As of 9/19/2019
% 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
33.84% $52185.21 Future FIN FUT US 2YR CBT 12/31/19 TUZ9 -- $6.00 1/1/2020 642 $107.60 USD NR NR NR
5.94% $24256476.74 Mortgage Pass Thru FNMA TBA 4.0% NOV 30YR 01F0406B8 -- $4.00 11/13/2049 23,400,000 $103.60 USD NR NR NR
3.63% $14800000.00 Repo REPO -- -- $1.95 9/20/2019 14,800,000 $100.00 USD NR NR NR
2.67% $10919023.03 Mortgage Pass Thru FNMA TBA 3.0% NOV 30YR 01F0306B9 -- $3.00 11/13/2049 10,800,000 $100.94 USD NR NR NR
1.98% $8090710.98 Mortgage Pass Thru FNMA TBA 3.5% NOV 30YR 01F0326B5 -- $3.50 11/13/2049 7,900,000 $102.33 USD NR NR NR
1.92% $-180473.84 Currency JAPANESE YEN JPY/USD -- $0.00 10/2/2019 845,300,000 $107.92 JPY NR NR NR
1.54% $-24120.00 Total Return Swap - RECEIVE TRS R FEDL01+spread @0.125 TII -- $0.00 10/22/2019 6,300,000 $-0.38 USD NR NR NR
1.20% $4897128.89 Government U S TREASURY NOTE 9128287F1 -- $1.75 7/31/2021 4,900,000 $99.93 USD GOVT GOVT GOVT
1.16% $4743886.23 Corporate DAIMLER FINANCE NA LLC SR UNSEC 144A 233851DA9 -- $2.61 2/12/2021 4,750,000 $99.87 USD A A2 A-
1.05% $4299679.65 Commercial Paper ENERGY TRANSFER PART LP 4(2) DISC NT* 29277FWL1 -- $0.00 9/20/2019 4,300,000 $99.99 USD A3 (Short Term) P3 (Short Term) F3 (Short Term)
1.03% $4199687.10 Commercial Paper KINDER MORGAN INC DISC NT* 4(2) 49455MWL8 -- $0.00 9/20/2019 4,200,000 $99.99 USD A2 (Short Term) P2 (Short Term) F2 (Short Term)
0.98% $3985293.41 Mortgage Pass Thru FNMA PASS THRU 30YR #ZT1951 3132AEEY8 -- $3.50 5/1/2049 3,891,636 $102.32 USD GOVT GOVT GOVT
0.94% $3830887.50 Corporate ROCKIES EXPRESS PIPELINE NT 144A 77340RAK3 -- $5.63 4/15/2020 3,765,000 $101.75 USD BBB- Ba1 BBB-
0.87% $3571815.17 Corporate BARCLAYS PLC SR UNSEC 06738EAR6 -- $4.29 8/10/2021 3,500,000 $102.05 USD BBB Baa3 A
0.86% $4687.50 Future FIN FUT US ULTRA 10YR CBT 12/19/19 UXYZ9 -- $6.00 12/20/2019 25 $141.23 USD NR NR NR
0.86% $3496158.89 Corporate HARLEY-DAVIDSON FINL SER SR UNSEC 144A 41283LAN5 -- $2.40 6/15/2020 3,500,000 $99.89 USD BBB+ Baa1 A
0.82% $3366396.00 Corporate AOZORA BANK SR UNSEC XS1873220658 -- $3.81 9/7/2021 3,300,000 $102.01 USD A- NR NR
0.82% $3332500.00 Corporate SPRINT CORP SR UNSEC 85207UAE5 -- $7.25 9/15/2021 3,100,000 $107.63 USD B B3 B+
0.81% $3289965.33 Corporate EDISON INTERNATIONAL SR UNSEC 281020AK3 -- $2.13 4/15/2020 3,300,000 $99.67 USD BBB- Baa3 BBB-
0.78% $3177056.39 Corporate CK HUTCHISON INTL 19 LTD SR UNSEC 144A 12564CAA4 -- $3.25 4/11/2024 3,100,000 $102.41 USD A A2 A-
0.75% $3056010.78 Corporate BACARDI LTD NT 144A 067316AC3 -- $4.50 1/15/2021 3,000,000 $101.86 USD BBB- Ba1 BBB-
0.74% $3039143.58 Corporate BANCO SANTANDER CHILE SR UNSEC EMTN XS1521641222 -- $3.34 11/28/2021 3,000,000 $101.30 USD A NR A
0.74% $3028203.42 Corporate CITIBANK NA SR UNSEC 17325FAY4 -- $2.84 5/20/2022 3,000,000 $100.94 USD A+ Aa3 A+
0.74% $3004000.00 Corporate TEVA PHARMACEUTICALS NE SR UNSEC 88167AAC5 -- $2.20 7/21/2021 3,200,000 $93.36 USD BB Ba2 BB-
0.73% $2995758.30 Corporate EQT CORP SR UNSEC 26884LAD1 -- $3.09 10/1/2020 3,000,000 $99.86 USD BBB- Baa3 BBB-
0.73% $2985686.94 Corporate SHENHUA OVERSEAS CAPITAL REGS SR UNSEC XS1165128239 -- $3.13 1/20/2020 2,985,000 $100.02 USD A A2 A+
0.73% $2999570.40 Corporate STANDARD CHARTERED PLC SR UNSEC 144A 853254BQ2 -- $2.74 9/10/2022 3,000,000 $99.99 USD BBB+ A2 A
0.73% $2986230.48 Government U S TREASURY NOTE 912828YC8 -- $1.50 8/31/2021 3,000,000 $99.54 USD GOVT GOVT GOVT
0.72% $2941680.00 Corporate AVOLON HOLDINGS SR UNSEC 144A 70014LAA8 -- $5.25 8/15/2022 2,800,000 $105.06 USD BBB- Baa3 BBB-
0.71% $2894545.16 Corporate LEAR CORP SR UNSEC 521865AX3 -- $5.25 1/15/2025 2,800,000 $103.37 USD BBB- Baa2 NR
0.71% $2915668.15 Corporate OCCIDENTAL PETROLEUM COR SR UNSEC 674599CQ6 -- $3.64 8/15/2022 2,900,000 $100.54 USD BBB Baa3 BBB+
0.70% $2838045.89 Corporate ROYAL BK SCOTLND GRP PLC SRUNSEC 780097BF7 -- $3.63 5/15/2023 2,830,000 $100.28 USD BBB Baa2 A
0.69% $2826755.31 Corporate AVIATION CAPITAL GROUP SR UNSEC 144A 05367AAJ2 -- $2.88 1/20/2022 2,820,000 $100.21 USD A- NR BBB+
0.69% $2828501.98 Corporate MYLAN NV SR UNSEC 62854AAM6 -- $3.15 6/15/2021 2,800,000 $101.01 USD BBB- Baa3 BBB-
0.64% $2610739.85 Corporate BAT CAPITAL CORP SR UNSEC 05526DAX3 -- $3.04 8/15/2022 2,600,000 $100.41 USD BBB+ Baa2 BBB
0.63% $2565625.00 Corporate NAVIENT CORP 78442FEJ3 -- $8.00 3/25/2020 2,500,000 $102.63 USD B+ Ba3 BB
0.62% $2520882.08 Corporate ATHENE GLOBAL FUNDING SEC 144A 04685A2F7 -- $3.56 7/1/2022 2,500,000 $100.84 USD A NR A
0.62% $2527608.95 Corporate MIZUHO FINANCIAL GROUP SR UNSEC 60687YAF6 -- $3.27 9/13/2021 2,500,000 $101.10 USD A- A1 NR
0.62% $2547169.68 Corporate SABMILLER HOLDINGS INC CO GTD 144A 78573AAA8 -- $3.75 1/15/2022 2,500,000 $101.86 USD NR NR BBB
0.61% $2504996.48 Corporate DANSKE BANK A/S SR NON-PREF 144A 23636AAU5 -- $3.00 9/20/2022 2,500,000 $100.27 USD BBB+ Baa2 A
0.61% $2496817.75 Collateralized Mtge Obligation LMAT 2019-GS6 A1 144A 52474VAA7 -- $3.00 6/25/2059 2,500,000 $99.87 USD NR NR NR
0.61% $2506989.31 Collateralized Mtge Obligation PFP 2019-5 A 1MLIB+97BP 144A 69346TAA2 -- $3.00 4/14/2036 2,499,769 $100.29 USD NR Aaa NR
0.61% $2497138.48 Corporate SEMPRA ENERGY SR UNSEC 816851BD0 -- $2.80 1/15/2021 2,500,000 $99.89 USD BBB+ Baa1 BBB+
0.61% $2495561.05 Corporate SMITHFIELD FOODS INC SR UNSEC 144A 832248AX6 -- $2.70 1/31/2020 2,500,000 $99.82 USD BBB- Ba1 BBB
0.61% $2482090.69 Corporate ZF NA CAPITAL SR UNSEC REGS USU98737AA47 -- $4.00 4/29/2020 2,463,000 $100.66 USD BBB- Baa3 NR
0.57% $2323663.83 Corporate VODAFONE GROUP PLC SR UNSEC 92857WBN9 -- $3.31 1/16/2024 2,300,000 $101.03 USD BBB Baa2 BBB
0.55% $2245812.84 Collateralized Mtge Obligation LAN 2019-1A 1A1 3MLIB+77BP 144A 513770BB2 -- $2.90 12/22/2069 2,240,000 $100.26 USD AAA Aaa AAA
0.53% $2179934.04 Commercial Paper FORD MOTOR CREDIT CO 4(2) DISC NT* 3454G0AM0 -- $0.00 1/21/2020 2,200,000 $99.09 USD A2 (Short Term) NP (Short Term) F2 (Short Term)
0.52% $2107600.70 Corporate SYNGENTA FINANCE NV SR UNSEC 144A 87164KAD6 -- $3.70 4/24/2020 2,100,000 $100.36 USD BBB- Ba2 BBB
0.52% $2124114.60 Corporate WABTEC SR UNSEC 960386AN0 -- $4.40 3/15/2024 2,000,000 $106.13 USD BBB Ba1 BBB-
0.51% $2085094.00 Industrials GENERAL ELECTRIC CO PFD JRSUB -- -- $0.00 -- 2,200,000 $94.78 USD BBB- Baa3 BBB-
0.51% $2091971.95 Corporate NXP BV/NXP FUNDING LLC SR UNSEC 144A 62947QAT5 -- $4.63 6/15/2022 2,000,000 $104.57 USD BBB- Baa3 BBB-
0.50% $2039400.00 Corporate AT&T INC SR UNSEC FRN 00206RGD8 -- $3.31 6/12/2024 2,000,000 $102.09 USD BBB Baa2 A-
0.50% $2038987.16 Corporate HSBC HOLDINGS PLC SR UNSEC 404280BG3 -- $3.79 1/5/2022 2,000,000 $101.95 USD A A2 AA-
0.50% $2048205.02 Corporate RECKSON OPERATING PRTSHP GLBL SR UNSEC 75625AAB0 -- $7.75 3/15/2020 2,000,000 $102.41 USD BBB- Baa3 BBB
0.49% $2001846.00 Corporate ADCB FINANCE CAYMAN LTD XS1199968998 -- $2.63 3/10/2020 2,000,000 $100.09 USD A NR A+
0.49% $2013147.40 Corporate BROADCOM CRP / CAYMN FI SR UNSEC 11134LAD1 -- $3.00 1/15/2022 2,000,000 $100.63 USD BBB- Baa3 BBB-
0.49% $1998646.80 Collateralized Mtge Obligation CLNS 2017-IKPR A 1MLIB+80BP 144A 125639AA2 -- $2.85 6/11/2032 2,000,000 $99.93 USD AAA NR NR
0.49% $1998582.54 Corporate FORD MOTOR CREDIT CO LLC SR UNSEC 345397YE7 -- $2.68 1/9/2020 2,000,000 $99.93 USD BBB Ba1 BBB
0.49% $2012652.24 Corporate HSBC HOLDINGS PLC SR UNSEC 404280BR9 -- $3.12 5/18/2024 2,000,000 $100.63 USD A A2 AA-
0.49% $2000000.00 Collateralized Mtge Obligation JPMCC 2019-FL12 A 1MLIB+145BP 144A US46651QAA58 -- $3.60 12/15/2031 2,000,000 -- USD A- NR NR
0.49% $2020404.04 Corporate LAS VEGAS SANDS CORP SR UNSEC 517834AE7 -- $3.50 8/18/2026 2,000,000 $100.89 USD BBB- Baa3 BBB-
0.49% $2001516.00 Corporate LLOYDS BANKING GROUP PLC SR UNSEC 53944YAK9 -- $2.86 3/17/2023 2,000,000 $100.10 USD BBB+ A3 A+
0.49% $2009994.58 Corporate MITSUBISHI UFJ FIN GRP SR UNSEC 606822AZ7 -- $3.13 7/26/2023 2,000,000 $100.50 USD A- A1 A
0.49% $2007492.94 Corporate QNB FINANCE LTD FRN XS1985100509 -- $3.27 5/2/2022 2,000,000 $100.37 USD A Aa3 A+
0.49% $2002440.36 Corporate TESORO LOGISTICS LP/CORP SR UNSEC 88160QAK9 -- $5.50 10/15/2019 2,000,000 $100.12 USD BBB Baa3 BBB
0.48% $1941143.48 Collateralized Mtge Obligation SAIL 2004-8 A1 1MLIB+55BP 86358ELK0 -- $2.70 9/25/2034 1,980,467 $98.01 USD AAA Aaa A
0.47% $1900368.57 Collateralized Mtge Obligation BSSLT 2007-SV1A M2 1MLIB+135BP 144A 07401UAD5 -- $3.50 1/25/2036 1,894,503 $100.32 USD NR B3 NR
0.47% $1905996.09 Collateralized Mtge Obligation VMC 2018-FL2 A 1MLIB+92BP 144A 91832YAA6 -- $2.94 10/15/2035 1,905,616 $100.02 USD NR Aaa AAA
0.45% $1841884.69 Corporate AERCAP IRELAND CAP LTD/A SR UNSEC 00772BAQ4 -- $4.63 10/30/2020 1,800,000 $102.32 USD BBB- Baa3 BBB-
0.45% $1834926.49 Corporate BAYER US FINANCE LLC UNSEC 144A 07274EAD5 -- $2.38 10/8/2019 1,835,000 $100.00 USD BBB Baa1 BBB+
0.45% $1843448.72 Corporate MICRON TECHNOLOGY INC SR UNSEC 595112BP7 -- $4.19 2/15/2027 1,800,000 $102.28 USD BB+ Baa3 BBB-
0.45% $1847976.78 Corporate WOODSIDE FINANCE LTD CO GTD 144A 980236AL7 -- $4.60 5/10/2021 1,800,000 $102.66 USD BBB+ Baa1 BBB+
0.44% $1796291.18 Collateralized Mtge Obligation FFML 2006-FF5 2A3 1MLIB+16 32027EAE1 -- $2.31 4/25/2036 1,838,288 $97.72 USD CCC Baa3 CCC
0.44% $1811246.27 Corporate FIRST ABU DHABI BANK PJS SR UNSEC XS1970468051 -- $3.27 4/16/2022 1,800,000 $100.62 USD AA- Aa3 AA-
0.43% $1748714.40 Corporate EMC CORP GLBL SR UNSEC 268648AQ5 -- $2.65 6/1/2020 1,750,000 $99.92 USD BB- Ba2 BB
0.43% $1741904.10 Corporate NXP BV/NXP FUNDING LLC SR UNSEC 144A 62947QAU2 -- $4.13 6/1/2021 1,700,000 $102.46 USD BBB- Baa3 BBB-
0.43% $1754535.59 Corporate SABINE PASS LIQUEFACTION 785592AE6 -- $5.63 2/1/2021 1,700,000 $103.21 USD BBB- Baa3 BBB-
0.43% $1740731.05 Corporate UBS GROUP FUNDING SWITZE SR UNSEC REGS USG91703AL55 -- $3.78 2/1/2022 1,700,000 $102.38 USD A- A3 A+
0.43% $1754460.66 Corporate VOLKSWAGEN GROUP AMERICA SR UNSEC 144A 928668AP7 -- $4.00 11/12/2021 1,700,000 $103.09 USD BBB+ A3 NR
0.42% $1706590.87 Corporate IMPERIAL BRANDS FIN PLC SR UNSEC 144A 45262BAA1 -- $3.13 7/26/2024 1,700,000 $100.31 USD BBB Baa3 BBB
0.42% $1707958.02 Corporate SYNCHRONY FINANCIAL SR UNSEC 87165BAQ6 -- $2.85 7/25/2022 1,700,000 $100.43 USD BBB- NR BBB-
0.41% $1675775.00 Corporate NISSAN MOTOR ACCEPTANCE SR UNSEC 144A 654740BA6 -- $2.95 7/13/2022 1,680,000 $99.75 USD A- A3 NR
0.40% $1628527.14 Corporate NATIONWIDE BLDG SOCIETY SRNPFD 144A 63861VAD9 -- $3.62 4/26/2023 1,600,000 $101.75 USD BBB+ Baa1 A
0.40% $1627525.32 Collateralized Mtge Obligation SEMT 2007-3 1A1 1MLIB+20 81744MAA0 -- $2.37 7/20/2036 1,665,477 $97.72 USD B B1 NR
0.39% $1577421.62 Corporate CHARTER COMM OPT LLC/CAP 161175BB9 -- $4.46 7/23/2022 1,500,000 $105.18 USD BBB- Ba1 BBB-
0.39% $1596168.80 Corporate NISSAN MOTOR ACCEPTANCE SR UNSEC 144A 654740BB4 -- $2.15 9/28/2020 1,600,000 $99.75 USD A- A3 NR
0.39% $1600601.47 Collateralized Loan Obligation PSTAT 2019-2A A1 3MLIB+97BP 144A 69689PAA5 -- $3.49 4/20/2027 1,600,000 $100.04 USD NR NR AAA
0.39% $1601903.36 Corporate SBA TOWER TRUST 2015 1C 144A 78403DAJ9 -- $3.16 10/10/2045 1,600,000 $100.11 USD NR A2 A
0.38% $1559674.29 Collateralized Loan Obligation BBDC 2019-1A A1 3MLIB+102BP 144A 06761QAA6 -- $3.32 4/15/2027 1,559,731 $100.00 USD NR NR AAA
0.38% $1545857.87 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #AC4532 31417QBA1 -- $5.00 1/1/2034 1,474,263 $104.79 USD GOVT GOVT GOVT
0.38% $1532488.29 Corporate GENERAL MOTORS FINL CO SR UNSEC 37045XCU8 -- $3.55 7/8/2022 1,500,000 $101.87 USD BBB Baa3 BBB
0.38% $1550848.43 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #BK5879C 3617J6Q80 -- $4.50 11/20/2048 1,483,880 $104.48 USD GOVT GOVT GOVT
0.38% $1536686.06 Collateralized Mtge Obligation HMI 2018-2A A2 3MLIB+42BP 144A 43641NCA0 -- $2.72 10/15/2054 1,537,066 $99.98 USD AAA Aaa AAA
0.38% $1535895.00 Corporate ISRAEL ELECTRIC CORP LTD SR SEC REGS 46507NAB6 -- $9.38 1/28/2020 1,500,000 $102.39 USD BBB Baa2 NR
0.38% $1532231.34 Collateralized Mtge Obligation RASC 2005-KS5 M6 1MLIB+70BP 76110WX27 -- $3.20 6/25/2035 1,528,000 $100.28 USD BB Aa2 NR
0.38% $1556888.67 Corporate SMBC AVIATION CAPITAL FI SR UNSEC 144A 78448TAE2 -- $3.55 4/15/2024 1,500,000 $103.72 USD A- NR A-
0.37% $1508047.50 Corporate BOC AVIATION LTD SR UNSEC REGS 09681MAH1 -- $3.46 9/26/2023 1,500,000 $100.54 USD A- NR A-
0.37% $1500616.50 Collateralized Mtge Obligation BSABS 2005-AQ2 M1 1MLIB+49BP **DEF** 0738792V9 -- $2.64 9/25/2035 1,500,000 $100.04 USD D B1 NR
0.37% $1504603.77 Corporate CANTOR FITZGERALD LP BD 144A 138616AA5 -- $7.88 10/15/2019 1,500,000 $100.31 USD BBB- NR BBB-
0.37% $1507885.31 Corporate CVS HEALTH CORP SR UNSEC 126650DD9 -- $2.82 3/9/2021 1,500,000 $100.53 USD BBB Baa2 NR
0.37% $1515606.71 Corporate ING GROEP NV SR UNSEC 456837AJ2 -- $3.48 3/29/2022 1,500,000 $101.04 USD A- Baa1 A+
0.37% $1514785.43 Corporate KOMATSU FINANCE AMERICA XS1678456226 -- $2.12 9/11/2020 1,520,000 $99.66 USD NR A2 NR
0.37% $1500055.17 Corporate NEXTERA ENERGY CAPITAL SR UNSEC 65339KBA7 -- $2.69 8/28/2021 1,500,000 $100.00 USD BBB+ Baa1 A-
0.37% $1500179.46 Collateralized Loan Obligation OCTR 2016-6A AR 3MLIB+115BP 144A 67515UAQ3 -- $3.45 7/15/2028 1,500,000 $100.01 USD NR Aaa AAA
0.37% $1514725.76 Corporate PLAINS ALL AMER PIPELINE CO GTD 72650RAW2 -- $5.75 1/15/2020 1,500,000 $100.98 USD BBB- Ba1 BBB-
0.37% $1500012.06 Corporate SINOPEC GRP OVERSEA 2015 SR UNSEC 82938BAB6 -- $2.50 4/28/2020 1,500,000 $100.01 USD A+ A1 NR
0.37% $1506335.93 Corporate VOLKSWAGEN GROUP AMERICA SR UNSEC 144A 928668AV4 -- $2.95 11/13/2020 1,500,000 $100.42 USD BBB+ A3 NR
0.37% $1502015.46 Collateralized Loan Obligation ZAIS1 2014-1A A1AR 3MLIB+115BP 144A 98886MBA1 -- $3.45 4/15/2028 1,500,000 $100.13 USD AAA NR NR
0.36% $1452262.11 Mortgage Pass Thru FHLMC GOLD 30YR #N3-9008 31320LAH4 -- $5.50 9/1/2038 1,327,243 $109.45 USD GOVT GOVT GOVT
0.36% $1486191.80 Corporate FORTUNE BRANDS HOME & SE SR UNSEC 34964CAB2 -- $3.00 6/15/2020 1,480,000 $100.42 USD BBB+ Baa3 BBB
0.36% $1469656.15 Corporate ICICI BANK LTD/DUBAI SR UNSEC XS1274011102 -- $3.13 8/12/2020 1,465,000 $100.32 USD BBB- Baa3 NR
0.36% $1488366.33 Collateralized Mtge Obligation SASC 2006-EQ1A A1 1MLIB+13.50BP 144A 86360RAA1 -- $2.28 7/25/2036 1,515,369 $98.22 USD B+ A1 NR
0.35% $1432552.49 Corporate AIR LEASE CORP SR UNSEC 00912XBE3 -- $3.50 1/15/2022 1,400,000 $102.33 USD BBB NR BBB
0.34% $1408039.79 Corporate CONTINENTAL AIR EETC 07-1-A 21079NAA9 -- $5.98 10/19/2023 1,332,992 $105.63 USD A- Baa1 NR
0.34% $1367619.36 Corporate DANSKE BANK A/S SR UNSEC 144A 23636AAQ4 -- $3.19 9/12/2023 1,400,000 $97.69 USD BBB+ Baa2 A
0.34% $1400750.00 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAK5 -- $6.13 5/15/2022 1,300,000 $107.75 USD BB- Ba3 NR
0.34% $1395859.05 Collateralized Mtge Obligation WFRBS 2011-C4 AFL 1MLIB+145BP 144A 92936CAG4 -- $3.47 6/15/2044 1,383,910 $100.86 USD NR Aaa AAA
0.32% $1305607.34 Corporate AIR LEASE CORP SR UNSEC 00912XAX2 -- $2.75 1/15/2023 1,300,000 $100.42 USD BBB NR BBB
0.32% $1302390.73 Corporate STATE BANK INDIA/LONDON SR UNSEC XS1589358644 -- $3.25 4/6/2020 1,300,000 $100.18 USD BBB- Baa2 BBB-
0.32% $1286202.34 Government U S TREASURY INFLATE PROT BD 912828Y38 -- $0.75 7/15/2028 1,225,750 $104.84 USD GOVT GOVT GOVT
0.31% $1270705.56 Corporate AIRCASTLE LTD SR UNSEC 00928QAN1 -- $5.50 2/15/2022 1,200,000 $105.86 USD BBB- Baa3 BBB-
0.31% $1281774.22 Mortgage Pass Thru FNMA PASS THRU MTG IO #AE0287 31419AJ99 -- $5.50 2/1/2038 1,170,208 $109.48 USD GOVT GOVT GOVT
0.31% $1275573.90 Corporate SPIRIT AEROSYSTEMS INC SR UNSEC 85205TAH3 -- $2.92 6/15/2021 1,276,000 $99.97 USD BBB- Baa3 NR
0.30% $1221362.05 Corporate EQUIFAX INC SR UNSEC 294429AM7 -- $3.60 8/15/2021 1,200,000 $101.78 USD BBB Baa1 NR
0.30% $1232737.17 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #AW1120 3138XQG62 -- $5.00 11/1/2034 1,153,059 $106.84 USD GOVT GOVT GOVT
0.30% $1214660.10 Corporate HYUNDAI CAPITAL AMERICA SR UNSEC REGS 44891CAS2 -- $3.45 3/12/2021 1,200,000 $101.24 USD BBB+ Baa1 NR
0.30% $1217120.40 Corporate LLOYDS BANK PLC CO GTD SUB 144A 53947NAA2 -- $6.50 9/14/2020 1,175,000 $103.58 USD BBB Baa1 A-
0.30% $1210671.81 Asset Backed Securities SMB 2015-B A2A 144A 78448QAB4 -- $2.98 7/15/2027 1,201,777 $100.72 USD AAA Aaa NR
0.30% $1228418.50 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAJ8 -- $8.25 12/15/2020 1,150,000 $106.82 USD BB- Ba3 B
0.30% $1217488.24 Corporate SYNGENTA FINANCE NV SR UNSEC 144A 87164KAE4 -- $3.93 4/23/2021 1,200,000 $101.45 USD BBB- Ba2 BBB
0.29% $1199302.96 Corporate BROADCOM CRP / CAYMN FI SR UNSEC 11134LAB5 -- $2.38 1/15/2020 1,200,000 $99.94 USD BBB- Baa3 BBB-
0.29% $1166113.89 Corporate DELL INT LLC / EMC CORP SR SEC 144A 24703DAZ4 -- $4.90 10/1/2026 1,100,000 $105.88 USD BBB- Baa3 BBB-
0.29% $1200302.15 Corporate NISSAN MOTOR ACCEPTANCE SR UNSEC 144A 654740AY5 -- $2.69 7/13/2020 1,200,000 $100.03 USD A- A3 NR
0.28% $1123689.23 Corporate KANSAS CITY SOUTHERN SR UNSEC 485170AV6 -- $3.00 5/15/2023 1,100,000 $102.10 USD BBB Baa2 BBB
0.27% $1091441.18 Corporate AT&T INC SR UNSEC 00206RFY3 -- $3.07 2/15/2023 1,100,000 $99.22 USD BBB Baa2 A-
0.27% $1102752.04 Collateralized Mtge Obligation FFML 2004-FF6 M1 1MLIB+93BP 32027NKJ9 -- $3.08 7/25/2034 1,098,749 $100.36 USD BB Ba1 B
0.27% $1103364.44 Corporate GOLDMAN SACHS GROUP INC FRN SR UNSEC 38148YAB4 -- $3.04 10/31/2022 1,100,000 $100.31 USD BBB+ A3 A
0.27% $1121490.34 Financials JPMORGAN CHASE & CO JR SUB PFD 1 -- -- $0.00 -- 1,117,000 $100.40 USD BBB- Baa2 BBB
0.27% $1101665.98 Corporate JPMORGAN CHASE & CO SR UNSEC 46647PAT3 -- $2.76 6/18/2022 1,100,000 $100.15 USD A- A2 AA-
0.27% $1096039.13 Corporate PACIFIC NATIONAL FINANCE CO GTD 144A 04363UAD8 -- $6.00 4/7/2023 1,000,000 $109.54 USD BBB- Baa3 BBB-
0.27% $1110065.75 Corporate SMBC AVIATION CAPITAL FI SR UNSEC 144A 78448TAA0 -- $2.65 7/15/2021 1,110,000 $100.00 USD A- NR A-
0.27% $1102024.48 Collateralized Mtge Obligation XAN 2019-RSO7 A 1MLIB+100 144A 30069LAA6 -- $3.02 4/15/2036 1,099,718 $100.21 USD NR Aaa NR
0.26% $1043444.65 Corporate CIGNA CORP SR UNSEC 125523AF7 -- $3.75 7/15/2023 1,000,000 $104.38 USD A- Baa2 BBB
0.26% $1040977.61 Corporate DEUTSCHE TELEKOM INT FIN SR UNSEC 144A 25156PAU7 -- $1.95 9/19/2021 1,050,000 $99.14 USD BBB+ Baa1 BBB+
0.26% $1078945.82 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4670M 36202FFK7 -- $4.00 4/20/2040 1,068,293 $100.97 USD GOVT GOVT GOVT
0.26% $1051723.00 Corporate GOODMAN HK FINANCE SR UNSEC REGS XS1078750004 -- $4.38 6/19/2024 1,000,000 $105.17 USD BBB+ NR NR
0.26% $1043632.56 Collateralized Mtge Obligation SVHE 2005-OPT1 M2 1MLIB+67.5BP 83611MDH8 -- $2.82 6/25/2035 1,042,901 $100.07 USD BBB+ NR BBB
0.26% $1066658.05 Corporate WESTJET AIRLINES LTD SR UNSEC 144A 960410AC2 -- $3.50 6/16/2021 1,050,000 $101.58 USD BBB- Ba2 NR
0.25% $1035554.78 Corporate AIRCASTLE LTD SR UNSEC 00928QAM3 -- $5.13 3/15/2021 1,000,000 $103.55 USD BBB- Baa3 BBB-
0.25% $1026274.93 Corporate ALTRIA GROUP INC SR UNSEC 02209SBA0 -- $3.49 2/14/2022 1,000,000 $102.59 USD BBB A3 BBB
0.25% $1035169.28 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAT7 -- $3.38 5/15/2024 1,000,000 $103.43 USD BBB- Baa3 BBB
0.25% $1002218.17 Corporate BAT INTL FINANCE PLC SR UNSEC 144A 05530QAG5 -- $2.75 6/15/2020 1,000,000 $100.22 USD BBB+ Baa2 BBB
0.25% $1010619.90 Agency Debenture CENTRAL NIPPON EXPRESSWY XS1572613559 -- $2.85 3/3/2022 1,000,000 $101.06 USD GOVT GOVT GOVT
0.25% $1000154.00 Corporate FIRST ABU DHABI BANK SR UNSEC XS1186986904 -- $2.25 2/11/2020 1,000,000 $100.02 USD AA- Aa3 AA-
0.25% $1013139.54 Corporate GENERAL MOTORS FINL CO SR UNSEC 37045XBD7 -- $3.70 11/24/2020 1,000,000 $101.31 USD BBB Baa3 BBB
0.25% $1007694.53 Corporate GOLDMAN SACHS GROUP INC SR UNSEC 38147QDN3 -- $3.90 7/15/2020 1,000,000 $100.77 USD BBB+ A3 NR
0.25% $1008963.57 Corporate GOLDMAN SACHS GROUP INC SR UNSEC 38141GWD2 -- $3.38 4/26/2022 1,000,000 $100.90 USD BBB+ A3 A
0.25% $1003174.00 Collateralized Loan Obligation GSTNE 2019-FL2 A 1MLIB+118BP 144A US39809LAA26 -- $3.44 9/15/2037 1,000,000 $100.32 USD NR Aaa NR
0.25% $1000339.84 Corporate HYUNDAI CAPITAL AMERICA SR UNSEC REGS 44891CAB9 -- $2.60 3/19/2020 1,000,000 $100.03 USD BBB+ Baa1 NR
0.25% $1040500.00 Corporate MGM RESORTS INTL SR UNSEC 552953BY6 -- $6.75 10/1/2020 1,000,000 $104.05 USD BB- Ba3 BB
0.25% $1005760.73 Corporate MITSUBISHI UFJ FIN GRP SR UNSEC 606822BL7 -- $2.62 7/18/2022 1,000,000 $100.54 USD A- A1 A
0.25% $1013423.18 Corporate MYLAN NV SR UNSEC 62854AAL8 -- $3.75 12/15/2020 1,000,000 $101.33 USD BBB- Baa3 BBB-
0.25% $1005747.77 Corporate OCCIDENTAL PETROLEUM COR SR UNSEC 674599CV5 -- $3.44 8/13/2021 1,000,000 $100.57 USD BBB Baa3 BBB+
0.25% $1015167.65 Corporate PENNSYLVANIA ELECTRIC CO SR UNSEC 708696BW8 -- $5.20 4/1/2020 1,000,000 $101.52 USD BBB Baa1 BBB+
0.25% $1034657.32 Corporate PENSKE TRUCK LEASING/PTL SR UNSEC 144A 709599BF0 -- $3.45 7/1/2024 1,000,000 $103.39 USD BBB Baa2 BBB+
0.25% $1015393.21 Corporate SANTANDER UK PLC SR UNSEC 80283LAT0 -- $3.40 6/1/2021 1,000,000 $101.54 USD A Aa3 A+
0.25% $1021095.00 Corporate SINOCHEM CORP CO GTD REG S USG8185TAA72 -- $4.50 11/12/2020 1,000,000 $102.11 USD A- A3 A
0.25% $1011250.00 Corporate STARWOOD PROPERTY TRUST SR UNSEC 85571BAP0 -- $3.63 2/1/2021 1,000,000 $101.13 USD BB- Ba3 NR
0.25% $1017170.03 Corporate VERIZON COMMUNICATIONS SR UNSEC 92343VEP5 -- $3.26 5/15/2025 1,000,000 $101.72 USD BBB+ Baa1 A-
0.25% $1001591.94 Corporate ZIMMER BIOMET HOLDINGS INC SR UNSEC 98956PAK8 -- $2.70 4/1/2020 1,000,000 $100.16 USD BBB Baa3 NR
0.24% $981133.85 Collateralized Mtge Obligation CHASE 2007-A1 8A1 WM33 WC4.4702 ARM 161630AW8 -- $4.65 2/25/2037 933,907 $105.06 USD BBB- NR BB
0.24% $999890.00 Agency Debenture EXPORT-IMPORT BK INDIA SR UNSEC FRN XS1656195796 -- $3.15 8/21/2022 1,000,000 $99.99 USD GOVT GOVT GOVT
0.24% $982717.17 Corporate FIRSTENERGY CORP SR UNSEC 337932AG2 -- $2.85 7/15/2022 970,000 $101.18 USD BBB- Baa3 BBB-
0.24% $1000115.26 Corporate GENERAL MOTORS FINL CO SR UNSEC 37045XCH7 -- $3.16 4/9/2021 1,000,000 $100.01 USD BBB Baa3 BBB
0.24% $973399.30 Collateralized Mtge Obligation GSAMP 2006-HE4 A2D 1MLIB+26BP 362439AE1 -- $2.41 6/25/2036 1,000,000 $97.34 USD CCC A3 NR
0.24% $995547.00 Corporate LLOYDS BANK PLC SR UNSEC 53944VAS8 -- $2.25 8/14/2022 1,000,000 $99.58 USD A+ Aa3 A+
0.24% $999722.90 Collateralized Mtge Obligation NHEL 2005-4 M1 1MLIB+44BP 66987WDE4 -- $2.81 1/25/2036 1,000,000 $99.97 USD BBB- Aa1 A
0.24% $999250.00 Bank Loan QATAR NATIONAL BANK SAQ TL -- -- $3.04 12/22/2020 1,000,000 $99.93 USD NR NR NR
0.24% $997359.60 Collateralized Mtge Obligation RAAC 2006-RP4 M1 1MLIB+55 144A 74919TAB7 -- $2.70 1/25/2046 1,000,000 $99.74 USD B+ Ba1 BB
0.24% $959534.58 Collateralized Mtge Obligation SWH 2017-1 A 1MLIB+95BP 144A 85572MAA8 -- $2.98 1/17/2035 959,389 $100.02 USD NR Aaa NR
0.24% $997922.66 Corporate TAKEDA PHARMACEUTICAL SR UNSEC 144A 874060AC0 -- $2.45 1/18/2022 1,000,000 $99.76 USD BBB+ Baa2 NR
0.24% $997677.68 Collateralized Loan Obligation TRAL 2018-5A A1 3MLIB+111BP 144A 89300JAA6 -- $3.39 10/20/2028 1,000,000 $99.77 USD AAA NR NR
0.24% $993430.82 Collateralized Mtge Obligation WAMU 2004-AR8 A2 1MLIB+40BP 92922FUN6 -- $2.55 6/25/2044 973,517 $102.05 USD BBB- Baa3 NR
0.23% $919750.90 Corporate DELTA AIR LINES INC SR UNSEC 247361ZJ0 -- $3.63 3/15/2022 900,000 $102.16 USD BB+ Baa3 BBB-
0.23% $927266.30 Corporate PACIFIC NATIONAL FINANCE CO GTD 144A 04363UAB2 -- $4.63 9/23/2020 911,000 $101.78 USD BBB- Baa3 BBB-
0.23% $948170.80 Corporate SMBC AVIATION CAPITAL FI SR UNSEC 144A 78448TAD4 -- $4.13 7/15/2023 900,000 $105.29 USD A- NR A-
0.22% $914753.91 Corporate ARROW ELECTRONICS INC SR UNSEC 042735BD1 -- $3.50 4/1/2022 900,000 $101.61 USD BBB- Baa3 BBB-
0.22% $901241.60 Corporate HYUNDAI CAPITAL AMERICA 44891CAV5 -- $3.24 7/8/2021 900,000 $100.14 USD BBB+ Baa1 NR
0.22% $902835.91 Corporate LLOYDS BANKING GROUP PLC SR UNSEC 53944YAG8 -- $3.19 6/21/2021 900,000 $100.32 USD BBB+ A3 A+
0.22% $912107.88 Corporate RYDER SYSTEM INC SR UNSEC 78355HKM0 -- $2.88 6/1/2022 900,000 $101.41 USD BBB+ Baa1 A-
0.22% $908846.09 Collateralized Mtge Obligation VOLT 2017-NPL9 A1 144A 92872FAA6 -- $3.13 9/25/2047 906,178 $100.29 USD NR NR NR
0.21% $875000.00 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAD1 -- $7.75 10/1/2021 800,000 $109.38 USD BB- Ba3 B
0.21% $861184.08 Collateralized Loan Obligation WITEH 2015-10A A1R 3MLIB+93BP 144A 96525WAN3 -- $3.23 4/17/2027 862,462 $99.85 USD NR Aaa AAA
0.20% $799878.30 Corporate AOZORA BANK SR UNSEC XS1567177115 -- $2.75 3/9/2020 800,000 $99.98 USD A- NR NR
0.20% $808224.64 Corporate CROWN CASTLE TOWERS LLC SEC 144A 22822RBB5 -- $3.22 5/15/2042 800,000 $100.99 USD NR A2 A
0.20% $799871.42 Corporate EQUIFAX INC SR UNSEC 294429AP0 -- $3.03 8/15/2021 800,000 $99.98 USD BBB Baa1 NR
0.20% $801380.55 Agency Debenture EXPORT-IMPORT BK INDIA SR UNSEC XS1209864229 -- $2.75 4/1/2020 800,000 $100.17 USD GOVT GOVT GOVT
0.20% $800968.46 Corporate GENERAL ELECTRIC CO**TENDER & CONSENT** 369604BD4 -- $2.70 10/9/2022 800,000 $100.08 USD BBB+ Baa1 BBB+
0.20% $801800.00 Corporate SANTANDER UK GROUP HLDGS SR UNSEC 80281LAE5 -- $2.88 8/5/2021 800,000 $100.23 USD BBB Baa1 A
0.20% $812129.81 Corporate SHIRE ACQ INV IRELAND DA SR UNSEC 82481LAC3 -- $2.88 9/23/2023 800,000 $101.45 USD BBB+ Baa2 NR
0.20% $799929.11 Commercial Paper SYNGENTA WILMINGTON INC 4(2) DISC NT* 8716A3WL5 -- $0.00 9/20/2019 800,000 $99.99 USD A3 (Short Term) NP (Short Term) F3 (Short Term)
0.19% $788537.09 Corporate AVIATION CAPITAL GROUP NT 144A 05367AAA1 -- $7.13 10/15/2020 750,000 $105.14 USD A- NR BBB+
0.18% $745101.00 Collateralized Mtge Obligation BSABS 2004-HE7 M1 1MLIB+90BP 073879EU8 -- $3.05 8/25/2034 743,063 $100.27 USD B B1 NR
0.18% $728708.99 Corporate REYNOLDS AMERICAN INC SR UNSEC 761713BF2 -- $4.00 6/12/2022 700,000 $104.07 USD BBB+ Baa2 BBB
0.17% $701633.90 Corporate AXIS BANK/DUBAI 05463EAC2 -- $3.25 5/21/2020 700,000 $100.24 USD BBB- Baa3 BB+
0.17% $698425.00 Collateralized Loan Obligation CRNPT 2018-5A A 3MLIB+94BP 144A 22845LAA4 -- $3.24 7/17/2028 700,000 $99.78 USD AAA NR NR
0.17% $711880.67 Corporate KANSAS CITY SOUTHERN SR UNSEC 485170BA1 -- $3.13 6/1/2026 700,000 $101.57 USD BBB Baa2 BBB
0.17% $708772.06 Corporate PENSKE TRUCK LEASING/PTL SR UNSEC 144A 709599AV6 -- $3.30 4/1/2021 700,000 $101.25 USD BBB Baa2 BBB+
0.17% $703032.34 Corporate QNB FINANCE LTD CO GTD SR UNSEC XS1768135128 -- $3.53 2/12/2020 700,000 $100.43 USD A Aa3 A+
0.17% $698201.00 Corporate SWEDBANK AB SR UNSEC 144A 87020PAJ6 -- $2.82 3/14/2022 700,000 $99.74 USD AA- Aa2 AA-
0.17% $675193.16 Corporate ZF FRIEDRICHSHAFEN SR 98877DAA3 -- $4.00 4/29/2020 670,000 $100.66 USD BBB- Baa3 NR
0.16% $637740.00 Corporate AVOLON HOLDINGS LTD SR UNSEC 144A 05401AAA9 -- $5.50 1/15/2023 600,000 $106.29 USD BBB- Baa3 BBB-
0.16% $670905.45 Mortgage Pass Thru FHLMC GOLD #L1-0155 3128DHE42 -- $6.00 1/1/2034 627,880 $106.84 USD GOVT GOVT GOVT
0.16% $667760.00 Mortgage Pass Thru FHLMC JUMB GOLD 30YR #T6-0206 3128S1GP2 -- $5.50 5/1/2041 625,582 $106.77 USD GOVT GOVT GOVT
0.16% $655301.73 Asset Backed Securities SCFT 2019-AA A 144A 85022WAL8 -- $3.20 5/27/2036 649,173 $100.90 USD NR NR NR
0.15% $600872.24 Corporate AIR LEASE CORP SR UNSEC 00912XAZ7 -- $2.50 3/1/2021 600,000 $100.14 USD BBB NR BBB
0.15% $599797.18 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAL4 -- $2.25 1/15/2022 600,000 $99.94 USD BBB- Baa3 BBB
0.15% $600057.72 Corporate BANCO SANTANDER CHILE SRUNSEC FRN XS1653877081 -- $3.08 7/25/2020 600,000 $100.01 USD A A1 A
0.15% $615698.84 Corporate BROADCOM INC SR UNSEC 144A 11135FAE1 -- $4.25 4/15/2026 600,000 $102.49 USD BBB- Baa3 BBB-
0.15% $594933.67 Collateralized Mtge Obligation BX 2017-APPL A 1MLIB+88BP 144A 12433PAE6 -- $2.91 7/15/2034 594,328 $100.10 USD AAA NR NR
0.15% $602173.44 Corporate DUKE ENERGY CORP SR UNSEC 144A 26441CBA2 -- $2.68 5/14/2021 600,000 $100.38 USD BBB+ Baa1 BBB+
0.15% $618609.64 Mortgage Pass Thru FNMA PASS THRU MTG IO #AD0893 31418M7F3 -- $6.00 1/1/2039 575,184 $107.53 USD GOVT GOVT GOVT
0.15% $604766.05 Corporate HOLCIM US FINANCE SARL & CO GTD 144A 43474TAA1 -- $6.00 12/30/2019 600,000 $100.79 USD BBB Baa2 BBB
0.15% $604039.29 Corporate INCITEC PIVOT FIN LLC CO GTD 144A 45326TAA6 -- $6.00 12/10/2019 600,000 $100.67 USD BBB Baa2 NR
0.15% $601110.00 Collateralized Loan Obligation LNCR 2019-CRE2 A 144A 1MLIB+113BP 53946JAA2 -- $3.16 5/15/2036 600,000 $100.19 USD NR Aaa NR
0.15% $600000.00 Corporate PIPER JAFFRAY CO PRIVATE PLACEMENT -- -- $5.20 10/15/2023 600,000 -- USD NR NR NR
0.15% $601563.46 Corporate QNB FINANCE LTD SR UNSEC REGS XS1472543773 -- $3.63 8/11/2021 600,000 $100.26 USD NR Aa3 NR
0.15% $600838.30 Corporate TENCENT HOLDINGS LTD SR UNSEC 144A 88032WAP1 -- $3.25 4/11/2024 600,000 $100.14 USD A+ A1 A+
0.15% $609347.97 Collateralized Mtge Obligation WAMU 2007-HY7 2A2 WM37 WC6.***DEF*** 93364FAD3 -- $3.59 7/25/2037 664,653 $91.68 USD NR NR NR
0.14% $578657.05 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #MA3290 31418CUQ5 -- $5.00 9/1/2047 551,180 $104.92 USD GOVT GOVT GOVT
0.14% $559290.42 Collateralized Mtge Obligation GSAA 2007-7 A4 1MLIB+27BP 36249BAD2 -- $2.42 7/25/2037 571,821 $97.81 USD B+ B1 NR
0.14% $565444.72 Corporate ILFC SR UNSEC 459745GK5 -- $8.63 1/15/2022 500,000 $113.06 USD BBB- Baa3 BBB-
0.14% $588312.69 Collateralized Mtge Obligation MLMI 2005-A9 2A1C WM35 WC5.4004 ARM 59020UZ57 -- $4.39 12/25/2035 586,753 $100.27 USD CCC NR CCC
0.14% $557275.51 Collateralized Mtge Obligation NCHET 2004-3 M1 1MLIB+62 64352VHV6 -- $3.08 11/25/2034 555,254 $100.36 USD B Ba3 BBB
0.14% $581733.74 Corporate ROYAL BK SCOTLND GRP PLC SR UNSEC 780097BH3 -- $3.90 6/25/2024 580,000 $100.30 USD BBB Baa2 A
0.14% $568125.00 Corporate SPRINT SPECTRUM / SPEC I SEC 144A 85208NAA8 -- $3.36 3/20/2023 562,500 $101.00 USD NR Baa2 BBB
0.14% $551318.95 Corporate VOLKSWAGEN GROUP AMERICA SR UNSEC REGS USU9273ACL71 -- $2.95 11/13/2020 549,000 $100.42 USD BBB+ A3 NR
0.13% $523074.92 Corporate AERCAP IRELAND CAP LTD/A SR UNSEC 00772BAM3 -- $5.00 10/1/2021 500,000 $104.61 USD BBB- Baa3 BBB-
0.13% $518763.22 Corporate AERCAP IRELAND CAP/GLOBA SR UNSEC 00774MAH8 -- $4.45 12/16/2021 500,000 $103.75 USD BBB- Baa3 BBB-
0.13% $530274.14 Collateralized Mtge Obligation BOMFT 2019-RN2 A1 144A 07334RAA0 -- $3.97 3/28/2034 527,050 $100.61 USD NR NR NR
0.13% $519638.83 Corporate BOSTON SCIENTIFIC CORP SR UNSEC 101137AV9 -- $3.45 3/1/2024 500,000 $103.85 USD BBB- Baa2 BBB
0.13% $510475.03 Corporate CHARTER COMM OPT LLC/CAP 161175BP8 -- $3.90 2/1/2024 500,000 $102.10 USD BBB- Ba1 BBB-
0.13% $543946.69 Corporate CONAGRA BRANDS INC SR UNSEC 205887CB6 -- $4.60 11/1/2025 500,000 $108.69 USD BBB- Baa3 BBB-
0.13% $543765.56 Corporate DELL INTL LLC / EMC 144A 25272KAG8 -- $5.45 6/15/2023 500,000 $108.65 USD BBB- Baa3 BBB-
0.13% $530732.24 Corporate DUQUESNE LIGHT HOLDINGS SR NT 144A 266233AD7 -- $5.90 12/1/2021 500,000 $106.14 USD BBB- Baa3 NR
0.13% $521081.02 Corporate ENERGY TRANSFER OPERATNG SR UNSEC 29278NAL7 -- $4.25 3/15/2023 500,000 $104.16 USD BBB- Baa3 BBB-
0.13% $516673.00 Corporate FORD MOTOR CREDIT CO LLC SR UNSECURED 345397VR1 -- $5.75 2/1/2021 500,000 $103.33 USD BBB Ba1 BBB
0.13% $521401.00 Corporate GENERAL MILLS INC UNSEC 37033LGC4 -- $6.61 10/15/2022 500,000 $104.30 USD BBB Baa2 BBB
0.13% $540714.40 Collateralized Mtge Obligation JPMMT 2007-A1 3A2 ARM WM35 WC5.2566 46630GAH8 -- $4.52 7/25/2035 525,248 $102.94 USD BB+ NR BBB
0.13% $536091.18 Asset Backed Securities NAVSL 2015-AA A2B 144A 63939EAC7 -- $3.23 12/15/2028 531,133 $100.93 USD NR Aaa AAA
0.13% $537695.51 Corporate SABINE PASS LIQUEFACTION 785592AH9 -- $6.25 3/15/2022 500,000 $107.51 USD BBB- Baa3 BBB-
0.13% $513588.87 Corporate THE ROYAL BANK OF SCOTLAND PLC 78010XAE1 -- $5.63 8/24/2020 500,000 $102.71 USD A- Baa2 A
0.13% $538898.73 Collateralized Mtge Obligation TPMT 2017-5 A1 1MLIB+60BP 144A 89169EAA7 -- $2.75 2/25/2057 539,591 $99.87 USD NR Aaa NR
0.12% $505095.86 Corporate AIR LEASE CORP SR UNSEC 00912XAJ3 -- $4.75 3/1/2020 500,000 $101.02 USD BBB NR BBB
0.12% $501700.87 Corporate AMERICAN TOWER CORP SRUNSEC 03027XAF7 -- $2.80 6/1/2020 500,000 $100.34 USD BBB- Baa3 BBB
0.12% $501550.48 Collateralized Mtge Obligation AREIT 2019-CRE3 A 1MLIB+102BP 144A 00217LAA0 -- $3.05 9/14/2036 500,000 $100.31 USD NR Aaa NR
0.12% $508966.32 Corporate AT&T INC SR UNSEC SMR 00206RCM2 -- $3.00 6/30/2022 500,000 $101.67 USD BBB Baa2 A-
0.12% $491979.35 Collateralized Mtge Obligation BANC 2019-CRE5 A 1MLIB+100BP 144A 05972MAA2 -- $3.03 3/15/2036 491,661 $100.06 USD NR Aaa NR
0.12% $500500.00 Collateralized Mtge Obligation BANC 2019-CRE6 A 1MLIB+105BP 144A 05973BAA5 -- $3.32 9/15/2036 500,000 $100.10 USD NR Aaa NR
0.12% $501618.50 Corporate BOC AVIATION LTD XS1616339336 -- $3.00 5/23/2022 500,000 $100.32 USD A- NR A-
0.12% $502175.00 Corporate BOC AVIATION LTD SR UNSEC 144A 09681LAG5 -- $3.32 5/2/2021 500,000 $100.44 USD A- NR A-
0.12% $503489.79 Agency Debenture CENTRAL NIPPON EXPRESSWY XS1484434086 -- $2.99 9/14/2021 500,000 $100.70 USD GOVT GOVT GOVT
0.12% $503100.00 Agency Debenture CENTRAL NIPPON EXPRESSWY XS1572613989 -- $2.95 3/3/2022 500,000 $100.62 USD GOVT GOVT GOVT
0.12% $504461.83 Corporate CHARTER COMM OPT LLC/CAP 161175AX2 -- $3.58 7/23/2020 500,000 $100.87 USD BBB- Ba1 BBB-
0.12% $506840.60 Corporate ENERGY TRANSFER OPERATNG SR UNSEC 29273RAX7 -- $4.15 10/1/2020 500,000 $101.36 USD BBB- Baa3 BBB-
0.12% $487601.12 Collateralized Mtge Obligation FHAMS 2004-AA7 2A1 WM35 WC5.5097 ARM 32051GFB6 -- $4.23 2/25/2035 487,878 $99.94 USD B- NR BB
0.12% $474171.07 Mortgage Pass Thru FNMA PASS THRU 30YR #891367 31410MJL5 -- $4.75 4/1/2036 436,935 $108.46 USD GOVT GOVT GOVT
0.12% $492605.01 Mortgage Pass Thru FNMA PASS THRU MTG IO #256372 31371MW94 -- $6.50 7/1/2036 444,384 $110.81 USD GOVT GOVT GOVT
0.12% $473551.38 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #932214 31412QVF3 -- $6.00 9/1/2039 436,995 $108.34 USD GOVT GOVT GOVT
0.12% $499945.28 Corporate GATX CORP SR UNSEC 361448BB8 -- $3.01 11/5/2021 500,000 $99.99 USD BBB Baa2 NR
0.12% $508453.53 Corporate GENERAL ELECTRIC CO NT 36962G4R2 -- $4.38 9/16/2020 500,000 $101.69 USD BBB+ Baa1 BBB+
0.12% $508329.39 Corporate HARTFORD FINL SVCS GRP SR UNSECURED 416515AZ7 -- $5.50 3/30/2020 500,000 $101.66 USD BBB+ Baa1 NR
0.12% $500535.88 Collateralized Loan Obligation LCM 20A AR 3MLIB+104BP 144A 50188WAE8 -- $3.32 10/20/2027 500,000 $100.11 USD AAA NR AAA
0.12% $500741.00 Corporate MITSUBISHI UFJ FIN GRP SR UNSEC 606822BF0 -- $2.80 3/7/2022 500,000 $100.15 USD A- A1 A
0.12% $509134.81 Corporate MITSUBISHI UFJ LEASE&FIN SR UNSEC 144A 60682LAD4 -- $3.41 2/28/2022 500,000 $101.83 USD A- A3 NR
0.12% $501916.55 Corporate MIZUHO FINANCIAL GROUP SR UNSEC 60687YAN9 -- $3.02 9/11/2022 500,000 $100.38 USD A- A1 NR
0.12% $500015.02 Corporate NEXTERA ENERGY CAPITAL SR UNSEC 65339KAZ3 -- $2.54 8/21/2020 500,000 $100.00 USD BBB+ Baa1 A-
0.12% $499956.99 Corporate NISSAN MOTOR ACCEPTANCE SR UNSEC 144A 654740BN8 -- $3.02 9/21/2021 500,000 $99.99 USD A- A3 NR
0.12% $506763.73 Corporate ORIX CORP SR UNSEC 686330AH4 -- $2.90 7/18/2022 500,000 $101.32 USD A- NR A-
0.12% $509407.84 Corporate ORIX CORP SR UNSEC XS1548779831 -- $3.20 1/19/2022 500,000 $101.88 USD A- NR A-
0.12% $501570.65 Corporate ORIX CORP SR UNSEC XS1389922250 -- $2.65 4/13/2021 500,000 $100.31 USD A- NR A-
0.12% $502280.22 Corporate ORIX CORP UNSEC XS1118197778 -- $2.95 7/23/2020 500,000 $100.46 USD A- NR A-
0.12% $500004.02 Corporate SINOPEC GRP OVERSEA 2015 SR UNSEC REGS USG8201JAB73 -- $2.50 4/28/2020 500,000 $100.01 USD A+ A1 NR
0.12% $499277.50 Corporate SINOPEC GRP OVERSEAS DEV SR UNSEC REGS USG8201NAF99 -- $2.25 9/13/2020 500,000 $99.86 USD A+ A1 NR
0.12% $470770.72 Asset Backed Securities SLMA 2008-2 A3 784442AC9 -- $3.03 4/25/2023 475,221 $99.06 USD B Baa3 B
0.12% $504250.77 Corporate TIME WARNER CABLE INC CO GTD 88732JAW8 -- $5.00 2/1/2020 500,000 $100.85 USD BBB- Ba1 BBB-
0.12% $508888.71 Corporate ZIMMER BIOMET HOLDINGS INC 98956PAC6 -- $3.38 11/30/2021 500,000 $101.77 USD BBB Baa3 NR
0.11% $433018.77 Corporate BECTON DICKINSON AND CO SR UNSEC 075887BE8 -- $2.68 12/15/2019 433,000 $100.00 USD BBB Ba1 BBB-
0.11% $450688.50 Corporate BOC AVIATION LIMITED 09681MAA6 -- $3.00 3/30/2020 450,000 $100.15 USD A- NR A-
0.11% $430613.98 Corporate CANTOR FITZGERALD LP SR UNSEC 144A 138616AC1 -- $6.50 6/17/2022 400,000 $107.62 USD BBB- NR BBB-
0.11% $460514.29 Collateralized Mtge Obligation CCMFC 2004-4A A1 1MLIB+23BP 144A 16678RCC9 -- $2.38 10/25/2035 457,780 $100.60 USD AA+ B1 NR
0.11% $431264.31 Corporate CVS HEALTH CORP SR UNSEC 126650DC1 -- $3.35 3/9/2021 425,000 $101.50 USD BBB Baa2 NR
0.11% $445461.92 Corporate EL PASO PIPELINE 28370TAA7 -- $6.50 4/1/2020 436,000 $102.17 USD BBB Baa2 BBB
0.11% $430927.51 Corporate FIVE CORNERS FUNDING TRS UNSEC 144A 33829TAA4 -- $4.42 11/15/2023 400,000 $107.66 USD A A3 NR
0.11% $464737.91 Mortgage Pass Thru FNMA PASS THRU MTG IO #918929 31411Y4N0 -- $5.50 4/1/2037 435,646 $106.65 USD GOVT GOVT GOVT
0.11% $430932.83 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4918M 36202FPB6 -- $4.00 1/20/2041 414,702 $103.89 USD GOVT GOVT GOVT
0.11% $447308.63 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA5042M 36179TS71 -- $7.00 10/20/2038 418,410 $106.90 USD GOVT GOVT GOVT
0.11% $429500.00 Corporate NAVIENT CORP SR UNSEC 63938CAF5 -- $6.50 6/15/2022 400,000 $107.38 USD B+ Ba3 BB
0.10% $410000.00 Corporate ALLY FINANCIAL INC GLBL CO GTD 02005NAE0 -- $8.00 3/15/2020 400,000 $102.60 USD BB+ Ba2 BBB-
0.10% $408326.12 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAE0 -- $3.45 9/15/2021 400,000 $102.08 USD BBB- Baa3 BBB
0.10% $405622.40 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAH3 -- $3.30 2/15/2021 400,000 $101.40 USD BBB- Baa3 BBB
0.10% $418397.49 Corporate AVIATION CAPITAL GROUP SR UNSEC 144A 05369AAD3 -- $4.13 8/1/2025 400,000 $104.51 USD A- NR BBB+
0.10% $400344.43 Corporate BORAL FINANCE PTY LTD SR UNSEC 144A 09952AAA4 -- $3.00 11/1/2022 400,000 $100.05 USD BBB Baa2 NR
0.10% $400360.00 Collateralized Mtge Obligation BRASS 8A A1 3MUSD+ 70BP 144A US10554MAA80 -- $2.83 11/16/2066 400,000 $100.09 USD NR Aaa AAA
0.10% $412654.90 Corporate DELL INTL LLC / EMC 144A 25272KAD5 -- $4.42 6/15/2021 400,000 $103.26 USD BBB- Baa3 BBB-
0.10% $410540.54 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #688058C 36296DMF2 -- $4.50 8/20/2038 386,029 $106.29 USD GOVT GOVT GOVT
0.10% $400801.33 Corporate MIZUHO FINANCIAL GROUP SR UNSEC 60687YAY5 -- $3.16 7/16/2023 400,000 $100.20 USD A- A1 NR
0.10% $403855.30 Corporate MORGAN STANLEY SR UNSEC 61746BEE2 -- $3.46 1/20/2022 400,000 $101.00 USD BBB+ A3 A
0.10% $423767.91 Corporate RAS LAFFAN LNG II BD REGS YANKEE USM8221WAA91 -- $5.30 9/30/2020 417,000 $101.62 USD A A1 AA-
0.10% $400023.69 Corporate SMBC AVIATION CAPITAL FI SR UNSEC REGS USG82296AA50 -- $2.65 7/15/2021 400,000 $100.00 USD A- NR A-
0.09% $382702.78 Mortgage Pass Thru FNMA PASS THRU 30YR #MA1253 31418AMB1 -- $4.00 11/1/2042 359,786 $106.31 USD GOVT GOVT GOVT
0.09% $384784.79 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4949M 36202FQA7 -- $4.00 2/20/2041 370,296 $103.88 USD GOVT GOVT GOVT
0.09% $352780.19 Corporate HOLCIM US FINANCE SARL & CIE REGS XS0455643394 -- $6.00 12/30/2019 350,000 $100.79 USD BBB Baa2 BBB
0.09% $351252.27 Collateralized Mtge Obligation MLCC 2004-A A1 1MLIB+23 59020UAR6 -- $2.61 4/25/2029 351,208 $100.01 USD BB NR BB
0.08% $312375.00 Corporate ALLY FINANCIAL INC SRUNSEC 02005NBC3 -- $4.63 5/19/2022 300,000 $104.13 USD BB+ NR BBB-
0.08% $306724.37 Corporate COX COMMUNICATIONS INC SR UNSEC 144A 224044BW6 -- $3.25 12/15/2022 300,000 $102.32 USD BBB Baa2 BBB+
0.08% $328848.92 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #734402C 3620AM3K6 -- $4.50 4/20/2041 311,924 $105.39 USD GOVT GOVT GOVT
0.08% $308697.36 Corporate IMPERIAL BRANDS FINANCE 453140AE5 -- $3.75 7/21/2022 300,000 $102.86 USD BBB Baa3 BBB
0.08% $314843.94 Collateralized Mtge Obligation JPMCC 2017-JP7 A3 465968AC9 -- $3.38 9/15/2050 300,000 $104.87 USD NR Aaa AAA
0.08% $306375.00 Corporate NAVIENT CORP SR UNSEC 63938CAA6 -- $5.00 10/26/2020 300,000 $102.13 USD B+ Ba3 BB
0.07% $300416.77 Collateralized Loan Obligation ARCLO 2019-FL1 A 1MLIB+115BP 144A 03879YAA5 -- $3.18 5/15/2037 300,000 $100.14 USD NR Aaa NR
0.07% $273488.98 Collateralized Loan Obligation BLUEM 2015-1A A1R 3MLIB+133BP 144A 09627XAU5 -- $3.63 4/13/2027 273,139 $100.13 USD AAA Aaa NR
0.07% $299229.92 Collateralized Loan Obligation CIFC 2015-5A A1R 3MLIB+86BP 144A 12547UAL2 -- $3.14 10/25/2027 300,000 $99.74 USD NR Aaa AAA
0.07% $272205.97 Collateralized Mtge Obligation CWL 2005-15 M1 1MLIB+45BP 126670MH8 -- $2.60 3/25/2036 275,000 $98.98 USD B Ba2 NR
0.07% $301391.82 Corporate DOMINION ENERGY GAS HLDG SR UNSEC 257375AM7 -- $2.72 6/15/2021 300,000 $100.46 USD BBB+ A3 A-
0.07% $299698.90 Collateralized Loan Obligation DRSLF 2012-25A ARR 3MLIB+90BP 144A 26250JAS9 -- $3.20 10/15/2027 300,000 $99.90 USD AAA NR NR
0.07% $302810.76 Mortgage Pass Thru FNMA PASS THRU 30YR #819457 31406TME8 -- $4.75 2/1/2035 283,469 $106.76 USD GOVT GOVT GOVT
0.07% $269644.66 Mortgage Pass Thru FNMA PASS THRU BALLOON #944530 31413FY30 -- $6.00 7/1/2047 251,440 $107.21 USD GOVT GOVT GOVT
0.07% $279707.99 Mortgage Pass Thru FNMA PASS THRU BALLOON #AB1927 31416XD98 -- $5.50 7/1/2050 266,767 $104.88 USD GOVT GOVT GOVT
0.07% $269301.50 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #671883X 36295JM86 -- $5.35 6/15/2037 248,912 $108.25 USD GOVT GOVT GOVT
0.07% $300451.25 Corporate HARLEY-DAVIDSON FINL SER 144A SR UNSEC 41283LAT2 -- $3.08 3/2/2021 300,000 $100.15 USD BBB+ Baa1 A
0.07% $270479.47 Collateralized Mtge Obligation RASC 2005-KS4 M2 1MLIB+58BP 76110WU79 -- $3.02 5/25/2035 269,312 $100.43 USD AA+ Aaa A
0.07% $305588.46 Collateralized Mtge Obligation SABR 2005-OP1 M2 1MLIB+45BP 81375WCT1 -- $2.82 1/25/2035 308,092 $99.19 USD BB- Ba2 B
0.07% $295151.55 Asset Backed Securities SLMA 2008-9 A 3MLIB+150 78445JAA5 -- $3.78 4/25/2023 293,587 $100.53 USD B Baa3 B
0.07% $281877.55 Government U S TREASURY BILLS 912796RN1 -- $0.00 12/5/2019 283,000 $99.60 USD GOVT GOVT GOVT
0.07% $300022.71 Corporate WABTEC SR UNSEC 960386AP5 -- $3.42 9/15/2021 300,000 $100.01 USD BBB Ba1 BBB-
0.07% $304255.18 Corporate WOOLWORTHS GROUP LTD SR UNSECURED 144A 980888AD3 -- $4.00 9/22/2020 300,000 $101.41 USD BBB Baa2 NR
0.06% $257801.08 Corporate AERCAP IRELAND CAP LTD/A SR UNSEC 00772BAR2 -- $3.95 2/1/2022 250,000 $103.09 USD BBB- Baa3 BBB-
0.06% $257640.55 Corporate BGC PARTNERS INC SR UNSEC 05541TAH4 -- $5.13 5/27/2021 250,000 $103.05 USD BBB- NR BBB-
0.06% $258897.68 Corporate CRED SUIS GP FUN LTD SR UNSEC 225433AH4 -- $3.80 9/15/2022 250,000 $103.52 USD BBB+ Baa2 A-
0.06% $254906.54 Collateralized Mtge Obligation FFML 2004-FF1 M1 1MLIB+50BP 32027NGC9 -- $2.90 11/25/2034 255,787 $99.66 USD AA A3 BBB
0.06% $228077.78 Mortgage Pass Thru FHLMC GOLD 30YR #B3-2059 312979JC2 -- $5.40 9/1/2037 211,202 $108.00 USD GOVT GOVT GOVT
0.06% $251149.16 Mortgage Pass Thru FHLMC GOLD IO #H0-9098 3128UNDB5 -- $6.50 10/1/2037 226,785 $110.70 USD GOVT GOVT GOVT
0.06% $225575.55 Mortgage Pass Thru FHLMC PRE-PAY PEN #P2-0584 31283YRC4 -- $5.00 11/1/2034 217,171 $103.87 USD GOVT GOVT GOVT
0.06% $232770.05 Mortgage Pass Thru FNMA PASS THRU 30YR #852504 31408JDH1 -- $5.35 9/1/2035 217,029 $107.21 USD GOVT GOVT GOVT
0.06% $231680.30 Mortgage Pass Thru FNMA PASS THRU BALLOON #AB1063 31416WFD9 -- $5.50 3/1/2050 221,219 $104.76 USD GOVT GOVT GOVT
0.06% $227321.64 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #MA1137 31418AHP6 -- $4.00 7/1/2042 220,085 $103.23 USD GOVT GOVT GOVT
0.06% $260275.53 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5164M 36202FWZ5 -- $5.50 8/20/2041 249,198 $104.49 USD GOVT GOVT GOVT
0.06% $264649.88 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA0082M 36179MCT5 -- $3.50 5/20/2042 256,814 $103.10 USD GOVT GOVT GOVT
0.06% $262848.25 Collateralized Mtge Obligation NMRR 2012-2R 2A1 144A WM37 WC4.4819 65539XAC4 -- $4.04 4/26/2037 259,543 $101.27 USD NR NR NR
0.06% $265236.52 Collateralized Mtge Obligation NRZT 2018-3A A1 WM35 WC5.6929 144A 64830KAA5 -- $4.50 5/25/2058 251,089 $105.58 USD NR NR NR
0.06% $256733.14 Asset Backed Securities SLMA 2008-5 A4 3MLIB+170 78444YAD7 -- $3.98 7/25/2023 254,122 $101.03 USD B Baa3 B
0.06% $246933.47 Asset Backed Securities SOFI 2016-F A2 144A 78471AAB9 -- $3.02 2/25/2040 242,122 $101.94 USD NR Aaa NR
0.06% $227502.09 Collateralized Loan Obligation WITEH 2014-9A AR 3MLIB+116BP 144A 965249AF2 -- $3.46 7/17/2026 227,511 $100.00 USD NR Aaa AAA
0.05% $209250.00 Corporate ALLY FINANCIAL INC GLBL CO GTD WI 02005NAJ9 -- $7.50 9/15/2020 200,000 $104.63 USD BB+ Ba2 BB+
0.05% $205250.00 Corporate ALLY FINANCIAL INC SR UNSEC 02005NAY6 -- $4.13 2/13/2022 200,000 $102.63 USD BB+ NR BBB-
0.05% $199991.99 Corporate BAYER US FINANCE LLC SR UNSEC REGS USU07264AD38 -- $2.38 10/8/2019 200,000 $100.00 USD BBB Baa1 BBB+
0.05% $198220.00 Corporate BOC AVIATION LTD SR UNSEC 144A 09681LAC4 -- $2.38 9/15/2021 200,000 $99.11 USD A- NR A-
0.05% $206123.52 Collateralized Mtge Obligation CFAB 2003-5 2A2 1MLIB+30 161546GR1 -- $2.75 7/25/2033 209,779 $98.26 USD AAA Aa3 BBB
0.05% $200093.14 Corporate CHUGOKU ELECTRIC POWER SEC XS1569934414 -- $2.70 3/16/2020 200,000 $100.05 USD NR A3 NR
0.05% $200662.83 Corporate CITIGROUP INC SR UNSEC 172967LN9 -- $3.23 7/24/2023 200,000 $100.33 USD BBB+ A3 A
0.05% $200572.52 Collateralized Mtge Obligation CMLTI 2019-C A1 WM50 WC4.5780 144A US17328GAA13 -- $3.23 3/25/2082 200,000 $100.25 USD NR NR NR
0.05% $201081.96 Collateralized Mtge Obligation CSMC 2019-RPL8 A1 144A US12596YAC49 -- $3.32 10/25/2058 200,000 $100.50 USD NR NR NR
0.05% $207145.15 Corporate DUQUESNE LIGHT HOLDINGS SR UNSEC 144A 266233AC9 -- $6.40 9/15/2020 200,000 $103.57 USD BBB- Baa3 NR
0.05% $211614.06 Corporate ENEL FINANCE INTL NV SR UNSEC 144A 29278GAH1 -- $4.25 9/14/2023 200,000 $105.74 USD BBB+ Baa2 A-
0.05% $208839.16 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1005 31281BDJ6 -- $5.50 8/1/2033 199,741 $104.59 USD GOVT GOVT GOVT
0.05% $185336.07 Mortgage Pass Thru FHLMC GOLD IO #H1-9005 3128NAAE8 -- $5.50 1/1/2037 178,917 $103.58 USD GOVT GOVT GOVT
0.05% $188688.22 Mortgage Pass Thru FHLMC PRE-PAY PEN #P2-0442 31283YLW6 -- $5.00 5/1/2034 183,748 $102.69 USD GOVT GOVT GOVT
0.05% $192721.03 Mortgage Pass Thru FHLMC PRE-PAY PEN #P2-0615 31283YSB5 -- $5.50 4/1/2035 183,564 $104.98 USD GOVT GOVT GOVT
0.05% $189185.74 Collateralized Mtge Obligation FINA 2004-2 M1 1MLIB+82.5BP 317350BD7 -- $2.97 8/25/2034 188,664 $100.28 USD BBB+ NR BB
0.05% $198547.56 Mortgage Pass Thru FNMA PASS THRU 30YR #941742 31413CWB1 -- $5.35 7/1/2037 186,311 $106.54 USD GOVT GOVT GOVT
0.05% $211533.55 Mortgage Pass Thru FNMA PASS THRU 30YR #AB6261 31417C5X9 -- $4.00 9/1/2042 198,815 $106.34 USD GOVT GOVT GOVT
0.05% $194560.05 Mortgage Pass Thru FNMA PASS THRU 30YR #AO3529 3138LT4P0 -- $4.00 6/1/2042 182,854 $106.34 USD GOVT GOVT GOVT
0.05% $185725.36 Mortgage Pass Thru FNMA PASS THRU MTG IO #879922 31409VSK0 -- $5.00 11/1/2035 176,356 $105.29 USD GOVT GOVT GOVT
0.05% $186258.35 Mortgage Pass Thru FNMA PASS THRU MTG IO #995092 31416BNH7 -- $6.50 12/1/2037 162,702 $114.42 USD GOVT GOVT GOVT
0.05% $186955.77 Mortgage Pass Thru FNMA PRE-PAY PENALTY #738753 31402UWN8 -- $6.00 9/1/2033 169,082 $110.54 USD GOVT GOVT GOVT
0.05% $197027.75 Corporate FORD MOTOR CREDIT CO LLC SR UNSEC 345397ZG1 -- $3.22 10/12/2021 200,000 $98.51 USD BBB Ba1 BBB
0.05% $222738.17 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #734320C 3620AMYR7 -- $4.50 4/20/2041 212,612 $104.73 USD GOVT GOVT GOVT
0.05% $202918.59 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AV9440C 36195LPZ9 -- $3.00 11/20/2046 197,285 $102.80 USD GOVT GOVT GOVT
0.05% $214167.42 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #799863X 36177U5Z3 -- $3.75 4/15/2042 204,587 $104.69 USD GOVT GOVT GOVT
0.05% $220763.37 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #AA0060X 36177WB58 -- $3.70 4/15/2042 211,558 $104.36 USD GOVT GOVT GOVT
0.05% $213999.96 Corporate ILFC SR UNSECURED 459745GF6 -- $8.25 12/15/2020 200,000 $107.00 USD BBB- Baa3 BBB-
0.05% $210114.39 Collateralized Mtge Obligation IMM 2004-10 1A1 1MLIB+64BP 45254NLJ4 -- $2.79 3/25/2035 210,608 $99.77 USD B Ba3 NR
0.05% $198635.07 Corporate MITSUBISHI UFJ LEASE&FIN SR UNSEC EMTN XS1485531492 -- $2.25 9/7/2021 200,000 $99.32 USD A- A3 NR
0.05% $217250.00 Corporate NAVIENT CORP 78442FEL8 -- $7.25 1/25/2022 200,000 $109.28 USD B+ Ba3 BB
0.05% $208000.00 Corporate NAVIENT CORP SR UNSEC 63938CAC2 -- $5.88 3/25/2021 200,000 $104.00 USD B+ Ba3 BB
0.05% $212756.00 Corporate NAVIENT CORP SR UNSEC 63938CAD0 -- $6.63 7/26/2021 200,000 $106.35 USD B+ Ba3 BB
0.05% $200000.00 Corporate PIPER JAFFRAY CO PRIVATE PLACEMENT -- -- $4.74 10/15/2021 200,000 -- USD NR NR NR
0.05% $204159.96 Corporate REGENCY ENERGY PARTNERS GLBL SR UNSEC 75886AAK4 -- $5.75 9/1/2020 200,000 $102.08 USD BBB- Baa3 BBB-
0.05% $200189.30 Corporate SANTANDER HOLDINGS USA SR UNSEC 80282KAD8 -- $2.65 4/17/2020 200,000 $100.09 USD BBB+ Baa3 BBB+
0.05% $188049.60 Collateralized Mtge Obligation SAST 2005-1 M2 1MLIB+72BP 805564RN3 -- $2.53 5/25/2035 195,116 $96.38 USD CCC B1 CCC
0.05% $200022.97 Corporate SL GREEN OPERATING PARTN SR UNSEC 78444FAG1 -- $3.15 8/16/2021 200,000 $100.01 USD BBB- Baa3 BBB
0.05% $202607.77 Corporate SMBC AVIATION CAPITAL FI SR UNSEC 144A 78448TAB8 -- $3.00 7/15/2022 200,000 $101.27 USD A- NR A-
0.05% $200148.20 Collateralized Mtge Obligation SMI 2019-1A 1A 3MLIB+57BP 144A 82846GAV2 -- $2.85 1/21/2070 200,000 $100.07 USD AAA Aaa AAA
0.05% $205858.46 Corporate WOODSIDE FINANCE LTD SR UNSEC 144A 980236AN3 -- $3.70 9/15/2026 200,000 $102.80 USD BBB+ Baa1 NR
0.04% $182155.95 Collateralized Mtge Obligation BOMFT 2018-RN9 A1 144A 07334CAA3 -- $4.21 10/29/2033 181,179 $100.54 USD NR NR NR
0.04% $176151.20 Collateralized Loan Obligation CECLO 2013-19A A1A 1MLIB+133BP 144A 12518XAA5 -- $3.59 10/29/2025 176,039 $100.06 USD AAA Aaa NR
0.04% $147540.53 Corporate ENERGY TRANSFER 29273VAC4 -- $7.50 10/15/2020 142,000 $103.90 USD NR NR NR
0.04% $151775.61 Mortgage Pass Thru FHLMC GOLD 30YR #U3-0321 31335YLA2 -- $5.00 2/1/2037 141,527 $107.17 USD GOVT GOVT GOVT
0.04% $176164.97 Mortgage Pass Thru FNMA PASS THRU 30YR #846323 31408BG85 -- $4.25 11/1/2035 168,311 $104.60 USD GOVT GOVT GOVT
0.04% $173800.92 Mortgage Pass Thru FNMA PASS THRU 30YR #851762 31408HJF3 -- $4.25 1/1/2036 166,633 $104.24 USD GOVT GOVT GOVT
0.04% $147919.50 Mortgage Pass Thru FNMA PASS THRU 30YR #895567 31410R6C8 -- $5.45 4/1/2036 138,638 $106.67 USD GOVT GOVT GOVT
0.04% $166714.59 Mortgage Pass Thru FNMA PASS THRU 30YR #AS0070 3138W9CG3 -- $4.00 8/1/2043 156,643 $106.37 USD GOVT GOVT GOVT
0.04% $148282.99 Mortgage Pass Thru FNMA PASS THRU MTG IO #888796 31410GNM1 -- $6.00 9/1/2037 131,856 $112.40 USD GOVT GOVT GOVT
0.04% $168706.11 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #627122C 36291FVP0 -- $5.50 3/20/2034 157,754 $106.91 USD GOVT GOVT GOVT
0.04% $182958.69 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #773563C 36176RFC1 -- $4.50 7/20/2041 174,645 $104.73 USD GOVT GOVT GOVT
0.04% $155404.12 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #799902C 36177VAC6 -- $3.74 3/20/2042 150,692 $103.14 USD GOVT GOVT GOVT
0.04% $179690.56 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AJ6274C 36183B6K9 -- $3.50 9/20/2044 173,791 $103.45 USD GOVT GOVT GOVT
0.04% $151625.45 Collateralized Mtge Obligation GSR 2003-9 A2 12MLIB+175BP 36228FWS1 -- $3.94 8/25/2033 147,295 $102.94 USD A+ NR BB
0.04% $152504.09 Corporate NATIONWIDE BLDG SOCIETY SR UNSEC 144A 63859UAY9 -- $6.25 2/25/2020 150,000 $101.67 USD A Aa3 A+
0.04% $177310.46 Collateralized Mtge Obligation WAMU 2005-AR13 A1B2 1MLIB+43BP 92922F4R6 -- $2.58 10/25/2045 178,163 $99.52 USD BB+ Ba2 NR
0.03% $106110.00 Corporate CIT GROUP INC GLBL SR UNSEC 125581GQ5 -- $5.00 8/15/2022 100,000 $106.11 USD BB+ Ba1 BB+
0.03% $121424.18 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1493 31281BUS7 -- $5.00 2/1/2038 111,576 $108.76 USD GOVT GOVT GOVT
0.03% $103857.54 Mortgage Pass Thru FHLMC GOLD 30YR #U3-2257 31321XQJ6 -- $5.40 8/1/2038 95,976 $108.22 USD GOVT GOVT GOVT
0.03% $127505.74 Mortgage Pass Thru FHLMC GOLD 40YR GNT #K3-5016 31302USD6 -- $5.50 4/1/2047 121,823 $104.70 USD GOVT GOVT GOVT
0.03% $128452.60 Mortgage Pass Thru FHLMC GOLD IO #H0-1774 3128MT6K9 -- $6.50 9/1/2037 116,253 $110.45 USD GOVT GOVT GOVT
0.03% $103219.75 Mortgage Pass Thru FHLMC GOLD IO #H1-0081 3128N0CS7 -- $5.50 12/1/2036 98,323 $104.98 USD GOVT GOVT GOVT
0.03% $110704.27 Mortgage Pass Thru FHLMC PRE-PAY PEN #P5-1262 3128C6MK2 -- $5.50 2/1/2037 103,695 $106.73 USD GOVT GOVT GOVT
0.03% $132801.09 Mortgage Pass Thru FHLMC PRE-PAY PEN #P5-1309 3128C6N21 -- $5.50 7/1/2037 126,328 $105.11 USD GOVT GOVT GOVT
0.03% $122437.52 Mortgage Pass Thru FNMA PASS THRU 30YR #972781 31414QFW2 -- $5.35 1/1/2038 117,564 $104.14 USD GOVT GOVT GOVT
0.03% $130049.60 Mortgage Pass Thru FNMA PASS THRU 30YR #MA2953 31418CH72 -- $4.00 3/1/2047 122,171 $106.39 USD GOVT GOVT GOVT
0.03% $108412.27 Mortgage Pass Thru FNMA PASS THRU FHA/VA #AB6113 31417CYK5 -- $4.00 8/1/2042 104,215 $103.98 USD GOVT GOVT GOVT
0.03% $127001.20 Mortgage Pass Thru FNMA PASS THRU MTG IO #255990 31371MKB2 -- $5.00 11/1/2035 119,903 $105.88 USD GOVT GOVT GOVT
0.03% $124841.41 Mortgage Pass Thru FNMA PASS THRU MTG IO #256434 31371MY76 -- $6.50 9/1/2036 119,573 $104.40 USD GOVT GOVT GOVT
0.03% $136230.93 Mortgage Pass Thru FNMA PASS THRU MTG IO #256890 31371NKB0 -- $6.00 9/1/2037 122,387 $111.26 USD GOVT GOVT GOVT
0.03% $117214.59 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4241M 36202EWA3 -- $7.00 9/20/2038 110,303 $106.26 USD GOVT GOVT GOVT
0.03% $107952.58 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4262M 36202EWX3 -- $7.00 10/20/2038 101,019 $106.86 USD GOVT GOVT GOVT
0.03% $114295.40 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5201M 36202FX68 -- $4.00 10/20/2041 110,100 $103.78 USD GOVT GOVT GOVT
0.03% $131562.43 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #703989C 36296XC28 -- $5.40 12/20/2038 123,411 $106.65 USD GOVT GOVT GOVT
0.03% $104702.61 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #716929C 3620A2PN0 -- $5.40 5/20/2039 98,214 $106.65 USD GOVT GOVT GOVT
0.03% $108233.11 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #723581C 3620A92N0 -- $5.50 4/20/2035 101,191 $107.00 USD GOVT GOVT GOVT
0.03% $132266.50 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #758659C 36230TTQ5 -- $4.50 3/20/2041 126,273 $104.71 USD GOVT GOVT GOVT
0.03% $125305.91 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AA0711C 36177WYG9 -- $3.74 7/20/2042 121,731 $102.95 USD GOVT GOVT GOVT
0.03% $125063.43 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #672041X 36295JS64 -- $5.35 8/15/2037 116,519 $107.39 USD GOVT GOVT GOVT
0.03% $120594.14 Corporate LATAM AIR 2015-1 PTT A SEC 51817TAB8 -- $4.20 8/15/2029 119,430 $100.98 USD BBB+ A3 NR
0.03% $115940.23 Collateralized Mtge Obligation TMST 2005-1 A3 WM35 WC5.0402 ARM 885220HB2 -- $4.61 4/25/2045 115,079 $100.75 USD A+ NR NR
0.03% $102643.85 Corporate WOODSIDE FINANCE LTD SR UNSEC 144A 980236AM5 -- $3.65 3/5/2025 100,000 $102.56 USD BBB+ Baa1 NR
0.02% $100162.50 Corporate ALLY FINANCIAL INC SR UNSEC 02005NAW0 -- $3.75 11/18/2019 100,000 $100.16 USD BB+ Ba2 BBB-
0.02% $67005.61 Corporate ASSURANT INC SR UNSEC 04621XAL2 -- $3.58 3/26/2021 67,000 $100.01 USD BBB Baa3 NR
0.02% $100245.86 Corporate AVIATION CAPITAL GROUP SR UNSEC 144A 05369AAG6 -- $3.08 6/1/2021 100,000 $100.25 USD A- NR BBB+
0.02% $62275.66 Collateralized Mtge Obligation BALTA 2005-4 23A2 AS WM35 WC5.8 07386HSZ5 -- $4.59 5/25/2035 60,850 $102.34 USD B NR NR
0.02% $99573.50 Collateralized Mtge Obligation CCMFC 2005-1A A2 1MLIB+20BP FRN 144A 16678RCU9 -- $2.35 1/25/2036 98,951 $100.63 USD BBB B2 NR
0.02% $100306.21 Collateralized Mtge Obligation CWALT 2007-OA6 A1A 1MLIB+14BP 02150PAA6 -- $2.29 6/25/2037 104,146 $96.31 USD B- B3 NR
0.02% $91846.58 Mortgage Pass Thru FHLMC GOLD 30YR #N3-0959 31281BB41 -- $5.00 3/1/2033 86,069 $106.65 USD GOVT GOVT GOVT
0.02% $65111.05 Mortgage Pass Thru FHLMC GOLD 30YR #T3-0133 31286DEE7 -- $5.55 7/1/2037 59,987 $108.57 USD GOVT GOVT GOVT
0.02% $96388.81 Mortgage Pass Thru FHLMC GOLD 30YR #U3-0400 31335YNR3 -- $5.55 6/1/2037 88,643 $108.76 USD GOVT GOVT GOVT
0.02% $100847.36 Mortgage Pass Thru FHLMC GOLD 30YR #U3-0402 31335YNT9 -- $5.55 6/1/2037 92,770 $108.73 USD GOVT GOVT GOVT
0.02% $98534.18 Mortgage Pass Thru FHLMC GOLD 30YR #U3-0683 31335YXL5 -- $5.40 12/1/2037 90,981 $108.31 USD GOVT GOVT GOVT
0.02% $93363.64 Mortgage Pass Thru FHLMC GOLD 30YR #U3-1817 31321XAS3 -- $5.40 3/1/2038 86,192 $108.33 USD GOVT GOVT GOVT
0.02% $88077.72 Mortgage Pass Thru FHLMC GOLD 30YR #U3-2423 31321XVQ4 -- $5.40 11/1/2038 81,592 $107.96 USD GOVT GOVT GOVT
0.02% $72618.43 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G8-0365 31335PMN2 -- $6.50 10/17/2038 65,275 $111.20 USD GOVT GOVT GOVT
0.02% $79597.97 Mortgage Pass Thru FHLMC GOLD 40YR GNT #K3-0023 31302PAY0 -- $5.50 2/1/2047 76,110 $104.61 USD GOVT GOVT GOVT
0.02% $86837.14 Mortgage Pass Thru FHLMC GOLD IO #H0-3231 3128MVSU8 -- $7.00 10/1/2037 84,083 $103.27 USD GOVT GOVT GOVT
0.02% $75589.50 Mortgage Pass Thru FHLMC PRE-PAY PEN #P5-1237 3128C6LS6 -- $6.50 11/1/2036 69,603 $108.58 USD GOVT GOVT GOVT
0.02% $75216.30 Mortgage Pass Thru FHLMC PRE-PAY PEN #P5-1299 3128C6NQ8 -- $5.50 7/1/2037 70,710 $106.35 USD GOVT GOVT GOVT
0.02% $77439.03 Mortgage Pass Thru FNMA PASS THRU 30YR #519281 31384B2N5 -- $5.34 9/1/2029 71,648 $108.08 USD GOVT GOVT GOVT
0.02% $68296.47 Mortgage Pass Thru FNMA PASS THRU 30YR #657457 31390VME1 -- $5.00 4/1/2033 64,733 $105.44 USD GOVT GOVT GOVT
0.02% $65499.91 Mortgage Pass Thru FNMA PASS THRU 30YR #820191 31406UF86 -- $5.00 5/1/2035 61,831 $105.87 USD GOVT GOVT GOVT
0.02% $71921.15 Mortgage Pass Thru FNMA PASS THRU 30YR #AL6513 3138EPGX6 -- $5.00 7/1/2044 65,668 $109.45 USD GOVT GOVT GOVT
0.02% $79926.37 Mortgage Pass Thru FNMA PASS THRU 30YR #MA0565 31417YTX5 -- $5.50 9/1/2040 71,502 $111.81 USD GOVT GOVT GOVT
0.02% $89234.20 Mortgage Pass Thru FNMA PASS THRU MTG IO #256496 31371M3D7 -- $6.50 10/1/2036 83,709 $106.59 USD GOVT GOVT GOVT
0.02% $90623.54 Mortgage Pass Thru FNMA PASS THRU MTG IO #AL2591 3138EJ2Z0 -- $5.50 5/1/2038 85,601 $105.85 USD GOVT GOVT GOVT
0.02% $87998.70 Mortgage Pass Thru FNMA PRE-PAY PENALTY #697792 31400UF90 -- $5.00 6/1/2033 86,119 $102.18 USD GOVT GOVT GOVT
0.02% $72423.76 Mortgage Pass Thru FNMA PRE-PAY PENALTY #707317 31401FYN0 -- $5.50 6/1/2033 66,920 $108.26 USD GOVT GOVT GOVT
0.02% $68537.57 Mortgage Pass Thru FNMA PRE-PAY PENALTY #847106 31408CDK9 -- $5.50 10/1/2035 64,947 $105.52 USD GOVT GOVT GOVT
0.02% $94237.23 Mortgage Pass Thru FNMA PRE-PAY PENALTY #924068 31412FTZ6 -- $6.50 5/1/2037 86,602 $108.78 USD GOVT GOVT GOVT
0.02% $73415.26 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4165M 36202ETW9 -- $6.50 6/20/2038 69,421 $105.75 USD GOVT GOVT GOVT
0.02% $85651.10 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4239M 36202EV89 -- $6.00 9/20/2038 78,915 $108.51 USD GOVT GOVT GOVT
0.02% $72866.46 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5073M 36202FT63 -- $5.50 5/20/2041 69,743 $104.52 USD GOVT GOVT GOVT
0.02% $100627.20 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #716993C 3620A2RN8 -- $5.40 6/20/2039 94,383 $106.66 USD GOVT GOVT GOVT
0.02% $92782.01 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #737583C 3620ARM81 -- $4.00 11/20/2040 89,176 $104.01 USD GOVT GOVT GOVT
0.02% $88107.70 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #770947C 36176NHY0 -- $4.50 7/20/2041 84,156 $104.66 USD GOVT GOVT GOVT
0.02% $67723.31 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AH5878C 36182NQ71 -- $3.75 3/20/2044 64,431 $105.12 USD GOVT GOVT GOVT
0.02% $88352.34 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #672173X 36295JXA9 -- $5.35 9/15/2037 82,075 $107.70 USD GOVT GOVT GOVT
0.02% $85428.35 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #672295X 36295J3C8 -- $5.35 1/15/2038 79,358 $107.70 USD GOVT GOVT GOVT
0.02% $67964.90 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #679165X 36295SQS8 -- $5.35 11/15/2037 63,136 $107.70 USD GOVT GOVT GOVT
0.02% $100053.47 Corporate KLA-TENCOR CORP SR UNSEC **FULL CALL** 482480AC4 -- $3.38 11/1/2019 100,000 $100.05 USD BBB Baa1 BBB+
0.01% $56879.72 Collateralized Loan Obligation APID 2013-16A A1R 3MLIB+98BP 144A 03764UAN3 -- $3.28 1/19/2025 56,837 $100.07 USD AAA Aaa NR
0.01% $37806.30 Collateralized Mtge Obligation BSABS 2001-3-A2 1MOLIB+40 07384YBM7 -- $2.95 10/27/2032 38,567 $98.03 USD AAA A2 NR
0.01% $56780.38 Collateralized Mtge Obligation CCMFC 2004-3A A2 1MLIB+30 144A 16678RBV8 -- $2.45 8/25/2035 56,792 $99.98 USD A Ba2 NR
0.01% $29405.20 Mortgage Pass Thru FHLMC GOLD 30YR #L0-0007 3128DFAG3 -- $5.50 3/1/2035 25,993 $113.16 USD GOVT GOVT GOVT
0.01% $31512.32 Mortgage Pass Thru FHLMC GOLD 30YR #N3-0441 31281AP22 -- $6.00 2/1/2028 30,714 $102.57 USD GOVT GOVT GOVT
0.01% $29686.52 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1013 31281BDS6 -- $5.00 10/1/2033 26,658 $111.29 USD GOVT GOVT GOVT
0.01% $41203.57 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1330 31281BPP9 -- $5.50 8/1/2036 39,460 $104.45 USD GOVT GOVT GOVT
0.01% $21022.21 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1444 31281BS92 -- $5.50 9/1/2037 20,263 $103.78 USD GOVT GOVT GOVT
0.01% $41020.28 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1448 31281BTD2 -- $5.50 10/1/2037 38,274 $107.21 USD GOVT GOVT GOVT
0.01% $28447.18 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1453 31281BTJ9 -- $5.00 10/1/2037 26,804 $106.06 USD GOVT GOVT GOVT
0.01% $30368.62 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1474 31281BT75 -- $5.00 12/1/2037 28,592 $106.15 USD GOVT GOVT GOVT
0.01% $60080.56 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1476 31281BT91 -- $5.00 12/1/2037 54,432 $110.31 USD GOVT GOVT GOVT
0.01% $26913.72 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1480 31281BUD0 -- $5.00 4/1/2037 25,348 $106.11 USD GOVT GOVT GOVT
0.01% $40913.15 Mortgage Pass Thru FHLMC GOLD 30YR #O2-0119 3128ALDY1 -- $6.50 8/1/2022 40,059 $102.13 USD GOVT GOVT GOVT
0.01% $46501.93 Mortgage Pass Thru FHLMC GOLD 30YR #U3-0255 31335YH82 -- $5.65 1/1/2037 42,613 $109.14 USD GOVT GOVT GOVT
0.01% $33954.84 Mortgage Pass Thru FHLMC GOLD 30YR #U3-2341 31321XS62 -- $5.49 10/1/2038 31,704 $107.13 USD GOVT GOVT GOVT
0.01% $58055.62 Mortgage Pass Thru FHLMC GOLD 40YR GNT #K3-0066 31302PCB8 -- $5.50 6/1/2047 55,471 $104.69 USD GOVT GOVT GOVT
0.01% $29365.27 Mortgage Pass Thru FHLMC GOLD IO #H0-0962 3128MTB72 -- $6.50 7/1/2037 28,184 $104.19 USD GOVT GOVT GOVT
0.01% $23388.47 Mortgage Pass Thru FHLMC GOLD IO #H0-9022 3128UNAX0 -- $5.50 2/1/2037 21,385 $109.31 USD GOVT GOVT GOVT
0.01% $32569.24 Mortgage Pass Thru FHLMC GOLD IO #H0-9069 3128UNCE0 -- $6.50 9/1/2037 29,354 $110.91 USD GOVT GOVT GOVT
0.01% $33865.43 Mortgage Pass Thru FHLMC GOLD IO #H0-9070 3128UNCF7 -- $6.50 9/1/2037 31,032 $109.10 USD GOVT GOVT GOVT
0.01% $44910.21 Mortgage Pass Thru FHLMC GOLD IO #H0-9152 3128UNEZ1 -- $6.50 2/1/2038 41,168 $109.05 USD GOVT GOVT GOVT
0.01% $58974.49 Mortgage Pass Thru FHLMC PRE-PAY PEN #P0-0039 31283NBG6 -- $6.00 5/1/2033 54,862 $107.47 USD GOVT GOVT GOVT
0.01% $25171.94 Mortgage Pass Thru FHLMC PRE-PAY PEN #P2-0607 31283YR34 -- $5.00 5/1/2035 23,739 $106.00 USD GOVT GOVT GOVT
0.01% $50168.67 Mortgage Pass Thru FHLMC PRE-PAY PEN #P5-0075 31288LCL3 -- $6.00 9/1/2031 49,274 $101.81 USD GOVT GOVT GOVT
0.01% $40367.01 Mortgage Pass Thru FNMA PASS THRU 30YR #800447 31405VHY6 -- $5.00 10/1/2034 38,074 $105.96 USD GOVT GOVT GOVT
0.01% $44325.09 Mortgage Pass Thru FNMA PASS THRU 30YR #801506 31405WNX9 -- $4.75 9/1/2034 41,813 $105.94 USD GOVT GOVT GOVT
0.01% $41731.19 Mortgage Pass Thru FNMA PASS THRU 30YR #819230 31406TEB3 -- $5.35 2/1/2035 40,989 $101.81 USD GOVT GOVT GOVT
0.01% $49467.32 Mortgage Pass Thru FNMA PASS THRU 30YR #833303 31407KX87 -- $5.15 5/1/2035 48,599 $101.78 USD GOVT GOVT GOVT
0.01% $23025.94 Mortgage Pass Thru FNMA PASS THRU 30YR #878502 31409UAB1 -- $5.35 12/1/2035 22,966 $100.26 USD GOVT GOVT GOVT
0.01% $38365.66 Mortgage Pass Thru FNMA PASS THRU 30YR #889187 31410G2U6 -- $5.00 7/1/2033 36,182 $105.97 USD GOVT GOVT GOVT
0.01% $56605.21 Mortgage Pass Thru FNMA PASS THRU 30YR #909035 31411H4U1 -- $5.35 12/1/2036 55,111 $102.71 USD GOVT GOVT GOVT
0.01% $42864.79 Mortgage Pass Thru FNMA PASS THRU 30YR #913145 31411RP69 -- $5.35 3/1/2037 42,099 $101.82 USD GOVT GOVT GOVT
0.01% $34101.67 Mortgage Pass Thru FNMA PASS THRU 30YR #AW0293 3138XPKF9 -- $4.00 2/1/2044 32,035 $106.39 USD GOVT GOVT GOVT
0.01% $55068.28 Mortgage Pass Thru FNMA PASS THRU 30YR #MA2313 31418BSB3 -- $4.00 6/1/2045 51,740 $106.37 USD GOVT GOVT GOVT
0.01% $35415.10 Mortgage Pass Thru FNMA PASS THRU BALLOON #257213 31371NVE2 -- $6.00 4/1/2048 32,992 $107.32 USD GOVT GOVT GOVT
0.01% $43448.87 Mortgage Pass Thru FNMA PASS THRU COOP #577852 31386Y5M2 -- $6.00 6/1/2031 41,018 $105.92 USD GOVT GOVT GOVT
0.01% $40628.23 Mortgage Pass Thru FNMA PASS THRU FHA/VA #931884 31412QJ59 -- $4.00 9/1/2039 39,185 $103.64 USD GOVT GOVT GOVT
0.01% $30306.88 Mortgage Pass Thru FNMA PASS THRU MTG IO #256809 31371NGS8 -- $6.00 7/1/2037 28,270 $107.16 USD GOVT GOVT GOVT
0.01% $56015.52 Mortgage Pass Thru FNMA PASS THRU MTG IO #257138 31371NS30 -- $5.00 3/1/2038 52,188 $107.28 USD GOVT GOVT GOVT
0.01% $32903.51 Mortgage Pass Thru FNMA PASS THRU MTG IO #889322 31410KAX2 -- $5.50 4/1/2038 30,493 $107.86 USD GOVT GOVT GOVT
0.01% $34659.40 Mortgage Pass Thru FNMA PASS THRU MTG IO #910758 31411KZX4 -- $5.50 1/1/2037 33,011 $104.99 USD GOVT GOVT GOVT
0.01% $20900.65 Mortgage Pass Thru FNMA PASS THRU MTG IO #952320 31413QPD4 -- $6.50 10/1/2037 20,072 $104.13 USD GOVT GOVT GOVT
0.01% $25742.54 Mortgage Pass Thru FNMA PRE-PAY PENALTY #255538 31371LZB8 -- $5.50 11/1/2034 23,886 $107.73 USD GOVT GOVT GOVT
0.01% $43788.64 Mortgage Pass Thru FNMA PRE-PAY PENALTY #695530 31400RVX6 -- $6.00 4/1/2033 42,631 $102.71 USD GOVT GOVT GOVT
0.01% $31854.25 Mortgage Pass Thru FNMA PRE-PAY PENALTY #713199 31401NKL2 -- $5.50 6/1/2033 29,433 $108.26 USD GOVT GOVT GOVT
0.01% $39434.49 Mortgage Pass Thru FNMA PRE-PAY PENALTY #839137 31407SHN5 -- $6.00 10/1/2035 35,660 $110.56 USD GOVT GOVT GOVT
0.01% $59057.65 Mortgage Pass Thru FNMA PRE-PAY PENALTY #922855 31412EH82 -- $5.50 11/1/2036 53,169 $111.11 USD GOVT GOVT GOVT
0.01% $43396.74 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4182M 36202EUF4 -- $5.50 7/20/2038 41,562 $104.46 USD GOVT GOVT GOVT
0.01% $37784.47 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4312M 36202EYH6 -- $7.00 12/20/2038 35,930 $105.16 USD GOVT GOVT GOVT
0.01% $36327.26 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4492M 36202E7D5 -- $6.50 7/20/2039 33,618 $108.04 USD GOVT GOVT GOVT
0.01% $26491.79 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4537M 36202FBE5 -- $7.00 6/20/2039 26,304 $100.72 USD GOVT GOVT GOVT
0.01% $21490.60 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4879M 36202FM45 -- $4.00 12/20/2040 20,680 $103.89 USD GOVT GOVT GOVT
0.01% $48195.73 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5285M 36202F2S4 -- $4.50 1/20/2042 46,570 $103.46 USD GOVT GOVT GOVT
0.01% $59577.71 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA1084M 36179NFZ6 -- $4.00 6/20/2043 57,445 $103.68 USD GOVT GOVT GOVT
0.01% $22158.60 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #754366C 36230NZ73 -- $4.00 3/20/2042 20,865 $106.17 USD GOVT GOVT GOVT
0.01% $43351.63 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #662867X 36294XMQ6 -- $5.35 12/15/2036 40,290 $107.65 USD GOVT GOVT GOVT
0.01% $58798.07 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #678977X 36295SJW7 -- $5.35 10/15/2037 54,620 $107.70 USD GOVT GOVT GOVT
0.01% $50368.20 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #679071X 36295SMU7 -- $5.35 11/15/2037 46,789 $107.70 USD GOVT GOVT GOVT
0.01% $42062.74 Collateralized Mtge Obligation MARM 2004-13 2A2 WM33 WC3.2251 ARM 576433WE2 -- $4.85 4/21/2034 41,052 $102.46 USD AA+ NR NR
0.01% $39811.58 Corporate MASCO CORP SR UNSECURED 574599BG0 -- $7.13 3/15/2020 39,000 $102.08 USD BBB Baa3 BBB-
0.01% $23418.50 Collateralized Mtge Obligation WAMU 2005-AR2 2A1A 1MLIB+31 92922FD21 -- $2.46 1/25/2045 23,511 $99.61 USD AA+ Baa1 NR
0.01% $48901.14 Collateralized Mtge Obligation WAMU 2006-AR5A 1A2A 12MTA+98 93362YAB8 -- $3.46 6/25/2046 48,858 $100.09 USD B- B1 NR
0.01% $31442.24 Collateralized Mtge Obligation WFMBS 2005-AR16 7A1 WM35 WC5.5222**DEF* 94981QAV0 -- $4.78 10/25/2035 31,022 $101.36 USD NR B3 D
0.00% -- Corporate AVIATION CAPITAL GROUP SR UNSEC 144A 05367AAJ2 -- $2.88 1/20/2022 0 $100.21 USD A- NR BBB+
0.00% $1893.08 Collateralized Mtge Obligation BSARM 2002-11 1A1 WM31 WC6.2 07384MSH6 -- $4.70 2/25/2033 1,839 $102.92 USD NR NR NR
0.00% $-4814.28 Index CDS Swaption CDX.O C 0.475 IG32 5Y V1 I 10/16/19 -- -- $0.00 10/16/2019 -13,000,000 $0.04 USD NR NR NR
0.00% $-2169.94 Index CDS Swaption CDX.O P 0.85 IG32 5Y V1 I 11/20/19 -- -- $0.00 11/20/2019 -8,300,000 $0.03 USD NR NR NR
0.00% $-1333.34 Index CDS Swaption CDX.O P 0.85 IG32 5Y V1 I 11/20/19 -- -- $0.00 11/20/2019 -5,100,000 $0.03 USD NR NR NR
0.00% $-296.43 Index CDS Swaption CDX.O P 0.90 IG32 5Y V1 I 11/20/19 -- -- $0.00 11/20/2019 -1,400,000 $0.02 USD NR NR NR
0.00% $-1037.51 Index CDS Swaption CDX.O P 0.90 IG32 5Y V1 I 11/20/19 -- -- $0.00 11/20/2019 -4,900,000 $0.02 USD NR NR NR
0.00% $-296.43 Index CDS Swaption CDX.O P 0.90 IG32 5Y V1 I 11/20/19 -- -- $0.00 11/20/2019 -1,400,000 $0.02 USD NR NR NR
0.00% -- Index CDS Swaption CDX.O P 0.95 IG32 5Y V1 I 09/18/19 -- -- $0.00 9/18/2019 0 $0.00 USD NR NR NR
0.00% -- Index CDS Swaption CDX.O P 0.95 IG32 5Y V1 I 09/18/19 -- -- $0.00 9/18/2019 0 $0.00 USD NR NR NR
0.00% -- Index CDS Swaption CDX.O P 1.00 IG32 5Y V1 I 09/18/19 -- -- $0.00 9/18/2019 0 $0.00 USD NR NR NR
0.00% -- Index CDS Swaption CDX.O P 1.00 IG32 5Y V1 I 09/18/19 -- -- $0.00 9/18/2019 0 $0.00 USD NR NR NR
0.00% -- Index CDS Swaption CDX.O P 1.00 IG32 5Y V1 I 09/18/19 -- -- $0.00 9/18/2019 0 $0.00 USD NR NR NR
0.00% -- Index CDS Swaption CDX.O P 1.05 IG32 5Y V1 I 09/18/19 -- -- $0.00 9/18/2019 0 $0.00 USD NR NR NR
0.00% -- Corporate CONTINENTAL AIR EETC 2009-2 21079UAA3 -- $7.25 5/10/2021 0 $100.57 USD A Baa1 NR
0.00% $19697.72 Asset Backed Securities DRUGB 2014-1 A1 3MLIB+285BP 144A 26223UAC3 -- $5.15 7/15/2023 19,650 $100.24 USD BBB NR NR
0.00% $7428.00 Mortgage Pass Thru FHLMC GOLD #L1-0151 3128DHEY6 -- $6.00 2/1/2033 6,997 $106.16 USD GOVT GOVT GOVT
0.00% $3020.09 Mortgage Pass Thru FHLMC GOLD 15YR #E0-4367 31294NZ85 -- $2.00 4/1/2028 3,027 $99.70 USD GOVT GOVT GOVT
0.00% $8187.53 Mortgage Pass Thru FHLMC GOLD 15YR #J1-2670 3128PR6F1 -- $4.50 7/1/2020 7,964 $102.74 USD GOVT GOVT GOVT
0.00% $7537.50 Mortgage Pass Thru FHLMC GOLD 15YR #J2-2451 31307AWL2 -- $2.00 2/1/2028 7,571 $99.49 USD GOVT GOVT GOVT
0.00% $2841.52 Mortgage Pass Thru FHLMC GOLD 15YR #M3-0356 31282CMD6 -- $4.50 7/1/2021 2,817 $100.87 USD GOVT GOVT GOVT
0.00% $1773.53 Mortgage Pass Thru FHLMC GOLD 15YR GNT #G1-1812 31336WAL3 -- $5.00 12/1/2020 1,719 $103.12 USD GOVT GOVT GOVT
0.00% $1.06 Mortgage Pass Thru FHLMC GOLD 15YR GNT #G1-2033 3128M1EE5 -- $4.50 12/1/2019 1 $100.53 USD GOVT GOVT GOVT
0.00% $3069.82 Mortgage Pass Thru FHLMC GOLD 15YR GNT #G1-2454 3128M1TK5 -- $5.50 11/1/2021 3,004 $102.18 USD GOVT GOVT GOVT
0.00% $1014.74 Mortgage Pass Thru FHLMC GOLD 15YR GNT #G1-5159 3128MD5U3 -- $5.00 1/1/2024 984 $103.12 USD GOVT GOVT GOVT
0.00% $10092.88 Mortgage Pass Thru FHLMC GOLD 30YR #N3-0993 31281BC65 -- $5.00 7/1/2033 9,535 $105.79 USD GOVT GOVT GOVT
0.00% $13375.18 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1015 31281BDU1 -- $5.00 10/1/2033 13,375 -- USD GOVT GOVT GOVT
0.00% $19466.55 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1137 31281BHN3 -- $5.50 9/1/2034 18,624 $104.56 USD GOVT GOVT GOVT
0.00% $16781.25 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1138 31281BHP8 -- $5.50 9/1/2034 16,330 $102.80 USD GOVT GOVT GOVT
0.00% $12941.62 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1347 31281BP87 -- $5.50 11/1/2036 12,393 $104.46 USD GOVT GOVT GOVT
0.00% $11078.74 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1368 31281BQV5 -- $5.00 1/1/2037 10,174 $108.82 USD GOVT GOVT GOVT
0.00% $5243.04 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1465 31281BTW0 -- $5.00 11/1/2037 4,816 $108.80 USD GOVT GOVT GOVT
0.00% $20282.44 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1475 31281BT83 -- $5.00 12/1/2037 19,093 $106.17 USD GOVT GOVT GOVT
0.00% $18231.29 Mortgage Pass Thru FHLMC GOLD FHA/VA #B7-0184 312988FZ6 -- $7.00 5/1/2029 18,173 $100.32 USD GOVT GOVT GOVT
0.00% $2397.41 Mortgage Pass Thru FHLMC GOLD IO #H0-0259 3128MSJC5 -- $5.50 4/1/2035 2,358 $101.65 USD GOVT GOVT GOVT
0.00% $5649.95 Mortgage Pass Thru FHLMC GOLD IO #H0-1033 3128MTEE4 -- $6.50 7/1/2037 5,543 $101.92 USD GOVT GOVT GOVT
0.00% $9266.89 Mortgage Pass Thru FHLMC GOLD IO #H0-1085 3128MTF29 -- $6.50 7/1/2037 9,030 $102.62 USD GOVT GOVT GOVT
0.00% $19966.04 Mortgage Pass Thru FHLMC GOLD IO #H0-2507 3128MUYC3 -- $5.50 3/1/2038 19,644 $101.64 USD GOVT GOVT GOVT
0.00% $14921.69 Mortgage Pass Thru FHLMC GOLD IO #H0-3252 3128MVTH6 -- $6.50 10/1/2037 14,282 $104.48 USD GOVT GOVT GOVT
0.00% $20064.94 Mortgage Pass Thru FHLMC GOLD IO #H0-9117 3128UNDW9 -- $6.50 11/1/2037 17,586 $114.04 USD GOVT GOVT GOVT
0.00% -- Mortgage Pass Thru FHLMC PASS THRU 30YR #53-8342 31347WHT6 -- $11.00 1/1/2020 0 $100.00 USD GOVT GOVT GOVT
0.00% -- Mortgage Pass Thru FHLMC PASS THRU 30YR #54-5187 31354BXQ0 -- $10.50 12/1/2019 0 $100.00 USD GOVT GOVT GOVT
0.00% $169.57 Mortgage Pass Thru FHLMC PASS THRU 30YR #54-6130 31354CY38 -- $11.00 5/1/2020 169 $100.16 USD GOVT GOVT GOVT
0.00% $4.52 Mortgage Pass Thru FHLMC PASS THRU 30YR #54-9859 31354G5U1 -- $11.00 9/1/2020 5 $100.16 USD GOVT GOVT GOVT
0.00% $601.84 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-4921 31290KPE3 -- $10.50 10/1/2020 601 $100.14 USD GOVT GOVT GOVT
0.00% $160.14 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-4922 31290KPF0 -- $10.50 12/1/2020 159 $100.41 USD GOVT GOVT GOVT
0.00% -- Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5056 31290KTM1 -- $11.00 9/1/2020 0 $100.00 USD GOVT GOVT GOVT
0.00% -- Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5120 31290KVM8 -- $11.00 10/1/2020 0 -- USD GOVT GOVT GOVT
0.00% $0.71 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5167 31290KW47 -- $11.00 9/1/2020 1 $100.16 USD GOVT GOVT GOVT
0.00% -- Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5237 31290KZA0 -- $11.00 9/1/2020 0 $100.00 USD GOVT GOVT GOVT
0.00% $19001.95 Mortgage Pass Thru FHLMC PRE-PAY PEN #P5-0485 31288LRE3 -- $5.50 5/1/2035 17,851 $106.42 USD GOVT GOVT GOVT
0.00% $17702.63 Mortgage Pass Thru FHLMC PRE-PAY PEN #P5-0557 31288LTN1 -- $6.00 6/1/2037 16,796 $105.40 USD GOVT GOVT GOVT
0.00% $2570.63 Mortgage Pass Thru FNMA PASS THRU 15YR #745525 31403DHA0 -- $5.50 5/1/2021 2,535 $101.41 USD GOVT GOVT GOVT
0.00% $1467.08 Mortgage Pass Thru FNMA PASS THRU 20YR #254000 31371KDD0 -- $6.50 9/1/2021 1,317 $111.36 USD GOVT GOVT GOVT
0.00% $3471.76 Mortgage Pass Thru FNMA PASS THRU 20YR #632610 31389QYF9 -- $6.50 2/1/2022 3,117 $111.35 USD GOVT GOVT GOVT
0.00% $18004.07 Mortgage Pass Thru FNMA PASS THRU 30YR #357175 31376JXC8 -- $5.50 12/1/2031 17,613 $102.25 USD GOVT GOVT GOVT
0.00% $606.87 Mortgage Pass Thru FNMA PASS THRU 30YR #452968 31380XFH0 -- $5.50 12/1/2028 600 $101.22 USD GOVT GOVT GOVT
0.00% $2932.69 Mortgage Pass Thru FNMA PASS THRU 30YR #499703 31383DDG5 -- $6.00 5/1/2029 2,841 $103.21 USD GOVT GOVT GOVT
0.00% $4956.76 Mortgage Pass Thru FNMA PASS THRU 30YR #506677 31383L2J3 -- $5.50 7/1/2029 4,881 $101.59 USD GOVT GOVT GOVT
0.00% $3751.00 Mortgage Pass Thru FNMA PASS THRU 30YR #535994 31384WNK2 -- $6.00 6/1/2031 3,266 $114.81 USD GOVT GOVT GOVT
0.00% $2982.90 Mortgage Pass Thru FNMA PASS THRU 30YR #616215 31388VSC3 -- $5.50 12/1/2031 2,953 $101.02 USD GOVT GOVT GOVT
0.00% $3887.99 Mortgage Pass Thru FNMA PASS THRU 30YR #660720 31391AAV1 -- $6.50 3/1/2026 3,744 $103.84 USD GOVT GOVT GOVT
0.00% $4609.83 Mortgage Pass Thru FNMA PASS THRU 30YR #870801 31409GNS1 -- $5.50 10/1/2036 4,427 $104.15 USD GOVT GOVT GOVT
0.00% $18740.77 Mortgage Pass Thru FNMA PASS THRU 30YR #888970 31410GT37 -- $5.00 6/1/2037 17,686 $105.90 USD GOVT GOVT GOVT
0.00% $4156.19 Mortgage Pass Thru FNMA PASS THRU 30YR #893258 31410PMF7 -- $5.50 8/1/2036 4,091 $101.62 USD GOVT GOVT GOVT
0.00% $17308.35 Mortgage Pass Thru FNMA PASS THRU 30YR #901658 31410YWT7 -- $5.50 10/1/2036 16,641 $104.04 USD GOVT GOVT GOVT
0.00% $10857.35 Mortgage Pass Thru FNMA PASS THRU 30YR #939484 31413AFZ1 -- $5.00 6/1/2037 10,254 $105.82 USD GOVT GOVT GOVT
0.00% $8428.22 Mortgage Pass Thru FNMA PASS THRU 30YR #945910 31413HKX5 -- $5.50 8/1/2037 8,195 $102.88 USD GOVT GOVT GOVT
0.00% $3710.82 Mortgage Pass Thru FNMA PASS THRU 30YR #MA1715 31418A3Z9 -- $4.00 12/1/2043 3,488 $106.34 USD GOVT GOVT GOVT
0.00% -- Mortgage Pass Thru FNMA PASS THRU 30YR #ZT1951 3132AEEY8 -- $3.50 5/1/2049 0 $102.32 USD GOVT GOVT GOVT
0.00% $3207.10 Mortgage Pass Thru FNMA PASS THRU BALLOON #257393 31371N3A1 -- $6.50 9/1/2048 2,993 $107.11 USD GOVT GOVT GOVT
0.00% $2917.77 Mortgage Pass Thru FNMA PASS THRU MTG IO #256526 31371M4K0 -- $6.00 12/1/2036 2,690 $108.40 USD GOVT GOVT GOVT
0.00% $1500.57 Mortgage Pass Thru FNMA PASS THRU MTG IO #256860 31371NJD8 -- $6.50 8/1/2037 1,332 $112.60 USD GOVT GOVT GOVT
0.00% $13742.72 Mortgage Pass Thru FNMA PASS THRU MTG IO #256973 31371NMW2 -- $6.50 11/1/2037 12,087 $113.64 USD GOVT GOVT GOVT
0.00% $5212.91 Mortgage Pass Thru FNMA PASS THRU MTG IO #257044 31371NP58 -- $6.00 1/1/2038 4,751 $109.69 USD GOVT GOVT GOVT
0.00% $14209.02 Mortgage Pass Thru FNMA PASS THRU MTG IO #871039 31409GV86 -- $5.50 2/1/2037 13,022 $109.06 USD GOVT GOVT GOVT
0.00% $12069.89 Mortgage Pass Thru FNMA PASS THRU MTG IO #888372 31410F6H3 -- $6.50 4/1/2037 10,566 $114.16 USD GOVT GOVT GOVT
0.00% $11901.95 Mortgage Pass Thru FNMA PASS THRU MTG IO #889154 31410GZT3 -- $5.00 2/1/2038 11,085 $107.31 USD GOVT GOVT GOVT
0.00% $86.12 Mortgage Pass Thru FNMA PASS THRU MTG IO #899432 31410WHH4 -- $6.00 5/1/2037 82 $105.02 USD GOVT GOVT GOVT
0.00% $1290.70 Mortgage Pass Thru FNMA PASS THRU MTG IO #933032 31412SA96 -- $6.00 10/1/2037 1,201 $107.49 USD GOVT GOVT GOVT
0.00% $835.87 Mortgage Pass Thru FNMA PASS THRU MTG IO #944066 31413FJK9 -- $6.50 7/1/2037 774 $107.92 USD GOVT GOVT GOVT
0.00% $8685.01 Mortgage Pass Thru FNMA PASS THRU MTG IO #973542 31414RBK0 -- $5.50 3/1/2038 8,550 $101.58 USD GOVT GOVT GOVT
0.00% $8930.74 Mortgage Pass Thru FNMA PASS THRU MTG IO #982008 31415BNZ8 -- $5.50 5/1/2038 8,825 $101.20 USD GOVT GOVT GOVT
0.00% $10341.41 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #MA0101 31417YDF1 -- $5.00 5/1/2039 9,852 $104.91 USD GOVT GOVT GOVT
0.00% $1268.66 Mortgage Pass Thru FNMA PRE-PAY PENALTY #254670 31371K2B6 -- $5.50 2/1/2033 1,164 $108.92 USD GOVT GOVT GOVT
0.00% $17483.34 Mortgage Pass Thru FNMA PRE-PAY PENALTY #405220 31378QDZ1 -- $6.00 9/1/2028 15,814 $110.53 USD GOVT GOVT GOVT
0.00% $18983.70 Mortgage Pass Thru FNMA PRE-PAY PENALTY #596705 31387W3N5 -- $6.00 4/1/2032 17,589 $107.90 USD GOVT GOVT GOVT
0.00% $5259.28 Mortgage Pass Thru FNMA PRE-PAY PENALTY #961191 31414BKC3 -- $6.00 1/1/2038 5,135 $102.42 USD GOVT GOVT GOVT
0.00% $6707.29 Mortgage Pass Thru FNMA PRE-PAY PENALTY #995858 31416CJB3 -- $6.00 9/1/2037 5,831 $115.00 USD GOVT GOVT GOVT
0.00% -- Mortgage Pass Thru FNMA TBA 3.0% OCT 30YR 01F0306A1 -- $3.00 10/10/2049 0 $101.04 USD NR NR NR
0.00% -- Mortgage Pass Thru FNMA TBA 3.5% OCT 30YR 01F0326A7 -- $3.50 10/10/2049 0 $102.32 USD NR NR NR
0.00% -- Mortgage Pass Thru FNMA TBA 4.0% OCT 30YR 01F0406A0 -- $4.00 10/10/2049 0 $103.55 USD NR NR NR
0.00% $13128.03 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4362M 36202EZ36 -- $5.00 2/20/2039 12,638 $103.91 USD GOVT GOVT GOVT
0.00% $5396.68 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4796M 36202FKH8 -- $4.50 9/20/2040 5,117 $105.43 USD GOVT GOVT GOVT
0.00% $2414.55 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #2076M 36202CJV6 -- $6.50 9/20/2025 2,302 $104.91 USD GOVT GOVT GOVT
0.00% $3029.97 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #412608X 36206JKV5 -- $7.00 5/15/2026 2,827 $107.17 USD GOVT GOVT GOVT
0.00% $2416.94 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #780058X 36225AB33 -- $7.00 1/15/2025 2,267 $106.60 USD GOVT GOVT GOVT
0.00% $11198.09 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #780650X 36225AWK2 -- $6.50 10/15/2027 10,107 $110.76 USD GOVT GOVT GOVT
0.00% $3936.66 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #780742X 36225AZF0 -- $7.00 9/15/2024 3,651 $107.81 USD GOVT GOVT GOVT
0.00% $8345.14 Collateralized Mtge Obligation GNR 2009-66 UF 1MLIB+100BP 38376FRF1 -- $3.03 8/16/2039 8,129 $102.66 USD AA+ Aaa AAA
0.00% $18345.27 Collateralized Mtge Obligation GSR 2005-AR6 1A4 WM33 WC4.2777 ARM 362341RW1 -- $4.93 9/25/2035 18,049 $101.64 USD AA+ NR BBB
0.00% $-10060.59 IRS Swaption IRO USD 2Y P 1.90000 M 10/15/19 -- -- $0.00 10/15/2019 -49,100,000 $0.02 USD NR NR NR
0.00% $16365.82 Collateralized Mtge Obligation SAMI 2002-AR3-A1 1MOLIB+33 86358HNX3 -- $2.84 9/19/2032 16,504 $99.16 USD BBB Ba3 NR
0.00% $7696.44 Collateralized Mtge Obligation SAMI 2004-AR3 1A2 AFC 1MLIB+29 86359LBY4 -- $2.76 7/19/2034 7,645 $100.67 USD AA+ NR NR
0.00% $3244.40 Collateralized Mtge Obligation SEMT 2003-2 A1 1MLIBOR + 33BP 81743PAP1 -- $2.83 6/20/2033 3,182 $101.96 USD AA NR NR
0.00% $3561.51 Collateralized Mtge Obligation SEMT 4 A STEP 1MOLIB+36 AMBAC 81743TAA6 -- $2.99 11/22/2024 3,554 $100.22 USD AA+ NR NR
0.00% $2949.91 Collateralized Mtge Obligation WAMU 2003-AR5 A7 ARM WM33 WC 4.9155 929227R65 -- $4.68 6/25/2033 2,850 $103.52 USD A- Baa1 AA
0.00% $2496.21 Collateralized Mtge Obligation WFMBS 2005-AR11 1A1 WM33 WC4.8745 ARM 94982RAA3 -- $4.88 6/25/2035 2,426 $102.91 USD B+ NR NR
-0.01% $-48844.68 IRS Swaption IRO USD 2Y C 1.60000 M 10/15/19 -- -- $0.00 10/15/2019 -49,100,000 $0.09 USD NR NR NR
-0.01% $-21381.18 IRS Swaption IRO USD 2Y P 1.70000 M 09/23/19 -- -- $0.00 9/23/2019 -46,100,000 $0.06 USD NR NR NR
-0.02% $-65029.20 IRS Swaption IRO USD 30Y P 1.84375 M 10/09/19 -- -- $0.00 10/9/2019 -4,700,000 $1.52 USD NR NR NR
-0.79% $-240136.42 Credit Default Swap CDX HY31 5Y -- -- $5.00 12/20/2023 2,976,000 $-8.26 USD NR NR NR
-0.83% $4148.03 Interest Rate Swap - Payer IRS USD 1.62500 01/06/20-10Y CME -- -- $1.63 1/6/2030 -3,400,000 $-0.31 USD NR NR NR
-0.93% $-3785000.00 Reverse Repo U S AGENCY MTGE REV REPO -- -- $2.40 10/21/2019 -3,785,000 $100.00 USD NR NR NR
-1.09% $-4461000.00 Reverse Repo U S CORP REV REPO -- -- $2.30 9/20/2019 -4,461,000 $100.00 USD NR NR NR
-1.09% $-4456000.00 Reverse Repo U S CORP REV REPO -- -- $2.25 10/23/2019 -4,456,000 $100.00 USD NR NR NR
-1.25% $-5096000.00 Reverse Repo U S CORP REV REPO -- -- $2.25 9/24/2019 -5,096,000 $100.00 USD NR NR NR
-1.48% $-35000.00 Future FIN FUT US ULTRA 30YR CBT 12/19/19 WNZ9 -- $6.00 12/20/2019 -32 $189.03 USD NR NR NR
-1.56% $-434962.43 Credit Default Swap CDX HY32 5Y -- -- $5.00 6/20/2024 5,940,000 $-7.53 USD NR NR NR
-1.81% $-7389000.00 Reverse Repo U S CORP REV REPO -- -- $2.29 10/23/2019 -7,389,000 $100.00 USD NR NR NR
-1.82% $-7418000.00 Reverse Repo U S CORP REV REPO -- -- $2.33 9/20/2019 -7,418,000 $100.00 USD NR NR NR
-2.12% $-6843.75 Future FIN FUT US 5YR CBT 12/31/19 FVZ9 -- $6.00 1/1/2020 -73 $118.73 USD NR NR NR
-3.48% $41106.91 Currency EUROPEAN MONETARY UNION EURO EUR/USD -- $0.00 10/2/2019 -12,853,000 $0.90 EUR NR NR NR
-3.84% $-24577.52 Future FIN FUT US 10YR CBT 12/19/19 TYZ9 -- $6.00 12/20/2019 -121 $129.59 USD NR NR NR
-6.47% $-2199120.92 Interest Rate Swap - Payer IRS USD 3.00000 06/19/19-7Y CME -- -- $3.00 6/19/2026 -24,200,000 $8.96 USD NR NR NR
-18.65% $-1627080.00 Credit Default Swap CDX IG32 5Y -- -- $1.00 6/20/2024 74,500,000 $-2.22 USD NR NR NR
-13.32% -- 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 4,080,000. 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.