Skip to Main Navigation Skip to Main Content

Touchstone Ultra Short Duration Fixed Income Fund

Touchstone Ultra Short Duration Fixed Income Fund

Daily NAV
$
Overall Morningstar Rating™
Ultrashort Bond

Morningstar

Overall Morningstar Rating™ is calculated against 151 funds in the Ultrashort Bond category.

The Morningstar Rating™ for funds, or “star rating,” is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds and separate accounts) with at least a 3-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The Morningstar Rating™ does not include any adjustment for sales load. The top 10% of products in each product category receive five stars, the next 22.5% receive four stars, the next 35% receive three stars, the next 22.5% receive two stars, and the bottom 10% receive one star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its 3-, 5- and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% 3-year rating for 36-59 months of total returns, 60% 5-year rating/40% 3-year rating for 60-119 months of total returns, and 50% 10-year rating/30% 5-year rating/20% 3-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent 3-year period actually has the greatest impact because it is included in all three rating periods.
©2018 Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
Class A Shares star ratings do not include any front-end sales load and are intended for those investors who have access to such purchase terms.

Overview

Overview

Actively Managed and Sub-Advised by Fort Washington Investment Advisors, Inc.

Objective

The fund seeks maximum total return consistent with the preservation of capital by investing primarily in fixed income securities.

Ultra Short Duration Fixed Income Fund Commentary

Investment Style

  • Selects fixed income securities believed to be attractively priced relative to the market or to similar securities
  • Conducts a disciplined approach focused on security selection and research
  • Invests only in investment grade debt securities
  • Avoids higher risk strategies, such as non-dollar currencies and lower quality credits
  • While the fund may invest in securities with any maturity or duration, interest rate risk is managed by maintaining an effective duration of one year or less under normal market conditions
A WORD ABOUT RISK

The Fund invests in debt securities which can lose their value as interest rates rise and are subject to credit risk which is the risk of deterioration in the financial condition of an issuer and/or general economic conditions that can cause the issuer to not make timely payments of principal and interest also causing the securities to decline in value and an investor can lose principal. When interest rates rise, the price of debt securities generally falls. Longer term securities are generally more volatile. The Fund invests in investment grade debt securities which may be downgraded by a Nationally Recognized Statistical Rating Organization (NRSRO) to below investment grade status. The Fund invests in U.S. government agency securities which are neither issued nor guaranteed by the U.S. Treasury and are not guaranteed against price movements due to changing interest rates. The Fund invests in mortgage-backed securities and asset-backed securities which are subject to the risks of prepayment, defaults, changing interest rates and at times, the financial condition of the issuer. The Fund invests in foreign securities which carry the associated risks of economic and political instability, market liquidity, currency volatility and differences in accounting standards. The Fund invests in repurchase agreements which are considered loans by the Fund and may suffer a loss of principal and interest in the event of counterparty defaults. The Fund invests in municipal securities which may be affected by uncertainties in the municipal market related to legislation or litigation involving the taxation of municipal securities or the rights of municipal security holders in the event of bankruptcy and may not be able to meet their obligations. The Fund may experience higher portfolio turnover which may lead to increased fund expenses, lower investment returns and higher short-term capital gains taxable to shareholders. Current and future portfolio holdings are subject to risk. The Advisor engages a sub-advisor to make investment decisions for the Fund’s portfolio; it may be unable to identify and retain a sub-advisor who achieves superior investment returns relative to other similar sub-advisors.

Fund Facts

Symbol
CUSIP
Share Class Inception Date
Total Share Class Net Assets as of 03/31/2019
Total Fund Net Assets as of 03/31/2019 $958,951,492
Asset Class Income
Morningstar Category Ultrashort Bond
Benchmark ICE BofA Merrill Lynch 3-Month U.S. Treasury Bill Index
Benchmark 2 ICE BofA Merrill Lynch 1-Year U.S. Treasury Note Index
Distribution Frequency Monthly
Portfolio Turnover Rate
Fiscal Year End
Prospectus Date 01/30/2019

Performance

Daily Returns as of
NAV NAV $ Change
Touchstone Ultra Short Duration Fixed Income Fund -
HISTORICAL DAILY NAV
as of 03/31/2019 1 Month 3 Month YTD 1 Year 3 Year 5 Year 10 Year Since Inception
Touchstone Ultra Short Duration Fixed Income Fund -
Including Sales Charge
Touchstone Ultra Short Duration Fixed Income Fund -
Excluding Sales Charge
ICE BofA Merrill Lynch 3-Month U.S. Treasury Bill Index 0.22% 0.60% 0.60% 2.12% 1.19% 0.74% 0.43% --
ICE BofA Merrill Lynch 1-Year U.S. Treasury Note Index 0.35% 0.82% 0.82% 2.44% 1.21% 0.85% 0.70% --
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. The maximum front-end sales charge for Class A Shares of Touchstone Fixed Income Funds including Touchstone Flexible Income Fund is 2.00%.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Performance for Class C Shares is adjusted for the contingent deferred sales charges (CDSC) in effect at the end of the specified period. The CDSC for Class C Shares is 1.00% the first year you hold the shares and declines to 0% after the first year.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class Y Shares are sold at net asset value (NAV), without an initial sales charge and are not subject to a 12b-1 fee or contingent deferred sales charges.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class Z Shares are sold at Net Asset Value (NAV), without an initial sales charge and may be subject to a shareholder service fee. Class Z Shares are available through a financial intermediary or through financial institutions such as retirement plans, fee-based platforms, and brokerage accounts (who may impose transaction charges in addition to those described in the prospectus). Class Z Shares are not available directly from Touchstone and may not be available through certain financial intermediaries who do not have appropriate agreements in place with Touchstone.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class INST Shares are sold at net asset value (NAV), without an initial sales charge and are not subject to a 12b-1 fee or contingent deferred sales charges.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class S Shares are sold at net asset value (NAV), without an initial sales charge and are not subject to contingent deferred sales charges, but do contain an embedded 12b-1 fee.
The performance presented for Class A, C, Y, INST and S Shares combines the performance of an older class of shares (Z Shares) from the Fund's inception, 03/01/94, with the performance since the inception date of each share class.
as of 03/31/2019 1 Year 3 Year 5 Year 10 Year Since Inception
Touchstone Ultra Short Duration Fixed Income Fund -
Including Sales Charge
Touchstone Ultra Short Duration Fixed Income Fund -
Excluding Sales Charge
ICE BofA Merrill Lynch 3-Month U.S. Treasury Bill Index 2.12% 1.19% 0.74% 0.43% --
ICE BofA Merrill Lynch 1-Year U.S. Treasury Note Index 2.44% 1.21% 0.85% 0.70% --
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. The maximum front-end sales charge for Class A Shares of Touchstone Fixed Income Funds including Touchstone Flexible Income Fund is 2.00%.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Performance for Class C Shares is adjusted for the contingent deferred sales charges (CDSC) in effect at the end of the specified period. The CDSC for Class C Shares is 1.00% the first year you hold the shares and declines to 0% after the first year.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class Y Shares are sold at net asset value (NAV), without an initial sales charge and are not subject to a 12b-1 fee or contingent deferred sales charges.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class Z Shares are sold at Net Asset Value (NAV), without an initial sales charge and may be subject to a shareholder service fee. Class Z Shares are available through a financial intermediary or through financial institutions such as retirement plans, fee-based platforms, and brokerage accounts (who may impose transaction charges in addition to those described in the prospectus). Class Z Shares are not available directly from Touchstone and may not be available through certain financial intermediaries who do not have appropriate agreements in place with Touchstone.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class INST Shares are sold at net asset value (NAV), without an initial sales charge and are not subject to a 12b-1 fee or contingent deferred sales charges.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class S Shares are sold at net asset value (NAV), without an initial sales charge and are not subject to contingent deferred sales charges, but do contain an embedded 12b-1 fee.
The performance presented for Class A, C, Y, INST and S Shares combines the performance of an older class of shares (Z Shares) from the Fund's inception, 03/01/94, with the performance since the inception date of each share class.

Consider Touchstone Ultra Short Duration Fixed Income Fund for Your Portfolio

Touchstone Ultra Short Duration Fixed Income Fund invests primarily in fixed income securities believed to be attractively priced relative to the market or similar securities. It seeks a maximum total return consistent with the preservation of capital.
Contact Us Now

Morningstar Rating™

Portfolio

as of 03/31/2019
Number of Holdings
363
Weighted Average Effective Maturity
1.4 Years
Weighted Average Effective Duration
0.56 Years
as of 03/31/2019
Credit Quality % of Portfolio
AAA/Aaa 28.4
AA/Aa 15.8
A/A 14.4
BBB/Baa 23.6
BB/Ba 0.0
B/B 0.0
< B/B 0.1
Cash Equivalents 8.9
Not Rated 8.9
Data may not total due to rounding. The ratings agencies that provided the ratings are Standard & Poor's and Moody's Investors Service. When ratings vary, the highest rating is used. Credit ratings of A or better are considered to be high credit quality; credit ratings of BBB are good credit quality, and the lowest category of investment grade; credit ratings BB and below are lower-rated securities ("junk bonds"); and credit ratings of CCC or below have high default risk. Where no rating has been assigned, it could be for reasons unrelated to the creditworthiness of the issuer. The credit quality ratings apply only to the credit worthiness of the issuers of the underlying securities and not the fund or its shares.  Ratings are subject to change.  
For the data illustrated for Touchstone Domestic Equity Funds, Morningstar is the source. For the data illustrated for Touchstone Fixed Income Funds,  International/Global Equity Funds and Multi-Asset & Alternative Funds, the fund’s sub-advisor is the source. All holdings data is sourced from BNY Mellon Asset Servicing.
as of 03/31/2019
Sector % of Portfolio
International 31.7
Asset Backed Securities 25.0
Non-Agency CMBS 13.5
Cash Equivalents 8.9
U.S. Agency/MBS/CMBS 7.9
U.S. Treasury Obligations 6.7
U.S. Corporate 5.0
Non-Agency MBS 1.4
Municipal 0.0
There is no guarantee that the Fund will continue to hold any one particular security or stay invested in any one particular sector. Holdings are subject to change. Calculations for sectors and top holdings exclude cash equivalents. Data may not total due to rounding. 
For the data illustrated for Touchstone Domestic Equity Funds, Morningstar is the source. For the data illustrated for Touchstone Fixed Income Funds,  International/Global Equity Funds and Multi-Asset & Alternative Funds, the fund’s sub-advisor is the source. All holdings data is sourced from BNY Mellon Asset Servicing.
as of 03/31/2019
Security Description % of Portfolio
CVS 04/01/19 CP 04/01/2019 1.6
LGE 04/03/19 CP 04/03/2019 1.6
EQRCP 04/01/19 CP 04/01/2019 1.5
CABOTC 04/09/19 CP 04/09/2019 1.5
TOWD POINT MORTGAGE TRUST 4.00% 10/25/2058 1.4
There is no guarantee that the Fund will continue to hold any one particular security or stay invested in any one particular sector. Holdings are subject to change. Calculations for sectors and top holdings exclude cash equivalents. Data may not total due to rounding. 
For the data illustrated for Touchstone Domestic Equity Funds, Morningstar is the source. For the data illustrated for Touchstone Fixed Income Funds,  International/Global Equity Funds and Multi-Asset & Alternative Funds, the fund’s sub-advisor is the source. All holdings data is sourced from BNY Mellon Asset Servicing.
as of 03/31/2019
Security Description
Country
Coupon Rate (%)
Maturity Date
Shares Par Value
Current Price ($)
Market Value ($)
% of Portfolio
A10 SECURITIZATION 3.33% 03/15/2036 US 3.330 03/15/2036 1,945,573 99.98 1,945,237 0.20
ACCREDITED MORTGAGE LOAN TRUST 3.19% 04/25/2035 US 3.190 04/25/2035 4,017,362 100.09 4,020,979 0.41
AMERICAN CREDIT ACCEPTANCE REC 2.61% 05/10/2021 US 2.610 05/10/2021 5,127,895 99.96 5,125,934 0.52
AMERICAN CREDIT ACCEPTANCE REC 2.87% 08/12/2022 US 2.870 08/12/2022 217,686 100.03 217,760 0.02
AMERICAN CREDIT ACCEPTANCE REC 2.94% 01/10/2022 US 2.940 01/10/2022 536,842 100.01 536,910 0.05
AMERICAN CREDIT ACCEPTANCE REC 3.38% 12/13/2021 US 3.380 12/13/2021 8,275,087 100.26 8,296,450 0.85
AMERICAN CREDIT ACCEPTANCE REC 3.54% 03/13/2023 US 3.540 03/13/2023 3,650,000 100.27 3,660,017 0.37
AMERICAN CREDIT ACCEPTANCE REC 4.11% 04/12/2023 US 4.110 04/12/2023 4,800,000 100.77 4,836,759 0.49
AMERICAN CREDIT ACCEPTANCE REC 5.55% 06/13/2022 US 5.550 06/13/2022 1,428,292 100.89 1,440,974 0.15
AMERICREDIT AUTOMOBILE RECEIVA 3.00% 06/08/2021 US 3.000 06/08/2021 3,179,000 100.05 3,180,591 0.33
AMGEN INC 1.90% 05/10/2019 US 1.900 05/10/2019 2,100,000 99.94 2,098,751 0.21
AMGEN INC 2.20% 05/11/2020 US 2.200 05/11/2020 2,100,000 99.56 2,090,681 0.21
AREIT CRE TRUST 3.33% 02/15/2035 US 3.330 02/15/2035 6,690,947 99.62 6,665,835 0.68
ASCENTIUM EQUIPMENT RECEIVABLE 1.65% 05/10/2022 US 1.650 05/10/2022 5,534,893 99.76 5,521,683 0.56
ASCENTIUM EQUIPMENT RECEIVABLE 2.00% 05/11/2020 US 2.000 05/11/2020 1,846,739 99.77 1,842,516 0.19
AVERY POINT CLO LTD 3.94% 01/15/2028 KY 3.940 01/15/2028 5,000,000 100.02 5,000,835 0.51
AVIS BUDGET RENTAL CAR FUNDING 2.46% 07/20/2020 US 2.460 07/20/2020 8,590,000 99.92 8,583,002 0.88
AVIS BUDGET RENTAL CAR FUNDING 3.29% 02/20/2021 US 3.290 02/20/2021 8,960,000 99.92 8,952,574 0.92
BB&T CORPORATION 2.15% 02/01/2021 US 2.150 02/01/2021 7,000,000 99.06 6,934,274 0.71
BB&T CORPORATION 6.85% 04/30/2019 US 6.850 04/30/2019 4,000,000 100.32 4,012,904 0.41
BEAR STEARNS ADJUSTABLE RATE M 4.40% 04/25/2033 US 4.400 04/25/2033 1,904,768 101.19 1,927,343 0.20
BEAR STEARNS ADJUSTABLE RATE M 4.66% 04/25/2034 US 4.660 04/25/2034 244,618 99.87 244,297 0.02
BEAR STEARNS ASSET BACKED SECU 3.14% 03/25/2035 US 3.140 03/25/2035 3,211,142 99.65 3,199,931 0.33
BEAR STEARNS ASSET BACKED SECU 5.75% 01/25/2034 US 5.750 01/25/2034 183,410 100.71 184,720 0.02
BLUE VIRGO 3.00% 12/15/2022 US 3.000 12/15/2022 440,747 100.00 440,747 0.05
BRIT SKY BROADCA 2.63% 09/16/2019 GB 2.630 09/16/2019 1,405,000 99.83 1,402,555 0.14
BSPRT 2017-FL1 ISSUER LTD 3.58% 12/15/2027 US 3.580 12/15/2027 2,791,363 99.81 2,786,143 0.28
BSPRT 2018-FL4 ISSUER LTD. 3.53% 09/15/2035 KY 3.530 09/15/2035 10,900,000 99.69 10,866,040 1.11
BX TRUST 3.33% 11/15/2034 US 3.330 11/15/2034 2,000,000 99.56 1,991,220 0.20
BX TRUST 3.53% 10/15/2032 US 3.530 10/15/2032 4,245,000 99.68 4,231,620 0.43
CABOTC 04/09/19 CP 04/09/2019 US -- 04/09/2019 15,000,000 99.92 14,987,855 1.53
CALIFORNIA ST ENTERPRISE DEV A 2.81% 09/01/2041 US 2.810 09/01/2041 1,865,000 100.00 1,865,000 0.19
CALIFORNIA ST INFRASTRUCTURE & 1.66% 12/01/2039 US 1.660 12/01/2039 1,885,000 100.00 1,885,000 0.19
CAPITAL AUTO RECEIVABLES ASSET 4.50% 01/22/2024 US 4.500 01/22/2024 5,250,000 100.51 5,276,991 0.54
CARNOW AUTO RECEIVABLES TRUST 2.92% 09/15/2022 US 2.920 09/15/2022 866,038 99.72 863,595 0.09
CATHIA 04/12/19 CP 04/12/2019 US -- 04/12/2019 10,000,000 99.91 9,990,519 1.02
CAZENOVIA CREEK FUNDING LLC 2.00% 12/10/2023 US 2.000 12/10/2023 132,451 99.14 131,315 0.01
CCG RECEIVABLES TRUST 1.84% 11/14/2023 US 1.840 11/14/2023 2,144,645 99.48 2,133,445 0.22
CD COMMERCIAL MORTGAGE TRUST 5.65% 10/15/2048 US 5.650 10/15/2048 3,329,658 103.30 3,439,673 0.35
CFC LLC 5.49% 01/18/2022 US 5.490 01/18/2022 2,040,000 100.84 2,057,143 0.21
CHRYSLER CAPITAL AUTO RECEIVAB 3.26% 04/15/2021 US 3.260 04/15/2021 4,945,000 100.11 4,950,451 0.51
CITIBANK NA 3.05% 02/12/2021 US 3.050 02/12/2021 2,933,000 100.03 2,933,996 0.30
CITIGROUP COMMER2019SST2TGAGE 1.73% 02/15/2021 US 1.730 02/15/2021 68,780,000 3.17 2,179,143 0.22
CITIGROUP COMMERCIAL MORTGAGE 3.76% 07/15/2027 US 3.760 07/15/2027 2,530,000 100.00 2,529,945 0.26
CITIZENS BANK NA 3.46% 05/26/2022 US 3.460 05/26/2022 5,015,000 99.87 5,008,288 0.51
COMM MORTGAGE TRUST 1.25% 06/10/2047 US 1.250 06/10/2047 43,716,274 4.07 1,777,289 0.18
COMM MORTGAGE TRUST 2.97% 08/10/2046 US 2.970 08/10/2046 181,656 101.34 184,083 0.02
COMMONWEALTH REI 5.88% 09/15/2020 US 5.880 09/15/2020 2,250,000 102.33 2,302,332 0.24
COMMUNITY PROGRAM LOAN TRUST 4.50% 04/01/2029 US 4.500 04/01/2029 45,976 99.30 45,653 0.00
COMPASS BANK 2.75% 09/29/2019 US 2.750 09/29/2019 5,000,000 99.91 4,995,257 0.51
CONAGRA BRANDS 3.51% 10/22/2020 US 3.510 10/22/2020 1,475,000 99.88 1,473,211 0.15
CONN FUNDING II L.P 3.25% 01/15/2023 US 3.250 01/15/2023 2,540,186 100.15 2,543,885 0.26
CONSTELLATION BR 3.38% 11/15/2021 US 3.380 11/15/2021 3,000,000 100.05 3,001,544 0.31
CONSTELLATION BR 3.88% 11/15/2019 US 3.880 11/15/2019 1,239,000 100.53 1,245,517 0.13
CPS AUTO TRUST 3.77% 08/17/2020 US 3.770 08/17/2020 2,422,758 100.13 2,425,892 0.25
CPS AUTO TRUST 5.33% 11/16/2020 US 5.330 11/16/2020 3,035,000 101.42 3,078,191 0.31
CRED SUIS GP FUN 3.13% 12/10/2020 GG 3.130 12/10/2020 300,000 100.25 300,763 0.03
CREDIT AGRICOLE 2.75% 06/10/2020 FR 2.750 06/10/2020 5,000,000 99.94 4,997,025 0.51
CREDIT SUISSE MORTGAGE TRUST 3.00% 09/25/2044 US 3.000 09/25/2044 1,155,235 100.23 1,157,838 0.12
CREDIT SUISSE MORTGAGE TRUST 3.00% 10/25/2044 US 3.000 10/25/2044 3,342,383 99.54 3,327,126 0.34
CREDIT SUISSE MORTGAGE TRUST 3.38% 02/25/2042 US 3.380 02/25/2042 1,555 99.88 1,553 0.00
CROWN CASTLE TOW 3.22% 05/15/2022 US 3.220 05/15/2022 2,040,000 100.23 2,044,664 0.21
CVS 04/01/19 CP 04/01/2019 US -- 04/01/2019 15,300,000 99.98 15,296,711 1.56
DANONE 1.69% 10/30/2019 FR 1.690 10/30/2019 4,600,000 99.35 4,570,110 0.47
DBUBS MORTGAGE TRUST 3.86% 07/12/2044 US 3.860 07/12/2044 513,210 100.58 516,169 0.05
DELL EQUIPMENT FINANCE TRUST 2.14% 04/22/2022 US 2.140 04/22/2022 1,297,432 99.83 1,295,224 0.13
DELL EQUIPMENT FINANCE TRUST 3.24% 07/22/2022 US 3.240 07/22/2022 1,609,888 100.01 1,610,026 0.16
DGPP 04/01/19 CP 04/01/2019 US -- 04/01/2019 10,650,000 99.98 10,647,657 1.09
DIGNITY HEALTH 2.64% 11/01/2019 US 2.640 11/01/2019 7,700,000 99.95 7,696,242 0.79
DISCOVERY COMMUN 2.20% 09/20/2019 US 2.200 09/20/2019 4,595,000 99.60 4,576,434 0.47
DOMINION ENERGY 2.58% 07/01/2020 US 2.580 07/01/2020 3,000,000 99.45 2,983,428 0.30
DOMINOS PIZZA MASTER ISSUER LL 4.02% 07/25/2047 US 4.020 07/25/2047 12,726,200 99.72 12,690,312 1.30
DOV 04/02/19 CP 04/02/2019 US -- 04/02/2019 10,600,000 99.97 10,596,887 1.08
DREYFUS-GOV C-IN US -- -- 65,460 1.00 65,460 0.01
DRIVE AUTO RECEIVABLES TRUST 2.30% 05/17/2021 US 2.300 05/17/2021 361,272 99.97 361,178 0.04
DRIVE AUTO RECEIVABLES TRUST 2.98% 01/18/2022 US 2.980 01/18/2022 6,400,049 100.03 6,402,259 0.65
DRIVE AUTO RECEIVABLES TRUST 4.12% 07/15/2022 US 4.120 07/15/2022 2,915,770 100.32 2,925,220 0.30
DRIVE AUTO RECEIVABLES TRUST 4.20% 09/15/2021 US 4.200 09/15/2021 4,103,494 100.34 4,117,491 0.42
DRIVE AUTO RECEIVABLES TRUST 4.53% 08/15/2023 US 4.530 08/15/2023 7,550,000 101.20 7,640,836 0.78
DRIVE AUTO RECEIVABLES TRUST 5.30% 07/15/2024 US 5.300 07/15/2024 12,868,000 102.49 13,187,802 1.35
DT AUTO OWNER TRUST 2.70% 11/15/2022 US 2.700 11/15/2022 8,225,749 99.88 8,215,933 0.84
DT AUTO OWNER TRUST 3.77% 10/17/2022 US 3.770 10/17/2022 6,960,200 100.67 7,006,709 0.72
DT AUTO OWNER TRUST 4.25% 02/15/2022 US 4.250 02/15/2022 7,568,625 100.08 7,574,726 0.77
DT AUTO OWNER TRUST 4.52% 06/15/2023 US 4.520 06/15/2023 9,530,000 101.12 9,636,724 0.99
DT AUTO OWNER TRUST 4.53% 10/17/2022 US 4.530 10/17/2022 7,502,732 100.58 7,546,408 0.77
DT AUTO OWNER TRUST 4.66% 12/15/2022 US 4.660 12/15/2022 4,131,306 100.86 4,166,856 0.43
DUKE ENERGY FLA 2.10% 12/15/2019 US 2.100 12/15/2019 1,875,000 99.78 1,870,924 0.19
DUPONT EI NEMOUR 2.20% 05/01/2020 US 2.200 05/01/2020 2,700,000 99.64 2,690,328 0.27
EASTMAN CHEMICAL 3.50% 12/01/2021 US 3.500 12/01/2021 5,000,000 101.50 5,075,230 0.52
EATON ELECTRIC H 3.88% 12/15/2020 US 3.880 12/15/2020 9,700,000 101.67 9,861,905 1.01
ELARA HGV TIMESHARE ISSUER 2.53% 02/25/2027 US 2.530 02/25/2027 430,267 98.98 425,899 0.04
ENBRIDGE INC 3.31% 06/15/2020 CA 3.310 06/15/2020 2,366,000 99.96 2,365,121 0.24
EQRCP 04/01/19 CP 04/01/2019 US -- 04/01/2019 15,000,000 99.98 14,996,700 1.53
EXELON GENERATIO 2.95% 01/15/2020 US 2.950 01/15/2020 1,385,000 99.88 1,383,390 0.14
EXETER AUTOMOBILE RECEIVABLES 2.05% 12/15/2021 US 2.050 12/15/2021 321,600 99.70 320,627 0.03
EXETER AUTOMOBILE RECEIVABLES 3.85% 05/17/2021 US 3.850 05/17/2021 222,957 100.08 223,128 0.02
EXETER AUTOMOBILE RECEIVABLES 4.17% 06/15/2020 US 4.170 06/15/2020 1,074,474 100.13 1,075,843 0.11
EXETER AUTOMOBILE RECEIVABLES 4.83% 08/16/2021 US 4.830 08/16/2021 2,143,581 100.61 2,156,638 0.22
EXPRESS SCRIPTS 2.25% 06/15/2019 US 2.250 06/15/2019 3,198,000 99.85 3,193,092 0.33
FANNIE MAE 1.50% 09/25/2027 US 1.500 09/25/2027 204,292 96.85 197,849 0.02
FANNIE MAE 2.50% 03/25/2026 US 2.500 03/25/2026 1,064,704 99.30 1,057,295 0.11
FANNIE MAE 2.99% 09/25/2033 US 2.990 09/25/2033 235,773 100.65 237,314 0.02
FANNIE MAE 3.00% 05/25/2022 US 3.000 05/25/2022 1,709,064 3.40 58,030 0.01
FANNIE MAE 3.00% 12/25/2020 US 3.000 12/25/2020 2,484,555 99.57 2,473,863 0.25
FANNIE MAE 3.28% 04/01/2035 US 3.280 04/01/2035 146,299 102.71 150,261 0.02
FANNIE MAE 3.79% 08/01/2037 US 3.790 08/01/2037 98,593 101.19 99,770 0.01
FANNIE MAE 4.00% 04/01/2023 US 4.000 04/01/2023 152,587 103.01 157,176 0.02
FANNIE MAE 4.00% 05/25/2033 US 4.000 05/25/2033 48,845 103.59 50,599 0.01
FANNIE MAE 4.00% 07/01/2026 US 4.000 07/01/2026 130,414 103.01 134,346 0.01
FANNIE MAE 4.00% 08/01/2026 US 4.000 08/01/2026 144,403 103.01 148,753 0.02
FANNIE MAE 4.00% 10/01/2020 US 4.000 10/01/2020 21,946 103.01 22,606 0.00
FANNIE MAE 4.00% 11/25/2033 US 4.000 11/25/2033 156,639 101.76 159,388 0.02
FANNIE MAE 4.09% 04/01/2034 US 4.090 04/01/2034 695,791 104.15 724,689 0.07
FANNIE MAE 4.11% 05/01/2034 US 4.110 05/01/2034 60,852 103.26 62,833 0.01
FANNIE MAE 4.11% 05/01/2035 US 4.110 05/01/2035 251,389 103.27 259,616 0.03
FANNIE MAE 4.15% 09/01/2034 US 4.150 09/01/2034 105,062 102.71 107,909 0.01
FANNIE MAE 4.16% 09/01/2037 US 4.160 09/01/2037 404,638 103.26 417,819 0.04
FANNIE MAE 4.17% 02/01/2037 US 4.170 02/01/2037 1,972,530 103.25 2,036,567 0.21
FANNIE MAE 4.23% 01/01/2040 US 4.230 01/01/2040 99,885 102.32 102,202 0.01
FANNIE MAE 4.25% 03/25/2025 US 4.250 03/25/2025 6,477 100.12 6,485 0.00
FANNIE MAE 4.25% 05/25/2033 US 4.250 05/25/2033 58,912 103.81 61,157 0.01
FANNIE MAE 4.29% 01/01/2035 US 4.290 01/01/2035 563,510 103.21 581,610 0.06
FANNIE MAE 4.33% 10/01/2033 US 4.330 10/01/2033 34,223 103.24 35,330 0.00
FANNIE MAE 4.46% 08/01/2036 US 4.460 08/01/2036 23,308 104.32 24,314 0.00
FANNIE MAE 4.47% 06/01/2035 US 4.470 06/01/2035 32,854 104.77 34,420 0.00
FANNIE MAE 4.50% 05/01/2019 US 4.500 05/01/2019 6,481 101.70 6,591 0.00
FANNIE MAE 4.50% 07/25/2021 US 4.500 07/25/2021 420,761 99.99 420,726 0.04
FANNIE MAE 4.50% 12/01/2040 US 4.500 12/01/2040 127,042 105.75 134,349 0.01
FANNIE MAE 4.51% 09/01/2035 US 4.510 09/01/2035 95,564 105.86 101,166 0.01
FANNIE MAE 4.56% 04/01/2036 US 4.560 04/01/2036 726,521 104.92 762,235 0.08
FANNIE MAE 4.56% 10/01/2034 US 4.560 10/01/2034 15,034 104.58 15,723 0.00
FANNIE MAE 4.61% 04/01/2033 US 4.610 04/01/2033 52,812 104.32 55,095 0.01
FANNIE MAE 4.61% 05/01/2035 US 4.610 05/01/2035 40,003 105.27 42,111 0.00
FANNIE MAE 4.64% 04/01/2033 US 4.640 04/01/2033 55,376 105.13 58,215 0.01
FANNIE MAE 4.65% 01/01/2035 US 4.650 01/01/2035 131,176 104.33 136,855 0.01
FANNIE MAE 4.70% 03/01/2035 US 4.700 03/01/2035 31,048 104.92 32,575 0.00
FANNIE MAE 4.76% 02/01/2034 US 4.760 02/01/2034 102,977 104.49 107,596 0.01
FANNIE MAE 4.77% 04/01/2035 US 4.770 04/01/2035 98,122 105.17 103,195 0.01
FANNIE MAE 4.82% 04/01/2036 US 4.820 04/01/2036 44,770 105.18 47,088 0.00
FANNIE MAE 4.84% 02/01/2037 US 4.840 02/01/2037 66,891 105.36 70,477 0.01
FANNIE MAE 4.86% 04/01/2036 US 4.860 04/01/2036 257,486 105.40 271,396 0.03
FANNIE MAE 4.88% 02/01/2033 US 4.880 02/01/2033 36,798 103.97 38,260 0.00
FANNIE MAE 5.00% 04/01/2024 US 5.000 04/01/2024 16,692 102.77 17,154 0.00
FANNIE MAE 5.00% 04/01/2041 US 5.000 04/01/2041 129,779 107.86 139,985 0.01
FANNIE MAE 5.00% 05/01/2035 US 5.000 05/01/2035 23,741 107.57 25,539 0.00
FANNIE MAE 5.00% 07/01/2037 US 5.000 07/01/2037 61,433 107.57 66,085 0.01
FANNIE MAE 5.00% 07/01/2041 US 5.000 07/01/2041 232,385 107.79 250,487 0.03
FANNIE MAE 5.00% 09/01/2033 US 5.000 09/01/2033 119,425 107.60 128,496 0.01
FANNIE MAE 5.00% 10/01/2040 US 5.000 10/01/2040 73,653 107.86 79,445 0.01
FANNIE MAE 5.25% 05/25/2039 US 5.250 05/25/2039 510,072 104.43 532,692 0.05
FANNIE MAE 5.50% 03/01/2020 US 5.500 03/01/2020 0 99.97 0 0.00
FANNIE MAE 5.50% 04/01/2034 US 5.500 04/01/2034 136,941 110.03 150,677 0.02
FANNIE MAE 5.50% 04/01/2038 US 5.500 04/01/2038 4,888 110.92 5,422 0.00
FANNIE MAE 5.50% 04/01/2040 US 5.500 04/01/2040 8,306 111.29 9,244 0.00
FANNIE MAE 5.50% 05/01/2038 US 5.500 05/01/2038 26,498 104.07 27,576 0.00
FANNIE MAE 5.50% 06/01/2026 US 5.500 06/01/2026 56,884 106.74 60,716 0.01
FANNIE MAE 5.50% 12/01/2037 US 5.500 12/01/2037 38,640 107.95 41,713 0.00
FANNIE MAE 6.00% 01/01/2038 US 6.000 01/01/2038 71,091 110.27 78,389 0.01
FANNIE MAE 6.00% 01/01/2038 US 6.000 01/01/2038 72,865 112.94 82,297 0.01
FANNIE MAE 6.00% 08/01/2027 US 6.000 08/01/2027 90,862 107.70 97,859 0.01
FANNIE MAE 6.00% 09/01/2019 US 6.000 09/01/2019 1,905 100.01 1,905 0.00
FANNIE MAE 6.50% 10/01/2021 US 6.500 10/01/2021 121,239 101.83 123,453 0.01
FANNIE MAE 7.00% 05/01/2024 US 7.000 05/01/2024 1,676 105.70 1,772 0.00
FANNIE MAE 7.45% 08/01/2022 US 7.450 08/01/2022 37,045 100.55 37,248 0.00
FANNIE MAE 7.50% 06/01/2031 US 7.500 06/01/2031 28,893 99.92 28,871 0.00
FANNIE MAE 7.50% 07/01/2029 US 7.500 07/01/2029 22,111 113.39 25,072 0.00
FANNIE MAE 8.25% 04/01/2022 US 8.250 04/01/2022 3,454 100.09 3,457 0.00
FANNIEMAE WHOLE LOAN 6.11% 02/25/2032 US 6.110 02/25/2032 142,031 114.34 162,396 0.02
FDIC STRUCTURED SALE GUARANTEE 2.74% 12/03/2020 US 2.740 12/03/2020 38,026 99.00 37,644 0.00
FHMS 0.16% 09/25/2020 US 0.160 09/25/2020 114,952,254 0.09 107,434 0.01
FHMS KAIV 1.26% 06/25/2021 US 1.260 06/25/2021 126,222,335 2.05 2,593,086 0.27
FIDELITY NATIONA 3.63% 10/15/2020 US 3.630 10/15/2020 600,000 101.05 606,306 0.06
FLAGSHIP CREDIT AUTO TRUST 2.43% 06/15/2021 US 2.430 06/15/2021 1,231,863 99.90 1,230,608 0.13
FLAGSHIP CREDIT AUTO TRUST 3.76% 06/15/2021 US 3.760 06/15/2021 1,465,000 100.36 1,470,322 0.15
FLORIDA GAS TRAN 7.90% 05/15/2019 US 7.900 05/15/2019 686,000 100.57 689,929 0.07
FLORIDA ST BRD OF ADMIN FIN CO 2.16% 07/01/2019 US 2.160 07/01/2019 5,000,000 99.89 4,994,700 0.51
FORD MOTOR CRED 5.88% 08/02/2021 US 5.880 08/02/2021 1,600,000 103.54 1,656,691 0.17
FOURSIGHT CAPITAL AUTOMOBILE R 3.32% 04/15/2022 US 3.320 04/15/2022 4,300,000 100.26 4,311,302 0.44
FRANCE TELECOM 5.38% 07/08/2019 FR 5.380 07/08/2019 10,307,000 100.69 10,377,978 1.06
FREDDIE MAC 1.25% 08/15/2027 US 1.250 08/15/2027 2,637,384 93.60 2,468,527 0.25
FREDDIE MAC 2.88% 03/15/2034 US 2.880 03/15/2034 290,776 100.21 291,401 0.03
FREDDIE MAC 3.00% 06/15/2021 US 3.000 06/15/2021 762,475 99.87 761,451 0.08
FREDDIE MAC 4.00% 06/15/2032 US 4.000 06/15/2032 13,578 99.81 13,552 0.00
FREDDIE MAC 4.00% 10/01/2019 US 4.000 10/01/2019 21,540 103.20 22,230 0.00
FREDDIE MAC 4.09% 03/01/2034 US 4.090 03/01/2034 45,118 105.22 47,475 0.00
FREDDIE MAC 4.12% 04/01/2034 US 4.120 04/01/2034 369,463 105.45 389,613 0.04
FREDDIE MAC 4.16% 05/01/2036 US 4.160 05/01/2036 156,310 105.31 164,602 0.02
FREDDIE MAC 4.25% 12/15/2019 US 4.250 12/15/2019 335 100.01 335 0.00
FREDDIE MAC 4.33% 07/01/2036 US 4.330 07/01/2036 141,432 105.28 148,898 0.02
FREDDIE MAC 4.34% 01/01/2036 US 4.340 01/01/2036 125,164 104.36 130,623 0.01
FREDDIE MAC 4.35% 06/01/2035 US 4.350 06/01/2035 88,595 105.18 93,187 0.01
FREDDIE MAC 4.39% 08/01/2035 US 4.390 08/01/2035 42,218 105.15 44,392 0.00
FREDDIE MAC 4.43% 04/01/2037 US 4.430 04/01/2037 382,568 105.04 401,852 0.04
FREDDIE MAC 4.47% 01/01/2036 US 4.470 01/01/2036 753,601 105.23 792,993 0.08
FREDDIE MAC 4.51% 09/01/2036 US 4.510 09/01/2036 307,777 105.16 323,664 0.03
FREDDIE MAC 4.53% 11/01/2036 US 4.530 11/01/2036 336,668 105.28 354,460 0.04
FREDDIE MAC 4.54% 07/01/2035 US 4.540 07/01/2035 230,177 105.31 242,403 0.02
FREDDIE MAC 4.55% 04/01/2037 US 4.550 04/01/2037 183,078 103.58 189,628 0.02
FREDDIE MAC 4.56% 11/01/2036 US 4.560 11/01/2036 179,916 105.19 189,263 0.02
FREDDIE MAC 4.56% 11/01/2037 US 4.560 11/01/2037 77,649 104.79 81,368 0.01
FREDDIE MAC 4.57% 04/01/2035 US 4.570 04/01/2035 92,008 105.21 96,799 0.01
FREDDIE MAC 4.59% 12/01/2036 US 4.590 12/01/2036 300,571 104.94 315,432 0.03
FREDDIE MAC 4.61% 01/01/2037 US 4.610 01/01/2037 64,837 104.65 67,851 0.01
FREDDIE MAC 4.62% 11/01/2036 US 4.620 11/01/2036 400,078 105.17 420,767 0.04
FREDDIE MAC 4.63% 04/01/2035 US 4.630 04/01/2035 168,705 105.79 178,475 0.02
FREDDIE MAC 4.63% 11/01/2034 US 4.630 11/01/2034 104,158 104.63 108,983 0.01
FREDDIE MAC 4.68% 08/01/2037 US 4.680 08/01/2037 152,171 105.52 160,574 0.02
FREDDIE MAC 5.00% 07/01/2035 US 5.000 07/01/2035 37,959 107.79 40,915 0.00
FREDDIE MAC 5.00% 10/01/2020 US 5.000 10/01/2020 125,673 101.88 128,029 0.01
FREDDIE MAC 5.00% 10/01/2020 US 5.000 10/01/2020 82,193 101.77 83,646 0.01
FREDDIE MAC 5.09% 03/01/2036 US 5.090 03/01/2036 215,006 106.67 229,351 0.02
FREDDIE MAC 5.50% 06/01/2040 US 5.500 06/01/2040 13,106 108.68 14,243 0.00
FREDDIE MAC 5.50% 06/01/2040 US 5.500 06/01/2040 11,614 111.00 12,891 0.00
FREDDIE MAC 6.00% 08/01/2019 US 6.000 08/01/2019 5,160 100.00 5,160 0.00
FREDDIE MAC 6.50% 04/01/2021 US 6.500 04/01/2021 890 100.26 893 0.00
FREDDIE MAC 7.00% 05/01/2032 US 7.000 05/01/2032 42,939 104.16 44,723 0.00
FREDDIE MAC 8.00% 02/01/2023 US 8.000 02/01/2023 1,370 105.95 1,452 0.00
FREMF MORTGAGE TRUST 5.50% 04/25/2020 US 5.500 04/25/2020 1,300,000 102.17 1,328,235 0.14
GEN MOTORS FIN 3.50% 07/10/2019 US 3.500 07/10/2019 2,700,000 100.18 2,704,986 0.28
GENERAL MILLS IN 3.32% 04/16/2021 US 3.320 04/16/2021 3,925,000 99.81 3,917,656 0.40
GENERAL MOTORS C 3.54% 08/07/2020 US 3.540 08/07/2020 6,300,000 99.87 6,292,014 0.64
GEORGIA POWER 2.00% 03/30/2020 US 2.000 03/30/2020 5,000,000 99.22 4,961,196 0.51
GEORGIA-PACIFIC 2.54% 11/15/2019 US 2.540 11/15/2019 6,300,000 99.83 6,289,068 0.64
GLS AUTO RECEIVABLES TRUST 2.67% 04/15/2021 US 2.670 04/15/2021 2,223,826 99.95 2,222,607 0.23
GLS AUTO RECEIVABLES TRUST 2.82% 07/15/2022 US 2.820 07/15/2022 4,786,466 99.84 4,778,720 0.49
GLS AUTO RECEIVABLES TRUST 3.25% 04/18/2022 US 3.250 04/18/2022 5,180,756 100.05 5,183,122 0.53
GLS AUTO RECEIVABLES TRUST 3.35% 08/15/2022 US 3.350 08/15/2022 3,123,659 100.14 3,128,155 0.32
GLS AUTO RECEIVABLES TRUST 3.37% 01/17/2023 US 3.370 01/17/2023 4,609,670 100.12 4,615,224 0.47
GLS AUTO RECEIVABLES TRUST 4.39% 01/15/2021 US 4.390 01/15/2021 1,021,154 100.13 1,022,464 0.10
GLS AUTO RECEIVABLES TRUST 6.90% 10/15/2021 US 6.900 10/15/2021 2,130,000 102.70 2,187,448 0.22
GOVERNMENT NATIONAL MORTAGE AS 2.88% 07/16/2057 US 2.880 07/16/2057 5,661,122 97.41 5,514,714 0.56
GOVERNMENT NATIONAL MORTAGE AS 2.93% 01/16/2058 US 2.930 01/16/2058 4,623,890 97.75 4,520,006 0.46
GOVERNMENT NATIONAL MORTGAGE A 1.61% 07/16/2039 US 1.610 07/16/2039 166,915 97.58 162,875 0.02
GOVERNMENT NATIONAL MORTGAGE A 3.00% 05/20/2040 US 3.000 05/20/2040 68,820 101.41 69,790 0.01
GOVERNMENT NATIONAL MORTGAGE A 3.38% 02/20/2034 US 3.380 02/20/2034 395,336 103.88 410,692 0.04
GOVERNMENT NATIONAL MORTGAGE A 3.38% 03/20/2041 US 3.380 03/20/2041 567,556 103.96 590,058 0.06
GOVERNMENT NATIONAL MORTGAGE A 3.63% 04/20/2034 US 3.630 04/20/2034 164,902 103.78 171,139 0.02
GOVERNMENT NATIONAL MORTGAGE A 3.75% 08/20/2034 US 3.750 08/20/2034 300,811 104.04 312,951 0.03
GOVERNMENT NATIONAL MORTGAGE A 4.00% 11/20/2044 US 4.000 11/20/2044 283,190 103.80 293,950 0.03
GOVERNMENT NATIONAL MORTGAGE A 4.00% 12/20/2044 US 4.000 12/20/2044 1,227,305 103.77 1,273,626 0.13
GOVERNMENT NATIONAL MORTGAGE A 4.50% 10/20/2032 US 4.500 10/20/2032 97,611 102.23 99,792 0.01
GOVERNMENT NATIONAL MORTGAGE A 6.50% 04/15/2022 US 6.500 04/15/2022 3,234 102.77