Abbvie Inc. 2.600 11/21/2024 | 2,915,000.00 | $3,117,255.53 | 2.600 | 11/21/2024 | 0.69 |
Abbvie Inc. 2.950 11/21/2026 | 10,000.00 | $11,066.52 | 2.950 | 11/21/2026 | 0.00 |
Adani Ports And Special Economic Z 3.375 7/24/2024 | 235,000.00 | $243,129.21 | 3.375 | 07/24/2024 | 0.05 |
AEP Texas Inc. 2.400 10/1/2022 | 2,810,000.00 | $2,904,087.23 | 2.400 | 10/01/2022 | 0.64 |
Aercap Ireland Capital Dac Aerca 3.150 2/15/2024 | 1,780,000.00 | $1,833,620.54 | 3.150 | 02/15/2024 | 0.40 |
Aerovias DE Mexico S.A. DE CV 7.000 2/5/2025 | 200,000.00 | $70,000.00 | 7.000 | 02/05/2025 | 0.01 |
AIA Group Ltd. 3.125 3/13/2023 | 210,000.00 | $220,203.90 | 3.125 | 03/13/2023 | 0.04 |
Air Lease Corporation 2.875 1/15/2026 | 150,000.00 | $155,474.84 | 2.875 | 01/15/2026 | 0.03 |
ALLY Financial Inc. 5.750 11/20/2025 | 771,000.00 | $901,326.68 | 5.750 | 11/20/2025 | 0.20 |
Amc Networks Inc. 5.000 4/1/2024 | 1,096,000.00 | $1,116,550.00 | 5.000 | 04/01/2024 | 0.24 |
Ammc_20-23a | 1,200,000.00 | $1,200,000.00 | 1.635 | 10/17/2031 | 0.26 |
Amxca_17-2 | 270,000.00 | $271,073.09 | 0.591 | 09/16/2024 | 0.06 |
Amxca_17-5 | 575,000.00 | $576,881.92 | 0.521 | 02/18/2025 | 0.12 |
AMXCA_18-6 | 1,145,000.00 | $1,165,113.07 | 3.060 | 02/15/2024 | 0.26 |
Anheuser-Busch Inbev Worldwide Inc. 4.150 1/23/2025 | 2,965,000.00 | $3,369,464.84 | 4.150 | 01/23/2025 | 0.75 |
Applied Systems Inc. 4.570 9/18/2024 | 247,518.94 | $247,165.24 | 4.000 | 09/18/2024 | 0.05 |
Arabian Centres Sukuk Limited 5.375 11/26/2024 | 200,000.00 | $196,300.00 | 5.375 | 11/26/2024 | 0.04 |
Arifl_18-b | 372,029.58 | $376,031.61 | 3.220 | 08/16/2027 | 0.08 |
Asg Finance Designated 7.875 12/3/2024 | 217,000.00 | $181,195.00 | 7.875 | 12/03/2024 | 0.04 |
Assuredpartners Inc. 3.500 2/13/2027 | 262,504.06 | $257,675.82 | 3.648 | 02/13/2027 | 0.05 |
Avangrid Inc. 3.200 4/15/2025 | 505,000.00 | $553,295.62 | 3.200 | 04/15/2025 | 0.12 |
Avient Corp. 5.750 5/15/2025 | 822,000.00 | $879,540.00 | 5.750 | 05/15/2025 | 0.19 |
Avolon Holdings Funding Ltd. 3.950 7/1/2024 | 555,000.00 | $570,790.31 | 3.950 | 07/01/2024 | 0.12 |
Axa Equitable Holdings Inc. 3.900 4/20/2023 | 1,620,000.00 | $1,748,914.25 | 3.900 | 04/20/2023 | 0.39 |
Azure Power Energy Ltd. 5.500 11/3/2022 | 215,000.00 | $221,770.35 | 5.500 | 11/03/2022 | 0.04 |
Baidu Inc. 1.720 4/9/2026 | 200,000.00 | $202,037.00 | 1.720 | 04/09/2026 | 0.04 |
BALLY_18-1 | 2,000,000.00 | $1,985,200.00 | 1.218 | 04/20/2031 | 0.44 |
Bally_20-1a | 1,500,000.00 | $1,498,111.50 | 1.529 | 10/20/2031 | 0.33 |
Banco DE Credito Del Peru 2.700 1/11/2025 | 200,000.00 | $207,250.00 | 2.700 | 01/11/2025 | 0.04 |
Banco DE Credito E Inversiones 4.000 2/11/2023 | 200,000.00 | $212,741.00 | 4.000 | 02/11/2023 | 0.04 |
BANCO Del Estado DE Chile 2.704 1/9/2025 | 220,000.00 | $232,239.70 | 2.704 | 01/09/2025 | 0.05 |
Banco Santander S.A. 3.500 4/11/2022 | 1,600,000.00 | $1,664,185.12 | 3.500 | 04/11/2022 | 0.37 |
Banco Santander S.A. 4.125 11/9/2022 | 150,000.00 | $158,512.50 | 4.125 | 11/09/2022 | 0.03 |
Bancolombia S.A. 3.000 1/29/2025 | 215,000.00 | $221,974.60 | 3.000 | 01/29/2025 | 0.04 |
Bank of America Corp. 2.738 1/23/2022 | 1,370,000.00 | $1,374,781.85 | 2.738 | 01/23/2022 | 0.30 |
Bank of America Corp. 3.480 3/15/2025 | 2,845,000.00 | $3,089,154.49 | 3.458 | 03/15/2025 | 0.68 |
Bank of Montreal 1.850 5/1/2025 | 345,000.00 | $361,893.72 | 1.850 | 05/01/2025 | 0.08 |
Banque Ouest Africaine DE Developp 5.500 5/6/2021 | 500,000.00 | $509,257.50 | 5.500 | 05/06/2021 | 0.11 |
Barclays Bank PLC 1.700 5/12/2022 | 2,420,000.00 | $2,463,404.88 | 1.700 | 05/12/2022 | 0.54 |
Batln_20-18a | 2,000,000.00 | $2,007,446.00 | 2.035 | 10/15/2032 | 0.44 |
Bausch Health Companies Inc. 6.125 4/15/2025 | 1,025,000.00 | $1,055,637.25 | 6.125 | 04/15/2025 | 0.23 |
Bbva Bancomer S.A. (texas Branch) 6.750 9/30/2022 | 150,000.00 | $162,487.50 | 6.750 | 09/30/2022 | 0.03 |
Berry Global Inc. 2.000 10/1/2022 | 250,000.00 | $249,394.50 | 2.128 | 10/01/2022 | 0.05 |
Bgeo Group Jsc 6.000 7/26/2023 | 200,000.00 | $214,540.00 | 6.000 | 07/26/2023 | 0.04 |
Blkrk Lqdty Fed CL Instnal | 3,614,986.00 | $3,614,986.00 | 0.035 | 12/01/2099 | 0.80 |
BLUEM_20-30a | 1,250,000.00 | $1,250,000.00 | 1.615 | 01/15/2033 | 0.27 |
Bmark_20-b17 | 5,000,000.00 | $5,292,658.00 | 2.289 | 03/01/2053 | 1.18 |
Bmc East LLC 5.500 10/1/2024 | 500,000.00 | $515,437.50 | 5.500 | 10/01/2024 | 0.11 |
Bmwft_18-1 | 1,500,000.00 | $1,501,440.15 | 0.461 | 05/15/2023 | 0.33 |
Bombardier Inc. 6.000 10/15/2022 | 500,000.00 | $476,662.50 | 6.000 | 10/15/2022 | 0.10 |
Boyd Gaming Corporation 8.625 6/1/2025 | 791,000.00 | $879,742.29 | 8.625 | 06/01/2025 | 0.19 |
Branch Banking And Trust Company 2.636 9/17/2029 | 1,465,000.00 | $1,535,264.48 | 2.636 | 09/17/2029 | 0.34 |
Broadcom Inc. 3.150 11/15/2025 | 260,000.00 | $283,548.98 | 3.150 | 11/15/2025 | 0.06 |
Broadcom Inc. 4.700 4/15/2025 | 165,000.00 | $188,952.67 | 4.700 | 04/15/2025 | 0.04 |
Bsp_16-9a | 500,000.00 | $497,065.00 | 1.328 | 07/20/2031 | 0.11 |
Bway Holding Co. 5.500 4/15/2024 | 1,802,000.00 | $1,827,155.92 | 5.500 | 04/15/2024 | 0.40 |
Cacln_20-2 | 1,750,000.00 | $1,750,546.18 | 0.840 | 02/25/2028 | 0.39 |
Carnival Corp. 7.625 3/1/2026 | 260,000.00 | $276,489.20 | 7.625 | 03/01/2026 | 0.06 |
CBAM_20-13a | 2,200,000.00 | $2,200,000.00 | NaN | 01/20/2034 | 0.49 |
Cedf_18-9a | 575,000.00 | $569,743.35 | 1.198 | 04/20/2031 | 0.12 |
Centrais Eletricas Brasileiras S.A. 3.625 2/4/2025 | 200,000.00 | $203,300.00 | 3.625 | 02/04/2025 | 0.04 |
Cgms_14-2ra | 985,635.57 | $976,893.97 | 1.271 | 05/15/2031 | 0.21 |
Cgms_15-5r | 1,000,000.00 | $998,841.00 | 1.538 | 01/20/2032 | 0.22 |
Chait_17-a2 | 1,300,000.00 | $1,304,866.29 | 0.541 | 03/15/2024 | 0.29 |
Charter Communications Inc. 1.750 2/1/2027 | 243,129.71 | $240,698.41 | 1.900 | 02/01/2027 | 0.05 |
Charter Communications Operating L 4.908 7/23/2025 | 1,515,000.00 | $1,754,713.75 | 4.908 | 07/23/2025 | 0.39 |
Cheniere Corpus Christi Holdings L 7.000 6/30/2024 | 1,955,000.00 | $2,255,914.77 | 7.000 | 06/30/2024 | 0.50 |
Cheniere Energy Inc. 4.875 5/28/2021 | 37,901.88 | $38,115.08 | 4.875 | 05/28/2021 | 0.00 |
China Overseas Finance (CAYMAN) V 3.950 11/15/2022 | 205,000.00 | $214,613.29 | 3.950 | 11/15/2022 | 0.04 |
Cifc_13-4a | 2,000,000.00 | $1,987,086.00 | 1.277 | 04/27/2031 | 0.44 |
Cigna Corp. 1.127 7/15/2023 | 2,055,000.00 | $2,079,638.83 | 1.127 | 07/15/2023 | 0.46 |
Cigna Corp. 3.750 7/15/2023 | 935,000.00 | $1,012,669.33 | 3.750 | 07/15/2023 | 0.22 |
Citigroup Inc. 4.044 6/1/2024 | 2,430,000.00 | $2,639,317.53 | 4.044 | 06/01/2024 | 0.58 |
Citizens Financial Group Inc. 2.850 7/27/2026 | 1,545,000.00 | $1,711,489.05 | 2.850 | 07/27/2026 | 0.38 |
CK Hutchison International (17) LT 2.875 4/5/2022 | 200,000.00 | $205,402.62 | 2.875 | 04/05/2022 | 0.04 |
Clear Channel International BV 6.625 8/1/2025 | 475,000.00 | $496,968.75 | 6.625 | 08/01/2025 | 0.11 |
Clear Channel Worldwide Holdings I 9.250 2/15/2024 | 525,000.00 | $525,711.38 | 9.250 | 02/15/2024 | 0.11 |
Cleveland Electric Illuminating Co. 5.500 8/15/2024 | 1,430,000.00 | $1,639,659.74 | 5.500 | 08/15/2024 | 0.36 |
CLP Power Hong Kong Financing Ltd. 2.875 4/26/2023 | 200,000.00 | $207,808.21 | 2.875 | 04/26/2023 | 0.04 |
Colt Merger Sub Inc. 6.250 7/1/2025 | 675,000.00 | $720,727.88 | 6.250 | 07/01/2025 | 0.16 |
Continental Resources Inc. 3.800 6/1/2024 | 625,000.00 | $633,365.63 | 3.800 | 06/01/2024 | 0.14 |
Cott Holdings Inc. 5.500 4/1/2025 | 847,000.00 | $876,645.00 | 5.500 | 04/01/2025 | 0.19 |
Credit Agricole S.A. (LONDON BRANCH) 1.907 6/16/2026 | 370,000.00 | $382,345.05 | 1.907 | 06/16/2026 | 0.08 |
Credit Suisse Group AG 2.593 9/11/2025 | 2,295,000.00 | $2,422,598.79 | 2.593 | 09/11/2025 | 0.54 |
Croatia Republic of (GOVERNMENT) 5.500 4/4/2023 | 200,000.00 | $220,835.40 | 5.500 | 04/04/2023 | 0.04 |
Crown Castle International Corp. 5.250 1/15/2023 | 3,110,000.00 | $3,412,891.61 | 5.250 | 01/15/2023 | 0.76 |
Csc Holdings LLC 6.750 11/15/2021 | 375,000.00 | $392,988.75 | 6.750 | 11/15/2021 | 0.08 |
CVS Health Corp. 3.700 3/9/2023 | 1,227,000.00 | $1,313,024.85 | 3.700 | 03/09/2023 | 0.29 |
CVS Health Corp. 4.300 3/25/2028 | 205,000.00 | $241,244.10 | 4.300 | 03/25/2028 | 0.05 |
Dae Funding LLC 5.750 11/15/2023 | 750,000.00 | $773,437.50 | 5.750 | 11/15/2023 | 0.17 |
Dae Sukuk (DIFC) Ltd. 3.750 2/15/2026 | 200,000.00 | $201,600.00 | 3.750 | 02/15/2026 | 0.04 |
Dbubs_11-lc1a | 100,000.00 | $100,040.67 | 5.767 | 11/10/2046 | 0.02 |
Deft_20-2 | 2,400,000.00 | $2,404,108.80 | 0.470 | 10/24/2022 | 0.53 |
Delta Air Lines Inc. 7.000 5/1/2025 | 375,000.00 | $428,752.50 | 7.000 | 05/01/2025 | 0.09 |
Delta Airlines Inc. OLD 7.375 1/15/2026 | 621,000.00 | $698,847.32 | 7.375 | 01/15/2026 | 0.15 |
Development Bank of Mongolia 7.250 10/23/2023 | 200,000.00 | $213,462.42 | 7.250 | 10/23/2023 | 0.04 |
Diageo Capital PLC 1.375 9/29/2025 | 435,000.00 | $447,274.74 | 1.375 | 09/29/2025 | 0.09 |
Dominican Republic 7.500 5/6/2021 | 100,000.00 | $102,375.00 | 7.500 | 05/06/2021 | 0.02 |
dp World Crescent Ltd. 3.908 5/31/2023 | 200,000.00 | $211,996.00 | 3.908 | 05/31/2023 | 0.04 |
DRSLF_20-83a | 2,200,000.00 | $2,200,000.00 | 1.445 | 01/18/2032 | 0.49 |
Duke Energy Corp. 1.800 9/1/2021 | 2,250,000.00 | $2,271,808.58 | 1.800 | 09/01/2021 | 0.50 |
Duke Energy Corp. 4.875 12/31/2049 | 570,000.00 | $612,465.00 | 4.875 | 12/31/2049 | 0.13 |
Dupont DE Nemours Inc. 2.169 5/1/2023 | 1,495,000.00 | $1,520,063.97 | 2.169 | 05/01/2023 | 0.33 |
ECL S.A. 4.500 1/29/2025 | 2,200,000.00 | $2,424,125.00 | 4.500 | 01/29/2025 | 0.54 |
Emirates Nbd Bank Pjsc 2.625 2/18/2025 | 200,000.00 | $210,293.00 | 2.625 | 02/18/2025 | 0.04 |
Energy Transfer Operating LP 5.250 4/15/2029 | 1,235,000.00 | $1,398,655.16 | 5.250 | 04/15/2029 | 0.31 |
Entergy Corporation 4.000 7/15/2022 | 1,050,000.00 | $1,104,525.66 | 4.000 | 07/15/2022 | 0.24 |
Entergy Louisiana LLC 4.050 9/1/2023 | 1,125,000.00 | $1,224,402.64 | 4.050 | 09/01/2023 | 0.27 |
Equate Petrochemical BV 3.000 3/3/2022 | 265,000.00 | $270,247.00 | 3.000 | 03/03/2022 | 0.06 |
Export-Import Bank of Korea 1.000 6/1/2023 | 500,000.00 | $504,399.25 | 1.021 | 06/01/2023 | 0.11 |
FANNIE MAE GRANTOR TRUST 2001- | 18,440.75 | $21,710.30 | 6.977 | 06/19/2041 | 0.00 |
FANNIE MAE REMICS - FNR 2011-1 | 983,524.37 | $986,717.19 | 0.550 | 06/25/2041 | 0.22 |
FANNIE MAE REMICS - FNR 2017-9 | 35,640.96 | $38,465.35 | 3.500 | 11/25/2047 | 0.00 |
FG A17603 | 29,629.00 | $34,830.07 | 5.500 | 01/01/2034 | 0.00 |
FG A91904 | 38,803.45 | $44,383.53 | 5.500 | 04/01/2040 | 0.00 |
FG G01705 | 243,119.44 | $287,628.48 | 5.500 | 06/01/2034 | 0.06 |
FG G03092 | 93,059.96 | $109,755.43 | 5.500 | 07/01/2037 | 0.02 |
FG G03358 | 79,581.59 | $93,951.61 | 5.500 | 08/01/2037 | 0.02 |
FG G03483 | 81,650.16 | $96,503.97 | 5.500 | 10/01/2037 | 0.02 |
FG G04466 | 178,009.28 | $210,754.69 | 5.500 | 07/01/2038 | 0.04 |
FG G04840 | 62,075.56 | $73,244.26 | 5.500 | 06/01/2035 | 0.01 |
FG G06964 | 172,796.31 | $204,915.72 | 5.500 | 11/01/2038 | 0.04 |
FG G07480 | 25,501.72 | $30,119.66 | 6.000 | 05/01/2039 | 0.00 |
FG G08737 | 202,710.96 | $213,139.59 | 3.000 | 12/01/2046 | 0.04 |
FG G61553 | 1,292,906.06 | $1,414,984.97 | 4.500 | 08/01/2048 | 0.31 |
FG G61570 | 197,424.83 | $233,297.79 | 5.500 | 06/01/2041 | 0.05 |
FG G67721 | 294,064.53 | $322,822.19 | 4.500 | 04/01/2049 | 0.07 |
FH 10/1 12m Libor Arm | 3,485.42 | $3,499.74 | 2.680 | 08/01/2038 | 0.00 |
Fidelity Inst : Gov PT CL I | 3,614,986.00 | $3,614,986.00 | 0.000 | 12/01/2099 | 0.80 |
Financial Square Gov CL Fst Mmf | 3,614,986.00 | $3,614,986.00 | 0.016 | 12/01/2099 | 0.80 |
First Quantum Minerals Ltd. 7.500 4/1/2025 | 1,085,000.00 | $1,128,400.00 | 7.500 | 04/01/2025 | 0.25 |
FN 190346 | 174,916.24 | $205,507.17 | 5.500 | 12/01/2033 | 0.04 |
FN 555409 | 42,566.54 | $49,781.89 | 5.500 | 04/01/2033 | 0.01 |
FN 555531 | 40,900.06 | $47,846.60 | 5.500 | 06/01/2033 | 0.01 |
FN 748530 | 20,196.86 | $22,548.28 | 5.500 | 10/01/2033 | 0.00 |
FN 890365 | 37,805.13 | $44,559.17 | 5.500 | 07/01/2041 | 0.00 |
FN 995066 | 227,199.86 | $268,311.54 | 5.500 | 08/01/2037 | 0.05 |
FN AA0918 | 113,245.66 | $132,525.52 | 5.500 | 09/01/2034 | 0.02 |
FN AE0206 | 230,462.92 | $270,446.99 | 5.500 | 01/01/2038 | 0.06 |
FN AL3401 | 82,771.71 | $97,296.07 | 5.500 | 02/01/2034 | 0.02 |
FN AL9903 | 3,683,654.91 | $4,371,725.55 | 5.500 | 05/01/2044 | 0.97 |
FN AS7155 | 897,415.26 | $941,385.56 | 3.000 | 05/01/2046 | 0.21 |
FN BM1948 | 2,904,339.28 | $3,535,517.84 | 6.000 | 07/01/2041 | 0.78 |
FN BM3196 | 388,097.08 | $460,356.18 | 5.500 | 05/01/2044 | 0.10 |
FN BM4414 | 390,500.81 | $468,884.71 | 6.000 | 06/01/2041 | 0.10 |
FN BM4495 | 1,577,450.18 | $1,878,627.85 | 6.000 | 07/01/2041 | 0.41 |
FN BM4775 | 243,773.30 | $290,814.60 | 6.000 | 01/01/2042 | 0.06 |
FN BM5021 | 22,965.81 | $27,228.62 | 5.500 | 05/01/2044 | 0.00 |
FN CA6362 | 1,159,769.10 | $1,227,996.58 | 2.500 | 07/01/2050 | 0.27 |
FN CA6422 | 3,434,838.47 | $3,596,738.21 | 3.000 | 07/01/2050 | 0.80 |
FN CA6739 | 1,185,564.80 | $1,262,181.57 | 3.000 | 08/01/2050 | 0.28 |
FN CA7056 | 836,845.12 | $931,902.36 | 3.500 | 09/01/2050 | 0.20 |
FN FM0036 | 4,137,566.25 | $4,701,252.97 | 5.000 | 08/01/2049 | 1.04 |
FN FM1321 | 1,327,507.37 | $1,463,373.90 | 4.000 | 10/01/2048 | 0.32 |
FN FM1534 | 1,755,882.18 | $1,941,575.85 | 4.500 | 09/01/2049 | 0.43 |
FN FM2238 | 209,654.52 | $221,696.45 | 3.500 | 11/01/2048 | 0.04 |
FN FM2523 | 90,846.02 | $97,801.10 | 3.500 | 03/01/2050 | 0.02 |
FN FM2560 | 17,505.03 | $19,617.90 | 4.500 | 05/01/2046 | 0.00 |
FN FM2852 | 1,170,993.83 | $1,312,787.48 | 4.500 | 05/01/2046 | 0.29 |
FN FM2870 | 1,162,949.50 | $1,248,816.11 | 3.000 | 03/01/2050 | 0.27 |
FN FM3070 | 215,678.85 | $237,257.93 | 4.000 | 06/01/2048 | 0.05 |
FN FM3173 | 215,196.69 | $233,329.03 | 3.500 | 07/01/2047 | 0.05 |
FN FM3247 | 975,048.84 | $1,088,025.12 | 4.500 | 10/01/2045 | 0.24 |
FN FM3509 | 1,326,633.57 | $1,409,056.12 | 3.000 | 07/01/2050 | 0.31 |
FN FM3931 | 2,624,403.98 | $2,798,306.96 | 3.500 | 07/01/2050 | 0.62 |
FN FM4386 | 1,640,735.46 | $1,902,976.01 | 5.000 | 07/01/2047 | 0.42 |
FN MA3057 | 136,794.77 | $144,761.74 | 3.500 | 07/01/2047 | 0.03 |
FN MA3939 | 169,570.65 | $178,806.43 | 3.500 | 02/01/2050 | 0.03 |
FN MA4078 | 1,609,885.49 | $1,688,649.62 | 2.500 | 07/01/2050 | 0.37 |
FN MA4099 | 957,809.82 | $998,669.12 | 2.500 | 08/01/2035 | 0.22 |
FN MA4159 | 1,988,514.63 | $2,085,803.30 | 2.500 | 10/01/2050 | 0.46 |
FNCL 2 12/20 | 3,575,000.00 | $3,713,836.73 | 2.000 | 12/01/2050 | 0.82 |
Fnw_01-w2 | 4.59 | $4.53 | 6.473 | 10/25/2031 | NaN |
Ford Motor Company 8.500 4/21/2023 | 1,256,000.00 | $1,411,084.61 | 8.500 | 04/21/2023 | 0.31 |
Ford Motor Credit Company LLC 3.375 11/13/2025 | 1,200,000.00 | $1,207,139.88 | 3.375 | 11/13/2025 | 0.26 |
Fordf_20-1 | 4,000,000.00 | $4,019,368.40 | 0.700 | 09/15/2025 | 0.89 |
Fordl_20-a | 1,232,033.22 | $1,238,538.60 | 1.800 | 07/15/2022 | 0.27 |
Fordo_17-c | 15,299.91 | $15,327.14 | 2.010 | 03/15/2022 | 0.00 |
Fordr_17-2 | 2,100,000.00 | $2,170,264.95 | 2.360 | 03/15/2029 | 0.48 |
Fox Corp. 3.666 1/25/2022 | 880,000.00 | $913,226.69 | 3.666 | 01/25/2022 | 0.20 |
Fox Corp. 4.030 1/25/2024 | 2,280,000.00 | $2,515,023.08 | 4.030 | 01/25/2024 | 0.56 |
FR RA3173 | 1,824,169.11 | $1,908,226.82 | 3.000 | 07/01/2050 | 0.42 |
FR ZT1680 | 133,433.59 | $147,796.62 | 4.500 | 01/01/2049 | 0.03 |
FR ZT2051 | 783,442.20 | $856,945.53 | 4.500 | 05/01/2049 | 0.19 |
FREDDIE MAC REMICS - FHR 3067 | 1,393,686.04 | $1,399,437.50 | 0.491 | 11/15/2035 | 0.31 |
FREDDIE MAC REMICS - FHR 3800 | 826,510.48 | $834,821.04 | 0.641 | 02/15/2041 | 0.18 |
FREDDIE MAC REMICS - FHR 4650 | 1,997,000.00 | $2,191,930.37 | 3.000 | 11/15/2046 | 0.48 |
FREDDIE MAC REMICS - FHR 4994 | 1,200,000.00 | $1,231,896.48 | 2.000 | 12/01/2045 | 0.27 |
FREDDIE MAC STRUCTURED PASS-TH | 589.03 | $719.21 | 6.500 | 02/25/2043 | 0.00 |
FREDDIE MAC STRUCTURED PASS-TH | 346,172.72 | $403,159.22 | 6.500 | 09/25/2043 | 0.09 |
Fremf_11-k15 | 95,000.00 | $97,126.71 | 5.129 | 08/25/2044 | 0.02 |
Fremf_14-k717 | 245,000.00 | $248,895.94 | 3.755 | 11/25/2047 | 0.05 |
Fremf_14-k717 | 80,000.00 | $80,935.79 | 3.755 | 11/25/2047 | 0.01 |
Fremf_16-k722 | 430,000.00 | $455,809.16 | 3.976 | 07/25/2049 | 0.10 |
Fspc_t-30 | 3,404.34 | $3,836.75 | 8.610 | 12/25/2030 | 0.00 |
Galc_19-1 | 46,309.16 | $46,356.28 | 2.970 | 06/15/2021 | 0.01 |
Galxy_15-21a | 1,000,000.00 | $989,388.00 | 1.238 | 04/20/2031 | 0.22 |
Gardner Denver Inc. 1.750 3/1/2027 | 207,225.85 | $204,006.39 | 1.898 | 03/01/2027 | 0.04 |
GE Capital Funding LLC 3.450 5/15/2025 | 485,000.00 | $528,457.99 | 3.450 | 05/15/2025 | 0.11 |
General Dynamics Corporation 3.000 5/11/2021 | 2,920,000.00 | $2,957,185.62 | 3.000 | 05/11/2021 | 0.66 |
General Electric Co. 3.450 5/1/2027 | 245,000.00 | $270,015.41 | 3.450 | 05/01/2027 | 0.06 |
General Mills Inc. 3.700 10/17/2023 | 2,075,000.00 | $2,262,336.60 | 3.700 | 10/17/2023 | 0.50 |
General Motors Financial Co. Inc. 3.450 4/10/2022 | 1,195,000.00 | $1,232,107.02 | 3.450 | 04/10/2022 | 0.27 |
General Motors Financial Co. Inc. 4.150 6/19/2023 | 1,390,000.00 | $1,496,336.25 | 4.150 | 06/19/2023 | 0.33 |
Georgia (GOVERNMENT OF) 6.875 4/12/2021 | 200,000.00 | $203,385.20 | 6.875 | 04/12/2021 | 0.04 |
Georgia-Pacific LLC 1.750 9/30/2025 | 285,000.00 | $296,933.58 | 1.750 | 09/30/2025 | 0.06 |
GFL Environmental Inc. 3.750 8/1/2025 | 375,000.00 | $383,203.13 | 3.750 | 08/01/2025 | 0.08 |
Gfort_20-1 | 500,000.00 | $501,710.60 | 0.680 | 08/15/2025 | 0.11 |
Global Payments Inc. 2.650 2/15/2025 | 1,412,000.00 | $1,512,752.27 | 2.650 | 02/15/2025 | 0.33 |
GMALT_20-3-A2A | 1,000,000.00 | $1,000,376.60 | 0.350 | 11/21/2022 | 0.22 |
Gold Fields Orogen Holdings (BVI) 5.125 5/15/2024 | 250,000.00 | $274,733.75 | 5.125 | 05/15/2024 | 0.06 |
Goldman Sachs Group INC. 3.500 4/1/2025 | 180,000.00 | $199,611.81 | 3.500 | 04/01/2025 | 0.04 |
Goodman Hong Kong Finance 4.375 6/19/2024 | 200,000.00 | $216,750.00 | 4.375 | 06/19/2024 | 0.04 |
GOVERNMENT NATIONAL MORTGAGE A | 304,000.00 | $333,651.19 | 3.000 | 01/20/2047 | 0.07 |
GOVERNMENT NATIONAL MORTGAGE A | 474,000.00 | $524,169.96 | 3.000 | 01/16/2047 | 0.11 |
GOVERNMENT NATIONAL MORTGAGE A | 455,000.00 | $477,057.72 | 3.500 | 03/20/2044 | 0.10 |
Greenko Mauritius Ltd. 6.250 2/21/2023 | 210,000.00 | $218,838.86 | 6.250 | 02/21/2023 | 0.04 |
GSMPS MORTGAGE LOAN TRUST - GS | 20,036.24 | $20,037.98 | 7.750 | 05/19/2027 | 0.00 |
Hart_19-b | 361,830.91 | $363,265.61 | 1.930 | 07/15/2022 | 0.08 |
Hart_20-c | 1,500,000.00 | $1,500,079.05 | 0.260 | 09/15/2023 | 0.33 |
Hat Holdings I LLC 6.000 4/15/2025 | 821,000.00 | $877,443.75 | 6.000 | 04/15/2025 | 0.19 |
Hdmot_20-a | 494,901.88 | $497,325.81 | 1.830 | 01/17/2023 | 0.11 |
Hooty_14-1a | 231,875.00 | $210,516.99 | 4.846 | 08/20/2044 | 0.04 |
Hudbay Minerals Inc. 7.625 1/15/2025 | 861,000.00 | $894,901.88 | 7.625 | 01/15/2025 | 0.19 |
ICICI Bank Ltd. (DUBAI BRANCH) 3.250 9/9/2022 | 320,000.00 | $328,296.18 | 3.250 | 09/09/2022 | 0.07 |
Ihs Netherlands Holdco BV 7.125 3/18/2025 | 200,000.00 | $210,000.00 | 7.125 | 03/18/2025 | 0.04 |
Ihsfr_18-sfr1 | 1,196,382.83 | $1,186,237.74 | 0.836 | 03/17/2037 | 0.26 |
Indonesia (REPUBLIC OF) 3.375 4/15/2023 | 310,000.00 | $328,947.20 | 3.375 | 04/15/2023 | 0.07 |
International Business Machines Co. 3.000 5/15/2024 | 1,090,000.00 | $1,180,982.30 | 3.000 | 05/15/2024 | 0.26 |
Inversiones CMPC S.A. 4.750 9/15/2024 | 2,200,000.00 | $2,426,600.00 | 4.750 | 09/15/2024 | 0.54 |
Irb Holding Corp. 7.000 6/15/2025 | 129,000.00 | $141,171.80 | 7.000 | 06/15/2025 | 0.03 |
ITC Holdings Corp. 2.700 11/15/2022 | 1,570,000.00 | $1,633,860.06 | 2.700 | 11/15/2022 | 0.36 |
JD.COM Inc. 3.875 4/29/2026 | 1,500,000.00 | $1,676,414.40 | 3.875 | 04/29/2026 | 0.37 |
JP MORGAN MORTGAGE TRUST 2014- | 345,926.88 | $351,424.66 | 2.287 | 07/25/2044 | 0.07 |
Jpmorgan Chase & Co. 4.023 12/5/2024 | 4,240,000.00 | $4,668,664.00 | 4.023 | 12/05/2024 | 1.04 |
Jpmorgan Chase & Co. 4.600 8/1/2168 | 135,000.00 | $138,037.50 | 4.600 | 08/01/2168 | 0.03 |
Kaisa Group Holdings Ltd. 9.375 6/30/2024 | 200,000.00 | $193,005.48 | 9.375 | 06/30/2024 | 0.04 |
Keb Hana Bank 3.375 1/30/2022 | 500,000.00 | $516,196.65 | 3.375 | 01/30/2022 | 0.11 |
Kenya Republic of (GOVERNMENT) 6.875 6/24/2024 | 200,000.00 | $216,851.60 | 6.875 | 06/24/2024 | 0.04 |
KEY Bank National Association 3.180 5/22/2022 | 1,335,000.00 | $1,386,349.57 | 3.180 | 05/22/2022 | 0.30 |
Keybank National Association 2.400 6/9/2022 | 250,000.00 | $257,922.83 | 2.400 | 06/09/2022 | 0.05 |
KKR_32A | 1,200,000.00 | $1,200,000.00 | 1.545 | 01/15/2032 | 0.26 |
Kookmin Bank 2.875 3/25/2023 | 200,000.00 | $210,188.48 | 2.875 | 03/25/2023 | 0.04 |
Kraton Polymers LLC KRATON Polymer 7.000 4/15/2025 | 1,500,000.00 | $1,551,562.50 | 7.000 | 04/15/2025 | 0.34 |
KSA Sukuk Ltd. 2.894 4/20/2022 | 250,000.00 | $257,722.00 | 2.894 | 04/20/2022 | 0.05 |
L Brands Inc. 6.875 7/1/2025 | 810,000.00 | $877,035.60 | 6.875 | 07/01/2025 | 0.19 |
Lcm_18a | 1,500,000.00 | $1,488,489.00 | 1.238 | 04/20/2031 | 0.33 |
LYB International Finance Iii LLC 2.875 5/1/2025 | 225,000.00 | $242,734.57 | 2.875 | 05/01/2025 | 0.05 |
Marathon Oil Corp. 2.800 11/1/2022 | 765,000.00 | $788,960.34 | 2.800 | 11/01/2022 | 0.17 |
Mbalt_19-b | 145,374.77 | $145,743.51 | 2.010 | 12/15/2021 | 0.03 |
Mbmot_19-ba | 1,200,000.00 | $1,240,052.88 | 2.610 | 05/15/2024 | 0.27 |
Meituan 2.125 10/28/2025 | 250,000.00 | $254,108.48 | 2.125 | 10/28/2025 | 0.05 |
MGM Resorts International 5.750 6/15/2025 | 1,100,000.00 | $1,191,437.50 | 5.750 | 06/15/2025 | 0.26 |
Mmaf_15-aa | 768,476.31 | $777,668.36 | 2.490 | 02/19/2036 | 0.17 |
Mmaf_19-b | 497,806.95 | $502,032.58 | 2.070 | 10/12/2022 | 0.11 |
Mmaf_20-ba | 4,300,000.00 | $4,301,247.00 | 0.380 | 08/14/2023 | 0.96 |
Mondelez International Inc. 1.500 5/4/2025 | 1,210,000.00 | $1,253,717.18 | 1.500 | 05/04/2025 | 0.27 |
Mondelez International Inc. 2.125 4/13/2023 | 1,320,000.00 | $1,370,210.95 | 2.125 | 04/13/2023 | 0.30 |
Morgan Stanley 1.433 5/8/2024 | 1,605,000.00 | $1,633,724.36 | 1.433 | 05/08/2024 | 0.36 |
Morgan Stanley 2.188 4/28/2026 | 415,000.00 | $438,165.59 | 2.188 | 04/28/2026 | 0.09 |
Morgan Stanley 2.750 5/19/2022 | 1,075,000.00 | $1,112,434.08 | 2.750 | 05/19/2022 | 0.24 |
Morgan Stanley 3.622 4/1/2031 | 305,000.00 | $355,390.33 | 3.622 | 04/01/2031 | 0.07 |
Morgan Stanley 4.047 12/29/2049 | 1,180,000.00 | $1,180,407.57 | 0.000 | 12/29/2049 | 0.26 |
MPLX LP 1.750 3/1/2026 | 210,000.00 | $213,041.37 | 1.750 | 03/01/2026 | 0.04 |
MPLX LP 4.875 12/1/2024 | 1,955,000.00 | $2,219,164.88 | 4.875 | 12/01/2024 | 0.49 |
MS Inst Liq Govt CL Inst | 3,614,986.00 | $3,614,986.00 | 0.000 | 12/01/2099 | 0.80 |
National Securities Clearing Corp. 1.200 4/23/2023 | 520,000.00 | $530,180.20 | 1.200 | 04/23/2023 | 0.11 |
New Gold Inc. 6.375 5/15/2025 | 500,000.00 | $522,287.50 | 6.375 | 05/15/2025 | 0.11 |
Ngn_11-c1 | 461,286.72 | $459,228.64 | 0.668 | 03/09/2021 | 0.10 |
Nigeria (FEDERAL Republic OF) 5.625 6/27/2022 | 250,000.00 | $258,761.25 | 5.625 | 06/27/2022 | 0.05 |
Nisource Inc. 0.950 8/15/2025 | 1,850,000.00 | $1,851,179.01 | 0.950 | 08/15/2025 | 0.41 |
Nmotr_19-b | 150,000.00 | $150,427.65 | 0.571 | 11/15/2023 | 0.03 |
NRG Energy Inc. 3.750 6/15/2024 | 1,200,000.00 | $1,290,327.12 | 3.750 | 06/15/2024 | 0.28 |
Nustar Logistics LP 5.750 10/1/2025 | 715,000.00 | $753,610.00 | 5.750 | 10/01/2025 | 0.16 |
Nutrien Ltd. 1.900 5/13/2023 | 1,995,000.00 | $2,061,512.90 | 1.900 | 05/13/2023 | 0.46 |
Nxp BV NXP Funding LLC NXP Usa 2.700 5/1/2025 | 55,000.00 | $59,127.95 | 2.700 | 05/01/2025 | 0.01 |
Occidental Petroleum Corp. 2.700 2/15/2023 | 1,137,000.00 | $1,096,863.90 | 2.700 | 02/15/2023 | 0.24 |
OCP S.A. 4.500 10/22/2025 | 1,000,000.00 | $1,079,081.00 | 4.500 | 10/22/2025 | 0.24 |
Oct33_17-1a | 2,350,000.00 | $2,341,948.90 | 1.408 | 01/20/2031 | 0.52 |
Oct48_20-3a | 2,000,000.00 | $2,003,678.00 | 1.732 | 10/20/2031 | 0.44 |
Oneok Inc. 7.500 9/1/2023 | 1,655,000.00 | $1,901,321.76 | 7.500 | 09/01/2023 | 0.42 |
Ortho-Clinical Diagnostics Inc. 7.375 6/1/2025 | 900,000.00 | $964,687.50 | 7.375 | 06/01/2025 | 0.21 |
OTIS Worldwide Corp. 2.056 4/5/2025 | 1,245,000.00 | $1,309,069.19 | 2.056 | 04/05/2025 | 0.29 |
Pabst Brewing CO(BLUE Ribbon LLC) 5.000 11/13/2021 | 266,671.08 | $252,226.31 | 5.000 | 11/13/2021 | 0.05 |
Pacific Gas And Electric Company 2.100 8/1/2027 | 980,000.00 | $989,771.58 | 2.100 | 08/01/2027 | 0.22 |
Paypal Holdings Inc. 1.350 6/1/2023 | 3,025,000.00 | $3,101,583.62 | 1.350 | 06/01/2023 | 0.69 |
PENSKE Truck Leasing Co. LP 1.200 11/15/2025 | 910,000.00 | $914,361.72 | 1.200 | 11/15/2025 | 0.20 |
Petroleos Mexicanos 4.625 9/21/2023 | 130,000.00 | $132,860.00 | 4.625 | 09/21/2023 | 0.02 |
Pfsfc_20-g | 1,000,000.00 | $1,003,134.20 | 0.970 | 02/15/2026 | 0.22 |
Pilgrims Pride Corp. 5.750 3/15/2025 | 870,000.00 | $894,751.50 | 5.750 | 03/15/2025 | 0.19 |
PNC Bank National Association 2.700 11/1/2022 | 3,280,000.00 | $3,419,422.30 | 2.700 | 11/01/2022 | 0.76 |
Popular Inc. 6.125 9/14/2023 | 523,000.00 | $565,438.84 | 6.125 | 09/14/2023 | 0.12 |
Prime Security Services Borrower L 5.250 4/15/2024 | 649,000.00 | $688,751.25 | 5.250 | 04/15/2024 | 0.15 |
Qnb Finance Ltd. 3.500 3/28/2024 | 330,000.00 | $353,351.68 | 3.500 | 03/28/2024 | 0.07 |
QTEL International Finance Ltd. 5.000 10/19/2025 | 200,000.00 | $233,492.00 | 5.000 | 10/19/2025 | 0.05 |
Regions Financial Corporation 2.750 8/14/2022 | 370,000.00 | $384,079.39 | 2.750 | 08/14/2022 | 0.08 |
Regions Financial Corporation 3.800 8/14/2023 | 1,070,000.00 | $1,164,817.73 | 3.800 | 08/14/2023 | 0.26 |
Roper Technologies Inc. 2.350 9/15/2024 | 2,295,000.00 | $2,432,342.67 | 2.350 | 09/15/2024 | 0.54 |
Royal Bank of Scotland Group PLC 8.625 12/29/2049 | 1,285,000.00 | $1,339,715.30 | 8.625 | 12/29/2049 | 0.29 |
Royalty Pharma PLC 1.200 9/2/2025 | 345,000.00 | $348,294.27 | 1.200 | 09/02/2025 | 0.07 |
Royalty Pharma PLC 1.750 9/2/2027 | 230,000.00 | $235,004.89 | 1.750 | 09/02/2027 | 0.05 |
Sabine Pass Liquefaction LLC 5.750 5/15/2024 | 1,990,000.00 | $2,262,631.79 | 5.750 | 05/15/2024 | 0.50 |
Sabre Glbl Inc. 7.375 9/1/2025 | 1,250,000.00 | $1,348,750.00 | 7.375 | 09/01/2025 | 0.30 |
Sabre Glbl Inc. 9.250 4/15/2025 | 785,000.00 | $919,038.75 | 9.250 | 04/15/2025 | 0.20 |
Sands China Ltd. 3.800 1/8/2026 | 200,000.00 | $209,000.00 | 3.800 | 01/08/2026 | 0.04 |
Saudi Arabian Oil Co. 1.625 11/24/2025 | 205,000.00 | $208,839.16 | 1.625 | 11/24/2025 | 0.04 |
Scientific Games International Inc. 5.000 10/15/2025 | 1,085,000.00 | $1,117,550.00 | 5.000 | 10/15/2025 | 0.24 |
SECURITIZED NET CASH - ACR1 | 2,121,288.07 | $2,121,288.07 | 0.000 | - | 0.47 |
SECURITIZED NET CASH - CSH1 0.050 12/15/2038 | -7,020,728.87 | -$7,020,728.87 | 0.000 | - | -1.57 |
SECURITIZED NET CASH - LT | -522,571.04 | -$522,571.04 | 0.000 | - | -0.12 |
Senegal (REPUBLIC OF) 6.250 7/30/2024 | 200,000.00 | $219,154.60 | 6.250 | 07/30/2024 | 0.04 |
SEQUOIA MORTGAGE TRUST 2014-2 | 94,594.61 | $97,727.03 | 3.500 | 07/25/2044 | 0.02 |
SHIMAO Property Holdings Ltd. 6.125 2/21/2024 | 200,000.00 | $211,902.65 | 6.125 | 02/21/2024 | 0.04 |
SILVERSTONE MASTER ISSUER PLC | 1,680,000.01 | $1,678,155.37 | 0.599 | 01/21/2070 | 0.37 |
Sirius xm Radio Inc. 4.625 7/15/2024 | 250,000.00 | $259,235.00 | 4.625 | 07/15/2024 | 0.05 |
Sndpt_18-3a | 2,300,000.00 | $2,288,380.40 | 1.395 | 10/15/2031 | 0.51 |
Sociedad Quimica Y Minera DE Chile 3.625 4/3/2023 | 200,000.00 | $209,729.00 | 3.625 | 04/03/2023 | 0.04 |
Southwestern Energy Company 6.450 1/23/2025 | 983,000.00 | $1,006,960.63 | 6.450 | 01/23/2025 | 0.22 |
Spirit Aerosystems Inc. 5.500 1/15/2025 | 890,000.00 | $946,737.50 | 5.500 | 01/15/2025 | 0.21 |
Sprint Spectrum Co. i ii III LLC 4.738 3/20/2025 | 450,000.00 | $487,118.25 | 4.738 | 03/20/2025 | 0.10 |
Steel Dynamics Inc. 2.800 12/15/2024 | 1,455,000.00 | $1,558,873.61 | 2.800 | 12/15/2024 | 0.34 |
Steel Funding Ltd. 4.500 6/15/2023 | 250,000.00 | $266,892.00 | 4.500 | 06/15/2023 | 0.05 |
SUAM Finance BV 4.875 4/17/2024 | 500,000.00 | $548,505.00 | 4.875 | 04/17/2024 | 0.12 |
Suntrust Banks Inc. 2.700 1/27/2022 | 2,785,000.00 | $2,857,797.12 | 2.700 | 01/27/2022 | 0.63 |
Syngenta Finance nv 3.933 4/23/2021 | 620,000.00 | $626,358.84 | 3.933 | 04/23/2021 | 0.13 |
Syngenta Finance nv 4.441 4/24/2023 | 200,000.00 | $211,149.20 | 4.441 | 04/24/2023 | 0.04 |
T-Mobile Usa Inc. 1.500 2/15/2026 | 250,000.00 | $254,196.25 | 1.500 | 02/15/2026 | 0.05 |
T-Mobile Usa Inc. 3.500 4/15/2025 | 290,000.00 | $320,995.20 | 3.500 | 04/15/2025 | 0.07 |
Tencent Holdings Ltd. 3.280 4/11/2024 | 200,000.00 | $213,101.34 | 3.280 | 04/11/2024 | 0.04 |
Tenet Healthcare Corporation 5.125 5/1/2025 | 1,160,000.00 | $1,172,992.00 | 5.125 | 05/01/2025 | 0.26 |
Tengizchevroil Finance Company Int 2.625 8/15/2025 | 1,200,000.00 | $1,242,663.60 | 2.625 | 08/15/2025 | 0.27 |
Terex Corporation 5.625 2/1/2025 | 890,000.00 | $915,031.25 | 5.625 | 02/01/2025 | 0.20 |
TESLA 2019-A A2 | 1,863,673.59 | $1,880,648.86 | 2.130 | 04/20/2022 | 0.41 |
Tesla_18-b | 703,474.39 | $709,346.36 | 3.710 | 08/20/2021 | 0.15 |
TEVA Pharmaceutical Finance Nether 6.000 4/15/2024 | 250,000.00 | $265,331.25 | 6.000 | 04/15/2024 | 0.05 |
Time Warner Entertainment Cmpny LP 8.375 3/15/2023 | 1,795,000.00 | $2,116,770.98 | 8.375 | 03/15/2023 | 0.47 |
Tpmt_15-5 | 101,301.77 | $102,083.33 | 2.750 | 05/25/2055 | 0.02 |
Tpmt_15-6 | 171,864.52 | $174,610.43 | 2.750 | 04/25/2055 | 0.03 |
Transdigm Inc. 8.000 12/15/2025 | 820,000.00 | $896,670.00 | 8.000 | 12/15/2025 | 0.20 |
Treasury Note 0.250 10/31/2025 | 36,235,000.00 | $36,048,165.09 | 0.250 | 10/31/2025 | 8.04 |
Treasury Note 0.375 11/30/2025 | 3,565,000.00 | $3,567,088.73 | 0.375 | 11/30/2025 | 0.79 |
Treasury Note 1.625 12/31/2021 | 1,775,000.00 | $1,804,121.18 | 1.625 | 12/31/2021 | 0.40 |
Trfig_18-1a | 200,000.00 | $199,730.20 | 0.871 | 03/15/2022 | 0.04 |
Tullow Oil PLC 6.250 4/15/2022 | 250,000.00 | $187,500.00 | 6.250 | 04/15/2022 | 0.04 |
Turk SISE VE Cam Fabrika 6.950 3/14/2026 | 200,000.00 | $216,465.40 | 6.950 | 03/14/2026 | 0.04 |
TURK Telekomunikasyon AS 4.875 6/19/2024 | 200,000.00 | $203,970.80 | 4.875 | 06/19/2024 | 0.04 |
UBS AG (LONDON BRANCH) 1.750 4/21/2022 | 200,000.00 | $203,716.24 | 1.750 | 04/21/2022 | 0.04 |
UBS Group AG 1.364 1/30/2027 | 205,000.00 | $207,245.32 | 1.364 | 01/30/2027 | 0.04 |
UBS Group AG 3.000 4/15/2021 | 2,700,000.00 | $2,726,735.67 | 3.000 | 04/15/2021 | 0.60 |
Umbs 30yr Tba(reg a) | 2,021,000.00 | $2,117,564.92 | 2.500 | 12/14/2020 | 0.47 |
Upjohn Inc. 1.650 6/22/2025 | 1,960,000.00 | $2,020,800.38 | 1.650 | 06/22/2025 | 0.45 |
Upjohn Inc. 2.300 6/22/2027 | 80,000.00 | $84,377.82 | 2.300 | 06/22/2027 | 0.01 |
US 10yr Note Mar 21 | -22.00 | -$3,039,781.36 | 0.000 | 03/22/2021 | -0.68 |
US Bank National Association 3.400 7/24/2023 | 1,380,000.00 | $1,487,658.77 | 3.400 | 07/24/2023 | 0.33 |
USAA Capital Corp. 1.500 5/1/2023 | 2,900,000.00 | $2,977,385.63 | 1.500 | 05/01/2023 | 0.66 |
USB Capital ix 3.500 10/29/2049 | 1,710,000.00 | $1,640,069.55 | 3.500 | 10/29/2049 | 0.36 |
USB Realty Corp. 1.384 12/29/2049 | 400,000.00 | $311,600.00 | 0.000 | 12/29/2049 | 0.06 |
Usis Merger Sub Inc. 6.875 5/1/2025 | 850,000.00 | $873,897.75 | 6.875 | 05/01/2025 | 0.19 |
Uzbekistan (REPUBLIC OF) 4.750 2/20/2024 | 200,000.00 | $214,091.60 | 4.750 | 02/20/2024 | 0.04 |
vf Corporation 2.400 4/23/2025 | 330,000.00 | $351,356.05 | 2.400 | 04/23/2025 | 0.07 |
Vfet_20-1a | 2,200,000.00 | $2,201,080.42 | 0.370 | 04/17/2023 | 0.49 |
Vistra Operations Company LLC 3.550 7/15/2024 | 1,650,000.00 | $1,776,374.99 | 3.550 | 07/15/2024 | 0.39 |
VWALT_20-A | 150,000.00 | $150,072.47 | 0.450 | 07/21/2025 | 0.03 |
Vzot_17-3a | 3,251.97 | $3,255.32 | 2.060 | 04/20/2022 | 0.00 |
Vzot_20-c | 1,000,000.00 | $1,000,663.70 | 0.410 | 12/20/2025 | 0.22 |
Welbilt Inc. 9.500 2/15/2024 | 433,000.00 | $445,719.38 | 9.500 | 02/15/2024 | 0.09 |
WELLS FARGO MORTGAGE BACKED SE | 37,291.93 | $36,306.34 | 4.006 | 04/25/2036 | 0.00 |
Wesco Distribution Inc. 7.125 6/15/2025 | 605,000.00 | $659,495.38 | 7.125 | 06/15/2025 | 0.14 |
Western Midstream Operating LP 4.100 2/1/2025 | 465,000.00 | $464,711.70 | 4.100 | 02/01/2025 | 0.10 |
Whls_18-1a | 110,844.06 | $111,344.51 | 3.060 | 04/20/2027 | 0.02 |
wi Treasury Floating Rate Note 0.140 7/31/2022 | 55,115,000.00 | $55,131,347.11 | 0.140 | 07/31/2022 | 12.30 |
WPX Energy Inc. 5.250 9/15/2024 | 1,111,000.00 | $1,191,547.50 | 5.250 | 09/15/2024 | 0.26 |
York Clo Ltd. | 1,000,000.00 | $999,515.00 | 1.566 | 07/22/2032 | 0.22 |
Zais_20-16a | 2,000,000.00 | $1,998,294.00 | 2.480 | 10/20/2031 | 0.44 |