Abbvie Inc. 2.600 11/21/2024 | 2,915,000.00 | $3,126,527.27 | 2.600 | 11/21/2024 | 0.71 |
Abbvie Inc. 2.950 11/21/2026 | 10,000.00 | $11,070.53 | 2.950 | 11/21/2026 | 0.00 |
Adani Ports And Special Economic Z 3.375 7/24/2024 | 235,000.00 | $244,772.26 | 3.375 | 07/24/2024 | 0.05 |
AEP Texas Inc. 2.400 10/1/2022 | 2,810,000.00 | $2,900,085.51 | 2.400 | 10/01/2022 | 0.66 |
Aercap Ireland Capital Dac Aerca 3.150 2/15/2024 | 1,780,000.00 | $1,866,699.53 | 3.150 | 02/15/2024 | 0.42 |
Aerovias DE Mexico S.A. DE CV 7.000 2/5/2025 | 200,000.00 | $80,500.00 | 7.000 | 02/05/2025 | 0.01 |
AIA Group Ltd. 3.125 3/13/2023 | 210,000.00 | $220,369.95 | 3.125 | 03/13/2023 | 0.05 |
Air Lease Corporation 2.875 1/15/2026 | 780,000.00 | $825,923.12 | 2.875 | 01/15/2026 | 0.18 |
ALLY Financial Inc. 5.750 11/20/2025 | 771,000.00 | $898,210.91 | 5.750 | 11/20/2025 | 0.20 |
Amc Networks Inc. 5.000 4/1/2024 | 1,096,000.00 | $1,115,180.00 | 5.000 | 04/01/2024 | 0.25 |
Ammc_20-23a | 1,200,000.00 | $1,198,485.60 | 1.635 | 10/17/2031 | 0.27 |
Amxca_17-2 | 270,000.00 | $271,173.50 | 0.609 | 09/16/2024 | 0.06 |
Amxca_17-5 | 575,000.00 | $577,601.59 | 0.539 | 02/18/2025 | 0.13 |
AMXCA_18-6 | 1,145,000.00 | $1,162,508.77 | 3.060 | 02/15/2024 | 0.26 |
Anheuser-Busch Inbev Worldwide Inc. 4.150 1/23/2025 | 2,965,000.00 | $3,377,301.34 | 4.150 | 01/23/2025 | 0.76 |
Apache Corporation 4.625 11/15/2025 | 785,000.00 | $825,231.25 | 4.625 | 11/15/2025 | 0.18 |
Applied Systems Inc. 4.570 9/19/2024 | 246,881.18 | $247,189.79 | 4.000 | 09/19/2024 | 0.05 |
Arabian Centres Sukuk Limited 5.375 11/26/2024 | 200,000.00 | $203,580.00 | 5.375 | 11/26/2024 | 0.04 |
Arifl_18-b | 356,097.44 | $358,918.02 | 3.220 | 08/16/2027 | 0.08 |
Asg Finance Designated 7.875 12/3/2024 | 217,000.00 | $187,705.00 | 7.875 | 12/03/2024 | 0.04 |
Assuredpartners Inc. 3.500 2/13/2027 | 261,842.84 | $258,460.62 | 3.646 | 02/13/2027 | 0.05 |
Avangrid Inc. 3.200 4/15/2025 | 505,000.00 | $553,284.72 | 3.200 | 04/15/2025 | 0.12 |
Avient Corp. 5.750 5/15/2025 | 822,000.00 | $874,402.50 | 5.750 | 05/15/2025 | 0.19 |
Avolon Holdings Funding Ltd. 3.950 7/1/2024 | 555,000.00 | $586,554.53 | 3.950 | 07/01/2024 | 0.13 |
Axa Equitable Holdings Inc. 3.900 4/20/2023 | 1,620,000.00 | $1,743,391.84 | 3.900 | 04/20/2023 | 0.39 |
Azure Power Energy Ltd. 5.500 11/3/2022 | 215,000.00 | $220,912.50 | 5.500 | 11/03/2022 | 0.05 |
BACCT_20-a1 | 2,000,000.00 | $2,002,424.60 | 0.340 | 05/15/2026 | 0.45 |
Baidu Inc. 1.720 4/9/2026 | 200,000.00 | $203,176.78 | 1.720 | 04/09/2026 | 0.04 |
BALLY_18-1 | 2,000,000.00 | $1,979,054.00 | 1.218 | 04/20/2031 | 0.45 |
Bally_20-1a | 1,500,000.00 | $1,498,105.50 | 1.529 | 10/20/2031 | 0.34 |
Banco Continental Saeca 2.750 12/10/2025 | 200,000.00 | $199,500.00 | 2.750 | 12/10/2025 | 0.04 |
Banco DE Credito Del Peru 2.700 1/11/2025 | 200,000.00 | $209,052.00 | 2.700 | 01/11/2025 | 0.04 |
Banco DE Credito E Inversiones 4.000 2/11/2023 | 200,000.00 | $212,329.58 | 4.000 | 02/11/2023 | 0.04 |
BANCO Del Estado DE Chile 2.704 1/9/2025 | 220,000.00 | $232,789.70 | 2.704 | 01/09/2025 | 0.05 |
Banco Santander S.A. 3.500 4/11/2022 | 1,600,000.00 | $1,661,690.88 | 3.500 | 04/11/2022 | 0.37 |
Banco Santander S.A. 4.125 11/9/2022 | 150,000.00 | $158,437.50 | 4.125 | 11/09/2022 | 0.03 |
Bancolombia S.A. 3.000 1/29/2025 | 215,000.00 | $223,804.25 | 3.000 | 01/29/2025 | 0.05 |
Bank of America Corp. 2.738 1/23/2022 | 1,370,000.00 | $1,371,678.39 | 2.738 | 01/23/2022 | 0.31 |
Bank of America Corp. 3.480 3/15/2025 | 2,845,000.00 | $3,098,574.00 | 3.458 | 03/15/2025 | 0.70 |
Bank of Montreal 1.850 5/1/2025 | 345,000.00 | $362,343.67 | 1.850 | 05/01/2025 | 0.08 |
Banque Ouest Africaine DE Developp 5.500 5/6/2021 | 500,000.00 | $508,520.00 | 5.500 | 05/06/2021 | 0.11 |
Barclays Bank PLC 1.700 5/12/2022 | 2,420,000.00 | $2,463,199.66 | 1.700 | 05/12/2022 | 0.56 |
Batln_20-18a | 2,000,000.00 | $2,006,392.00 | 2.035 | 10/15/2032 | 0.45 |
Bausch Health Companies Inc. 6.125 4/15/2025 | 1,025,000.00 | $1,057,451.50 | 6.125 | 04/15/2025 | 0.24 |
BBVA Bancomer S.A. Mexico 1.875 9/18/2025 | 1,135,000.00 | $1,147,768.75 | 1.875 | 09/18/2025 | 0.26 |
Bbva Bancomer S.A. (texas Branch) 6.750 9/30/2022 | 150,000.00 | $162,300.00 | 6.750 | 09/30/2022 | 0.03 |
Berry Global Inc. 2.000 10/1/2022 | 129,390.68 | $129,440.50 | 2.156 | 10/01/2022 | 0.02 |
Bgeo Group Jsc 6.000 7/26/2023 | 200,000.00 | $212,500.00 | 6.000 | 07/26/2023 | 0.04 |
Blkrk Lqdty Fed CL Instnal | 3,197,567.00 | $3,197,567.00 | 0.011 | 12/01/2099 | 0.72 |
BLUEM_20-30a | 1,250,000.00 | $1,248,432.50 | 1.549 | 01/15/2033 | 0.28 |
Bmark_20-b17 | 5,000,000.00 | $5,320,955.00 | 2.289 | 03/01/2053 | 1.21 |
Bmc East LLC 5.500 10/1/2024 | 500,000.00 | $513,750.00 | 5.500 | 10/01/2024 | 0.11 |
Bmwft_18-1 | 1,500,000.00 | $1,501,174.65 | 0.479 | 05/15/2023 | 0.34 |
Bombardier Inc. 6.000 10/15/2022 | 500,000.00 | $492,075.00 | 6.000 | 10/15/2022 | 0.11 |
Boyd Gaming Corporation 8.625 6/1/2025 | 791,000.00 | $880,731.04 | 8.625 | 06/01/2025 | 0.20 |
Branch Banking And Trust Company 2.636 9/17/2029 | 1,465,000.00 | $1,550,479.38 | 2.636 | 09/17/2029 | 0.35 |
Broadcom Inc. 3.150 11/15/2025 | 260,000.00 | $284,006.61 | 3.150 | 11/15/2025 | 0.06 |
Broadcom Inc. 4.700 4/15/2025 | 165,000.00 | $189,122.49 | 4.700 | 04/15/2025 | 0.04 |
Bsp_16-9a | 500,000.00 | $498,621.00 | 1.328 | 07/20/2031 | 0.11 |
Bway Holding Co. 5.500 4/15/2024 | 1,802,000.00 | $1,840,184.38 | 5.500 | 04/15/2024 | 0.41 |
Cacln_20-2 | 1,750,000.00 | $1,751,683.50 | 0.840 | 02/25/2028 | 0.39 |
Carnival Corp. 7.625 3/1/2026 | 685,000.00 | $747,585.03 | 7.625 | 03/01/2026 | 0.17 |
CBAM_20-13a | 2,200,000.00 | $2,197,241.20 | 1.585 | 01/20/2034 | 0.50 |
Cedf_18-9a | 575,000.00 | $572,865.60 | 1.198 | 04/20/2031 | 0.13 |
Centrais Eletricas Brasileiras S.A. 3.625 2/4/2025 | 200,000.00 | $207,752.00 | 3.625 | 02/04/2025 | 0.04 |
Cgms_14-2ra | 985,635.57 | $977,051.67 | 1.271 | 05/15/2031 | 0.22 |
Cgms_15-5r | 1,000,000.00 | $998,801.00 | 1.538 | 01/20/2032 | 0.22 |
Charter Communications Inc. 1.750 2/1/2027 | 242,515.75 | $241,589.58 | 1.900 | 02/01/2027 | 0.05 |
Charter Communications Operating L 4.908 7/23/2025 | 1,515,000.00 | $1,761,245.22 | 4.908 | 07/23/2025 | 0.40 |
Cheniere Corpus Christi Holdings L 7.000 6/30/2024 | 1,955,000.00 | $2,284,267.36 | 7.000 | 06/30/2024 | 0.52 |
Cheniere Energy Inc. 4.875 5/28/2021 | 38,825.74 | $39,068.40 | 4.875 | 05/28/2021 | 0.00 |
China Overseas Finance (CAYMAN) V 3.950 11/15/2022 | 205,000.00 | $214,117.66 | 3.950 | 11/15/2022 | 0.04 |
Cifc_13-4a | 2,000,000.00 | $1,988,756.00 | 1.277 | 04/27/2031 | 0.45 |
Cigna Corp. 1.127 7/15/2023 | 2,055,000.00 | $2,079,280.44 | 1.127 | 07/15/2023 | 0.47 |
Cigna Corp. 3.750 7/15/2023 | 935,000.00 | $1,010,975.48 | 3.750 | 07/15/2023 | 0.23 |
Citigroup Inc. 4.044 6/1/2024 | 2,430,000.00 | $2,643,241.73 | 4.044 | 06/01/2024 | 0.60 |
Citizens Financial Group Inc. 2.850 7/27/2026 | 1,545,000.00 | $1,721,195.82 | 2.850 | 07/27/2026 | 0.39 |
CK Hutchison International (17) LT 2.875 4/5/2022 | 200,000.00 | $205,204.90 | 2.875 | 04/05/2022 | 0.04 |
Clear Channel International BV 6.625 8/1/2025 | 475,000.00 | $502,906.25 | 6.625 | 08/01/2025 | 0.11 |
Clear Channel Worldwide Holdings I 9.250 2/15/2024 | 525,000.00 | $532,930.13 | 9.250 | 02/15/2024 | 0.12 |
Cleveland Electric Illuminating Co. 5.500 8/15/2024 | 1,430,000.00 | $1,648,246.60 | 5.500 | 08/15/2024 | 0.37 |
CLP Power Hong Kong Financing Ltd. 2.875 4/26/2023 | 200,000.00 | $209,090.19 | 2.875 | 04/26/2023 | 0.04 |
Colt Merger Sub Inc. 6.250 7/1/2025 | 675,000.00 | $719,722.13 | 6.250 | 07/01/2025 | 0.16 |
Continental Resources Inc. 3.800 6/1/2024 | 625,000.00 | $644,921.88 | 3.800 | 06/01/2024 | 0.14 |
Cott Holdings Inc. 5.500 4/1/2025 | 847,000.00 | $875,586.25 | 5.500 | 04/01/2025 | 0.19 |
Credit Agricole S.A. (LONDON BRANCH) 1.907 6/16/2026 | 370,000.00 | $384,097.07 | 1.907 | 06/16/2026 | 0.08 |
Credit Suisse Group AG 2.593 9/11/2025 | 2,295,000.00 | $2,415,833.36 | 2.593 | 09/11/2025 | 0.55 |
Croatia Republic of (GOVERNMENT) 5.500 4/4/2023 | 200,000.00 | $220,605.00 | 5.500 | 04/04/2023 | 0.05 |
Crown Castle International Corp. 5.250 1/15/2023 | 3,110,000.00 | $3,403,936.67 | 5.250 | 01/15/2023 | 0.77 |
Csc Holdings LLC 6.750 11/15/2021 | 375,000.00 | $392,578.13 | 6.750 | 11/15/2021 | 0.08 |
CVS Health Corp. 3.700 3/9/2023 | 387,000.00 | $414,399.10 | 3.700 | 03/09/2023 | 0.09 |
CVS Health Corp. 4.300 3/25/2028 | 116,000.00 | $138,158.84 | 4.300 | 03/25/2028 | 0.03 |
Dae Funding LLC 5.750 11/15/2023 | 750,000.00 | $771,562.50 | 5.750 | 11/15/2023 | 0.17 |
Dae Sukuk (DIFC) Ltd. 3.750 2/15/2026 | 200,000.00 | $206,000.00 | 3.750 | 02/15/2026 | 0.04 |
Dbubs_11-lc1a | 100,000.00 | $100,246.69 | 5.565 | 11/10/2046 | 0.02 |
Deft_20-2 | 2,400,000.00 | $2,404,260.24 | 0.470 | 10/24/2022 | 0.54 |
Delta Air Lines Inc. 7.000 5/1/2025 | 1,510,000.00 | $1,744,376.76 | 7.000 | 05/01/2025 | 0.39 |
Delta Airlines Inc. OLD 7.375 1/15/2026 | 621,000.00 | $709,822.31 | 7.375 | 01/15/2026 | 0.16 |
Development Bank of Mongolia 7.250 10/23/2023 | 200,000.00 | $214,717.88 | 7.250 | 10/23/2023 | 0.04 |
Diageo Capital PLC 1.375 9/29/2025 | 435,000.00 | $447,789.04 | 1.375 | 09/29/2025 | 0.10 |
dp World Crescent Ltd. 3.908 5/31/2023 | 200,000.00 | $211,630.00 | 3.908 | 05/31/2023 | 0.04 |
DRSLF_20-83a | 2,200,000.00 | $2,200,000.00 | 1.445 | 01/18/2032 | 0.50 |
Duke Energy Corp. 1.800 9/1/2021 | 2,250,000.00 | $2,269,740.60 | 1.800 | 09/01/2021 | 0.51 |
Duke Energy Corp. 4.875 12/31/2049 | 570,000.00 | $618,638.10 | 4.875 | 12/31/2049 | 0.14 |
Dupont DE Nemours Inc. 2.169 5/1/2023 | 1,495,000.00 | $1,515,231.24 | 2.169 | 05/01/2023 | 0.34 |
ECL S.A. 4.500 1/29/2025 | 2,200,000.00 | $2,443,815.88 | 4.500 | 01/29/2025 | 0.55 |
Emirates Nbd Bank Pjsc 2.625 2/18/2025 | 200,000.00 | $211,100.00 | 2.625 | 02/18/2025 | 0.04 |
Energy Transfer Operating LP 5.250 4/15/2029 | 1,235,000.00 | $1,442,256.34 | 5.250 | 04/15/2029 | 0.32 |
Entergy Corporation 4.000 7/15/2022 | 1,050,000.00 | $1,101,249.56 | 4.000 | 07/15/2022 | 0.25 |
Entergy Louisiana LLC 4.050 9/1/2023 | 1,125,000.00 | $1,222,993.24 | 4.050 | 09/01/2023 | 0.27 |
Equate Petrochemical BV 3.000 3/3/2022 | 265,000.00 | $270,803.50 | 3.000 | 03/03/2022 | 0.06 |
EURUSD | -9,410,000.00 | -$11,500,238.45 | 0.000 | 01/15/2021 | -2.62 |
Export-Import Bank of Korea 1.000 6/1/2023 | 500,000.00 | $505,587.20 | 1.000 | 06/01/2023 | 0.11 |
FANNIE MAE GRANTOR TRUST 2001- | 18,335.94 | $21,566.77 | 6.977 | 06/19/2041 | 0.00 |
FANNIE MAE REMICS - FNR 2011-1 | 968,157.63 | $971,251.76 | 0.548 | 06/25/2041 | 0.22 |
FANNIE MAE REMICS - FNR 2017-9 | 35,744.91 | $38,421.00 | 3.500 | 11/25/2047 | 0.00 |
FG A17603 | 27,915.24 | $32,782.40 | 5.500 | 01/01/2034 | 0.00 |
FG A91904 | 38,710.74 | $44,200.38 | 5.500 | 04/01/2040 | 0.01 |
FG G01705 | 240,602.16 | $283,002.49 | 5.500 | 06/01/2034 | 0.06 |
FG G03092 | 90,603.63 | $106,521.18 | 5.500 | 07/01/2037 | 0.02 |
FG G03358 | 76,391.96 | $89,831.80 | 5.500 | 08/01/2037 | 0.02 |
FG G03483 | 80,410.11 | $94,557.37 | 5.500 | 10/01/2037 | 0.02 |
FG G04466 | 174,436.56 | $206,484.38 | 5.500 | 07/01/2038 | 0.04 |
FG G04840 | 60,635.74 | $70,819.12 | 5.500 | 06/01/2035 | 0.01 |
FG G06964 | 171,153.11 | $201,241.09 | 5.500 | 11/01/2038 | 0.04 |
FG G07480 | 25,191.95 | $29,899.09 | 6.000 | 05/01/2039 | 0.00 |
FG G61553 | 1,227,778.82 | $1,346,907.50 | 4.500 | 08/01/2048 | 0.30 |
FG G61570 | 193,671.69 | $227,724.52 | 5.500 | 06/01/2041 | 0.05 |
FG G67721 | 278,882.10 | $306,422.91 | 4.500 | 04/01/2049 | 0.06 |
FH 10/1 12m Libor Arm | 3,467.63 | $3,481.38 | 2.680 | 08/01/2038 | 0.00 |
Fidelity Inst : Gov PT CL I | 3,197,567.00 | $3,197,567.00 | 0.000 | 12/01/2099 | 0.72 |
Financial Square Gov CL Fst Mmf | 3,197,567.00 | $3,197,567.00 | 0.026 | 12/01/2099 | 0.72 |
First Quantum Minerals Ltd. 7.500 4/1/2025 | 1,085,000.00 | $1,131,112.50 | 7.500 | 04/01/2025 | 0.25 |
FN 190346 | 172,357.07 | $201,019.41 | 5.500 | 12/01/2033 | 0.04 |
FN 555409 | 42,046.40 | $48,891.67 | 5.500 | 04/01/2033 | 0.01 |
FN 555531 | 39,890.80 | $46,413.16 | 5.500 | 06/01/2033 | 0.01 |
FN 748530 | 20,109.38 | $22,459.74 | 5.500 | 10/01/2033 | 0.00 |
FN 890365 | 37,074.94 | $43,584.10 | 5.500 | 07/01/2041 | 0.00 |
FN 995066 | 222,919.82 | $260,448.42 | 5.500 | 08/01/2037 | 0.05 |
FN AA0918 | 111,104.62 | $129,254.34 | 5.500 | 09/01/2034 | 0.02 |
FN AE0206 | 224,471.80 | $261,568.26 | 5.500 | 01/01/2038 | 0.05 |
FN AL3401 | 80,113.95 | $93,925.70 | 5.500 | 02/01/2034 | 0.02 |
FN AL9903 | 3,605,005.45 | $4,227,916.14 | 5.500 | 05/01/2044 | 0.96 |
FN AS7155 | 864,159.79 | $909,258.99 | 3.000 | 05/01/2046 | 0.20 |
FN BM1948 | 2,844,685.44 | $3,455,378.81 | 6.000 | 07/01/2041 | 0.78 |
FN BM3196 | 380,359.52 | $446,900.41 | 5.500 | 05/01/2044 | 0.10 |
FN BM4414 | 381,976.63 | $458,764.97 | 6.000 | 06/01/2041 | 0.10 |
FN BM4495 | 1,547,474.41 | $1,844,569.69 | 6.000 | 07/01/2041 | 0.42 |
FN BM4775 | 239,264.72 | $285,407.02 | 6.000 | 01/01/2042 | 0.06 |
FN BM5021 | 22,386.86 | $26,295.32 | 5.500 | 05/01/2044 | 0.00 |
FN CA4543 | 194,623.90 | $211,239.88 | 3.000 | 11/01/2049 | 0.04 |
FN CA6362 | 1,154,099.41 | $1,225,220.09 | 2.500 | 07/01/2050 | 0.27 |
FN CA6422 | 3,398,206.88 | $3,567,439.62 | 3.000 | 07/01/2050 | 0.81 |
FN CA6739 | 1,173,088.95 | $1,249,865.16 | 3.000 | 08/01/2050 | 0.28 |
FN CA7056 | 832,195.69 | $933,036.09 | 3.500 | 09/01/2050 | 0.21 |
FN CA7734 | 853,050.75 | $899,891.00 | 2.500 | 11/01/2050 | 0.20 |
FN FM0036 | 4,007,053.96 | $4,555,622.05 | 5.000 | 08/01/2049 | 1.03 |
FN FM1321 | 1,291,094.07 | $1,421,800.04 | 4.000 | 10/01/2048 | 0.32 |
FN FM1534 | 1,691,111.00 | $1,872,288.52 | 4.500 | 09/01/2049 | 0.42 |
FN FM2238 | 196,688.97 | $207,756.17 | 3.500 | 11/01/2048 | 0.04 |
FN FM2523 | 86,734.16 | $93,450.94 | 3.500 | 03/01/2050 | 0.02 |
FN FM2560 | 16,600.98 | $18,540.76 | 4.500 | 05/01/2046 | 0.00 |
FN FM2852 | 1,141,387.54 | $1,275,347.63 | 4.500 | 05/01/2046 | 0.29 |
FN FM2870 | 1,137,991.22 | $1,222,099.13 | 3.000 | 03/01/2050 | 0.27 |
FN FM3070 | 210,518.85 | $231,266.03 | 4.000 | 06/01/2048 | 0.05 |
FN FM3173 | 207,016.95 | $224,195.22 | 3.500 | 07/01/2047 | 0.05 |
FN FM3247 | 936,244.52 | $1,045,436.38 | 4.500 | 10/01/2045 | 0.23 |
FN FM3509 | 1,268,147.56 | $1,347,649.76 | 3.000 | 07/01/2050 | 0.30 |
FN FM3931 | 2,560,738.70 | $2,724,167.86 | 3.500 | 07/01/2050 | 0.62 |
FN FM4386 | 1,612,072.85 | $1,871,941.90 | 5.000 | 07/01/2047 | 0.42 |
FN FM4417 | 159,993.79 | $171,189.47 | 2.500 | 09/01/2050 | 0.03 |
FN FM4545 | 287,325.27 | $308,843.03 | 2.500 | 10/01/2050 | 0.07 |
FN MA3057 | 127,088.39 | $134,825.32 | 3.500 | 07/01/2047 | 0.03 |
FN MA4078 | 1,276,170.56 | $1,346,243.94 | 2.500 | 07/01/2050 | 0.30 |
FN MA4099 | 944,093.43 | $986,693.38 | 2.500 | 08/01/2035 | 0.22 |
FN MA4159 | 1,975,998.97 | $2,084,499.30 | 2.500 | 10/01/2050 | 0.47 |
FNCL 2 1/21 | 3,317,000.00 | $3,445,140.75 | 2.000 | 01/01/2051 | 0.78 |
Fnw_01-w2 | 2.84 | $2.77 | 6.473 | 10/25/2031 | NaN |
Ford Motor Company 8.500 4/21/2023 | 1,256,000.00 | $1,418,243.81 | 8.500 | 04/21/2023 | 0.32 |
Ford Motor Credit Company LLC 3.375 11/13/2025 | 1,200,000.00 | $1,230,372.00 | 3.375 | 11/13/2025 | 0.28 |
Fordf_20-1 | 4,000,000.00 | $4,028,297.60 | 0.700 | 09/15/2025 | 0.91 |
Fordl_20-a | 1,112,474.16 | $1,117,586.42 | 1.800 | 07/15/2022 | 0.25 |
Fordo_17-c | 9,098.03 | $9,108.40 | 2.010 | 03/15/2022 | 0.00 |
Fordr_17-2 | 2,100,000.00 | $2,171,997.66 | 2.360 | 03/15/2029 | 0.49 |
Fox Corp. 3.666 1/25/2022 | 880,000.00 | $911,009.79 | 3.666 | 01/25/2022 | 0.20 |
Fox Corp. 4.030 1/25/2024 | 2,280,000.00 | $2,512,142.76 | 4.030 | 01/25/2024 | 0.57 |
FR QB5949 | 860,365.78 | $897,920.57 | 2.000 | 11/01/2050 | 0.20 |
FR RA3173 | 1,820,567.64 | $1,909,314.85 | 3.000 | 07/01/2050 | 0.43 |
FR ZT1680 | 129,850.13 | $144,322.93 | 4.500 | 01/01/2049 | 0.03 |
FR ZT2051 | 748,148.91 | $820,562.47 | 4.500 | 05/01/2049 | 0.18 |
FREDDIE MAC REMICS - FHR 3067 | 1,371,277.84 | $1,377,074.51 | 0.509 | 11/15/2035 | 0.31 |
FREDDIE MAC REMICS - FHR 3800 | 803,800.92 | $811,893.43 | 0.659 | 02/15/2041 | 0.18 |
FREDDIE MAC REMICS - FHR 4650 | 1,997,000.00 | $2,182,115.71 | 3.000 | 11/15/2046 | 0.49 |
FREDDIE MAC REMICS - FHR 4994 | 1,200,000.00 | $1,232,351.28 | 2.000 | 12/01/2045 | 0.28 |
FREDDIE MAC STACR REMIC TRUST | 1,700,000.00 | $1,700,267.41 | 0.977 | 12/25/2050 | 0.38 |
FREDDIE MAC STRUCTURED PASS-TH | 336,095.37 | $390,705.02 | 6.500 | 09/25/2043 | 0.08 |
FREDDIE MAC STRUCTURED PASS-TH | 586.51 | $714.51 | 6.500 | 02/25/2043 | 0.00 |
Fremf_11-k15 | 95,000.00 | $96,851.62 | 4.965 | 08/25/2044 | 0.02 |
Fremf_14-k717 | 80,000.00 | $80,905.54 | 3.630 | 11/25/2047 | 0.01 |
Fremf_14-k717 | 245,000.00 | $248,649.08 | 3.630 | 11/25/2047 | 0.05 |
Fremf_16-k722 | 430,000.00 | $455,665.02 | 3.845 | 07/25/2049 | 0.10 |
Fspc_t-30 | 3,391.74 | $3,820.36 | 8.610 | 12/25/2030 | 0.00 |
Galxy_15-21a | 1,000,000.00 | $990,306.00 | 1.238 | 04/20/2031 | 0.22 |
Gardner Denver Inc. 1.750 7/30/2024 | 206,705.18 | $204,232.16 | 1.896 | 07/30/2024 | 0.04 |
GE Capital Funding LLC 3.450 5/15/2025 | 485,000.00 | $535,623.57 | 3.450 | 05/15/2025 | 0.12 |
General Dynamics Corporation 3.000 5/11/2021 | 2,920,000.00 | $2,948,221.22 | 3.000 | 05/11/2021 | 0.67 |
General Electric Co. 3.450 5/1/2027 | 245,000.00 | $276,695.28 | 3.450 | 05/01/2027 | 0.06 |
General Mills Inc. 3.700 10/17/2023 | 2,075,000.00 | $2,261,746.47 | 3.700 | 10/17/2023 | 0.51 |
General Motors Financial Co. Inc. 3.450 4/10/2022 | 1,195,000.00 | $1,229,022.61 | 3.450 | 04/10/2022 | 0.27 |
General Motors Financial Co. Inc. 4.150 6/19/2023 | 1,390,000.00 | $1,495,811.67 | 4.150 | 06/19/2023 | 0.34 |
Georgia (GOVERNMENT OF) 6.875 4/12/2021 | 200,000.00 | $203,440.00 | 6.875 | 04/12/2021 | 0.04 |
Georgia-Pacific LLC 1.750 9/30/2025 | 285,000.00 | $298,103.96 | 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 | $502,956.50 | 0.680 | 08/15/2025 | 0.11 |
Global Payments Inc. 2.650 2/15/2025 | 1,412,000.00 | $1,512,679.27 | 2.650 | 02/15/2025 | 0.34 |
GMALT_20-3-A2A | 1,000,000.00 | $1,000,760.30 | 0.350 | 11/21/2022 | 0.22 |
Gold Fields Orogen Holdings (BVI) 5.125 5/15/2024 | 250,000.00 | $277,213.75 | 5.125 | 05/15/2024 | 0.06 |
Goldman Sachs Group INC. 3.500 4/1/2025 | 180,000.00 | $200,320.15 | 3.500 | 04/01/2025 | 0.04 |
Goodman Hong Kong Finance 4.375 6/19/2024 | 200,000.00 | $217,543.40 | 4.375 | 06/19/2024 | 0.04 |
GOVERNMENT NATIONAL MORTGAGE A | 455,000.00 | $472,757.74 | 3.500 | 03/20/2044 | 0.10 |
GOVERNMENT NATIONAL MORTGAGE A | 304,000.00 | $333,199.08 | 3.000 | 01/20/2047 | 0.07 |
Greenko Mauritius Ltd. 6.250 2/21/2023 | 210,000.00 | $217,152.71 | 6.250 | 02/21/2023 | 0.04 |
GSMPS MORTGAGE LOAN TRUST - GS | 19,755.44 | $19,752.61 | 7.750 | 05/19/2027 | 0.00 |
Hart_19-b | 305,027.25 | $306,095.61 | 1.930 | 07/15/2022 | 0.06 |
Hart_20-c | 1,500,000.00 | $1,500,468.30 | 0.260 | 09/15/2023 | 0.34 |
Hat Holdings I LLC 6.000 4/15/2025 | 821,000.00 | $879,496.25 | 6.000 | 04/15/2025 | 0.20 |
Hdmot_20-a | 431,195.47 | $433,005.41 | 1.830 | 01/17/2023 | 0.09 |
Hooty_14-1a | 231,875.00 | $218,045.98 | 4.846 | 08/20/2044 | 0.04 |
Hudbay Minerals Inc. 7.625 1/15/2025 | 861,000.00 | $895,978.13 | 7.625 | 01/15/2025 | 0.20 |
ICICI Bank Ltd. (DUBAI BRANCH) 3.250 9/9/2022 | 320,000.00 | $328,916.93 | 3.250 | 09/09/2022 | 0.07 |
Ihs Netherlands Holdco BV 7.125 3/18/2025 | 200,000.00 | $210,500.00 | 7.125 | 03/18/2025 | 0.04 |
Ihsfr_18-sfr1 | 810,154.71 | $803,413.25 | 0.853 | 03/17/2037 | 0.18 |
Indonesia (REPUBLIC OF) 3.375 4/15/2023 | 310,000.00 | $329,377.42 | 3.375 | 04/15/2023 | 0.07 |
International Business Machines Co. 3.000 5/15/2024 | 1,090,000.00 | $1,181,163.35 | 3.000 | 05/15/2024 | 0.26 |
Inversiones CMPC S.A. 4.750 9/15/2024 | 2,200,000.00 | $2,439,943.00 | 4.750 | 09/15/2024 | 0.55 |
Irb Holding Corp. 7.000 6/15/2025 | 129,000.00 | $141,161.48 | 7.000 | 06/15/2025 | 0.03 |
ITC Holdings Corp. 2.700 11/15/2022 | 1,570,000.00 | $1,634,699.86 | 2.700 | 11/15/2022 | 0.37 |
JD.COM Inc. 3.875 4/29/2026 | 1,500,000.00 | $1,679,453.85 | 3.875 | 04/29/2026 | 0.38 |
JP MORGAN MORTGAGE TRUST 2014- | 320,961.47 | $326,237.05 | 2.269 | 07/25/2044 | 0.07 |
Jpmorgan Chase & Co. 4.023 12/5/2024 | 4,240,000.00 | $4,672,507.98 | 4.023 | 12/05/2024 | 1.06 |
Jpmorgan Chase & Co. 4.600 8/1/2168 | 135,000.00 | $139,556.25 | 4.600 | 08/01/2168 | 0.03 |
Kaisa Group Holdings Ltd. 9.375 6/30/2024 | 200,000.00 | $194,375.00 | 9.375 | 06/30/2024 | 0.04 |
Keb Hana Bank 3.375 1/30/2022 | 500,000.00 | $515,218.50 | 3.375 | 01/30/2022 | 0.11 |
Kenya Republic of (GOVERNMENT) 6.875 6/24/2024 | 200,000.00 | $219,602.00 | 6.875 | 06/24/2024 | 0.05 |
KEY Bank National Association 3.180 5/22/2022 | 1,335,000.00 | $1,384,611.14 | 3.180 | 05/22/2022 | 0.31 |
Keybank National Association 2.400 6/9/2022 | 250,000.00 | $257,370.35 | 2.400 | 06/09/2022 | 0.05 |
KKR_32A | 1,200,000.00 | $1,198,496.40 | 1.545 | 01/15/2032 | 0.27 |
Kookmin Bank 2.875 3/25/2023 | 200,000.00 | $210,280.88 | 2.875 | 03/25/2023 | 0.04 |
Kraton Polymers LLC KRATON Polymer 7.000 4/15/2025 | 1,500,000.00 | $1,580,250.00 | 7.000 | 04/15/2025 | 0.35 |
KSA Sukuk Ltd. 2.894 4/20/2022 | 250,000.00 | $257,810.83 | 2.894 | 04/20/2022 | 0.05 |
L Brands Inc. 6.875 7/1/2025 | 810,000.00 | $880,704.90 | 6.875 | 07/01/2025 | 0.20 |
Lcm_18a | 1,500,000.00 | $1,491,309.00 | 1.238 | 04/20/2031 | 0.33 |
LYB International Finance Iii LLC 2.875 5/1/2025 | 225,000.00 | $245,424.17 | 2.875 | 05/01/2025 | 0.05 |
Marathon Oil Corp. 2.800 11/1/2022 | 765,000.00 | $786,538.04 | 2.800 | 11/01/2022 | 0.17 |
Mbalt_19-b | 117,382.71 | $117,619.20 | 2.010 | 12/15/2021 | 0.02 |
Mbmot_19-ba | 1,200,000.00 | $1,239,727.44 | 2.610 | 05/15/2024 | 0.28 |
Meituan 2.125 10/28/2025 | 250,000.00 | $254,226.80 | 2.125 | 10/28/2025 | 0.05 |
MGM Resorts International 5.750 6/15/2025 | 1,100,000.00 | $1,218,277.50 | 5.750 | 06/15/2025 | 0.27 |
Mmaf_15-aa | 714,153.20 | $722,095.01 | 2.490 | 02/19/2036 | 0.16 |
Mmaf_20-ba | 4,300,000.00 | $4,302,537.43 | 0.380 | 08/14/2023 | 0.97 |
Mondelez International Inc. 1.500 5/4/2025 | 1,210,000.00 | $1,252,481.65 | 1.500 | 05/04/2025 | 0.28 |
Mondelez International Inc. 2.125 4/13/2023 | 1,320,000.00 | $1,371,672.72 | 2.125 | 04/13/2023 | 0.31 |
Morgan Stanley 1.433 5/8/2024 | 1,605,000.00 | $1,636,508.08 | 1.433 | 05/08/2024 | 0.37 |
Morgan Stanley 2.188 4/28/2026 | 415,000.00 | $438,615.24 | 2.188 | 04/28/2026 | 0.09 |
Morgan Stanley 2.750 5/19/2022 | 1,075,000.00 | $1,110,372.77 | 2.750 | 05/19/2022 | 0.25 |
Morgan Stanley 3.622 4/1/2031 | 305,000.00 | $354,465.85 | 3.622 | 04/01/2031 | 0.08 |
Morgan Stanley 4.047 12/29/2049 | 1,180,000.00 | $1,174,441.49 | 0.000 | 12/29/2049 | 0.26 |
MPLX LP 1.750 3/1/2026 | 210,000.00 | $217,437.55 | 1.750 | 03/01/2026 | 0.04 |
MPLX LP 4.875 12/1/2024 | 1,955,000.00 | $2,243,927.10 | 4.875 | 12/01/2024 | 0.51 |
MS Inst Liq Govt CL Inst | 3,197,567.00 | $3,197,567.00 | 0.000 | 12/01/2099 | 0.72 |
Murphy Oil Corporation 5.750 8/15/2025 | 905,000.00 | $902,832.53 | 5.750 | 08/15/2025 | 0.20 |
National Securities Clearing Corp. 1.200 4/23/2023 | 520,000.00 | $530,525.58 | 1.200 | 04/23/2023 | 0.12 |
New Gold Inc. 6.375 5/15/2025 | 166,000.00 | $173,781.25 | 6.375 | 05/15/2025 | 0.03 |
Ngn_11-c1 | 451,589.08 | $449,764.12 | 0.682 | 03/09/2021 | 0.10 |
Nigeria (FEDERAL Republic OF) 5.625 6/27/2022 | 250,000.00 | $259,226.25 | 5.625 | 06/27/2022 | 0.05 |
Nisource Inc. 0.950 8/15/2025 | 1,850,000.00 | $1,862,012.42 | 0.950 | 08/15/2025 | 0.42 |
Nmotr_19-b | 150,000.00 | $150,372.42 | 0.589 | 11/15/2023 | 0.03 |
NRG Energy Inc. 3.750 6/15/2024 | 1,200,000.00 | $1,314,302.64 | 3.750 | 06/15/2024 | 0.29 |
Nustar Logistics LP 5.750 10/1/2025 | 715,000.00 | $762,547.50 | 5.750 | 10/01/2025 | 0.17 |
Nutrien Ltd. 1.900 5/13/2023 | 1,995,000.00 | $2,061,791.00 | 1.900 | 05/13/2023 | 0.46 |
Nxp BV NXP Funding LLC NXP Usa 2.700 5/1/2025 | 55,000.00 | $59,232.68 | 2.700 | 05/01/2025 | 0.01 |
Occidental Petroleum Corporation 5.500 12/1/2025 | 905,000.00 | $945,258.93 | 5.500 | 12/01/2025 | 0.21 |
OCP S.A. 4.500 10/22/2025 | 1,000,000.00 | $1,091,749.00 | 4.500 | 10/22/2025 | 0.24 |
Oct33_17-1a | 2,350,000.00 | $2,346,228.25 | 1.408 | 01/20/2031 | 0.53 |
Oct48_20-3a | 2,000,000.00 | $2,003,022.00 | 1.732 | 10/20/2031 | 0.45 |
Oneok Inc. 7.500 9/1/2023 | 1,655,000.00 | $1,916,288.09 | 7.500 | 09/01/2023 | 0.43 |
Ortho-Clinical Diagnostics Inc. 7.375 6/1/2025 | 900,000.00 | $960,187.50 | 7.375 | 06/01/2025 | 0.21 |
OTIS Worldwide Corp. 2.056 4/5/2025 | 1,245,000.00 | $1,320,572.37 | 2.056 | 04/05/2025 | 0.30 |
Pabst Brewing CO(BLUE Ribbon LLC) 5.000 11/15/2021 | 266,671.08 | $253,115.39 | 5.000 | 11/15/2021 | 0.05 |
Pacific Gas And Electric Company 2.100 8/1/2027 | 980,000.00 | $995,943.13 | 2.100 | 08/01/2027 | 0.22 |
Paypal Holdings Inc. 1.350 6/1/2023 | 3,025,000.00 | $3,098,983.33 | 1.350 | 06/01/2023 | 0.70 |
PENSKE Truck Leasing Co. LP 1.200 11/15/2025 | 910,000.00 | $918,430.42 | 1.200 | 11/15/2025 | 0.20 |
Petroleos Mexicanos 4.625 9/21/2023 | 130,000.00 | $135,281.25 | 4.625 | 09/21/2023 | 0.03 |
Pfsfc_20-g | 1,000,000.00 | $1,005,244.40 | 0.970 | 02/15/2026 | 0.22 |
Pilgrims Pride Corp. 5.750 3/15/2025 | 870,000.00 | $894,229.50 | 5.750 | 03/15/2025 | 0.20 |
PNC Bank National Association 2.700 11/1/2022 | 3,280,000.00 | $3,418,166.39 | 2.700 | 11/01/2022 | 0.77 |
Popular Inc. 6.125 9/14/2023 | 523,000.00 | $566,746.34 | 6.125 | 09/14/2023 | 0.12 |
Powerteam Services LLC 9.033 12/4/2025 | 605,000.00 | $674,641.55 | 9.033 | 12/04/2025 | 0.15 |
Prime Security Services Borrower L 5.250 4/15/2024 | 649,000.00 | $693,618.75 | 5.250 | 04/15/2024 | 0.15 |
Qnb Finance Ltd. 3.500 3/28/2024 | 330,000.00 | $354,702.84 | 3.500 | 03/28/2024 | 0.08 |
QTEL International Finance Ltd. 5.000 10/19/2025 | 200,000.00 | $233,689.00 | 5.000 | 10/19/2025 | 0.05 |
Regions Financial Corporation 3.800 8/14/2023 | 1,070,000.00 | $1,161,230.13 | 3.800 | 08/14/2023 | 0.26 |
Roper Technologies Inc. 2.350 9/15/2024 | 2,295,000.00 | $2,444,474.96 | 2.350 | 09/15/2024 | 0.55 |
Royal Bank of Scotland Group PLC 8.625 12/29/2049 | 1,285,000.00 | $1,336,567.05 | 8.625 | 12/29/2049 | 0.30 |
Royalty Pharma PLC 1.200 9/2/2025 | 345,000.00 | $350,590.31 | 1.200 | 09/02/2025 | 0.07 |
Royalty Pharma PLC 1.750 9/2/2027 | 230,000.00 | $236,851.56 | 1.750 | 09/02/2027 | 0.05 |
Sabine Pass Liquefaction LLC 5.750 5/15/2024 | 1,990,000.00 | $2,275,822.31 | 5.750 | 05/15/2024 | 0.51 |
Sabre Glbl Inc. 7.375 9/1/2025 | 1,250,000.00 | $1,358,125.00 | 7.375 | 09/01/2025 | 0.30 |
Sabre Glbl Inc. 9.250 4/15/2025 | 785,000.00 | $935,131.25 | 9.250 | 04/15/2025 | 0.21 |
Sands China Ltd. 3.800 1/8/2026 | 200,000.00 | $214,092.00 | 3.800 | 01/08/2026 | 0.04 |
Saudi Arabian Oil Co. 1.625 11/24/2025 | 205,000.00 | $210,167.50 | 1.625 | 11/24/2025 | 0.04 |
Scientific Games International Inc. 5.000 10/15/2025 | 1,085,000.00 | $1,120,956.90 | 5.000 | 10/15/2025 | 0.25 |
SECURITIZED NET CASH - ACR1 | 2,276,773.17 | $2,276,773.17 | 0.000 | - | 0.51 |
SECURITIZED NET CASH - CSH1 0.050 12/15/2038 | -7,723,381.57 | -$7,723,381.57 | 0.000 | - | -1.76 |
SECURITIZED NET CASH - LT | -580,060.86 | -$580,060.86 | 0.000 | - | -0.14 |
Senegal (REPUBLIC OF) 6.250 7/30/2024 | 200,000.00 | $220,937.40 | 6.250 | 07/30/2024 | 0.05 |
SHIMAO Property Holdings Ltd. 6.125 2/21/2024 | 200,000.00 | $212,401.03 | 6.125 | 02/21/2024 | 0.04 |
SILVERSTONE MASTER ISSUER PLC | 1,680,000.01 | $1,678,454.41 | 0.599 | 01/21/2070 | 0.38 |
Sirius xm Radio Inc. 4.625 7/15/2024 | 250,000.00 | $259,375.00 | 4.625 | 07/15/2024 | 0.05 |
SIX Flags Entertainment Corp. 4.875 7/31/2024 | 665,000.00 | $668,005.80 | 4.875 | 07/31/2024 | 0.15 |
Sndpt_18-3a | 2,300,000.00 | $2,292,352.50 | 1.395 | 10/15/2031 | 0.52 |
Sociedad Quimica Y Minera DE Chile 3.625 4/3/2023 | 200,000.00 | $210,531.00 | 3.625 | 04/03/2023 | 0.04 |
Southwestern Energy Company 6.450 1/23/2025 | 983,000.00 | $1,021,705.63 | 6.450 | 01/23/2025 | 0.23 |
Spain (KINGDOM OF) 0.000 1/15/2021 | 9,410,000.00 | $11,498,860.92 | 0.000 | 01/15/2021 | 2.61 |
Spirit Aerosystems Inc. 5.500 1/15/2025 | 890,000.00 | $939,973.50 | 5.500 | 01/15/2025 | 0.21 |
Spirit Loyalty KY Ltd. IP 8.000 9/20/2025 | 740,000.00 | $832,500.00 | 8.000 | 09/20/2025 | 0.18 |
Sprint Spectrum Co. i ii III LLC 4.738 9/20/2029 | 450,000.00 | $488,796.75 | 4.738 | 09/20/2029 | 0.11 |
Station Casinos LLC 5.000 10/1/2025 | 541,000.00 | $548,262.93 | 5.000 | 10/01/2025 | 0.12 |
Steel Dynamics Inc. 2.800 12/15/2024 | 1,455,000.00 | $1,565,705.71 | 2.800 | 12/15/2024 | 0.35 |
Steel Funding Ltd. 4.500 6/15/2023 | 250,000.00 | $268,219.00 | 4.500 | 06/15/2023 | 0.06 |
SUAM Finance BV 4.875 4/17/2024 | 500,000.00 | $548,880.00 | 4.875 | 04/17/2024 | 0.12 |
Suntrust Banks Inc. 2.700 1/27/2022 | 2,785,000.00 | $2,851,497.17 | 2.700 | 01/27/2022 | 0.64 |
Syngenta Finance nv 3.933 4/23/2021 | 620,000.00 | $624,197.09 | 3.933 | 04/23/2021 | 0.14 |
Syngenta Finance nv 4.441 4/24/2023 | 200,000.00 | $210,008.04 | 4.441 | 04/24/2023 | 0.04 |
T-Mobile Usa Inc. 1.500 2/15/2026 | 250,000.00 | $256,436.25 | 1.500 | 02/15/2026 | 0.05 |
T-Mobile Usa Inc. 3.500 4/15/2025 | 290,000.00 | $320,734.20 | 3.500 | 04/15/2025 | 0.07 |
Tencent Holdings Ltd. 3.280 4/11/2024 | 200,000.00 | $213,231.60 | 3.280 | 04/11/2024 | 0.04 |
Tenet Healthcare Corporation 5.125 5/1/2025 | 1,160,000.00 | $1,184,058.40 | 5.125 | 05/01/2025 | 0.26 |
Tengizchevroil Finance Company Int 2.625 8/15/2025 | 1,200,000.00 | $1,250,755.20 | 2.625 | 08/15/2025 | 0.28 |
Terex Corporation 5.625 2/1/2025 | 890,000.00 | $918,480.00 | 5.625 | 02/01/2025 | 0.20 |
TESLA 2019-A A2 | 1,754,038.63 | $1,770,178.94 | 2.130 | 04/20/2022 | 0.40 |
Tesla_18-b | 642,093.38 | $646,160.40 | 3.710 | 08/20/2021 | 0.14 |
TEVA Pharmaceutical Finance Nether 6.000 4/15/2024 | 250,000.00 | $265,581.25 | 6.000 | 04/15/2024 | 0.06 |
Time Warner Entertainment Cmpny LP 8.375 3/15/2023 | 1,795,000.00 | $2,099,309.94 | 8.375 | 03/15/2023 | 0.47 |
Tpmt_15-5 | 91,805.92 | $92,475.04 | 2.750 | 05/25/2055 | 0.02 |
Tpmt_15-6 | 160,525.33 | $162,989.71 | 2.750 | 04/25/2055 | 0.03 |
Transdigm Inc. 8.000 12/15/2025 | 820,000.00 | $908,223.80 | 8.000 | 12/15/2025 | 0.20 |
Treasury Note 0.375 11/30/2025 | 34,080,000.00 | $34,122,600.00 | 0.375 | 11/30/2025 | 7.77 |
Treasury Note 1.625 12/31/2021 | 1,775,000.00 | $1,801,802.32 | 1.625 | 12/31/2021 | 0.41 |
Trfig_18-1a | 200,000.00 | $199,902.00 | 0.889 | 03/15/2022 | 0.04 |
Tullow Oil PLC 6.250 4/15/2022 | 250,000.00 | $200,000.00 | 6.250 | 04/15/2022 | 0.04 |
Turk SISE VE Cam Fabrika 6.950 3/14/2026 | 200,000.00 | $223,000.00 | 6.950 | 03/14/2026 | 0.05 |
TURK Telekomunikasyon AS 4.875 6/19/2024 | 200,000.00 | $207,396.00 | 4.875 | 06/19/2024 | 0.04 |
UBS AG (LONDON BRANCH) 1.750 4/21/2022 | 200,000.00 | $203,590.24 | 1.750 | 04/21/2022 | 0.04 |
UBS Group AG 1.364 1/30/2027 | 205,000.00 | $207,398.40 | 1.364 | 01/30/2027 | 0.04 |
UBS Group AG 3.000 4/15/2021 | 2,700,000.00 | $2,720,917.17 | 3.000 | 04/15/2021 | 0.61 |
Umbs 30yr Tba(reg a) | 1,928,000.00 | $2,032,079.42 | 2.500 | 01/14/2021 | 0.46 |
Upjohn Inc. 1.650 6/22/2025 | 1,960,000.00 | $2,027,588.84 | 1.650 | 06/22/2025 | 0.46 |
Upjohn Inc. 2.300 6/22/2027 | 80,000.00 | $85,260.10 | 2.300 | 06/22/2027 | 0.01 |
US 10yr Note Mar 21 | -22.00 | -$3,037,718.86 | 0.000 | 03/22/2021 | -0.70 |
US Bank National Association 3.400 7/24/2023 | 1,380,000.00 | $1,483,151.14 | 3.400 | 07/24/2023 | 0.33 |
USAA Capital Corp. 1.500 5/1/2023 | 2,900,000.00 | $2,975,524.41 | 1.500 | 05/01/2023 | 0.67 |
USB Capital ix 3.500 10/29/2049 | 1,710,000.00 | $1,684,350.00 | 3.500 | 10/29/2049 | 0.38 |
USB Realty Corp. 1.384 12/29/2049 | 400,000.00 | $300,000.00 | 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 | $217,722.00 | 4.750 | 02/20/2024 | 0.04 |
vf Corporation 2.400 4/23/2025 | 330,000.00 | $352,155.61 | 2.400 | 04/23/2025 | 0.08 |
Vfet_20-1a | 2,200,000.00 | $2,201,452.88 | 0.370 | 04/17/2023 | 0.50 |
Vistra Operations Company LLC 3.550 7/15/2024 | 1,650,000.00 | $1,787,640.53 | 3.550 | 07/15/2024 | 0.40 |
VWALT_20-A | 150,000.00 | $150,231.80 | 0.450 | 07/21/2025 | 0.03 |
Vzot_20-c | 1,000,000.00 | $1,001,851.20 | 0.410 | 12/20/2025 | 0.22 |
Welbilt Inc. 9.500 2/15/2024 | 433,000.00 | $448,334.70 | 9.500 | 02/15/2024 | 0.10 |
WELLS FARGO MORTGAGE BACKED SE | 36,684.12 | $35,728.21 | 4.006 | 04/25/2036 | 0.00 |
Wesco Distribution Inc. 7.125 6/15/2025 | 605,000.00 | $666,198.78 | 7.125 | 06/15/2025 | 0.15 |
Western Midstream Operating LP 4.100 2/1/2025 | 465,000.00 | $479,954.40 | 4.100 | 02/01/2025 | 0.10 |
Whls_18-1a | 79,712.51 | $79,998.34 | 3.060 | 04/20/2027 | 0.01 |
wi Treasury Floating Rate Note 0.150 7/31/2022 | 35,745,000.00 | $35,749,267.95 | 0.150 | 07/31/2022 | 8.14 |
WPX Energy Inc. 5.250 9/15/2024 | 621,000.00 | $677,989.17 | 5.250 | 09/15/2024 | 0.15 |
York Clo Ltd. | 1,000,000.00 | $999,404.00 | 1.566 | 07/22/2032 | 0.22 |
Zais_20-16a | 2,000,000.00 | $1,998,192.00 | 2.480 | 10/20/2031 | 0.45 |