Acrisure LLC 3.500 2/15/2027 | 81,948.87 | $80,525.01 | 3.648 | 02/15/2027 | 0.17 |
Aerovias DE Mexico S.A. DE CV 7.000 2/5/2025 | 225,000.00 | $78,750.00 | 7.000 | 02/05/2025 | 0.17 |
Allison Transmission Inc. 5.875 6/1/2029 | 195,000.00 | $217,691.18 | 5.875 | 06/01/2029 | 0.48 |
ALTICE Financing S.A. 5.000 1/15/2028 | 230,000.00 | $235,217.55 | 5.000 | 01/15/2028 | 0.52 |
Anglogold Ashanti Holdings PLC 3.750 10/1/2030 | 215,000.00 | $228,808.05 | 3.750 | 10/01/2030 | 0.50 |
Applied Systems Inc. 8.320 9/19/2025 | 225,822.00 | $227,139.22 | 8.000 | 09/19/2025 | 0.50 |
Aramark Services Inc. 5.000 2/1/2028 | 40,000.00 | $42,060.00 | 5.000 | 02/01/2028 | 0.09 |
Aroundtown S.A. 2.000 11/2/2026 | 200,000.00 | $259,246.38 | 2.000 | 11/02/2026 | 0.57 |
Asg Finance Designated 7.875 12/3/2024 | 230,000.00 | $192,050.00 | 7.875 | 12/03/2024 | 0.42 |
Assuredpartners Inc. 3.500 2/13/2027 | 123,364.53 | $121,095.48 | 3.648 | 02/13/2027 | 0.26 |
Assuredpartners Inc. 7.000 8/15/2025 | 238,000.00 | $246,476.37 | 7.000 | 08/15/2025 | 0.54 |
Athenahealth Inc. 4.500 2/11/2026 | 123,433.59 | $122,970.71 | 4.750 | 02/11/2026 | 0.27 |
Aviation Capital Group LLC 5.500 12/15/2024 | 205,000.00 | $219,657.83 | 5.500 | 12/15/2024 | 0.48 |
Avient Corp. 5.750 5/15/2025 | 32,000.00 | $34,240.00 | 5.750 | 05/15/2025 | 0.07 |
Avolon Holdings Funding Ltd. 3.950 7/1/2024 | 20,000.00 | $20,569.02 | 3.950 | 07/01/2024 | 0.04 |
Banco Mercantil Del Norte S.A. 8.375 12/31/2099 | 200,000.00 | $230,302.00 | 8.375 | 12/31/2099 | 0.51 |
Banistmo S.A. 4.250 7/31/2027 | 320,000.00 | $335,116.80 | 4.250 | 07/31/2027 | 0.74 |
Bank Leumi-le-Israel Corp. 3.275 1/29/2031 | 225,000.00 | $231,159.38 | 3.275 | 01/29/2031 | 0.51 |
Bank of America Corp. 5.125 12/31/2049 | 180,000.00 | $190,563.64 | 5.125 | 12/31/2049 | 0.42 |
Bank of New York MELLON 4.700 9/20/2049 | 47,000.00 | $51,465.00 | 4.700 | 09/20/2049 | 0.11 |
Bank_17-bnk5 | 60,000.00 | $65,398.94 | 3.896 | 06/15/2060 | 0.14 |
Banque Ouest Africaine DE Developp 4.700 10/22/2031 | 414,000.00 | $444,992.04 | 4.700 | 10/22/2031 | 0.98 |
Bausch Health Companies Inc. 5.500 11/1/2025 | 47,000.00 | $48,461.70 | 5.500 | 11/01/2025 | 0.10 |
Bausch Health Companies Inc. 6.250 2/15/2029 | 53,000.00 | $56,256.32 | 6.250 | 02/15/2029 | 0.12 |
Bbva Bancomer S.A. (texas Branch) 6.750 9/30/2022 | 236,000.00 | $255,647.00 | 6.750 | 09/30/2022 | 0.56 |
Black Knight Infoserv LLC 3.625 9/1/2028 | 42,000.00 | $42,603.96 | 3.625 | 09/01/2028 | 0.09 |
Blackstone Mortgage Trust Inc. 4.750 3/15/2023 | 245,000.00 | $243,529.31 | 4.750 | 03/15/2023 | 0.53 |
Blkrk Lqdty Fed CL Instnal | 514,409.15 | $514,409.15 | 0.035 | 12/01/2099 | 1.14 |
Boingo Wireless Inc. 1.000 10/1/2023 | 385,000.00 | $345,537.50 | 1.000 | 10/01/2023 | 0.76 |
Boise Cascade Co. 4.875 7/1/2030 | 59,000.00 | $64,125.63 | 4.875 | 07/01/2030 | 0.14 |
Boyd Gaming Corporation 4.750 12/1/2027 | 230,000.00 | $234,199.80 | 4.750 | 12/01/2027 | 0.51 |
BRAZIL Federative Republic of (GOV 4.750 1/14/2050 | 200,000.00 | $212,625.00 | 4.750 | 01/14/2050 | 0.47 |
Brighthouse Financial Inc. 3.700 6/22/2027 | 96,000.00 | $104,485.80 | 3.700 | 06/22/2027 | 0.23 |
Brighthouse Financial Inc. 4.700 6/22/2047 | 155,000.00 | $160,492.04 | 4.700 | 06/22/2047 | 0.35 |
Brighthouse Financial Inc. 5.625 5/15/2030 | 25,000.00 | $30,734.46 | 5.625 | 05/15/2030 | 0.06 |
Buckeye Partners LP TL 2.750 11/1/2026 | 82,663.61 | $81,979.08 | 2.899 | 11/01/2026 | 0.18 |
Bway Holding Co. 5.500 4/15/2024 | 60,000.00 | $60,837.60 | 5.500 | 04/15/2024 | 0.13 |
Bway Holding Company 3.250 4/3/2024 | 65,201.60 | $62,261.73 | 3.480 | 04/03/2024 | 0.13 |
Calpine Corp. 5.000 2/1/2031 | 40,000.00 | $42,210.00 | 5.000 | 02/01/2031 | 0.09 |
Calpine Corp. 5.125 3/15/2028 | 78,000.00 | $82,103.97 | 5.125 | 03/15/2028 | 0.18 |
Calpine Corp. 5.250 6/1/2026 | 255,000.00 | $264,575.25 | 5.250 | 06/01/2026 | 0.58 |
Carnival Corp. 7.625 3/1/2026 | 75,000.00 | $79,756.50 | 7.625 | 03/01/2026 | 0.17 |
CDK Global Inc. 5.875 6/15/2026 | 23,000.00 | $24,078.13 | 5.875 | 06/15/2026 | 0.05 |
Charles Schwab Corporation (THE) 5.375 9/1/2068 | 35,000.00 | $39,112.50 | 5.375 | 09/01/2068 | 0.08 |
Charter Communications Operating L 3.700 4/1/2051 | 20,000.00 | $21,033.66 | 3.700 | 04/01/2051 | 0.04 |
Charter Communications Operating L 4.800 3/1/2050 | 30,000.00 | $36,077.93 | 4.800 | 03/01/2050 | 0.07 |
CHASE HOME LENDING MORTGAGE TR | 46,317.49 | $47,536.89 | 3.500 | 07/01/2049 | 0.10 |
Chemours Company 7.000 5/15/2025 | 179,000.00 | $185,444.00 | 7.000 | 05/15/2025 | 0.41 |
Cheniere Corpus Christi Holdings L 7.000 6/30/2024 | 300,000.00 | $346,176.18 | 7.000 | 06/30/2024 | 0.76 |
Cheniere Energy Inc. 4.250 3/15/2045 | 400,000.00 | $303,255.60 | 4.250 | 03/15/2045 | 0.67 |
Citizens Financial Group Inc. 5.650 10/6/2068 | 35,000.00 | $38,762.50 | 5.650 | 10/06/2068 | 0.08 |
Clear Channel Worldwide Holdings I 9.250 2/15/2024 | 110,000.00 | $110,149.05 | 9.250 | 02/15/2024 | 0.24 |
CNX Resources Corp. 6.000 1/15/2029 | 225,000.00 | $227,812.50 | 6.000 | 01/15/2029 | 0.50 |
Colt Merger Sub Inc. 6.250 7/1/2025 | 50,000.00 | $53,387.25 | 6.250 | 07/01/2025 | 0.11 |
Comm_13-cr6 | 110,000.00 | $113,963.07 | 3.147 | 03/10/2046 | 0.25 |
Commscope Technologies LLC 5.000 3/15/2027 | 448,000.00 | $446,600.00 | 5.000 | 03/15/2027 | 0.99 |
CONNECTICUT AVENUE SECURITIES | 358,835.54 | $357,036.45 | 2.600 | 07/25/2031 | 0.79 |
CONNECTICUT AVENUE SECURITIES | 415,114.57 | $413,034.51 | 2.250 | 10/25/2039 | 0.91 |
Corporacion Nacional Del Cobre DE 3.150 1/14/2030 | 218,000.00 | $236,561.61 | 3.150 | 01/14/2030 | 0.52 |
Cote D Ivoire (REPUBLIC OF) 6.125 6/15/2033 | 200,000.00 | $220,886.00 | 6.125 | 06/15/2033 | 0.48 |
Cox Media Group Ohio Inc. 4.250 12/17/2026 | 13,895.00 | $13,738.68 | 4.398 | 12/17/2026 | 0.03 |
CREDIT SUISSE FIRST BOSTON MOR | 22,157.24 | $22,386.11 | 5.000 | 07/25/2035 | 0.04 |
Credit Suisse Group AG 6.250 12/29/2049 | 500,000.00 | $549,703.00 | 6.250 | 12/29/2049 | 1.21 |
Crmsi_06-3 | 295,664.58 | $305,139.33 | 5.122 | 11/25/2036 | 0.67 |
Csn Islands xi Corp. 6.750 1/28/2028 | 235,000.00 | $246,691.25 | 6.750 | 01/28/2028 | 0.54 |
Dbjpm_20-c9 | 500,000.00 | $521,120.55 | 2.567 | 09/01/2053 | 1.15 |
Delta Air Lines Inc. 7.000 5/1/2025 | 390,000.00 | $445,902.60 | 7.000 | 05/01/2025 | 0.98 |
Delta Airlines Inc. OLD 7.375 1/15/2026 | 64,000.00 | $72,022.91 | 7.375 | 01/15/2026 | 0.15 |
Dominican Republic (GOVERNMENT) 4.500 1/30/2030 | 214,000.00 | $225,183.64 | 4.500 | 01/30/2030 | 0.49 |
Duke Energy Corp. 4.875 12/31/2049 | 80,000.00 | $85,960.00 | 4.875 | 12/31/2049 | 0.19 |
EGYPT (ARAB Republic OF) 5.750 5/29/2024 | 206,000.00 | $217,250.69 | 5.750 | 05/29/2024 | 0.48 |
EGYPT (ARAB Republic OF) 7.600 3/1/2029 | 200,000.00 | $223,509.40 | 7.600 | 03/01/2029 | 0.49 |
el Salvador Republic of (GOVERNMEN 7.650 6/15/2035 | 217,000.00 | $191,394.00 | 7.650 | 06/15/2035 | 0.42 |
Electricite DE France S.A. 3.000 12/3/2168 | 200,000.00 | $250,647.61 | 3.000 | 12/03/2168 | 0.55 |
Encompass Health Corp. 4.500 2/1/2028 | 25,000.00 | $26,203.25 | 4.500 | 02/01/2028 | 0.05 |
Encompass Health Corp. 4.750 2/1/2030 | 19,000.00 | $20,250.39 | 4.750 | 02/01/2030 | 0.04 |
Energizer Holdings Inc. 4.375 3/31/2029 | 44,000.00 | $44,965.80 | 4.375 | 03/31/2029 | 0.09 |
Energy Transfer Operating LP 7.125 5/15/2168 | 195,000.00 | $185,201.25 | 7.125 | 05/15/2168 | 0.41 |
Enterprise Products Operating LLC 3.200 2/15/2052 | 135,000.00 | $136,721.78 | 3.200 | 02/15/2052 | 0.30 |
EURO | 3,714.12 | $4,430.39 | 0.000 | - | 0.00 |
EURUSD | -545,000.00 | -$651,076.55 | 0.000 | 01/15/2021 | 0.00 |
FANNIE MAE CONNECTICUT AVENUE | 437,513.28 | $433,657.26 | 2.300 | 10/25/2030 | 0.96 |
FANNIE MAE CONNECTICUT AVENUE | 461,742.16 | $458,589.75 | 2.500 | 01/25/2031 | 1.01 |
FANNIE MAE CONNECTICUT AVENUE | 356,628.41 | $351,699.73 | 2.350 | 08/25/2030 | 0.77 |
FANNIE MAE CONNECTICUT AVENUE | 21,640.90 | $21,721.68 | 3.000 | 11/25/2029 | 0.04 |
FANNIE MAE REMICS - FNR 2017-7 | 49,149.25 | $51,928.04 | 3.500 | 10/25/2047 | 0.11 |
Fidelity Inst : Gov PT CL I | 514,409.01 | $514,409.01 | 0.000 | 12/01/2099 | 1.14 |
Financial Square Gov CL Fst Mmf | 514,409.01 | $514,409.01 | 0.016 | 12/01/2099 | 1.14 |
First Quantum Minerals Ltd. 6.875 10/15/2027 | 200,000.00 | $209,500.00 | 6.875 | 10/15/2027 | 0.46 |
First Quantum Minerals Ltd. 7.500 4/1/2025 | 200,000.00 | $208,000.00 | 7.500 | 04/01/2025 | 0.46 |
FLAGSTAR MORTGAGE TRUST 2018-5 | 3,195.24 | $3,196.23 | 4.000 | 09/25/2048 | 0.00 |
Ford Motor Credit Company LLC 4.542 8/1/2026 | 200,000.00 | $210,000.00 | 4.542 | 08/01/2026 | 0.46 |
FREDDIE MAC STACR REMIC TRUST | 500,000.00 | $501,421.40 | 3.250 | 03/25/2050 | 1.11 |
FREDDIE MAC STRUCTURED AGENCY | 241,088.07 | $248,283.78 | 3.400 | 07/25/2029 | 0.55 |
FREDDIE MAC STRUCTURED AGENCY | 439,142.75 | $434,222.02 | 2.450 | 09/25/2030 | 0.96 |
Freeport-Mcmoran Copper & Gold Inc. 5.450 3/15/2043 | 578,000.00 | $723,575.08 | 5.450 | 03/15/2043 | 1.60 |
Fremf_13-k25 | 45,000.00 | $46,736.50 | 3.744 | 11/25/2045 | 0.10 |
Fremf_14-k717 | 20,000.00 | $20,233.95 | 3.755 | 11/25/2047 | 0.04 |
Fremf_14-k717 | 35,000.00 | $35,556.56 | 3.755 | 11/25/2047 | 0.07 |
Fremf_15-k721 | 435,000.00 | $452,780.63 | 3.681 | 11/25/2047 | 1.00 |
Fremf_16-k53 | 50,000.00 | $55,096.03 | 4.158 | 03/25/2049 | 0.12 |
Fremf_16-k722 | 75,000.00 | $79,501.60 | 3.976 | 07/25/2049 | 0.17 |
Fremf_17-k71 | 35,000.00 | $38,771.53 | 3.882 | 11/25/2050 | 0.08 |
Frontier Communications Corp. 5.750 10/8/2027 | 225,000.00 | $225,843.75 | 5.750 | 10/08/2027 | 0.50 |
Frontier Communications Corp. 5.875 10/15/2027 | 45,000.00 | $47,390.63 | 5.875 | 10/15/2027 | 0.10 |
Future Retail Ltd. 5.600 1/22/2025 | 225,000.00 | $183,375.00 | 5.600 | 01/22/2025 | 0.40 |
Galaxy Pipeline Assets Bid Co. Ltd. 2.625 3/31/2036 | 230,000.00 | $238,357.83 | 2.625 | 03/31/2036 | 0.52 |
GALTON FUNDING MORTGAGE TRUST | 18,770.47 | $18,925.40 | 3.500 | 11/25/2057 | 0.04 |
Gartner Inc. 3.750 10/1/2030 | 45,000.00 | $46,870.65 | 3.750 | 10/01/2030 | 0.10 |
General Electric Co. 3.625 5/1/2030 | 200,000.00 | $224,452.44 | 3.625 | 05/01/2030 | 0.49 |
General Motors Co. 6.125 10/1/2025 | 20,000.00 | $24,112.15 | 6.125 | 10/01/2025 | 0.05 |
General Motors Financial Co. Inc. 5.700 3/30/2169 | 25,000.00 | $27,375.00 | 5.700 | 03/30/2169 | 0.06 |
GFL Environmental Inc. 3.750 8/1/2025 | 23,000.00 | $23,503.13 | 3.750 | 08/01/2025 | 0.05 |
Global Medical Response Inc. 5.750 9/24/2025 | 65,000.00 | $64,155.00 | 5.750 | 09/24/2025 | 0.14 |
Global Payments Inc. 2.900 5/15/2030 | 19,000.00 | $20,776.93 | 2.900 | 05/15/2030 | 0.04 |
Gold Fields Orogen Holdings (BVI) 6.125 5/15/2029 | 200,000.00 | $240,500.00 | 6.125 | 05/15/2029 | 0.53 |
GOVERNMENT NATIONAL MORTGAGE A | 20,000.00 | $22,249.37 | 3.500 | 03/20/2047 | 0.04 |
GOVERNMENT NATIONAL MORTGAGE A | 25,000.00 | $27,144.21 | 2.500 | 08/20/2047 | 0.06 |
GRUPO AEROMEXICO DIP DELAY-DRAW PIK TERM LOAN DD 12.500 8/19/2022 | 73,125.00 | $73,125.00 | 12.500 | 08/19/2022 | 0.16 |
GRUPO AEROMEXICO DIP DELAY-DRAW TERM LOAN DD 8.000 8/19/2022 | 30,000.00 | $30,000.00 | 8.000 | 08/19/2022 | 0.06 |
Grupo Cementos DE Chihuahua Sab DE 5.250 6/23/2024 | 200,000.00 | $206,981.00 | 5.250 | 06/23/2024 | 0.45 |
Grupo Energia Bogota S.A. ESP 4.875 5/15/2030 | 200,000.00 | $234,650.00 | 4.875 | 05/15/2030 | 0.52 |
GSMPS MORTGAGE LOAN TRUST - GS | 12,795.94 | $12,797.05 | 7.750 | 05/19/2027 | 0.02 |
Gsms_10-c1 | 150,000.00 | $134,953.40 | 5.635 | 08/10/2043 | 0.29 |
Gsms_20-gc47 | 500,000.00 | $554,832.45 | 3.571 | 05/01/2053 | 1.23 |
Gsmscii_17-gs6 | 500,000.00 | $552,548.70 | 3.869 | 05/10/2050 | 1.22 |
Gusap Iii LP 4.250 1/21/2030 | 430,000.00 | $471,387.50 | 4.250 | 01/21/2030 | 1.04 |
Hamilton Projects Acquiror LLC 5.750 6/11/2027 | 219,450.00 | $219,678.67 | 5.750 | 06/11/2027 | 0.48 |
Helix Energy Solutions Group Inc. 6.750 2/15/2026 | 290,000.00 | $282,684.55 | 6.750 | 02/15/2026 | 0.62 |
Hngry_18-1a | 49,000.00 | $49,052.92 | 4.250 | 06/20/2048 | 0.10 |
Hngry_20-1a | 700,000.00 | $707,584.81 | 3.981 | 12/20/2050 | 1.56 |
Honduras Republic of 5.625 6/24/2030 | 303,000.00 | $342,390.00 | 5.625 | 06/24/2030 | 0.75 |
Hooty_14-1a | 485,625.00 | $440,894.08 | 4.846 | 08/20/2044 | 0.97 |
Hta Group Ltd. 7.000 12/18/2025 | 210,000.00 | $226,384.20 | 7.000 | 12/18/2025 | 0.50 |
Hub International Ltd. 7.000 5/1/2026 | 195,000.00 | $203,727.23 | 7.000 | 05/01/2026 | 0.45 |
Hudbay Minerals Inc. 7.625 1/15/2025 | 145,000.00 | $150,709.38 | 7.625 | 01/15/2025 | 0.33 |
Informatica Corp. 0.000 2/14/2025 | 31,000.00 | $31,620.00 | 7.125 | 02/14/2025 | 0.07 |
Iron Mountain Inc. 5.250 7/15/2030 | 205,000.00 | $217,556.25 | 5.250 | 07/15/2030 | 0.48 |
Jefferies Group Inc. 6.500 1/20/2043 | 365,000.00 | $497,100.98 | 6.500 | 01/20/2043 | 1.10 |
JP MORGAN MORTGAGE TRUST 2006- | 24,469.62 | $26,557.01 | 6.000 | 04/25/2036 | 0.05 |
JP MORGAN MORTGAGE TRUST 2007- | 34,607.87 | $30,975.88 | 3.363 | 07/25/2035 | 0.06 |
JP MORGAN MORTGAGE TRUST 2014- | 43,846.15 | $44,792.46 | 3.397 | 06/25/2029 | 0.09 |
JP MORGAN MORTGAGE TRUST 2014- | 43,846.15 | $44,616.40 | 3.397 | 06/25/2029 | 0.09 |
JP MORGAN MORTGAGE TRUST 2014- | 76,027.89 | $77,236.19 | 2.287 | 07/25/2044 | 0.17 |
JP MORGAN MORTGAGE TRUST 2015- | 81,927.26 | $84,349.10 | 3.608 | 06/25/2045 | 0.18 |
JP MORGAN MORTGAGE TRUST 2015- | 81,927.26 | $84,842.79 | 3.608 | 06/25/2045 | 0.18 |
JP MORGAN MORTGAGE TRUST 2016- | 90,549.09 | $94,239.60 | 3.869 | 10/25/2046 | 0.20 |
JP MORGAN MORTGAGE TRUST 2016- | 87,508.00 | $91,870.78 | 3.869 | 10/25/2046 | 0.20 |
JP MORGAN MORTGAGE TRUST 2017- | 17,354.79 | $17,836.11 | 3.500 | 05/25/2047 | 0.03 |
JP MORGAN MORTGAGE TRUST 2018- | 2,724.16 | $2,723.84 | 3.500 | 10/25/2048 | 0.00 |
JP MORGAN MORTGAGE TRUST 2020- | 303,246.24 | $308,061.34 | 3.500 | 06/01/2050 | 0.68 |
JP MORGAN TRUST 2015-5 - JPMMT | 87,750.41 | $89,938.42 | 2.578 | 05/25/2045 | 0.19 |
JP MORGAN TRUST 2015-6 - JPMMT | 83,145.15 | $85,372.28 | 3.565 | 10/25/2045 | 0.18 |
JP MORGAN TRUST 2015-6 - JPMMT | 83,145.15 | $85,834.43 | 3.565 | 10/25/2045 | 0.19 |
Jpmcc_13-lc11 | 130,000.00 | $127,750.12 | 3.499 | 04/15/2046 | 0.28 |
Jpmcc_16-wiki | 90,000.00 | $89,540.69 | 2.798 | 10/05/2031 | 0.19 |
Jpmcc_16-wiki | 85,000.00 | $83,927.41 | 3.201 | 10/05/2031 | 0.18 |
Jpmorgan Chase & Co. 3.109 4/22/2041 | 20,000.00 | $22,264.26 | 3.109 | 04/22/2041 | 0.04 |
Jpmorgan Chase & Co. 3.109 4/22/2051 | 30,000.00 | $33,659.58 | 3.109 | 04/22/2051 | 0.07 |
Jpmorgan Chase & Co. 5.000 12/31/2049 | 90,000.00 | $94,609.86 | 5.000 | 12/31/2049 | 0.20 |
Jsm Global Sarl 4.750 10/20/2030 | 210,000.00 | $222,733.35 | 4.750 | 10/20/2030 | 0.49 |
Kaztransgaz AO 4.375 9/26/2027 | 200,000.00 | $226,526.00 | 4.375 | 09/26/2027 | 0.50 |
Kindred AT Home 3.250 7/2/2025 | 93,270.81 | $92,882.15 | 3.438 | 07/02/2025 | 0.20 |
L Brands Inc. 9.375 7/1/2025 | 130,000.00 | $158,762.50 | 9.375 | 07/01/2025 | 0.35 |
Lbubs_06-c6 | 52,701.61 | $30,419.51 | 5.452 | 09/15/2039 | 0.06 |
Lcpr Senior Secured Financing Dac 6.750 10/15/2027 | 235,000.00 | $255,762.25 | 6.750 | 10/15/2027 | 0.56 |
LUKOIL Securities BV 3.875 5/6/2030 | 220,000.00 | $237,600.00 | 3.875 | 05/06/2030 | 0.52 |
Marathon Oil Corp. 4.400 7/15/2027 | 200,000.00 | $218,298.10 | 4.400 | 07/15/2027 | 0.48 |
Methanex Corporation 5.250 12/15/2029 | 235,000.00 | $246,632.50 | 5.250 | 12/15/2029 | 0.54 |
Metinvest BV 7.650 10/1/2027 | 200,000.00 | $210,187.40 | 7.650 | 10/01/2027 | 0.46 |
Metlife Inc. 3.850 3/15/2169 | 55,000.00 | $57,183.50 | 3.850 | 03/15/2169 | 0.12 |
MGM Resorts International 4.750 10/15/2028 | 45,000.00 | $46,940.63 | 4.750 | 10/15/2028 | 0.10 |
MHP Lux S.A. 6.950 4/3/2026 | 200,000.00 | $212,294.00 | 6.950 | 04/03/2026 | 0.47 |
Mileage Plus Holdings LLC 6.500 6/20/2027 | 175,000.00 | $190,093.75 | 6.500 | 06/20/2027 | 0.42 |
Mongolia (GOVERNMENT OF) 5.625 5/1/2023 | 230,000.00 | $243,225.00 | 5.625 | 05/01/2023 | 0.53 |
Morgan Stanley 4.047 12/29/2049 | 115,000.00 | $115,039.72 | 0.000 | 12/29/2049 | 0.25 |
MPLX LP 4.700 4/15/2048 | 25,000.00 | $28,245.75 | 4.700 | 04/15/2048 | 0.06 |
MPLX LP 5.500 2/15/2049 | 80,000.00 | $99,601.11 | 5.500 | 02/15/2049 | 0.22 |
MS Inst Liq Govt CL Inst | 514,408.88 | $514,408.88 | 0.000 | 12/01/2099 | 1.14 |
Msc_06-hq10 | 62,003.22 | $61,071.57 | 5.448 | 11/12/2041 | 0.13 |
New Jersey ST Tpk Auth Tpk Rev 7.102 1/1/2041 | 90,000.00 | $146,850.30 | 7.102 | 01/01/2041 | 0.32 |
Nexstar Broadcasting Inc. 4.750 11/1/2028 | 70,000.00 | $72,164.75 | 4.750 | 11/01/2028 | 0.15 |
nk Kazmunaygaz AO 6.375 10/24/2048 | 200,000.00 | $285,164.80 | 6.375 | 10/24/2048 | 0.63 |
NRG Energy Inc. 4.450 6/15/2029 | 335,000.00 | $383,321.64 | 4.450 | 06/15/2029 | 0.84 |
Nrzt_18-rpl1 | 65,289.06 | $69,022.51 | 3.500 | 12/25/2057 | 0.15 |
Nustar Logistics LP 6.375 10/1/2030 | 35,000.00 | $38,040.63 | 6.375 | 10/01/2030 | 0.08 |
Nxp BV 3.400 5/1/2030 | 10,000.00 | $11,288.53 | 3.400 | 05/01/2030 | 0.02 |
Nxp BV NXP Funding LLC 4.300 6/18/2029 | 13,000.00 | $15,277.40 | 4.300 | 06/18/2029 | 0.03 |
Oct48_20-3a | 350,000.00 | $350,643.65 | 1.732 | 10/20/2031 | 0.77 |
Oleoducto Central S.A. (OCENSA) 4.000 7/14/2027 | 205,000.00 | $221,553.75 | 4.000 | 07/14/2027 | 0.49 |
Ortho-Clinical Diagnostics Inc. 7.250 2/1/2028 | 210,000.00 | $224,046.90 | 7.250 | 02/01/2028 | 0.49 |
Pabst Brewing CO(BLUE Ribbon LLC) 5.000 11/13/2021 | 53,647.44 | $50,741.52 | 5.000 | 11/13/2021 | 0.11 |
Pacific Gas And Electric Company 3.300 8/1/2040 | 29,000.00 | $29,412.53 | 3.300 | 08/01/2040 | 0.06 |
Paraguay Republic of (GOVERNMENT) 4.950 4/28/2031 | 200,000.00 | $238,002.00 | 4.950 | 04/28/2031 | 0.52 |
Paratek Pharmaceuticals Inc. 4.750 5/1/2024 | 265,000.00 | $229,508.84 | 4.750 | 05/01/2024 | 0.50 |
Pdc Energy Inc. (DELAWARE) 1.125 9/15/2021 | 250,000.00 | $245,012.75 | 1.125 | 09/15/2021 | 0.54 |
Pdc Energy Inc. (DELAWARE) 5.750 5/15/2026 | 135,000.00 | $134,578.13 | 5.750 | 05/15/2026 | 0.29 |
PERU (REPUBLIC OF) 5.350 8/12/2040 | 766,000.00 | $217,294.18 | 5.350 | 08/12/2040 | 0.48 |
Petrobras Global Finance BV 5.093 1/15/2030 | 145,000.00 | $159,297.00 | 5.093 | 01/15/2030 | 0.35 |
Petroleos Mexicanos 6.500 1/23/2029 | 200,000.00 | $195,000.00 | 6.500 | 01/23/2029 | 0.43 |
PG&E Corporation 5.250 7/1/2030 | 165,000.00 | $180,056.25 | 5.250 | 07/01/2030 | 0.39 |
Pilgrims Pride Corp. 5.875 9/30/2027 | 46,000.00 | $49,507.50 | 5.875 | 09/30/2027 | 0.10 |
Pioneer Natural Resources Company 1.900 8/15/2030 | 60,000.00 | $59,097.06 | 1.900 | 08/15/2030 | 0.13 |
Popular Inc. 6.125 9/14/2023 | 449,000.00 | $485,434.11 | 6.125 | 09/14/2023 | 1.07 |
POST Holdings Inc. 4.625 4/15/2030 | 29,000.00 | $30,312.25 | 4.625 | 04/15/2030 | 0.06 |
Precision Drilling Corporation 7.750 12/15/2023 | 220,000.00 | $177,589.50 | 7.750 | 12/15/2023 | 0.39 |
Prime Security Services Borrower L 5.750 4/15/2026 | 350,000.00 | $380,187.50 | 5.750 | 04/15/2026 | 0.84 |
Rede Dor Finance Sarl 4.500 1/22/2030 | 270,000.00 | $279,193.50 | 4.500 | 01/22/2030 | 0.61 |
Reynolds Group Issuer LLC 4.000 10/15/2027 | 150,000.00 | $152,730.00 | 4.000 | 10/15/2027 | 0.33 |
Royal Bank of Scotland Group PLC 8.625 12/29/2049 | 535,000.00 | $557,780.30 | 8.625 | 12/29/2049 | 1.23 |
Royalty Pharma PLC 1.200 9/2/2025 | 30,000.00 | $30,286.46 | 1.200 | 09/02/2025 | 0.06 |
Royalty Pharma PLC 1.750 9/2/2027 | 20,000.00 | $20,435.21 | 1.750 | 09/02/2027 | 0.04 |
Rutas 2 And 7 Finance Limited 0.000 9/30/2036 | 255,000.00 | $186,787.50 | 0.000 | 09/30/2036 | 0.41 |
Schaeffler AG 2.875 3/26/2027 | 120,000.00 | $150,925.35 | 2.875 | 03/26/2027 | 0.33 |
Scientific Games International Inc. 8.250 3/15/2026 | 172,000.00 | $184,780.46 | 8.250 | 03/15/2026 | 0.40 |
SECURITIZED NET CASH - ACR1 | 450,778.86 | $450,778.86 | 0.000 | - | 0.99 |
SECURITIZED NET CASH - CSH1 0.050 12/15/2038 | -1,088,078.15 | -$1,088,078.15 | 0.000 | - | -2.42 |
SECURITIZED NET CASH - LT | -92,890.18 | -$92,890.18 | 0.000 | - | -0.20 |
Sempra Energy 4.875 10/15/2068 | 35,000.00 | $37,100.00 | 4.875 | 10/15/2068 | 0.08 |
Senegal (REPUBLIC OF) 6.750 3/13/2048 | 200,000.00 | $217,367.00 | 6.750 | 03/13/2048 | 0.48 |
SEQUOIA MORTGAGE TRUST 2014-1 | 384,640.90 | $396,404.33 | 3.915 | 04/25/2044 | 0.87 |
SEQUOIA MORTGAGE TRUST 2014-2 | 11,824.33 | $12,215.88 | 3.500 | 07/25/2044 | 0.02 |
SEQUOIA MORTGAGE TRUST 2015-1 | 34,561.53 | $35,312.97 | 3.868 | 01/25/2045 | 0.07 |
SEQUOIA MORTGAGE TRUST 2017-4 | 33,678.61 | $34,597.98 | 3.500 | 07/25/2047 | 0.07 |
SEQUOIA MORTGAGE TRUST 2017-5 | 460,278.41 | $483,105.09 | 3.823 | 08/25/2047 | 1.07 |
SEQUOIA MORTGAGE TRUST 2017-6 | 460,611.85 | $485,827.31 | 3.746 | 09/01/2047 | 1.07 |
SEQUOIA MORTGAGE TRUST 2017-7 | 462,310.47 | $487,811.15 | 3.738 | 10/01/2047 | 1.08 |
SEQUOIA MORTGAGE TRUST 2018-5 | 13,346.21 | $13,382.58 | 3.500 | 05/25/2048 | 0.02 |
SOUTH AFRICA RAND | 512.72 | $33.11 | 0.000 | - | NaN |
South Carolina ST Pub Svcs Aut 4.770 12/1/2045 | 55,000.00 | $71,581.40 | 4.770 | 12/01/2045 | 0.15 |
Southwest Airlines Co. 5.125 6/15/2027 | 60,000.00 | $69,885.20 | 5.125 | 06/15/2027 | 0.15 |
Southwest Airlines Co. 5.250 5/4/2025 | 30,000.00 | $34,241.88 | 5.250 | 05/04/2025 | 0.07 |
Southwestern Energy Company 7.750 10/1/2027 | 485,000.00 | $512,584.38 | 7.750 | 10/01/2027 | 1.13 |
Spirit Aerosystems Inc. 5.500 1/15/2025 | 190,000.00 | $202,112.50 | 5.500 | 01/15/2025 | 0.44 |
Sprint Corp. 7.875 9/15/2023 | 205,000.00 | $236,518.75 | 7.875 | 09/15/2023 | 0.52 |
Standard Industries Inc. 3.375 1/15/2031 | 35,000.00 | $35,175.00 | 3.375 | 01/15/2031 | 0.07 |
Standard Industries Inc. NJ 5.000 2/15/2027 | 7,000.00 | $7,354.38 | 5.000 | 02/15/2027 | 0.01 |
Stars Group Holdings (AMAYA) 3.500 7/10/2025 | 30,417.49 | $30,514.12 | 3.720 | 07/10/2025 | 0.06 |
Syngenta Finance nv 3.933 4/23/2021 | 225,000.00 | $227,307.65 | 3.933 | 04/23/2021 | 0.50 |
Tenet Healthcare Corporation 5.125 5/1/2025 | 70,000.00 | $70,784.00 | 5.125 | 05/01/2025 | 0.15 |
Tenet Healthcare Corporation 6.125 10/1/2028 | 40,000.00 | $40,625.00 | 6.125 | 10/01/2028 | 0.09 |
Tenet Healthcare Corporation 6.875 11/15/2031 | 100,000.00 | $103,856.00 | 6.875 | 11/15/2031 | 0.23 |
Terrier Media Buyer Inc. 8.875 12/15/2027 | 125,000.00 | $135,234.38 | 8.875 | 12/15/2027 | 0.29 |
TEVA Pharmaceutical Finance Nether 6.750 3/1/2028 | 200,000.00 | $224,000.00 | 6.750 | 03/01/2028 | 0.49 |
Time Warner Cable Inc. 7.300 7/1/2038 | 170,000.00 | $249,953.31 | 7.300 | 07/01/2038 | 0.55 |
Tpmt_15-5 | 13,464.16 | $13,568.04 | 2.750 | 05/25/2055 | 0.03 |
Transdigm Inc. 6.250 3/15/2026 | 62,000.00 | $65,797.81 | 6.250 | 03/15/2026 | 0.14 |
Triton Bidco 5.500 12/12/2026 | 74,625.00 | $74,660.00 | 5.500 | 12/12/2026 | 0.16 |
Tronox Inc. 6.500 4/15/2026 | 225,000.00 | $233,995.50 | 6.500 | 04/15/2026 | 0.51 |
Truist Financial Corp. 4.950 12/31/2049 | 45,000.00 | $49,387.50 | 4.950 | 12/31/2049 | 0.10 |
Turk SISE VE Cam Fabrika 6.950 3/14/2026 | 200,000.00 | $216,465.40 | 6.950 | 03/14/2026 | 0.47 |
Turkcell Iletisim Hizmetleri AS 5.800 4/11/2028 | 210,000.00 | $219,779.70 | 5.800 | 04/11/2028 | 0.48 |
UBS Group Funding Switzerland AG 6.875 3/22/2167 | 200,000.00 | $203,463.20 | 6.875 | 03/22/2167 | 0.45 |
ULKER Biskuvi Sanayi AS 6.950 10/30/2025 | 230,000.00 | $244,892.50 | 6.950 | 10/30/2025 | 0.54 |
Ultimate Software Group Inc. (THE) 3.750 5/4/2026 | 118,169.78 | $117,639.32 | 3.898 | 05/04/2026 | 0.26 |
US 10yr Note Mar 21 | -12.00 | -$1,658,062.56 | 0.000 | 03/22/2021 | 0.00 |
US 5yr Note Mar 21 | 11.00 | $1,386,343.75 | 0.000 | 03/31/2021 | 0.00 |
US Bancorp | 350.00 | $315,175.00 | 38.073 | 12/31/2049 | 0.69 |
US Ultra 10yr Note Mar 21 | 6.00 | $942,750.00 | 0.000 | 03/22/2021 | 0.00 |
USB Capital ix 3.500 10/29/2049 | 115,000.00 | $110,297.08 | 3.500 | 10/29/2049 | 0.24 |
Usis Merger Sub Inc. 6.875 5/1/2025 | 235,000.00 | $241,607.03 | 6.875 | 05/01/2025 | 0.53 |
Uzbekistan (REPUBLIC OF) 4.750 2/20/2024 | 226,000.00 | $241,923.51 | 4.750 | 02/20/2024 | 0.53 |
Verscend Escrow Corp. 9.750 8/15/2026 | 220,000.00 | $239,387.50 | 9.750 | 08/15/2026 | 0.53 |
Verscend Holding Corp. 4.500 8/27/2025 | 83,028.76 | $82,994.14 | 4.648 | 08/27/2025 | 0.18 |
Vistra Operations Company LLC 5.500 9/1/2026 | 61,000.00 | $63,903.60 | 5.500 | 09/01/2026 | 0.14 |
Vmed o2 uk Financing I PLC 4.250 1/31/2031 | 200,000.00 | $205,800.00 | 4.250 | 01/31/2031 | 0.45 |
WASHINGTON MUTUAL MORTGAGE PAS | 555.93 | $7.89 | 6.000 | 03/25/2035 | NaN |
WELLS FARGO MORTGAGE BACKED SE | 4,170.81 | $4,060.58 | 4.006 | 04/25/2036 | 0.00 |
Wen_18-1a | 48,625.00 | $50,083.75 | 3.573 | 03/15/2048 | 0.11 |
Wesco Distribution Inc. 7.250 6/15/2028 | 45,000.00 | $50,618.03 | 7.250 | 06/15/2028 | 0.11 |
Windstream Escrow LLC 7.750 8/15/2028 | 215,000.00 | $217,195.15 | 7.750 | 08/15/2028 | 0.48 |
Ypso Finance Bis S.A. 6.000 2/15/2028 | 220,000.00 | $223,697.10 | 6.000 | 02/15/2028 | 0.49 |