Abbott Laboratories 3.750 11/30/2026 | 2,400,000.00 | 0.10 | $2,787,954.72 | 3.750 | 11/30/2026 | ABT |
Abbvie Inc. 2.850 5/14/2023 | 900,000.00 | 0.03 | $947,027.61 | 2.850 | 05/14/2023 | ABBV |
Abbvie Inc. 2.950 11/21/2026 | 2,650,000.00 | 0.10 | $2,890,697.38 | 2.950 | 11/21/2026 | ABBV |
Abbvie Inc. 3.200 5/14/2026 | 500,000.00 | 0.02 | $551,827.60 | 3.200 | 05/14/2026 | ABBV |
Abbvie Inc. 3.250 10/1/2022 | 300,000.00 | 0.01 | $313,818.96 | 3.250 | 10/01/2022 | ABBV |
Abbvie Inc. 3.450 3/15/2022 | 1,000,000.00 | 0.03 | $1,036,311.30 | 3.450 | 03/15/2022 | ABBV |
Abbvie Inc. 3.750 11/14/2023 | 1,200,000.00 | 0.04 | $1,310,108.28 | 3.750 | 11/14/2023 | ABBV |
Abbvie Inc. 4.050 11/21/2039 | 3,193,000.00 | 0.13 | $3,656,542.50 | 4.050 | 11/21/2039 | ABBV |
Abfc_06-he1 | 324,852.08 | 0.00 | $232,699.70 | 0.368 | 01/25/2037 | ABFC_06-H |
Abu Dhabi Crude Oil Pipeline Llc 4.600 11/2/2047 | 330,000.00 | 0.01 | $405,589.80 | 4.600 | 11/02/2047 | ADNOUH |
Acrisure Llc 3.500 2/15/2027 | 413,456.57 | 0.01 | $400,462.05 | 3.656 | 02/15/2027 | ACRISU |
Adani Electricity Mumbai Ltd. 3.949 2/12/2030 | 475,000.00 | 0.01 | $465,890.97 | 3.949 | 02/12/2030 | ADANEM |
Adelphia - Century Comm Escrow | 1,975,000.00 | 0.00 | $0.00 | 0.000 | 12/31/2049 | CENTUC |
Adelphia Recovery Trust | 1.00 | 0.00 | $0.00 | 0.000 | - | ADPAJ |
ADJUSTABLE RATE MORTGAGE TRUST | 63,919.34 | 0.00 | $63,759.54 | 3.671 | 04/25/2035 | ARMT_04-5 |
ADJUSTABLE RATE MORTGAGE TRUST | 122,192.99 | 0.00 | $115,773.40 | 3.076 | 01/25/2036 | ARMT_05-1 |
ADJUSTABLE RATE MORTGAGE TRUST | 520,681.74 | 0.01 | $496,687.48 | 3.922 | 05/25/2036 | ARMT_06-2 |
AEP Texas Inc. 2.400 10/1/2022 | 200,000.00 | 0.00 | $207,263.48 | 2.400 | 10/01/2022 | AEP |
Aercap Ireland Capital Dac Aerca 3.500 1/15/2025 | 300,000.00 | 0.01 | $292,355.58 | 3.500 | 01/15/2025 | AER |
Aercap Ireland Capital Dac Aerca 4.500 9/15/2023 | 460,000.00 | 0.01 | $474,353.84 | 4.500 | 09/15/2023 | AER |
Aercap Ireland Capital Dac Aerca 4.625 10/15/2027 | 745,000.00 | 0.02 | $723,586.91 | 4.625 | 10/15/2027 | AER |
Aercap Ireland Capital Dac Aerca 6.500 7/15/2025 | 605,000.00 | 0.02 | $653,941.17 | 6.500 | 07/15/2025 | AER |
Aercap Ireland Capital Dac 4.450 10/1/2025 | 1,200,000.00 | 0.04 | $1,204,494.12 | 4.450 | 10/01/2025 | AER |
Aercap Ireland Capital Dac 4.450 4/3/2026 | 150,000.00 | 0.00 | $149,496.75 | 4.450 | 04/03/2026 | AER |
Aercap Ireland Capital Ltd. Aerca 3.650 7/21/2027 | 2,700,000.00 | 0.09 | $2,474,893.17 | 3.650 | 07/21/2027 | AER |
Aercap Ireland Capital Ltd. Aerca 4.625 7/1/2022 | 1,100,000.00 | 0.04 | $1,129,737.07 | 4.625 | 07/01/2022 | AER |
AERMEX Dip1 0.010 12/31/2021 | 1,300,000.00 | 0.04 | $1,300,000.00 | 0.010 | 12/31/2021 | AERMEX |
AERMEX Dip2 0.010 12/31/2021 | 1,300,000.00 | 0.04 | $1,300,000.00 | 0.010 | 12/31/2021 | AERMEX |
Aeropuertos Argent 2000 9.375 2/1/2027 | 693,720.00 | 0.01 | $483,869.70 | 9.375 | 02/01/2027 | AEROAR |
Aerovias DE Mexico S.A. DE CV 7.000 2/5/2025 | 855,000.00 | 0.00 | $209,475.00 | 7.000 | 02/05/2025 | AERMEX |
AES Andres Bv dominican Power Part 7.950 5/11/2026 | 640,000.00 | 0.02 | $652,806.40 | 7.950 | 05/11/2026 | AES |
Aes Gener S.A. 7.125 3/26/2079 | 605,000.00 | 0.02 | $619,538.15 | 7.125 | 03/26/2079 | AESGEN |
AIA Group Ltd. 3.375 4/7/2030 | 375,000.00 | 0.01 | $422,103.19 | 3.375 | 04/07/2030 | AIA |
AIA Group Ltd. 3.900 4/6/2028 | 1,000,000.00 | 0.04 | $1,141,290.00 | 3.900 | 04/06/2028 | AIA |
Air Lease Corporation 2.875 1/15/2026 | 1,580,000.00 | 0.05 | $1,554,964.27 | 2.875 | 01/15/2026 | AL |
Air Lease Corporation 3.000 2/1/2030 | 1,740,000.00 | 0.06 | $1,622,792.56 | 3.000 | 02/01/2030 | AL |
Air Lease Corporation 3.375 7/1/2025 | 670,000.00 | 0.02 | $684,758.96 | 3.375 | 07/01/2025 | AL |
Air Lease Corporation 4.250 2/1/2024 | 900,000.00 | 0.03 | $934,776.90 | 4.250 | 02/01/2024 | AL |
Akbank Tas 6.800 2/6/2026 | 610,000.00 | 0.02 | $592,410.04 | 6.800 | 02/06/2026 | AKBNK |
Albania (republic Of) 3.500 6/16/2027 | 150,000.00 | 0.00 | $181,143.52 | 3.500 | 06/16/2027 | ALBANI |
Allison Transmission Inc. 5.875 6/1/2029 | 1,295,000.00 | 0.05 | $1,402,310.18 | 5.875 | 06/01/2029 | ALSN |
ALLY Financial Inc. 5.750 11/20/2025 | 2,390,000.00 | 0.10 | $2,687,124.08 | 5.750 | 11/20/2025 | ALLY |
Alphabet Inc. 1.100 8/15/2030 | 420,000.00 | 0.01 | $416,813.42 | 1.100 | 08/15/2030 | GOOGL |
Alphabet Inc. 1.900 8/15/2040 | 495,000.00 | 0.01 | $476,516.80 | 1.900 | 08/15/2040 | GOOGL |
Alphabet Inc. 2.050 8/15/2050 | 530,000.00 | 0.01 | $495,232.64 | 2.050 | 08/15/2050 | GOOGL |
ALTERNATIVE LOAN TRUST RESECUR | 994,568.19 | 0.02 | $771,872.34 | 6.000 | 08/25/2037 | CWALT_08- |
ALTICE Financing S.A. 5.000 1/15/2028 | 2,040,000.00 | 0.07 | $1,984,032.61 | 5.000 | 01/15/2028 | ALTICE |
Altice France S.A. (france) 2.125 2/15/2025 | 1,900,000.00 | 0.07 | $2,107,918.54 | 2.125 | 02/15/2025 | SFRFP |
Altice France S.a. 6.331 8/14/2026 | 132,637.50 | 0.00 | $129,089.45 | 4.152 | 08/14/2026 | SFRFP |
Altice France S.A. france 3.000 7/18/2025 | 350,038.31 | 0.01 | $333,958.25 | 2.906 | 07/18/2025 | SFRFP |
Amazon.com Inc. 1.200 6/3/2027 | 620,000.00 | 0.02 | $629,206.57 | 1.200 | 06/03/2027 | AMZN |
Amazon.com Inc. 1.500 6/3/2030 | 1,000,000.00 | 0.03 | $1,023,631.40 | 1.500 | 06/03/2030 | AMZN |
Amazon.com Inc. 2.500 6/3/2050 | 1,450,000.00 | 0.05 | $1,480,975.77 | 2.500 | 06/03/2050 | AMZN |
Amazon.com Inc. 3.150 8/22/2027 | 1,700,000.00 | 0.07 | $1,939,748.62 | 3.150 | 08/22/2027 | AMZN |
Ambac Assurance Corporation 5.100 6/7/2020 | 29,742.97 | 0.00 | $40,822.23 | 5.100 | 06/07/2020 | ABK |
Ambac Lsni Llc 6.000 2/12/2023 | 110,143.19 | 0.00 | $110,280.87 | 6.000 | 02/12/2023 | AMBC |
Amc Networks Inc. 4.750 8/1/2025 | 2,094,000.00 | 0.08 | $2,167,708.80 | 4.750 | 08/01/2025 | AMCX |
American Airlines 2016-3 Pass Thro 3.000 10/15/2028 | 1,100,865.77 | 0.03 | $1,032,845.04 | 3.000 | 10/15/2028 | AAL |
American Airlines Inc. 3.375 5/1/2027 | 902,853.51 | 0.02 | $746,114.80 | 3.375 | 05/01/2027 | AAL |
American Airlines Inc. 3.477 12/14/2023 | 647,225.22 | 0.02 | $535,410.59 | 2.152 | 12/14/2023 | AAL |
American Airlines Inc. 5.250 1/31/2021 | 175,444.60 | 0.00 | $161,526.83 | 5.250 | 01/31/2021 | AAL |
American Electric Power Company IN 2.150 11/13/2020 | 300,000.00 | 0.01 | $300,566.52 | 2.150 | 11/13/2020 | AEP |
American International Group Inc. 3.400 6/30/2030 | 1,455,000.00 | 0.06 | $1,608,956.31 | 3.400 | 06/30/2030 | AIG |
American Mun Pwr Ohio Inc. 8.084 2/15/2050 | 1,500,000.00 | 0.10 | $2,858,535.00 | 8.084 | 02/15/2050 | AMEPWR |
American Tower Corporation 1.875 10/15/2030 | 1,725,000.00 | 0.06 | $1,701,225.02 | 1.875 | 10/15/2030 | AMT |
American Tower Corporation 3.000 6/15/2023 | 600,000.00 | 0.02 | $635,641.08 | 3.000 | 06/15/2023 | AMT |
American Tower Corporation 3.375 5/15/2024 | 500,000.00 | 0.02 | $541,649.20 | 3.375 | 05/15/2024 | AMT |
American Transmission Systems 5.250 1/15/2022 | 1,955,000.00 | 0.07 | $2,057,412.68 | 5.250 | 01/15/2022 | FE |
Amgen Inc. 2.200 2/21/2027 | 3,300,000.00 | 0.13 | $3,488,288.43 | 2.200 | 02/21/2027 | AMGN |
Ammc_17-21a | 2,400,000.00 | 0.08 | $2,388,686.40 | 1.501 | 11/02/2030 | AMMC_17-2 |
Amphenol Corporation 2.050 3/1/2025 | 605,000.00 | 0.02 | $635,624.92 | 2.050 | 03/01/2025 | APH |
Amtt_13 | 1,285,000.00 | 0.04 | $1,313,693.28 | 3.070 | 03/15/2023 | AMTT_13-2 |
Anglogold Ashanti Holdings Plc 3.750 10/1/2030 | 595,000.00 | 0.02 | $608,053.41 | 3.750 | 10/01/2030 | ANGSJ |
Angola (republic Of) 8.250 5/9/2028 | 200,000.00 | 0.00 | $160,125.00 | 8.250 | 05/09/2028 | ANGOL |
Anheuser-busch Companies Llc 3.650 2/1/2026 | 2,325,000.00 | 0.09 | $2,601,489.23 | 3.650 | 02/01/2026 | ABIBB |
Anheuser-busch Inbev Worldwide Inc. 4.150 1/23/2025 | 2,940,000.00 | 0.12 | $3,322,557.21 | 4.150 | 01/23/2025 | ABIBB |
Anheuser-busch Inbev Worldwide Inc. 4.500 6/1/2050 | 1,125,000.00 | 0.05 | $1,355,597.21 | 4.500 | 06/01/2050 | ABIBB |
Apexc_17-1a | 1,257,197.45 | 0.04 | $1,252,108.31 | 1.734 | 04/24/2029 | JFIN_17-1 |
Apexc_20-18 | 2,400,000.00 | 0.08 | $2,307,110.40 | 1.275 | 04/25/2031 | APEXC_20- |
Applied Systems Inc. 4.570 9/18/2024 | 849,621.74 | 0.03 | $846,634.47 | 4.250 | 09/18/2024 | APPSYS |
Applied Systems Inc. 8.320 9/19/2025 | 1,708,922.00 | 0.06 | $1,736,691.98 | 8.000 | 09/19/2025 | APPSYS |
Arabian Centres Sukuk Limited 5.375 11/26/2024 | 560,000.00 | 0.01 | $517,300.00 | 5.375 | 11/26/2024 | ARACEN |
Aramark Services Inc. 1.750 3/11/2025 | 359,075.07 | 0.01 | $345,572.41 | 1.903 | 03/11/2025 | ARMK |
Aramark Services Inc. 5.000 2/1/2028 | 1,200,000.00 | 0.04 | $1,210,974.00 | 5.000 | 02/01/2028 | ARMK |
Arbr_4a | 2,600,000.00 | 0.11 | $3,028,180.65 | 0.870 | 01/15/2030 | ARBR_4A-A |
Arclo_17-fl3 | 250,000.00 | 0.00 | $245,546.75 | 1.142 | 12/15/2027 | ARCLO_17- |
Argentina Republic of Government 1.750 7/9/2030 | 1,369,640.00 | 0.02 | $574,563.99 | 0.125 | 07/09/2030 | ARGENT |
Argentina Republic of Government 5.000 7/9/2035 | 207,580.00 | 0.00 | $78,467.32 | 0.125 | 07/09/2035 | ARGENT |
Arsi_06-m1 | 1,214,214.23 | 0.01 | $522,047.64 | 0.298 | 07/25/2036 | ARSI_06-M |
Arsi_06-w4 | 642,350.55 | 0.00 | $247,186.32 | 0.308 | 05/25/2036 | ARSI_06-W |
Asg Finance Designated 7.875 12/3/2024 | 545,000.00 | 0.01 | $395,152.25 | 7.875 | 12/03/2024 | AVIASG |
Ashtead Capital Inc. 5.250 8/1/2026 | 400,000.00 | 0.01 | $422,500.00 | 5.250 | 08/01/2026 | AHTLN |
Assuredpartners Inc. 3.500 2/13/2027 | 950,256.85 | 0.03 | $924,362.35 | 3.656 | 02/13/2027 | ASSPAR |
Assuredpartners Inc. 7.000 8/15/2025 | 298,000.00 | 0.01 | $304,456.17 | 7.000 | 08/15/2025 | ASSPAR |
At&t Corp. 2.300 6/1/2027 | 840,000.00 | 0.03 | $883,017.16 | 2.300 | 06/01/2027 | T |
At&t Inc. 3.100 2/1/2043 | 820,000.00 | 0.03 | $804,433.86 | 3.100 | 02/01/2043 | T |
At&t Inc. 3.500 6/1/2041 | 2,224,000.00 | 0.08 | $2,349,224.54 | 3.500 | 06/01/2041 | T |
At&t Inc. 3.650 6/1/2051 | 915,000.00 | 0.03 | $928,576.59 | 3.650 | 06/01/2051 | T |
At&t Inc. 4.100 2/15/2028 | 2,276,000.00 | 0.09 | $2,633,514.54 | 4.100 | 02/15/2028 | T |
At&t Inc. 4.350 3/1/2029 | 835,000.00 | 0.03 | $981,462.42 | 4.350 | 03/01/2029 | T |
Atclo_18-10a | 1,478,234.98 | 0.05 | $1,462,375.00 | 1.365 | 01/15/2031 | ATCLO_18- |
Athenahealth Inc. 4.500 2/11/2026 | 398,925.00 | 0.01 | $394,437.09 | 4.750 | 02/11/2026 | ATHN |
Athene Global Funding 1.529 7/1/2022 | 700,000.00 | 0.02 | $705,588.03 | 1.534 | 07/01/2022 | ATH |
Atrm_12a | 2,471,772.46 | 0.09 | $2,458,672.07 | 1.088 | 04/22/2027 | ATRM_12A- |
AUSTRALIAN DOLLAR | 91,464.41 | 0.00 | $65,511.38 | 0.000 | - | AUD |
Autoridad Del Canal DE Panama 4.950 7/29/2035 | 595,000.00 | 0.02 | $742,592.73 | 4.950 | 07/29/2035 | AUTOPA |
Aviation Capital Group Corp. 6.750 4/6/2021 | 500,000.00 | 0.01 | $510,934.55 | 6.750 | 04/06/2021 | ACGCAP |
Aviation Capital Group Llc 3.875 5/1/2023 | 1,000,000.00 | 0.03 | $990,287.00 | 3.875 | 05/01/2023 | ACGCAP |
Avient Corp. 5.750 5/15/2025 | 2,193,000.00 | 0.08 | $2,327,321.25 | 5.750 | 05/15/2025 | AVNT |
Azerbaijan (republic Of) 3.500 9/1/2032 | 547,000.00 | 0.01 | $527,616.51 | 3.500 | 09/01/2032 | AZERBJ |
Azul Investments Llp 5.875 10/26/2024 | 830,000.00 | 0.02 | $624,168.30 | 5.875 | 10/26/2024 | AZULBZ |
Baa Funding Ltd. 4.875 7/15/2021 | 200,000.00 | 0.00 | $204,984.58 | 4.875 | 07/15/2021 | HTHROW |
Bacardi Ltd. 4.450 5/15/2025 | 500,000.00 | 0.02 | $558,937.60 | 4.450 | 05/15/2025 | BACARD |
Bahrain (kingdom Of) 7.375 5/14/2030 | 300,000.00 | 0.01 | $329,808.54 | 7.375 | 05/14/2030 | BHRAIN |
Ball Metalpack Llc 9.750 7/26/2026 | 79,000.00 | 0.00 | $63,990.00 | 9.750 | 07/26/2026 | BALMET |
BANC OF AMERICA FUNDING 2005-E | 91,195.20 | 0.00 | $77,666.15 | 2.112 | 06/20/2035 | BAFC_05-E |
BANC OF AMERICA FUNDING 2006-I | 149,692.04 | 0.00 | $150,143.86 | 3.056 | 12/20/2036 | BAFC_06-I |
BANC OF AMERICA MORTGAGE 2003- | 94,662.96 | 0.00 | $94,433.12 | 4.297 | 05/25/2033 | BOAMS_03- |
Banco Bilbao Vizcaya Argentaria S.A. 5.875 12/24/2167 | 400,000.00 | 0.01 | $463,128.07 | 5.875 | 12/24/2167 | BBVASM |
Banco Bilbao Vizcaya Argentaria S.A. 8.875 12/29/2049 | 1,200,000.00 | 0.05 | $1,456,070.34 | 8.875 | 12/29/2049 | BBVASM |
Banco Btg Pactual S.A. (cayman Islan 4.500 1/10/2025 | 525,000.00 | 0.02 | $536,817.75 | 4.500 | 01/10/2025 | BTGPBZ |
Banco DE Credito Del Peru 2.700 1/11/2025 | 735,000.00 | 0.02 | $766,053.75 | 2.700 | 01/11/2025 | BCP |
Banco Latinoamericano DE Comercio 2.375 9/14/2025 | 200,000.00 | 0.00 | $203,000.00 | 2.375 | 09/14/2025 | BLX |
Banco Mercantil Del Norte S.A. 8.375 10/14/2068 | 475,000.00 | 0.01 | $497,087.50 | 8.375 | 10/14/2068 | BANORT |
Banco Nacional DE Panama 2.500 8/11/2030 | 910,000.00 | 0.03 | $901,582.50 | 2.500 | 08/11/2030 | BCONAL |
Banco Santander Mexico S.A. Instituc 5.950 10/1/2028 | 280,000.00 | 0.01 | $295,785.00 | 5.950 | 10/01/2028 | BSMXB |
Banco Santander S.A. 6.250 12/31/2049 | 1,300,000.00 | 0.05 | $1,525,366.24 | 6.250 | 12/31/2049 | SANTAN |
Bancolombia S.A. 3.000 1/29/2025 | 550,000.00 | 0.02 | $551,408.00 | 3.000 | 01/29/2025 | BCOLO |
Bangkok Bank Pcl hong Kong 5.000 4/23/2169 | 480,000.00 | 0.01 | $481,420.61 | 5.000 | 04/23/2169 | BBLTB |
Bangkok Bank Public Co. Ltd. (hong K 3.733 9/25/2034 | 350,000.00 | 0.01 | $343,717.01 | 3.733 | 09/25/2034 | BBLTB |
Banistmo S.A. 4.250 7/31/2027 | 785,000.00 | 0.02 | $799,334.10 | 4.250 | 07/31/2027 | BISTPP |
Bank Leumi Le-israel Corp. 3.275 1/29/2031 | 1,750,000.00 | 0.06 | $1,754,681.26 | 3.275 | 01/29/2031 | LUMIIT |
Bank of America Corp. 1.898 7/23/2031 | 3,095,000.00 | 0.11 | $3,091,004.97 | 1.898 | 07/23/2031 | BAC |
Bank of America Corp. 2.625 4/19/2021 | 1,000,000.00 | 0.03 | $1,012,759.50 | 2.625 | 04/19/2021 | BAC |
Bank of America Corp. 2.676 6/19/2041 | 5,120,000.00 | 0.19 | $5,250,045.95 | 2.676 | 06/19/2041 | BAC |
Bank of America Corp. 3.550 3/5/2024 | 2,100,000.00 | 0.08 | $2,238,116.79 | 3.550 | 03/05/2024 | BAC |
Bank of America Corp. 3.864 7/23/2024 | 2,200,000.00 | 0.08 | $2,383,991.94 | 3.864 | 07/23/2024 | BAC |
Bank of America Corp. 3.974 2/7/2030 | 3,400,000.00 | 0.14 | $3,957,081.84 | 3.974 | 02/07/2030 | BAC |
Bank of America Corp. 4.125 1/22/2024 | 200,000.00 | 0.00 | $221,659.00 | 4.125 | 01/22/2024 | BAC |
Bank of America Corp. 4.300 7/28/2168 | 900,000.00 | 0.03 | $874,125.00 | 4.300 | 07/28/2168 | BAC |
Bank of China Ltd. 5.000 11/13/2024 | 710,000.00 | 0.02 | $789,686.57 | 5.000 | 11/13/2024 | BCHINA |
Bank of Montreal 1.850 5/1/2025 | 2,590,000.00 | 0.10 | $2,703,831.53 | 1.850 | 05/01/2025 | BMO |
Bank of New York Mellon 4.700 9/20/2068 | 950,000.00 | 0.03 | $1,010,325.00 | 4.700 | 09/20/2068 | BK |
Bank of Nova Scotia 1.875 4/26/2021 | 4,500,000.00 | 0.16 | $4,541,296.95 | 1.875 | 04/26/2021 | BNS |
Bank_17-bnk5 | 1,430,000.00 | 0.06 | $1,610,306.27 | 3.390 | 06/15/2060 | BANK_17-B |
Bank_17-bnk5 | 605,000.00 | 0.02 | $660,229.66 | 3.896 | 06/15/2060 | BANK_17-B |
Bank_17-bnk7 | 1,110,000.00 | 0.04 | $1,258,382.80 | 3.435 | 09/15/2060 | BANK_17-B |
Bank_19-bn20 | 8,000,000.00 | 0.33 | $8,948,212.80 | 3.011 | 09/01/2061 | BANK_19-B |
Bank_19-bn21 | 2,100,000.00 | 0.08 | $2,321,797.80 | 2.851 | 10/03/2052 | BANK_19-B |
Banque Ouest Africaine DE Developp 4.700 10/22/2031 | 301,000.00 | 0.01 | $316,429.26 | 4.700 | 10/22/2031 | BOAD |
Banque Ouest Africaine DE Developp 5.000 7/27/2027 | 406,000.00 | 0.01 | $438,585.56 | 5.000 | 07/27/2027 | BOAD |
Barclays Bank Plc 7.625 11/21/2022 | 1,800,000.00 | 0.07 | $1,980,562.68 | 7.625 | 11/21/2022 | BACR |
Barclays Plc (fxd-to-frn) 4.610 2/15/2023 | 700,000.00 | 0.02 | $732,922.68 | 4.610 | 02/15/2023 | BACR |
Barclays Plc 3.375 4/2/2025 | 500,000.00 | 0.02 | $636,993.26 | 3.375 | 04/02/2025 | BACR |
Barclays Plc 4.972 5/16/2029 | 3,000,000.00 | 0.13 | $3,508,058.70 | 4.972 | 05/16/2029 | BACR |
Barclays Plc 5.200 5/12/2026 | 1,354,000.00 | 0.05 | $1,505,147.02 | 5.200 | 05/12/2026 | BACR |
Barclays Plc 6.375 3/15/2069 | 500,000.00 | 0.02 | $640,786.52 | 6.375 | 03/15/2069 | BACR |
Barclays Plc 6nc5 Frn 1.660 5/16/2024 | 1,800,000.00 | 0.06 | $1,805,829.30 | 1.660 | 05/16/2024 | BACR |
Barclays Plc 7.125 9/15/2167 | 1,800,000.00 | 0.09 | $2,427,729.01 | 7.125 | 09/15/2167 | BACR |
Bat Capital Corp. 2.259 3/25/2028 | 850,000.00 | 0.03 | $853,502.68 | 2.259 | 03/25/2028 | BATSLN |
Bat International Finance Plc 1.668 3/25/2026 | 1,065,000.00 | 0.03 | $1,069,735.74 | 1.668 | 03/25/2026 | BATSLN |
Bausch Health Companies Inc. 3.000 6/2/2025 | 284,456.90 | 0.01 | $279,360.29 | 3.151 | 06/02/2025 | BHCCN |
Bausch Health Companies Inc. 5.500 11/1/2025 | 1,342,000.00 | 0.05 | $1,375,214.50 | 5.500 | 11/01/2025 | BHCCN |
Bausch Health Companies Inc. 6.250 2/15/2029 | 1,912,000.00 | 0.07 | $1,969,360.00 | 6.250 | 02/15/2029 | BHCCN |
Bbva Bancomer S.A. Mexico 1.875 9/18/2025 | 425,000.00 | 0.01 | $415,756.25 | 1.875 | 09/18/2025 | BBVASM |
Bbva Bancomer S.A. (texas Branch) 5.125 1/18/2033 | 410,000.00 | 0.01 | $395,301.50 | 5.125 | 01/18/2033 | BBVASM |
Bbva Bancomer S.A. (texas Branch) 6.750 9/30/2022 | 351,000.00 | 0.01 | $378,816.75 | 6.750 | 09/30/2022 | BBVASM |
Bdo Unibank Inc. 2.125 1/13/2026 | 795,000.00 | 0.02 | $793,378.18 | 2.125 | 01/13/2026 | BDOPM |
BEAR STEARNS ARM TRUST 2003-5 | 23,373.80 | 0.00 | $22,927.23 | 3.098 | 08/25/2033 | BSARM_03- |
Berry Global Inc. 2.000 10/1/2022 | 1,075,000.00 | 0.03 | $1,068,504.85 | 2.156 | 10/01/2022 | BERY |
Berry Global Inc. 2.000 7/1/2026 | 693,225.00 | 0.02 | $673,535.33 | 2.156 | 07/01/2026 | BERY |
Bgeo Group Jsc 6.000 7/26/2023 | 890,000.00 | 0.03 | $930,228.00 | 6.000 | 07/26/2023 | GEBGG |
BHP Billiton Finance (usa) Ltd. 6.250 10/19/2075 | 2,595,000.00 | 0.09 | $2,595,869.33 | 6.250 | 10/19/2075 | BHP |
Bioceanico Sovereign Ctf Ltd. 0.000 6/5/2034 | 586,252.08 | 0.01 | $438,223.43 | 0.000 | 06/05/2034 | PARCRT |
Biogen Inc. 2.250 5/1/2030 | 1,620,000.00 | 0.06 | $1,656,471.22 | 2.250 | 05/01/2030 | BIIB |
Biogen Inc. 3.150 5/1/2050 | 3,985,000.00 | 0.14 | $3,945,454.45 | 3.150 | 05/01/2050 | BIIB |
Black Knight Infoserv Llc 3.625 9/1/2028 | 299,000.00 | 0.01 | $302,737.50 | 3.625 | 09/01/2028 | BKFS |
Blkrk Lqdty Fed CL Instnal | 10,142,650.00 | 0.37 | $10,142,650.00 | 0.045 | 12/01/2099 | TFDXX |
Bluem_15-1a | 118,824.37 | 0.00 | $118,678.57 | 1.596 | 04/13/2027 | BLUEM_15- |
Bmark_18-b1 | 2,310,000.00 | 0.09 | $2,658,710.90 | 3.666 | 01/15/2051 | BMARK_18- |
Bmark_18-b3 | 550,000.00 | 0.02 | $646,817.49 | 4.025 | 04/10/2051 | BMARK_18- |
Bmark_19-b9 | 7,865,000.00 | 0.34 | $9,329,509.40 | 4.016 | 03/15/2052 | BMARK_19- |
Bmark_20-b17 | 2,000,000.00 | 0.07 | $2,120,232.80 | 2.289 | 03/01/2053 | BMARK_20- |
Bmc East Llc 5.500 10/1/2024 | 250,000.00 | 0.00 | $257,343.75 | 5.500 | 10/01/2024 | BMCH |
BMC Software Inc. 4.250 10/2/2025 | 382,756.41 | 0.01 | $372,565.52 | 4.406 | 10/02/2025 | BMC |
BMW US Capital Llc 3.400 8/13/2021 | 300,000.00 | 0.01 | $307,934.91 | 3.400 | 08/13/2021 | BMW |
BNP Paribas S.A. 3.052 1/13/2031 | 2,600,000.00 | 0.10 | $2,796,087.06 | 3.052 | 01/13/2031 | BNP |
BNP Paribas S.A. 4.705 1/10/2025 | 1,600,000.00 | 0.06 | $1,772,746.56 | 4.705 | 01/10/2025 | BNP |
BNP Paribas S.A. 7.375 12/31/2049 | 500,000.00 | 0.02 | $557,222.50 | 7.375 | 12/31/2049 | BNP |
BNP Paribas S.A. 7.375 2/19/2169 | 700,000.00 | 0.02 | $780,111.50 | 7.375 | 08/19/2025 | BNP |
Boc Aviation Ltd. 2.375 9/15/2021 | 600,000.00 | 0.02 | $604,541.88 | 2.375 | 09/15/2021 | BOCAVI |
Boc Aviation Ltd. 2.625 9/17/2030 | 580,000.00 | 0.02 | $575,700.69 | 2.625 | 09/17/2030 | BOCAVI |
Boc Aviation Ltd. 3.000 5/23/2022 | 300,000.00 | 0.01 | $306,556.03 | 3.000 | 05/23/2022 | BOCAVI |
Boise Cascade CO. 4.875 7/1/2030 | 1,828,000.00 | 0.07 | $1,965,100.00 | 4.875 | 07/01/2030 | BCC |
Bombardier Inc. 6.000 10/15/2022 | 310,000.00 | 0.01 | $287,912.50 | 6.000 | 10/15/2022 | BBDBCN |
Boston Scientific Corp. 3.375 5/15/2022 | 800,000.00 | 0.03 | $836,691.92 | 3.375 | 05/15/2022 | BSX |
Boston Scientific Corporation 4.000 3/1/2029 | 3,300,000.00 | 0.14 | $3,839,508.09 | 4.000 | 03/01/2029 | BSX |
Boyd Gaming Corporation 4.750 12/1/2027 | 2,420,000.00 | 0.08 | $2,379,610.20 | 4.750 | 12/01/2027 | BYD |
bp Capital Markets Plc 4.875 9/22/2068 | 2,465,000.00 | 0.09 | $2,643,712.50 | 4.875 | 09/22/2068 | BPLN |
Branch Banking And Trust Company 2.636 9/17/2029 | 5,182,000.00 | 0.20 | $5,377,886.34 | 2.636 | 09/17/2029 | TFC |
Braskem Netherlands BV 8.500 1/23/2081 | 525,000.00 | 0.01 | $527,958.38 | 8.500 | 01/23/2081 | BRASKM |
Braskem Netherlands Finance BV 4.500 1/10/2028 | 800,000.00 | 0.02 | $772,000.00 | 4.500 | 01/10/2028 | BRASKM |
BRAZIL Federative Republic of (gov 3.875 6/12/2030 | 223,000.00 | 0.00 | $223,167.25 | 3.875 | 06/12/2030 | BRAZIL |
BRAZIL Federative Republic of (gov 4.750 1/14/2050 | 233,000.00 | 0.00 | $226,856.96 | 4.750 | 01/14/2050 | BRAZIL |
BRAZILIAN REAL | 34,643.06 | 0.00 | $6,168.75 | 0.000 | - | BRAZILREL |
Brighthouse Financial Inc. 5.625 5/15/2030 | 850,000.00 | 0.03 | $993,793.31 | 5.625 | 05/15/2030 | BHF |
Bristol-myers Squibb CO. 2.900 7/26/2024 | 4,010,000.00 | 0.16 | $4,351,356.86 | 2.900 | 07/26/2024 | BMY |
BRITISH POUNDS | 319,831.46 | 0.01 | $412,694.52 | 0.000 | - | POUNDS |
British Telecommunications Plc 3.250 11/8/2029 | 1,700,000.00 | 0.06 | $1,828,679.46 | 3.250 | 11/08/2029 | BRITEL |
Broadcom Corporation broadcom Caym 2.650 1/15/2023 | 1,300,000.00 | 0.05 | $1,351,243.27 | 2.650 | 01/15/2023 | AVGO |
Broadcom Inc. 3.150 11/15/2025 | 845,000.00 | 0.03 | $912,458.72 | 3.150 | 11/15/2025 | AVGO |
Broadcom Inc. 3.459 9/15/2026 | 2,353,000.00 | 0.09 | $2,581,367.12 | 3.459 | 09/15/2026 | AVGO |
Broadcom Inc. 4.110 9/15/2028 | 1,052,000.00 | 0.04 | $1,178,374.87 | 4.110 | 09/15/2028 | AVGO |
Broadcom Inc. 4.150 11/15/2030 | 1,580,000.00 | 0.06 | $1,777,483.88 | 4.150 | 11/15/2030 | AVGO |
Broadcom Inc. 5.000 4/15/2030 | 1,685,000.00 | 0.07 | $1,991,977.34 | 5.000 | 04/15/2030 | AVGO |
Bsabs_05-fr1 | 1,664,718.47 | 0.06 | $1,636,763.19 | 1.153 | 06/25/2035 | BSABS_05- |
Bsabs_07-sd1 | 128,243.50 | 0.00 | $88,814.66 | 2.570 | 10/25/2036 | BSH_07-SD |
Bsh_07-he2 | 74,300.00 | 0.00 | $163,455.62 | 0.318 | 03/25/2037 | BSH_07-HE |
Bsslt_07-sv1a | 316,272.52 | 0.01 | $315,125.62 | 1.498 | 01/25/2036 | BSSLT_07- |
Bway Holding CO. 5.500 4/15/2024 | 2,960,000.00 | 0.11 | $2,974,800.00 | 5.500 | 04/15/2024 | BWY |
Bway Holding Company 3.250 4/3/2024 | 155,587.56 | 0.00 | $147,273.27 | 3.523 | 04/03/2024 | BWY |
BY Crown Parent Llc 4.000 2/2/2026 | 977,550.00 | 0.03 | $968,996.44 | 4.000 | 02/02/2026 | REDPRA |
C&w Senior Financing Dac 7.500 10/15/2026 | 260,000.00 | 0.01 | $273,105.30 | 7.500 | 10/15/2026 | CWCLN |
Caesars Resort Collection Llc 4.500 6/19/2025 | 595,000.00 | 0.02 | $577,574.83 | 4.726 | 06/19/2025 | CGPHLC |
California ST 0.936 4/1/2047 | 1,250,000.00 | 0.04 | $1,249,425.00 | 0.937 | 04/01/2047 | CAS |
Calpine Corp. 4.500 2/15/2028 | 453,000.00 | 0.01 | $464,696.46 | 4.500 | 02/15/2028 | CPN |
Calpine Corp. 5.000 2/1/2031 | 1,200,000.00 | 0.04 | $1,225,410.00 | 5.000 | 02/01/2031 | CPN |
Calpine Corp. 5.125 3/15/2028 | 454,000.00 | 0.01 | $470,532.41 | 5.125 | 03/15/2028 | CPN |
Calpine Corp. 5.250 6/1/2026 | 328,000.00 | 0.01 | $341,757.96 | 5.250 | 06/01/2026 | CPN |
Calpine Corporation 2.250 1/15/2024 | 392,378.07 | 0.01 | $382,813.86 | 2.410 | 01/15/2024 | CPN |
Calpine Corporation 2.250 4/1/2026 | 246,875.00 | 0.00 | $240,780.15 | 2.410 | 04/01/2026 | CPN |
Camelot Finance S.A. 4.000 10/31/2026 | 650,000.00 | 0.02 | $648,510.20 | 4.000 | 10/31/2026 | CCC |
CANADIAN DOLLAR | 1,476,336.72 | 0.04 | $1,108,735.47 | 0.000 | - | CANDOLLAR |
Carnival Corp. 8.500 6/26/2025 | 498,750.00 | 0.01 | $505,815.79 | 8.500 | 06/26/2025 | CCL |
Cash Collateral Cme Fob USD 0.000 0.000 12/31/2060 | 73,000.00 | 0.00 | $73,000.00 | 0.000 | 12/31/2060 | CCFOBCUS1 |
Cash Collateral Ice Fob USD 0.000 0.000 12/31/2060 | 431,000.00 | 0.01 | $431,000.00 | 0.000 | 12/31/2060 | CCFOBZUS0 |
Cash Collateral Isda Bps USD 0.000 12/31/2060 | -689,000.00 | -0.03 | -$689,000.00 | 0.000 | 12/31/2060 | TEST |
Cash Collateral Isda DUB USD 2.400 12/31/2060 | -180,000.00 | -0.01 | -$180,000.00 | 2.400 | 12/31/2060 | DUB |
Cash Collateral Tba Msc USD 0.000 0.090 12/31/2060 | -762,000.00 | -0.03 | -$762,000.00 | 0.090 | 12/31/2060 | CCMSCTUS |
Cash Collateral USD JPMSW 0.000 12/31/2049 | -70,000.00 | -0.01 | -$70,000.00 | 0.000 | 12/31/2049 | JPMSW |
Caterpillar Inc. 2.600 4/9/2030 | 2,470,000.00 | 0.10 | $2,715,812.92 | 2.600 | 04/09/2030 | CAT |
Caterpillar Inc. 3.250 4/9/2050 | 1,200,000.00 | 0.05 | $1,352,316.24 | 3.250 | 04/09/2050 | CAT |
Cco Holdings Llc 4.500 8/15/2030 | 500,000.00 | 0.01 | $525,650.00 | 4.500 | 08/15/2030 | CHTR |
Cco Holdings Llc 5.000 2/1/2028 | 900,000.00 | 0.03 | $947,025.00 | 5.000 | 02/01/2028 | CHTR |
Cd_17-cd6 | 440,000.00 | 0.01 | $476,666.39 | 3.911 | 11/13/2050 | CD_17-CD6 |
Cd_19-cd8 | 8,775,000.00 | 0.36 | $9,725,945.00 | 2.912 | 08/01/2057 | CD_19-CD8 |
CDK Global Inc. 5.000 10/15/2024 | 573,000.00 | 0.02 | $634,947.03 | 5.000 | 10/15/2024 | CDK |
CDK Global Inc. 5.875 6/15/2026 | 1,003,000.00 | 0.03 | $1,047,949.45 | 5.875 | 06/15/2026 | CDK |
CDS Mexico 1.0 6 20 25 F 1.000000 ACT 360 Quarterly 20250620 PU 1.000 6/20/2025 | 3,330,000.00 | 0.00 | $57,820.99 | 1.000 | 06/20/2025 | SWBIE1ULQ |
CDS: (BRAZIL) 0.010 6/20/2022 | 100,000.00 | n/a | -$632.55 | 1.000 | 06/20/2022 | CITBK |
CDS: (BRAZIL) 0.010 6/20/2022 | 500,000.00 | -0.01 | -$3,162.76 | 1.000 | 06/20/2022 | GSCMW |
CDS: (BRITEL) 0.010 12/20/2024 | 2,800,000.00 | 0.00 | $22,936.98 | 1.000 | 12/20/2024 | SWPC0IMQ7 |
CDS: (C) 0.010 12/20/2020 | 700,000.00 | n/a | $995.85 | 1.000 | 12/20/2020 | CITBK |
CDS: (CMBX.NA.8.AAA) 0.005 10/17/2057 | 14,200,000.00 | 0.00 | $117,734.05 | 0.500 | 10/17/2057 | /CMBX |
CDS: (COLOM) 0.010 6/20/2021 | 100,000.00 | n/a | $415.56 | 1.000 | 06/20/2021 | BOASW |
CDS: (COLOM) 0.010 6/20/2021 | 200,000.00 | n/a | $831.12 | 1.000 | 06/20/2021 | BNPSW |
CDS: (COLOM) 0.010 6/20/2021 | 100,000.00 | n/a | $415.56 | 1.000 | 06/20/2021 | JPMSW |
CDS: (COLOM) 0.010 6/20/2021 | 3,300,000.00 | 0.00 | $13,713.48 | 1.000 | 06/20/2021 | GSCMW |
CDS: (COLOM) 0.010 6/20/2022 | 250,000.00 | n/a | $1,442.26 | 1.000 | 06/20/2022 | BOASW |
CDS: (DAIGR) 0.010 12/20/2020 | 800,000.00 | n/a | $1,683.45 | 1.000 | 12/20/2020 | ICE |
Cdx.o C 0.60 Ig34 5y v1 I 21-oct-2 0.000 6/20/2025 | -7,500,000.00 | -0.01 | -$91,092.00 | 0.000 | 06/20/2025 | CITI |
Cdx.o P 1.00 Ig34 5y v1 I Bps 0.000 6/20/2025 | -7,500,000.00 | -0.01 | -$8,922.00 | 0.000 | 06/20/2025 | BNP |
CEMEX Sab DE CV 7.375 6/5/2027 | 545,000.00 | 0.02 | $589,632.78 | 7.375 | 06/05/2027 | CEMEX |
Centene Corporation 3.375 2/15/2030 | 1,000,000.00 | 0.03 | $1,039,065.00 | 3.375 | 02/15/2030 | CNC |
Centene Corporation 5.375 8/15/2026 | 745,000.00 | 0.02 | $791,413.50 | 5.375 | 08/15/2026 | CNC |
Centerpoint Energy Inc. 3.850 2/1/2024 | 960,000.00 | 0.03 | $1,052,662.75 | 3.850 | 02/01/2024 | CNP |
Centerpoint Energy Inc. 4.250 11/1/2028 | 2,618,000.00 | 0.11 | $3,121,621.78 | 4.250 | 11/01/2028 | CNP |
Centrais Eletricas Brasileiras S.A. 3.625 2/4/2025 | 200,000.00 | 0.00 | $199,810.00 | 3.625 | 02/04/2025 | ELEBRA |
Centrais Eletricas Brasileiras S.A. 4.625 2/4/2030 | 565,000.00 | 0.02 | $566,412.50 | 4.625 | 02/04/2030 | ELEBRA |
Cerro Del Aguila S.A. 4.125 8/16/2027 | 870,000.00 | 0.03 | $910,781.25 | 4.125 | 08/16/2027 | KALLPA |
Cf_19-cf1 | 2,340,000.00 | 0.10 | $2,740,261.91 | 3.786 | 05/15/2052 | CF_19-CF1 |
Cf_19-cf2 | 4,000,000.00 | 0.16 | $4,409,122.00 | 2.874 | 11/18/2052 | CF_19-CF2 |
Cf_2019-cf3 | 800,000.00 | 0.03 | $895,921.60 | 3.006 | 01/01/2053 | CF_2019-C |
Cfcre_16-c7 | 3,100,000.00 | 0.13 | $3,482,017.34 | 3.839 | 12/10/2054 | CFCRE_16- |
Cfip_17-1a | 2,300,000.00 | 0.08 | $2,288,095.20 | 1.492 | 01/18/2030 | CFIP_17-1 |
Cgcmt_14-gc25 | 785,000.00 | 0.03 | $856,872.56 | 3.635 | 10/10/2047 | CGCMT_14- |
Cgcmt_15-gc27 | 1,400,000.00 | 0.05 | $1,513,517.18 | 3.137 | 02/10/2048 | CGCMT_15- |
Cgcmt_16-p3 | 1,305,000.00 | 0.05 | $1,435,313.12 | 3.329 | 04/15/2049 | CGCMT_16- |
Cgcmt_17-c4 | 635,000.00 | 0.02 | $720,112.10 | 3.471 | 10/12/2050 | CGCMT_17- |
Cgcmt_18-c5 | 1,700,000.00 | 0.07 | $2,008,949.50 | 4.228 | 06/10/2051 | CGCMT_18- |
Cgcmt_19-c7 | 1,450,000.00 | 0.06 | $1,635,845.92 | 3.102 | 12/01/2072 | CGCMT_19- |
Change Healthcare Holdings Llc 3.750 3/1/2024 | 193,991.00 | 0.00 | $190,459.78 | 3.250 | 03/01/2024 | EM |
Charles River Laboratories Interna 5.500 4/1/2026 | 360,000.00 | 0.01 | $379,800.00 | 5.500 | 04/01/2026 | CRL |
Charles Schwab Corporation (the) 5.375 9/1/2068 | 2,495,000.00 | 0.10 | $2,709,694.75 | 5.375 | 09/01/2068 | SCHW |
Charter Communications Inc. 1.750 2/1/2027 | 486,080.24 | 0.01 | $476,459.74 | 1.910 | 02/01/2027 | CHTR |
Charter Communications Operating L 2.800 4/1/2031 | 585,000.00 | 0.02 | $608,674.01 | 2.800 | 04/01/2031 | CHTR |
Charter Communications Operating L 3.700 4/1/2051 | 1,045,000.00 | 0.03 | $1,039,377.48 | 3.700 | 04/01/2051 | CHTR |
Charter Communications Operating L 4.464 7/23/2022 | 4,330,000.00 | 0.17 | $4,586,240.31 | 4.464 | 07/23/2022 | CHTR |
Charter Communications Operating L 4.800 3/1/2050 | 835,000.00 | 0.03 | $959,085.34 | 4.800 | 03/01/2050 | CHTR |
Charter Communications Operating L 4.908 7/23/2025 | 430,000.00 | 0.01 | $497,539.58 | 4.908 | 07/23/2025 | CHTR |
Charter Communications Operating L 5.050 3/30/2029 | 7,005,000.00 | 0.31 | $8,402,909.39 | 5.050 | 03/30/2029 | CHTR |
CHASE HOME LENDING MORTGAGE TR | 412,856.93 | 0.01 | $425,049.01 | 3.500 | 07/01/2049 | CHASE_19- |
CHASE MORTGAGE FINANCE TRUST S | 68,136.51 | 0.00 | $65,125.58 | 3.826 | 12/25/2035 | CHASE_05- |
Chemours Company 1.750 4/3/2025 | 894,305.19 | 0.03 | $865,240.27 | 1.910 | 04/03/2025 | CC |
Chemours Company 7.000 5/15/2025 | 1,151,000.00 | 0.04 | $1,157,906.00 | 7.000 | 05/15/2025 | CC |
Chevron Corp. 2.236 5/11/2030 | 930,000.00 | 0.03 | $988,277.33 | 2.236 | 05/11/2030 | CVX |
Chicago Ill Transit Auth 6.899 12/1/2040 | 1,800,000.00 | 0.09 | $2,570,058.00 | 6.899 | 12/01/2040 | CHITRN |
Chicago Ill Transit Auth 6.899 12/1/2040 | 1,800,000.00 | 0.09 | $2,570,058.00 | 6.899 | 12/01/2040 | CHITRN |
CHILE (republic Of) 2.550 1/27/2032 | 258,000.00 | 0.01 | $272,835.00 | 2.550 | 01/27/2032 | CHILE |
CHILE (republic Of) 3.500 1/25/2050 | 200,000.00 | 0.00 | $228,750.00 | 3.500 | 01/25/2050 | CHILE |
CHL MORTGAGE PASS-THROUGH TRUS | 863,324.68 | 0.02 | $621,637.19 | 6.000 | 05/25/2037 | CWHL_07-4 |
Cigna Corp. 1.165 7/15/2023 | 830,000.00 | 0.03 | $839,034.30 | 1.165 | 07/15/2023 | CI |
Cigna Corp. 2.400 3/15/2030 | 675,000.00 | 0.02 | $699,385.05 | 2.400 | 03/15/2030 | CI |
Cigna Corp. 3.200 3/15/2040 | 645,000.00 | 0.02 | $685,444.73 | 3.200 | 03/15/2040 | CI |
Cigna Corp. 4.125 11/15/2025 | 3,325,000.00 | 0.14 | $3,815,974.49 | 4.125 | 11/15/2025 | CI |
CIT Group Inc. 4.125 3/9/2021 | 400,000.00 | 0.01 | $400,910.00 | 4.125 | 03/09/2021 | CIT |
Citigroup Inc. 2.650 10/26/2020 | 3,200,000.00 | 0.11 | $3,205,184.00 | 2.650 | 10/26/2020 | C |
Citigroup Inc. 3.200 10/21/2026 | 1,000,000.00 | 0.04 | $1,104,101.00 | 3.200 | 10/21/2026 | C |
Citigroup Inc. 4.044 6/1/2024 | 1,800,000.00 | 0.07 | $1,945,960.92 | 4.044 | 06/01/2024 | C |
Citigroup Inc. 4.050 7/30/2022 | 150,000.00 | 0.00 | $159,324.21 | 4.050 | 07/30/2022 | C |
Citigroup Inc. 4.075 4/23/2029 | 3,400,000.00 | 0.14 | $3,913,906.60 | 4.075 | 04/23/2029 | C |
Citizens Bank Na Providence ri 2.550 5/13/2021 | 950,000.00 | 0.03 | $961,289.14 | 2.550 | 05/13/2021 | CFG |
Citizens Financial Group Inc. 5.650 10/6/2068 | 1,080,000.00 | 0.04 | $1,128,999.60 | 5.650 | 10/06/2068 | CFG |
Citm_07-1 | 3,600,000.00 | 0.13 | $3,591,756.36 | 1.648 | 10/25/2037 | CITM_07-1 |
Citycenter Holdings Llc 3.000 4/18/2024 | 907,677.46 | 0.03 | $873,753.02 | 3.000 | 04/18/2024 | CCTRH |
Clear Channel Worldwide Holdings I 9.250 2/15/2024 | 945,000.00 | 0.03 | $918,544.73 | 9.250 | 02/15/2024 | CCO |
CLP Power Hong Kong Financing Ltd. 2.875 4/26/2023 | 240,000.00 | 0.00 | $249,518.74 | 2.875 | 04/26/2023 | CHINLP |
Cnh_19-a | 297,972.23 | 0.01 | $298,580.03 | 2.960 | 05/16/2022 | CNH_19-A- |
Cnh_19-b | 639,442.97 | 0.02 | $642,370.79 | 2.550 | 09/15/2022 | CNH_19-B- |
Coca-cola CO. 1.450 6/1/2027 | 430,000.00 | 0.01 | $443,693.57 | 1.450 | 06/01/2027 | KO |
Colombia (republic Of) 3.000 1/30/2030 | 272,000.00 | 0.01 | $276,862.00 | 3.000 | 01/30/2030 | COLOM |
Colombia (republic Of) 4.000 2/26/2024 | 202,000.00 | 0.00 | $215,698.63 | 4.000 | 02/26/2024 | COLOM |
Colombia Republic of (government) 5.000 6/15/2045 | 200,000.00 | 0.00 | $233,750.00 | 5.000 | 06/15/2045 | COLOM |
Colt Merger Sub Inc. 6.250 7/1/2025 | 1,420,000.00 | 0.05 | $1,482,132.10 | 6.250 | 07/01/2025 | ERI |
Comcast Corporation 3.200 7/15/2036 | 1,730,000.00 | 0.07 | $1,924,718.94 | 3.200 | 07/15/2036 | CMCSA |
Comcast Corporation 3.700 4/15/2024 | 2,970,000.00 | 0.12 | $3,282,235.80 | 3.700 | 04/15/2024 | CMCSA |
Comcast Corporation 3.750 4/1/2040 | 445,000.00 | 0.01 | $521,291.78 | 3.750 | 04/01/2040 | CMCSA |
Comision Federal DE Electricidad 4.750 2/23/2027 | 1,259,000.00 | 0.05 | $1,356,333.29 | 4.750 | 02/23/2027 | CFELEC |
Comision Federal DE Electricidad 4.875 1/15/2024 | 200,000.00 | 0.00 | $215,731.00 | 4.875 | 01/15/2024 | CFELEC |
Comm_13-wwp | 1,100,000.00 | 0.04 | $1,161,612.10 | 3.424 | 03/10/2031 | COMM_13-W |
Comm_14_ccre20 | 2,225,000.00 | 0.09 | $2,418,175.61 | 3.938 | 11/10/2047 | COMM_14_C |
Comm_15-3bp | 605,000.00 | 0.02 | $648,539.85 | 3.178 | 02/10/2035 | COMM_15-3 |
Comm_15-cr23 | 780,000.00 | 0.03 | $857,141.92 | 3.497 | 05/10/2048 | COMM_15-C |
Comm_16-cr28 | 2,330,000.00 | 0.09 | $2,620,872.31 | 3.762 | 02/10/2049 | COMM_16-C |
Commscope Technologies Llc 5.000 3/15/2027 | 183,000.00 | 0.00 | $176,023.13 | 5.000 | 03/15/2027 | COMM |
Compass Bank 2.875 6/29/2022 | 1,220,000.00 | 0.04 | $1,257,518.90 | 2.875 | 06/29/2022 | BCOMPS |
Compass Bank 3.875 4/10/2025 | 1,145,000.00 | 0.04 | $1,229,046.44 | 3.875 | 04/10/2025 | BCOMPS |
Connect Finco Sarl 6.750 10/1/2026 | 1,740,000.00 | 0.06 | $1,748,178.00 | 6.750 | 10/01/2026 | ISATLN |
CONNECTICUT AVENUE SECURITIES | 1,892,754.24 | 0.07 | $1,882,086.11 | 2.448 | 08/25/2031 | CAS_19-R0 |
CONNECTICUT AVENUE SECURITIES | 313,478.28 | 0.01 | $311,515.34 | 2.598 | 07/25/2031 | CAS_19-R0 |
CONNECTICUT AVENUE SECURITIES | 2,709,762.02 | 0.10 | $2,694,884.88 | 2.248 | 10/25/2039 | CAS_19-R0 |
CONNECTICUT AVENUE SECURITIES | 2,500,000.00 | 0.09 | $2,449,582.75 | 2.198 | 01/25/2040 | CAS_20-R0 |
CONNECTICUT AVENUE SECURITIES | 551,224.67 | 0.02 | $548,233.12 | 2.548 | 04/25/2031 | CAS_18-R0 |
Cooperatieve Rabobank UA (new York 0.674 4/26/2021 | 500,000.00 | 0.01 | $501,152.20 | 0.675 | 04/26/2021 | RABOBK |
Cooperatieve Rabobank UA 3.750 7/21/2026 | 1,350,000.00 | 0.05 | $1,505,946.33 | 3.750 | 07/21/2026 | RABOBK |
Cooperatieve Rabobank UA 4.375 8/4/2025 | 2,000,000.00 | 0.08 | $2,267,804.80 | 4.375 | 08/04/2025 | RABOBK |
Core & Main Lp hd Supply Waterwork 4.313 7/21/2024 | 541,090.24 | 0.01 | $531,621.16 | 3.750 | 07/21/2024 | HDSUWA |
Corporacion Nacional Del Cobre DE 3.150 1/14/2030 | 2,770,000.00 | 0.11 | $2,951,365.75 | 3.150 | 01/14/2030 | CDEL |
Corporacion Nacional Del Cobre DE 4.250 7/17/2042 | 200,000.00 | 0.00 | $227,251.72 | 4.250 | 07/17/2042 | CDEL |
Corporate Office Properties lp 5.250 2/15/2024 | 282,000.00 | 0.01 | $308,226.00 | 5.250 | 02/15/2024 | OFC |
Costco Wholesale Corporation 1.600 4/20/2030 | 1,320,000.00 | 0.05 | $1,348,118.24 | 1.600 | 04/20/2030 | COST |
Costco Wholesale Corporation 1.750 4/20/2032 | 545,000.00 | 0.02 | $560,402.52 | 1.750 | 04/20/2032 | COST |
Cote D Ivoire (republic Of) 6.125 6/15/2033 | 366,000.00 | 0.01 | $343,835.04 | 6.125 | 06/15/2033 | IVYCST |
Cott Holdings Inc. 5.500 4/1/2025 | 260,000.00 | 0.00 | $266,825.00 | 5.500 | 04/01/2025 | BCBCN |
Covanta Holding Corp. 5.875 7/1/2025 | 230,000.00 | 0.00 | $238,600.85 | 5.875 | 07/01/2025 | CVA |
Cox Media Group Ohio Inc. 4.250 12/17/2026 | 519,077.50 | 0.01 | $507,528.03 | 4.406 | 12/17/2026 | TERMED |
Credit Suisse AG 6.375 2/21/2168 | 1,900,000.00 | 0.07 | $2,032,211.50 | 6.375 | 02/21/2168 | CS |
Credit Suisse Group AG 2.593 9/11/2025 | 1,105,000.00 | 0.04 | $1,153,699.67 | 2.593 | 09/11/2025 | CS |
Credit Suisse Group AG 3.869 1/12/2029 | 1,065,000.00 | 0.04 | $1,188,728.72 | 3.869 | 01/12/2029 | CS |
Credit Suisse Group AG 4.194 4/1/2031 | 1,545,000.00 | 0.06 | $1,786,784.93 | 4.194 | 04/01/2031 | CS |
Credit Suisse Group AG 4.207 6/12/2024 | 410,000.00 | 0.01 | $443,539.19 | 4.207 | 06/12/2024 | CS |
Credit Suisse Group AG 5.250 2/11/2169 | 885,000.00 | 0.03 | $888,982.50 | 5.250 | 02/11/2169 | CS |
Credit Suisse Group AG 6.250 12/29/2049 | 5,705,000.00 | 0.22 | $6,129,092.59 | 6.250 | 12/29/2049 | CS |
Credit Suisse Group Funding Guerns 3.125 12/10/2020 | 250,000.00 | 0.00 | $251,311.98 | 3.125 | 12/10/2020 | CS |
Credit Suisse Group Funding Guerns 3.800 6/9/2023 | 2,300,000.00 | 0.09 | $2,475,922.17 | 3.800 | 06/09/2023 | CS |
Credit Suisse Group Funding Guerns 3.800 9/15/2022 | 3,350,000.00 | 0.13 | $3,542,857.49 | 3.800 | 09/15/2022 | CS |
Crestwood Midstream Partners Lp cr 6.250 4/1/2023 | 410,000.00 | 0.01 | $401,888.15 | 6.250 | 04/01/2023 | CMLP |
Crmn_13-1a | 3,069,064.58 | 0.11 | $3,042,483.41 | 1.095 | 01/27/2028 | CRMN_13-1 |
Crmsi_06-3 | 689,705.06 | 0.02 | $712,496.92 | 5.127 | 11/25/2036 | CRMSI_06- |
Crnpt_18-5a | 394,835.84 | 0.01 | $391,268.50 | 1.213 | 07/17/2028 | CRNPT_18- |
Crown Castle International Corp. 3.800 2/15/2028 | 2,115,000.00 | 0.08 | $2,397,790.73 | 3.800 | 02/15/2028 | CCI |
Crown Castle International Corp. 4.300 2/15/2029 | 2,745,000.00 | 0.11 | $3,201,889.05 | 4.300 | 02/15/2029 | CCI |
Crown Castle International Corp. 5.250 1/15/2023 | 1,505,000.00 | 0.06 | $1,654,542.67 | 5.250 | 01/15/2023 | CCI |
Csc Holdings Llc 2.250 7/17/2025 | 314,437.58 | 0.01 | $305,004.45 | 2.402 | 07/17/2025 | CSCHLD |
Csc Holdings Llc 2.500 4/15/2027 | 289,855.94 | 0.01 | $281,812.44 | 2.652 | 04/15/2027 | CSCHLD |
Csc Holdings Llc 3.375 2/15/2031 | 975,000.00 | 0.03 | $945,262.50 | 3.375 | 02/15/2031 | CSCHLD |
Csc Holdings Llc 4.625 12/1/2030 | 890,000.00 | 0.03 | $895,442.35 | 4.625 | 12/01/2030 | CSCHLD |
CSMC MORTGAGE-BACKED TRUST 200 | 211,217.76 | 0.00 | $190,097.04 | 6.000 | 02/25/2037 | CSMC_07-1 |
CSMC MORTGAGE-BACKED TRUST 200 | 70,064.35 | 0.00 | $70,354.40 | 5.500 | 04/25/2037 | CSMC_07-3 |
CSMC MORTGAGE-BACKED TRUST 200 | 157,791.43 | 0.00 | $43,188.30 | 6.602 | 04/25/2037 | CSMC_07-3 |
CSMC MORTGAGE-BACKED TRUST 200 | 157,791.43 | 0.00 | $131,237.14 | 0.398 | 04/25/2037 | CSMC_07-3 |
CSMC SERIES 2005-1R - CSMC 200 | 881,510.61 | 0.03 | $810,026.62 | 5.750 | 12/26/2035 | CSMC_05-1 |
Csn Islands xi Corp. 6.750 1/28/2028 | 270,000.00 | 0.00 | $259,726.50 | 6.750 | 01/28/2028 | CSNABZ |
Csn Resources S.A. 7.625 4/17/2026 | 200,000.00 | 0.00 | $201,125.00 | 7.625 | 04/17/2026 | CSNABZ |
Cubesmart lp 3.000 2/15/2030 | 1,735,000.00 | 0.06 | $1,864,148.02 | 3.000 | 02/15/2030 | CUBE |
CVS Health Corp. 1.300 8/21/2027 | 620,000.00 | 0.02 | $611,531.92 | 1.300 | 08/21/2027 | CVS |
CVS Health Corp. 3.350 3/9/2021 | 266,000.00 | 0.01 | $269,494.63 | 3.350 | 03/09/2021 | CVS |
CVS Health Corp. 3.750 4/1/2030 | 780,000.00 | 0.03 | $893,390.71 | 3.750 | 04/01/2030 | CVS |
CVS Health Corp. 4.300 3/25/2028 | 11,690,000.00 | 0.51 | $13,692,489.99 | 4.300 | 03/25/2028 | CVS |
CVS Health Corp. 4.780 3/25/2038 | 1,030,000.00 | 0.04 | $1,249,532.66 | 4.780 | 03/25/2038 | CVS |
CVS Health Corp. 5.050 3/25/2048 | 5,000.00 | 0.00 | $6,379.10 | 5.050 | 03/25/2048 | CVS |
Cvs Pass-through Trust 5.773 1/10/2033 | 70,679.73 | 0.00 | $81,630.57 | 5.773 | 01/10/2033 | CVSPAS |
Cwl_04-3 | 46,839.73 | 0.00 | $44,575.54 | 0.548 | 08/25/2034 | CWL_04-3- |
Cwl_05-3 | 4,200,000.00 | 0.15 | $4,168,012.38 | 2.098 | 08/25/2035 | CWL_05-3- |
Cwl_06-1 | 122,387.66 | 0.00 | $124,470.58 | 4.610 | 07/25/2036 | CWL_06-1- |
Cwl_06-11 | 106,549.35 | 0.00 | $109,183.22 | 6.150 | 09/25/2046 | CWL_06-11 |
Cwl_06-17 | 1,222,513.58 | 0.04 | $1,196,715.73 | 0.298 | 03/25/2047 | CWL_06-17 |
Cwl_06-26 | 1,906,654.97 | 0.06 | $1,827,960.46 | 0.368 | 06/25/2037 | CWL_06-26 |
Cwl_07-6 | 922,908.10 | 0.02 | $694,640.16 | 0.458 | 09/25/2037 | CWL_07-6- |
Cxhe_02-a | 456.47 | n/a | $470.62 | 5.540 | 01/25/2032 | CXHE_02-A |
Cybg Plc 4.000 9/25/2026 | 800,000.00 | 0.03 | $1,068,204.38 | 4.000 | 09/25/2026 | VMUKLN |
Cybg Plc 4.000 9/3/2027 | 100,000.00 | 0.00 | $133,657.65 | 4.000 | 09/03/2027 | VMUKLN |
CYPRUS (republic Of) 3.875 5/6/2022 | 1,200,000.00 | 0.05 | $1,498,340.45 | 3.875 | 05/06/2022 | CYPRUS |
Cyrusone lp 1.450 1/22/2027 | 1,400,000.00 | 0.06 | $1,632,804.29 | 1.450 | 01/22/2027 | CONE |
Daimler Finance North America Llc 0.687 2/12/2021 | 1,400,000.00 | 0.05 | $1,400,115.50 | 0.687 | 02/12/2021 | DAIGR |
Daimler Finance North America Llc 1.180 2/15/2022 | 1,100,000.00 | 0.04 | $1,104,167.79 | 1.180 | 02/15/2022 | DAIGR |
Daimler Finance North America Llc 2.000 7/6/2021 | 400,000.00 | 0.01 | $404,313.08 | 2.000 | 07/06/2021 | DAIGR |
Daimler Finance North America Llc 2.200 10/30/2021 | 200,000.00 | 0.00 | $203,269.96 | 2.200 | 10/30/2021 | DAIGR |
Daimler Finance North America Llc 2.875 3/10/2021 | 150,000.00 | 0.00 | $151,557.77 | 2.875 | 03/10/2021 | DAIGR |
Daimler Finance North America Llc 3.400 2/22/2022 | 500,000.00 | 0.01 | $517,908.65 | 3.400 | 02/22/2022 | DAIGR |
Daimler Finance North America Llc 3.750 11/5/2021 | 300,000.00 | 0.01 | $310,131.81 | 3.750 | 11/05/2021 | DAIGR |
DANISH KRONE | 269,911.95 | 0.00 | $42,506.49 | 0.000 | - | DKK |
Danone S.A. 2.589 11/2/2023 | 1,500,000.00 | 0.05 | $1,583,612.25 | 2.589 | 11/02/2023 | BNFP |
Davita Inc. 1.750 8/12/2026 | 800,925.18 | 0.02 | $788,661.41 | 1.906 | 08/12/2026 | DVA |
Dbjpm_16-c1 | 900,000.00 | 0.03 | $993,294.27 | 3.276 | 05/10/2049 | DBJPM_16- |
Dbjpm_16-c3 | 945,000.00 | 0.03 | $1,028,868.66 | 2.890 | 08/10/2049 | DBJPM_16- |
Dbs Group Holdings Ltd. 4.520 12/11/2028 | 530,000.00 | 0.02 | $579,280.78 | 4.520 | 12/11/2028 | DBSSP |
Dbubs_11-lc1a | 600,000.00 | 0.02 | $601,081.50 | 5.790 | 11/10/2046 | DBUBS_11- |
Dcent_19-a1 | 400,000.00 | 0.01 | $414,449.12 | 3.040 | 07/15/2024 | DCENT_19- |
DELL International Llc 4.420 6/15/2021 | 74,000.00 | 0.00 | $75,757.43 | 4.420 | 06/15/2021 | DELL |
DELL International Llc 4.420 6/15/2021 | 400,000.00 | 0.01 | $409,504.09 | 4.420 | 06/15/2021 | DELL |
DELL International Llc 5.450 6/15/2023 | 600,000.00 | 0.02 | $658,197.72 | 5.450 | 06/15/2023 | DELL |
DELL International Llc 6.020 6/15/2026 | 400,000.00 | 0.01 | $470,339.68 | 6.020 | 06/15/2026 | DELL |
Delta Air Lines Inc. 3.625 3/15/2022 | 500,000.00 | 0.01 | $491,901.90 | 3.625 | 03/15/2022 | DAL |
Delta Air Lines Inc. 6.821 8/10/2022 | 183,257.77 | 0.00 | $183,560.33 | 6.821 | 08/10/2022 | DAL |
Delta Air Lines Inc. 7.000 5/1/2025 | 5,800,000.00 | 0.23 | $6,376,141.26 | 7.000 | 05/01/2025 | DAL |
Deutsche Bank AG (new York Branch) 3.961 11/26/2025 | 5,700,000.00 | 0.22 | $6,065,633.91 | 3.961 | 11/26/2025 | DB |
Deutsche Bank AG (new York Branch) 4.250 10/14/2021 | 2,000,000.00 | 0.07 | $2,056,965.00 | 4.250 | 10/14/2021 | DB |
Deutsche Bank AG (new York Branch) 5.000 2/14/2022 | 3,100,000.00 | 0.12 | $3,244,049.56 | 5.000 | 02/14/2022 | DB |
Deutsche Bank AG 2.222 9/18/2024 | 1,415,000.00 | 0.05 | $1,425,304.60 | 2.222 | 09/18/2024 | DB |
Deutsche Bank AG 3.547 9/18/2031 | 3,255,000.00 | 0.12 | $3,277,705.58 | 3.547 | 09/18/2031 | DB |
Development Bank of Mongolia 7.250 10/23/2023 | 710,000.00 | 0.02 | $745,554.03 | 7.250 | 10/23/2023 | DBMMN |
Digicel Group Ltd. 10.000 4/1/2024 | 323,704.00 | 0.00 | $248,847.45 | 10.000 | 04/01/2024 | DLLTD |
Discovery Communications 4.125 5/15/2029 | 5,735,000.00 | 0.24 | $6,593,528.35 | 4.125 | 05/15/2029 | DISCA |
Discovery Communications Llc 5.200 9/20/2047 | 4,180,000.00 | 0.18 | $5,018,955.26 | 5.200 | 09/20/2047 | DISCA |
Dominican Republic (government) 4.500 1/30/2030 | 367,000.00 | 0.01 | $361,953.75 | 4.500 | 01/30/2030 | DOMREP |
Dominican Republic (government) 4.875 9/23/2032 | 150,000.00 | 0.00 | $149,550.00 | 4.875 | 09/23/2032 | DOMREP |
Dominican Republic (government) 6.000 7/19/2028 | 435,000.00 | 0.01 | $469,173.60 | 6.000 | 07/19/2028 | DOMREP |
DORIC Nimrod Air Finance Alpha A 5.125 11/30/2022 | 658,620.20 | 0.02 | $588,665.78 | 5.125 | 11/30/2022 | DORIC |
dp World Crescent Ltd. 3.908 5/31/2023 | 400,000.00 | 0.01 | $422,040.00 | 3.908 | 05/31/2023 | DPWDU |
Duke Energy Corp. 4.875 3/16/2168 | 1,865,000.00 | 0.07 | $1,975,291.62 | 4.875 | 03/16/2168 | DUK |
Duke Energy Indiana Llc 3.250 10/1/2049 | 1,265,000.00 | 0.05 | $1,410,967.46 | 3.250 | 10/01/2049 | DUK |
Ecl S.A. 4.500 1/29/2025 | 515,000.00 | 0.02 | $572,508.51 | 4.500 | 01/29/2025 | ECLCI |
Ecopetrol S.A. 5.375 6/26/2026 | 360,000.00 | 0.01 | $398,250.00 | 5.375 | 06/26/2026 | ECOPET |
Ecopetrol S.A. 6.875 4/29/2030 | 325,000.00 | 0.01 | $389,593.75 | 6.875 | 04/29/2030 | ECOPET |
Ecp_15-7a | 3,000,000.00 | 0.11 | $2,959,971.00 | 1.412 | 04/22/2030 | ECP_15-7A |
Ecuador Republic of (government) 0.000 7/31/2030 | 35,470.50 | 0.00 | $16,628.57 | 0.000 | 07/31/2030 | ECUA |
Ecuador Republic of (government) 6.900 7/31/2030 | 125,307.00 | 0.00 | $85,210.01 | 0.500 | 07/31/2030 | ECUA |
Ecuador Republic of (government) 6.900 7/31/2035 | 328,383.90 | 0.00 | $183,077.31 | 0.500 | 07/31/2035 | ECUA |
Ecuador Republic of (government) 6.900 7/31/2040 | 150,501.00 | 0.00 | $75,814.88 | 0.500 | 07/31/2040 | ECUA |
EGYPT (arab Republic Of) 5.577 2/21/2023 | 2,620,000.00 | 0.10 | $2,698,495.20 | 5.577 | 02/21/2023 | EGYPT |
EGYPT (arab Republic Of) 5.750 5/29/2024 | 591,000.00 | 0.02 | $605,714.72 | 5.750 | 05/29/2024 | EGYPT |
EGYPT (arab Republic Of) 7.903 2/21/2048 | 200,000.00 | 0.00 | $185,341.00 | 7.903 | 02/21/2048 | EGYPT |
EGYPT (arab Republic Of) 8.700 3/1/2049 | 359,000.00 | 0.01 | $351,084.05 | 8.700 | 03/01/2049 | EGYPT |
el Salvador Republic of (governmen 7.125 1/20/2050 | 275,000.00 | 0.00 | $216,122.50 | 7.125 | 01/20/2050 | ELSALV |
Emirates Nbd Bank Pjsc 2.625 2/18/2025 | 495,000.00 | 0.01 | $515,553.39 | 2.625 | 02/18/2025 | EBIUH |
Emlt_04-2 | 662,360.69 | 0.02 | $668,954.36 | 3.148 | 10/25/2034 | EMLT_04-2 |
Enable Midstream Partners lp 4.950 5/15/2028 | 700,000.00 | 0.02 | $687,098.37 | 4.950 | 05/15/2028 | ENBL |
Encompass Health Corp. 4.500 2/1/2028 | 1,235,000.00 | 0.04 | $1,243,262.15 | 4.500 | 02/01/2028 | EHC |
Encompass Health Corp. 4.750 2/1/2030 | 559,000.00 | 0.02 | $568,072.57 | 4.750 | 02/01/2030 | EHC |
Enel Finance International nv 2.875 5/25/2022 | 1,100,000.00 | 0.04 | $1,135,443.10 | 2.875 | 05/25/2022 | ENELIM |
Energizer Holdings Inc. 4.375 3/31/2029 | 1,222,000.00 | 0.04 | $1,237,275.00 | 4.375 | 03/31/2029 | ENR |
Energy Transfer Operating lp 5.250 4/15/2029 | 2,105,000.00 | 0.08 | $2,266,570.12 | 5.250 | 04/15/2029 | ETP |
Energy Transfer Operating lp 5.500 6/1/2027 | 3,200,000.00 | 0.13 | $3,494,721.60 | 5.500 | 06/01/2027 | ETP |
Energy Transfer Operating lp 6.250 4/15/2049 | 3,595,000.00 | 0.13 | $3,709,303.74 | 6.250 | 04/15/2049 | ETP |
Enn Energy Holdings Ltd. 2.625 9/17/2030 | 605,000.00 | 0.02 | $605,320.65 | 2.625 | 09/17/2030 | XINAOG |
Enpro Industries Inc. 5.750 10/15/2026 | 105,000.00 | 0.00 | $111,148.80 | 5.750 | 10/15/2026 | NPO |
Ensemble Health Partners 3.750 8/1/2026 | 364,320.00 | 0.01 | $361,132.20 | 4.011 | 08/01/2026 | ENSRCM |
Entergy Arkansas Inc. 3.750 2/15/2021 | 200,000.00 | 0.00 | $200,790.30 | 3.750 | 02/15/2021 | ETR |
Entergy Arkansas Llc 4.200 4/1/2049 | 870,000.00 | 0.04 | $1,111,510.43 | 4.200 | 04/01/2049 | ETR |
Entergy Corporation 4.000 7/15/2022 | 300,000.00 | 0.01 | $316,509.84 | 4.000 | 07/15/2022 | ETR |
Entergy Louisiana Llc 4.950 1/15/2045 | 235,000.00 | 0.00 | $258,689.53 | 4.950 | 01/15/2045 | ETR |
Entergy Mississippi Llc 3.850 6/1/2049 | 1,805,000.00 | 0.08 | $2,181,155.68 | 3.850 | 06/01/2049 | ETR |
Entergy Texas Inc. 3.550 9/30/2049 | 700,000.00 | 0.02 | $789,041.68 | 3.550 | 09/30/2049 | ETR |
Epicor Software Corp. 5.250 7/30/2027 | 1,335,000.00 | 0.04 | $1,331,829.38 | 5.250 | 07/30/2027 | EGLPT |
EPR Properties 4.500 6/1/2027 | 2,900,000.00 | 0.09 | $2,674,130.31 | 4.500 | 06/01/2027 | EPR |
EQT Corp. 7.875 2/1/2025 | 1,100,000.00 | 0.04 | $1,220,829.50 | 7.875 | 02/01/2025 | EQT |
Equate Petrochemical BV 3.000 3/3/2022 | 375,000.00 | 0.01 | $379,989.75 | 3.000 | 03/03/2022 | EQPTRC |
Equifax Inc. 1.150 8/15/2021 | 700,000.00 | 0.02 | $702,876.30 | 1.150 | 08/15/2021 | EFX |
Equinix Inc. 5.375 5/15/2027 | 350,000.00 | 0.01 | $381,932.18 | 5.375 | 05/15/2027 | EQIX |
Equinor Asa 1.750 1/22/2026 | 655,000.00 | 0.02 | $679,854.04 | 1.750 | 01/22/2026 | EQNR |
Erac Usa Finance Llc 2.700 11/1/2023 | 300,000.00 | 0.01 | $315,582.33 | 2.700 | 11/01/2023 | ENTERP |
Erac Usa Finance Llc 4.500 8/16/2021 | 200,000.00 | 0.00 | $206,778.58 | 4.500 | 08/16/2021 | ENTERP |
Esh Hospitality 2.000 9/18/2026 | 461,930.19 | 0.01 | $450,237.81 | 2.156 | 09/18/2026 | STAY |
Essential Utilities Inc. 2.704 4/15/2030 | 695,000.00 | 0.02 | $744,673.87 | 2.704 | 04/15/2030 | WTRG |
Essential Utilities Inc. 3.351 4/15/2050 | 675,000.00 | 0.02 | $723,192.10 | 3.351 | 04/15/2050 | WTRG |
EUR USD FWD 20201002 0.000 10/2/2020 | -32,569,000.00 | -1.43 | -$38,187,105.81 | 0.000 | 10/02/2020 | EUP100220 |
EUR USD FWD 20201103 0.000 11/3/2020 | -32,569,000.00 | -1.43 | -$38,213,119.14 | 0.000 | 11/03/2020 | EUP110320 |
EURO | 693,641.05 | 0.03 | $813,259.45 | 0.000 | - | EURO |
Euro-btp (italy Govt) Dec 20 | 131.00 | 0.84 | $22,666,952.40 | 0.000 | 12/08/2020 | IKZ0 |
Euro-bund Dec 20 | -76.00 | -0.59 | -$15,550,814.02 | 0.000 | 12/08/2020 | RXZ0 |
EURUSD | -731,000.00 | -0.04 | -$859,443.86 | 0.000 | 01/22/2021 | EUR |
EURUSD 0.000 10/2/2020 | 32,569,000.00 | 1.42 | $38,187,105.81 | 0.000 | 10/02/2020 | USD |
Evergy Inc. 4.850 6/1/2021 | 225,000.00 | 0.00 | $229,014.43 | 4.850 | 06/01/2021 | EVRG |
Evergy Kansas Central Inc. 3.450 4/15/2050 | 1,670,000.00 | 0.07 | $1,897,019.97 | 3.450 | 04/15/2050 | EVRG |
Examworks Group Inc. 4.250 7/27/2023 | 721,903.32 | 0.02 | $718,744.99 | 4.322 | 07/27/2023 | EXAM |
Exelon Corporation 2.450 4/15/2021 | 200,000.00 | 0.00 | $201,748.08 | 2.450 | 04/15/2021 | EXC |
Fairfax Financial Holdings Ltd. 4.625 4/29/2030 | 1,000,000.00 | 0.04 | $1,086,214.80 | 4.625 | 04/29/2030 | FFHCN |
FANNIE MAE CONNECTICUT AVENUE | 1,102,781.07 | 0.04 | $1,088,264.28 | 2.398 | 07/25/2030 | CAS_18-C0 |
FANNIE MAE CONNECTICUT AVENUE | 551,794.48 | 0.02 | $541,183.25 | 2.298 | 10/25/2030 | CAS_18-C0 |
FANNIE MAE CONNECTICUT AVENUE | 6,429,595.75 | 0.23 | $6,397,304.39 | 3.148 | 10/25/2029 | CAS_17-C0 |
FANNIE MAE CONNECTICUT AVENUE | 365,585.13 | 0.01 | $362,832.31 | 2.998 | 11/25/2029 | CAS_17-C0 |
FANNIE MAE CONNECTICUT AVENUE | 432,351.17 | 0.01 | $424,074.11 | 2.498 | 01/25/2031 | CAS_18-C0 |
FANNIE MAE CONNECTICUT AVENUE | 414,301.38 | 0.01 | $400,780.49 | 2.348 | 08/25/2030 | CAS_18-C0 |
FANNIE MAE GRANTOR TRUST 1999- | 4,988.40 | 0.00 | $5,454.76 | 7.500 | 01/19/2039 | FNMA_99-T |
FANNIE MAE GRANTOR TRUST 2004- | 4,748.85 | 0.00 | $5,613.04 | 6.500 | 01/25/2044 | FNMA_04-T |
FANNIE MAE REMIC TRUST 2004-W1 | 32,372.26 | 0.00 | $38,517.66 | 6.500 | 05/25/2044 | FNMA_04-W |
FANNIE MAE REMICS - FNR 1999-1 | 48,715.33 | 0.00 | $55,205.61 | 6.000 | 05/25/2029 | FNMA_99-1 |
FANNIE MAE REMICS - FNR 2001-1 | 3,011.07 | 0.00 | $3,373.00 | 6.000 | 05/25/2031 | FNMA_01-1 |
FANNIE MAE REMICS - FNR 2007-3 | 1,854,392.65 | 0.06 | $1,621,861.83 | 0.000 | 04/25/2037 | FNMA_07-3 |
FANNIE MAE REMICS - FNR 2008-2 | 7,272,776.10 | 0.31 | $8,330,213.02 | 5.000 | 04/25/2038 | FNMA_08-2 |
FANNIE MAE REMICS - FNR 2009-2 | 368,294.50 | 0.00 | $60,443.94 | 5.552 | 02/25/2039 | FNMA_09-2 |
FANNIE MAE REMICS - FNR 2009-6 | 164,683.82 | 0.00 | $31,222.41 | 6.602 | 09/25/2039 | FNMA_09-6 |
FANNIE MAE REMICS - FNR 2011-1 | 666,600.37 | 0.02 | $717,848.47 | 4.000 | 11/25/2041 | FNMA_11-1 |
FANNIE MAE REMICS - FNR 2017-4 | 372,981.06 | 0.01 | $415,949.97 | 3.500 | 05/25/2047 | FNMA_17-4 |
FANNIE MAE REMICS - FNR 2017-7 | 529,728.00 | 0.02 | $563,474.59 | 3.500 | 10/25/2047 | FNMA_17-7 |
FANNIE MAE REMICS - FNR 2017-9 | 410,560.31 | 0.01 | $409,688.90 | 0.506 | 11/25/2047 | FNMA_17-9 |
FANNIE MAE REMICS - FNR 2017-9 | 332,193.37 | 0.01 | $361,107.22 | 3.500 | 11/25/2047 | FNMA_17-9 |
FANNIE MAE TRUST 2004-W15 - FN | 25,954.38 | 0.00 | $30,165.89 | 6.000 | 08/25/2044 | FNMA_04-W |
Ffml_06-ff5 | 756,441.84 | 0.02 | $730,220.54 | 0.308 | 04/25/2036 | FFML_06-F |
FG A15404 | 19,537.47 | 0.00 | $22,792.97 | 6.500 | 11/01/2033 | FGA15404 |
FG A38713 | 54,922.13 | 0.00 | $66,445.63 | 6.500 | 01/01/2035 | FGA38713 |
FG A71059 | 17,527.44 | 0.00 | $20,791.22 | 7.000 | 01/01/2038 | FGA71059 |
FG C90846 | 4,483.16 | 0.00 | $4,972.10 | 5.500 | 08/01/2024 | FGC90846 |
FG D96325 | 7,970.21 | 0.00 | $8,839.45 | 5.500 | 10/01/2023 | FGD96325 |
FG G08771 | 430,606.35 | 0.01 | $461,687.17 | 4.000 | 07/01/2047 | FGG08771 |
FG G08830 | 72,499.66 | 0.00 | $76,527.29 | 3.500 | 08/01/2048 | FGG08830 |
FG G61553 | 2,224,090.44 | 0.09 | $2,428,003.28 | 4.500 | 08/01/2048 | FGG61553 |
FG G61570 | 1,523,975.36 | 0.06 | $1,771,182.30 | 5.500 | 06/01/2041 | FGG61570 |
FG G61654 | 2,367,714.61 | 0.10 | $2,752,144.80 | 5.500 | 09/01/2041 | FGG61654 |
FG G61748 | 8,692,816.05 | 0.35 | $9,583,238.58 | 3.500 | 11/01/2048 | FGG61748 |
FG G67721 | 1,912,952.74 | 0.07 | $2,109,739.14 | 4.500 | 04/01/2049 | FGG67721 |
FG Q58277 | 4,119,568.92 | 0.16 | $4,376,363.07 | 3.500 | 09/01/2048 | FGQ58277 |
FG Q58422 | 146,991.92 | 0.00 | $159,056.02 | 3.500 | 09/01/2048 | FGQ58422 |
FH 10/1 12m Libor Arm | 14,167.17 | 0.00 | $14,260.41 | 3.625 | 02/01/2038 | FH1G2685 |
FH 5/1 12m Libor Arm | 122,789.11 | 0.00 | $131,657.20 | 3.930 | 05/01/2037 | FH1J1612 |
FHLMC 2.250 11/24/2020 | 2,300,000.00 | 0.08 | $2,307,162.89 | 2.250 | 11/24/2020 | FHLMC |
Fhlt_04-b | 2,405,515.93 | 0.08 | $2,331,931.20 | 1.018 | 05/25/2034 | FHLT_04-B |
Fhms_kx03 | 1,070,000.00 | 0.04 | $1,158,332.25 | 3.000 | 06/25/2027 | FHMS_KX03 |
Fidelity Inst : Gov PT CL I | 10,142,650.00 | 0.37 | $10,142,650.00 | 0.000 | 12/01/2099 | FIGXX |
Fifth Third Bancorp 2.550 5/5/2027 | 1,201,000.00 | 0.04 | $1,295,250.76 | 2.550 | 05/05/2027 | FITB |
Fifth Third Bancorp 3.650 1/25/2024 | 790,000.00 | 0.03 | $861,826.96 | 3.650 | 01/25/2024 | FITB |
Fifth Third Bancorp 3.950 3/14/2028 | 1,119,000.00 | 0.04 | $1,303,055.36 | 3.950 | 03/14/2028 | FITB |
Fifth Third Bank 3.850 3/15/2026 | 835,000.00 | 0.03 | $953,762.22 | 3.850 | 03/15/2026 | FITB |
Financial Square Gov CL Fst Mmf | 10,142,650.00 | 0.37 | $10,142,650.00 | 0.029 | 12/01/2099 | FGTXX |
First Quantum Minerals Ltd. 6.875 10/15/2027 | 360,000.00 | 0.01 | $347,238.00 | 6.875 | 10/15/2027 | FMCN |
First Quantum Minerals Ltd. 7.250 4/1/2023 | 1,765,000.00 | 0.06 | $1,765,485.38 | 7.250 | 04/01/2023 | FMCN |
First Quantum Minerals Ltd. 7.500 4/1/2025 | 900,000.00 | 0.03 | $891,324.00 | 7.500 | 04/01/2025 | FMCN |
Firstenergy Corporation 2.850 7/15/2022 | 200,000.00 | 0.00 | $205,119.74 | 2.850 | 07/15/2022 | FE |
Firstenergy Transmission Llc 4.550 4/1/2049 | 875,000.00 | 0.03 | $1,028,145.03 | 4.550 | 04/01/2049 | FE |
Fiserv Inc. 2.650 6/1/2030 | 1,155,000.00 | 0.04 | $1,245,145.32 | 2.650 | 06/01/2030 | FISV |
Fiserv Inc. 3.500 7/1/2029 | 3,500,000.00 | 0.14 | $3,993,854.20 | 3.500 | 07/01/2029 | FISV |
FLAGSTAR MORTGAGE TRUST 2018-5 | 53,678.47 | 0.00 | $53,922.64 | 4.000 | 09/25/2048 | FSMT_18-5 |
FN 254904 | 282,995.06 | 0.01 | $333,398.18 | 5.500 | 10/01/2033 | FN254904 |
FN 255895 | 97,463.90 | 0.00 | $107,859.77 | 4.500 | 09/01/2035 | FN255895 |
FN 725205 | 1,473.49 | n/a | $1,693.00 | 5.000 | 03/01/2034 | FN725205 |
FN 725705 | 13,756.57 | 0.00 | $15,808.39 | 5.000 | 08/01/2034 | FN725705 |
FN 747631 | 2,299.62 | n/a | $2,638.58 | 6.500 | 11/01/2033 | FN747631 |
FN 761558 | 10,954.40 | 0.00 | $12,342.62 | 5.500 | 12/01/2033 | FN761558 |
FN 774996 | 6,650.15 | 0.00 | $7,641.81 | 5.000 | 04/01/2034 | FN774996 |
FN 814578 | 4,596.56 | 0.00 | $5,253.92 | 5.000 | 04/01/2035 | FN814578 |
FN 829473 | 30,155.70 | 0.00 | $35,799.49 | 6.500 | 02/01/2036 | FN829473 |
FN 835751 | 87,632.68 | 0.00 | $96,492.67 | 4.500 | 08/01/2035 | FN835751 |
FN 869926 | 53,055.09 | 0.00 | $61,670.43 | 6.500 | 03/01/2036 | FN869926 |
FN 872891 | 17,902.64 | 0.00 | $22,146.84 | 6.500 | 06/01/2036 | FN872891 |
FN 882694 | 46,044.53 | 0.00 | $54,168.20 | 6.500 | 06/01/2036 | FN882694 |
FN 888482 | 49,131.61 | 0.00 | $53,987.11 | 4.500 | 05/01/2035 | FN888482 |
FN 888657 | 217,371.96 | 0.00 | $257,408.16 | 5.500 | 02/01/2035 | FN888657 |
FN 890877 | 3,578,275.26 | 0.14 | $3,786,924.13 | 3.500 | 07/01/2048 | FN890877 |
FN 897160 | 11,109.72 | 0.00 | $12,525.72 | 6.000 | 09/01/2036 | FN897160 |
FN 923096 | 6,254.67 | 0.00 | $6,897.65 | 5.500 | 03/01/2037 | FN923096 |
FN 928988 | 1,512.50 | n/a | $1,730.70 | 5.000 | 12/01/2037 | FN928988 |
FN 931065 | 148,323.39 | 0.00 | $166,603.54 | 4.500 | 05/01/2039 | FN931065 |
FN 944052 | 2,786.31 | 0.00 | $2,902.42 | 5.500 | 07/01/2037 | FN944052 |
FN 944130 | 8,025.31 | 0.00 | $8,575.69 | 5.500 | 07/01/2037 | FN944130 |
FN 968119 | 18,026.76 | 0.00 | $21,004.46 | 6.500 | 02/01/2038 | FN968119 |
FN 974634 | 73,704.57 | 0.00 | $82,833.65 | 5.000 | 03/01/2038 | FN974634 |
FN 975194 | 9,140.66 | 0.00 | $10,129.03 | 5.000 | 03/01/2038 | FN975194 |
FN 984049 | 1,863.37 | n/a | $2,039.59 | 5.000 | 06/01/2038 | FN984049 |
FN 984762 | 1,843.35 | n/a | $2,045.71 | 5.000 | 06/01/2038 | FN984762 |
FN 988030 | 30,520.00 | 0.00 | $34,135.66 | 6.000 | 08/01/2038 | FN988030 |
FN 995442 | 5,092.88 | 0.00 | $6,002.85 | 6.000 | 12/01/2038 | FN995442 |
FN AA2451 | 3,880.00 | 0.00 | $4,244.29 | 5.000 | 02/01/2039 | FNAA2451 |
FN AA4369 | 175,976.18 | 0.00 | $197,036.13 | 4.500 | 05/01/2039 | FNAA4369 |
FN AB0513 | 4,027.86 | 0.00 | $4,738.31 | 6.500 | 11/01/2038 | FNAB0513 |
FN AB2345 | 1,114,865.72 | 0.04 | $1,255,178.15 | 4.500 | 02/01/2041 | FNAB2345 |
FN AB2894 | 345,874.71 | 0.01 | $388,564.30 | 4.500 | 06/01/2040 | FNAB2894 |
FN AB2959 | 271,595.74 | 0.01 | $298,869.49 | 4.500 | 07/01/2040 | FNAB2959 |
FN AD4168 | 71,350.31 | 0.00 | $80,995.62 | 5.000 | 05/01/2040 | FNAD4168 |
FN AE0478 | 77,849.48 | 0.00 | $85,727.20 | 4.000 | 11/01/2040 | FNAE0478 |
FN AE7116 | 15,717.71 | 0.00 | $17,348.90 | 4.000 | 10/01/2040 | FNAE7116 |
FN AH9410 | 52,054.76 | 0.00 | $58,554.53 | 4.500 | 04/01/2041 | FNAH9410 |
FN AL1543 | 807,478.05 | 0.03 | $950,941.14 | 5.500 | 12/01/2038 | FNAL1543 |
FN AL9903 | 6,621,326.78 | 0.29 | $7,793,316.85 | 5.500 | 05/01/2044 | FNAL9903 |
FN AS8269 | 6,505,942.03 | 0.25 | $6,822,821.74 | 3.000 | 11/01/2046 | FNAS8269 |
FN AT2127 | 910,378.59 | 0.03 | $970,479.60 | 3.000 | 04/01/2043 | FNAT2127 |
FN BC7891 | 95,485.40 | 0.00 | $104,060.65 | 4.000 | 03/01/2046 | FNBC7891 |
FN BK4284 | 453,992.42 | 0.01 | $499,123.31 | 4.500 | 09/01/2048 | FNBK4284 |
FN BK5438 | 4,466,017.60 | 0.17 | $4,764,574.00 | 4.000 | 09/01/2048 | FNBK5438 |
FN BK9609 | 3,854,404.51 | 0.15 | $4,114,883.63 | 4.000 | 09/01/2048 | FNBK9609 |
FN BM1055 | 979,231.62 | 0.04 | $1,083,076.69 | 4.000 | 04/01/2047 | FNBM1055 |
FN BM1948 | 2,155,119.93 | 0.09 | $2,611,295.24 | 6.000 | 07/01/2041 | FNBM1948 |
FN BM3196 | 651,103.99 | 0.02 | $766,133.36 | 5.500 | 05/01/2044 | FNBM3196 |
FN BM4414 | 1,609,755.85 | 0.07 | $1,905,767.41 | 6.000 | 06/01/2041 | FNBM4414 |
FN BM4495 | 3,376,247.06 | 0.14 | $3,989,015.98 | 6.000 | 07/01/2041 | FNBM4495 |
FN BM4681 | 911,710.24 | 0.03 | $1,069,053.38 | 5.500 | 05/01/2044 | FNBM4681 |
FN BM4775 | 1,405,505.13 | 0.06 | $1,660,970.16 | 6.000 | 01/01/2042 | FNBM4775 |
FN BM5024 | 1,657,057.19 | 0.06 | $1,735,045.43 | 3.000 | 11/01/2048 | FNBM5024 |
FN BN3927 | 4,349,129.56 | 0.18 | $4,854,452.31 | 4.500 | 01/01/2049 | FNBN3927 |
FN BO5032 | 6,351,251.11 | 0.25 | $6,772,669.96 | 3.000 | 12/01/2049 | FNBO5032 |
FN BO6275 | 5,431,812.15 | 0.21 | $5,724,116.43 | 3.500 | 01/01/2050 | FNBO6275 |
FN BP2506 | 2,933,524.72 | 0.11 | $3,102,106.76 | 3.000 | 03/01/2050 | FNBP2506 |
FN CA1182 | 3,404,887.88 | 0.13 | $3,715,277.80 | 3.500 | 02/01/2048 | FNCA1182 |
FN CA2368 | 451,689.45 | 0.01 | $487,692.44 | 4.000 | 09/01/2048 | FNCA2368 |
FN CA2803 | 815,741.94 | 0.03 | $882,172.95 | 4.500 | 12/01/2048 | FNCA2803 |
FN CA2956 | 2,636,283.19 | 0.10 | $2,877,301.43 | 4.500 | 01/01/2049 | FNCA2956 |
FN CA3666 | 1,239,191.39 | 0.05 | $1,358,481.03 | 4.000 | 06/01/2049 | FNCA3666 |
FN CA4648 | 321,903.09 | 0.01 | $337,053.23 | 3.000 | 04/01/2048 | FNCA4648 |
FN CA6422 | 17,250,644.64 | 0.67 | $18,088,837.94 | 3.000 | 07/01/2050 | FNCA6422 |
FN FM1321 | 4,556,865.36 | 0.18 | $5,070,836.48 | 4.000 | 10/01/2048 | FNFM1321 |
FN FM1568 | 228,913.47 | 0.00 | $257,352.74 | 4.500 | 05/01/2046 | FNFM1568 |
FN FM1569 | 1,252,549.00 | 0.05 | $1,408,152.91 | 4.500 | 04/01/2048 | FNFM1569 |
FN FM1724 | 3,222,707.76 | 0.12 | $3,377,784.46 | 3.000 | 10/01/2049 | FNFM1724 |
FN FM1980 | 1,494,760.30 | 0.05 | $1,571,077.38 | 3.000 | 11/01/2048 | FNFM1980 |
FN FM2238 | 2,930,591.82 | 0.11 | $3,100,766.30 | 3.500 | 11/01/2048 | FNFM2238 |
FN FM2354 | 1,979,892.42 | 0.08 | $2,168,484.30 | 4.500 | 01/01/2050 | FNFM2354 |
FN FM2523 | 2,116,549.42 | 0.08 | $2,284,945.69 | 3.500 | 03/01/2050 | FNFM2523 |
FN FM2560 | 349,122.54 | 0.01 | $392,066.46 | 4.500 | 05/01/2046 | FNFM2560 |
FN FM2714 | 3,763,881.12 | 0.14 | $3,949,046.00 | 3.000 | 03/01/2050 | FNFM2714 |
FN FM2870 | 2,833,513.60 | 0.11 | $3,030,975.50 | 3.000 | 03/01/2050 | FNFM2870 |
FN FM3070 | 4,657,247.70 | 0.19 | $5,134,505.68 | 4.000 | 06/01/2048 | FNFM3070 |
FN FM3173 | 3,775,668.15 | 0.15 | $4,090,129.96 | 3.500 | 07/01/2047 | FNFM3173 |
FN FM3247 | 1,050,210.49 | 0.04 | $1,178,130.85 | 4.500 | 10/01/2045 | FNFM3247 |
FN FM3509 | 3,357,680.63 | 0.13 | $3,573,918.96 | 3.000 | 07/01/2050 | FNFM3509 |
FN FM3727 | 1,588,754.62 | 0.06 | $1,665,950.62 | 3.000 | 07/01/2050 | FNFM3727 |
FN FM4386 | 624,000.00 | 0.02 | $717,964.10 | 5.000 | 07/01/2047 | FNFM4386 |
FN MA2806 | 4,429,168.28 | 0.17 | $4,655,794.65 | 3.000 | 11/01/2046 | FNMA2806 |
FN MA3210 | 1,116,662.23 | 0.04 | $1,181,739.85 | 3.500 | 12/01/2047 | FNMA3210 |
FN MA3416 | 492,042.58 | 0.01 | $531,943.69 | 4.500 | 07/01/2048 | FNMA3416 |
FN MA3444 | 345,954.77 | 0.01 | $375,190.13 | 4.500 | 07/01/2048 | FNMA3444 |
FN MA3563 | 162,732.72 | 0.00 | $173,384.44 | 4.000 | 01/01/2049 | FNMA3563 |
FN MA3615 | 477,611.98 | 0.01 | $508,932.96 | 4.000 | 03/01/2049 | FNMA3615 |
FN MA3686 | 1,333,401.39 | 0.05 | $1,404,457.82 | 3.500 | 06/01/2049 | FNMA3686 |
FN MA3835 | 2,867,633.01 | 0.11 | $3,021,043.06 | 3.500 | 11/01/2049 | FNMA3835 |
FNCL 3 10/20 | 86,514,000.00 | 3.38 | $90,626,797.70 | 3.000 | 10/01/2050 | 01F0306A1 |
Fnma 30yr Tba 1m Fwd | 6,100,000.00 | 0.24 | $6,598,722.58 | 4.500 | 10/01/2050 | FN30 |
Ford Motor Credit Co. Llc 5.750 2/1/2021 | 700,000.00 | 0.02 | $707,259.00 | 5.750 | 02/01/2021 | F |
Ford Motor Credit Company Llc 1.503 3/28/2022 | 400,000.00 | 0.01 | $382,122.24 | 1.503 | 03/28/2022 | F |
Ford Motor Credit Company Llc 2.826 1/7/2021 | 1,900,000.00 | 0.07 | $1,893,266.59 | 2.826 | 01/07/2021 | F |
Ford Motor Credit Company Llc 3.200 1/15/2021 | 4,200,000.00 | 0.15 | $4,201,627.50 | 3.200 | 01/15/2021 | F |
Ford Motor Credit Company Llc 3.550 10/7/2022 | 1,500,000.00 | 0.05 | $1,487,812.50 | 3.550 | 10/07/2022 | F |
Ford Motor Credit Company Llc 4.542 8/1/2026 | 5,205,000.00 | 0.19 | $5,191,362.90 | 4.542 | 08/01/2026 | F |
Fordr_18-1 | 840,000.00 | 0.03 | $925,266.47 | 3.190 | 07/15/2031 | FORDR_18- |
Fox Corp. 3.666 1/25/2022 | 900,000.00 | 0.03 | $938,461.68 | 3.666 | 01/25/2022 | FOXA |
FR QA4676 | 5,273,897.69 | 0.20 | $5,522,879.98 | 3.000 | 11/01/2049 | FRQA4676 |
FR QA5554 | 1,387,508.32 | 0.05 | $1,471,040.34 | 3.000 | 12/01/2049 | FRQA5554 |
FR QA5718 | 1,373,375.01 | 0.05 | $1,455,160.59 | 3.000 | 01/01/2050 | FRQA5718 |
FR SD7505 | 3,466,578.40 | 0.14 | $3,875,146.56 | 4.500 | 08/01/2049 | FRSD7505 |
FR ZA6531 | 549,841.51 | 0.02 | $597,804.46 | 4.500 | 03/01/2049 | FRZA6531 |
FR ZS4740 | 3,948,673.98 | 0.15 | $4,227,697.94 | 4.000 | 10/01/2047 | FRZS4740 |
FR ZS9566 | 841,842.13 | 0.03 | $935,323.48 | 4.000 | 12/01/2045 | FRZS9566 |
FR ZT1680 | 1,396,418.48 | 0.05 | $1,558,631.20 | 4.500 | 01/01/2049 | FRZT1680 |
FREDDIE MAC REMICS - FHR 2165 | 43,091.83 | 0.00 | $49,029.41 | 6.000 | 06/15/2029 | FHLMC-216 |
FREDDIE MAC REMICS - FHR 3143 | 1,139,340.15 | 0.04 | $1,336,913.58 | 5.500 | 02/15/2036 | FHLMC_314 |
FREDDIE MAC REMICS - FHR 3289 | 483,276.55 | 0.00 | $114,071.97 | 6.598 | 03/15/2037 | FHLMC_328 |
FREDDIE MAC REMICS - FHR 4676 | 364,839.80 | 0.01 | $383,477.31 | 2.500 | 07/15/2045 | FHLMC_467 |
FREDDIE MAC STACR REMIC TRUST | 913,218.29 | 0.03 | $911,469.93 | 0.898 | 02/25/2050 | STACR_20- |
FREDDIE MAC STACR REMIC TRUST | 1,411,243.46 | 0.05 | $1,392,789.62 | 2.198 | 11/25/2049 | STACR_19- |
FREDDIE MAC STACR REMIC TRUST | 500,000.00 | 0.01 | $486,768.40 | 1.998 | 02/25/2050 | STACR_20D |
FREDDIE MAC STACR REMIC TRUST | 1,423,880.93 | 0.05 | $1,422,457.90 | 1.248 | 03/25/2050 | STACR_20- |
FREDDIE MAC STACR TRUST 2018-H | 249,692.56 | 0.00 | $249,077.04 | 0.898 | 10/25/2048 | STACR_18- |
FREDDIE MAC STACR TRUST 2019-D | 1,259,685.99 | 0.04 | $1,245,885.63 | 2.098 | 10/25/2049 | STACR_19- |
FREDDIE MAC STRUCTURED AGENCY | 759,627.95 | 0.02 | $747,205.30 | 2.448 | 09/25/2030 | STACR_18- |
FREDDIE MAC STRUCTURED AGENCY | 728,072.32 | 0.02 | $745,604.96 | 3.398 | 07/25/2029 | STACR_17- |
FREDDIE MAC STRUCTURED AGENCY | 315,000.00 | 0.01 | $317,785.23 | 2.648 | 03/25/2030 | STACR_17- |
FREDDIE MAC STRUCTURED PASS-TH | 5,023.53 | 0.00 | $5,866.84 | 6.500 | 09/25/2043 | FHLMC_T-5 |
FREDDIE MAC STRUCTURED PASS-TH | 11,660.66 | 0.00 | $14,345.54 | 6.500 | 02/25/2043 | FHLMC_T-5 |
Freeport-mcmoran Copper & Gold Inc. 5.450 3/15/2043 | 1,670,000.00 | 0.06 | $1,857,240.40 | 5.450 | 03/15/2043 | FCX |
Freeport-mcmoran Inc. 4.125 3/1/2028 | 1,220,000.00 | 0.04 | $1,237,537.50 | 4.125 | 03/01/2028 | FCX |
Freeport-mcmoran Inc. 4.250 3/1/2030 | 1,221,000.00 | 0.04 | $1,252,672.74 | 4.250 | 03/01/2030 | FCX |
Freeport-mcmoran Inc. 4.625 8/1/2030 | 1,190,000.00 | 0.04 | $1,253,337.75 | 4.625 | 08/01/2030 | FCX |
Fremf_11-k10 | 550,000.00 | 0.02 | $549,615.22 | 4.685 | 11/25/2049 | FREMF_11- |
Fremf_11-k15 | 75,000.00 | 0.00 | $77,082.66 | 5.129 | 08/25/2044 | FREMF_11- |
Fremf_12-k18 | 1,000,000.00 | 0.03 | $1,037,563.00 | 4.382 | 01/25/2045 | FREMF_12- |
Fremf_12-k22 | 665,000.00 | 0.02 | $696,911.29 | 3.811 | 08/25/2045 | FREMF_12- |
Fremf_13-k24 | 3,675,000.00 | 0.14 | $3,850,254.50 | 3.627 | 11/25/2045 | FREMF_13- |
Fremf_13-k25 | 500,000.00 | 0.01 | $518,493.60 | 3.744 | 11/25/2045 | FREMF_13- |
Fremf_14-k716 | 500,000.00 | 0.01 | $508,021.00 | 4.081 | 08/25/2047 | FREMF_14- |
Fremf_14-k717 | 1,290,000.00 | 0.04 | $1,307,820.32 | 3.754 | 11/25/2047 | FREMF_14- |
Fremf_14-k717 | 1,225,000.00 | 0.04 | $1,248,444.54 | 3.754 | 11/25/2047 | FREMF_14- |
Fremf_16-k53 | 280,000.00 | 0.01 | $309,739.25 | 4.158 | 03/25/2049 | FREMF_16- |
Fremf_16-k722 | 425,000.00 | 0.01 | $448,149.88 | 3.976 | 07/25/2049 | FREMF_16- |
Fremf_17-k71 | 470,000.00 | 0.01 | $523,572.25 | 3.882 | 11/25/2050 | FREMF_17- |
Fresnillo Plc 4.250 10/2/2050 | 605,000.00 | 0.02 | $597,519.18 | 4.250 | 10/02/2050 | FRESLN |
Front Range Bidco Inc. 6.125 3/1/2028 | 725,000.00 | 0.02 | $748,439.25 | 6.125 | 03/01/2028 | ZAYO |
Frontier Communications Corp. 8.000 4/1/2027 | 559,000.00 | 0.02 | $557,951.88 | 8.000 | 04/01/2027 | FTR |
Frontier Communications Corporatio 4.960 6/17/2024 | 715,161.54 | 0.02 | $706,222.02 | 6.000 | 06/17/2024 | FTR |
Future Retail Ltd. 5.600 1/22/2025 | 565,000.00 | 0.01 | $480,250.00 | 5.600 | 01/22/2025 | FRETAI |
G2 616376 | 3,439.23 | 0.00 | $3,863.95 | 6.000 | 04/20/2034 | G2616376 |
G2 AR8429 | 89,933.47 | 0.00 | $103,412.82 | 5.500 | 05/20/2037 | G2AR8429 |
G2SF 4 11/20 | 6,000,000.00 | 0.23 | $6,380,156.40 | 4.000 | 11/20/2050 | 21H0406B4 |
GABON Republic of (government) 6.625 2/6/2031 | 200,000.00 | 0.00 | $179,397.68 | 6.625 | 02/06/2031 | GABON |
GALTON FUNDING MORTGAGE TRUST | 128,427.20 | 0.00 | $129,597.17 | 3.500 | 11/25/2057 | GFMT_18-1 |
Galxy_15-21a | 1,650,000.00 | 0.06 | $1,629,812.25 | 1.292 | 04/20/2031 | GALXY_15- |
Garda World Security Corp. 0.000 10/24/2026 | 191,971.22 | 0.00 | $191,131.35 | 4.900 | 10/24/2026 | GWCN |
Gardner Denver Inc. 1.750 3/1/2027 | 675,919.98 | 0.02 | $655,219.93 | 1.906 | 03/01/2027 | GDI |
Gartner Inc. 3.750 10/1/2030 | 1,220,000.00 | 0.04 | $1,236,378.50 | 3.750 | 10/01/2030 | IT |
Gatx Corporation 0.969 11/5/2021 | 2,100,000.00 | 0.07 | $2,097,676.56 | 0.969 | 11/05/2021 | GMT |
Gaz Finance Plc 3.250 2/25/2030 | 535,000.00 | 0.02 | $535,486.85 | 3.250 | 02/25/2030 | GAZPRU |
GBP USD FWD 20201002 0.000 10/2/2020 | -2,027,000.00 | -0.10 | -$2,615,562.62 | 0.000 | 10/02/2020 | GBJ100220 |
GE Capital Funding Llc 3.450 5/15/2025 | 1,565,000.00 | 0.06 | $1,676,410.00 | 3.450 | 05/15/2025 | GE |
General Dynamics Corporation 3.250 4/1/2025 | 1,475,000.00 | 0.06 | $1,633,740.39 | 3.250 | 04/01/2025 | GD |
General Dynamics Corporation 4.250 4/1/2040 | 1,530,000.00 | 0.07 | $1,928,165.82 | 4.250 | 04/01/2040 | GD |
General Dynamics Corporation 4.250 4/1/2050 | 885,000.00 | 0.04 | $1,160,566.08 | 4.250 | 04/01/2050 | GD |
General Electric CO. 3.450 5/1/2027 | 770,000.00 | 0.03 | $815,081.11 | 3.450 | 05/01/2027 | GE |
General Electric CO. 3.625 5/1/2030 | 1,310,000.00 | 0.05 | $1,362,293.24 | 3.625 | 05/01/2030 | GE |
General Electric CO. 4.350 5/1/2050 | 2,360,000.00 | 0.09 | $2,409,165.64 | 4.350 | 05/01/2050 | GE |
General Electric CO. 5.000 12/29/2049 | 300,000.00 | 0.00 | $239,513.70 | 0.000 | 12/29/2049 | GE |
General Motors CO. 5.000 10/1/2028 | 939,000.00 | 0.03 | $1,057,388.74 | 5.000 | 10/01/2028 | GM |
General Motors CO. 5.400 10/2/2023 | 685,000.00 | 0.02 | $755,820.99 | 5.400 | 10/02/2023 | GM |
General Motors CO. 6.125 10/1/2025 | 685,000.00 | 0.02 | $796,775.63 | 6.125 | 10/01/2025 | GM |
General Motors Financial Co. Inc. 1.118 4/9/2021 | 500,000.00 | 0.01 | $499,790.70 | 1.118 | 04/09/2021 | GM |
General Motors Financial Co. Inc. 5.200 3/20/2023 | 1,295,000.00 | 0.05 | $1,405,932.29 | 5.200 | 03/20/2023 | GM |
General Motors Financial Co. Inc. 5.250 3/1/2026 | 1,276,000.00 | 0.05 | $1,436,901.94 | 5.250 | 03/01/2026 | GM |
General Motors Financial Co. Inc. 5.700 3/30/2169 | 755,000.00 | 0.02 | $759,718.75 | 5.700 | 03/30/2169 | GM |
Generalitat DE Catalunya 4.900 9/15/2021 | 1,800,000.00 | 0.08 | $2,205,167.41 | 4.900 | 09/15/2021 | GENCAT |
Geopark Ltd. 5.500 1/17/2027 | 645,000.00 | 0.02 | $572,443.95 | 5.500 | 01/17/2027 | GEOPAR |
Geopark Ltd. 6.500 9/21/2024 | 200,000.00 | 0.00 | $188,800.00 | 6.500 | 09/21/2024 | GEOPAR |
Georgia-pacific Llc 1.750 9/30/2025 | 925,000.00 | 0.03 | $964,869.44 | 1.750 | 09/30/2025 | GP |
Georgia-pacific Llc 2.100 4/30/2027 | 735,000.00 | 0.02 | $772,071.93 | 2.100 | 04/30/2027 | GP |
Georgia-pacific Llc 2.300 4/30/2030 | 1,660,000.00 | 0.06 | $1,763,886.95 | 2.300 | 04/30/2030 | GP |
Georgia-pacific Llc 8.000 1/15/2024 | 2,242,000.00 | 0.10 | $2,749,624.90 | 8.000 | 01/15/2024 | GP |
Gewmc_06-1 | 2,006,104.37 | 0.04 | $1,233,153.96 | 0.298 | 08/25/2036 | GEWMC_06- |
Gfl Environmental Inc. 3.750 8/1/2025 | 724,000.00 | 0.02 | $723,547.50 | 3.750 | 08/01/2025 | GFLCN |
Gilead Sciences Inc. 4.150 3/1/2047 | 3,305,000.00 | 0.15 | $4,045,736.10 | 4.150 | 03/01/2047 | GILD |
Global Medical Response Inc. 5.750 9/24/2025 | 2,025,000.00 | 0.07 | $1,983,655.58 | 5.750 | 09/24/2025 | AIMEGR |
Global Payments Inc. 2.650 2/15/2025 | 2,525,000.00 | 0.10 | $2,680,813.71 | 2.650 | 02/15/2025 | GPN |
Global Payments Inc. 2.900 5/15/2030 | 1,415,000.00 | 0.05 | $1,515,533.06 | 2.900 | 05/15/2030 | GPN |
Global Payments Inc. 3.200 8/15/2029 | 4,025,000.00 | 0.16 | $4,402,179.53 | 3.200 | 08/15/2029 | GPN |
Glp Capital lp 4.000 1/15/2030 | 2,600,000.00 | 0.10 | $2,695,719.00 | 4.000 | 01/15/2030 | GLPI |
GMACM MORTGAGE LOAN TRUST 2006 | 27,412.07 | 0.00 | $27,305.44 | 5.750 | 04/25/2036 | GMACM_06- |
GN BT0809 | 1,527,999.31 | 0.05 | $1,600,381.25 | 3.000 | 03/01/2050 | GNBT0809 |
Gnh_15-h10 | 11,769,983.24 | 0.44 | $11,827,729.13 | 0.755 | 04/20/2065 | GNH_15-H1 |
Gold Fields Orogen Holdings (bvi) 6.125 5/15/2029 | 715,000.00 | 0.03 | $834,762.50 | 6.125 | 05/15/2029 | GFISJ |
Goldman Sachs Group Inc. 1.450 11/15/2021 | 1,700,000.00 | 0.06 | $1,702,128.74 | 1.450 | 11/15/2021 | GS |
Goldman Sachs Group Inc. 1.605 4/23/2021 | 1,300,000.00 | 0.04 | $1,307,560.28 | 1.605 | 04/23/2021 | GS |
Goldman Sachs Group Inc. 2.600 2/7/2030 | 955,000.00 | 0.03 | $1,009,739.93 | 2.600 | 02/07/2030 | GS |
Goldman Sachs Group Inc. 3.200 2/23/2023 | 2,200,000.00 | 0.08 | $2,330,142.10 | 3.200 | 02/23/2023 | GS |
Goldman Sachs Group Inc. 3.500 4/1/2025 | 2,780,000.00 | 0.11 | $3,071,736.81 | 3.500 | 04/01/2025 | GS |
Goldman Sachs Group Inc. 4.223 5/1/2029 | 4,700,000.00 | 0.20 | $5,481,205.33 | 4.223 | 05/01/2029 | GS |
Goodman Hong Kong Finance 4.375 6/19/2024 | 1,095,000.00 | 0.04 | $1,188,989.33 | 4.375 | 06/19/2024 | GOOMAN |
GOVERNMENT NATIONAL MORTGAGE A | 230,000.00 | 0.00 | $259,445.27 | 3.500 | 03/20/2047 | GNMA_17-3 |
GOVERNMENT NATIONAL MORTGAGE A | 5,771,926.20 | 0.21 | $5,753,215.35 | 0.830 | 10/20/2061 | GNMA_11-H |
GOVERNMENT NATIONAL MORTGAGE A | 270,000.00 | 0.01 | $295,360.45 | 2.500 | 08/20/2047 | GNMA_17-1 |
GOVERNMENT NATIONAL MORTGAGE A | 103,819.31 | 0.00 | $104,260.40 | 0.755 | 10/20/2065 | GNMA_15-H |
GOVERNMENT NATIONAL MORTGAGE A | 361,373.11 | 0.01 | $362,141.39 | 0.675 | 08/20/2062 | GNMA_12-H |
GOVERNMENT NATIONAL MORTGAGE A | 634,637.09 | 0.02 | $636,806.66 | 0.755 | 03/20/2062 | GNMA_12-H |
GOVERNMENT NATIONAL MORTGAGE A | 1,625,923.25 | 0.06 | $1,651,985.66 | 1.075 | 07/20/2065 | GNMA_16-H |
GOVERNMENT NATIONAL MORTGAGE A | 432,071.40 | 0.00 | $68,694.82 | 5.844 | 08/20/2038 | GNMA_08-6 |
GOVERNMENT NATIONAL MORTGAGE A | 3,646,363.05 | 0.14 | $3,996,277.53 | 3.500 | 11/20/2047 | GNMA_17-1 |
GOVERNMENT NATIONAL MORTGAGE A | 6,067,386.46 | 0.22 | $6,096,590.00 | 0.755 | 05/20/2065 | GNMA_15-H |
GOVERNMENT NATIONAL MORTGAGE A | 173,000.00 | 0.00 | $188,850.71 | 3.000 | 05/20/2043 | GNMA_13-1 |
GOVERNMENT NATIONAL MORTGAGE A | 1,435,493.31 | 0.05 | $1,440,159.09 | 0.705 | 05/20/2065 | GNMA_15-H |
GOVERNMENT NATIONAL MORTGAGE A | 1,385,968.34 | 0.00 | $230,767.05 | 5.664 | 01/20/2039 | GNMA_09-2 |
GOVERNMENT NATIONAL MORTGAGE A | 196,000.00 | 0.00 | $213,416.78 | 3.500 | 03/20/2048 | GNMA_18-3 |
GOVERNMENT NATIONAL MORTGAGE A | 3,820,132.09 | 0.14 | $3,844,749.02 | 0.855 | 10/20/2061 | GNMA_11-H |
GOVERNMENT NATIONAL MORTGAGE A | 3,610,605.34 | 0.13 | $3,620,511.04 | 0.670 | 10/20/2062 | GNMA_12-H |
GOVERNMENT NATIONAL MORTGAGE A | 1,642,634.37 | 0.06 | $1,651,084.08 | 0.755 | 08/20/2065 | GNMA_15-H |
Government of Bermuda 2.375 8/20/2030 | 200,000.00 | 0.00 | $202,750.00 | 2.375 | 08/20/2030 | BERMUD |
Gran Tierra Energy Inc. 7.750 5/23/2027 | 580,000.00 | 0.00 | $202,643.30 | 7.750 | 05/23/2027 | GTE |
Granite Holdings US Acquisition CO. 5.250 9/30/2026 | 137,159.53 | 0.00 | $130,301.55 | 5.822 | 09/30/2026 | HOWDEN |
Gray Television Inc. 2.500 2/7/2024 | 1,018,321.90 | 0.03 | $997,955.46 | 2.405 | 02/07/2024 | GTN |
Gray Television Inc. 5.875 7/15/2026 | 380,000.00 | 0.01 | $394,962.50 | 5.875 | 07/15/2026 | GTN |
Greenko Solar Mauritius Ltd. 5.950 7/29/2026 | 540,000.00 | 0.02 | $560,924.51 | 5.950 | 07/29/2026 | GRNKEN |
Grupo Cementos DE Chihuahua Sab DE 5.250 6/23/2024 | 530,000.00 | 0.02 | $552,474.65 | 5.250 | 06/23/2024 | GCCAMM |
Grupo Energia Bogota S.A. ESP 4.875 5/15/2030 | 2,677,000.00 | 0.11 | $2,996,232.25 | 4.875 | 05/15/2030 | GEBCB |
GS MTG SECURITIES TRUST 2017-GS5 | 1,280,000.00 | 0.05 | $1,459,540.61 | 3.674 | 03/10/2050 | GSMS_17-G |
GS MTG SECURITIES TRUST 2018-GS9 | 570,000.00 | 0.02 | $664,583.81 | 3.992 | 03/10/2051 | GSMS_18-G |
GS MTG SECURITIES TRUST 2020-PJ1 | 610,158.33 | 0.02 | $620,732.98 | 3.500 | 05/01/2050 | GSMBS_20- |
Gsamp_06-fm3 | 952,110.02 | 0.02 | $602,773.43 | 0.378 | 11/25/2036 | GSAMP_06- |
Gsamp_07-sea1 | 755,822.67 | 0.02 | $727,659.73 | 0.448 | 12/25/2036 | GSAMP_07- |
Gsms_10-c1 | 375,000.00 | 0.01 | $332,117.59 | 5.635 | 08/10/2043 | GSMS_10-C |
Gsms_15-gc32 | 1,000,000.00 | 0.04 | $1,113,845.20 | 3.764 | 07/10/2048 | GSMS_15-G |
Gsms_16-rent | 2,300,000.00 | 0.08 | $2,296,848.08 | 3.203 | 02/10/2029 | GSMS_16-R |
Gsms_19-gc39 | 1,250,000.00 | 0.05 | $1,444,218.38 | 3.567 | 04/10/2029 | GSMS_19-G |
Gsms_19-gc42 | 5,000,000.00 | 0.20 | $5,581,493.50 | 3.001 | 09/01/2052 | GSMS_19-G |
Gsms_20-gc47 | 685,000.00 | 0.02 | $732,211.36 | 2.377 | 05/01/2053 | GSMS_20-G |
Gsmscii_17-gs6 | 1,935,000.00 | 0.08 | $2,182,764.17 | 3.433 | 05/10/2050 | GSMSCII_1 |
GSR MORTGAGE LOAN TRUST 2007-A | 541,749.21 | 0.01 | $438,434.22 | 3.408 | 03/25/2047 | GSR_07-AR |
Guatemala (republic Of) 4.875 2/13/2028 | 400,000.00 | 0.01 | $442,400.00 | 4.875 | 02/13/2028 | GUATEM |
Gusap Iii lp 4.250 1/21/2030 | 2,120,000.00 | 0.08 | $2,210,630.00 | 4.250 | 01/21/2030 | GGBRBZ |
Hamilton Projects Acquiror Llc 5.750 6/11/2027 | 1,880,287.50 | 0.07 | $1,873,236.42 | 5.750 | 06/11/2027 | HAMPRO |
Harley-davidson Financial Services 2.850 1/15/2021 | 1,300,000.00 | 0.04 | $1,304,834.31 | 2.850 | 01/15/2021 | HOG |
Hasc_06-he1 | 25,690.44 | 0.00 | $13,699.67 | 0.198 | 10/25/2036 | HASC_06-H |
HCA Inc. 1.750 3/13/2025 | 1,292,073.76 | 0.04 | $1,289,074.85 | 1.906 | 03/13/2025 | HCA |
HCA Inc. 4.125 6/15/2029 | 3,400,000.00 | 0.14 | $3,845,835.20 | 4.125 | 06/15/2029 | HCA |
HCA Inc. 5.875 2/15/2026 | 595,000.00 | 0.02 | $667,143.75 | 5.875 | 02/15/2026 | HCA |
HCA Inc. 7.580 9/15/2025 | 30,000.00 | 0.00 | $35,925.00 | 7.580 | 09/15/2025 | HCA |
Hdmot_20-a | 646,603.29 | 0.02 | $650,577.83 | 1.830 | 01/17/2023 | HDMOT_20- |
Healthsouth Corporation 5.750 9/15/2025 | 370,000.00 | 0.01 | $382,256.25 | 5.750 | 09/15/2025 | EHC |
Hercules Merger Sub Llc 2.750 11/1/2026 | 527,721.14 | 0.01 | $519,145.67 | 2.905 | 11/01/2026 | BPL |
Hilton Domestic Operating Company 5.125 5/1/2026 | 1,000,000.00 | 0.03 | $1,029,810.00 | 5.125 | 05/01/2026 | HLT |
Hilton Worldwide Finance Llc 1.750 6/21/2026 | 1,172,386.87 | 0.04 | $1,136,075.71 | 1.898 | 06/21/2026 | HLT |
Hngry_18-1 | 490,000.00 | 0.01 | $506,620.80 | 4.959 | 06/20/2048 | HNGRY_18- |
Hngry_18-1a | 637,000.00 | 0.02 | $640,140.41 | 4.250 | 06/20/2048 | HNGRY_18- |
HOLMES MASTER ISSUER PLC - HMI | 816,490.50 | 0.03 | $815,647.06 | 0.695 | 10/15/2054 | HMI_18-2A |
Home Depot Inc. 2.700 4/15/2030 | 780,000.00 | 0.03 | $869,943.20 | 2.700 | 04/15/2030 | HD |
Home Depot Inc. 3.350 4/15/2050 | 680,000.00 | 0.02 | $788,191.20 | 3.350 | 04/15/2050 | HD |
Honduras Republic of 5.625 6/24/2030 | 300,000.00 | 0.01 | $322,350.00 | 5.625 | 06/24/2030 | HONDUR |
Hooty_14-1a | 1,236,400.00 | 0.04 | $1,076,088.38 | 4.846 | 08/20/2044 | HOOTY_14- |
HSBC Holdings Plc 1.270 5/18/2024 | 1,000,000.00 | 0.03 | $996,804.20 | 1.270 | 05/18/2024 | HSBC |
HSBC Holdings Plc 4.300 3/8/2026 | 200,000.00 | 0.00 | $225,789.30 | 4.300 | 03/08/2026 | HSBC |
Hta Group Ltd. 7.000 12/18/2025 | 755,000.00 | 0.02 | $793,693.75 | 7.000 | 12/18/2025 | HLSTWR |
Hub International Ltd. 3.000 4/25/2025 | 733,124.97 | 0.02 | $709,664.97 | 3.260 | 04/25/2025 | HBGCN |
Hub International Ltd. 7.000 5/1/2026 | 1,300,000.00 | 0.05 | $1,348,431.50 | 7.000 | 05/01/2026 | HBGCN |
Hudbay Minerals Inc. 7.625 1/15/2025 | 170,000.00 | 0.00 | $173,304.80 | 7.625 | 01/15/2025 | HBMCN |
Huntsman International Llc 5.125 11/15/2022 | 1,000,000.00 | 0.04 | $1,076,190.00 | 5.125 | 11/15/2022 | HUN |
Husky Ims (titan Acquisition Ltd) 3.000 3/28/2025 | 56,971.09 | 0.00 | $53,980.11 | 3.361 | 03/28/2025 | HUSKYI |
Hutama Karya Persero PT 3.750 5/11/2030 | 2,835,000.00 | 0.11 | $3,083,728.44 | 3.750 | 05/11/2030 | HAKAIJ |
Hyundai Capital America 3.500 11/2/2026 | 515,000.00 | 0.02 | $551,700.65 | 3.500 | 11/02/2026 | HYNMTR |
ICE - CDX HY33 5Y - 12 20 24 F 5.000000 ACT 360 Quarterly 20241220 PU 5.000 12/20/2024 | 1,335,000.00 | 0.00 | $68,273.78 | 5.000 | 12/20/2024 | SWPC0ILG0 |
ICE - CDX IG33 5Y - 12 20 24 F 1.000000 ACT 360 Quarterly 20241220 PU 1.000 12/20/2024 | 31,500,000.00 | 0.00 | $254,285.96 | 1.000 | 12/20/2024 | SWPC0IJA6 |
ICE: (CDX.NA.HY.34.V9) 0.050 6/20/2025 | 3,956,000.00 | 0.00 | $193,045.13 | 5.000 | 06/20/2025 | ICE |
ICE: (CDX.NA.IG.34.V1) 0.010 6/20/2025 | 12,800,000.00 | 0.00 | $87,433.09 | 1.000 | 06/20/2025 | ICE |
ICE: (CDX.NA.IG.35.V1) 0.010 12/20/2025 | 1,800,000.00 | 0.00 | $37,665.90 | 1.000 | 12/20/2025 | ICE |
ICE: (ITRAXX.EUR.33.V1) 0.010 6/20/2025 | 14,000,000.00 | 0.01 | $288,506.27 | 1.000 | 06/20/2025 | ICE |
ICE: (T) 0.010 6/20/2024 | 1,800,000.00 | 0.00 | $21,050.41 | 1.000 | 06/20/2024 | ICE |
ICICI Bank Ltd. (dubai Branch) 4.000 3/18/2026 | 535,000.00 | 0.02 | $565,653.95 | 4.000 | 03/18/2026 | ICICI |
Ihs Markit Ltd. 3.625 5/1/2024 | 600,000.00 | 0.02 | $649,479.00 | 3.625 | 05/01/2024 | INFO |
Ihs Netherlands Holdco BV 7.125 3/18/2025 | 565,000.00 | 0.02 | $579,125.00 | 7.125 | 03/18/2025 | IHSHLD |
Imperial Brands Finance Plc 3.750 7/21/2022 | 470,000.00 | 0.01 | $491,369.54 | 3.750 | 07/21/2022 | IMBLN |
Inabs_07-a | 1,336,430.05 | 0.03 | $985,529.89 | 0.388 | 04/25/2037 | INABS_07- |
Indonesia (republic Of) 4.625 4/15/2043 | 200,000.00 | 0.00 | $235,127.84 | 4.625 | 04/15/2043 | INDON |
INDONESIAN RUPIAH | 321,183,385.53 | 0.00 | $21,584.90 | 0.000 | - | RUPIAH |
Ineos Styrolution Group Gmbh 2.250 1/16/2027 | 500,000.00 | 0.02 | $548,548.32 | 2.250 | 01/16/2027 | STYRO |
Ineos US Finance ineos Finance Plc 3.374 3/31/2024 | 252,542.25 | 0.00 | $245,786.75 | 2.214 | 03/31/2024 | INEGRP |
Informatica Corp. 0.000 2/14/2025 | 1,018,000.00 | 0.03 | $1,037,087.50 | 7.125 | 02/14/2025 | INFA |
Informatica Llc 3.250 2/25/2027 | 1,310,720.46 | 0.04 | $1,282,321.08 | 3.406 | 02/25/2027 | INFA |
Infraestructura Energetica Nova S.A. 3.750 1/14/2028 | 225,000.00 | 0.00 | $223,551.00 | 3.750 | 01/14/2028 | IENOVA |
Infraestructura Energetica Nova S.A. 4.875 1/14/2048 | 595,000.00 | 0.02 | $575,243.03 | 4.875 | 01/14/2048 | IENOVA |
INR/USD FWD 20201216 | 23,338,266.00 | 0.01 | $314,633.66 | 0.000 | 12/16/2020 | INP121620 |
International Business Machines CO. 1.950 5/15/2030 | 1,095,000.00 | 0.04 | $1,130,066.61 | 1.950 | 05/15/2030 | IBM |
International Business Machines CO. 3.000 5/15/2024 | 4,805,000.00 | 0.19 | $5,209,859.21 | 3.000 | 05/15/2024 | IBM |
Interstate Power And Light CO. 4.100 9/26/2028 | 3,565,000.00 | 0.15 | $4,260,718.66 | 4.100 | 09/26/2028 | LNT |
Intesa Sanpaolo Spa 4.000 9/23/2029 | 1,300,000.00 | 0.05 | $1,418,087.58 | 4.000 | 09/23/2029 | ISPIM |
Intesa Sanpaolo Spa 7.000 7/19/2168 | 300,000.00 | 0.01 | $356,231.58 | 7.000 | 07/19/2168 | ISPIM |
Intesa Sanpaolo Spa 7.750 7/11/2168 | 200,000.00 | 0.00 | $264,443.28 | 7.750 | 07/11/2168 | ISPIM |
Inversiones Cmpc S.A. 3.850 1/13/2030 | 480,000.00 | 0.01 | $526,048.80 | 3.850 | 01/13/2030 | CMPCCI |
Invictus CO. 4.820 3/28/2025 | 218,400.86 | 0.00 | $212,968.14 | 3.156 | 03/28/2025 | ICL |
Iqvia Inc. (fka Ims Health) 1.750 6/11/2025 | 542,512.50 | 0.02 | $536,493.87 | 2.058 | 06/11/2025 | IQV |
Iron Mountain Inc. 4.500 2/15/2031 | 850,000.00 | 0.03 | $856,281.50 | 4.500 | 02/15/2031 | IRM |
Iron Mountain Inc. 5.250 7/15/2030 | 1,780,000.00 | 0.06 | $1,858,987.50 | 5.250 | 07/15/2030 | IRM |
Iron Mountain Information Manageme 1.750 1/2/2026 | 620,570.35 | 0.02 | $600,918.75 | 1.906 | 01/02/2026 | IRM |
ISRAEL (state Of) 2.750 7/3/2030 | 1,200,000.00 | 0.04 | $1,330,260.00 | 2.750 | 07/03/2030 | ISRAEL |
Israel Chemicals Ltd. 6.375 5/31/2038 | 1,400,000.00 | 0.06 | $1,766,817.15 | 6.375 | 05/31/2038 | ICLIT |
Israel Electric Corp. Ltd. 5.000 11/12/2024 | 832,000.00 | 0.03 | $939,032.65 | 5.000 | 11/12/2024 | ISRELE |
Israeli Shekel | 1,415.87 | n/a | $413.31 | 0.000 | - | ISSHEKEL |
JAPANESE YEN | 70,997,732.00 | 0.02 | $673,187.62 | 0.000 | - | YENS |
Jbs Investments ii Gmbh 5.750 7/30/2028 | 385,000.00 | 0.01 | $401,843.75 | 5.750 | 07/30/2028 | JBSSBZ |
Jbs Investments ii Gmbh 7.000 1/15/2026 | 370,000.00 | 0.01 | $395,578.10 | 7.000 | 01/15/2026 | JBSSBZ |
Jbs Usa Llc 5.750 6/15/2025 | 150,000.00 | 0.00 | $154,995.00 | 5.750 | 06/15/2025 | JBSSBZ |
Jbs Usa Llc jbs Usa Finance Inc. 5.875 7/15/2024 | 160,000.00 | 0.00 | $163,316.00 | 5.875 | 07/15/2024 | JBSSBZ |
Jbs Usa Lux S.A. 2.000 5/1/2026 | 162,525.00 | 0.00 | $158,969.77 | 3.072 | 05/01/2026 | JBSSBZ |
Jd.com Inc. 3.875 4/29/2026 | 525,000.00 | 0.02 | $583,461.11 | 3.875 | 04/29/2026 | JD |
Jefferies Group Inc. 6.450 6/8/2027 | 331,000.00 | 0.01 | $403,907.12 | 6.450 | 06/08/2027 | JEF |
Jefferies Group Inc. 6.500 1/20/2043 | 880,000.00 | 0.04 | $1,116,389.91 | 6.500 | 01/20/2043 | JEF |
Jefferies Group Llc 4.150 1/23/2030 | 780,000.00 | 0.03 | $879,987.26 | 4.150 | 01/23/2030 | JEF |
JORDAN (hashemite Kingdom Of) 4.950 7/7/2025 | 200,000.00 | 0.00 | $199,862.40 | 4.950 | 07/07/2025 | JORDAN |
JP MORGAN MORTGAGE TRUST 2006- | 293,053.36 | 0.00 | $260,450.56 | 3.489 | 10/25/2036 | JPM_06-A6 |
JP MORGAN MORTGAGE TRUST 2006- | 61,891.71 | 0.00 | $56,787.25 | 3.629 | 01/25/2037 | JPMMT_06- |
JP MORGAN MORTGAGE TRUST 2007- | 75,925.28 | 0.00 | $75,243.64 | 3.683 | 07/25/2035 | JPMMT_07- |
JP MORGAN MORTGAGE TRUST 2014- | 45,764.57 | 0.00 | $46,208.42 | 3.399 | 06/25/2029 | JPMMT_14- |
JP MORGAN MORTGAGE TRUST 2014- | 45,764.57 | 0.00 | $46,389.38 | 3.399 | 06/25/2029 | JPMMT_14- |
JP MORGAN MORTGAGE TRUST 2015- | 728,746.01 | 0.02 | $747,811.03 | 3.616 | 06/25/2045 | JPMMT_15- |
JP MORGAN MORTGAGE TRUST 2015- | 311,466.38 | 0.01 | $319,907.62 | 3.616 | 06/25/2045 | JPMMT_15- |
JP MORGAN MORTGAGE TRUST 2016- | 222,839.63 | 0.00 | $233,450.34 | 3.868 | 10/25/2046 | JPMMT_16- |
JP MORGAN MORTGAGE TRUST 2016- | 384,833.63 | 0.01 | $396,282.85 | 3.868 | 10/25/2046 | JPMMT_16- |
JP MORGAN MORTGAGE TRUST 2017- | 918,394.57 | 0.03 | $920,358.74 | 3.509 | 01/01/2047 | JPMMT_17- |
JP MORGAN MORTGAGE TRUST 2017- | 184,191.74 | 0.00 | $189,170.63 | 3.500 | 05/25/2047 | JPMMT_17- |
JP MORGAN MORTGAGE TRUST 2018- | 131,244.73 | 0.00 | $131,579.63 | 3.500 | 10/25/2048 | JPMMT_18- |
JP MORGAN MORTGAGE TRUST 2019- | 680,553.76 | 0.02 | $697,248.42 | 3.500 | 03/01/2050 | JPMMT_19- |
JP MORGAN MORTGAGE TRUST 2020- | 743,320.78 | 0.02 | $755,035.66 | 3.500 | 06/01/2050 | JPMMT_20- |
JP MORGAN MORTGAGE TRUST 2020- | 1,500,000.00 | 0.05 | $1,545,900.00 | 3.000 | 01/01/2051 | JPMMT_20- |
JP MORGAN MORTGAGE TRUST 2020- | 791,994.61 | 0.03 | $816,574.95 | 3.500 | 07/01/2050 | JPMMT_20- |
JP MORGAN MORTGAGE TRUST 2020- | 3,783,581.86 | 0.14 | $3,876,544.47 | 3.000 | 12/01/2050 | JPMMT_20- |
JP MORGAN TRUST 2015-5 - JPMMT | 583,604.95 | 0.02 | $596,182.40 | 2.633 | 05/25/2045 | JPMMT_15- |
JP MORGAN TRUST 2015-6 - JPMMT | 317,327.34 | 0.01 | $323,976.01 | 3.577 | 10/25/2045 | JPMMT_15- |
JP MORGAN TRUST 2015-6 - JPMMT | 308,750.93 | 0.01 | $315,219.91 | 3.577 | 10/25/2045 | JPMMT_15- |
Jpalt_07-a2a | 3,970,700.61 | 0.10 | $2,726,828.22 | 0.328 | 06/25/2037 | JPALT_07- |
JPMAC _06-cw2 | 493,926.48 | 0.01 | $483,930.10 | 0.388 | 08/25/2036 | JPMAC _06 |
Jpmbb_15-c31 | 8,967,272.00 | 0.37 | $10,040,043.79 | 3.801 | 08/15/2048 | JPMBB_15- |
Jpmbb_15-c33 | 570,000.00 | 0.02 | $642,096.17 | 3.770 | 12/15/2048 | JPMBB_15- |
Jpmcc_13-lc11 | 355,000.00 | 0.01 | $343,975.12 | 3.499 | 04/15/2046 | JPMCC_13- |
Jpmcc_16-jp2 | 1,250,000.00 | 0.04 | $1,336,881.25 | 3.056 | 08/15/2049 | JPMCC_16- |
Jpmcc_16-wiki | 705,000.00 | 0.02 | $700,393.88 | 2.798 | 10/05/2031 | JPMCC_16- |
Jpmcc_16-wiki | 690,000.00 | 0.02 | $671,701.55 | 3.201 | 10/05/2031 | JPMCC_16- |
Jpmdb_16-c2 | 1,640,000.00 | 0.06 | $1,800,223.74 | 3.144 | 06/15/2049 | JPMDB_16- |
Jpmdb_16-c4 | 1,065,000.00 | 0.04 | $1,177,630.78 | 3.141 | 12/15/2049 | JPMDB_16- |
Jpmdb_17-c7 | 2,395,000.00 | 0.10 | $2,712,332.47 | 3.409 | 10/15/2050 | JPMDB_17- |
Jpmorgan Chase & CO. 1.145 4/25/2023 | 1,000,000.00 | 0.03 | $1,008,479.60 | 1.145 | 04/25/2023 | JPM |
Jpmorgan Chase & CO. 2.522 4/22/2031 | 1,605,000.00 | 0.06 | $1,712,720.06 | 2.522 | 04/22/2031 | JPM |
Jpmorgan Chase & CO. 3.109 4/22/2041 | 670,000.00 | 0.02 | $732,942.15 | 3.109 | 04/22/2041 | JPM |
Jpmorgan Chase & CO. 3.109 4/22/2051 | 1,005,000.00 | 0.04 | $1,069,829.64 | 3.109 | 04/22/2051 | JPM |
Jpmorgan Chase & CO. 3.220 3/1/2025 | 500,000.00 | 0.02 | $537,815.45 | 3.220 | 03/01/2025 | JPM |
Jpmorgan Chase & CO. 4.005 4/23/2029 | 900,000.00 | 0.03 | $1,042,992.09 | 4.005 | 04/23/2029 | JPM |
Jpmorgan Chase & CO. 4.023 12/5/2024 | 4,730,000.00 | 0.19 | $5,205,570.28 | 4.023 | 12/05/2024 | JPM |
Jpmorgan Chase & CO. 4.600 8/1/2168 | 1,185,000.00 | 0.04 | $1,162,781.25 | 4.600 | 08/01/2168 | JPM |
Jpmorgan Chase & CO. 5.000 12/31/2049 | 1,650,000.00 | 0.06 | $1,648,576.38 | 5.000 | 12/31/2049 | JPM |
JPY USD FWD 20201002 0.000 10/2/2020 | 35,155,313.00 | 0.01 | $333,343.35 | 0.000 | 10/02/2020 | JPP100220 |
Jsm Global Sarl 4.750 10/20/2030 | 1,445,000.00 | 0.05 | $1,445,735.86 | 4.750 | 10/20/2030 | LAMEBZ |
Jtwn_15-7a | 474,388.69 | 0.01 | $471,319.40 | 1.075 | 07/25/2027 | JTWN_15-7 |
Jtwn_2014-4a | 183,094.78 | 0.00 | $182,537.26 | 0.965 | 07/15/2026 | JTWN_2014 |
Kaisa Group Holdings Ltd. 9.375 6/30/2024 | 630,000.00 | 0.02 | $595,350.00 | 9.375 | 06/30/2024 | KAISAG |
Kansas City Southern 3.000 5/15/2023 | 500,000.00 | 0.01 | $514,524.20 | 3.000 | 05/15/2023 | KSU |
Kazakhstan (republic Of) 6.500 7/21/2045 | 207,000.00 | 0.01 | $322,139.61 | 6.500 | 07/21/2045 | KAZAKS |
Kaztransgaz AO 4.375 9/26/2027 | 2,625,000.00 | 0.10 | $2,837,336.25 | 4.375 | 09/26/2027 | KZTGKZ |
Kenya (republic Of) 8.000 5/22/2032 | 835,000.00 | 0.03 | $826,501.37 | 8.000 | 05/22/2032 | KENINT |
Kenya Republic of (government) 6.875 6/24/2024 | 248,000.00 | 0.00 | $252,865.76 | 6.875 | 06/24/2024 | KENINT |
Kernel Holding S.A. 6.500 10/17/2024 | 375,000.00 | 0.01 | $376,312.50 | 6.500 | 10/17/2024 | KERPW |
Kernel Holding S.A. 8.750 1/31/2022 | 350,000.00 | 0.01 | $363,300.00 | 8.750 | 01/31/2022 | KERPW |
Kinder Morgan Energy Partners lp 5.000 10/1/2021 | 620,000.00 | 0.02 | $640,221.49 | 5.000 | 10/01/2021 | KMI |
Klabin Austria Gmbh 7.000 4/3/2049 | 460,000.00 | 0.01 | $521,759.60 | 7.000 | 04/03/2049 | KLAB |
KRW/USD FWD 20201216 | -128,438,975.00 | -0.01 | -$110,166.79 | 0.000 | 12/16/2020 | KRP121620 |
Kuwait State of (government) 2.750 3/20/2022 | 3,400,000.00 | 0.13 | $3,497,552.80 | 2.750 | 03/20/2022 | KUWIB |
L3harris Technologies Inc. 2.900 12/15/2029 | 2,310,000.00 | 0.09 | $2,525,931.41 | 2.900 | 12/15/2029 | LHX |
L3harris Technologies Inc. 3.850 6/15/2023 | 725,000.00 | 0.02 | $785,371.11 | 3.850 | 06/15/2023 | LHX |
Lan_19-1 | 560,000.00 | 0.02 | $560,731.36 | 1.026 | 12/22/2069 | LAN_19-1- |
Latam Airlines Group S.A. 4.200 11/15/2027 | 382,585.03 | 0.01 | $318,502.04 | 4.200 | 11/15/2027 | LATAIR |
Lbmlt_06-1 | 2,951,599.60 | 0.09 | $2,554,355.32 | 0.448 | 02/25/2036 | LBMLT_06- |
Lbmlt_06-7 | 2,800,748.49 | 0.06 | $1,839,461.31 | 0.303 | 08/25/2036 | LBMLT_06- |
Lbubs_06-c6 | 422,202.21 | 0.00 | $244,457.70 | 5.452 | 09/15/2039 | LBUBS_06- |
Lebanon (republic Of) 6.250 5/27/2022 | 582,000.00 | 0.00 | $101,413.50 | 6.250 | 05/27/2022 | LEBAN |
LEHMAN MORTGAGE TRUST 2007-10 | 1,394,721.37 | 0.02 | $771,783.16 | 6.500 | 01/25/2038 | LMT_07-10 |
Level 3 Financing Inc. 3.625 1/15/2029 | 1,165,000.00 | 0.04 | $1,152,621.88 | 3.625 | 01/15/2029 | LVLT |
Lgate_06-1x | 1,339,461.12 | 0.06 | $1,650,555.36 | 0.251 | 12/01/2060 | LGATE_06- |
Lgate_08-w1x | 569,338.24 | 0.02 | $710,654.28 | 0.661 | 01/01/2061 | LGATE_08- |
Lima Metro Line 2 Finance ii Ltd. 4.350 4/5/2036 | 695,000.00 | 0.02 | $769,712.50 | 4.350 | 04/05/2036 | LIMAMT |
Listrindo Capital BV 4.950 9/14/2026 | 540,000.00 | 0.02 | $557,550.00 | 4.950 | 09/14/2026 | CIKLIS |
LLOYDS Banking Group Plc 2.438 2/5/2026 | 300,000.00 | 0.01 | $311,348.34 | 2.438 | 02/05/2026 | LLOYDS |
LLOYDS Banking Group Plc 2.858 3/17/2023 | 2,900,000.00 | 0.11 | $2,982,339.99 | 2.858 | 03/17/2023 | LLOYDS |
LLOYDS Banking Group Plc 3.500 4/1/2026 | 200,000.00 | 0.00 | $263,787.30 | 3.500 | 04/01/2026 | LLOYDS |
Logicor Financing Sarl 3.250 11/13/2028 | 3,400,000.00 | 0.16 | $4,531,432.72 | 3.250 | 11/13/2028 | LOGICR |
Long Gilt Dec 20 | -33.00 | -0.22 | -$5,795,774.77 | 0.000 | 12/29/2020 | G Z0 |
Louisville Gas And Electric Compan 4.250 4/1/2049 | 2,685,000.00 | 0.12 | $3,368,700.08 | 4.250 | 04/01/2049 | PPL |
Lowes Companies Inc. 4.050 5/3/2047 | 470,000.00 | 0.02 | $561,770.79 | 4.050 | 05/03/2047 | LOW |
Lowes Companies Inc. 4.550 4/5/2049 | 4,310,000.00 | 0.20 | $5,562,769.17 | 4.550 | 04/05/2049 | LOW |
Lowes Companies Inc. 5.125 4/15/2050 | 1,840,000.00 | 0.09 | $2,530,685.03 | 5.125 | 04/15/2050 | LOW |
LUKOIL Securities BV 3.875 5/6/2030 | 2,230,000.00 | 0.08 | $2,361,124.00 | 3.875 | 05/06/2030 | LUKOIL |
LYB International Finance Iii Llc 2.875 5/1/2025 | 3,120,000.00 | 0.12 | $3,346,756.30 | 2.875 | 05/01/2025 | LYB |
MALAYSIAN RINGGIT | 27.50 | n/a | $6.62 | 0.000 | - | RIGGIT |
Mansd_07-1x | 626,778.63 | 0.02 | $766,314.22 | 0.260 | 04/15/2047 | MANSD_07- |
Marathon Oil Corp. 4.400 7/15/2027 | 7,150,000.00 | 0.26 | $7,117,546.15 | 4.400 | 07/15/2027 | MRO |
Marnr_18-5a | 1,800,000.00 | 0.06 | $1,786,923.00 | 1.355 | 04/25/2031 | MARNR_18- |
Marriott International Inc. 3.500 10/15/2032 | 900,000.00 | 0.03 | $890,264.97 | 3.500 | 10/15/2032 | MAR |
Masco Corporation 5.950 3/15/2022 | 304,000.00 | 0.01 | $326,281.62 | 5.950 | 03/15/2022 | MAS |
MASTR ADJUSTABLE RATE MORTGAGE | 55,592.56 | 0.00 | $56,445.46 | 3.185 | 05/25/2034 | MARM_04-4 |
MASTR ALTERNATIVE LOAN TRUST 2 | 1,396.11 | n/a | $1,446.31 | 7.000 | 04/25/2034 | MASTR_04- |
MASTR ALTERNATIVE LOAN TRUST 2 | 24,473.58 | 0.00 | $25,646.63 | 7.000 | 06/25/2034 | MALT_04-5 |
Mbalt_19-b | 200,572.14 | 0.00 | $201,334.53 | 2.010 | 12/15/2021 | MBALT_19- |
Mbalt_20-a | 401,136.54 | 0.01 | $403,008.40 | 1.820 | 03/15/2022 | MBALT_20- |
Mbmot_18-ba | 500,000.00 | 0.01 | $500,667.55 | 0.492 | 05/15/2023 | MBMOT_18- |
Mbmot_19-aa | 2,825,000.00 | 0.10 | $2,829,488.36 | 0.502 | 05/15/2023 | MBMOT_19- |
Mcdonalds Corporation 0.677 10/28/2021 | 2,300,000.00 | 0.08 | $2,306,974.75 | 0.677 | 10/28/2021 | MCD |
Mclo_13-5a | 967,270.97 | 0.03 | $958,090.60 | 1.117 | 11/21/2027 | MCLO_13-5 |
Meglobal Canada Ulc 5.875 5/18/2030 | 340,000.00 | 0.01 | $398,226.36 | 5.875 | 05/18/2030 | EQPTRC |
Merrill Communications Llc 6.000 9/26/2026 | 210,410.00 | 0.00 | $207,122.34 | 2.740 | 09/26/2026 | MRL |
MERRILL LYNCH MORTGAGE INVESTO | 2,995.75 | 0.00 | $2,988.91 | 3.418 | 02/25/2034 | MLMI_04-A |
Methanex Corporation 5.250 12/15/2029 | 2,515,000.00 | 0.09 | $2,491,421.88 | 5.250 | 12/15/2029 | MXCN |
Metinvest BV 7.650 10/1/2027 | 336,000.00 | 0.01 | $327,984.38 | 7.650 | 10/01/2027 | METINV |
Metinvest BV 7.750 4/23/2023 | 200,000.00 | 0.00 | $205,380.00 | 7.750 | 04/23/2023 | METINV |
Metinvest BV 8.500 4/23/2026 | 200,000.00 | 0.00 | $202,070.00 | 8.500 | 04/23/2026 | METINV |
Metlife Inc. 3.850 3/15/2169 | 1,720,000.00 | 0.06 | $1,717,850.00 | 3.850 | 03/15/2169 | MET |
Metlife Inc. 9.250 4/8/2038 | 1,100,000.00 | 0.06 | $1,664,624.39 | 9.250 | 04/08/2038 | MET |
MEXICAN PESO | 1,822,090.85 | 0.00 | $82,404.67 | 0.000 | - | PESOS |
Mexico (united Mexican States) (go 4.600 2/10/2048 | 458,000.00 | 0.01 | $488,138.69 | 4.600 | 02/10/2048 | MEX |
Mgm China Holdings Ltd. 5.250 6/18/2025 | 570,000.00 | 0.02 | $579,975.00 | 5.250 | 06/18/2025 | MGMCHI |
Mgm Growth Properties Operating PA 5.750 2/1/2027 | 145,000.00 | 0.00 | $156,464.43 | 5.750 | 02/01/2027 | MGMGPO |
MGM Resorts International 5.750 6/15/2025 | 1,184,000.00 | 0.04 | $1,243,999.20 | 5.750 | 06/15/2025 | MGM |
Mhp S.A. 7.750 5/10/2024 | 520,000.00 | 0.02 | $545,370.80 | 7.750 | 05/10/2024 | MHPSA |
Microchip Technology Incorporated 2.000 5/24/2025 | 506,309.93 | 0.01 | $505,360.60 | 2.160 | 05/24/2025 | MCHP |
Microchip Technology Incorporated 4.250 9/1/2025 | 850,000.00 | 0.03 | $882,885.57 | 4.250 | 09/01/2025 | MCHP |
Mido_18-8a | 1,750,000.00 | 0.06 | $1,741,369.00 | 1.403 | 02/20/2031 | MIDO_18-8 |
Mido_9 | 1,250,000.00 | 0.04 | $1,240,787.50 | 1.422 | 07/20/2031 | MIDO_9-A1 |
Milano Acquisition Corp. 4.750 8/17/2027 | 1,210,000.00 | 0.04 | $1,200,168.75 | 4.750 | 08/17/2027 | MILACQ |
Mileage Plus Holdings Llc 6.250 6/20/2027 | 1,000,000.00 | 0.03 | $1,018,203.00 | 6.250 | 06/20/2027 | UAL |
Mileage Plus Holdings Llc 6.500 6/20/2027 | 3,375,000.00 | 0.13 | $3,522,656.25 | 6.500 | 06/20/2027 | UAL |
Millicom International Cellular s. 6.250 3/25/2029 | 350,000.00 | 0.01 | $374,435.25 | 6.250 | 03/25/2029 | TIGO |
Minera Mexico S.A. DE CV 4.500 1/26/2050 | 770,000.00 | 0.03 | $842,765.00 | 4.500 | 01/26/2050 | SCCOMX |
Mitsubishi Ufj Financial Group Inc. 1.309 9/13/2021 | 1,354,000.00 | 0.05 | $1,364,543.73 | 1.309 | 09/13/2021 | MUFG |
Mitsubishi Ufj Financial Group Inc. 2.193 2/25/2025 | 1,700,000.00 | 0.06 | $1,782,025.85 | 2.193 | 02/25/2025 | MUFG |
Mitsubishi Ufj Financial Group Inc. 2.559 2/25/2030 | 1,800,000.00 | 0.07 | $1,894,638.24 | 2.559 | 02/25/2030 | MUFG |
Mitsubishi Ufj Financial Group Inc. 3.218 3/7/2022 | 500,000.00 | 0.01 | $518,996.85 | 3.218 | 03/07/2022 | MUFG |
Mitsubishi Ufj Trust And Banking C 2.650 10/19/2020 | 500,000.00 | 0.01 | $500,578.00 | 2.650 | 10/19/2020 | MUFG |
MIZUHO Financial Group Inc. 1.389 9/13/2021 | 1,900,000.00 | 0.07 | $1,917,617.94 | 1.389 | 09/13/2021 | MIZUHO |
MIZUHO Financial Group Inc. 2.226 5/25/2026 | 1,600,000.00 | 0.06 | $1,665,049.76 | 2.226 | 05/25/2026 | MIZUHO |
MIZUHO Financial Group Inc. 2.591 5/25/2031 | 2,000,000.00 | 0.07 | $2,102,597.40 | 2.591 | 05/25/2031 | MIZUHO |
Mnclo_18-1a | 4,295,676.40 | 0.15 | $4,262,230.26 | 1.125 | 01/25/2028 | MNCLO_18- |
Mong Duong Fin Hldgs BV 5.125 5/7/2029 | 995,000.00 | 0.03 | $1,018,703.89 | 5.125 | 05/07/2029 | MONDFI |
Mongolia (government Of) 5.625 5/1/2023 | 306,000.00 | 0.01 | $315,568.04 | 5.625 | 05/01/2023 | MONGOL |
Morgan Stanley 1.463 5/8/2024 | 2,010,000.00 | 0.07 | $2,033,498.11 | 1.463 | 05/08/2024 | MS |
Morgan Stanley 2.188 4/28/2026 | 3,705,000.00 | 0.14 | $3,884,225.30 | 2.188 | 04/28/2026 | MS |
Morgan Stanley 2.500 4/21/2021 | 3,500,000.00 | 0.13 | $3,542,754.25 | 2.500 | 04/21/2021 | MS |
Morgan Stanley 3.622 4/1/2031 | 930,000.00 | 0.03 | $1,064,471.03 | 3.622 | 04/01/2031 | MS |
Morgan Stanley 3.625 1/20/2027 | 4,000,000.00 | 0.16 | $4,524,897.20 | 3.625 | 01/20/2027 | MS |
Morgan Stanley 5.000 11/24/2025 | 3,125,000.00 | 0.13 | $3,669,748.13 | 5.000 | 11/24/2025 | MS |
Morocco (kingdom Of) 1.375 3/30/2026 | 150,000.00 | 0.00 | $175,864.74 | 1.375 | 03/30/2026 | MOROC |
MPLX lp 1.750 3/1/2026 | 685,000.00 | 0.02 | $684,674.56 | 1.750 | 03/01/2026 | MPLX |
MPLX lp 2.650 8/15/2030 | 660,000.00 | 0.02 | $648,649.25 | 2.650 | 08/15/2030 | MPLX |
MPLX lp 4.000 3/15/2028 | 320,000.00 | 0.01 | $349,608.26 | 4.000 | 03/15/2028 | MPLX |
MPLX lp 4.125 3/1/2027 | 2,000,000.00 | 0.08 | $2,211,207.80 | 4.125 | 03/01/2027 | MPLX |
MPLX lp 5.500 2/15/2049 | 3,200,000.00 | 0.13 | $3,586,091.20 | 5.500 | 02/15/2049 | MPLX |
Mpt Operating Partnership lp 3.692 6/5/2028 | 1,600,000.00 | 0.07 | $2,085,259.28 | 3.692 | 06/05/2028 | MPW |
MS Inst Liq Govt CL Inst | 10,142,650.00 | 0.37 | $10,142,650.00 | 0.000 | 12/01/2099 | MVRXX |
Msac_07-h5 | 3,274,797.13 | 0.06 | $1,847,731.25 | 0.488 | 03/25/2037 | MSAC_07-H |
Msac_07-he1 | 4,569,344.37 | 0.12 | $3,253,663.34 | 0.298 | 11/25/2036 | MSAC_07-H |
Msbam_15-c26 | 960,000.00 | 0.03 | $1,066,540.70 | 3.531 | 10/15/2048 | MSBAM_15- |
Msbam_15-c27 | 2,200,000.00 | 0.08 | $2,338,572.28 | 3.557 | 12/15/2047 | MSBAM_15- |
Msbam_16-c29 | 1,445,000.00 | 0.05 | $1,598,176.21 | 3.325 | 05/15/2049 | MSBAM_16- |
Msc_14-cpt | 2,200,000.00 | 0.08 | $2,229,425.66 | 3.516 | 07/13/2029 | MSC_14-CP |
Msc_19-l3 | 1,000,000.00 | 0.04 | $1,119,005.90 | 3.127 | 11/01/2029 | MSC_19-L3 |
Municipal Elec Auth GA 6.655 4/1/2057 | 1,767,000.00 | 0.10 | $2,678,029.86 | 6.655 | 04/01/2057 | MELPWR |
Murphy Oil Corporation 5.875 12/1/2027 | 1,670,000.00 | 0.05 | $1,427,816.60 | 5.875 | 12/01/2027 | MUR |
Murphy Oil Usa Inc. 5.625 5/1/2027 | 190,000.00 | 0.00 | $202,551.40 | 5.625 | 05/01/2027 | MUSA |
Mvw_15-10a | 1,684,519.56 | 0.06 | $1,671,574.03 | 1.086 | 10/13/2027 | MVW_15-10 |
Nalt_20-a | 947,036.43 | 0.03 | $953,788.33 | 1.800 | 05/16/2022 | NALT_20-A |
National Rural Utilities Coop Fina 4.750 4/30/2043 | 315,000.00 | 0.01 | $324,995.42 | 4.750 | 04/30/2043 | NRUC |
Nationwide Building Society 3.766 3/8/2024 | 800,000.00 | 0.03 | $850,771.20 | 3.766 | 03/08/2024 | NWIDE |
Nationwide Building Society 4.302 3/8/2029 | 5,200,000.00 | 0.21 | $5,878,802.28 | 4.302 | 03/08/2029 | NWIDE |
Nchet_05-1 | 233,599.48 | 0.00 | $222,506.03 | 0.868 | 03/25/2035 | NCHET_05- |
Netflix Inc. 3.625 6/15/2025 | 1,795,000.00 | 0.07 | $1,878,467.50 | 3.625 | 06/15/2025 | NFLX |
New Jersey ST Transn TR fd Auth 5.754 12/15/2028 | 1,590,000.00 | 0.06 | $1,797,161.10 | 5.754 | 12/15/2028 | NJSTRN |
NEW RESIDENTIAL MORTGAGE LOAN | 5,345,139.58 | 0.21 | $5,620,156.63 | 2.750 | 07/01/2059 | NRZT_19-R |
NEW TURKISH LIRA | 35,323.74 | 0.00 | $4,573.98 | 0.000 | - | TURKYLIRA |
New York N Y City Transitional Fin 5.508 8/1/2037 | 700,000.00 | 0.03 | $978,404.00 | 5.508 | 08/01/2037 | NYCGEN |
New York Presbyterian Hos 4.063 8/1/2056 | 690,000.00 | 0.03 | $889,831.59 | 4.063 | 08/01/2056 | NYPRES |
New York ST Urban Dev Corp. 5.770 3/15/2039 | 800,000.00 | 0.03 | $1,014,408.00 | 5.770 | 03/15/2039 | NYSDEV |
NEW ZEALAND DOLLAR | 2,000.00 | n/a | $1,323.10 | 0.000 | - | NEWZEALND |
Newmont Corporation 2.250 10/1/2030 | 2,615,000.00 | 0.10 | $2,703,886.99 | 2.250 | 10/01/2030 | NEM |
Newmont Goldcorp Corp. 2.800 10/1/2029 | 3,850,000.00 | 0.15 | $4,176,284.04 | 2.800 | 10/01/2029 | NEM |
Nexstar Broadcasting Inc. 4.750 11/1/2028 | 2,035,000.00 | 0.07 | $2,080,787.50 | 4.750 | 11/01/2028 | NXST |
Nextera Energy Capital Holdings IN 2.403 9/1/2021 | 1,700,000.00 | 0.06 | $1,732,769.03 | 2.403 | 09/01/2021 | NEE |
Nextera Energy Capital Holdings IN 2.900 4/1/2022 | 2,315,000.00 | 0.08 | $2,397,457.75 | 2.900 | 04/01/2022 | NEE |
Nextera Energy Capital Holdings IN 3.150 4/1/2024 | 355,000.00 | 0.01 | $384,141.49 | 3.150 | 04/01/2024 | NEE |
Nextera Energy Capital Holdings IN 3.200 2/25/2022 | 400,000.00 | 0.01 | $415,550.92 | 3.200 | 02/25/2022 | NEE |
Nigeria (federal Republic Of) 7.875 2/16/2032 | 537,000.00 | 0.01 | $514,043.25 | 7.875 | 02/16/2032 | NGERIA |
Nisource Inc. 0.950 8/15/2025 | 760,000.00 | 0.02 | $760,312.74 | 0.950 | 08/15/2025 | NI |
Nisource Inc. 5.650 12/29/2049 | 875,000.00 | 0.03 | $868,866.25 | 5.650 | 12/29/2049 | NI |
Nissan Motor Acceptance Corp. 2.800 1/13/2022 | 200,000.00 | 0.00 | $202,094.70 | 2.800 | 01/13/2022 | NSANY |
Nissan Motor Acceptance Corp. 3.650 9/21/2021 | 300,000.00 | 0.01 | $306,050.76 | 3.650 | 09/21/2021 | NSANY |
Nissan Motor Acceptance Corp. 3.875 9/21/2023 | 3,000,000.00 | 0.11 | $3,109,092.60 | 3.875 | 09/21/2023 | NSANY |
Nissan Motor Co. Ltd. 3.043 9/15/2023 | 1,800,000.00 | 0.06 | $1,825,832.88 | 3.043 | 09/15/2023 | NSANY |
nk Kazmunaygaz AO 6.375 10/24/2048 | 121,000.00 | 0.00 | $154,880.00 | 6.375 | 10/24/2048 | KZOKZ |
Noble Energy Inc. 3.250 10/15/2029 | 1,930,000.00 | 0.07 | $2,138,454.48 | 3.250 | 10/15/2029 | NBL |
Noble Energy Inc. 3.900 11/15/2024 | 565,000.00 | 0.02 | $618,990.38 | 3.900 | 11/15/2024 | NBL |
Noble Energy Inc. 4.200 10/15/2049 | 2,255,000.00 | 0.10 | $2,703,283.85 | 4.200 | 10/15/2049 | NBL |
Noble Energy Inc. 4.950 8/15/2047 | 980,000.00 | 0.04 | $1,288,584.26 | 4.950 | 08/15/2047 | NBL |
Noble Energy Inc. 5.050 11/15/2044 | 2,085,000.00 | 0.10 | $2,704,528.35 | 5.050 | 11/15/2044 | NBL |
North Macedonia Republic of (gove 3.675 6/3/2026 | 150,000.00 | 0.00 | $188,943.25 | 3.675 | 06/03/2026 | MACEDO |
Nrzt_18-rpl1 | 288,424.82 | 0.01 | $310,360.65 | 3.500 | 12/25/2057 | NRZT_18-R |
Nustar Logistics lp 5.625 4/28/2027 | 205,000.00 | 0.00 | $202,950.00 | 5.625 | 04/28/2027 | NSUS |
Nustar Logistics lp 6.375 10/1/2030 | 1,077,000.00 | 0.04 | $1,120,080.00 | 6.375 | 10/01/2030 | NSUS |
Nutrien Ltd. 2.950 5/13/2030 | 1,120,000.00 | 0.04 | $1,228,112.37 | 2.950 | 05/13/2030 | NTRCN |
nv Energy Inc. 6.250 11/15/2020 | 825,000.00 | 0.03 | $830,877.38 | 6.250 | 11/15/2020 | BRKHEC |
Nxp BV 3.400 5/1/2030 | 350,000.00 | 0.01 | $383,952.59 | 3.400 | 05/01/2030 | NXPI |
Nxp BV 3.875 6/18/2026 | 3,250,000.00 | 0.13 | $3,646,550.38 | 3.875 | 06/18/2026 | NXPI |
Nxp BV 4.875 3/1/2024 | 3,280,000.00 | 0.13 | $3,689,596.23 | 4.875 | 03/01/2024 | NXPI |
Nxp Bv nxp Funding Llc 4.300 6/18/2029 | 142,000.00 | 0.00 | $164,051.56 | 4.300 | 06/18/2029 | NXPI |
Nxp Bv nxp Funding Llc 4.625 6/1/2023 | 1,000,000.00 | 0.04 | $1,095,778.60 | 4.625 | 06/01/2023 | NXPI |
Nxp Bv nxp Funding Llc nxp Usa 2.700 5/1/2025 | 180,000.00 | 0.00 | $190,767.08 | 2.700 | 05/01/2025 | NXPI |
Ocp S.A. 4.500 10/22/2025 | 944,000.00 | 0.03 | $999,351.44 | 4.500 | 10/22/2025 | OCPMR |
Ocp S.A. 6.875 4/25/2044 | 210,000.00 | 0.00 | $267,168.51 | 6.875 | 04/25/2044 | OCPMR |
Ocp_15-10ar | 2,168,672.09 | 0.08 | $2,154,816.44 | 1.065 | 10/26/2027 | OCP_15-10 |
Ocp_15-9a | 1,007,831.66 | 0.03 | $1,005,777.70 | 1.075 | 07/15/2027 | OCP_15-9A |
Ocp_17-13a | 1,000,000.00 | 0.03 | $995,895.00 | 1.535 | 07/15/2030 | OCP_17-13 |
Ofsbs_14-7a | 76,198.26 | 0.00 | $76,084.88 | 1.172 | 10/18/2026 | OFSBS_14- |
Oil And Gas Holding Co. Bsc Closed 7.625 11/7/2024 | 200,000.00 | 0.00 | $214,368.20 | 7.625 | 11/07/2024 | OILGAS |
Oleoducto Central S.A. (ocensa) 4.000 7/14/2027 | 635,000.00 | 0.02 | $659,923.75 | 4.000 | 07/14/2027 | OCENSA |
Olin Corp. 5.000 2/1/2030 | 1,840,000.00 | 0.06 | $1,733,859.60 | 5.000 | 02/01/2030 | OLN |
Olin Corp. 5.625 8/1/2029 | 705,000.00 | 0.02 | $695,302.73 | 5.625 | 08/01/2029 | OLN |
OMAN Sultanate of (government) 6.750 1/17/2048 | 343,000.00 | 0.01 | $285,144.82 | 6.750 | 01/17/2048 | OMAN |
ON Semiconductor Corporation 2.000 9/16/2026 | 1,281,241.40 | 0.04 | $1,264,264.95 | 2.156 | 09/16/2026 | ON |
Oneok Inc. 4.350 3/15/2029 | 1,500,000.00 | 0.05 | $1,566,188.40 | 4.350 | 03/15/2029 | OKE |
Oneok Inc. 7.500 9/1/2023 | 2,840,000.00 | 0.12 | $3,257,909.41 | 7.500 | 09/01/2023 | OKE |
Oomlt_05-1 | 1,796,490.14 | 0.06 | $1,763,534.61 | 0.928 | 02/25/2035 | OOMLT_05- |
Oomlt_07-4-2a4 | 5,888,214.61 | 0.15 | $4,145,568.64 | 0.458 | 04/25/2037 | OOMLT_07- |
Opmac_06-1 | 7,052.54 | 0.00 | $7,036.32 | 5.750 | 04/25/2036 | OPMAC_06- |
Oregon ST 5.892 6/1/2027 | 30,000.00 | 0.00 | $37,923.30 | 5.892 | 06/01/2027 | ORS |
ORIX Corporation 3.200 1/19/2022 | 500,000.00 | 0.01 | $515,454.43 | 3.200 | 01/19/2022 | ORIX |
OTIS Worldwide Corp. 2.056 4/5/2025 | 835,000.00 | 0.03 | $878,353.03 | 2.056 | 04/05/2025 | OTIS |
OTIS Worldwide Corp. 2.565 2/15/2030 | 5,970,000.00 | 0.24 | $6,422,314.66 | 2.565 | 02/15/2030 | OTIS |
OTIS Worldwide Corp. 3.112 2/15/2040 | 1,173,000.00 | 0.04 | $1,259,030.52 | 3.112 | 02/15/2040 | OTIS |
OTIS Worldwide Corp. 3.362 2/15/2050 | 202,000.00 | 0.00 | $223,314.78 | 3.362 | 02/15/2050 | OTIS |
Pabst Brewing Co(blue Ribbon Llc) 5.000 11/13/2021 | 245,722.62 | 0.00 | $228,214.89 | 5.000 | 11/13/2021 | PBST |
Pacific Gas & Electric Utilities 0.000 6/15/2025 | 400,000.00 | 0.01 | $421,390.40 | 3.500 | 06/15/2025 | PCG |
Pacific Gas And Electric CO. 3.300 3/15/2027 | 700,000.00 | 0.02 | $714,543.62 | 3.300 | 03/15/2027 | PCG |
Pacific Gas And Electric Company 2.100 8/1/2027 | 1,895,000.00 | 0.06 | $1,844,451.06 | 2.100 | 08/01/2027 | PCG |
Pacific Gas And Electric Company 2.500 2/1/2031 | 735,000.00 | 0.02 | $702,028.49 | 2.500 | 02/01/2031 | PCG |
Pacific Gas And Electric Company 3.300 8/1/2040 | 1,796,000.00 | 0.06 | $1,648,502.96 | 3.300 | 08/01/2040 | PCG |
Pacific Gas And Electric Company 3.500 8/1/2050 | 1,100,000.00 | 0.03 | $997,119.31 | 3.500 | 08/01/2050 | PCG |
Pacific Gas And Electric Company 4.500 7/1/2040 | 1,100,000.00 | 0.04 | $1,121,871.74 | 4.500 | 07/01/2040 | PCG |
Pacificorp 2.700 9/15/2030 | 295,000.00 | 0.01 | $326,463.73 | 2.700 | 09/15/2030 | BRKHEC |
Pacificorp 3.300 3/15/2051 | 410,000.00 | 0.01 | $461,416.91 | 3.300 | 03/15/2051 | BRKHEC |
PANAMA Republic of (government) 3.160 1/23/2030 | 452,000.00 | 0.01 | $492,397.50 | 3.160 | 01/23/2030 | PANAMA |
PANAMA Republic of (government) 3.750 3/16/2025 | 2,446,000.00 | 0.10 | $2,678,113.17 | 3.750 | 03/16/2025 | PANAMA |
PANAMA Republic of (government) 3.750 4/17/2026 | 580,000.00 | 0.02 | $621,333.70 | 3.750 | 04/17/2026 | PANAMA |
Paraguay Republic of (government) 4.950 4/28/2031 | 3,600,000.00 | 0.15 | $4,163,400.00 | 4.950 | 04/28/2031 | PARGUY |
Paraguay Republic of (government) 5.400 3/30/2050 | 403,000.00 | 0.01 | $491,059.53 | 5.400 | 03/30/2050 | PARGUY |
Park Aerospace Holdings Ltd. 3.625 3/15/2021 | 400,000.00 | 0.01 | $398,359.24 | 3.625 | 03/15/2021 | AVOL |
Park Aerospace Holdings Ltd. 5.250 8/15/2022 | 2,000,000.00 | 0.07 | $2,008,837.00 | 5.250 | 08/15/2022 | AVOL |
Pdc Energy Inc. (delaware) 5.750 5/15/2026 | 1,205,000.00 | 0.04 | $1,126,675.00 | 5.750 | 05/15/2026 | PDCE |
Pedernales Electric Cooperative IN 6.202 11/15/2032 | 620,000.00 | 0.02 | $742,413.73 | 6.202 | 11/15/2032 | PEDELC |
PENN National Gaming Inc. 2.250 10/15/2025 | 982,500.00 | 0.03 | $958,814.87 | 3.000 | 10/15/2025 | PENN |
PENSKE Truck Leasing Co. lp Ptl F 3.950 3/10/2025 | 1,000,000.00 | 0.04 | $1,113,370.30 | 3.950 | 03/10/2025 | PENSKE |
PENSKE Truck Leasing Co. lp 4.450 1/29/2026 | 2,100,000.00 | 0.08 | $2,404,498.32 | 4.450 | 01/29/2026 | PENSKE |
PENSKE Truck Leasing Company lp 4.875 7/11/2022 | 300,000.00 | 0.01 | $322,607.85 | 4.875 | 07/11/2022 | PENSKE |
Pernod Ricard S.A. 4.250 7/15/2022 | 150,000.00 | 0.00 | $159,612.69 | 4.250 | 07/15/2022 | RIFP |
Pernod-ricard S.A. 4.450 1/15/2022 | 1,800,000.00 | 0.07 | $1,888,726.86 | 4.450 | 01/15/2022 | RIFP |
Pernod-ricard S.A. 5.750 4/7/2021 | 1,093,000.00 | 0.04 | $1,122,763.37 | 5.750 | 04/07/2021 | RIFP |
Pertamina Persero PT 3.650 7/30/2029 | 197,000.00 | 0.00 | $211,850.55 | 3.650 | 07/30/2029 | PERTIJ |
PERU (republic Of) 2.844 6/20/2030 | 512,000.00 | 0.02 | $558,622.72 | 2.844 | 06/20/2030 | PERU |
PERU (republic Of) 5.625 11/18/2050 | 35,000.00 | 0.00 | $55,887.83 | 5.625 | 11/18/2050 | PERU |
Perusahaan Listrik Negara (persero 4.125 5/15/2027 | 300,000.00 | 0.01 | $324,318.00 | 4.125 | 05/15/2027 | PLNIJ |
Perusahaan Listrik Negara (persero 5.250 5/15/2047 | 185,000.00 | 0.00 | $212,157.08 | 5.250 | 05/15/2047 | PLNIJ |
Petrobras Global Finance BV 5.600 1/3/2031 | 1,745,000.00 | 0.06 | $1,865,553.33 | 5.600 | 01/03/2031 | PETBRA |
Petrobras Global Finance BV 5.999 1/27/2028 | 3,500,000.00 | 0.14 | $3,893,050.00 | 5.999 | 01/27/2028 | PETBRA |
Petrobras Global Finance BV 6.750 6/3/2050 | 640,000.00 | 0.02 | $694,028.80 | 6.750 | 06/03/2050 | PETBRA |
Petrobras Global Finance BV 6.850 6/5/2115 | 1,700,000.00 | 0.06 | $1,816,977.00 | 6.850 | 06/05/2115 | PETBRA |
Petrobras Global Finance BV 7.250 3/17/2044 | 600,000.00 | 0.02 | $685,140.00 | 7.250 | 03/17/2044 | PETBRA |
Petroleos Mexicanos 5.950 1/28/2031 | 1,040,000.00 | 0.03 | $866,184.80 | 5.950 | 01/28/2031 | PEMEX |
Petroleos Mexicanos 6.490 1/23/2027 | 1,213,000.00 | 0.04 | $1,137,794.00 | 6.490 | 01/23/2027 | PEMEX |
Petroleos Mexicanos 6.500 1/23/2029 | 934,000.00 | 0.03 | $837,097.50 | 6.500 | 01/23/2029 | PEMEX |
Petroleos Mexicanos 6.750 9/21/2047 | 230,000.00 | 0.00 | $177,469.15 | 6.750 | 09/21/2047 | PEMEX |
Petronas Capital Ltd. 3.500 4/21/2030 | 440,000.00 | 0.01 | $492,985.94 | 3.500 | 04/21/2030 | PETMK |
Petronas Capital Ltd. 4.550 4/21/2050 | 700,000.00 | 0.03 | $895,821.78 | 4.550 | 04/21/2050 | PETMK |
Petronas Capital Ltd. 4.800 4/21/2060 | 1,100,000.00 | 0.05 | $1,512,384.50 | 4.800 | 04/21/2060 | PETMK |
Pfsfc_18-e | 2,315,000.00 | 0.08 | $2,314,444.17 | 0.602 | 10/15/2022 | PFSFC_18- |
Pg&e Corp. 5.500 6/23/2025 | 1,970,062.50 | 0.07 | $1,938,870.50 | 5.500 | 06/23/2025 | PCG |
Pg&e Corporation 5.250 7/1/2030 | 2,970,000.00 | 0.10 | $2,877,187.50 | 5.250 | 07/01/2030 | PCG |
Pheaa_06-2 | 410,364.40 | 0.01 | $400,404.86 | 0.375 | 10/25/2036 | PHEAA _06 |
Philippines (republic Of) 2.457 5/5/2030 | 300,000.00 | 0.01 | $324,176.25 | 2.457 | 05/05/2030 | PHILIP |
Phosagro Bond Funding Dac 3.949 4/24/2023 | 380,000.00 | 0.01 | $395,414.32 | 3.949 | 04/24/2023 | PHORRU |
Pilgrims Pride Corp. 5.875 9/30/2027 | 1,909,000.00 | 0.07 | $1,973,428.75 | 5.875 | 09/30/2027 | PPC |
PNC Bank National Association 2.700 11/1/2022 | 250,000.00 | 0.00 | $261,257.18 | 2.700 | 11/01/2022 | PNC |
PNC Bank National Association 4.050 7/26/2028 | 2,400,000.00 | 0.10 | $2,807,642.40 | 4.050 | 07/26/2028 | PNC |
PNC Financial Services Group Inc. ( 2.600 7/23/2026 | 2,845,000.00 | 0.11 | $3,109,835.93 | 2.600 | 07/23/2026 | PNC |
Popular Inc. 6.125 9/14/2023 | 440,000.00 | 0.01 | $465,803.80 | 6.125 | 09/14/2023 | BPOP |
POST Holdings Inc. 4.625 4/15/2030 | 1,363,000.00 | 0.05 | $1,403,890.00 | 4.625 | 04/15/2030 | POST |
POST Holdings Inc. 5.750 3/1/2027 | 325,000.00 | 0.01 | $342,571.13 | 5.750 | 03/01/2027 | POST |
pq Corp. 4.000 2/7/2027 | 748,125.00 | 0.02 | $747,002.81 | 4.000 | 02/07/2027 | PQCOR |
pq Corporation 2.250 2/8/2027 | 792,534.92 | 0.02 | $777,476.76 | 2.511 | 02/08/2027 | PQCOR |
Precision Drilling Corporation 7.125 1/15/2026 | 165,000.00 | 0.00 | $106,712.10 | 7.125 | 01/15/2026 | PDCN |
Prestige Brands Inc. 2.000 1/26/2024 | 307,282.06 | 0.01 | $305,668.83 | 2.156 | 01/26/2024 | PBH |
Prime Security Services Borrower L 4.250 9/23/2026 | 453,663.65 | 0.01 | $450,139.60 | 4.250 | 09/23/2026 | PRSESE |
Prime Security Services Borrower L 5.750 4/15/2026 | 90,000.00 | 0.00 | $96,443.55 | 5.750 | 04/15/2026 | PRSESE |
Prime Security Services Borrower L 6.250 1/15/2028 | 3,020,000.00 | 0.11 | $3,062,008.20 | 6.250 | 01/15/2028 | PRSESE |
Prudential Financial Inc. 3.700 3/13/2051 | 1,660,000.00 | 0.06 | $1,833,803.00 | 3.700 | 03/13/2051 | PRU |
Prudential Financial Inc. 5.375 5/15/2045 | 1,405,000.00 | 0.05 | $1,519,607.96 | 5.375 | 05/15/2045 | PRU |
Pttep Treasury Center Co. Ltd. 2.587 6/10/2027 | 695,000.00 | 0.02 | $720,081.37 | 2.587 | 06/10/2027 | PTTEPT |
QATAR (state Of) 3.400 4/16/2025 | 200,000.00 | 0.00 | $219,586.00 | 3.400 | 04/16/2025 | QATAR |
QATAR (state Of) 4.000 3/14/2029 | 725,000.00 | 0.03 | $849,149.00 | 4.000 | 03/14/2029 | QATAR |
QATAR (state Of) 4.400 4/16/2050 | 400,000.00 | 0.01 | $516,006.00 | 4.400 | 04/16/2050 | QATAR |
QATAR (state Of) 5.103 4/23/2048 | 2,200,000.00 | 0.11 | $3,063,973.00 | 5.103 | 04/23/2048 | QATAR |
Qnb Finance Ltd. 2.625 5/12/2025 | 760,000.00 | 0.02 | $790,190.06 | 2.625 | 05/12/2025 | QNBK |
Qnb Finance Ltd. 3.500 3/28/2024 | 625,000.00 | 0.02 | $665,124.18 | 3.500 | 03/28/2024 | QNBK |
Qtel International Finance Ltd. 5.000 10/19/2025 | 270,000.00 | 0.01 | $316,431.09 | 5.000 | 10/19/2025 | QTELQD |
Raac_05-sp2 | 303,868.34 | 0.00 | $264,385.27 | 0.448 | 06/25/2044 | RAAC_05-S |
RALI SERIES 2007-QA5 TRUST - R | 2,837,472.64 | 0.09 | $2,432,113.85 | 5.722 | 09/25/2037 | RALI_07-Q |
RALI SERIES 2007-QH8 TRUST - R | 1,764,467.10 | 0.05 | $1,588,756.88 | 2.029 | 10/01/2037 | RALI_07-Q |
Ramp_07-rz1 | 53,607.53 | 0.00 | $53,508.42 | 0.308 | 02/25/2037 | RAMP_07-R |
Rcn Grande Communications 3.750 2/1/2024 | 180,432.30 | 0.00 | $179,652.29 | 3.750 | 02/01/2024 | RADIAT |
Rede Dor Finance Sarl 4.500 1/22/2030 | 710,000.00 | 0.02 | $673,612.50 | 4.500 | 01/22/2030 | RDEDOR |
Regency Energy Partners Lp regency 5.000 10/1/2022 | 1,500,000.00 | 0.05 | $1,577,752.35 | 5.000 | 10/01/2022 | ETP |
Regeneron Pharmaceuticals Inc. 1.750 9/15/2030 | 825,000.00 | 0.03 | $805,804.73 | 1.750 | 09/15/2030 | REGN |
Renew Power Ltd. 5.875 3/5/2027 | 620,000.00 | 0.02 | $622,140.36 | 5.875 | 03/05/2027 | RPVIN |
REPERFORMING LOAN REMIC TRUST | 844,268.13 | 0.03 | $803,079.50 | 0.488 | 01/25/2036 | CWHL_06-R |
Republic of Argentina 1.000 7/9/2029 | 57,010.02 | 0.00 | $26,111.16 | 1.000 | 07/09/2029 | ARGENT |
REPURCHASE AGREEMENT 0.110 10/2/2020 | 87,300,000.00 | 3.26 | $87,300,000.00 | 0.110 | 10/02/2020 | SHELL |
Resorts World Las Vegas Llc 4.625 4/16/2029 | 400,000.00 | 0.01 | $377,592.96 | 4.625 | 04/16/2029 | RWLVCA |
Reynolds American Inc. 4.000 6/12/2022 | 900,000.00 | 0.03 | $948,963.51 | 4.000 | 06/12/2022 | BATSLN |
Reynolds Group Holdings Inc. 3.250 2/16/2026 | 475,000.00 | 0.01 | $468,468.75 | 3.250 | 02/16/2026 | REYNOL |
Reynolds Group Issuer Llc 4.000 10/15/2027 | 2,730,000.00 | 0.10 | $2,751,021.00 | 4.000 | 10/15/2027 | REYNOL |
RFMSI SERIES 2004-S9 TRUST - R | 28.10 | n/a | $28.40 | 4.750 | 12/25/2019 | RFMSI_04- |
Rio Oil Finance Trust 9.250 7/6/2024 | 127,746.35 | 0.00 | $139,564.16 | 9.250 | 07/06/2024 | RIOOIL |
Romania (republic Of) 3.000 2/14/2031 | 2,410,000.00 | 0.09 | $2,479,287.50 | 3.000 | 02/14/2031 | ROMANI |
Romania (republic Of) 3.375 1/28/2050 | 223,000.00 | 0.01 | $267,673.52 | 3.375 | 01/28/2050 | ROMANI |
Roper Technologies Inc. 2.350 9/15/2024 | 715,000.00 | 0.02 | $756,813.13 | 2.350 | 09/15/2024 | ROP |
Roper Technologies Inc. 2.950 9/15/2029 | 2,650,000.00 | 0.10 | $2,922,976.77 | 2.950 | 09/15/2029 | ROP |
Royal Bank of Canada 2.300 3/22/2021 | 2,300,000.00 | 0.08 | $2,322,186.72 | 2.300 | 03/22/2021 | RY |
Royal Bank of Scotland Group Plc 1.750 5/15/2023 | 1,000,000.00 | 0.03 | $1,004,452.60 | 1.750 | 05/15/2023 | NWG |
Royal Bank of Scotland Group Plc 3.498 5/15/2023 | 500,000.00 | 0.01 | $518,023.55 | 3.498 | 05/15/2023 | NWG |
Royal Bank of Scotland Group Plc 4.800 4/5/2026 | 5,000,000.00 | 0.21 | $5,787,614.50 | 4.800 | 04/05/2026 | NWG |
Royal Bank of Scotland Group Plc 8.625 12/29/2049 | 5,900,000.00 | 0.22 | $6,060,598.00 | 8.625 | 12/29/2049 | NWG |
Royalty Pharma Plc 1.200 9/2/2025 | 1,020,000.00 | 0.03 | $1,017,982.44 | 1.200 | 09/02/2025 | RPRX |
Royalty Pharma Plc 1.750 9/2/2027 | 680,000.00 | 0.02 | $680,511.29 | 1.750 | 09/02/2027 | RPRX |
Russell Investment Management Comp 3.750 6/1/2023 | 425,673.27 | 0.01 | $423,500.63 | 3.072 | 06/01/2023 | RUSINV |
Russian Federation 4.250 6/23/2027 | 600,000.00 | 0.02 | $676,890.00 | 4.250 | 06/23/2027 | RUSSIA |
Russian Federation 4.375 3/21/2029 | 200,000.00 | 0.00 | $229,849.60 | 4.375 | 03/21/2029 | RUSSIA |
Russian Federation 5.250 6/23/2047 | 200,000.00 | 0.00 | $265,417.60 | 5.250 | 06/23/2047 | RUSSIA |
Rutas 2 And 7 Finance Limited 0.000 9/30/2036 | 610,000.00 | 0.01 | $434,625.00 | 0.000 | 09/30/2036 | RUTAPY |
Ryan Specialty Group Llc 4.500 9/1/2027 | 595,000.00 | 0.02 | $592,025.00 | 4.000 | 09/01/2027 | RYASPE |
Sabine Pass Liquefaction Llc 5.625 3/1/2025 | 1,455,000.00 | 0.06 | $1,664,981.53 | 5.625 | 03/01/2025 | SPLLLC |
Sabine Pass Liquefaction Llc 5.750 5/15/2024 | 8,496,000.00 | 0.35 | $9,625,229.70 | 5.750 | 05/15/2024 | SPLLLC |
Sabine Pass Liquefaction Llc 6.250 3/15/2022 | 400,000.00 | 0.01 | $424,612.04 | 6.250 | 03/15/2022 | SPLLLC |
Sable International Finance Ltd. 5.750 9/7/2027 | 245,000.00 | 0.00 | $256,377.80 | 5.750 | 09/07/2027 | CWCLN |
Sailt_03-bc2 | 15,777.50 | 0.00 | $15,526.24 | 1.528 | 04/25/2033 | SAILT_03- |
Samhallsbyggnadsbolaget I Norden A 1.125 9/4/2026 | 900,000.00 | 0.03 | $1,042,406.42 | 1.125 | 09/04/2026 | SBBBSS |
Sands China Ltd. 3.800 1/8/2026 | 400,000.00 | 0.01 | $419,596.00 | 3.800 | 01/08/2026 | SANLTD |
Sands China Ltd. 4.375 6/18/2030 | 490,000.00 | 0.01 | $519,351.00 | 4.375 | 06/18/2030 | SANLTD |
Sands China Ltd. 5.400 8/8/2028 | 1,800,000.00 | 0.07 | $2,008,764.00 | 5.400 | 08/08/2028 | SANLTD |
Santander uk Group Holdings Plc 3.823 11/3/2028 | 3,200,000.00 | 0.13 | $3,551,719.04 | 3.823 | 11/03/2028 | SANUK |
Santander uk Group Holdings Plc 7.375 9/24/2169 | 2,200,000.00 | 0.11 | $2,964,226.60 | 7.375 | 09/24/2169 | SANUK |
Santander uk Plc 3.400 6/1/2021 | 500,000.00 | 0.01 | $510,272.80 | 3.400 | 06/01/2021 | SANUK |
Santander uk Plc 3.750 11/15/2021 | 200,000.00 | 0.00 | $207,112.62 | 3.750 | 11/15/2021 | SANUK |
Sasc_06-bc1 | 1,396,502.34 | 0.04 | $1,288,197.58 | 0.418 | 03/25/2036 | SASC_06-B |
Sasc_06-bc2 | 4,022,599.04 | 0.11 | $3,209,086.71 | 0.303 | 09/25/2036 | SASC_06-B |
SASOL Financing Usa Llc 5.875 3/27/2024 | 2,865,000.00 | 0.10 | $2,771,887.50 | 5.875 | 03/27/2024 | SASOL |
Saudi Arabia (kingdom Of) 2.375 10/26/2021 | 200,000.00 | 0.00 | $203,655.60 | 2.375 | 10/26/2021 | KSA |
Saudi Arabia (kingdom Of) 2.875 3/4/2023 | 2,200,000.00 | 0.08 | $2,301,299.00 | 2.875 | 03/04/2023 | KSA |
Saudi Arabia (kingdom Of) 2.900 10/22/2025 | 200,000.00 | 0.00 | $214,010.40 | 2.900 | 10/22/2025 | KSA |
Saudi Arabia (kingdom Of) 3.625 3/4/2028 | 741,000.00 | 0.03 | $822,606.33 | 3.625 | 03/04/2028 | KSA |
Saudi Arabia (kingdom Of) 4.500 10/26/2046 | 800,000.00 | 0.03 | $962,600.00 | 4.500 | 10/26/2046 | KSA |
Saudi Arabia (kingdom Of) 4.500 10/26/2046 | 800,000.00 | 0.03 | $962,600.00 | 4.500 | 10/26/2046 | KSA |
Saudi Arabian Oil CO. 2.875 4/16/2024 | 395,000.00 | 0.01 | $414,876.40 | 2.875 | 04/16/2024 | ARAMCO |
Saudi Arabian Oil CO. 4.250 4/16/2039 | 530,000.00 | 0.02 | $611,022.32 | 4.250 | 04/16/2039 | ARAMCO |
Saudi Electricity Global Sukuk Com 4.222 1/27/2024 | 715,000.00 | 0.02 | $773,700.07 | 4.222 | 01/27/2024 | SECO |
Saudi International Bond 5.000 4/17/2049 | 3,500,000.00 | 0.16 | $4,538,373.00 | 5.000 | 04/17/2049 | KSA |
SCDS: (SOAF) 0.010 12/20/2023 | 700,000.00 | -0.01 | -$34,674.49 | 1.000 | 12/20/2023 | JPMSW |
Schaeffler Finance BV 3.250 5/15/2025 | 2,600,000.00 | 0.11 | $3,056,106.76 | 3.250 | 05/15/2025 | SHAEFF |
Schlumberger Holdings Corp. 4.300 5/1/2029 | 2,125,000.00 | 0.08 | $2,361,086.01 | 4.300 | 05/01/2029 | SLB |
Scientific Games International Inc. 5.119 8/14/2024 | 1,799,163.05 | 0.06 | $1,701,783.35 | 3.472 | 08/14/2024 | SGMS |
Scientific Games International Inc. 8.250 3/15/2026 | 1,890,000.00 | 0.07 | $1,981,126.35 | 8.250 | 03/15/2026 | SGMS |
Sclp_17-3 | 171,057.02 | 0.00 | $172,002.93 | 2.770 | 05/25/2026 | SCLP_17-3 |
SECURITIZED NET CASH - ACR1 | 14,071,244.68 | 0.52 | $14,071,244.68 | 0.000 | - | SECCASHAC |
SECURITIZED NET CASH - CSH1 0.050 12/15/2038 | -415,938,165.18 | -15.56 | -$415,938,165.18 | 0.000 | - | US-CASH |
SECURITIZED NET CASH - LT | 3,116,817.19 | 0.11 | $3,116,817.19 | 0.000 | - | SECNCAHUS |
Sempra Energy 0.700 3/15/2021 | 2,050,000.00 | 0.07 | $2,052,934.99 | 0.700 | 03/15/2021 | SRE |
Sempra Energy 0.775 1/15/2021 | 451,000.00 | 0.01 | $451,042.08 | 0.775 | 01/15/2021 | SRE |
Sempra Energy 4.875 10/15/2068 | 1,055,000.00 | 0.04 | $1,086,650.00 | 4.875 | 10/15/2068 | SRE |
Senegal (republic Of) 6.750 3/13/2048 | 210,000.00 | 0.00 | $199,633.35 | 6.750 | 03/13/2048 | SENEGL |
SEQUOIA MORTGAGE TRUST 2004-5 | 123,792.72 | 0.00 | $117,950.01 | 0.985 | 06/20/2034 | SEMT_04-5 |
SEQUOIA MORTGAGE TRUST 2007-1 | 373,237.41 | 0.01 | $288,289.43 | 3.209 | 09/20/2046 | SEMT_07-1 |
SEQUOIA MORTGAGE TRUST 2015-1 | 287,705.47 | 0.01 | $291,996.40 | 3.870 | 01/25/2045 | SEMT_15-1 |
SEQUOIA MORTGAGE TRUST 2017-4 | 164,358.87 | 0.00 | $168,656.13 | 3.500 | 07/25/2047 | SEMT_17-4 |
SEQUOIA MORTGAGE TRUST 2017-5 | 3,069,932.84 | 0.12 | $3,214,904.89 | 3.825 | 08/25/2047 | SEMT_17-5 |
SEQUOIA MORTGAGE TRUST 2018-5 | 158,539.79 | 0.00 | $159,378.29 | 3.500 | 05/25/2048 | SEMT_18-5 |
SEQUOIA MORTGAGE TRUST 2019-CH | 328,419.58 | 0.01 | $337,277.68 | 4.500 | 03/25/2049 | SEMT_19-C |
SERBIA (republic Of) 3.125 5/15/2027 | 100,000.00 | 0.00 | $125,513.70 | 3.125 | 05/15/2027 | SERBIA |
Servicenow Inc. 1.400 9/1/2030 | 1,040,000.00 | 0.03 | $1,013,560.50 | 1.400 | 09/01/2030 | NOW |
Shell: 0.000 3/3/2025 | 2,600,000.00 | 0.00 | $48,149.85 | 1.275 | 03/03/2025 | SHELL |
Shell: 0.000 6/20/2025 | -31,000,000.00 | -0.01 | -$80,212.50 | 0.000 | 06/20/2025 | SHELL |
Shell: 0.000 7/1/2059 | 10,307,905.81 | 0.40 | $10,918,137.96 | 2.900 | 07/01/2059 | SHELL |
Shell: 0.110 10/1/2020 | 97,800,000.00 | 3.65 | $97,800,000.00 | 0.110 | 10/01/2020 | SHELL |
SHELL: SCDS: (CDX) 0.010 12/20/2024 | 200,000.00 | n/a | -$1,869.09 | 1.000 | 12/20/2024 | SWPC0IHS9 |
SHIMAO Property Holdings Ltd. 5.600 7/15/2026 | 790,000.00 | 0.03 | $864,107.64 | 5.600 | 07/15/2026 | SHIMAO |
Shinhan Financial Group Co. Ltd. 3.340 2/5/2030 | 410,000.00 | 0.01 | $430,424.15 | 3.340 | 02/05/2030 | SHINFN |
Sinclair Television Group Inc. 2.250 1/31/2024 | 1,540,000.00 | 0.05 | $1,504,067.18 | 2.410 | 01/31/2024 | SBGI |
SINGAPORE DOLLAR | 26,613.78 | 0.00 | $19,496.56 | 0.000 | - | SINGDOLL |
Sinopec Group Overseas Development 2.500 8/8/2024 | 450,000.00 | 0.01 | $470,085.75 | 2.500 | 08/08/2024 | SINOPE |
Sirius xm Radio Inc. 4.625 7/15/2024 | 1,591,000.00 | 0.06 | $1,647,679.38 | 4.625 | 07/15/2024 | SIRI |
Slma_03-11 | 168,160.01 | 0.00 | $167,478.98 | 0.800 | 12/15/2025 | SLMA_03-1 |
Slma_08-9 | 718,451.21 | 0.02 | $705,065.24 | 1.745 | 04/25/2023 | SLMA_08-9 |
Smbc Aviation Capital Finance Dac 3.000 7/15/2022 | 400,000.00 | 0.01 | $408,289.12 | 3.000 | 07/15/2022 | SMBCAC |
Sndpt_13-3ra | 1,000,000.00 | 0.03 | $981,658.00 | 1.422 | 04/18/2031 | SNDPT_13- |
Sociedad Quimica Y Minera DE Chile 3.625 4/3/2023 | 495,000.00 | 0.01 | $517,841.78 | 3.625 | 04/03/2023 | SQM |
Societe Generale S.A. 4.250 4/14/2025 | 3,600,000.00 | 0.14 | $3,841,436.88 | 4.250 | 04/14/2025 | SOCGEN |
Sofi_16-f | 213,210.70 | 0.00 | $220,178.17 | 3.020 | 02/25/2040 | SOFI_16-F |
Solenis International lp 4.000 6/26/2025 | 585,507.62 | 0.02 | $571,845.97 | 4.270 | 06/26/2025 | SOLEIN |
South Africa (republic Of) 4.850 9/30/2029 | 3,000,000.00 | 0.10 | $2,869,881.00 | 4.850 | 09/30/2029 | SOAF |
South Africa (republic Of) 5.750 9/30/2049 | 200,000.00 | 0.00 | $170,257.60 | 5.750 | 09/30/2049 | SOAF |
South Africa (republic Of) 5.875 6/22/2030 | 268,000.00 | 0.01 | $274,683.92 | 5.875 | 06/22/2030 | SOAF |
SOUTH AFRICA RAND | 99.84 | n/a | $5.96 | 0.000 | - | ZAR |
South Carolina ST Pub Svcs Aut 4.770 12/1/2045 | 145,000.00 | 0.00 | $190,232.75 | 4.770 | 12/01/2045 | SCSUTL |
Southern California Edison Company 3.650 2/1/2050 | 1,525,000.00 | 0.05 | $1,592,923.35 | 3.650 | 02/01/2050 | EIX |
Southern California Edison Company 4.000 4/1/2047 | 880,000.00 | 0.03 | $943,829.57 | 4.000 | 04/01/2047 | EIX |
Southern California Edison Company 4.875 3/1/2049 | 2,330,000.00 | 0.10 | $2,823,433.65 | 4.875 | 03/01/2049 | EIX |
Southern Power Company 0.777 12/20/2020 | 1,700,000.00 | 0.06 | $1,700,226.44 | 0.777 | 12/20/2020 | SO |
Southwest Airlines CO. 5.125 6/15/2027 | 1,980,000.00 | 0.08 | $2,160,827.06 | 5.125 | 06/15/2027 | LUV |
Southwest Airlines CO. 5.250 5/4/2025 | 1,045,000.00 | 0.04 | $1,152,328.92 | 5.250 | 05/04/2025 | LUV |
Southwestern Electric Power Compan 4.100 9/15/2028 | 4,590,000.00 | 0.20 | $5,355,561.97 | 4.100 | 09/15/2028 | AEP |
Southwestern Energy Company 7.750 10/1/2027 | 2,050,000.00 | 0.07 | $1,993,420.00 | 7.750 | 10/01/2027 | SWN |
Spirit Aerosystems Inc. 6.000 1/30/2025 | 785,000.00 | 0.02 | $786,962.50 | 6.000 | 01/30/2025 | SPR |
Springleaf Finance Corp. 6.125 3/15/2024 | 1,500,000.00 | 0.05 | $1,573,125.00 | 6.125 | 03/15/2024 | OMF |
Sprint Corp. 7.250 9/15/2021 | 300,000.00 | 0.01 | $314,250.00 | 7.250 | 09/15/2021 | S |
Sprint Corp. 7.625 3/1/2026 | 200,000.00 | 0.00 | $241,980.00 | 7.625 | 03/01/2026 | S |
Sprint Spectrum Co. i ii iii Llc 4.738 3/20/2025 | 1,465,000.00 | 0.05 | $1,588,609.38 | 4.738 | 03/20/2025 | SPRNTS |
Sri Lanka (democratic Socialist RE 6.200 5/11/2027 | 453,000.00 | 0.01 | $312,570.00 | 6.200 | 05/11/2027 | SRILAN |
Sri Lanka Democratic Socialist RE 5.875 7/25/2022 | 206,000.00 | 0.00 | $166,860.00 | 5.875 | 07/25/2022 | SRILAN |
Ss&c Technologies Holdings Europe 1.750 4/16/2025 | 180,392.71 | 0.00 | $175,131.19 | 1.906 | 04/16/2025 | SSNC |
Ss&c Technologies Inc. 1.750 4/16/2025 | 256,761.31 | 0.00 | $249,272.35 | 1.906 | 04/16/2025 | SSNC |
Standard Industries Inc. 3.375 1/15/2031 | 1,083,000.00 | 0.04 | $1,070,946.21 | 3.375 | 01/15/2031 | BMCAUS |
Standard Industries Inc. NJ 5.000 2/15/2027 | 309,000.00 | 0.01 | $322,257.65 | 5.000 | 02/15/2027 | BMCAUS |
Stars Group Holdings (amaya) 3.500 7/10/2025 | 156,175.25 | 0.00 | $156,402.96 | 3.808 | 07/10/2025 | TSGICN |
Steel Funding Dac 4.000 9/21/2024 | 715,000.00 | 0.02 | $761,206.88 | 4.000 | 09/21/2024 | NLMKRU |
STRUCTURED ADJUSTABLE RATE MOR | 221,457.39 | 0.00 | $207,806.98 | 3.787 | 02/25/2036 | SARM_06-1 |
STRUCTURED ASSET MORTGAGE INVE | 238,469.74 | 0.00 | $224,210.56 | 0.406 | 07/19/2035 | SAMI_05-A |
Stryker Corporation 1.950 6/15/2030 | 2,176,000.00 | 0.08 | $2,220,585.59 | 1.950 | 06/15/2030 | SYK |
Sumitomo Mitsui Financial Group IN 1.474 7/8/2025 | 2,600,000.00 | 0.09 | $2,651,502.36 | 1.474 | 07/08/2025 | SUMIBK |
Sumitomo Mitsui Financial Group IN 1.922 3/9/2021 | 2,300,000.00 | 0.08 | $2,316,006.39 | 1.922 | 03/09/2021 | SUMIBK |
Surf Holdings Sarl 3.500 10/14/2026 | 319,200.00 | 0.01 | $312,702.05 | 3.750 | 10/14/2026 | SOPHLN |
SUZANO Austria Gmbh 3.750 1/15/2031 | 540,000.00 | 0.02 | $541,998.00 | 3.750 | 01/15/2031 | SUZANO |
Svhe_06-opti | 260,834.12 | 0.00 | $253,111.73 | 0.418 | 03/25/2036 | SVHE_06-O |
SWP: USD 2.000000 12-FEB-2020 2.000 2/12/2045 | 600,000.00 | -0.01 | -$126,422.66 | -2.000 | 02/12/2045 | CME |
SWP: CAD 1.23500 04-MAR-2025 CONTR 1.235 3/4/2025 | 20,500,000.00 | 0.01 | $352,533.35 | 1.235 | 03/04/2025 | LCH |
SWP: CAD 1.27600 03-MAR-2025 CONTR 1.276 3/3/2025 | 1,600,000.00 | 0.00 | $29,683.57 | 1.276 | 03/03/2025 | LCH |
SWP: CAD 1.29000 03-MAR-2025 CONTR 1.290 3/3/2025 | 800,000.00 | 0.00 | $15,212.07 | 1.290 | 03/03/2025 | LCH |
SWP: CAD 1.500 17-JUN-2022 CONTR 1.500 6/17/2022 | 4,000,000.00 | 0.00 | $50,539.47 | 1.500 | 06/17/2022 | LCH |
SWP: CDS USD 1.0 20-SEP-2025 0.010 6/20/2025 | 313,000.00 | n/a | $1,614.80 | 1.000 | 06/20/2025 | JPM |
SWP: USD 0.500000 16-SEP-2025 0.500 9/16/2025 | 15,800,000.00 | -0.02 | -$530,024.08 | -0.500 | 09/16/2025 | SHELL |
SWP: USD 1.220000 03-MAR-2025 1.220 3/3/2025 | 2,900,000.00 | 0.00 | $48,432.44 | 1.220 | 03/03/2025 | LCH |
SWP: USD 1.270000 03-MAR-2022 1.270 3/3/2022 | 8,800,000.00 | 0.00 | $71,269.05 | 1.270 | 03/03/2022 | LCH |
SWP: USD 1.272500 03-MAR-2022 1.273 3/3/2022 | 2,400,000.00 | 0.00 | $19,501.05 | 1.273 | 03/03/2022 | LCH |
SWP: USD 1.450000 28-JUN-2021 1.450 6/28/2021 | 30,100,000.00 | -0.02 | -$274,205.85 | -1.450 | 06/28/2021 | CME |
SWP: USD 1.750000 20-JUN-2021 1.750 6/20/2021 | 17,800,000.00 | -0.01 | -$196,718.85 | -1.750 | 06/20/2021 | LCH |
SWP: USD 2.250000 16-DEC-2022 2.250 12/16/2022 | 41,600,000.00 | -0.08 | -$1,873,246.84 | 0.160 | 12/16/2022 | LCH |
SWP:OIS GBP SONIO 0.5 12-16-20 LCH 0.500 12/16/2025 | 28,400,000.00 | -0.04 | -$941,124.76 | -0.500 | 12/16/2025 | LCH |
Syngenta Finance nv 3.933 4/23/2021 | 825,000.00 | 0.03 | $835,730.61 | 3.933 | 04/23/2021 | SYNNVX |
Syngenta Finance nv 4.441 4/24/2023 | 470,000.00 | 0.01 | $496,705.64 | 4.441 | 04/24/2023 | SYNNVX |
T-mobile US Inc. 3.000 2/15/2041 | 575,000.00 | 0.02 | $569,100.50 | 3.000 | 02/15/2041 | TMUS |
T-mobile Usa Inc. 1.500 2/15/2026 | 2,915,000.00 | 0.10 | $2,926,820.33 | 1.500 | 02/15/2026 | TMUS |
T-mobile Usa Inc. 1.750 4/1/2027 | 608,475.00 | 0.02 | $608,746.38 | 3.156 | 04/01/2027 | TMUS |
T-mobile Usa Inc. 3.500 4/15/2025 | 895,000.00 | 0.03 | $982,906.90 | 3.500 | 04/15/2025 | TMUS |
T-mobile Usa Inc. 3.750 4/15/2027 | 1,255,000.00 | 0.05 | $1,406,277.70 | 3.750 | 04/15/2027 | TMUS |
T-mobile Usa Inc. 3.875 4/15/2030 | 4,540,000.00 | 0.19 | $5,167,791.20 | 3.875 | 04/15/2030 | TMUS |
T-mobile Usa Inc. 4.375 4/15/2040 | 670,000.00 | 0.02 | $786,023.90 | 4.375 | 04/15/2040 | TMUS |
T-mobile Usa Inc. 6.500 1/15/2026 | 540,000.00 | 0.02 | $564,975.00 | 6.500 | 01/15/2026 | TMUS |
Takeda Pharmaceutical Co. Ltd. 2.050 3/31/2030 | 1,315,000.00 | 0.04 | $1,335,157.37 | 2.050 | 03/31/2030 | TACHEM |
Takeda Pharmaceutical Co. Ltd. 3.025 7/9/2040 | 985,000.00 | 0.03 | $1,021,889.43 | 3.025 | 07/09/2040 | TACHEM |
Takeda Pharmaceutical Co. Ltd. 3.175 7/9/2050 | 985,000.00 | 0.03 | $1,014,049.62 | 3.175 | 07/09/2050 | TACHEM |
Targa Resources Partners lp 5.375 2/1/2027 | 340,000.00 | 0.01 | $342,697.90 | 5.375 | 02/01/2027 | NGLS |
Tecpetrol S.A. 4.875 12/12/2022 | 685,000.00 | 0.02 | $634,789.50 | 4.875 | 12/12/2022 | TECPET |
Tecta America Corp. 4.500 11/21/2025 | 203,552.89 | 0.00 | $193,375.25 | 4.656 | 11/21/2025 | TECAME |
Tekni-plex Inc. 5.597 10/5/2024 | 267,984.12 | 0.00 | $263,712.99 | 4.072 | 10/05/2024 | TEKNI |
Telefonica Celular Del Paraguay S.A. 5.875 4/15/2027 | 395,000.00 | 0.01 | $413,821.75 | 5.875 | 04/15/2027 | TCDPSA |
Telenet Financing USD Llc 2.000 4/30/2028 | 545,000.00 | 0.01 | $527,060.24 | 2.152 | 04/30/2028 | TNETBB |
Tencent Holdings Ltd. 1.176 4/11/2024 | 200,000.00 | 0.00 | $199,577.00 | 1.176 | 04/11/2024 | TENCNT |
Tencent Holdings Ltd. 3.280 4/11/2024 | 645,000.00 | 0.02 | $687,789.30 | 3.280 | 04/11/2024 | TENCNT |
Tenet Healthcare Corporation 5.125 5/1/2025 | 2,395,000.00 | 0.08 | $2,400,388.75 | 5.125 | 05/01/2025 | THC |
Tenet Healthcare Corporation 6.125 10/1/2028 | 1,815,000.00 | 0.06 | $1,770,759.38 | 6.125 | 10/01/2028 | THC |
Tengizchevroil Finance Company Int 2.625 8/15/2025 | 2,421,000.00 | 0.09 | $2,434,920.75 | 2.625 | 08/15/2025 | TENGIZ |
Tengizchevroil Finance Company Int 3.250 8/15/2030 | 890,000.00 | 0.03 | $900,291.96 | 3.250 | 08/15/2030 | TENGIZ |
Tennessee Gas Pipeline Company Llc 2.900 3/1/2030 | 5,255,000.00 | 0.20 | $5,450,160.72 | 2.900 | 03/01/2030 | KMI |
Terrier Media Buyer Inc. 8.875 12/15/2027 | 2,285,000.00 | 0.08 | $2,306,421.88 | 8.875 | 12/15/2027 | TERMED |
TESLA 2019-A A2 | 491,148.65 | 0.01 | $496,614.69 | 2.130 | 04/20/2022 | 88165GAB6 |
TEVA Pharmaceutical Finance Nether 1.125 10/15/2024 | 300,000.00 | 0.01 | $305,325.68 | 1.125 | 10/15/2024 | TEVA |
TEVA Pharmaceutical Finance Nether 6.750 3/1/2028 | 1,066,000.00 | 0.04 | $1,113,250.45 | 6.750 | 03/01/2028 | TEVA |
Textron Inc. 0.793 11/10/2020 | 2,900,000.00 | 0.10 | $2,900,087.29 | 0.793 | 11/10/2020 | TXT |
Three Gorges Finance I (cayman Isl 2.150 9/22/2030 | 605,000.00 | 0.02 | $609,140.74 | 2.150 | 09/22/2030 | YANTZE |
Thyssenkrupp Elevator Technology 4.250 7/30/2027 | 1,185,000.00 | 0.04 | $1,177,699.22 | 4.567 | 07/30/2027 | THYELE |
Ticp_15-1a | 1,022,051.94 | 0.03 | $1,013,505.54 | 1.072 | 07/20/2027 | TICP_15-1 |
Time Warner Cable Inc. 7.300 7/1/2038 | 2,120,000.00 | 0.11 | $3,002,908.34 | 7.300 | 07/01/2038 | TWC |
Time Warner Entertainment Cmpny lp 8.375 3/15/2023 | 1,415,000.00 | 0.06 | $1,663,937.41 | 8.375 | 03/15/2023 | TWC |
TJX Companies Inc. 3.875 4/15/2030 | 950,000.00 | 0.04 | $1,127,751.84 | 3.875 | 04/15/2030 | TJX |
TJX Companies Inc. 4.500 4/15/2050 | 510,000.00 | 0.02 | $659,285.21 | 4.500 | 04/15/2050 | TJX |
Toyota Industries Corporation 3.110 3/12/2022 | 1,600,000.00 | 0.06 | $1,652,725.92 | 3.110 | 03/12/2022 | TOYAUT |
Tpmt_17-1 | 757,995.73 | 0.02 | $777,435.06 | 2.750 | 10/25/2056 | TPMT_17-1 |
Tpmt_17-2 | 93,616.64 | 0.00 | $96,235.60 | 2.750 | 04/25/2057 | TPMT_17-2 |
Tpmt_17-4 | 615,000.00 | 0.02 | $657,277.62 | 3.250 | 06/25/2057 | TPMT_17-4 |
Tpmt_18-1 | 184,866.09 | 0.00 | $192,816.96 | 3.000 | 01/25/2058 | TPMT_18-1 |
Trans-allegheny Interstate Line CO. 3.850 6/1/2025 | 165,000.00 | 0.00 | $183,002.33 | 3.850 | 06/01/2025 | FE |
Transdigm Inc. 2.250 12/31/2025 | 594,696.55 | 0.02 | $564,218.36 | 2.406 | 12/31/2025 | TDG |
Transdigm Inc. 6.250 3/15/2026 | 1,883,000.00 | 0.07 | $1,976,782.82 | 6.250 | 03/15/2026 | TDG |
Transocean Proteus Ltd. 6.250 12/1/2024 | 211,250.00 | 0.00 | $188,276.56 | 6.250 | 12/01/2024 | RIG |
Transportadora DE Gas Del SUR S.A. 6.750 5/2/2025 | 370,000.00 | 0.01 | $299,357.75 | 6.750 | 05/02/2025 | TRAGAS |
Treasury (cpi) Note 0.125 1/15/2030 | 44,950,123.10 | 1.85 | $49,685,582.61 | 0.125 | 01/15/2030 | TIPS |
Treasury (cpi) Note 0.125 7/15/2026 | 21,618.60 | 0.00 | $23,448.26 | 0.125 | 07/15/2026 | TIPS |
Treasury (cpi) Note 0.125 7/15/2030 | 18,508,589.55 | 0.76 | $20,583,709.68 | 0.125 | 07/15/2030 | TII |
Treasury (cpi) Note 0.250 1/15/2025 | 9,626,584.00 | 0.38 | $10,271,891.47 | 0.250 | 01/15/2025 | TIPS |
Treasury (cpi) Note 0.375 7/15/2027 | 7,202,560.00 | 0.29 | $8,009,254.64 | 0.375 | 07/15/2027 | TIPS |
Treasury (cpi) Note 0.625 4/15/2023 | 3,066,772.80 | 0.11 | $3,207,987.57 | 0.625 | 04/15/2023 | TIPS |
Treasury (cpi) Note 0.875 1/15/2029 | 10,979,591.00 | 0.47 | $12,792,695.88 | 0.875 | 01/15/2029 | TIPS |
Treasury (cpi) Note 1.750 1/15/2028 | 12,763,569.60 | 0.58 | $15,550,138.92 | 1.750 | 01/15/2028 | TIPS |
Treasury (cpi) Note 2.375 1/15/2025 | 9,347,008.00 | 0.40 | $10,852,322.14 | 2.375 | 01/15/2025 | TIPS |
Treasury (cpi) Note 2.375 1/15/2027 | 1,670,253.00 | 0.07 | $2,060,239.70 | 2.375 | 01/15/2027 | TIPS |
Treasury (cpi) Note 2.500 1/15/2029 | 36,204.30 | 0.00 | $47,305.62 | 2.500 | 01/15/2029 | TIPS |
Treasury (cpi) Notes 0.125 4/15/2022 | 3,409,280.00 | 0.12 | $3,469,678.12 | 0.125 | 04/15/2022 | TIPS |
Treasury Bill 0.000 10/15/2020 | 18,200,000.00 | 0.68 | $18,199,486.76 | 0.174 | 10/15/2020 | TBILL |
Treasury Bond 1.250 5/15/2050 | 1,800,000.00 | 0.06 | $1,706,203.08 | 1.250 | 05/15/2050 | TBOND |
Treasury Bond 1.375 8/15/2050 | 4,100,000.00 | 0.15 | $4,012,234.58 | 1.375 | 08/15/2050 | TBOND |
Treasury Bond 2.000 2/15/2050 | 16,000,000.00 | 0.67 | $18,101,249.60 | 2.000 | 02/15/2050 | TBOND |
Treasury Bond 2.500 2/15/2045 | 37,100,000.00 | 1.70 | $45,672,129.37 | 2.500 | 02/15/2045 | TBOND |
Treasury Bond 2.750 11/15/2042 | 1,400,000.00 | 0.06 | $1,793,148.42 | 2.750 | 11/15/2042 | TBOND |
Treasury Bond 2.750 8/15/2042 | 900,000.00 | 0.04 | $1,153,546.92 | 2.750 | 08/15/2042 | TBOND |
Treasury Bond 2.875 5/15/2043 | 2,200,000.00 | 0.10 | $2,873,234.32 | 2.875 | 05/15/2043 | TBOND |
Treasury Bond 2.875 8/15/2045 | 16,700,000.00 | 0.82 | $21,945,496.72 | 2.875 | 08/15/2045 | TBOND |
Treasury Bond 3.000 5/15/2047 | 900,000.00 | 0.04 | $1,219,535.19 | 3.000 | 05/15/2047 | TBOND |
Treasury Bond 3.000 8/15/2048 | 3,770,000.00 | 0.19 | $5,139,423.09 | 3.000 | 08/15/2048 | TBOND |
Treasury Bond 3.125 5/15/2048 | 1,490,000.00 | 0.07 | $2,071,914.88 | 3.125 | 05/15/2048 | TBOND |
Treasury Bond 4.375 5/15/2040 | 100,000.00 | 0.00 | $157,003.91 | 4.375 | 05/15/2040 | TBOND |
Treasury Note 0.500 4/30/2027 | 10,900,000.00 | 0.40 | $10,949,816.27 | 0.500 | 04/30/2027 | TNOTE |
Treasury Note 0.500 6/30/2027 | 12,900,000.00 | 0.48 | $12,946,360.02 | 0.500 | 06/30/2027 | TNOTE |
Treasury Note 0.625 5/15/2030 | 10,300,000.00 | 0.38 | $10,264,593.75 | 0.625 | 05/15/2030 | TNOTE |
Treasury Note 0.625 8/15/2030 | 67,085,000.00 | 2.49 | $66,702,407.54 | 0.625 | 08/15/2030 | TNOTE |
Treasury Note 1.125 2/28/2027 | 16,900,000.00 | 0.66 | $17,663,141.47 | 1.125 | 02/28/2027 | TNOTE |
Treasury Note 1.125 8/31/2021 | 13,800,000.00 | 0.52 | $13,922,019.60 | 1.125 | 08/31/2021 | TNOTE |
Treasury Note 1.250 8/31/2024 | 25,600,000.00 | 0.99 | $26,636,001.28 | 1.250 | 08/31/2024 | TNOTE |
Treasury Note 1.500 1/31/2027 | 1,700,000.00 | 0.06 | $1,816,808.53 | 1.500 | 01/31/2027 | TNOTE |
Treasury Note 1.500 2/15/2030 | 24,700,000.00 | 0.99 | $26,645,125.00 | 1.500 | 02/15/2030 | TNOTE |
Treasury Note 1.625 10/31/2026 | 12,900,000.00 | 0.51 | $13,863,973.14 | 1.625 | 10/31/2026 | TNOTE |
Treasury Note 1.625 9/30/2026 | 8,300,000.00 | 0.33 | $8,916,339.74 | 1.625 | 09/30/2026 | TNOTE |
Treasury Note 1.750 12/31/2026 | 10,900,000.00 | 0.44 | $11,814,578.67 | 1.750 | 12/31/2026 | TNOTE |
Treasury Note 1.875 7/31/2022 | 39,700,000.00 | 1.53 | $40,965,437.50 | 1.875 | 07/31/2022 | TNOTE |
Treasury Note 1.875 8/31/2024 | 2,170,000.00 | 0.08 | $2,311,050.00 | 1.875 | 08/31/2024 | TNOTE |
Treasury Note 2.000 10/31/2021 | 1,600,000.00 | 0.06 | $1,632,093.76 | 2.000 | 10/31/2021 | TNOTE |
Treasury Note 2.000 11/30/2022 | 7,700,000.00 | 0.29 | $8,009,804.88 | 2.000 | 11/30/2022 | TNOTE |
Treasury Note 2.000 6/30/2024 | 7,700,000.00 | 0.30 | $8,218,847.56 | 2.000 | 06/30/2024 | TNOTE |
Treasury Note 2.125 11/30/2024 | 11,130,000.00 | 0.44 | $12,005,618.25 | 2.125 | 11/30/2024 | TNOTE |
Treasury Note 2.125 3/31/2024 | 2,010,000.00 | 0.08 | $2,146,106.75 | 2.125 | 03/31/2024 | TNOTE |
Treasury Note 2.250 11/15/2024 | 11,030,000.00 | 0.44 | $11,946,868.75 | 2.250 | 11/15/2024 | TNOTE |
Treasury Note 2.250 3/31/2026 | 24,500,000.00 | 1.01 | $27,064,843.75 | 2.250 | 03/31/2026 | TNOTE |
Treasury Note 2.375 2/29/2024 | 4,000,000.00 | 0.16 | $4,298,906.40 | 2.375 | 02/29/2024 | TNOTE |
Treasury Note 2.375 4/30/2026 | 10,900,000.00 | 0.45 | $12,129,230.06 | 2.375 | 04/30/2026 | TNOTE |
Treasury Note 2.375 8/15/2024 | 1,820,000.00 | 0.07 | $1,972,567.14 | 2.375 | 08/15/2024 | TNOTE |
Treasury Note 2.500 1/31/2024 | 2,790,000.00 | 0.11 | $3,005,462.21 | 2.500 | 01/31/2024 | TNOTE |
Treasury Note 2.500 2/28/2026 | 3,700,000.00 | 0.15 | $4,133,449.08 | 2.500 | 02/28/2026 | TNOTE |
Treasury Note 2.625 3/31/2025 | 12,700,000.00 | 0.52 | $14,053,343.75 | 2.625 | 03/31/2025 | TNOTE |
Treasury Note 2.750 7/31/2023 | 46,200,000.00 | 1.85 | $49,589,204.28 | 2.750 | 07/31/2023 | TNOTE |
Treasury Note 2.875 11/30/2023 | 2,500,000.00 | 0.10 | $2,713,476.50 | 2.875 | 11/30/2023 | TNOTE |
Treasury Note 2.875 11/30/2025 | 8,100,000.00 | 0.34 | $9,170,086.14 | 2.875 | 11/30/2025 | TNOTE |
Treasury Note 2.875 7/31/2025 | 15,500,000.00 | 0.65 | $17,439,316.60 | 2.875 | 07/31/2025 | TNOTE |
Treasury Strip (prin) 0.000 5/15/2044 | 4,290,000.00 | 0.11 | $3,059,809.47 | 0.000 | 05/15/2044 | SP |
Trinidad And Tobago (republic Of) 4.500 6/26/2030 | 200,000.00 | 0.00 | $197,050.00 | 4.500 | 06/26/2030 | TRITOB |
Triton Bidco 5.500 12/12/2026 | 645,755.00 | 0.02 | $627,593.14 | 5.500 | 12/12/2026 | IMASF |
Truist Bank 2.250 3/11/2030 | 2,095,000.00 | 0.08 | $2,161,116.52 | 2.250 | 03/11/2030 | TFC |
Truist Financial Corp. 4.950 12/1/2068 | 1,145,000.00 | 0.04 | $1,207,975.00 | 4.950 | 12/01/2068 | TFC |
Tullow Oil Plc 7.000 3/1/2025 | 365,000.00 | 0.00 | $171,550.00 | 7.000 | 03/01/2025 | TLWLN |
Turk Sise VE Cam Fabrika 6.950 3/14/2026 | 570,000.00 | 0.02 | $581,833.20 | 6.950 | 03/14/2026 | SISETI |
Turk Telekomunikasyon AS 6.875 2/28/2025 | 700,000.00 | 0.02 | $717,395.00 | 6.875 | 02/28/2025 | TURKTI |
Turkcell Iletisim Hizmetleri AS 5.800 4/11/2028 | 585,000.00 | 0.02 | $571,884.30 | 5.800 | 04/11/2028 | TCELLT |
TURKEY (republic Of) 5.750 5/11/2047 | 200,000.00 | 0.00 | $159,017.40 | 5.750 | 05/11/2047 | TURKEY |
TURKEY (republic Of) 7.625 4/26/2029 | 500,000.00 | 0.01 | $515,945.50 | 7.625 | 04/26/2029 | TURKEY |
UBS AG (stamford Branch) 7.625 8/17/2022 | 500,000.00 | 0.02 | $556,971.95 | 7.625 | 08/17/2022 | UBS |
UBS AG 5.125 5/15/2024 | 200,000.00 | 0.00 | $220,750.00 | 5.125 | 05/15/2024 | UBS |
UBS Group AG 1.364 1/30/2027 | 400,000.00 | 0.01 | $400,204.72 | 1.364 | 01/30/2027 | UBS |
UBS Group AG 3.000 4/15/2021 | 2,400,000.00 | 0.09 | $2,434,010.16 | 3.000 | 04/15/2021 | UBS |
UBS Group AG 3.126 8/13/2030 | 2,000,000.00 | 0.08 | $2,221,453.80 | 3.126 | 08/13/2030 | UBS |
UBS Group Funding Jersey Ltd. 2.048 4/14/2021 | 400,000.00 | 0.01 | $403,510.28 | 2.048 | 04/14/2021 | UBS |
UBS Group Funding Switzerland AG 4.125 9/24/2025 | 2,940,000.00 | 0.12 | $3,355,701.30 | 4.125 | 09/24/2025 | UBS |
UBS Group Funding Switzerland AG 6.875 3/22/2167 | 2,445,000.00 | 0.09 | $2,483,542.98 | 6.875 | 03/22/2167 | UBS |
UBS Group Funding Switzerland AG 7.125 12/29/2049 | 540,000.00 | 0.02 | $555,525.00 | 7.125 | 12/29/2049 | UBS |
Ubsbb_13-c5 | 480,000.00 | 0.01 | $486,050.11 | 3.649 | 03/10/2046 | UBSBB_13- |
Ubscm_18-c9 | 970,000.00 | 0.04 | $1,126,159.43 | 4.117 | 03/15/2051 | UBSCM_18- |
uk Conv Gilt 1.750 9/7/2022 | 100,000.00 | 0.00 | $133,516.39 | 1.750 | 09/07/2022 | UKT |
Ukraine (government Of) 7.750 9/1/2026 | 804,000.00 | 0.02 | $801,957.84 | 7.750 | 09/01/2026 | UKRAIN |
Ukraine Republic of (government) 9.750 11/1/2028 | 515,000.00 | 0.02 | $558,440.25 | 9.750 | 11/01/2028 | UKRAIN |
Ultimate Software Group Inc. (the) 3.750 5/4/2026 | 1,966,541.07 | 0.07 | $1,953,790.01 | 3.906 | 05/04/2026 | ULTI |
Ultimate Software Group Inc. 4.750 5/4/2026 | 3,475,000.00 | 0.12 | $3,469,843.10 | 4.750 | 05/04/2026 | ULTI |
Umbs 30yr Tba(reg a) | 136,000,000.00 | 5.32 | $142,497,182.40 | 3.000 | 11/13/2019 | UM30 |
Umbs 30yr Tba(reg a) | 60,800,000.00 | 2.37 | $63,637,518.37 | 2.500 | 11/01/2050 | UM30 |
Unicredit Spa 4.168 1/14/2022 | 2,200,000.00 | 0.08 | $2,258,360.94 | 4.168 | 01/14/2022 | UCGIM |
Unicredit Spa 7.500 6/3/2169 | 600,000.00 | 0.02 | $763,163.65 | 7.500 | 06/03/2169 | UCGIM |
Unicredit Spa 7.830 12/4/2023 | 2,900,000.00 | 0.12 | $3,400,126.46 | 7.830 | 12/04/2023 | UCGIM |
Unicredit Spa 9.250 6/3/2169 | 200,000.00 | 0.00 | $255,204.61 | 9.250 | 06/03/2169 | UCGIM |
Union Pacific Corporation 3.250 2/5/2050 | 765,000.00 | 0.03 | $853,054.71 | 3.250 | 02/05/2050 | UNP |
United Rentals (north America) Inc. 3.875 2/15/2031 | 1,675,000.00 | 0.06 | $1,703,265.63 | 3.875 | 02/15/2031 | URI |
United Rentals (north America) Inc. 4.000 7/15/2030 | 379,000.00 | 0.01 | $388,001.25 | 4.000 | 07/15/2030 | URI |
United Rentals Inc. 4.052 10/31/2025 | 49,000.01 | 0.00 | $48,908.13 | 1.906 | 10/31/2025 | URI |
Universal Health Services Inc. 5.000 6/1/2026 | 210,000.00 | 0.00 | $218,097.60 | 5.000 | 06/01/2026 | UHS |
UPJOHN Inc. 1.650 6/22/2025 | 320,000.00 | 0.01 | $328,008.26 | 1.650 | 06/22/2025 | UPJOHN |
UPJOHN Inc. 2.300 6/22/2027 | 265,000.00 | 0.01 | $274,072.43 | 2.300 | 06/22/2027 | UPJOHN |
UPJOHN Inc. 2.700 6/22/2030 | 1,940,000.00 | 0.07 | $2,010,577.20 | 2.700 | 06/22/2030 | UPJOHN |
UPJOHN Inc. 4.000 6/22/2050 | 450,000.00 | 0.01 | $481,608.27 | 4.000 | 06/22/2050 | UPJOHN |
Uruguay (oriental Republic Of) 4.375 1/23/2031 | 1,131,000.00 | 0.05 | $1,347,660.02 | 4.375 | 01/23/2031 | URUGUA |
Uruguay (oriental Republic Of) 4.500 8/14/2024 | 57,000.00 | 0.00 | $62,409.02 | 4.500 | 08/14/2024 | URUGUA |
US 10yr Note Dec 20 | -107.00 | -0.56 | -$14,929,843.75 | 0.000 | 12/21/2020 | TYZ0 |
US 5yr Note Dec 20 | -318.00 | -1.50 | -$40,077,937.50 | 0.000 | 12/31/2020 | FVZ0 |
US Airways 2012-2 Class A Pass Thr 4.625 6/3/2025 | 390,718.60 | 0.01 | $325,201.42 | 4.625 | 06/03/2025 | AAL |
US Bancorp 1.450 5/12/2025 | 1,565,000.00 | 0.06 | $1,616,615.11 | 1.450 | 05/12/2025 | USB |
US Bancorp 3.000 7/30/2029 | 1,200,000.00 | 0.04 | $1,333,548.00 | 3.000 | 07/30/2029 | USB |
US Bancorp 3.375 2/5/2024 | 2,915,000.00 | 0.11 | $3,173,139.87 | 3.375 | 02/05/2024 | USB |
US Bancorp 3.600 9/11/2024 | 1,275,000.00 | 0.05 | $1,413,462.96 | 3.600 | 09/11/2024 | USB |
US Bancorp 3.950 11/17/2025 | 2,820,000.00 | 0.12 | $3,259,580.75 | 3.950 | 11/17/2025 | USB |
US Bank National Association 3.400 7/24/2023 | 815,000.00 | 0.03 | $880,790.47 | 3.400 | 07/24/2023 | USB |
US Long Bond Dec 20 | 337.00 | 2.22 | $59,406,781.25 | 0.000 | 12/21/2020 | USZ0 |
US Ultra 10yr Note Dec 20 | 178.00 | 1.06 | $28,466,094.64 | 0.000 | 12/21/2020 | UXYZ0 |
US Ultra T-bond Dec 20 | 10.00 | 0.08 | $2,218,125.00 | 0.000 | 12/21/2020 | WNZ0 |
USB Capital ix 3.500 10/29/2049 | 525,000.00 | 0.01 | $492,583.88 | 3.500 | 10/29/2049 | USB |
USB Realty Corp. 1.422 12/29/2049 | 500,000.00 | 0.01 | $405,312.50 | 0.000 | 12/29/2049 | USB |
Usi Inc. 4.000 11/20/2026 | 166,442.25 | 0.00 | $165,797.29 | 4.308 | 11/20/2026 | COMINV |
USI Inc. NY 3.250 4/5/2024 | 1,414,542.72 | 0.05 | $1,371,222.35 | 3.308 | 05/16/2024 | COMINV |
Usic Holdings (us Infrastructure) 4.250 12/9/2023 | 476,252.06 | 0.01 | $470,596.57 | 4.250 | 12/09/2023 | USICHO |
Usis Merger Sub Inc. 6.875 5/1/2025 | 1,163,000.00 | 0.04 | $1,181,160.25 | 6.875 | 05/01/2025 | COMINV |
Uzbekistan (republic Of) 5.375 2/20/2029 | 448,000.00 | 0.01 | $502,530.56 | 5.375 | 02/20/2029 | UZBEK |
Vale Overseas Ltd. 3.750 7/8/2030 | 1,690,000.00 | 0.06 | $1,740,700.00 | 3.750 | 07/08/2030 | VALEBZ |
Vedanta Holdings Mauritius ii Ltd. 13.000 8/21/2023 | 365,000.00 | 0.01 | $376,248.17 | 13.000 | 08/21/2023 | VEDLN |
Vedanta Resources Finance ii Plc 9.250 4/23/2026 | 510,000.00 | 0.01 | $384,030.00 | 9.250 | 04/23/2026 | VEDLN |
Ventr_14-16a | 1,015,544.75 | 0.03 | $1,005,230.88 | 1.125 | 01/15/2028 | VENTR_14- |
Ventr_14-17a | 383,856.21 | 0.01 | $380,510.52 | 1.155 | 04/15/2027 | VENTR_14- |
Ventr_15-20a | 1,275,864.59 | 0.04 | $1,271,618.51 | 1.095 | 04/15/2027 | VENTR_15- |
Ventr_18-33a | 1,250,000.00 | 0.04 | $1,236,217.50 | 1.415 | 07/15/2031 | VENTR_18- |
Ventr_18-34a | 2,500,000.00 | 0.09 | $2,469,697.50 | 1.505 | 10/15/2031 | VENTR_18- |
Veon Holdings BV 4.000 4/9/2025 | 803,000.00 | 0.03 | $833,702.71 | 4.000 | 04/09/2025 | VIP |
Verizon Communications Inc. 1.380 5/15/2025 | 3,200,000.00 | 0.12 | $3,272,518.40 | 1.380 | 05/15/2025 | VZ |
Verizon Communications Inc. 3.150 3/22/2030 | 480,000.00 | 0.02 | $543,371.14 | 3.150 | 03/22/2030 | VZ |
Verizon Communications Inc. 4.000 3/22/2050 | 330,000.00 | 0.01 | $407,560.20 | 4.000 | 03/22/2050 | VZ |
Verizon Communications Inc. 4.016 12/3/2029 | 1,600,000.00 | 0.07 | $1,921,557.76 | 4.016 | 12/03/2029 | VZ |
Verizon Communications Inc. 4.125 3/16/2027 | 1,500,000.00 | 0.06 | $1,771,854.45 | 4.125 | 03/16/2027 | VZ |
Verizon Communications Inc. 4.329 9/21/2028 | 3,427,000.00 | 0.15 | $4,151,646.35 | 4.329 | 09/21/2028 | VZ |
Verizon Communications Inc. 4.500 8/10/2033 | 6,325,000.00 | 0.29 | $8,003,316.61 | 4.500 | 08/10/2033 | VZ |
vf Corporation 2.400 4/23/2025 | 1,045,000.00 | 0.04 | $1,109,449.75 | 2.400 | 04/23/2025 | VFC |
Viacom Inc. (new) 4.375 3/15/2043 | 2,945,000.00 | 0.11 | $3,130,395.41 | 4.375 | 03/15/2043 | VIAC |
Viacomcbs Inc. 4.950 1/15/2031 | 2,415,000.00 | 0.10 | $2,895,054.91 | 4.950 | 01/15/2031 | VIAC |
Vietnam (socialist Republic Of) 4.800 11/19/2024 | 200,000.00 | 0.00 | $224,024.72 | 4.800 | 11/19/2024 | VIETNM |
Virgin Money Holdings (uk) Plc 3.375 4/24/2026 | 100,000.00 | 0.00 | $129,699.66 | 3.375 | 04/24/2026 | VMUKLN |
Vistra Operations (tex Operations) 1.750 12/31/2025 | 521,571.15 | 0.01 | $514,725.53 | 1.911 | 12/31/2025 | VST |
Vistra Operations Company Llc 5.500 9/1/2026 | 1,784,000.00 | 0.06 | $1,864,280.00 | 5.500 | 09/01/2026 | VST |
Vivat nv 2.375 5/17/2024 | 2,100,000.00 | 0.09 | $2,539,646.70 | 2.375 | 05/17/2024 | VIVATN |
Vmed o2 uk Financing I Plc 4.250 1/31/2031 | 1,885,000.00 | 0.07 | $1,926,234.38 | 4.250 | 01/31/2031 | VMDTEF |
Vodafone Group Plc 4.250 9/17/2050 | 1,070,000.00 | 0.04 | $1,244,826.55 | 4.250 | 09/17/2050 | VOD |
Vodafone Group Plc 4.875 6/19/2049 | 4,385,000.00 | 0.20 | $5,464,007.74 | 4.875 | 06/19/2049 | VOD |
Volkswagen Group of America Financ 1.083 9/24/2021 | 1,500,000.00 | 0.05 | $1,505,935.20 | 1.083 | 09/24/2021 | VW |
Volkswagen Group of America Financ 3.875 11/13/2020 | 800,000.00 | 0.03 | $803,098.48 | 3.875 | 11/13/2020 | VW |
Volkswagen Group of America Financ 4.000 11/12/2021 | 500,000.00 | 0.01 | $518,807.75 | 4.000 | 11/12/2021 | VW |
Voya_14-3a | 284,309.82 | 0.01 | $283,109.18 | 0.965 | 07/25/2026 | VOYA_14-3 |
WAMU MORTGAGE PASS-THROUGH CER | 272,803.70 | 0.00 | $266,681.08 | 3.715 | 12/25/2035 | WAMU_05-A |
WAMU MORTGAGE PASS-THROUGH CER | 357,669.28 | 0.01 | $345,399.94 | 3.306 | 07/25/2037 | WAMU_07-H |
WAMU MORTGAGE PASS-THROUGH CER | 174,478.87 | 0.00 | $158,327.62 | 3.660 | 02/25/2037 | WAMU_07-H |
WASHINGTON MUTUAL MORTGAGE PAS | 895.89 | n/a | $27.85 | 6.000 | 03/25/2035 | WMALT_05- |
Waste Management Inc. 4.150 7/15/2049 | 224,000.00 | 0.01 | $286,362.47 | 4.150 | 07/15/2049 | WM |
Wea Finance Llc 3.250 10/5/2020 | 1,200,000.00 | 0.04 | $1,200,264.24 | 3.250 | 10/05/2020 | ULFP |
Weibo Corp. 3.375 7/8/2030 | 2,145,000.00 | 0.08 | $2,182,816.35 | 3.375 | 07/08/2030 | WB |
Wells Fargo & Company 0.000 4/30/2041 | 795,000.00 | 0.03 | $828,511.00 | 3.068 | 04/30/2041 | WFC |
Wells Fargo & Company 1.183 2/11/2022 | 1,300,000.00 | 0.04 | $1,303,268.20 | 1.183 | 02/11/2022 | WFC |
Wells Fargo & Company 2.550 12/7/2020 | 2,800,000.00 | 0.10 | $2,811,490.92 | 2.550 | 12/07/2020 | WFC |
Wells Fargo & Company 3.196 6/17/2027 | 900,000.00 | 0.03 | $977,926.68 | 3.196 | 06/17/2027 | WFC |
Wells Fargo & Company 3.584 5/22/2028 | 5,300,000.00 | 0.22 | $5,937,206.28 | 3.584 | 05/22/2028 | WFC |
WELLS FARGO MORTGAGE BACKED SE | 3,652,038.02 | 0.14 | $3,767,588.50 | 3.000 | 06/01/2050 | WFMBS_20- |
WELLS FARGO MORTGAGE BACKED SE | 18,756.37 | 0.00 | $18,014.31 | 3.995 | 04/25/2036 | WFMBS_06- |
WELLS FARGO MORTGAGE BACKED SE | 197,241.73 | 0.00 | $191,040.84 | 3.135 | 08/25/2036 | WFMBS_06- |
WELLS FARGO MORTGAGE BACKED SE | 523,333.16 | 0.02 | $538,953.97 | 3.000 | 12/01/2049 | WFMBS_20- |
WELLS FARGO MORTGAGE BACKED SE | 968,895.69 | 0.03 | $1,000,762.67 | 3.000 | 07/01/2050 | WFMBS_20- |
Wen_18-1a | 466,800.00 | 0.01 | $482,484.48 | 3.573 | 03/15/2048 | WEN_18-1A |
Wesco Distribution Inc. 7.250 6/15/2028 | 1,975,000.00 | 0.08 | $2,166,733.00 | 7.250 | 06/15/2028 | WCC |
Wfcm_14-lc18 | 275,000.00 | 0.01 | $299,894.18 | 3.405 | 12/15/2047 | WFCM_14-L |
Wfcm_15-nxs3 | 510,000.00 | 0.02 | $567,574.97 | 3.617 | 09/15/2057 | WFCM_15-N |
Wfcm_16-bnk1 | 1,220,000.00 | 0.04 | $1,289,460.09 | 2.652 | 08/15/2049 | WFCM_16-B |
Wfcm_17-c38 | 905,000.00 | 0.03 | $1,024,169.77 | 3.453 | 07/15/2050 | WFCM_17-C |
Windstream Services Llc 7.250 8/11/2027 | 199,500.00 | 0.00 | $193,639.69 | 7.250 | 08/11/2027 | WIN |
Witeh_14-9a | 75,786.25 | 0.00 | $75,579.58 | 1.433 | 07/17/2026 | WITEH_14- |
Wolverine World Wide Inc. 5.000 9/1/2026 | 400,000.00 | 0.01 | $403,250.00 | 5.000 | 09/01/2026 | WWW |
Woodside Finance Ltd. 3.700 9/15/2026 | 400,000.00 | 0.01 | $430,438.28 | 3.700 | 09/15/2026 | WPLAU |
Woodside Finance Ltd. 4.600 5/10/2021 | 600,000.00 | 0.02 | $607,361.94 | 4.600 | 05/10/2021 | WPLAU |
Woori Bank Co. Ltd. 4.750 4/30/2024 | 800,000.00 | 0.03 | $884,192.00 | 4.750 | 04/30/2024 | WOORIB |
Xilinx Inc. 2.375 6/1/2030 | 825,000.00 | 0.03 | $870,366.09 | 2.375 | 06/01/2030 | XLNX |
Ypf S.A. 8.500 6/27/2029 | 560,000.00 | 0.01 | $397,432.00 | 8.500 | 06/27/2029 | YPFDAR |
Ypso Finance Bis S.A. 10.500 5/15/2027 | 1,980,000.00 | 0.08 | $2,203,987.50 | 10.500 | 05/15/2027 | SFRFP |
Ypso Finance Bis S.A. 6.000 2/15/2028 | 1,550,000.00 | 0.05 | $1,481,249.75 | 6.000 | 02/15/2028 | SFRFP |
Zccp_15-1a | 2,017,890.27 | 0.07 | $2,005,647.73 | 1.221 | 07/16/2027 | ZCCP_15-1 |
Zekelman Industries Inc. 2.250 1/17/2027 | 278,600.00 | 0.01 | $270,546.79 | 2.171 | 01/17/2027 | ZEKIND |
ZIGGO Bond Company BV 3.375 2/28/2030 | 500,000.00 | 0.02 | $559,434.52 | 3.375 | 02/28/2030 | ZIGGO |
ZIGGO Bond Company BV 5.125 2/28/2030 | 300,000.00 | 0.01 | $304,464.00 | 5.125 | 02/28/2030 | ZIGGO |
Zimmer Biomet Holdings Inc. 3.150 4/1/2022 | 300,000.00 | 0.01 | $310,446.09 | 3.150 | 04/01/2022 | ZBH |