AbbVie Inc. 3.750 11/14/2023 | 745,000.00 | $742,002.57 | 3.750 | 11/14/2023 | 0.15 |
Acrisure LLC 5.729 11/22/2023 | 494,987.47 | $478,900.38 | 6.595 | 11/22/2023 | 0.10 |
Adani Abbot Point Terminal Pty Ltd. 4.450 12/15/2022 | 300,000.00 | $267,234.30 | 4.450 | 12/15/2022 | 0.05 |
AEP Texas Inc. 2.400 10/1/2022 | 1,930,000.00 | $1,873,169.03 | 2.400 | 10/01/2022 | 0.39 |
AES Gener S.A. 5.250 8/15/2021 | 203,000.00 | $207,511.41 | 5.250 | 08/15/2021 | 0.04 |
AES Gener S.A. 8.375 12/18/2073 | 300,000.00 | $300,504.00 | 8.375 | 12/18/2073 | 0.06 |
Air Medical Group Holdings Inc. 6.375 5/15/2023 | 195,000.00 | $165,750.00 | 6.375 | 05/15/2023 | 0.03 |
Allegheny Technologies Inc. 5.950 1/15/2021 | 250,000.00 | $246,250.00 | 5.950 | 01/15/2021 | 0.05 |
Alpha 3 BV 4.000 1/31/2024 | 1,458,435.29 | $1,395,236.91 | 5.386 | 01/31/2024 | 0.29 |
Altice France S.A. France 4.349 1/31/2026 | 389,565.00 | $361,930.04 | 6.143 | 01/31/2026 | 0.07 |
Altice Luxembourg S.A. 7.750 5/15/2022 | 400,000.00 | $365,500.00 | 7.750 | 05/15/2022 | 0.07 |
Ameren Corp. 2.700 11/15/2020 | 3,665,000.00 | $3,616,924.00 | 2.700 | 11/15/2020 | 0.75 |
AMMC 2015-16A XR | 3,420,000.00 | $3,419,829.00 | 3.486 | 04/14/2029 | 0.71 |
AMXCA 2017-2 A | 270,000.00 | $270,296.24 | 2.905 | 09/16/2024 | 0.05 |
AMXCA 2017-5 A | 575,000.00 | $574,770.17 | 2.835 | 02/18/2025 | 0.12 |
AMXCA 2018-3 A | 335,000.00 | $332,577.01 | 2.775 | 10/15/2025 | 0.06 |
AMXCA 2018-5 A | 3,744,000.00 | $3,717,797.24 | 2.795 | 12/15/2025 | 0.77 |
AMXCA 2018-7 A | 2,100,000.00 | $2,087,268.96 | 2.815 | 02/17/2026 | 0.43 |
AMXCA 2018-9 A | 4,100,000.00 | $4,072,614.87 | 2.835 | 04/15/2026 | 0.85 |
Antero Resources Corp. 5.625 6/1/2023 | 283,000.00 | $269,911.25 | 5.625 | 06/01/2023 | 0.05 |
Arab Petroleum Investments Corp. 4.125 9/18/2023 | 200,000.00 | $200,276.00 | 4.125 | 09/18/2023 | 0.04 |
Argentine Republic Government International Bond 5.625 1/26/2022 | 500,000.00 | $423,750.00 | 5.625 | 01/26/2022 | 0.08 |
ARIFL 2018-B A2 | 1,000,000.00 | $1,002,800.90 | 3.220 | 08/16/2027 | 0.21 |
Arizona Public Service Co. 2.200 1/15/2020 | 4,195,000.00 | $4,175,025.09 | 2.200 | 01/15/2020 | 0.87 |
AssuredPartners Inc. 3.250 10/22/2024 | 563,636.40 | $532,636.40 | 5.595 | 10/22/2024 | 0.11 |
AT&T Inc. 3.956 6/12/2024 | 1,610,000.00 | $1,562,823.78 | 3.956 | 06/12/2024 | 0.32 |
Atento Luxco 1 S.A. 6.125 8/10/2022 | 180,000.00 | $174,600.00 | 6.125 | 08/10/2022 | 0.03 |
Ausgrid Finance Pty Ltd. 3.850 5/1/2023 | 655,000.00 | $654,152.43 | 3.850 | 05/01/2023 | 0.13 |
Avangrid Inc. 3.150 12/1/2024 | 1,100,000.00 | $1,063,017.89 | 3.150 | 12/01/2024 | 0.22 |
Aviation Capital Group LLC 2.875 1/20/2022 | 605,000.00 | $585,806.56 | 2.875 | 01/20/2022 | 0.12 |
Aviation Capital Group LLC 4.375 1/30/2024 | 630,000.00 | $631,481.32 | 4.375 | 01/30/2024 | 0.13 |
Avis Budget Car Rental LLC Avis Budget Finance Inc. 5.500 4/1/2023 | 300,000.00 | $290,625.00 | 5.500 | 04/01/2023 | 0.06 |
AXA Equitable Holdings Inc. 3.900 4/20/2023 | 575,000.00 | $568,397.45 | 3.900 | 04/20/2023 | 0.11 |
BACCT 2017-A1 A1 | 3,000,000.00 | $2,964,249.30 | 1.950 | 08/15/2022 | 0.62 |
BACCT 2018-A3 A3 | 2,100,000.00 | $2,112,781.86 | 3.100 | 12/15/2023 | 0.44 |
Banco de Bogota S.A. 5.375 2/19/2023 | 500,000.00 | $497,500.00 | 5.375 | 02/19/2023 | 0.10 |
Banco do Brasil S.A. Cayman 4.875 4/19/2023 | 280,000.00 | $276,136.00 | 4.875 | 04/19/2023 | 0.05 |
Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand 4.125 11/9/2022 | 150,000.00 | $148,125.00 | 4.125 | 11/09/2022 | 0.03 |
Banco Santander S.A. 3.500 4/11/2022 | 1,600,000.00 | $1,571,272.64 | 3.500 | 04/11/2022 | 0.32 |
Bank of America Corp. 3.864 7/23/2024 | 1,890,000.00 | $1,886,551.88 | 3.864 | 07/23/2024 | 0.39 |
Bank of America Corp. 4.271 7/23/2029 | 325,000.00 | $324,049.15 | 4.271 | 07/23/2029 | 0.06 |
Bank of America Corp. 5.625 7/1/2020 | 645,000.00 | $666,827.83 | 5.625 | 07/01/2020 | 0.13 |
Bank of Georgia JSC 6.000 7/26/2023 | 200,000.00 | $195,016.00 | 6.000 | 07/26/2023 | 0.04 |
Banque Ouest Africaine de Developpement 5.500 5/6/2021 | 500,000.00 | $508,965.00 | 5.500 | 05/06/2021 | 0.10 |
Barclays PLC 7.750 12/29/2049 | 405,000.00 | $390,590.10 | 7.750 | 12/29/2049 | 0.08 |
Bayer US Finance II LLC 4.250 12/15/2025 | 910,000.00 | $887,395.51 | 4.250 | 12/15/2025 | 0.18 |
BB&T Corp. 3.750 12/6/2023 | 1,125,000.00 | $1,135,139.18 | 3.750 | 12/06/2023 | 0.23 |
BBVA Bancomer S.A. Texas 7.250 4/22/2020 | 500,000.00 | $519,000.00 | 7.250 | 04/22/2020 | 0.10 |
Blue Ribbon LLC 5.000 11/13/2021 | 503,506.08 | $466,057.82 | 6.372 | 11/13/2021 | 0.09 |
BMWLT 2016-2 A3 | 521,474.60 | $520,700.11 | 1.430 | 09/20/2019 | 0.10 |
BOAA 2005-6 7A1 | 9,663.41 | $8,825.50 | 5.500 | 07/25/2020 | 0.00 |
BOC Aviation Ltd. 2.375 9/15/2021 | 400,000.00 | $385,935.20 | 2.375 | 09/15/2021 | 0.08 |
BOMBARDIER INC. 6.000 10/15/2022 | 500,000.00 | $471,250.00 | 6.000 | 10/15/2022 | 0.09 |
BP Capital Markets America Inc. 3.796 9/21/2025 | 1,035,000.00 | $1,041,350.97 | 3.796 | 09/21/2025 | 0.21 |
Braskem Netherlands Finance BV 3.500 1/10/2023 | 500,000.00 | $475,880.00 | 3.500 | 01/10/2023 | 0.09 |
British Telecommunications PLC 4.500 12/4/2023 | 230,000.00 | $233,353.15 | 4.500 | 12/04/2023 | 0.04 |
Builders FirstSource Inc. 4.000 2/29/2024 | 708,433.51 | $667,344.37 | 5.386 | 02/29/2024 | 0.13 |
Cablevision S.A. 6.500 6/15/2021 | 510,000.00 | $494,062.50 | 6.500 | 06/15/2021 | 0.10 |
CABMT 2015-1A A1 | 500,000.00 | $494,828.05 | 2.260 | 03/15/2023 | 0.10 |
CARD2 2017-1A A | 365,000.00 | $364,964.49 | 2.825 | 04/18/2022 | 0.07 |
CARMX 2018-1 A2B | 1,079,237.70 | $1,078,730.24 | 2.605 | 05/17/2021 | 0.22 |
CATLK 2015-2A AXR | 890,625.00 | $889,800.28 | 3.686 | 07/16/2029 | 0.18 |
CCCIT 2016-A3 A3 | 4,270,000.00 | $4,274,688.46 | 2.873 | 12/07/2023 | 0.89 |
CCCIT 2017-A5 A5 | 360,000.00 | $361,851.41 | 3.124 | 04/22/2026 | 0.07 |
CCCIT 2017-A7 A7 | 11,900,000.00 | $11,863,171.88 | 2.757 | 08/08/2024 | 2.48 |
CCCIT 2017-A9 A9 | 4,500,000.00 | $4,463,776.35 | 1.800 | 09/20/2021 | 0.93 |
CCCIT 2018-A2 A2 | 8,845,000.00 | $8,793,408.00 | 2.800 | 01/20/2025 | 1.84 |
CCCIT 2018-A4 A4 | 1,750,000.00 | $1,735,977.78 | 2.723 | 06/07/2025 | 0.36 |
CCO Holdings LLC CCO Holdings Capital Corp. 5.750 9/1/2023 | 500,000.00 | $498,750.00 | 5.750 | 09/01/2023 | 0.10 |
Cemig Geracao e Transmissao S.A. 9.250 12/5/2024 | 250,000.00 | $267,000.00 | 9.250 | 12/05/2024 | 0.05 |
CenterPoint Energy Inc. 6.125 12/29/2049 | 525,000.00 | $512,531.25 | 6.125 | 12/29/2049 | 0.10 |
CenterPoint Energy Resources Corp. 4.500 1/15/2021 | 2,700,000.00 | $2,755,362.15 | 4.500 | 01/15/2021 | 0.57 |
CFII 2017-4A A2 | 1,564,270.73 | $1,560,755.03 | 2.795 | 11/15/2029 | 0.32 |
CHAIT 2014-A5 A5 | 281,000.00 | $281,183.02 | 2.825 | 04/15/2021 | 0.05 |
CHAIT 2016-A1 A | 3,026,000.00 | $3,028,490.10 | 2.865 | 05/15/2021 | 0.63 |
CHAIT 2016-A3 A3 | 7,350,000.00 | $7,386,209.04 | 3.005 | 06/15/2023 | 1.54 |
CHAIT 2017-A1 A | 905,000.00 | $905,439.02 | 2.755 | 01/15/2022 | 0.18 |
CHAIT 2017-A2 A | 1,300,000.00 | $1,299,998.31 | 2.855 | 03/15/2024 | 0.27 |
Charter Communications Operating LLC Charter Communications Operating Capital 4.500 2/1/2024 | 1,860,000.00 | $1,859,137.89 | 4.500 | 02/01/2024 | 0.38 |
CHS Community Health Systems Inc. 4.000 1/27/2021 | 540,453.52 | $519,240.72 | 5.957 | 01/27/2021 | 0.10 |
Cigna Corp. 3.326 7/15/2023 | 455,000.00 | $448,345.35 | 3.326 | 07/15/2023 | 0.09 |
Cigna Corp. 3.750 7/15/2023 | 420,000.00 | $419,007.96 | 3.750 | 07/15/2023 | 0.08 |
Cigna Corp. 4.125 11/15/2025 | 425,000.00 | $425,228.65 | 4.125 | 11/15/2025 | 0.08 |
CK Hutchison International 17 Ltd. 2.875 4/5/2022 | 275,000.00 | $270,107.86 | 2.875 | 04/05/2022 | 0.05 |
Cleveland Electric Illuminating Co. 5.500 8/15/2024 | 1,515,000.00 | $1,621,156.96 | 5.500 | 08/15/2024 | 0.33 |
Comcast Corp. 3.700 4/15/2024 | 680,000.00 | $684,585.17 | 3.700 | 04/15/2024 | 0.14 |
Commonwealth Bank of Australia New York NY 2.400 11/2/2020 | 4,055,000.00 | $3,992,732.64 | 2.400 | 11/02/2020 | 0.83 |
Commonwealth of Massachusetts 5.000 10/1/2025 | 100,000.00 | $118,145.00 | 5.000 | 10/01/2025 | 0.02 |
Compass Bank 2.875 6/29/2022 | 5,695,000.00 | $5,461,274.92 | 2.875 | 06/29/2022 | 1.14 |
Conagra Brands Inc. 4.300 5/1/2024 | 250,000.00 | $248,766.58 | 4.300 | 05/01/2024 | 0.05 |
Conagra Brands Inc. 4.600 11/1/2025 | 250,000.00 | $251,260.73 | 4.600 | 11/01/2025 | 0.05 |
Costa Rica Government International Bond 4.250 1/26/2023 | 250,000.00 | $220,937.50 | 4.250 | 01/26/2023 | 0.04 |
Credit Suisse AG New York NY 2.300 5/28/2019 | 4,890,000.00 | $4,875,833.67 | 2.300 | 05/28/2019 | 1.02 |
Croatia Government International Bond 5.500 4/4/2023 | 200,000.00 | $210,151.80 | 5.500 | 04/04/2023 | 0.04 |
Crown Castle International Corp. 3.150 7/15/2023 | 2,690,000.00 | $2,588,389.55 | 3.150 | 07/15/2023 | 0.54 |
Crown Castle International Corp. 3.800 2/15/2028 | 75,000.00 | $70,519.98 | 3.800 | 02/15/2028 | 0.01 |
Crown Castle International Corp. 5.250 1/15/2023 | 735,000.00 | $763,891.01 | 5.250 | 01/15/2023 | 0.16 |
Crown Castle Towers LLC 3.663 5/15/2025 | 635,000.00 | $616,877.10 | 3.663 | 05/15/2025 | 0.12 |
CSC Holdings LLC 6.750 11/15/2021 | 750,000.00 | $770,625.00 | 6.750 | 11/15/2021 | 0.16 |
CSN Resources S.A. 7.625 2/13/2023 | 300,000.00 | $280,500.00 | 7.625 | 02/13/2023 | 0.05 |
CVS Health Corp. 3.350 3/9/2021 | 1,485,000.00 | $1,480,812.00 | 3.350 | 03/09/2021 | 0.31 |
CVS Health Corp. 3.700 3/9/2023 | 660,000.00 | $653,523.75 | 3.700 | 03/09/2023 | 0.13 |
CVS Health Corp. 4.100 3/25/2025 | 285,000.00 | $282,883.36 | 4.100 | 03/25/2025 | 0.05 |
CVS Health Corp. 4.300 3/25/2028 | 380,000.00 | $372,791.93 | 4.300 | 03/25/2028 | 0.07 |
DAE Funding LLC 5.250 11/15/2021 | 500,000.00 | $493,125.00 | 5.250 | 11/15/2021 | 0.10 |
Daimler Finance North America LLC 3.350 2/22/2023 | 645,000.00 | $636,529.67 | 3.350 | 02/22/2023 | 0.13 |
DBUBS 2011-LC1A C | 100,000.00 | $104,356.80 | 5.698 | 11/10/2046 | 0.02 |
DCENT 2017-A1 A1 | 13,995,000.00 | $14,024,097.00 | 2.945 | 07/15/2024 | 2.93 |
DCENT 2017-A7 A7 | 4,465,000.00 | $4,445,836.22 | 2.815 | 04/15/2025 | 0.93 |
DCENT 2018-A2 A2 | 4,000,000.00 | $3,968,596.80 | 2.785 | 08/15/2025 | 0.83 |
DCENT 2018-A3 A3 | 2,465,000.00 | $2,456,708.23 | 2.685 | 12/15/2023 | 0.51 |
Development Bank of Mongolia LLC 7.250 10/23/2023 | 200,000.00 | $196,608.00 | 7.250 | 10/23/2023 | 0.04 |
Digicel Group Ltd. 7.125 4/1/2022 | 300,000.00 | $141,750.00 | 7.125 | 04/01/2022 | 0.02 |
Dollar Tree Inc. 3.700 5/15/2023 | 1,185,000.00 | $1,159,944.36 | 3.700 | 05/15/2023 | 0.24 |
Dollar Tree Inc. 4.000 5/15/2025 | 765,000.00 | $736,774.18 | 4.000 | 05/15/2025 | 0.15 |
Dominican Republic International Bond 7.500 5/6/2021 | 300,000.00 | $310,500.00 | 7.500 | 05/06/2021 | 0.06 |
DowDuPont Inc. 4.205 11/15/2023 | 1,830,000.00 | $1,873,170.25 | 4.205 | 11/15/2023 | 0.39 |
DROCK 2017-1 A | 2,810,000.00 | $2,811,071.45 | 2.785 | 03/15/2023 | 0.58 |
DRSLF 2014-36A X | 355,555.53 | $355,537.75 | 3.536 | 01/15/2028 | 0.07 |
Duke Energy Corp. 1.800 9/1/2021 | 1,050,000.00 | $1,005,614.61 | 1.800 | 09/01/2021 | 0.21 |
E*TRADE Financial Corp. 5.300 12/29/2049 | 1,575,000.00 | $1,307,407.50 | 5.300 | 12/29/2049 | 0.27 |
Egypt Government International Bond 5.577 2/21/2023 | 400,000.00 | $380,138.40 | 5.577 | 02/21/2023 | 0.07 |
Enbridge Energy Partners LP 4.375 10/15/2020 | 305,000.00 | $308,633.01 | 4.375 | 10/15/2020 | 0.06 |
Enbridge Energy Partners LP 5.200 3/15/2020 | 65,000.00 | $66,400.39 | 5.200 | 03/15/2020 | 0.01 |
Encompass Health Corp. 5.125 3/15/2023 | 250,000.00 | $246,250.00 | 5.125 | 03/15/2023 | 0.05 |
Enel Finance International NV 2.875 5/25/2022 | 2,790,000.00 | $2,630,720.85 | 2.875 | 05/25/2022 | 0.55 |
Energy Transfer LP 4.250 3/15/2023 | 500,000.00 | $482,500.00 | 4.250 | 03/15/2023 | 0.10 |
Entergy Corp. 4.000 7/15/2022 | 1,050,000.00 | $1,059,997.89 | 4.000 | 07/15/2022 | 0.22 |
Entergy Louisiana LLC 4.050 9/1/2023 | 1,125,000.00 | $1,154,502.79 | 4.050 | 09/01/2023 | 0.24 |
Equate Petrochemical BV 3.000 3/3/2022 | 265,000.00 | $256,686.95 | 3.000 | 03/03/2022 | 0.05 |
Export Credit Bank of Turkey 5.375 2/8/2021 | 300,000.00 | $290,715.00 | 5.375 | 02/08/2021 | 0.06 |
Export-Import Bank of Korea 3.513 6/1/2023 | 500,000.00 | $500,614.15 | 3.513 | 06/01/2023 | 0.10 |
Federal Home Loan Bank Discount Notes 0.000 1/2/2019 | 5,847,008.18 | $5,847,008.18 | 2.104 | 01/02/2019 | 1.22 |
FG G07480 | 36,395.47 | $40,181.84 | 6.000 | 05/01/2039 | 0.00 |
FG G61553 | 1,541,071.87 | $1,607,231.16 | 4.500 | 08/01/2048 | 0.33 |
FG G61570 | 293,037.88 | $318,607.87 | 5.500 | 06/01/2041 | 0.06 |
FG G61603 | 1,355,741.19 | $1,487,122.27 | 6.000 | 07/01/2040 | 0.31 |
FG G61653 | 2,054,439.05 | $2,176,690.09 | 5.000 | 12/01/2044 | 0.45 |
FH 1G2906 | 8,181.64 | $8,487.31 | 4.680 | 08/01/2038 | 0.00 |
FHR 3067 FA | 1,904,786.58 | $1,908,524.15 | 2.805 | 11/15/2035 | 0.39 |
FHR 3800 AF | 1,101,849.95 | $1,108,239.36 | 2.955 | 02/15/2041 | 0.23 |
FHR 4015 MY | 90,000.00 | $89,214.95 | 3.500 | 03/15/2042 | 0.01 |
FHR 4050 EI | 529,740.32 | $47,120.24 | 4.000 | 02/15/2039 | 0.00 |
FHR 4092 AI | 338,317.25 | $33,360.86 | 3.000 | 09/15/2031 | 0.00 |
FHR 4106 EI | 68,774.01 | $8,032.54 | 3.500 | 04/15/2041 | 0.00 |
FHR 4109 AI | 4,771,200.42 | $434,382.49 | 3.000 | 07/15/2031 | 0.09 |
FHR 4120 MI | 47,502.96 | $6,822.01 | 3.000 | 10/15/2032 | 0.00 |
FHR 4139 EI | 355,817.78 | $33,077.67 | 3.000 | 09/15/2031 | 0.00 |
FHR 4146 IA | 67,910.52 | $10,434.93 | 3.500 | 12/15/2032 | 0.00 |
FHR 4151 BI | 1,148,407.83 | $189,347.07 | 2.500 | 01/15/2043 | 0.03 |
FHR 4159 NI | 289,835.26 | $25,950.31 | 2.500 | 07/15/2042 | 0.00 |
FHR 4161 IM | 377,851.82 | $75,629.50 | 3.500 | 02/15/2043 | 0.01 |
FHR 4171 Z | 488,209.32 | $455,240.15 | 3.000 | 02/15/2043 | 0.09 |
FHR 4180 PI | 2,480,008.23 | $326,052.39 | 3.000 | 03/15/2033 | 0.06 |
FHR 4181 DI | 50,700.52 | $6,065.40 | 2.500 | 03/15/2033 | 0.00 |
FHR 4185 LI | 439,047.21 | $61,800.50 | 3.000 | 03/15/2033 | 0.01 |
FHR 4191 CI | 51,342.38 | $7,014.33 | 3.000 | 04/15/2033 | 0.00 |
FHR 4197 LZ | 313,484.73 | $334,468.99 | 4.000 | 04/15/2043 | 0.07 |
FHR 4203 DI | 5,899,489.85 | $491,480.60 | 3.000 | 04/15/2033 | 0.10 |
FHR 4210 Z | 659,826.33 | $609,690.48 | 3.000 | 05/15/2043 | 0.12 |
FHR 4223 HI | 2,193,834.56 | $139,379.57 | 3.000 | 04/15/2030 | 0.02 |
FHR 4342 CI | 941,229.94 | $110,816.27 | 3.000 | 11/15/2033 | 0.02 |
FHR 4366 DI | 1,244,105.54 | $142,149.76 | 3.500 | 05/15/2033 | 0.02 |
FHR 4433 DI | 4,530,705.54 | $426,001.85 | 3.000 | 08/15/2032 | 0.08 |
FHR 4453 DI | 4,488,686.82 | $476,833.65 | 3.500 | 11/15/2033 | 0.09 |
FHR 4476 GI | 1,179,700.18 | $144,057.20 | 3.000 | 06/15/2041 | 0.03 |
FHR 4487 BI | 845,531.69 | $97,106.27 | 3.000 | 11/15/2041 | 0.02 |
FHR 4504 IO | 46,628.80 | $4,704.56 | 3.500 | 05/15/2042 | 0.00 |
FHR 4518 CI | 513,371.18 | $63,218.38 | 3.500 | 06/15/2042 | 0.01 |
FHR 4531 PZ | 145,905.17 | $137,753.92 | 3.500 | 11/15/2045 | 0.02 |
FHR 4567 LI | 434,188.05 | $78,548.83 | 4.000 | 08/15/2045 | 0.01 |
FHR 4574 AI | 2,003,011.01 | $245,196.39 | 3.000 | 04/15/2031 | 0.05 |
FHR 4580 MI | 635,330.51 | $83,729.51 | 3.500 | 02/15/2043 | 0.01 |
FHR 4581 LI | 65,794.24 | $8,853.37 | 3.000 | 05/15/2036 | 0.00 |
FHR 4610 IB | 298,172.89 | $30,881.80 | 3.000 | 06/15/2041 | 0.00 |
FHR 4618 SA | 348,730.09 | $68,032.11 | 3.545 | 09/15/2046 | 0.01 |
FHR 4622 HI | 892,976.15 | $109,287.15 | 3.000 | 11/15/2043 | 0.02 |
FHR 4623 MS | 1,033,036.76 | $176,330.28 | 3.545 | 10/15/2046 | 0.03 |
FHR 4623 WI | 1,036,640.24 | $156,869.27 | 4.000 | 08/15/2044 | 0.03 |
FHR 4623 YT | 1,442,246.00 | $1,306,660.45 | 2.500 | 03/15/2046 | 0.27 |
FHR 4625 PZ | 36,280.46 | $32,670.21 | 3.000 | 06/15/2046 | 0.00 |
FHR 4643 QI | 1,827,770.82 | $309,544.50 | 3.500 | 09/15/2045 | 0.06 |
FHR 4648 MZ | 5,295.55 | $4,791.69 | 3.000 | 06/15/2046 | 0.00 |
FHR 4648 SA | 936,267.57 | $170,736.72 | 3.545 | 01/15/2047 | 0.03 |
FHR 4650 JG | 1,997,000.00 | $1,908,429.26 | 3.000 | 11/15/2046 | 0.39 |
FHR 4655 TI | 80,549.97 | $6,552.26 | 3.000 | 08/15/2036 | 0.00 |
FHR 4655 WI | 699,431.35 | $101,484.34 | 3.500 | 08/15/2043 | 0.02 |
FHR 4656 HI | 531,436.40 | $64,496.45 | 3.500 | 05/15/2042 | 0.01 |
FHR 4657 JZ | 23,455.75 | $21,936.61 | 3.500 | 02/15/2047 | 0.00 |
FHR 4657 PS | 3,800,334.86 | $678,651.26 | 3.545 | 02/15/2047 | 0.14 |
FHR 4657 WI | 154,280.27 | $15,942.92 | 3.500 | 03/15/2042 | 0.00 |
FHR 4660 GI | 683,896.67 | $98,748.25 | 3.000 | 08/15/2043 | 0.02 |
FHR 4663 AI | 216,366.03 | $29,052.70 | 3.000 | 03/15/2042 | 0.00 |
FHR 4667 EI | 457,199.77 | $58,792.83 | 3.500 | 04/15/2042 | 0.01 |
FHR 4667 LI | 78,131.60 | $11,024.17 | 3.500 | 10/15/2043 | 0.00 |
FHR 4669 QI | 81,487.58 | $9,786.01 | 3.500 | 06/15/2041 | 0.00 |
FHR 4690 WI | 597,459.29 | $90,920.88 | 3.500 | 12/15/2043 | 0.01 |
FHR 4691 LI | 77,332.15 | $8,673.59 | 3.500 | 01/15/2041 | 0.00 |
FHR 4695 OZ | 594,110.48 | $547,891.71 | 3.000 | 06/15/2047 | 0.11 |
FHR 4710 CI | 299,359.65 | $44,256.73 | 3.500 | 12/15/2043 | 0.00 |
FHR 4721 HI | 509,035.58 | $80,960.53 | 3.500 | 09/15/2042 | 0.01 |
FHR 4761 Z | 79,506.76 | $78,700.67 | 3.500 | 12/15/2047 | 0.01 |
FHR 4788 EI | 716,894.07 | $69,774.94 | 4.000 | 06/15/2040 | 0.01 |
FHS 284 S6 | 969,761.10 | $177,526.31 | 3.645 | 10/15/2042 | 0.03 |
FHS 290 IO | 46,531.03 | $6,758.95 | 3.500 | 11/15/2032 | 0.00 |
FHS 303 151 | 347,659.71 | $73,919.51 | 4.500 | 12/15/2042 | 0.01 |
FHS 303 185 | 1,017,931.30 | $183,983.04 | 3.500 | 01/15/2043 | 0.03 |
FHS 303 C17 | 712,891.80 | $145,678.87 | 3.500 | 01/15/2043 | 0.03 |
FHS 319 S2 | 6,260,549.89 | $1,133,997.19 | 3.545 | 11/15/2043 | 0.23 |
Fifth Third Bancorp 2.600 6/15/2022 | 1,800,000.00 | $1,752,346.44 | 2.600 | 06/15/2022 | 0.36 |
Fifth Third Bancorp 3.950 3/14/2028 | 430,000.00 | $427,639.77 | 3.950 | 03/14/2028 | 0.08 |
First Data Corp. 3.727 4/26/2024 | 429,698.30 | $411,704.68 | 4.504 | 04/26/2024 | 0.08 |
FIRST QUANTUM MINERALS LTD. 7.000 2/15/2021 | 250,000.00 | $240,468.75 | 7.000 | 02/15/2021 | 0.05 |
FIRST QUANTUM MINERALS LTD. 7.250 5/15/2022 | 500,000.00 | $465,625.00 | 7.250 | 05/15/2022 | 0.09 |
Fiserv Inc. 3.800 10/1/2023 | 580,000.00 | $584,193.69 | 3.800 | 10/01/2023 | 0.12 |
FN 725803 | 55,075.36 | $57,322.30 | 4.240 | 08/01/2034 | 0.01 |
FN 830970 | 18,518.13 | $19,434.58 | 4.563 | 08/01/2035 | 0.00 |
FN 868367 | 17,608.34 | $18,435.29 | 3.879 | 04/01/2036 | 0.00 |
FN 886344 | 15,135.66 | $15,925.22 | 4.609 | 07/01/2036 | 0.00 |
FN 886530 | 26,222.56 | $27,701.54 | 4.309 | 08/01/2036 | 0.00 |
FN AD0577 | 54,905.98 | $58,677.34 | 5.000 | 01/01/2040 | 0.01 |
FN AL9903 | 5,350,301.77 | $5,764,386.77 | 5.500 | 05/01/2044 | 1.20 |
FN BK4284 | 3,846,118.36 | $4,007,572.25 | 4.500 | 09/01/2048 | 0.83 |
FN BM1948 | 4,214,764.98 | $4,598,935.75 | 6.000 | 07/01/2041 | 0.96 |
FN BM3196 | 572,080.33 | $616,486.46 | 5.500 | 05/01/2044 | 0.12 |
FN BM4414 | 201,962.22 | $220,223.56 | 6.000 | 06/01/2041 | 0.04 |
FN BM4422 | 85,830.09 | $92,466.59 | 5.500 | 08/01/2048 | 0.01 |
FN BM4495 | 2,267,907.45 | $2,474,711.81 | 6.000 | 07/01/2041 | 0.51 |
FN BM4775 | 136,537.65 | $150,200.32 | 6.000 | 01/01/2042 | 0.03 |
FN BM5021 | 33,715.93 | $36,461.17 | 5.500 | 05/01/2044 | 0.00 |
FNA 2015-M12 FA | 203,858.29 | $203,657.86 | 2.641 | 04/25/2020 | 0.04 |
FNCL 5 2/19 | 11,494,000.00 | $12,030,688.19 | 5.000 | 02/01/2049 | 2.52 |
FNCL 5 3/19 | 2,670,000.00 | $2,790,915.49 | 5.000 | 03/01/2049 | 0.58 |
FNGT 2001-T5 A2 | 22,596.99 | $24,947.77 | 7.000 | 06/19/2041 | 0.00 |
FNGT 2003-T4 2A5 | 123,874.76 | $134,706.53 | 4.665 | 09/26/2033 | 0.02 |
FNR 2011-105 FP | 1,592,277.22 | $1,599,008.57 | 2.906 | 06/25/2041 | 0.33 |
FNR 2012-102 IB | 6,346,542.22 | $631,926.48 | 3.500 | 09/25/2027 | 0.13 |
FNR 2012-118 AI | 347,087.80 | $35,517.88 | 3.500 | 11/25/2037 | 0.00 |
FNR 2012-120 WI | 95,878.27 | $8,193.21 | 3.000 | 11/25/2027 | 0.00 |
FNR 2012-121 ID | 521,706.19 | $47,749.00 | 3.000 | 11/25/2027 | 0.01 |
FNR 2012-125 MI | 1,142,647.60 | $248,128.78 | 3.500 | 11/25/2042 | 0.05 |
FNR 2012-126 PI | 487,885.20 | $61,838.18 | 3.500 | 07/25/2042 | 0.01 |
FNR 2012-128 NP | 474,974.05 | $441,669.39 | 2.500 | 11/25/2042 | 0.09 |
FNR 2012-129 PZ | 51,949.72 | $51,305.01 | 3.500 | 12/25/2042 | 0.01 |
FNR 2012-133 NI | 437,693.27 | $66,582.47 | 4.000 | 05/25/2042 | 0.01 |
FNR 2012-137 QI | 1,257,438.55 | $120,361.14 | 3.000 | 12/25/2027 | 0.02 |
FNR 2012-137 WI | 113,316.53 | $16,860.79 | 3.500 | 12/25/2032 | 0.00 |
FNR 2012-146 IO | 168,825.90 | $33,570.73 | 3.500 | 01/25/2043 | 0.00 |
FNR 2012-44 IK | 33,409.96 | $3,368.94 | 3.500 | 12/25/2031 | 0.00 |
FNR 2012-51 SA | 93,432.92 | $20,392.02 | 3.994 | 05/25/2042 | 0.00 |
FNR 2012-98 MI | 19,063,228.80 | $2,035,878.49 | 3.000 | 08/25/2031 | 0.42 |
FNR 2012-99 AI | 1,165,338.31 | $102,206.35 | 3.500 | 05/25/2039 | 0.02 |
FNR 2013-14 BI | 378,946.52 | $28,568.13 | 2.500 | 03/25/2028 | 0.00 |
FNR 2013-20 IH | 317,840.32 | $44,038.46 | 3.000 | 03/25/2033 | 0.00 |
FNR 2013-26 ID | 621,996.39 | $86,183.14 | 3.000 | 04/25/2033 | 0.01 |
FNR 2013-28 YB | 1,550,000.00 | $1,471,783.59 | 3.000 | 04/25/2043 | 0.30 |
FNR 2013-38 AI | 474,033.37 | $60,479.55 | 3.000 | 04/25/2033 | 0.01 |
FNR 2013-4 PL | 76,000.00 | $61,963.84 | 2.000 | 02/25/2043 | 0.01 |
FNR 2013-52 ZA | 220,846.02 | $205,020.00 | 3.000 | 06/25/2043 | 0.04 |
FNR 2013-55 AI | 13,056,775.55 | $1,634,875.43 | 3.000 | 06/25/2033 | 0.34 |
FNR 2013-69 IJ | 46,923.23 | $6,445.10 | 3.000 | 07/25/2033 | 0.00 |
FNR 2013-69 IO | 76,195.44 | $7,026.91 | 3.000 | 11/25/2031 | 0.00 |
FNR 2013-7 EI | 1,179,239.79 | $127,989.26 | 3.000 | 10/25/2040 | 0.02 |
FNR 2013-71 ZA | 299,348.41 | $299,338.92 | 3.500 | 07/25/2043 | 0.06 |
FNR 2013-92 SA | 194,515.89 | $35,314.36 | 3.444 | 09/25/2043 | 0.00 |
FNR 2014-21 ID | 292,938.15 | $33,117.36 | 3.500 | 06/25/2033 | 0.00 |
FNR 2014-59 AI | 112,616.32 | $12,550.46 | 3.000 | 10/25/2040 | 0.00 |
FNR 2014-64 IT | 72,267.82 | $5,835.37 | 3.500 | 06/25/2041 | 0.00 |
FNR 2014-85 IB | 812,338.59 | $152,960.19 | 3.000 | 12/25/2044 | 0.03 |
FNR 2015-28 GI | 969,080.71 | $117,509.85 | 3.500 | 06/25/2034 | 0.02 |
FNR 2015-31 ZD | 468,772.44 | $412,862.42 | 3.000 | 05/25/2045 | 0.08 |
FNR 2015-43 PZ | 45,336.55 | $44,853.30 | 3.500 | 06/25/2045 | 0.00 |
FNR 2015-44 AI | 601,823.44 | $65,005.54 | 3.500 | 01/25/2034 | 0.01 |
FNR 2015-45 AI | 54,603.67 | $4,685.04 | 3.000 | 01/25/2033 | 0.00 |
FNR 2015-45 EI | 1,102,722.49 | $114,352.21 | 3.000 | 12/25/2040 | 0.02 |
FNR 2015-66 ID | 212,057.65 | $27,482.99 | 3.500 | 05/25/2042 | 0.00 |
FNR 2015-71 PI | 421,728.96 | $69,878.97 | 4.000 | 03/25/2043 | 0.01 |
FNR 2015-82 AI | 3,687,121.54 | $459,192.64 | 3.500 | 06/25/2034 | 0.09 |
FNR 2015-85 BI | 542,042.67 | $90,149.94 | 4.500 | 09/25/2043 | 0.01 |
FNR 2015-89 EZ | 68,000.76 | $61,538.61 | 3.000 | 12/25/2045 | 0.01 |
FNR 2016-101 ZP | 97,588.30 | $95,070.66 | 3.500 | 01/25/2047 | 0.01 |
FNR 2016-105 SA | 258,385.66 | $45,345.65 | 3.494 | 01/25/2047 | 0.00 |
FNR 2016-17 BI | 945,377.36 | $139,157.75 | 4.000 | 02/25/2043 | 0.02 |
FNR 2016-2 HI | 1,014,676.95 | $141,796.44 | 3.000 | 12/25/2041 | 0.02 |
FNR 2016-24 LI | 668,634.76 | $79,754.09 | 3.000 | 06/25/2042 | 0.01 |
FNR 2016-33 DI | 197,547.74 | $29,302.26 | 3.500 | 06/25/2036 | 0.00 |
FNR 2016-43 GI | 169,119.84 | $19,698.86 | 3.000 | 04/25/2042 | 0.00 |
FNR 2016-54 PI | 1,133,963.01 | $119,096.05 | 3.000 | 02/25/2044 | 0.02 |
FNR 2016-61 ML | 61,000.00 | $57,532.80 | 3.000 | 09/25/2046 | 0.01 |
FNR 2016-74 GS | 1,317,384.31 | $236,637.13 | 3.494 | 10/25/2046 | 0.04 |
FNR 2016-80 JZ | 148,403.10 | $136,146.01 | 3.000 | 11/25/2046 | 0.02 |
FNR 2016-83 PI | 153,765.55 | $23,285.98 | 3.500 | 07/25/2045 | 0.00 |
FNR 2016-90 CI | 567,695.87 | $73,034.87 | 3.000 | 02/25/2045 | 0.01 |
FNR 2016-95 IO | 2,463,078.60 | $443,118.19 | 3.000 | 12/25/2046 | 0.09 |
FNR 2016-99 DI | 84,135.48 | $15,194.46 | 3.500 | 01/25/2046 | 0.00 |
FNR 2016-99 TI | 488,328.04 | $64,708.45 | 3.500 | 03/25/2036 | 0.01 |
FNR 2017-108 AZ | 46,600.51 | $44,646.98 | 3.500 | 01/25/2058 | 0.00 |
FNR 2017-111 GZ | 381,253.91 | $339,397.19 | 3.000 | 01/25/2048 | 0.07 |
FNR 2017-14 AI | 84,251.27 | $11,341.70 | 3.000 | 09/25/2042 | 0.00 |
FNR 2017-15 NI | 1,008,002.65 | $116,626.31 | 3.500 | 03/25/2042 | 0.02 |
FNR 2017-15 NZ | 15,992.56 | $15,818.97 | 3.500 | 03/25/2047 | 0.00 |
FNR 2017-16 SM | 947,785.37 | $194,652.37 | 3.544 | 03/25/2047 | 0.04 |
FNR 2017-16 UW | 1,225,000.00 | $1,189,582.43 | 3.000 | 07/25/2045 | 0.24 |
FNR 2017-16 WI | 79,609.93 | $9,188.19 | 3.000 | 01/25/2045 | 0.00 |
FNR 2017-24 AI | 870,383.28 | $118,857.80 | 3.000 | 08/25/2046 | 0.02 |
FNR 2017-40 GZ | 38,159.22 | $38,219.83 | 3.500 | 05/25/2047 | 0.00 |
FNR 2017-45 IJ | 874,436.81 | $106,827.06 | 3.000 | 11/25/2046 | 0.02 |
FNR 2017-46 BI | 295,391.03 | $42,952.66 | 3.000 | 04/25/2047 | 0.00 |
FNR 2017-59 KI | 950,570.12 | $130,043.70 | 3.000 | 03/25/2047 | 0.02 |
FNR 2017-6 NI | 764,785.24 | $143,005.97 | 3.500 | 03/25/2046 | 0.02 |
FNR 2017-61 TB | 30,000.00 | $28,513.46 | 3.000 | 08/25/2044 | 0.00 |
FNR 2017-64 JI | 1,036,870.34 | $127,018.69 | 3.500 | 07/25/2042 | 0.02 |
FNR 2017-67 BZ | 15,611.38 | $14,018.09 | 3.000 | 09/25/2047 | 0.00 |
FNR 2017-88 EI | 855,251.37 | $148,809.89 | 3.000 | 11/25/2047 | 0.03 |
FNR 2017-94 CZ | 33,331.73 | $31,573.57 | 3.500 | 11/25/2047 | 0.00 |
FNR 2017-99 DZ | 94,511.45 | $91,614.08 | 3.500 | 12/25/2047 | 0.01 |
FNR 2018-15 GZ | 117,907.56 | $106,468.79 | 3.000 | 03/25/2048 | 0.02 |
FNR 2018-31 KQ | 42,000.00 | $40,798.83 | 3.500 | 05/25/2048 | 0.00 |
FNS 413 167 | 1,037,322.46 | $214,719.53 | 4.500 | 07/25/2042 | 0.04 |
FNS 417 C24 | 666,530.97 | $122,552.05 | 3.500 | 12/25/2042 | 0.02 |
FNS 419 C2 | 6,615,519.53 | $503,852.52 | 3.000 | 05/25/2029 | 0.10 |
FNS 419 C3 | 60,495.43 | $10,547.24 | 3.000 | 11/25/2043 | 0.00 |
FNW 2001-W2 AS5 | 86.24 | $88.73 | 6.473 | 10/25/2031 | n/a |
Ford Motor Credit Co. LLC 3.336 3/18/2021 | 1,575,000.00 | $1,528,990.47 | 3.336 | 03/18/2021 | 0.32 |
FORDF 2014-2 A | 3,850,000.00 | $3,851,103.80 | 2.955 | 02/15/2021 | 0.80 |
FORDF 2015-2 A2 | 1,470,000.00 | $1,474,142.90 | 3.025 | 01/15/2022 | 0.30 |
FORDF 2017-1 A2 | 400,000.00 | $401,312.76 | 2.875 | 05/15/2022 | 0.08 |
FORDF 2017-2 A2 | 1,000,000.00 | $1,001,184.50 | 2.805 | 09/15/2022 | 0.20 |
FORDO 2015-A C | 2,540,000.00 | $2,530,882.42 | 2.200 | 11/15/2020 | 0.53 |
FREMF 2011-K15 B | 95,000.00 | $98,887.86 | 4.948 | 08/25/2044 | 0.02 |
FREMF 2013-K28 C | 105,000.00 | $102,497.64 | 3.490 | 06/25/2046 | 0.02 |
FREMF 2013-K33 C | 60,000.00 | $57,511.34 | 3.500 | 08/25/2046 | 0.01 |
FREMF 2013-K712 B | 345,000.00 | $344,660.87 | 3.358 | 05/25/2045 | 0.07 |
FREMF 2014-K717 B | 245,000.00 | $247,283.57 | 3.629 | 11/25/2047 | 0.05 |
FREMF 2014-K717 C | 80,000.00 | $80,496.84 | 3.629 | 11/25/2047 | 0.01 |
FREMF 2016-K722 B | 430,000.00 | $436,682.59 | 3.836 | 07/25/2049 | 0.09 |
FSPC T-30 A5 | 3,748.03 | $3,837.27 | 7.610 | 12/25/2030 | 0.00 |
FSPC T-54 2A | 694.76 | $794.35 | 6.500 | 02/25/2043 | 0.00 |
FSPC T-58 2A | 462,073.62 | $526,028.49 | 6.500 | 09/25/2043 | 0.11 |
G2 MA5332 | 737,606.53 | $768,031.18 | 5.000 | 07/20/2048 | 0.16 |
G2 MA5468 | 1,896,356.85 | $1,978,134.39 | 5.000 | 09/20/2048 | 0.41 |
G2SF 5 2/19 | 3,063,000.00 | $3,183,667.80 | 5.000 | 02/20/2049 | 0.66 |
Gardner Denver Inc. 4.064 7/30/2024 | 335,880.26 | $325,593.93 | 5.095 | 07/30/2024 | 0.06 |
GCCT 2014-2A A | 540,000.00 | $540,046.01 | 2.905 | 03/15/2021 | 0.11 |
General Electric Co. 2.962 5/5/2026 | 280,000.00 | $225,633.16 | 2.962 | 05/05/2026 | 0.04 |
General Electric Co. 5.550 5/4/2020 | 2,175,000.00 | $2,212,676.00 | 5.550 | 05/04/2020 | 0.46 |
General Electric Co. 6.000 8/7/2019 | 1,445,000.00 | $1,460,796.16 | 6.000 | 08/07/2019 | 0.30 |
General Motors Financial Co. Inc. 4.150 6/19/2023 | 715,000.00 | $697,330.13 | 4.150 | 06/19/2023 | 0.14 |
General Motors Financial Co. Inc. 4.350 4/9/2025 | 1,195,000.00 | $1,133,839.90 | 4.350 | 04/09/2025 | 0.23 |
Genesis Energy LP Genesis Energy Finance Corp. 6.750 8/1/2022 | 500,000.00 | $490,000.00 | 6.750 | 08/01/2022 | 0.10 |
GEO Group Inc. 5.875 1/15/2022 | 250,000.00 | $244,387.50 | 5.875 | 01/15/2022 | 0.05 |
Georgia-Pacific LLC 5.400 11/1/2020 | 5,750,000.00 | $5,958,426.58 | 5.400 | 11/01/2020 | 1.24 |
GNR 2011-157 SG | 93,217.44 | $18,507.79 | 4.130 | 12/20/2041 | 0.00 |
GNR 2012-108 KI | 216,812.19 | $41,081.90 | 4.000 | 08/16/2042 | 0.00 |
GNR 2012-61 PI | 437,776.00 | $23,845.44 | 3.000 | 04/20/2039 | 0.00 |
GNR 2012-77 MU | 106,375.22 | $101,253.43 | 2.500 | 06/20/2042 | 0.02 |
GNR 2013-113 LY | 17,000.00 | $16,176.27 | 3.000 | 05/20/2043 | 0.00 |
GNR 2013-26 KD | 870,000.00 | $797,399.46 | 2.500 | 02/16/2043 | 0.16 |
GNR 2013-79 KE | 1,250,000.00 | $1,158,216.13 | 3.000 | 05/20/2043 | 0.24 |
GNR 2013-88 LZ | 471,514.66 | $421,364.03 | 2.500 | 06/16/2043 | 0.08 |
GNR 2014-12 ZB | 61,412.16 | $57,526.73 | 3.000 | 01/16/2044 | 0.01 |
GNR 2015-111 IH | 147,390.02 | $17,529.18 | 3.500 | 08/20/2045 | 0.00 |
GNR 2015-142 AI | 40,629.98 | $4,408.92 | 4.000 | 02/20/2044 | 0.00 |
GNR 2015-185 PZ | 838,043.37 | $821,350.80 | 3.000 | 12/20/2045 | 0.17 |
GNR 2015-36 PI | 543,993.14 | $50,785.02 | 3.500 | 08/16/2041 | 0.01 |
GNR 2015-74 CI | 244,065.64 | $28,380.56 | 3.000 | 10/16/2039 | 0.00 |
GNR 2015-82 GI | 652,247.38 | $46,107.76 | 3.500 | 12/20/2038 | 0.00 |
GNR 2016-108 SK | 159,902.74 | $32,321.80 | 3.580 | 08/20/2046 | 0.00 |
GNR 2016-115 SA | 186,211.82 | $31,525.75 | 3.630 | 08/20/2046 | 0.00 |
GNR 2016-118 DI | 261,287.82 | $35,015.02 | 3.500 | 03/20/2043 | 0.00 |
GNR 2016-126 NS | 117,051.50 | $21,210.72 | 3.630 | 09/20/2046 | 0.00 |
GNR 2016-146 KS | 74,850.20 | $14,640.29 | 3.630 | 10/20/2046 | 0.00 |
GNR 2016-149 GI | 583,112.71 | $118,762.04 | 4.000 | 11/20/2046 | 0.02 |
GNR 2016-156 AI | 268,132.58 | $26,694.82 | 3.000 | 12/20/2042 | 0.00 |
GNR 2016-160 VZ | 31,602.19 | $25,130.76 | 2.500 | 11/20/2046 | 0.00 |
GNR 2016-170 MZ | 775,082.64 | $705,427.98 | 3.000 | 12/20/2046 | 0.14 |
GNR 2016-49 PZ | 238,299.35 | $215,327.55 | 3.000 | 11/16/2045 | 0.04 |
GNR 2016-89 QS | 3,242,887.21 | $698,051.90 | 3.580 | 07/20/2046 | 0.14 |
GNR 2017-10 IB | 124,633.94 | $27,104.03 | 4.000 | 01/20/2047 | 0.00 |
GNR 2017-101 AI | 89,647.87 | $15,564.43 | 4.000 | 07/20/2047 | 0.00 |
GNR 2017-101 HD | 89,000.00 | $84,926.79 | 3.000 | 01/20/2047 | 0.01 |
GNR 2017-101 TI | 123,344.48 | $17,933.21 | 4.000 | 03/20/2044 | 0.00 |
GNR 2017-117 GI | 967,434.97 | $149,299.60 | 3.000 | 03/20/2047 | 0.03 |
GNR 2017-121 IC | 1,025,228.04 | $145,340.33 | 3.000 | 12/20/2045 | 0.03 |
GNR 2017-121 IL | 794,983.89 | $99,646.86 | 3.000 | 02/20/2042 | 0.02 |
GNR 2017-134 SD | 176,204.60 | $35,663.11 | 3.730 | 09/20/2047 | 0.00 |
GNR 2017-134 SK | 144,885.77 | $25,842.03 | 3.730 | 09/20/2047 | 0.00 |
GNR 2017-141 JS | 220,575.61 | $42,320.70 | 3.730 | 09/20/2047 | 0.00 |
GNR 2017-147 AI | 824,479.59 | $88,355.77 | 3.500 | 03/20/2044 | 0.01 |
GNR 2017-163 JI | 577,823.26 | $108,856.18 | 4.000 | 07/20/2047 | 0.02 |
GNR 2017-163 KH | 455,000.00 | $460,535.12 | 3.500 | 03/20/2044 | 0.09 |
GNR 2017-18 QS | 134,641.11 | $23,270.40 | 3.645 | 02/16/2047 | 0.00 |
GNR 2017-180 MJ | 298,000.00 | $268,387.02 | 3.000 | 12/20/2047 | 0.05 |
GNR 2017-180 TI | 389,241.39 | $68,737.19 | 4.000 | 04/20/2047 | 0.01 |
GNR 2017-19 AY | 30,000.00 | $28,592.99 | 3.000 | 02/20/2047 | 0.00 |
GNR 2017-36 ZC | 188,636.20 | $169,250.55 | 3.000 | 03/20/2047 | 0.03 |
GNR 2017-4 WI | 78,510.16 | $11,862.48 | 4.000 | 02/20/2044 | 0.00 |
GNR 2017-52 LE | 474,000.00 | $442,466.20 | 3.000 | 01/16/2047 | 0.09 |
GNR 2017-56 GZ | 14,839.70 | $13,815.26 | 3.500 | 04/20/2047 | 0.00 |
GNR 2017-80 AS | 723,661.18 | $138,141.49 | 3.730 | 05/20/2047 | 0.02 |
GNR 2017-88 PB | 304,000.00 | $288,698.98 | 3.000 | 01/20/2047 | 0.06 |
GNR 2018-1 QG | 829,072.00 | $786,794.97 | 3.000 | 06/20/2047 | 0.16 |
GNR 2018-1 QH | 466,373.00 | $435,579.00 | 3.000 | 12/20/2047 | 0.09 |
GNR 2018-1 SA | 1,174,170.30 | $203,370.64 | 3.730 | 01/20/2048 | 0.04 |
GNR 2018-1 ST | 679,213.01 | $126,430.68 | 3.730 | 01/20/2048 | 0.02 |
GNR 2018-15 BI | 1,189,157.70 | $205,616.90 | 3.500 | 01/20/2048 | 0.04 |
GNR 2018-27 KU | 53,000.00 | $53,690.36 | 3.500 | 05/20/2046 | 0.01 |
GNR 2018-37 SA | 95,852.40 | $18,607.78 | 3.730 | 03/20/2048 | 0.00 |
GNR 2018-46 AS | 614,592.69 | $126,436.34 | 3.730 | 03/20/2048 | 0.02 |
GNR 2018-8 VZ | 41,113.85 | $36,483.37 | 3.000 | 03/20/2047 | 0.00 |
Goldman Sachs Group Inc. 6.000 6/15/2020 | 2,295,000.00 | $2,376,218.90 | 6.000 | 06/15/2020 | 0.49 |
Growthpoint Properties International Pty Ltd. 5.872 5/2/2023 | 200,000.00 | $200,500.00 | 5.872 | 05/02/2023 | 0.04 |
Grupo de Inversiones Suramericana S.A. 5.700 5/18/2021 | 500,000.00 | $516,875.00 | 5.700 | 05/18/2021 | 0.10 |
GSMPS 1998-2 A | 31,732.56 | $31,840.02 | 7.750 | 05/19/2027 | 0.00 |
GTH Finance BV 6.250 4/26/2020 | 500,000.00 | $507,785.00 | 6.250 | 04/26/2020 | 0.10 |
GTP Acquisition Partners I LLC 2.350 6/15/2020 | 520,000.00 | $511,811.30 | 2.350 | 06/15/2020 | 0.10 |
Gulfport Energy Corp. 6.625 5/1/2023 | 300,000.00 | $285,000.00 | 6.625 | 05/01/2023 | 0.05 |
HALST 2016-C A3 | 874,886.55 | $874,106.59 | 1.490 | 02/18/2020 | 0.18 |
HALST 2018-A A3 | 700,000.00 | $697,534.18 | 2.810 | 04/15/2021 | 0.14 |
Hazine Mustesarligi Varlik Kiralama AS 4.251 6/8/2021 | 500,000.00 | $484,973.00 | 4.251 | 06/08/2021 | 0.10 |
HCA Healthcare Inc. 6.250 2/15/2021 | 500,000.00 | $512,500.00 | 6.250 | 02/15/2021 | 0.10 |
HCA INC. 7.500 2/15/2022 | 250,000.00 | $266,250.00 | 7.500 | 02/15/2022 | 0.05 |
HEMP 2017-2A X | 1,593,750.00 | $1,592,953.13 | 3.618 | 08/10/2029 | 0.33 |
Hill-Rom Holdings Inc. 5.750 9/1/2023 | 325,000.00 | $326,218.75 | 5.750 | 09/01/2023 | 0.06 |
HOOTY 2014-1A A2 | 242,475.00 | $241,480.85 | 4.846 | 08/20/2044 | 0.05 |
HSBC Holdings PLC 3.950 5/18/2024 | 1,265,000.00 | $1,258,845.02 | 3.950 | 05/18/2024 | 0.26 |
HudBay Minerals Inc. 7.250 1/15/2023 | 750,000.00 | $744,375.00 | 7.250 | 01/15/2023 | 0.15 |
Huntington National Bank 2.500 8/7/2022 | 480,000.00 | $464,098.27 | 2.500 | 08/07/2022 | 0.09 |
ICE - CDX.NA.HY.30 06 23 0.050 6/20/2023 | 44,000,000.00 | -$1,351,385.64 | 5.000 | 06/20/2023 | -0.29 |
IHSFR 2018-SFR1 A | 1,351,515.07 | $1,323,268.68 | 3.155 | 03/17/2037 | 0.27 |
Infor Software Parent LLC Infor Software Parent Inc. 7.125 5/1/2021 | 415,000.00 | $405,662.50 | 7.125 | 05/01/2021 | 0.08 |
ING Groep NV 4.625 1/6/2026 | 420,000.00 | $423,659.59 | 4.625 | 01/06/2026 | 0.08 |
Intercontinental Exchange Inc. 3.450 9/21/2023 | 460,000.00 | $462,235.14 | 3.450 | 09/21/2023 | 0.09 |
International Lease Finance Corp. 8.625 1/15/2022 | 1,080,000.00 | $1,201,454.53 | 8.625 | 01/15/2022 | 0.25 |
IPALCO Enterprises Inc. 3.450 7/15/2020 | 710,000.00 | $709,507.33 | 3.450 | 07/15/2020 | 0.14 |
ITC Holdings Corp. 2.700 11/15/2022 | 2,455,000.00 | $2,374,970.68 | 2.700 | 11/15/2022 | 0.49 |
JBS Investments GmbH 7.250 4/3/2024 | 200,000.00 | $202,352.00 | 7.250 | 04/03/2024 | 0.04 |
JD.com Inc. 3.125 4/29/2021 | 400,000.00 | $387,202.36 | 3.125 | 04/29/2021 | 0.08 |
Jefferies Group LLC 5.125 1/20/2023 | 2,285,000.00 | $2,338,335.33 | 5.125 | 01/20/2023 | 0.48 |
Joseph T Ryerson & Son Inc. 11.000 5/15/2022 | 500,000.00 | $505,000.00 | 11.000 | 05/15/2022 | 0.10 |
JPMMT 2014-IVR6 2A4 | 455,000.00 | $455,143.37 | 2.500 | 07/25/2044 | 0.09 |
JPMorgan Chase & Co. 3.797 7/23/2024 | 470,000.00 | $471,112.26 | 3.797 | 07/23/2024 | 0.09 |
JPMorgan Chase & Co. 4.350 8/15/2021 | 3,810,000.00 | $3,900,152.60 | 4.350 | 08/15/2021 | 0.81 |
JPMorgan Chase & Co. 4.452 12/5/2029 | 305,000.00 | $310,794.70 | 4.452 | 12/05/2029 | 0.06 |
Kernel Holding S.A. 8.750 1/31/2022 | 235,000.00 | $225,973.18 | 8.750 | 01/31/2022 | 0.04 |
Keurig Dr Pepper Inc. 3.551 5/25/2021 | 715,000.00 | $714,296.15 | 3.551 | 05/25/2021 | 0.14 |
Keurig Dr Pepper Inc. 4.417 5/25/2025 | 400,000.00 | $398,870.64 | 4.417 | 05/25/2025 | 0.08 |
KeyBank NA Cleveland OH 2.400 6/9/2022 | 920,000.00 | $891,670.90 | 2.400 | 06/09/2022 | 0.18 |
KeyBank NA Cleveland OH 3.180 5/22/2022 | 1,335,000.00 | $1,330,336.18 | 3.180 | 05/22/2022 | 0.27 |
Kilroy Realty LP 3.450 12/15/2024 | 590,000.00 | $570,795.26 | 3.450 | 12/15/2024 | 0.11 |
Kinder Morgan Energy Partners LP 9.000 2/1/2019 | 850,000.00 | $853,683.99 | 9.000 | 02/01/2019 | 0.17 |
Kookmin Bank 2.875 3/25/2023 | 200,000.00 | $194,286.00 | 2.875 | 03/25/2023 | 0.04 |
KSA Sukuk Ltd. 2.894 4/20/2022 | 500,000.00 | $487,775.00 | 2.894 | 04/20/2022 | 0.10 |
Kunlun Energy Co. Ltd. 2.875 5/13/2020 | 400,000.00 | $397,164.00 | 2.875 | 05/13/2020 | 0.08 |
L3 Technologies Inc. 3.850 6/15/2023 | 280,000.00 | $280,697.93 | 3.850 | 06/15/2023 | 0.05 |
LAREDO PETROLEUM INC. 5.625 1/15/2022 | 500,000.00 | $451,250.00 | 5.625 | 01/15/2022 | 0.09 |
LEVEL 3 FINANCING INC. 5.125 5/1/2023 | 750,000.00 | $726,562.50 | 5.125 | 05/01/2023 | 0.15 |
Manufacturers & Traders Trust Co. 2.500 5/18/2022 | 555,000.00 | $539,356.99 | 2.500 | 05/18/2022 | 0.11 |
Marathon Oil Corp. 2.800 11/1/2022 | 675,000.00 | $634,515.05 | 2.800 | 11/01/2022 | 0.13 |
Marfrig Holdings Europe BV 8.000 6/8/2023 | 200,000.00 | $201,250.00 | 8.000 | 06/08/2023 | 0.04 |
Marriott International Inc. MD 4.150 12/1/2023 | 1,845,000.00 | $1,849,994.60 | 4.150 | 12/01/2023 | 0.38 |
MASTER REPURCHASE AGREEMENT 2.822 1/2/2019 | 30,136,686.13 | $30,136,686.13 | 2.822 | 01/02/2019 | 6.31 |
MBMOT 2017-BA A | 3,540,000.00 | $3,540,342.32 | 2.875 | 05/16/2022 | 0.74 |
MBMOT 2018-BA A | 1,200,000.00 | $1,196,678.28 | 2.795 | 05/15/2023 | 0.25 |
MGM Resorts International 6.625 12/15/2021 | 500,000.00 | $513,750.00 | 6.625 | 12/15/2021 | 0.10 |
Microchip Technology Inc. 3.922 6/1/2021 | 490,000.00 | $486,332.15 | 3.922 | 06/01/2021 | 0.10 |
Microchip Technology Inc. 4.333 6/1/2023 | 525,000.00 | $512,569.63 | 4.333 | 06/01/2023 | 0.10 |
Mission Broadcasting Inc. 2.250 1/17/2024 | 206,861.01 | $196,173.12 | 4.565 | 01/17/2024 | 0.04 |
MMAF 2015-AA A5 | 2,000,000.00 | $1,984,121.00 | 2.490 | 02/19/2036 | 0.41 |
MNCLO 2018-1A AX | 888,889.53 | $888,845.09 | 3.190 | 01/25/2028 | 0.18 |
Morgan Stanley 3.737 4/24/2024 | 960,000.00 | $953,606.11 | 3.737 | 04/24/2024 | 0.19 |
Morgan Stanley 5.000 11/24/2025 | 1,135,000.00 | $1,159,524.85 | 5.000 | 11/24/2025 | 0.24 |
Morgan Stanley 5.500 1/26/2020 | 2,330,000.00 | $2,383,281.04 | 5.500 | 01/26/2020 | 0.49 |
Morgan Stanley 5.550 12/29/2049 | 1,180,000.00 | $1,146,665.00 | 0.000 | 12/29/2049 | 0.24 |
MPLX LP 4.875 12/1/2024 | 1,260,000.00 | $1,284,073.81 | 4.875 | 12/01/2024 | 0.26 |
NAVMT 2017-1 A | 1,000,000.00 | $1,001,055.50 | 3.286 | 06/27/2022 | 0.20 |
NAVMT 2018-1 A | 330,000.00 | $329,876.05 | 3.136 | 09/25/2023 | 0.06 |
NCL Corp. Ltd. 4.750 12/15/2021 | 404,000.00 | $401,980.00 | 4.750 | 12/15/2021 | 0.08 |
NEUB 2014-17A XR | 1,271,250.00 | $1,271,186.44 | 3.469 | 04/22/2029 | 0.26 |
New Enterprise Stone & Lime Co. Inc. 10.125 4/1/2022 | 500,000.00 | $490,000.00 | 10.125 | 04/01/2022 | 0.10 |
Newfield Exploration Co. 5.750 1/30/2022 | 500,000.00 | $506,250.00 | 5.750 | 01/30/2022 | 0.10 |
Nexstar Broadcasting Inc. 4.544 1/17/2024 | 1,193,567.89 | $1,131,899.82 | 4.565 | 01/17/2024 | 0.23 |
NGN 2011-C1 2A | 837,145.97 | $839,305.89 | 2.811 | 03/09/2021 | 0.17 |
Nigeria Government International Bond 5.625 6/27/2022 | 500,000.00 | $485,422.50 | 5.625 | 06/27/2022 | 0.10 |
Nine Energy Service Inc. 8.750 11/1/2023 | 250,000.00 | $238,750.00 | 8.750 | 11/01/2023 | 0.05 |
NMOTR 2016-A A1 | 3,040,000.00 | $3,042,566.67 | 3.095 | 06/15/2021 | 0.63 |
NMOTR 2017-C A | 890,000.00 | $888,760.76 | 2.775 | 10/17/2022 | 0.18 |
NOBLE ENERGY INC. 3.900 11/15/2024 | 1,055,000.00 | $1,023,199.24 | 3.900 | 11/15/2024 | 0.21 |
Novolipetsk Steel via Steel Funding DAC 4.500 6/15/2023 | 250,000.00 | $244,258.50 | 4.500 | 06/15/2023 | 0.05 |
NV Energy Inc. 6.250 11/15/2020 | 2,460,000.00 | $2,585,253.36 | 6.250 | 11/15/2020 | 0.54 |
Nvent Finance Sarl 3.950 4/15/2023 | 2,905,000.00 | $2,886,864.96 | 3.950 | 04/15/2023 | 0.60 |
NXP BV NXP Funding LLC 4.125 6/15/2020 | 1,500,000.00 | $1,496,775.00 | 4.125 | 06/15/2020 | 0.31 |
Oil and Gas Holding Co. BSCC 7.625 11/7/2024 | 215,000.00 | $221,079.13 | 7.625 | 11/07/2024 | 0.04 |
ON Semiconductor Corp. 1.750 3/31/2023 | 1,101,063.65 | $1,065,622.61 | 4.095 | 03/31/2023 | 0.22 |
ONEOK Inc. 7.500 9/1/2023 | 1,655,000.00 | $1,882,224.05 | 7.500 | 09/01/2023 | 0.39 |
Pertamina Persero PT 4.300 5/20/2023 | 310,000.00 | $306,082.22 | 4.300 | 05/20/2023 | 0.06 |
Petkim Petrokimya Holding AS 5.875 1/26/2023 | 250,000.00 | $228,474.25 | 5.875 | 01/26/2023 | 0.04 |
Petrobras Global Finance BV 4.375 5/20/2023 | 500,000.00 | $477,935.00 | 4.375 | 05/20/2023 | 0.10 |
PFSFC 2018-A A | 240,000.00 | $239,827.61 | 2.855 | 02/15/2022 | 0.05 |
PFSFC 2018-E A | 910,000.00 | $908,405.68 | 2.905 | 10/17/2022 | 0.19 |
Phosagro OAO via Phosagro Bond Funding DAC 3.950 11/3/2021 | 205,000.00 | $199,331.75 | 3.950 | 11/03/2021 | 0.04 |
PNC BANK NA 2.700 11/1/2022 | 250,000.00 | $243,055.53 | 2.700 | 11/01/2022 | 0.05 |
PNC Financial Services Group Inc. 5.000 12/29/2049 | 1,160,000.00 | $1,070,100.00 | 5.000 | 12/29/2049 | 0.22 |
Popular Inc. 6.125 9/14/2023 | 500,000.00 | $497,190.00 | 6.125 | 09/14/2023 | 0.10 |
Prime Security Services Borrower LLC Prime Finance Inc. 9.250 5/15/2023 | 445,000.00 | $460,018.75 | 9.250 | 05/15/2023 | 0.09 |
Provincia de Cordoba 7.450 9/1/2024 | 350,000.00 | $287,000.00 | 7.450 | 09/01/2024 | 0.06 |
PSEG Power LLC 3.850 6/1/2023 | 680,000.00 | $681,197.75 | 3.850 | 06/01/2023 | 0.14 |
Regions Financial Corp. 2.750 8/14/2022 | 370,000.00 | $357,253.80 | 2.750 | 08/14/2022 | 0.07 |
Regions Financial Corp. 3.800 8/14/2023 | 290,000.00 | $290,734.28 | 3.800 | 08/14/2023 | 0.06 |
Republic of Angola 9.151 12/16/2023 | 318,750.00 | $302,812.50 | 9.126 | 12/16/2023 | 0.06 |
Royal Bank of Scotland Group PLC 8.625 12/29/2049 | 1,410,000.00 | $1,462,875.00 | 8.625 | 12/29/2049 | 0.30 |
Russell Investments US Institutional Holdco Inc. 4.250 6/1/2023 | 1,825,329.56 | $1,785,400.47 | 5.595 | 06/01/2023 | 0.37 |
Sabine Pass Liquefaction LLC 5.625 3/1/2025 | 975,000.00 | $1,014,163.80 | 5.625 | 03/01/2025 | 0.21 |
Sabine Pass Liquefaction LLC 5.750 5/15/2024 | 510,000.00 | $535,124.79 | 5.750 | 05/15/2024 | 0.11 |
Sabine Pass Liquefaction LLC 5.875 6/30/2026 | 465,000.00 | $493,271.44 | 5.875 | 06/30/2026 | 0.10 |
Sands China Ltd. 4.600 8/8/2023 | 200,000.00 | $199,177.36 | 4.600 | 08/08/2023 | 0.04 |
Santander UK Group Holdings PLC 4.796 11/15/2024 | 340,000.00 | $337,940.72 | 4.796 | 11/15/2024 | 0.07 |
SANTANDER UK PLC 5.000 11/7/2023 | 820,000.00 | $802,479.06 | 5.000 | 11/07/2023 | 0.16 |
SASOL Financing USA LLC 5.875 3/27/2024 | 400,000.00 | $399,573.80 | 5.875 | 03/27/2024 | 0.08 |
Scientific Games International Inc. 10.000 12/1/2022 | 500,000.00 | $508,120.00 | 10.000 | 12/01/2022 | 0.10 |
SECURITIZED NET CASH - ACR1 | 2,924,991.62 | $2,924,991.62 | 0.000 | - | 0.61 |
SECURITIZED NET CASH - CSH1 0.050 12/15/2038 | -23,202,085.39 | -$23,202,085.39 | 0.000 | - | -4.87 |
SECURITIZED NET CASH - LT | 2,097,295.13 | $2,097,295.13 | 0.000 | - | 0.43 |
Sempra Energy 2.900 2/1/2023 | 1,380,000.00 | $1,342,145.63 | 2.900 | 02/01/2023 | 0.28 |
SEMT 2014-2 A4 | 264,259.34 | $261,635.11 | 3.500 | 07/25/2044 | 0.05 |
Serbia International Bond 4.875 2/25/2020 | 250,000.00 | $252,482.25 | 4.875 | 02/25/2020 | 0.05 |
Shire Acquisitions Investments Ireland DAC 1.900 9/23/2019 | 3,000,000.00 | $2,958,528.60 | 1.900 | 09/23/2019 | 0.61 |
Sirius XM Radio Inc. 3.875 8/1/2022 | 500,000.00 | $481,075.00 | 3.875 | 08/01/2022 | 0.10 |
Skandinaviska Enskilda Banken AB 2.375 3/25/2019 | 4,580,000.00 | $4,573,386.48 | 2.375 | 03/25/2019 | 0.95 |
SMI 2018-1A 1A | 2,700,000.00 | $2,686,292.10 | 2.859 | 01/21/2070 | 0.56 |
Sprint Communications Inc. 3.250 2/2/2024 | 2,456,250.00 | $2,351,859.38 | 4.875 | 02/02/2024 | 0.49 |
Sprint Corp. 7.875 9/15/2023 | 750,000.00 | $771,562.50 | 7.875 | 09/15/2023 | 0.16 |
Sprint Spectrum Co. LLC Sprint Spectrum Co. II LLC Sprint Spectrum Co. III LLC 4.738 3/20/2025 | 450,000.00 | $442,687.50 | 4.738 | 03/20/2025 | 0.09 |
Sri Lanka Government International Bond 5.750 4/18/2023 | 500,000.00 | $462,595.00 | 5.750 | 04/18/2023 | 0.09 |
Staples Inc. 5.314 9/12/2024 | 123,750.00 | $118,877.34 | 6.541 | 09/12/2024 | 0.02 |
Summit Midstream Partners Holdings LLC 7.000 5/21/2022 | 394,347.83 | $388,104.12 | 8.345 | 05/21/2022 | 0.08 |
SunTrust Banks Inc. 2.700 1/27/2022 | 2,785,000.00 | $2,718,036.62 | 2.700 | 01/27/2022 | 0.56 |
SunTrust Banks Inc. 4.000 5/1/2025 | 530,000.00 | $532,360.99 | 4.000 | 05/01/2025 | 0.11 |
Syngenta Finance NV 3.933 4/23/2021 | 620,000.00 | $611,839.31 | 3.933 | 04/23/2021 | 0.12 |
Syngenta Finance NV 4.441 4/24/2023 | 785,000.00 | $757,211.39 | 4.441 | 04/24/2023 | 0.15 |
Takeda Pharmaceutical Co. Ltd. 4.400 11/26/2023 | 790,000.00 | $799,460.72 | 4.400 | 11/26/2023 | 0.16 |
TAOT 2018-A A2B | 1,929,103.04 | $1,929,038.80 | 2.525 | 10/15/2020 | 0.40 |
TAOT 2018-C A2B | 1,000,000.00 | $1,000,022.30 | 2.575 | 08/16/2021 | 0.20 |
Tecpetrol S.A. 4.875 12/12/2022 | 305,000.00 | $282,125.00 | 4.875 | 12/12/2022 | 0.05 |
TELOS 2013-3A X | 712,500.00 | $712,143.75 | 3.449 | 07/17/2019 | 0.14 |
TESLA 2018-A A | 701,239.40 | $699,312.46 | 2.320 | 12/20/2019 | 0.14 |
TESLA 2018-B A | 310,000.00 | $310,747.78 | 3.710 | 08/20/2021 | 0.06 |
Teva Pharmaceutical Finance Netherlands III BV 6.000 4/15/2024 | 250,000.00 | $241,412.28 | 6.000 | 04/15/2024 | 0.05 |
Time Warner Entertainment Co. LP 8.375 3/15/2023 | 3,295,000.00 | $3,762,196.40 | 8.375 | 03/15/2023 | 0.78 |
TPMT 2015-5 A1B | 343,519.74 | $338,321.32 | 2.750 | 05/25/2055 | 0.07 |
TPMT 2015-6 A1B | 404,998.01 | $397,777.06 | 2.750 | 04/25/2055 | 0.08 |
TRFIG 2017-1A A1 | 3,410,000.00 | $3,425,658.72 | 3.305 | 12/15/2020 | 0.71 |
TRFIG 2018-1A A1 | 200,000.00 | $200,052.00 | 3.185 | 03/15/2022 | 0.04 |
TULLOW OIL PLC 6.250 4/15/2022 | 250,000.00 | $241,875.00 | 6.250 | 04/15/2022 | 0.05 |
Turkiye Garanti Bankasi AS 5.250 9/13/2022 | 200,000.00 | $189,006.40 | 5.250 | 09/13/2022 | 0.03 |
Turkiye Garanti Bankasi AS 6.250 4/20/2021 | 230,000.00 | $229,014.45 | 6.250 | 04/20/2021 | 0.04 |
UBS Group Funding Switzerland AG 2.650 2/1/2022 | 640,000.00 | $619,684.54 | 2.650 | 02/01/2022 | 0.12 |
UBS Group Funding Switzerland AG 3.000 4/15/2021 | 2,700,000.00 | $2,679,900.12 | 3.000 | 04/15/2021 | 0.56 |
UBS Group Funding Switzerland AG 6.875 12/29/2049 | 400,000.00 | $385,000.00 | 6.875 | 12/29/2049 | 0.08 |
Ukraine Government International Bond 7.750 9/1/2020 | 250,000.00 | $241,710.25 | 7.750 | 09/01/2020 | 0.05 |
Ukraine Government International Bond 8.994 2/1/2024 | 250,000.00 | $233,877.25 | 8.994 | 02/01/2024 | 0.04 |
United Airlines 2015-1 Class AA Pass Through Trust 3.450 12/1/2027 | 316,482.85 | $300,168.16 | 3.450 | 12/01/2027 | 0.06 |
United Parcel Service Inc. 5.125 4/1/2019 | 2,340,000.00 | $2,352,615.17 | 5.125 | 04/01/2019 | 0.49 |
United States Treasury Bill 0.000 1/3/2019 | 630,495.80 | $630,455.95 | 2.244 | 01/03/2019 | 0.13 |
United States Treasury Note Bond 2.875 8/15/2028 | 1,380,000.00 | $1,402,591.84 | 2.875 | 08/15/2028 | 0.29 |
United States Treasury Note Bond 3.125 11/15/2028 | 4,135,000.00 | $4,292,669.20 | 3.125 | 11/15/2028 | 0.89 |
UNITED TECHNOLOGIES CORP. 2.300 5/4/2022 | 1,805,000.00 | $1,732,894.22 | 2.300 | 05/04/2022 | 0.36 |
UnitedHealth Group Inc. 3.500 2/15/2024 | 245,000.00 | $246,722.91 | 3.500 | 02/15/2024 | 0.05 |
UnitedHealth Group Inc. 3.700 12/15/2025 | 160,000.00 | $161,821.36 | 3.700 | 12/15/2025 | 0.03 |
US 10YR NOTE (CBT)Mar19 | 27.00 | $3,294,422.01 | 0.000 | 03/20/2019 | 0.69 |
US 5YR NOTE (CBT) MAR19 | 25.00 | $2,867,187.50 | 0.000 | 03/29/2019 | 0.60 |
US Bancorp 2.375 7/22/2026 | 360,000.00 | $328,828.86 | 2.375 | 07/22/2026 | 0.06 |
US Bank NA Cincinnati OH 3.400 7/24/2023 | 360,000.00 | $360,352.01 | 3.400 | 07/24/2023 | 0.07 |
US LONG BOND(CBT) MAR19 | -31.00 | -$4,526,000.00 | 0.000 | 03/20/2019 | -0.95 |
USB Capital IX 3.500 10/29/2049 | 6,960,000.00 | $5,159,100.00 | 3.500 | 10/29/2049 | 1.08 |
USB Realty Corp. 3.583 12/22/2049 | 400,000.00 | $347,000.00 | 0.000 | 12/22/2049 | 0.07 |
Vale Overseas Ltd. 4.375 1/11/2022 | 32,000.00 | $32,640.00 | 4.375 | 01/11/2022 | 0.00 |
VALET 2018-1 A2B | 365,000.00 | $365,104.10 | 2.650 | 07/20/2021 | 0.07 |
Vedanta Resources PLC 7.125 5/31/2023 | 205,000.00 | $184,858.75 | 7.125 | 05/31/2023 | 0.03 |
VMOT 2017-A A | 2,000,000.00 | $2,004,231.80 | 2.955 | 11/15/2022 | 0.41 |
VTR Finance BV 6.875 1/15/2024 | 500,000.00 | $501,875.00 | 6.875 | 01/15/2024 | 0.10 |
VZOT 2016-2A A | 1,335,363.48 | $1,327,742.43 | 1.680 | 05/20/2021 | 0.27 |
VZOT 2017-3A A1B | 4,675,000.00 | $4,673,597.03 | 2.740 | 04/20/2022 | 0.97 |
VZOT 2018-1A A1B | 135,000.00 | $134,796.66 | 2.730 | 09/20/2022 | 0.02 |
Warner Media LLC 3.875 1/15/2026 | 470,000.00 | $449,789.48 | 3.875 | 01/15/2026 | 0.09 |
Westrock Co. 4.650 3/15/2026 | 660,000.00 | $671,397.01 | 4.650 | 03/15/2026 | 0.14 |
WFMBS 2006-AR5 2A1 | 69,335.16 | $68,422.93 | 4.139 | 04/25/2036 | 0.01 |
WHLS 2018-1A A2 | 965,000.00 | $964,984.85 | 3.060 | 04/20/2027 | 0.20 |
William Lyon Homes Inc. 6.000 9/1/2023 | 500,000.00 | $452,500.00 | 6.000 | 09/01/2023 | 0.09 |
Williams Cos Inc. 4.550 6/24/2024 | 375,000.00 | $379,051.65 | 4.550 | 06/24/2024 | 0.07 |
Willis North America Inc. 3.600 5/15/2024 | 505,000.00 | $493,621.04 | 3.600 | 05/15/2024 | 0.10 |
YPF S.A. 47.833 7/7/2020 | 325,000.00 | $132,080.00 | 47.833 | 07/07/2020 | 0.02 |