.FN BM3066 | 526,966.78 | $562,086.64 | 5.000 | 07/01/2047 | 0.01 |
A Schulman Inc. 6.000 12/31/2049 | 4,795.00 | $4,950,837.50 | 60.000 | 12/31/2049 | 0.12 |
AbbVie Inc. 4.250 11/14/2028 | 5,260,000.00 | $5,119,741.05 | 4.250 | 11/14/2028 | 0.13 |
ABMT 2015-1 B1 | 2,351,201.91 | $2,348,183.20 | 3.818 | 01/25/2045 | 0.06 |
ABMT 2015-1 B2 | 1,329,456.30 | $1,323,085.01 | 3.818 | 01/25/2045 | 0.03 |
Abu Dhabi Crude Oil Pipeline LLC 4.600 11/2/2047 | 3,555,000.00 | $3,480,327.23 | 4.600 | 11/02/2047 | 0.09 |
Acrisure LLC Acrisure Finance Inc. 7.000 11/15/2025 | 1,474,000.00 | $1,263,955.00 | 7.000 | 11/15/2025 | 0.03 |
Acrisure LLC 5.729 11/22/2023 | 3,514,411.03 | $3,400,192.67 | 6.595 | 11/22/2023 | 0.08 |
Adani Abbot Point Terminal Pty Ltd. 4.450 12/15/2022 | 6,770,000.00 | $6,030,587.37 | 4.450 | 12/15/2022 | 0.15 |
Advanced Disposal Services Inc. 5.625 11/15/2024 | 1,165,000.00 | $1,144,612.50 | 5.625 | 11/15/2024 | 0.02 |
Aegea Finance Sarl 5.750 10/10/2024 | 3,570,000.00 | $3,418,310.70 | 5.750 | 10/10/2024 | 0.08 |
AerCap Global Aviation Trust 6.500 6/15/2045 | 3,310,000.00 | $3,227,250.00 | 6.500 | 06/15/2045 | 0.08 |
AerCap Ireland Capital DAC AerCap Global Aviation Trust 3.650 7/21/2027 | 8,998,000.00 | $7,812,244.46 | 3.650 | 07/21/2027 | 0.20 |
Aerojet Rocketdyne Holdings Inc. 2.250 12/15/2023 | 1,085,000.00 | $1,597,122.17 | 2.250 | 12/15/2023 | 0.04 |
AES Andres BV Dominican Power Partners Empresa Generadora de Electricidad It 7.950 5/11/2026 | 4,100,000.00 | $4,161,500.00 | 7.950 | 05/11/2026 | 0.10 |
AES Gener S.A. 8.375 12/18/2073 | 2,170,000.00 | $2,173,645.60 | 8.375 | 12/18/2073 | 0.05 |
AESOP 2014-1A A | 2,547,000.00 | $2,539,539.07 | 2.460 | 07/20/2020 | 0.06 |
Air Lease Corp. 3.000 9/15/2023 | 4,235,000.00 | $3,980,778.03 | 3.000 | 09/15/2023 | 0.10 |
Air Lease Corp. 3.625 4/1/2027 | 3,575,000.00 | $3,204,717.95 | 3.625 | 04/01/2027 | 0.08 |
Air Medical Group Holdings Inc. 5.285 4/28/2022 | 1,561,514.15 | $1,457,226.87 | 5.682 | 04/28/2022 | 0.03 |
Air Medical Group Holdings Inc. 6.375 5/15/2023 | 377,000.00 | $320,450.00 | 6.375 | 05/15/2023 | 0.00 |
Akbank T.A.S. 7.200 3/16/2027 | 3,060,000.00 | $2,709,691.20 | 7.200 | 03/16/2027 | 0.07 |
Alcoa Nederland Holding BV 6.750 9/30/2024 | 725,000.00 | $739,500.00 | 6.750 | 09/30/2024 | 0.01 |
Allied Universal Holdco LLC 6.641 7/28/2022 | 642,000.00 | $615,918.75 | 6.641 | 07/28/2022 | 0.01 |
Allison Transmission Inc. 5.000 10/1/2024 | 1,455,000.00 | $1,402,256.25 | 5.000 | 10/01/2024 | 0.03 |
Alpha 3 BV 4.000 1/31/2024 | 1,716,741.21 | $1,642,349.66 | 5.386 | 01/31/2024 | 0.04 |
Alta Mesa Holdings LP Alta Mesa Finance Services Corp. 7.875 12/15/2024 | 1,870,000.00 | $1,168,750.00 | 7.875 | 12/15/2024 | 0.03 |
Altice France S.A. France 3.000 7/18/2025 | 2,609,314.88 | $2,395,677.22 | 5.095 | 07/18/2025 | 0.06 |
Altice France S.A. France 4.349 1/31/2026 | 188,134.01 | $174,788.16 | 6.143 | 01/31/2026 | 0.00 |
Altice France S.A. France 6.250 5/15/2024 | 1,815,000.00 | $1,699,293.75 | 6.250 | 05/15/2024 | 0.04 |
Altice France S.A. France 6.331 8/14/2026 | 630,000.00 | $593,775.00 | 6.455 | 08/14/2026 | 0.01 |
Altice Luxembourg S.A. 7.750 5/15/2022 | 1,585,000.00 | $1,448,293.75 | 7.750 | 05/15/2022 | 0.03 |
AMC Entertainment Holdings Inc. 6.125 5/15/2027 | 1,750,000.00 | $1,505,000.00 | 6.125 | 05/15/2027 | 0.03 |
AMC Networks Inc. 4.750 8/1/2025 | 1,015,000.00 | $923,650.00 | 4.750 | 08/01/2025 | 0.02 |
American Airlines Inc. 3.477 12/14/2023 | 3,494,838.39 | $3,333,202.11 | 4.455 | 12/14/2023 | 0.08 |
American Tower Trust #1 3.070 3/15/2023 | 10,235,000.00 | $10,085,780.86 | 3.070 | 03/15/2023 | 0.26 |
American Transmission Systems Inc. 5.250 1/15/2022 | 14,260,000.00 | $14,994,973.23 | 5.250 | 01/15/2022 | 0.38 |
AmeriGas Partners LP AmeriGas Finance Corp. 5.875 8/20/2026 | 1,410,000.00 | $1,293,675.00 | 5.875 | 08/20/2026 | 0.03 |
AMG Capital Trust II 5.150 10/15/2037 | 52,740.00 | $2,544,705.00 | 2.575 | 10/15/2037 | 0.06 |
Amgen Inc. 4.000 9/13/2029 | 1,271,000.00 | $1,773,213.47 | 4.000 | 09/13/2029 | 0.04 |
AMMC 2017-21A A | 2,750,000.00 | $2,728,918.50 | 3.809 | 11/02/2030 | 0.07 |
AMMC 2018-22A A | 4,400,000.00 | $4,315,894.00 | 3.520 | 04/25/2031 | 0.11 |
AMXCA 2017-5 A | 5,175,000.00 | $5,172,931.55 | 2.835 | 02/18/2025 | 0.13 |
AMXCA 2018-3 A | 2,720,000.00 | $2,700,326.78 | 2.775 | 10/15/2025 | 0.06 |
AMXCA 2018-9 A | 5,700,000.00 | $5,661,927.99 | 2.835 | 04/15/2026 | 0.14 |
Anglo American Capital PLC 4.000 9/11/2027 | 1,130,000.00 | $1,022,151.78 | 4.000 | 09/11/2027 | 0.02 |
Anglo American Capital PLC 4.750 4/10/2027 | 14,900,000.00 | $14,292,062.12 | 4.750 | 04/10/2027 | 0.36 |
Anheuser-Busch Cos LLC Anheuser-Busch InBev Worldwide Inc. 3.650 2/1/2026 | 7,255,000.00 | $6,864,028.78 | 3.650 | 02/01/2026 | 0.17 |
Anixter Inc. 6.000 12/1/2025 | 780,000.00 | $776,100.00 | 6.000 | 12/01/2025 | 0.02 |
ANZ New Zealand Int'l Ltd. London 2.600 9/23/2019 | 1,300,000.00 | $1,295,891.87 | 2.600 | 09/23/2019 | 0.03 |
APEXC 2018-1A A2 | 11,200,000.00 | $10,986,281.60 | 3.520 | 04/25/2031 | 0.28 |
Applied Systems Inc. 8.320 9/19/2025 | 3,735,000.00 | $3,706,987.50 | 9.386 | 09/19/2025 | 0.09 |
Arab Petroleum Investments Corp. 4.125 9/18/2023 | 2,200,000.00 | $2,203,036.00 | 4.125 | 09/18/2023 | 0.05 |
Aramark Services Inc. 1.750 3/11/2025 | 1,744,078.88 | $1,693,195.38 | 4.095 | 03/11/2025 | 0.04 |
Aramark Services Inc. 5.000 2/1/2028 | 1,275,000.00 | $1,192,125.00 | 5.000 | 02/01/2028 | 0.03 |
Archer-Daniels-Midland Co. 4.500 3/15/2049 | 2,125,000.00 | $2,186,641.36 | 4.500 | 03/15/2049 | 0.05 |
Ardagh Packaging Finance PLC Ardagh Holdings USA Inc. 6.000 2/15/2025 | 790,000.00 | $731,239.80 | 6.000 | 02/15/2025 | 0.01 |
Argentine Bonos del Tesoro 16.000 10/17/2023 | 98,941,000.00 | $2,305,383.10 | 16.000 | 10/17/2023 | 0.05 |
Argentine Republic Government International Bond 5.625 1/26/2022 | 3,410,000.00 | $2,889,975.00 | 5.625 | 01/26/2022 | 0.07 |
Argentine Republic Government International Bond 6.875 1/11/2048 | 2,860,000.00 | $2,005,575.00 | 6.875 | 01/11/2048 | 0.05 |
Ashtead Capital Inc. 5.250 8/1/2026 | 1,540,000.00 | $1,493,800.00 | 5.250 | 08/01/2026 | 0.03 |
Asian Development Bank 3.500 5/30/2024 | 1,502,000.00 | $1,050,742.47 | 3.500 | 05/30/2024 | 0.02 |
Assurant Inc. 6.500 3/15/2021 | 26,609.00 | $2,611,939.44 | 6.500 | 03/15/2021 | 0.06 |
AssuredPartners Inc. 3.250 10/22/2024 | 3,161,883.30 | $2,987,979.72 | 5.595 | 10/22/2024 | 0.07 |
AssuredPartners Inc. 7.000 8/15/2025 | 2,221,000.00 | $2,012,847.88 | 7.000 | 08/15/2025 | 0.05 |
AstraZeneca PLC 3.500 8/17/2023 | 2,165,000.00 | $2,155,786.41 | 3.500 | 08/17/2023 | 0.05 |
AstraZeneca PLC 4.000 1/17/2029 | 4,420,000.00 | $4,362,627.96 | 4.000 | 01/17/2029 | 0.11 |
AT&T Inc. 4.500 3/9/2048 | 3,235,000.00 | $2,799,713.28 | 4.500 | 03/09/2048 | 0.07 |
AT&T Inc. 5.250 3/1/2037 | 10,365,000.00 | $10,218,684.55 | 5.250 | 03/01/2037 | 0.26 |
ATCLO 2018-10A A | 5,900,000.00 | $5,807,653.20 | 3.526 | 01/15/2031 | 0.15 |
Atento Luxco 1 S.A. 6.125 8/10/2022 | 3,430,000.00 | $3,327,100.00 | 6.125 | 08/10/2022 | 0.08 |
AUD/USD BNP 01/11/19 | -6,955,236.15 | -$4,900,108.85 | 0.000 | 01/11/2019 | -0.13 |
AUD/USD BOA 01/11/19 | 3,348,762.17 | $2,359,272.75 | 0.000 | 01/11/2019 | 0.06 |
Ausgrid Finance Pty Ltd. 3.850 5/1/2023 | 4,440,000.00 | $4,434,254.64 | 3.850 | 05/01/2023 | 0.11 |
Ausgrid Finance Pty Ltd. 4.350 8/1/2028 | 3,095,000.00 | $3,092,653.37 | 4.350 | 08/01/2028 | 0.08 |
AUSTRALIAN DOLLAR | 1,077.37 | $758.84 | 0.000 | - | n/a |
Avangrid Inc. 3.150 12/1/2024 | 6,790,000.00 | $6,561,719.52 | 3.150 | 12/01/2024 | 0.16 |
Aviation Capital Group LLC 3.500 11/1/2027 | 1,245,000.00 | $1,127,374.02 | 3.500 | 11/01/2027 | 0.02 |
Aviation Capital Group LLC 4.375 1/30/2024 | 4,350,000.00 | $4,360,228.16 | 4.375 | 01/30/2024 | 0.11 |
Aviation Capital Group LLC 4.875 10/1/2025 | 4,855,000.00 | $4,858,089.72 | 4.875 | 10/01/2025 | 0.12 |
Avis Budget Car Rental LLC Avis Budget Finance Inc. 6.375 4/1/2024 | 665,000.00 | $638,400.00 | 6.375 | 04/01/2024 | 0.01 |
Avis Budget Car Rental LLC 3.900 3/15/2025 | 1,232,313.10 | $1,195,343.71 | 4.350 | 03/15/2025 | 0.03 |
AXA Equitable Holdings Inc. 4.350 4/20/2028 | 1,710,000.00 | $1,619,948.32 | 4.350 | 04/20/2028 | 0.04 |
AXA Equitable Holdings Inc. 5.000 4/20/2048 | 3,825,000.00 | $3,368,454.50 | 5.000 | 04/20/2048 | 0.08 |
BACCT 2018-A3 A3 | 2,800,000.00 | $2,817,042.48 | 3.100 | 12/15/2023 | 0.07 |
BACM 2017-BNK3 B | 30,000.00 | $29,708.47 | 3.879 | 02/15/2050 | 0.00 |
Baidu Inc. 4.375 3/29/2028 | 3,175,000.00 | $3,118,335.78 | 4.375 | 03/29/2028 | 0.08 |
Ball Corp. 5.250 7/1/2025 | 1,300,000.00 | $1,300,000.00 | 5.250 | 07/01/2025 | 0.03 |
Ball Metalpack Finco LLC 4.500 7/26/2025 | 2,462,625.00 | $2,444,278.44 | 6.845 | 07/26/2025 | 0.06 |
Ball Metalpack Finco LLC 9.750 7/26/2026 | 542,000.00 | $533,788.70 | 11.095 | 07/26/2026 | 0.01 |
Banco de Credito e Inversiones S.A. 3.500 10/12/2027 | 3,285,000.00 | $2,962,659.38 | 3.500 | 10/12/2027 | 0.07 |
Banco do Brasil S.A. Cayman 4.875 4/19/2023 | 2,325,000.00 | $2,292,915.00 | 4.875 | 04/19/2023 | 0.05 |
Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand 4.125 11/9/2022 | 3,260,000.00 | $3,219,250.00 | 4.125 | 11/09/2022 | 0.08 |
Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand 5.950 10/1/2028 | 2,295,000.00 | $2,312,212.50 | 5.950 | 10/01/2028 | 0.05 |
Banco Santander S.A. 3.848 4/12/2023 | 6,300,000.00 | $6,127,078.86 | 3.848 | 04/12/2023 | 0.15 |
BANK 2017-BNK4 XA | 18,944,981.61 | $1,586,204.58 | 1.442 | 05/15/2050 | 0.04 |
BANK 2017-BNK5 A5 | 6,515,000.00 | $6,377,300.26 | 3.390 | 06/15/2060 | 0.16 |
BANK 2017-BNK5 B | 2,775,000.00 | $2,720,654.40 | 3.896 | 06/15/2060 | 0.07 |
BANK 2017-BNK7 A5 | 3,180,000.00 | $3,115,168.07 | 3.435 | 09/15/2060 | 0.08 |
BANK 2017-BNK8 A4 | 2,372,000.00 | $2,347,151.64 | 3.488 | 11/15/2050 | 0.06 |
BANK 2018-BN14 A4 | 3,000,000.00 | $3,110,713.80 | 4.231 | 09/15/2060 | 0.08 |
Bank of America Corp. 3.300 8/5/2021 | 1,420,000.00 | $1,010,380.81 | 3.300 | 08/05/2021 | 0.02 |
Bank of America Corp. 3.864 7/23/2024 | 11,270,000.00 | $11,249,439.01 | 3.864 | 07/23/2024 | 0.29 |
Bank of America Corp. 4.271 7/23/2029 | 4,120,000.00 | $4,107,946.12 | 4.271 | 07/23/2029 | 0.10 |
Bank of America Corp. 6.500 10/29/2049 | 5,975,000.00 | $6,057,156.25 | 0.000 | 10/29/2049 | 0.15 |
Bank of America Corp. 7.250 12/31/2049 | 1,984.00 | $2,484,960.00 | 72.500 | 12/31/2049 | 0.06 |
Bank of China Ltd. 5.000 11/13/2024 | 3,800,000.00 | $3,924,199.20 | 5.000 | 11/13/2024 | 0.10 |
Bank of Georgia JSC 6.000 7/26/2023 | 3,380,000.00 | $3,295,770.40 | 6.000 | 07/26/2023 | 0.08 |
Bank of New York Mellon Corp. 4.625 12/29/2049 | 820,000.00 | $739,025.00 | 4.625 | 12/29/2049 | 0.01 |
Banque Ouest Africaine de Developpement 5.000 7/27/2027 | 4,640,000.00 | $4,363,075.52 | 5.000 | 07/27/2027 | 0.11 |
Barclays PLC 7.750 12/29/2049 | 2,335,000.00 | $2,251,920.70 | 7.750 | 12/29/2049 | 0.05 |
BAT Capital Corp. 2.297 8/14/2020 | 705,000.00 | $688,469.37 | 2.297 | 08/14/2020 | 0.01 |
BAT Capital Corp. 3.222 8/15/2024 | 6,750,000.00 | $6,224,329.58 | 3.222 | 08/15/2024 | 0.16 |
BATLN 2018-12A A1 | 4,400,000.00 | $4,323,206.80 | 3.710 | 05/17/2031 | 0.11 |
Bausch Health Cos Inc. 5.500 11/1/2025 | 720,000.00 | $674,100.00 | 5.500 | 11/01/2025 | 0.01 |
Bayer US Finance II LLC 4.250 12/15/2025 | 1,865,000.00 | $1,818,673.21 | 4.250 | 12/15/2025 | 0.04 |
Bayer US Finance II LLC 4.375 12/15/2028 | 7,795,000.00 | $7,461,689.70 | 4.375 | 12/15/2028 | 0.19 |
BB&T Corp. 3.750 12/6/2023 | 8,205,000.00 | $8,278,948.38 | 3.750 | 12/06/2023 | 0.21 |
BBCMS 2018-C2 A5 | 3,695,000.00 | $3,866,377.06 | 4.314 | 12/15/2051 | 0.10 |
BBVA Bancomer S.A. Texas 5.125 1/18/2033 | 1,356,000.00 | $1,181,428.56 | 5.125 | 01/18/2033 | 0.03 |
BBVA Bancomer S.A. Texas 7.250 4/22/2020 | 935,000.00 | $970,530.00 | 7.250 | 04/22/2020 | 0.02 |
Becton Dickinson and Co. 6.125 5/1/2020 | 50,172.00 | $2,893,419.24 | 3.063 | 05/01/2020 | 0.07 |
BELL 2016-1A A2II | 2,807,250.00 | $2,830,662.47 | 4.377 | 05/25/2046 | 0.07 |
Bell Canada Inc. 3.350 3/22/2023 | 2,132,000.00 | $1,563,034.60 | 3.350 | 03/22/2023 | 0.04 |
Bermuda Government International Bond 3.717 1/25/2027 | 2,200,000.00 | $2,103,574.00 | 3.717 | 01/25/2027 | 0.05 |
Best Buy Co. Inc. 4.450 10/1/2028 | 6,320,000.00 | $6,043,541.08 | 4.450 | 10/01/2028 | 0.15 |
BHP Billiton Finance USA Ltd. 6.250 10/19/2075 | 12,410,000.00 | $12,702,193.45 | 6.250 | 10/19/2075 | 0.32 |
BioMarin Pharmaceutical Inc. 1.500 10/15/2020 | 2,172,000.00 | $2,421,780.00 | 1.500 | 10/15/2020 | 0.06 |
BLACK 2015-1A A2R | 3,000,000.00 | $2,973,009.00 | 3.448 | 10/03/2029 | 0.07 |
BLACK 2017-1A A1A | 4,000,000.00 | $3,966,064.00 | 3.777 | 04/24/2029 | 0.10 |
BLACK 2017-2A A2 | 2,800,000.00 | $2,798,849.20 | 3.648 | 01/20/2032 | 0.07 |
Blackstone Mortgage Trust Inc. 4.375 5/5/2022 | 754,000.00 | $737,491.92 | 4.375 | 05/05/2022 | 0.01 |
Blackstone Mortgage Trust Inc. 4.750 3/15/2023 | 1,630,000.00 | $1,592,226.38 | 4.750 | 03/15/2023 | 0.04 |
Blue Ribbon LLC 5.000 11/13/2021 | 4,422,954.18 | $4,093,996.96 | 6.372 | 11/13/2021 | 0.10 |
BMARK 2018-B6 A4 | 2,000,000.00 | $2,092,825.20 | 4.261 | 10/10/2051 | 0.05 |
BMC East LLC 5.500 10/1/2024 | 1,200,000.00 | $1,123,500.00 | 5.500 | 10/01/2024 | 0.02 |
BNG Bank NV 3.500 7/19/2027 | 1,736,000.00 | $1,275,748.10 | 3.500 | 07/19/2027 | 0.03 |
BOAA 2005-1 2A1 | 45,697.17 | $41,874.12 | 5.500 | 02/25/2020 | 0.00 |
BOAA 2005-6 7A1 | 122,863.30 | $112,209.92 | 5.500 | 07/25/2020 | 0.00 |
BOAMS 2004-K 2A1 | 534,786.16 | $531,203.04 | 4.489 | 12/25/2034 | 0.01 |
BOC Aviation Ltd. 2.375 9/15/2021 | 2,530,000.00 | $2,441,040.14 | 2.375 | 09/15/2021 | 0.06 |
Boingo Wireless Inc. 1.000 10/1/2023 | 2,407,000.00 | $2,043,904.05 | 1.000 | 10/01/2023 | 0.05 |
Boise Cascade Co. 5.625 9/1/2024 | 2,025,000.00 | $1,908,562.50 | 5.625 | 09/01/2024 | 0.04 |
BOMBARDIER INC. 6.000 10/15/2022 | 1,175,000.00 | $1,107,437.50 | 6.000 | 10/15/2022 | 0.02 |
Bombardier Recreational Products Inc. 2.000 5/7/2025 | 1,476,300.00 | $1,431,395.38 | 4.350 | 05/07/2025 | 0.03 |
Booking Holdings Inc. 0.350 6/15/2020 | 2,143,000.00 | $2,891,687.05 | 0.350 | 06/15/2020 | 0.07 |
Boxer Parent Co. Inc. 4.250 10/2/2025 | 2,652,000.00 | $2,551,887.00 | 6.648 | 10/02/2025 | 0.06 |
Boyd Gaming Corp. 6.375 4/1/2026 | 1,325,000.00 | $1,286,906.25 | 6.375 | 04/01/2026 | 0.03 |
BP Capital Markets America Inc. 3.796 9/21/2025 | 7,835,000.00 | $7,883,077.13 | 3.796 | 09/21/2025 | 0.20 |
Branch Banking & Trust Co. 2.250 6/1/2020 | 1,355,000.00 | $1,338,234.45 | 2.250 | 06/01/2020 | 0.03 |
Braskem Netherlands Finance BV 3.500 1/10/2023 | 610,000.00 | $580,573.60 | 3.500 | 01/10/2023 | 0.01 |
Braskem Netherlands Finance BV 4.500 1/10/2028 | 4,220,000.00 | $3,916,202.20 | 4.500 | 01/10/2028 | 0.10 |
Brazil Notas do Tesouro Nacional Serie F 10.000 1/1/2027 | 34,185,000.00 | $9,216,515.22 | 10.000 | 01/01/2027 | 0.23 |
Brighthouse Financial Inc. 3.700 6/22/2027 | 2,385,000.00 | $2,019,904.92 | 3.700 | 06/22/2027 | 0.05 |
Brighthouse Financial Inc. 4.700 6/22/2047 | 4,080,000.00 | $3,051,710.66 | 4.700 | 06/22/2047 | 0.07 |
BRITISH POUNDS | 49.89 | $63.59 | 0.000 | - | n/a |
British Telecommunications PLC 4.500 12/4/2023 | 1,965,000.00 | $1,993,647.54 | 4.500 | 12/04/2023 | 0.05 |
Broadcom Corp. Broadcom Cayman Finance Ltd. 3.500 1/15/2028 | 4,470,000.00 | $3,882,400.17 | 3.500 | 01/15/2028 | 0.10 |
BSP 2013-IIA A1R | 4,000,000.00 | $3,975,420.00 | 3.686 | 07/15/2029 | 0.10 |
BSP 2014-IVA A1R | 14,000,000.00 | $13,993,616.00 | 3.959 | 01/20/2029 | 0.36 |
Buckeye Tobacco Settlement Financing Authority 5.875 6/1/2047 | 760,000.00 | $722,972.80 | 5.875 | 06/01/2047 | 0.01 |
Builders FirstSource Inc. 4.000 2/29/2024 | 1,830,959.49 | $1,724,763.84 | 5.386 | 02/29/2024 | 0.04 |
Builders FirstSource Inc. 5.625 9/1/2024 | 1,590,000.00 | $1,480,687.50 | 5.625 | 09/01/2024 | 0.03 |
Bunge Ltd. Finance Corp. 4.350 3/15/2024 | 5,105,000.00 | $5,021,339.26 | 4.350 | 03/15/2024 | 0.12 |
Burlington Northern Santa Fe LLC 4.150 12/15/2048 | 2,910,000.00 | $2,845,353.19 | 4.150 | 12/15/2048 | 0.07 |
BWAY Holding Co. 3.250 4/3/2024 | 2,025,325.00 | $1,912,666.30 | 5.658 | 04/03/2024 | 0.04 |
BWAY Holding Co. 5.500 4/15/2024 | 2,165,000.00 | $2,043,218.75 | 5.500 | 04/15/2024 | 0.05 |
C&W Senior Financing DAC 7.500 10/15/2026 | 2,290,000.00 | $2,206,987.50 | 7.500 | 10/15/2026 | 0.05 |
CAD/USD BOA 01/11/19 | -9,916,814.67 | -$7,266,190.51 | 0.000 | 01/11/2019 | -0.19 |
Calpine Corp. 5.250 6/1/2026 | 405,000.00 | $371,081.25 | 5.250 | 06/01/2026 | 0.00 |
Calpine Corp. 5.750 1/15/2025 | 1,515,000.00 | $1,390,012.50 | 5.750 | 01/15/2025 | 0.03 |
Campbell Soup Co. 3.650 3/15/2023 | 6,305,000.00 | $6,154,226.01 | 3.650 | 03/15/2023 | 0.15 |
CANADIAN DOLLAR | 7,132.71 | $5,224.66 | 0.000 | - | 0.00 |
Canadian Government Bond 2.750 12/1/2048 | 1,202,000.00 | $990,162.03 | 2.750 | 12/01/2048 | 0.02 |
CARMX 2018-4 A2B | 3,425,000.00 | $3,425,113.37 | 2.655 | 02/15/2022 | 0.08 |
CAS 2016-C03 1M1 | 2,165,537.82 | $2,182,720.50 | 4.506 | 10/25/2028 | 0.05 |
CAS 2016-C04 1M1 | 1,268,408.05 | $1,273,099.00 | 3.956 | 01/25/2029 | 0.03 |
CAS 2017-C01 1M1 | 1,342,426.51 | $1,346,475.94 | 3.806 | 07/25/2029 | 0.03 |
CAS 2017-C04 2M2 | 1,860,000.00 | $1,902,864.26 | 5.356 | 11/25/2029 | 0.04 |
CAS 2018-C01 1M2 | 2,915,000.00 | $2,846,428.71 | 4.756 | 07/25/2030 | 0.07 |
CAS 2018-C02 2M2 | 2,620,000.00 | $2,549,117.73 | 4.706 | 08/25/2030 | 0.06 |
CAS 2018-C03 1M2 | 2,355,000.00 | $2,301,136.20 | 4.656 | 10/25/2030 | 0.05 |
CAS 2018-C05 1M2 | 2,280,000.00 | $2,222,290.69 | 4.856 | 01/25/2031 | 0.05 |
CAS 2018-R07 1M2 | 3,105,000.00 | $3,054,039.50 | 4.906 | 04/25/2031 | 0.07 |
CCCIT 2017-A5 A5 | 1,065,000.00 | $1,070,477.08 | 3.124 | 04/22/2026 | 0.02 |
CCL Industries Inc. 3.250 10/1/2026 | 3,480,000.00 | $3,253,082.77 | 3.250 | 10/01/2026 | 0.08 |
CCO Holdings LLC CCO Holdings Capital Corp. 5.125 5/1/2027 | 1,190,000.00 | $1,111,341.00 | 5.125 | 05/01/2027 | 0.02 |
CCUBS 2017-C1 A4 | 1,600,000.00 | $1,584,928.16 | 3.544 | 11/15/2050 | 0.04 |
CD 2016-CD2 A3 | 5,440,000.00 | $5,329,509.25 | 3.248 | 11/10/2049 | 0.13 |
CD 2017-CD6 B | 1,925,000.00 | $1,879,655.66 | 3.911 | 11/13/2050 | 0.04 |
CDK Global Inc. 4.875 6/1/2027 | 1,450,000.00 | $1,352,125.00 | 4.875 | 06/01/2027 | 0.03 |
CDK Global Inc. 5.000 10/15/2024 | 4,740,000.00 | $4,657,050.00 | 5.000 | 10/15/2024 | 0.12 |
CDW LLC CDW Finance Corp. 5.000 9/1/2025 | 1,425,000.00 | $1,369,781.25 | 5.000 | 09/01/2025 | 0.03 |
CEDF 2014-4A AR | 4,000,000.00 | $3,972,164.00 | 3.707 | 07/23/2030 | 0.10 |
CEDF 2017-8A A1 | 5,330,000.00 | $5,314,788.18 | 3.699 | 10/17/2030 | 0.13 |
Cemex SAB de CV 3.720 3/15/2020 | 3,743,000.00 | $3,659,617.19 | 3.720 | 03/15/2020 | 0.09 |
Cemex SAB de CV 3.720 3/15/2020 | 1,663,000.00 | $1,626,749.93 | 3.720 | 03/15/2020 | 0.04 |
Cemig Geracao e Transmissao S.A. 9.250 12/5/2024 | 3,090,000.00 | $3,300,120.00 | 9.250 | 12/05/2024 | 0.08 |
CenterPoint Energy Inc. 3.850 2/1/2024 | 2,805,000.00 | $2,821,607.56 | 3.850 | 02/01/2024 | 0.07 |
CenterPoint Energy Inc. 4.250 11/1/2028 | 3,420,000.00 | $3,474,565.76 | 4.250 | 11/01/2028 | 0.08 |
CenterPoint Energy Inc. 6.125 12/29/2049 | 3,920,000.00 | $3,826,900.00 | 6.125 | 12/29/2049 | 0.09 |
CENTURY COMM TRACKING | 7,875,000.00 | $0.00 | 0.000 | - | 0.00 |
CFCRE 2011-C2 C | 1,745,000.00 | $1,835,578.94 | 5.756 | 12/15/2047 | 0.04 |
CFCRE 2016-C7 A3 | 9,835,000.00 | $9,919,573.13 | 3.839 | 12/10/2054 | 0.25 |
CFIP 2017-1A A | 10,800,000.00 | $10,713,837.60 | 3.665 | 01/18/2030 | 0.27 |
CGCMT 2014-GC25 A4 | 3,550,000.00 | $3,592,474.33 | 3.635 | 10/10/2047 | 0.09 |
CGCMT 2016-P3 A4 | 5,500,000.00 | $5,421,717.95 | 3.329 | 04/15/2049 | 0.14 |
CGCMT 2017-C4 A4 | 2,710,000.00 | $2,674,069.47 | 3.471 | 10/12/2050 | 0.06 |
CGCMT 2018-C5 A4 | 3,750,000.00 | $3,924,560.63 | 4.228 | 06/10/2051 | 0.10 |
CH Hold Corp. 8.561 2/1/2025 | 824,418.00 | $820,295.91 | 9.595 | 02/01/2025 | 0.02 |
Change Healthcare Holdings LLC 3.750 3/1/2024 | 3,486,275.91 | $3,321,402.95 | 5.095 | 03/01/2024 | 0.08 |
Charles River Laboratories International Inc. 5.500 4/1/2026 | 1,375,000.00 | $1,357,812.50 | 5.500 | 04/01/2026 | 0.03 |
Charles Schwab Corp. 3.250 5/21/2021 | 2,160,000.00 | $2,171,178.86 | 3.250 | 05/21/2021 | 0.05 |
Charles Schwab Corp. 3.850 5/21/2025 | 2,300,000.00 | $2,348,996.44 | 3.850 | 05/21/2025 | 0.06 |
Charles Schwab Corp. 5.000 12/29/2049 | 1,740,000.00 | $1,464,210.00 | 5.000 | 12/29/2049 | 0.03 |
Chart Industries Inc. 1.000 11/15/2024 | 2,399,000.00 | $2,988,794.15 | 1.000 | 11/15/2024 | 0.07 |
Charter Communications Operating LLC Charter Communications Operating Capital 5.375 4/1/2038 | 7,300,000.00 | $6,823,226.78 | 5.375 | 04/01/2038 | 0.17 |
Charter Communications Operating LLC 3.588 4/30/2025 | 1,931,260.58 | $1,856,907.05 | 4.350 | 04/30/2025 | 0.04 |
Chemours Co. 1.750 4/3/2025 | 3,914,136.57 | $3,767,356.45 | 4.100 | 04/03/2025 | 0.09 |
Cheniere Corpus Christi Holdings LLC 5.875 3/31/2025 | 1,465,000.00 | $1,461,337.50 | 5.875 | 03/31/2025 | 0.03 |
Cheniere Energy Inc. 4.250 3/15/2045 | 6,098,000.00 | $4,272,258.80 | 4.250 | 03/15/2045 | 0.11 |
Cheniere Energy Partners LP 5.250 10/1/2025 | 720,000.00 | $674,100.00 | 5.250 | 10/01/2025 | 0.01 |
Chesapeake Energy Corp. 8.000 1/15/2025 | 1,040,000.00 | $923,000.00 | 8.000 | 01/15/2025 | 0.02 |
CHS Community Health Systems Inc. 4.000 1/27/2021 | 2,914,275.39 | $2,799,890.08 | 5.957 | 01/27/2021 | 0.07 |
Cigna Corp. 3.326 7/15/2023 | 3,240,000.00 | $3,192,613.06 | 3.326 | 07/15/2023 | 0.08 |
Cigna Corp. 4.125 11/15/2025 | 6,605,000.00 | $6,608,553.49 | 4.125 | 11/15/2025 | 0.17 |
Cigna Corp. 4.375 10/15/2028 | 2,905,000.00 | $2,928,643.50 | 4.375 | 10/15/2028 | 0.07 |
Citibank NA 3.400 7/23/2021 | 2,620,000.00 | $2,624,152.44 | 3.400 | 07/23/2021 | 0.06 |
Citigroup Inc. 3.190 8/7/2019 | 2,308,000.00 | $1,630,389.92 | 3.190 | 08/07/2019 | 0.04 |
Citigroup Inc. 3.750 10/27/2023 | 2,222,000.00 | $1,595,906.88 | 3.750 | 10/27/2023 | 0.04 |
Citizens Bank NA Providence RI 2.550 5/13/2021 | 1,975,000.00 | $1,932,750.21 | 2.550 | 05/13/2021 | 0.05 |
Citizens Financial Group Inc. 2.375 7/28/2021 | 485,000.00 | $472,766.60 | 2.375 | 07/28/2021 | 0.01 |
Citizens Financial Group Inc. 4.300 12/3/2025 | 4,810,000.00 | $4,754,083.27 | 4.300 | 12/03/2025 | 0.12 |
CityCenter Holdings LLC 3.000 4/18/2024 | 4,383,755.45 | $4,167,307.52 | 4.595 | 04/18/2024 | 0.10 |
CK Hutchison International 17 Ltd. 2.875 4/5/2022 | 4,320,000.00 | $4,243,148.93 | 2.875 | 04/05/2022 | 0.10 |
Cleveland Electric Illuminating Co. 5.500 8/15/2024 | 290,000.00 | $310,320.47 | 5.500 | 08/15/2024 | 0.00 |
Cleveland-Cliffs Inc. 5.750 3/1/2025 | 1,885,000.00 | $1,701,212.50 | 5.750 | 03/01/2025 | 0.04 |
CLP/USD UBS 01/11/19 | 1,824,722,754.00 | $2,629,774.47 | 0.000 | 01/11/2019 | 0.06 |
CMBX.NA.BBB-.6 | 5,555,000.00 | -$895,795.13 | 3.000 | 05/11/2063 | -0.03 |
CMBX.NA.BBB-.6 0.030 5/11/2063 | 2,735,000.00 | -$441,044.05 | 3.000 | 05/11/2063 | -0.02 |
CMBX.NA.BBB-.6 0.030 5/11/2063 | 5,555,000.00 | -$895,795.13 | 3.000 | 05/11/2063 | -0.03 |
CMBX.NA.BBB-.6 05 11 2063 F 3.000000 ACT 360 Monthly 20630511 PU 3.000 5/11/2063 | 2,785,000.00 | -$449,107.01 | 3.000 | 05/11/2063 | -0.02 |
CMSI 2006-3 1A9 | 293,673.58 | $291,449.80 | 5.750 | 06/25/2036 | 0.00 |
CNH 2017-A A3 | 8,300,000.00 | $8,218,509.77 | 2.070 | 05/16/2022 | 0.21 |
COLOMBIAN PESO | 1,621,933.98 | $499.44 | 0.000 | - | n/a |
Colombian TES 7.000 6/30/2032 | 31,725,000,000.00 | $9,685,791.48 | 7.000 | 06/30/2032 | 0.25 |
Comcast Corp. 3.700 4/15/2024 | 12,235,000.00 | $12,317,499.38 | 3.700 | 04/15/2024 | 0.31 |
Comcast Corp. 4.700 10/15/2048 | 5,715,000.00 | $5,828,845.66 | 4.700 | 10/15/2048 | 0.15 |
ComEd Financing III 6.350 3/15/2033 | 4,959,000.00 | $5,145,160.86 | 6.350 | 03/15/2033 | 0.13 |
COMM 2013-CR6 AM | 4,220,000.00 | $4,169,633.03 | 3.147 | 03/10/2046 | 0.10 |
COMM 2013-WWP A2 | 1,550,000.00 | $1,574,482.87 | 3.424 | 03/10/2031 | 0.04 |
COMM 2014-CR19 A5 | 2,895,000.00 | $2,952,729.77 | 3.796 | 08/10/2047 | 0.07 |
COMM 2014-CR20 AM | 10,355,000.00 | $10,514,016.56 | 3.938 | 11/10/2047 | 0.27 |
COMM 2015-CR23 A4 | 5,510,000.00 | $5,523,992.65 | 3.497 | 05/10/2048 | 0.14 |
COMM 2016-CR28 A4 | 3,290,000.00 | $3,329,354.98 | 3.762 | 02/10/2049 | 0.08 |
Commonwealth of Massachusetts 5.000 10/1/2025 | 280,000.00 | $330,806.00 | 5.000 | 10/01/2025 | 0.00 |
CommScope Technologies LLC 5.000 3/15/2027 | 2,840,000.00 | $2,307,500.00 | 5.000 | 03/15/2027 | 0.05 |
Compass Bank 2.875 6/29/2022 | 5,190,000.00 | $4,977,000.32 | 2.875 | 06/29/2022 | 0.12 |
Compass Bank 3.875 4/10/2025 | 5,505,000.00 | $5,286,736.11 | 3.875 | 04/10/2025 | 0.13 |
Comunicaciones Celulares S.A. Via Comcel Trust 6.875 2/6/2024 | 3,805,000.00 | $3,886,864.58 | 6.875 | 02/06/2024 | 0.10 |
Conagra Brands Inc. 4.300 5/1/2024 | 5,345,000.00 | $5,318,629.37 | 4.300 | 05/01/2024 | 0.13 |
Conagra Brands Inc. 4.600 11/1/2025 | 1,845,000.00 | $1,854,304.15 | 4.600 | 11/01/2025 | 0.04 |
Conagra Brands Inc. 5.300 11/1/2038 | 4,515,000.00 | $4,283,688.87 | 5.300 | 11/01/2038 | 0.11 |
CONHE 1996-4 A8 | 2,737.41 | $2,557.24 | 7.220 | 01/15/2028 | n/a |
Consumers Energy Co. 3.800 11/15/2028 | 1,635,000.00 | $1,676,205.60 | 3.800 | 11/15/2028 | 0.04 |
Consumers Energy Co. 4.350 4/15/2049 | 1,585,000.00 | $1,652,789.50 | 4.350 | 04/15/2049 | 0.04 |
Cooperatieve Rabobank UA 2.500 9/4/2020 | 8,100,000.00 | $954,330.17 | 2.500 | 09/04/2020 | 0.02 |
Cooperatieve Rabobank UA New Zealand 3.375 4/24/2023 | 1,411,000.00 | $970,376.11 | 3.375 | 04/24/2023 | 0.02 |
COP/USD CIT 01/11/19 | 8,046,020,000.00 | $2,476,136.55 | 0.000 | 01/11/2019 | 0.06 |
Core & Main LP 4.313 7/21/2024 | 2,590,375.95 | $2,512,664.67 | 5.721 | 07/21/2024 | 0.06 |
Corning Inc. 4.375 11/15/2057 | 1,955,000.00 | $1,642,881.12 | 4.375 | 11/15/2057 | 0.04 |
Corning Inc. 5.350 11/15/2048 | 1,955,000.00 | $1,993,206.76 | 5.350 | 11/15/2048 | 0.05 |
Corporate Office Properties LP 3.600 5/15/2023 | 6,545,000.00 | $6,356,968.04 | 3.600 | 05/15/2023 | 0.16 |
Corporate Office Properties LP 5.250 2/15/2024 | 5,315,000.00 | $5,515,649.75 | 5.250 | 02/15/2024 | 0.14 |
Cott Holdings Inc. 5.500 4/1/2025 | 1,205,000.00 | $1,140,231.25 | 5.500 | 04/01/2025 | 0.02 |
Covanta Holding Corp. 5.875 7/1/2025 | 1,105,000.00 | $1,020,743.75 | 5.875 | 07/01/2025 | 0.02 |
Crane Co. 4.200 3/15/2048 | 2,585,000.00 | $2,380,555.19 | 4.200 | 03/15/2048 | 0.06 |
Credit Suisse Group AG 6.250 12/29/2049 | 10,305,000.00 | $9,774,601.65 | 6.250 | 12/29/2049 | 0.25 |
Credit Suisse Group AG 7.250 12/29/2049 | 4,240,000.00 | $4,010,404.00 | 7.250 | 12/29/2049 | 0.10 |
Credit Suisse Group AG 7.500 12/29/2049 | 4,635,000.00 | $4,530,712.50 | 7.500 | 12/29/2049 | 0.11 |
Cree Inc. 0.875 9/1/2023 | 4,108,000.00 | $3,985,035.24 | 0.875 | 09/01/2023 | 0.10 |
Crestwood Midstream Partners LP Crestwood Midstream Finance Corp. 5.750 4/1/2025 | 1,695,000.00 | $1,580,587.50 | 5.750 | 04/01/2025 | 0.04 |
CRMN 2014-1A A1BR | 5,000,000.00 | $4,996,785.00 | 3.859 | 04/22/2030 | 0.12 |
CRMSI 2006-3 A5 | 5,800,000.00 | $5,934,981.08 | 5.276 | 11/25/2036 | 0.15 |
CROWN Americas LLC 3.744 1/19/2025 | 1,030,101.09 | $1,026,023.95 | 4.479 | 01/19/2025 | 0.02 |
Crown Castle International Corp. 3.800 2/15/2028 | 1,465,000.00 | $1,377,490.28 | 3.800 | 02/15/2028 | 0.03 |
Crown Castle International Corp. 5.250 1/15/2023 | 4,275,000.00 | $4,443,039.56 | 5.250 | 01/15/2023 | 0.11 |
Crown Castle International Corp. 6.875 8/1/2020 | 1,827.00 | $1,922,460.75 | 68.750 | 08/01/2020 | 0.04 |
Crown Castle Towers LLC 4.241 7/15/2028 | 2,090,000.00 | $2,083,897.20 | 4.241 | 07/15/2028 | 0.05 |
CSC Holdings LLC 2.250 7/17/2025 | 1,837,025.00 | $1,735,988.63 | 4.705 | 07/17/2025 | 0.04 |
CSC Holdings LLC 2.500 1/12/2026 | 1,383,050.00 | $1,326,575.92 | 4.955 | 01/12/2026 | 0.03 |
CSC Holdings LLC 7.750 7/15/2025 | 2,000,000.00 | $2,040,000.00 | 7.750 | 07/15/2025 | 0.05 |
CSFB 2005-5 6A3 | 1,416,574.17 | $1,406,029.33 | 5.000 | 07/25/2035 | 0.03 |
CSG Systems International Inc. 4.250 3/15/2036 | 2,737,000.00 | $2,726,697.93 | 4.250 | 03/15/2036 | 0.07 |
CSN Resources S.A. 7.625 2/13/2023 | 3,845,000.00 | $3,595,075.00 | 7.625 | 02/13/2023 | 0.09 |
CVS Health Corp. 4.300 3/25/2028 | 17,305,000.00 | $16,976,748.38 | 4.300 | 03/25/2028 | 0.43 |
CWHL 2004-HYB2 2A | 41,114.68 | $38,322.01 | 4.116 | 07/20/2034 | 0.00 |
Cydsa SAB de CV 6.250 10/4/2027 | 3,825,000.00 | $3,456,843.75 | 6.250 | 10/04/2027 | 0.08 |
CZR 2017-VICI B | 3,680,000.00 | $3,690,681.20 | 3.835 | 10/15/2034 | 0.09 |
DAE Funding LLC 5.750 11/15/2023 | 2,480,000.00 | $2,461,400.00 | 5.750 | 11/15/2023 | 0.06 |
Daimler Finance North America LLC 3.350 2/22/2023 | 2,905,000.00 | $2,866,850.67 | 3.350 | 02/22/2023 | 0.07 |
Dakota Holding Corp. 4.765 2/13/2025 | 617,335.00 | $584,539.08 | 5.595 | 02/13/2025 | 0.01 |
DaVita Inc. 3.500 6/19/2021 | 617,562.79 | $612,351.80 | 5.095 | 06/19/2021 | 0.01 |
DaVita Inc. 5.000 5/1/2025 | 1,163,000.00 | $1,059,783.75 | 5.000 | 05/01/2025 | 0.02 |
DBJPM 2016-C1 A4 | 5,835,000.00 | $5,731,754.93 | 3.276 | 05/10/2049 | 0.14 |
DBJPM 2016-C3 A5 | 4,500,000.00 | $4,295,306.25 | 2.890 | 08/10/2049 | 0.11 |
DBS Group Holdings Ltd. 4.520 12/11/2028 | 4,460,000.00 | $4,567,218.40 | 4.520 | 12/11/2028 | 0.11 |
DBUBS 2011-LC1A C | 2,205,000.00 | $2,301,067.44 | 5.698 | 11/10/2046 | 0.05 |
DCENT 2017-A7 A7 | 2,730,000.00 | $2,718,282.84 | 2.815 | 04/15/2025 | 0.07 |
Delek US Holdings Inc. 2.250 3/30/2025 | 1,553,262.50 | $1,514,430.94 | 4.595 | 03/30/2025 | 0.03 |
Dell International LLC EMC Corp. 6.020 6/15/2026 | 2,905,000.00 | $2,923,677.41 | 6.020 | 06/15/2026 | 0.07 |
Dell International LLC EMC Corp. 8.100 7/15/2036 | 140,000.00 | $151,421.52 | 8.100 | 07/15/2036 | 0.00 |
Deutsche Telekom International Finance BV 4.375 6/21/2028 | 4,265,000.00 | $4,209,960.18 | 4.375 | 06/21/2028 | 0.10 |
Deutsche Telekom International Finance BV 6.500 4/8/2022 | 1,270,000.00 | $1,855,047.58 | 6.500 | 04/08/2022 | 0.04 |
Development Bank of Mongolia LLC 7.250 10/23/2023 | 2,430,000.00 | $2,388,787.20 | 7.250 | 10/23/2023 | 0.06 |
Diamond Offshore Drilling Inc. 7.875 8/15/2025 | 1,380,000.00 | $1,152,300.00 | 7.875 | 08/15/2025 | 0.02 |
Digicel Group Ltd. 7.125 4/1/2022 | 4,290,000.00 | $2,027,025.00 | 7.125 | 04/01/2022 | 0.05 |
Digicel Group Ltd. 8.250 9/30/2020 | 2,200,000.00 | $1,496,000.00 | 8.250 | 09/30/2020 | 0.03 |
Digicel International Finance Ltd. 4.994 5/10/2024 | 1,141,123.54 | $1,029,863.99 | 5.960 | 05/10/2024 | 0.02 |
Discovery Communications LLC 5.200 9/20/2047 | 6,635,000.00 | $6,156,485.13 | 5.200 | 09/20/2047 | 0.15 |
DISH Network Corp. 2.375 3/15/2024 | 1,943,000.00 | $1,554,236.79 | 2.375 | 03/15/2024 | 0.04 |
DISH Network Corp. 3.375 8/15/2026 | 4,229,000.00 | $3,425,557.66 | 3.375 | 08/15/2026 | 0.08 |
Dollar Tree Inc. 3.700 5/15/2023 | 4,440,000.00 | $4,346,120.64 | 3.700 | 05/15/2023 | 0.11 |
Dollar Tree Inc. 4.000 5/15/2025 | 3,960,000.00 | $3,813,889.86 | 4.000 | 05/15/2025 | 0.09 |
Dominican Republic International Bond 6.000 7/19/2028 | 3,675,000.00 | $3,679,593.75 | 6.000 | 07/19/2028 | 0.09 |
Dow Chemical Co. 4.800 11/30/2028 | 5,835,000.00 | $5,951,906.56 | 4.800 | 11/30/2028 | 0.15 |
Dow Chemical Co. 5.550 11/30/2048 | 4,835,000.00 | $4,905,638.87 | 5.550 | 11/30/2048 | 0.12 |
DowDuPont Inc. 4.205 11/15/2023 | 4,060,000.00 | $4,155,776.62 | 4.205 | 11/15/2023 | 0.10 |
DowDuPont Inc. 4.725 11/15/2028 | 3,930,000.00 | $4,083,743.17 | 4.725 | 11/15/2028 | 0.10 |
DowDuPont Inc. 5.419 11/15/2048 | 4,460,000.00 | $4,657,132.00 | 5.419 | 11/15/2048 | 0.12 |
DROCK 2017-1 A | 980,000.00 | $980,373.67 | 2.785 | 03/15/2023 | 0.02 |
DTE Energy Co. 3.300 6/15/2022 | 5,245,000.00 | $5,208,677.33 | 3.300 | 06/15/2022 | 0.13 |
DTE Energy Co. 6.500 10/1/2019 | 45,354.00 | $2,342,987.64 | 3.243 | 10/01/2019 | 0.06 |
DTZ US Borrower LLC 3.250 8/16/2025 | 1,216,950.00 | $1,163,708.44 | 5.595 | 08/16/2025 | 0.03 |
Duke Energy Carolinas LLC 3.950 11/15/2028 | 3,945,000.00 | $4,048,298.25 | 3.950 | 11/15/2028 | 0.10 |
Dycom Industries Inc. 0.750 9/15/2021 | 1,840,000.00 | $1,717,597.68 | 0.750 | 09/15/2021 | 0.04 |
E*TRADE Financial Corp. 3.800 8/24/2027 | 3,095,000.00 | $2,928,927.56 | 3.800 | 08/24/2027 | 0.07 |
E*TRADE Financial Corp. 5.875 12/29/2049 | 3,380,000.00 | $3,050,450.00 | 5.875 | 12/29/2049 | 0.07 |
ECP 2015-7A A1R | 14,000,000.00 | $13,771,590.00 | 3.609 | 04/22/2030 | 0.35 |
Edgewater Generation LLC 3.750 12/13/2025 | 885,000.00 | $867,300.00 | 6.205 | 12/13/2025 | 0.02 |
Egypt Government International Bond 5.577 2/21/2023 | 1,405,000.00 | $1,335,236.13 | 5.577 | 02/21/2023 | 0.03 |
Egypt Government International Bond 7.903 2/21/2048 | 2,600,000.00 | $2,246,795.20 | 7.903 | 02/21/2048 | 0.05 |
El Paso Energy Capital Trust I 4.750 3/31/2028 | 68,515.00 | $2,860,501.25 | 2.375 | 03/31/2028 | 0.07 |
Electricite de France S.A. 4.500 9/21/2028 | 4,935,000.00 | $4,791,661.94 | 4.500 | 09/21/2028 | 0.12 |
Electricite de France S.A. 5.000 9/21/2048 | 3,505,000.00 | $3,116,606.39 | 5.000 | 09/21/2048 | 0.08 |
Emera Inc. 6.750 6/15/2076 | 6,710,000.00 | $6,756,433.20 | 6.750 | 06/15/2076 | 0.17 |
Empire State Realty OP LP 2.625 8/15/2019 | 2,631,000.00 | $2,622,215.09 | 2.625 | 08/15/2019 | 0.06 |
Enbridge Energy Partners LP 4.375 10/15/2020 | 845,000.00 | $855,065.22 | 4.375 | 10/15/2020 | 0.02 |
Enbridge Energy Partners LP 5.200 3/15/2020 | 445,000.00 | $454,587.26 | 5.200 | 03/15/2020 | 0.01 |
Enbridge Energy Partners LP 5.500 9/15/2040 | 1,440,000.00 | $1,497,225.46 | 5.500 | 09/15/2040 | 0.03 |
Enbridge Inc. 6.000 1/15/2077 | 2,745,000.00 | $2,481,607.37 | 6.000 | 01/15/2077 | 0.06 |
Enbridge Inc. 6.250 3/1/2078 | 1,975,000.00 | $1,782,336.97 | 6.250 | 03/01/2078 | 0.04 |
Encompass Health Corp. 5.750 11/1/2024 | 1,707,000.00 | $1,696,331.25 | 5.750 | 11/01/2024 | 0.04 |
Encompass Health Corp. 5.750 9/15/2025 | 1,280,000.00 | $1,254,400.00 | 5.750 | 09/15/2025 | 0.03 |
Enel Finance International NV 3.625 5/25/2027 | 5,565,000.00 | $4,920,497.32 | 3.625 | 05/25/2027 | 0.12 |
Enel SpA 8.750 9/24/2073 | 4,875,000.00 | $4,996,875.00 | 8.750 | 09/24/2073 | 0.12 |
Energy Transfer LP 3.357 2/2/2024 | 1,325,000.00 | $1,295,394.20 | 4.345 | 02/02/2024 | 0.03 |
Energy Transfer Operating LP 6.000 6/15/2048 | 970,000.00 | $948,945.37 | 6.000 | 06/15/2048 | 0.02 |
Energy Transfer Operating LP 6.625 12/29/2049 | 5,985,000.00 | $4,948,846.88 | 6.625 | 12/29/2049 | 0.12 |
Engie Energia Chile S.A. 4.500 1/29/2025 | 665,000.00 | $643,557.87 | 4.500 | 01/29/2025 | 0.01 |
EnPro Industries Inc. 5.750 10/15/2026 | 785,000.00 | $759,487.50 | 5.750 | 10/15/2026 | 0.01 |
Ensco PLC 7.750 2/1/2026 | 1,380,000.00 | $1,028,100.00 | 7.750 | 02/01/2026 | 0.02 |
Entergy Louisiana LLC 4.050 9/1/2023 | 14,030,000.00 | $14,397,932.54 | 4.050 | 09/01/2023 | 0.37 |
Entergy Louisiana LLC 4.950 1/15/2045 | 685,000.00 | $700,960.16 | 4.950 | 01/15/2045 | 0.01 |
Enterprise Products Operating LLC 4.800 2/1/2049 | 1,435,000.00 | $1,401,432.62 | 4.800 | 02/01/2049 | 0.03 |
Envision Healthcare Corp. 3.750 10/10/2025 | 1,510,000.00 | $1,413,947.39 | 6.095 | 10/10/2025 | 0.03 |
Equate Petrochemical BV 3.000 3/3/2022 | 1,795,000.00 | $1,738,690.85 | 3.000 | 03/03/2022 | 0.04 |
Equinix Inc. 5.375 5/15/2027 | 1,680,000.00 | $1,646,400.00 | 5.375 | 05/15/2027 | 0.04 |
Equitrans Midstream Corp. 4.500 12/13/2023 | 1,156,000.00 | $1,132,880.00 | 4.500 | 12/13/2023 | 0.02 |
ESH Hospitality Inc. 2.000 8/30/2023 | 3,049,510.26 | $2,938,331.21 | 4.345 | 08/30/2023 | 0.07 |
ESH Hospitality Inc. 5.250 5/1/2025 | 1,630,000.00 | $1,519,975.00 | 5.250 | 05/01/2025 | 0.03 |
Eskom Holdings SOC Ltd. 6.350 8/10/2028 | 3,185,000.00 | $3,076,506.16 | 6.350 | 08/10/2028 | 0.07 |
EUR/USD BOA 01/11/19 | 6,354,793.67 | $7,287,846.87 | 0.000 | 01/11/2019 | 0.18 |
EUR/USD HSB 01/11/19 | 1,434,656.82 | $1,645,302.70 | 0.000 | 01/11/2019 | 0.04 |
EURO | 543.95 | $623.23 | 0.000 | - | n/a |
European Investment Bank 1.000 9/21/2026 | 649,000.00 | $791,616.19 | 1.000 | 09/21/2026 | 0.02 |
Evergy Inc. 4.850 6/1/2021 | 2,805,000.00 | $2,879,207.12 | 4.850 | 06/01/2021 | 0.07 |
ExamWorks Group Inc. 4.250 7/27/2023 | 3,461,801.15 | $3,373,812.55 | 5.595 | 07/27/2023 | 0.08 |
Exelon Corp. 3.497 6/1/2022 | 2,810,000.00 | $2,747,969.81 | 3.497 | 06/01/2022 | 0.07 |
Export-Import Bank of Korea 4.000 6/7/2027 | 1,660,000.00 | $1,200,784.12 | 4.000 | 06/07/2027 | 0.03 |
Federal Home Loan Bank Discount Notes 0.000 1/2/2019 | 9,968,984.03 | $9,968,984.03 | 2.100 | 01/02/2019 | 0.25 |
FedEx Corp. 4.050 2/15/2048 | 6,055,000.00 | $5,099,221.28 | 4.050 | 02/15/2048 | 0.13 |
FG G06709 | 291,352.50 | $303,622.72 | 4.500 | 04/01/2039 | 0.00 |
FG G60385 | 184,556.31 | $192,879.74 | 4.500 | 08/01/2044 | 0.00 |
FG G60547 | 874,245.60 | $915,014.56 | 4.500 | 08/01/2044 | 0.02 |
FG G61570 | 7,507,800.03 | $8,162,917.90 | 5.500 | 06/01/2041 | 0.21 |
FG G61603 | 21,128,310.86 | $23,175,796.31 | 6.000 | 07/01/2040 | 0.59 |
FG G61653 | 5,816,211.26 | $6,162,309.56 | 5.000 | 12/01/2044 | 0.15 |
FG G61654 | 14,831,132.76 | $15,993,702.25 | 5.500 | 09/01/2041 | 0.41 |
FHASI 2004-7 1A3 | 417,014.18 | $428,685.07 | 5.500 | 01/25/2035 | 0.01 |
FHMS K058 A2 | 3,000,000.00 | $2,888,537.40 | 2.653 | 08/25/2026 | 0.07 |
FHMS K061 A2 | 6,910,000.00 | $6,958,343.74 | 3.347 | 11/25/2026 | 0.18 |
FHMS K063 A2 | 500,000.00 | $506,318.05 | 3.430 | 01/25/2027 | 0.01 |
FHMS X3FX A2FX | 4,515,000.00 | $4,452,500.21 | 3.000 | 06/25/2027 | 0.11 |
FHR 4050 EI | 4,004,678.72 | $356,214.97 | 4.000 | 02/15/2039 | 0.00 |
FHR 4100 EI | 3,494,570.63 | $299,082.13 | 3.000 | 08/15/2027 | 0.00 |
FHR 4101 WI | 2,245,934.04 | $370,235.71 | 3.500 | 08/15/2032 | 0.00 |
FHR 4109 AI | 10,569,319.78 | $962,258.35 | 3.000 | 07/15/2031 | 0.02 |
FHR 4120 MI | 1,367,135.04 | $196,337.41 | 3.000 | 10/15/2032 | 0.00 |
FHR 4122 LI | 4,236,845.29 | $395,008.29 | 3.000 | 10/15/2027 | 0.01 |
FHR 4135 AI | 6,662,085.65 | $1,390,508.52 | 3.500 | 11/15/2042 | 0.03 |
FHR 4139 IP | 1,450,679.84 | $185,134.31 | 3.500 | 04/15/2042 | 0.00 |
FHR 4146 AI | 2,956,372.02 | $234,893.22 | 3.000 | 12/15/2027 | 0.00 |
FHR 4146 IA | 4,756,235.98 | $730,829.43 | 3.500 | 12/15/2032 | 0.01 |
FHR 4150 IO | 5,869,086.57 | $1,210,429.26 | 3.500 | 01/15/2043 | 0.03 |
FHR 4150 UI | 8,933,211.69 | $863,813.88 | 3.500 | 08/15/2032 | 0.02 |
FHR 4153 IB | 2,281,916.73 | $172,918.40 | 2.500 | 01/15/2028 | 0.00 |
FHR 4156 AI | 2,331,343.73 | $247,320.60 | 3.000 | 10/15/2031 | 0.00 |
FHR 4161 IM | 1,370,623.58 | $274,339.22 | 3.500 | 02/15/2043 | 0.00 |
FHR 4171 Z | 1,156,328.28 | $1,078,240.51 | 3.000 | 02/15/2043 | 0.02 |
FHR 4181 DI | 3,024,285.72 | $361,801.35 | 2.500 | 03/15/2033 | 0.00 |
FHR 4184 GS | 4,941,055.27 | $1,008,168.96 | 3.665 | 03/15/2043 | 0.02 |
FHR 4185 LI | 6,024,635.02 | $848,030.64 | 3.000 | 03/15/2033 | 0.02 |
FHR 4186 IB | 3,656,323.82 | $468,610.18 | 3.000 | 03/15/2033 | 0.01 |
FHR 4186 IE | 340,173.30 | $46,867.07 | 3.000 | 03/15/2033 | 0.00 |
FHR 4188 JI | 5,145,832.18 | $578,940.60 | 3.000 | 04/15/2033 | 0.01 |
FHR 4191 CI | 2,395,121.84 | $327,218.67 | 3.000 | 04/15/2033 | 0.00 |
FHR 4197 LZ | 3,761.82 | $4,013.63 | 4.000 | 04/15/2043 | 0.00 |
FHR 4223 HI | 2,427,685.03 | $154,236.66 | 3.000 | 04/15/2030 | 0.00 |
FHR 4342 CI | 1,795,927.81 | $211,444.64 | 3.000 | 11/15/2033 | 0.00 |
FHR 4366 DI | 55,536.96 | $6,345.58 | 3.500 | 05/15/2033 | 0.00 |
FHR 4433 DI | 156,805.90 | $14,743.75 | 3.000 | 08/15/2032 | 0.00 |
FHR 4453 DI | 2,073,580.60 | $220,276.67 | 3.500 | 11/15/2033 | 0.00 |
FHR 4476 GI | 58,691.55 | $7,167.02 | 3.000 | 06/15/2041 | 0.00 |
FHR 4479 TI | 965,057.21 | $119,664.01 | 4.000 | 07/15/2034 | 0.00 |
FHR 4487 ZC | 83,628.70 | $81,464.72 | 3.500 | 06/15/2045 | 0.00 |
FHR 4494 SA | 1,249,469.51 | $247,554.77 | 3.725 | 07/15/2045 | 0.00 |
FHR 4504 IO | 1,939,758.00 | $195,709.56 | 3.500 | 05/15/2042 | 0.00 |
FHR 4518 CI | 761,205.54 | $93,737.59 | 3.500 | 06/15/2042 | 0.00 |
FHR 4520 AI | 1,279,687.82 | $193,646.07 | 3.500 | 10/15/2035 | 0.00 |
FHR 4527 CI | 5,730,704.51 | $904,615.78 | 3.500 | 02/15/2044 | 0.02 |
FHR 4567 LI | 378,546.31 | $68,482.70 | 4.000 | 08/15/2045 | 0.00 |
FHR 4574 AI | 5,284,302.37 | $646,872.06 | 3.000 | 04/15/2031 | 0.01 |
FHR 4580 MI | 244,081.78 | $32,167.27 | 3.500 | 02/15/2043 | 0.00 |
FHR 4581 LI | 2,111,995.04 | $284,193.01 | 3.000 | 05/15/2036 | 0.00 |
FHR 4609 QZ | 2,106,880.56 | $1,891,299.70 | 3.000 | 08/15/2046 | 0.04 |
FHR 4610 IB | 17,398,388.27 | $1,801,952.81 | 3.000 | 06/15/2041 | 0.04 |
FHR 4618 SA | 5,412,010.42 | $1,055,803.68 | 3.545 | 09/15/2046 | 0.02 |
FHR 4623 MS | 2,045,412.79 | $349,133.96 | 3.545 | 10/15/2046 | 0.00 |
FHR 4623 WI | 81,625.22 | $12,351.91 | 4.000 | 08/15/2044 | 0.00 |
FHR 4627 PI | 6,926,849.66 | $842,904.78 | 3.500 | 05/15/2044 | 0.02 |
FHR 4629 KB | 40,000.00 | $37,762.96 | 3.000 | 11/15/2046 | 0.00 |
FHR 4643 QI | 86,800.57 | $14,700.22 | 3.500 | 09/15/2045 | 0.00 |
FHR 4644 GI | 3,149,720.05 | $435,090.67 | 3.500 | 05/15/2040 | 0.01 |
FHR 4648 SA | 6,832,642.58 | $1,245,993.18 | 3.545 | 01/15/2047 | 0.03 |
FHR 4655 WI | 3,283,441.60 | $476,412.60 | 3.500 | 08/15/2043 | 0.01 |
FHR 4657 PS | 7,177,933.57 | $1,281,811.69 | 3.545 | 02/15/2047 | 0.03 |
FHR 4660 GI | 2,302,021.99 | $332,390.34 | 3.000 | 08/15/2043 | 0.00 |
FHR 4663 AI | 5,017,352.88 | $673,708.57 | 3.000 | 03/15/2042 | 0.01 |
FHR 4663 HZ | 747,338.13 | $715,501.90 | 3.500 | 03/15/2047 | 0.01 |
FHR 4665 NI | 13,034,408.01 | $1,602,426.66 | 3.500 | 07/15/2041 | 0.04 |
FHR 4667 CI | 269,235.67 | $24,613.04 | 3.500 | 07/15/2040 | 0.00 |
FHR 4667 LI | 1,519,659.68 | $214,420.18 | 3.500 | 10/15/2043 | 0.00 |
FHR 4669 QI | 880,880.77 | $105,786.73 | 3.500 | 06/15/2041 | 0.00 |
FHR 4673 WI | 3,405,304.64 | $499,007.89 | 3.500 | 09/15/2043 | 0.01 |
FHR 4674 GI | 226,057.45 | $21,022.69 | 3.500 | 10/15/2040 | 0.00 |
FHR 4676 KZ | 1,631,773.75 | $1,415,357.15 | 2.500 | 07/15/2045 | 0.03 |
FHR 4690 WI | 4,416,113.96 | $672,040.69 | 3.500 | 12/15/2043 | 0.01 |
FHR 4691 LI | 2,983,363.07 | $334,614.60 | 3.500 | 01/15/2041 | 0.00 |
FHR 4693 EI | 2,228,023.08 | $325,654.09 | 3.500 | 08/15/2042 | 0.00 |
FHR 4703 CI | 6,712,212.58 | $845,140.06 | 3.500 | 07/15/2042 | 0.02 |
FHS 284 S6 | 4,963,038.02 | $908,543.17 | 3.645 | 10/15/2042 | 0.02 |
FHS 303 151 | 712,085.11 | $151,403.75 | 4.500 | 12/15/2042 | 0.00 |
FHS 304 C38 | 2,740,699.55 | $237,363.77 | 3.500 | 12/15/2027 | 0.00 |
FHS 319 S2 | 2,774,185.47 | $502,498.76 | 3.545 | 11/15/2043 | 0.01 |
Fifth Third Bancorp 2.600 6/15/2022 | 2,260,000.00 | $2,200,168.31 | 2.600 | 06/15/2022 | 0.05 |
Fifth Third Bancorp 3.950 3/14/2028 | 4,250,000.00 | $4,226,672.18 | 3.950 | 03/14/2028 | 0.10 |
Fifth Third Bank Cincinnati OH 2.300 3/15/2019 | 3,935,000.00 | $3,930,194.18 | 2.300 | 03/15/2019 | 0.10 |
Fifth Third Bank Cincinnati OH 3.850 3/15/2026 | 2,435,000.00 | $2,402,134.56 | 3.850 | 03/15/2026 | 0.06 |
First Data Corp. 2.250 7/8/2022 | 801,672.73 | $770,942.21 | 4.504 | 07/08/2022 | 0.01 |
First Data Corp. 3.727 4/26/2024 | 6,415,438.44 | $6,146,791.95 | 4.504 | 04/26/2024 | 0.15 |
First Data Corp. 5.750 1/15/2024 | 1,325,000.00 | $1,298,950.50 | 5.750 | 01/15/2024 | 0.03 |
First Quantum Minerals Ltd. 7.250 4/1/2023 | 2,300,000.00 | $2,032,625.00 | 7.250 | 04/01/2023 | 0.05 |
First Quantum Minerals Ltd. 7.500 4/1/2025 | 1,495,000.00 | $1,238,981.25 | 7.500 | 04/01/2025 | 0.03 |
Fiserv Inc. 3.800 10/1/2023 | 1,510,000.00 | $1,520,918.06 | 3.800 | 10/01/2023 | 0.03 |
Flex Acquisition Co. Inc. 4.314 12/29/2023 | 981,571.21 | $926,971.31 | 5.349 | 12/29/2023 | 0.02 |
Flying Fortress Holdings LLC 3.654 11/2/2022 | 1,150,209.24 | $1,130,080.58 | 4.136 | 11/02/2022 | 0.02 |
FN 890604 | 962,186.83 | $1,009,147.99 | 4.500 | 10/01/2044 | 0.02 |
FN 930922 | 512,272.72 | $536,648.65 | 4.500 | 04/01/2039 | 0.01 |
FN AB2895 | 210,290.07 | $220,013.06 | 4.500 | 08/01/2040 | 0.00 |
FN AB2896 | 483,176.01 | $504,549.59 | 4.500 | 08/01/2040 | 0.01 |
FN AL9128 | 54,745.03 | $57,365.28 | 4.500 | 02/01/2046 | 0.00 |
FN AL9903 | 25,103,525.59 | $27,046,405.42 | 5.500 | 05/01/2044 | 0.69 |
FN AS7198 | 3,157,041.38 | $3,290,856.05 | 4.500 | 05/01/2046 | 0.08 |
FN AV2959 | 316,780.46 | $332,247.61 | 4.500 | 12/01/2043 | 0.00 |
FN BM1886 | 2,375,632.02 | $2,489,250.66 | 4.500 | 10/01/2043 | 0.06 |
FN BM1948 | 7,053,029.34 | $7,695,904.50 | 6.000 | 07/01/2041 | 0.19 |
FN BM3196 | 8,213,147.57 | $8,850,670.15 | 5.500 | 05/01/2044 | 0.22 |
FN BM4414 | 8,232,765.52 | $8,977,168.89 | 6.000 | 06/01/2041 | 0.23 |
FN BM4422 | 3,497,329.43 | $3,767,747.84 | 5.500 | 08/01/2048 | 0.09 |
FN BM4493 | 1,898,295.33 | $2,015,770.20 | 5.000 | 07/01/2047 | 0.05 |
FN BM4495 | 17,453,609.13 | $19,045,156.62 | 6.000 | 07/01/2041 | 0.49 |
FN BM4681 | 11,744,223.85 | $12,653,789.32 | 5.500 | 05/01/2044 | 0.32 |
FN BM4775 | 6,956,689.30 | $7,652,811.81 | 6.000 | 01/01/2042 | 0.19 |
FNCL 3.5 2/19 | 105,715,000.00 | $105,659,489.05 | 3.500 | 02/01/2049 | 2.73 |
FNCL 5 3/19 | 1,515,000.00 | $1,583,609.35 | 5.000 | 03/01/2049 | 0.04 |
FNGT 1999-T2 A1 | 7,646.56 | $8,231.48 | 7.500 | 01/19/2039 | 0.00 |
FNGT 2002-T19 A1 | 73,117.56 | $82,870.21 | 6.500 | 07/25/2042 | 0.00 |
FNGT 2002-T4 A3 | 83,293.27 | $94,548.55 | 7.500 | 12/25/2041 | 0.00 |
FNGT 2003-T4 2A5 | 543,610.41 | $591,144.41 | 4.665 | 09/26/2033 | 0.01 |
FNGT 2004-T1 1A2 | 30,312.33 | $33,916.19 | 6.500 | 01/25/2044 | 0.00 |
FNR 2008-15 SB | 575,412.74 | $94,740.50 | 4.094 | 08/25/2036 | 0.00 |
FNR 2012-115 MI | 1,004,860.29 | $110,655.72 | 3.500 | 03/25/2042 | 0.00 |
FNR 2012-118 AI | 179,710.43 | $18,389.97 | 3.500 | 11/25/2037 | 0.00 |
FNR 2012-120 CI | 413,059.84 | $33,438.27 | 3.500 | 12/25/2031 | 0.00 |
FNR 2012-120 WI | 4,355,798.63 | $372,221.72 | 3.000 | 11/25/2027 | 0.00 |
FNR 2012-121 ID | 177,063.92 | $16,205.72 | 3.000 | 11/25/2027 | 0.00 |
FNR 2012-125 MI | 48,314.91 | $10,491.70 | 3.500 | 11/25/2042 | 0.00 |
FNR 2012-128 IC | 7,818,084.47 | $998,923.69 | 3.000 | 11/25/2032 | 0.02 |
FNR 2012-137 AI | 1,908,118.24 | $164,263.98 | 3.000 | 12/25/2027 | 0.00 |
FNR 2012-137 WI | 1,330,084.29 | $197,908.16 | 3.500 | 12/25/2032 | 0.00 |
FNR 2012-139 NS | 6,009,842.19 | $1,279,074.11 | 4.194 | 12/25/2042 | 0.03 |
FNR 2012-144 PI | 1,470,893.22 | $191,209.65 | 3.500 | 06/25/2042 | 0.00 |
FNR 2012-146 IO | 6,885,532.09 | $1,369,175.66 | 3.500 | 01/25/2043 | 0.03 |
FNR 2012-149 IC | 4,754,041.73 | $465,774.39 | 3.500 | 01/25/2028 | 0.01 |
FNR 2012-19 HB | 451,498.18 | $461,225.21 | 4.000 | 01/25/2042 | 0.01 |
FNR 2012-19 NI | 2,275,315.88 | $285,054.99 | 3.500 | 10/25/2031 | 0.00 |
FNR 2012-60 KI | 89,177.42 | $4,781.82 | 3.000 | 09/25/2026 | 0.00 |
FNR 2012-98 MI | 5,574,665.54 | $595,352.54 | 3.000 | 08/25/2031 | 0.01 |
FNR 2012-99 AI | 2,412,481.83 | $211,587.44 | 3.500 | 05/25/2039 | 0.00 |
FNR 2013-1 YI | 6,327,992.72 | $827,788.77 | 3.000 | 02/25/2033 | 0.02 |
FNR 2013-103 SK | 7,404,895.73 | $1,443,559.99 | 3.414 | 10/25/2043 | 0.03 |
FNR 2013-20 IH | 1,914,584.00 | $265,275.76 | 3.000 | 03/25/2033 | 0.00 |
FNR 2013-23 IL | 1,724,237.50 | $234,359.22 | 3.000 | 03/25/2033 | 0.00 |
FNR 2013-26 ID | 8,007,254.33 | $1,109,476.35 | 3.000 | 04/25/2033 | 0.02 |
FNR 2013-31 MI | 2,756,281.72 | $384,411.45 | 3.000 | 04/25/2033 | 0.00 |
FNR 2013-35 IB | 4,502,396.24 | $582,665.90 | 3.000 | 04/25/2033 | 0.01 |
FNR 2013-35 IG | 3,204,567.68 | $279,575.14 | 3.000 | 04/25/2028 | 0.00 |
FNR 2013-38 AI | 7,899,686.45 | $1,007,881.50 | 3.000 | 04/25/2033 | 0.02 |
FNR 2013-41 HI | 5,493,999.56 | $589,680.86 | 3.000 | 02/25/2033 | 0.01 |
FNR 2013-44 DI | 23,351,690.50 | $3,254,277.58 | 3.000 | 05/25/2033 | 0.08 |
FNR 2013-44 Z | 148,399.44 | $141,722.73 | 3.000 | 05/25/2043 | 0.00 |
FNR 2013-45 PI | 2,244,529.88 | $310,844.27 | 3.000 | 05/25/2033 | 0.00 |
FNR 2013-51 PI | 499,442.14 | $54,698.95 | 3.000 | 11/25/2032 | 0.00 |
FNR 2013-55 AI | 7,440,976.60 | $931,705.51 | 3.000 | 06/25/2033 | 0.02 |
FNR 2013-60 CI | 1,747,911.54 | $132,934.27 | 3.000 | 06/25/2031 | 0.00 |
FNR 2013-64 KI | 126,210.47 | $16,605.88 | 3.000 | 02/25/2033 | 0.00 |
FNR 2013-69 IJ | 2,508,985.05 | $344,619.63 | 3.000 | 07/25/2033 | 0.00 |
FNR 2013-7 EI | 3,250,756.09 | $352,822.11 | 3.000 | 10/25/2040 | 0.00 |
FNR 2013-71 ZA | 10,907.43 | $10,907.08 | 3.500 | 07/25/2043 | 0.00 |
FNR 2014-21 ID | 71,398.57 | $8,071.78 | 3.500 | 06/25/2033 | 0.00 |
FNR 2014-63 KI | 1,152,012.88 | $122,891.20 | 3.500 | 11/25/2033 | 0.00 |
FNR 2014-64 IT | 433,022.65 | $34,965.02 | 3.500 | 06/25/2041 | 0.00 |
FNR 2014-77 AI | 296,725.91 | $32,464.13 | 3.000 | 10/25/2040 | 0.00 |
FNR 2014-85 IB | 1,149,738.27 | $216,491.23 | 3.000 | 12/25/2044 | 0.00 |
FNR 2015-31 ZD | 718,784.40 | $633,055.70 | 3.000 | 05/25/2045 | 0.01 |
FNR 2015-34 OK | 2,280,667.00 | $1,923,541.69 | 0.000 | 03/25/2044 | 0.04 |
FNR 2015-43 PZ | 2,222,007.85 | $2,198,323.25 | 3.500 | 06/25/2045 | 0.05 |
FNR 2015-45 AI | 50,249.08 | $4,311.41 | 3.000 | 01/25/2033 | 0.00 |
FNR 2015-56 MI | 2,003,270.24 | $253,066.92 | 3.500 | 10/25/2041 | 0.00 |
FNR 2015-57 LI | 6,700,219.52 | $1,051,169.30 | 3.500 | 08/25/2035 | 0.02 |
FNR 2015-66 KI | 1,753,269.85 | $297,650.34 | 3.000 | 09/25/2045 | 0.00 |
FNR 2015-71 PI | 514,362.08 | $85,227.94 | 4.000 | 03/25/2043 | 0.00 |
FNR 2015-89 AZ | 1,592,705.33 | $1,596,010.03 | 3.500 | 12/25/2045 | 0.04 |
FNR 2016-101 ZP | 3,217.20 | $3,134.20 | 3.500 | 01/25/2047 | n/a |
FNR 2016-105 SA | 5,710,249.46 | $1,002,125.94 | 3.494 | 01/25/2047 | 0.02 |
FNR 2016-17 BI | 209,932.39 | $30,901.65 | 4.000 | 02/25/2043 | 0.00 |
FNR 2016-2 HI | 62,313.85 | $8,708.07 | 3.000 | 12/25/2041 | 0.00 |
FNR 2016-23 AI | 1,837,699.98 | $202,627.92 | 3.500 | 02/25/2041 | 0.00 |
FNR 2016-33 DI | 8,717,360.65 | $1,293,046.11 | 3.500 | 06/25/2036 | 0.03 |
FNR 2016-36 SB | 2,828,362.66 | $361,422.04 | 3.494 | 03/25/2043 | 0.00 |
FNR 2016-40 IO | 1,124,303.31 | $179,881.56 | 3.500 | 07/25/2036 | 0.00 |
FNR 2016-6 AI | 4,134,785.77 | $502,143.27 | 3.500 | 04/25/2034 | 0.01 |
FNR 2016-61 ML | 247,000.00 | $232,960.69 | 3.000 | 09/25/2046 | 0.00 |
FNR 2016-62 SA | 9,181,884.49 | $1,751,317.76 | 3.494 | 09/25/2046 | 0.04 |
FNR 2016-64 CI | 4,086,696.89 | $509,157.07 | 3.500 | 07/25/2043 | 0.01 |
FNR 2016-71 PI | 2,697,327.13 | $375,037.98 | 3.000 | 10/25/2046 | 0.00 |
FNR 2016-72 AZ | 42,789.61 | $39,854.65 | 3.000 | 10/25/2046 | 0.00 |
FNR 2016-74 GS | 6,349,555.03 | $1,140,548.35 | 3.494 | 10/25/2046 | 0.02 |
FNR 2016-77 SA | 502,710.88 | $89,926.08 | 3.494 | 10/25/2046 | 0.00 |
FNR 2016-79 AZ | 2,603,656.83 | $2,439,896.71 | 3.000 | 11/25/2046 | 0.06 |
FNR 2016-80 BZ | 56,554.84 | $50,106.47 | 3.000 | 11/25/2046 | 0.00 |
FNR 2016-80 JZ | 5,335.36 | $4,894.70 | 3.000 | 11/25/2046 | 0.00 |
FNR 2016-83 PI | 474,366.73 | $71,837.24 | 3.500 | 07/25/2045 | 0.00 |
FNR 2016-90 CI | 870,329.32 | $111,969.09 | 3.000 | 02/25/2045 | 0.00 |
FNR 2016-95 IO | 427,574.07 | $76,922.37 | 3.000 | 12/25/2046 | 0.00 |
FNR 2016-95 LZ | 890,487.66 | $770,730.96 | 2.500 | 12/25/2046 | 0.01 |
FNR 2016-95 US | 413,957.55 | $75,195.18 | 3.494 | 12/25/2046 | 0.00 |
FNR 2016-99 DI | 2,663,127.73 | $480,948.09 | 3.500 | 01/25/2046 | 0.01 |
FNR 2017-11 EI | 7,816,933.75 | $1,109,741.94 | 3.000 | 03/25/2042 | 0.02 |
FNR 2017-15 NZ | 554,408.67 | $548,390.84 | 3.500 | 03/25/2047 | 0.01 |
FNR 2017-16 SM | 9,576,746.19 | $1,966,833.83 | 3.544 | 03/25/2047 | 0.05 |
FNR 2017-16 WI | 2,093,741.08 | $241,649.34 | 3.000 | 01/25/2045 | 0.00 |
FNR 2017-25 BL | 726,000.00 | $690,434.06 | 3.000 | 04/25/2047 | 0.01 |
FNR 2017-4 BI | 2,519,558.16 | $336,173.06 | 3.500 | 05/25/2041 | 0.00 |
FNR 2017-40 GZ | 1,637,666.46 | $1,640,267.57 | 3.500 | 05/25/2047 | 0.04 |
FNR 2017-46 BI | 371,973.89 | $54,088.54 | 3.000 | 04/25/2047 | 0.00 |
FNR 2017-59 KI | 527,997.70 | $72,233.25 | 3.000 | 03/25/2047 | 0.00 |
FNR 2017-6 NI | 521,236.99 | $97,465.27 | 3.500 | 03/25/2046 | 0.00 |
FNR 2017-61 TB | 1,232,000.00 | $1,170,952.55 | 3.000 | 08/25/2044 | 0.03 |
FNR 2017-67 BZ | 1,040.76 | $934.54 | 3.000 | 09/25/2047 | n/a |
FNR 2017-77 HZ | 2,205,265.90 | $2,215,764.73 | 3.500 | 10/25/2047 | 0.05 |
FNR 2017-88 EI | 4,955,399.51 | $862,217.22 | 3.000 | 11/25/2047 | 0.02 |
FNR 2017-88 IE | 3,617,693.59 | $515,920.73 | 3.000 | 11/25/2047 | 0.01 |
FNR 2017-94 CZ | 1,372,850.64 | $1,300,436.61 | 3.500 | 11/25/2047 | 0.03 |
FNR 2017-99 DZ | 22,848.92 | $22,148.46 | 3.500 | 12/25/2047 | 0.00 |
FNR 2017-99 IE | 3,735,103.12 | $537,583.31 | 3.000 | 12/25/2047 | 0.01 |
FNS 413 167 | 151,087.95 | $31,274.30 | 4.500 | 07/25/2042 | 0.00 |
FNS 417 C24 | 266,023.40 | $48,912.53 | 3.500 | 12/25/2042 | 0.00 |
FNS 418 C12 | 9,022,958.08 | $1,091,828.46 | 3.000 | 08/25/2033 | 0.02 |
FNS 419 C2 | 8,270,835.16 | $629,925.00 | 3.000 | 05/25/2029 | 0.01 |
FNS 419 C3 | 2,142,143.21 | $373,477.74 | 3.000 | 11/25/2043 | 0.00 |
FNW 2001-W2 AS5 | 124.57 | $128.16 | 6.473 | 10/25/2031 | n/a |
FNW 2002-W11 AV1 | 2,748.47 | $2,692.14 | 2.846 | 11/25/2032 | n/a |
FNW 2002-W6 2A | 18,408.98 | $20,044.72 | 6.303 | 06/25/2042 | 0.00 |
FNW 2003-W1 2A | 10,377.58 | $11,122.37 | 5.891 | 12/25/2042 | 0.00 |
FNW 2004-W11 1A2 | 206,246.02 | $230,109.88 | 6.500 | 05/25/2044 | 0.00 |
Ford Motor Credit Co. LLC 4.140 2/15/2023 | 5,675,000.00 | $5,398,859.04 | 4.140 | 02/15/2023 | 0.13 |
FORDF 2017-1 A2 | 1,350,000.00 | $1,354,430.57 | 2.875 | 05/15/2022 | 0.03 |
FORDO 2018-B A2B | 4,610,000.00 | $4,610,182.10 | 2.575 | 09/15/2021 | 0.11 |
FORDR 2018-1 A | 5,805,000.00 | $5,759,792.98 | 3.190 | 07/15/2031 | 0.14 |
Freeport-McMoRan Inc. 4.550 11/14/2024 | 780,000.00 | $722,475.00 | 4.550 | 11/14/2024 | 0.01 |
Freeport-McMoRan Inc. 5.450 3/15/2043 | 1,065,000.00 | $816,056.25 | 5.450 | 03/15/2043 | 0.02 |
Freeport-McMoRan Inc. 6.875 2/15/2023 | 1,985,000.00 | $2,054,475.00 | 6.875 | 02/15/2023 | 0.05 |
FREMF 2010-K8 B | 4,520,000.00 | $4,641,380.98 | 5.278 | 09/25/2043 | 0.12 |
FREMF 2011-K14 B | 3,345,000.00 | $3,489,573.91 | 5.180 | 02/25/2047 | 0.09 |
FREMF 2011-K15 B | 485,000.00 | $504,848.53 | 4.948 | 08/25/2044 | 0.01 |
FREMF 2012-K22 B | 4,410,000.00 | $4,475,490.26 | 3.686 | 08/25/2045 | 0.11 |
FREMF 2012-K23 B | 7,400,000.00 | $7,417,771.10 | 3.656 | 10/25/2045 | 0.19 |
FREMF 2013-K25 C | 2,800,000.00 | $2,750,401.08 | 3.619 | 11/25/2045 | 0.07 |
FREMF 2013-K28 C | 450,000.00 | $439,275.60 | 3.490 | 06/25/2046 | 0.01 |
FREMF 2013-K33 B | 4,295,000.00 | $4,264,504.21 | 3.500 | 08/25/2046 | 0.11 |
FREMF 2013-K33 C | 450,000.00 | $431,335.04 | 3.500 | 08/25/2046 | 0.01 |
FREMF 2013-K712 B | 2,280,000.00 | $2,277,758.76 | 3.358 | 05/25/2045 | 0.05 |
FREMF 2013-K713 B | 1,355,000.00 | $1,352,117.92 | 3.154 | 04/25/2046 | 0.03 |
FREMF 2013-K713 C | 4,425,000.00 | $4,406,790.68 | 3.154 | 04/25/2046 | 0.11 |
FREMF 2014-K717 B | 1,925,000.00 | $1,942,942.35 | 3.629 | 11/25/2047 | 0.05 |
FREMF 2014-K717 C | 650,000.00 | $654,036.83 | 3.629 | 11/25/2047 | 0.01 |
FREMF 2015-K44 B | 1,000,000.00 | $974,643.20 | 3.683 | 01/25/2048 | 0.02 |
FREMF 2015-K49 B | 4,460,000.00 | $4,434,644.90 | 3.720 | 10/25/2048 | 0.11 |
FREMF 2015-K721 C | 2,225,000.00 | $2,165,254.52 | 3.565 | 11/25/2047 | 0.05 |
FREMF 2016-K53 B | 1,465,000.00 | $1,482,944.49 | 4.019 | 03/25/2049 | 0.03 |
FREMF 2016-K722 B | 2,175,000.00 | $2,208,801.46 | 3.836 | 07/25/2049 | 0.05 |
Frontier Communications Corp. 2.750 3/31/2021 | 1,649,154.77 | $1,572,469.07 | 5.100 | 03/31/2021 | 0.04 |
FSMT 2018-1 A5 | 2,412,246.62 | $2,382,565.13 | 3.500 | 03/25/2048 | 0.06 |
FSMT 2018-5 A7 | 1,865,764.73 | $1,871,014.06 | 4.000 | 09/25/2048 | 0.04 |
FSPC T-54 2A | 17,368.91 | $19,858.71 | 6.500 | 02/25/2043 | 0.00 |
FSPC T-58 2A | 355,998.85 | $405,272.08 | 6.500 | 09/25/2043 | 0.01 |
FTI Consulting Inc. 2.000 8/15/2023 | 644,000.00 | $617,032.50 | 2.000 | 08/15/2023 | 0.01 |
G2 AR8429 | 661,508.89 | $695,558.60 | 5.500 | 05/20/2037 | 0.01 |
G2 AS6771 | 659,747.63 | $700,800.49 | 6.000 | 02/20/2039 | 0.01 |
G2 MA3602 | 878,379.30 | $952,229.48 | 6.000 | 04/20/2046 | 0.02 |
G2 MA4074 | 2,764,128.85 | $2,963,865.08 | 6.000 | 02/20/2040 | 0.07 |
G2 MA4133 | 4,169.40 | $4,655.87 | 6.500 | 06/20/2039 | 0.00 |
G2 MA4201 | 2,505,524.46 | $2,707,015.98 | 6.000 | 10/20/2039 | 0.07 |
G2 MA5332 | 3,898,637.42 | $4,059,447.64 | 5.000 | 07/20/2048 | 0.10 |
G2 MA5468 | 3,953,640.78 | $4,124,135.61 | 5.000 | 09/20/2048 | 0.10 |
GAIN Capital Holdings Inc. 5.000 8/15/2022 | 3,400,000.00 | $3,505,740.00 | 5.000 | 08/15/2022 | 0.09 |
Gardner Denver Inc. 4.064 7/30/2024 | 2,174,790.66 | $2,108,187.70 | 5.095 | 07/30/2024 | 0.05 |
Gates Global LLC 4.479 3/31/2024 | 2,887,941.84 | $2,752,119.05 | 5.095 | 03/31/2024 | 0.07 |
Gazprom OAO Via Gaz Capital S.A. 4.950 3/23/2027 | 3,560,000.00 | $3,404,139.65 | 4.950 | 03/23/2027 | 0.08 |
GBP/USD HSB 01/11/19 | -3,558,861.01 | -$4,538,667.06 | 0.000 | 01/11/2019 | -0.12 |
GCCT 2014-2A A | 2,715,000.00 | $2,715,231.32 | 2.905 | 03/15/2021 | 0.07 |
GCI Liberty Inc. 1.750 9/30/2046 | 3,626,000.00 | $3,548,871.35 | 1.750 | 09/30/2046 | 0.09 |
GE Capital International Funding Co. Unlimited Co. 4.418 11/15/2035 | 9,665,000.00 | $8,154,114.04 | 4.418 | 11/15/2035 | 0.21 |
General Electric Co. 2.700 10/9/2022 | 1,260,000.00 | $1,170,153.43 | 2.700 | 10/09/2022 | 0.03 |
General Mills Inc. 3.700 10/17/2023 | 3,915,000.00 | $3,896,136.36 | 3.700 | 10/17/2023 | 0.10 |
General Motors Co. 6.750 4/1/2046 | 1,230,000.00 | $1,195,647.33 | 6.750 | 04/01/2046 | 0.03 |
General Motors Financial Co. Inc. 3.450 1/14/2022 | 1,305,000.00 | $1,265,423.27 | 3.450 | 01/14/2022 | 0.03 |
General Motors Financial Co. Inc. 4.350 4/9/2025 | 4,745,000.00 | $4,502,150.90 | 4.350 | 04/09/2025 | 0.11 |
General Motors Financial Co. Inc. 5.250 3/1/2026 | 7,620,000.00 | $7,469,185.72 | 5.250 | 03/01/2026 | 0.19 |
Genesis Energy LP Genesis Energy Finance Corp. 6.750 8/1/2022 | 1,075,000.00 | $1,053,500.00 | 6.750 | 08/01/2022 | 0.02 |
Genesys Telecommunications Laboratories Inc. Greeneden Lux 3 Sarl Greeneden US Ho 10.000 11/30/2024 | 90,000.00 | $94,500.00 | 10.000 | 11/30/2024 | 0.00 |
Gentiva Health Services Inc. 3.750 7/2/2025 | 2,275,202.72 | $2,218,322.65 | 6.125 | 07/02/2025 | 0.05 |
GEO Group Inc. 2.750 3/23/2024 | 808,825.76 | $744,119.70 | 4.350 | 03/23/2024 | 0.01 |
GEO Group Inc. 5.125 4/1/2023 | 860,000.00 | $777,225.00 | 5.125 | 04/01/2023 | 0.02 |
GEO Group Inc. 5.875 1/15/2022 | 500,000.00 | $488,775.00 | 5.875 | 01/15/2022 | 0.01 |
Geopark Ltd. 6.500 9/21/2024 | 1,930,000.00 | $1,792,487.50 | 6.500 | 09/21/2024 | 0.04 |
Georgia-Pacific LLC 8.000 1/15/2024 | 11,171,000.00 | $13,419,617.29 | 8.000 | 01/15/2024 | 0.34 |
GFMT 2018-1 A43 | 1,747,187.54 | $1,741,572.78 | 3.500 | 11/25/2057 | 0.04 |
GFORT 2017-1 A1 | 1,425,000.00 | $1,412,759.11 | 2.220 | 01/18/2022 | 0.03 |
GIP III Stetson I LP 4.250 7/18/2025 | 1,449,000.00 | $1,401,907.50 | 6.695 | 07/18/2025 | 0.03 |
GLM 2017-1A A | 5,005,000.00 | $4,968,168.21 | 3.689 | 04/20/2029 | 0.12 |
GLP Capital LP GLP Financing II Inc. 5.300 1/15/2029 | 2,015,000.00 | $1,978,286.70 | 5.300 | 01/15/2029 | 0.05 |
GN 784244 | 984,043.51 | $1,048,879.28 | 5.500 | 02/15/2041 | 0.02 |
GNR 2011-157 SG | 3,830,701.79 | $760,564.01 | 4.130 | 12/20/2041 | 0.01 |
GNR 2012-61 PI | 207,815.84 | $11,319.62 | 3.000 | 04/20/2039 | 0.00 |
GNR 2013-113 LY | 862,000.00 | $820,231.96 | 3.000 | 05/20/2043 | 0.02 |
GNR 2013-182 CZ | 1,623,590.61 | $1,451,873.82 | 2.500 | 12/20/2043 | 0.03 |
GNR 2014-12 ZB | 193,506.24 | $181,263.47 | 3.000 | 01/16/2044 | 0.00 |
GNR 2015-111 IH | 6,072,468.66 | $722,202.34 | 3.500 | 08/20/2045 | 0.01 |
GNR 2015-139 EY | 1,548,000.00 | $1,296,387.00 | 2.500 | 09/16/2045 | 0.03 |
GNR 2015-142 AI | 1,275,781.46 | $138,440.15 | 4.000 | 02/20/2044 | 0.00 |
GNR 2015-185 PZ | 1,145,471.82 | $1,122,655.74 | 3.000 | 12/20/2045 | 0.02 |
GNR 2015-44 AI | 254,984.53 | $25,401.15 | 3.000 | 08/20/2041 | 0.00 |
GNR 2016-101 QL | 117,000.00 | $111,665.28 | 3.000 | 07/20/2046 | 0.00 |
GNR 2016-108 YL | 1,395,000.00 | $1,358,230.73 | 3.000 | 08/20/2046 | 0.03 |
GNR 2016-115 SA | 11,876,089.24 | $2,010,627.85 | 3.630 | 08/20/2046 | 0.05 |
GNR 2016-118 DI | 9,597,452.56 | $1,286,148.86 | 3.500 | 03/20/2043 | 0.03 |
GNR 2016-118 ES | 5,203,354.59 | $959,055.78 | 3.630 | 09/20/2046 | 0.02 |
GNR 2016-120 IA | 356,190.67 | $43,606.04 | 3.000 | 02/20/2046 | 0.00 |
GNR 2016-126 NS | 5,006,202.69 | $907,165.98 | 3.630 | 09/20/2046 | 0.02 |
GNR 2016-134 MZ | 3,361,278.27 | $3,164,611.90 | 3.000 | 10/20/2046 | 0.08 |
GNR 2016-135 JI | 3,203,205.05 | $501,044.37 | 3.000 | 07/20/2046 | 0.01 |
GNR 2016-147 ST | 6,699,316.97 | $1,171,147.13 | 3.580 | 10/20/2046 | 0.03 |
GNR 2016-149 GI | 5,008,057.21 | $1,019,986.50 | 4.000 | 11/20/2046 | 0.02 |
GNR 2016-156 PB | 1,707,124.00 | $1,377,333.08 | 2.000 | 11/20/2046 | 0.03 |
GNR 2016-159 MI | 439,905.36 | $63,361.11 | 3.000 | 03/20/2046 | 0.00 |
GNR 2016-163 MI | 4,095,482.52 | $464,594.81 | 3.500 | 11/20/2046 | 0.01 |
GNR 2016-163 XI | 6,683,678.78 | $874,733.14 | 3.000 | 10/20/2046 | 0.02 |
GNR 2016-170 MZ | 35,037.98 | $31,889.21 | 3.000 | 12/20/2046 | 0.00 |
GNR 2016-171 IO | 9,410,050.98 | $1,111,286.56 | 3.000 | 07/20/2044 | 0.02 |
GNR 2016-171 IP | 6,146,173.75 | $758,680.00 | 3.000 | 03/20/2046 | 0.01 |
GNR 2016-32 MS | 263,139.19 | $49,330.70 | 3.580 | 03/20/2046 | 0.00 |
GNR 2016-46 DZ | 452,768.79 | $402,407.41 | 3.000 | 04/20/2046 | 0.01 |
GNR 2016-49 PZ | 341,201.35 | $308,309.92 | 3.000 | 11/16/2045 | 0.00 |
GNR 2016-74 PL | 1,248,000.00 | $1,120,418.71 | 3.000 | 05/20/2046 | 0.02 |
GNR 2016-75 JI | 16,549,869.95 | $1,921,957.91 | 3.000 | 09/20/2043 | 0.04 |
GNR 2016-89 QS | 4,378,220.05 | $942,439.45 | 3.580 | 07/20/2046 | 0.02 |
GNR 2017-10 IB | 5,505,887.64 | $1,197,360.43 | 4.000 | 01/20/2047 | 0.03 |
GNR 2017-101 AI | 3,550,055.46 | $616,351.40 | 4.000 | 07/20/2047 | 0.01 |
GNR 2017-101 HD | 3,000.00 | $2,862.70 | 3.000 | 01/20/2047 | n/a |
GNR 2017-101 TI | 5,291,052.70 | $769,273.03 | 4.000 | 03/20/2044 | 0.01 |
GNR 2017-107 QZ | 1,027,966.97 | $926,766.19 | 3.000 | 08/20/2045 | 0.02 |
GNR 2017-113 LB | 2,620,000.00 | $2,458,620.84 | 3.000 | 07/20/2047 | 0.06 |
GNR 2017-114 IK | 7,795,656.72 | $1,631,719.04 | 4.000 | 10/20/2044 | 0.04 |
GNR 2017-116 ZL | 2,031,423.32 | $1,823,638.58 | 3.000 | 06/20/2047 | 0.04 |
GNR 2017-121 IL | 288,074.81 | $36,108.59 | 3.000 | 02/20/2042 | 0.00 |
GNR 2017-130 YJ | 1,210,000.00 | $1,105,623.59 | 2.500 | 08/20/2047 | 0.02 |
GNR 2017-134 KI | 4,222,048.24 | $600,149.38 | 4.000 | 05/20/2044 | 0.01 |
GNR 2017-144 EI | 7,333,263.30 | $1,004,662.21 | 3.000 | 12/20/2044 | 0.02 |
GNR 2017-174 HI | 6,623,830.98 | $974,953.07 | 3.000 | 07/20/2045 | 0.02 |
GNR 2017-18 QS | 5,730,662.35 | $990,446.42 | 3.645 | 02/16/2047 | 0.02 |
GNR 2017-33 PZ | 1,415,667.26 | $1,267,073.44 | 3.000 | 02/20/2047 | 0.03 |
GNR 2017-34 AZ | 87,468.18 | $79,781.09 | 3.000 | 01/20/2047 | 0.00 |
GNR 2017-34 DY | 1,103,995.00 | $1,093,451.07 | 3.500 | 03/20/2047 | 0.02 |
GNR 2017-36 ZC | 181,267.80 | $162,639.38 | 3.000 | 03/20/2047 | 0.00 |
GNR 2017-45 JZ | 34,018.24 | $33,907.38 | 3.500 | 03/20/2047 | 0.00 |
GNR 2017-52 LE | 19,000.00 | $17,735.99 | 3.000 | 01/16/2047 | 0.00 |
GNR 2017-56 JZ | 66,225.95 | $59,734.67 | 3.000 | 04/20/2047 | 0.00 |
GNR 2017-80 AS | 8,345,936.75 | $1,593,176.73 | 3.730 | 05/20/2047 | 0.04 |
GNR 2018-1 ST | 11,092,849.13 | $2,064,855.11 | 3.730 | 01/20/2048 | 0.05 |
GNR 2018-11 AI | 4,382,418.90 | $554,106.03 | 3.000 | 01/20/2046 | 0.01 |
GNR 2018-13 PZ | 945,185.91 | $887,735.53 | 3.000 | 01/20/2048 | 0.02 |
GNR 2018-14 ZE | 521,440.44 | $500,418.99 | 3.500 | 01/20/2048 | 0.01 |
GNR 2018-24 HZ | 483,933.64 | $437,383.68 | 3.000 | 02/20/2048 | 0.01 |
GNR 2018-34 TY | 827,000.00 | $815,284.06 | 3.500 | 03/20/2048 | 0.02 |
GNR 2018-37 SA | 3,723,865.74 | $722,912.19 | 3.730 | 03/20/2048 | 0.01 |
GNR 2018-46 AS | 13,233,253.77 | $2,722,395.25 | 3.730 | 03/20/2048 | 0.07 |
GNR 2018-8 VZ | 1,911,794.20 | $1,696,476.66 | 3.000 | 03/20/2047 | 0.04 |
Goldman Sachs Group Inc. 3.240 8/21/2019 | 2,390,000.00 | $1,689,396.13 | 3.240 | 08/21/2019 | 0.04 |
Goldman Sachs Group Inc. 3.550 2/12/2021 | 1,500,000.00 | $1,106,134.63 | 3.550 | 02/12/2021 | 0.02 |
Goldman Sachs Group Inc. 4.223 5/1/2029 | 1,015,000.00 | $979,262.26 | 4.223 | 05/01/2029 | 0.02 |
Goldman Sachs Group Inc. 5.150 5/22/2045 | 1,975,000.00 | $1,844,222.41 | 5.150 | 05/22/2045 | 0.04 |
Goldman Sachs Group Inc. 5.200 12/17/2019 | 1,444,000.00 | $990,175.90 | 5.200 | 12/17/2019 | 0.02 |
Goldman Sachs Group Inc. 6.000 6/15/2020 | 10,020,000.00 | $10,374,602.79 | 6.000 | 06/15/2020 | 0.26 |
Gray Television Inc. 2.500 2/7/2024 | 2,027,962.53 | $1,956,983.84 | 4.599 | 02/07/2024 | 0.05 |
Gray Television Inc. 5.875 7/15/2026 | 1,545,000.00 | $1,444,266.00 | 5.875 | 07/15/2026 | 0.03 |
GRCE 2014-GRCE A | 3,820,000.00 | $3,829,818.16 | 3.369 | 06/10/2028 | 0.09 |
GRCE 2014-GRCE B | 5,000,000.00 | $4,993,368.00 | 3.520 | 06/10/2028 | 0.12 |
Greeneden US Holdings II LLC 5.540 12/1/2023 | 3,690,169.69 | $3,537,950.19 | 5.595 | 12/01/2023 | 0.09 |
Greenhill & Co. Inc. 5.099 10/6/2022 | 1,475,257.13 | $1,473,413.06 | 6.437 | 10/06/2022 | 0.03 |
Grizzly Finco 3.250 10/1/2025 | 513,712.50 | $503,823.53 | 3.250 | 10/01/2025 | 0.01 |
Growthpoint Properties International Pty Ltd. 5.872 5/2/2023 | 2,175,000.00 | $2,180,437.50 | 5.872 | 05/02/2023 | 0.05 |
Grupo Cementos de Chihuahua SAB de CV 5.250 6/23/2024 | 2,065,000.00 | $1,979,839.40 | 5.250 | 06/23/2024 | 0.05 |
GSMS 2010-C1 C | 2,765,000.00 | $2,825,565.39 | 5.635 | 08/10/2043 | 0.07 |
GSMS 2014-GC24 A5 | 20,000.00 | $20,496.89 | 3.931 | 09/10/2047 | 0.00 |
GSMS 2015-GC32 A4 | 3,096,000.00 | $3,142,011.51 | 3.764 | 07/10/2048 | 0.08 |
GSMS 2017-GS5 A4 | 6,835,000.00 | $6,828,968.11 | 3.674 | 03/10/2050 | 0.17 |
GSMS 2017-GS5 XA | 57,567,737.94 | $3,168,902.49 | 0.820 | 03/10/2050 | 0.08 |
GSMS 2017-GS6 A3 | 3,380,000.00 | $3,317,790.42 | 3.433 | 05/10/2050 | 0.08 |
GSMS 2018-GS10 C | 1,935,000.00 | $1,926,750.71 | 4.413 | 07/10/2051 | 0.04 |
GSMS 2018-GS9 A4 | 3,375,000.00 | $3,440,529.34 | 3.992 | 03/10/2051 | 0.08 |
GSMS 2018-GS9 C | 700,000.00 | $692,229.44 | 4.364 | 03/10/2051 | 0.01 |
GSR 2004-9 4A1 | 294,428.27 | $286,374.66 | 4.186 | 08/25/2034 | 0.00 |
GTP Acquisition Partners I LLC 2.350 6/15/2020 | 2,605,000.00 | $2,563,977.76 | 2.350 | 06/15/2020 | 0.06 |
Gulfport Energy Corp. 6.625 5/1/2023 | 1,140,000.00 | $1,083,000.00 | 6.625 | 05/01/2023 | 0.02 |
GVC Holdings PLC 4.668 3/15/2024 | 2,491,175.00 | $2,430,452.61 | 4.845 | 03/15/2024 | 0.06 |
H-Food Holdings LLC 3.000 5/17/2025 | 1,459,665.00 | $1,399,453.82 | 6.032 | 05/17/2025 | 0.03 |
HALST 2018-A A3 | 4,500,000.00 | $4,484,148.30 | 2.810 | 04/15/2021 | 0.11 |
HCA Inc. 4.040 3/7/2025 | 6,213,050.00 | $6,103,209.49 | 4.345 | 03/07/2025 | 0.15 |
HCA Inc. 5.375 2/1/2025 | 2,380,000.00 | $2,326,450.00 | 5.375 | 02/01/2025 | 0.06 |
HCA Inc. 5.875 2/15/2026 | 1,000,000.00 | $997,500.00 | 5.875 | 02/15/2026 | 0.02 |
HCA Inc. 7.580 9/15/2025 | 160,000.00 | $170,400.00 | 7.580 | 09/15/2025 | 0.00 |
HD Supply Inc. 5.375 10/15/2026 | 1,720,000.00 | $1,674,574.80 | 5.375 | 10/15/2026 | 0.04 |
Heartland Dental LLC 3.500 4/17/2025 | 2,125,091.70 | $2,034,775.30 | 6.095 | 04/17/2025 | 0.05 |
Heartland Dental LLC 3.750 4/30/2025 | 303,913.04 | $290,996.74 | 3.750 | 04/30/2025 | 0.00 |
Helix Energy Solutions Group Inc. 4.125 9/15/2023 | 165,000.00 | $152,819.21 | 4.125 | 09/15/2023 | 0.00 |
Helix Energy Solutions Group Inc. 4.250 5/1/2022 | 3,601,000.00 | $3,341,029.41 | 4.250 | 05/01/2022 | 0.08 |
HERTZ 2018-2A A | 1,300,000.00 | $1,309,927.58 | 3.650 | 06/27/2022 | 0.03 |
Hill-Rom Holdings Inc. 5.750 9/1/2023 | 1,555,000.00 | $1,560,831.25 | 5.750 | 09/01/2023 | 0.04 |
Hilton Worldwide Finance LLC 1.750 10/25/2023 | 227,416.67 | $219,457.09 | 4.065 | 10/25/2023 | 0.00 |
HMI 2018-2A A2 | 2,685,000.00 | $2,678,043.17 | 2.856 | 10/15/2054 | 0.06 |
HNGRY 2018-1A A2I | 3,092,250.00 | $3,126,821.36 | 4.250 | 06/20/2048 | 0.08 |
Home Depot Inc. 3.900 12/6/2028 | 2,870,000.00 | $2,945,006.88 | 3.900 | 12/06/2028 | 0.07 |
Home Depot Inc. 4.500 12/6/2048 | 1,335,000.00 | $1,385,357.67 | 4.500 | 12/06/2048 | 0.03 |
HOOTY 2014-1A A2 | 8,070,300.00 | $8,037,211.77 | 4.846 | 08/20/2044 | 0.20 |
Hospitality Properties Trust 4.500 3/15/2025 | 5,010,000.00 | $4,888,112.21 | 4.500 | 03/15/2025 | 0.12 |
Host Hotels & Resorts LP 3.750 10/15/2023 | 4,180,000.00 | $4,104,109.59 | 3.750 | 10/15/2023 | 0.10 |
Host Hotels & Resorts LP 3.875 4/1/2024 | 705,000.00 | $696,259.27 | 3.875 | 04/01/2024 | 0.01 |
Host Hotels & Resorts LP 4.500 2/1/2026 | 1,525,000.00 | $1,517,701.66 | 4.500 | 02/01/2026 | 0.03 |
Hoya Midco LLC 4.500 6/30/2024 | 2,354,150.01 | $2,248,213.26 | 5.845 | 06/30/2024 | 0.05 |
HSBC Holdings PLC 4.292 9/12/2026 | 4,535,000.00 | $4,482,340.94 | 4.292 | 09/12/2026 | 0.11 |
HSBC Holdings PLC 6.500 12/29/2049 | 3,425,000.00 | $3,116,750.00 | 6.500 | 12/29/2049 | 0.08 |
HUB International Ltd. 3.000 4/25/2025 | 3,482,500.00 | $3,296,767.83 | 5.240 | 04/25/2025 | 0.08 |
HUB International Ltd. 7.000 5/1/2026 | 385,000.00 | $350,350.00 | 7.000 | 05/01/2026 | 0.00 |
HudBay Minerals Inc. 7.250 1/15/2023 | 30,000.00 | $29,775.00 | 7.250 | 01/15/2023 | 0.00 |
HudBay Minerals Inc. 7.625 1/15/2025 | 685,000.00 | $673,012.50 | 7.625 | 01/15/2025 | 0.01 |
HUNGARIAN FORINT | 42,395,195.14 | $151,302.91 | 0.000 | - | 0.00 |
Huntington National Bank 2.500 8/7/2022 | 2,745,000.00 | $2,654,061.99 | 2.500 | 08/07/2022 | 0.06 |
Huron Consulting Group Inc. 1.250 10/1/2019 | 2,191,000.00 | $2,157,893.99 | 1.250 | 10/01/2019 | 0.05 |
Hyperion Insurance Group Ltd. 5.100 12/15/2024 | 2,956,617.59 | $2,873,462.72 | 5.882 | 12/15/2024 | 0.07 |
ICE - CDX. HY.31 5Y 12 20 2023 F 5.000000 ACT 360 Quarterly 20231220 PU 5.000 12/20/2023 | 13,500,000.00 | $274,061.34 | 5.000 | 12/20/2023 | 0.00 |
ICICI Bank Ltd. Dubai 4.000 3/18/2026 | 3,180,000.00 | $2,984,105.64 | 4.000 | 03/18/2026 | 0.07 |
Indonesia Government International Bond 5.125 1/15/2045 | 1,200,000.00 | $1,185,789.60 | 5.125 | 01/15/2045 | 0.03 |
INDONESIAN RUPIAH | 1,426,960,135.20 | $99,232.27 | 0.000 | - | 0.00 |
INEOS US Finance LLC 3.374 3/31/2024 | 3,306,600.00 | $3,154,357.52 | 4.345 | 03/31/2024 | 0.08 |
Inflation Linked Korea Treasury Bond 1.125 6/10/2023 | 9,378,472,702.50 | $8,584,311.57 | 1.125 | 06/10/2023 | 0.22 |
Infor US Inc. 6.500 5/15/2022 | 320,000.00 | $310,688.00 | 6.500 | 05/15/2022 | 0.00 |
Infraestructura Energetica Nova SAB de CV 4.875 1/14/2048 | 2,760,000.00 | $2,177,336.40 | 4.875 | 01/14/2048 | 0.05 |
ING Groep NV 4.625 1/6/2026 | 3,530,000.00 | $3,560,757.95 | 4.625 | 01/06/2026 | 0.09 |
ING Groep NV 6.875 12/29/2049 | 1,150,000.00 | $1,147,125.00 | 6.875 | 12/29/2049 | 0.02 |
Insulet Corp. 1.250 9/15/2021 | 1,144,000.00 | $1,621,249.34 | 1.250 | 09/15/2021 | 0.04 |
Insulet Corp. 1.375 11/15/2024 | 1,949,000.00 | $2,074,739.74 | 1.375 | 11/15/2024 | 0.05 |
Inter-American Development Bank 6.250 6/15/2021 | 39,200,000,000.00 | $2,602,064.92 | 6.250 | 06/15/2021 | 0.06 |
Inter-American Development Bank 7.875 3/14/2023 | 20,000,000,000.00 | $1,388,073.72 | 7.875 | 03/14/2023 | 0.03 |
Intercontinental Exchange Inc. 3.450 9/21/2023 | 1,040,000.00 | $1,045,053.36 | 3.450 | 09/21/2023 | 0.02 |
Intercontinental Exchange Inc. 3.750 9/21/2028 | 1,160,000.00 | $1,161,981.28 | 3.750 | 09/21/2028 | 0.03 |
Intercontinental Exchange Inc. 4.250 9/21/2048 | 1,155,000.00 | $1,139,097.96 | 4.250 | 09/21/2048 | 0.02 |
International Bank for Reconstruction & Development 2.500 11/25/2024 | 2,469,000.00 | $2,445,337.10 | 2.500 | 11/25/2024 | 0.06 |
International Bank for Reconstruction & Development 2.525 4/17/2019 | 1,269,000.00 | $1,269,207.61 | 2.525 | 04/17/2019 | 0.03 |
International Bank for Reconstruction & Development 3.000 2/2/2023 | 5,266,000.00 | $3,608,047.01 | 3.000 | 02/02/2023 | 0.09 |
International Bank for Reconstruction & Development 3.375 1/25/2022 | 1,980,000.00 | $1,369,952.32 | 3.375 | 01/25/2022 | 0.03 |
International Bank for Reconstruction & Development 4.625 10/6/2021 | 2,649,000.00 | $1,888,938.77 | 4.625 | 10/06/2021 | 0.04 |
International Finance Corp. 2.375 7/19/2023 | 1,228,000.00 | $903,189.86 | 2.375 | 07/19/2023 | 0.02 |
International Finance Corp. 3.625 5/20/2020 | 1,035,000.00 | $708,781.05 | 3.625 | 05/20/2020 | 0.01 |
International Finance Corp. 3.750 8/9/2027 | 1,795,000.00 | $1,259,978.00 | 3.750 | 08/09/2027 | 0.03 |
International Lease Finance Corp. 8.625 1/15/2022 | 3,082,000.00 | $3,428,595.25 | 8.625 | 01/15/2022 | 0.08 |
Interstate Power & Light Co. 4.100 9/26/2028 | 4,220,000.00 | $4,323,529.68 | 4.100 | 09/26/2028 | 0.11 |
IQVIA Inc. 1.750 6/11/2025 | 2,621,825.00 | $2,541,531.61 | 4.136 | 06/11/2025 | 0.06 |
Iron Mountain Inc. 1.750 1/2/2026 | 6,023,228.15 | $5,707,008.67 | 4.095 | 01/02/2026 | 0.14 |
Iron Mountain US Holdings Inc. 5.375 6/1/2026 | 1,780,000.00 | $1,628,700.00 | 5.375 | 06/01/2026 | 0.04 |
Israel Chemicals Ltd. 6.375 5/31/2038 | 4,620,000.00 | $4,631,850.31 | 6.375 | 05/31/2038 | 0.11 |
Israel Electric Corp. Ltd. 5.000 11/12/2024 | 2,085,000.00 | $2,105,391.30 | 5.000 | 11/12/2024 | 0.05 |
Ivory Coast Government International Bond 6.125 6/15/2033 | 3,250,000.00 | $2,708,062.50 | 6.125 | 06/15/2033 | 0.07 |
Jazz Investments I Ltd. 1.875 8/15/2021 | 2,005,000.00 | $1,949,417.39 | 1.875 | 08/15/2021 | 0.05 |
JBS Investments GmbH 7.250 4/3/2024 | 1,340,000.00 | $1,355,758.40 | 7.250 | 04/03/2024 | 0.03 |
JBS USA LUX S.A. JBS USA Finance Inc. 5.750 6/15/2025 | 1,775,000.00 | $1,701,781.25 | 5.750 | 06/15/2025 | 0.04 |
JBS USA LUX S.A. JBS USA Finance Inc. 6.750 2/15/2028 | 2,280,000.00 | $2,231,550.00 | 6.750 | 02/15/2028 | 0.05 |
JBS USA LUX S.A. 3.250 10/30/2022 | 1,979,439.30 | $1,908,302.21 | 5.239 | 10/30/2022 | 0.04 |
JD.com Inc. 3.125 4/29/2021 | 2,625,000.00 | $2,541,015.49 | 3.125 | 04/29/2021 | 0.06 |
Jefferies Group LLC Jefferies Group Capital Finance Inc. 4.150 1/23/2030 | 1,585,000.00 | $1,362,964.96 | 4.150 | 01/23/2030 | 0.03 |
Jefferies Group LLC 6.450 6/8/2027 | 3,815,000.00 | $3,997,590.86 | 6.450 | 06/08/2027 | 0.10 |
Jefferies Group LLC 6.500 1/20/2043 | 2,455,000.00 | $2,495,811.92 | 6.500 | 01/20/2043 | 0.06 |
Jordan Government International Bond 5.750 1/31/2027 | 3,010,000.00 | $2,771,710.34 | 5.750 | 01/31/2027 | 0.07 |
Joseph T Ryerson & Son Inc. 11.000 5/15/2022 | 800,000.00 | $808,000.00 | 11.000 | 05/15/2022 | 0.02 |
JPMBB 2015-C31 A3 | 4,980,000.00 | $5,068,351.67 | 3.801 | 08/15/2048 | 0.13 |
JPMBB 2015-C33 A4 | 7,550,000.00 | $7,658,051.07 | 3.770 | 12/15/2048 | 0.19 |
JPMCC 2005-CB11 E | 1,775,000.00 | $1,816,005.16 | 5.566 | 08/12/2037 | 0.04 |
JPMCC 2013-LC11 B | 8,420,000.00 | $8,200,839.19 | 3.499 | 04/15/2046 | 0.21 |
JPMCC 2015-JP1 A5 | 3,755,000.00 | $3,839,425.17 | 3.914 | 01/15/2049 | 0.09 |
JPMCC 2016-JP3 B | 1,545,000.00 | $1,459,944.04 | 3.397 | 08/15/2049 | 0.03 |
JPMCC 2016-WIKI A | 3,260,000.00 | $3,206,450.59 | 2.798 | 10/05/2031 | 0.08 |
JPMCC 2016-WIKI B | 3,260,000.00 | $3,204,020.91 | 3.201 | 10/05/2031 | 0.08 |
JPMDB 2017-C7 A5 | 6,140,000.00 | $6,030,109.35 | 3.409 | 10/15/2050 | 0.15 |
JPMMT 2005-A8 1A1 | 171,630.31 | $166,225.26 | 4.385 | 11/25/2035 | 0.00 |
JPMMT 2006-S1 1A1 | 1,946,993.67 | $2,031,847.55 | 6.000 | 04/25/2036 | 0.05 |
JPMMT 2007-A1 7A4 | 34,707.97 | $31,172.67 | 4.376 | 07/25/2035 | 0.00 |
JPMMT 2014-2 B1 | 1,609,702.97 | $1,599,977.47 | 3.418 | 06/25/2029 | 0.04 |
JPMMT 2014-2 B2 | 599,744.17 | $592,519.53 | 3.418 | 06/25/2029 | 0.01 |
JPMMT 2014-IVR6 2A4 | 2,470,000.00 | $2,470,778.30 | 2.500 | 07/25/2044 | 0.06 |
JPMMT 2015-1 B2 | 2,767,010.51 | $2,755,445.79 | 3.303 | 12/25/2044 | 0.07 |
JPMMT 2015-4 B1 | 2,478,443.46 | $2,456,315.42 | 3.624 | 06/25/2045 | 0.06 |
JPMMT 2015-4 B2 | 1,779,253.77 | $1,741,826.81 | 3.624 | 06/25/2045 | 0.04 |
JPMMT 2015-5 B2 | 2,808,558.64 | $2,771,030.12 | 3.161 | 05/25/2045 | 0.07 |
JPMMT 2015-6 B1 | 1,720,502.13 | $1,711,911.49 | 3.612 | 10/25/2045 | 0.04 |
JPMMT 2015-6 B2 | 1,665,738.13 | $1,645,765.43 | 3.612 | 10/25/2045 | 0.04 |
JPMMT 2016-4 B1 | 1,101,701.70 | $1,104,914.92 | 3.902 | 10/25/2046 | 0.02 |
JPMMT 2016-4 B2 | 1,886,699.61 | $1,881,686.27 | 3.902 | 10/25/2046 | 0.04 |
JPMMT 2017-1 B2 | 3,283,605.27 | $3,199,333.18 | 3.549 | 01/25/2047 | 0.08 |
JPMMT 2017-2 A3 | 1,437,062.48 | $1,409,633.27 | 3.500 | 05/25/2047 | 0.03 |
JPMMT 2018-3 A5 | 4,149,981.34 | $4,095,189.14 | 3.500 | 09/25/2048 | 0.10 |
JPMMT 2018-4 A15 | 2,980,467.11 | $2,959,392.23 | 3.500 | 10/25/2048 | 0.07 |
JPMMT 2018-6 1A4 | 1,925,302.04 | $1,909,504.94 | 3.500 | 12/25/2048 | 0.04 |
JPMMT 2018-7FRB A2 | 2,171,975.43 | $2,171,957.40 | 3.065 | 04/25/2046 | 0.05 |
JPMMT 2018-9 A3 | 2,408,141.23 | $2,415,921.93 | 4.000 | 02/25/2049 | 0.06 |
JPMorgan Chase & Co. 3.500 12/18/2026 | 986,000.00 | $1,365,530.31 | 3.500 | 12/18/2026 | 0.03 |
JPMorgan Chase & Co. 3.797 7/23/2024 | 3,395,000.00 | $3,403,034.27 | 3.797 | 07/23/2024 | 0.08 |
JPMorgan Chase & Co. 4.023 12/5/2024 | 4,585,000.00 | $4,626,821.62 | 4.023 | 12/05/2024 | 0.11 |
JPMorgan Chase & Co. 4.452 12/5/2029 | 8,985,000.00 | $9,155,706.02 | 4.452 | 12/05/2029 | 0.23 |
JPMorgan Chase & Co. 6.750 1/29/2049 | 4,475,000.00 | $4,629,387.50 | 6.750 | 01/29/2049 | 0.11 |
JPY/USD BOA 01/11/19 | -2,099,005,738.00 | -$19,169,045.94 | 0.000 | 01/11/2019 | -0.50 |
JPY/USD TOR 01/11/19 | 3,038,570,570.00 | $27,749,566.28 | 0.000 | 01/11/2019 | 0.71 |
Kallpa Generacion S.A. 4.125 8/16/2027 | 4,195,000.00 | $3,890,904.45 | 4.125 | 08/16/2027 | 0.10 |
Kansas City Power & Light Co. 3.650 8/15/2025 | 7,975,000.00 | $7,942,824.07 | 3.650 | 08/15/2025 | 0.20 |
KAR Auction Services Inc. 5.125 6/1/2025 | 875,000.00 | $794,062.50 | 5.125 | 06/01/2025 | 0.02 |
KazMunayGas National Co. JSC 6.375 10/24/2048 | 2,220,000.00 | $2,240,535.00 | 6.375 | 10/24/2048 | 0.05 |
KazTransGas JSC 4.375 9/26/2027 | 2,955,000.00 | $2,749,370.42 | 4.375 | 09/26/2027 | 0.07 |
Kernel Holding S.A. 8.750 1/31/2022 | 4,410,000.00 | $4,240,603.08 | 8.750 | 01/31/2022 | 0.10 |
KeyBank NA Cleveland OH 2.300 9/14/2022 | 3,505,000.00 | $3,376,970.41 | 2.300 | 09/14/2022 | 0.08 |
KeyBank NA Cleveland OH 6.950 2/1/2028 | 17,740,000.00 | $21,057,656.74 | 6.950 | 02/01/2028 | 0.54 |
KFC Holding Co. Pizza Hut Holdings LLC Taco Bell of America LLC 5.250 6/1/2026 | 1,700,000.00 | $1,649,051.00 | 5.250 | 06/01/2026 | 0.04 |
Kilroy Realty LP 3.450 12/15/2024 | 3,485,000.00 | $3,371,561.86 | 3.450 | 12/15/2024 | 0.08 |
Kinder Morgan Inc. DE 5.200 3/1/2048 | 6,580,000.00 | $6,320,776.95 | 5.200 | 03/01/2048 | 0.16 |
Knowles Corp. 3.250 11/1/2021 | 2,351,000.00 | $2,428,505.42 | 3.250 | 11/01/2021 | 0.06 |
Kookmin Bank 2.875 3/25/2023 | 1,905,000.00 | $1,850,574.15 | 2.875 | 03/25/2023 | 0.04 |
Kronos Inc. MA 3.000 11/1/2023 | 1,945,535.36 | $1,860,013.52 | 5.541 | 11/01/2023 | 0.04 |
KRW/USD JPM 01/11/19 | -9,424,747,250.00 | -$8,465,656.47 | 0.000 | 01/11/2019 | -0.22 |
L3 Technologies Inc. 3.850 6/15/2023 | 1,925,000.00 | $1,929,798.26 | 3.850 | 06/15/2023 | 0.04 |
L3 Technologies Inc. 4.400 6/15/2028 | 620,000.00 | $621,423.89 | 4.400 | 06/15/2028 | 0.01 |
LAMAR MEDIA CORP. 5.375 1/15/2024 | 1,580,000.00 | $1,587,900.00 | 5.375 | 01/15/2024 | 0.04 |
Landwirtschaftliche Rentenbank 5.375 4/23/2024 | 2,457,000.00 | $1,864,059.06 | 5.375 | 04/23/2024 | 0.04 |
Laredo Petroleum Inc. 6.250 3/15/2023 | 1,380,000.00 | $1,245,450.00 | 6.250 | 03/15/2023 | 0.03 |
Lazard Group LLC 3.750 2/13/2025 | 15,330,000.00 | $14,895,658.18 | 3.750 | 02/13/2025 | 0.38 |
LBUBS 2006-C6 AJ | 3,088,090.69 | $2,131,016.34 | 5.452 | 09/15/2039 | 0.05 |
Lennar Corp. 5.875 11/15/2024 | 315,000.00 | $316,181.25 | 5.875 | 11/15/2024 | 0.00 |
Level 3 Financing Inc. 5.375 5/1/2025 | 2,500,000.00 | $2,350,000.00 | 5.375 | 05/01/2025 | 0.06 |
Levi Strauss & Co. 5.000 5/1/2025 | 846,000.00 | $831,195.00 | 5.000 | 05/01/2025 | 0.02 |
Liberty Media Corp. 2.250 9/30/2046 | 4,212,000.00 | $2,003,227.20 | 2.250 | 09/30/2046 | 0.05 |
Lifestorage LP CA 3.500 7/1/2026 | 3,750,000.00 | $3,522,921.75 | 3.500 | 07/01/2026 | 0.09 |
Ligand Pharmaceuticals Inc. 0.750 5/15/2023 | 1,979,000.00 | $1,757,369.81 | 0.750 | 05/15/2023 | 0.04 |
Live Nation Entertainment Inc. 5.625 3/15/2026 | 1,725,000.00 | $1,690,500.00 | 5.625 | 03/15/2026 | 0.04 |
Lloyds Banking Group PLC 7.500 4/30/2049 | 3,420,000.00 | $3,308,166.00 | 7.500 | 04/30/2049 | 0.08 |
Lucid Energy Group II Borrower LLC 4.773 2/18/2025 | 3,361,789.04 | $3,092,845.92 | 5.504 | 02/18/2025 | 0.08 |
LUX HOLDCO III 4.820 3/28/2025 | 1,040,140.00 | $1,015,436.68 | 5.495 | 03/28/2025 | 0.02 |
Marathon Oil Corp. 4.400 7/15/2027 | 7,390,000.00 | $7,038,114.80 | 4.400 | 07/15/2027 | 0.18 |
Marfrig Holdings Europe BV 8.000 6/8/2023 | 4,535,000.00 | $4,563,343.75 | 8.000 | 06/08/2023 | 0.11 |
MARKIT CMBX.NA.BBB-.6 | 5,555,000.00 | -$895,795.13 | 3.000 | 05/11/2063 | -0.03 |
MARKIT CMBX.NA.BBB-.6 | 2,785,000.00 | -$449,107.01 | 3.000 | 05/11/2063 | -0.02 |
MARM 2004-10 2A2 | 36,001.69 | $33,336.50 | 4.122 | 10/25/2034 | 0.00 |
MARNR 2018-5A A | 8,000,000.00 | $7,880,096.00 | 3.600 | 04/25/2031 | 0.20 |
Marriott International Inc. MD 4.500 10/1/2034 | 1,035,000.00 | $990,928.46 | 4.500 | 10/01/2034 | 0.02 |
Martin Marietta Materials Inc. 4.250 12/15/2047 | 3,280,000.00 | $2,698,567.19 | 4.250 | 12/15/2047 | 0.06 |
Marvell Technology Group Ltd. 4.875 6/22/2028 | 6,285,000.00 | $6,138,534.99 | 4.875 | 06/22/2028 | 0.15 |
MASTER REPURCHASE AGREEMENT 2.822 1/2/2019 | 51,382,199.79 | $51,382,199.79 | 2.822 | 01/02/2019 | 1.32 |
MBMOT 2018-BA A | 2,325,000.00 | $2,318,564.17 | 2.795 | 05/15/2023 | 0.05 |
Medicines Co. 2.750 7/15/2023 | 4,386,000.00 | $3,327,416.97 | 2.750 | 07/15/2023 | 0.08 |
Medicines Co. 3.500 1/15/2024 | 701,000.00 | $695,911.44 | 3.500 | 01/15/2024 | 0.01 |
MERITOR INC. 3.250 10/15/2037 | 2,150,000.00 | $1,882,583.00 | 3.250 | 10/15/2037 | 0.04 |
MetLife Inc. 6.400 12/15/2036 | 40,000.00 | $40,734.40 | 6.400 | 12/15/2036 | 0.00 |
MetLife Inc. 9.250 4/8/2038 | 8,985,000.00 | $11,366,025.00 | 9.250 | 04/08/2038 | 0.29 |
MEXICAN PESO | 0.01 | $0.00 | 0.000 | - | 0.00 |
Mexichem SAB de CV 5.500 1/15/2048 | 4,225,000.00 | $3,644,062.50 | 5.500 | 01/15/2048 | 0.09 |
MGM Growth Properties Operating Partnership LP 2.000 3/21/2025 | 2,583,435.12 | $2,475,253.77 | 4.345 | 03/21/2025 | 0.06 |
MGM Resorts International 5.750 6/15/2025 | 1,280,000.00 | $1,241,600.00 | 5.750 | 06/15/2025 | 0.03 |
MHP Lux S.A. 6.950 4/3/2026 | 1,660,000.00 | $1,435,236.00 | 6.950 | 04/03/2026 | 0.03 |
MHP SE 7.750 5/10/2024 | 3,030,000.00 | $2,820,863.34 | 7.750 | 05/10/2024 | 0.07 |
Microchip Technology Inc. 1.625 2/15/2027 | 3,327,000.00 | $3,260,187.19 | 1.625 | 02/15/2027 | 0.08 |
Microchip Technology Inc. 2.000 5/24/2025 | 3,807,243.34 | $3,621,640.23 | 4.350 | 05/24/2025 | 0.09 |
Microchip Technology Inc. 3.922 6/1/2021 | 1,445,000.00 | $1,434,183.60 | 3.922 | 06/01/2021 | 0.03 |
Microchip Technology Inc. 4.333 6/1/2023 | 1,665,000.00 | $1,625,577.96 | 4.333 | 06/01/2023 | 0.04 |
MIDO 2018-8A A1 | 5,830,000.00 | $5,740,882.62 | 3.472 | 02/20/2031 | 0.14 |
MIDO 2018-9A A1 | 2,000,000.00 | $1,967,544.00 | 3.397 | 07/20/2031 | 0.05 |
MIRANT 2.50% CNV (ESCROW) | 695,000.00 | $0.00 | 0.000 | - | 0.00 |
Mississippi Power Co. 3.950 3/30/2028 | 3,750,000.00 | $3,710,037.38 | 3.950 | 03/30/2028 | 0.09 |
Morgan Stanley 3.125 8/5/2021 | 999,000.00 | $732,975.64 | 3.125 | 08/05/2021 | 0.01 |
Morgan Stanley 3.737 4/24/2024 | 12,340,000.00 | $12,257,811.90 | 3.737 | 04/24/2024 | 0.31 |
Morgan Stanley 5.000 11/24/2025 | 8,020,000.00 | $8,193,294.56 | 5.000 | 11/24/2025 | 0.21 |
Morgan Stanley 5.000 9/30/2021 | 1,489,000.00 | $1,106,723.14 | 5.000 | 09/30/2021 | 0.02 |
Morgan Stanley 5.500 1/26/2020 | 2,680,000.00 | $2,741,284.63 | 5.500 | 01/26/2020 | 0.07 |
Morgan Stanley 5.550 12/29/2049 | 1,050,000.00 | $1,020,337.50 | 0.000 | 12/29/2049 | 0.02 |
MP4 2013-2A ARR | 7,000,000.00 | $6,964,286.00 | 3.770 | 07/25/2029 | 0.18 |
MPH Acquisition Holdings LLC 4.000 6/7/2023 | 5,419,021.59 | $5,125,039.67 | 5.136 | 06/07/2023 | 0.13 |
MPH Acquisition Holdings LLC 7.125 6/1/2024 | 1,582,000.00 | $1,479,170.00 | 7.125 | 06/01/2024 | 0.03 |
MPLX LP 4.800 2/15/2029 | 2,345,000.00 | $2,345,326.66 | 4.800 | 02/15/2029 | 0.06 |
MPLX LP 4.875 12/1/2024 | 8,490,000.00 | $8,652,211.64 | 4.875 | 12/01/2024 | 0.22 |
MPLX LP 5.500 2/15/2049 | 1,710,000.00 | $1,671,491.83 | 5.500 | 02/15/2049 | 0.04 |
MSBAM 2014-C17 A5 | 3,256,000.00 | $3,302,722.30 | 3.741 | 08/15/2047 | 0.08 |
MSBAM 2015-C26 A5 | 3,925,000.00 | $3,920,885.42 | 3.531 | 10/15/2048 | 0.10 |
MSBAM 2016-C29 A4 | 2,500,000.00 | $2,460,519.50 | 3.325 | 05/15/2049 | 0.06 |
MSC 2006-HQ10 B | 5,379,000.00 | $5,085,768.66 | 5.448 | 11/12/2041 | 0.13 |
MSC 2006-T21 B | 2,000,000.00 | $1,996,379.20 | 5.150 | 10/12/2052 | 0.05 |
MSC 2016-BNK2 B | 1,500,000.00 | $1,446,525.15 | 3.485 | 11/15/2049 | 0.03 |
MSC 2018-L1 A4 | 1,910,000.00 | $2,006,047.02 | 4.407 | 10/15/2051 | 0.05 |
MSCI Inc. 5.375 5/15/2027 | 1,180,000.00 | $1,157,875.00 | 5.375 | 05/15/2027 | 0.02 |
Murphy Oil Corp. 6.875 8/15/2024 | 2,850,000.00 | $2,841,528.66 | 6.875 | 08/15/2024 | 0.07 |
Murphy Oil USA Inc. 5.625 5/1/2027 | 715,000.00 | $689,975.00 | 5.625 | 05/01/2027 | 0.01 |
Murphy Oil USA Inc. 6.000 8/15/2023 | 1,609,000.00 | $1,623,078.75 | 6.000 | 08/15/2023 | 0.04 |
MXN/USD BNP 01/11/19 | 16,553,022.00 | $840,984.92 | 0.000 | 01/11/2019 | 0.02 |
Mylan Inc. 4.550 4/15/2028 | 3,330,000.00 | $3,111,201.35 | 4.550 | 04/15/2028 | 0.08 |
Myriad International Holdings BV 4.850 7/6/2027 | 830,000.00 | $798,179.46 | 4.850 | 07/06/2027 | 0.02 |
Nabors Industries Inc. 5.750 2/1/2025 | 1,485,000.00 | $1,128,382.45 | 5.750 | 02/01/2025 | 0.02 |
NALT 2018-A A2B | 3,420,000.00 | $3,420,463.41 | 2.605 | 02/16/2021 | 0.08 |
National Rural Utilities Cooperative Finance Corp. 4.750 4/30/2043 | 5,585,000.00 | $5,359,310.15 | 4.750 | 04/30/2043 | 0.13 |
National Rural Utilities Cooperative Finance Corp. 5.250 4/20/2046 | 6,060,000.00 | $6,018,272.05 | 5.250 | 04/20/2046 | 0.15 |
Nationwide Building Society 4.125 10/18/2032 | 6,950,000.00 | $6,165,069.78 | 4.125 | 10/18/2032 | 0.15 |
NAVMT 2018-1 A | 2,200,000.00 | $2,199,173.68 | 3.136 | 09/25/2023 | 0.05 |
NCI Building Systems Inc. 3.750 4/12/2025 | 1,763,140.00 | $1,613,273.10 | 6.175 | 04/12/2025 | 0.04 |
Nederlandse Waterschapsbank NV 2.808 3/15/2019 | 1,145,000.00 | $1,145,164.31 | 2.808 | 03/15/2019 | 0.02 |
Neiman Marcus Group Ltd. LLC 4.250 10/25/2020 | 835,000.00 | $711,837.50 | 5.630 | 10/25/2020 | 0.01 |
Nestle Holdings Inc. 4.000 9/24/2048 | 3,580,000.00 | $3,525,408.94 | 4.000 | 09/24/2048 | 0.09 |
Netflix Inc. 5.875 11/15/2028 | 1,615,000.00 | $1,577,741.95 | 5.875 | 11/15/2028 | 0.04 |
Neurocrine Biosciences Inc. 2.250 5/15/2024 | 1,803,000.00 | $2,156,806.30 | 2.250 | 05/15/2024 | 0.05 |
Nevada Power Co. 2.750 4/15/2020 | 4,115,000.00 | $4,105,900.09 | 2.750 | 04/15/2020 | 0.10 |
New Enterprise Stone & Lime Co. Inc. 10.125 4/1/2022 | 1,780,000.00 | $1,744,400.00 | 10.125 | 04/01/2022 | 0.04 |
New Mountain Finance Corp. 5.000 6/15/2019 | 2,076,000.00 | $2,086,581.37 | 5.000 | 06/15/2019 | 0.05 |
New South Wales Treasury Corp. 4.000 5/20/2026 | 2,363,900.00 | $1,827,340.07 | 4.000 | 05/20/2026 | 0.04 |
NEW TURKISH LIRA | 118,920.97 | $22,469.72 | 0.000 | - | 0.00 |
New York and Presbyterian Hospital 4.063 8/1/2056 | 3,760,000.00 | $3,646,522.82 | 4.063 | 08/01/2056 | 0.09 |
NEW ZEALAND DOLLAR | 360,199.49 | $241,765.90 | 0.000 | - | 0.00 |
Newfoundland & Labrador Hydro 3.600 12/1/2045 | 1,500,000.00 | $1,117,946.09 | 3.600 | 12/01/2045 | 0.02 |
NFP Corp. 4.904 1/8/2024 | 2,796,464.65 | $2,651,979.71 | 5.345 | 01/08/2024 | 0.06 |
NFP Corp. 6.875 7/15/2025 | 4,553,000.00 | $4,097,700.00 | 6.875 | 07/15/2025 | 0.10 |
Nigeria Government International Bond 7.875 2/16/2032 | 1,820,000.00 | $1,657,494.02 | 7.875 | 02/16/2032 | 0.04 |
Nigeria Government International Bond 9.248 1/21/2049 | 2,770,000.00 | $2,697,348.44 | 9.248 | 01/21/2049 | 0.06 |
NiSource Inc. 5.650 12/29/2049 | 3,660,000.00 | $3,408,375.00 | 5.650 | 12/29/2049 | 0.08 |
Noble Energy Inc. 3.850 1/15/2028 | 4,545,000.00 | $4,122,510.44 | 3.850 | 01/15/2028 | 0.10 |
NOBLE ENERGY INC. 3.900 11/15/2024 | 2,085,000.00 | $2,022,152.05 | 3.900 | 11/15/2024 | 0.05 |
Noble Energy Inc. 4.950 8/15/2047 | 1,455,000.00 | $1,264,939.61 | 4.950 | 08/15/2047 | 0.03 |
Noble Energy Inc. 5.050 11/15/2044 | 1,180,000.00 | $1,021,046.80 | 5.050 | 11/15/2044 | 0.02 |
NOK/USD BNP 01/11/19 | -23,773,164.65 | -$2,750,895.35 | 0.000 | 01/11/2019 | -0.08 |
Norfolk Southern Corp. 3.800 8/1/2028 | 3,595,000.00 | $3,605,365.10 | 3.800 | 08/01/2028 | 0.09 |
Northrop Grumman Corp. 2.550 10/15/2022 | 6,300,000.00 | $6,107,326.47 | 2.550 | 10/15/2022 | 0.15 |
NORTHROP GRUMMAN CORP. 3.250 8/1/2023 | 2,550,000.00 | $2,512,005.51 | 3.250 | 08/01/2023 | 0.06 |
NORWEGIAN KRONE | 17,410,988.78 | $2,013,645.84 | 0.000 | - | 0.05 |
NOVA Chemicals Corp. 5.000 5/1/2025 | 1,055,000.00 | $953,456.25 | 5.000 | 05/01/2025 | 0.02 |
NOVA Chemicals Corp. 5.250 6/1/2027 | 860,000.00 | $764,325.00 | 5.250 | 06/01/2027 | 0.01 |
Novelis Corp. 6.250 8/15/2024 | 883,000.00 | $832,227.50 | 6.250 | 08/15/2024 | 0.02 |
Novellus Systems Inc. 2.625 5/15/2041 | 625,000.00 | $2,580,498.75 | 2.625 | 05/15/2041 | 0.06 |
Novolipetsk Steel Via Steel Funding DAC 4.000 9/21/2024 | 2,035,000.00 | $1,893,445.40 | 4.000 | 09/21/2024 | 0.04 |
NRG Energy Inc. 2.750 6/1/2048 | 3,499,000.00 | $3,776,750.62 | 2.750 | 06/01/2048 | 0.09 |
NRZT 2018-RPL1 A1 | 1,645,695.48 | $1,637,231.83 | 3.500 | 12/25/2057 | 0.04 |
NuStar Logistics LP 5.625 4/28/2027 | 1,385,000.00 | $1,296,706.25 | 5.625 | 04/28/2027 | 0.03 |
NUVEEN FINANCE LLC 4.125 11/1/2024 | 2,790,000.00 | $2,845,319.56 | 4.125 | 11/01/2024 | 0.07 |
NV Energy Inc. 6.250 11/15/2020 | 10,391,000.00 | $10,920,068.16 | 6.250 | 11/15/2020 | 0.28 |
Nvent Finance Sarl 4.550 4/15/2028 | 10,470,000.00 | $10,283,327.23 | 4.550 | 04/15/2028 | 0.26 |
NXP BV NXP Funding LLC 4.625 6/1/2023 | 3,230,000.00 | $3,173,475.00 | 4.625 | 06/01/2023 | 0.08 |
NXP BV NXP Funding LLC 4.875 3/1/2024 | 1,250,000.00 | $1,257,050.00 | 4.875 | 03/01/2024 | 0.03 |
NXP BV NXP Funding LLC 5.350 3/1/2026 | 1,395,000.00 | $1,420,458.75 | 5.350 | 03/01/2026 | 0.03 |
NXP BV NXP Funding LLC 5.550 12/1/2028 | 2,735,000.00 | $2,805,535.65 | 5.550 | 12/01/2028 | 0.07 |
NXP Semiconductors NV 1.000 12/1/2019 | 1,781,000.00 | $1,786,353.69 | 1.000 | 12/01/2019 | 0.04 |
NZD/USD BOA 01/11/19 | -13,565,674.28 | -$9,107,185.43 | 0.000 | 01/11/2019 | -0.24 |
Oasis Petroleum Inc. 6.250 5/1/2026 | 1,220,000.00 | $1,027,850.00 | 6.250 | 05/01/2026 | 0.02 |
OCI Partners LP 6.070 2/16/2025 | 779,112.50 | $766,451.92 | 6.386 | 02/16/2025 | 0.01 |
OCP 2017-13A A1A | 5,750,000.00 | $5,710,992.00 | 3.696 | 07/15/2030 | 0.14 |
OCP S.A. 4.500 10/22/2025 | 800,000.00 | $768,582.40 | 4.500 | 10/22/2025 | 0.01 |
OCP S.A. 6.875 4/25/2044 | 2,310,000.00 | $2,408,995.05 | 6.875 | 04/25/2044 | 0.06 |
Oglethorpe Power Corp. 5.050 10/1/2048 | 4,890,000.00 | $4,912,097.42 | 5.050 | 10/01/2048 | 0.12 |
Oil and Gas Holding Co. BSCC 7.625 11/7/2024 | 2,555,000.00 | $2,627,242.63 | 7.625 | 11/07/2024 | 0.06 |
Olin Corp. 5.125 9/15/2027 | 2,115,000.00 | $1,956,375.00 | 5.125 | 09/15/2027 | 0.05 |
ON Semiconductor Corp. 1.750 3/31/2023 | 2,402,809.95 | $2,325,468.30 | 4.095 | 03/31/2023 | 0.06 |
ONEOK Inc. 7.500 9/1/2023 | 6,425,000.00 | $7,307,123.59 | 7.500 | 09/01/2023 | 0.18 |
OZLM 2018-18A A | 6,250,000.00 | $6,114,525.00 | 3.456 | 04/15/2031 | 0.15 |
PACIFIC GAS & ELECTRIC CO. 3.950 12/1/2047 | 1,075,000.00 | $822,960.77 | 3.950 | 12/01/2047 | 0.02 |
Pacira Pharmaceuticals Inc. DE 2.375 4/1/2022 | 1,635,000.00 | $1,625,803.13 | 2.375 | 04/01/2022 | 0.04 |
Palo Alto Networks Inc. 0.750 7/1/2023 | 2,748,000.00 | $2,731,481.77 | 0.750 | 07/01/2023 | 0.07 |
Panda Stonewall LLC 6.500 11/13/2021 | 1,105,290.39 | $1,102,527.16 | 7.886 | 11/13/2021 | 0.02 |
Paratek Pharmaceuticals Inc. 4.750 5/1/2024 | 4,889,000.00 | $3,734,839.10 | 4.750 | 05/01/2024 | 0.09 |
PENAR 2018-2A A1 | 6,670,000.00 | $6,662,116.06 | 2.905 | 09/18/2022 | 0.17 |
Penn National Gaming Inc. 2.250 10/15/2025 | 2,500,000.00 | $2,413,392.50 | 4.705 | 10/15/2025 | 0.06 |
Penn National Gaming Inc. 5.625 1/15/2027 | 2,375,000.00 | $2,131,562.50 | 5.625 | 01/15/2027 | 0.05 |
Pennsylvania Electric Co. 5.200 4/1/2020 | 398,000.00 | $408,023.59 | 5.200 | 04/01/2020 | 0.01 |
Penske Automotive Group Inc. 5.500 5/15/2026 | 1,845,000.00 | $1,722,768.75 | 5.500 | 05/15/2026 | 0.04 |
Penske Truck Leasing Co. Lp PTL Finance Corp. 4.200 4/1/2027 | 2,010,000.00 | $1,970,094.06 | 4.200 | 04/01/2027 | 0.05 |
PERMM 2018-1A 1A1 | 2,000,000.00 | $1,992,638.00 | 2.816 | 07/15/2058 | 0.05 |
Pernod Ricard S.A. 4.450 1/15/2022 | 3,010,000.00 | $3,072,095.10 | 4.450 | 01/15/2022 | 0.07 |
Peru Government Bond 6.150 8/12/2032 | 4,875,000.00 | $1,474,969.35 | 6.150 | 08/12/2032 | 0.03 |
Perusahaan Listrik Negara PT 4.125 5/15/2027 | 1,675,000.00 | $1,553,878.24 | 4.125 | 05/15/2027 | 0.04 |
Perusahaan Listrik Negara PT 5.250 5/15/2047 | 1,190,000.00 | $1,071,594.52 | 5.250 | 05/15/2047 | 0.02 |
Petkim Petrokimya Holding AS 5.875 1/26/2023 | 3,150,000.00 | $2,878,775.55 | 5.875 | 01/26/2023 | 0.07 |
PETROBRAS GLOBAL FINANCE BV 7.250 3/17/2044 | 1,265,000.00 | $1,250,623.28 | 7.250 | 03/17/2044 | 0.03 |
Petrobras Global Finance BV 7.375 1/17/2027 | 2,470,000.00 | $2,542,865.00 | 7.375 | 01/17/2027 | 0.06 |
Petroleos Mexicanos 6.750 9/21/2047 | 2,500,000.00 | $2,073,475.00 | 6.750 | 09/21/2047 | 0.05 |
PFSFC 2018-A A | 1,865,000.00 | $1,863,660.37 | 2.855 | 02/15/2022 | 0.04 |
PFSFC 2018-E A | 9,325,000.00 | $9,308,662.60 | 2.905 | 10/17/2022 | 0.24 |
Phosagro OAO via Phosagro Bond Funding DAC 3.950 11/3/2021 | 2,435,000.00 | $2,367,672.25 | 3.950 | 11/03/2021 | 0.06 |
Pilgrim's Pride Corp. 5.750 3/15/2025 | 1,390,000.00 | $1,310,075.00 | 5.750 | 03/15/2025 | 0.03 |
Plaskolite PPC Intermediate II LLC 5.250 12/14/2025 | 1,172,000.00 | $1,160,280.00 | 5.250 | 12/14/2025 | 0.03 |
PLN/USD JPM 01/11/19 | -9,818,851.61 | -$2,624,153.95 | 0.000 | 01/11/2019 | -0.07 |
PNC BANK NA 2.700 11/1/2022 | 725,000.00 | $704,861.02 | 2.700 | 11/01/2022 | 0.01 |
PNC Bank NA 4.050 7/26/2028 | 8,005,000.00 | $8,055,771.71 | 4.050 | 07/26/2028 | 0.20 |
PNC Financial Services Group Inc. 5.000 12/29/2049 | 5,800,000.00 | $5,350,500.00 | 5.000 | 12/29/2049 | 0.13 |
POLISH ZLOTY | 280,498.38 | $74,952.47 | 0.000 | - | 0.00 |
POPLR 2006-C A4 | 2,714,848.72 | $2,691,180.94 | 2.756 | 07/25/2036 | 0.06 |
Popular Inc. 6.125 9/14/2023 | 1,195,000.00 | $1,188,284.10 | 6.125 | 09/14/2023 | 0.03 |
Post Holdings Inc. 5.750 3/1/2027 | 1,250,000.00 | $1,178,125.00 | 5.750 | 03/01/2027 | 0.03 |
PQ Corp. 4.244 2/8/2025 | 4,933,011.23 | $4,689,443.80 | 5.027 | 02/08/2025 | 0.12 |
Precision Drilling Corp. 7.125 1/15/2026 | 775,000.00 | $670,375.00 | 7.125 | 01/15/2026 | 0.01 |
Precision Drilling Corp. 7.750 12/15/2023 | 1,125,000.00 | $1,042,031.25 | 7.750 | 12/15/2023 | 0.02 |
Prestige Brands Inc. 2.000 1/26/2024 | 2,019,738.49 | $1,950,309.98 | 4.345 | 01/26/2024 | 0.05 |
Prime Security Services Borrower LLC Prime Finance Inc. 9.250 5/15/2023 | 1,002,000.00 | $1,035,817.50 | 9.250 | 05/15/2023 | 0.02 |
Progressive Corp. 4.000 3/1/2029 | 3,965,000.00 | $4,086,876.96 | 4.000 | 03/01/2029 | 0.10 |
PROS Holdings Inc. 2.000 6/1/2047 | 3,711,000.00 | $3,461,973.35 | 2.000 | 06/01/2047 | 0.08 |
Province of Ontario Canada 2.600 6/2/2027 | 1,092,000.00 | $788,844.42 | 2.600 | 06/02/2027 | 0.02 |
Province of Ontario Canada 3.450 6/2/2045 | 2,594,000.00 | $1,984,546.81 | 3.450 | 06/02/2045 | 0.05 |
Province of Quebec Canada 6.000 10/1/2029 | 1,985,000.00 | $1,870,221.29 | 6.000 | 10/01/2029 | 0.04 |
Provincia de Cordoba 7.125 8/1/2027 | 3,165,000.00 | $2,302,537.50 | 7.125 | 08/01/2027 | 0.05 |
Provincia de Cordoba 7.450 9/1/2024 | 1,085,000.00 | $889,700.00 | 7.450 | 09/01/2024 | 0.02 |
Prudential Financial Inc. 4.500 11/15/2020 | 3,385,000.00 | $3,463,449.41 | 4.500 | 11/15/2020 | 0.08 |
Prudential Financial Inc. 5.375 5/15/2045 | 4,135,000.00 | $3,885,246.00 | 5.375 | 05/15/2045 | 0.10 |
PSEG Power LLC 3.850 6/1/2023 | 4,300,000.00 | $4,307,574.02 | 3.850 | 06/01/2023 | 0.11 |
Public Service Co. of Oklahoma 5.150 12/1/2019 | 3,340,000.00 | $3,402,247.25 | 5.150 | 12/01/2019 | 0.08 |
QEP Resources Inc. 5.250 5/1/2023 | 2,130,000.00 | $1,895,700.00 | 5.250 | 05/01/2023 | 0.04 |
QTS Realty Trust Inc. 6.500 12/31/2049 | 33,523.00 | $3,160,548.44 | 6.500 | 12/31/2049 | 0.08 |
Queensland Treasury Corp. 2.750 8/20/2027 | 2,839,000.00 | $1,995,878.31 | 2.750 | 08/20/2027 | 0.05 |
Queensland Treasury Corp. 3.250 7/21/2028 | 2,933,000.00 | $2,137,977.67 | 3.250 | 07/21/2028 | 0.05 |
Quotient Technology Inc. 1.750 12/1/2022 | 2,617,000.00 | $2,481,177.70 | 1.750 | 12/01/2022 | 0.06 |
Radiate Holdco LLC 3.750 2/1/2024 | 2,624,444.56 | $2,476,546.61 | 5.345 | 02/01/2024 | 0.06 |
Rede D'or Finance Sarl 4.950 1/17/2028 | 4,415,000.00 | $3,912,793.75 | 4.950 | 01/17/2028 | 0.10 |
Refinitiv US Holdings Inc. 3.750 10/1/2025 | 1,641,000.00 | $1,539,258.00 | 6.095 | 10/01/2025 | 0.03 |
Regions Financial Corp. 2.750 8/14/2022 | 2,140,000.00 | $2,066,278.71 | 2.750 | 08/14/2022 | 0.05 |
Regions Financial Corp. 3.800 8/14/2023 | 2,665,000.00 | $2,671,747.78 | 3.800 | 08/14/2023 | 0.06 |
Republic of Angola 9.151 12/16/2023 | 2,906,248.98 | $2,760,936.53 | 9.126 | 12/16/2023 | 0.07 |
Republic of Poland Government Bond 2.500 1/25/2023 | 2,712,000.00 | $738,519.70 | 2.500 | 01/25/2023 | 0.01 |
Republic of Poland Government Bond 3.250 7/25/2025 | 9,401,000.00 | $2,629,747.85 | 3.250 | 07/25/2025 | 0.06 |
Republic of South Africa Government Bond 8.000 1/31/2030 | 73,424,000.00 | $4,620,641.85 | 8.000 | 01/31/2030 | 0.11 |
Republic of South Africa Government Bond 8.750 1/31/2044 | 57,232,000.00 | $3,542,516.60 | 8.750 | 01/31/2044 | 0.09 |
Republic of South Africa Government International Bond 5.875 6/22/2030 | 2,300,000.00 | $2,249,768.00 | 5.875 | 06/22/2030 | 0.05 |
Retrophin Inc. 2.500 9/15/2025 | 708,000.00 | $636,156.41 | 2.500 | 09/15/2025 | 0.01 |
Rio Energy S.A. UGEN S.A. UENSA S.A. 6.875 2/1/2025 | 2,550,000.00 | $1,899,750.00 | 6.875 | 02/01/2025 | 0.04 |
Royal Bank of Scotland Group PLC 3.875 9/12/2023 | 200,000.00 | $191,927.90 | 3.875 | 09/12/2023 | 0.00 |
Royal Bank of Scotland Group PLC 4.519 6/25/2024 | 1,295,000.00 | $1,271,887.75 | 4.519 | 06/25/2024 | 0.03 |
Royal Bank of Scotland Group PLC 8.625 12/29/2049 | 8,640,000.00 | $8,964,000.00 | 8.625 | 12/29/2049 | 0.23 |
Royal Caribbean Cruises Ltd. 3.700 3/15/2028 | 6,840,000.00 | $6,306,441.70 | 3.700 | 03/15/2028 | 0.16 |
Royal Gold Inc. 2.875 6/15/2019 | 3,890,000.00 | $3,919,330.60 | 2.875 | 06/15/2019 | 0.10 |
Russell Investments US Institutional Holdco Inc. 4.250 6/1/2023 | 4,739,569.70 | $4,635,891.61 | 5.595 | 06/01/2023 | 0.11 |
S&P500 EMINI FUT Mar19 | -210.00 | -$26,304,600.00 | 0.000 | 03/15/2019 | -0.69 |
Sabine Pass Liquefaction LLC 5.625 3/1/2025 | 7,050,000.00 | $7,333,184.40 | 5.625 | 03/01/2025 | 0.18 |
Sabine Pass Liquefaction LLC 5.750 5/15/2024 | 3,825,000.00 | $4,013,435.95 | 5.750 | 05/15/2024 | 0.10 |
Sabine Pass Liquefaction LLC 5.875 6/30/2026 | 3,950,000.00 | $4,190,155.26 | 5.875 | 06/30/2026 | 0.10 |
Sable International Finance Ltd. 5.070 2/2/2026 | 365,000.00 | $354,221.19 | 5.595 | 02/02/2026 | 0.00 |
Sands China Ltd. 4.600 8/8/2023 | 970,000.00 | $966,010.20 | 4.600 | 08/08/2023 | 0.02 |
Sands China Ltd. 5.125 8/8/2025 | 2,365,000.00 | $2,346,038.14 | 5.125 | 08/08/2025 | 0.06 |
SANTANDER UK PLC 5.000 11/7/2023 | 9,890,000.00 | $9,678,680.37 | 5.000 | 11/07/2023 | 0.25 |
SASC 2005-1 4A1 | 169,918.92 | $169,864.82 | 5.000 | 02/25/2020 | 0.00 |
SASOL Financing USA LLC 5.875 3/27/2024 | 1,885,000.00 | $1,882,991.53 | 5.875 | 03/27/2024 | 0.04 |
SASOL Financing USA LLC 6.500 9/27/2028 | 1,705,000.00 | $1,709,260.28 | 6.500 | 09/27/2028 | 0.04 |
SBA Communications Corp. 4.875 9/1/2024 | 2,665,000.00 | $2,515,093.75 | 4.875 | 09/01/2024 | 0.06 |
SBA Senior Finance II LLC 2.000 4/6/2025 | 3,368,075.00 | $3,240,088.15 | 4.350 | 04/06/2025 | 0.08 |
SBA Tower Trust 2.898 10/15/2019 | 405,000.00 | $402,619.41 | 2.898 | 10/15/2019 | 0.01 |
Scientific Games International Inc. 10.000 12/1/2022 | 2,395,000.00 | $2,433,894.80 | 10.000 | 12/01/2022 | 0.06 |
Scientific Games International Inc. 5.119 8/14/2024 | 3,281,494.49 | $3,089,527.06 | 5.216 | 08/14/2024 | 0.07 |
SECURITIZED NET CASH - ACR1 | 33,367,648.23 | $33,367,648.23 | 0.000 | - | 0.86 |
SECURITIZED NET CASH - CSH1 0.050 12/15/2038 | -62,049,002.85 | -$62,049,002.85 | 0.000 | - | -1.61 |
SECURITIZED NET CASH - LT | -16,515,423.14 | -$16,515,423.14 | 0.000 | - | -0.43 |
Sempra Energy 3.800 2/1/2038 | 3,205,000.00 | $2,763,486.89 | 3.800 | 02/01/2038 | 0.07 |
SEMT 2013-12 B3 | 3,914,002.94 | $3,933,426.18 | 4.202 | 12/25/2043 | 0.10 |
SEMT 2013-4 B2 | 1,412,733.50 | $1,388,113.09 | 3.488 | 04/25/2043 | 0.03 |
SEMT 2014-2 A4 | 1,442,855.98 | $1,428,527.70 | 3.500 | 07/25/2044 | 0.03 |
SEMT 2015-1 B2 | 1,928,619.29 | $1,943,309.97 | 3.876 | 01/25/2045 | 0.05 |
SEMT 2017-4 A1 | 1,539,013.07 | $1,514,966.76 | 3.500 | 07/25/2047 | 0.03 |
SEMT 2018-5 A4 | 2,513,449.14 | $2,492,894.15 | 3.500 | 05/25/2048 | 0.06 |
Senegal Government International Bond 6.750 3/13/2048 | 2,825,000.00 | $2,351,459.38 | 6.750 | 03/13/2048 | 0.06 |
SHACK 2013-3A AR | 5,500,000.00 | $5,427,680.50 | 3.556 | 07/15/2030 | 0.14 |
Shell International Finance BV 4.375 5/11/2045 | 822,000.00 | $848,036.85 | 4.375 | 05/11/2045 | 0.02 |
Sigma US Corp. 5.020 3/7/2025 | 2,298,450.00 | $2,183,527.50 | 5.398 | 03/07/2025 | 0.05 |
Sinclair Television Group Inc. 2.250 1/31/2024 | 2,144,376.46 | $2,048,773.72 | 4.600 | 01/31/2024 | 0.05 |
Sirius XM Radio Inc. 5.375 4/15/2025 | 1,337,000.00 | $1,271,821.25 | 5.375 | 04/15/2025 | 0.03 |
SMI 2018-1A 1A | 5,400,000.00 | $5,372,584.20 | 2.859 | 01/21/2070 | 0.13 |
SNDPT 2013-1A A1R | 3,200,000.00 | $3,145,900.80 | 3.578 | 01/26/2031 | 0.08 |
SNDPT 2013-3RA A | 6,000,000.00 | $5,907,294.00 | 3.595 | 04/18/2031 | 0.15 |
Societe Generale S.A. 7.375 12/29/2049 | 1,160,000.00 | $1,132,450.00 | 7.375 | 12/29/2049 | 0.02 |
Solenis International LP 4.000 12/18/2023 | 1,313,400.00 | $1,268,251.88 | 6.706 | 12/18/2023 | 0.03 |
SOUTH AFRICA RAND | 3,649,155.84 | $253,633.78 | 0.000 | - | 0.00 |
South Carolina Public Service Authority 4.770 12/1/2045 | 790,000.00 | $823,148.40 | 4.770 | 12/01/2045 | 0.02 |
SOUTH KOREA WON | 269,855,853.00 | $241,849.66 | 0.000 | - | 0.00 |
Southwestern Electric Power Co. 4.100 9/15/2028 | 8,025,000.00 | $8,064,720.54 | 4.100 | 09/15/2028 | 0.20 |
Southwestern Energy Co. 7.750 10/1/2027 | 750,000.00 | $716,250.00 | 7.750 | 10/01/2027 | 0.01 |
Specialty Building Products Holdings LLC 5.750 9/21/2025 | 1,468,000.00 | $1,423,960.00 | 8.095 | 09/21/2025 | 0.03 |
Spectrum Pharmaceuticals Inc. | 44,560.00 | $389,900.00 | 0.000 | - | 0.01 |
Spirit Realty Capital Inc. 3.750 5/15/2021 | 1,556,000.00 | $1,525,930.30 | 3.750 | 05/15/2021 | 0.03 |
Sprint Communications Inc. 3.250 2/2/2024 | 5,396,573.21 | $5,167,218.85 | 4.875 | 02/02/2024 | 0.13 |
Sprint Communications Inc. 3.250 2/2/2024 | 1,270,000.00 | $1,216,025.00 | 5.375 | 02/02/2024 | 0.03 |
Sprint Communications Inc. 7.000 8/15/2020 | 270,000.00 | $277,101.00 | 7.000 | 08/15/2020 | 0.00 |
Sprint Corp. 7.125 6/15/2024 | 635,000.00 | $630,910.60 | 7.125 | 06/15/2024 | 0.01 |
Sprint Corp. 7.875 9/15/2023 | 2,884,000.00 | $2,966,915.00 | 7.875 | 09/15/2023 | 0.07 |
Sprint Spectrum Co. LLC Sprint Spectrum Co. II LLC Sprint Spectrum Co. III LLC 4.738 3/20/2025 | 3,190,000.00 | $3,138,162.50 | 4.738 | 03/20/2025 | 0.08 |
SRANC 2014-2A A1AR | 6,500,000.00 | $6,452,816.50 | 3.875 | 11/20/2029 | 0.16 |
SS&C European Holdings Sarl 4.420 4/16/2025 | 1,055,020.06 | $1,002,928.44 | 4.595 | 04/16/2025 | 0.02 |
SS&C Technologies Inc. 4.848 4/16/2025 | 2,781,392.54 | $2,640,337.00 | 4.595 | 04/16/2025 | 0.06 |
STACR 2015-DNA3 M2 | 1,727,657.57 | $1,774,780.47 | 5.356 | 04/25/2028 | 0.04 |
STACR 2015-HQA1 M2 | 807,325.22 | $817,567.92 | 5.156 | 03/25/2028 | 0.02 |
STACR 2016-DNA3 M2 | 1,053,561.58 | $1,063,053.96 | 4.506 | 12/25/2028 | 0.02 |
STACR 2016-DNA4 M2 | 1,225,000.00 | $1,226,352.52 | 3.806 | 03/25/2029 | 0.03 |
STACR 2016-HQA2 M2 | 1,220,219.31 | $1,239,746.36 | 4.756 | 11/25/2028 | 0.03 |
STACR 2017-DNA1 M2 | 4,500,000.00 | $4,733,005.50 | 5.756 | 07/25/2029 | 0.12 |
STACR 2017-DNA3 M2 | 1,420,000.00 | $1,420,003.55 | 5.006 | 03/25/2030 | 0.03 |
STACR 2017-HQA3 M2 | 3,480,000.00 | $3,454,044.77 | 4.856 | 04/25/2030 | 0.08 |
STACR 2018-DNA1 M2 | 4,400,000.00 | $4,225,929.84 | 4.306 | 07/25/2030 | 0.10 |
STACR 2018-HQA1 M2 | 3,460,000.00 | $3,375,483.62 | 4.806 | 09/25/2030 | 0.08 |
Standard Industries Inc. NJ 5.000 2/15/2027 | 2,410,000.00 | $2,114,775.00 | 5.000 | 02/15/2027 | 0.05 |
StandardAero Aviation Holdings Inc. 5.440 7/7/2022 | 120,168.69 | $119,027.09 | 6.090 | 07/07/2022 | 0.00 |
Staples Inc. 5.314 9/12/2024 | 1,060,200.46 | $1,018,455.07 | 6.541 | 09/12/2024 | 0.02 |
Starfruit Finco BV Starfruit US Holdco LLC 8.000 10/1/2026 | 745,000.00 | $690,987.50 | 8.000 | 10/01/2026 | 0.01 |
Stars Group Holdings BV 3.500 7/10/2025 | 3,159,361.91 | $3,069,658.15 | 5.886 | 07/10/2025 | 0.07 |
State of California 7.550 4/1/2039 | 2,195,000.00 | $3,151,998.05 | 7.550 | 04/01/2039 | 0.08 |
State of Oregon 5.892 6/1/2027 | 150,000.00 | $174,339.00 | 5.892 | 06/01/2027 | 0.00 |
State Street Corp. 4.141 12/3/2029 | 4,775,000.00 | $4,940,644.75 | 4.141 | 12/03/2029 | 0.12 |
STCR 2017-1A A | 3,000,000.00 | $2,976,885.00 | 3.686 | 01/15/2030 | 0.07 |
Steel Dynamics Inc. 5.500 10/1/2024 | 1,030,000.00 | $1,022,275.00 | 5.500 | 10/01/2024 | 0.02 |
Summit Materials LLC 3.663 11/10/2024 | 2,539,350.00 | $2,439,363.09 | 4.345 | 11/10/2024 | 0.06 |
Summit Midstream Holdings LLC Summit Midstream Finance Corp. 5.750 4/15/2025 | 780,000.00 | $721,500.00 | 5.750 | 04/15/2025 | 0.01 |
Summit Midstream Partners Holdings LLC 7.000 5/21/2022 | 2,402,172.92 | $2,364,139.32 | 8.345 | 05/21/2022 | 0.06 |
SunTrust Bank Atlanta GA 2.450 8/1/2022 | 3,070,000.00 | $2,962,020.43 | 2.450 | 08/01/2022 | 0.07 |
SunTrust Bank Atlanta GA 3.000 2/2/2023 | 2,050,000.00 | $2,011,036.68 | 3.000 | 02/02/2023 | 0.05 |
SunTrust Bank Atlanta GA 3.300 5/15/2026 | 2,845,000.00 | $2,699,992.91 | 3.300 | 05/15/2026 | 0.06 |
SunTrust Banks Inc. 2.700 1/27/2022 | 5,605,000.00 | $5,470,231.70 | 2.700 | 01/27/2022 | 0.14 |
Surgery Center Holdings Inc. 4.530 6/20/2024 | 3,953,638.16 | $3,775,724.44 | 5.600 | 06/20/2024 | 0.09 |
Suzano Austria GmbH 6.000 1/15/2029 | 1,960,000.00 | $2,005,080.00 | 6.000 | 01/15/2029 | 0.05 |
Suzano Austria GmbH 7.000 3/16/2047 | 2,195,000.00 | $2,257,557.50 | 7.000 | 03/16/2047 | 0.05 |
Synaptics Inc. 0.500 6/15/2022 | 2,677,000.00 | $2,359,240.10 | 0.500 | 06/15/2022 | 0.06 |
Synchronoss Technologies Inc. 0.750 8/15/2019 | 1,481,000.00 | $1,431,858.94 | 0.750 | 08/15/2019 | 0.03 |
Syneos Health Inc. 2.000 8/1/2024 | 1,536,096.78 | $1,486,173.63 | 4.345 | 08/01/2024 | 0.03 |
Syngenta Finance NV 3.933 4/23/2021 | 2,540,000.00 | $2,506,567.50 | 3.933 | 04/23/2021 | 0.06 |
Syngenta Finance NV 4.441 4/24/2023 | 1,560,000.00 | $1,504,776.78 | 4.441 | 04/24/2023 | 0.03 |
Syngenta Finance NV 5.182 4/24/2028 | 6,570,000.00 | $6,107,099.48 | 5.182 | 04/24/2028 | 0.15 |
T-Mobile USA Inc. 6.500 1/15/2026 | 1,875,000.00 | $1,917,187.50 | 6.500 | 01/15/2026 | 0.04 |
Takeda Pharmaceutical Co. Ltd. 4.400 11/26/2023 | 6,665,000.00 | $6,744,817.37 | 4.400 | 11/26/2023 | 0.17 |
Targa Resources Partners LP Targa Resources Partners Finance Corp. 5.375 2/1/2027 | 1,665,000.00 | $1,569,262.50 | 5.375 | 02/01/2027 | 0.04 |
Team Inc. 5.000 8/1/2023 | 1,970,000.00 | $1,968,140.32 | 5.000 | 08/01/2023 | 0.05 |
Tecpetrol S.A. 4.875 12/12/2022 | 3,856,000.00 | $3,566,800.00 | 4.875 | 12/12/2022 | 0.09 |
Tecta America Corp. 4.500 11/21/2025 | 1,415,000.00 | $1,393,775.00 | 4.500 | 11/21/2025 | 0.03 |
Telecom Italia SpA Milano 5.303 5/30/2024 | 1,285,000.00 | $1,225,568.75 | 5.303 | 05/30/2024 | 0.03 |
Telefonica Emisiones S.A. 4.895 3/6/2048 | 4,585,000.00 | $4,066,817.06 | 4.895 | 03/06/2048 | 0.10 |
Telenet Financing USD LLC 2.250 8/17/2026 | 2,530,000.00 | $2,413,620.00 | 4.705 | 08/17/2026 | 0.06 |
TELUS Corp. 4.600 11/16/2048 | 790,000.00 | $792,010.71 | 4.600 | 11/16/2048 | 0.02 |
Temasek Financial I Ltd. 2.375 1/23/2023 | 4,915,000.00 | $4,764,057.40 | 2.375 | 01/23/2023 | 0.12 |
Tencent Holdings Ltd. 2.985 1/19/2023 | 1,700,000.00 | $1,652,970.01 | 2.985 | 01/19/2023 | 0.04 |
Tenet Healthcare Corp. 5.125 5/1/2025 | 2,425,000.00 | $2,267,375.00 | 5.125 | 05/01/2025 | 0.05 |
Tesla Energy Operations Inc. DE 1.625 11/1/2019 | 2,703,000.00 | $2,537,003.36 | 1.625 | 11/01/2019 | 0.06 |
Teva Pharmaceutical Finance Netherlands III BV 6.000 4/15/2024 | 2,880,000.00 | $2,781,069.41 | 6.000 | 04/15/2024 | 0.07 |
Teva Pharmaceutical Finance Netherlands III BV 6.750 3/1/2028 | 2,325,000.00 | $2,257,749.14 | 6.750 | 03/01/2028 | 0.05 |
Texas Water Development Board 5.000 10/15/2045 | 670,000.00 | $752,972.80 | 5.000 | 10/15/2045 | 0.01 |
Texas Water Development Board 5.000 10/15/2046 | 1,745,000.00 | $1,970,070.10 | 5.000 | 10/15/2046 | 0.05 |
Thor Industries Inc. 3.750 11/1/2025 | 3,625,000.00 | $3,443,750.00 | 3.750 | 11/01/2025 | 0.08 |
TIA 2017-1A A | 4,185,000.00 | $4,164,723.68 | 3.749 | 04/20/2029 | 0.10 |
Time Warner Cable LLC 7.300 7/1/2038 | 9,865,000.00 | $10,733,002.61 | 7.300 | 07/01/2038 | 0.27 |
Time Warner Entertainment Co. LP 8.375 3/15/2023 | 5,470,000.00 | $6,245,588.57 | 8.375 | 03/15/2023 | 0.16 |
Titan Acquisition Ltd. Canada 3.000 3/28/2025 | 3,315,209.12 | $3,068,640.44 | 5.345 | 03/28/2025 | 0.07 |
TMS International Corp. 3.750 8/14/2024 | 966,961.69 | $913,778.80 | 5.206 | 08/14/2024 | 0.02 |
TMST 2007-4 1A1 | 810,960.06 | $814,820.80 | 4.229 | 09/25/2037 | 0.02 |
TPMT 2015-5 A1B | 1,911,100.33 | $1,882,180.03 | 2.750 | 05/25/2055 | 0.04 |
TPMT 2015-6 A1B | 2,184,007.65 | $2,145,067.67 | 2.750 | 04/25/2055 | 0.05 |
TPMT 2016-1 A1B | 1,287,908.69 | $1,270,132.33 | 2.750 | 02/25/2055 | 0.03 |
TPMT 2016-2 A1 | 1,298,901.40 | $1,278,948.33 | 3.000 | 08/25/2055 | 0.03 |
TPMT 2016-3 A1 | 1,655,655.00 | $1,617,602.25 | 2.250 | 04/25/2056 | 0.04 |
TPMT 2017-1 A1 | 1,316,760.05 | $1,287,891.27 | 2.750 | 10/25/2056 | 0.03 |
TPMT 2017-2 A1 | 695,525.43 | $680,156.06 | 2.750 | 04/25/2057 | 0.01 |
TPMT 2017-4 M1 | 2,705,000.00 | $2,534,447.05 | 3.250 | 06/25/2057 | 0.06 |
TPMT 2018-1 A1 | 1,117,853.23 | $1,097,208.60 | 3.000 | 01/25/2058 | 0.02 |
Trans-Allegheny Interstate Line Co. 3.850 6/1/2025 | 2,505,000.00 | $2,499,018.06 | 3.850 | 06/01/2025 | 0.06 |
TransCanada PipeLines Ltd. 5.100 3/15/2049 | 2,455,000.00 | $2,450,061.52 | 5.100 | 03/15/2049 | 0.06 |
Transcanada Trust 5.875 8/15/2076 | 2,885,000.00 | $2,720,843.50 | 5.875 | 08/15/2076 | 0.07 |
Transcontinental Gas Pipe Line Co. LLC 4.600 3/15/2048 | 2,225,000.00 | $2,091,379.18 | 4.600 | 03/15/2048 | 0.05 |
TransDigm Inc. 2.500 6/9/2023 | 2,982,849.30 | $2,826,249.71 | 4.845 | 06/09/2023 | 0.07 |
TransDigm Inc. 6.375 6/15/2026 | 1,550,000.00 | $1,447,312.50 | 6.375 | 06/15/2026 | 0.03 |
Transocean Inc. 9.000 7/15/2023 | 330,000.00 | $329,587.50 | 9.000 | 07/15/2023 | 0.00 |
Transocean Proteus Ltd. 6.250 12/1/2024 | 1,288,000.00 | $1,239,700.00 | 6.250 | 12/01/2024 | 0.03 |
Transportadora de Gas del Sur S.A. 6.750 5/2/2025 | 2,850,000.00 | $2,600,653.50 | 6.750 | 05/02/2025 | 0.06 |
TRFIG 2017-1A A1 | 3,200,000.00 | $3,214,694.40 | 3.305 | 12/15/2020 | 0.08 |
TRFIG 2018-1A A1 | 5,810,000.00 | $5,811,510.60 | 3.185 | 03/15/2022 | 0.15 |
Tribune Media Co. 5.875 7/15/2022 | 1,080,000.00 | $1,090,800.00 | 5.875 | 07/15/2022 | 0.02 |
Trident TPI Holdings Inc. 5.597 10/5/2024 | 1,155,504.97 | $1,094,840.96 | 5.595 | 10/05/2024 | 0.02 |
Tronox Blocked Borrower LLC 4.334 9/23/2024 | 374,127.90 | $364,707.73 | 5.345 | 09/23/2024 | 0.00 |
Tronox Finance LLC 4.320 9/23/2024 | 863,372.11 | $841,633.26 | 5.345 | 09/23/2024 | 0.02 |
Tronox Finance PLC 5.750 10/1/2025 | 2,025,000.00 | $1,647,843.75 | 5.750 | 10/01/2025 | 0.04 |
Tullow Oil PLC 7.000 3/1/2025 | 4,595,000.00 | $4,284,837.50 | 7.000 | 03/01/2025 | 0.11 |
Turkey Government Bond 8.000 3/12/2025 | 60,200,000.00 | $7,814,341.04 | 8.000 | 03/12/2025 | 0.20 |
Turkiye Garanti Bankasi AS 5.250 9/13/2022 | 610,000.00 | $576,469.52 | 5.250 | 09/13/2022 | 0.01 |
Turkiye Garanti Bankasi AS 6.250 4/20/2021 | 3,965,000.00 | $3,948,009.98 | 6.250 | 04/20/2021 | 0.10 |
Turkiye Is Bankasi AS 7.000 6/29/2028 | 2,760,000.00 | $2,150,470.56 | 7.000 | 06/29/2028 | 0.05 |
UBS Group Funding Switzerland AG 4.125 9/24/2025 | 5,345,000.00 | $5,315,447.50 | 4.125 | 09/24/2025 | 0.13 |
UBS Group Funding Switzerland AG 6.875 12/29/2049 | 2,760,000.00 | $2,656,500.00 | 6.875 | 12/29/2049 | 0.06 |
UBS Group Funding Switzerland AG 6.875 12/29/2049 | 4,335,000.00 | $4,349,812.70 | 6.875 | 12/29/2049 | 0.11 |
UBS Group Funding Switzerland AG 7.125 12/29/2049 | 1,405,000.00 | $1,428,356.72 | 7.125 | 12/29/2049 | 0.03 |
UBSBB 2013-C5 B | 670,000.00 | $662,717.10 | 3.649 | 03/10/2046 | 0.01 |
UBSCM 2012-C1 A3 | 3,827,281.33 | $3,849,657.53 | 3.400 | 05/10/2045 | 0.09 |
UBSCM 2018-C9 A4 | 4,100,000.00 | $4,223,052.89 | 4.117 | 03/15/2051 | 0.10 |
Ukraine Government International Bond 7.750 9/1/2026 | 3,000,000.00 | $2,563,575.00 | 7.750 | 09/01/2026 | 0.06 |
Ukraine Government International Bond 8.994 2/1/2024 | 1,635,000.00 | $1,529,557.22 | 8.994 | 02/01/2024 | 0.03 |
Ukraine Government International Bond 9.750 11/1/2028 | 2,065,000.00 | $1,940,717.98 | 9.750 | 11/01/2028 | 0.05 |
Union Pacific Corp. 3.500 6/8/2023 | 3,175,000.00 | $3,184,025.26 | 3.500 | 06/08/2023 | 0.08 |
United Airlines 2014-1 Class A Pass Through Trust 4.000 4/11/2026 | 1,844,722.04 | $1,842,702.07 | 4.000 | 04/11/2026 | 0.04 |
United Airlines 2014-2 Class A Pass Through Trust 3.750 9/3/2026 | 1,725,028.73 | $1,690,433.28 | 3.750 | 09/03/2026 | 0.04 |
United Kingdom Gilt 3.500 1/22/2045 | 1,169,100.00 | $1,995,366.57 | 3.500 | 01/22/2045 | 0.05 |
United Rentals North America Inc. 4.052 10/31/2025 | 224,437.50 | $219,724.31 | 4.095 | 10/31/2025 | 0.00 |
United Rentals North America Inc. 5.500 5/15/2027 | 1,335,000.00 | $1,241,550.00 | 5.500 | 05/15/2027 | 0.03 |
United States Treasury Bill 0.000 1/3/2019 | 7,345,586.32 | $7,345,122.08 | 2.244 | 01/03/2019 | 0.19 |
United States Treasury Note Bond 2.875 10/31/2023 | 105,250,000.00 | $107,010,590.43 | 2.875 | 10/31/2023 | 2.76 |
United States Treasury Note Bond 2.875 11/30/2023 | 5,960,000.00 | $6,064,401.32 | 2.875 | 11/30/2023 | 0.15 |
United States Treasury Note Bond 2.875 8/15/2028 | 37,645,000.00 | $38,261,282.53 | 2.875 | 08/15/2028 | 0.98 |
United States Treasury Note Bond 3.125 11/15/2028 | 224,860,000.00 | $233,434,001.74 | 3.125 | 11/15/2028 | 6.03 |
United States Treasury Note Bond 3.375 11/15/2048 | 1,655,000.00 | $1,773,204.90 | 3.375 | 11/15/2048 | 0.04 |
United Technologies Corp. 3.650 8/16/2023 | 945,000.00 | $942,229.83 | 3.650 | 08/16/2023 | 0.02 |
United Technologies Corp. 4.125 11/16/2028 | 5,815,000.00 | $5,785,706.36 | 4.125 | 11/16/2028 | 0.14 |
UnitedHealth Group Inc. 3.500 2/15/2024 | 2,035,000.00 | $2,049,310.73 | 3.500 | 02/15/2024 | 0.05 |
UnitedHealth Group Inc. 3.700 12/15/2025 | 1,360,000.00 | $1,375,481.56 | 3.700 | 12/15/2025 | 0.03 |
Unitymedia Finance LLC 2.000 5/24/2023 | 3,330,000.00 | $3,246,153.93 | 4.455 | 05/24/2023 | 0.08 |
Unitymedia Finance LLC 3.612 1/20/2026 | 1,025,000.00 | $992,236.90 | 4.705 | 01/20/2026 | 0.02 |
Unitymedia GmbH 6.125 1/15/2025 | 830,000.00 | $838,217.00 | 6.125 | 01/15/2025 | 0.02 |
Universal Health Services Inc. 5.000 6/1/2026 | 1,135,000.00 | $1,106,625.00 | 5.000 | 06/01/2026 | 0.02 |
UPC Financing Partnership 3.859 1/15/2026 | 303,911.40 | $290,045.44 | 4.955 | 01/15/2026 | 0.00 |
UPCB Finance IV Ltd. 5.375 1/15/2025 | 2,849,000.00 | $2,671,279.38 | 5.375 | 01/15/2025 | 0.06 |
US 10YR NOTE (CBT)Mar19 | 4,896.00 | $597,388,524.48 | 0.000 | 03/20/2019 | 15.45 |
US 5YR NOTE (CBT) MAR19 | 1,614.00 | $185,105,625.00 | 0.000 | 03/29/2019 | 4.78 |
US Bancorp 3.100 4/27/2026 | 7,010,000.00 | $6,647,444.90 | 3.100 | 04/27/2026 | 0.17 |
US Bancorp 3.150 4/27/2027 | 2,610,000.00 | $2,504,443.51 | 3.150 | 04/27/2027 | 0.06 |
US Bank NA Cincinnati OH 3.400 7/24/2023 | 2,655,000.00 | $2,657,596.06 | 3.400 | 07/24/2023 | 0.06 |
US LONG BOND(CBT) MAR19 | 1,073.00 | $156,658,000.00 | 0.000 | 03/20/2019 | 4.05 |
USB Capital IX 3.500 10/29/2049 | 27,182,000.00 | $20,148,657.50 | 3.500 | 10/29/2049 | 0.52 |
USB Realty Corp. 3.583 12/22/2049 | 4,485,000.00 | $3,890,737.50 | 0.000 | 12/22/2049 | 0.10 |
USD PUT CLP CALL 0.000 2/4/2019 | 44,444,000.00 | $26,280.63 | 0.000 | 02/04/2019 | 0.00 |
USD PUT INR CALL 0.000 1/24/2019 | 85,274,000.00 | $30,250.10 | 0.000 | 01/24/2019 | 0.00 |
USI Inc. NY 3.250 4/5/2024 | 6,022,434.99 | $5,703,245.94 | 5.386 | 05/16/2024 | 0.14 |
USIC Holdings Inc. 4.250 12/9/2023 | 1,334,160.20 | $1,278,569.75 | 5.595 | 12/09/2023 | 0.03 |
USIS Merger Sub Inc. 6.875 5/1/2025 | 6,305,000.00 | $5,809,805.30 | 6.875 | 05/01/2025 | 0.15 |
Utz Quality Foods LLC 4.916 11/13/2024 | 1,166,060.81 | $1,132,536.56 | 5.845 | 11/13/2024 | 0.02 |
Valeant Pharmaceuticals International 3.000 6/2/2025 | 1,340,759.54 | $1,287,129.16 | 5.379 | 06/02/2025 | 0.03 |
Vantage Specialty Chemicals Inc. 4.500 10/28/2024 | 2,385,900.01 | $2,314,323.01 | 5.900 | 10/28/2024 | 0.05 |
Vantage Specialty Chemicals Inc. 9.613 10/20/2025 | 190,000.00 | $187,625.00 | 10.777 | 10/20/2025 | 0.00 |
VDC 2018-1A A2 | 1,586,666.67 | $1,589,145.04 | 4.072 | 02/16/2043 | 0.04 |
Vector Group Ltd. 1.750 4/15/2020 | 2,295,000.00 | $2,310,773.54 | 1.750 | 04/15/2020 | 0.05 |
Vector Group Ltd. 2.500 1/15/2019 | 3,300,000.00 | $3,398,175.00 | 2.500 | 01/15/2019 | 0.08 |
Vedanta Resources PLC 6.125 8/9/2024 | 965,000.00 | $804,797.46 | 6.125 | 08/09/2024 | 0.02 |
Vedanta Resources PLC 7.125 5/31/2023 | 1,615,000.00 | $1,456,326.25 | 7.125 | 05/31/2023 | 0.03 |
VENTR 2015-22A AR | 7,000,000.00 | $6,839,574.00 | 3.516 | 01/15/2031 | 0.17 |
VENTR 2016-24A A1D | 5,335,000.00 | $5,311,638.04 | 3.889 | 10/20/2028 | 0.13 |
VENTR 2016-25A A1 | 2,085,000.00 | $2,080,264.97 | 3.959 | 04/20/2029 | 0.05 |
VENTR 2017-28A A2 | 7,550,000.00 | $7,397,724.05 | 3.579 | 07/20/2030 | 0.19 |
VENTR 2018-31A A1 | 7,150,000.00 | $7,012,097.95 | 3.499 | 04/20/2031 | 0.18 |
Verint Systems Inc. 1.500 6/1/2021 | 3,751,000.00 | $3,647,412.38 | 1.500 | 06/01/2021 | 0.09 |
Verizon Communications Inc. 3.250 2/17/2026 | 2,606,000.00 | $3,359,076.45 | 3.250 | 02/17/2026 | 0.08 |
Verizon Communications Inc. 4.329 9/21/2028 | 1,750,000.00 | $1,761,741.45 | 4.329 | 09/21/2028 | 0.04 |
Verizon Communications Inc. 4.500 8/10/2033 | 9,035,000.00 | $8,949,379.82 | 4.500 | 08/10/2033 | 0.23 |
Verizon Communications Inc. 4.500 8/17/2027 | 2,230,000.00 | $1,619,544.57 | 4.500 | 08/17/2027 | 0.04 |
VIACOM INC. 4.375 3/15/2043 | 7,330,000.00 | $5,837,702.89 | 4.375 | 03/15/2043 | 0.15 |
Virgin Media Bristol LLC 3.910 1/15/2026 | 1,520,000.00 | $1,445,140.00 | 4.955 | 01/15/2026 | 0.03 |
Virgin Media Secured Finance PLC 5.250 1/15/2026 | 2,360,000.00 | $2,171,200.00 | 5.250 | 01/15/2026 | 0.05 |
Vishay Intertechnology Inc. 2.250 6/15/2025 | 2,071,000.00 | $1,837,173.75 | 2.250 | 06/15/2025 | 0.04 |
Vistra Operations Co. LLC 2.000 12/31/2025 | 2,985,000.01 | $2,874,555.01 | 4.426 | 12/31/2025 | 0.07 |
Vistra Operations Co. LLC 5.500 9/1/2026 | 1,465,000.00 | $1,415,556.25 | 5.500 | 09/01/2026 | 0.03 |
Visual Comfort Group Inc. 5.302 2/28/2024 | 2,467,941.46 | $2,471,149.78 | 5.345 | 02/28/2024 | 0.06 |
Visual Comfort Group Inc. 9.000 2/23/2025 | 212,129.77 | $212,861.62 | 10.345 | 02/23/2025 | 0.00 |
VMOT 2017-A A | 4,685,000.00 | $4,694,912.99 | 2.955 | 11/15/2022 | 0.12 |
Vodafone Group PLC 3.750 1/16/2024 | 5,090,000.00 | $5,022,220.03 | 3.750 | 01/16/2024 | 0.12 |
Voya Financial Inc. 4.700 1/23/2048 | 3,740,000.00 | $2,950,376.79 | 4.700 | 01/23/2048 | 0.07 |
VTR Finance BV 6.875 1/15/2024 | 2,255,000.00 | $2,263,456.25 | 6.875 | 01/15/2024 | 0.05 |
VZOT 2018-1A A1B | 100,000.00 | $99,849.38 | 2.730 | 09/20/2022 | 0.00 |
Warner Media LLC 3.875 1/15/2026 | 1,705,000.00 | $1,631,683.12 | 3.875 | 01/15/2026 | 0.04 |
Warner Media LLC 4.850 7/15/2045 | 3,985,000.00 | $3,578,366.22 | 4.850 | 07/15/2045 | 0.09 |
WellCare Health Plans Inc. 5.375 8/15/2026 | 2,535,000.00 | $2,452,612.50 | 5.375 | 08/15/2026 | 0.06 |
Wells Fargo & Co. 3.000 7/27/2021 | 2,492,000.00 | $1,762,190.95 | 3.000 | 07/27/2021 | 0.04 |
Wells Fargo & Co. 3.500 9/12/2029 | 1,700,000.00 | $2,322,295.84 | 3.500 | 09/12/2029 | 0.06 |
Wells Fargo & Co. 7.500 12/31/2049 | 1,605.00 | $2,025,461.85 | 75.000 | 12/31/2049 | 0.05 |
Wells Fargo Capital X 5.950 12/15/2036 | 470,000.00 | $487,625.00 | 5.950 | 12/15/2036 | 0.01 |
Welltower Inc. 6.500 12/31/2049 | 44,875.00 | $2,833,856.25 | 3.250 | 12/31/2049 | 0.07 |
WEN 2018-1A A2I | 4,558,950.00 | $4,369,024.14 | 3.573 | 03/15/2048 | 0.11 |
Western Digital Corp. 1.750 4/29/2023 | 464,658.19 | $444,523.16 | 4.056 | 04/29/2023 | 0.01 |
Westpac Banking Corp. New Zealand 5.000 12/29/2049 | 1,345,000.00 | $1,118,811.62 | 5.000 | 12/29/2049 | 0.02 |
Westrock Co. 4.650 3/15/2026 | 3,320,000.00 | $3,377,330.42 | 4.650 | 03/15/2026 | 0.08 |
Westrock Co. 4.900 3/15/2029 | 6,495,000.00 | $6,692,972.80 | 4.900 | 03/15/2029 | 0.17 |
WeWork Cos Inc. 7.875 5/1/2025 | 915,000.00 | $816,637.50 | 7.875 | 05/01/2025 | 0.02 |
WFCM 2014-LC18 A5 | 2,415,029.00 | $2,417,625.16 | 3.405 | 12/15/2047 | 0.06 |
WFCM 2015-C30 XA | 29,241,708.93 | $1,378,834.30 | 0.926 | 09/15/2058 | 0.03 |
WFCM 2015-NXS3 A4 | 2,270,000.00 | $2,283,143.30 | 3.617 | 09/15/2057 | 0.05 |
WFCM 2016-BNK1 A3 | 5,790,000.00 | $5,434,211.45 | 2.652 | 08/15/2049 | 0.14 |
WFCM 2016-BNK1 B | 380,000.00 | $347,141.13 | 2.967 | 08/15/2049 | 0.00 |
WFCM 2017-C38 A5 | 4,140,000.00 | $4,061,272.10 | 3.453 | 07/15/2050 | 0.10 |
WFMBS 2005-3 A4 | 1,795,738.54 | $1,856,672.08 | 5.500 | 05/25/2035 | 0.04 |
WFMBS 2006-2 3A1 | 592,122.66 | $572,093.76 | 5.750 | 03/25/2036 | 0.01 |
WFMBS 2006-20 A1 | 154,354.52 | $154,541.18 | 5.500 | 12/25/2021 | 0.00 |
WFMBS 2006-3 A11 | 907,471.85 | $901,558.22 | 5.500 | 03/25/2036 | 0.02 |
WFMBS 2006-AR5 2A1 | 706,123.87 | $696,833.54 | 4.139 | 04/25/2036 | 0.01 |
WFMBS 2007-AR10 2A1 | 1,338,056.44 | $1,311,665.28 | 4.621 | 01/25/2038 | 0.03 |
WFRBS 2012-C10 A3 | 8,414,577.00 | $8,280,847.49 | 2.875 | 12/15/2045 | 0.21 |
Whiting Petroleum Corp. 6.625 1/15/2026 | 650,000.00 | $560,625.00 | 6.625 | 01/15/2026 | 0.01 |
Williams Cos Inc. 3.750 6/15/2027 | 2,070,000.00 | $1,966,078.13 | 3.750 | 06/15/2027 | 0.05 |
Williams Cos Inc. 4.550 6/24/2024 | 2,555,000.00 | $2,582,605.24 | 4.550 | 06/24/2024 | 0.06 |
Williams Cos Inc. 4.850 3/1/2048 | 3,760,000.00 | $3,436,074.12 | 4.850 | 03/01/2048 | 0.08 |
Willis North America Inc. 3.600 5/15/2024 | 986,000.00 | $963,782.86 | 3.600 | 05/15/2024 | 0.02 |
Willis North America Inc. 4.500 9/15/2028 | 3,580,000.00 | $3,561,022.06 | 4.500 | 09/15/2028 | 0.09 |
WMALT 2005-1 5A2 | 47,521.51 | $6,472.16 | 6.000 | 03/25/2035 | 0.00 |
WOODS 2018-17A A | 7,800,000.00 | $7,662,002.40 | 3.529 | 04/22/2031 | 0.19 |
Woori Bank 4.750 4/30/2024 | 3,670,000.00 | $3,713,654.65 | 4.750 | 04/30/2024 | 0.09 |
WP Carey Inc. 4.600 4/1/2024 | 4,645,000.00 | $4,719,062.67 | 4.600 | 04/01/2024 | 0.12 |
Wyndham Hotels & Resorts Inc. 1.750 5/30/2025 | 2,004,975.00 | $1,932,294.66 | 4.095 | 05/30/2025 | 0.04 |
Wynn Resorts Ltd. 2.250 10/22/2024 | 1,675,000.00 | $1,587,062.50 | 4.600 | 10/22/2024 | 0.04 |
XLIT Ltd. 4.894 12/29/2049 | 2,639,000.00 | $2,468,995.62 | 4.894 | 12/29/2049 | 0.06 |
XLIT Ltd. 5.500 3/31/2045 | 3,555,000.00 | $3,693,530.88 | 5.500 | 03/31/2045 | 0.09 |
XPO Logistics Inc. 3.900 2/24/2025 | 3,670,000.00 | $3,527,787.50 | 4.509 | 02/24/2025 | 0.09 |
XPO Logistics Inc. 6.125 9/1/2023 | 2,156,000.00 | $2,083,235.00 | 6.125 | 09/01/2023 | 0.05 |
YPF S.A. 47.833 7/7/2020 | 6,260,000.00 | $2,544,064.00 | 47.833 | 07/07/2020 | 0.06 |
YPF S.A. 7.000 12/15/2047 | 1,675,000.00 | $1,206,000.00 | 7.000 | 12/15/2047 | 0.03 |
ZAIS6 2017-1A A1 | 4,000,000.00 | $3,986,036.00 | 3.806 | 07/15/2029 | 0.10 |
Zayo Group LLC Zayo Capital Inc. 5.750 1/15/2027 | 1,615,000.00 | $1,445,425.00 | 5.750 | 01/15/2027 | 0.03 |
Zayo Group LLC Zayo Capital Inc. 6.375 5/15/2025 | 520,000.00 | $485,550.00 | 6.375 | 05/15/2025 | 0.01 |
Zayo Group LLC 3.561 1/19/2024 | 2,744,615.76 | $2,639,406.40 | 4.595 | 01/19/2024 | 0.06 |
Zekelman Industries Inc. 2.250 6/14/2021 | 3,594,815.11 | $3,482,477.14 | 4.623 | 06/14/2021 | 0.09 |
Zimmer Biomet Holdings Inc. 4.625 11/30/2019 | 15,621,000.00 | $15,806,247.88 | 4.625 | 11/30/2019 | 0.40 |
Zions Bancorp NA 4.500 6/13/2023 | 3,460,000.00 | $3,519,776.00 | 4.500 | 06/13/2023 | 0.09 |