As of 2/16/2018
% of Net Assets Market Value Security Type Description Identifier Underlying Identifier Coupon Rate Maturity Date Par Value/Quantity Security Price Currency S&P Rating Moody's Rating Fitch Rating
48.80% $7800.00 Future FIN FUT EURO$ CME (WHT) 12/17/18 EDZ8 -- $0.00 12/18/2018 312 $97.54 USD NR NR NR
28.70% $44741601.46 Government U S TREASURY NOTE 9128283N8 -- $1.88 12/31/2019 45,000,000 $99.41 USD GOVT GOVT GOVT
26.17% $40795000.00 Government U S TREASURY NOTE 912828B33 -- $1.50 1/31/2019 41,000,000 $99.49 USD GOVT GOVT GOVT
15.92% $24816644.60 Government U S TREASURY NOTE 912828F62 -- $1.50 10/31/2019 25,100,000 $98.87 USD GOVT GOVT GOVT
8.55% $13322569.89 Government U S TREASURY NOTE 912828W97 -- $1.25 3/31/2019 13,446,000 $99.09 USD GOVT GOVT GOVT
1.37% $2132131.84 Corporate NATIONWIDE BLDG SOCIETY SR UNSEC 144A 63859UAY9 -- $6.25 2/25/2020 2,000,000 $106.60 USD A Aa3 A+
1.29% $2003230.08 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #AC4532 31417QBA1 -- $5.00 1/1/2034 1,919,299 $104.42 USD GOVT GOVT GOVT
1.25% $1952440.66 Collateralized Mtge Obligation SAIL 2004-8 A1 1MLIB+55BP 86358ELK0 -- $2.11 9/25/2034 1,980,467 $98.58 USD AAA Aaa A
1.18% $1843277.17 Mortgage Pass Thru FNMA PASS THRU MTG IO #AE0287 31419AJ99 -- $5.50 2/1/2038 1,738,798 $106.01 USD GOVT GOVT GOVT
0.97% $-8136.43 Currency BRITISH POUND STERLING GBP/USD -- $0.00 3/2/2018 1,077,000 $0.71 GBP NR NR NR
0.96% $1498940.91 Corporate HARVEST OPERATIONS CORP SR UNSEC 144A 41754WAP6 -- $2.13 5/14/2018 1,500,000 $99.93 USD AA Aa2 NR
0.96% $1498495.76 Corporate ICICI BANK LTD/DUBAI 45112FAE6 -- $4.80 5/22/2019 1,465,000 $102.29 USD BBB- Baa3 BBB-
0.96% $1499619.40 Collateralized Loan Obligation MP7 2015-1A A1R 3MLIB+84BP 144A 55320RAA5 -- $2.57 4/18/2027 1,500,000 $99.97 USD NR Aaa AAA
0.96% $1496146.01 Commercial Paper SPIRE INC 4(2) DISC NT* 84858PD57 -- $0.00 4/5/2018 1,500,000 $99.74 USD A2 (Short Term) P2 (Short Term) NR
0.96% $1498741.29 Commercial Paper VIACOM INC 4(2) DISC NT* 9255M3C57 -- $0.00 3/5/2018 1,500,000 $99.92 USD A3 (Short Term) P3 (Short Term) F2 (Short Term)
0.95% $1481200.00 Corporate ECOPETROL SA GLBL NT 279158AB5 -- $7.63 7/23/2019 1,400,000 $105.80 USD BBB- Baa3 BBB
0.94% $1460263.81 Government U S TREASURY INFLATE PROT BD 9128283R9 -- $0.50 1/15/2028 1,499,550 $97.39 USD GOVT GOVT GOVT
0.90% $1401715.91 Corporate DISCOVER BANK SRUNSEC 254672UH9 -- $2.60 11/13/2018 1,400,000 $100.12 USD BBB Baa3 BBB+
0.89% $1382137.94 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4670M 36202FFK7 -- $4.00 4/20/2040 1,382,227 $100.01 USD GOVT GOVT GOVT
0.86% $1335966.68 Mortgage Pass Thru FNMA PASS THRU 30YR #AS0857 3138W95T3 -- $4.00 10/1/2043 1,290,302 $103.55 USD GOVT GOVT GOVT
0.83% $1299747.02 Collateralized Mtge Obligation HYATT 2017-HYT2 A 144A 44857TAA6 -- $2.25 8/9/2032 1,300,000 $99.98 USD AAA NR NR
0.83% $1289926.63 Collateralized Mtge Obligation WAMU 2004-AR8 A2 1MLIB+40BP 92922FUN6 -- $1.96 6/25/2044 1,307,000 $98.69 USD BBB+ Ba2 NR
0.80% $1253980.23 Corporate AIR LEASE CORP SR UNSEC 00912XAX2 -- $2.75 1/15/2023 1,300,000 $96.67 USD BBB NR BBB
0.77% $1202100.00 Industrials GENERAL ELECTRIC CO PFD JRSUB -- -- $0.00 -- 1,200,000 $100.18 USD BBB+ Baa1 A-
0.71% $1111792.19 Corporate AT&T INC SR UNSEC 00206REJ7 -- $2.72 2/14/2023 1,100,000 $101.07 USD BBB+ Baa1 A-
0.71% $1104694.80 Corporate UBS AG COCO SUB CH0214139930 -- $4.75 5/22/2023 1,100,000 $100.43 USD BBB+ NR A-
0.70% $1097886.74 Corporate QVC INC 747262AQ6 -- $3.13 4/1/2019 1,100,000 $99.80 USD BBB- Ba2 BBB-
0.69% $1072814.07 Mortgage Pass Thru FNMA PASS THRU MTG IO #AD0893 31418M7F3 -- $6.00 1/1/2039 1,025,854 $104.57 USD GOVT GOVT GOVT
0.69% $1070268.13 Corporate KANSAS CITY SOUTHERN SR UNSEC 485170AV6 -- $3.00 5/15/2023 1,100,000 $97.30 USD BBB- Baa3 BBB
0.69% $1079681.48 Corporate MCCORMICK & CO SR UNSEC 579780AM9 -- $3.15 8/15/2024 1,100,000 $98.15 USD BBB Baa2 NR
0.68% $1054755.38 Corporate WESTJET AIRLINES LTD SR UNSEC 144A 960410AC2 -- $3.50 6/16/2021 1,050,000 $100.46 USD BBB- Baa2 NR
0.67% $1045897.30 Collateralized Mtge Obligation VOLT 2017-NPL9 A1 144A 92872FAA6 -- $3.13 9/25/2047 1,045,739 $100.02 USD NR NR NR
0.66% $1035500.00 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAJ8 -- $8.25 12/15/2020 950,000 $109.00 USD B B2 B
0.65% $1008350.11 Corporate BANK OF AMERICA CORP SR UNSEC 06051GGN3 -- $2.40 7/21/2021 1,000,000 $100.84 USD A- A3 A
0.65% $1020759.80 Corporate BP CAPITAL MARKETS PLC SR UNSEC 05565QDE5 -- $2.47 9/16/2021 1,000,000 $102.08 USD A- A1 A
0.65% $1010718.31 Corporate GOLDMAN SACHS GROUP INC SR UNSEC 38147QDN3 -- $3.32 7/15/2020 1,000,000 $101.07 USD BBB+ A3 NR
0.65% $1008077.30 Corporate HEATHROW FUNDING LTD SR SEC 144A 05607MAA5 -- $4.88 7/15/2023 950,000 $106.11 USD A- NR A-
0.65% $1013750.00 Financials JPMORGAN CHASE & CO JR SUB PFD 1 -- -- $0.00 -- 1,000,000 $101.38 USD BBB- Baa3 BBB-
0.64% $992829.98 Corporate MYLAN NV SR UNSEC 62854AAM6 -- $3.15 6/15/2021 1,000,000 $99.29 USD BBB- Baa3 BBB-
0.64% $994325.90 Collateralized Mtge Obligation NHEL 2005-4 M1 1MLIB+44BP 66987WDE4 -- $2.00 1/25/2036 1,000,000 $99.43 USD B- A1 BBB
0.64% $998572.78 Commercial Paper SPECTRA ENERGY PARTNERS LP 4/2 DISC NT* 84757BCG7 -- $0.00 3/16/2018 1,000,000 $99.86 USD A2 (Short Term) P2 (Short Term) F2 (Short Term)
0.64% $990000.00 Corporate STARWOOD PROPERTY TRUST SR UNSEC 144A 85571BAM7 -- $3.63 2/1/2021 1,000,000 $99.00 USD BB- Ba3 NR
0.64% $1004431.49 Collateralized Mtge Obligation SWH 2017-1 A 1MLIB+95BP 144A 85572MAA8 -- $2.51 1/17/2035 996,360 $100.81 USD NR Aaa NR
0.64% $999445.55 Corporate WESTERN GAS PARTNERS LP SR UNSEC 958254AC8 -- $2.60 8/15/2018 1,000,000 $99.94 USD BBB- Ba1 BBB-
0.62% $960750.00 Corporate NAVIENT CORP 78442FEJ3 -- $8.00 3/25/2020 900,000 $106.75 USD B+ Ba3 BB
0.61% $944235.99 Corporate FIRSTENERGY CORP SR UNSEC 337932AG2 -- $2.85 7/15/2022 970,000 $97.34 USD BB+ Baa3 BBB-
0.61% $953092.77 Corporate QUALCOMM INC SRUNSEC 747525AR4 -- $2.60 1/30/2023 1,000,000 $95.31 USD A A1 NR
0.60% $931942.95 Collateralized Mtge Obligation TPMT 2017-5 A1 1MLIB+60BP 144A 89169EAA7 -- $2.16 2/25/2057 926,337 $100.61 USD NR Aaa NR
0.58% $896491.65 Corporate ARROW ELECTRONICS INC SR UNSEC 042735BD1 -- $3.50 4/1/2022 900,000 $99.61 USD BBB- Baa3 BBB-
0.58% $902785.25 Corporate DELTA AIR LINES INC SR UNSEC 247361ZJ0 -- $3.63 3/15/2022 900,000 $100.31 USD BB+ Baa3 BBB-
0.56% $870608.59 Asset Backed Securities NAVSL 2015-AA A2B 144A 63939EAC7 -- $2.79 12/15/2028 852,527 $102.12 USD NR Aaa AAA
0.52% $811591.31 Corporate ATHENE GLOBAL FUNDING SEC 144A 04685A2F7 -- $2.92 7/1/2022 800,000 $101.45 USD A- NR A-
0.52% $811642.40 Agency Debenture EXPORT-IMPORT BK INDIA XS1050464996 -- $3.88 10/2/2019 800,000 $101.46 USD GOVT GOVT GOVT
0.52% $815517.98 Corporate ROYAL BK SCOTLND GRP PLC SRUNSEC 780097BF7 -- $3.31 5/15/2023 800,000 $101.94 USD BBB- Baa3 BBB+
0.51% $796528.00 Corporate CROWN CASTLE TOWERS LLC SEC 144A 22822RBB5 -- $3.22 5/15/2042 800,000 $99.57 USD NR A2 A
0.51% $797439.40 Commercial Paper ENBRIDGE ENERGY PARTNERS 4(2) DISC NT* 2925A3DG0 -- $0.00 4/16/2018 800,000 $99.68 USD A2 (Short Term) P3 (Short Term) NR
0.50% $783981.71 Corporate HYUNDAI CAPITAL AMERICA 44891AAJ6 -- $1.75 9/27/2019 800,000 $97.99 USD A- Baa1 NR
0.50% $785541.60 Corporate SANTANDER UK GROUP HLDGS SR UNSEC 80281LAE5 -- $2.88 8/5/2021 800,000 $98.19 USD BBB Baa1 A
0.46% $712145.01 Corporate MIZUHO FINANCIAL GROUP SR UNSEC 60687YAF6 -- $2.70 9/13/2021 700,000 $101.74 USD A- A1 NR
0.46% $717810.69 Corporate REYNOLDS AMERICAN INC SR UNSEC 761713BF2 -- $4.00 6/12/2022 700,000 $102.54 USD BBB+ Baa2 BBB
0.45% $704791.71 Corporate APTIV PLC SR UNSEC 03835VAA4 -- $3.15 11/19/2020 700,000 $100.67 USD BBB Baa2 BBB
0.45% $697159.21 Collateralized Mtge Obligation BX 2017-APPL A 1MLIB+88BP 144A 12433PAE6 -- $2.47 7/15/2034 693,363 $100.55 USD AAA NR NR
0.45% $699099.80 Corporate CNOOC FINANCE 2013 LTD GLBL SR UNSEC 12625GAB0 -- $1.75 5/9/2018 700,000 $99.87 USD A+ A1 NR
0.45% $699317.45 Corporate CNPC GENERAL CAPITAL USG22004AD07 -- $1.95 4/16/2018 700,000 $99.90 USD A A2 A+
0.45% $700133.85 Corporate IMPERIAL BRANDS FINANCE 453140AD7 -- $2.95 7/21/2020 700,000 $100.01 USD BBB Baa3 BBB
0.45% $700147.65 Corporate LEASEPLAN CORPORATION NV SR UNSEC 144A 52206AAB6 -- $2.50 5/16/2018 700,000 $100.02 USD BBB- Baa1 BBB+
0.45% $696920.26 Collateralized Mtge Obligation NMRR 2012-2R 2A1 144A WM37 WC4.4819 65539XAC4 -- $3.16 4/26/2037 686,175 $101.57 USD NR NR NR
0.45% $705934.89 Corporate PIONEER NATURAL RESOURCE 723787AF4 -- $6.88 5/1/2018 700,000 $100.85 USD BBB Baa2 BBB
0.45% $695803.30 Corporate SUMITOMO MITSUI TR BK LT SR UNSEC 144A 86563VAH2 -- $2.05 3/6/2019 700,000 $99.40 USD A A1 NR
0.44% $680331.66 Corporate SOUTHERN CO SR UNSEC 842587CU9 -- $2.95 7/1/2023 700,000 $97.19 USD BBB+ Baa2 A-
0.44% $682642.72 Corporate TEVA PHARMACEUTICALS NE SR UNSEC 88167AAB7 -- $1.70 7/19/2019 700,000 $97.51 USD BB Ba2 BB
0.42% $657627.96 Asset Backed Securities SLMA 2008-9 A 3MLIB+150 78445JAA5 -- $3.25 4/25/2023 641,976 $102.44 USD AA+ Baa3 B
0.41% $642696.27 Collateralized Loan Obligation CIFC 2013-3A A1AR 1MLIB+102BP 144A 12549CAN6 -- $2.76 10/24/2025 641,581 $100.17 USD AAA Aaa NR
0.40% $621512.58 Corporate AERCAP IRELAND CAP LTD/A SR UNSEC 00772BAQ4 -- $4.63 10/30/2020 600,000 $103.57 USD BBB- Baa3 BBB-
0.39% $603750.00 Corporate ALLY FINANCIAL INC SR UNSEC 02005NAT7 -- $3.50 1/27/2019 600,000 $100.63 USD BB+ Ba3 BB+
0.39% $600936.56 Collateralized Loan Obligation APID 2013-16A A1R 3MLIB+98BP 144A 03764UAN3 -- $2.72 1/19/2025 600,000 $100.16 USD AAA Aaa NR
0.39% $615439.36 Collateralized Mtge Obligation CCMFC 2004-4A A1 1MLIB+23BP 144A 16678RCC9 -- $2.12 10/25/2035 631,423 $97.47 USD A+ B1 NR
0.39% $600750.00 Corporate DISH DBS CORP SR UNSEC 25470XAP0 -- $4.25 4/1/2018 600,000 $100.13 USD B+ Ba3 BB-
0.39% $6274.80 Credit Default Swap EXELON GENERATION COMPANY LLC SNR S* -- -- $1.00 12/20/2021 -600,000 $-1.02 USD BBB Baa2 BBB
0.39% $605087.39 Collateralized Mtge Obligation NCHET 2004-3 M1 1MLIB+62 64352VHV6 -- $2.49 11/25/2034 601,316 $100.63 USD BB+ Baa3 BB
0.39% $609765.75 Collateralized Mtge Obligation SASC 2006-EQ1A A1 1MLIB+13.50BP 144A 86360RAA1 -- $1.70 7/25/2036 624,689 $97.61 USD CCC Baa1 NR
0.39% $607500.00 Corporate TELECOM ITALIA CAPITAL GLBL CO GTD 87927VAU2 -- $7.00 6/4/2018 600,000 $101.25 USD BB+ Ba1 BBB-
0.38% $594332.11 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #MA3290 31418CUQ5 -- $5.00 9/1/2047 569,124 $104.48 USD GOVT GOVT GOVT
0.38% $598352.75 Commercial Paper FORD MOTOR CREDIT CO 4(2) DISC NT* 3454G1DC7 -- $0.00 4/12/2018 600,000 $99.73 USD A2 (Short Term) P2 (Short Term) F2 (Short Term)
0.38% $590688.85 Corporate ILFC SR UNSEC 459745GK5 -- $8.63 1/15/2022 500,000 $118.14 USD BBB- Baa3 BBB-
0.38% $598608.17 Asset Backed Securities SLMA 2008-2 A3 784442AC9 -- $2.50 4/25/2023 597,126 $100.25 USD AA+ Baa3 B
0.38% $585319.69 Corporate SMBC AVIATION CAPITAL FI SR UNSEC 144A 78448TAA0 -- $2.65 7/15/2021 600,000 $97.56 USD BBB+ NR A-
0.37% $576882.27 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAL4 -- $2.25 1/15/2022 600,000 $96.15 USD BBB- Baa3 BBB
0.37% $581031.48 Asset Backed Securities SLMA 2008-5 A4 3MLIB+170 78444YAD7 -- $3.45 7/25/2023 564,324 $102.96 USD AA+ Baa3 B
0.35% $545377.29 Corporate DUQUESNE LIGHT HOLDINGS SR NT 144A 266233AD7 -- $5.90 12/1/2021 500,000 $109.09 USD BBB- Baa3 NR
0.35% $544959.75 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4918M 36202FPB6 -- $4.00 1/20/2041 533,894 $102.09 USD GOVT GOVT GOVT
0.35% $545768.35 Corporate SABINE PASS LIQUEFACTION 785592AH9 -- $6.25 3/15/2022 500,000 $109.15 USD BBB- Baa3 BBB-
0.35% $548914.45 Government U S TREASURY NOTE 912828W97 -- $1.25 3/31/2019 554,000 $99.09 USD GOVT GOVT GOVT
0.34% $524160.24 Corporate BARCLAYS PLC SR UNSEC 06738EAR6 -- $3.92 8/10/2021 500,000 $104.83 USD BBB Baa2 A
0.34% $527552.48 Corporate CRED SUIS GP FUN LTD SR UNSEC 225433AP6 -- $4.02 4/16/2021 500,000 $105.51 USD BBB+ Baa2 A-
0.34% $531485.14 Corporate DELL INTL LLC / EMC 144A 25272KAG8 -- $5.45 6/15/2023 500,000 $106.30 USD BBB- Baa3 BBB-
0.34% $527857.46 Corporate HARTFORD FINL SVCS GRP SR UNSECURED 416515AZ7 -- $5.50 3/30/2020 500,000 $105.56 USD BBB+ Baa2 NR
0.34% $534132.32 Corporate NATIONAL FUEL GAS CO SR UNSECURED 636180BJ9 -- $8.75 5/1/2019 500,000 $106.82 USD BBB Baa3 BBB
0.34% $528720.25 Corporate SABINE PASS LIQUEFACTION 785592AE6 -- $5.63 2/1/2021 500,000 $105.75 USD BBB- Baa3 BBB-
0.34% $528060.20 Corporate TIME WARNER CABLE INC GLBL CO GTD 88732JAP3 -- $8.75 2/14/2019 500,000 $105.61 USD BBB- Ba1 BBB-
0.33% $507074.00 Agency Debenture CENTRAL NIPPON EXPRESSWY XS1484434086 -- $2.42 9/14/2021 500,000 $101.41 USD GOVT GOVT GOVT
0.33% $511668.59 Corporate ENERGY TRANSFER PARTNERS SR UNSEC 29273RAX7 -- $4.15 10/1/2020 500,000 $102.32 USD BBB- Baa3 BBB-
0.33% $518445.83 Corporate FLEXTRONICS INTL LTD SR UNSEC 33938EAQ0 -- $4.63 2/15/2020 500,000 $103.68 USD BBB- Baa3 BBB-
0.33% $510605.49 Mortgage Pass Thru FNMA TBA 4.0% MAY 30YR 01F040651 -- $4.00 5/14/2048 500,000 $102.12 USD NR NR NR
0.33% $514108.62 Collateralized Mtge Obligation SABR 2005-OP1 M2 1MLIB+45BP 81375WCT1 -- $2.24 1/25/2035 521,943 $98.50 USD BB- B1 CCC
0.32% $501250.00 Corporate ALLY FINANCIAL INC SRUNSEC 02005NBB5 -- $3.60 5/21/2018 500,000 $100.25 USD BB+ NR BB+
0.32% $493284.50 Government ARGENT LETRAS DEL TESORO ARARGE5204D7 -- $0.00 8/10/2018 500,000 $98.66 USD GOVT GOVT GOVT
0.32% $496496.00 Government ARGENT LETRAS DEL TESORO ARARGE5204F2 -- $0.00 5/24/2018 500,000 $99.30 USD GOVT GOVT GOVT
0.32% $505565.00 Agency Debenture CENTRAL NIPPON EXPRESSWY XS1572613989 -- $2.30 3/3/2022 500,000 $101.11 USD GOVT GOVT GOVT
0.32% $504995.26 Corporate CONTINENTAL AIR EETC 2009-2 21079UAA3 -- $7.25 5/10/2021 472,572 $106.86 USD A- A3 NR
0.32% $499617.50 Certificate of Deposit CORPBANCA NEW YORK YCD 21987CXX9 -- $2.50 12/7/2018 500,000 $99.89 USD A2 (Short Term) P2 (Short Term) NR
0.32% $491242.12 Mortgage Pass Thru FNMA PASS THRU 30YR #891367 31410MJL5 -- $4.75 4/1/2036 462,307 $106.29 USD GOVT GOVT GOVT
0.32% $502247.20 Collateralized Loan Obligation GALXY 2013-16A A2R 3MLIB+113BP 144A 36320CAP5 -- $2.55 11/16/2025 498,685 $100.71 USD AAA Aaa NR
0.32% $503222.09 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #688058C 36296DMF2 -- $4.50 8/20/2038 487,773 $103.17 USD GOVT GOVT GOVT
0.32% $499647.05 Corporate HUMANA INC SR UNSEC 444859BC5 -- $2.63 10/1/2019 500,000 $99.92 USD BBB+ Baa3 BBB
0.32% $499175.00 Municipal Bond KANSAS ST DEV FIN AUT 485429Y24 -- $2.26 4/15/2019 500,000 $99.84 USD A+ Aa3 NR
0.32% $502622.50 Corporate MITSUBISHI UFJ LEASE&FIN SR UNSEC XS1089791781 -- $2.52 7/23/2019 500,000 $100.52 USD A- A3 NR
0.32% $492675.50 Corporate ORIX CORP SR UNSEC XS1389922250 -- $2.65 4/13/2021 500,000 $98.54 USD A- NR A-
0.32% $491096.06 Corporate ORIX CORP SR UNSEC 686330AH4 -- $2.90 7/18/2022 500,000 $98.22 USD A- NR A-
0.32% $496702.50 Corporate ORIX CORP SR UNSEC XS1548779831 -- $3.20 1/19/2022 500,000 $99.34 USD A- NR A-
0.32% $495909.20 Collateralized Mtge Obligation RAMP 2005-RZ2 M5 1MLIB+68BP 76112BWL0 -- $2.24 5/25/2035 500,000 $99.18 USD CCC Ba1 BB
0.32% $498900.42 Corporate SKY PLC SR UNSEC 144A 111013AM0 -- $2.63 9/16/2019 500,000 $99.77 USD BBB Baa2 BBB-
0.32% $496287.26 Corporate TEVA PHARMACEUTICALS NE SR UNSEC 88167AAA9 -- $1.40 7/20/2018 500,000 $99.26 USD BB Ba2 BB
0.32% $498307.40 Collateralized Mtge Obligation VOLT 2017-NP10 A1 144A 91828YAA2 -- $3.00 10/25/2047 500,000 $99.66 USD NR NR NR
0.31% $486589.00 Corporate BOC AVIATION LTD XS1616339336 -- $3.00 5/23/2022 500,000 $97.32 USD A- NR A-
0.31% $487765.84 Mortgage Pass Thru FNMA PASS THRU MTG IO #256372 31371MW94 -- $6.50 7/1/2036 445,392 $109.52 USD GOVT GOVT GOVT
0.30% $469019.25 Corporate BARCLAYS PLC SUB 06738EAA3 -- $8.25 -- 450,000 $104.23 USD B+ NR BB+
0.30% $468892.18 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AJ6274C 36183B6K9 -- $3.50 9/20/2044 464,970 $100.86 USD GOVT GOVT GOVT
0.29% $449197.20 Corporate BOC AVIATION LIMITED 09681MAA6 -- $3.00 3/30/2020 450,000 $99.82 USD A- NR A-
0.29% $459366.05 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA5042M 36179TS71 -- $7.00 10/20/2038 433,648 $105.92 USD GOVT GOVT GOVT
0.29% $458074.57 Collateralized Mtge Obligation GSR 2003-9 A2 12MLIB+175BP 36228FWS1 -- $3.86 8/25/2033 456,104 $100.43 USD A+ NR BBB
0.28% $433500.00 Corporate ALLY FINANCIAL INC GLBL CO GTD 02005NAE0 -- $8.00 3/15/2020 400,000 $108.38 USD BB+ Ba3 BB+
0.28% $436254.60 Corporate CANTOR FITZGERALD LP SR UNSEC 144A 138616AC1 -- $6.50 6/17/2022 400,000 $109.06 USD BBB- NR BBB-
0.28% $443642.87 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4949M 36202FQA7 -- $4.00 2/20/2041 434,574 $102.10 USD GOVT GOVT GOVT
0.28% $435254.00 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA4831M 36179TLL7 -- $5.00 10/20/2047 427,394 $101.85 USD GOVT GOVT GOVT
0.27% $419596.80 Municipal Bond CA EARTHQUAKE AUTH 13017HAE6 -- $2.81 7/1/2019 420,000 $99.90 USD NR A3 A
0.27% $421915.19 Corporate FIVE CORNERS FUNDING TRS UNSEC 144A 33829TAA4 -- $4.42 11/15/2023 400,000 $105.48 USD A Baa1 NR
0.26% $403965.30 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAE0 -- $3.45 9/15/2021 400,000 $101.00 USD BBB- Baa3 BBB
0.26% $398550.94 Corporate AP MOELLER-MAERSK A/S UNSEC 144A 00203QAC1 -- $2.88 9/28/2020 400,000 $99.63 USD BBB Baa2 NR
0.26% $404151.96 Corporate BAT CAPITAL CORP SR UNSEC 144A 05526DAW5 -- $2.72 8/15/2022 400,000 $101.04 USD BBB+ Baa2 BBB
0.26% $403974.00 Corporate BOC AVIATION LIMITED XS1065044312 -- $3.88 5/9/2019 400,000 $100.99 USD A- NR A-
0.26% $401087.49 Collateralized Loan Obligation CGMS 2014-5A A1R 1MLIB+114BP 144A 14311AAJ1 -- $2.86 10/16/2025 400,000 $100.27 USD NR Aaa AAA
0.26% $403667.30 Corporate D.R. HORTON INC SR UNSEC 23331ABJ7 -- $3.75 3/1/2019 400,000 $100.91 USD BBB Baa3 BBB-
0.26% $410497.20 Corporate DELL INTL LLC / EMC 144A 25272KAD5 -- $4.42 6/15/2021 400,000 $102.66 USD BBB- Baa3 BBB-
0.26% $402768.23 Collateralized Loan Obligation FIG 2013-2A A1R 3MLIB+125BP 144A 31683VAL4 -- $2.88 6/20/2027 400,000 $100.69 USD AAA NR NR
0.26% $398757.25 Corporate GEORGIA-PACIFIC LLC SR UNSEC 144A 37331NAF8 -- $2.54 11/15/2019 400,000 $99.68 USD A+ A3 NR
0.26% $410297.99 Corporate MIZUHO FINANCIAL GROUP SR UNSEC 144A 60687YAC3 -- $3.19 4/12/2021 400,000 $102.57 USD A- A1 NR
0.26% $401166.50 Collateralized Loan Obligation REGT5 2014-1A A1AR WM22 WC4.7882 144A 75887HAQ5 -- $2.91 10/25/2026 400,000 $100.29 USD NR Aaa AAA
0.26% $400764.69 Collateralized Loan Obligation WITEH 2014-9A AR 3MLIB+116BP 144A 965249AF2 -- $2.89 7/17/2026 400,000 $100.19 USD NR Aaa AAA
0.26% $401387.50 Corporate ZF FRIEDRICHSHAFEN SR 98877DAA3 -- $4.00 4/29/2020 394,000 $101.88 USD BB+ Baa3 NR
0.25% $392615.39 Corporate AVIATION CAPITAL GROUP SR UNSEC 144A 05367AAJ2 -- $2.88 1/20/2022 400,000 $98.15 USD A- NR BBB
0.25% $391374.01 Corporate BORAL FINANCE PTY LTD SR UNSEC 144A 09952AAA4 -- $3.00 11/1/2022 400,000 $97.84 USD BBB Baa2 NR
0.25% $390213.13 Corporate SMBC AVIATION CAPITAL FI SR UNSEC REGS USG82296AA50 -- $2.65 7/15/2021 400,000 $97.56 USD BBB+ NR A-
0.24% $373998.38 Asset Backed Securities SOFI 2016-F A2 144A 78471AAB9 -- $3.02 2/25/2040 379,386 $98.59 USD NR Aa1 NR
0.22% $350019.14 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5164M 36202FWZ5 -- $5.50 8/20/2041 336,850 $103.90 USD GOVT GOVT GOVT
0.22% $341085.47 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #734402C 3620AM3K6 -- $4.50 4/20/2041 326,746 $104.44 USD GOVT GOVT GOVT
0.21% $320334.48 Corporate ASCIANO FINANCE CO GTD 144A 04363UAB2 -- $4.63 9/23/2020 311,000 $102.99 USD BBB- Baa3 BBB-
0.21% $319899.79 Mortgage Pass Thru FNMA PASS THRU 30YR #819457 31406TME8 -- $4.75 2/1/2035 301,756 $106.05 USD GOVT GOVT GOVT
0.21% $327057.90 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA0082M 36179MCT5 -- $3.50 5/20/2042 327,635 $99.84 USD GOVT GOVT GOVT
0.21% $320625.00 Corporate MGM RESORTS INTL SR UNSEC 552953BY6 -- $6.75 10/1/2020 300,000 $106.88 USD BB- Ba3 BB
0.20% $307489.73 Corporate CHARTER COMM OPT LLC/CAP 161175BB9 -- $4.46 7/23/2022 300,000 $102.50 USD BBB- Ba1 BBB-
0.20% $318750.00 Corporate DISH DBS CORP 25470XAB1 -- $7.88 9/1/2019 300,000 $106.25 USD B+ Ba3 BB-
0.20% $304843.09 Corporate ENERGY TRANSFER PARTNERS SR UNSEC 29273RAH2 -- $6.70 7/1/2018 300,000 $101.61 USD BBB- Baa3 BBB-
0.20% $316587.00 Corporate MGM RESORTS INTL GLBL SR UNSEC 552953BW0 -- $8.63 2/1/2019 300,000 $105.53 USD BB- Ba3 BB
0.20% $304500.00 Corporate NAVIENT CORP 78442FER5 -- $5.50 1/15/2019 300,000 $101.50 USD B+ Ba3 BB
0.20% $311052.30 Corporate PETRONAS CAPITAL LTD 144A CO GTD 716743AD1 -- $5.25 8/12/2019 300,000 $103.68 USD A- A1 A-
0.20% $306375.00 Corporate SCHAEFFLER FINANCE BV 144A 806261AM5 -- $4.75 5/15/2023 300,000 $102.13 USD BB+ Baa3 BBB-
0.20% $307265.25 Corporate WOOLWORTHS GROUP LTD SR UNSECURED 144A 980888AD3 -- $4.00 9/22/2020 300,000 $102.41 USD BBB Baa2 NR
0.19% $298200.30 Government ARGENT LETRAS DEL TESORO ARARGE520510 -- $0.00 5/11/2018 300,000 $99.40 USD GOVT GOVT GOVT
0.19% $300135.60 Corporate BARCLAYS PLC SR UNSEC 06738EAF2 -- $2.00 3/16/2018 300,000 $100.05 USD BBB Baa2 A
0.19% $301709.41 Collateralized Loan Obligation BLUEM 2015-1A A1R 3MLIB+133BP 144A 09627XAU5 -- $3.05 4/13/2027 300,000 $100.57 USD AAA Aaa NR
0.19% $295418.69 Collateralized Loan Obligation CECLO 2013-19A A1A 1MLIB+133BP 144A 12518XAA5 -- $3.09 10/29/2025 294,645 $100.26 USD AAA Aaa NR
0.19% $300408.84 Collateralized Loan Obligation CGMS 2014-3A A1AR 3MLIB+115BP 144A 14308LAQ6 -- $2.91 7/27/2026 300,000 $100.14 USD NR Aaa AAA
0.19% $299279.70 Certificate of Deposit CORPBANCA NEW YORK YCD 21987CXY7 -- $2.57 1/11/2019 300,000 $99.86 USD A2 (Short Term) P2 (Short Term) NR
0.19% $299586.49 Collateralized Loan Obligation DRSLF 2012-25A ARR 3MLIB+90BP 144A 26250JAS9 -- $2.62 10/15/2027 300,000 $99.86 USD AAA NR NR
0.19% $301972.20 Corporate E.ON INTL FINANCE BV NT 144A 268789AA2 -- $5.80 4/30/2018 300,000 $100.66 USD BBB Baa2 A-
0.19% $292589.47 Mortgage Pass Thru FNMA PASS THRU 30YR #851762 31408HJF3 -- $4.25 1/1/2036 282,257 $103.67 USD GOVT GOVT GOVT
0.19% $300891.62 Corporate HP ENTERPRISE CO SR UNSEC 42824CAU3 -- $2.85 10/5/2018 300,000 $100.30 USD BBB Baa2 BBB+
0.19% $299496.63 Collateralized Mtge Obligation JPMCC 2017-JP7 A3 465968AC9 -- $3.38 9/15/2050 300,000 $99.86 USD NR Aaa AAA
0.19% $299845.58 Corporate RELIANCE STAND LIFE II SEC 144A 75951AAD0 -- $2.15 10/15/2018 300,000 $99.95 USD A A2 NR
0.19% $300375.30 Corporate S&P GLOBAL INC SR UNSEC 78409VAH7 -- $2.50 8/15/2018 300,000 $100.13 USD NR Baa1 BBB+
0.19% $288698.21 Corporate SHIRE ACQ INV IRELAND DA SR UNSEC 82481LAC3 -- $2.88 9/23/2023 300,000 $96.25 USD BBB- Baa3 NR
0.19% $298286.48 Collateralized Mtge Obligation VOLT 2017-NPL2 A1 144A 91831PAA6 -- $3.50 3/25/2047 297,632 $100.22 USD NR NR NR
0.19% $300028.48 Corporate WELLTOWER INC SR UNSEC 42217KAZ9 -- $2.25 3/15/2018 300,000 $100.01 USD BBB+ Baa1 BBB+
0.18% $272936.15 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #MA1137 31418AHP6 -- $4.00 7/1/2042 266,913 $102.26 USD GOVT GOVT GOVT
0.18% $283633.11 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #799863X 36177U5Z3 -- $3.75 4/15/2042 277,307 $102.30 USD GOVT GOVT GOVT
0.18% $284932.60 Collateralized Mtge Obligation VOLT 2017-NPL5 A1 144A 91832JAA9 -- $3.38 5/28/2047 284,281 $100.23 USD NR NR NR
0.17% $258182.33 Corporate BGC PARTNERS INC SR UNSEC 05541TAH4 -- $5.13 5/27/2021 250,000 $103.28 USD BBB- NR BBB-
0.17% $258029.49 Mortgage Pass Thru FNMA PASS THRU 30YR #846323 31408BG85 -- $4.25 11/1/2035 248,609 $103.80 USD GOVT GOVT GOVT
0.17% $266606.55 Collateralized Mtge Obligation IMM 2004-10 1A1 1MLIB+64BP 45254NLJ4 -- $2.20 3/25/2035 272,495 $97.84 USD B Ba3 NR
0.16% $252740.79 Corporate CRED SUIS GP FUN LTD SR UNSEC 225433AH4 -- $3.80 9/15/2022 250,000 $101.10 USD BBB+ Baa2 A-
0.16% $255847.79 Collateralized Mtge Obligation FFML 2004-FF1 M1 1MLIB+50BP 32027NGC9 -- $2.31 11/25/2034 260,123 $98.36 USD AA Baa2 B
0.16% $253126.72 Mortgage Pass Thru FHLMC GOLD IO #H0-9098 3128UNDB5 -- $6.50 10/1/2037 236,226 $107.16 USD GOVT GOVT GOVT
0.16% $250618.85 Corporate GENERAL MOTORS FINL CO SR UNSEC 37045XAJ5 -- $3.25 5/15/2018 250,000 $100.25 USD BBB Baa3 BBB
0.16% $250579.65 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #737583C 3620ARM81 -- $4.00 11/20/2040 243,171 $103.06 USD GOVT GOVT GOVT
0.16% $250232.50 Corporate SK BROADBAND CO LTD SR UNSEC REGS XS0985940864 -- $2.88 10/29/2018 250,000 $100.09 USD A- NR A-
0.15% $230705.98 Mortgage Pass Thru FNMA PRE-PAY PENALTY #713199 31401NKL2 -- $5.50 6/1/2033 212,071 $108.81 USD GOVT GOVT GOVT
0.15% $231006.43 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #734320C 3620AMYR7 -- $4.50 4/20/2041 221,294 $104.44 USD GOVT GOVT GOVT
0.15% $233354.06 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AV9440C 36195LPZ9 -- $3.00 11/20/2046 237,865 $98.16 USD GOVT GOVT GOVT
0.15% $228045.13 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #AA0060X 36177WB58 -- $3.70 4/15/2042 224,229 $101.72 USD GOVT GOVT GOVT
0.14% $221156.08 Mortgage Pass Thru FNMA PASS THRU MTG IO #995092 31416BNH7 -- $6.50 12/1/2037 196,866 $112.34 USD GOVT GOVT GOVT
0.14% $218530.74 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #627122C 36291FVP0 -- $5.50 3/20/2034 209,036 $104.54 USD GOVT GOVT GOVT
0.14% $225211.69 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #770947C 36176NHY0 -- $4.50 7/20/2041 215,847 $104.38 USD GOVT GOVT GOVT
0.14% $216897.09 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AA0711C 36177WYG9 -- $3.74 7/20/2042 214,217 $101.27 USD GOVT GOVT GOVT
0.14% $225963.71 Corporate ILFC SR UNSECURED 459745GF6 -- $8.25 12/15/2020 200,000 $112.97 USD BBB- Baa3 BBB-
0.14% $211071.91 Corporate REGENCY ENERGY PARTNERS GLBL SR UNSEC 75886AAK4 -- $5.75 9/1/2020 200,000 $105.53 USD BBB- Baa3 BBB-
0.14% $225147.79 Corporate WEA FINANCE LLC/WESTFIEL UNSEC 144A 92890HAB8 -- $2.70 9/17/2019 225,000 $100.06 USD BBB+ A3 NR
0.14% $214661.34 Corporate WEYERHAEUSER CO SR UNSEC 962166BV5 -- $7.38 10/1/2019 200,000 $107.32 USD BBB Baa2 NR
0.13% $208840.54 Collateralized Loan Obligation ATCLO 2012-2A AR 3MLIB+123BP 144A 04941DAJ4 -- $3.00 1/30/2024 207,437 $100.68 USD AAA Aaa NR
0.13% $199792.90 Certificate of Deposit BARCLAYS BANK PLC NY SR UNSEC YCD US06742TBC99 -- $1.94 9/4/2018 200,000 $99.91 USD A- A1 A
0.13% $205376.46 Collateralized Mtge Obligation BOMFT 2017-RPL1 A1 144A 073255AA9 -- $3.10 7/28/2032 205,916 $99.74 USD NR NR NR
0.13% $203792.87 Collateralized Mtge Obligation CFAB 2003-5 2A2 1MLIB+30 161546GR1 -- $2.16 7/25/2033 209,779 $97.15 USD AAA A1 BBB
0.13% $199888.80 Corporate CHUGOKU ELECTRIC POWER SEC XS1569934414 -- $2.70 3/16/2020 200,000 $99.94 USD NR A3 NR
0.13% $202000.00 Corporate CIT GROUP INC SR UNSEC 125581GS1 -- $3.88 2/19/2019 200,000 $101.00 USD BB+ Ba2 BB+
0.13% $202392.09 Corporate CITIGROUP INC SR UNSEC 172967LN9 -- $2.69 7/24/2023 200,000 $101.20 USD BBB+ Baa1 A
0.13% $198059.39 Collateralized Mtge Obligation CSH 2016-1A A 1MLIB+150BP 144A 19626MAA3 -- $3.08 7/17/2033 196,702 $100.69 USD NR Aaa NR
0.13% $208880.06 Collateralized Mtge Obligation CSMC 2017-1A A US12651LAA89 -- $4.50 3/25/2021 207,373 $100.73 USD NR NR NR
0.13% $200756.68 Mortgage Pass Thru FNMA PRE-PAY PENALTY #738753 31402UWN8 -- $6.00 9/1/2033 180,235 $111.40 USD GOVT GOVT GOVT
0.13% $204314.92 Corporate KINDER MORGAN INC SR UNSEC 49456BAN1 -- $3.00 1/15/2023 200,000 $102.16 USD BBB- Baa3 BBB-
0.13% $209000.00 Corporate NAVIENT CORP SR UNSEC 63938CAD0 -- $6.63 7/26/2021 200,000 $104.50 USD B+ Ba3 BB
0.13% $198583.29 Corporate SANTANDER HOLDINGS USA SR UNSEC 80282KAD8 -- $2.65 4/17/2020 200,000 $99.28 USD BBB Baa3 BBB+
0.13% $195615.67 Corporate SMBC AVIATION CAPITAL FI SR UNSEC 144A 78448TAB8 -- $3.00 7/15/2022 200,000 $97.81 USD BBB+ NR A-
0.13% $202938.50 Collateralized Mtge Obligation TMST 2005-1 A3 WM35 WC5.0402 ARM 885220HB2 -- $3.24 4/25/2045 201,541 $100.69 USD A+ NR NR
0.13% $206839.73 Corporate WOODSIDE FINANCE LTD CO GTD 144A 980236AL7 -- $4.60 5/10/2021 200,000 $103.43 USD BBB+ Baa1 BBB+
0.13% $195461.82 Corporate WOODSIDE FINANCE LTD SR UNSEC 144A 980236AN3 -- $3.70 9/15/2026 200,000 $97.76 USD BBB+ Baa1 NR
0.12% $193173.20 Corporate BOC AVIATION LTD SR UNSEC 144A 09681LAC4 -- $2.38 9/15/2021 200,000 $96.59 USD A- NR A-
0.12% $188076.10 Mortgage Pass Thru FHLMC GOLD IO #H1-9005 3128NAAE8 -- $5.50 1/1/2037 181,937 $103.37 USD GOVT GOVT GOVT
0.12% $182048.84 Mortgage Pass Thru FNMA PASS THRU MTG IO #AL2591 3138EJ2Z0 -- $5.50 5/1/2038 174,082 $104.57 USD GOVT GOVT GOVT
0.12% $187147.52 Mortgage Pass Thru FNMA PRE-PAY PENALTY #707317 31401FYN0 -- $5.50 6/1/2033 172,033 $108.81 USD GOVT GOVT GOVT
0.12% $192587.90 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #773563C 36176RFC1 -- $4.50 7/20/2041 184,491 $104.44 USD GOVT GOVT GOVT
0.12% $193514.00 Corporate MITSUBISHI UFJ LEASE&FIN SR UNSEC EMTN XS1485531492 -- $2.25 9/7/2021 200,000 $96.76 USD A- A3 NR
0.12% $192552.34 Corporate RECKSON OPERATING PRTSHP SR UNSECURED 75625AAC8 -- $5.00 8/15/2018 191,000 $100.81 USD BBB- Baa3 BBB
0.11% $178985.90 Mortgage Pass Thru FNMA PASS THRU MTG IO #255990 31371MKB2 -- $5.00 11/1/2035 173,512 $103.15 USD GOVT GOVT GOVT
0.11% $176158.01 Collateralized Mtge Obligation SAST 2005-1 M2 1MLIB+72BP 805564RN3 -- $2.28 5/25/2035 195,116 $90.28 USD CCC B1 CCC
0.10% $162994.56 Mortgage Pass Thru FNMA PASS THRU MTG IO #256890 31371NKB0 -- $6.00 9/1/2037 155,640 $104.72 USD GOVT GOVT GOVT
0.10% $159249.40 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #799902C 36177VAC6 -- $3.74 3/20/2042 157,282 $101.27 USD GOVT GOVT GOVT
0.09% $132856.13 Mortgage Pass Thru FHLMC GOLD IO #H0-1774 3128MT6K9 -- $6.50 9/1/2037 121,996 $108.91 USD GOVT GOVT GOVT
0.09% $143307.19 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5201M 36202FX68 -- $4.00 10/20/2041 140,389 $102.09 USD GOVT GOVT GOVT
0.09% $137228.42 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #758659C 36230TTQ5 -- $4.50 3/20/2041 131,459 $104.44 USD GOVT GOVT GOVT
0.09% $134054.86 Corporate LATAM AIR 2015-1 PTT A SEC 51817TAB8 -- $4.20 8/15/2029 132,596 $101.10 USD BBB+ Baa1 NR
0.08% $124453.29 Mortgage Pass Thru FNMA PASS THRU MTG IO #256434 31371MY76 -- $6.50 9/1/2036 119,573 $104.08 USD GOVT GOVT GOVT
0.08% $119562.99 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4241M 36202EWA3 -- $7.00 9/20/2038 115,366 $103.64 USD GOVT GOVT GOVT
0.08% $122400.90 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA1084M 36179NFZ6 -- $4.00 6/20/2043 119,891 $102.11 USD GOVT GOVT GOVT
0.08% $122895.67 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #723581C 3620A92N0 -- $5.50 4/20/2035 114,905 $106.95 USD GOVT GOVT GOVT
0.07% $113427.18 Mortgage Pass Thru FNMA PASS THRU FHA/VA #AB6113 31417CYK5 -- $4.00 8/1/2042 111,529 $101.71 USD GOVT GOVT GOVT
0.07% $111336.84 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4262M 36202EWX3 -- $7.00 10/20/2038 104,821 $106.21 USD GOVT GOVT GOVT
0.07% $102250.00 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAG4 -- $5.25 12/15/2019 100,000 $102.25 USD B B2 B
0.06% $100315.28 Corporate ASCIANO FINANCE CO GTD 144A 04363UAC0 -- $5.00 4/7/2018 100,000 $100.32 USD BBB- Baa3 BBB-
0.06% $99538.96 Asset Backed Securities DRUGB 2014-1 A1 3MLIB+285BP 144A 26223UAC3 -- $4.57 7/15/2023 98,652 $100.90 USD BBB NR NR
0.06% $90281.55 Mortgage Pass Thru FHLMC GOLD IO #H0-3231 3128MVSU8 -- $7.00 10/1/2037 87,219 $103.51 USD GOVT GOVT GOVT
0.06% $86456.03 Mortgage Pass Thru FHLMC GOLD IO #H0-9070 3128UNCF7 -- $6.50 9/1/2037 80,729 $107.10 USD GOVT GOVT GOVT
0.06% $87084.02 Mortgage Pass Thru FNMA PASS THRU MTG IO #256496 31371M3D7 -- $6.50 10/1/2036 83,729 $104.01 USD GOVT GOVT GOVT
0.06% $92775.12 Mortgage Pass Thru FNMA PASS THRU MTG IO #952320 31413QPD4 -- $6.50 10/1/2037 85,435 $108.60 USD GOVT GOVT GOVT
0.06% $101013.41 Corporate KLA-TENCOR CORP SR UNSEC 482480AC4 -- $3.38 11/1/2019 100,000 $101.01 USD BBB Baa2 BBB+
0.06% $98571.31 Corporate WOODSIDE FINANCE LTD SR UNSEC 144A 980236AM5 -- $3.65 3/5/2025 100,000 $98.60 USD BBB+ Baa1 NR
0.05% $80671.69 Mortgage Pass Thru FNMA PASS THRU 30YR #801506 31405WNX9 -- $4.75 9/1/2034 76,247 $105.84 USD GOVT GOVT GOVT
0.05% $81957.51 Mortgage Pass Thru FNMA PASS THRU 30YR #MA0565 31417YTX5 -- $5.50 9/1/2040 73,941 $110.87 USD GOVT GOVT GOVT
0.05% $71911.09 Mortgage Pass Thru FNMA PRE-PAY PENALTY #847106 31408CDK9 -- $5.50 10/1/2035 68,690 $104.68 USD GOVT GOVT GOVT
0.05% $75948.59 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4165M 36202ETW9 -- $6.50 6/20/2038 72,229 $105.14 USD GOVT GOVT GOVT
0.05% $76119.08 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5073M 36202FT63 -- $5.50 5/20/2041 73,216 $103.96 USD GOVT GOVT GOVT
0.05% $74207.89 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5285M 36202F2S4 -- $4.50 1/20/2042 72,026 $103.08 USD GOVT GOVT GOVT
0.05% $84521.59 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #737157C 3620AQ5S8 -- $5.50 4/20/2036 79,019 $106.96 USD GOVT GOVT GOVT
0.05% $73437.60 Collateralized Mtge Obligation MARM 2004-13 2A2 WM33 WC3.2251 ARM 576433WE2 -- $3.62 4/21/2034 71,732 $102.38 USD AA+ Baa1 NR
0.05% $84381.93 Asset Backed Securities NAVSL 2016-5A A 1MLIB+125BP 144A 63939QAA4 -- $2.81 6/25/2065 82,533 $102.24 USD NR Aaa AAA
0.04% $58832.21 Mortgage Pass Thru FHLMC GOLD 15YR #J1-2670 3128PR6F1 -- $4.50 7/1/2020 58,210 $101.07 USD GOVT GOVT GOVT
0.04% $69148.29 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1448 31281BTD2 -- $5.50 10/1/2037 64,344 $107.49 USD GOVT GOVT GOVT
0.04% $58525.79 Mortgage Pass Thru FNMA PASS THRU 30YR #889187 31410G2U6 -- $5.00 7/1/2033 55,392 $105.71 USD GOVT GOVT GOVT
0.04% $60000.74 Mortgage Pass Thru FNMA PASS THRU MTG IO #840622 31407T4F4 -- $5.00 11/1/2035 58,712 $102.20 USD GOVT GOVT GOVT
0.04% $57276.93 Mortgage Pass Thru FNMA PASS THRU MTG IO #889322 31410KAX2 -- $5.50 4/1/2038 54,626 $104.85 USD GOVT GOVT GOVT
0.04% $66291.63 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4492M 36202E7D5 -- $6.50 7/20/2039 61,463 $107.86 USD GOVT GOVT GOVT
0.04% $68775.77 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AH5878C 36182NQ71 -- $3.75 3/20/2044 66,866 $102.87 USD GOVT GOVT GOVT
0.03% $45603.47 Collateralized Mtge Obligation AMSI 2003-9 AV1 1MLIB+38BP 03072SJQ9 -- $2.32 9/25/2033 45,556 $100.10 USD AA+ A2 A
0.03% $42708.26 Collateralized Mtge Obligation BSABS 2001-3-A2 1MOLIB+40 07384YBM7 -- $2.36 10/27/2032 44,092 $96.86 USD AAA A2 NR
0.03% $51779.76 Asset Backed Securities EGLE 2014-1A A1 144A 26971HAA0 -- $2.57 12/15/2039 52,083 $99.42 USD A NR NR
0.03% $45957.54 Mortgage Pass Thru FHLMC GOLD #L1-0151 3128DHEY6 -- $6.00 2/1/2033 42,868 $107.21 USD GOVT GOVT GOVT
0.03% $53178.97 Mortgage Pass Thru FHLMC GOLD IO #H0-9069 3128UNCE0 -- $6.50 9/1/2037 48,686 $109.24 USD GOVT GOVT GOVT
0.03% $49793.38 Mortgage Pass Thru FHLMC GOLD IO #H0-9152 3128UNEZ1 -- $6.50 2/1/2038 46,316 $107.52 USD GOVT GOVT GOVT
0.03% $49299.97 Mortgage Pass Thru FNMA PASS THRU COOP #577852 31386Y5M2 -- $6.00 6/1/2031 46,804 $105.33 USD GOVT GOVT GOVT
0.03% $41766.55 Mortgage Pass Thru FNMA PASS THRU FHA/VA #931884 31412QJ59 -- $4.00 9/1/2039 41,078 $101.68 USD GOVT GOVT GOVT
0.03% $48533.31 Mortgage Pass Thru FNMA PASS THRU MTG IO #256809 31371NGS8 -- $6.00 7/1/2037 46,658 $104.01 USD GOVT GOVT GOVT
0.03% $46727.22 Mortgage Pass Thru FNMA PRE-PAY PENALTY #695530 31400RVX6 -- $6.00 4/1/2033 45,494 $102.71 USD GOVT GOVT GOVT
0.03% $45529.06 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4182M 36202EUF4 -- $5.50 7/20/2038 43,817 $103.90 USD GOVT GOVT GOVT
0.03% $39030.00 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4312M 36202EYH6 -- $7.00 12/20/2038 37,199 $104.92 USD GOVT GOVT GOVT
0.03% $51157.25 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #513283C 36211HFY2 -- $6.00 9/20/2029 51,157 $100.00 USD GOVT GOVT GOVT
0.03% $40607.15 Collateralized Mtge Obligation GSR 2005-AR6 1A4 WM33 WC4.2777 ARM 362341RW1 -- $3.58 9/25/2035 39,372 $103.14 USD AA- NR BBB
0.03% $42376.62 Corporate MASCO CORP SR UNSECURED 574599BG0 -- $7.13 3/15/2020 39,000 $108.66 USD BBB Ba1 BBB-
0.03% $50634.30 Collateralized Mtge Obligation VOLT 2015-NP14 A1 92871KAA6 -- $4.38 11/27/2045 50,420 $100.43 USD NR NR NR
0.02% $35367.59 Mortgage Pass Thru FHLMC GOLD 30YR #L0-0007 3128DFAG3 -- $5.50 3/1/2035 32,063 $110.33 USD GOVT GOVT GOVT
0.02% $36239.36 Mortgage Pass Thru FHLMC GOLD 30YR #N3-0441 31281AP22 -- $6.00 2/1/2028 35,146 $103.12 USD GOVT GOVT GOVT
0.02% $35174.84 Mortgage Pass Thru FHLMC GOLD 30YR #N3-0959 31281BB41 -- $5.00 3/1/2033 33,745 $104.20 USD GOVT GOVT GOVT
0.02% $30912.06 Mortgage Pass Thru FHLMC GOLD IO #H0-0962 3128MTB72 -- $6.50 7/1/2037 29,415 $105.09 USD GOVT GOVT GOVT
0.02% $26537.72 Mortgage Pass Thru FHLMC GOLD IO #H0-9022 3128UNAX0 -- $5.50 2/1/2037 25,116 $105.67 USD GOVT GOVT GOVT
0.02% $32528.04 Mortgage Pass Thru FHLMC GOLD IO #H0-9117 3128UNDW9 -- $6.50 11/1/2037 29,943 $108.64 USD GOVT GOVT GOVT
0.02% $33347.48 Mortgage Pass Thru FNMA PRE-PAY PENALTY #596705 31387W3N5 -- $6.00 4/1/2032 31,152 $107.05 USD GOVT GOVT GOVT
0.02% $27441.36 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4537M 36202FBE5 -- $7.00 6/20/2039 27,200 $100.89 USD GOVT GOVT GOVT
0.02% $28921.92 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4879M 36202FM45 -- $4.00 12/20/2040 28,331 $102.10 USD GOVT GOVT GOVT
0.02% $24497.38 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #754366C 36230NZ73 -- $4.00 3/20/2042 23,726 $103.27 USD GOVT GOVT GOVT
0.02% $24338.51 Collateralized Mtge Obligation SAMI 2002-AR3-A1 1MOLIB+33 86358HNX3 -- $2.22 9/19/2032 24,814 $98.08 USD AA Ba3 NR
0.02% $32112.96 Collateralized Mtge Obligation WAMU 2005-AR2 2A1A 1MLIB+31 92922FD21 -- $1.87 1/25/2045 32,228 $99.64 USD AA+ Baa3 NR
0.01% $8983.78 Mortgage Pass Thru FHLMC GOLD 15YR #J2-2451 31307AWL2 -- $2.00 2/1/2028 9,338 $96.17 USD GOVT GOVT GOVT
0.01% $8091.18 Mortgage Pass Thru FHLMC GOLD 15YR GNT #G1-2454 3128M1TK5 -- $5.50 11/1/2021 7,797 $103.77 USD GOVT GOVT GOVT
0.01% $22495.57 Mortgage Pass Thru FHLMC GOLD 15YR GNT #G1-8009 3128MMAK9 -- $5.00 9/1/2019 22,060 $101.97 USD GOVT GOVT GOVT
0.01% $10202.42 Mortgage Pass Thru FHLMC GOLD IO #H0-1085 3128MTF29 -- $6.50 7/1/2037 9,938 $102.67 USD GOVT GOVT GOVT
0.01% $10444.43 Mortgage Pass Thru FHLMC GOLD IO #H0-3161 3128MVQN6 -- $6.50 8/1/2037 10,143 $102.98 USD GOVT GOVT GOVT
0.01% $15526.31 Mortgage Pass Thru FHLMC GOLD IO #H0-3252 3128MVTH6 -- $6.50 10/1/2037 14,865 $104.45 USD GOVT GOVT GOVT
0.01% $9560.52 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-4921 31290KPE3 -- $10.50 10/1/2020 9,446 $101.21 USD GOVT GOVT GOVT
0.01% $8716.25 Mortgage Pass Thru FNMA PASS THRU 15YR #745525 31403DHA0 -- $5.50 5/1/2021 8,436 $103.32 USD GOVT GOVT GOVT
0.01% $8560.48 Mortgage Pass Thru FNMA PASS THRU 30YR #870801 31409GNS1 -- $5.50 10/1/2036 8,029 $106.65 USD GOVT GOVT GOVT
0.01% $14625.68 Mortgage Pass Thru FNMA PASS THRU MTG IO #256471 31371M2C0 -- $6.50 10/1/2036 13,297 $109.99 USD GOVT GOVT GOVT
0.01% $19144.08 Mortgage Pass Thru FNMA PASS THRU MTG IO #256973 31371NMW2 -- $6.50 11/1/2037 17,317 $110.55 USD GOVT GOVT GOVT
0.01% $15428.28 Mortgage Pass Thru FNMA PASS THRU MTG IO #888372 31410F6H3 -- $6.50 4/1/2037 13,679 $112.79 USD GOVT GOVT GOVT
0.01% $16134.63 Mortgage Pass Thru FNMA PASS THRU MTG IO #889154 31410GZT3 -- $5.00 2/1/2038 15,499 $104.10 USD GOVT GOVT GOVT
0.01% $9098.95 Mortgage Pass Thru FNMA PASS THRU MTG IO #973542 31414RBK0 -- $5.50 3/1/2038 8,923 $101.97 USD GOVT GOVT GOVT
0.01% $10737.55 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #MA0101 31417YDF1 -- $5.00 5/1/2039 10,278 $104.52 USD GOVT GOVT GOVT
0.01% $14165.27 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4362M 36202EZ36 -- $5.00 2/20/2039 13,894 $101.96 USD GOVT GOVT GOVT
0.01% $16096.89 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #780650X 36225AWK2 -- $6.50 10/15/2027 14,524 $110.84 USD GOVT GOVT GOVT
0.01% $11320.50 Collateralized Mtge Obligation GNR 2009-66 UF 1MLIB+100BP 38376FRF1 -- $2.59 8/16/2039 11,057 $102.38 USD AA+ Aaa AAA
0.01% $11836.68 Collateralized Mtge Obligation SAMI 2004-AR3 1A2 AFC 1MLIB+29 86359LBY4 -- $2.14 7/19/2034 11,812 $100.21 USD AA+ A3 NR
0.01% $8999.56 Collateralized Mtge Obligation SEMT 4 A STEP 1MOLIB+36 AMBAC 81743TAA6 -- $2.25 11/22/2024 9,021 $99.76 USD AA+ NR NR
0.00% $2532.27 Collateralized Mtge Obligation BSARM 2002-11 1A1 WM31 WC6.2 07384MSH6 -- $3.56 2/25/2033 2,516 $100.65 USD NR NR NR
0.00% $5981.94 Mortgage Pass Thru FHLMC GOLD 15YR #B1-5621 312968G61 -- $5.00 7/1/2019 5,867 $101.95 USD GOVT GOVT GOVT
0.00% $4.87 Mortgage Pass Thru FHLMC GOLD 15YR #E0-1323 31294KPG4 -- $4.50 3/1/2018 5 $100.85 USD GOVT GOVT GOVT
0.00% $4670.79 Mortgage Pass Thru FHLMC GOLD 15YR #E0-4367 31294NZ85 -- $2.00 4/1/2028 4,849 $96.28 USD GOVT GOVT GOVT
0.00% $511.08 Mortgage Pass Thru FHLMC GOLD 15YR #E9-6202 3128H33K5 -- $5.00 5/1/2018 501 $101.94 USD GOVT GOVT GOVT
0.00% $1174.62 Mortgage Pass Thru FHLMC GOLD 15YR #J0-7160 3128PJ5V5 -- $4.50 3/1/2018 1,165 $100.84 USD GOVT GOVT GOVT
0.00% $7352.03 Mortgage Pass Thru FHLMC GOLD 15YR #M3-0356 31282CMD6 -- $4.50 7/1/2021 7,230 $101.68 USD GOVT GOVT GOVT
0.00% $6506.47 Mortgage Pass Thru FHLMC GOLD 15YR GNT #G1-1812 31336WAL3 -- $5.00 12/1/2020 6,348 $102.49 USD GOVT GOVT GOVT
0.00% $1028.89 Mortgage Pass Thru FHLMC GOLD 15YR GNT #G1-2033 3128M1EE5 -- $4.50 12/1/2019 1,018 $101.09 USD GOVT GOVT GOVT
0.00% $4143.06 Mortgage Pass Thru FHLMC GOLD 15YR GNT #G1-3649 3128MCH24 -- $5.00 8/1/2019 4,064 $101.94 USD GOVT GOVT GOVT
0.00% $4192.87 Mortgage Pass Thru FHLMC GOLD 15YR GNT #G1-5159 3128MD5U3 -- $5.00 1/1/2024 4,113 $101.95 USD GOVT GOVT GOVT
0.00% $5116.84 Mortgage Pass Thru FHLMC GOLD IO #H0-0259 3128MSJC5 -- $5.50 4/1/2035 4,903 $104.35 USD GOVT GOVT GOVT
0.00% $6193.77 Mortgage Pass Thru FHLMC GOLD IO #H0-1033 3128MTEE4 -- $6.50 7/1/2037 5,783 $107.11 USD GOVT GOVT GOVT
0.00% $1761.69 Mortgage Pass Thru FHLMC PASS THRU 30YR #30-8666 31345LTX0 -- $11.00 11/1/2018 1,754 $100.46 USD GOVT GOVT GOVT
0.00% $327.09 Mortgage Pass Thru FHLMC PASS THRU 30YR #36-0059 313401K42 -- $10.50 4/1/2019 323 $101.39 USD GOVT GOVT GOVT
0.00% $1991.81 Mortgage Pass Thru FHLMC PASS THRU 30YR #36-0061 313401K67 -- $10.50 5/1/2019 1,931 $103.13 USD GOVT GOVT GOVT
0.00% $39.55 Mortgage Pass Thru FHLMC PASS THRU 30YR #36-0065 313401P96 -- $10.50 7/1/2019 39 $101.26 USD GOVT GOVT GOVT
0.00% $542.40 Mortgage Pass Thru FHLMC PASS THRU 30YR #53-1016 31347NDV5 -- $10.50 8/1/2019 536 $101.25 USD GOVT GOVT GOVT
0.00% $3803.65 Mortgage Pass Thru FHLMC PASS THRU 30YR #53-1636 31347NY91 -- $10.50 2/1/2019 3,764 $101.05 USD GOVT GOVT GOVT
0.00% $191.57 Mortgage Pass Thru FHLMC PASS THRU 30YR #53-4209 31347RVA2 -- $10.50 5/1/2019 191 $100.48 USD GOVT GOVT GOVT
0.00% $1527.02 Mortgage Pass Thru FHLMC PASS THRU 30YR #53-5718 31347TK77 -- $11.00 6/1/2019 1,519 $100.51 USD GOVT GOVT GOVT
0.00% $87.70 Mortgage Pass Thru FHLMC PASS THRU 30YR #53-8342 31347WHT6 -- $11.00 1/1/2020 87 $101.07 USD GOVT GOVT GOVT
0.00% $4686.65 Mortgage Pass Thru FHLMC PASS THRU 30YR #54-5187 31354BXQ0 -- $10.50 12/1/2019 4,661 $100.56 USD GOVT GOVT GOVT
0.00% $230.38 Mortgage Pass Thru FHLMC PASS THRU 30YR #54-5402 31354CAB6 -- $11.00 11/1/2019 229 $100.51 USD GOVT GOVT GOVT
0.00% $3659.22 Mortgage Pass Thru FHLMC PASS THRU 30YR #54-6130 31354CY38 -- $11.00 5/1/2020 3,614 $101.25 USD GOVT GOVT GOVT
0.00% $367.92 Mortgage Pass Thru FHLMC PASS THRU 30YR #54-9859 31354G5U1 -- $11.00 9/1/2020 364 $101.01 USD GOVT GOVT GOVT
0.00% $3161.43 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-4922 31290KPF0 -- $10.50 12/1/2020 3,123 $101.22 USD GOVT GOVT GOVT
0.00% $449.17 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5056 31290KTM1 -- $11.00 9/1/2020 445 $101.04 USD GOVT GOVT GOVT
0.00% $69.23 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5120 31290KVM8 -- $11.00 10/1/2020 69 $101.05 USD GOVT GOVT GOVT
0.00% $3.13 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5136 31290KV55 -- $11.00 1/1/2021 3 $101.10 USD GOVT GOVT GOVT
0.00% $6.40 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5167 31290KW47 -- $11.00 9/1/2020 6 $101.01 USD GOVT GOVT GOVT
0.00% $0.71 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5230 31290KY37 -- $10.50 8/1/2019 1 $101.21 USD GOVT GOVT GOVT
0.00% $1020.98 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5237 31290KZA0 -- $11.00 9/1/2020 1,011 $101.02 USD GOVT GOVT GOVT
0.00% $17.69 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5322 31290K4F3 -- $10.50 5/1/2020 17 $101.20 USD GOVT GOVT GOVT
0.00% $2535.20 Mortgage Pass Thru FNMA PASS THRU 15YR #254761 31371K5W7 -- $5.50 6/1/2018 2,530 $100.22 USD GOVT GOVT GOVT
0.00% $776.47 Mortgage Pass Thru FNMA PASS THRU 15YR #745179 31403C2L4 -- $5.00 4/1/2019 763 $101.81 USD GOVT GOVT GOVT
0.00% $4439.96 Mortgage Pass Thru FNMA PASS THRU 15YR #785242 31405CLX5 -- $5.50 6/1/2019 4,396 $101.01 USD GOVT GOVT GOVT
0.00% $5268.22 Mortgage Pass Thru FNMA PASS THRU 15YR #790638 31405JLT9 -- $5.00 9/1/2019 5,174 $101.82 USD GOVT GOVT GOVT
0.00% $3753.89 Mortgage Pass Thru FNMA PASS THRU 20YR #254000 31371KDD0 -- $6.50 9/1/2021 3,365 $111.56 USD GOVT GOVT GOVT
0.00% $5619.73 Mortgage Pass Thru FNMA PASS THRU 20YR #632610 31389QYF9 -- $6.50 2/1/2022 5,037 $111.57 USD GOVT GOVT GOVT
0.00% $989.63 Mortgage Pass Thru FNMA PASS THRU 30YR #452968 31380XFH0 -- $5.50 12/1/2028 978 $101.22 USD GOVT GOVT GOVT
0.00% $3302.51 Mortgage Pass Thru FNMA PASS THRU 30YR #499703 31383DDG5 -- $6.00 5/1/2029 3,175 $104.02 USD GOVT GOVT GOVT
0.00% $4581.81 Mortgage Pass Thru FNMA PASS THRU 30YR #616215 31388VSC3 -- $5.50 12/1/2031 4,577 $100.13 USD GOVT GOVT GOVT
0.00% $4447.56 Mortgage Pass Thru FNMA PASS THRU 30YR #723686 31402A6X9 -- $5.00 8/1/2033 4,428 $100.50 USD GOVT GOVT GOVT
0.00% $3791.36 Mortgage Pass Thru FNMA PASS THRU MTG IO #256526 31371M4K0 -- $6.00 12/1/2036 3,598 $105.37 USD GOVT GOVT GOVT
0.00% $2833.40 Mortgage Pass Thru FNMA PASS THRU MTG IO #256860 31371NJD8 -- $6.50 8/1/2037 2,588 $109.51 USD GOVT GOVT GOVT
0.00% $144.44 Mortgage Pass Thru FNMA PASS THRU MTG IO #899432 31410WHH4 -- $6.00 5/1/2037 140 $103.14 USD GOVT GOVT GOVT
0.00% $2045.31 Mortgage Pass Thru FNMA PASS THRU MTG IO #933032 31412SA96 -- $6.00 10/1/2037 1,960 $104.33 USD GOVT GOVT GOVT
0.00% $5063.35 Mortgage Pass Thru FNMA PASS THRU MTG IO #944066 31413FJK9 -- $6.50 7/1/2037 4,736 $106.91 USD GOVT GOVT GOVT
0.00% $1698.67 Mortgage Pass Thru FNMA PRE-PAY PENALTY #254670 31371K2B6 -- $5.50 2/1/2033 1,598 $106.31 USD GOVT GOVT GOVT
0.00% -- Mortgage Pass Thru FNMA TBA 4.0% APR 30YR 01F040644 -- $4.00 4/12/2048 0 $102.31 USD NR NR NR
0.00% -- Mortgage Pass Thru FNMA TBA 4.0% MAR 30YR 01F040636 -- $4.00 3/13/2048 0 $102.48 USD NR NR NR
0.00% $7681.49 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4796M 36202FKH8 -- $4.50 9/20/2040 7,456 $103.07 USD GOVT GOVT GOVT
0.00% $4337.34 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #2076M 36202CJV6 -- $6.50 9/20/2025 4,127 $105.08 USD GOVT GOVT GOVT
0.00% $4185.59 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #412608X 36206JKV5 -- $7.00 5/15/2026 3,907 $107.12 USD GOVT GOVT GOVT
0.00% $4174.92 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #780058X 36225AB33 -- $7.00 1/15/2025 3,852 $108.37 USD GOVT GOVT GOVT
0.00% $5916.02 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #780742X 36225AZF0 -- $7.00 9/15/2024 5,412 $109.31 USD GOVT GOVT GOVT
0.00% $5123.37 Collateralized Mtge Obligation SEMT 2003-2 A1 1MLIBOR + 33BP 81743PAP1 -- $2.22 6/20/2033 5,087 $100.72 USD AA NR NR
0.00% $4749.35 Collateralized Mtge Obligation WAMU 2003-AR5 A7 ARM WM33 WC 4.9155 929227R65 -- $3.07 6/25/2033 4,691 $101.25 USD A+ Baa1 AA
0.00% $4915.85 Collateralized Mtge Obligation WFMBS 2005-AR11 1A1 WM33 WC4.8745 ARM 94982RAA3 -- $3.67 6/25/2035 4,860 $101.16 USD BB+ Ba3 NR
-0.01% $-12910.88 IRS Swaption IRO USD 5Y P 2.90000 M 03/14/18 -- -- $0.00 3/14/2018 -13,700,000 $0.09 USD NR NR NR
-0.03% $-41736.62 Forward Rate Agreement FRA USD R 1.945000 3ML CME -- -- $1.95 9/19/2018 59,800,000 $-0.07 USD NR NR NR
-0.03% $-39606.09 Forward Rate Agreement FRA USD R 2.130005 3ML CME -- -- $2.13 9/19/2018 168,200,000 $-0.02 USD NR NR NR
-0.07% $-115204.34 Forward Rate Agreement FRA USD R 1.890000 3ML CME -- -- $1.89 9/19/2018 137,900,000 $-0.08 USD NR NR NR
-0.08% $-129987.96 Forward Rate Agreement FRA USD R 1.910000 3ML CME -- -- $1.91 9/19/2018 165,500,000 $-0.08 USD NR NR NR
-0.49% $-8494.94 Currency NEW ZEALAND DOLLAR NZD/USD -- $0.00 5/15/2018 -1,028,000 $1.35 NZD NR NR NR
-0.62% $-967578.13 Mortgage Pass Thru FNMA TBA 3.0% MAR 30YR 01F030637 -- $3.00 3/13/2048 -1,000,000 $96.80 USD NR NR NR
-0.96% $33167.84 Currency AUSTRALIAN DOLLARS AUD/USD -- $0.00 3/2/2018 -1,885,000 $1.26 AUD NR NR NR
-0.98% $-4283.25 Currency EUR - USD EUR/USD -- $0.00 3/2/2018 -1,228,000 $0.81 EUR NR NR NR
-1.51% $-58787.92 Currency JAPANESE YEN JPY/USD -- $0.00 3/2/2018 -249,900,000 $106.26 JPY NR NR NR
-1.91% $-4156.25 Future FIN FUT US ULTRA 30YR CBT 03/20/18 WNH8 -- $6.00 3/21/2018 -19 $156.47 USD NR NR NR
-1.93% $-210159.60 Credit Default Swap CDX HY29 5Y -- -- $5.00 12/20/2022 2,800,000 $-7.45 USD NR NR NR
-1.97% $-3064337.88 Government U S TREASURY NOTE 9128283U2 -- $2.38 1/31/2023 -3,100,000 $98.85 USD GOVT GOVT GOVT
-1.99% $46094.51 Currency CANADIAN DOLLAR CAD/USD -- $0.00 3/2/2018 -3,883,000 $1.26 CAD NR NR NR
-3.89% $-4554.82 Future FIN FUT US 5YR CBT 03/29/18 FVH8 -- $6.00 3/30/2018 -53 $114.30 USD NR NR NR
-7.89% $-12750.00 Future FIN FUT US 10YR CBT 03/20/18 TYH8 -- $6.00 3/21/2018 -102 $120.58 USD NR NR NR
-10.49% $-348848.00 Credit Default Swap CDX IG29 5Y -- -- $1.00 12/20/2022 16,000,000 $-2.16 USD NR NR NR
-38.35% $20010.94 Interest Rate Swap - Payer OIS USD FEDL01/1.72375 06/20/18 CME -- -- $1.72 9/19/2018 -59,800,000 $-0.03 USD NR NR NR
-48.63% $-11700.00 Future FIN FUT EURO$ CME (RED) 12/16/19 EDZ9 -- $0.00 12/17/2019 -312 -- USD NR NR NR
-88.42% $62963.80 Interest Rate Swap - Payer OIS USD FEDL01/1.675 06/20/18 CME -- -- $1.68 9/19/2018 -137,900,000 $-0.04 USD NR NR NR
-106.13% $66767.44 Interest Rate Swap - Payer OIS USD FEDL01/1.69625 06/20/18 CME -- -- $1.70 9/19/2018 -165,500,000 $-0.04 USD NR NR NR
-107.88% $30137.06 Interest Rate Swap - Payer OIS USD FEDL01/1.78589 06/20/18 CME -- -- $1.79 9/19/2018 -168,200,000 $-0.02 USD NR NR NR
-33.11% -- Other net assets (liabilities)1 -- -- -- -- -- -- Not Rated Not Rated Not Rated
1 Includes, but is not limited to, unsettled activity from creation/redemption transactions and portfolio security trades and accrued interest. It does not include the accrual of annual fund operating expenses after expense reimbursements.

The adjusted shares outstanding is 1,560,000. This includes any changes in shares outstanding due to creations or redemptions on the previous business day.

Legend:
% of Net Assets: Exposure in percentage terms relative to the net assets of the Fund for each position. For non-derivative holdings, market value of the Fund's holdings. For derivative positions excluding options, notional exposure of the position. For options, daily gain or loss of the position.
$ Market Value: For non-derivative holdings, market value of the Fund's positions in U.S. dollars. For derivative positions, daily gain or loss of the position or change in variation margin.
Description: Summary description of the position. For cleared swaps and listed options, this will include exchange or clearing information. For options, this includes the strike price. For total return swaps, this includes the initial levels for total return swaps. For credit default swaps, interest rate swaps and swaptions, this includes information on the underlying exposure such as tenor or currency.
Identifier: Unique identifier for the position which may be a CUSIP, ISIN, Sedol, exchange ticker, Markit RED code, or currency pair. Please note that certain positions such as OTC derivatives and some forwards may not have an identifier.
Underlying Identifier: Information on the underlying security or index referenced in a derivative contract.
Coupon Rate: Coupon rate of position. For credit default swaps or interest rate swaps, this is the rate for the fixed leg of the swap.
Maturity Date: Maturity date or expirary of the position.
Par Value/Quantity: For bonds this provides par value. For options and futures, this provides number of contracts. For credit default swaps, interest rate swaps and swaptions, this provides the amount of exposure. For total return swaps, this provides the number of units of the swap, which can be multiplied by the initial level or price to determine the amount of exposure.
Security Price: The price of the position as of the previous close. For credit default swaps, this price is the points up-front, priced in percentage of par. For options and futures, this is the price per contract. For currency pairs, this is the exchange rate. For total return swaps, this is the price or index level of the underlying security or index. For interest rate swaps and swaptions, this is the premium, quoted in percentage terms of the amount of exposure.
Currency: The currency of the position. Please note that Par Value is provided in the specified currency.
Credit quality: Ratings for each issue are obtained using ratings from Standard & Poor's (S&P), Moody's Investors Service, Fitch Ratings or other rating services. In the fund holdings, the credit rating for other net assets (liabilities) appears as "NL", not rated securities are indicated as "NR" and U.S. Treasury, U.S. Agency, U.S. Agency mortgage-backed securities and other Sovereign (foreign or domestic) securities appear under "GOVT". The credit quality of a particular security or group of securities does not ensure the stability or safety of the overall portfolio.