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
4.42% $119200896.26 Mortgage Pass Thru FHLMC GOLD 30YR #V8-3421 3132L8YS0 -- $4.00 9/1/2047 114,199,588 $104.32 USD GOVT GOVT GOVT
2.23% $60227000.00 Government U S TREASURY BOND 912810SH2 -- $2.88 5/15/2049 52,600,000 $113.92 USD GOVT GOVT GOVT
2.17% $339062.50 Future FIN FUT US ULTRA 30YR CBT 12/19/19 WNZ9 -- $6.00 12/20/2019 310 $189.03 USD NR NR NR
2.13% $57444265.57 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-8871 3128MJ6H8 -- $3.50 4/1/2049 56,072,911 $102.36 USD GOVT GOVT GOVT
2.05% $55309856.48 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-8788 3128MJ2W9 -- $3.50 11/1/2047 53,579,384 $103.15 USD GOVT GOVT GOVT
1.95% $52553809.73 Mortgage Pass Thru FNMA PASS THRU 30YR #MA3210 31418CR89 -- $3.50 12/1/2047 50,761,861 $103.45 USD GOVT GOVT GOVT
1.83% $49387382.92 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-8766 3128MJZ86 -- $3.50 6/1/2047 47,749,663 $103.35 USD GOVT GOVT GOVT
1.73% $46766795.93 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-8779 3128MJ2M1 -- $3.50 9/1/2047 45,290,785 $103.17 USD GOVT GOVT GOVT
1.71% $46185543.03 Government U S TREASURY BOND 912810SJ8 -- $2.25 8/15/2049 45,800,000 $100.29 USD GOVT GOVT GOVT
1.68% $45254676.67 Mortgage Pass Thru FHLMC GOLD 30YR #V8-4637 3132LAEJ7 -- $4.00 9/1/2048 43,494,184 $103.99 USD GOVT GOVT GOVT
1.66% $44888012.14 Mortgage Pass Thru FNMA PASS THRU 30YR #ZT1951 3132AEEY8 -- $3.50 5/1/2049 43,833,113 $102.32 USD GOVT GOVT GOVT
1.49% $40142232.63 Mortgage Pass Thru FNMA PASS THRU 30YR #BN1628 3140JHY23 -- $4.50 11/1/2048 38,144,625 $105.17 USD GOVT GOVT GOVT
1.49% $40204130.92 Corporate HAMPTON ROADS PPV LLC UNSEC 409322AD6 -- $6.62 6/15/2053 35,545,610 $113.11 USD NR Ba2 BB
1.42% $38399737.02 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-8767 3128MJZ94 -- $4.00 6/1/2047 36,670,874 $104.65 USD GOVT GOVT GOVT
1.39% $37621643.83 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-8836 3128MJ4W7 -- $4.00 9/1/2048 36,290,244 $103.61 USD GOVT GOVT GOVT
1.21% $32750312.13 Mortgage Pass Thru FNMA PASS THRU 30YR #ZT1545 3132ADWE4 -- $4.00 12/1/2048 31,614,381 $103.53 USD GOVT GOVT GOVT
0.89% $24080590.92 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G6-0767 31335AZ84 -- $3.50 10/1/2046 22,975,627 $104.72 USD GOVT GOVT GOVT
0.88% $23652315.44 Mortgage Pass Thru FNMA PASS THRU 30YR #MA3494 31418C3C6 -- $3.50 10/1/2048 23,026,261 $102.64 USD GOVT GOVT GOVT
0.87% $23446030.97 Mortgage Pass Thru FNMA PASS THRU 30YR #ZT1594 3132ADXX1 -- $4.00 1/1/2049 22,637,868 $103.51 USD GOVT GOVT GOVT
0.86% $23172485.91 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #784295C 3622A2XY3 -- $3.50 3/20/2047 22,084,906 $104.98 USD GOVT GOVT GOVT
0.85% $23015536.01 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-8872 3128MJ6J4 -- $4.00 4/1/2049 22,200,189 $103.61 USD GOVT GOVT GOVT
0.79% $21455554.33 Mortgage Pass Thru FNMA PASS THRU 30YR #MA3495 31418C3D4 -- $4.00 10/1/2048 20,659,197 $103.79 USD GOVT GOVT GOVT
0.77% $20893504.64 Corporate BANK OF AMERICA CORP SR UNSEC 06051GHD4 -- $3.42 12/20/2028 20,118,000 $103.70 USD A- A2 A+
0.75% $20286852.92 Mortgage Pass Thru FNMA PASS THRU 30YR #SD8005 3132DV3N3 -- $3.50 8/1/2049 19,771,602 $102.52 USD GOVT GOVT GOVT
0.75% $20236952.78 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #BA5051X 3617AHTG4 -- $4.00 6/15/2047 19,024,082 $106.36 USD GOVT GOVT GOVT
0.75% $20252686.34 Corporate JPMORGAN CHASE & CO SR UNSEC 46625HRY8 -- $3.78 2/1/2028 19,000,000 $106.55 USD A- A2 AA-
0.73% $19822554.83 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #BA5040X 3617AHS59 -- $4.00 6/15/2047 18,633,405 $106.37 USD GOVT GOVT GOVT
0.70% $18993226.50 Corporate BARCLAYS BANK PLC - CONTINGENT CAPITAL 06740L8C2 -- $7.63 11/21/2022 17,100,000 $111.07 USD BB+ NR BBB+
0.69% $18575750.73 Corporate MORGAN STANLEY SR UNSEC 61744YAP3 -- $3.77 1/24/2029 17,500,000 $105.98 USD BBB+ A3 A
0.67% $18039661.91 Mortgage Pass Thru FNMA PASS THRU 30YR #BH1121 3140GPG77 -- $4.00 4/1/2047 17,172,408 $104.99 USD GOVT GOVT GOVT
0.67% $18049174.19 Mortgage Pass Thru FNMA PASS THRU 30YR #BM1168 3140J5JN0 -- $4.50 9/1/2046 16,767,462 $107.58 USD GOVT GOVT GOVT
0.62% $16627320.02 Mortgage Pass Thru FNMA PASS THRU 30YR #BA4783 3140E9J56 -- $4.00 1/1/2046 15,526,536 $107.03 USD GOVT GOVT GOVT
0.59% $16047704.00 Corporate UBS AG STAMFORD CT GLBL SUB 90261AAB8 -- $7.63 8/17/2022 14,200,000 $113.01 USD BBB+ NR A-
0.59% $15835834.50 Corporate WELLS FARGO & COMPANY SR UNSEC 95000U2A0 -- $3.58 5/22/2028 15,000,000 $105.42 USD A- A2 A+
0.58% $15650105.91 Mortgage Pass Thru FNMA PASS THRU 30YR #ZT2086 3132AEJ72 -- $3.50 6/1/2049 15,283,963 $102.31 USD GOVT GOVT GOVT
0.56% $15206500.00 Corporate CREDIT SUISSE AG UNSEC REGS XS0957135212 -- $6.50 8/8/2023 13,600,000 $111.81 USD BBB NR BBB
0.55% $14918456.25 Mortgage Pass Thru FNMA PASS THRU 30YR #BA2923 3140E7G95 -- $4.00 12/1/2045 14,168,489 $105.23 USD GOVT GOVT GOVT
0.55% $14772704.53 Mortgage Pass Thru FNMA PASS THRU 30YR #BH1140 3140GPHS0 -- $4.00 5/1/2047 14,087,480 $104.80 USD GOVT GOVT GOVT
0.51% $13728091.78 Corporate GOLDMAN SACHS GROUP INC SR UNSEC 38141GWB6 -- $3.85 1/26/2027 13,000,000 $105.59 USD BBB+ A3 A
0.50% $13571142.60 Agency Debenture TENN VALLEY AUTHORITY 880591ES7 -- $4.25 9/15/2065 10,000,000 $134.91 USD GOVT GOVT GOVT
0.48% $13082929.78 Corporate DEUTSCHE BANK NY SR UNSEC 251526BW8 -- $3.38 5/12/2021 13,100,000 $99.86 USD BBB- Baa3 BBB
0.48% $12834688.95 Mortgage Pass Thru FNMA PASS THRU 30YR #MA3443 31418CZH0 -- $4.00 8/1/2048 12,385,547 $103.57 USD GOVT GOVT GOVT
0.47% $12664010.10 Mortgage Pass Thru FNMA PASS THRU 30YR #MA3467 31418CZ98 -- $4.00 9/1/2048 12,224,898 $103.53 USD GOVT GOVT GOVT
0.45% $12117569.64 Mortgage Pass Thru GNMA II TBA 3.0% NOV 30YR JMBO 21H0306B5 -- $3.00 11/20/2049 11,855,000 $102.19 USD NR NR NR
0.44% $12010506.58 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #784067C 3622A2QU9 -- $4.00 10/20/2045 11,352,165 $105.77 USD GOVT GOVT GOVT
0.43% $11571484.32 Mortgage Pass Thru FNMA TBA 4.5% NOV 30YR 01F0426B4 -- $4.50 11/13/2049 11,000,000 $105.13 USD NR NR NR
0.41% $11008488.61 Collateralized Mtge Obligation FNR 2012-102 HS IIO 600BP-1ML 3136A8RK8 -- $3.85 9/25/2042 63,396,812 $17.36 USD AA+ Aaa AAA
0.40% $10683484.00 Corporate CITIGROUP INC SR UNSEC 172967LD1 -- $3.89 1/10/2028 10,000,000 $106.69 USD BBB+ A3 A
0.39% $10637275.50 Corporate CVS HEALTH CORP SR UNSEC 126650CW8 -- $4.10 3/25/2025 10,000,000 $106.25 USD BBB Baa2 NR
0.39% $10472610.94 Mortgage Pass Thru FNMA PASS THRU 30YR #MA3692 31418DC67 -- $3.50 7/1/2049 10,205,209 $102.54 USD GOVT GOVT GOVT
0.38% $10176496.20 Mortgage Pass Thru GNMA II TBA 4.0% NOV 30YR JMBO 21H0406B4 -- $4.00 11/20/2049 9,800,000 $103.82 USD NR NR NR
0.38% $10170510.00 Government SAUDI INTERNATIONAL BOND 144A 80413TAG4 -- $4.00 4/17/2025 9,500,000 $107.06 USD GOVT GOVT GOVT
0.37% $9902473.30 Mortgage Pass Thru FNMA PASS THRU 30YR #MA3765 31418DFF4 -- $2.50 9/1/2049 9,978,666 $99.12 USD GOVT GOVT GOVT
0.36% $9838593.14 Mortgage Pass Thru FNMA PASS THRU 30YR #BH1156 3140GPJA7 -- $3.50 5/1/2047 9,442,844 $104.11 USD GOVT GOVT GOVT
0.35% $9458998.11 Corporate BANK OF AMERICA CORP SRUNSEC 06051GGR4 -- $3.59 7/21/2028 9,000,000 $104.95 USD A- A2 A+
0.34% $9233340.07 Mortgage Pass Thru FNMA PASS THRU 30YR #BC6044 3140F1WE8 -- $4.00 6/1/2046 8,606,966 $107.22 USD GOVT GOVT GOVT
0.34% $-56443.50 Credit Default Swap GENERAL ELECTRIC COMPANY SNR S* -- -- $1.00 6/20/2024 -9,250,000 $0.63 USD BBB+ Baa1 BBB+
0.34% $9266406.14 Collateralized Mtge Obligation LMAT 2019-GS3 A1 144A 52474WAA5 -- $3.75 4/25/2059 9,069,358 $102.14 USD NR NR NR
0.33% $8828043.90 Mortgage Pass Thru FNMA PASS THRU 30YR #ZN2806 3131Y9DK6 -- $4.50 1/1/2049 8,380,002 $105.28 USD GOVT GOVT GOVT
0.33% $8977176.72 Corporate GEORGETOWN UNIVERSITY UNSEC 37310PAB7 -- $5.22 10/1/2118 6,500,000 $136.22 USD A- A2 NR
0.33% $8779270.02 Collateralized Mtge Obligation MARM 2005-8 3A1 ARM 1YLIB+175 576433E77 -- $3.71 12/25/2035 8,789,153 $99.89 USD NR Caa3 NR
0.33% $8968183.04 Collateralized Loan Obligation VENTR 2014-17A ARR 3MLIB+88BP 144A 92329YAL0 -- $3.18 4/15/2027 9,000,000 $99.65 USD NR Aaa NR
0.32% $8601140.18 Mortgage Pass Thru FNMA PASS THRU 30YR #ZA6388 31329QCZ2 -- $4.50 2/1/2049 8,171,923 $105.19 USD GOVT GOVT GOVT
0.32% $8699230.81 Collateralized Loan Obligation TICP 2018-3R A 3MLIB+84BP 144A 87249FAC8 -- $3.12 4/20/2028 8,700,000 $99.99 USD NR Aaa NR
0.31% $8235140.00 Municipal Bond ILLINOIS-BABS 452152GS4 -- $7.35 7/1/2035 6,800,000 $121.11 USD BBB- Baa3 BBB
0.31% $8276887.55 Corporate PACIFIC LIFE INSURANCE CO 144A SUB 694475AA2 -- $9.25 6/15/2039 5,000,000 $165.07 USD A A3 A
0.30% $8006038.73 Corporate MID-AMERICA APARTMENTS L SR UNSEC 59523UAM9 -- $4.00 11/15/2025 7,500,000 $106.65 USD BBB+ Baa1 BBB+
0.30% $8219435.20 Municipal Bond PALM BCH PUB IMP-TXBL 696543NF0 -- $5.25 11/1/2043 7,520,000 $109.30 USD AAA Aa1 AA+
0.30% $8001326.42 Collateralized Loan Obligation TRAL 2014-3A AR 1MLIB+103BP 144A 89300ABA4 -- $3.31 10/20/2027 8,000,000 $100.02 USD NR Aaa NR
0.29% $7838977.96 Mortgage Pass Thru FNMA PASS THRU 30YR #MA3664 31418DCA8 -- $4.00 5/1/2049 7,564,792 $103.56 USD GOVT GOVT GOVT
0.29% $7958255.79 Corporate GOLDMAN SACHS GROUP INC SR UNSEC 38141GWL4 -- $3.69 6/5/2028 7,600,000 $104.70 USD BBB+ A3 A
0.28% $7540255.30 Collateralized Mtge Obligation BAFC 2015-R2 1A2 WM44 WC4.9474 144A 05990TAB3 -- $2.40 8/27/2036 8,498,887 $88.72 USD NR NR NR
0.28% $7472300.95 Corporate COMMONSPIRIT HEALTH SEC 20268JAC7 -- $4.19 10/1/2049 7,300,000 $101.02 USD BBB+ Baa1 BBB+
0.28% $7581311.01 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-8882 3128MJ6U9 -- $4.00 6/1/2049 7,309,646 $103.66 USD GOVT GOVT GOVT
0.28% $7591445.35 Corporate HSBC HOLDINGS PLC SUB 404280AU3 -- $4.25 8/18/2025 7,200,000 $105.34 USD BBB+ A3 A+
0.28% $7570169.46 Collateralized Loan Obligation ICG 2015-2A AR 3MLIB+85BP 144A 44931CAU9 -- $3.17 1/16/2028 7,600,000 $99.61 USD NR Aaa AAA
0.28% $7582505.00 Financials JPMORGAN CHASE & CO JR SUB X PFD -- -- $0.00 -- 7,000,000 $108.32 USD BBB- Baa2 BBB
0.28% $7604171.31 Collateralized Loan Obligation WINDR 2012-1A AR2 144A 87244ABL3 -- $3.18 1/15/2026 7,600,000 $100.05 USD AAA NR NR
0.27% $7262325.91 Corporate BPCE SA SUB 144A 05578QAA1 -- $5.70 10/22/2023 6,600,000 $110.04 USD BBB+ Baa2 A
0.27% $7256427.78 Corporate BRIXMOR OPERATING PART SR UNSEC 11120VAF0 -- $3.65 6/15/2024 7,000,000 $103.53 USD BBB- Baa3 BBB-
0.27% $7194290.66 Mortgage Pass Thru FNMA PASS THRU 30YR #AS0857 3138W95T3 -- $4.00 10/1/2043 6,738,302 $106.71 USD GOVT GOVT GOVT
0.27% $7237217.68 Mortgage Pass Thru FNMA PASS THRU 30YR #BM5485 3140JACX4 -- $3.50 2/1/2049 7,058,744 $102.45 USD GOVT GOVT GOVT
0.27% $7314075.00 Municipal Bond PORT AUTH OF NEW YORK 73358W3L6 -- $3.29 8/1/2069 7,500,000 $97.52 USD AA- Aa3 AA-
0.27% $7255116.38 Corporate WESTERN GAS PARTNERS LP SR UNSEC 958254AE4 -- $3.95 6/1/2025 7,547,000 $96.25 USD BBB- Ba1 BBB-
0.26% $7128721.99 Collateralized Mtge Obligation CMLTI 2005-OPT3 M5 1MLIB+97.50BP 17307GSN9 -- $3.12 5/25/2035 7,301,329 $97.64 USD CC B1 CCC
0.26% $6915233.41 Corporate PLAINS ALL AMER PIPELINE SR UNSEC 72650RBF8 -- $3.60 11/1/2024 6,762,000 $102.19 USD BBB- Ba1 BBB-
0.26% $7001527.76 Corporate SANDS CHINA LTD SR UNSEC 80007RAB1 -- $4.60 8/8/2023 6,600,000 $106.02 USD BBB- Baa2 BBB-
0.26% $6914375.00 Corporate SPRINT SPECTRUM / SPEC I 144A 85208NAD2 -- $4.74 9/20/2029 6,500,000 $106.38 USD NR Baa2 BBB
0.25% $6658761.53 Corporate BANK OF AMERICA CORP SR UNSEC 06051GGT0 -- $3.09 10/1/2025 6,500,000 $102.36 USD A- A2 A+
0.25% $6757326.68 Collateralized Mtge Obligation FHR 3785 LS 990BP-2X1ML 3137A5L77 -- $5.85 1/15/2041 5,688,708 $118.69 USD AA+ Aaa AAA
0.25% $712266.00 Credit Default Swap GENERAL MOTORS COMPANY SNR S* -- -- $5.00 6/20/2022 -6,000,000 $-11.86 USD BBB Baa3 BBB
0.24% $6509030.06 Collateralized Loan Obligation ARCLO 2019-FL1 A 1MLIB+115BP 144A 03879YAA5 -- $3.18 5/15/2037 6,500,000 $100.14 USD NR Aaa NR
0.24% $6504450.08 Corporate COOPERATIEVE RABOBANK UA SR UNSEC 144A 74977RDE1 -- $3.88 9/26/2023 6,150,000 $105.69 USD A- A3 AA-
0.24% $6363214.68 Corporate FIRSTENERGY CORP SR UNSEC 337932AH0 -- $3.90 7/15/2027 6,000,000 $105.91 USD BBB- Baa3 BBB-
0.24% $6533057.25 Mortgage Pass Thru FNMA PASS THRU 30YR #AZ9228 3140E2HE4 -- $4.00 10/1/2045 6,226,497 $104.86 USD GOVT GOVT GOVT
0.24% $604968.00 Credit Default Swap NAVIENT CORPORATION SNR S* -- -- $5.00 6/20/2022 -6,000,000 $-10.47 USD B+ Ba3 BB
0.23% $6294000.00 Corporate BBVA BANCOMER/I ** TENDER & CONSENT** P16259AB2 -- $6.50 3/10/2021 6,000,000 $104.90 USD NR Baa2 BB+
0.23% $6258580.56 Corporate DELL INT LLC / EMC CORP SR SEC 144A 24703DAY7 -- $4.00 7/15/2024 6,000,000 $104.23 USD BBB- Baa3 BBB-
0.23% $6219327.44 Mortgage Pass Thru FNMA PASS THRU 30YR #BE7191 3140FS7D9 -- $4.00 3/1/2047 5,927,418 $104.86 USD GOVT GOVT GOVT
0.23% $6305380.98 Corporate HSBC HOLDINGS PLC SUB 404280AP4 -- $4.25 3/14/2024 6,000,000 $105.01 USD BBB+ A3 A+
0.23% $6144829.08 Corporate MICRON TECHNOLOGY INC SR UNSEC 595112BP7 -- $4.19 2/15/2027 6,000,000 $102.28 USD BB+ Baa3 BBB-
0.23% $6111018.88 Collateralized Mtge Obligation MSAC 2007-HE7 A2C 1MLIB+125BP 61756YAD5 -- $3.40 7/25/2037 6,420,000 $95.19 USD CCC B3 NR
0.22% $5994892.51 Collateralized Mtge Obligation BOMFT 2019-SBR1 A1 144A 07333YAA6 -- $3.47 6/28/2034 5,987,171 $100.12 USD NR NR NR
0.22% $5862358.83 Corporate CRED SUIS GP FUN LTD SR UNSEC 225433AC5 -- $3.75 3/26/2025 5,600,000 $104.59 USD BBB+ Baa2 A-
0.22% $6034291.95 Collateralized Mtge Obligation CWALT 2007-4CB 1A35 02148FBX2 -- $6.00 4/25/2037 5,992,615 $100.61 USD NR NR NR
0.22% $5848711.60 Corporate DISCOVER FINANCIAL SVS SR UNSEC 254709AP3 -- $4.50 1/30/2026 5,400,000 $108.18 USD BBB- Baa3 BBB+
0.22% $5853336.17 Corporate HSBC HOLDINGS PLC SR UNSEC 404280BT5 -- $4.58 6/19/2029 5,300,000 $110.27 USD A A2 AA-
0.22% $6016255.12 Collateralized Mtge Obligation INABS 2006-D 2A4 1MLIB+24 43709LAD9 -- $2.39 11/25/2036 7,221,066 $83.32 USD CCC Ca C
0.22% $5994442.80 Collateralized Mtge Obligation JPMAC 2006-FRE1 M1 1MLIB+39BP 46626LFN5 -- $2.54 5/25/2035 6,000,000 $99.91 USD CCC B1 B
0.22% $5860958.12 Collateralized Loan Obligation M360 2018-CRE1 A 144A WM20 WC8.3459 144 55379LAA8 -- $4.40 7/24/2028 5,834,548 $100.45 USD NR Aaa NR
0.22% $5875045.00 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAJ8 -- $8.25 12/15/2020 5,500,000 $106.82 USD BB- Ba3 B
0.21% $5568930.25 Collateralized Mtge Obligation AMSI 2003-AR3 M4 1MLIB+585BP **DEF** 03072SHJ7 -- $3.31 6/25/2033 5,556,681 $100.22 USD D B1 B
0.21% $5739105.00 Financials BANK OF AMERICA CORP PFD JR SUB -- -- $0.00 -- 5,300,000 $108.29 USD BBB- Baa3 BBB-
0.21% $5607360.00 Financials CHARLES SCHWAB CORP PFD -- -- $0.00 -- 5,500,000 $101.95 USD BBB Baa2 BB+
0.21% $5671218.70 Corporate CROWN CASTLE INTL CORP SR UNSEC 22822VAB7 -- $4.45 2/15/2026 5,200,000 $108.94 USD BBB- Baa3 BBB
0.21% $5650573.56 Collateralized Mtge Obligation CWL 2006-20 2A4 1MLIB+23BP **DEF** 12667HAE1 -- $2.38 4/25/2047 6,800,000 $83.10 USD D Ca NR
0.21% $5791552.00 Corporate ECOPETROL SA SR UNSEC 279158AC3 -- $5.88 9/18/2023 5,200,000 $111.38 USD BBB- Baa3 BBB
0.21% $5602996.38 Collateralized Loan Obligation FLAGS 2014-8A ARR 3MLIB+85BP 144A 338422AQ1 -- $3.17 1/16/2026 5,601,424 $100.03 USD AAA Aaa NR
0.21% $5686620.00 Industrials GENERAL ELECTRIC CO PFD JRSUB -- -- $0.00 -- 6,000,000 $94.78 USD BBB- Baa3 BBB-
0.21% $5605541.25 Collateralized Mtge Obligation MSM 2006-8AR 5A3 WM36 WC 3.395 61749LAN1 -- $4.41 6/25/2036 5,388,508 $104.03 USD B- NR NR
0.21% $5612133.55 Corporate SYNGENTA FINANCE NV SR UNSEC 144A 87164KAH7 -- $4.44 4/24/2023 5,400,000 $103.87 USD BBB- Ba2 BBB
0.20% $5322047.90 Corporate BACARDI LTD SR UNSEC 144A 067316AE9 -- $4.45 5/15/2025 5,000,000 $106.35 USD BBB- Ba1 BBB-
0.20% $5405738.17 Collateralized Mtge Obligation BAMLL 2019-AHT A 1MLIB+120BP 144A 05525DAA4 -- $3.23 3/15/2034 5,385,000 $100.39 USD AAA NR NR
0.20% $5327543.25 Corporate BGC PARTNERS INC SR UNSEC 05541TAK7 -- $5.38 7/24/2023 5,000,000 $106.49 USD BBB- NR BBB-
0.20% $5299208.70 Corporate BRIXMOR OPERATING PART SR UNSEC 11120VAH6 -- $4.13 5/15/2029 5,000,000 $105.81 USD BBB- Baa3 BBB-
0.20% $5281402.38 Mortgage Pass Thru FHLMC GOLD 30YR #Q3-5222 3132QRYU8 -- $4.00 8/1/2045 5,024,153 $105.06 USD GOVT GOVT GOVT
0.20% $5533829.15 Collateralized Mtge Obligation JPMMT 2005-S3 1A1 WM35 WC6.238000**DEF* 466247ZN6 -- $6.50 1/25/2036 7,057,233 $78.34 USD NR NR NR
0.20% $5303095.60 Corporate LLOYDS BANK PLC JR SUB 144A 539473AE8 -- $12.00 -- 4,400,000 $120.52 USD BB+ Baa3 BBB-
0.20% $5360525.00 Corporate LLOYDS BANKING GROUP PLC JR SUB 539439AU3 -- $7.50 -- 5,000,000 $107.21 USD BB- Baa3 BB+
0.20% $5393126.35 Collateralized Mtge Obligation LMAT 2019-GS6 A1 144A 52474VAA7 -- $3.00 6/25/2059 5,400,000 $99.87 USD NR NR NR
0.20% $5456155.49 Collateralized Loan Obligation LOOM 2015-2A A1R 3MLIB+90BP 144A 54347LAN2 -- $3.20 4/15/2028 5,500,000 $99.20 USD NR Aaa AAA
0.20% $5510725.00 Corporate MAGELLAN HEALTH SRVCS SR UNSEC 559079AK4 -- $4.90 9/22/2024 5,500,000 $100.20 USD BB+ Ba1 NR
0.20% $5525369.47 Collateralized Loan Obligation MVW 2014-1A ARR 3MLIB+80BP 144A 62431XAU0 -- $3.10 10/15/2026 5,541,867 $99.70 USD AAA Aaa NR
0.20% $5283784.60 Corporate REGENCY ENERGY PARTNERS SR UNSEC 75886AAJ7 -- $4.50 11/1/2023 5,000,000 $105.61 USD BBB- Baa3 BBB-
0.20% $5529341.99 Asset Backed Securities SJETS 2017-1 A 144A 784309AA4 -- $3.97 8/15/2042 5,381,207 $102.68 USD A NR NR
0.20% $5455631.68 Asset Backed Securities SLMA 2008-7 A4 3MLIB+90 78445FAD7 -- $3.18 7/25/2023 5,474,494 $99.66 USD B Baa3 B
0.19% $5062960.70 Corporate ARROW ELECTRONICS INC SR UNSEC 042735BG4 -- $3.25 9/8/2024 5,000,000 $101.18 USD BBB- Baa3 BBB-
0.19% $5177493.49 Corporate BLACKSTONE HOLDINGS FINA SR UNSEC 144A 09256BAM9 -- $3.50 9/10/2049 5,400,000 $95.45 USD A+ NR A+
0.19% $5117323.17 Collateralized Mtge Obligation CARR 2005-OPT2 M5 1MLIB+70BP 144531CN8 -- $3.20 5/25/2035 5,100,000 $100.34 USD CCC B1 B
0.19% $5043368.38 Corporate CHARTER COMM OPT LLC/CAP 161175AY0 -- $4.91 7/23/2025 4,600,000 $109.52 USD BBB- Ba1 BBB-
0.19% $5251463.85 Corporate CITIGROUP INC SR UNSEC 172967LP4 -- $3.67 7/24/2028 5,000,000 $104.88 USD BBB+ A3 A
0.19% $5094811.40 Mortgage Pass Thru FNMA PASS THRU 30YR #AZ5730 3138YXLL7 -- $3.50 9/1/2045 4,881,594 $104.28 USD GOVT GOVT GOVT
0.19% $5160646.55 Corporate GOODMAN US FIN THREE SR UNSEC 144A 38239JAA9 -- $3.70 3/15/2028 5,000,000 $103.06 USD BBB+ Baa1 NR
0.19% $5019467.50 Corporate IMPERIAL BRANDS FIN PLC SR UNSEC 144A 45262BAB9 -- $3.50 7/26/2026 5,000,000 $100.08 USD BBB Baa3 BBB
0.19% $5203793.15 Corporate KRAFT HEINZ FOODS CO SR UNSEC 50077LAK2 -- $3.95 7/15/2025 5,000,000 $103.98 USD BBB- Baa3 BBB-
0.19% $5157993.81 Collateralized Mtge Obligation LMAT 2019-GS4 A1 144A 52473CAA0 -- $3.44 5/25/2059 5,112,358 $100.86 USD NR NR NR
0.19% $5247902.75 Corporate ROYAL BK SCOTLND GRP PLC SR UNSEC 780097BJ9 -- $4.52 6/25/2024 5,000,000 $104.89 USD BBB Baa2 A
0.19% $5109269.40 Corporate SANTANDER UK GROUP HLDGS SR UNSEC 80281LAG0 -- $3.82 11/3/2028 5,000,000 $102.03 USD BBB Baa1 A
0.19% $5123324.80 Corporate STATE BANK INDIA/LONDON SR UNSEC 144A 85628UAH9 -- $4.00 1/24/2022 5,000,000 $102.47 USD BBB- Baa2 BBB-
0.19% $5132600.00 Financials STATE STREET CORP PFD -- -- $0.00 -- 5,000,000 $102.65 USD BBB Baa1 BBB
0.19% $5022386.00 Municipal Bond UNIV VA-A-TXBL 915217XA6 -- $3.23 9/1/2119 5,300,000 $94.76 USD AAA Aaa AAA
0.19% $5044119.01 Corporate WABTEC SR UNSEC 960386AM2 -- $4.95 9/15/2028 4,600,000 $109.49 USD BBB Ba1 BBB-
0.19% $5226711.25 Corporate WELLTOWER INC SR UNSEC 95040QAG9 -- $3.63 3/15/2024 5,000,000 $104.46 USD BBB+ Baa1 BBB+
0.18% $4876559.60 Corporate CREDIT SUISSE GROUP AG COCO JR SUB 144A 22546DAB2 -- $7.50 -- 4,400,000 $110.83 USD BB NR BB
0.18% $4952529.10 Collateralized Mtge Obligation CSMC 2019-RPL4 A1 144A 22946AAC2 -- $3.83 8/26/2058 4,893,889 $101.19 USD NR NR NR
0.18% $4882644.16 Corporate CVS HEALTH CORP SR UNSEC 126650CV0 -- $3.70 3/9/2023 4,700,000 $103.83 USD BBB Baa2 NR
0.18% $4917870.74 Mortgage Pass Thru FNMA PASS THRU 30YR #BE7182 3140FS6U2 -- $3.50 3/1/2047 4,720,058 $104.11 USD GOVT GOVT GOVT
0.18% $4784184.28 Corporate HEALTHCARE TRUST OF AMER SR UNSEC 42225UAF1 -- $3.75 7/1/2027 4,600,000 $103.85 USD BBB Baa2 NR
0.18% $4947691.83 Asset Backed Securities HORZN 2019-1 A 144A 44040HAA0 -- $3.72 7/15/2039 4,935,898 $100.16 USD NR NR A
0.18% $4861968.28 Corporate NORWEGIAN AIR 16-1 A PTT SEC 144A 628788AA9 -- $4.88 11/10/2029 4,979,994 $97.63 USD NR Ba1 A-
0.18% $-112927.90 Credit Default Swap - Sell Protection PEMEX SNR LA SP -- -- $1.00 6/20/2022 5,000,000 $-2.26 USD BBB+ Baa3 BB+
0.18% $4819052.00 Municipal Bond RUTGERS UNIV-P-TXBL 783186TP4 -- $3.92 5/1/2119 4,900,000 $98.35 USD A+ Aa3 NR
0.18% $4848750.00 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAK5 -- $6.13 5/15/2022 4,500,000 $107.75 USD BB- Ba3 NR
0.18% $4979643.97 Asset Backed Securities SPRTE 2017-1 A 144A 85208HAA1 -- $4.25 12/15/2037 4,904,859 $101.46 USD A NR NR
0.18% $4987500.00 Bank Loan STATE OF QATAR TL -- -- $2.98 12/21/2020 5,000,000 $99.75 USD NR NR NR
0.17% $4497143.64 Collateralized Mtge Obligation ARSI 2006-W1 A2C 040104RF0 -- $2.34 3/25/2036 4,844,374 $92.83 USD CCC Caa2 CC
0.17% $4556559.99 Corporate AT&T INC SR UNSEC 00206RGQ9 -- $4.30 2/15/2030 4,163,000 $109.26 USD BBB Baa2 A-
0.17% $4469850.00 Corporate BANCO SANTANDER SA SR UNSEC REGS USP1507SAC19 -- $4.13 11/9/2022 4,300,000 $104.13 USD NR A3 BBB+
0.17% $4667980.95 Asset Backed Securities BJETS 2018-2 A 144A 12326RAA0 -- $4.45 6/15/2033 4,590,335 $101.64 USD NR NR NR
0.17% $4614962.45 Collateralized Mtge Obligation CHASE 2006-S1 A4 WM36 WC4.9034 **DEF** 16162WRA9 -- $6.00 5/25/2036 5,791,620 $79.59 USD NR NR D
0.17% $4522639.00 Corporate CITIGROUP INC 172967HB0 -- $5.50 9/13/2025 4,000,000 $112.96 USD BBB Baa2 A-
0.17% $4663021.32 Asset Backed Securities CLAST 2017-1 A 144A 14855LAB6 -- $3.97 7/15/2042 4,594,526 $101.49 USD A NR NR
0.17% $4606238.87 Collateralized Mtge Obligation CSMC 2007-6 A1 WM37 WC5.2193 12639PAA6 -- $6.42 10/25/2037 5,077,795 $90.60 USD NR NR NR
0.17% $4516278.48 Corporate EPR PROPERTIES SR UNSEC 26884UAD1 -- $4.50 6/1/2027 4,300,000 $104.89 USD BBB- Baa2 BBB-
0.17% $4493027.75 Collateralized Mtge Obligation GSR 2006-3F 3A1 WM38 WC5.1207 *DEF* 362334HG2 -- $6.00 3/25/2036 6,299,783 $71.26 USD NR NR D
0.17% $4600761.91 Corporate IPALCO ENTERPRISES INC WI SEC 462613AM2 -- $3.70 9/1/2024 4,450,000 $103.31 USD BBB- Baa3 BBB
0.17% $4569975.67 Asset Backed Securities KDAC 2017-1A A 144A 48244XAA0 -- $4.21 12/15/2042 4,470,709 $102.16 USD A NR NR
0.17% $4667435.12 Collateralized Mtge Obligation LBMLT 2005-WL1 M3 1MLIB+60BP 542514LK8 -- $3.05 6/25/2035 4,645,348 $100.48 USD AA+ Ba2 A
0.17% $4604333.00 Collateralized Mtge Obligation LXS 2006-16N A4A 1MLIB+19 52522DAM3 -- $2.34 11/25/2046 4,807,463 $95.77 USD CCC Caa3 NR
0.17% $4611040.00 Government MEXICO GOVT (UMS) GLBL SR NT 91086QAZ1 -- $5.75 10/12/2110 4,000,000 $115.05 USD GOVT GOVT GOVT
0.17% $4469768.30 Corporate PACIFIC NATIONAL FINANCE SR UNSEC XS1794216660 -- $4.75 3/22/2028 4,300,000 $103.95 USD BBB- Baa3 BBB-
0.17% $4496231.32 Collateralized Mtge Obligation SAIL 2004-2 A4 1MLIB+47BP 86358EGW0 -- $2.85 3/25/2034 4,507,535 $99.75 USD B- NR BBB
0.17% $4493497.57 Asset Backed Securities SCFT 2019-AA A 144A 85022WAL8 -- $3.20 5/27/2036 4,451,469 $100.90 USD NR NR NR
0.17% $4606250.00 Corporate TEVA PHARMACEUTICALS NE SR UNSEC 88167AAD3 -- $2.80 7/21/2023 5,500,000 $83.75 USD BB Ba2 BB-
0.17% $4592295.00 Corporate TRUST F/1401 SR UNSEC 144A 898339AA4 -- $4.87 1/15/2030 4,500,000 $102.68 USD NR Baa2 BBB
0.16% $4363648.00 Corporate ANDEAVOR LOGIS LP**EXCHANGE & CONSENT** 03350WAC3 -- $4.25 12/1/2027 4,200,000 $103.75 USD BBB Baa3 BBB
0.16% $4432386.42 Corporate CARLYLE FINANCE SUB LLC SR UNSEC 144A 14314DAA1 -- $3.50 9/19/2029 4,500,000 $98.32 USD BBB+ NR BBB+
0.16% $4250000.00 Corporate CIT GROUP INC SR UNSEC 125581GY8 -- $4.75 2/16/2024 4,000,000 $106.25 USD BB+ Ba1 BB+
0.16% $4218760.00 Corporate CODELCO INC SR UNSEC USP3143NAY06 -- $3.63 8/1/2027 4,000,000 $105.36 USD A+ A3 A-
0.16% $4350124.48 Corporate DELL INTL LLC / EMC 144A 25272KAG8 -- $5.45 6/15/2023 4,000,000 $108.65 USD BBB- Baa3 BBB-
0.16% $4343863.48 Mortgage Pass Thru FNMA PASS THRU 30YR #AB3272 31416YT65 -- $4.50 7/1/2041 3,994,422 $108.68 USD GOVT GOVT GOVT
0.16% $4241257.88 Mortgage Pass Thru GNMA II TBA 3.0% OCT 30YR JMBO 21H0306A7 -- $3.00 10/21/2049 4,145,000 $102.26 USD NR NR NR
0.16% $4448489.03 Asset Backed Securities MDST 7-A AMBAC WM 25 WC 8.5685 595498AA4 -- $6.34 12/15/2036 4,171,526 $106.60 USD BBB- Baa1 NR
0.16% $4282220.32 Asset Backed Securities METAL 2017-1 A 144A 59111RAA0 -- $4.58 10/15/2042 4,227,195 $101.25 USD NR NR A
0.16% $4292091.21 Corporate NEW YORK LIFE INSURANCE SURPLUS SUB 144 64952GAQ1 -- $4.45 5/15/2069 3,700,000 $115.38 USD AA- Aa2 AA
0.16% $4242192.00 Government QATAR GOVT SR UNSEC REGS XS1806502453 -- $3.88 4/23/2023 4,000,000 $106.05 USD GOVT GOVT GOVT
0.16% $4454133.69 Collateralized Mtge Obligation SABR 2006-WM1 A2C 1MLIB+29BP 81375WKD7 -- $2.44 12/25/2035 4,513,839 $98.68 USD B- Baa1 BB
0.16% $4199679.51 Asset Backed Securities SAPA 2018-1A A 144A 80306AAA8 -- $4.25 3/15/2040 4,098,497 $102.42 USD NR NR A
0.16% $4396539.00 Collateralized Mtge Obligation STWH 2019-NPB1 A1 144A 85502HAA4 -- $3.38 8/15/2024 4,391,570 $100.10 USD NR NR NR
0.15% $4075219.33 Corporate BOWDOIN COLLEGE UNSEC 102291AA9 -- $4.69 7/1/2112 3,400,000 $119.13 USD NR Aa2 NR
0.15% $3917145.81 Corporate CITICORP LEASE P/T CERT 144A 17305BAB7 -- $8.04 12/15/2019 3,867,601 $101.28 USD BBB+ A2 NR
0.15% $4011450.40 Collateralized Mtge Obligation CMLTI 2019-C A1 WM50 WC4.5780 144A US17328GAA13 -- $3.23 3/25/2082 4,000,000 $100.25 USD NR NR NR
0.15% $4021639.20 Collateralized Mtge Obligation CSMC 2019-RPL8 A1 144A US12596YAC49 -- $3.32 10/25/2058 4,000,000 $100.50 USD NR NR NR
0.15% $4025660.36 Corporate CVS HEALTH CORP SR UNSEC 126650DF4 -- $3.00 8/15/2026 4,000,000 $100.51 USD BBB Baa2 NR
0.15% $4088471.02 Mortgage Pass Thru FNMA PASS THRU 30YR #BH0452 3140GNQE6 -- $4.00 5/1/2047 3,818,114 $107.02 USD GOVT GOVT GOVT
0.15% $4095520.41 Mortgage Pass Thru FNMA PASS THRU 30YR #ZT1955 3132AEE44 -- $3.00 5/1/2049 4,045,193 $101.12 USD GOVT GOVT GOVT
0.15% $4080690.47 Corporate FORD MOTOR CREDIT CO LLC SR UNSEC 345397VU4 -- $5.88 8/2/2021 3,900,000 $104.63 USD BBB Ba1 BBB
0.15% $3945703.23 Collateralized Loan Obligation HLA 2014-3A AR 3MLIB+111 144A 40538FAQ6 -- $3.38 10/22/2025 3,945,090 $100.02 USD AAA Aaa NR
0.15% $4000000.00 Corporate PIPER JAFFRAY CO PRIVATE PLACEMENT -- -- $4.74 10/15/2021 4,000,000 -- USD NR NR NR
0.15% $4032838.42 Collateralized Mtge Obligation WFMBS 2007-AR9 A1 WM37 WC6.3594 **DEF* 94986GAA3 -- $4.86 12/28/2037 4,046,296 $99.67 USD NR Caa2 D
0.14% $3880578.31 Asset Backed Securities AASET 2018-1A A 144A 000367AA0 -- $3.84 1/16/2038 3,862,034 $100.44 USD NR NR A
0.14% $3689824.78 Collateralized Mtge Obligation ABFC 2006-OPT1 A3D 1MLIB+24 00075QAD4 -- $2.39 9/25/2036 3,913,000 $94.30 USD CCC Baa1 BBB
0.14% $3883751.16 Corporate AIRCASTLE LTD SR UNSEC 00928QAS0 -- $4.25 6/15/2026 3,800,000 $102.08 USD BBB- Baa3 BBB-
0.14% $3677248.86 Collateralized Mtge Obligation BCAP 2007-AA3 2A1B WM37 WC6.443 **DEF** 05530VAP4 -- $2.30 5/25/2047 3,894,493 $94.42 USD NR Caa3 NR
0.14% $3711918.95 Collateralized Mtge Obligation BOMFT 2019-RN2 A1 144A 07334RAA0 -- $3.97 3/28/2034 3,689,350 $100.61 USD NR NR NR
0.14% $3812833.99 Corporate CODELCO INC USP3143NAW40 -- $4.50 9/16/2025 3,500,000 $108.84 USD A+ A3 A-
0.14% $3818067.50 Corporate HARBORWALK FUNDING SURPLUS SUB 144A 41161EAA6 -- $5.08 2/15/2069 3,250,000 $117.48 USD AA- A2 AA-
0.14% $3773737.50 Bank Loan PG&E CORP DIP TL (STRIP) US69431EBK82 -- $4.32 12/31/2020 3,750,000 $100.63 USD NR NR BBB-
0.14% $3767760.00 Corporate SABRA HEALTH/CAPTL CORP SR UNSEC 78572XAF8 -- $4.80 6/1/2024 3,600,000 $104.66 USD BBB- Ba1 BBB-
0.14% $3672191.00 Municipal Bond TOB SETTLEMT FIN-A 88880LAA1 -- $7.47 6/1/2047 3,550,000 $103.44 USD B+ B3 NR
0.14% $3715268.88 Corporate TURK HAVA YOLLARI SEC 144A 10010YAA0 -- $4.20 9/15/2028 3,952,203 $94.01 USD BB+ Ba3 NR
0.14% $3881824.37 Corporate WESLEYAN UNIVERSITY UNSEC 95101VAA7 -- $4.78 7/1/2116 3,248,000 $118.80 USD AA Aa3 NR
0.14% $3803367.96 Asset Backed Securities ZCAP 2018-1 A 144A 98944PAB3 -- $4.61 10/15/2038 3,780,000 $100.62 USD A NR NR
0.13% $3624377.84 Collateralized Mtge Obligation ABSHE 2004-HE3 M1 1MLIB+54BP 04541GJT0 -- $2.96 6/25/2034 3,671,409 $98.72 USD B+ NR BB
0.13% $3417486.77 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAK6 -- $3.38 10/15/2026 3,300,000 $103.43 USD BBB- Baa3 BBB
0.13% $3561498.63 Asset Backed Securities BJETS 2018-1 A 144A 123262AN7 -- $4.34 2/15/2033 3,526,801 $100.95 USD NR NR NR
0.13% $3480789.24 Collateralized Mtge Obligation BSABS 2004-HE2 M1 1MLIB+90BP 07384YQY5 -- $3.05 3/25/2034 3,498,893 $99.48 USD B NR NR
0.13% $3523899.54 Corporate CAMPBELL SOUP CO SR UNSEC 134429BE8 -- $3.65 3/15/2023 3,400,000 $103.59 USD BBB- Baa2 BBB
0.13% $3471394.50 Collateralized Mtge Obligation CMLTI 2004-NCM2 2CB1 WM34 WC6.1520 17307GHA9 -- $5.50 8/25/2034 3,328,611 $104.15 USD NR NR B
0.13% $3644163.00 Corporate DEUTSCHE BANK NY SR UNSEC 251526BX6 -- $4.25 10/14/2021 3,600,000 $101.21 USD BBB- Baa3 BBB
0.13% $3598116.86 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AJ2513C 36182WYJ6 -- $4.00 1/20/2045 3,420,841 $105.15 USD GOVT GOVT GOVT
0.13% $3591875.00 Financials JPMORGAN CHASE & CO PFD JR SUB SOFR -- -- $0.00 -- 3,500,000 $102.63 USD BBB- Baa2 BBB
0.13% $3459134.81 Collateralized Mtge Obligation NAA 2007-2 A3 1MLIB+25BP 655378AD9 -- $2.40 6/25/2037 4,230,023 $81.78 USD NR Caa3 NR
0.13% $3608903.64 Corporate NY & PRESBYTERIAN HOSPIT UNSEC 649322AE4 -- $4.76 8/1/2116 3,000,000 $119.57 USD NR Aa3 AA
0.13% $3612328.05 Corporate OMEGA HLTHCARE INVESTORS SR UNSEC 681936BK5 -- $4.75 1/15/2028 3,350,000 $107.55 USD BBB- Baa3 BBB-
0.13% $3435026.16 Corporate SABINE PASS LIQUEFACTION 785592AV8 -- $5.88 6/30/2026 3,000,000 $113.91 USD BBB- Baa3 BBB-
0.13% $3483703.35 Asset Backed Securities SLMA 2008-2 A3 784442AC9 -- $3.03 4/25/2023 3,516,636 $99.06 USD B Baa3 B
0.13% $3431412.42 Collateralized Mtge Obligation WMHE 2007-HE3 1A 1MLIB + 22.5 BP 93364EAA2 -- $2.37 5/25/2037 3,563,957 $96.28 USD CCC Caa3 CC
0.12% $3113515.47 Collateralized Loan Obligation AVERY 2013-3A AR 3MLIB+112BP 053633AG8 -- $3.42 1/18/2025 3,109,250 $100.14 USD AAA Aaa NR
0.12% $3324201.45 Collateralized Mtge Obligation BSABS 2004-HE10 M1 1MLIB+65BP 073879MR6 -- $3.12 12/25/2034 3,319,377 $100.15 USD BB+ Baa3 NR
0.12% $3215365.53 Corporate CITRIX SYSTEMS INC SR UNSEC 177376AE0 -- $4.50 12/1/2027 3,000,000 $107.03 USD BBB Ba1 BBB
0.12% $3122547.68 Collateralized Mtge Obligation CMLTI 2006-WF2 A2D WM35 WC6.6070 **DEF* 17309BAC1 -- $6.16 5/25/2036 5,523,247 $56.47 USD D Ca NR
0.12% $3159904.38 Collateralized Mtge Obligation FFML 2004-FF3 M1 1MLIB+55 36228FU61 -- $2.97 5/25/2034 3,173,512 $99.57 USD CCC NR BB
0.12% $3132219.62 Mortgage Pass Thru FHLMC GOLD 30YR #Q3-0148 3132QLEW9 -- $4.00 12/1/2044 2,989,366 $104.72 USD GOVT GOVT GOVT
0.12% $3285642.15 Mortgage Pass Thru FNMA PASS THRU 30YR #BC5341 3140F05B6 -- $3.50 2/1/2046 3,159,044 $103.92 USD GOVT GOVT GOVT
0.12% $3188019.37 Collateralized Mtge Obligation LXS 2006-8 3A4 52522HAM4 -- $4.68 6/25/2036 3,062,590 $103.97 USD NR Ca NR
0.12% $3131033.19 Corporate MARVELL TECHNOLOGY GROUP SR UNSEC 57385LAA6 -- $4.20 6/22/2023 3,000,000 $104.31 USD BBB- Baa3 BBB-
0.12% $3225900.00 Corporate ROYAL BK SCOTLND GRP PLC COCO JRSUB 780097BB6 -- $8.63 -- 3,000,000 $107.53 USD B+ Ba2 BB+
0.11% $3053665.96 Collateralized Debt Obligation ALESC 17A A1 01450NAA0 -- $3.09 9/23/2038 3,252,906 $93.88 USD NR Aa3 BBB
0.11% $3104175.66 Corporate AMERICAN HOMES 4 RENT SR UNSEC 02666TAA5 -- $4.25 2/15/2028 2,900,000 $106.88 USD BBB- Baa3 NR
0.11% $2990481.37 Corporate BAT CAPITAL CORP SR UNSEC 05526DBD6 -- $4.39 8/15/2037 3,100,000 $96.35 USD BBB+ Baa2 BBB
0.11% $2927040.21 Collateralized Mtge Obligation CARR 2006-FRE2 A3 1MLIB+16BP 14454AAC3 -- $2.31 10/25/2036 3,725,780 $78.56 USD NR Ca NR
0.11% $2974247.33 Collateralized Mtge Obligation CFLX 2007-1 1A3 WM36 WC5.878000 16165VAC2 -- $6.50 2/25/2037 4,995,967 $59.46 USD NR Ca NR
0.11% $3075206.24 Collateralized Mtge Obligation CITM 2007-1 1A 1MLIB+135BP 144A 12559QAA0 -- $3.50 10/25/2037 3,035,390 $101.31 USD BBB+ NR A
0.11% $2841698.43 Collateralized Mtge Obligation CWHL 2006-R1 AF1 VA 1MLIB+34BP 144A 12669UCN8 -- $2.49 1/25/2036 2,908,977 $97.69 USD NR B3 B
0.11% $3068334.61 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-8877 3128MJ6P0 -- $4.00 5/1/2049 2,959,975 $103.60 USD GOVT GOVT GOVT
0.11% $2891851.30 Mortgage Pass Thru FNMA PASS THRU 30YR #BE8245 3140FUET1 -- $4.00 3/1/2047 2,700,627 $107.02 USD GOVT GOVT GOVT
0.11% $3088749.88 Corporate FORD MOTOR CREDIT CO LLC SR UNSEC 345397ZU0 -- $3.35 11/1/2022 3,100,000 $99.60 USD BBB Ba1 BBB
0.11% $276304.60 Credit Default Swap FORD MOTOR CREDIT COMPANY LLC SNR S* -- -- $5.00 6/20/2022 -2,600,000 $-10.70 USD BBB Ba1 BBB
0.11% $-36809.70 Credit Default Swap GENERAL ELECTRIC COMPANY SNR S* -- -- $1.00 12/20/2024 -2,900,000 $1.33 USD BBB+ Baa1 BBB+
0.11% $3043687.53 Corporate LAS VEGAS SANDS CORP SR UNSEC 517834AG2 -- $3.20 8/8/2024 3,000,000 $101.38 USD BBB- Baa3 BBB-
0.11% $2935201.10 Corporate SANTANDER UK GROUP HLDGS SR UNSEC 80281LAH8 -- $3.37 1/5/2024 2,900,000 $101.16 USD BBB Baa1 A
0.11% $2841581.62 Collateralized Mtge Obligation SVHE 2007-OPT2 2A4 1MLIB+25BP 83613DAE6 -- $2.40 7/25/2037 3,084,632 $92.12 USD CCC Ca NR
0.11% $3028162.34 Collateralized Mtge Obligation TMST 2006-5 A1 88522RAA2 -- $4.09 10/25/2046 2,974,727 $101.80 USD CCC B3 NR
0.11% $2866901.59 Municipal Bond UNIV OF CA-TXBL-AD 91412GHA6 -- $4.86 5/15/2112 2,191,000 $130.85 USD AA Aa2 AA
0.11% $2869938.89 Collateralized Mtge Obligation WFHET 2005-4 M3 1MLIB+50BP 9497EMAJ4 -- $2.65 12/25/2035 2,900,000 $98.96 USD B NR NR
0.10% $2580412.05 Collateralized Mtge Obligation CWALT 2005-85CB 2A1 WM35 WC5.433 12668BEF6 -- $5.50 2/25/2036 2,655,938 $97.07 USD NR NR NR
0.10% $2828451.19 Collateralized Mtge Obligation CWL 2007-6 2A3 1MLIB+22BP **DEF** 12669LAD2 -- $2.37 9/25/2037 3,310,706 $85.43 USD NR Caa3 NR
0.10% $2798409.13 Corporate ENABLE MIDSTREAM PARTNER SR UNSEC 292480AH3 -- $3.90 5/15/2024 2,750,000 $101.68 USD BBB- Baa3 BBB-
0.10% $2610109.61 Mortgage Pass Thru FNMA PASS THRU 30YR #BD6487 3140FEF58 -- $4.00 9/1/2046 2,437,309 $107.03 USD GOVT GOVT GOVT
0.10% $2673277.96 Mortgage Pass Thru FNMA PASS THRU 30YR #BE0214 3140FKGY0 -- $3.50 1/1/2047 2,547,680 $104.85 USD GOVT GOVT GOVT
0.10% $2742695.59 Collateralized Mtge Obligation GHM 2007-2X AC 3MLIB+13BP XS0308462141 -- $2.28 6/18/2039 2,818,363 $97.32 USD A Aa3 AAA
0.10% $2585271.75 Corporate GLOBAL PAYMENTS INC SR UNSEC 37940XAA0 -- $2.65 2/15/2025 2,600,000 $99.35 USD BBB- Baa3 NR
0.10% $2610066.99 Corporate GLOBAL PAYMENTS INC SR UNSEC 37940XAB8 -- $3.20 8/15/2029 2,600,000 $100.21 USD BBB- Baa3 NR
0.10% $2688732.01 Collateralized Mtge Obligation GSMPS 2006-RP1 1AF1 VA 1MLIB+35BP 144A 3623413C1 -- $2.50 1/25/2036 3,075,216 $87.43 USD NR Caa1 NR
0.10% $2713846.18 Collateralized Mtge Obligation GSR 2006-AR1 2A4 WM35 WC5.4341 ARM 3623414D8 -- $4.38 1/25/2036 2,673,742 $101.50 USD NR NR NR
0.10% $2816494.92 Corporate HOSPITALITY PROP TRUST SR UNSEC 44106MAX0 -- $3.95 1/15/2028 3,000,000 $93.74 USD BBB- Baa3 NR
0.10% $2579154.25 Corporate LOW INCOME INVESTMENT UNSEC 54750AAB2 -- $3.71 7/1/2029 2,500,000 $103.00 USD A- NR NR
0.10% $2636932.32 Collateralized Mtge Obligation MLMI 2006-RM1 A2B WM35 WC8.0884*DEF* 59020U5D3 -- $4.23 2/25/2037 13,493,031 $19.54 USD D C NR
0.10% $2709999.82 Collateralized Debt Obligation PRETSL 24 A1 3ML+30BP 144A 74043CAA5 -- $2.71 3/22/2037 3,038,968 $89.18 USD NR Aa1 A
0.10% $2649160.60 Corporate REGENCY ENERGY PART/FINA SR UNSEC 75886AAQ1 -- $5.00 10/1/2022 2,500,000 $105.93 USD BBB- Baa3 BBB-
0.10% $2695697.99 Asset Backed Securities SLMA 2008-5 A4 3MLIB+170 78444YAD7 -- $3.98 7/25/2023 2,668,281 $101.03 USD B Baa3 B
0.10% $2628282.99 Asset Backed Securities SLMA 2008-8 A4 3MLIB+150BP 78445GAD5 -- $3.78 4/25/2023 2,599,453 $101.11 USD B Baa3 B
0.10% $2623056.79 Corporate SUNOCO LOGISTICS PARTNER 86765BAS8 -- $5.95 12/1/2025 2,300,000 $113.93 USD BBB- Baa3 BBB-
0.10% $2566862.86 Corporate TECH DATA CORP SR UNSEC 878237AH9 -- $4.95 2/15/2027 2,420,000 $105.93 USD BBB- Baa3 NR
0.10% $2651796.00 Municipal Bond UNIV OF CALIFORNIA-AQ 91412GC86 -- $4.77 5/15/2115 2,100,000 $126.28 USD AA Aa2 AA
0.09% $2359226.74 Asset Backed Securities AASET 2017-1A A 144A 000366AA2 -- $3.97 5/16/2042 2,340,628 $100.74 USD NR NR A
0.09% $2544466.18 Corporate AP MOELLER-MAERSK A/S UNSEC 144A 00203QAB3 -- $3.75 9/22/2024 2,500,000 $101.70 USD BBB Baa3 NR
0.09% $2535489.75 Corporate ARROW ELECTRONICS INC SR UNSEC 042735BF6 -- $3.88 1/12/2028 2,500,000 $101.27 USD BBB- Baa3 BBB-
0.09% $2296757.39 Collateralized Mtge Obligation DBALT 2006-AB1 A1C 251510MF7 -- $5.67 2/25/2036 2,296,919 $99.88 USD NR Caa3 NR
0.09% $2394580.83 Corporate ENERGY TRANSFER OPERATNG GLBL SR UNSEC 29273RAQ2 -- $5.20 2/1/2022 2,275,000 $105.23 USD BBB- Baa3 BBB-
0.09% $2480299.44 Collateralized Mtge Obligation FHR 3852 SG 503BP-1ML 3137ABAR2 -- $3.00 5/15/2041 2,474,863 $100.07 USD AA+ Aaa AAA
0.09% $2435007.67 Collateralized Mtge Obligation NMRR 2010-5RA 1A7 WM37 WC5.3772 144A 65539GBU0 -- $6.50 10/26/2037 3,120,945 $77.96 USD NR NR NR
0.09% $2432360.52 Collateralized Mtge Obligation RAST 2004-A4 A11 WM35 WC5.070300 45660NK46 -- $5.50 8/25/2034 2,304,089 $105.44 USD B- B1 NR
0.09% $2395557.27 Bank Loan STATE OF RIO DE JANEIRO -- -- $6.02 12/20/2020 2,400,000 $99.81 USD NR NR NR
0.09% $2321942.00 Municipal Bond TX PUB FIN AUTH-TXBL 8827562Q1 -- $8.25 7/1/2024 2,300,000 $100.95 USD NR NR NR
0.09% $2342226.56 Government U S TREASURY BOND 912810SF6 -- $3.00 2/15/2049 2,000,000 $116.53 USD GOVT GOVT GOVT
0.09% $2508277.15 Corporate UDR INC SR UNSEC MTN 90265EAM2 -- $3.50 7/1/2027 2,400,000 $104.36 USD BBB+ Baa1 NR
0.09% $2564141.23 Corporate ZF FRIEDRICHSHAFEN SR UNSEC 144A 98877DAB1 -- $4.50 4/29/2022 2,500,000 $102.53 USD BBB- Baa3 NR
0.08% $2210461.07 Collateralized Mtge Obligation ABFC 2006-OPT2 A2 1MLIB+14BP 00075XAB3 -- $2.29 10/25/2036 2,293,052 $96.40 USD CCC B1 B
0.08% $2143133.58 Corporate AERCAP IRELAND CAP/GLOBA SR UNSEC 00774MAE5 -- $3.88 1/23/2028 2,100,000 $101.90 USD BBB- Baa3 BBB-
0.08% $2198807.38 Corporate CROWN CASTLE INTL CORP SR UNSEC 22822VAL5 -- $4.30 2/15/2029 2,000,000 $109.76 USD BBB- Baa3 BBB
0.08% $2096250.00 Corporate FAIRSTONE FINANCIAL INC SR UNSEC 144A 30575FAA6 -- $7.88 7/15/2024 2,000,000 $104.81 USD B B1 NR
0.08% $2131384.86 Corporate FARMERS INS EXCH SURPLUS 144A 309601AE2 -- $4.75 11/1/2057 2,000,000 $106.57 USD BBB+ Baa2 NR
0.08% $2277818.50 Mortgage Pass Thru FHLMC GOLD 30YR #Q2-6755 3132M7E46 -- $4.50 6/1/2044 2,098,172 $108.50 USD GOVT GOVT GOVT
0.08% $2135536.59 Collateralized Mtge Obligation FHR 4061 SL 706BP-1.75X1ML 3137ARCX2 -- $3.38 6/15/2042 2,040,475 $104.59 USD AA+ Aaa AAA
0.08% $2063817.56 Mortgage Pass Thru FNMA PASS THRU MTG IO #AL3453 3138EKZT5 -- $6.00 9/1/2037 1,920,835 $107.43 USD GOVT GOVT GOVT
0.08% $2250878.20 Collateralized Mtge Obligation GSAA 2007-3 A4A WM37 WC3.8897 3622EAAE0 -- $2.37 3/25/2047 4,023,004 $55.95 USD CC Ca NR
0.08% $2227650.92 Corporate HOSPITALITY PROPERTIES T SR UNSEC 44106MAU6 -- $4.25 2/15/2021 2,200,000 $101.25 USD BBB- Baa3 NR
0.08% $2142134.14 Collateralized Mtge Obligation HVMLT 2005-1 2A1A AS 1MLIB+27 41161PLD3 -- $2.72 3/19/2035 2,152,100 $99.54 USD B- B3 NR
0.08% $2215108.10 Corporate KINDER MORGAN INC/DELAWA SEC 144A 49456BAB7 -- $5.63 11/15/2023 2,000,000 $110.69 USD BBB Baa2 BBB
0.08% $2202090.95 Corporate LIFESTORAGE LP SR UNSEC 53227JAA2 -- $3.88 12/15/2027 2,100,000 $104.71 USD BBB Baa2 NR
0.08% $2066627.06 Collateralized Mtge Obligation MSM 2007-1XS 1A1 WM38 WC5.8578**DEF** 61752JAA8 -- $5.97 9/25/2046 3,617,680 $57.04 USD D Caa3 NR
0.08% $2113403.74 Corporate PHYSICIANS REALTY LP SR UNSEC 71951QAA0 -- $4.30 3/15/2027 2,000,000 $105.53 USD BBB- Baa3 NR
0.08% $2240341.72 Corporate SABINE PASS LIQUEFACTION 1ST LIEN 785592AM8 -- $5.63 3/1/2025 2,000,000 $111.93 USD BBB- Baa3 BBB-
0.08% $2284713.42 Corporate STORE CAPITAL CORP SR UNSEC 862121AB6 -- $4.63 3/15/2029 2,100,000 $108.62 USD BBB Baa2 BBB
0.08% $2176947.13 Collateralized Mtge Obligation WAMU 2006-AR13 2A 11COF+150 93363RAB2 -- $2.64 10/25/2046 2,233,561 $97.47 USD CCC Ba1 NR
0.08% $2104120.14 Collateralized Mtge Obligation WFMBS 2007-1 A3 WM37 WC6.2547 **DEF** 94984WAC6 -- $5.75 2/25/2037 2,182,884 $96.34 USD NR Caa2 D
0.08% $2161269.93 Collateralized Loan Obligation WITEH 2014-9A AR 3MLIB+116BP 144A 965249AF2 -- $3.46 7/17/2026 2,161,354 $100.00 USD NR Aaa AAA
0.07% $1954255.11 Collateralized Debt Obligation ALESC 11A A1A 144A 3MLIB+33BP 01450AAA8 -- $2.67 12/23/2036 2,150,487 $90.88 USD NR Aa1 A
0.07% $1937201.77 Collateralized Mtge Obligation ARSI 2005-W5 A2C 1MLIB+23BP 040104QN4 -- $2.38 1/25/2036 2,044,615 $94.75 USD CCC B1 BBB
0.07% $1817861.68 Collateralized Loan Obligation BLACK 2013-1A A1R 09202LAL4 -- $3.35 2/6/2026 1,816,941 $100.05 USD AAA Aaa NR
0.07% $1993538.81 Collateralized Loan Obligation CECLO 2015-24A A2R 3MLIB+165BP 144A 15137KAG4 -- $3.95 10/15/2026 2,000,000 $99.68 USD AA Aa3 NR
0.07% $2012625.00 Corporate CREDIT SUISSE GROUP AG UNSEC 144A 22546DAA4 -- $6.50 8/8/2023 1,800,000 $111.81 USD BBB NR BBB
0.07% $1978266.80 Collateralized Mtge Obligation CSMC 2018-RPL8 A1 12653AAA0 -- $4.13 7/25/2058 1,957,158 $101.06 USD NR NR NR
0.07% $1844873.62 Collateralized Mtge Obligation EMCM 2003-A A1 1MLIB+55 144A 268668BS8 -- $3.25 8/25/2040 1,858,992 $99.24 USD A B1 BB
0.07% $1767313.49 Mortgage Pass Thru FHLMC GOLD 30YR #Q3-1130 3132QMHG9 -- $4.00 2/1/2045 1,692,165 $104.38 USD GOVT GOVT GOVT
0.07% $1907601.74 Mortgage Pass Thru FHLMC GOLD 30YR #Q4-5705 3132WKKT4 -- $4.00 1/1/2047 1,780,423 $107.08 USD GOVT GOVT GOVT
0.07% $1986396.98 Collateralized Mtge Obligation INDX 2006-AR25 3A1AR WM36 WC6.7394*DEF* 45661HAE7 -- $4.00 9/25/2036 2,299,856 $86.37 USD NR NR NR
0.07% $1892698.66 Corporate MASS INSTITUTE OF TECH UNSEC 575718AB7 -- $4.68 7/1/2114 1,360,000 $138.21 USD AAA Aaa NR
0.07% $1874447.45 Collateralized Mtge Obligation RBSGC 2005-RP1 1F VA 1MLIB+38BP 144A 74927UAA6 -- $2.53 12/25/2034 2,144,126 $87.42 USD CCC B3 NR
0.07% $1892362.00 Corporate WASHINGTON PG LP 939648AB7 -- $3.85 4/1/2020 1,900,000 $99.60 USD BB+ Ba2 BB
0.06% $1691512.48 Collateralized Loan Obligation BLUEM 2015-2A BR 3MLIB+150BP 144A 09628BAN8 -- $3.80 7/18/2027 1,700,000 $99.50 USD AA NR NR
0.06% $1751275.63 Asset Backed Securities CLAST 2018-1 A 144A 14856CAA7 -- $4.13 6/15/2043 1,718,411 $101.85 USD NR NR A
0.06% $1528223.46 Mortgage Pass Thru FHLMC GOLD #L1-0157 3128DHE67 -- $5.50 1/1/2035 1,406,978 $108.57 USD GOVT GOVT GOVT
0.06% $1702291.42 Mortgage Pass Thru FHLMC GOLD 30YR #Q3-1067 3132QMFH9 -- $4.00 2/1/2045 1,619,373 $105.06 USD GOVT GOVT GOVT
0.06% $1524889.25 Mortgage Pass Thru FNMA PASS THRU 30YR #BE0961 3140FLB72 -- $4.00 11/1/2046 1,423,935 $107.03 USD GOVT GOVT GOVT
0.06% $1540675.52 Collateralized Mtge Obligation LXS 2006-19 A2 1MLIB+17BP 52523YAB0 -- $2.32 12/25/2036 1,579,302 $97.55 USD NR Caa2 NR
0.05% $1280180.98 Collateralized Loan Obligation ALLEG 2013-1A A1R 3MLIB+122BP 144A 01749GAJ7 -- $3.49 1/30/2026 1,279,430 $100.06 USD AAA Aaa NR
0.05% $1304739.12 Corporate BACARDI LTD SR UNSEC 144A 067316AG4 -- $5.15 5/15/2038 1,200,000 $108.40 USD BBB- Ba1 BBB-
0.05% $1230449.41 Collateralized Mtge Obligation BOAA 2006-3 5CB1 WM36 WC6.25870 **DEF** 05948K4Q9 -- $6.50 4/25/2036 1,246,288 $98.65 USD NR NR D
0.05% $1370757.93 Corporate CANTOR FITZGERALD LP SR UNSEC 144A 138616AE7 -- $4.88 5/1/2024 1,300,000 $105.37 USD BBB- NR BBB-
0.05% $1255287.68 Collateralized Mtge Obligation CWALT 2005-65CB 2A3 WM35 WC5.9496 12668AZ32 -- $5.50 12/25/2035 1,326,834 $94.51 USD CCC Caa2 NR
0.05% $1460522.83 Mortgage Pass Thru FHLMC GOLD 30YR #Q2-8306 3132M83P9 -- $4.00 9/1/2044 1,389,426 $105.06 USD GOVT GOVT GOVT
0.05% $1455914.12 Mortgage Pass Thru FNMA PASS THRU 30YR #BE3009 3140FNKX1 -- $4.00 12/1/2046 1,359,517 $107.03 USD GOVT GOVT GOVT
0.05% $1413539.85 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #932584 31412RCV7 -- $5.00 12/1/2035 1,346,757 $104.89 USD GOVT GOVT GOVT
0.05% $1368149.12 Collateralized Mtge Obligation HMBT 2005-4 A2 1MLIB+33BP 43739EBT3 -- $2.48 10/25/2035 1,345,758 $101.66 USD A+ Baa3 NR
0.05% $1233133.23 Corporate HOSPITALITY PROP TRUST SR UNSEC 44106MAY8 -- $4.38 2/15/2030 1,300,000 $94.69 USD BBB- Baa3 NR
0.05% $1459628.97 Collateralized Mtge Obligation JPMAC 2006-HE2 M1 1MLIB+30BP **DEF** 46625SAF3 -- $2.45 7/25/2036 1,510,000 $96.66 USD NR B3 D
0.05% $1315267.81 Collateralized Mtge Obligation JPMMT 2006-A1 2A4 WM35 WC5.6038 **DEF** 466247E90 -- $4.56 2/25/2036 1,399,591 $93.98 USD NR NR NR
0.05% $1443493.82 Collateralized Mtge Obligation MARM 2004-3 1A1 WM34 WC3.2676 576433KM7 -- $2.38 4/25/2034 1,466,579 $98.43 USD AA NR NR
0.05% $1267411.44 Collateralized Mtge Obligation MARM 2005-2 5A1 WM35 WC3.0877 576433XY7 -- $4.42 3/25/2035 1,266,842 $100.04 USD CCC NR NR
0.05% $1257912.50 Bank Loan PG&E CORP DIP DD (STRIP) US69431EBL65 -- $2.25 12/31/2020 1,250,000 $100.63 USD NR NR BBB-
0.05% $1306340.00 Municipal Bond PORT AUTH NY/NJ-192 73358WXQ2 -- $4.81 10/15/2065 1,000,000 $130.63 USD AA- Aa3 AA-
0.05% $1292561.66 Corporate QVC INC 747262AU7 -- $4.45 2/15/2025 1,250,000 $103.32 USD BBB- Ba2 BBB-
0.05% $1250950.18 Collateralized Mtge Obligation RAMP 2002-RS2 MII2 1MLIB+202.5BP 760985JT9 -- $4.17 3/25/2032 1,253,605 $99.79 USD NR NR NR
0.05% $1444200.65 Collateralized Mtge Obligation SAST 2004-1 M1 1MLIB+53BP **DEF** 805564PN5 -- $2.94 3/25/2035 1,476,533 $97.81 USD D B3 NR
0.05% $1226394.64 Collateralized Mtge Obligation SAST 2007-4 A1 144A 80557CAA0 -- $3.90 12/25/2037 1,221,678 $100.39 USD CCC Baa3 BBB
0.05% $1341597.97 Asset Backed Securities SLMA 2008-9 A 3MLIB+150 78445JAA5 -- $3.78 4/25/2023 1,334,485 $100.53 USD B Baa3 B
0.05% $1481913.33 Agency Debenture TVA PRIN STRIP 88059FBR1 -- $0.00 6/15/2038 2,500,000 $59.00 USD GOVT GOVT GOVT
0.04% $1037776.37 Collateralized Loan Obligation ADML 2014-1A A2R 3MLIB+110BP 144A 006278AT2 -- $3.40 7/15/2026 1,037,163 $100.06 USD NR Aaa AAA
0.04% $962287.75 Collateralized Mtge Obligation CMLTI 2005-12 2A1 1MLIB+80 144A 17307GY69 -- $2.95 8/25/2035 1,031,103 $93.33 USD NR NR NR
0.04% $1151124.68 Collateralized Mtge Obligation CSMC 2007-2 3A9 WM 39 WC 5.046000 126384AV8 -- $5.50 3/25/2037 1,326,260 $86.71 USD NR Caa2 NR
0.04% $1039508.31 Collateralized Mtge Obligation CSMC 2008-2R 1A1 WM37 WC6.308900 **DEF* 225492AA5 -- $6.00 7/25/2037 1,090,860 $95.22 USD NR NR NR
0.04% $1060765.50 Collateralized Mtge Obligation CWALT 2005-20CB 2A7 WM35 WC5.0719 12667GQD8 -- $5.50 7/25/2035 1,168,690 $90.69 USD NR NR NR
0.04% $1103773.83 Collateralized Mtge Obligation CWHL 2006-HYB1 1A1 WM35 WC3.9820 126694WE4 -- $4.02 3/20/2036 1,160,464 $95.11 USD NR Caa3 NR
0.04% $954728.31 Corporate ERAC USA FINANCE LLC SR UNSEC 144A 26884TAP7 -- $3.80 11/1/2025 900,000 $105.97 USD A- Baa1 NR
0.04% $1006107.48 Mortgage Pass Thru FHLMC GOLD 30YR #Q0-1045 3132GEES5 -- $4.50 5/1/2041 926,729 $108.50 USD GOVT GOVT GOVT
0.04% $1019313.58 Mortgage Pass Thru FHLMC GOLD 30YR #Q2-9869 3132MAT27 -- $4.50 11/1/2044 935,881 $108.85 USD GOVT GOVT GOVT
0.04% $1092584.67 Collateralized Mtge Obligation FHR 4473 BI IO WM36 WC3.1164 3137BJAU7 -- $2.14 6/15/2040 18,974,776 $5.76 USD AA+ Aaa AAA
0.04% $1054425.90 Collateralized Mtge Obligation JPMAC 2006-CH1 M4 1MLIB+38BP 46629TAJ9 -- $2.53 7/25/2036 1,100,000 $95.86 USD CCC B1 BBB
0.04% $961432.43 Collateralized Mtge Obligation JPMMT 2007-S3 1A8 WM37 WC6.3651**DEF*** 46631NAH2 -- $6.00 8/25/2037 1,214,872 $79.06 USD NR NR D
0.04% $1118082.71 Corporate KINDER MORGAN ENER PART SR UNSECUR 494550BB1 -- $6.85 2/15/2020 1,100,000 $101.64 USD BBB Baa2 BBB
0.04% $988391.19 Collateralized Mtge Obligation MSAC 2006-WMC2 A2D 1MLIB+25 61749KAF0 -- $2.40 7/25/2036 1,910,025 $51.75 USD CC Ca NR
0.04% $1028940.00 Municipal Bond NEW JERSEY EDA-B-REF 64578JAW6 -- $3.80 7/1/2022 1,000,000 $102.89 USD BBB+ Baa2 NR
0.04% $1041747.02 Corporate ODEBRECHT NEW TRANCHE 1 REGS G67106AB3 -- $6.35 12/1/2021 1,046,971 $99.50 USD B- NR NR
0.04% $1068021.88 Collateralized Mtge Obligation RFMSI 2006-S5 A10 WM36 WC5.479 **DEF** 74957EAK3 -- $6.00 6/25/2036 1,082,521 $98.57 USD NR Caa2 NR
0.04% $1093166.89 Corporate ROYAL BK SCOTLND GRP PLC SR UNSEC 780097BA8 -- $4.80 4/5/2026 1,000,000 $109.19 USD BBB Baa2 A
0.04% $1110294.10 Collateralized Mtge Obligation SEMT 2005-1 A2 6MLIB+25BP 81744FGN1 -- $2.67 2/20/2035 1,088,256 $102.03 USD AA NR BB
0.04% $1061278.20 Municipal Bond UNIV OF VA-C-TXBL 915217WX7 -- $4.18 9/1/2117 870,000 $121.99 USD AAA Aaa AAA
0.03% $895855.59 Collateralized Loan Obligation APID 2013-16A A1R 3MLIB+98BP 144A 03764UAN3 -- $3.28 1/19/2025 895,187 $100.07 USD AAA Aaa NR
0.03% $774820.03 Corporate BNP PARIBAS SR UNSEC 144A 09659W2F0 -- $4.40 8/14/2028 700,000 $110.51 USD A- Baa1 A+
0.03% $900528.98 Collateralized Mtge Obligation CWALT 2005-20CB 1A3 WM35 WC5.0592 12667GPV9 -- $5.50 7/25/2035 930,100 $96.74 USD NR NR NR
0.03% $694763.61 Collateralized Mtge Obligation CWALT 2007-AL1 A1 1MLIB+25 **DEF** 02150NAA1 -- $2.40 6/25/2037 838,075 $82.90 USD NR Ca NR
0.03% $696909.93 Corporate EDISON INTERNATIONAL SR UNSEC 281020AJ6 -- $2.95 3/15/2023 700,000 $99.50 USD BBB- Baa3 BBB-
0.03% $907381.66 Corporate EL PASO PIPELINE PART OP SR UNSEC 28370TAG4 -- $4.30 5/1/2024 850,000 $106.68 USD BBB Baa2 BBB
0.03% $747976.55 Corporate EPR PROPERTIES SR UNSEC 26884UAC3 -- $4.75 12/15/2026 700,000 $106.72 USD BBB- Baa2 BBB-
0.03% $686677.97 Mortgage Pass Thru FHLMC GOLD 30YR #Q2-2511 3132JPYG1 -- $4.50 10/1/2043 633,361 $108.35 USD GOVT GOVT GOVT
0.03% $809125.87 Mortgage Pass Thru FHLMC GOLD 30YR #Q3-1068 3132QMFJ5 -- $4.00 2/1/2045 773,737 $104.51 USD GOVT GOVT GOVT
0.03% $770713.74 Mortgage Pass Thru FNMA PASS THRU 30YR #AD8319 31418WG53 -- $4.50 7/1/2040 711,552 $108.25 USD GOVT GOVT GOVT
0.03% $858938.56 Mortgage Pass Thru FNMA PASS THRU 30YR #AS3096 3138WCNN9 -- $4.00 7/1/2044 827,912 $103.69 USD GOVT GOVT GOVT
0.03% $918906.81 Mortgage Pass Thru FNMA PASS THRU 30YR #AS3308 3138WCVA8 -- $4.50 9/1/2044 844,931 $108.69 USD GOVT GOVT GOVT
0.03% $849219.59 Mortgage Pass Thru FNMA PASS THRU 30YR #AX3123 3138Y4PH6 -- $4.00 10/1/2044 809,368 $104.86 USD GOVT GOVT GOVT
0.03% $782834.04 Mortgage Pass Thru FNMA PASS THRU 30YR #AX6047 3138Y7WH1 -- $4.50 10/1/2044 720,520 $108.58 USD GOVT GOVT GOVT
0.03% $718704.61 Mortgage Pass Thru FNMA PASS THRU MTG IO #MA0623 31417YVR5 -- $4.50 11/1/2040 689,366 $104.23 USD GOVT GOVT GOVT
0.03% $679551.56 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA0456M 36179MQH6 -- $3.50 10/20/2042 659,429 $103.10 USD GOVT GOVT GOVT
0.03% $757247.51 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA0528M 36179MSR2 -- $3.50 11/20/2042 734,824 $103.10 USD GOVT GOVT GOVT
0.03% $713205.63 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AL6978C 36184DXF5 -- $3.50 3/20/2045 680,953 $104.79 USD GOVT GOVT GOVT
0.03% $940254.47 Corporate HUDSON PACIFIC PROPERTIE SR UNSEC 44409MAA4 -- $3.95 11/1/2027 900,000 $104.32 USD BBB- Baa3 BBB-
0.03% $794394.76 Collateralized Mtge Obligation IMSA 2006-4 A2B 1MLIB+17BP 45257BAC4 -- $2.32 1/25/2037 799,207 $99.40 USD NR Caa3 NR
0.03% $749457.65 Collateralized Mtge Obligation JPALT 2005-A2 2A1 **DEF** 46627MBS5 -- $4.37 12/25/2035 851,411 $88.03 USD NR NR NR
0.03% $752733.79 Collateralized Debt Obligation MMCAPS FUND 18 A1 3MLIB+29BP 144A 60688HAA3 -- $2.62 12/26/2039 823,785 $91.38 USD NR Aa1 A
0.03% $709450.94 Collateralized Mtge Obligation RAMC 2006-3 AF5 WM36 WC4.672500 75971EAH9 -- $6.12 11/25/2036 1,217,257 $58.28 USD CC C C
0.03% $741900.89 Corporate SPIRIT REALTY LP SR UNSEC 84861TAC2 -- $4.45 9/15/2026 700,000 $105.85 USD BBB Baa3 BBB
0.03% $785011.50 Collateralized Mtge Obligation WFMBS 2006-AR11 A1 WM36 WC6.2746 *DEF* 94984CAA4 -- $4.86 8/25/2036 792,676 $99.03 USD NR NR NR
0.02% $562598.72 Collateralized Mtge Obligation ABSHE 2002-HE2 B 045413CW9 -- $5.25 8/15/2032 572,849 $98.21 USD NR Caa3 NR
0.02% $649569.63 Corporate BANCO ESPIRITO SANTO SA **DEF** PTBENJOM0015 -- $4.75 1/15/2049 2,500,000 $23.50 EUR NR NR NR
0.02% $627413.79 Collateralized Mtge Obligation CWALT 2005-28CB 1A4 WM35 WC5.773800*DEF 12667GWT6 -- $5.50 8/25/2035 629,764 $99.53 USD NR NR NR
0.02% $431722.17 Collateralized Mtge Obligation CWALT 2006-24CB A7 WM36 WC5.233 02146TAG2 -- $6.25 8/25/2036 499,334 $86.37 USD NR Ca NR
0.02% $434767.48 Collateralized Mtge Obligation CWALT 2006-9T1 A1 WM36 WC ***DEF*** 12668BVA8 -- $5.75 5/25/2036 599,772 $72.42 USD NR NR NR
0.02% $460119.74 Mortgage Pass Thru FHLMC GOLD 15YR #J3-9776 31307W2H6 -- $3.50 10/1/2033 445,324 $103.33 USD GOVT GOVT GOVT
0.02% $644294.70 Mortgage Pass Thru FHLMC GOLD 30YR #A9-0710 312938YF4 -- $4.50 1/1/2040 593,967 $108.41 USD GOVT GOVT GOVT
0.02% $446417.41 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1019 31281BDY3 -- $4.00 9/1/2033 430,279 $103.69 USD GOVT GOVT GOVT
0.02% $446324.69 Mortgage Pass Thru FHLMC GOLD 30YR #Q0-2265 3132GFQS9 -- $4.50 7/1/2041 410,766 $108.59 USD GOVT GOVT GOVT
0.02% $559790.99 Mortgage Pass Thru FHLMC GOLD 30YR #Q0-3745 3132GJZJ1 -- $4.50 10/1/2041 513,894 $108.87 USD GOVT GOVT GOVT
0.02% $434319.41 Mortgage Pass Thru FHLMC GOLD 30YR #U6-0610 3132GBDP8 -- $5.00 5/1/2041 394,677 $109.98 USD GOVT GOVT GOVT
0.02% $642595.70 Collateralized Mtge Obligation FHR 2577 LO PO WM31 WC 6.0228 31393LCP6 -- $0.00 1/15/2033 684,827 $93.76 USD AA+ Aaa AAA
0.02% $548234.92 Mortgage Pass Thru FNMA PASS THRU 30YR #AL5540 3138ENEN5 -- $4.50 7/1/2044 503,593 $108.80 USD GOVT GOVT GOVT
0.02% $459610.88 Mortgage Pass Thru FNMA PASS THRU 30YR #AV8867 3138XLZ96 -- $4.50 11/1/2044 434,883 $105.62 USD GOVT GOVT GOVT
0.02% $562017.99 Mortgage Pass Thru FNMA PASS THRU 30YR #AW9120 3138XZD24 -- $4.50 10/1/2044 523,341 $107.32 USD GOVT GOVT GOVT
0.02% $587549.92 Mortgage Pass Thru FNMA PASS THRU FHA/VA #930897 31412PGE5 -- $5.50 4/1/2039 538,731 $109.01 USD GOVT GOVT GOVT
0.02% $435087.20 Mortgage Pass Thru FNMA PASS THRU MTG IO #256009 31371MKW6 -- $4.00 8/1/2035 425,716 $102.19 USD GOVT GOVT GOVT
0.02% $650399.67 Collateralized Mtge Obligation FNR 2012-58 KB WM41 WC5.3341 3136A6KA1 -- $3.50 6/25/2042 608,192 $106.72 USD AA+ Aaa AAA
0.02% $425275.53 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA0388M 36179MND8 -- $4.00 9/20/2042 409,979 $103.70 USD GOVT GOVT GOVT
0.02% $466057.38 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #627130C 36291FVX3 -- $5.00 3/20/2034 439,612 $105.98 USD GOVT GOVT GOVT
0.02% $529498.54 Collateralized Mtge Obligation GSR 2006-4F 6A1 WM36 WC 4.8807 **DEF** 362650BB8 -- $6.50 5/25/2036 949,731 $55.70 USD NR NR D
0.02% $496321.46 Collateralized Mtge Obligation MLCC 2004-C A1 1MLIB+28BP 59020UDN2 -- $2.71 7/25/2029 507,126 $97.87 USD AA NR BB
0.02% $572008.25 Corporate NORDEA BANK AB COCO JR SUB 144A 65557CAN3 -- $6.13 -- 550,000 $104.00 USD BBB Ba1 BBB
0.02% $55353.22 Credit Default Swap - Sell Protection SPRINGLEAF FINANCE CORP (A SNR S* SP -- -- $5.00 6/20/2022 500,000 $11.07 USD BB- Ba3 B
0.02% $590431.36 Government U S TREASURY BILLS 912796VY2 -- $0.00 10/8/2019 591,000 $99.90 USD GOVT GOVT GOVT
0.01% $285810.64 Corporate BANCO ESPIRITO SANTO SA **DEF** PTBEQKOM0019 -- $2.63 5/8/2049 1,100,000 $23.50 EUR NR NR NR
0.01% $360766.66 Collateralized Mtge Obligation CMLTI 2007-AMC3 A1 1MLIB+26BP 144A 17312EAA4 -- $2.41 3/25/2037 390,473 $92.39 USD CCC Caa1 NR
0.01% $324914.37 Collateralized Mtge Obligation CWL 2004-BC4 M2 1MLIB+127.5BP 126673KZ4 -- $3.42 10/25/2034 325,995 $99.67 USD CCC NR BB
0.01% $247483.35 Collateralized Mtge Obligation DBALT 2006-AB1 A1A WM35 WC ***DEF*** 251510MD2 -- $5.43 2/25/2036 247,435 $99.91 USD NR Caa3 NR
0.01% $289952.98 Mortgage Pass Thru FHLMC GOLD 30YR #A9-2415 312940VG1 -- $4.50 6/1/2040 267,319 $108.40 USD GOVT GOVT GOVT
0.01% $183365.49 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1271 31281BMU1 -- $4.50 1/1/2036 174,048 $105.29 USD GOVT GOVT GOVT
0.01% $154140.61 Mortgage Pass Thru FHLMC GOLD 30YR #Q0-0387 3132GDNC2 -- $4.50 4/1/2041 142,156 $108.37 USD GOVT GOVT GOVT
0.01% $176514.09 Mortgage Pass Thru FHLMC GOLD 30YR #Q0-2208 3132GFNZ6 -- $4.50 7/1/2041 162,270 $108.71 USD GOVT GOVT GOVT
0.01% $214603.68 Mortgage Pass Thru FHLMC GOLD 30YR #Q0-2904 3132GGGM1 -- $4.50 8/1/2041 197,174 $108.77 USD GOVT GOVT GOVT
0.01% $341163.30 Mortgage Pass Thru FHLMC GOLD 30YR #Q2-6882 3132M7J33 -- $4.50 6/1/2044 323,218 $105.49 USD GOVT GOVT GOVT
0.01% $365265.66 Mortgage Pass Thru FHLMC GOLD IO #H0-1941 3128MUEN1 -- $4.50 11/1/2037 354,320 $103.08 USD GOVT GOVT GOVT
0.01% $198959.55 Mortgage Pass Thru FHLMC GOLD IO #H1-0235 3128N0HL7 -- $4.50 10/1/2037 192,245 $103.49 USD GOVT GOVT GOVT
0.01% $213116.27 Mortgage Pass Thru FHLMC JUMB GOLD 30YR #T6-5213 31322YYJ4 -- $4.50 4/1/2044 205,011 $103.89 USD GOVT GOVT GOVT
0.01% $176574.71 Mortgage Pass Thru FHLMC JUMB GOLD 30YR #T6-5247 31322YZL8 -- $4.50 10/1/2044 170,108 $103.74 USD GOVT GOVT GOVT
0.01% $218584.19 Collateralized Mtge Obligation FHR 4304 TI IO WM26 WC4.0931 3137B7SE0 -- $3.50 12/15/2028 2,878,877 $7.60 USD AA+ Aaa AAA
0.01% $217316.69 Mortgage Pass Thru FN ARM 462402 US0012M+165 11.01 31381JU34 -- $4.16 12/1/2028 216,163 $100.53 USD GOVT GOVT GOVT
0.01% $151178.56 Collateralized Mtge Obligation FNA 2013-M1 X2 IO WM19 WC4.981255 3136ABPZ0 -- $0.64 8/25/2022 12,115,317 $1.25 USD AA+ Aaa AAA
0.01% $187450.65 Mortgage Pass Thru FNMA PASS THRU 10YR #MA1501 31418AU30 -- $4.00 5/1/2023 180,220 $103.97 USD GOVT GOVT GOVT
0.01% $327065.51 Mortgage Pass Thru FNMA PASS THRU 10YR #MA1795 31418A7H5 -- $4.00 1/1/2024 314,396 $103.99 USD GOVT GOVT GOVT
0.01% $135711.26 Mortgage Pass Thru FNMA PASS THRU 15YR #256497 31371M3E5 -- $7.50 10/1/2021 132,265 $102.60 USD GOVT GOVT GOVT
0.01% $220282.12 Mortgage Pass Thru FNMA PASS THRU 15YR #909138 31411JBF2 -- $7.00 1/1/2023 211,757 $104.02 USD GOVT GOVT GOVT
0.01% $283422.94 Mortgage Pass Thru FNMA PASS THRU 15YR #AV5397 3138XG7K3 -- $4.00 12/1/2028 272,376 $104.01 USD GOVT GOVT GOVT
0.01% $149747.27 Mortgage Pass Thru FNMA PASS THRU 30YR #743817 31403BK69 -- $4.75 9/1/2033 140,891 $106.22 USD GOVT GOVT GOVT
0.01% $217377.47 Mortgage Pass Thru FNMA PASS THRU 30YR #AC5864 31417SQS2 -- $4.00 5/1/2040 209,595 $103.65 USD GOVT GOVT GOVT
0.01% $135441.81 Mortgage Pass Thru FNMA PASS THRU 30YR #AK6081 3138EAXK8 -- $4.00 2/1/2042 132,662 $102.09 USD GOVT GOVT GOVT
0.01% $266840.04 Mortgage Pass Thru FNMA PASS THRU 30YR #AK9126 3138EED89 -- $4.00 2/1/2042 259,944 $102.63 USD GOVT GOVT GOVT
0.01% $239395.36 Mortgage Pass Thru FNMA PASS THRU 30YR #BC1904 3140EWDJ1 -- $4.00 2/1/2046 226,927 $105.43 USD GOVT GOVT GOVT
0.01% $323995.07 Mortgage Pass Thru FNMA PASS THRU BALLOON #257280 31371NXH3 -- $4.50 5/1/2048 310,465 $104.29 USD GOVT GOVT GOVT
0.01% $180723.19 Mortgage Pass Thru FNMA PASS THRU BALLOON #AB3085 31416YNB0 -- $4.50 6/1/2051 173,147 $104.31 USD GOVT GOVT GOVT
0.01% $298685.10 Mortgage Pass Thru FNMA PASS THRU FHA/VA #AB3804 31417AGN3 -- $4.00 10/1/2026 293,034 $101.92 USD GOVT GOVT GOVT
0.01% $271434.22 Mortgage Pass Thru FNMA PASS THRU MTG IO #256370 31371MW78 -- $5.50 6/1/2036 251,228 $108.00 USD GOVT GOVT GOVT
0.01% $202539.79 Mortgage Pass Thru FNMA PASS THRU MTG IO #257530 31371PA75 -- $7.00 11/1/2038 195,524 $103.59 USD GOVT GOVT GOVT
0.01% $256754.11 Mortgage Pass Thru FNMA PASS THRU MTG IO #851644 31408HER2 -- $5.50 6/1/2035 245,709 $104.49 USD GOVT GOVT GOVT
0.01% $346087.10 Mortgage Pass Thru FNMA PASS THRU MTG IO #AO8731 3138M0VZ0 -- $4.00 7/1/2042 339,000 $102.08 USD GOVT GOVT GOVT
0.01% $343358.69 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #AH8118 3138AAAU5 -- $4.50 2/1/2026 340,482 $100.77 USD GOVT GOVT GOVT
0.01% $310428.19 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #MA0853 31417Y5P8 -- $4.50 9/1/2041 298,802 $103.83 USD GOVT GOVT GOVT
0.01% $355783.56 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #MA1618 31418AYQ5 -- $4.00 10/1/2043 344,569 $103.19 USD GOVT GOVT GOVT
0.01% $328242.66 Collateralized Mtge Obligation FNR 2005-120 WS 2106BP-3.25X1ML 31394VKJ8 -- $14.09 1/25/2036 254,975 $128.56 USD AA+ Aaa AAA
0.01% $279947.20 Collateralized Mtge Obligation FNR 2006-34 SK IIO 720BP-1ML 31395DPJ2 -- $5.05 5/25/2036 1,708,808 $16.38 USD AA+ Aaa AAA
0.01% $237026.01 Collateralized Mtge Obligation FNR 2012-55 GS WM38 WC4.98 700BP-1.4X1M 3136A53W4 -- $4.00 5/25/2042 205,557 $115.31 USD AA+ Aaa AAA
0.01% $151410.53 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4512M 36202FAM8 -- $4.50 8/20/2039 143,730 $105.31 USD GOVT GOVT GOVT
0.01% $339486.90 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4553M 36202FBW5 -- $4.50 10/20/2039 322,126 $105.36 USD GOVT GOVT GOVT
0.01% $195523.11 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4572M 36202FCH7 -- $4.50 11/20/2039 185,308 $105.48 USD GOVT GOVT GOVT
0.01% $382937.51 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4673M 36202FFN1 -- $4.50 4/20/2040 363,146 $105.42 USD GOVT GOVT GOVT
0.01% $401027.16 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4709M 36202FGS9 -- $4.50 6/20/2040 380,316 $105.41 USD GOVT GOVT GOVT
0.01% $163779.77 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4795M 36202FKG0 -- $4.00 9/20/2040 157,601 $103.89 USD GOVT GOVT GOVT
0.01% $140313.59 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4796M 36202FKH8 -- $4.50 9/20/2040 133,045 $105.43 USD GOVT GOVT GOVT
0.01% $214905.96 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4879M 36202FM45 -- $4.00 12/20/2040 206,802 $103.89 USD GOVT GOVT GOVT
0.01% $163399.15 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA0457M 36179MQJ2 -- $4.00 10/20/2042 157,422 $103.77 USD GOVT GOVT GOVT
0.01% $373487.58 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA0928M 36179NA57 -- $4.00 4/20/2043 359,889 $103.75 USD GOVT GOVT GOVT
0.01% $218566.50 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA2217M 36179QPA3 -- $4.50 9/20/2044 209,035 $104.53 USD GOVT GOVT GOVT
0.01% $303472.94 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA2593M 36179Q3A7 -- $4.50 2/20/2045 293,209 $103.47 USD GOVT GOVT GOVT
0.01% $158460.36 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA3795M 36179SGC5 -- $4.50 7/20/2046 153,407 $103.26 USD GOVT GOVT GOVT
0.01% $181350.27 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA3996M 36179SNM5 -- $4.50 10/20/2046 175,314 $103.41 USD GOVT GOVT GOVT
0.01% $216657.07 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA4253M 36179SWN3 -- $4.50 2/20/2047 207,459 $104.40 USD GOVT GOVT GOVT
0.01% $151876.72 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA4445M 36179S5E3 -- $5.00 5/20/2047 146,400 $103.78 USD GOVT GOVT GOVT
0.01% $278908.66 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #688058C 36296DMF2 -- $4.50 8/20/2038 262,257 $106.29 USD GOVT GOVT GOVT
0.01% $302243.94 Collateralized Mtge Obligation GSR 2004-11 1A1 WM34 WC4.0867 ARM 36242DFP3 -- $4.64 9/25/2034 287,436 $105.15 USD AA+ NR NR
0.01% $171690.15 Collateralized Mtge Obligation MSAC 2007-HE6 A2 1MLIB+14 61755CAB8 -- $2.29 5/25/2037 187,184 $91.72 USD CCC Caa2 NR
0.01% $368756.37 Collateralized Mtge Obligation RAMC 2006-3 AF3 WM36 WC4.7740 75971EAF3 -- $5.59 11/25/2036 691,117 $53.36 USD CC C C
0.01% $356662.88 Collateralized Mtge Obligation TMST 2007-2 A2A 1MLIB 88522WAB9 -- $3.22 6/25/2037 374,990 $95.11 USD CCC NR NR
0.01% $252360.24 Government U S TREASURY BILLS 912796RM3 -- $0.00 11/7/2019 253,000 $99.75 USD GOVT GOVT GOVT
0.01% $279835.58 Government U S TREASURY BILLS 912796VX4 -- $0.00 10/1/2019 280,000 $99.94 USD GOVT GOVT GOVT
0.00% $13916.78 Collateralized Mtge Obligation AHM 2005-2 4A2 6M+150 02660TFG3 -- $3.69 9/25/2045 13,776 $101.02 USD AA Aa3 NR
0.00% $34183.83 Collateralized Mtge Obligation BALTA 2004-3 A1 ARM 1MLIB+32 07386HGG0 -- $2.79 4/25/2034 33,765 $101.24 USD AA+ A1 NR
0.00% -- Index CDS Swaption CDX.O P 2.40 IG31 5Y V1 I 09/18/19 -- -- $0.00 9/18/2019 0 $0.00 USD NR NR NR
0.00% $28717.92 Collateralized Mtge Obligation CSFB 2001-28 1A1 1MLIB+65 22540VKM3 -- $2.80 11/25/2031 38,495 $74.60 USD NR NR C
0.00% $42213.00 Collateralized Mtge Obligation CSFB 2004-AR7 2A1 ARM WM34 WC5.1 22541SRP5 -- $4.41 11/25/2034 40,631 $103.89 USD AA+ NR NR
0.00% $1814.19 Collateralized Mtge Obligation CSMC 2009-12R 15A1 WC6.3695 WM35 144A 12642MBN9 -- $6.00 5/27/2036 1,816 $99.89 USD NR NR NR
0.00% $130798.48 Collateralized Mtge Obligation CWHL 2005-7 1A1 1MLIB+27 12669GNL1 -- $2.69 3/25/2035 133,893 $97.69 USD AA+ Baa3 NR
0.00% $6642.54 Asset Backed Securities EFSV2 2012-1 A1 1MLIB+88BP 144A 26845BAA7 -- $3.03 7/26/2027 6,642 $100.01 USD AAA NR AAA
0.00% $1397.75 Mortgage Pass Thru FH ARM 1G2603 US0012M+173.3 10.676 3128QS3L8 -- $4.56 10/1/2036 1,330 $105.06 USD GOVT GOVT GOVT
0.00% $22392.99 Mortgage Pass Thru FH ARM 1K0030 H15T1Y+235.5 10.934 3128NUA79 -- $4.75 7/1/2036 21,082 $106.22 USD GOVT GOVT GOVT
0.00% $847.59 Mortgage Pass Thru FH ARM 609011 H15T1Y+224 9.865 31354RAL1 -- $4.74 11/1/2023 848 $99.99 USD GOVT GOVT GOVT
0.00% $116780.41 Mortgage Pass Thru FH ARM 789262 H15T1Y+242.5 12.268 31295NJF6 -- $4.87 12/1/2031 110,300 $105.87 USD GOVT GOVT GOVT
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% $65137.71 Mortgage Pass Thru FHLMC GOLD #L1-0219 3128DHG40 -- $5.00 1/1/2034 61,176 $106.43 USD GOVT GOVT GOVT
0.00% $43502.18 Mortgage Pass Thru FHLMC GOLD #L1-0221 3128DHG65 -- $6.00 1/1/2034 41,798 $104.07 USD GOVT GOVT GOVT
0.00% $65784.87 Mortgage Pass Thru FHLMC GOLD #L1-0224 3128DHG99 -- $6.00 12/1/2034 62,295 $105.59 USD GOVT GOVT GOVT
0.00% $5071.29 Mortgage Pass Thru FHLMC GOLD 20YR #C9-0606 31335HU76 -- $5.50 1/1/2023 4,687 $108.22 USD GOVT GOVT GOVT
0.00% $36462.68 Mortgage Pass Thru FHLMC GOLD 20YR #C9-0913 3128P7AN3 -- $5.50 8/1/2025 33,680 $108.29 USD GOVT GOVT GOVT
0.00% $7486.02 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1020 3128P7DZ3 -- $5.50 3/1/2027 6,919 $108.22 USD GOVT GOVT GOVT
0.00% $17362.24 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1026 3128P7D75 -- $5.50 4/1/2027 16,028 $108.36 USD GOVT GOVT GOVT
0.00% $10530.17 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1030 3128P7EB5 -- $5.50 5/1/2027 9,730 $108.25 USD GOVT GOVT GOVT
0.00% $23302.01 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1033 3128P7EE9 -- $5.50 6/1/2027 21,510 $108.36 USD GOVT GOVT GOVT
0.00% $9387.03 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1115 3128P7GY3 -- $5.50 11/1/2027 8,673 $108.26 USD GOVT GOVT GOVT
0.00% $27935.46 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1128 3128P7HD8 -- $5.50 12/1/2027 25,814 $108.25 USD GOVT GOVT GOVT
0.00% $13658.26 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1148 3128P7HZ9 -- $5.50 1/1/2028 12,607 $108.37 USD GOVT GOVT GOVT
0.00% $5854.61 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1168 3128P7JM6 -- $5.50 4/1/2028 5,409 $108.28 USD GOVT GOVT GOVT
0.00% $64459.51 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1176 3128P7JV6 -- $5.50 5/1/2028 59,504 $108.36 USD GOVT GOVT GOVT
0.00% $12886.02 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1187 3128P7J87 -- $5.50 6/1/2028 11,845 $108.82 USD GOVT GOVT GOVT
0.00% $101656.04 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1195 3128P7KG7 -- $5.50 7/1/2028 93,928 $108.26 USD GOVT GOVT GOVT
0.00% $31517.33 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1206 3128P7KT9 -- $5.50 8/1/2028 29,125 $108.24 USD GOVT GOVT GOVT
0.00% $1123.42 Mortgage Pass Thru FHLMC GOLD 20YR #C9-1223 3128P7LC5 -- $5.50 12/1/2028 1,038 $108.26 USD GOVT GOVT GOVT
0.00% $21128.41 Mortgage Pass Thru FHLMC GOLD 20YR #D9-7896 3128E4XZ0 -- $5.50 12/1/2027 19,518 $108.28 USD GOVT GOVT GOVT
0.00% $37759.93 Mortgage Pass Thru FHLMC GOLD 20YR #D9-7897 3128E4X23 -- $5.50 12/1/2027 34,900 $108.23 USD GOVT GOVT GOVT
0.00% $13787.47 Mortgage Pass Thru FHLMC GOLD 20YR #D9-7989 3128E42W1 -- $5.50 3/1/2023 12,745 $108.21 USD GOVT GOVT GOVT
0.00% $5525.86 Mortgage Pass Thru FHLMC GOLD 20YR GNT #G3-0399 3128CUNQ5 -- $5.50 6/1/2028 5,101 $108.37 USD GOVT GOVT GOVT
0.00% $1208.89 Mortgage Pass Thru FHLMC GOLD 20YR GNT #G3-0463 3128CUQQ2 -- $5.50 12/1/2028 1,116 $108.36 USD GOVT GOVT GOVT
0.00% $2.70 Mortgage Pass Thru FHLMC GOLD 30YR #A0-0795 31295V3C2 -- $10.00 5/1/2020 3 $100.58 USD GOVT GOVT GOVT
0.00% $18.09 Mortgage Pass Thru FHLMC GOLD 30YR #A0-0805 31295V3N8 -- $10.00 1/1/2021 18 $99.93 USD GOVT GOVT GOVT
0.00% $2.52 Mortgage Pass Thru FHLMC GOLD 30YR #A0-0814 31295V3X6 -- $10.00 11/1/2020 3 $100.82 USD GOVT GOVT GOVT
0.00% $1.62 Mortgage Pass Thru FHLMC GOLD 30YR #A0-0852 31295V5M8 -- $10.00 11/1/2020 2 $100.02 USD GOVT GOVT GOVT
0.00% $0.90 Mortgage Pass Thru FHLMC GOLD 30YR #A0-0951 31295WBU1 -- $10.00 3/1/2021 1 $99.93 USD GOVT GOVT GOVT
0.00% $27.71 Mortgage Pass Thru FHLMC GOLD 30YR #A0-0961 31295WB64 -- $10.00 11/1/2020 28 $100.77 USD GOVT GOVT GOVT
0.00% $115.51 Mortgage Pass Thru FHLMC GOLD 30YR #A0-1095 31295WGC6 -- $10.00 10/1/2020 115 $100.65 USD GOVT GOVT GOVT
0.00% $9.42 Mortgage Pass Thru FHLMC GOLD 30YR #A0-1223 31295WLC0 -- $10.00 6/1/2020 9 $100.67 USD GOVT GOVT GOVT
0.00% $17.30 Mortgage Pass Thru FHLMC GOLD 30YR #A0-1305 31295WNW4 -- $10.00 8/1/2020 17 $100.29 USD GOVT GOVT GOVT
0.00% $0.26 Mortgage Pass Thru FHLMC GOLD 30YR #A0-1333 31295WPS1 -- $10.00 3/1/2021 0 $100.66 USD GOVT GOVT GOVT
0.00% $96.87 Mortgage Pass Thru FHLMC GOLD 30YR #A0-1568 31295WW53 -- $10.00 10/1/2020 96 $100.71 USD GOVT GOVT GOVT
0.00% $25319.13 Mortgage Pass Thru FHLMC GOLD 30YR #A1-4706 31296PGP1 -- $4.00 10/1/2033 24,306 $104.11 USD GOVT GOVT GOVT
0.00% $36284.04 Mortgage Pass Thru FHLMC GOLD 30YR #A5-5007 3128KHR40 -- $6.00 11/1/2036 32,462 $111.75 USD GOVT GOVT GOVT
0.00% $98806.45 Mortgage Pass Thru FHLMC GOLD 30YR #A9-2791 312941C47 -- $4.50 7/1/2040 91,188 $108.29 USD GOVT GOVT GOVT
0.00% $7773.90 Mortgage Pass Thru FHLMC GOLD 30YR #A9-4185 312942UJ2 -- $4.00 10/1/2040 7,278 $106.76 USD GOVT GOVT GOVT
0.00% $5510.29 Mortgage Pass Thru FHLMC GOLD 30YR #A9-4251 312942WL5 -- $4.00 10/1/2040 5,158 $106.77 USD GOVT GOVT GOVT
0.00% $673.09 Mortgage Pass Thru FHLMC GOLD 30YR #A9-4576 312943CM3 -- $4.00 10/1/2040 630 $106.74 USD GOVT GOVT GOVT
0.00% $128.65 Mortgage Pass Thru FHLMC GOLD 30YR #C0-0010 31292GAK2 -- $10.00 12/1/2020 127 $101.26 USD GOVT GOVT GOVT
0.00% $1061.53 Mortgage Pass Thru FHLMC GOLD 30YR #C0-1032 31292HED2 -- $9.00 6/1/2030 1,025 $103.52 USD GOVT GOVT GOVT
0.00% $13191.40 Mortgage Pass Thru FHLMC GOLD 30YR #C0-1085 31292HF25 -- $9.00 8/1/2030 11,463 $115.04 USD GOVT GOVT GOVT
0.00% $390.51 Mortgage Pass Thru FHLMC GOLD 30YR #C0-3449 31292KZN0 -- $4.00 3/1/2040 365 $106.79 USD GOVT GOVT GOVT
0.00% $1389.63 Mortgage Pass Thru FHLMC GOLD 30YR #C0-3598 31292K7K7 -- $4.00 11/1/2040 1,301 $106.75 USD GOVT GOVT GOVT
0.00% $10093.10 Mortgage Pass Thru FHLMC GOLD 30YR #D5-8261 31356MFA9 -- $9.50 1/1/2025 10,039 $100.54 USD GOVT GOVT GOVT
0.00% $11396.31 Mortgage Pass Thru FHLMC GOLD 30YR #K0-0042 31301ABK3 -- $6.50 7/1/2037 10,185 $111.85 USD GOVT GOVT GOVT
0.00% $13120.94 Mortgage Pass Thru FHLMC GOLD 30YR #N3-0959 31281BB41 -- $5.00 3/1/2033 12,296 $106.65 USD GOVT GOVT GOVT
0.00% $40988.55 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1025 31281BD64 -- $4.00 9/1/2033 39,477 $103.77 USD GOVT GOVT GOVT
0.00% $42358.06 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1079 31281BFU9 -- $4.50 2/1/2034 40,293 $105.06 USD GOVT GOVT GOVT
0.00% $4615.01 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1311 31281BN48 -- $5.50 8/1/2036 4,240 $108.88 USD GOVT GOVT GOVT
0.00% $27978.42 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1313 31281BN63 -- $5.50 9/1/2036 25,533 $109.61 USD GOVT GOVT GOVT
0.00% $26807.14 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1330 31281BPP9 -- $5.50 8/1/2036 25,673 $104.45 USD GOVT GOVT GOVT
0.00% $23488.35 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1416 31281BSD3 -- $4.50 7/1/2037 22,476 $104.44 USD GOVT GOVT GOVT
0.00% $3552.81 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1417 31281BSE1 -- $5.50 7/1/2037 3,403 $104.43 USD GOVT GOVT GOVT
0.00% $5356.57 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1421 31281BSJ0 -- $5.00 7/1/2037 4,924 $108.72 USD GOVT GOVT GOVT
0.00% $18919.99 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1444 31281BS92 -- $5.50 9/1/2037 18,236 $103.78 USD GOVT GOVT GOVT
0.00% $3912.43 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1455 31281BTL4 -- $5.50 10/1/2037 3,745 $104.50 USD GOVT GOVT GOVT
0.00% $2753.32 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1456 31281BTM2 -- $5.50 10/1/2037 2,637 $104.42 USD GOVT GOVT GOVT
0.00% $4362.82 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1474 31281BT75 -- $5.00 12/1/2037 4,108 $106.15 USD GOVT GOVT GOVT
0.00% $28705.15 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1476 31281BT91 -- $5.00 12/1/2037 26,007 $110.31 USD GOVT GOVT GOVT
0.00% $71835.71 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1485 31281BUJ7 -- $4.50 2/1/2038 68,030 $105.53 USD GOVT GOVT GOVT
0.00% $39258.82 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1490 31281BUP3 -- $5.00 1/1/2038 36,960 $106.15 USD GOVT GOVT GOVT
0.00% $25562.98 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1493 31281BUS7 -- $5.00 2/1/2038 23,490 $108.76 USD GOVT GOVT GOVT
0.00% $12910.30 Mortgage Pass Thru FHLMC GOLD 30YR #N3-1497 31281BUW8 -- $5.00 5/1/2038 11,926 $108.18 USD GOVT GOVT GOVT
0.00% $16557.05 Mortgage Pass Thru FHLMC GOLD 30YR #N7-0049 31281LBS6 -- $8.50 3/1/2023 16,441 $100.71 USD GOVT GOVT GOVT
0.00% $11580.27 Mortgage Pass Thru FHLMC GOLD 30YR #N7-0050 31281LBT4 -- $8.50 12/1/2022 11,510 $100.61 USD GOVT GOVT GOVT
0.00% $1777.73 Mortgage Pass Thru FHLMC GOLD 30YR #Q0-3759 3132GJZY8 -- $3.50 10/1/2041 1,734 $102.43 USD GOVT GOVT GOVT
0.00% $3681.69 Mortgage Pass Thru FHLMC GOLD 30YR #Q0-4911 3132GLDQ4 -- $3.50 12/1/2041 3,519 $104.54 USD GOVT GOVT GOVT
0.00% $49704.69 Mortgage Pass Thru FHLMC GOLD 30YR #Q0-7046 3132GSET2 -- $3.50 3/1/2042 47,423 $104.73 USD GOVT GOVT GOVT
0.00% $2074.90 Mortgage Pass Thru FHLMC GOLD 30YR #Q1-4520 3132HRAV2 -- $3.00 1/1/2043 2,029 $102.11 USD GOVT GOVT GOVT
0.00% $8089.09 Mortgage Pass Thru FHLMC GOLD 30YR #Q1-7134 3132J8LQ1 -- $3.00 4/1/2043 7,878 $102.55 USD GOVT GOVT GOVT
0.00% $3030.33 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-0144 31283GER4 -- $10.00 3/1/2021 3,002 $100.94 USD GOVT GOVT GOVT
0.00% $136.24 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-0339 31283GLU9 -- $10.00 10/1/2021 135 $100.69 USD GOVT GOVT GOVT
0.00% $2243.13 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-0367 31283GMQ7 -- $10.00 4/1/2025 2,218 $101.15 USD GOVT GOVT GOVT
0.00% $104.67 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-0722 31283GYT8 -- $9.00 12/1/2025 103 $101.20 USD GOVT GOVT GOVT
0.00% $859.49 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-6506 3128M8R30 -- $4.00 12/1/2040 805 $106.76 USD GOVT GOVT GOVT
0.00% $2965.14 Mortgage Pass Thru FHLMC GOLD 30YR GNT #G0-8421 3128MJPF1 -- $4.00 10/1/2040 2,776 $106.75 USD GOVT GOVT GOVT
0.00% $96915.69 Mortgage Pass Thru FHLMC GOLD IO #H0-0790 3128MS2X7 -- $5.50 5/1/2037 90,840 $106.66 USD GOVT GOVT GOVT
0.00% $71013.63 Mortgage Pass Thru FHLMC GOLD IO #H0-9198 3128UNGF3 -- $4.50 10/1/2037 68,955 $102.98 USD GOVT GOVT GOVT
0.00% $25109.67 Mortgage Pass Thru FHLMC GOLD IO #H1-0170 3128N0FK1 -- $5.50 7/1/2037 24,375 $103.01 USD GOVT GOVT GOVT
0.00% $105495.77 Mortgage Pass Thru FHLMC JUMB GOLD 30YR #T6-5234 31322YY70 -- $4.50 8/1/2044 101,467 $103.91 USD GOVT GOVT GOVT
0.00% $47100.76 Mortgage Pass Thru FHLMC JUMB GOLD 30YR #T6-5273 31322Y2E0 -- $4.50 2/1/2045 45,301 $103.91 USD GOVT GOVT GOVT
0.00% $35.96 Mortgage Pass Thru FHLMC PASS THRU 30YR #17-0261 31291WAF9 -- $10.00 10/1/2020 36 $100.67 USD GOVT GOVT GOVT
0.00% $363.88 Mortgage Pass Thru FHLMC PASS THRU 30YR #36-0106 313401W31 -- $10.00 5/1/2020 362 $100.55 USD GOVT GOVT GOVT
0.00% $980.18 Mortgage Pass Thru FHLMC PASS THRU 30YR #36-0108 313401W56 -- $10.00 6/1/2020 974 $100.60 USD GOVT GOVT GOVT
0.00% $63.89 Mortgage Pass Thru FHLMC PASS THRU 30YR #36-0114 313401Z38 -- $10.00 8/1/2020 63 $100.83 USD GOVT GOVT GOVT
0.00% $315.44 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-2406 31290GU71 -- $10.00 8/1/2020 315 $100.22 USD GOVT GOVT GOVT
0.00% $5.50 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5029 31290KSS9 -- $10.00 3/1/2021 5 $100.38 USD GOVT GOVT GOVT
0.00% $1186.50 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5293 31290K3A5 -- $10.00 11/1/2020 1,179 $100.65 USD GOVT GOVT GOVT
0.00% $23.66 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5344 31290K5D7 -- $10.00 12/1/2020 24 $100.70 USD GOVT GOVT GOVT
0.00% $19.74 Mortgage Pass Thru FHLMC PASS THRU 30YR #55-5539 31290LEL7 -- $10.00 3/1/2021 20 $100.38 USD GOVT GOVT GOVT
0.00% $5924.92 Mortgage Pass Thru FHLMC PRE-PAY PEN #P0-0061 31283NB68 -- $4.50 8/1/2034 5,663 $104.62 USD GOVT GOVT GOVT
0.00% $18394.99 Mortgage Pass Thru FHLMC PRE-PAY PEN #P5-1240 3128C6LV9 -- $6.50 1/1/2037 17,758 $103.59 USD GOVT GOVT GOVT
0.00% $35003.52 Mortgage Pass Thru FHLMC PRE-PAY PEN #P5-1310 3128C6N39 -- $6.00 8/1/2037 31,983 $109.40 USD GOVT GOVT GOVT
0.00% $118489.75 Collateralized Mtge Obligation FHR 1599 S WM22 WC7.137 1926.6BP-2.6X1M 3133T1FW7 -- $13.99 10/15/2023 101,196 $117.06 USD AA+ Aaa AAA
0.00% $40026.79 Collateralized Mtge Obligation FHR 2601 LL WM31 WC5.5202 31393PV68 -- $5.25 4/15/2033 36,000 $111.11 USD AA+ Aaa AAA
0.00% $61815.73 Collateralized Mtge Obligation FHR 2613 LL 31393RFB1 -- $5.00 5/15/2033 57,000 $108.38 USD AA+ Aaa AAA
0.00% $83596.83 Collateralized Mtge Obligation FHR 2614 SJ 1966.25BP-2.75X1ML 31393QNV0 -- $14.09 5/15/2033 61,129 $136.76 USD AA+ Aaa AAA
0.00% $39424.53 Collateralized Mtge Obligation FHR 2665 LL WM32 WC5.8698 31394GYZ0 -- $5.50 8/15/2033 36,000 $109.44 USD AA+ Aaa AAA
0.00% $13993.83 Collateralized Mtge Obligation FHR 3117 EO PO WM35 WC5.9034 31396HUN7 -- $0.00 2/15/2036 15,520 $90.09 USD AA+ Aaa AAA
0.00% $10830.10 Collateralized Mtge Obligation FHR 3117 OK PO WM35 WC5.9039 31396HVU0 -- $0.00 2/15/2036 12,013 $90.07 USD AA+ Aaa AAA
0.00% $39663.11 Collateralized Mtge Obligation FHR 3545 AO PO WM37 WC6.5095 31398E3C6 -- $0.00 6/15/2039 42,456 $93.33 USD AA+ Aaa AAA
0.00% $89647.18 Collateralized Mtge Obligation FHR 3549 PO PO WM37 WC6.5095 31398EPR9 -- $0.00 7/15/2039 95,922 $93.36 USD AA+ Aaa AAA
0.00% $3179.68 Collateralized Mtge Obligation FHR 3832 PI IO WM40 WC 5.4240 3137A7WY2 -- $5.00 8/15/2039 96,382 $3.30 USD AA+ Aaa AAA
0.00% $92705.79 Collateralized Mtge Obligation FHR 3891 ZD WM37 WC5.627400 3137ADWV5 -- $5.00 7/15/2041 78,773 $117.63 USD AA+ Aaa AAA
0.00% $2459.19 Collateralized Mtge Obligation FHR 4158 KZ WM42 WC3.727 3137AXUV3 -- $3.00 1/15/2043 2,442 $100.62 USD AA+ Aaa AAA
0.00% $2666.61 Collateralized Mtge Obligation FHR 4165 AZ WM42 WC4.058 3137AYQN4 -- $3.50 2/15/2043 2,517 $105.95 USD AA+ Aaa AAA
0.00% $7338.19 Collateralized Mtge Obligation FHR 4165 KZ WM42 WC3.6769 3137AYRT0 -- $3.00 2/15/2043 7,308 $100.33 USD AA+ Aaa AAA
0.00% $3107.99 Collateralized Mtge Obligation FHR 4194 KZ WM42 WC4.0742 3137B1JV5 -- $3.50 4/15/2043 2,503 $123.95 USD AA+ Aaa AAA
0.00% $47682.27 Mortgage Pass Thru FN ARM 792400 H15T1Y+221.8 10.292 31405LKM0 -- $4.22 9/1/2034 45,456 $104.90 USD GOVT GOVT GOVT
0.00% $3541.95 Mortgage Pass Thru FN ARM 841025 US0012M+183.5 10.335 31407ULE5 -- $4.09 10/1/2035 3,420 $103.58 USD GOVT GOVT GOVT
0.00% $10961.61 Mortgage Pass Thru FN ARM 847996 US0012M+178 10.03 31408DC93 -- $4.78 11/1/2035 10,742 $102.04 USD GOVT GOVT GOVT
0.00% $14794.52 Mortgage Pass Thru FN ARM 881858 US0012M+182 10.578 31409XWT2 -- $4.82 4/1/2036 14,007 $105.62 USD GOVT GOVT GOVT
0.00% $16818.83 Mortgage Pass Thru FN ARM 909548 US0012M+123.5 10.235 31411JP91 -- $4.11 1/1/2037 16,693 $100.76 USD GOVT GOVT GOVT
0.00% $3249.08 Mortgage Pass Thru FNMA PASS THRU 10YR #AC8588 31417VRJ4 -- $4.50 1/1/2020 3,161 $102.70 USD GOVT GOVT GOVT
0.00% $6.94 Mortgage Pass Thru FNMA PASS THRU 10YR #MA0204 31417YGN1 -- $4.50 10/1/2019 7 $100.23 USD GOVT GOVT GOVT
0.00% $4698.53 Mortgage Pass Thru FNMA PASS THRU 10YR #MA0506 31417YR41 -- $4.50 8/1/2020 4,572 $102.70 USD GOVT GOVT GOVT
0.00% $7224.81 Mortgage Pass Thru FNMA PASS THRU 10YR #MA0558 31417YTQ0 -- $4.50 10/1/2020 7,030 $102.70 USD GOVT GOVT GOVT
0.00% $16555.64 Mortgage Pass Thru FNMA PASS THRU 10YR #MA0760 31417YZ26 -- $4.50 5/1/2021 16,109 $102.70 USD GOVT GOVT GOVT
0.00% $14990.04 Mortgage Pass Thru FNMA PASS THRU 10YR #MA0827 31417Y4M6 -- $4.50 7/1/2021 14,586 $102.70 USD GOVT GOVT GOVT
0.00% $89599.45 Mortgage Pass Thru FNMA PASS THRU 10YR #MA1056 31418AE61 -- $4.00 3/1/2027 86,143 $103.97 USD GOVT GOVT GOVT
0.00% $98454.38 Mortgage Pass Thru FNMA PASS THRU 10YR #MA1243 31418ALZ9 -- $4.00 10/1/2022 94,656 $103.97 USD GOVT GOVT GOVT
0.00% $84770.63 Mortgage Pass Thru FNMA PASS THRU 10YR #MA2054 31418BH82 -- $4.00 8/1/2024 81,366 $104.14 USD GOVT GOVT GOVT
0.00% $1177.99 Mortgage Pass Thru FNMA PASS THRU 15YR #256648 31371NBR5 -- $7.50 1/1/2022 1,169 $100.79 USD GOVT GOVT GOVT
0.00% $3775.57 Mortgage Pass Thru FNMA PASS THRU 15YR #256955 31371NMC6 -- $7.00 10/1/2022 3,646 $103.54 USD GOVT GOVT GOVT
0.00% $102.96 Mortgage Pass Thru FNMA PASS THRU 15YR #797152 31405RTH9 -- $5.00 11/1/2019 103 $99.83 USD GOVT GOVT GOVT
0.00% $26646.59 Mortgage Pass Thru FNMA PASS THRU 15YR #825924 31407BSM2 -- $5.00 9/1/2020 25,845 $103.07 USD GOVT GOVT GOVT
0.00% $3044.45 Mortgage Pass Thru FNMA PASS THRU 15YR #835563 31407NJG9 -- $7.00 10/1/2020 3,014 $101.02 USD GOVT GOVT GOVT
0.00% $17656.29 Mortgage Pass Thru FNMA PASS THRU 15YR #845146 31407Y5F2 -- $5.00 1/1/2021 17,124 $103.07 USD GOVT GOVT GOVT
0.00% $55871.11 Mortgage Pass Thru FNMA PASS THRU 15YR #881259 31409XB40 -- $7.00 10/1/2021 54,529 $102.46 USD GOVT GOVT GOVT
0.00% $37.65 Mortgage Pass Thru FNMA PASS THRU 15YR #888105 31410FU60 -- $5.00 8/1/2020 37 $103.07 USD GOVT GOVT GOVT
0.00% $10824.33 Mortgage Pass Thru FNMA PASS THRU 15YR #888700 31410GKM4 -- $4.00 12/1/2020 10,407 $103.97 USD GOVT GOVT GOVT
0.00% $14228.36 Mortgage Pass Thru FNMA PASS THRU 15YR #889896 31410KUV4 -- $5.00 10/1/2021 13,800 $103.07 USD GOVT GOVT GOVT
0.00% $13444.59 Mortgage Pass Thru FNMA PASS THRU 15YR #890169 31410K6E9 -- $5.00 3/1/2024 12,975 $103.58 USD GOVT GOVT GOVT
0.00% $1792.51 Mortgage Pass Thru FNMA PASS THRU 15YR #893325 31410PPJ6 -- $7.00 9/1/2021 1,749 $102.47 USD GOVT GOVT GOVT
0.00% $74651.35 Mortgage Pass Thru FNMA PASS THRU 15YR #904965 31411DMN6 -- $7.00 1/1/2022 72,608 $102.81 USD GOVT GOVT GOVT
0.00% $113200.16 Mortgage Pass Thru FNMA PASS THRU 15YR #905028 31411DPM5 -- $7.00 5/1/2022 109,661 $103.23 USD GOVT GOVT GOVT
0.00% $124013.85 Mortgage Pass Thru FNMA PASS THRU 15YR #909105 31411JAE6 -- $7.00 10/1/2022 119,762 $103.55 USD GOVT GOVT GOVT
0.00% $113430.70 Mortgage Pass Thru FNMA PASS THRU 15YR #969480 31414LQ92 -- $5.00 1/1/2023 109,798 $103.28 USD GOVT GOVT GOVT
0.00% $114040.16 Mortgage Pass Thru FNMA PASS THRU 15YR #AE0552 31419ATJ6 -- $5.00 9/1/2025 109,898 $103.74 USD GOVT GOVT GOVT
0.00% $82252.63 Mortgage Pass Thru FNMA PASS THRU 15YR #AE5917 31419GSF2 -- $4.00 10/1/2025 78,953 $104.14 USD GOVT GOVT GOVT
0.00% $72016.26 Mortgage Pass Thru FNMA PASS THRU 30YR #357175 31376JXC8 -- $5.50 12/1/2031 70,454 $102.25 USD GOVT GOVT GOVT
0.00% $7548.70 Mortgage Pass Thru FNMA PASS THRU 30YR #685633 31400EV23 -- $5.00 2/1/2033 7,155 $105.44 USD GOVT GOVT GOVT
0.00% $21649.66 Mortgage Pass Thru FNMA PASS THRU 30YR #735329 31402Q4N8 -- $5.50 11/1/2033 20,999 $103.13 USD GOVT GOVT GOVT
0.00% $9869.19 Mortgage Pass Thru FNMA PASS THRU 30YR #745323 31403DAY5 -- $5.50 9/1/2034 9,486 $104.08 USD GOVT GOVT GOVT
0.00% $25832.02 Mortgage Pass Thru FNMA PASS THRU 30YR #745410 31403DDP1 -- $5.00 1/1/2036 24,360 $105.98 USD GOVT GOVT GOVT
0.00% $10052.20 Mortgage Pass Thru FNMA PASS THRU 30YR #745632 31403DLM9 -- $5.00 3/1/2036 9,475 $106.03 USD GOVT GOVT GOVT
0.00% $75064.41 Mortgage Pass Thru FNMA PASS THRU 30YR #746364 31403EFD4 -- $4.00 9/1/2033 72,417 $103.60 USD GOVT GOVT GOVT
0.00% $12262.56 Mortgage Pass Thru FNMA PASS THRU 30YR #763863 31404BTU6 -- $5.50 8/1/2034 12,061 $101.71 USD GOVT GOVT GOVT
0.00% $38827.90 Mortgage Pass Thru FNMA PASS THRU 30YR #773557 31404NME3 -- $5.00 5/1/2034 36,632 $105.93 USD GOVT GOVT GOVT
0.00% $24481.90 Mortgage Pass Thru FNMA PASS THRU 30YR #776740 31404R4Z7 -- $5.00 5/1/2034 23,152 $105.68 USD GOVT GOVT GOVT
0.00% $73917.78 Mortgage Pass Thru FNMA PASS THRU 30YR #838615 31407RVG6 -- $4.50 10/1/2035 70,702 $104.48 USD GOVT GOVT GOVT
0.00% $23636.40 Mortgage Pass Thru FNMA PASS THRU 30YR #838668 31407RW59 -- $5.00 12/1/2035 22,335 $105.76 USD GOVT GOVT GOVT
0.00% $6719.63 Mortgage Pass Thru FNMA PASS THRU 30YR #845233 31408ABA7 -- $5.00 12/1/2035 6,328 $106.12 USD GOVT GOVT GOVT
0.00% $11001.84 Mortgage Pass Thru FNMA PASS THRU 30YR #852362 31408H5X9 -- $4.50 1/1/2036 10,619 $103.54 USD GOVT GOVT GOVT
0.00% $19469.04 Mortgage Pass Thru FNMA PASS THRU 30YR #870799 31409GNQ5 -- $5.00 10/1/2036 18,354 $106.01 USD GOVT GOVT GOVT
0.00% $7546.03 Mortgage Pass Thru FNMA PASS THRU 30YR #878045 31409TP69 -- $5.00 3/1/2036 7,107 $106.12 USD GOVT GOVT GOVT
0.00% $5981.78 Mortgage Pass Thru FNMA PASS THRU 30YR #880115 31409VYL1 -- $5.00 4/1/2036 5,634 $106.10 USD GOVT GOVT GOVT
0.00% $10991.49 Mortgage Pass Thru FNMA PASS THRU 30YR #884050 31410BEX8 -- $5.00 5/1/2026 10,466 $104.95 USD GOVT GOVT GOVT
0.00% $24292.45 Mortgage Pass Thru FNMA PASS THRU 30YR #889404 31410KDH4 -- $5.00 6/1/2037 22,901 $106.01 USD GOVT GOVT GOVT
0.00% $8669.15 Mortgage Pass Thru FNMA PASS THRU 30YR #893347 31410PP80 -- $5.50 9/1/2036 8,448 $102.65 USD GOVT GOVT GOVT
0.00% $46206.18 Mortgage Pass Thru FNMA PASS THRU 30YR #916462 31411WFB8 -- $4.50 5/1/2037 44,086 $104.74 USD GOVT GOVT GOVT
0.00% $28289.84 Mortgage Pass Thru FNMA PASS THRU 30YR #928692 31412LXV7 -- $5.50 8/1/2037 27,182 $104.11 USD GOVT GOVT GOVT
0.00% $71573.47 Mortgage Pass Thru FNMA PASS THRU 30YR #929080 31412MFV5 -- $5.00 1/1/2038 67,431 $106.08 USD GOVT GOVT GOVT
0.00% $32342.99 Mortgage Pass Thru FNMA PASS THRU 30YR #929863 31412NB88 -- $5.50 8/1/2038 30,198 $107.13 USD GOVT GOVT GOVT
0.00% $37084.29 Mortgage Pass Thru FNMA PASS THRU 30YR #931375 31412PXC0 -- $4.50 6/1/2039 34,259 $108.18 USD GOVT GOVT GOVT
0.00% $7238.24 Mortgage Pass Thru FNMA PASS THRU 30YR #939484 31413AFZ1 -- $5.00 6/1/2037 6,836 $105.82 USD GOVT GOVT GOVT
0.00% $10675.74 Mortgage Pass Thru FNMA PASS THRU 30YR #945910 31413HKX5 -- $5.50 8/1/2037 10,380 $102.88 USD GOVT GOVT GOVT
0.00% $7960.40 Mortgage Pass Thru FNMA PASS THRU 30YR #968312 31414KGV6 -- $4.50 2/1/2038 7,598 $104.71 USD GOVT GOVT GOVT
0.00% $68626.27 Mortgage Pass Thru FNMA PASS THRU 30YR #993203 31415YKQ1 -- $4.50 6/1/2039 63,403 $108.17 USD GOVT GOVT GOVT
0.00% $19864.40 Mortgage Pass Thru FNMA PASS THRU 30YR #AB1465 31416WTX0 -- $4.50 9/1/2040 18,326 $108.33 USD GOVT GOVT GOVT
0.00% $70149.86 Mortgage Pass Thru FNMA PASS THRU 30YR #AC3943 31417NLZ2 -- $4.00 1/1/2040 67,618 $103.68 USD GOVT GOVT GOVT
0.00% $36128.26 Mortgage Pass Thru FNMA PASS THRU BALLOON #931733 31412QEE5 -- $4.50 8/1/2049 34,628 $104.27 USD GOVT GOVT GOVT
0.00% $6919.06 Mortgage Pass Thru FNMA PASS THRU BALLOON #MA0254 31417YH83 -- $4.50 10/1/2049 6,631 $104.29 USD GOVT GOVT GOVT
0.00% $44159.92 Mortgage Pass Thru FNMA PASS THRU BALLOON #MA0316 31417YK63 -- $4.50 12/1/2049 42,318 $104.29 USD GOVT GOVT GOVT
0.00% $83833.91 Mortgage Pass Thru FNMA PASS THRU BALLOON #MA0455 31417YQH3 -- $4.50 5/1/2050 80,336 $104.29 USD GOVT GOVT GOVT
0.00% $68334.43 Mortgage Pass Thru FNMA PASS THRU FHA/VA #AB2404 31416XU65 -- $4.50 2/1/2026 67,972 $100.53 USD GOVT GOVT GOVT
0.00% $32758.04 Mortgage Pass Thru FNMA PASS THRU FHA/VA #AB2953 31416YH76 -- $4.50 9/1/2023 32,462 $100.91 USD GOVT GOVT GOVT
0.00% $10494.17 Mortgage Pass Thru FNMA PASS THRU MTG IO #255958 31371MJB4 -- $5.00 10/1/2035 9,795 $107.09 USD GOVT GOVT GOVT
0.00% $892.06 Mortgage Pass Thru FNMA PASS THRU MTG IO #255966 31371MJK4 -- $5.50 10/1/2035 864 $103.21 USD GOVT GOVT GOVT
0.00% $52300.32 Mortgage Pass Thru FNMA PASS THRU MTG IO #256109 31371MN29 -- $6.50 1/1/2036 45,851 $113.99 USD GOVT GOVT GOVT
0.00% $34424.92 Mortgage Pass Thru FNMA PASS THRU MTG IO #256260 31371MTR8 -- $5.50 4/1/2036 32,029 $107.44 USD GOVT GOVT GOVT
0.00% $33885.32 Mortgage Pass Thru FNMA PASS THRU MTG IO #256299 31371MUY1 -- $5.50 5/1/2036 33,005 $102.66 USD GOVT GOVT GOVT
0.00% $27802.37 Mortgage Pass Thru FNMA PASS THRU MTG IO #256576 31371M6M4 -- $5.50 1/1/2037 25,445 $109.21 USD GOVT GOVT GOVT
0.00% $7672.23 Mortgage Pass Thru FNMA PASS THRU MTG IO #256696 31371NC94 -- $5.00 3/1/2037 7,493 $102.39 USD GOVT GOVT GOVT
0.00% $6648.83 Mortgage Pass Thru FNMA PASS THRU MTG IO #256697 31371NDA0 -- $7.00 4/1/2037 6,016 $110.48 USD GOVT GOVT GOVT
0.00% $31469.75 Mortgage Pass Thru FNMA PASS THRU MTG IO #256786 31371NF34 -- $6.00 6/1/2037 30,422 $103.44 USD GOVT GOVT GOVT
0.00% $13044.68 Mortgage Pass Thru FNMA PASS THRU MTG IO #256849 31371NH24 -- $6.00 8/1/2037 11,835 $110.17 USD GOVT GOVT GOVT
0.00% $2868.74 Mortgage Pass Thru FNMA PASS THRU MTG IO #256860 31371NJD8 -- $6.50 8/1/2037 2,546 $112.60 USD GOVT GOVT GOVT
0.00% $3486.25 Mortgage Pass Thru FNMA PASS THRU MTG IO #256937 31371NLS2 -- $6.50 10/1/2037 3,076 $113.26 USD GOVT GOVT GOVT
0.00% $30537.21 Mortgage Pass Thru FNMA PASS THRU MTG IO #256986 31371NNB7 -- $7.00 11/1/2037 27,369 $111.53 USD GOVT GOVT GOVT
0.00% $10982.82 Mortgage Pass Thru FNMA PASS THRU MTG IO #257180 31371NUD5 -- $5.00 4/1/2038 10,350 $106.07 USD GOVT GOVT GOVT
0.00% $10662.58 Mortgage Pass Thru FNMA PASS THRU MTG IO #879922 31409VSK0 -- $5.00 11/1/2035 10,125 $105.29 USD GOVT GOVT GOVT
0.00% $30545.98 Mortgage Pass Thru FNMA PASS THRU MTG IO #888412 31410GAM5 -- $7.00 4/1/2037 27,328 $111.73 USD GOVT GOVT GOVT
0.00% $12917.92 Mortgage Pass Thru FNMA PASS THRU MTG IO #888534 31410GEF6 -- $5.00 8/1/2037 12,022 $107.40 USD GOVT GOVT GOVT
0.00% $94234.51 Mortgage Pass Thru FNMA PASS THRU MTG IO #888738 31410GLT8 -- $7.50 10/1/2037 80,508 $116.99 USD GOVT GOVT GOVT
0.00% $40248.52 Mortgage Pass Thru FNMA PASS THRU MTG IO #889388 31410KCZ5 -- $7.00 3/1/2038 35,119 $114.53 USD GOVT GOVT GOVT
0.00% $5462.13 Mortgage Pass Thru FNMA PASS THRU MTG IO #889528 31410KHD9 -- $6.50 5/1/2038 4,784 $114.10 USD GOVT GOVT GOVT
0.00% $20711.34 Mortgage Pass Thru FNMA PASS THRU MTG IO #889885 31410KUJ1 -- $5.50 4/1/2038 19,884 $104.16 USD GOVT GOVT GOVT
0.00% $22660.22 Mortgage Pass Thru FNMA PASS THRU MTG IO #917121 31411W4E4 -- $5.50 5/1/2037 22,128 $102.40 USD GOVT GOVT GOVT
0.00% $73245.19 Mortgage Pass Thru FNMA PASS THRU MTG IO #918828 31411YYZ0 -- $5.50 4/1/2037 70,357 $104.10 USD GOVT GOVT GOVT
0.00% $43761.66 Mortgage Pass Thru FNMA PASS THRU MTG IO #925041 31412GWA5 -- $6.50 7/1/2037 42,075 $104.00 USD GOVT GOVT GOVT
0.00% $2006.08 Mortgage Pass Thru FNMA PASS THRU MTG IO #944066 31413FJK9 -- $6.50 7/1/2037 1,858 $107.92 USD GOVT GOVT GOVT
0.00% $6601.70 Mortgage Pass Thru FNMA PASS THRU MTG IO #995952 31416CL95 -- $6.50 2/1/2038 5,894 $111.95 USD GOVT GOVT GOVT
0.00% $7167.99 Mortgage Pass Thru FNMA PASS THRU MTG IO #AD0070 31418MCG5 -- $6.50 12/1/2037 6,342 $112.98 USD GOVT GOVT GOVT
0.00% $37198.16 Mortgage Pass Thru FNMA PASS THRU MTG IO #MA0250 31417YH42 -- $5.00 11/1/2039 36,544 $101.79 USD GOVT GOVT GOVT
0.00% $97956.42 Mortgage Pass Thru FNMA PASS THRU MTG IO #MA0594 31417YUU9 -- $4.50 10/1/2040 96,331 $101.68 USD GOVT GOVT GOVT
0.00% $20127.78 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #MA0206 31417YGQ4 -- $4.50 9/1/2024 19,959 $100.78 USD GOVT GOVT GOVT
0.00% $111206.75 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #MA0415 31417YN94 -- $4.50 5/1/2040 107,081 $103.79 USD GOVT GOVT GOVT
0.00% $79149.43 Mortgage Pass Thru FNMA PRE-PAY PENALTY #922855 31412EH82 -- $5.50 11/1/2036 71,258 $111.11 USD GOVT GOVT GOVT
0.00% -- Mortgage Pass Thru FNMA TBA 4.5% OCT 30YR 01F0426A6 -- $4.50 10/10/2049 0 $105.08 USD NR NR NR
0.00% $8588.85 Collateralized Mtge Obligation FNR 1993-116 SE 2563.64BP-3.418XCOF11 31359A3K3 -- $21.69 7/25/2023 7,306 $117.52 USD AA+ Aaa AAA
0.00% $26877.38 Collateralized Mtge Obligation FNR 2001-14 Z WM27 WC6.6191 31359SWU0 -- $6.00 5/25/2031 24,668 $108.91 USD AA+ Aaa AAA
0.00% $7519.35 Collateralized Mtge Obligation FNR 2004-59 BG PO WM31 WC6.052300 31394AVD5 -- $0.00 12/25/2032 8,246 $91.09 USD AA+ Aaa AAA
0.00% $34943.85 Collateralized Mtge Obligation FNR 2005-120 PB WM34 WC6.454100 31394VJR2 -- $6.00 1/25/2036 30,000 $116.37 USD AA+ Aaa AAA
0.00% $75510.82 Collateralized Mtge Obligation FNR 2005-97 DZ WM34 WC6.4753 31394UMM1 -- $4.50 11/25/2035 68,861 $109.57 USD AA+ Aaa AAA
0.00% $35507.68 Collateralized Mtge Obligation FNR 2006-22 AO PO WM33 WC5.999 31395BA52 -- $0.00 4/25/2036 39,247 $90.47 USD AA+ Aaa AAA
0.00% $16148.94 Collateralized Mtge Obligation FNR 2006-50 JO PO WM32 WC5.903700 31395DUD9 -- $0.00 6/25/2036 17,913 $90.04 USD AA+ Aaa AAA
0.00% $11784.69 Collateralized Mtge Obligation FNR 2006-58 PO PO WM33 WC6.423200 31395ND20 -- $0.00 7/25/2036 12,992 $90.62 USD AA+ Aaa AAA
0.00% $7947.08 Collateralized Mtge Obligation FNR 2007-55 PO PO WM37 WC6.6526 31396WGB6 -- $0.00 6/25/2037 10,089 $78.71 USD AA+ Aaa AAA
0.00% $76980.15 Collateralized Mtge Obligation FNR 2007-72 B 31396WQN9 -- $6.00 7/25/2037 68,965 $111.54 USD AA+ Aaa AAA
0.00% $76440.60 Collateralized Mtge Obligation FNR 2007-93 ZB WM36 WC7.034100 31396XWJ9 -- $4.50 9/25/2037 63,322 $120.44 USD AA+ Aaa AAA
0.00% $9869.72 Collateralized Mtge Obligation FNR 2010-35 SB IIO 642BP-1ML 31398PKD0 -- $4.27 4/25/2040 76,337 $12.93 USD AA+ Aaa AAA
0.00% $77410.17 Collateralized Mtge Obligation FNR 2010-9 GO PO WM36 WC6.2100 31398MBW5 -- $0.00 2/25/2040 86,932 $88.94 USD AA+ Aaa AAA
0.00% $12777.70 Collateralized Mtge Obligation FNR 2010-9 KD WM37 WC6.5241 31398MCL8 -- $4.50 1/25/2040 12,009 $106.36 USD AA+ Aaa AAA
0.00% $22064.39 Collateralized Mtge Obligation FNR 2011-17 PG WM40 WC4.9230 31397QC97 -- $4.50 3/25/2041 20,900 $105.51 USD AA+ Aaa AAA
0.00% $2291.68 Collateralized Mtge Obligation FNR 2013-18 DZ WM32 WC3.9854 3136ACXH9 -- $2.50 3/25/2033 2,357 $97.08 USD AA+ Aaa AAA
0.00% $2498.94 Collateralized Mtge Obligation FNR 2013-18 MZ WM32 WC3.442 3136ACXR7 -- $3.00 3/25/2033 2,436 $102.41 USD AA+ Aaa AAA
0.00% $2634.99 Collateralized Mtge Obligation FNR 2013-18 ZK WM42 WC4.041300 3136ACYQ8 -- $3.50 3/25/2043 2,517 $104.68 USD AA+ Aaa AAA
0.00% $2427.04 Collateralized Mtge Obligation FNR 2013-32 KZ WM41 WC4.934900 3136ADHX0 -- $3.00 4/25/2043 2,430 $99.72 USD AA+ Aaa AAA
0.00% $2745.69 Collateralized Mtge Obligation FNR 2013-46 MZ WM42 WC4.0584 3136AEAS6 -- $3.50 5/25/2043 2,503 $109.67 USD AA+ Aaa AAA
0.00% $2392.49 Collateralized Mtge Obligation FNR 2013-6 BZ WM42 WC3.6863 3136ABM67 -- $3.00 2/25/2043 2,442 $97.81 USD AA+ Aaa AAA
0.00% $2471.15 Collateralized Mtge Obligation FNR 2013-6 JZ WM42 WC3.686300 3136ABN58 -- $3.00 2/25/2043 2,442 $101.15 USD AA+ Aaa AAA
0.00% $2752.39 Collateralized Mtge Obligation FNR 2013-6 KZ WM42 WC3.967200 3136ABK28 -- $3.50 2/25/2043 2,525 $109.06 USD AA+ Aaa AAA
0.00% $22097.87 Collateralized Mtge Obligation FNS 314 1 PO WM30 WC6.6807 3136FABE9 -- $0.00 7/25/2031 23,993 $92.01 USD AA+ Aaa AAA
0.00% $10602.00 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4186M 36202EUK3 -- $5.00 7/20/2038 10,341 $102.56 USD GOVT GOVT GOVT
0.00% $28306.41 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4216M 36202EVH9 -- $6.00 8/20/2038 26,055 $108.62 USD GOVT GOVT GOVT
0.00% $17232.31 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4239M 36202EV89 -- $6.00 9/20/2038 15,877 $108.51 USD GOVT GOVT GOVT
0.00% $21993.84 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4284M 36202EXM6 -- $5.50 11/20/2038 20,473 $107.47 USD GOVT GOVT GOVT
0.00% $52096.62 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4308M 36202EYD5 -- $5.00 12/20/2038 49,493 $105.30 USD GOVT GOVT GOVT
0.00% $29261.18 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4311M 36202EYG8 -- $6.50 12/20/2038 27,831 $105.12 USD GOVT GOVT GOVT
0.00% $63649.90 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4364M 36202EZ51 -- $6.00 2/20/2039 58,390 $108.98 USD GOVT GOVT GOVT
0.00% $18827.62 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4384M 36202E2R9 -- $4.50 3/20/2039 18,039 $104.34 USD GOVT GOVT GOVT
0.00% $50689.39 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4462M 36202E5X3 -- $5.00 6/20/2039 48,152 $105.31 USD GOVT GOVT GOVT
0.00% $134337.56 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4488M 36202E6Z7 -- $4.50 7/20/2039 127,493 $105.34 USD GOVT GOVT GOVT
0.00% $79529.17 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4489M 36202E7A1 -- $5.00 7/20/2039 75,529 $105.33 USD GOVT GOVT GOVT
0.00% $42600.30 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4532M 36202FA97 -- $4.50 9/20/2039 40,443 $105.30 USD GOVT GOVT GOVT
0.00% $124250.98 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4554M 36202FBX3 -- $5.00 10/20/2039 117,885 $105.44 USD GOVT GOVT GOVT
0.00% $58385.33 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4593M 36202FC61 -- $5.00 12/20/2039 55,371 $105.48 USD GOVT GOVT GOVT
0.00% $106283.94 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4674M 36202FFP6 -- $5.00 4/20/2040 100,841 $105.44 USD GOVT GOVT GOVT
0.00% $80557.89 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4689M 36202FF68 -- $4.50 5/20/2040 77,136 $104.40 USD GOVT GOVT GOVT
0.00% $42239.56 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4691M 36202FF84 -- $4.50 5/20/2040 40,062 $105.40 USD GOVT GOVT GOVT
0.00% $112145.58 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4767M 36202FJL1 -- $4.50 8/20/2040 106,339 $105.43 USD GOVT GOVT GOVT
0.00% $110671.04 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4880M 36202FM52 -- $4.50 12/20/2040 104,905 $105.46 USD GOVT GOVT GOVT
0.00% $75514.54 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5123M 36202FVQ6 -- $4.50 7/20/2041 72,324 $104.38 USD GOVT GOVT GOVT
0.00% $71218.57 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA1753M 36179N5N4 -- $4.50 3/20/2044 68,165 $104.45 USD GOVT GOVT GOVT
0.00% $111197.68 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA2363M 36179QTU5 -- $4.50 11/20/2044 106,349 $104.52 USD GOVT GOVT GOVT
0.00% $75869.17 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA2885M 36179RF20 -- $4.50 6/20/2045 73,280 $103.50 USD GOVT GOVT GOVT
0.00% -- Mortgage Pass Thru GNMA II TBA 4.0% OCT 30YR JMBO 21H0406A6 -- $4.00 10/21/2049 0 $103.87 USD NR NR NR
0.00% $32.61 Mortgage Pass Thru GNMA PASS THRU SGL FAML #498066X 36210PJK1 -- $10.00 12/15/2019 33 -- USD GOVT GOVT GOVT
0.00% $52923.92 Collateralized Mtge Obligation GNR 2004-26 ED WM32 WC 6 38374F3T9 -- $5.50 4/16/2034 46,880 $112.83 USD AA+ Aaa AAA
0.00% $46565.34 Collateralized Mtge Obligation GNR 2005-3 LZ WM33 WC6.386200 38374KSP9 -- $4.75 1/20/2035 40,086 $116.00 USD AA+ Aaa AAA
0.00% $14223.22 Collateralized Mtge Obligation GNR 2007-41 PC WM36 WC6.0627 38375KXH0 -- $5.50 7/20/2037 12,574 $113.05 USD AA+ Aaa AAA
0.00% $104478.74 Collateralized Mtge Obligation GNR 2011-131 PZ WM40 WC4.818300 38377XL59 -- $3.50 12/20/2040 99,194 $105.25 USD AA+ Aaa AAA
0.00% $21234.01 Collateralized Mtge Obligation GSR 2005-AR7 6A1 ARM WM35 WC5.5 362341XG9 -- $4.44 11/25/2035 20,663 $102.76 USD CCC NR CCC
0.00% $36834.81 Collateralized Mtge Obligation JPMMT 2007-A1 3A3 ARM WM35 WC5.26 46630GAJ4 -- $4.52 7/25/2035 35,456 $103.89 USD AA+ NR BBB
0.00% $21990.43 Collateralized Mtge Obligation JPMRR 2009-7 17A1 WM36 WC7.178 VAR 144A 46633PBG6 -- $5.43 7/27/2037 21,785 $100.92 USD NR NR A
0.00% $83733.82 Collateralized Mtge Obligation LXS 2005-5N 3A1B 12MTA+100 86359DUS4 -- $3.48 11/25/2035 82,231 $101.83 USD CCC B1 NR
0.00% $31150.20 Asset Backed Securities MDST 2004-1 A SEQ WM28 WC9.00 59560UAA9 -- $6.01 8/15/2037 28,800 $108.12 USD AA+ Aa1 NR
0.00% $18392.22 Collateralized Mtge Obligation MLCC 2004-B A3 WM29 WC4.9636 ARM 59020UBW4 -- $4.23 5/25/2029 18,201 $101.05 USD BB+ NR BB
0.00% $56136.74 Collateralized Mtge Obligation RASC 2004-KS9 AI6 WM32 WC7.26830 76110WE77 -- $4.62 10/25/2034 57,415 $97.76 USD NR Caa2 NR
0.00% $38186.99 Collateralized Mtge Obligation RAST 2003-A9 A3 1MLIB+55BP 45660NSY2 -- $2.70 8/25/2033 40,951 $93.25 USD B- NR BB
0.00% $40733.54 Collateralized Mtge Obligation SEMT 2003-4 2A1 AFC 1MLI+35 81743PBW5 -- $2.52 7/20/2033 41,244 $98.76 USD NR NR NR
-0.01% $-2670.44 Currency EUROPEAN MONETARY UNION EURO EUR/USD -- $0.00 10/2/2019 -354,000 $0.90 EUR NR NR NR
-3.13% -- 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 24,930,000. 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.