XA IO 01.0660 04/10/2047 | 0.04% |
| FHR 4077 HS IO 06.0069 07/15/2042 | 0.04% |
| G2 BJ5495 | 0.04% |
| GNMA GII30 BD1446 03.5000 11/20/2047 | 0.04% |
| GNR 2015-H20 AI IO 01.8214 08/20/2065 | 0.04% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.04% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.04% |
| GNR 2015-H10 CI IO 01.8044 04/20/2065 | 0.04% |
| GNR 2015-H12 EI IO 01.7082 04/20/2065 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| STACR 2014-HQ2 M3 03.8393 09/25/2024 | 0.04% |
| 1.46049 R ISWP US0003M P 06/11/2031 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.04% |
| GNR 2015-H09 BI IO 01.6805 03/20/2065 | 0.04% |
| GNR 2015-H16 XI IO 02.0445 07/20/2065 | 0.04% |
| GNR 2017-H23 BI IO 01.8791 11/20/2067 | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| FHR 4912 PS IO 05.9608 09/25/2049 | 0.04% |
| GNR 2019-125 SG IO 05.9664 10/20/2049 | 0.04% |
| STACR 2018-DNA3 B1 03.9893 09/25/2048 | 0.04% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.04% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.04% |
| FNMA FN30 AS8648 UMBS 03.0000 01/01/2047 | 0.04% |
| FNMA FN30 AX5559 UMBS 03.0000 10/01/2046 | 0.04% |
| FNR 2018-1 MS IO 06.0608 02/25/2048 | 0.04% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| WAMU 2005-AR13 A1B2 00.9493 10/25/2045 | 0.04% |
| GNR 2015-H04 AI IO 01.6099 12/20/2064 | 0.04% |
| GNR 2015-H12 AI IO 01.8585 05/20/2065 | 0.04% |
| GSMBS 2020-RPL1 M2 03.8335 07/25/2059 | 0.04% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.04% |
| WFRBS 2011-C4 E 144A 04.9641 06/15/2044 | 0.04% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| EMIR 2018-1 M2 03.0893 11/25/2028 | 0.03% |
| GNR 2015-H26 DI IO 01.9188 10/20/2065 | 0.03% |
| GNR 2018-91 SJ IO 06.1664 07/20/2048 | 0.03% |
| JPMCC 2016-JP2 XA IO 01.7893 08/15/2049 | 0.03% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.03% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.03% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.03% |
| GNR 2015-H15 JI IO 01.9584 06/20/2065 | 0.03% |
| GNR 2015-H25 CI IO 01.9421 10/20/2065 | 0.03% |
| GNR 2017-H12 QI IO 02.2511 05/20/2067 | 0.03% |
| GNR 2018-H02 EI IO 02.3791 01/20/2068 | 0.03% |
| JPMCC 2011-C3 D 144A 05.5227 02/15/2046 | 0.03% |
| 1.377 R ISWP US0003M P 02/18/2031 | 0.03% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| GNMA GII30 AY4779 04.4870 03/20/2067 | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 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% |
| TPMT 2015-6 M1 144A 03.7500 04/25/2055 | 0.03% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2016-H04 KI IO 01.5201 02/20/2066 | 0.03% |
| GNR 2017-H14 EI IO 01.5945 06/20/2067 | 0.03% |
| GNR 2019-78 SJ IO 05.9664 06/20/2049 | 0.03% |
| COMM 2014-UBS6 XA IO 00.8781 12/10/2047 | 0.03% |
| GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.03% |
| GNR 2016-H24 JI IO 02.1801 11/20/2066 | 0.03% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| GSMS 2013-GC10 XA IO 01.4809 02/10/2046 | 0.03% |
| GSMS 2014-GC22 XA IO 00.9486 06/10/2047 | 0.03% |
| MSBAM 2013-C12 XA IO 00.5818 10/15/2046 | 0.03% |
| MSBAM 2015-C26 XA IO 01.0151 10/15/2048 | 0.03% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.03% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.03% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| MSC 2016-BNK2 XA IO 01.0319 11/15/2049 | 0.03% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.03% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.03% |
| GNR 2019-121 SD IO 05.9164 10/20/2049 | 0.03% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.03% |
| FNMA FN30 AS8842 UMBS 03.5000 02/01/2047 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNR 2010-H19 GI IO 01.4075 08/20/2060 | 0.03% |
| CAS 2019-R03 1M2 02.2393 09/25/2031 | 0.02% |
| GNMA GII30 AI2340 04.4920 05/20/2065 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| WFRBS 2012-C10 E 144A 04.4256 12/15/2045 | 0.02% |
| WFRBS 2014-C23 XA IO 00.5613 10/15/2057 | 0.02% |
| CAS 2018-C05 1M2 02.4393 01/25/2031 | 0.02% |
| CCMFC 2004-3A A2 00.3893 08/25/2035 | 0.02% |
| COMM 2014-CR17 XA IO 00.9617 05/10/2047 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| GNR 2015-H28 DI IO 01.5444 08/20/2065 | 0.02% |
| GNR 2017-H10 MI IO 01.8410 04/20/2067 | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.02% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| COMM 2015-CR23 XA IO 00.8893 05/10/2048 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNR 2017-H08 NI IO 02.2560 03/20/2067 | 0.02% |
| JPMCC 2011-C3 F 144A 05.5227 02/15/2046 | 0.02% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.02% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.02% |
| FNR 2018-94 SA IO 06.0108 01/25/2049 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.02% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.02% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| WFRBS 2012-C10 D 144A 04.4256 12/15/2045 | 0.02% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.02% |
| CAS 2019-R06 2M2 02.1893 09/25/2039 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| GSMS 2014-GC18 XA IO 00.9992 01/10/2047 | 0.02% |
| JPMCC 2013-C16 XA IO 00.9105 12/15/2046 | 0.02% |
| MSC 2012-C4 E 144A 05.4090 03/15/2045 | 0.02% |
| STACR 2019-DNA2 B1 04.4393 03/25/2049 | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| WFRBS 2012-C9 XA IO 144A 01.8630 11/15/2045 | 0.02% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.02% |
| CAS 2017-C05 1B1 03.6893 01/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| COMM 2014-UBS4 XA IO 01.0967 08/10/2047 | 0.02% |
| FHR 3408 EK 25.4184 04/15/2037 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.02% |
| GNR 2013-20 QI IO 04.5000 12/16/2042 | 0.02% |
| GNR 2016-H27 BI IO 02.4146 12/20/2066 | 0.02% |
| JPMCC 2013-C10 XA IO 00.9449 12/15/2047 | 0.02% |
| WFRBS 2013-C14 XA IO 00.6751 06/15/2046 | 0.02% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 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% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.02% |
| GNR 2015-H17 CI IO 01.5714 06/20/2065 | 0.02% |
| CAS 2018-C01 1M2 02.3393 07/25/2030 | 0.02% |
| CFCRE 2011-C2 D 144A 05.7758 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| FHR 3852 NT 05.9069 05/15/2041 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% |
| FN BF0091 | 0.02% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| JPMBB 2014-C25 XA IO 00.8382 11/15/2047 | 0.02% |
| JPMCC 2012-LC9 D 144A 04.4144 12/15/2047 | 0.02% |
| MSBAM 2013-C7 XA IO 01.3200 02/15/2046 | 0.02% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.02% |
| SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 0.02% |
| WFRBS 2014-C22 XA IO 00.7963 09/15/2057 | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.02% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.02% |
| GNMA GII30 BG6110 04.0000 05/20/2048 | 0.02% |
| GNR 2015-H01 CI IO 01.5988 12/20/2064 | 0.02% |
| HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| JPMCC 2013-LC11 X IO 01.2398 04/15/2046 | 0.02% |
| STACR 2020-HQA4 M2 03.2393 09/25/2050 | 0.02% |
| WAMU 2005-AR17 A1B3 00.7893 12/25/2045 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| AT&T INC 04.5000 03/09/2048 | 0.02% |
| CAS 2017-C06 2M2 02.8893 02/25/2030 | 0.02% |
| CGCMT 2013-GC17 X IO 01.0197 11/10/2046 | 0.02% |
| COMM 2014-UBS6 C 04.4443 12/10/2047 | 0.02% |
| ENLINK MIDSTREAM LLC 05.3750 06/01/2029 | 0.02% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.02% |
| FIRSTENERGY TRANS P/P 144A 04.5500 04/01/2049 | 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% |
| FNR 2017-12 IO IO 03.5000 03/25/2047 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.02% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.02% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.02% |
| GSMS 2013-GC12 XA IO 01.3988 06/10/2046 | 0.02% |
| MSBAM 2013-C10 F 144A 04.0804 07/15/2046 | 0.02% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| TECK RESOURCES LIMITED USD 06.0000 08/15/2040 | 0.02% |
| WAMU 2005-AR2 2A1B 00.8293 01/25/2045 | 0.02% |
| 0.95 R ISWP US0003M P 04/28/2026 | 0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANGLO AMERICAN CAP P/P 144A 02.8750 03/17/2031 | 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% |
| 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% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.01% |
| BROADCOM INC 04.7500 04/15/2029 | 0.01% |
| CHOICE HOTELS INTL INC 03.7000 01/15/2031 | 0.01% |
| CLOROX COMPANY 01.8000 05/15/2030 | 0.01% |
| COMM 2014-CR19 XA IO 00.9566 08/10/2047 | 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% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.01% |
| DEVON ENERGY CORP P/P 144A 05.2500 09/15/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.5000 12/01/2029 | 0.01% |
| DISCOVER BANK 04.6820 08/09/2028 | 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% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 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% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.01% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.01% |
| GNR 2019-99 KS IO 05.9664 08/20/2049 | 0.01% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 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% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.01% |
| ONEOK INC 06.3500 01/15/2031 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.3500 11/01/2029 | 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% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 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% |
| TOPBUILD CORP P/P 144A 03.6250 03/15/2029 | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.5816 12/10/2045 | 0.01% |
| UNIVERSAL HLTH SVCS P/P 144A 02.6500 10/15/2030 | 0.01% |
| VMWARE INC 01.8000 08/15/2028 | 0.01% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMM 2014-CR18 XA IO 01.0075 07/15/2047 | 0.01% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 0.01% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.01% |
| FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 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 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| LENNAR CORP 05.0000 06/15/2027 | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 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 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.01% |
| WFRBS 2012-C10 XA IO 144A 01.5128 12/15/2045 | 0.01% |
| CAS 2017-C02 2M2 03.7393 09/25/2029 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| COMM 2013-LC13 XA IO 01.0055 08/10/2046 | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.01% |
| FNMA FN30 AL4158 UMBS 06.0000 10/01/2040 | 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 2014-100 JI IO 03.5000 07/16/2029 | 0.01% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| NHEL 2004-2 M4 01.8893 09/25/2034 | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 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 MS | 0.01% |
| FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.01% |
| FNMA FN15 AL8561 UMBS 03.5000 06/01/2031 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.01% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 AW8447 04.3280 05/20/2067 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.01% |
| CAS 2019-R05 1M2 02.0893 07/25/2039 | 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.BB.8 2057-10-17 500.0 10/17/2057 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-.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 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FHR 3065 DC 19.5806 03/15/2035 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.01% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-LC17 XA IO 00.7291 10/10/2047 | 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 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.01% |
| FNR 2005-106 JC 19.8473 12/25/2035 | 0.01% |
| FNR 2006-62 PS 39.3645 07/25/2036 | 0.01% |
| FNR 2011-4 CS 12.7215 05/25/2040 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 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% |
| JPMCC 2012-LC9 XA IO 01.4711 12/15/2047 | 0.01% |
| OMIR 2017-1A M2 144A 04.0893 04/25/2027 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.316 R ISWP US0003M P 10/15/2021 | 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.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 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% |
| FNR 2006-8 HP 24.2394 03/25/2036 | 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 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 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 2013-23 IK IO 03.0000 09/20/2037 | 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 04.3542 08/15/2046 | 0.01% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.01% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 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 JP | 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% |
| FHLMC FR30 ZS9471 UMBS 04.0000 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 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR1535 04.0000 11/20/2049 | 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.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.01% |
| BCAP 2015-RR5 2A2 01.1872 01/26/2046 | 0.01% |
| CAS 2018-R07 1M2 02.4893 04/25/2031 | 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.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.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-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FHLMC FR30 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 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 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.01% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 AH1076 04.6640 05/20/2065 | 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 BR7370 04.0000 01/20/2050 | 0.01% |
| GNMA GN30 AB9500 03.5000 11/15/2042 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2020-15 CS IO 05.9664 02/20/2050 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MICROSOFT CORP 03.4500 08/08/2036 | 0.01% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| WFRBS 2013-C11 XA IO 144A 01.1369 03/15/2045 | 0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.00% |
| CAS 2018-C06 1M2 02.0893 03/25/2031 | 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 ML | 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-.13 2072-12-16 300.0 12/16/2072 CG | 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% |
| 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 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 AD0095 UMBS 06.0000 11/01/2038 | 0.00% |
| FNMA FN30 AL5229 UMBS 05.0000 01/01/2044 | 0.00% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.00% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.00% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.00% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2013-129 SN IO 06.0664 09/20/2043 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.00% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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.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-.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% |
| 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 16.7077 06/15/2034 | 0.00% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.00% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.00% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.00% |
| FNMA FN30 889683 06.0000 07/01/2038 | 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 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 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 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 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7305 04.0000 10/20/2049 | 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 2014-5 LI IO 03.0000 01/16/2029 | 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% |
| 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 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.00% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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 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% |
| 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 BJ1747 UMBS 04.0000 10/01/2047 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 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% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNMA GII30 5307 05.0000 02/20/2042 | 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 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 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 BQ7315 05.0000 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 2013-37 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 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 10YX10Y P 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | 0.00% |
| 1.2875 R ISWP US0003M P 07/09/2031 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 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 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 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 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-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHR 2976 LC 24.0785 05/15/2035 | 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 2012-22 CI IO 04.0000 03/25/2041 | 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% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 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 04.4590 05/20/2065 | 0.00% |
| GNMA GII30 AO7320 04.5030 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 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 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 BM4803 05.0000 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 GII30 BP3296 04.0000 06/20/2049 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 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 01.5443 05/20/2065 | 0.00% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| MSBAM 2013-C11 F 144A 04.3542 08/15/2046 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.00% |
| 1.2975 R ISWP US0003M P 07/27/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 CG | 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 ML | 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 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-.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 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-.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% |
| COMM 2012-LC4 XA IO 144A 02.1032 12/10/2044 | 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% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 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 2012-62 EI IO 04.0000 04/25/2041 | 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 04.5660 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 BL6185 06.0000 01/20/2049 | 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% |
| GNR 2011-70 YI IO 00.1500 12/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 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 BA | 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 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| UBSCM 2012-C1 XA IO 144A 02.0165 05/10/2045 | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | 0.00% |
| 0.284 R ISWP US0003M P 07/26/2023 | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.00% |
| 0.727 R ISWP US0003M P 07/22/2026 | 0.00% |
| 0.8578 R ISWP US0003M P 07/09/2026 | 0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | 0.00% |
| 1.251 R ISWP US0003M P 07/28/2031 | 0.00% |
| BACM 2007-1 XW IO 00.4228 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5632 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4090 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.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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-.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-.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-.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 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 ML | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0155 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 00.3794 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 00.0627 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 GII30 BQ6158 03.5000 10/20/2049 | 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% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 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 00.2958 05/15/2045 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.1330 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1330 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 05.6942 07/15/2045 | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | 0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | 0.00% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2604 11/15/2048 | 0.00% |
| WFRBS 2011-C5 XA IO 144A 01.5172 11/15/2044 | 0.00% |
| 0.79 R ISWP US0003M P 07/21/2026 | -0.00% |
| 0.7915 R ISWP US0003M P 07/21/2026 | -0.00% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -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 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-.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 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 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 CG | -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-.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 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1MX5Y R 0.82 USD 08/26/2021 CI | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -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 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-.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-.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 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 1.273 R ISWP US0003M P 07/26/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.635 R ISWP US0003M P 02/04/2051 | -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 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.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 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 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% |
| 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% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 1MX5Y P 0.82 USD 08/26/2021 CI | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -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 MS | -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 CG | -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-.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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 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 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% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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-.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% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 0.726 R ISWP US0003M P 07/22/2026 | -0.01% |
| 1.52 R ISWP US0003M P 06/21/2031 | -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.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.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-.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% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.01% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -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-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 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.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% |
| 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 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 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 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 20YX10Y P 2.285 USD 03/26/2041 CI | -0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.01% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | -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 4YX1Y P 1.115 USD 01/14/2025 BA | -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% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 4YX10Y R 1.47 USD 02/26/2024 WE | -0.01% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -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 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.01% |
| SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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.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 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.02% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.02% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 WE | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.686 R 04/01/31 | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.03% |
| 0.966 R ISWP US0003M P 07/06/2026 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -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% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.04% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.04% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.04% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -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 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.05% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.06% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.06% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.06% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.07% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.07% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.07% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.08% |
| SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.08% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.08% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.09% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.10% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.11% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.12% |
| CPURNSA P 2.79 R 04/15/26 | -0.12% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.13% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.13% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.14% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.17% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.32% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.34% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.40% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.46% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.55% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.80% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.90% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -1.95% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -22.91% |
| 90DAY EURO$ FUTR SEP21 EDU1 | 26.24% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 10.99% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 10.00% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | 8.58% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 8.34% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 7.47% |
| US ULTRA BOND CBT SEP21 WNU1 | 4.93% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 2.95% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 2.88% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 2.31% |
| GNMA GII30 TBA 03.5000 07/01/2051 | 1.26% |
| US LONG BOND(CBT) SEP21 USU1 | 1.20% |
| GNMA GII30 TBA 04.0000 07/01/2051 | 1.04% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.84% |
| TREASURY BILL 00.0000 10/14/2021 | 0.82% |
| APPLE INC 02.8000 02/08/2061 | 0.71% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.70% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 0.68% |
| REPO TRIPA MORTG 0.06 07/01/2021 | 0.66% |
| MANHATTAN ASSET FUNDING CO LL 56274LU10 DCP 07/01/2021 | 0.63% |
| TREASURY BILL 00.0000 07/20/2021 | 0.62% |
| 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% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.60% |
| COMCAST CORP 03.4500 02/01/2050 | 0.57% |
| CRC FUNDING LLC 12619TU85 DCP 07/08/2021 | 0.56% |
| SVENSKA HANDELSBANKEN AB 86960JW84 DCP 09/08/2021 | 0.56% |
| ATLANTIC ASSET SECURITIZATION 04821TUL7 DCP 07/20/2021 | 0.55% |
| AUSTRALIA & NEW ZEALAND BANKI 05253AUV0 DCP 07/29/2021 | 0.55% |
| BPCE SA 05571BV34 DCP 08/03/2021 | 0.55% |
| DNB BANK ASA 2332K0XL1 DCP 10/20/2021 | 0.55% |
| ING US FUNDING LLC 4497W0VS4 DCP 08/26/2021 | 0.55% |
| LLOYDS BANK PLC 53943RUN7 DCP 07/22/2021 | 0.55% |
| MATCHPOINT FINANCE PLC 57666AWL2 DCP 09/20/2021 | 0.55% |
| METLIFE SHORT TERM FUNDING LL 59157TV34 DCP 08/03/2021 | 0.55% |
| MITSUBISHI UFJ TRUST & BANKIN 60682WV54 DCP 08/05/2021 | 0.55% |
| NRW BANK 62939LUD9 DCP 07/13/2021 | 0.55% |
| PRUDENTIAL PLC 7443M2UE4 DCP 07/14/2021 | 0.55% |
| SWEDBANK AB 87019RVS2 DCP 08/26/2021 | 0.55% |
| TORONTO-DOMINION BANK/THE 89119AV62 DCP 08/06/2021 | 0.55% |
| TOTAL CAPITAL CANADA LTD 89153PV41 DCP 08/04/2021 | 0.55% |
| TOYOTA FINANCIAL SERVICES DE 8923A0VP5 DCP 08/23/2021 | 0.53% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.52% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.51% |
| FHR 5024 EI IO 04.0000 10/25/2050 | 0.50% |
| OLD LINE FUNDING LLC 67984XHH2 DCP 08/16/2021 | 0.50% |
| CASH MGMT BILL 00.0000 09/28/2021 | 0.48% |
| MCAS 2019-01 M10 144A 03.3415 10/15/2049 | 0.48% |
| VERIZON COMM 04.3290 09/21/2028 | 0.47% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.44% |
| SOCIETE GENERALE SA 83369BW10 DCP 09/01/2021 | 0.41% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.40% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.39% |
| FREMF 2019-KF66 B 144A 02.4859 07/25/2029 | 0.38% |
| AT&T INC 04.3500 03/01/2029 | 0.37% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.37% |
| GNR 2020-18 GS IO 05.9566 02/20/2050 | 0.36% |
| BARCLAYS BANK PLC CCP 06742XGD3 DCP 09/27/2021 | 0.36% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.36% |
| ABBVIE INC 03.2000 11/21/2029 | 0.35% |
| FHMS K105 X1 IO 01.6448 03/25/2053 | 0.35% |
| UBSBB 2012-C3 C 144A 05.2058 08/10/2049 | 0.35% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.34% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.34% |
| US BANCORP 01.3750 07/22/2030 | 0.34% |
| COMM 2018-COR3 C 04.7125 05/10/2051 | 0.34% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TW80 DCP 09/08/2021 | 0.33% |
| STACR 2019-DNA2 M2 02.5415 03/25/2049 | 0.33% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.33% |
| MSC 2011-C3 B 144A 05.4752 07/15/2049 | 0.33% |
| CSAIL 2015-C4 B 04.4638 11/15/2048 | 0.33% |
| BROADCOM INC 04.1500 11/15/2030 | 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% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.32% |
| MRAIT 2020-11 A1X 01.7729 04/22/2022 | 0.32% |
| SPST 2021-6 A 00.8908 04/25/2022 | 0.32% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.31% |
| NETFLIX INC 04.3750 11/15/2026 | 0.31% |
| GNR 2020-142 SB IO 06.2066 09/20/2050 | 0.31% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.31% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.31% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.31% |
| FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.30% |
| GNR 2020-55 SA IO 05.9566 04/20/2050 | 0.30% |
| ORACLE CORP 03.6500 03/25/2041 | 0.30% |
| STACR 2019-DNA1 B1 04.7415 01/25/2049 | 0.30% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.30% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.30% |
| MRAIT 2021-11 A1X 01.2355 01/25/2022 | 0.30% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.30% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.30% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.29% |
| MET LIFE GLOB P/P 144A 02.9500 04/09/2030 | 0.29% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.29% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.29% |
| AT&T INC 02.2500 02/01/2032 | 0.28% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.28% |
| WFCM 2019-C50 XA IO 01.5808 05/15/2052 | 0.28% |
| MRAIT 2021-EBO1 A1X 01.8421 10/08/2021 | 0.28% |
| NATIONWIDE BUILDING SOCIETY 6385E0UE1 DCP 07/14/2021 | 0.27% |
| US 5YR NOTE (CBT) SEP21 FVU1 | 0.27% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.27% |
| GNR 2020-112 MS IO 06.2066 08/20/2050 | 0.27% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.27% |
| EQUINIX INC 03.2000 11/18/2029 | 0.27% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.27% |
| TREASURY BILL 00.0000 08/03/2021 | 0.27% |
| AT&T INC 03.3000 02/01/2052 | 0.27% |
| FHR 5052 KI IO 04.0000 12/25/2050 | 0.27% |
| GNR 2020-47 SG IO 05.9066 02/20/2049 | 0.27% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.26% |
| LENNAR CORP 04.7500 11/29/2027 | 0.26% |
| BMIR 2017-1 M2 144A 03.4415 10/25/2027 | 0.26% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.26% |
| SPST 2020-15 A 01.4608 12/10/2021 | 0.26% |
| FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.26% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.25% |
| STACR 2016-HQA1 M3 06.4415 09/25/2028 | 0.25% |
| STACR 2019-DNA3 M2 02.1415 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 | 0.25% |
| GNR 2020-11 SY IO 06.0066 01/20/2050 | 0.25% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.24% |
| VICTORY RECEIVABLES CORP 92646KUM2 DCP 07/21/2021 | 0.24% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.24% |
| TREASURY BILL 00.0000 08/17/2021 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| FNR 2020-12 SK IO 05.9585 03/25/2050 | 0.24% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.24% |
| MRAIT 2020-12 A1X 01.4229 07/15/2021 | 0.23% |
| CD 2017-CD6 C 04.4083 11/13/2050 | 0.23% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.23% |
| GNR 2020-98 KS IO 06.1066 07/20/2050 | 0.23% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.23% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.23% |
| BROADCOM INC 05.0000 04/15/2030 | 0.22% |
| BACM 2015-UBS7 B 04.5039 09/15/2048 | 0.22% |
| JPMBB 2013-C15 C 05.3688 11/15/2045 | 0.22% |
| COMCAST CORP 03.9990 11/01/2049 | 0.22% |
| FHR 5007 IP IO 03.0000 07/25/2050 | 0.22% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.22% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.22% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.22% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TUP4 DCP 07/23/2021 | 0.22% |
| TREASURY BILL 00.0000 09/02/2021 | 0.22% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.21% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.21% |
| STACR 2020-HQA2 M2 03.1915 03/25/2050 | 0.21% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.21% |
| FHR 5019 MI IO 04.0000 10/25/2050 | 0.21% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.21% |
| STACR 2017-HQA1 M2B 03.6415 08/25/2029 | 0.21% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.21% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.21% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% |
| WFCM 2018-C46 C 05.1441 08/15/2051 | 0.20% |
| GNMA GII30 TBA 04.5000 07/01/2051 | 0.20% |
| FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.20% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.20% |
| STACR 2018-DNA2 B1 03.7915 12/25/2030 | 0.20% |
| TREASURY BILL 00.0000 07/06/2021 | 0.20% |
| FNR 2019-74 S IO 05.9085 12/25/2049 | 0.20% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.20% |
| CITIGROUP INC 04.7500 05/18/2046 | 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% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.19% |
| FISERV INC 04.2000 10/01/2028 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| ALPHABET INC 02.2500 08/15/2060 | 0.19% |
| FHR 4975 EI IO 04.5000 05/25/2050 | 0.19% |
| UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.19% |
| JPMDB 2017-C5 XA IO 01.0946 03/15/2050 | 0.19% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.18% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.18% |
| WFRBS 2011-C4 C 144A 05.2661 06/15/2044 | 0.18% |
| MCAS 2020-01 M10 144A 03.8415 03/25/2050 | 0.18% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.18% |
| ZOETIS INC 03.9000 08/20/2028 | 0.18% |
| FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.18% |
| CAS 2016-C03 1M2 05.3915 10/25/2028 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| FREMF 2019-KF71 B 144A 02.3859 10/25/2029 | 0.18% |
| RRAM 2018-3A A1R2 144A 01.2738 01/15/2030 | 0.18% |
| STACR 2016-HQA2 M3 05.2415 11/25/2028 | 0.18% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.18% |
| JPMBB 2013-C12 C 04.2355 07/15/2045 | 0.18% |
| FHR 4973 BI IO 04.5000 05/25/2050 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.18% |
| FNR 2016-8 SA IO 05.9585 03/25/2046 | 0.17% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.17% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.17% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.17% |
| UBSCM 2018-C12 XA IO 00.9799 08/15/2051 | 0.17% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.17% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.17% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.17% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| CAS 2017-C07 1EB2 01.0915 05/25/2030 | 0.17% |
| BMIR 2019-4A M1C 144A 02.5915 10/25/2029 | 0.17% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.17% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.17% |
| MRAFT 2020-5 A1 01.0770 08/10/2023 | 0.17% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.16% |
| JPMCC 2012-C8 C 144A 04.7770 10/15/2045 | 0.16% |
| STACR 2016-HQA3 M3 03.9415 03/25/2029 | 0.16% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.16% |
| WFCM 2020-C55 XA IO 01.4389 02/15/2053 | 0.16% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.16% |
| CAS 2018-C05 1B1 04.3415 01/25/2031 | 0.16% |
| FNR 2019-57 LS IO 05.9085 10/25/2049 | 0.16% |
| JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.16% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.16% |
| COMM 2017-COR2 C 04.7124 09/10/2050 | 0.16% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.16% |
| BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% |
| RMIR 2019-1 M2 144A 03.2915 02/25/2029 | 0.16% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.15% |
| GNR 2019-119 KS IO 05.9754 09/16/2049 | 0.15% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% |
| GNR 2018-168 KS IO 06.0566 12/20/2048 | 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% |
| BBCMS 2020-C7 XA IO 01.7427 04/15/2053 | 0.15% |
| NORDEA BANK ABP 65558JWE3 DCP 09/14/2021 | 0.15% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.15% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.15% |
| UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.15% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.15% |
| STACR 2020-HQA3 M2 03.6915 07/25/2050 | 0.15% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.15% |
| FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% |
| STACR 2018-DNA1 M2 01.8915 07/25/2030 | 0.14% |
| UBSC 2011-C1 D 144A 06.2817 01/10/2045 | 0.14% |
| CSAIL 2019-C17 XA IO 01.5065 09/15/2052 | 0.14% |
| SOCIETE GENERALE SA 83369BVG8 DCP 08/16/2021 | 0.14% |
| WFCM 2020-C57 C 04.1580 08/15/2053 | 0.14% |
| CAS 2020-SBT1 1M2 03.7415 02/25/2040 | 0.14% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.14% |
| STACR 2018-DNA2 M2 02.2415 12/25/2030 | 0.14% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.14% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.14% |
| CAS 2016-C02 1M2 06.0915 09/25/2028 | 0.14% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.14% |
| CAS 2016-C03 2M2 05.9915 10/25/2028 | 0.14% |
| GNR 2020-34 SQ IO 05.9566 10/20/2049 | 0.14% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| STACR 2020-DNA2 B1 02.5915 02/25/2050 | 0.14% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.14% |
| CHARIOT FUNDING LLC 15963TVG1 DCP 08/16/2021 | 0.14% |
| BANK 2018-BN13 XA 00.6521 08/15/2061 | 0.14% |
| GNR 2020-151 MI IO 02.5000 10/20/2050 | 0.14% |
| MSBAM 2014-C14 C 05.2181 02/15/2047 | 0.13% |
| BACM 2016-UB10 C 05.0227 07/15/2049 | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| FHMS K110 X1 IO 01.8145 04/25/2030 | 0.13% |
| GNR 2019-20 SB IO 06.0066 02/20/2049 | 0.13% |
| GNR 2020-32 GS IO 06.0066 03/20/2050 | 0.13% |
| CGCMT 2020-GC46 X IO 01.1069 02/15/2053 | 0.13% |
| CSMC 2008-C1 AJ 144A 05.9967 02/15/2041 | 0.13% |
| FHMS K104 X1 IO 01.2480 02/25/2052 | 0.13% |
| FNR 2018-44 SA IO 06.1085 06/25/2048 | 0.13% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.13% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.13% |
| UBSCM 2012-C1 D 144A 05.7542 05/10/2045 | 0.13% |
| CAS 2017-C03 1M2 03.0915 10/25/2029 | 0.13% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.13% |
| WFCM 2017-C41 XA IO 01.3499 11/15/2050 | 0.13% |
| FHR 4839 WS IO 06.0271 08/15/2056 | 0.13% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.13% |
| CAS 2018-R07 1B1 MTGE 04.4415 04/25/2031 | 0.13% |
| GNR 2019-83 SW IO 06.0066 07/20/2049 | 0.13% |
| HCA INC 03.5000 07/15/2051 | 0.13% |
| STACR 2018-HQA1 M2 02.3915 09/25/2030 | 0.13% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.12% |
| MSRR 2015-R4 CB1 00.9173 08/26/2047 | 0.12% |
| STACR 2016-DNA3 M3 05.0915 12/25/2028 | 0.12% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.12% |
| WAMU 2005-AR13 A1C4 00.9515 10/25/2045 | 0.12% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.12% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.12% |
| TMIR 2021-1 M1B 144A 03.0915 08/25/2033 | 0.12% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| MAGNE 2020-26A A 144A 01.9338 07/15/2030 | 0.12% |
| STACR 2015-DNA3 M3 04.7915 04/25/2028 | 0.12% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.12% |
| MRAFT 2020-4 A1 01.4270 04/23/2023 | 0.12% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.12% |
| CAS 2020-R01 1M2 02.1415 01/25/2040 | 0.12% |
| JPMDB 2019-COR6 IO 01.0710 11/13/2052 | 0.12% |
| STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.12% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.12% |
| WFRBS 2013-C12 C 04.4522 03/15/2048 | 0.12% |
| GNR 2019-123 SL IO 06.0566 10/20/2049 | 0.12% |
| CAS 2017-C03 1B1 04.9415 10/25/2029 | 0.12% |
| CAS 2017-C04 2M2 02.9415 11/25/2029 | 0.12% |
| MSBAM 2013-C10 E 144A 04.2166 07/15/2046 | 0.12% |
| MSC 2012-C4 C 144A 05.6005 03/15/2045 | 0.12% |
| GSMS 2014-GC22 C 04.8457 06/10/2047 | 0.12% |
| BBCMS 2020-C7 B 03.1520 04/15/2053 | 0.12% |
| FNR 2019-3 SA IO 06.0085 02/25/2049 | 0.12% |
| MWST 2020-1 A 00.9915 10/25/2053 | 0.12% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.12% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.11% |
| PACIFICORP 02.7000 09/15/2030 | 0.11% |
| STACR 2020-HQA1 M2 01.9915 01/25/2050 | 0.11% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.11% |
| GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.11% |
| JPMBB 2013-C14 D 144A 04.7228 08/15/2046 | 0.11% |
| WFRBS 2013-UBS1 D P/P 144A 05.2075 03/15/2046 | 0.11% |
| COMM 2014-CR17 D 144A 05.0097 05/10/2047 | 0.11% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.11% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.11% |
| CAS 2017-C01 1B1 05.8415 07/25/2029 | 0.11% |
| GNR 2019-30 SH IO 05.9566 03/20/2049 | 0.11% |
| MDPK 2015-19A A1R2 144A 01.1038 01/22/2028 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| HCA INC 04.1250 06/15/2029 | 0.11% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.11% |
| STACR 2018-HQA2 M2 02.3915 10/25/2048 | 0.11% |
| CGMS 2017-1A A1A 144A 01.4883 04/20/2031 | 0.11% |
| FNR 2015-66 AS IO 06.1585 09/25/2045 | 0.11% |
| BOEING CO 05.9300 05/01/2060 | 0.11% |
| 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% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.10% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.10% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| ZOETIS INC 02.0000 05/15/2030 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| ZAIS 2019-13A A1A 144A 01.6738 07/15/2032 | 0.10% |
| BSCMS 2007-T26 AJ 05.5403 01/12/2045 | 0.10% |
| COMM 2019-GC44 XA IO 00.7681 08/15/2057 | 0.10% |
| JPMCC 2011-C4 C 144A 05.5748 07/15/2046 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| FHR 4738 QS IO 06.1271 12/15/2047 | 0.10% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.10% |
| COMM 2014-CR17 C 04.9460 05/10/2047 | 0.10% |
| FNMA FN30 BM4117 UMBS 02.5000 12/01/2047 | 0.10% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.10% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% |
| FNR 2017-108 SA IO 06.0585 01/25/2048 | 0.10% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.10% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% |
| UBSCM 2017-C7 XA IO 01.1773 12/15/2050 | 0.10% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.10% |
| CSAIL 2015-C1 C 04.4048 04/15/2050 | 0.10% |
| CSMC 2016-NXSR XA IO 00.9202 12/15/2049 | 0.10% |
| FHR 4461 SB IO 06.1271 04/15/2045 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| CIGNA CORP 03.7500 07/15/2023 | 0.10% |
| FISERV INC 03.5000 07/01/2029 | 0.10% |
| GNR 2019-108 S IO 05.9566 08/20/2049 | 0.10% |
| JPMCC 2012-C8 D 144A 04.8251 10/15/2045 | 0.10% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| COMM 2012-CR1 C 05.5326 05/15/2045 | 0.09% |
| FNR 2019-59 SD IO 05.9585 10/25/2049 | 0.09% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.09% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.09% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.09% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.09% |
| OZLM 2015-11A A1R 144A 01.4355 10/30/2030 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% |
| GSMS 2014-GC18 C 05.1546 01/10/2047 | 0.09% |
| STACR 2017-HQA1 M2 03.6415 08/25/2029 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| JPMBB 2014-C25 D P/P 144A 04.0947 11/15/2047 | 0.09% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.09% |
| CFCRE 2011-C2 E P/P 144A 05.9710 12/15/2047 | 0.09% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.09% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.09% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.09% |
| GNR 2019-151 NI IO 03.5000 10/20/2049 | 0.09% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.09% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.09% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% |
| GNMA GII30 MA5194 05.0000 05/20/2048 | 0.09% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.09% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% |
| UBSCM 2012-C1 C 144A 05.7542 05/10/2045 | 0.09% |
| CAS 2017-C07 1B1 04.0915 05/25/2030 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.08% |
| FNR 2016-91 AS IO 06.0085 12/25/2046 | 0.08% |
| GNMA GII30 TBA 03.0000 07/01/2051 | 0.08% |
| GNR 2018-148 GS IO 06.0254 02/16/2046 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.08% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.08% |
| ARRW 2020-1 A3 03.3280 03/25/2055 | 0.08% |
| BANK 2020-BN26 XA IO 01.3510 03/15/2063 | 0.08% |
| GNR 2019-83 JS IO 06.0066 07/20/2049 | 0.08% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNR 2014-131 BS IO 06.1254 09/16/2044 | 0.08% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.08% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.08% |
| BRAVO 2021-HE2 B1 02.4180 11/25/2069 | 0.08% |
| COLT 2021-1 B1 03.3570 06/25/2066 | 0.08% |
| FNR 2017-72 ID IO 04.5000 09/25/2047 | 0.08% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.08% |
| MET LIFE INS CO P/P 144A 07.8000 11/01/2025 | 0.08% |
| MSC 2018-H4 XA 01.0260 12/15/2051 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| CSAIL 2015-C1 D 144A 03.9048 04/15/2050 | 0.08% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| STACR 2017-DNA2 B1 05.2415 10/25/2029 | 0.08% |
| CAS 2017-C01 1EB1 01.3415 07/25/2029 | 0.08% |
| CAS 2020-R02 2M2 02.0915 01/25/2040 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.08% |
| FREMF 2018-KF43 B 144A 02.2359 01/25/2028 | 0.08% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.08% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.08% |
| COMM 2014-CR18 C 04.9146 07/15/2047 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.08% |
| FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.08% |
| GNR 2015-13 BI IO 04.5000 01/20/2045 | 0.08% |
| WBCMT 2005-C21 E 144A 05.2736 10/15/2044 | 0.08% |
| FHR 4596 CS IO 06.0271 06/15/2046 | 0.08% |
| JPMBB 2013-C14 E 144A 04.7228 08/15/2046 | 0.08% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.07% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.07% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.07% |
| CIT BANK NA 02.9690 09/27/2025 | 0.07% |
| EFMT 2020-1 A2 03.1490 05/25/2065 | 0.07% |
| MSC 2018-H3 XA 00.9868 07/15/2051 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.07% |
| STACR 2020-DNA2 M2 01.9415 02/25/2050 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| CAS 2017-C06 1B1 04.2415 02/25/2030 | 0.07% |
| FNR 2014-87 MS IO 06.1585 01/25/2045 | 0.07% |
| GNR 2016-H23 NI IO 02.3686 10/20/2066 | 0.07% |
| SSTRT 2019-CRTA D 144A 04.5720 03/25/2026 | 0.07% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.07% |
| COMM 2014-LC17 B 04.4900 10/10/2047 | 0.07% |
| MWST 2020-2 A 00.8915 11/25/2053 | 0.07% |
| STACR 2019-HQA1 M2 02.4415 02/25/2049 | 0.07% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.07% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.07% |
| GNR 2020-H02 GI IO 02.1695 01/20/2070 | 0.07% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.07% |
| GNR 2010-31 SA IO 05.6566 03/20/2040 | 0.07% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| CAS 2017-C02 2ED3 01.4415 09/25/2029 | 0.07% |
| FNR 2018-29 S IO 06.1085 05/25/2048 | 0.07% |
| GNR 2019-83 IO IO 04.5000 06/20/2049 | 0.07% |
| SNDPT 2018-1A A 144A 01.1838 04/15/2031 | 0.06% |
| SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.06% |
| COMM 2014-CR19 D 144A 04.8649 08/10/2047 | 0.06% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% |
| GNR 2012-149 GS IO 06.1066 12/20/2042 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| GNMA GN30 745158 05.0000 06/15/2040 | 0.06% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.06% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| CWALT 2007-OA6 A1A 00.2315 06/25/2037 | 0.06% |
| FHMS K100 X1 IO 00.7697 09/25/2029 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| FNMA FN30 TBA UMBS 06.0000 07/01/2051 | 0.06% |
| GNR 2018-155 SE IO 06.0066 11/20/2048 | 0.06% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.06% |
| GNMA GII30 BS7096 03.0000 02/20/2050 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.06% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% |
| GNR 2010-9 YD IO 06.7254 01/16/2040 | 0.06% |
| JPMCC 2012-C6 E 144A 05.3126 05/15/2045 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.06% |
| BHLD 2020-1 A3 03.2530 02/25/2055 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| AON PLC 04.2500 12/12/2042 | 0.06% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.06% |
| GNR 2014-H11 GI IO 01.4798 06/20/2064 | 0.06% |
| MSC 2016-UB12 XA IO 00.8505 12/15/2049 | 0.06% |
| VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.06% |
| BMIR 2020-2A M1C 144A 04.0915 08/26/2030 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| FNMA FN30 BN5015 UMBS 05.0000 01/01/2049 | 0.06% |
| GNMA GII30 BG6074 04.0000 04/20/2048 | 0.06% |
| GNR 2019-44 SA IO 05.9566 04/20/2049 | 0.06% |
| MSBAM 2013-C11 F 144A 04.4964 08/15/2046 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| CFMT 2021-HB6 M3 03.7348 06/25/2036 | 0.06% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.06% |
| CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.06% |
| FHLMC FR30 ZS9826 UMBS 03.0000 10/01/2046 | 0.06% |
| GNR 2016-H02 HI IO 01.5420 01/20/2066 | 0.06% |
| STAR 2020-2 A2 03.9700 04/25/2060 | 0.06% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.05% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.05% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.05% |
| GNR 2014-H07 BI IO 01.4656 05/20/2064 | 0.05% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FHR 4839 AS IO 05.9771 06/15/2042 | 0.05% |
| FNR 2018-3 AI IO 04.5000 12/25/2047 | 0.05% |
| GNR 2015-H12 GI IO 01.7866 05/20/2065 | 0.05% |
| GNR 2019-21 SJ IO 05.9566 02/20/2049 | 0.05% |
| GNR 2019-65 BS IO 06.0066 05/20/2049 | 0.05% |
| GNR 2019-H14 IB IO 02.1758 08/20/2069 | 0.05% |
| STACR 2017-HQA2 M2 02.7415 12/25/2029 | 0.05% |
| GNR 2018-H17 GI IO 01.6692 10/20/2068 | 0.05% |
| SWPTN 7YX30Y P 1.5 USD 02/25/2027 DE | 0.05% |
| WAMU 2005-AR17 A1B2 00.9115 12/25/2045 | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.05% |
| GNMA GII30 BL7522 05.5000 04/20/2049 | 0.05% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.05% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.05% |
| GNR 2018-H20 BI IO 02.1403 06/20/2068 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| STACR 2014-DN2 M3 03.6915 04/25/2024 | 0.05% |
| EMIR 2018-1 M1 01.7915 11/25/2028 | 0.05% |
| GNR 2016-H11 HI IO 02.1080 01/20/2066 | 0.05% |
| RBIT 2020-2 M2 03.0910 06/25/2030 | 0.05% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.05% |
| STACR 2015-HQA2 M3 04.8915 05/25/2028 | 0.05% |
| WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.05% |
| CPURNSA P 2.686 R 04/01/31 | 0.05% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.05% |
| STACR 2017-DNA1 M2 03.3415 07/25/2029 | 0.05% |
| WFCM 2014-LC16 XA IO 01.2451 08/15/2050 | 0.05% |
| CAS 2019-R02 1B1 04.2415 08/25/2031 | 0.04% |
| CAS 2020-SBT1 2M2 03.7415 02/25/2040 | 0.04% |
| GNMA GII30 626992 04.5000 09/20/2045 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2018-H05 AI IO 02.3891 02/20/2068 | 0.04% |
| GNR 2019-H02 DI IO 02.2663 11/20/2068 | 0.04% |
| CGCMT 2014-GC19 X IO 01.3027 03/10/2047 | 0.04% |
| STACR 2017-HQA2 M2B 02.7415 12/25/2029 | 0.04% |
| CAS 2019-HRP1 M2 02.2415 11/25/2039 | 0.04% |
| COMM 2013-CR6 D 144A 04.2247 03/10/2046 | 0.04% |
| DBUBS 2011-LC3A D 144A 05.6054 08/10/2044 | 0.04% |
| FHR 4077 HS IO 06.0271 07/15/2042 | 0.04% |
| G2 BJ5495 | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| WFRBS 2012-C7 D 144A 04.9573 06/15/2045 | 0.04% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.04% |
| FNMA FN30 BN4980 UMBS 05.0000 01/01/2049 | 0.04% |
| GNR 2015-H10 CI IO 01.7966 04/20/2065 | 0.04% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.04% |
| CAS 2016-C06 1M2 04.3415 04/25/2029 | 0.04% |
| COMM 2013-CR13 E 144A 05.0456 11/10/2046 | 0.04% |
| COMM 2014-LC15 XA IO 01.2336 04/10/2047 | 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 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 03.8415 09/25/2024 | 0.04% |
| FNR 2018-1 MS IO 06.0585 02/25/2048 | 0.04% |
| COMM 2012-CR1 D 144A 05.5326 05/15/2045 | 0.04% |
| FHR 4912 PS IO 05.9585 09/25/2049 | 0.04% |
| GNR 2015-H09 BI IO 01.6768 03/20/2065 | 0.04% |
| GNR 2015-H12 AI IO 01.8524 05/20/2065 | 0.04% |
| GNR 2015-H12 EI IO 01.7016 04/20/2065 | 0.04% |
| GNR 2015-H20 AI IO 01.8149 08/20/2065 | 0.04% |
| NZES 2020-PLS1 A 144A 03.8440 12/25/2025 | 0.04% |
| GNR 2015-H16 XI IO 02.2729 07/20/2065 | 0.04% |
| GNR 2017-H23 BI IO 01.8757 11/20/2067 | 0.04% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.04% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.04% |
| WAMU 2005-AR13 A1B2 00.9515 10/25/2045 | 0.04% |
| CAS 2016-C05 2M2 04.5415 01/25/2029 | 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 2019-125 SG IO 05.9566 10/20/2049 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| STACR 2018-DNA3 B1 03.9915 09/25/2048 | 0.04% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.04% |
| GNMA GII30 MA5266 05.0000 06/20/2048 | 0.04% |
| GNR 2015-H04 AI IO 01.6074 12/20/2064 | 0.04% |
| GNR 2018-91 SJ IO 06.1566 07/20/2048 | 0.04% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.04% |
| WFRBS 2011-C4 E 144A 05.2661 06/15/2044 | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.03% |
| EMIR 2018-1 M2 03.0915 11/25/2028 | 0.03% |
| GNMA GII30 5116 05.0000 07/20/2041 | 0.03% |
| GNR 2015-H15 JI IO 01.9513 06/20/2065 | 0.03% |
| GNR 2015-H26 DI IO 01.9199 10/20/2065 | 0.03% |
| GNR 2018-H02 EI IO 02.3799 01/20/2068 | 0.03% |
| GSMBS 2020-RPL1 M2 03.8339 07/25/2059 | 0.03% |
| JPMCC 2016-JP2 XA IO 01.9450 08/15/2049 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| CAS 2016-C01 1M2 06.8415 08/25/2028 | 0.03% |
| GNMA GII30 AY4779 04.4920 03/20/2067 | 0.03% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.03% |
| GNR 2017-H12 QI IO 02.2585 05/20/2067 | 0.03% |
| GNR 2019-121 SD IO 05.9066 10/20/2049 | 0.03% |
| JPMCC 2011-C3 D 144A 05.7068 02/15/2046 | 0.03% |
| MSBAM 2015-C26 XA IO 01.1619 10/15/2048 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.03% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.03% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.03% |
| GNR 2015-H25 CI IO 01.9391 10/20/2065 | 0.03% |
| GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.03% |
| GNR 2019-78 SJ IO 05.9566 06/20/2049 | 0.03% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 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 01.6077 09/20/2065 | 0.03% |
| GNR 2017-H14 EI IO 01.1984 06/20/2067 | 0.03% |
| GSMS 2013-GC10 XA IO 01.6287 02/10/2046 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| TPMT 2015-6 M1 144A 03.7500 04/25/2055 | 0.03% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| COMM 2014-UBS6 XA IO 01.0326 12/10/2047 | 0.03% |
| GNR 2016-H04 KI IO 01.5266 02/20/2066 | 0.03% |
| GNR 2016-H24 JI IO 02.2090 11/20/2066 | 0.03% |
| GSMS 2014-GC22 XA IO 01.1054 06/10/2047 | 0.03% |
| MSBAM 2013-C12 XA IO 00.7416 10/15/2046 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.03% |
| FNS 409 C24 IO 04.5000 04/25/2042 | 0.03% |
| GNMA GII30 BK1782 05.5000 01/20/2049 | 0.03% |
| STACR 2017-DNA2 M2 03.5415 10/25/2029 | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.03% |
| MSC 2016-BNK2 XA IO 01.1642 11/15/2049 | 0.03% |
| 1.0925 R ISWP US0003M P 11/27/2022 | 0.03% |
| CAS 2019-R03 1M2 02.2415 09/25/2031 | 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-H10 MI IO 01.8499 04/20/2067 | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.03% |
| CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.03% |
| GNR 2010-H19 GI IO 01.4004 08/20/2060 | 0.03% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.03% |
| SWPTN 2YX30Y P 1.465 USD 02/25/2022 RB | 0.03% |
| SWPTN 7YX30Y R 1.5 USD 02/25/2027 DE | 0.03% |
| CCMFC 2004-3A A2 00.3915 08/25/2035 | 0.02% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.02% |
| COMM 2014-CR17 XA IO 01.1239 05/10/2047 | 0.02% |
| GNMA GII30 AI2340 04.4920 05/20/2065 | 0.02% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.02% |
| GNR 2015-H28 DI IO 01.5364 08/20/2065 | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| WFRBS 2012-C10 E 144A 04.5733 12/15/2045 | 0.02% |
| WFRBS 2014-C23 XA IO 00.7089 10/15/2057 | 0.02% |
| CAS 2018-C05 1M2 02.4415 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.02% |
| GNR 2017-H08 NI IO 02.2620 03/20/2067 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| COMM 2015-CR23 XA IO 01.0328 05/10/2048 | 0.02% |
| FNR 2018-94 SA IO 06.0085 01/25/2049 | 0.02% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.02% |
| JPMCC 2011-C3 F 144A 05.7068 02/15/2046 | 0.02% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CAS 2019-R06 2M2 02.1915 09/25/2039 | 0.02% |
| FNMA FN30 AL2752 UMBS 05.0000 03/01/2042 | 0.02% |
| GNMA GII30 BG4862 04.5000 05/20/2048 | 0.02% |
| GNMA GII30 BL2890 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BT0432 03.5000 03/20/2050 | 0.02% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.02% |
| WFRBS 2012-C9 XA IO 144A 02.0250 11/15/2045 | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.02% |
| FNMA FN30 AX5485 UMBS 04.5000 10/01/2045 | 0.02% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.02% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| CAS 2019-R01 2M2 02.5415 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.02% |
| FNMA FN30 BO8159 UMBS 04.0000 11/01/2049 | 0.02% |
| GNMA GII30 BF6125 04.0000 02/20/2048 | 0.02% |
| GSMS 2014-GC18 XA IO 01.1663 01/10/2047 | 0.02% |
| JPMCC 2013-C10 XA IO 01.0830 12/15/2047 | 0.02% |
| JPMCC 2013-C16 XA IO 01.0790 12/15/2046 | 0.02% |
| MSBAM 2013-C10 F 144A 04.2166 07/15/2046 | 0.02% |
| MSC 2012-C4 E 144A 05.6005 03/15/2045 | 0.02% |
| STACR 2019-DNA2 B1 04.4415 03/25/2049 | 0.02% |
| WFRBS 2012-C10 D 144A 04.5733 12/15/2045 | 0.02% |
| WFRBS 2013-C14 XA IO 00.8083 06/15/2046 | 0.02% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.02% |
| COMM 2014-UBS4 XA IO 01.2541 08/10/2047 | 0.02% |
| FHR 3408 EK 25.4998 04/15/2037 | 0.02% |
| FNMA FN30 AI9135 UMBS 03.5000 10/01/2042 | 0.02% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.02% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 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% |
| GNR 2015-H17 CI IO 01.5672 06/20/2065 | 0.02% |
| GNR 2016-H27 BI IO 02.4323 12/20/2066 | 0.02% |
| MSBAM 2013-C7 XA IO 01.4593 02/15/2046 | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| BCAP 2015-RR5 2A2 01.1974 01/26/2046 | 0.02% |
| CAS 2017-C05 1B1 03.6915 01/25/2030 | 0.02% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 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 BG6110 04.0000 05/20/2048 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| STACR 2020-HQA4 M2 03.2415 09/25/2050 | 0.02% |
| WAMU 2005-AR1 A2B 00.8915 01/25/2045 | 0.02% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% |
| CAS 2018-C01 1M2 02.3415 07/25/2030 | 0.02% |
| CFCRE 2011-C2 D 144A 05.9710 12/15/2047 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% |
| FHR 3852 NT 05.9271 05/15/2041 | 0.02% |
| FN BF0091 | 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 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BT0433 04.0000 03/20/2050 | 0.02% |
| JPMBB 2014-C25 XA IO 00.9869 11/15/2047 | 0.02% |
| JPMCC 2012-LC9 D 144A 04.5663 12/15/2047 | 0.02% |
| JPMCC 2013-LC11 X IO 01.3798 04/15/2046 | 0.02% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| WFRBS 2014-C22 XA IO 00.9488 09/15/2057 | 0.02% |
| CGCMT 2013-GC17 X IO 01.1723 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 2015-H01 CI IO 01.5953 12/20/2064 | 0.02% |
| GSMS 2013-GC12 XA IO 01.5370 06/10/2046 | 0.02% |
| HMIR 2018-1 M1 144A 01.6915 10/25/2028 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| WAMU 2005-AR17 A1B3 00.7915 12/25/2045 | 0.02% |
| WAMU 2005-AR2 2A1B 00.8315 01/25/2045 | 0.02% |
| WFRBS 2012-C10 XA IO 144A 01.6618 12/15/2045 | 0.02% |
| CAS 2017-C06 2M2 02.8915 02/25/2030 | 0.02% |
| ENLINK MIDSTREAM LLC 05.3750 06/01/2029 | 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% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 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 05.9566 08/20/2049 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| UBSBB 2012-C4 XA IO 144A 01.7424 12/10/2045 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 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% |
| ATHENE GLOBAL FU P/P 144A 02.5500 11/19/2030 | 0.01% |
| BANK OF AMERICA CORP 04.0000 01/22/2025 | 0.01% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.01% |
| CHOICE HOTELS INTL INC 03.7000 01/15/2031 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMM 2014-CR19 XA IO 01.1248 08/10/2047 | 0.01% |
| COMM 2014-UBS6 C 04.5932 12/10/2047 | 0.01% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 12/29/2049 | 0.01% |
| DEUTSCHE BANK NY 04.8750 12/01/2032 | 0.01% |
| DEVON ENERGY CORP P/P 144A 05.2500 09/15/2024 | 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% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHLMC FR30 ZM4568 UMBS 03.5000 11/01/2047 | 0.01% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.01% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.01% |
| FIRSTENERGY TRANS P/P 144A 04.5500 04/01/2049 | 0.01% |
| FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.01% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GLP CAPITAL LP / FIN II 04.0000 01/15/2031 | 0.01% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.01% |
| LYB INTL FINANCE BV USD 05.2500 07/15/2043 | 0.01% |
| MPT OPER PARTNERSP/FINL 03.5000 03/15/2031 | 0.01% |
| NHEL 2004-2 M4 01.8915 09/25/2034 | 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% |
| 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% |
| TECK RESOURCES LIMITED USD 06.0000 08/15/2040 | 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% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.01% |
| ANALOG DEVICES INC 03.5000 12/05/2026 | 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% |
| COMM 2013-LC13 XA IO 01.1824 08/10/2046 | 0.01% |
| COMM 2014-CR18 XA IO 01.1668 07/15/2047 | 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% |
| FHLMC FR30 ZA4192 UMBS 02.5000 04/01/2043 | 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% |
| GLOBAL PAYMENTS INC 03.2000 08/15/2029 | 0.01% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| INTL FLAVOR & FRAGRANCES 05.0000 09/26/2048 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| LENNAR CORP 05.0000 06/15/2027 | 0.01% |
| LOWE'S COS INC 01.7000 10/15/2030 | 0.01% |
| MDC HOLDINGS INC 06.0000 01/15/2043 | 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 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% |
| VULCAN MATERIALS CO 04.7000 03/01/2048 | 0.01% |
| WALT DISNEY COMPAN 06.6500 11/15/2037 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| CAS 2017-C02 2M2 03.7415 09/25/2029 | 0.01% |
| CAS 2019-R05 1M2 02.0915 07/25/2039 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 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 673972 03.0000 08/20/2046 | 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% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 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 01.6318 12/15/2047 | 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% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 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 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% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.01% |
| GNMA GII30 AW8447 04.3280 05/20/2067 | 0.01% |
| GNMA GII30 BG4861 04.5000 05/20/2048 | 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 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| 1.316 R ISWP US0003M P 10/15/2021 | 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.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 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 RA1102 UMBS 04.0000 07/01/2049 | 0.01% |
| FHR 3065 DC 19.6414 03/15/2035 | 0.01% |
| FNMA FN30 AW9042 UMBS 04.0000 08/01/2044 | 0.01% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 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 2015-69 XI IO 03.5000 05/20/2045 | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| CAS 2016-C04 1M2 04.3415 01/25/2029 | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-LC17 XA IO 00.8885 10/10/2047 | 0.01% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 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 BR0780 UMBS 02.5000 11/01/2050 | 0.01% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.01% |
| FNR 2005-106 JC 19.8403 12/25/2035 | 0.01% |
| FNR 2006-62 PS 39.3510 07/25/2036 | 0.01% |
| FNR 2011-4 CS 12.7170 05/25/2040 | 0.01% |
| FNR 2012-128 QI IO 03.5000 06/25/2042 | 0.01% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OMIR 2017-1A M2 144A 04.0915 04/25/2027 | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 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.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% |
| 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% |
| FNR 2006-8 HP 24.2312 03/25/2036 | 0.01% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.01% |
| GNMA GII30 BL7519 05.0000 04/20/2049 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNMA GII30 BP0638 03.5000 11/20/2049 | 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 2013-23 IK IO 03.0000 09/20/2037 | 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 04.4964 08/15/2046 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| 1.46049 R ISWP US0003M P 06/11/2031 | 0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.01% |
| CAS 2018-R07 1M2 02.4915 04/25/2031 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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% |
| 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 ZA1155 UMBS 03.5000 04/01/2042 | 0.01% |
| FHLMC FR30 ZS9471 UMBS 04.0000 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 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 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 BP7527 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% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| WFRBS 2013-C11 XA IO 144A 01.2813 03/15/2045 | 0.01% |
| 1.50 R ISWP FWD US0003M P 03/01/2057 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 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.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 CS | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 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% |
| GNMA GII30 AH1076 04.6660 05/20/2065 | 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% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2020-15 CS IO 05.9566 02/20/2050 | 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 10YX10Y P 1.985 USD 01/29/2031 JP | 0.01% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.01% |
| SWPTN 2YX30Y R 1.465 USD 02/25/2022 RB | 0.01% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.01% |
| CAS 2018-C06 1M2 02.0915 03/25/2031 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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 ML | 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% |
| 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 AX5555 UMBS 03.5000 10/01/2046 | 0.00% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.00% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.00% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.00% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.00% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.00% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.00% |
| GNMA GII30 BE5936 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BP0611 04.0000 08/20/2049 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| GNR 2013-129 SN IO 06.0566 09/20/2043 | 0.00% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| CAS 2016-C07 2M2 04.4415 05/25/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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-.13 2072-12-16 300.0 12/16/2072 CG | 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% |
| 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 16.7594 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 AD0207 UMBS 06.0000 10/01/2038 | 0.00% |
| FNMA FN30 AL3671 UMBS 06.0000 05/01/2041 | 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 BE4822 04.0000 07/20/2049 | 0.00% |
| GNMA GII30 BE5937 04.0000 05/20/2048 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-30 KI IO 03.0000 02/16/2029 | 0.00% |
| GNR 2014-5 LI IO 03.0000 01/16/2029 | 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.FN30.400.10 R USL1M P 01/12/41 BC | 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 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.00% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.00% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.00% |
| CAS 2017-C01 1M2 03.6415 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 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 BO0182 UMBS 05.0000 05/01/2049 | 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 5307 05.0000 02/20/2042 | 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 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 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% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.00% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 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 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.00% |
| 0.95 R ISWP US0003M P 04/28/2026 | 0.00% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 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 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.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 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-.13 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-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMM 2012-LC4 XA IO 144A 02.2777 12/10/2044 | 0.00% |
| FHR 2976 LC 24.1528 05/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 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 2013-55 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 04.5250 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 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 BM4803 05.0000 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 GII30 BP3296 04.0000 06/20/2049 | 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 01.5389 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 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| UBSCM 2012-C1 XA IO 144A 02.2363 05/10/2045 | 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.11 2054-11-18 500.0 11/18/2054 ML | 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.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 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-.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-.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% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 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 BL6185 06.0000 01/20/2049 | 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 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% |
| 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 10YX10Y R 2.031 USD 02/03/2031 JP | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| BACM 2007-1 XW IO 00.6213 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7620 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6518 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.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.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 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-.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 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 ML | 0.00% |
| CSFB 2003-C3 AX IO 144A 02.2673 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0484 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 00.3792 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 00.0628 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% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 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 00.2965 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.5742 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.3361 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3361 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4543 11/15/2048 | 0.00% |
| WFRBS 2011-C5 XA IO 144A 01.7769 11/15/2044 | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -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-.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 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 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-.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-.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 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | -0.00% |
| SWPTN 5WX5Y P 0.98 USD 07/26/2021 CI | -0.00% |
| SWPTN 5WX5Y R 0.98 USD 07/26/2021 CI | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -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 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 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-.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 CG | -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 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -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.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-.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 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 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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | -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% |
| SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -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 MS | -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 CG | -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 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 GS | -0.00% |
| CPURNSA P 2.79 R 04/15/26 | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -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-.10 2059-11-17 300.0 11/17/2059 CG | -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% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -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.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.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -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.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% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 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.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.BB.13 2072-12-16 500.0 12/16/2072 CG | -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 20YX10Y P 2.285 USD 03/26/2041 CI | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -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 4YX10Y R 1.47 USD 02/26/2024 WE | -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 MS | -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 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 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 4YX2Y R 1.247 USD 02/26/2024 CI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.01% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.02% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -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 10YX20Y P 2.232 USD 06/09/2031 BC | -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% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -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% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 4YX2Y P 1.247 USD 02/26/2024 CI | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -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% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 4YX10Y P 1.47 USD 02/26/2024 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% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -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% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.04% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -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 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.06% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -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% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.06% |
| 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 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.08% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.08% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.09% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.10% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.10% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.11% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.13% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.16% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.36% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.55% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.78% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.79% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.82% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -1.90% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -22.76% |
| 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% |
Fixed income statistics as of 08/31/21
| Average effective maturity | 8.17 yrs. |
|---|---|
| Average effective duration | 5.65 yrs. |
| Average yield to maturity | 6.33% |
| Average coupon | 4.04% |
Sector weightings as of 08/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 3.82% | 0.18 | 31.87% | 1.36 | 35.69% | 1.54 |
| Investment-grade corporate bonds | 26.59% | 2.48 | 0.00% | 0.00 | 26.59% | 2.48 |
| Commercial MBS | 12.88% | 0.38 | 12.78% | 0.13 | 25.66% | 0.51 |
| Agency CMO | 14.06% | 0.50 | 0.07% | 0.00 | 14.13% | 0.50 |
| Residential MBS (non-agency) | 9.92% | 0.23 | 0.00% | 0.00 | 9.92% | 0.23 |
| Asset-backed securities (ABS) | 4.37% | 0.07 | 0.00% | 0.00 | 4.37% | 0.07 |
| Collateralized loan obligations | 2.40% | 0.09 | 0.00% | 0.00 | 2.40% | 0.09 |
| High-yield corporate bonds | 1.97% | 0.12 | 0.00% | 0.00 | 1.97% | 0.12 |
| Municipal bonds | 0.10% | 0.01 | 0.00% | 0.00 | 0.10% | 0.01 |
| Emerging-market bonds | 0.01% | 0.00 | 0.00% | 0.00 | 0.01% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.06 | 0.00% | 0.06 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 1.34 | 0.00% | 1.34 |
| Net cash | 23.87% | 0.00 | 0.00% | 0.00 | 23.87% | 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 08/31/21
| 0 - 1 yr. | 1.47% |
|---|---|
| 1 - 5 yrs. | 51.37% |
| 5 - 10 yrs. | 39.28% |
| 10 - 15 yrs. | 1.11% |
| Over 15 yrs. | 6.77% |
Quality rating as of 08/31/21
| AAA | 76.28% |
|---|---|
| AA | 4.45% |
| A | 12.41% |
| BBB | 21.57% |
| BB | 4.13% |
| B | 2.84% |
| CCC and Below | 1.02% |
| Not Rated | -22.70% |
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 08/31/21
| United States | 94.17% |
|---|---|
| Cayman Islands | 1.26% |
| Bermuda | 0.94% |
| Canada | 0.84% |
| Switzerland | 0.54% |
| France | 0.53% |
| Australia | 0.44% |
| Germany | 0.40% |
| United Kingdom | 0.29% |
| Other | 0.59% |
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 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.