2020DEC31 080000 2.0 2.0 2.0 2.0 SHEAR 0 0 0 16 65 0 2020DEC31 081500 2.5 2.2 2.1 2.1 SHEAR 0 0 0 15 66 0 2020DEC31 090000 2.5 2.2 2.1 2.1 SHEAR 0 0 0 14 67 0 2020DEC31 091500 2.5 2.4 2.2 2.2 SHEAR 0 0 0 8 73 0 2020DEC31 100000 2.5 2.4 2.2 2.2 SHEAR 0 0 0 0 81 0 2020DEC31 101500 2.5 2.5 2.2 2.2 SHEAR 0 0 0 0 81 0 2020DEC31 110000 2.5 2.5 2.3 2.3 SHEAR 0 0 0 0 81 0 2020DEC31 111500 2.4 2.4 2.3 2.3 CDO 0 0 0 0 81 0 2020DEC31 120000 2.1 2.3 2.3 2.3 CRVBND 0 0 0 52 29 0 2020DEC31 121500 2.5 2.5 2.4 2.4 SHEAR 0 0 0 0 81 0 2020DEC31 130000 2.5 2.5 2.4 2.4 SHEAR 0 0 0 0 81 0 2020DEC31 131500 2.5 2.5 2.4 2.4 SHEAR 0 0 0 1 80 0 2020DEC31 190000 2.1 2.1 2.1 2.4 CRVBND 0 0 0 62 19 0 2020DEC31 191500 2.2 2.2 2.1 2.4 CRVBND 0 0 0 63 18 0 2020DEC31 200000 2.7 2.6 2.3 2.3 CRVBND 3 0 2 66 12 0 2020DEC31 201500 2.7 2.6 2.3 2.3 CRVBND 6 0 4 64 11 0 2020DEC31 210000 2.7 2.7 2.4 2.4 CRVBND 12 0 9 61 8 0 2020DEC31 211500 2.7 2.7 2.4 2.4 CRVBND 13 0 8 57 11 0 2020DEC31 220000 2.3 2.3 2.4 2.4 CRVBND 8 0 2 59 14 0 2020DEC31 221500 2.3 2.3 2.4 2.4 CRVBND 10 0 5 53 18 0 2020DEC31 230000 2.3 2.3 2.5 2.5 CRVBND 6 0 6 41 34 0 2020DEC31 231500 2.3 2.3 2.4 2.5 CRVBND 5 0 5 32 44 0 2021JAN01 010000 2.0 2.0 2.0 2.0 SHEAR 0 0 0 0 0 0 2021JAN01 010000 2.0 2.0 2.0 2.0 SHEAR 0 0 0 0 0 0 2021JAN01 011500 3.1 2.5 2.2 2.2 SHEAR 0 0 0 29 52 0 2021JAN01 011500 3.1 2.5 2.2 2.2 SHEAR 0 0 0 29 52 0 2021JAN01 020000 2.2 2.2 2.2 2.2 CRVBND 0 0 0 67 14 0 2021JAN01 020000 2.2 2.2 2.2 2.2 CRVBND 0 0 0 67 14 0 2021JAN01 021500 2.3 2.3 2.2 2.2 CRVBND 0 0 0 75 6 0 2021JAN01 021500 2.3 2.3 2.2 2.2 CRVBND 0 0 0 75 6 0 2021JAN01 030000 2.0 2.0 2.2 2.2 CRVBND 2 0 2 79 0 0 2021JAN01 030000 2.0 2.0 2.2 2.2 CRVBND 2 0 2 79 0 0 2021JAN01 031500 2.3 2.3 2.2 2.2 CRVBND 2 0 2 79 0 0 2021JAN01 031500 2.3 2.3 2.2 2.2 CRVBND 2 0 2 79 0 0 2021JAN01 040000 3.0 2.7 2.3 2.3 CRVBND 31 0 4 50 0 0 2021JAN01 040000 3.0 2.7 2.3 2.3 CRVBND 31 0 4 50 0 0 2021JAN01 041500 3.1 2.7 2.3 2.3 CRVBND 33 0 6 48 0 0 2021JAN01 041500 3.1 2.7 2.3 2.3 CRVBND 33 0 6 48 0 0 2021JAN01 050000 3.0 2.7 2.4 2.4 CRVBND 29 0 10 52 0 0 2021JAN01 050000 3.0 2.7 2.4 2.4 CRVBND 29 0 10 52 0 0 2021JAN01 051500 3.0 2.7 2.4 2.4 CRVBND 21 0 11 60 0 0 2021JAN01 051500 3.0 2.7 2.4 2.4 CRVBND 21 0 11 60 0 0 2021JAN01 060000 2.5 2.5 2.5 2.5 CRVBND 13 0 6 68 0 0 2021JAN01 060000 2.5 2.5 2.5 2.5 CRVBND 13 0 6 68 0 0 2021JAN01 061500 2.6 2.6 2.6 2.6 CRVBND 4 0 3 77 0 0 2021JAN01 061500 2.6 2.6 2.6 2.6 CRVBND 4 0 3 77 0 0 2021JAN01 070000 2.5 2.5 2.6 2.6 CRVBND 0 0 0 81 0 0 2021JAN01 071500 2.3 2.3 2.5 2.6 CRVBND 0 0 0 81 0 0 2021JAN01 080000 2.1 2.1 2.4 2.6 CRVBND 0 0 0 81 0 0 2021JAN01 081500 2.1 2.1 2.4 2.6 CRVBND 0 0 0 81 0 0 2021JAN01 090000 2.1 2.1 2.3 2.6 CRVBND 0 0 0 81 0 0 2021JAN01 091500 2.1 2.1 2.2 2.6 CRVBND 0 0 0 81 0 0 2021JAN01 100000 2.0 2.0 2.1 2.6 CRVBND 0 0 0 81 0 0 2021JAN01 101500 2.3 2.3 2.1 2.6 CRVBND 0 0 0 81 0 0 2021JAN01 110000 2.0 2.0 2.1 2.6 CRVBND 0 0 0 81 0 0 2021JAN01 111500 2.1 2.1 2.1 2.6 CRVBND 0 0 0 81 0 0 2021JAN01 120000 2.1 2.1 2.1 2.6 CRVBND 1 0 0 80 0 0 2021JAN01 121500 2.1 2.1 2.1 2.6 CRVBND 2 0 0 79 0 0 2021JAN01 130000 2.0 2.0 2.1 2.5 CRVBND 1 0 0 80 0 0 2021JAN01 131500 2.0 2.0 2.0 2.5 CRVBND 2 0 0 79 0 0 2021JAN01 140000 2.2 2.2 2.0 2.4 CRVBND 0 0 0 81 0 0 2021JAN01 141500 2.1 2.1 2.0 2.4 CRVBND 0 0 0 81 0 0 2021JAN01 150000 2.1 2.1 2.0 2.3 CRVBND 0 0 0 81 0 0 2021JAN01 151500 2.0 2.0 2.0 2.1 CRVBND 0 0 0 81 0 0 2021JAN01 160000 3.0 2.5 2.1 2.1 CRVBND 0 0 0 81 0 0 2021JAN01 161500 2.6 2.5 2.2 2.2 CRVBND 0 0 0 81 0 0 2021JAN01 170000 2.3 2.3 2.2 2.2 CRVBND 0 0 0 81 0 0 2021JAN01 171500 2.3 2.3 2.2 2.2 CRVBND 0 0 0 81 0 0 2021JAN01 180000 2.5 2.5 2.3 2.3 CRVBND 7 0 0 74 0 0 2021JAN01 181500 2.9 2.7 2.4 2.4 CRVBND 18 0 2 63 0 0 2021JAN01 190000 2.3 2.3 2.4 2.4 CDO 55 0 15 26 0 0 2021JAN01 191500 2.5 2.5 2.4 2.4 CDO 63 0 24 18 0 0 2021JAN01 200000 2.9 2.7 2.4 2.4 CDO 42 0 31 39 0 0 2021JAN01 201500 2.9 2.7 2.5 2.5 CDO 46 0 36 35 0 0 2021JAN01 210000 3.0 2.7 2.5 2.5 IRRCDO 49 0 33 32 0 0 2021JAN01 211500 2.2 2.2 2.5 2.5 CDO 49 0 33 32 0 0 2021JAN01 220000 2.9 2.8 2.5 2.5 IRRCDO 59 0 37 22 0 0 2021JAN01 221500 3.0 2.9 2.6 2.6 IRRCDO 59 0 38 22 0 0 2021JAN01 230000 3.2 2.9 2.7 2.7 IRRCDO 65 0 30 16 0 0 2021JAN01 231500 2.8 2.8 2.7 2.7 CDO 68 0 31 13 0 0 2021JAN02 000000 3.2 3.0 2.7 2.7 CDO 77 1 17 3 0 0 2021JAN02 001500 3.3 3.1 2.8 2.8 CDO 80 0 17 1 0 0 2021JAN02 010000 3.6 3.1 2.9 2.9 CDO 79 2 0 0 0 0 2021JAN02 011500 3.7 3.1 3.0 3.0 CDO 73 8 0 0 0 0 2021JAN02 020000 3.8 3.1 3.0 3.0 CDO 77 4 0 0 0 0 2021JAN02 021500 3.8 3.2 3.0 3.0 CDO 80 1 0 0 0 0 2021JAN02 030000 3.8 3.2 3.1 3.1 CDO 73 8 0 0 0 0 2021JAN02 031500 3.8 3.2 3.1 3.1 CDO 63 18 0 0 0 0 2021JAN02 040000 3.7 3.2 3.1 3.1 CDO 65 16 0 0 0 0 2021JAN02 041500 3.7 3.3 3.1 3.1 CDO 51 30 0 0 0 0 2021JAN02 050000 3.7 3.4 3.2 3.2 CDO 73 8 0 0 0 0 2021JAN02 051500 3.6 3.4 3.2 3.2 CDO 70 11 0 0 0 0 2021JAN02 060000 3.5 3.4 3.3 3.3 EMBC 48 33 0 0 0 0 2021JAN02 061500 3.5 3.5 3.3 3.3 EMBC 48 33 0 0 0 0 2021JAN02 070000 3.4 3.4 3.3 3.3 CDO 62 17 0 2 0 0 2021JAN02 071500 3.4 3.4 3.4 3.4 CDO 63 8 0 10 0 0 2021JAN02 080000 3.3 3.3 3.4 3.4 CDO 54 0 0 27 0 0 2021JAN02 081500 3.3 3.3 3.3 3.4 CDO 53 0 0 28 0 0 2021JAN02 090000 3.2 3.2 3.3 3.4 CDO 43 0 0 38 0 0 2021JAN02 091500 2.9 2.9 3.2 3.4 CRVBND 32 0 0 49 0 0 2021JAN02 100000 2.3 2.8 3.1 3.4 CRVBND 4 0 0 77 0 0 2021JAN02 101500 2.3 2.7 3.0 3.4 CRVBND 1 0 0 80 0 0 2021JAN02 110000 2.1 2.6 2.9 3.4 CRVBND 0 0 0 81 0 0 2021JAN02 111500 3.1 3.1 2.9 3.4 CRVBND 0 0 0 81 0 0 2021JAN02 120000 2.4 2.6 2.8 3.4 CRVBND 3 0 0 78 0 0 2021JAN02 121500 2.2 2.6 2.7 3.4 CRVBND 0 0 0 81 0 0 2021JAN02 130000 2.4 2.6 2.7 3.4 CRVBND 0 0 0 81 0 0 2021JAN02 131500 2.3 2.7 2.7 3.4 CRVBND 0 0 0 81 0 0 2021JAN02 190000 2.9 2.9 2.9 2.9 SHEAR 1 0 1 16 64 0 2021JAN02 191500 1.5 2.4 2.6 2.9 SHEAR 2 0 2 16 63 0 2021JAN02 200000 2.3 2.4 2.5 2.9 SHEAR 0 0 0 7 74 0 2021JAN02 201500 2.2 2.2 2.4 2.9 SHEAR 0 0 0 10 71 0 2021JAN02 210000 2.5 2.5 2.4 2.9 SHEAR 0 0 0 8 73 0 2021JAN02 211500 2.6 2.6 2.5 2.9 SHEAR 0 0 0 10 71 0 2021JAN02 220000 2.9 2.9 2.5 2.9 SHEAR 0 0 0 16 65 0 2021JAN02 221500 3.0 3.0 2.5 2.9 SHEAR 2 0 2 15 64 0 2021JAN02 230000 1.5 2.0 2.5 2.9 SHEAR 0 0 0 12 69 0 2021JAN02 231500 3.0 3.0 2.6 2.9 CDO 0 0 0 14 67 0 2021JAN03 000000 1.5 2.0 2.5 2.9 SHEAR 0 0 0 14 67 0 2021JAN03 001500 3.0 3.0 2.6 2.9 CDO 0 0 0 9 72 0 2021JAN03 010000 1.5 2.0 2.5 2.9 SHEAR 0 0 0 9 72 0 2021JAN03 011500 1.5 2.1 2.3 2.6 SHEAR 1 0 1 4 76 0 2021JAN03 020000 1.5 2.0 2.3 2.6 SHEAR 2 0 2 10 69 0 2021JAN03 021500 1.5 1.8 2.2 2.6 SHEAR 3 0 3 11 67 0 2021JAN03 030000 1.5 1.8 2.1 2.6 SHEAR 0 0 0 16 65 0 2021JAN03 031500 1.5 1.7 1.9 2.6 SHEAR 1 0 1 16 64 0 2021JAN03 040000 2.1 2.1 1.9 2.6 CRVBND 2 0 2 22 57 0 2021JAN03 041500 2.1 2.1 1.9 2.6 CRVBND 2 0 2 22 57 0 2021JAN03 050000 1.5 1.5 1.8 2.6 SHEAR 2 0 2 17 62 0 2021JAN03 051500 1.5 1.6 1.8 2.6 SHEAR 0 0 0 14 67 0 2021JAN03 060000 1.5 1.5 1.7 2.6 SHEAR 0 0 0 8 73 0 2021JAN03 061500 1.5 1.6 1.7 2.6 SHEAR 0 0 0 4 77 0