Investment Table

Debt Securities
as of 6/30/2016

 

# | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

Security Description Par Value
in thousands (000s)
Interest Rate Maturity Date Market Value
$US in thousands (000s)
1011778 BC / NEW RED FIN 2,500 4.63 1/15/2022 2,528
1011778 BC / NEW RED FIN 9,773 6.00 4/1/2022 10,115
1011778 BC ULTD LIABILITY COMP 6,045 1.00 12/10/2021 6,034
1ST LIEN TERM LOAN 2,617 1.00 8/20/2022 2,558
21ST CENTURY FOX AMERICA 6,000 4.50 2/15/2021 6,669
21ST CENTURY FOX AMERICA 2,000 4.75 9/15/2044 2,198
21ST CENTURY FOX AMERICA 2,000 6.15 3/1/2037 2,498
21ST CENTURY FOX AMERICA 160 6.20 12/15/2034 200
21ST CENTURY FOX AMERICA 15,000 6.55 3/15/2033 18,960
21ST CENTURY FOX AMERICA 90 6.65 11/15/2037 118
21ST CENTURY FOX AMERICA 20 6.75 1/9/2038 25
21ST CENTURY FOX AMERICA 6,690 7.30 4/30/2028 8,796
21ST CENTURY FOX AMERICA 513 7.75 1/20/2024 646
24 HOUR HOLDINGS III LLC 300 8.00 6/1/2022 228
321 HENDERSON RECEIVABLES LLC 1,093 3.87 3/15/2058 1,136
AA BOND CO LTD 200 5.50 7/31/2043 255
ABB CONCISE OPTICAL GROUP LLC 2,000 1.00 6/15/2023 2,005
ABB FINANCE USA INC 180 4.38 5/8/2042 204
ABB TREASURY CENTER USA 7,000 4.00 6/15/2021 7,512
ABBOTT LABORATORIES 7,000 2.55 3/15/2022 7,095
ABBVIE INC 810 1.75 11/6/2017 815
ABBVIE INC 10,000 2.50 5/14/2020 10,194
ABBVIE INC 7,000 2.85 5/14/2023 7,061
ABBVIE INC 10,000 2.90 11/6/2022 10,154
ABBVIE INC 3,000 3.20 11/6/2022 3,096
ABBVIE INC 8,300 3.60 5/14/2025 8,679
ABBVIE INC 7,000 4.30 5/14/2036 7,096
ABBVIE INC 11,300 4.40 11/6/2042 11,450
ABBVIE INC 4,185 4.45 5/14/2046 4,257
ABC SUPPLY CO INC 170 5.63 4/15/2021 176
ABC SUPPLY CO INC 1,114 5.75 12/15/2023 1,150
ABILITY NETWORK INC 1,951 1.00 5/16/2021 1,902
ABN AMRO BANK NV 650 4.75 7/28/2025 671
ABN AMRO BANK NV 500 5.75 12/29/2049 516
ACADEMY LTD 4,643 1.00 7/1/2022 4,341
ACADIA HEALTHCARE CO INC 2,697 5.13 7/1/2022 2,636
ACADIA HEALTHCARE CO INC 3,447 5.63 2/15/2023 3,382
ACADIA HEALTHCARE CO INC 4,270 6.50 3/1/2024 4,334
ACC INDU BO/ACC INDU LLC 1,767 7.75 12/15/2020 1,539
ACCESS CIG LLC 395 1.00 10/18/2021 391
ACCO BRANDS CORP 500 6.75 4/30/2020 529
ACOSTA HOLDCO INC 804 1.00 9/26/2021 772
ACOSTA INC 1,274 7.75 10/1/2022 1,121
ACTAVIS FUNDING SCS 5,000 2.35 3/12/2018 5,056
ACTAVIS FUNDING SCS 3,000 3.00 3/12/2020 3,081
ACTAVIS FUNDING SCS 15,650 3.45 3/15/2022 16,156
ACTAVIS FUNDING SCS 890 3.80 3/15/2025 926
ACTAVIS FUNDING SCS 5,000 3.85 6/15/2024 5,222
ACTAVIS FUNDING SCS 4,530 4.55 3/15/2035 4,646
ACTAVIS FUNDING SCS 7,220 4.75 3/15/2045 7,572
ACTAVIS INC 1,000 1.88 10/1/2017 1,005
ACTIVISION BLIZZARD 7,460 5.63 9/15/2021 7,800
ADJUSTABLE RATE MORTGAGE TRUST 1,095 3.00 4/25/2035 1,058
ADJUSTABLE RATE MORTGAGE TRUST 2,482 3.10 4/25/2035 2,456
ADOBE SYSTEMS INC 10,000 4.75 2/1/2020 11,032
ADS WASTE HLDGS INC 300 1.00 10/9/2019 295
ADT CORP 1,243 3.50 7/15/2022 1,139
ADT CORP 209 4.13 6/15/2023 195
ADT CORP 79 4.88 7/15/2032 60
ADT CORP 7,390 6.25 10/15/2021 7,843
ADVANCE AUTO PARTS 5,000 4.50 12/1/2023 5,349
ADVANCED COMPUTER SOFTWARE GR. 1,975 1.00 1/31/2022 1,866
ADVANCED DISPOSAL SRVCES 496 8.25 10/1/2020 502
ADVANCEPIERRE FOODS INC. 2,846 1.00 6/2/2023 2,834
ADVANTAGE SALES + MARKETING I 639 1.00 7/23/2021 621
ADVANTAGE SALES + MARKETING I 1,383 1.00 7/25/2022 1,281
AECOM 2,100 5.75 10/15/2022 2,142
AERCAP IRELAND CAP LTD/A 910 3.75 5/15/2019 917
AERCAP IRELAND CAP LTD/A 1,250 3.95 2/1/2022 1,244
AERCAP IRELAND CAP LTD/A 8,415 4.50 5/15/2021 8,594
AERCAP IRELAND CAP LTD/A 9,577 4.63 10/30/2020 9,912
AERCAP IRELAND CAP LTD/A 978 4.63 7/1/2022 1,000
AERCAP IRELAND CAP LTD/A 1,805 5.00 10/1/2021 1,868
AEROJET ROCKETDYNE HLDG 4,240 7.13 3/15/2021 4,472
AES ANDRS/DMCN PWR/ITABO 369 7.95 5/11/2026 383
AES CORP/VA 163 3.67 6/1/2019 162
AES CORP/VA 1,859 4.88 5/15/2023 1,838
AES CORP/VA 258 5.50 3/15/2024 263
AES CORP/VA 1,050 7.38 7/1/2021 1,198
AES CORP/VA 1,061 8.00 6/1/2020 1,236
AES GENER SA 5,246 5.25 8/15/2021 5,557
AETNA INC 3,000 1.50 11/15/2017 3,007
AETNA INC 680 2.40 6/15/2021 696
AETNA INC 3,000 2.75 11/15/2022 3,031
AETNA INC 6,190 2.80 6/15/2023 6,338
AETNA INC 6,060 3.20 6/15/2026 6,242
AETNA INC 5,000 3.50 11/15/2024 5,281
AETNA INC 3,000 4.13 11/15/2042 3,038
AETNA INC 3,000 4.38 6/15/2046 3,127
AF BORROWER LLC 1,492 1.00 1/28/2022 1,478
AF BORROWER LLC 949 1.00 1/28/2023 895
AFFINITY GAMING 110 1.00 7/1/2023 110
AFLAC INC 8,000 6.90 12/17/2039 11,076
AFRICAN DEVELOPMENT BANK 2,000 0.75 11/3/2017 2,002
AFRICAN DEVELOPMENT BANK 4,500 1.38 12/17/2018 4,556
AFRICAN DEVELOPMENT BANK 5,000 1.38 2/12/2020 5,059
AGILENT TECHNOLOGIES INC 2,000 3.20 10/1/2022 2,050
AGRIUM INC 5,000 3.15 10/1/2022 5,064
AGRIUM INC 5,000 4.90 6/1/2043 5,177
AIR CANADA 1,055 6.75 10/1/2019 1,095
AIR CANADA 250 7.75 4/15/2021 259
AIR CANADA 250 8.75 4/1/2020 266
AIR CANADA 2015 1A PTT 2,953 3.60 9/15/2028 2,986
AIR CANADA 2015 2AA PTT 2,000 3.75 6/15/2029 2,076
AIR LEASE CORP 3,500 2.13 1/15/2018 3,491
AIR LEASE CORP 3,000 2.63 9/4/2018 3,005
AIR LEASE CORP 3,000 3.38 1/15/2019 3,058
AIR LEASE CORP 3,000 3.38 6/1/2021 3,062
AIR LEASE CORP 3,000 3.75 2/1/2022 3,064
AIR LEASE CORP 3,000 3.88 4/1/2021 3,125
AIR MEDICAL GROUP HOLDINGS INC 2,409 1.00 4/28/2022 2,346
AIR MEDICAL MERGER SUB 728 6.38 5/15/2023 693
AIRCASTLE LTD 300 4.63 12/15/2018 309
AIRCASTLE LTD 478 5.00 4/1/2023 485
AIRCASTLE LTD 1,373 5.13 3/15/2021 1,435
AIRCASTLE LTD 500 5.50 2/15/2022 523
AIRCASTLE LTD 500 6.25 12/1/2019 540
AIRCASTLE LTD 1,403 7.63 4/15/2020 1,578
AK STEEL CORP 900 7.63 5/15/2020 856
AK STEEL CORP 250 7.63 10/1/2021 225
AKORN INC 573 1.00 4/16/2021 573
ALBANY MOLECULAR RESH INC 2,729 1.00 7/16/2021 2,695
ALBAUGH LLC 2,706 1.00 5/28/2021 2,679
ALBEMARLE CORP 3,000 4.15 12/1/2024 3,128
ALBERTA ENERGY CO LTD 199 7.38 11/1/2031 210
ALBERTSONS COS LLC/SAFEW 800 6.63 6/15/2024 822
ALBERTSONS LLC 1,383 1.00 8/25/2021 1,380
ALBERTSONS LLC 680 1.00 8/25/2021 680
ALBERTSONS LLC 1,853 1.00 6/22/2023 1,848
ALCATEL LUCENT USA INC 4,639 6.45 3/15/2029 4,842
ALCOA INC 1,000 5.13 10/1/2024 1,004
ALCOA INC 1,629 5.87 2/23/2022 1,702
ALCOA INC 57 5.90 2/1/2027 58
ALCOA INC 870 5.95 2/1/2037 816
ALCOA INC 15,000 6.15 8/15/2020 16,256
ALCOA INC 128 6.75 1/15/2028 134
ALERE INC 866 6.38 7/1/2023 906
ALERE INC 529 6.50 6/15/2020 527
ALERE INC 250 7.25 7/1/2018 257
ALERIS INTL INC 3,017 7.88 11/1/2020 2,640
ALERIS INTL INC 2,750 9.50 4/1/2021 2,819
ALEXANDRIA REAL ESTATE E 1,000 2.75 1/15/2020 1,004
ALEXANDRIA REAL ESTATE E 3,000 4.50 7/30/2029 3,121
ALFA S.A. 8,000 5.25 3/25/2024 8,544
ALFA S.A. 370 6.88 3/25/2044 382
ALFA S.A. 200 6.88 3/25/2044 206
ALIBABA GROUP HOLDING 5,000 3.60 11/28/2024 5,130
ALLEGHANY CORP 5,000 4.90 9/15/2044 5,064
ALLEGHENY TECHNOLOGIES 750 5.95 1/15/2021 626
ALLEGION PLC 500 5.88 9/15/2023 526
ALLFLEX HLDGS III INC 3,142 1.00 7/20/2020 3,108
ALLIANCE DATA SYSTEMS CO 2,350 5.25 12/1/2017 2,391
ALLIANCE DATA SYSTEMS CO 10,749 5.38 8/1/2022 10,252
ALLIANCE DATA SYSTEMS CO 3,275 6.38 4/1/2020 3,312
ALLIANT HOLDINGS I INC. 1,985 1.00 8/12/2022 1,953
ALLIED IRISH BANKS PLC 210 4.13 11/26/2025 217
ALLNEX (LUX) + CY SCA 131 1.00 5/31/2023 130
ALLNEX USA, INC. 99 1.00 5/31/2023 98
ALLSTATE CORP 7,000 3.15 6/15/2023 7,360
ALLSTATE CORP 2,000 4.50 6/15/2043 2,303
ALLY AUTO RECEIVABLES TRUST 4,559 0.62 3/15/2017 4,559
ALLY AUTO RECEIVABLES TRUST 5,432 1.35 5/15/2020 5,458
ALLY FINANCIAL INC 500 3.25 11/5/2018 499
ALLY FINANCIAL INC 5,000 3.60 5/21/2018 5,006
ALLY FINANCIAL INC 1,000 4.13 2/13/2022 1,001
ALLY FINANCIAL INC 5,000 4.63 5/19/2022 5,013
ALLY FINANCIAL INC 5,000 4.63 3/30/2025 4,913
ALLY FINANCIAL INC 1,791 5.13 9/30/2024 1,820
ALLY FINANCIAL INC 2,554 5.75 11/20/2025 2,564
ALLY FINANCIAL INC 1,600 6.25 12/1/2017 1,668
ALLY FINANCIAL INC 1,046 7.50 9/15/2020 1,165
ALLY FINANCIAL INC 10,089 8.00 11/1/2031 11,615
ALLY MASTER OWNER TRUST 4,410 0.91 1/15/2019 4,412
ALLY MASTER OWNER TRUST 5,870 1.60 10/15/2019 5,896
ALTERA CORP 3,000 1.75 5/15/2017 3,024
ALTICE FINANCING SA 373 5.25 2/15/2023 417
ALTICE FINANCING SA 915 6.50 1/15/2022 918
ALTICE FINANCING SA 11,590 6.63 2/15/2023 11,387
ALTICE FINANCING SA 3,007 7.50 5/15/2026 2,936
ALTICE FINCO SA 700 7.63 2/15/2025 642
ALTICE FINCO SA 100 9.00 6/15/2023 124
ALTICE LUXEMBOURG SA 200 6.25 2/15/2025 203
ALTICE LUXEMBOURG SA 411 7.25 5/15/2022 459
ALTICE LUXEMBOURG SA 1,439 7.63 2/15/2025 1,405
ALTICE LUXEMBOURG SA 3,464 7.75 5/15/2022 3,503
ALTICE US FINANCE I CORP 2,693 5.38 7/15/2023 2,669
ALTICE US FINANCE I CORP 1,692 5.50 5/15/2026 1,686
ALTISOURCE SOLUTIONS S A R L 3,655 1.00 12/9/2020 3,162
ALVOGEN PHARMA US INC. 3,984 1.00 4/2/2022 3,934
AMAYA HLDGS B V 867 1.00 8/1/2021 839
AMAZON.COM INC 5,000 3.80 12/5/2024 5,598
AMAZON.COM INC 6,000 4.80 12/5/2034 7,063
AMAZON.COM INC 700 4.95 12/5/2044 847
AMC ENTERTAINMENT INC 300 5.88 2/15/2022 302
AMC NETWORKS INC 945 4.75 12/15/2022 937
AMC NETWORKS INC 6,775 5.00 4/1/2024 6,682
AMER AIRLINE 16 1 AA PTT 10,000 3.58 7/15/2029 10,588
AMER AIRLINE 16 2 AA PTT 5,000 3.20 12/15/2029 5,169
AMER AIRLN 13 1 C PASS T 1,300 6.13 7/15/2018 1,346
AMER AIRLN 13 2 B PTT 1,631 5.60 1/15/2022 1,679
AMER AIRLN 14 1 A PTT 2,740 3.70 4/1/2028 2,844
AMER AIRLN 15 1 A PTT 4,773 3.38 11/1/2028 4,895
AMER AIRLN 15 2 A PASS T 5,000 4.00 3/22/2029 5,196
AMER AIRLN 15 2 B PTT 3,000 4.40 3/22/2025 3,011
AMERICA MOVIL SAB DE CV 4,663 3.13 7/16/2022 4,800
AMERICA MOVIL SAB DE CV 8,781 5.00 3/30/2020 9,746
AMERICA MOVIL SAB DE CV 7,670 5.63 11/15/2017 8,099
AMERICAN AIRLINES 2013 2 1,680 4.95 7/15/2024 1,823
AMERICAN AIRLINES GROUP 1,000 5.50 10/1/2019 990
AMERICAN AIRLINES INC. 1,459 1.00 6/27/2020 1,438
AMERICAN AIRLS INC 3,564 1.00 10/10/2021 3,532
AMERICAN AIRLS INC 500 1.00 4/28/2023 494
AMERICAN AXLE + MFG INC 1,000 6.25 3/15/2021 1,039
AMERICAN BLDRS + CONTRACTORS 1,301 1.00 4/16/2020 1,297
AMERICAN CAMPUS CMNTYS 5,000 4.13 7/1/2024 5,300
AMERICAN CAP LTD 2,450 1.00 8/22/2017 2,444
AMERICAN CAPITAL LTD 1,774 6.50 9/15/2018 1,803
AMERICAN COMMERCIAL LINES LLC 948 1.00 11/12/2020 872
AMERICAN ELECTRIC POWER 3,000 1.65 12/15/2017 3,007
AMERICAN EQUITY INVESTME 2,125 6.63 7/15/2021 2,170
AMERICAN EXPR CENTURION 7,500 6.00 9/13/2017 7,928
AMERICAN EXPRESS CO 3,000 1.55 5/22/2018 3,009
AMERICAN EXPRESS CO 5,749 2.65 12/2/2022 5,812
AMERICAN EXPRESS CO 15,000 7.00 3/19/2018 16,400
AMERICAN EXPRESS CREDIT 14,900 0.95 6/5/2017 14,854
AMERICAN EXPRESS CREDIT 10,000 1.15 7/29/2016 10,001
AMERICAN EXPRESS CREDIT 3,000 2.25 5/5/2021 3,039
AMERICAN EXPRESS CREDIT 10,000 2.38 5/26/2020 10,232
AMERICAN EXPRESS CREDIT 5,000 2.60 9/14/2020 5,149
AMERICAN HONDA FINANCE 8,000 1.10 9/20/2017 8,000
AMERICAN INTL GROUP 10,000 3.90 4/1/2026 10,325
AMERICAN INTL GROUP 13,973 4.50 7/16/2044 13,572
AMERICAN INTL GROUP 1,672 6.25 3/15/2087 1,699
AMERICAN INTL GROUP 9,100 6.40 12/15/2020 10,686
AMERICAN TIRE DISTRIBUTO 753 10.25 3/1/2022 662
AMERICAN TOWER CORP 3,000 3.30 2/15/2021 3,127
AMERICAN TOWER CORP 5,000 3.40 2/15/2019 5,203
AMERICAN TOWER CORP 5,000 3.45 9/15/2021 5,234
AMERICAN TOWER CORP 3,000 5.00 2/15/2024 3,392
AMERICAN TRANSMISSION SY 5,000 5.25 1/15/2022 5,586
AMERICOLD LLC TRUST 1,400 6.03 1/14/2029 1,554
AMERICOLD LLC TRUST 5,500 6.81 1/14/2029 6,235
AMERIGAS FINANCE LLC/COR 500 7.00 5/20/2022 529
AMERIGAS PART/FIN CORP 1,409 5.88 8/20/2026 1,400
AMERISOURCEBERGEN CORP 3,000 4.88 11/15/2019 3,281
AMERN AIRLINE 16 2 A PTT 3,000 3.65 12/15/2029 3,106
AMGEN INC 7,000 2.70 5/1/2022 7,206
AMGEN INC 8,000 3.63 5/15/2022 8,593
AMGEN INC 100 3.63 5/22/2024 107
AMGEN INC 5,000 3.88 11/15/2021 5,443
AMGEN INC 3,000 4.40 5/1/2045 3,116
AMGEN INC 18,406 4.66 6/15/2051 19,378
AMKOR TECHNOLOGY INC 250 6.38 10/1/2022 246
AMSTED INDUSTRIES 9,000 5.00 3/15/2022 9,034
AMSTED INDUSTRIES 500 5.38 9/15/2024 490
AMSURG CORP 5,662 5.63 7/15/2022 5,796
AMWINS GROUP INC 2,413 1.00 9/6/2019 2,407
ANADARKO FINANCE CO 296 7.50 5/1/2031 352
ANADARKO PETROLEUM CORP 5,838 4.85 3/15/2021 6,168
ANADARKO PETROLEUM CORP 4,000 6.20 3/15/2040 4,445
ANADARKO PETROLEUM CORP 632 6.38 9/15/2017 667
ANADARKO PETROLEUM CORP 3,000 6.45 9/15/2036 3,418
ANALOG DEVICES INC 3,000 3.90 12/15/2025 3,340
ANCESTRY.COM HOLDINGS 250 9.63 10/15/2018 255
ANCHOR HOCKING LLC 422 1.00 6/4/2018 380
ANGLO AMERICAN CAPITAL 300 1.50 4/1/2020 302
ANGLO AMERICAN CAPITAL 100 1.75 11/20/2017 110
ANGLO AMERICAN CAPITAL 100 2.75 6/7/2019 109
ANGLO AMERICAN CAPITAL 100 2.88 11/20/2020 104
ANGLO AMERICAN CAPITAL 100 3.25 4/3/2023 101
ANGLO AMERICAN CAPITAL 100 3.50 3/28/2022 104
ANGLO AMERICAN CAPITAL 626 3.63 5/14/2020 600
ANGLO AMERICAN CAPITAL 600 4.13 9/27/2022 561
ANGLO AMERICAN CAPITAL 106 4.45 9/27/2020 103
ANGLO AMERICAN CAPITAL 1,025 4.88 5/14/2025 976
ANHEUSER BUSCH INBEV FIN 4,000 2.15 2/1/2019 4,065
ANHEUSER BUSCH INBEV FIN 10,770 2.65 2/1/2021 11,162
ANHEUSER BUSCH INBEV FIN 8,212 3.30 2/1/2023 8,636
ANHEUSER BUSCH INBEV FIN 30,240 3.65 2/1/2026 32,405
ANHEUSER BUSCH INBEV FIN 5,000 4.63 2/1/2044 5,696
ANHEUSER BUSCH INBEV FIN 10,000 4.70 2/1/2036 11,250
ANHEUSER BUSCH INBEV FIN 25,983 4.90 2/1/2046 30,403
ANHEUSER BUSCH INBEV WOR 630 2.50 7/15/2022 635
ANHEUSER BUSCH INBEV WOR 700 5.00 4/15/2020 781
ANHEUSER BUSCH INBEV WOR 6,650 5.38 1/15/2020 7,465
ANHEUSER BUSCH INBEV WOR 5,000 6.88 11/15/2019 5,861
ANHEUSER BUSCH INBEV WOR 8,000 7.75 1/15/2019 9,240
ANHEUSER BUSCH INBEV WOR 2,000 8.00 11/15/2039 3,102
ANHEUSER BUSCH INBEV WOR 5,000 8.20 1/15/2039 7,841
ANIXTER INC 300 5.13 10/1/2021 305
ANIXTER INC 300 5.50 3/1/2023 305
ANNINGTON FINANCE NO 5 371 13.00 1/15/2023 573
ANTERO RESOURCES CORP 3,189 5.13 12/1/2022 3,053
ANTERO RESOURCES CORP 4,000 5.38 11/1/2021 3,900
ANTERO RESOURCES CORP 3,344 5.63 6/1/2023 3,252
ANTERO RESOURCES CORP 500 6.00 12/1/2020 505
ANTHEM INC 490 3.13 5/15/2022 505
ANTHEM INC 5,000 3.30 1/15/2023 5,165
ANTHEM INC 10,180 3.70 8/15/2021 10,865
ANTHEM INC 5,000 4.63 5/15/2042 5,256
ANTHEM INC 1,107 5.88 6/15/2017 1,155
AON PLC 3,000 3.88 12/15/2025 3,150
AP MOELLER MAERSK A/S 5,000 2.55 9/22/2019 5,100
AP MOELLER MAERSK A/S 5,000 3.75 9/22/2024 5,112
AP MOELLER MAERSK A/S 3,000 3.88 9/28/2025 3,066
AP NMT ACQUISITION B V 445 1.00 8/13/2021 364
AP NMT ACQUISITION BV 60 1.00 8/13/2022 38
APACHE CORP 4,112 3.25 4/15/2022 4,224
APACHE CORP 1,000 3.63 2/1/2021 1,045
APACHE CORP 510 4.25 1/15/2044 489
APACHE CORP 7,180 5.10 9/1/2040 7,467
APOLLO SEC SVCS BORROWER 330 1.00 5/2/2022 330
APPLE INC 12,050 0.70 5/5/2017 12,048
APPLE INC 10,000 2.25 2/23/2021 10,283
APPLE INC 10,000 2.40 5/3/2023 10,174
APPLE INC 7,000 2.50 2/9/2025 7,084
APPLE INC 12,000 2.85 2/23/2023 12,597
APPLE INC 5,000 3.25 2/23/2026 5,310
APPLE INC 14,796 4.65 2/23/2046 16,620
APPLIED MATERIALS INC 2,000 4.30 6/15/2021 2,219
APPLIED SYS INC 3,757 1.00 1/25/2021 3,719
APX GROUP INC 126 6.38 12/1/2019 125
APX GROUP INC 250 7.88 12/1/2022 251
APX GROUP INC 809 8.75 12/1/2020 746
ARAMARK CORP 645 1.00 2/24/2021 645
ARAMARK SERVICES INC 2,500 4.75 6/1/2026 2,447
ARAMARK SERVICES INC 2,928 5.13 1/15/2024 2,961
ARAMARK SERVICES INC 1,540 5.13 1/15/2024 1,567
ARAMARK SERVICES INC 160 5.75 3/15/2020 165
ARCELORMITTAL 704 6.13 6/1/2018 740
ARCELORMITTAL 1,540 6.13 6/1/2025 1,536
ARCELORMITTAL 795 6.50 3/1/2021 824
ARCELORMITTAL 1,049 7.25 2/25/2022 1,103
ARCELORMITTAL 2,130 7.75 3/1/2041 2,026
ARCELORMITTAL 2,390 8.00 10/15/2039 2,330
ARDAGH PKG FIN/HLDGS USA 200 3.65 12/15/2019 201
ARDAGH PKG FIN/HLDGS USA 2,375 3.88 5/15/2021 2,390
ARDAGH PKG FIN/HLDGS USA 125 4.13 5/15/2023 141
ARDAGH PKG FIN/HLDGS USA 336 4.25 1/15/2022 380
ARDAGH PKG FIN/HLDGS USA 250 4.63 5/15/2023 245
ARDAGH PKG FIN/HLDGS USA 393 6.00 6/30/2021 390
ARDAGH PKG FIN/HLDGS USA 3,745 6.25 1/31/2019 3,782
ARDAGH PKG FIN/HLDGS USA 870 6.75 1/31/2021 875
ARDAGH PKG FIN/HLDGS USA 250 6.75 5/15/2024 282
ARDAGH PKG FIN/HLDGS USA 3,289 7.25 5/15/2024 3,359
ARGON CAPITAL PLC (FOR R 525 2.92 10/29/2049 547
ARGOS MERGER SUB INC 4,135 7.13 3/15/2023 4,259
ARICENT TECHNOLOGIES 1,476 1.00 4/14/2021 1,303
ARICENT TECHNOLOGIES 2,000 1.00 4/14/2022 1,673
ARISTOCRAT LEISURE LIMITED 873 1.00 10/20/2021 873
ARIZONA PUBLIC SERVICE 3,000 3.75 5/15/2046 3,157
ASBURY AUTOMOTIVE GROUP 1,385 6.00 12/15/2024 1,395
ASCEND PERFORMANCE MATERIALS 3,014 1.00 4/10/2018 2,999
ASHLAND INC 900 4.75 8/15/2022 888
ASHLAND INC 600 6.88 5/15/2043 598
ASHTEAD CAPITAL INC 200 5.63 10/1/2024 200
ASHTEAD CAPITAL INC 250 6.50 7/15/2022 261
ASIAN DEVELOPMENT BANK 25,000 0.62 1/23/2017 25,000
ASIAN DEVELOPMENT BANK 10,000 0.78 2/8/2018 10,000
ASIAN DEVELOPMENT BANK 5,000 1.38 1/15/2019 5,066
ASIAN DEVELOPMENT BANK 7,000 1.50 1/22/2020 7,119
ASIAN DEVELOPMENT BANK 10,000 1.63 3/16/2021 10,196
ASIAN DEVELOPMENT BANK 5,000 1.88 4/12/2019 5,137
ASIAN DEVELOPMENT BANK 5,000 1.88 2/18/2022 5,140
ASSOC MAT LLC/AMH NEW FI 200 9.13 11/1/2017 180
ASSURANT INC 10,000 6.75 2/15/2034 12,146
ASSUREDPARTNERS CAPITAL INC. 276 1.00 10/21/2022 274
ASTRAZENECA PLC 5,000 1.95 9/18/2019 5,073
ASTRAZENECA PLC 3,000 2.38 11/16/2020 3,073
ASTRAZENECA PLC 3,000 3.38 11/16/2025 3,148
ASURION LLC 3,765 1.00 3/3/2021 3,614
ASURION LLC 3,915 1.00 8/4/2022 3,855
AT+T INC 5,000 1.58 11/27/2018 5,020
AT+T INC 5,000 2.45 6/30/2020 5,100
AT+T INC 2,000 2.63 12/1/2022 1,995
AT+T INC 10,000 3.00 2/15/2022 10,242
AT+T INC 5,000 3.00 6/30/2022 5,117
AT+T INC 13,390 3.40 5/15/2025 13,657
AT+T INC 5,000 3.60 2/17/2023 5,221
AT+T INC 7,000 3.88 8/15/2021 7,535
AT+T INC 1,500 3.90 3/11/2024 1,598
AT+T INC 5,000 4.13 2/17/2026 5,366
AT+T INC 12,064 4.30 12/15/2042 11,630
AT+T INC 720 4.35 6/15/2045 695
AT+T INC 3,270 4.45 5/15/2021 3,595
AT+T INC 9,500 4.45 4/1/2024 10,389
AT+T INC 12,000 4.50 5/15/2035 12,264
AT+T INC 6,420 4.75 5/15/2046 6,569
AT+T INC 5,000 4.80 6/15/2044 5,151
AT+T INC 5,000 5.00 3/1/2021 5,579
AT+T INC 5,000 5.20 3/15/2020 5,547
AT+T INC 540 5.50 2/1/2018 575
AT+T INC 13,140 5.55 8/15/2041 14,682
AT+T INC 750 5.80 2/15/2019 831
AT+T INC 5,000 5.88 10/1/2019 5,656
ATKORE INTL INC 1,776 1.00 4/9/2021 1,756
ATKORE INTL INC 1,500 1.00 10/9/2021 1,483
ATLANTIC AVIATION FBO INC 555 1.00 5/31/2020 553
ATLAS AMER FIN INC 368 1.00 5/6/2021 110
ATMOS ENERGY CORP 5,000 8.50 3/15/2019 5,894
ATWOOD OCEANICS INC 400 6.50 2/1/2020 295
AUST + NZ BANKING GRP/UK 280 6.75 12/29/2049 290
AUSTRALIAN GOVERNMENT 14,830 5.25 3/15/2019 12,116
AUSTRALIAN INDEX LINKED 760 1.00 11/21/2018 595
AUSTRALIAN INDEX LINKED 6,650 1.25 2/21/2022 5,152
AUSTRALIAN INDEX LINKED 195 2.00 8/21/2035 189
AUSTRALIAN INDEX LINKED 5,500 3.51 9/20/2025 5,932
AUTODESK INC 2,000 1.95 12/15/2017 2,005
AUTOMATIC DATA PROCESSNG 3,000 3.38 9/15/2025 3,261
AUTOZONE INC 2,000 2.50 4/15/2021 2,037
AUTOZONE INC 3,000 3.13 7/15/2023 3,099
AUTOZONE INC 3,000 3.13 4/21/2026 3,070
AVAGO TECHNOLOGIES CAYMAN LTD. 8,264 1.00 2/1/2023 8,268
AVALONBAY COMMUNITIES 3,000 2.95 5/11/2026 3,021
AVALONBAY COMMUNITIES 3,000 3.45 6/1/2025 3,146
AVALONBAY COMMUNITIES IN 3,000 2.85 3/15/2023 3,036
AVANTI COMMUNICATIONS 1,350 10.00 10/1/2019 1,013
AVAYA INC 807 1.00 10/26/2017 621
AVAYA INC 3,186 1.00 3/30/2018 2,371
AVAYA INC 1,400 9.00 4/1/2019 1,027
AVIATION CAPITAL GROUP 5,000 4.88 10/1/2025 4,922
AVIS BUDGET CAR/FINANCE 1,165 5.13 6/1/2022 1,114
AVIS BUDGET CAR/FINANCE 1,352 5.25 3/15/2025 1,213
AVIS BUDGET CAR/FINANCE 1,046 5.50 4/1/2023 1,025
AVIS BUDGET CAR/FINANCE 1,066 6.38 4/1/2024 1,047
AVIS BUDGET RENTAL CAR FUNDING 640 2.46 7/20/2020 650
AVIS BUDGET RENTAL CAR FUNDING 4,080 2.63 12/20/2021 4,157
AVIS BUDGET RENTAL CAR FUNDING 770 2.97 2/20/2020 789
AVON PRODUCTS INC 1,000 6.35 3/15/2020 838
AXA FINANCIAL INC 4,795 7.00 4/1/2028 6,188
AXALTA COATING SYS/DUTCH 893 7.38 5/1/2021 941
AXIALL CORP 500 4.88 5/15/2023 509
B+G FOODS INC 300 4.63 6/1/2021 300
BAE SYSTEMS HOLDINGS INC 3,000 2.85 12/15/2020 3,061
BAE SYSTEMS HOLDINGS INC 3,000 3.80 10/7/2024 3,127
BAE SYSTEMS HOLDINGS INC 3,000 3.85 12/15/2025 3,177
BAE SYSTEMS HOLDINGS INC 3,000 4.75 10/7/2044 3,273
BAKERCORP INTL HLDGS INC 2,986 1.00 2/7/2020 2,717
BALL CORP 1,000 4.38 12/15/2020 1,050
BALL CORP 244 4.38 12/15/2023 292
BALL CORP 480 5.00 3/15/2022 508
BANC OF AMERICA COMMERCIAL MOR 3,070 5.45 9/10/2047 3,084
BANC OF AMERICA MORTGAGE SECUR 468 5.50 3/25/2035 222
BANC OF AMERICA MORTGAGE SECUR 389 5.75 8/25/2034 403
BANCO BILBAO VIZCAYA ARG 600 7.00 12/29/2049 573
BANCO DEL ESTADO CHILE 6,500 4.13 10/7/2020 6,952
BANCO DO BRASIL (CAYMAN) 200 9.00 6/29/2049 155
BANCO ESPIRITO SANTO SA 400 2.63 5/8/2017 111
BANCO ESPIRITO SANTO SA 200 4.00 1/21/2019 56
BANCO ESPIRITO SANTO SA 900 4.75 1/15/2018 250
BANCO SANTANDER MEXICO 8,000 4.13 11/9/2022 8,239
BANK OF AMERICA CORP 7,000 1.95 5/12/2018 7,036
BANK OF AMERICA CORP 11,100 2.60 1/15/2019 11,343
BANK OF AMERICA CORP 5,000 2.63 10/19/2020 5,082
BANK OF AMERICA CORP 610 3.30 1/11/2023 628
BANK OF AMERICA CORP 11,070 3.50 4/19/2026 11,418
BANK OF AMERICA CORP 410 3.88 3/22/2017 417
BANK OF AMERICA CORP 6,020 3.88 8/1/2025 6,390
BANK OF AMERICA CORP 1,150 4.00 4/1/2024 1,229
BANK OF AMERICA CORP 16,340 4.00 1/22/2025 16,643
BANK OF AMERICA CORP 21,010 4.13 1/22/2024 22,680
BANK OF AMERICA CORP 20,290 4.20 8/26/2024 21,078
BANK OF AMERICA CORP 10,130 4.25 10/22/2026 10,477
BANK OF AMERICA CORP 290 4.88 4/1/2044 326
BANK OF AMERICA CORP 15,520 5.00 5/13/2021 17,306
BANK OF AMERICA CORP 1,720 5.00 1/21/2044 1,985
BANK OF AMERICA CORP 1,305 5.13 12/29/2049 1,227
BANK OF AMERICA CORP 16,470 5.63 7/1/2020 18,541
BANK OF AMERICA CORP 11,370 5.65 5/1/2018 12,157
BANK OF AMERICA CORP 530 5.70 5/2/2017 548
BANK OF AMERICA CORP 28,000 5.70 1/24/2022 32,367
BANK OF AMERICA CORP 150 5.75 12/1/2017 159
BANK OF AMERICA CORP 1,055 6.10 12/29/2049 1,068
BANK OF AMERICA CORP 3,632 6.25 9/29/2049 3,685
BANK OF AMERICA CORP 40 6.50 8/1/2016 40
BANK OF AMERICA CORP 1,175 6.50 10/29/2049 1,246
BANK OF AMERICA CORP 600 6.88 4/25/2018 654
BANK OF AMERICA CORP 310 7.63 6/1/2019 359
BANK OF AMERICA NA 5,000 1.65 3/26/2018 5,019
BANK OF AMERICA NA 10,000 2.05 12/7/2018 10,118
BANK OF CHINA 540 5.00 11/13/2024 576
BANK OF CHINA/HONG KONG 2,720 3.88 6/30/2025 2,902
BANK OF MONTREAL 10,800 1.15 7/15/2016 10,801
BANK OF MONTREAL 5,000 1.40 4/10/2018 5,016
BANK OF MONTREAL 3,000 1.80 7/31/2018 3,033
BANK OF MONTREAL 5,000 2.38 1/25/2019 5,122
BANK OF NEW YORK LUX 600 4.24 12/15/2050 233
BANK OF NEW YORK MELLON 5,000 3.65 2/4/2024 5,447
BANK OF NOVA SCOTIA 5,000 2.35 10/21/2020 5,110
BANK OF NOVA SCOTIA 3,000 2.45 3/22/2021 3,078
BANK OF NOVA SCOTIA 5,000 2.80 7/21/2021 5,207
BANK OF NOVA SCOTIA 10,000 4.50 12/16/2025 10,371
BANK OF NY MELLON CORP 5,000 2.15 2/24/2020 5,104
BANK OF NY MELLON CORP 3,000 2.45 11/27/2020 3,091
BANK OF NY MELLON CORP 2,000 2.50 4/15/2021 2,069
BANK OF NY MELLON CORP 5,000 2.80 5/4/2026 5,164
BANKIA SA 400 4.00 5/22/2024 419
BARCLAYS BANK PLC 10,840 1.20 12/9/2016 10,837
BARCLAYS BANK PLC 10,000 5.14 10/14/2020 10,580
BARCLAYS BANK PLC 690 6.05 12/4/2017 723
BARCLAYS BANK PLC 740 10.18 6/12/2021 931
BARCLAYS COMMERCIAL MORTGAGE S 4,670 2.04 2/15/2028 4,592
BARCLAYS DRYROCK ISSUANCE TRUS 20,000 0.78 3/16/2020 20,006
BARCLAYS DRYROCK ISSUANCE TRUS 20,000 0.80 12/16/2019 20,021
BARCLAYS PLC 3,000 3.25 1/12/2021 2,992
BARCLAYS PLC 5,000 3.65 3/16/2025 4,814
BARCLAYS PLC 3,000 4.38 1/12/2026 3,030
BARCLAYS PLC 5,000 5.20 5/12/2026 5,091
BARRICK GOLD CORP 788 4.10 5/1/2023 829
BARRICK GOLD CORP 316 6.95 4/1/2019 354
BARRICK NA FINANCE LLC 14,980 4.40 5/30/2021 16,134
BARRICK NA FINANCE LLC 4,000 5.70 5/30/2041 4,099
BASS PRO GROUP LLC 1,042 1.00 6/5/2020 1,023
BATS GLOBAL MKTS INC 3,066 1.00 1/31/2020 3,062
BAXALTA INC 5,000 4.00 6/23/2025 5,197
BAXALTA INC 3,970 5.25 6/23/2045 4,236
BAYER US FINANCE LLC 2,000 1.50 10/6/2017 2,000
BAYER US FINANCE LLC 5,000 3.00 10/8/2021 5,207
BAYLOR SCOTT + WHITE HOL 5,000 4.19 11/15/2045 5,461
BB+T CORPORATION 5,000 2.25 2/1/2019 5,106
BBCCRE TRUST 3,810 4.71 8/10/2033 3,283
BE AEROSPACE INC. 385 1.00 12/16/2021 385
BEACON ROOFING SUPPLY IN 586 6.38 10/1/2023 615
BEAM SUNTORY INC 2,000 3.25 5/15/2022 2,024
BEAR STEARNS ADJUSTABLE RATE M 1,175 3.26 7/25/2034 1,143
BEAR STEARNS ASSET BACKED SECU 10,255 6.10 7/25/2037 3,525
BEAR STEARNS ASSET BACKED SECU 1,532 6.50 10/25/2036 1,161
BEAR STEARNS ASSET BACKED SECU 8,661 7.20 11/25/2035 2,952
BEAR STEARNS COMMERCIAL MORTGA 6,980 1.14 6/11/2050 6,742
BEAR STEARNS COMMERCIAL MORTGA 802 4.95 11/11/2041 798
BEAR STEARNS COMMERCIAL MORTGA 800 5.27 12/11/2038 778
BEAR STEARNS COMMERCIAL MORTGA 2,475 5.51 1/12/2045 2,512
BEAR STEARNS COMMERCIAL MORTGA 12,297 5.84 9/11/2042 12,725
BEAZER HOMES USA 1,212 6.63 4/15/2018 1,229
BEAZER HOMES USA 300 7.25 2/1/2023 246
BECTON DICKINSON AND CO 1,500 3.30 3/1/2023 1,562
BECTON DICKINSON AND CO 3,540 3.73 12/15/2024 3,809
BECTON DICKINSON AND CO 2,000 3.88 5/15/2024 2,155
BECTON DICKINSON AND CO 10,180 4.69 12/15/2044 11,505
BECTON DICKINSON AND CO 2,000 4.88 5/15/2044 2,284
BED BATH + BEYOND INC 2,000 4.92 8/1/2034 1,853
BED BATH + BEYOND INC 3,000 5.17 8/1/2044 2,620
BEFESA ZC (VIA ZINC CAP) 128 8.88 5/15/2018 141
BELDEN INC 250 5.25 7/15/2024 243
BELDEN INC 250 5.50 9/1/2022 251
BELDEN INC 391 5.50 4/15/2023 435
BELK INC. 788 1.00 12/12/2022 624
BELMOND INTERFIN LTD 1,965 1.00 3/21/2021 1,935
BERKSHIRE HATHAWAY ENERG 5,000 4.50 2/1/2045 5,569
BERKSHIRE HATHAWAY ENERG 12,000 6.13 4/1/2036 15,761
BERKSHIRE HATHAWAY ENERG 5,170 6.50 9/15/2037 7,083
BERKSHIRE HATHAWAY FIN 8,790 0.78 1/10/2017 8,789
BERKSHIRE HATHAWAY FIN 7,000 4.25 1/15/2021 7,765
BERKSHIRE HATHAWAY INC 10,000 2.75 3/15/2023 10,329
BERKSHIRE HATHAWAY INC 10,000 3.13 3/15/2026 10,485
BERKSHIRE HATHAWAY INC 5,000 3.75 8/15/2021 5,497
BERRY PLASTICS CORP 4,025 5.13 7/15/2023 4,010
BERRY PLASTICS CORP 525 5.50 5/15/2022 537
BERRY PLASTICS CORP 2,450 6.00 10/15/2022 2,514
BERRY PLASTICS GROUP INC 2,718 1.00 1/6/2021 2,694
BERRY PLASTICS GROUP INC 1,348 1.00 10/1/2022 1,337
BEV PACK HLDS LU/ISSUER 284 5.63 12/15/2016 284
BHARTI AIRTEL LTD 2,170 4.38 6/10/2025 2,266
BHP BILLITON FIN USA LTD 140 2.88 2/24/2022 145
BHP BILLITON FIN USA LTD 430 3.25 11/21/2021 455
BHP BILLITON FIN USA LTD 760 5.00 9/30/2043 881
BHP BILLITON FIN USA LTD 1,970 6.50 4/1/2019 2,234
BHP BILLITON FIN USA LTD 1,490 6.75 10/19/2075 1,583
BI LO LLC/BI LO FIN CORP 300 9.25 2/15/2019 261
BILBAO LUXEMBOURG SA 246 11.06 12/1/2018 264
BIOGEN INC 5,000 2.90 9/15/2020 5,177
BIOGEN INC 5,000 4.05 9/15/2025 5,400
BIOGEN INC 3,000 6.88 3/1/2018 3,262
BIOSCRIP INC 316 1.00 7/31/2020 301
BIOSCRIP INC 190 1.00 7/31/2020 181
BIRCH COMMUNICATIONS INC 719 1.00 7/17/2020 589
BISOHO SAS 175 5.88 5/1/2023 199
BJS WHOLESALE CLUB INC 3,799 1.00 9/26/2019 3,757
BJS WHOLESALE CLUB INC 1,493 1.00 3/26/2020 1,437
BK TOKYO MITSUBISHI UFJ 3,000 3.75 3/10/2024 3,236
BLACKBOARD INC 400 7.75 11/15/2019 323
BLOCK COMMUNICATIONS INC 3,160 7.25 2/1/2020 3,176
BLOUNT INTL INC 2,500 1.00 4/12/2023 2,506
BLUE COAT HOLDINGS INC 1,384 8.38 6/1/2023 1,560
BLUE COAT SYSTEMS INC. 2,973 1.00 5/20/2022 2,969
BLUE RACER MID LLC/FINAN 1,655 6.13 11/15/2022 1,570
BLUELINE RENTAL FINANCE 2,608 7.00 2/1/2019 2,227
BMBG BOND FINANCE SCA 100 3.00 6/15/2021 110
BMC SOFTWARE FINANCE INC 500 8.13 7/15/2021 376
BMC STOCK HOLDINGS INC 300 9.00 9/15/2018 312
BMW VEHICLE LEASE TRUST 2,189 0.77 2/21/2017 2,189
BMW VEHICLE LEASE TRUST 5,000 0.95 1/22/2018 5,000
BMW VEHICLE LEASE TRUST 5,610 1.40 9/20/2018 5,634
BNP PARIBAS 490 2.38 9/14/2017 496
BNP PARIBAS 5,000 2.40 12/12/2018 5,098
BNP PARIBAS 5,000 3.25 3/3/2023 5,193
BNP PARIBAS 16,000 5.00 1/15/2021 17,929
BNP PARIBAS 530 7.63 12/29/2049 529
BNP PARIBAS CARDIF 200 4.03 11/29/2049 213
BOARDWALK PIPELINES LP 3,000 5.95 6/1/2026 3,140
BOEING CAPITAL CORP 650 4.70 10/27/2019 723
BOEING CO 2,000 1.65 10/30/2020 2,015
BOEING CO 2,000 2.20 10/30/2022 2,039
BOEING CO 2,150 2.85 10/30/2024 2,285
BOEING CO 3,000 3.38 6/15/2046 2,994
BOEING CO 270 4.88 2/15/2020 303
BOEING CO 720 6.00 3/15/2019 813
BOEING CO 5,000 6.13 2/15/2033 6,761
BOISE CASCADE COMPANY 300 6.38 11/1/2020 308
BOMBARDIER INC 1,625 5.50 9/15/2018 1,609
BOMBARDIER INC 906 5.75 3/15/2022 779
BOMBARDIER INC 746 6.00 10/15/2022 642
BOMBARDIER INC 500 6.13 1/15/2023 429
BOMBARDIER INC 900 7.50 3/15/2018 929
BOMBARDIER INC 1,080 7.50 3/15/2025 940
BONANZA CREEK ENERGY INC 400 5.75 2/1/2023 163
BOSTON PROPERTIES LP 6,000 4.13 5/15/2021 6,537
BOSTON PROPERTIES LP 5,000 5.63 11/15/2020 5,711
BOSTON SCIENTIFIC CORP 5,000 2.65 10/1/2018 5,100
BOSTON SCIENTIFIC CORP 3,000 2.85 5/15/2020 3,070
BOSTON SCIENTIFIC CORP 3,000 3.38 5/15/2022 3,107
BOWIE RESOURCE HLDGS LLC 112 1.00 8/16/2020 92
BOYD GAMING CORP 807 1.00 8/14/2020 805
BOYD GAMING CORP 892 6.38 4/1/2026 932
BOYD GAMING CORP 1,938 6.88 5/15/2023 2,052
BOYD GAMING CORP 700 9.00 7/1/2020 737
BP CAPITAL MARKETS PLC 5,000 2.32 2/13/2020 5,108
BP CAPITAL MARKETS PLC 10,166 3.12 5/4/2026 10,356
BP CAPITAL MARKETS PLC 1,130 3.51 3/17/2025 1,189
BP CAPITAL MARKETS PLC 60 3.56 11/1/2021 64
BP CAPITAL MARKETS PLC 5,000 3.81 2/10/2024 5,365
BP CAPITAL MARKETS PLC 3,000 3.99 9/26/2023 3,255
BP CAPITAL MARKETS PLC 11,000 4.50 10/1/2020 12,165
BP CAPITAL MARKETS PLC 5,000 4.74 3/11/2021 5,608
BPCE SA 360 5.15 7/21/2024 375
BRAKES CAPITAL 365 7.13 12/15/2018 505
BRANCH BANKING + TRUST 5,000 2.85 4/1/2021 5,235
BRANCH BANKING + TRUST 5,000 3.63 9/16/2025 5,374
BRAND ENERGY + INFRASTRU 545 8.50 12/1/2021 519
BRAND ENERGY + INFRASTRUCTURE 3,671 1.00 11/26/2020 3,565
BRICKMAN GROUP HOLDINGS INC 1,000 1.00 12/17/2021 975
BRICKMAN GROUP LTD 4,011 1.00 12/18/2020 3,937
BRIGGS + STRATTON CORP 245 6.88 12/15/2020 268
BRINKER INTERNATIONAL IN 3,000 3.88 5/15/2023 3,023
BRITISH AIR 13 1 A PTT 2,739 4.63 12/20/2025 2,900
BRITISH COLUMBIA PROV OF 10,000 2.00 10/23/2022 10,289
BRITISH COLUMBIA PROV OF 3,000 2.25 6/2/2026 3,095
BRITISH COLUMBIA PROV OF 2,000 6.50 1/15/2026 2,743
BRITISH TELECOM PLC 5,000 2.35 2/14/2019 5,102
BRITISH TELECOM PLC 11,250 9.63 12/15/2030 17,278
BRIXMOR OPERATING PART 3,000 3.88 8/15/2022 3,079
BROCADE COMMUNICATIONS 400 4.63 1/15/2023 387
BROOKFIELD FINANCE INC 5,000 4.25 6/2/2026 5,102
BROOKFIELD RESID PROPERT 835 6.13 7/1/2022 797
BROOKFIELD RESIDENTIAL 300 6.38 5/15/2025 274
BROOKLYN UNION GAS CO 3,000 3.41 3/10/2026 3,182
BRUNSWICK CORP 124 4.63 5/15/2021 125
BUCKEYE PARTNERS LP 3,000 4.35 10/15/2024 3,001
BUCKEYE PARTNERS LP 3,000 5.50 8/15/2019 3,210
BUCKEYE PARTNERS LP 3,000 5.60 10/15/2044 2,851
BUILDERS FIRSTSOURCE INC 576 7.63 6/1/2021 605
BUMBLE BEE HOLDCO SCA 372 9.63 3/15/2018 368
BUMBLE BEE HOLDINGS INC 370 9.00 12/15/2017 375
BUNDESOBLIGATION I/L 5,150 0.75 4/15/2018 5,872
BUONI POLIENNALI DEL TES 2,970 1.70 9/15/2018 3,455
BUONI POLIENNALI DEL TES 7,165 2.10 9/15/2017 8,207
BUONI POLIENNALI DEL TES 4,438 2.10 9/15/2021 5,490
BUONI POLIENNALI DEL TES 1,958 2.35 9/15/2019 2,366
BUONI POLIENNALI DEL TES 2,038 2.35 9/15/2024 2,603
BUONI POLIENNALI DEL TES 3,834 2.35 9/15/2035 5,336
BUONI POLIENNALI DEL TES 3,582 2.55 9/15/2041 5,160
BUONI POLIENNALI DEL TES 3,981 2.60 9/15/2023 5,180
BUONI POLIENNALI DEL TES 2,236 3.10 9/15/2026 3,079
BURLINGTN NORTH SANTA FE 5,000 3.00 3/15/2023 5,278
BURLINGTN NORTH SANTA FE 3,000 3.90 8/1/2046 3,160
BURLINGTN NORTH SANTA FE 3,000 4.15 4/1/2045 3,249
BURLINGTN NORTH SANTA FE 10,000 4.45 3/15/2043 11,224
BURLINGTN NORTH SANTA FE 3,000 4.55 9/1/2044 3,425
BURLINGTN NORTH SANTA FE 7,000 4.70 10/1/2019 7,754
BURLINGTN NORTH SANTA FE 10,000 5.75 5/1/2040 12,880
BURLINGTON RESOURCES FIN 8,000 7.40 12/1/2031 10,304
BWAY HLDG CO 947 1.00 8/14/2020 942
BWAY HOLDING CO 500 9.13 8/15/2021 480
CABLE ONE INC 3,600 5.75 6/15/2022 3,690
CABLEVISION SA 231 6.50 6/15/2021 235
CABLEVISION SYSTEMS CORP 535 7.75 4/15/2018 572
CABLEVISION SYSTEMS CORP 500 8.00 4/15/2020 513
CABLEVISION SYSTEMS CORP 426 8.63 9/15/2017 450
CADENCE DESIGN SYS INC 3,000 4.38 10/15/2024 3,130
CAESARS ENT RESORT PROP 3,031 8.00 10/1/2020 3,020
CAESARS ENTMT RESORT PPTYS LLC 5,646 1.00 10/11/2020 5,386
CAESARS GROW PROP HLD/FI 500 9.38 5/1/2022 466
CAESARS GROWTH PPTYS HLDGS LLC 440 1.00 5/8/2021 412
CAJA DE AHORROS Y MONTE 300 5.00 7/28/2025 304
CALATLANTIC GROUP INC 1,331 5.25 6/1/2026 1,291
CALATLANTIC GROUP INC 700 5.38 10/1/2022 711
CALATLANTIC GROUP INC 50 5.88 11/15/2024 51
CALATLANTIC GROUP INC 800 6.25 12/15/2021 847
CALATLANTIC GROUP INC 173 6.63 5/1/2020 190
CALATLANTIC GROUP INC 887 8.38 1/15/2021 1,022
CALIFORNIA RESOURCES CORP 415 1.00 10/1/2019 380
CALIFORNIA RESOURCES CRP 345 5.50 9/15/2021 173
CALIFORNIA RESOURCES CRP 1,645 6.00 11/15/2024 804
CALIFORNIA RESOURCES CRP 4,228 8.00 12/15/2022 2,997
CALIFORNIA ST 2,680 6.20 10/1/2019 3,091
CALPINE CORP 1,070 5.25 6/1/2026 1,063
CALPINE CORP 1,389 5.38 1/15/2023 1,353
CALPINE CORP 254 5.50 2/1/2024 245
CALPINE CORP 2,486 5.75 1/15/2025 2,415
CALPINE CORP 623 5.88 1/15/2024 648
CALPINE CORP 2,440 6.00 1/15/2022 2,556
CALPINE CORP 188 7.88 1/15/2023 199
CALUMET SPECIALTY PROD 800 7.63 1/15/2022 563
CALUMET SPECIALTY PROD 440 11.50 1/15/2021 491
CAMDEN PROPERTY TRUST 3,000 2.95 12/15/2022 3,032
CAMPING WORLD INC 1,436 1.00 2/20/2020 1,423
CANADA GOVERNMENT 10,000 1.13 3/19/2018 10,074
CANADA GOVERNMENT 5,000 1.63 2/27/2019 5,110
CANADA HOUSING TRUST 19,157 1.25 6/15/2021 14,912
CANADA HOUSING TRUST 9,665 1.90 9/15/2026 7,617
CANADIAN GOVERNMENT 29,518 0.75 3/1/2021 22,913
CANADIAN GOVERNMENT 9,407 2.25 6/1/2025 8,046
CANADIAN GOVERNMENT RRB 2,601 1.25 12/1/2047 2,568
CANADIAN GOVERNMENT RRB 3,052 3.00 12/1/2036 3,641
CANADIAN GOVERNMENT RRB 2,302 4.00 12/1/2031 2,827
CANADIAN GOVERNMENT RRB 3,542 4.25 12/1/2026 3,984
CANADIAN IMPERIAL BANK 20,000 1.15 7/18/2016 20,003
CANADIAN NATL RESOURCES 2,000 3.45 11/15/2021 1,980
CANADIAN NATL RESOURCES 8,000 3.90 2/1/2025 7,891
CANADIAN NATL RESOURCES 3,000 5.70 5/15/2017 3,082
CANADIAN NATL RESOURCES 2,795 5.85 2/1/2035 2,854
CANADIAN NATL RESOURCES 5,000 6.45 6/30/2033 5,396
CANADIAN NATL RESOURCES 360 6.50 2/15/2037 392
CANADIAN PACIFIC RR CO 3,000 4.80 8/1/2045 3,449
CANADIAN PACIFIC RR CO 5,000 5.95 5/15/2037 6,244
CANADIAN PACIFIC RR CO 3,000 6.50 5/15/2018 3,259
CANDY INTERMEDIATE HLDGS INC 790 1.00 6/15/2023 788
CAPITAL AUTOMOTIVE L P 2,000 1.00 4/30/2020 2,000
CAPITAL ONE BANK USA NA 8,000 2.15 11/21/2018 8,064
CAPITAL ONE BANK USA NA 5,000 2.25 2/13/2019 5,049
CAPITAL ONE FINANCIAL CO 3,000 2.45 4/24/2019 3,043
CAPITAL ONE FINANCIAL CO 5,000 3.20 2/5/2025 5,002
CAPITAL ONE FINANCIAL CO 5,000 4.20 10/29/2025 5,098
CAPITAL ONE MULTI ASSET EXECUT 15,000 0.53 6/17/2019 15,000
CAPITAL ONE MULTI ASSET EXECUT 58,500 0.83 11/15/2019 58,497
CAPITAL ONE NA 10,000 1.50 3/22/2018 9,973
CAPITAL ONE NA 4,430 1.78 8/17/2018 4,454
CAPITAL ONE NA 5,000 2.95 7/23/2021 5,148
CAPSUGEL HLDGS US INC 316 1.00 7/31/2021 314
CAPSUGEL SA 3,996 7.00 5/15/2019 4,016
CARDINAL HEALTH INC 3,000 3.20 6/15/2022 3,150
CARDINAL HEALTH INC 2,500 3.75 9/15/2025 2,719
CARDINAL HEALTH INC 2,500 4.90 9/15/2045 2,783
CARESTREAM HEALTH INC 3,838 1.00 6/7/2019 3,665
CARLSON TRAVEL HOLDINGS 510 7.50 8/15/2019 484
CARNIVAL CORP 10,320 3.95 10/15/2020 11,114
CARRIZO OIL + GAS INC 1,859 6.25 4/15/2023 1,792
CARRIZO OIL + GAS INC 1,013 7.50 9/15/2020 1,027
CARROLS RESTAURANT GROUP 150 8.00 5/1/2022 160
CASCADES INC 1,000 5.50 7/15/2022 965
CASE NEW HOLLAND INDUSTR 600 7.88 12/1/2017 645
CASELLA WASTE SYSTEMS IN 459 7.75 2/15/2019 468
CASINO GUICHARD PERRACHO 300 3.25 3/7/2024 348
CASINO GUICHARD PERRACHO 400 3.31 1/25/2023 476
CASINO GUICHARD PERRACHO 100 4.73 5/26/2021 129
CAST AND CREW PAYROLL LLC 2,739 1.00 8/12/2022 2,666
CATALENT PHARMA SOLUTIONS INC 631 1.00 5/20/2021 628
CATERPILLAR FINANCIAL SE 5,000 2.00 3/5/2020 5,092
CATERPILLAR FINANCIAL SE 5,000 5.45 4/15/2018 5,377
CATERPILLAR FINANCIAL SE 5,000 7.05 10/1/2018 5,624
CATERPILLAR INC 5,000 5.20 5/27/2041 6,098
CATHOLIC HEALTH INITIATI 120 4.35 11/1/2042 122
CB MAGNUM HUNTER RES 140 9.75 5/15/2020 -
CBAC BORROWER LLC 1,990 1.00 7/2/2020 1,856
CBRE SERVICES INC 4,500 5.00 3/15/2023 4,646
CBRE SERVICES INC 375 5.25 3/15/2025 397
CBS CORP 5,000 3.70 8/15/2024 5,336
CBS CORP 3,000 4.00 1/15/2026 3,191
CBS CORP 5,000 4.60 1/15/2045 4,926
CC HOLDINGS GS V LLC/CRO 1,000 2.38 12/15/2017 1,013
CC HOLDINGS GS V LLC/CRO 6,000 3.85 4/15/2023 6,343
CCC INFORMATION SERVICES INC 3,395 1.00 12/20/2019 3,365
CCM MERGER INC 641 1.00 8/8/2021 640
CCO HLDGS LLC/CAP CORP 450 5.13 2/15/2023 456
CCO HLDGS LLC/CAP CORP 7,949 5.13 5/1/2023 7,989
CCO HLDGS LLC/CAP CORP 300 5.25 9/30/2022 308
CCO HLDGS LLC/CAP CORP 7,158 5.50 5/1/2026 7,239
CCO HLDGS LLC/CAP CORP 2,879 5.75 2/15/2026 2,965
CCO HLDGS LLC/CAP CORP 4,258 5.88 4/1/2024 4,428
CCO HLDGS LLC/CAP CORP 2,637 5.88 5/1/2027 2,693
CCO HLDGS LLC/CAP CORP 5,060 6.63 1/31/2022 5,332
CD COMMERCIAL MORTGAGE TRUST 4,984 5.32 12/11/2049 5,037
CD COMMERCIAL MORTGAGE TRUST 604 5.40 12/11/2049 491
CD COMMERCIAL MORTGAGE TRUST 1 5.51 1/15/2046 1
CD COMMERCIAL MORTGAGE TRUST 1,110 5.54 1/15/2046 919
CD COMMERCIAL MORTGAGE TRUST 22,570 5.65 10/15/2048 22,724
CD COMMERCIAL MORTGAGE TRUST 300 5.69 10/15/2048 180
CDC MORTGAGE CAPITAL TRUST 1,038 1.37 11/25/2034 972
CDW LLC/CDW FINANCE 2,160 5.00 9/1/2023 2,171
CDW LLC/CDW FINANCE 1,455 5.50 12/1/2024 1,497
CDW LLC/CDW FINANCE 905 6.00 8/15/2022 942
CEC ENTERTAINMENT INC 300 8.00 2/15/2022 290
CEC ENTMT INC 722 1.00 2/14/2021 699
CEDAR FAIR LP/CANADA S W 920 5.38 6/1/2024 943
CELANESE US HOLDINGS LLC 500 4.63 11/15/2022 531
CELANESE US HOLDINGS LLC 600 5.88 6/15/2021 671
CELGENE CORP 3,000 2.88 8/15/2020 3,093
CELGENE CORP 3,000 3.25 8/15/2022 3,095
CELGENE CORP 4,530 3.55 8/15/2022 4,750
CELGENE CORP 1,090 3.88 8/15/2025 1,163
CELGENE CORP 8,000 3.95 10/15/2020 8,572
CELGENE CORP 5,000 4.63 5/15/2044 5,182
CELGENE CORP 590 5.00 8/15/2045 651
CELGENE CORP 50 5.25 8/15/2043 56
CELULOSA ARAUCO CONSTITU 1,490 4.75 1/11/2022 1,589
CEMEX FINANCE LLC 200 4.63 6/15/2024 218
CENGAGE LEARNING ACQ INC 1,043 11.50 4/15/2020 -
CENGAGE LEARNING ACQUISITIONS 207 1.00 7/3/2017 -
CENGAGE LEARNING ACQUISITIONS 195 1.00 6/7/2023 192
CENGAGE LEARNING INC 1,365 9.50 6/15/2024 1,380
CENOVUS ENERGY INC 8,000 3.00 8/15/2022 7,310
CENOVUS ENERGY INC 5,335 3.80 9/15/2023 5,022
CENOVUS ENERGY INC 3,055 5.20 9/15/2043 2,620
CENOVUS ENERGY INC 123 5.70 10/15/2019 131
CENOVUS ENERGY INC 178 6.75 11/15/2039 187
CENTENE CORP 1,503 4.75 5/15/2022 1,526
CENTENE CORP 1,126 5.63 2/15/2021 1,172
CENTENE CORP 3,682 6.13 2/15/2024 3,903
CENTERPOINT ENER HOUSTON 5,000 2.25 8/1/2022 5,073
CENTERPOINT ENERGY RESOU 5,000 5.85 1/15/2041 5,811
CENTRAL GARDEN + PET CO 250 6.13 11/15/2023 260
CENTRL PUGET SOUND WA REGL TRA 5,000 5.49 11/1/2039 6,854
CENTURY COMMUNITIES 1,606 6.88 5/15/2022 1,546
CENTURY INTERMEDIATE HLD 300 9.75 2/15/2019 305
CENTURYLINK INC 2,400 5.63 4/1/2020 2,487
CENTURYLINK INC 1,090 5.80 3/15/2022 1,056
CENTURYLINK INC 1,500 6.00 4/1/2017 1,539
CENTURYLINK INC 830 6.45 6/15/2021 842
CENTURYLINK INC 295 6.75 12/1/2023 289
CENTURYLINK INC 1,281 7.50 4/1/2024 1,291
CENTURYLINK INC 500 7.60 9/15/2039 423
CENTURYLINK INC 1,800 7.65 3/15/2042 1,523
CENVEO CORP 1,095 6.00 8/1/2019 902
CEQUEL COM HLDG I/CAP CP 380 5.13 12/15/2021 361
CEQUEL COM HLDG I/CAP CP 521 5.13 12/15/2021 494
CEQUEL COM HLDG I/CAP CP 1,847 6.38 9/15/2020 1,868
CEQUEL COM HLDG I/CAP CP 2,612 7.75 7/15/2025 2,736
CERIDIAN HCM HOLDING INC 1,019 11.00 3/15/2021 1,015
CEVA GROUP PLC 672 1.00 3/19/2021 549
CEVA GROUP PLC 250 7.00 3/1/2021 216
CEVA GROUP PLC 250 9.00 9/1/2021 203
CEVA INTERCOMPANY B.V. 692 1.00 3/19/2021 566
CEVA LOGISITICS US HOLDINGS 955 1.00 3/19/2021 781
CEVA LOGISTICS CANADA 119 1.00 3/19/2021 98
CF INDUSTRIES INC 3,000 5.15 3/15/2034 2,893
CF INDUSTRIES INC 3,000 5.38 3/15/2044 2,839
CF INDUSTRIES INC 3,000 6.88 5/1/2018 3,257
CFCRE COMMERCIAL MORTGAGE TRUS 4,000 3.09 5/10/2058 4,176
CFCRE COMMERCIAL MORTGAGE TRUS 860 5.82 12/15/2047 989
CFCRE COMMERCIAL MORTGAGE TRUS 8,300 5.82 12/15/2047 9,689
CGBAM COMMERCIAL MORTGAGE TRUS 1,100 3.44 2/15/2031 1,038
CGG SA 700 6.50 6/1/2021 310
CGRBS COMMERCIAL MORTGAGE TRUS 4,820 3.70 3/13/2035 5,039
CHANGE HEALTHCARE HLDNGS 5,650 6.00 2/15/2021 5,996
CHARTER COMM OPT LLC/CAP 5,460 3.58 7/23/2020 5,706
CHARTER COMM OPT LLC/CAP 5,210 4.46 7/23/2022 5,595
CHARTER COMM OPT LLC/CAP 11,020 4.91 7/23/2025 12,027
CHARTER COMM OPT LLC/CAP 10,000 6.38 10/23/2035 11,762
CHARTER COMM OPT LLC/CAP 1,020 6.48 10/23/2045 1,217
CHARTER COMMUNICATIONS OPE 3,551 1.00 1/24/2023 3,551
CHASE ISSUANCE TRUST 5,090 0.69 4/15/2019 5,079
CHASE ISSUANCE TRUST 25,000 0.69 4/15/2019 25,000
CHASE ISSUANCE TRUST 4,060 0.90 4/15/2019 4,049
CHASE ISSUANCE TRUST 45,840 1.01 10/15/2018 45,874
CHASE ISSUANCE TRUST 6,785 1.36 4/15/2020 6,825
CHECKOUT HLDG CORP 314 1.00 4/4/2021 262
CHEMOURS CO 1,343 6.63 5/15/2023 1,133
CHEMOURS CO 782 7.00 5/15/2025 654
CHEMTURA CORP 250 5.75 7/15/2021 250
CHENIERE CORP CHRISTI HD 1,159 7.00 6/30/2024 1,187
CHESAPEAKE ENERGY CORP 1,610 3.88 4/15/2019 1,214
CHESAPEAKE ENERGY CORP 220 5.75 3/15/2023 141
CHESAPEAKE ENERGY CORP 280 6.13 2/15/2021 182
CHESAPEAKE ENERGY CORP 500 6.50 8/15/2017 470
CHESAPEAKE ENERGY CORP 635 6.63 8/15/2020 448
CHESAPEAKE ENERGY CORP 3,924 8.00 12/15/2022 3,321
CHESAPEAKE FUNDING LLC 876 0.91 1/7/2025 876
CHEVRON CORP 4,790 0.75 2/22/2017 4,787
CHEVRON CORP 10,000 0.99 11/9/2017 10,000
CHEVRON CORP 7,000 1.10 12/5/2017 7,010
CHEVRON CORP 5,000 1.72 6/24/2018 5,049
CHEVRON CORP 5,000 1.96 3/3/2020 5,051
CHEVRON CORP 5,000 2.10 5/16/2021 5,054
CHEVRON CORP 5,001 2.36 12/5/2022 5,027
CHEVRON CORP 5,000 2.43 6/24/2020 5,134
CHEVRON CORP 5,000 2.57 5/16/2023 5,077
CHEVRON CORP 6,400 2.95 5/16/2026 6,584
CHEVRON CORP 3,000 3.33 11/17/2025 3,185
CHEVRON PHILLIPS CHEM CO 2,000 2.45 5/1/2020 2,005
CHG HEALTHCARE SVCS INC 808 1.00 6/7/2023 807
CHICAGO IL MET WTR RECLAMATION 2,000 5.72 12/1/2038 2,588
CHICAGO IL O HARE INTERNATIONA 3,000 6.85 1/1/2038 3,419
CHICAGO IL TRANSIT AUTH SALES 5,000 6.20 12/1/2040 6,132
CHIEF EXPLORATION + DEVELOPMEN 1,750 1.00 5/16/2021 1,572
CHIEF POWER FINANCE LLC 680 1.00 12/31/2020 547
CHINA GOVERNMENT BOND 21,000 3.31 11/30/2025 3,137
CHINA GOVERNMENT BOND 3,000 3.38 11/21/2024 449
CHINA GOVERNMENT BOND 5,000 3.39 5/21/2025 749
CHINA OVERSEA FIN KY III 1,550 5.38 10/29/2023 1,735
CHROMAFLO TECHNOLOGIES CORP 2,931 1.00 11/27/2019 2,880
CHROMAFLO TECHNOLOGIES CORP 750 1.00 6/2/2020 675
CHS/COMMUNITY HEALTH SYS 50 5.13 8/15/2018 51
CHS/COMMUNITY HEALTH SYS 1,450 5.13 8/1/2021 1,439
CHS/COMMUNITY HEALTH SYS 4,414 6.88 2/1/2022 3,851
CHS/COMMUNITY HEALTH SYS 1,550 8.00 11/15/2019 1,515
CHUBB INA HOLDINGS INC 2,290 2.30 11/3/2020 2,352
CHUBB INA HOLDINGS INC 7,000 2.70 3/13/2023 7,167
CHUBB INA HOLDINGS INC 5,000 3.15 3/15/2025 5,215
CHUBB INA HOLDINGS INC 2,380 3.35 5/3/2026 2,532
CHUBB INA HOLDINGS INC 2,000 4.35 11/3/2045 2,289
CHURCHILL DOWNS INC 500 5.38 12/15/2021 515
CIA BRASILEIRA DE ALUMIN 6,000 4.75 6/17/2024 5,438
CIMAREX ENERGY CO 3,350 5.88 5/1/2022 3,503
CINCINNATI BELL INC 270 8.38 10/15/2020 280
CINEMARK USA INC 2,100 4.88 6/1/2023 2,074
CIRSA FUNDING LUXEMBOURG 125 5.75 5/15/2021 142
CIRSA FUNDING LUXEMBOURG 175 5.88 5/15/2023 195
CISCO SYSTEMS INC 5,000 2.20 2/28/2021 5,138
CISCO SYSTEMS INC 3,000 2.60 2/28/2023 3,141
CISCO SYSTEMS INC 5,000 2.90 3/4/2021 5,293
CISCO SYSTEMS INC 5,000 3.63 3/4/2024 5,604
CISCO SYSTEMS INC 5,000 4.45 1/15/2020 5,522
CIT GROUP INC 2,250 3.88 2/19/2019 2,258
CIT GROUP INC 510 4.25 8/15/2017 518
CIT GROUP INC 7,420 5.00 8/15/2022 7,568
CIT GROUP INC 3,548 5.00 8/1/2023 3,588
CIT GROUP INC 2,110 5.25 3/15/2018 2,176
CIT GROUP INC 2,650 5.50 2/15/2019 2,769
CIT GROUP SECURITIZATION CORP. 1,065 7.65 5/15/2026 835
CITGO HOLDING INC 920 1.00 5/12/2018 926
CITIBANK CREDIT CARD ISSUANCE 25,000 0.65 8/24/2018 25,000
CITIBANK CREDIT CARD ISSUANCE 23,815 0.67 12/17/2018 23,790
CITIBANK CREDIT CARD ISSUANCE 35,000 0.86 11/7/2018 34,986
CITIBANK CREDIT CARD ISSUANCE 11,200 1.11 7/23/2018 11,203
CITIBANK CREDIT CARD ISSUANCE 6,237 2.88 1/23/2023 6,629
CITIGROUP COMMERCIAL MORTGAGE 332 2.11 1/12/2030 334
CITIGROUP COMMERCIAL MORTGAGE 4,000 2.69 2/10/2048 4,153
CITIGROUP COMMERCIAL MORTGAGE 2,040 3.11 4/10/2048 1,355
CITIGROUP COMMERCIAL MORTGAGE 5,000 3.36 7/10/2047 5,318
CITIGROUP COMMERCIAL MORTGAGE 12,000 4.13 11/10/2046 13,545
CITIGROUP COMMERCIAL MORTGAGE 5,000 4.20 6/10/2048 5,486
CITIGROUP COMMERCIAL MORTGAGE 7,000 4.37 9/10/2046 8,000
CITIGROUP COMMERCIAL MORTGAGE 10,000 5.46 10/15/2049 10,066
CITIGROUP COMMERCIAL MORTGAGE 480 5.48 10/15/2049 442
CITIGROUP COMMERCIAL MORTGAGE 4,420 5.90 12/10/2049 4,460
CITIGROUP COMMERCIAL MORTGAGE 250 6.34 12/10/2049 187
CITIGROUP INC 5,000 1.80 2/5/2018 5,019
CITIGROUP INC 3,000 1.85 11/24/2017 3,019
CITIGROUP INC 5,000 2.40 2/18/2020 5,062
CITIGROUP INC 5,000 2.70 3/30/2021 5,093
CITIGROUP INC 7,000 3.30 4/27/2025 7,137
CITIGROUP INC 5,000 3.40 5/1/2026 5,112
CITIGROUP INC 21,940 3.50 5/15/2023 22,350
CITIGROUP INC 10,000 3.70 1/12/2026 10,497
CITIGROUP INC 5,000 3.88 3/26/2025 5,067
CITIGROUP INC 5,000 4.00 8/5/2024 5,159
CITIGROUP INC 8,000 4.05 7/30/2022 8,344
CITIGROUP INC 10,320 4.30 11/20/2026 10,674
CITIGROUP INC 1,430 4.40 6/10/2025 1,495
CITIGROUP INC 1,370 4.45 9/29/2027 1,413
CITIGROUP INC 7,920 4.65 7/30/2045 8,677
CITIGROUP INC 4,372 5.30 5/6/2044 4,730
CITIGROUP INC 570 5.35 12/31/2049 535
CITIGROUP INC 9,500 5.50 9/13/2025 10,709
CITIGROUP INC 4,105 5.80 11/29/2049 3,967
CITIGROUP INC 210 5.90 12/29/2049 208
CITIGROUP INC 590 5.95 7/29/2049 582
CITIGROUP INC 2,632 5.95 12/29/2049 2,584
CITIGROUP INC 890 6.30 12/29/2049 881
CITIGROUP INC 60 8.13 7/15/2039 93
CITIGROUP INC 5,000 8.50 5/22/2019 5,912
CITIGROUP MORTGAGE LOAN TRUST 1,616 2.73 10/25/2035 1,579
CITIGROUP MORTGAGE LOAN TRUST 1,159 2.74 11/25/2035 1,106
CITIGROUP MORTGAGE LOAN TRUST 1,039 2.82 8/25/2035 1,017
CITIGROUP MORTGAGE LOAN TRUST 2,283 3.50 10/25/2043 2,367
CITIGROUP MORTGAGE LOAN TRUST 4,366 3.50 6/25/2044 4,475
CITIGROUP MORTGAGE LOAN TRUST 3,050 3.75 9/25/2042 3,130
CITIGROUP MORTGAGE LOAN TRUST 2,145 4.00 1/25/2035 2,217
CITYCENTER HLDGS LLC 1,096 1.00 10/16/2020 1,095
CKX, INC. 1,250 1.00 6/21/2017 463
CLARK CNTY NV ARPT REVENUE 2,000 6.82 7/1/2045 3,091
CLARK CNTY NV ARPT REVENUE 3,500 6.88 7/1/2042 3,944
CLARKE AMERN CORP 759 1.00 5/22/2018 736
CLEAN HARBORS INC 600 5.13 6/1/2021 615
CLEAN HARBORS INC 500 5.25 8/1/2020 511
CLEAR CHANNEL INTL BV 1,171 8.75 12/15/2020 1,218
CLEAR CHANNEL WORLDWIDE 2,824 6.50 11/15/2022 2,810
CLEAR CHANNEL WORLDWIDE 551 6.50 11/15/2022 533
CLEAR CHANNEL WORLDWIDE 6,799 7.63 3/15/2020 6,493
CLEARWATER PAPER CORP 1,360 5.38 2/1/2025 1,358
CLONDALKIN GROUP LIMITED 1,950 1.00 5/31/2020 1,921
CLUBCORP CLUB OPERATIONS INC. 2,526 1.00 12/15/2022 2,510
CMS ENERGY CORP 3,000 3.00 5/15/2026 3,042
CMS ENERGY CORP 1,000 3.88 3/1/2024 1,083
CMS ENERGY CORP 5,000 4.70 3/31/2043 5,596
CMS ENERGY CORP 2,000 5.05 3/15/2022 2,284
CNA FINANCIAL CORP 5,000 4.50 3/1/2026 5,330
CNH EQUIPMENT TRUST 13 0.69 6/15/2018 13
CNH INDUSTRIAL CAPITAL L 250 3.38 7/15/2019 247
CNH INDUSTRIAL CAPITAL L 750 3.63 4/15/2018 754
CNH INDUSTRIAL CAPITAL L 500 3.88 7/16/2018 501
CNH INDUSTRIAL CAPITAL L 500 4.38 11/6/2020 504
CNH INDUSTRIAL FIN EUR S 450 2.88 5/17/2023 500
CNH WHOLESALE MASTER NOTE TRUS 7,040 1.04 8/15/2019 7,040
CNO FINANCIAL GROUP INC 60 5.25 5/30/2025 61
COACH INC 5,000 4.25 4/1/2025 5,109
COCA COLA CO/THE 15,000 2.88 10/27/2025 15,753
COCA COLA CO/THE 2,000 3.20 11/1/2023 2,157
COCA COLA CO/THE 5,000 3.30 9/1/2021 5,429
COCA COLA EUROPEAN PARTN 4,000 3.25 8/19/2021 4,185
COCA COLA EUROPEAN PARTN 5,000 3.50 9/15/2020 5,246
COCA COLA EUROPEAN PARTN 5,000 4.50 9/1/2021 5,481
COCA COLA FEMSA SAB CV 2,350 4.63 2/15/2020 2,577
COGNITA FINANCING PLC 125 7.75 8/15/2021 169
COLOMBIA TELECOMM SA ESP 8,000 5.38 9/27/2022 7,550
COLOUROZ INVESTMENT 2 LLC 380 1.00 9/6/2022 350
COLUMBIA PIPELINE GROUP 5,000 3.30 6/1/2020 5,088
COLUMBIA PIPELINE GROUP 5,000 4.50 6/1/2025 5,354
COMCAST CABLE COMMUNICAT 26,575 9.46 11/15/2022 37,659
COMCAST CORP 820 3.38 2/15/2025 884
COMCAST CORP 5,170 3.38 8/15/2025 5,565
COMCAST CORP 700 4.20 8/15/2034 766
COMCAST CORP 5,270 4.25 1/15/2033 5,760
COMCAST CORP 3,000 4.50 1/15/2043 3,384
COMCAST CORP 10,000 4.75 3/1/2044 11,703
COMCAST CORP 5,000 5.15 3/1/2020 5,652
COMCAST CORP 2,000 5.65 6/15/2035 2,536
COMCAST CORP 6,040 6.40 3/1/2040 8,400
COMCAST CORP 180 6.55 7/1/2039 253
COMCAST CORP 880 6.95 8/15/2037 1,269
COMISION FEDERAL DE ELEC 2,220 6.13 6/16/2045 2,330
COMM MORTGAGE TRUST 22,641 0.86 7/10/2046 673
COMM MORTGAGE TRUST 4,170 2.05 2/13/2032 4,120
COMM MORTGAGE TRUST 7,450 2.48 1/10/2046 7,657
COMM MORTGAGE TRUST 70 2.82 10/15/2045 73
COMM MORTGAGE TRUST 100 3.09 4/12/2035 103
COMM MORTGAGE TRUST 4,880 3.14 2/10/2048 5,144
COMM MORTGAGE TRUST 7,093 3.28 1/10/2046 7,414
COMM MORTGAGE TRUST 19,000 3.45 7/15/2047 20,314
COMM MORTGAGE TRUST 1,500 3.54 6/15/2034 1,460
COMM MORTGAGE TRUST 5,000 3.66 10/10/2046 5,402
COMM MORTGAGE TRUST 7,000 3.71 7/10/2048 7,644
COMM MORTGAGE TRUST 3,715 3.83 7/15/2047 4,070
COMM MORTGAGE TRUST 5,000 3.96 2/10/2047 5,518
COMM MORTGAGE TRUST 340 4.30 10/10/2046 378
COMM MORTGAGE TRUST 5,000 4.53 2/10/2047 5,621
COMM MORTGAGE TRUST 1,030 4.70 8/10/2047 1,120
COMM MORTGAGE TRUST 1,650 4.75 2/10/2047 1,730
COMM MORTGAGE TRUST 150 4.76 10/10/2046 166
COMM MORTGAGE TRUST 1,710 5.18 3/10/2047 1,228
COMM MORTGAGE TRUST 110 5.25 10/10/2046 93
COMM MORTGAGE TRUST 70 5.25 10/10/2046 75
COMM MORTGAGE TRUST 8,035 5.65 12/10/2049 8,223
COMMERCIAL MORTGAGE LOAN TRUST 3,962 6.30 12/10/2049 4,086
COMMERZBANK AG 100 7.75 3/16/2021 132
COMMERZBANK AG 500 8.13 9/19/2023 583
COMMONBOND STUDENT LOAN TRUST 436 3.20 6/25/2032 439
COMMONWEALTH BANK AUST 5,950 4.50 12/9/2025 6,195
COMMONWEALTH EDISON CO 5,000 4.00 8/1/2020 5,455
COMMSCOPE INC 3,623 1.00 12/29/2022 3,620
COMMSCOPE INC 300 4.38 6/15/2020 309
COMMSCOPE INC 1,280 5.00 6/15/2021 1,306
COMMSCOPE TECH FINANCE L 10,694 6.00 6/15/2025 10,948
COMMUNICATIONS SALES + L 786 6.00 4/15/2023 802
COMMUNICATIONS SALES + L 1,214 8.25 10/15/2023 1,226
COMMUNICATIONS SALES + LEASING 967 1.00 10/24/2022 955
COMPASS BANK 940 3.88 4/10/2025 888
COMPUCOM SYS INC 1,978 1.00 5/9/2020 1,309
COMPUWARE CORPORATION 2,800 1.00 12/15/2019 2,706
CONAGRA FOODS INC 5,788 3.20 1/25/2023 5,957
CONCHO RESOURCES INC 1,830 5.50 4/1/2023 1,837
CONCHO RESOURCES INC 501 6.50 1/15/2022 513
CONCORDIA INTERNATIONAL 240 7.00 4/15/2023 203
CONDUIT GE 1991 A 18 8.75 7/1/2021 18
CONNECTICUT ST 2,770 5.09 10/1/2030 3,304
CONNECTICUT ST 4,220 5.85 3/15/2032 5,548
CONOCO FUNDING CO 5,000 7.25 10/15/2031 6,414
CONOCOPHILLIPS COMPANY 3,000 3.35 11/15/2024 3,087
CONOCOPHILLIPS HLDG CO 9,640 6.95 4/15/2029 12,030
CONSOL ENERGY INC 4,001 5.88 4/15/2022 3,476
CONSOL ENERGY INC 474 8.00 4/1/2023 419
CONSOLIDATED COMMUNICATI 845 6.50 10/1/2022 756
CONSOLIDATED CONTAINER CO LLC 419 1.00 7/3/2019 404
CONSOLIDATED CONTAINER CO LLC 100 1.00 1/3/2020 89
CONSTELLATION BRANDS INC 10,735 4.25 5/1/2023 11,151
CONSTELLATION BRANDS INC 1,900 4.75 11/15/2024 1,978
CONSTELLATION BRANDS INC 955 4.75 12/1/2025 1,006
CONSTELLATION BRANDS INC 5,000 6.00 5/1/2022 5,613
CONSTELLATION BRANDS INC 1,000 7.25 5/15/2017 1,043
CONSTELLIUM NV 2,067 5.75 5/15/2024 1,630
CONSTELLIUM NV 759 7.88 4/1/2021 781
CONSTELLIUM NV 2,205 8.00 1/15/2023 1,940
CONSUMERS ENERGY CO 5,000 6.70 9/15/2019 5,813
CONTINENTAL RESOURCES 2,695 3.80 6/1/2024 2,348
CONTINENTAL RESOURCES 549 4.50 4/15/2023 513
CONTINENTAL RESOURCES 890 4.90 6/1/2044 720
CONTINENTAL RESOURCES 4,270 5.00 9/15/2022 4,147
CONTL AIRLINES 2010 A 2,205 4.75 7/12/2022 2,345
CONTL AIRLINES 2012 1 A 2,557 4.15 10/11/2025 2,693
CONTL AIRLINES 2012 2 A 4,360 4.00 4/29/2026 4,583
CONTL AIRLINES 2012 3 C 2,655 6.13 4/29/2018 2,788
CONTOURGLOBAL POWER HLDG 100 5.13 6/15/2021 109
CONVATEC FINANCE INTL SA 300 8.25 1/15/2019 294
CONVATEC HEALTHCARE 651 10.50 12/15/2018 669
COOPER STANDARD HLDGS INC 719 1.00 4/4/2021 716
COOPERATIEVE RABOBANK UA 9,630 4.38 8/4/2025 10,019
COOPERATIEVE RABOBANK UA 250 4.63 12/1/2023 263
COOPERATIEVE RABOBANK UA 2,000 4.75 1/15/2020 2,203
COOPERATIEVE RABOBANK UA 5,000 5.25 5/24/2041 6,193
COOPERATIEVE RABOBANK UA 3,550 5.25 8/4/2045 3,939
COOPERATIEVE RABOBANK UA 2,660 5.75 12/1/2043 3,081
COOPERATIEVE RABOBANK UA 1,535 11.00 12/29/2049 1,852
CORE INDUSTRIAL TRUST 3,280 3.98 2/10/2034 2,921
CORELOGIC INC 250 7.25 6/1/2021 259
CORNING INC 3,000 2.90 5/15/2022 3,037
CORP ANDINA DE FOMENTO 5,000 2.00 5/10/2019 5,047
CORRAL PETROLEUM HOLDING 100 11.75 5/15/2021 105
CORRAL PETROLEUM HOLDING 475 11.75 5/15/2021 495
CORRECTIONS CORP OF AMER 100 5.00 10/15/2022 103
COTT BEVERAGES INC 500 6.75 1/1/2020 522
COTY INC. 449 1.00 10/27/2022 448
COUNTRY GARDEN HLDG CO 335 7.50 1/10/2023 361
COUNTRY GARDEN HLDG CO 1,610 7.50 1/10/2023 1,735
COUNTRYWIDE ALTERNATIVE LOAN T 1,320 0.70 10/25/2036 1,244
COUNTRYWIDE ALTERNATIVE LOAN T 781 5.50 2/25/2036 703
COUNTRYWIDE ALTERNATIVE LOAN T 1,844 6.00 1/25/2035 1,782
COUNTRYWIDE HOME LOANS 707 2.91 2/19/2034 699
COUNTRYWIDE HOME LOANS 408 5.50 6/25/2035 398
COUNTRYWIDE HOME LOANS 1,456 5.50 10/25/2035 1,432
COVANTA HOLDING CORP 250 5.88 3/1/2024 244
COVANTA HOLDING CORP 250 6.38 10/1/2022 257
COVANTA HOLDING CORP 250 7.25 12/1/2020 258
COVERIS HOLDINGS SA 750 7.88 11/1/2019 729
COVIDIEN INTL FINANCE SA 5,000 6.00 10/15/2017 5,320
COX COMMUNICATIONS INC 3,000 3.25 12/15/2022 2,990
COX COMMUNICATIONS INC 1,020 4.70 12/15/2042 898
CPG MERGER SUB LLC 2,305 8.00 10/1/2021 2,305
CPM HOLDINGS INC. 1,500 1.00 4/10/2023 1,410
CPM HOLDINGS, INC. 1,485 1.00 4/11/2022 1,478
CPUK FINANCE LTD 125 7.00 2/28/2042 171
CRANE CO 2,000 2.75 12/15/2018 2,031
CRED SUIS GP FUN LTD 3,000 3.45 4/16/2021 3,031
CRED SUIS GP FUN LTD 9,190 3.80 9/15/2022 9,233
CRED SUIS GP FUN LTD 5,000 3.80 6/9/2023 5,016
CRED SUIS GP FUN LTD 7,000 4.55 4/17/2026 7,226
CRED SUIS GP FUN LTD 1,500 4.88 5/15/2045 1,484
CREDIT AGRICOLE ASSRNCES 100 4.50 10/31/2049 105
CREDIT AGRICOLE SA 1,960 8.38 10/29/2049 2,190
CREDIT SUISSE FIRST BOSTON MOR 1,614 6.00 12/25/2034 1,685
CREDIT SUISSE GROUP AG 200 6.25 12/29/2049 189
CREDIT SUISSE MORTGAGE TRUST 4,748 0.63 1/29/2037 4,396
CREDIT SUISSE MORTGAGE TRUST 1,045 3.00 8/25/2043 1,033
CREDIT SUISSE MORTGAGE TRUST 3,284 3.50 8/25/2043 3,391
CREDIT SUISSE MORTGAGE TRUST 4,530 3.50 8/25/2043 4,696
CREDIT SUISSE MORTGAGE TRUST 3,686 3.50 12/25/2044 3,833
CREDIT SUISSE MORTGAGE TRUST 850 3.95 9/15/2037 915
CREDIT SUISSE MORTGAGE TRUST 2,200 4.27 9/15/2038 2,131
CREDIT SUISSE MORTGAGE TRUST 1,370 4.37 9/15/2037 1,151
CREDIT SUISSE MORTGAGE TRUST 1,260 4.37 9/15/2037 989
CREDIT SUISSE MORTGAGE TRUST 1,320 5.37 12/15/2039 1,149
CREDIT SUISSE MORTGAGE TRUST 640 5.54 9/15/2039 631
CREDIT SUISSE MORTGAGE TRUST 382 5.62 1/15/2049 390
CREDIT SUISSE MORTGAGE TRUST 540 5.87 9/15/2040 503
CREDIT SUISSE MORTGAGE TRUST 1,000 6.18 8/15/2022 985
CREDIT SUISSE MORTGAGE TRUST 1,224 6.30 6/15/2038 898
CREDIT SUISSE NEW YORK 10,000 1.70 4/27/2018 9,992
CREDIT SUISSE NEW YORK 10,000 4.38 8/5/2020 10,820
CREDIT SUISSE NEW YORK 5,000 5.30 8/13/2019 5,527
CREDIT SUISSE NEW YORK 7,000 5.40 1/14/2020 7,556
CRESCENT RESOURCES LLC 383 10.25 8/15/2017 383
CRESTWOOD MIDSTREAM PART 810 6.00 12/15/2020 765
CRESTWOOD MIDSTREAM PART 390 6.13 3/1/2022 362
CRESTWOOD MIDSTREAM PART 90 6.25 4/1/2023 83
CRH AMERICA INC 6,000 5.75 1/15/2021 6,800
CRIMSON MERGER SUB INC 1,171 6.63 5/15/2022 969
CROSSMARK HLDGS INC 970 1.00 12/21/2019 658
CROWN CASTLE INTL CORP 1,000 3.40 2/15/2021 1,045
CROWN CASTLE INTL CORP 1,000 3.70 6/15/2026 1,027
CROWN CASTLE INTL CORP 800 4.88 4/15/2022 878
CROWN CORK + SEAL CO INC 750 7.38 12/15/2026 818
CROWN EURO HOLDINGS SA 106 3.38 5/15/2025 118
CROWN EURO HOLDINGS SA 295 4.00 7/15/2022 348
CROWNROCK LP/CROWNROCK F 4,730 7.13 4/15/2021 4,860
CROWNROCK LP/CROWNROCK F 390 7.75 2/15/2023 405
CSAIL COMMERCIAL MORTGAGE TRUS 5,000 3.45 8/15/2048 5,355
CSAIL COMMERCIAL MORTGAGE TRUS 5,180 3.72 8/15/2048 5,656
CSC HOLDINGS LLC 2,973 5.25 6/1/2024 2,657
CSC HOLDINGS LLC 250 6.75 11/15/2021 255
CSC HOLDINGS LLC 1,942 7.63 7/15/2018 2,088
CSC HOLDINGS LLC 150 7.88 2/15/2018 161
CSC HOLDINGS LLC 300 8.63 2/15/2019 331
CSM BAKERY SUPPLIES 784 1.00 7/3/2020 772
CSM BAKERY SUPPLIES 5/13 620 1.00 7/3/2021 583
CST BRANDS INC 368 5.00 5/1/2023 374
CSX CORP 5,000 3.40 8/1/2024 5,339
CSX CORP 5,000 4.10 3/15/2044 5,257
CSX CORP 8,000 6.15 5/1/2037 10,435
CTR PARTNERSHIP/CARETRST 480 5.88 6/1/2021 489
CURATORS OF THE UNIV OF MISSOU 5,000 5.96 11/1/2039 6,929
CURO HEALTH SERVICES LLC 721 1.00 2/7/2022 715
CVR PARTNERS/CVR NITROGE 250 9.25 6/15/2023 253
CVR REF LLC/COFF FIN INC 2,900 6.50 11/1/2022 2,483
CVS HEALTH CORP 2,710 2.75 12/1/2022 2,777
CVS HEALTH CORP 7,000 2.80 7/20/2020 7,266
CVS HEALTH CORP 5,000 3.38 8/12/2024 5,331
CVS HEALTH CORP 10,000 3.50 7/20/2022 10,717
CVS HEALTH CORP 478 3.88 7/20/2025 527
CVS HEALTH CORP 3,000 4.13 5/15/2021 3,282
CVS HEALTH CORP 11,400 5.13 7/20/2045 14,098
CVS HEALTH CORP 5,000 5.30 12/5/2043 6,262
CVS PASS THROUGH TRUST 345 5.88 1/10/2028 380
CVS PASS THROUGH TRUST 225 6.04 12/10/2028 253
CYRUSONE LP/CYRUSONE FIN 250 6.38 11/15/2022 259
D.R. HORTON INC 500 3.63 2/15/2018 509
D.R. HORTON INC 390 4.00 2/15/2020 404
D.R. HORTON INC 7 4.38 9/15/2022 7
D.R. HORTON INC 210 4.75 2/15/2023 218
D.R. HORTON INC 8,800 5.75 8/15/2023 9,768
DAIMLER FINANCE NA LLC 5,000 2.45 5/18/2020 5,135
DAIMLER FINANCE NA LLC 1,670 2.63 9/15/2016 1,675
DAIMLER FINANCE NA LLC 5,000 3.88 9/15/2021 5,455
DAIMLER FINANCE NA LLC 5,000 8.50 1/18/2031 8,107
DAKAR FINANCE SA 175 9.00 11/15/2020 189
DANA FINANCING LUX SARL 300 6.50 6/1/2026 292
DANA INC 300 5.38 9/15/2021 307
DANA INC 915 6.00 9/15/2023 926
DARLING GLOBAL FINANCE 200 4.75 5/30/2022 225
DARLING INGREDIENTS INC 550 5.38 1/15/2022 564
DAVITA HEALTHCARE PARTNE 775 5.00 5/1/2025 768
DAVITA HEALTHCARE PARTNE 2,519 5.13 7/15/2024 2,544
DAVITA HEALTHCARE PARTNE 1,000 5.75 8/15/2022 1,046
DAVITA HEALTHCARE PARTNERS INC 598 1.00 6/24/2021 599
DBUBS MORTGAGE TRUST 12,705 5.88 11/10/2046 14,349
DCP MIDSTREAM OPERATING 2,000 2.70 4/1/2019 1,920
DDR CORP 7,000 4.63 7/15/2022 7,537
DDR CORP 5,000 4.75 4/15/2018 5,215
DEERE + COMPANY 5,000 2.60 6/8/2022 5,162
DEL MONTE FOODS INC 2,047 1.00 8/18/2021 1,450
DELL INC 1,729 1.00 5/24/2023 1,722
DELL INC 1,000 6.50 4/15/2038 834
DELPHI CORP 2,000 4.15 3/15/2024 2,153
DELPHI CORP 11,000 5.00 2/15/2023 11,633
DELTA AIR LINES 2007 1 A 1,275 6.82 2/10/2024 1,482
DELTA AIR LINES 2010 1 A 3,163 6.20 1/2/2020 3,373
DELTA AIR LINES 2010 2A 1,599 4.95 11/23/2020 1,664
DELTA AIR LINES 2015 1AA 2,941 3.63 1/30/2029 2,997
DELTA AIR LINES INC. 546 1.00 8/24/2022 545
DELUXE CORP 500 6.00 11/15/2020 518
DENALI INTL/DENALI FINAN 4,900 5.63 10/15/2020 5,142
DENBURY RESOURCES INC 1,000 4.63 7/15/2023 641
DENBURY RESOURCES INC 750 5.50 5/1/2022 509
DENBURY RESOURCES INC 1,935 9.00 5/15/2021 1,925
DEUTSCHE BANK AG 3,000 2.85 5/10/2019 3,004
DEUTSCHE BANK AG 5,000 3.13 1/13/2021 4,971
DEUTSCHE BANK AG 5,000 4.10 1/13/2026 4,983
DEUTSCHE BANK AG 10,000 4.30 5/24/2028 8,760
DEUTSCHE BANK AG 200 4.50 5/19/2026 214
DEUTSCHE BANK AG LONDON 10,000 2.50 2/13/2019 9,999
DEUTSCHE BANK AG LONDON 5,000 3.70 5/30/2024 4,951
DEUTSCHE BANK COMMERCIAL MORTG 3,000 3.04 5/10/2049 3,135
DEUTSCHE BANK COMMERCIAL MORTG 5,011 4.20 5/10/2049 5,329
DEUTSCHE TELEKOM INT FIN 6,000 4.88 3/6/2042 7,045
DEUTSCHLAND I/L BOND 4,149 0.10 4/15/2023 4,974
DEUTSCHLAND I/L BOND 1,586 0.10 4/15/2026 1,958
DEUTSCHLAND I/L BOND 761 0.10 4/15/2046 1,118
DEUTSCHLAND I/L BOND 1,085 0.50 4/15/2030 1,464
DEUTSCHLAND I/L BOND 2,999 1.75 4/15/2020 3,684
DEVON ENERGY CORPORATION 410 3.25 5/15/2022 398
DEVON ENERGY CORPORATION 5,000 4.00 7/15/2021 5,050
DEVON ENERGY CORPORATION 1,070 5.00 6/15/2045 984
DEVON ENERGY CORPORATION 5,660 5.60 7/15/2041 5,428
DEVON ENERGY CORPORATION 810 5.85 12/15/2025 889
DEVON ENERGY CORPORATION 12,838 7.95 4/15/2032 14,844
DEVON FINANCING CORP LLC 350 7.88 9/30/2031 407
DFC FINANCE CORP 1,542 10.50 6/15/2020 929
DIAGEO CAPITAL PLC 5,000 2.63 4/29/2023 5,178
DIAGEO CAPITAL PLC 2,680 4.83 7/15/2020 3,020
DIAMOND 1 FIN/DIAMOND 2 8,750 3.48 6/1/2019 8,961
DIAMOND 1 FIN/DIAMOND 2 9,080 4.42 6/15/2021 9,334
DIAMOND 1 FIN/DIAMOND 2 7,000 5.45 6/15/2023 7,242
DIAMOND 1 FIN/DIAMOND 2 1,504 5.88 6/15/2021 1,532
DIAMOND 1 FIN/DIAMOND 2 3,445 6.02 6/15/2026 3,577
DIAMOND 1 FIN/DIAMOND 2 1,357 7.13 6/15/2024 1,410
DIAMOND 1 FIN/DIAMOND 2 380 8.35 7/15/2046 409
DIAMONDBACK ENERGY INC 913 7.63 10/1/2021 963
DIGICEL GROUP LTD 578 7.13 4/1/2022 429
DIGICEL LIMITED 1,141 6.00 4/15/2021 980
DIGITAL REALTY TRUST LP 3,000 3.40 10/1/2020 3,104
DIGITALGLOBE INC 250 5.25 2/1/2021 230
DISCOVER BANK 5,000 3.20 8/9/2021 5,113
DISCOVER BANK 10,000 4.20 8/8/2023 10,569
DISCOVER CARD EXECUTION NOTE T 15,000 0.79 8/17/2020 15,005
DISCOVER CARD EXECUTION NOTE T 39,105 0.81 11/15/2019 39,101
DISCOVER CARD EXECUTION NOTE T 25,000 0.83 8/15/2019 25,010
DISCOVER CARD EXECUTION NOTE T 5,000 0.98 9/15/2021 5,000
DISCOVER FINANCIAL SVS 6,000 3.85 11/21/2022 6,131
DISCOVER FINANCIAL SVS 5,000 3.95 11/6/2024 5,106
DISCOVERY COMMUNICATIONS 2,000 3.25 4/1/2023 1,965
DISCOVERY COMMUNICATIONS 5,000 3.30 5/15/2022 5,049
DISCOVERY COMMUNICATIONS 2,000 3.45 3/15/2025 1,928
DISH DBS CORP 1,195 4.25 4/1/2018 1,219
DISH DBS CORP 300 4.63 7/15/2017 306
DISH DBS CORP 1,260 5.00 3/15/2023 1,145
DISH DBS CORP 8,920 5.13 5/1/2020 9,076
DISH DBS CORP 1,531 5.88 7/15/2022 1,487
DISH DBS CORP 2,962 5.88 11/15/2024 2,751
DISH DBS CORP 2,570 6.75 6/1/2021 2,660
DISH DBS CORP 1,792 7.75 7/1/2026 1,839
DJO FIN LLC/DJO FIN CORP 120 10.75 4/15/2020 98
DJO FINANCE LLC 1,102 1.00 6/8/2020 1,049
DJO FINCO INC/DJO FINANC 2,849 8.13 6/15/2021 2,418
DNB BANK ASA 6,870 3.20 4/3/2017 6,968
DOLE FOOD CO INC 995 1.00 11/1/2018 990
DOLE FOOD CO INC 300 7.25 5/1/2019 299
DOLLAR TREE INC 1,012 1.00 7/6/2022 1,011
DOLLAR TREE INC 1,940 1.00 7/6/2022 1,939
DOLLAR TREE INC 400 5.25 3/1/2020 412
DOLLAR TREE INC 6,553 5.75 3/1/2023 6,971
DOMINICAN REPUBLIC 2,220 5.50 1/27/2025 2,259
DOMINION GAS HLDGS LLC 3,000 3.55 11/1/2023 3,159
DOMINION GAS HLDGS LLC 3,000 3.60 12/15/2024 3,172
DOMINION GAS HLDGS LLC 3,000 4.80 11/1/2043 3,280
DOMINION RESOURCES INC 5,000 6.30 3/15/2033 6,112
DOW CHEMICAL CO/THE 6,193 4.25 11/15/2020 6,743
DOW CHEMICAL CO/THE 14,000 5.25 11/15/2041 15,416
DPH HOLDINGS CORP 2,000 6.55 6/15/2006 60
DPL INC 1,800 7.25 10/15/2021 1,719
DPX HOLDINGS BV 5,485 7.50 2/1/2022 5,622
DR PEPPER SNAPPLE GROUP 3,000 2.60 1/15/2019 3,070
DR PEPPER SNAPPLE GROUP 5,000 3.40 11/15/2025 5,300
DR PEPPER SNAPPLE GROUP 3,000 4.50 11/15/2045 3,302
DRAWBRIDGE SPEC OPPOR FU 7,500 5.00 8/1/2021 7,010
DREAMWORKS ANIMATION SKG 654 6.88 8/15/2020 692
DRILLSHIPS FING HLDG INC 3,415 1.00 3/31/2021 1,328
DRUMM INVESTORS LLC 2,990 1.00 5/4/2018 2,911
DRY MIX SOLUTIONS INVEST 200 3.99 6/15/2021 219
DS SERVICES OF AMERICA I 400 10.00 9/1/2021 450
DTE ELECTRIC CO 5,000 3.90 6/1/2021 5,493
DTE ENERGY CO 3,000 2.40 12/1/2019 3,057
DTZ U.S. BORROWER LLC 2,078 1.00 11/4/2021 2,045
DUFF PHELPS CORP 1,250 1.00 4/23/2021 1,225
DUFF + PHELPS CORP 952 1.00 4/23/2020 947
DUFF AND PHELPS CORP 985 1.00 4/23/2020 980
DUKE ENERGY CAROLINAS 4,703 6.00 12/1/2028 6,092
DUKE ENERGY CAROLINAS 2,284 6.45 10/15/2032 3,069
DUKE ENERGY CORP 7,000 3.55 9/15/2021 7,436
DUKE ENERGY CORP 3,000 3.75 4/15/2024 3,227
DUKE ENERGY INDIANA INC 2,000 3.75 7/15/2020 2,170
DUKE ENERGY INDIANA INC 5,000 6.45 4/1/2039 7,107
DUKE ENERGY INDIANA LLC 3,000 3.75 5/15/2046 3,095
DUKE ENERGY PROGRESS INC 5,000 3.00 9/15/2021 5,329
DUKE ENERGY PROGRESS INC 5,000 4.10 3/15/2043 5,462
DUKE ENERGY PROGRESS INC 3,000 4.15 12/1/2044 3,309
DUKE ENERGY PROGRESS INC 3,000 4.20 8/15/2045 3,357
DUKE ENERGY PROGRESS INC 3,000 5.30 1/15/2019 3,302
DUKE REALTY LP 5,000 3.88 2/15/2021 5,281
DUPONT FABROS TECH LP 500 5.63 6/15/2023 514
DUPONT FABROS TECH LP 600 5.88 9/15/2021 629
DYNEGY INC 400 5.88 6/1/2023 348
DYNEGY INC 2,260 6.75 11/1/2019 2,260
DYNEGY INC 2,528 7.38 11/1/2022 2,433
DYNEGY INC 855 7.63 11/1/2024 820
E TRADE FINANCIAL CORP 342 0.00 8/31/2019 771
E TRADE FINANCIAL CORP 702 4.63 9/15/2023 709
E TRADE FINANCIAL CORP 670 5.38 11/15/2022 707
EAGLE SPINCO INC 1,808 4.63 2/15/2021 1,844
EASTMAN CHEMICAL CO 4,000 3.60 8/15/2022 4,169
EASTMAN CHEMICAL CO 3,000 4.65 10/15/2044 3,064
EATON CORP 5,380 1.50 11/2/2017 5,400
EATON CORP 2,290 2.75 11/2/2022 2,344
EATON CORP 3,000 4.00 11/2/2032 3,180
EATON CORP 600 4.15 11/2/2042 644
EBAY INC 2,000 2.50 3/9/2018 2,038
EBAY INC 11,700 3.80 3/9/2022 12,343
EC FINANCE PLC 410 5.13 7/15/2021 474
ECOLAB INC 3,000 1.45 12/8/2017 3,013
ECOLAB INC 6,260 4.35 12/8/2021 7,009
ECOLAB INC 2,000 5.50 12/8/2041 2,471
ECOPETROL SA 5,000 4.13 1/16/2025 4,575
ECOPETROL SA 930 5.38 6/26/2026 907
ECOPETROL SA 3,000 5.88 9/18/2023 3,094
ECOPETROL SA 1,610 5.88 5/28/2045 1,393
EDISON INTERNATIONAL 10,130 3.75 9/15/2017 10,442
EDP FINANCE BV 6,000 4.13 1/15/2020 6,233
EDWARDS LIFESCIENCES COR 3,000 2.88 10/15/2018 3,079
EIG INVS CORP 2,842 1.00 11/9/2019 2,703
EIRCOM FINANCE DAC 100 4.50 5/31/2022 110
ELDORADO GOLD CORP 400 6.13 12/15/2020 400
ELECTRICITE DE FRANCE SA 3,000 3.63 10/13/2025 3,132
ELECTRONIC ARTS INC 9,683 3.70 3/1/2021 10,250
ELIZABETH ARDEN INC 375 7.38 3/15/2021 382
EMC CORP 2,000 2.65 6/1/2020 1,895
EMD FINANCE LLC 5,000 2.95 3/19/2022 5,121
EMDEON INC 2,534 1.00 11/2/2018 2,530
EMERA US FINANCE LP 3,000 2.70 6/15/2021 3,027
EMERA US FINANCE LP 3,000 3.55 6/15/2026 3,066
EMERGENCY MED SVCS CORP 1,052 1.00 5/25/2018 1,051
EMI MUSIC PUBLISHING GRP 500 7.63 6/15/2024 512
EMI MUSIC PUBLISHING LIMITED 3,970 1.00 8/19/2022 3,953
EMPIRE GENERATING CO LLC 514 1.00 3/14/2021 437
EMPIRE GENERATING CO LLC 41 1.00 3/14/2021 35
EMPRESA BRAS DE AERONAU 6,000 5.15 6/15/2022 6,188
EMPRESA DE TRANSPORTE ME 4,000 4.75 2/4/2024 4,281
ENBRIDGE ENERGY PARTNERS 5,000 5.20 3/15/2020 5,263
ENBRIDGE ENERGY PARTNERS 5,000 9.88 3/1/2019 5,728
ENCANA CORP 400 3.90 11/15/2021 388
ENCANA CORP 531 5.15 11/15/2041 433
ENCANA CORP 600 6.50 8/15/2034 605
ENCANA CORP 3,933 6.50 2/1/2038 3,903
ENCANA CORP 5,809 6.63 8/15/2037 5,848
ENDO FIN LLC/ENDO FINCO 961 5.88 1/15/2023 835
ENDO FIN LLC/ENDO FINCO 500 7.75 1/15/2022 464
ENDO FINANCE LLC 250 5.75 1/15/2022 226
ENDO LTD/FIN LLC/FINCO 2,837 6.00 7/15/2023 2,493
ENDO LTD/FIN LLC/FINCO 905 6.00 2/1/2025 783
ENDO LUX FINANCE COMPANY 2,438 1.00 9/26/2022 2,394
ENEL FINANCE INTL NV 5,920 6.00 10/7/2039 6,996
ENEL SPA 100 5.00 1/15/2075 117
ENEL SPA 211 6.50 1/10/2074 253
ENERGY FUTURE INTERMEDIATE HL 2,780 1.00 12/19/2016 2,773
ENERGY FUTURE/EFIH FINAN 336 11.75 3/1/2022 394
ENERGY TRANSFER EQUITY 866 5.50 6/1/2027 809
ENERGY TRANSFER EQUITY 3,599 5.88 1/15/2024 3,509
ENERGY TRANSFER EQUITY L.P. 1,056 1.00 12/2/2019 1,025
ENERGY TRANSFER PARTNERS 3,000 2.50 6/15/2018 2,970
ENERGY TRANSFER PARTNERS 11,091 4.15 10/1/2020 11,202
ENERGY TRANSFER PARTNERS 697 5.20 2/1/2022 721
ENERGY TRANSFER PARTNERS 3,000 6.13 12/15/2045 3,108
ENERGY TRANSFER PARTNERS 5,000 6.63 10/15/2036 5,146
ENERGY TRANSFER PARTNERS 5,000 7.50 7/1/2038 5,635
ENLINK MIDSTREAM PARTNER 5,000 2.70 4/1/2019 4,825
ENLINK MIDSTREAM PARTNER 2,000 5.60 4/1/2044 1,710
ENSCO PLC 790 4.50 10/1/2024 541
ENSCO PLC 565 4.70 3/15/2021 469
ENSCO PLC 1,657 5.20 3/15/2025 1,145
ENTEGRIS INC 200 6.00 4/1/2022 205
ENTERGY CORP 5,000 4.00 7/15/2022 5,361
ENTERGY LOUISIANA LLC 3,000 3.25 4/1/2028 3,179
ENTERGY LOUISIANA LLC 4,000 5.40 11/1/2024 4,853
ENTERPRISE FUNDING LTD 200 3.50 9/10/2020 199
ENTERPRISE PRODUCTS OPER 7,000 3.70 2/15/2026 7,227
ENTERPRISE PRODUCTS OPER 5,000 3.90 2/15/2024 5,247
ENTERPRISE PRODUCTS OPER 3,000 3.95 2/15/2027 3,158
ENTERPRISE PRODUCTS OPER 2,000 4.85 3/15/2044 2,120
ENTERPRISE PRODUCTS OPER 3,000 5.25 1/31/2020 3,323
ENTERPRISE PRODUCTS OPER 5,000 5.70 2/15/2042 5,810
ENTERPRISE PRODUCTS OPER 8,000 6.65 10/15/2034 9,716
ENTERPRISE PRODUCTS OPER 9,000 7.03 1/15/2068 9,405
ENVISION HEALTHCARE CORP 7,665 5.13 7/1/2022 7,703
EOG RESOURCES INC 3,000 2.63 3/15/2023 2,969
EOG RESOURCES INC 3,000 3.15 4/1/2025 3,035
EOG RESOURCES INC 370 4.15 1/15/2026 401
EP ENER/EVEREST ACQ FIN 1,600 9.38 5/1/2020 1,134
EP ENERGY LLC 1,500 1.00 5/24/2018 1,306
EPICOR SOFTWARE COMPANY 4,106 1.00 6/1/2022 4,028
EPL OIL + GAS INC 2,000 8.25 2/15/2018 178
EQTY MORTGAGE TRUST 1,030 2.80 5/8/2031 994
EQUINIX INC 300 4.88 4/1/2020 311
EQUINIX INC 3,775 5.38 1/1/2022 3,893
EQUINIX INC 1,035 5.38 4/1/2023 1,062
EQUINIX INC 1,809 5.88 1/15/2026 1,893
EQUINOX HLDGS INC 1,488 1.00 1/31/2020 1,481
ERAC USA FINANCE LLC 5,000 3.30 12/1/2026 5,134
ERICSSON LM 7,000 4.13 5/15/2022 7,454
ERP OPERATING LP 2,000 3.00 4/15/2023 2,042
ERP OPERATING LP 3,000 3.38 6/1/2025 3,133
ERP OPERATING LP 3,000 4.63 12/15/2021 3,382
ESC LEHMAN BRTH HLDH PROD 130,000 1.00 12/31/2049 10,075
ESCROW GCB GEN MOTORS 614 8.38 7/15/2049 -
ESH HOSPITALITY INC 8,207 5.25 5/1/2025 7,971
ESSAR STELL ALGOMA, INC. 535 1.00 8/9/2019 126
ESSEX PORTFOLIO LP 5,000 3.88 5/1/2024 5,349
EURAMAX INTERNATIONAL IN 2,250 12.00 8/15/2020 2,174
EUROPEAN BK RECON + DEV 5,000 0.75 9/1/2017 5,004
EUROPEAN BK RECON + DEV 5,000 1.00 9/17/2018 5,023
EUROPEAN BK RECON + DEV 8,000 1.63 4/10/2018 8,112
EUROPEAN INVESTMENT BANK 5,000 1.00 12/15/2017 5,015
EUROPEAN INVESTMENT BANK 7,000 1.13 9/15/2017 7,034
EUROPEAN INVESTMENT BANK 5,000 1.25 5/15/2018 5,040
EUROPEAN INVESTMENT BANK 10,000 1.25 5/15/2019 10,072
EUROPEAN INVESTMENT BANK 5,000 1.63 12/15/2020 5,077
EUROPEAN INVESTMENT BANK 5,000 1.63 6/15/2021 5,079
EUROPEAN INVESTMENT BANK 5,000 2.00 3/15/2021 5,167
EUROPEAN INVESTMENT BANK 10,000 2.13 4/13/2026 10,281
EUROPEAN INVESTMENT BANK 5,000 2.50 10/15/2024 5,321
EUROPEAN INVESTMENT BANK 5,000 2.88 9/15/2020 5,336
EVERBANK MORTGAGE LOAN TRUST 3,217 3.00 6/25/2043 3,252
EVERGREEN CREDIT CARD TRUST 5,000 1.16 4/15/2020 5,000
EWT HOLDINGS III CORP 2,918 1.00 1/15/2021 2,888
EWT HOLDINGS III CORP 1,200 1.00 1/15/2022 1,140
EXAMWORKS GROUP INC 7,678 5.63 4/15/2023 8,581
EXCELITAS TECHNOLOGIES CORP 997 1.00 10/31/2020 938
EXELON CORP 3,000 2.85 6/15/2020 3,099
EXELON CORP 7,478 3.40 4/15/2026 7,772
EXELON CORP 5,000 4.45 4/15/2046 5,248
EXELON CORP 16,360 5.63 6/15/2035 19,565
EXELON GENERATION CO LLC 7,000 5.20 10/1/2019 7,695
EXELON GENERATION CO LLC 5,000 5.75 10/1/2041 5,297
EXGEN TEX PWR LLC SYNDICATED 668 1.00 9/18/2021 520
EXOPACK HLDGS S A 323 1.00 5/8/2019 319
EXPLORER HLDGS INC 1,402 1.00 5/2/2023 1,402
EXPORT DEVELOPMNT CANADA 6,000 1.25 12/10/2018 6,068
EXPORT DEVELOPMNT CANADA 5,000 1.25 2/4/2019 5,056
EXPORT IMPORT BANK KOREA 20,000 2.13 2/11/2021 20,291
EXPORT IMPORT BANK KOREA 7,000 2.25 1/21/2020 7,131
EXPORT IMPORT BANK KOREA 5,170 2.63 12/30/2020 5,352
EXPORT IMPORT BK INDIA 2,110 3.88 10/2/2019 2,209
EXPORT IMPORT BK KOREA 10,000 1.75 2/27/2018 10,062
EXPRESS SCRIPTS HOLDING 10,000 3.50 6/15/2024 10,311
EXPRESS SCRIPTS HOLDING 2,000 3.90 2/15/2022 2,139
EXPRESS SCRIPTS HOLDING 5,000 4.75 11/15/2021 5,593
EXPRO FINSERVICES S A R L 941 1.00 9/2/2021 702
EXXON MOBIL CORPORATION 3,000 2.73 3/1/2023 3,123
EXXON MOBIL CORPORATION 5,960 3.04 3/1/2026 6,300
EXXON MOBIL CORPORATION 14,790 4.11 3/1/2046 16,601
FAGE INTL / FAGE USA 500 9.88 2/1/2020 520
FAIRMOUNT MINERALS LTD 339 1.00 9/5/2019 274
FAMILY DOLLAR STORES INC 737 5.00 2/1/2021 787
FANNIE MAE 108,440 0.00 10/9/2019 104,273
FANNIE MAE 93 0.00 3/25/2042 86
FANNIE MAE 186 0.01 3/25/2042 171
FANNIE MAE 15,000 0.47 1/26/2017 14,999
FANNIE MAE 35,000 0.60 12/20/2017 35,000
FANNIE MAE 12,240 0.63 8/26/2016 12,242
FANNIE MAE 50,000 0.88 3/28/2018 50,185
FANNIE MAE 100,000 1.38 1/28/2019 101,481
FANNIE MAE 50,000 1.50 6/22/2020 50,936
FANNIE MAE 100,000 1.75 9/12/2019 102,719
FANNIE MAE 25,000 1.75 11/26/2019 25,697
FANNIE MAE 23,000 1.88 12/28/2020 23,770
FANNIE MAE 100,000 2.13 4/24/2026 102,872
FANNIE MAE 110,000 2.63 9/6/2024 118,343
FANNIE MAE 1,214 3.00 9/25/2027 117
FANNIE MAE 2,551 3.00 12/25/2027 246
FANNIE MAE 6,762 3.00 2/25/2033 896
FANNIE MAE 1,174 3.50 12/25/2039 125
FANNIE MAE 2,600 4.00 7/25/2040 2,857
FANNIE MAE 1,644 5.50 4/25/2035 1,828
FANNIE MAE 3,262 5.50 7/25/2041 3,788
FANNIE MAE 1,145 5.50 4/25/2042 1,283
FANNIE MAE 378 5.65 9/25/2042 70
FANNIE MAE 1,025 5.70 3/25/2042 189
FANNIE MAE 579 5.70 11/25/2042 127
FANNIE MAE 513 5.70 11/25/2042 110
FANNIE MAE 212 5.70 12/25/2042 46
FANNIE MAE 765 6.00 5/25/2042 877
FANNIE MAE 1,097 6.08 1/25/2041 217
FANNIE MAE 811 6.10 10/25/2041 167
FANNIE MAE 281 6.20 2/25/2041 38
FANNIE MAE 1,072 6.20 3/25/2042 216
FANNIE MAE 325 6.50 6/25/2039 356
FANNIE MAE 3,083 6.50 7/25/2042 3,568
FANNIE MAE 4,370 6.63 11/15/2030 6,686
FANNIE MAE 247 7.00 5/25/2042 288
FANNIEMAE ACES 74,656 0.28 1/25/2025 964
FANNIEMAE ACES 35,124 0.59 9/25/2022 850
FANNIEMAE ACES 5,000 2.26 2/25/2023 5,158
FANNIEMAE ACES 2,712 2.37 7/25/2022 2,796
FANNIEMAE ACES 4,302 2.47 3/25/2023 4,456
FANNIEMAE ACES 3,000 2.48 3/25/2026 3,075
FANNIEMAE ACES 14,000 2.49 5/25/2026 14,299
FANNIEMAE ACES 180 2.50 12/25/2024 184
FANNIEMAE ACES 3,200 2.53 9/25/2024 3,329
FANNIEMAE ACES 7,166 2.63 10/25/2024 7,341
FANNIEMAE ACES 5,000 2.70 2/25/2026 5,228
FANNIEMAE ACES 330 2.80 6/25/2025 346
FANNIEMAE ACES 4,000 2.94 1/25/2026 4,265
FANNIEMAE ACES 5,811 3.02 8/25/2024 6,228
FANNIEMAE ACES 2,808 3.06 6/25/2024 3,019
FANNIEMAE ACES 8,000 3.33 10/25/2023 8,757
FANNIEMAE ACES 4,900 3.41 7/25/2023 5,301
FANNIEMAE ACES 8,000 3.50 1/25/2024 8,826
FANNIEMAE STRIP 2,027 3.00 11/25/2026 163
FANNIEMAE STRIP 1,677 3.00 4/25/2027 145
FANNIEMAE STRIP 1,356 3.50 11/25/2041 196
FANNIEMAE STRIP 110 5.00 1/25/2038 19
FANNIEMAE STRIP 730 5.00 1/25/2038 125
FANNIEMAE STRIP 142 5.00 1/25/2039 23
FANNIEMAE STRIP 67 5.00 1/25/2039 10
FANNIEMAE STRIP 102 5.50 1/25/2039 19
FANNIEMAE STRIP 340 6.00 1/25/2038 69
FANNIEMAE STRIP 263 6.00 7/25/2038 52
FAURECIA 200 3.63 6/15/2023 225
FCA US LLC 439 1.00 5/24/2017 438
FDIC STRUCTURED SALE GUARANTEE 1,445 2.57 7/29/2047 1,441
FDIC STRUCTURED SALE GUARANTEE 1,472 2.98 12/6/2020 1,469
FDIC TRUST 917 2.18 5/25/2050 916
FED HM LN PC POOL 1J1480 778 3.07 2/1/2037 815
FED HM LN PC POOL 2B0038 8,130 2.58 11/1/2041 8,607
FED HM LN PC POOL 2B0403 23,061 2.09 4/1/2042 24,031
FED HM LN PC POOL 849580 3,747 3.10 2/1/2045 3,905
FED HM LN PC POOL A38162 6,471 5.00 10/1/2035 7,162
FED HM LN PC POOL A69955 36 6.50 12/1/2037 42
FED HM LN PC POOL A80860 76 6.50 8/1/2038 88
FED HM LN PC POOL A81853 47 6.50 9/1/2038 54
FED HM LN PC POOL A83027 71 6.50 11/1/2038 85
FED HM LN PC POOL A87187 20 4.50 7/1/2039 21
FED HM LN PC POOL A87569 7,182 4.50 7/1/2039 7,828
FED HM LN PC POOL A87580 1,344 5.00 7/1/2039 1,483
FED HM LN PC POOL A90994 9,895 4.50 2/1/2040 10,842
FED HM LN PC POOL A91666 10,430 5.00 4/1/2040 11,536
FED HM LN PC POOL A91946 36,029 5.00 4/1/2040 39,850
FED HM LN PC POOL A92168 1,790 5.00 5/1/2040 1,980
FED HM LN PC POOL A92587 4,949 5.00 6/1/2040 5,474
FED HM LN PC POOL A93562 6,037 4.50 8/1/2040 6,615
FED HM LN PC POOL A95803 41,392 4.00 12/1/2040 44,512
FED HM LN PC POOL A95822 25,998 4.00 12/1/2040 27,957
FED HM LN PC POOL A97040 2,770 4.00 2/1/2041 2,979
FED HM LN PC POOL A97485 21,232 4.00 3/1/2041 22,834
FED HM LN PC POOL C01361 966 6.00 5/1/2032 1,118
FED HM LN PC POOL C01444 1,443 6.00 1/1/2033 1,670
FED HM LN PC POOL C01605 2,480 4.50 7/1/2033 2,714
FED HM LN PC POOL C01676 3,268 6.00 11/1/2033 3,799
FED HM LN PC POOL C01726 4,600 6.00 12/1/2033 5,348
FED HM LN PC POOL C01753 1,344 5.00 1/1/2034 1,491
FED HM LN PC POOL C02529 3,105 6.00 5/1/2036 3,545
FED HM LN PC POOL C03063 1,558 6.50 10/1/2037 1,807
FED HM LN PC POOL C64440 1,187 6.00 2/1/2032 1,390
FED HM LN PC POOL C90654 - 5.50 4/1/2023 -
FED HM LN PC POOL C90939 2,647 5.50 12/1/2025 2,955
FED HM LN PC POOL C91005 793 6.00 12/1/2026 903
FED HM LN PC POOL C91261 1,884 4.50 8/1/2029 2,061
FED HM LN PC POOL E02735 63 3.50 10/1/2025 67
FED HM LN PC POOL E02950 3,193 3.50 7/1/2026 3,390
FED HM LN PC POOL E03107 7,702 3.00 4/1/2027 8,087
FED HM LN PC POOL G01834 1,050 6.50 4/1/2035 1,232
FED HM LN PC POOL G01857 2,454 5.00 10/1/2033 2,721
FED HM LN PC POOL G02235 4,157 5.50 4/1/2034 4,675
FED HM LN PC POOL G02419 300 6.50 10/1/2036 348
FED HM LN PC POOL G03066 7,351 6.00 5/1/2037 8,394
FED HM LN PC POOL G04222 2,201 5.50 4/1/2038 2,458
FED HM LN PC POOL G04983 832 6.50 12/1/2038 960
FED HM LN PC POOL G05469 5,437 6.50 5/1/2035 6,333
FED HM LN PC POOL G05570 18,814 4.50 8/1/2039 20,507
FED HM LN PC POOL G05731 26,097 4.50 11/1/2039 28,445
FED HM LN PC POOL G06172 173 5.50 12/1/2038 193
FED HM LN PC POOL G06460 6,739 6.00 9/1/2038 7,695
FED HM LN PC POOL G06669 173 6.50 9/1/2039 201
FED HM LN PC POOL G06808 18,816 4.00 11/1/2041 20,236
FED HM LN PC POOL G07206 5,049 5.00 10/1/2041 5,597
FED HM LN PC POOL G07335 124 7.00 3/1/2039 143
FED HM LN PC POOL G07508 3,225 4.50 10/1/2043 3,517
FED HM LN PC POOL G07509 592 6.50 9/1/2039 687
FED HM LN PC POOL G07560 4,469 4.00 11/1/2043 4,784
FED HM LN PC POOL G07762 30,499 4.50 6/1/2044 33,261
FED HM LN PC POOL G07792 23,411 4.50 8/1/2044 25,527
FED HM LN PC POOL G08147 223 6.50 8/1/2036 258
FED HM LN PC POOL G08552 3,925 4.50 10/1/2043 4,281
FED HM LN PC POOL G08596 3,650 4.50 7/1/2044 3,980
FED HM LN PC POOL G08693 9,778 3.50 3/1/2046 10,316
FED HM LN PC POOL G08694 9,962 4.00 2/1/2046 10,674
FED HM LN PC POOL G08697 7,307 3.00 3/1/2046 7,578
FED HM LN PC POOL G08701 6,960 3.00 4/1/2046 7,218
FED HM LN PC POOL G14258 44 3.50 6/1/2026 47
FED HM LN PC POOL G14354 35,882 3.00 2/1/2027 37,677
FED HM LN PC POOL G14503 7,557 3.00 4/1/2027 7,935
FED HM LN PC POOL G15154 5,559 4.50 9/1/2026 5,847
FED HM LN PC POOL G18392 47 3.50 6/1/2026 50
FED HM LN PC POOL G18398 67 3.50 8/1/2026 71
FED HM LN PC POOL G18401 226 3.50 9/1/2026 240
FED HM LN PC POOL G18555 12,196 3.50 5/1/2030 12,926
FED HM LN PC POOL G18595 2,667 2.50 4/1/2031 2,760
FED HM LN PC POOL G30910 9,463 3.50 12/1/2035 10,112
FED HM LN PC POOL G60059 13,652 3.50 2/1/2044 14,413
FED HM LN PC POOL G60306 9,340 4.00 3/1/2044 10,045
FED HM LN PC POOL G60396 3,061 4.00 1/1/2046 3,278
FED HM LN PC POOL J09254 143 4.50 7/1/2023 153
FED HM LN PC POOL J13495 10 3.50 11/1/2025 11
FED HM LN PC POOL J13510 172 3.50 11/1/2025 182
FED HM LN PC POOL J13972 158 3.50 1/1/2026 167
FED HM LN PC POOL J14537 171 3.50 2/1/2026 181
FED HM LN PC POOL J14564 46 3.50 2/1/2026 49
FED HM LN PC POOL J14721 8,768 4.00 3/1/2026 9,172
FED HM LN PC POOL J15610 7 3.50 6/1/2026 7
FED HM LN PC POOL J16710 1,020 3.50 9/1/2026 1,083
FED HM LN PC POOL J21141 1,311 2.50 11/1/2027 1,360
FED HM LN PC POOL J21148 632 2.50 11/1/2027 656
FED HM LN PC POOL J21218 836 2.50 11/1/2027 867
FED HM LN PC POOL J21554 2,294 2.50 12/1/2027 2,381
FED HM LN PC POOL J21684 1,035 2.50 1/1/2028 1,074
FED HM LN PC POOL J21685 1,696 2.50 1/1/2028 1,760
FED HM LN PC POOL J21784 1,311 2.50 1/1/2028 1,360
FED HM LN PC POOL J21884 1,129 2.50 1/1/2028 1,171
FED HM LN PC POOL J21906 914 2.50 1/1/2028 948
FED HM LN PC POOL J21908 1,537 2.50 1/1/2028 1,595
FED HM LN PC POOL J22037 828 2.50 2/1/2028 860
FED HM LN PC POOL J22328 1,502 2.50 2/1/2028 1,559
FED HM LN PC POOL J22939 656 2.50 3/1/2028 681
FED HM LN PC POOL J23028 2,044 2.50 4/1/2028 2,121
FED HM LN PC POOL J23138 2,020 2.50 4/1/2028 2,097
FED HM LN PC POOL J23201 754 2.50 4/1/2028 782
FED HM LN PC POOL J23203 802 2.50 4/1/2028 832
FED HM LN PC POOL J23332 22,516 2.50 4/1/2028 23,364
FED HM LN PC POOL J23365 1,000 2.50 4/1/2028 1,037
FED HM LN PC POOL J23366 785 2.50 4/1/2028 814
FED HM LN PC POOL J23478 781 2.50 4/1/2028 810
FED HM LN PC POOL J23918 716 2.50 5/1/2028 743
FED HM LN PC POOL J24068 1,118 2.50 6/1/2028 1,160
FED HM LN PC POOL J29595 3,959 3.00 10/1/2029 4,154
FED HM LN PC POOL J30700 1,291 3.00 2/1/2030 1,355
FED HM LN PC POOL J30719 1,734 3.00 2/1/2030 1,820
FED HM LN PC POOL J30791 1,616 3.00 2/1/2030 1,696
FED HM LN PC POOL J30802 1,940 3.00 2/1/2030 2,036
FED HM LN PC POOL J30803 1,662 3.00 2/1/2030 1,745
FED HM LN PC POOL J31246 1,036 2.50 4/1/2030 1,072
FED HM LN PC POOL J31398 1,026 2.50 4/1/2030 1,062
FED HM LN PC POOL J31414 1,092 2.50 4/1/2030 1,130
FED HM LN PC POOL J31488 1,182 3.00 4/1/2030 1,241
FED HM LN PC POOL J31611 7,916 3.00 5/1/2030 8,309
FED HM LN PC POOL J31904 7,700 3.00 6/1/2030 8,082
FED HM LN PC POOL J32230 2,694 2.50 7/1/2030 2,787
FED HM LN PC POOL J32759 3,300 2.50 9/1/2030 3,414
FED HM LN PC POOL J32762 8,128 3.00 9/1/2030 8,531
FED HM LN PC POOL J33363 4,506 2.50 12/1/2030 4,662
FED HM LN PC POOL J33693 5,848 2.50 2/1/2031 6,050
FED HM LN PC POOL K90954 12,216 3.50 7/1/2033 12,999
FED HM LN PC POOL K92205 12,890 3.50 12/1/2034 13,715
FED HM LN PC POOL K92324 4,844 3.00 1/1/2035 5,078
FED HM LN PC POOL K92327 3,035 3.00 1/1/2035 3,181
FED HM LN PC POOL K92402 7,389 3.00 2/1/2035 7,750
FED HM LN PC POOL K92405 2,859 3.00 2/1/2035 2,999
FED HM LN PC POOL K92519 9,790 3.00 3/1/2035 10,267
FED HM LN PC POOL K92752 20,195 3.00 5/1/2035 21,180
FED HM LN PC POOL K93332 1,743 3.50 11/1/2035 1,855
FED HM LN PC POOL K93351 2,685 3.00 11/1/2035 2,816
FED HM LN PC POOL K93363 1,395 3.50 11/1/2035 1,485
FED HM LN PC POOL Q00739 14,023 5.00 5/1/2041 15,543
FED HM LN PC POOL Q01798 3,529 4.50 7/1/2041 3,865
FED HM LN PC POOL Q01903 6,783 4.50 7/1/2041 7,429
FED HM LN PC POOL Q02379 3,168 4.50 8/1/2041 3,470
FED HM LN PC POOL Q03505 77,101 4.00 9/1/2041 82,919
FED HM LN PC POOL Q03620 7,178 4.00 10/1/2041 7,720
FED HM LN PC POOL Q04127 3,774 4.00 10/1/2041 4,058
FED HM LN PC POOL Q04587 4,491 4.50 11/1/2041 4,919
FED HM LN PC POOL Q04651 30,967 4.00 11/1/2041 33,304
FED HM LN PC POOL Q06137 3,312 4.50 2/1/2042 3,630
FED HM LN PC POOL Q06999 9,958 4.00 3/1/2042 10,705
FED HM LN PC POOL Q08599 805 3.50 6/1/2042 851
FED HM LN PC POOL Q09246 849 3.50 6/1/2042 898
FED HM LN PC POOL Q09249 1,518 3.50 6/1/2042 1,606
FED HM LN PC POOL Q09324 1,518 3.50 7/1/2042 1,605
FED HM LN PC POOL Q09325 476 3.50 7/1/2042 504
FED HM LN PC POOL Q09594 819 3.50 7/1/2042 866
FED HM LN PC POOL Q09826 14,795 4.00 8/1/2042 15,905
FED HM LN PC POOL Q10339 1,120 3.00 8/1/2042 1,165
FED HM LN PC POOL Q10374 663 3.00 8/1/2042 689
FED HM LN PC POOL Q10413 2,593 3.50 8/1/2042 2,742
FED HM LN PC POOL Q10417 1,608 3.50 8/1/2042 1,700
FED HM LN PC POOL Q10640 1,471 3.50 8/1/2042 1,556
FED HM LN PC POOL Q10646 1,584 3.50 8/1/2042 1,675
FED HM LN PC POOL Q10671 770 3.50 9/1/2042 814
FED HM LN PC POOL Q10672 3,051 3.50 9/1/2042 3,227
FED HM LN PC POOL Q10675 1,852 3.50 9/1/2042 1,959
FED HM LN PC POOL Q10774 972 3.50 9/1/2042 1,028
FED HM LN PC POOL Q10775 897 3.50 9/1/2042 949
FED HM LN PC POOL Q10776 905 3.50 9/1/2042 958
FED HM LN PC POOL Q10784 1,247 3.00 9/1/2042 1,296
FED HM LN PC POOL Q10785 1,231 3.00 9/1/2042 1,280
FED HM LN PC POOL Q10861 532 3.50 9/1/2042 563
FED HM LN PC POOL Q10877 986 3.50 9/1/2042 1,043
FED HM LN PC POOL Q10879 1,201 3.50 9/1/2042 1,270
FED HM LN PC POOL Q10881 1,503 3.50 9/1/2042 1,590
FED HM LN PC POOL Q10883 2,617 3.50 9/1/2042 2,768
FED HM LN PC POOL Q11056 3,686 3.00 9/1/2042 3,832
FED HM LN PC POOL Q11133 828 3.50 9/1/2042 875
FED HM LN PC POOL Q11135 855 3.50 9/1/2042 904
FED HM LN PC POOL Q11136 1,506 3.50 9/1/2042 1,593
FED HM LN PC POOL Q11155 1,502 3.50 9/1/2042 1,588
FED HM LN PC POOL Q11157 901 3.50 9/1/2042 953
FED HM LN PC POOL Q11308 1,561 3.50 9/1/2042 1,651
FED HM LN PC POOL Q11311 773 3.50 9/1/2042 817
FED HM LN PC POOL Q11580 867 3.50 10/1/2042 917
FED HM LN PC POOL Q11583 2,225 3.50 10/1/2042 2,353
FED HM LN PC POOL Q11586 975 3.00 10/1/2042 1,014
FED HM LN PC POOL Q12022 1,299 3.00 10/1/2042 1,351
FED HM LN PC POOL Q12024 812 3.00 10/1/2042 844
FED HM LN PC POOL Q12257 1,157 3.50 10/1/2042 1,224
FED HM LN PC POOL Q12296 1,516 3.50 10/1/2042 1,603
FED HM LN PC POOL Q12816 1,177 3.00 11/1/2042 1,224
FED HM LN PC POOL Q12817 984 3.00 11/1/2042 1,023
FED HM LN PC POOL Q13115 5,160 4.00 11/1/2042 5,547
FED HM LN PC POOL Q13366 3,120 3.00 12/1/2042 3,243
FED HM LN PC POOL Q14088 2,362 3.00 12/1/2042 2,455
FED HM LN PC POOL Q14133 1,051 3.00 12/1/2042 1,092
FED HM LN PC POOL Q14219 2,379 3.00 1/1/2043 2,473
FED HM LN PC POOL Q14236 2,271 3.00 1/1/2043 2,361
FED HM LN PC POOL Q14636 36,191 3.00 1/1/2043 37,614
FED HM LN PC POOL Q14791 1,269 3.00 1/1/2043 1,319
FED HM LN PC POOL Q14792 674 3.00 1/1/2043 700
FED HM LN PC POOL Q14918 921 3.00 1/1/2043 958
FED HM LN PC POOL Q14919 2,061 3.00 1/1/2043 2,142
FED HM LN PC POOL Q14923 1,972 3.00 1/1/2043 2,049
FED HM LN PC POOL Q14925 3,598 3.00 1/1/2043 3,739
FED HM LN PC POOL Q15045 598 3.00 1/1/2043 622
FED HM LN PC POOL Q15102 5,264 4.00 2/1/2043 5,635
FED HM LN PC POOL Q15207 3,714 3.00 2/1/2043 3,860
FED HM LN PC POOL Q15245 1,935 3.00 1/1/2043 2,011
FED HM LN PC POOL Q15246 1,166 3.00 1/1/2043 1,212
FED HM LN PC POOL Q15253 1,782 3.00 1/1/2043 1,852
FED HM LN PC POOL Q15254 1,516 3.00 1/1/2043 1,576
FED HM LN PC POOL Q15255 3,394 3.00 1/1/2043 3,528
FED HM LN PC POOL Q15508 1,310 3.50 2/1/2043 1,383
FED HM LN PC POOL Q15535 1,859 3.50 2/1/2043 1,962
FED HM LN PC POOL Q15536 2,947 3.00 2/1/2043 3,062
FED HM LN PC POOL Q15537 3,273 3.50 2/1/2043 3,456
FED HM LN PC POOL Q15659 2,167 3.50 2/1/2043 2,288
FED HM LN PC POOL Q15885 3,802 3.00 2/1/2043 3,952
FED HM LN PC POOL Q16096 1,946 3.00 2/1/2043 2,023
FED HM LN PC POOL Q16103 1,330 3.00 3/1/2043 1,382
FED HM LN PC POOL Q16369 648 3.00 3/1/2043 673
FED HM LN PC POOL Q16378 1,098 3.00 3/1/2043 1,141
FED HM LN PC POOL Q16398 1,074 3.00 3/1/2043 1,116
FED HM LN PC POOL Q16459 1,771 3.00 3/1/2043 1,840
FED HM LN PC POOL Q16503 705 3.00 3/1/2043 733
FED HM LN PC POOL Q16558 6,002 4.00 3/1/2043 6,425
FED HM LN PC POOL Q16804 1,490 3.50 3/1/2043 1,573
FED HM LN PC POOL Q17050 1,022 3.00 4/1/2043 1,062
FED HM LN PC POOL Q17167 1,534 3.00 4/1/2043 1,594
FED HM LN PC POOL Q17202 849 3.00 4/1/2043 883
FED HM LN PC POOL Q17287 3,903 3.00 4/1/2043 4,056
FED HM LN PC POOL Q17351 6,193 3.00 4/1/2043 6,436
FED HM LN PC POOL Q17357 720 3.00 4/1/2043 749
FED HM LN PC POOL Q17461 2,801 3.00 4/1/2043 2,911
FED HM LN PC POOL Q17826 2,448 3.00 4/1/2043 2,544
FED HM LN PC POOL Q17923 1,827 3.00 5/1/2043 1,899
FED HM LN PC POOL Q17933 2,225 3.00 5/1/2043 2,312
FED HM LN PC POOL Q17963 1,943 3.00 5/1/2043 2,019
FED HM LN PC POOL Q18350 1,884 3.50 5/1/2043 1,989
FED HM LN PC POOL Q18387 1,577 3.50 5/1/2043 1,665
FED HM LN PC POOL Q18388 640 3.50 5/1/2043 676
FED HM LN PC POOL Q18397 1,101 3.00 5/1/2043 1,145
FED HM LN PC POOL Q18473 81 4.00 5/1/2043 86
FED HM LN PC POOL Q18474 809 3.00 6/1/2043 841
FED HM LN PC POOL Q18578 3,365 3.50 5/1/2043 3,553
FED HM LN PC POOL Q18690 1,003 3.00 5/1/2043 1,043
FED HM LN PC POOL Q18702 993 3.50 5/1/2043 1,048
FED HM LN PC POOL Q18758 2,432 3.50 6/1/2043 2,568
FED HM LN PC POOL Q18816 1,362 3.50 6/1/2043 1,438
FED HM LN PC POOL Q19028 3,763 4.00 6/1/2043 4,027
FED HM LN PC POOL Q19067 4,069 3.50 5/1/2043 4,296
FED HM LN PC POOL Q19131 83 4.00 6/1/2043 89
FED HM LN PC POOL Q19134 73 4.00 6/1/2043 78
FED HM LN PC POOL Q19135 79 4.00 6/1/2043 84
FED HM LN PC POOL Q19168 2,655 3.00 5/1/2043 2,759
FED HM LN PC POOL Q19236 82 4.00 6/1/2043 87
FED HM LN PC POOL Q19254 91 4.00 6/1/2043 97
FED HM LN PC POOL Q19313 973 3.00 6/1/2043 1,012
FED HM LN PC POOL Q19580 2,971 3.00 6/1/2043 3,088
FED HM LN PC POOL Q19611 624 4.00 7/1/2043 668
FED HM LN PC POOL Q19615 625 4.00 7/1/2043 669
FED HM LN PC POOL Q20121 526 4.00 7/1/2043 563
FED HM LN PC POOL Q20662 1,122 4.00 8/1/2043 1,201
FED HM LN PC POOL Q22080 1,247 4.00 9/1/2043 1,335
FED HM LN PC POOL Q22083 2,449 4.00 9/1/2043 2,621
FED HM LN PC POOL Q27927 4,299 3.50 8/1/2044 4,533
FED HM LN PC POOL Q27952 3,066 4.50 8/1/2044 3,343
FED HM LN PC POOL Q28263 4,975 4.00 9/1/2044 5,325
FED HM LN PC POOL Q28567 19,627 4.50 9/1/2044 21,400
FED HM LN PC POOL Q28711 8,489 3.50 9/1/2044 8,950
FED HM LN PC POOL Q28824 7,862 4.00 10/1/2044 8,415
FED HM LN PC POOL Q29007 835 4.50 9/1/2044 911
FED HM LN PC POOL Q29099 4,102 4.00 10/1/2044 4,390
FED HM LN PC POOL Q29436 7,924 4.00 11/1/2044 8,482
FED HM LN PC POOL Q29920 409 4.50 11/1/2044 446
FED HM LN PC POOL Q30804 2,950 4.00 1/1/2045 3,159
FED HM LN PC POOL Q30885 4,591 3.00 1/1/2045 4,760
FED HM LN PC POOL Q31000 112,702 3.50 1/1/2045 118,821
FED HM LN PC POOL Q31194 3,376 3.50 2/1/2045 3,560
FED HM LN PC POOL Q31213 5,722 3.50 2/1/2045 6,034
FED HM LN PC POOL Q31214 4,812 3.50 2/1/2045 5,075
FED HM LN PC POOL Q31215 3,282 3.50 2/1/2045 3,461
FED HM LN PC POOL Q31486 1,197 4.00 2/1/2045 1,282
FED HM LN PC POOL Q31587 1,112 3.50 2/1/2045 1,172
FED HM LN PC POOL Q31816 2,822 3.50 2/1/2045 2,976
FED HM LN PC POOL Q31927 971 3.50 2/1/2045 1,024
FED HM LN PC POOL Q32015 983 3.50 2/1/2045 1,036
FED HM LN PC POOL Q32839 2,412 3.50 4/1/2045 2,544
FED HM LN PC POOL Q32980 2,744 4.00 4/1/2045 2,939
FED HM LN PC POOL Q33131 1,735 3.50 5/1/2045 1,830
FED HM LN PC POOL Q34309 12,861 3.00 6/1/2045 13,336
FED HM LN PC POOL Q35225 4,650 3.50 8/1/2045 4,904
FED HM LN PC POOL Q35370 14,273 3.50 8/1/2045 15,053
FED HM LN PC POOL Q35448 31,719 4.00 8/1/2045 33,968
FED HM LN PC POOL Q35497 7,832 3.50 8/1/2045 8,260
FED HM LN PC POOL Q35520 15,273 3.50 8/1/2045 16,107
FED HM LN PC POOL Q35733 5,833 3.50 8/1/2045 6,152
FED HM LN PC POOL Q36024 1,092 3.50 9/1/2045 1,152
FED HM LN PC POOL Q36678 3,313 4.00 10/1/2045 3,548
FED HM LN PC POOL Q36771 19,826 4.00 10/1/2045 21,232
FED HM LN PC POOL Q36881 1,677 4.00 10/1/2045 1,796
FED HM LN PC POOL Q37378 5,415 4.00 11/1/2045 5,799
FED HM LN PC POOL Q37883 2,425 4.00 12/1/2045 2,597
FED HM LN PC POOL Q38326 2,702 3.00 1/1/2046 2,802
FED HM LN PC POOL Q38428 2,581 3.00 1/1/2046 2,676
FED HM LN PC POOL Q38431 3,056 3.00 1/1/2046 3,169
FED HM LN PC POOL Q38440 1,568 4.00 1/1/2046 1,684
FED HM LN PC POOL Q38463 6,098 3.00 1/1/2046 6,323
FED HM LN PC POOL Q39381 9,621 4.00 3/1/2046 10,309
FED HM LN PC POOL Q39385 15,135 3.50 3/1/2046 15,969
FED HM LN PC POOL Q39454 2,669 4.00 3/1/2046 2,859
FED HM LN PC POOL Q39487 4,438 4.00 3/1/2046 4,755
FED HM LN PC POOL Q39490 58,674 3.50 3/1/2046 61,906
FED HM LN PC POOL Q39829 19,228 3.50 4/1/2046 20,287
FED HM LN PC POOL Q39860 3,075 3.50 4/1/2046 3,244
FED HM LN PC POOL Q40015 4,098 4.00 4/1/2046 4,392
FED HM LN PC POOL Q40047 47,485 3.50 4/1/2046 50,727
FED HM LN PC POOL U90245 647 3.50 10/1/2042 690
FED HM LN PC POOL U90316 233 4.00 10/1/2042 253
FED HM LN PC POOL U91254 755 4.00 4/1/2043 823
FED HM LN PC POOL U92272 255 4.50 12/1/2043 284
FED HM LN PC POOL U95137 447 4.00 8/1/2043 488
FED HM LN PC POOL U99045 2,793 3.50 3/1/2043 2,978
FED HM LN PC POOL U99076 2,200 4.50 12/1/2043 2,453
FED HM LN PC POOL U99084 1,740 4.50 2/1/2044 1,939
FED HM LN PC POOL U99091 544 4.50 3/1/2044 607
FED HM LN PC POOL U99114 264 3.50 2/1/2044 282
FED HM LN PC POOL V81087 7,329 4.00 2/1/2041 7,881
FED HM LN PC POOL V81429 3,572 4.00 11/1/2044 3,823
FED REPUBLIC OF BRAZIL 8,700 2.63 1/5/2023 7,930
FED REPUBLIC OF BRAZIL 5,000 4.25 1/7/2025 4,913
FED REPUBLIC OF BRAZIL 12,500 4.88 1/22/2021 13,169
FED REPUBLIC OF BRAZIL 1,010 5.00 1/27/2045 901
FED REPUBLIC OF BRAZIL 1,990 5.63 1/7/2041 1,930
FED REPUBLIC OF BRAZIL 2,000 5.88 1/15/2019 2,189
FEDERAL FARM CREDIT BANK 15,000 0.43 5/12/2017 14,994
FEDERAL FARM CREDIT BANK 15,000 0.47 8/26/2016 15,000
FEDERAL FARM CREDIT BANK 10,000 0.48 11/22/2017 9,983
FEDERAL FARM CREDIT BANK 25,000 0.49 8/1/2016 25,000
FEDERAL FARM CREDIT BANK 10,000 0.50 8/29/2017 9,993
FEDERAL FARM CREDIT BANK 25,000 0.51 2/20/2018 24,946
FEDERAL FARM CREDIT BANK 25,000 0.51 5/4/2018 25,000
FEDERAL FARM CREDIT BANK 15,000 0.54 6/12/2017 15,000
FEDERAL FARM CREDIT BANK 3,000 0.55 4/25/2017 3,000
FEDERAL FARM CREDIT BANK 25,000 0.56 11/27/2017 24,996
FEDERAL FARM CREDIT BANK 10,000 0.58 7/19/2018 10,000
FEDERAL FARM CREDIT BANK 10,000 0.64 8/8/2018 10,000
FEDERAL FARM CREDIT BANK 25,000 0.64 11/27/2017 24,993
FEDERAL FARM CREDIT BANK 15,000 0.67 9/17/2018 15,000
FEDERAL FARM CREDIT BANK 50,000 1.13 9/22/2017 50,290
FEDERAL FARM CREDIT BANK 50,000 1.13 12/18/2017 50,337
FEDERAL FARM CREDIT BANK 30,000 3.50 12/20/2023 33,985
FEDERAL HOME LOAN BANK 15,000 0.48 8/26/2016 15,000
FEDERAL HOME LOAN BANK 25,000 0.52 10/13/2016 24,999
FEDERAL HOME LOAN BANK 25,000 0.52 12/7/2017 24,998
FEDERAL HOME LOAN BANK 25,000 0.53 10/19/2016 25,000
FEDERAL HOME LOAN BANK 10,000 0.53 10/19/2016 10,000
FEDERAL HOME LOAN BANK 10,000 0.54 2/22/2017 10,000
FEDERAL HOME LOAN BANK 50,000 0.55 10/19/2017 50,000
FEDERAL HOME LOAN BANK 25,000 0.55 10/27/2017 25,000
FEDERAL HOME LOAN BANK 15,000 0.59 5/4/2018 15,003
FEDERAL HOME LOAN BANK 15,000 0.59 1/6/2017 15,000
FEDERAL HOME LOAN BANK 25,000 0.59 8/9/2017 24,998
FEDERAL HOME LOAN BANK 10,000 0.64 8/25/2017 10,000
FEDERAL HOME LOAN BANK 20,000 0.64 8/28/2017 19,998
FEDERAL HOME LOAN BANK 5,000 0.75 7/20/2017 5,000
FEDERAL HOME LOAN BANK 80 0.88 5/24/2017 80
FEDERAL HOME LOAN BANK 40,000 0.88 6/29/2018 40,161
FEDEX CORP 3,000 3.25 4/1/2026 3,121
FEDEX CORP 5,000 3.90 2/1/2035 5,083
FEDEX CORP 10,000 4.10 2/1/2045 10,109
FEDEX CORP 8,220 4.55 4/1/2046 8,883
FEDEX CORP 7,470 4.90 1/15/2034 8,489
FELCOR LODGING LP 614 5.63 3/1/2023 616
FELCOR LODGING LP 100 6.00 6/1/2025 101
FERRELLGAS LP/FERRELLGAS 725 6.50 5/1/2021 664
FERRELLGAS LP/FERRELLGAS 400 6.75 1/15/2022 362
FERRELLGAS LP/FERRELLGAS 500 6.75 6/15/2023 442
FHLMC MULTIFAMILY STRUCTURED P 889 1.70 10/25/2021 60
FHLMC MULTIFAMILY STRUCTURED P 2,164 1.79 7/25/2021 149
FHLMC MULTIFAMILY STRUCTURED P 3,461 1.80 6/25/2020 168
FHLMC MULTIFAMILY STRUCTURED P 3,805 2.67 12/25/2024 3,998
FHLMC MULTIFAMILY STRUCTURED P 2,780 2.67 3/25/2026 2,905
FHLMC MULTIFAMILY STRUCTURED P 5,000 2.68 10/25/2022 5,279
FHLMC MULTIFAMILY STRUCTURED P 7,000 2.75 1/25/2026 7,361
FHLMC MULTIFAMILY STRUCTURED P 5,500 2.79 1/25/2022 5,816
FHLMC MULTIFAMILY STRUCTURED P 2,000 3.02 1/25/2025 2,156
FHLMC MULTIFAMILY STRUCTURED P 7,600 3.06 7/25/2023 8,204
FHLMC MULTIFAMILY STRUCTURED P 1,500 3.21 3/25/2025 1,637
FHLMC MULTIFAMILY STRUCTURED P 6,250 3.24 9/25/2024 6,835
FHLMC MULTIFAMILY STRUCTURED P 8,500 3.28 6/25/2025 9,328
FHLMC MULTIFAMILY STRUCTURED P 2,500 3.30 7/25/2024 2,747
FHLMC MULTIFAMILY STRUCTURED P 5,000 3.31 5/25/2023 5,478
FHLMC MULTIFAMILY STRUCTURED P 3,500 3.33 8/25/2025 3,855
FHLMC MULTIFAMILY STRUCTURED P 8,000 3.39 3/25/2024 8,835
FHLMC MULTIFAMILY STRUCTURED P 5,000 3.46 8/25/2023 5,525
FHLMC MULTIFAMILY STRUCTURED P 1,146 3.87 4/25/2021 1,261
FHLMC TBA 15 YR 2.5 11,143 2.50 7/19/2031 11,522
FHLMC TBA 15 YR 2.5 5,000 2.50 8/18/2031 5,161
FHLMC TBA 30 YR 3.5 3,900 3.50 8/16/2046 4,105
FIAT CHRYSLER AUTOMOBILE 1,000 4.50 4/15/2020 1,009
FIAT CHRYSLER FINANCE EU 200 4.75 3/22/2021 239
FIAT CHRYSLER FINANCE EU 376 4.75 7/15/2022 448
FIAT CHRYSLER FINANCE EU 219 6.63 3/15/2018 260
FICO STRIP PRIN 1,240 0.00 4/6/2018 1,226
FICO STRIP PRIN 1,540 0.00 5/11/2018 1,518
FICO STRIP PRIN 1,450 0.00 11/2/2018 1,423
FIDELITY + GUARANTY LIFE 150 6.38 4/1/2021 151
FIFTH THIRD BANCORP 5,000 2.88 7/27/2020 5,172
FIFTH THIRD BANCORP 5,000 3.50 3/15/2022 5,311
FIFTH THIRD BANCORP 10,000 4.30 1/16/2024 10,660
FIFTH THIRD BANCORP 2,000 4.50 6/1/2018 2,101
FIRST DATA CORP 6,784 1.00 3/24/2021 6,753
FIRST DATA CORPORATION 1,920 1.00 7/8/2022 1,901
FIRST DATA CORPORATION 7,678 5.00 1/15/2024 7,688
FIRST DATA CORPORATION 3,008 5.38 8/15/2023 3,042
FIRST DATA CORPORATION 4,655 5.75 1/15/2024 4,591
FIRST DATA CORPORATION 975 6.75 11/1/2020 1,018
FIRST DATA CORPORATION 6,030 7.00 12/1/2023 6,113
FIRST HORIZON MORTGAGE PASS TH 812 6.00 8/25/2036 759
FIRST MARYLAND CAP I 440 1.63 1/15/2027 353
FIRST QUANTUM MINERALS L 1,169 6.75 2/15/2020 954
FIRST QUANTUM MINERALS L 801 7.00 2/15/2021 640
FIRST QUANTUM MINERALS L 400 7.25 10/15/2019 338
FIRST QUANTUM MINERALS L 578 7.25 5/15/2022 446
FIRSTENERGY CORP 950 2.75 3/15/2018 957
FIRSTENERGY CORP 1,780 4.25 3/15/2023 1,836
FIRSTENERGY CORP 10,615 7.38 11/15/2031 12,658
FIRSTENERGY TRANSMISSION 300 4.35 1/15/2025 317
FIRSTENERGY TRANSMISSION 200 5.45 7/15/2044 220
FISERV INC 5,000 2.70 6/1/2020 5,167
FISERV INC 3,000 3.85 6/1/2025 3,207
FITNESS INTL LLC CALIF 733 1.00 7/1/2020 725
FLEXI VAN LEASNG 415 7.88 8/15/2018 402
FLEXTRONICS INTL LTD 2,000 4.75 6/15/2025 2,050
FLORIDA EAST COAST HLDGS 5,971 6.75 5/1/2019 5,993
FLORIDA EAST COAST HLDGS 247 9.75 5/1/2020 207
FLORIDA POWER + LIGHT CO 5,000 4.05 6/1/2042 5,555
FLORIDA POWER + LIGHT CO 5,000 4.13 2/1/2042 5,640
FLORIDA ST HURRICANE CATASTROP 1,890 1.30 7/1/2016 1,890
FLUOR CORP 4,000 3.38 9/15/2021 4,251
FLY LEASING LTD 1,000 6.38 10/15/2021 973
FLYING FORTRESS INC 1,087 1.00 4/30/2020 1,084
FMC TECHNOLOGIES INC 3,000 2.00 10/1/2017 2,956
FMG RESOURCES AUG 2006 750 6.88 4/1/2022 713
FMG RESOURCES AUG 2006 1,955 9.75 3/1/2022 2,155
FNMA POOL 190352 10,714 5.50 8/1/2034 12,101
FNMA POOL 254377 1,121 6.00 7/1/2032 1,297
FNMA POOL 254981 2,496 6.00 11/1/2033 2,887
FNMA POOL 257597 11 5.00 2/1/2024 12
FNMA POOL 357957 3,794 5.50 9/1/2035 4,273
FNMA POOL 555415 5,211 6.00 4/1/2033 6,027
FNMA POOL 676740 2,057 6.00 1/1/2033 2,379
FNMA POOL 725162 3,394 6.00 2/1/2034 3,926
FNMA POOL 725205 9,285 5.00 3/1/2034 10,355
FNMA POOL 725237 4,746 6.00 3/1/2034 5,490
FNMA POOL 730533 3,548 5.00 8/1/2033 3,957
FNMA POOL 730781 2,457 5.50 8/1/2033 2,776
FNMA POOL 735484 1,688 5.00 5/1/2035 1,879
FNMA POOL 745334 8,178 6.00 6/1/2035 9,459
FNMA POOL 759332 2,870 5.50 1/1/2034 3,242
FNMA POOL 772644 3,464 5.50 3/1/2034 3,912
FNMA POOL 774946 2,639 5.00 4/1/2034 2,941
FNMA POOL 807959 1,970 5.50 1/1/2035 2,225
FNMA POOL 815228 1,360 6.00 5/1/2035 1,557
FNMA POOL 831539 495 6.00 6/1/2036 566
FNMA POOL 838927 11,045 6.00 8/1/2035 12,645
FNMA POOL 844910 45 4.00 10/1/2020 47
FNMA POOL 845440 273 4.00 3/1/2021 287
FNMA POOL 852523 165 5.50 2/1/2036 185
FNMA POOL 888673 9,493 6.00 4/1/2035 10,981
FNMA POOL 889117 161 5.00 10/1/2035 179
FNMA POOL 889442 9,699 5.50 4/1/2038 10,890
FNMA POOL 890416 28,542 3.00 3/1/2027 29,978
FNMA POOL 890604 2,333 4.50 10/1/2044 2,546
FNMA POOL 893013 615 6.00 9/1/2036 702
FNMA POOL 915154 448 5.00 4/1/2037 498
FNMA POOL 930473 7,875 4.50 1/1/2039 8,723
FNMA POOL 930923 19,598 4.50 4/1/2039 21,393
FNMA POOL 931996 21,100 5.00 9/1/2039 23,422
FNMA POOL 932518 1,003 4.50 1/1/2040 1,100
FNMA POOL 950385 138 1.70 8/1/2037 139
FNMA POOL 971053 1,144 4.50 2/1/2039 1,249
FNMA POOL 984075 88 4.50 6/1/2023 92
FNMA POOL 992262 15 5.00 1/1/2039 17
FNMA POOL 995072 274 5.50 8/1/2038 308
FNMA POOL 995752 10,662 4.50 5/1/2039 11,639
FNMA POOL AA1078 12,274 4.50 1/1/2035 13,461
FNMA POOL AA6016 13,483 4.50 5/1/2039 14,719
FNMA POOL AA9342 30,651 4.50 8/1/2039 33,459
FNMA POOL AA9347 2,591 5.00 8/1/2039 2,877
FNMA POOL AB0133 721 5.00 1/1/2039 801
FNMA POOL AB0731 5,824 4.00 6/1/2039 6,285
FNMA POOL AB1228 52 5.00 7/1/2040 58
FNMA POOL AB2077 29,154 4.00 1/1/2041 31,420
FNMA POOL AB2457 17,862 4.00 3/1/2041 19,240
FNMA POOL AB2786 998 5.00 4/1/2041 1,109
FNMA POOL AB3116 18,638 5.00 6/1/2041 20,727
FNMA POOL AB3271 30,389 4.50 7/1/2041 33,313
FNMA POOL AB3377 22,711 3.50 8/1/2026 24,114
FNMA POOL AB4684 1,524 3.50 3/1/2042 1,612
FNMA POOL AB6508 3,797 3.00 10/1/2042 3,950
FNMA POOL AB6589 22,417 3.00 10/1/2042 23,324
FNMA POOL AB7418 7,366 2.50 12/1/2027 7,648
FNMA POOL AB8543 17,788 2.50 3/1/2028 18,469
FNMA POOL AB9587 5,771 4.00 6/1/2043 6,187
FNMA POOL AB9594 66 4.00 6/1/2043 71
FNMA POOL AB9597 75 4.00 6/1/2043 81
FNMA POOL AB9623 7,321 3.50 6/1/2033 7,791
FNMA POOL AB9683 644 4.00 6/1/2043 690
FNMA POOL AC0728 36 5.00 8/1/2039 40
FNMA POOL AC5289 105 4.00 10/1/2024 111
FNMA POOL AC8517 59 5.00 12/1/2039 66
FNMA POOL AD0493 9,145 4.50 2/1/2039 10,004
FNMA POOL AD0716 11,053 6.50 12/1/2030 12,785
FNMA POOL AD1656 1,476 4.50 3/1/2040 1,617
FNMA POOL AD3125 2,866 4.50 5/1/2040 3,142
FNMA POOL AD6374 945 5.00 5/1/2040 1,050
FNMA POOL AD6510 43 5.00 5/1/2040 47
FNMA POOL AD6986 5,612 4.50 7/1/2040 6,151
FNMA POOL AE0082 29 5.00 5/1/2040 32
FNMA POOL AE0091 24,325 5.50 1/1/2038 27,478
FNMA POOL AE0758 702 7.00 2/1/2039 800
FNMA POOL AE2566 2,676 4.00 9/1/2040 2,884
FNMA POOL AE3007 14,937 5.00 9/1/2040 16,609
FNMA POOL AE5738 5,265 2.86 3/1/2041 5,568
FNMA POOL AE6057 4,247 4.00 10/1/2040 4,577
FNMA POOL AE9958 1,936 4.50 3/1/2041 2,123
FNMA POOL AH0924 4,038 4.00 12/1/2040 4,352
FNMA POOL AH0970 16,377 4.00 12/1/2025 17,214
FNMA POOL AH2739 128 5.00 1/1/2041 142
FNMA POOL AH3431 3,094 3.50 1/1/2026 3,285
FNMA POOL AH5139 45 5.00 2/1/2041 50
FNMA POOL AH5617 22,813 4.00 2/1/2026 24,052
FNMA POOL AH6782 41,045 4.00 3/1/2041 44,211
FNMA POOL AH6963 5,051 4.00 2/1/2026 5,325
FNMA POOL AH7030 1,206 4.50 3/1/2041 1,322
FNMA POOL AH8382 6 4.50 3/1/2041 7
FNMA POOL AH9689 7,063 4.00 4/1/2026 7,447
FNMA POOL AH9719 7,762 4.50 4/1/2041 8,509
FNMA POOL AI0511 192 5.00 4/1/2041 213
FNMA POOL AI0788 3,131 4.50 6/1/2041 3,432
FNMA POOL AI1863 363 5.00 5/1/2041 403
FNMA POOL AI1892 1,866 5.00 5/1/2041 2,075
FNMA POOL AI2433 634 5.00 5/1/2041 705
FNMA POOL AI2443 342 5.00 5/1/2041 381
FNMA POOL AI2462 356 5.00 5/1/2041 396
FNMA POOL AI2469 11,631 5.00 5/1/2041 12,935
FNMA POOL AI2636 2,712 5.00 6/1/2041 3,016
FNMA POOL AI2737 79 5.00 5/1/2041 88
FNMA POOL AI3276 619 3.50 5/1/2042 655
FNMA POOL AI3278 1,476 4.00 5/1/2042 1,589
FNMA POOL AI4261 415 5.00 6/1/2041 461
FNMA POOL AI4594 5,044 5.00 7/1/2041 5,609
FNMA POOL AI7748 3,010 5.00 8/1/2041 3,347
FNMA POOL AI7824 13,534 4.00 7/1/2026 14,269
FNMA POOL AI8600 3,746 3.00 11/1/2026 3,934
FNMA POOL AJ2600 903 4.00 5/1/2042 972
FNMA POOL AJ2601 1,139 4.00 5/1/2042 1,226
FNMA POOL AJ2607 570 4.00 5/1/2042 614
FNMA POOL AJ2611 810 4.00 5/1/2042 872
FNMA POOL AJ2613 1,091 4.00 5/1/2042 1,175
FNMA POOL AJ2615 460 4.00 5/1/2042 495
FNMA POOL AJ2620 1,557 4.00 6/1/2042 1,676
FNMA POOL AJ2621 1,019 4.00 6/1/2042 1,097
FNMA POOL AJ2622 1,266 3.50 6/1/2042 1,340
FNMA POOL AJ2627 1,013 3.50 6/1/2042 1,072
FNMA POOL AJ2634 943 3.50 6/1/2042 998
FNMA POOL AJ2635 1,322 3.50 6/1/2042 1,399
FNMA POOL AJ2636 1,759 3.50 6/1/2042 1,862
FNMA POOL AJ2639 1,283 3.50 6/1/2042 1,358
FNMA POOL AJ2640 481 3.50 6/1/2042 509
FNMA POOL AJ2641 2,010 3.50 6/1/2042 2,128
FNMA POOL AJ2647 1,355 4.00 6/1/2042 1,459
FNMA POOL AJ2648 875 3.50 7/1/2042 926
FNMA POOL AJ2649 1,245 3.50 7/1/2042 1,318
FNMA POOL AJ2650 780 3.50 7/1/2042 826
FNMA POOL AJ2651 1,737 3.50 7/1/2042 1,838
FNMA POOL AJ2653 641 3.50 7/1/2042 678
FNMA POOL AJ2654 778 4.00 7/1/2042 838
FNMA POOL AJ2655 1,573 4.00 7/1/2042 1,693
FNMA POOL AJ2656 593 4.00 7/1/2042 638
FNMA POOL AJ3120 3,673 4.50 10/1/2041 4,027
FNMA POOL AJ4190 14,657 4.00 12/1/2041 15,788
FNMA POOL AJ6937 25,816 3.50 11/1/2026 27,411
FNMA POOL AJ6958 8,161 3.50 11/1/2026 8,665
FNMA POOL AJ7368 10,145 2.48 3/1/2042 10,727
FNMA POOL AK2405 35,033 3.50 2/1/2042 37,075
FNMA POOL AK4611 1,717 3.50 6/1/2042 1,817
FNMA POOL AK4612 2,721 3.50 6/1/2042 2,880
FNMA POOL AK4615 1,405 4.00 6/1/2042 1,513
FNMA POOL AK4623 1,296 3.50 7/1/2042 1,371
FNMA POOL AK4624 1,298 3.50 7/1/2042 1,374
FNMA POOL AK4629 2,181 4.00 7/1/2042 2,349
FNMA POOL AK4638 1,692 3.50 8/1/2042 1,790
FNMA POOL AK4639 2,068 3.50 8/1/2042 2,188
FNMA POOL AK4651 1,068 3.50 9/1/2042 1,131
FNMA POOL AK4652 1,742 3.50 9/1/2042 1,843
FNMA POOL AK4653 2,512 3.50 9/1/2042 2,658
FNMA POOL AK5267 499 3.00 7/1/2027 524
FNMA POOL AK7733 947 4.00 5/1/2042 1,019
FNMA POOL AK8441 224 4.00 4/1/2042 241
FNMA POOL AL0069 681 5.00 11/1/2040 756
FNMA POOL AL0070 32 5.00 7/1/2039 35
FNMA POOL AL0215 6,245 4.50 4/1/2041 6,846
FNMA POOL AL0476 1,602 5.00 11/1/2040 1,781
FNMA POOL AL0484 907 5.50 5/1/2040 1,019
FNMA POOL AL1950 4,135 4.00 6/1/2042 4,454
FNMA POOL AL3508 221 4.00 4/1/2043 237
FNMA POOL AL4167 30,021 3.00 1/1/2043 31,235
FNMA POOL AL4324 3,234 6.50 5/1/2040 3,758
FNMA POOL AL4471 4,776 4.00 9/1/2043 5,119
FNMA POOL AL4741 165 4.50 1/1/2044 184
FNMA POOL AL5082 58 4.50 3/1/2044 64
FNMA POOL AL5376 2,971 4.00 5/1/2044 3,185
FNMA POOL AL5540 409 4.50 7/1/2044 447
FNMA POOL AL5763 5,926 4.50 1/1/2027 6,241
FNMA POOL AL6084 15,780 4.00 12/1/2044 16,915
FNMA POOL AL6085 21,599 4.00 11/1/2044 23,152
FNMA POOL AL6308 757 5.00 8/1/2038 844
FNMA POOL AL6399 39,875 3.50 2/1/2045 42,082
FNMA POOL AL6404 350 4.50 1/1/2045 382
FNMA POOL AL6526 8,869 3.50 3/1/2035 9,437
FNMA POOL AL6536 28,892 4.50 3/1/2045 31,526
FNMA POOL AL6620 63,867 4.50 8/1/2042 70,004
FNMA POOL AL7046 6,825 3.50 6/1/2045 7,202
FNMA POOL AL7320 6,511 3.00 9/1/2030 6,829
FNMA POOL AL7700 6,239 3.00 10/1/2030 6,544
FNMA POOL AL8176 21,443 3.50 8/1/2030 22,738
FNMA POOL AL8600 13,715 3.50 4/1/2031 14,571
FNMA POOL AM8674 220 2.81 4/1/2025 229
FNMA POOL AO0423 29,121 3.00 8/1/2042 30,298
FNMA POOL AO0586 1,371 3.00 1/1/2028 1,440
FNMA POOL AO1543 489 3.00 5/1/2042 509
FNMA POOL AO2315 1,740 3.00 12/1/2042 1,810
FNMA POOL AO2342 924 4.00 5/1/2042 995
FNMA POOL AO2348 868 4.00 6/1/2042 934
FNMA POOL AO2353 1,166 4.00 5/1/2042 1,255
FNMA POOL AO2489 801 3.50 5/1/2042 848
FNMA POOL AO2711 125 4.00 5/1/2042 135
FNMA POOL AO4133 5,886 3.50 6/1/2042 6,229
FNMA POOL AO4170 62 4.00 6/1/2042 66
FNMA POOL AO4375 15,097 2.50 7/1/2027 15,674
FNMA POOL AO4472 1,070 4.00 5/1/2042 1,152
FNMA POOL AO4479 593 4.00 5/1/2042 639
FNMA POOL AO5232 4,098 3.50 6/1/2042 4,337
FNMA POOL AO5233 7,257 3.50 6/1/2042 7,680
FNMA POOL AO5234 6,639 3.50 7/1/2042 7,026
FNMA POOL AO5235 10,531 3.50 6/1/2042 11,144
FNMA POOL AO5238 2,273 4.00 6/1/2042 2,447
FNMA POOL AO5239 2,200 4.00 6/1/2042 2,368
FNMA POOL AO5380 938 4.00 6/1/2042 1,010
FNMA POOL AO5381 928 4.00 6/1/2042 999
FNMA POOL AO5392 923 3.50 7/1/2042 977
FNMA POOL AO5397 1,199 3.50 7/1/2042 1,269
FNMA POOL AO5449 725 3.50 6/1/2042 767
FNMA POOL AO5648 922 4.00 7/1/2042 992
FNMA POOL AO5659 764 3.50 7/1/2042 808
FNMA POOL AO5673 918 3.50 7/1/2042 971
FNMA POOL AO5685 566 4.00 7/1/2042 609
FNMA POOL AO5694 786 3.50 7/1/2042 832
FNMA POOL AO5695 1,093 3.50 7/1/2042 1,156
FNMA POOL AO5708 510 3.50 6/1/2042 540
FNMA POOL AO5709 1,110 4.00 6/1/2042 1,195
FNMA POOL AO5710 1,059 3.50 6/1/2042 1,120
FNMA POOL AO5711 1,781 4.00 6/1/2042 1,917
FNMA POOL AO5715 729 3.50 7/1/2042 771
FNMA POOL AO5723 1,761 3.50 7/1/2042 1,863
FNMA POOL AO5724 631 4.00 7/1/2042 680
FNMA POOL AO5725 956 3.50 7/1/2042 1,012
FNMA POOL AO5726 366 4.00 7/1/2042 394
FNMA POOL AO5738 1,227 3.50 8/1/2042 1,298
FNMA POOL AO5749 1,457 4.00 8/1/2042 1,569
FNMA POOL AO5750 1,646 3.50 8/1/2042 1,742
FNMA POOL AO5752 845 3.50 8/1/2042 895
FNMA POOL AO5759 1,776 3.50 9/1/2042 1,880
FNMA POOL AO5760 921 3.50 9/1/2042 975
FNMA POOL AO5765 2,044 3.50 9/1/2042 2,163
FNMA POOL AO5776 1,624 3.50 9/1/2042 1,719
FNMA POOL AO6086 77 4.00 6/1/2042 83
FNMA POOL AO6226 612 3.00 9/1/2027 643
FNMA POOL AO6227 838 3.00 9/1/2027 880
FNMA POOL AO6228 351 3.00 9/1/2027 368
FNMA POOL AO6387 4,329 3.50 6/1/2042 4,581
FNMA POOL AO6730 12,484 3.50 6/1/2042 13,212
FNMA POOL AO6908 79 4.00 6/1/2042 85
FNMA POOL AO7313 1,434 3.50 7/1/2042 1,518
FNMA POOL AO7314 1,365 4.00 7/1/2042 1,470
FNMA POOL AO7315 1,174 4.00 7/1/2042 1,264
FNMA POOL AO7317 2,108 3.50 7/1/2042 2,230
FNMA POOL AO7326 951 3.50 8/1/2042 1,007
FNMA POOL AO7327 2,494 3.50 8/1/2042 2,639
FNMA POOL AO7328 1,636 3.50 8/1/2042 1,731
FNMA POOL AO7329 3,292 3.50 8/1/2042 3,484
FNMA POOL AO7336 1,179 3.50 8/1/2042 1,248
FNMA POOL AO7337 1,090 3.50 8/1/2042 1,153
FNMA POOL AO7338 825 3.50 8/1/2042 874
FNMA POOL AO7339 986 3.50 8/1/2042 1,043
FNMA POOL AO7340 1,470 3.50 8/1/2042 1,555
FNMA POOL AO7343 2,213 3.50 8/1/2042 2,342
FNMA POOL AO7358 1,454 3.50 9/1/2042 1,539
FNMA POOL AO7359 2,173 3.50 9/1/2042 2,299
FNMA POOL AO7370 1,766 3.50 9/1/2042 1,869
FNMA POOL AO7390 869 3.50 10/1/2042 919
FNMA POOL AO7391 1,561 3.50 10/1/2042 1,652
FNMA POOL AO7392 938 3.50 10/1/2042 993
FNMA POOL AO7393 2,202 3.50 10/1/2042 2,330
FNMA POOL AO7485 1,319 4.00 6/1/2042 1,420
FNMA POOL AO7501 77 4.00 6/1/2042 83
FNMA POOL AO7709 978 3.50 6/1/2042 1,035
FNMA POOL AO7710 1,085 4.00 6/1/2042 1,168
FNMA POOL AO7711 568 4.00 6/1/2042 612
FNMA POOL AO8387 5,083 3.50 7/1/2042 5,379
FNMA POOL AO8388 2,345 3.50 7/1/2042 2,481
FNMA POOL AO8389 7,719 3.50 7/1/2042 8,169
FNMA POOL AO8392 1,944 4.00 7/1/2042 2,093
FNMA POOL AO8394 1,203 4.00 7/1/2042 1,295
FNMA POOL AO8951 1,328 3.50 7/1/2042 1,405
FNMA POOL AO9068 240 4.00 7/1/2042 259
FNMA POOL AO9072 1,128 3.50 7/1/2042 1,194
FNMA POOL AO9073 814 4.00 7/1/2042 876
FNMA POOL AO9079 1,350 4.00 7/1/2042 1,454
FNMA POOL AO9080 1,127 4.00 7/1/2042 1,213
FNMA POOL AO9191 881 3.00 7/1/2027 925
FNMA POOL AO9240 999 3.50 8/1/2042 1,057
FNMA POOL AO9315 833 3.50 7/1/2042 882
FNMA POOL AO9517 1,277 3.50 7/1/2042 1,351
FNMA POOL AO9659 810 3.50 6/1/2042 857
FNMA POOL AO9684 861 3.50 7/1/2042 911
FNMA POOL AO9686 1,170 3.50 7/1/2042 1,238
FNMA POOL AO9694 812 4.00 7/1/2042 874
FNMA POOL AO9859 64 4.00 7/1/2042 69
FNMA POOL AO9907 1,143 3.00 8/1/2027 1,200
FNMA POOL AO9908 540 3.00 8/1/2027 567
FNMA POOL AO9913 2,045 3.50 9/1/2042 2,164
FNMA POOL AO9914 3,082 3.50 9/1/2042 3,261
FNMA POOL AO9915 1,714 3.50 9/1/2042 1,814
FNMA POOL AP0300 1,079 4.00 7/1/2042 1,162
FNMA POOL AP0301 769 3.50 7/1/2042 814
FNMA POOL AP0692 138 4.00 7/1/2042 149
FNMA POOL AP0956 1,139 3.50 8/1/2042 1,206
FNMA POOL AP1088 1,899 3.50 7/1/2042 2,009
FNMA POOL AP1104 1,176 3.00 9/1/2027 1,235
FNMA POOL AP1112 552 3.00 8/1/2027 579
FNMA POOL AP1118 1,509 3.50 7/1/2042 1,597
FNMA POOL AP1189 1,587 3.50 8/1/2042 1,679
FNMA POOL AP1190 748 3.50 8/1/2042 791
FNMA POOL AP1191 1,689 3.50 8/1/2042 1,787
FNMA POOL AP1468 880 3.50 7/1/2042 931
FNMA POOL AP1469 1,257 3.50 7/1/2042 1,331
FNMA POOL AP1879 1,147 3.50 7/1/2042 1,214
FNMA POOL AP1919 244 4.50 7/1/2042 268
FNMA POOL AP2190 766 3.50 9/1/2042 811
FNMA POOL AP2191 2,164 3.50 9/1/2042 2,290
FNMA POOL AP2207 1,042 3.50 9/1/2042 1,102
FNMA POOL AP2208 1,184 3.50 9/1/2042 1,253
FNMA POOL AP2373 955 4.00 8/1/2042 1,028
FNMA POOL AP2530 121 4.00 8/1/2042 130
FNMA POOL AP2738 4,461 3.50 10/1/2042 4,720
FNMA POOL AP2958 112 4.00 8/1/2042 120
FNMA POOL AP3007 842 3.50 8/1/2042 892
FNMA POOL AP3589 2,507 3.50 8/1/2042 2,653
FNMA POOL AP3595 1,678 3.50 8/1/2042 1,776
FNMA POOL AP3597 1,129 3.50 8/1/2042 1,195
FNMA POOL AP4106 339 3.00 8/1/2042 352
FNMA POOL AP4339 1,431 3.50 8/1/2042 1,515
FNMA POOL AP4340 2,479 3.50 8/1/2042 2,624
FNMA POOL AP4356 6,218 3.50 8/1/2042 6,580
FNMA POOL AP4362 744 3.50 9/1/2042 788
FNMA POOL AP4364 2,182 3.50 9/1/2042 2,309
FNMA POOL AP4374 637 3.50 9/1/2042 674
FNMA POOL AP4378 791 3.50 9/1/2042 837
FNMA POOL AP4379 1,065 3.50 9/1/2042 1,127
FNMA POOL AP4386 1,018 3.50 9/1/2042 1,078
FNMA POOL AP4485 794 3.50 9/1/2042 840
FNMA POOL AP4488 673 3.50 9/1/2042 712
FNMA POOL AP4532 81 4.00 9/1/2042 87
FNMA POOL AP4903 167 4.00 9/1/2042 180
FNMA POOL AP4923 1,564 3.50 8/1/2042 1,655
FNMA POOL AP4926 1,332 3.50 8/1/2042 1,410
FNMA POOL AP5392 677 3.50 9/1/2042 717
FNMA POOL AP5406 843 3.50 9/1/2042 892
FNMA POOL AP5467 879 3.50 10/1/2042 931
FNMA POOL AP5468 855 3.50 10/1/2042 905
FNMA POOL AP5584 1,156 3.00 8/1/2027 1,214
FNMA POOL AP5711 472 3.00 9/1/2027 495
FNMA POOL AP5749 2,742 3.50 9/1/2042 2,902
FNMA POOL AP5750 1,177 3.50 9/1/2042 1,245
FNMA POOL AP5752 1,535 3.00 8/1/2027 1,612
FNMA POOL AP5753 634 3.00 8/1/2027 666
FNMA POOL AP5755 724 3.00 8/1/2027 761
FNMA POOL AP5783 943 3.50 9/1/2042 998
FNMA POOL AP5784 1,058 3.50 9/1/2042 1,120
FNMA POOL AP5812 1,569 3.50 10/1/2042 1,660
FNMA POOL AP5858 941 3.00 1/1/2043 979
FNMA POOL AP5859 1,216 3.00 1/1/2043 1,265
FNMA POOL AP5882 957 3.50 8/1/2042 1,013
FNMA POOL AP6193 330 3.00 8/1/2042 343
FNMA POOL AP6292 733 3.50 9/1/2042 775
FNMA POOL AP6406 712 3.50 9/1/2042 753
FNMA POOL AP6449 792 3.50 10/1/2042 838
FNMA POOL AP6458 995 3.50 10/1/2042 1,053
FNMA POOL AP6472 1,025 3.50 10/1/2042 1,085
FNMA POOL AP6710 720 3.00 9/1/2027 756
FNMA POOL AP6711 1,002 3.00 9/1/2027 1,052
FNMA POOL AP6741 1,050 3.50 10/1/2042 1,111
FNMA POOL AP6742 1,214 3.50 10/1/2042 1,285
FNMA POOL AP6754 982 3.50 9/1/2042 1,039
FNMA POOL AP6755 1,256 3.50 9/1/2042 1,329
FNMA POOL AP6760 953 3.50 9/1/2042 1,008
FNMA POOL AP7399 283 4.00 9/1/2042 305
FNMA POOL AP7645 546 3.00 11/1/2042 568
FNMA POOL AP8203 1,755 3.50 9/1/2042 1,858
FNMA POOL AP8268 5,264 3.00 10/1/2042 5,477
FNMA POOL AP8276 1,319 3.50 9/1/2042 1,396
FNMA POOL AP8685 1,493 3.00 3/1/2043 1,553
FNMA POOL AP8743 3,501 3.50 10/1/2042 3,705
FNMA POOL AP8912 2,761 4.50 10/1/2042 3,028
FNMA POOL AP8939 2,278 3.00 11/1/2042 2,370
FNMA POOL AP8987 884 2.50 1/1/2028 918
FNMA POOL AP9000 622 2.50 2/1/2028 645
FNMA POOL AP9066 749 3.50 8/1/2042 793
FNMA POOL AP9067 707 3.50 9/1/2042 748
FNMA POOL AP9070 1,268 3.50 9/1/2042 1,342
FNMA POOL AP9071 988 3.50 9/1/2042 1,045
FNMA POOL AP9072 2,668 3.50 9/1/2042 2,823
FNMA POOL AP9076 892 3.50 9/1/2042 944
FNMA POOL AP9078 2,191 3.50 9/1/2042 2,319
FNMA POOL AP9079 2,388 3.50 9/1/2042 2,527
FNMA POOL AP9108 376 3.00 9/1/2027 395
FNMA POOL AP9229 138 4.00 10/1/2042 148
FNMA POOL AP9394 609 3.00 9/1/2027 640
FNMA POOL AP9633 757 2.50 10/1/2042 767
FNMA POOL AP9862 70 4.00 10/1/2042 76
FNMA POOL AQ0051 1,251 3.50 10/1/2042 1,324
FNMA POOL AQ0100 71 4.00 10/1/2042 76
FNMA POOL AQ0110 721 3.00 10/1/2027 757
FNMA POOL AQ0242 790 3.50 10/1/2042 836
FNMA POOL AQ0785 4,251 2.50 11/1/2027 4,414
FNMA POOL AQ0787 3,232 2.50 11/1/2027 3,356
FNMA POOL AQ0862 1,070 3.00 10/1/2042 1,114
FNMA POOL AQ1033 1,953 3.00 10/1/2042 2,032
FNMA POOL AQ1039 1,231 3.00 11/1/2042 1,281
FNMA POOL AQ1040 1,873 3.50 11/1/2042 1,982
FNMA POOL AQ1041 2,241 3.50 11/1/2042 2,371
FNMA POOL AQ1050 1,145 3.00 11/1/2042 1,191
FNMA POOL AQ1066 961 3.00 12/1/2042 999
FNMA POOL AQ1067 2,039 3.00 12/1/2042 2,122
FNMA POOL AQ1068 1,752 3.00 12/1/2042 1,823
FNMA POOL AQ1079 1,711 3.00 12/1/2042 1,781
FNMA POOL AQ1088 850 3.00 12/1/2042 884
FNMA POOL AQ1091 983 3.50 12/1/2042 1,041
FNMA POOL AQ1103 2,035 3.00 1/1/2043 2,116
FNMA POOL AQ1104 3,504 3.00 1/1/2043 3,644
FNMA POOL AQ1108 936 3.50 1/1/2043 988
FNMA POOL AQ1112 1,060 3.00 1/1/2043 1,102
FNMA POOL AQ1115 733 3.00 1/1/2043 762
FNMA POOL AQ1121 1,297 3.50 1/1/2043 1,369
FNMA POOL AQ1250 785 3.00 12/1/2027 824
FNMA POOL AQ1273 1,155 3.00 1/1/2028 1,213
FNMA POOL AQ1503 879 3.50 10/1/2042 930
FNMA POOL AQ1614 1,281 3.00 9/1/2042 1,333
FNMA POOL AQ1641 83 4.00 10/1/2042 90
FNMA POOL AQ1664 815 3.00 10/1/2042 848
FNMA POOL AQ1910 817 3.50 10/1/2042 865
FNMA POOL AQ1961 3,343 2.50 11/1/2027 3,471
FNMA POOL AQ2074 1,088 2.50 10/1/2027 1,130
FNMA POOL AQ2078 615 3.00 10/1/2027 646
FNMA POOL AQ2168 4,924 3.00 11/1/2042 5,123
FNMA POOL AQ2169 4,282 3.00 11/1/2042 4,455
FNMA POOL AQ2186 3,404 3.00 11/1/2042 3,542
FNMA POOL AQ2729 867 2.50 10/1/2027 900
FNMA POOL AQ3091 907 2.50 12/1/2027 942
FNMA POOL AQ3096 1,302 2.50 1/1/2028 1,352
FNMA POOL AQ3516 1,494 3.50 12/1/2042 1,581
FNMA POOL AQ3524 1,191 3.00 1/1/2043 1,239
FNMA POOL AQ3599 136 4.00 11/1/2042 146
FNMA POOL AQ3629 1,066 2.00 11/1/2027 1,086
FNMA POOL AQ3630 1,644 2.00 11/1/2027 1,675
FNMA POOL AQ4078 309 4.00 6/1/2043 331
FNMA POOL AQ4080 305 4.00 6/1/2043 327
FNMA POOL AQ4555 676 4.00 12/1/2042 728
FNMA POOL AQ4573 127 4.00 12/1/2042 137
FNMA POOL AQ5137 44 4.00 11/1/2042 47
FNMA POOL AQ5645 2,008 2.50 11/1/2027 2,085
FNMA POOL AQ5646 3,074 2.50 11/1/2027 3,191
FNMA POOL AQ5647 6,272 2.50 11/1/2027 6,512
FNMA POOL AQ5670 1,488 2.50 12/1/2027 1,544
FNMA POOL AQ5671 2,583 2.50 12/1/2027 2,682
FNMA POOL AQ5991 894 3.00 11/1/2042 930
FNMA POOL AQ6175 600 3.50 2/1/2043 634
FNMA POOL AQ6332 609 3.00 11/1/2042 634
FNMA POOL AQ6350 1,823 3.00 2/1/2043 1,896
FNMA POOL AQ6547 1,609 3.00 12/1/2042 1,674
FNMA POOL AQ6555 1,288 2.50 1/1/2028 1,337
FNMA POOL AQ6594 1,189 2.50 12/1/2027 1,235
FNMA POOL AQ6638 1,213 2.50 1/1/2028 1,260
FNMA POOL AQ6744 160 4.00 11/1/2042 172
FNMA POOL AQ6821 1,051 2.50 11/1/2027 1,092
FNMA POOL AQ6825 1,252 2.50 11/1/2027 1,300
FNMA POOL AQ6826 1,384 2.50 11/1/2027 1,437
FNMA POOL AQ6827 908 2.50 11/1/2027 943
FNMA POOL AQ7003 255 4.00 12/1/2042 274
FNMA POOL AQ7048 59 4.00 12/1/2042 64
FNMA POOL AQ7082 304 4.00 1/1/2043 327
FNMA POOL AQ7110 1,520 3.00 12/1/2042 1,582
FNMA POOL AQ7252 4,688 3.00 12/1/2042 4,878
FNMA POOL AQ7363 1,188 3.50 2/1/2043 1,255
FNMA POOL AQ7376 2,756 3.00 5/1/2043 2,867
FNMA POOL AQ7548 1,104 2.50 11/1/2027 1,146
FNMA POOL AQ7555 1,729 2.50 11/1/2027 1,795
FNMA POOL AQ7556 864 2.50 11/1/2027 897
FNMA POOL AQ7601 929 2.50 12/1/2027 964
FNMA POOL AQ7625 1,635 3.00 1/1/2043 1,700
FNMA POOL AQ7636 587 3.00 11/1/2027 616
FNMA POOL AQ7661 37 4.00 12/1/2042 40
FNMA POOL AQ7785 733 2.50 12/1/2027 761
FNMA POOL AQ7990 1,155 3.00 12/1/2042 1,202
FNMA POOL AQ8031 1,851 3.00 1/1/2043 1,926
FNMA POOL AQ8059 846 3.00 2/1/2043 880
FNMA POOL AQ8060 1,084 3.00 2/1/2043 1,128
FNMA POOL AQ8061 642 3.00 2/1/2043 668
FNMA POOL AQ8405 776 2.50 12/1/2027 806
FNMA POOL AQ8409 1,226 2.50 12/1/2027 1,273
FNMA POOL AQ8551 938 2.50 12/1/2027 974
FNMA POOL AQ8565 618 3.50 1/1/2043 654
FNMA POOL AQ9181 1,166 2.50 1/1/2028 1,210
FNMA POOL AQ9198 840 3.00 1/1/2043 874
FNMA POOL AQ9234 1,365 3.00 2/1/2043 1,419
FNMA POOL AQ9360 14,428 2.50 1/1/2028 14,980
FNMA POOL AQ9532 861 3.00 12/1/2042 896
FNMA POOL AQ9650 737 3.50 2/1/2043 778
FNMA POOL AQ9806 3,081 2.50 12/1/2027 3,199
FNMA POOL AQ9817 869 3.00 12/1/2042 904
FNMA POOL AQ9856 2,827 3.00 1/1/2043 2,940
FNMA POOL AQ9910 818 3.00 2/1/2043 851
FNMA POOL AR0152 18,577 3.00 2/1/2043 19,323
FNMA POOL AR0153 3,148 3.00 2/1/2043 3,274
FNMA POOL AR0157 1,977 3.00 3/1/2043 2,057
FNMA POOL AR0182 1,951 3.00 3/1/2043 2,029
FNMA POOL AR0534 979 3.00 12/1/2042 1,019
FNMA POOL AR0535 710 3.00 12/1/2042 739
FNMA POOL AR0539 740 3.00 12/1/2042 770
FNMA POOL AR0889 2,484 2.50 12/1/2027 2,579
FNMA POOL AR0974 7,247 3.00 2/1/2043 7,538
FNMA POOL AR1220 4,632 3.00 1/1/2028 4,865
FNMA POOL AR1467 4,257 3.00 1/1/2043 4,429
FNMA POOL AR1488 4,308 3.00 1/1/2043 4,482
FNMA POOL AR1505 7,960 3.00 1/1/2043 8,282
FNMA POOL AR1511 554 3.00 12/1/2042 577
FNMA POOL AR1573 10,951 2.50 2/1/2028 11,370
FNMA POOL AR1590 891 2.50 12/1/2027 925
FNMA POOL AR1592 2,621 2.50 12/1/2027 2,721
FNMA POOL AR1594 788 2.50 12/1/2027 818
FNMA POOL AR2042 570 2.50 1/1/2028 592
FNMA POOL AR2125 1,466 3.00 1/1/2043 1,524
FNMA POOL AR2126 1,395 3.00 1/1/2043 1,451
FNMA POOL AR2136 657 3.00 2/1/2043 683
FNMA POOL AR2137 1,656 3.00 2/1/2043 1,722
FNMA POOL AR2141 1,057 3.00 2/1/2043 1,100
FNMA POOL AR2143 1,619 3.50 2/1/2043 1,709
FNMA POOL AR2145 771 3.50 2/1/2043 814
FNMA POOL AR2157 863 3.50 3/1/2043 912
FNMA POOL AR2176 1,526 3.50 4/1/2043 1,611
FNMA POOL AR2177 1,212 3.50 4/1/2043 1,280
FNMA POOL AR2182 1,217 3.50 4/1/2043 1,286
FNMA POOL AR2201 1,158 3.00 5/1/2043 1,205
FNMA POOL AR2218 956 3.50 6/1/2043 1,010
FNMA POOL AR2651 1,269 3.00 2/1/2043 1,320
FNMA POOL AR2667 1,460 3.50 2/1/2043 1,542
FNMA POOL AR2678 690 3.50 3/1/2043 729
FNMA POOL AR2683 822 3.50 3/1/2043 869
FNMA POOL AR2689 877 3.50 4/1/2043 927
FNMA POOL AR2841 940 3.00 3/1/2043 977
FNMA POOL AR2842 865 3.00 3/1/2043 900
FNMA POOL AR2996 1,662 2.50 1/1/2028 1,726
FNMA POOL AR2997 3,512 2.50 1/1/2028 3,647
FNMA POOL AR3006 3,074 3.00 2/1/2043 3,197
FNMA POOL AR3155 1,489 3.00 2/1/2043 1,549
FNMA POOL AR3161 2,680 3.50 2/1/2043 2,830
FNMA POOL AR3174 3,283 2.50 2/1/2028 3,408
FNMA POOL AR3203 1,489 2.50 3/1/2028 1,546
FNMA POOL AR3210 1,735 3.00 4/1/2043 1,804
FNMA POOL AR3226 2,039 2.50 4/1/2028 2,117
FNMA POOL AR3227 1,724 2.50 4/1/2028 1,790
FNMA POOL AR3237 2,315 3.00 5/1/2043 2,408
FNMA POOL AR3240 1,308 3.00 1/1/2043 1,360
FNMA POOL AR3241 994 3.00 1/1/2043 1,034
FNMA POOL AR3480 739 2.50 1/1/2028 767
FNMA POOL AR3481 1,052 2.50 1/1/2028 1,093
FNMA POOL AR3482 1,191 2.50 1/1/2028 1,237
FNMA POOL AR3486 1,168 3.00 1/1/2043 1,215
FNMA POOL AR3515 818 3.00 1/1/2043 851
FNMA POOL AR3707 749 2.50 2/1/2028 778
FNMA POOL AR3844 13,796 3.00 2/1/2043 14,349
FNMA POOL AR3863 4,504 3.50 2/1/2043 4,757
FNMA POOL AR3864 2,880 3.50 2/1/2043 3,041
FNMA POOL AR3884 1,710 3.00 1/1/2043 1,779
FNMA POOL AR3906 1,048 3.00 2/1/2028 1,100
FNMA POOL AR3910 2,848 3.00 2/1/2043 2,962
FNMA POOL AR3921 2,576 3.00 3/1/2043 2,680
FNMA POOL AR3943 2,254 3.00 3/1/2043 2,345
FNMA POOL AR3990 2,027 3.00 5/1/2043 2,108
FNMA POOL AR4225 1,772 3.50 2/1/2043 1,872
FNMA POOL AR4227 2,320 3.50 2/1/2043 2,451
FNMA POOL AR4304 1,547 2.50 1/1/2028 1,606
FNMA POOL AR4319 1,079 2.50 2/1/2028 1,120
FNMA POOL AR4329 968 2.50 3/1/2028 1,005
FNMA POOL AR4463 1,324 3.00 3/1/2043 1,377
FNMA POOL AR4854 505 2.50 1/1/2028 525
FNMA POOL AR4884 1,087 3.50 1/1/2043 1,148
FNMA POOL AR4886 1,237 3.50 1/1/2043 1,309
FNMA POOL AR4898 3,254 2.50 2/1/2028 3,379
FNMA POOL AR4907 1,997 2.50 1/1/2028 2,074
FNMA POOL AR4922 896 2.50 1/1/2028 930
FNMA POOL AR4924 599 2.50 1/1/2028 622
FNMA POOL AR4935 907 3.00 1/1/2043 944
FNMA POOL AR4941 2,652 3.00 1/1/2043 2,758
FNMA POOL AR5275 4,917 3.00 2/1/2043 5,114
FNMA POOL AR5295 1,105 3.00 1/1/2043 1,149
FNMA POOL AR5296 1,611 3.00 1/1/2043 1,675
FNMA POOL AR5559 2,515 3.50 2/1/2043 2,656
FNMA POOL AR5560 3,156 3.50 2/1/2043 3,333
FNMA POOL AR5750 1,210 3.50 2/1/2043 1,278
FNMA POOL AR5751 1,015 3.50 2/1/2043 1,072
FNMA POOL AR5774 831 3.50 3/1/2043 877
FNMA POOL AR5781 831 3.50 3/1/2043 877
FNMA POOL AR5792 1,210 3.00 3/1/2043 1,258
FNMA POOL AR5809 700 3.50 4/1/2043 739
FNMA POOL AR5967 2,668 3.50 2/1/2043 2,817
FNMA POOL AR5968 968 3.50 2/1/2043 1,022
FNMA POOL AR6213 917 3.00 2/1/2043 953
FNMA POOL AR6214 1,104 3.00 2/1/2043 1,148
FNMA POOL AR6317 3,582 3.00 3/1/2043 3,726
FNMA POOL AR6318 4,987 3.00 3/1/2043 5,187
FNMA POOL AR6328 1,048 2.50 2/1/2028 1,088
FNMA POOL AR6364 1,064 3.50 5/1/2043 1,124
FNMA POOL AR6481 1,786 3.00 2/1/2043 1,857
FNMA POOL AR6484 3,651 3.00 2/1/2043 3,798
FNMA POOL AR6504 934 3.50 2/1/2043 987
FNMA POOL AR6649 605 3.50 2/1/2043 639
FNMA POOL AR6882 6,775 2.50 2/1/2028 7,034
FNMA POOL AR6957 1,617 3.50 2/1/2043 1,708
FNMA POOL AR7092 1,254 2.50 4/1/2028 1,302
FNMA POOL AR7124 1,347 3.50 6/1/2043 1,423
FNMA POOL AR7262 1,160 3.50 2/1/2043 1,225
FNMA POOL AR7274 1,828 2.50 2/1/2028 1,898
FNMA POOL AR7475 1,092 3.00 2/1/2028 1,146
FNMA POOL AR7602 1,243 3.00 2/1/2043 1,292
FNMA POOL AR7659 1,092 3.00 2/1/2043 1,135
FNMA POOL AR7668 2,290 3.00 2/1/2028 2,403
FNMA POOL AR7682 801 3.00 2/1/2028 841
FNMA POOL AR8225 2,902 2.50 4/1/2028 3,013
FNMA POOL AR8247 6,842 3.00 4/1/2043 7,117
FNMA POOL AR8658 3,578 2.50 4/1/2028 3,715
FNMA POOL AR8724 923 3.00 4/1/2043 960
FNMA POOL AR8802 669 3.50 3/1/2043 707
FNMA POOL AR9050 992 3.50 4/1/2043 1,047
FNMA POOL AR9163 1,243 3.00 5/1/2043 1,293
FNMA POOL AR9164 1,827 3.00 5/1/2043 1,901
FNMA POOL AR9297 1,678 3.00 3/1/2043 1,745
FNMA POOL AR9305 703 3.00 3/1/2028 738
FNMA POOL AR9322 5,272 3.00 4/1/2043 5,484
FNMA POOL AR9323 3,492 3.00 4/1/2043 3,632
FNMA POOL AR9328 2,628 3.50 4/1/2043 2,775
FNMA POOL AR9329 1,692 3.50 4/1/2043 1,786
FNMA POOL AR9549 2,906 2.50 5/1/2028 3,017
FNMA POOL AR9626 5,378 2.50 4/1/2028 5,584
FNMA POOL AR9720 785 3.50 2/1/2043 829
FNMA POOL AS0070 422 4.00 8/1/2043 461
FNMA POOL AS0560 298 4.50 9/1/2043 325
FNMA POOL AS1231 7,309 4.00 12/1/2043 7,835
FNMA POOL AS1465 7,414 4.50 1/1/2044 8,091
FNMA POOL AS1765 31,615 4.00 2/1/2044 33,889
FNMA POOL AS2144 3,663 3.00 4/1/2029 3,842
FNMA POOL AS2172 3,821 4.50 3/1/2044 4,169
FNMA POOL AS2228 1,224 3.00 4/1/2029 1,283
FNMA POOL AS2244 435 4.50 4/1/2044 475
FNMA POOL AS2515 5,393 4.50 5/1/2044 5,884
FNMA POOL AS2519 2,375 4.50 5/1/2044 2,591
FNMA POOL AS2621 2,152 4.50 5/1/2044 2,348
FNMA POOL AS2796 2,410 2.50 7/1/2029 2,496
FNMA POOL AS2929 6,229 3.50 7/1/2034 6,628
FNMA POOL AS3425 2,775 3.50 9/1/2034 2,952
FNMA POOL AS3451 3,707 4.00 9/1/2044 3,973
FNMA POOL AS3532 16,024 3.00 2/1/2044 16,667
FNMA POOL AS3672 2,870 3.50 10/1/2034 3,054
FNMA POOL AS3815 7,937 3.50 11/1/2034 8,444
FNMA POOL AS3818 9,307 3.50 11/1/2034 9,902
FNMA POOL AS4271 174 4.50 1/1/2045 189
FNMA POOL AS4347 784 4.00 1/1/2045 841
FNMA POOL AS4354 1,222 4.50 1/1/2045 1,334
FNMA POOL AS4371 5,022 3.50 2/1/2045 5,300
FNMA POOL AS4427 1,007 4.50 2/1/2045 1,099
FNMA POOL AS4431 531 4.50 2/1/2045 580
FNMA POOL AS4658 13,737 2.50 3/1/2030 14,221
FNMA POOL AS4686 3,751 3.50 3/1/2030 3,977
FNMA POOL AS5072 3,808 3.00 6/1/2045 3,952
FNMA POOL AS5075 6,383 2.50 5/1/2030 6,608
FNMA POOL AS5141 4,610 3.50 6/1/2045 4,865
FNMA POOL AS5272 9,760 3.50 6/1/2045 10,301
FNMA POOL AS5361 3,854 3.00 7/1/2045 4,000
FNMA POOL AS5385 5,049 4.00 7/1/2045 5,415
FNMA POOL AS5460 4,592 3.50 7/1/2045 4,846
FNMA POOL AS5863 14,012 3.50 9/1/2035 14,914
FNMA POOL AS6046 4,328 3.50 10/1/2035 4,607
FNMA POOL AS6311 6,254 3.50 12/1/2045 6,600
FNMA POOL AS6328 7,866 3.50 12/1/2045 8,301
FNMA POOL AS6340 1,076 3.50 12/1/2045 1,136
FNMA POOL AS6455 3,240 2.50 1/1/2031 3,354
FNMA POOL AS6541 980 3.50 1/1/2046 1,035
FNMA POOL AS6562 977 3.50 1/1/2046 1,031
FNMA POOL AS6654 55,345 3.50 2/1/2046 58,433
FNMA POOL AS6676 39,088 4.00 2/1/2046 41,949
FNMA POOL AS6709 3,858 3.50 2/1/2036 4,106
FNMA POOL AT0149 1,091 3.00 5/1/2043 1,135
FNMA POOL AT0387 860 3.00 2/1/2028 903
FNMA POOL AT0432 4,788 3.00 3/1/2043 4,980
FNMA POOL AT0470 1,016 3.00 3/1/2043 1,057
FNMA POOL AT0491 821 3.50 3/1/2043 867
FNMA POOL AT0492 1,704 3.00 3/1/2043 1,773
FNMA POOL AT0496 2,064 3.50 3/1/2043 2,179
FNMA POOL AT0534 54 4.50 9/1/2043 59
FNMA POOL AT0709 1,068 2.50 3/1/2028 1,109
FNMA POOL AT0850 1,303 3.00 5/1/2043 1,355
FNMA POOL AT0863 4,219 3.50 6/1/2043 4,456
FNMA POOL AT0864 6,432 3.50 6/1/2043 6,793
FNMA POOL AT0878 816 3.50 4/1/2043 862
FNMA POOL AT0891 2,547 2.50 3/1/2028 2,644
FNMA POOL AT1049 651 2.50 4/1/2028 676
FNMA POOL AT1302 2,698 3.50 6/1/2043 2,849
FNMA POOL AT1329 557 2.50 3/1/2028 579
FNMA POOL AT1350 836 3.50 3/1/2043 883
FNMA POOL AT1407 906 3.50 3/1/2043 957
FNMA POOL AT1770 5,120 3.00 4/1/2028 5,375
FNMA POOL AT1965 1,540 2.50 5/1/2028 1,599
FNMA POOL AT1976 970 2.50 5/1/2028 1,007
FNMA POOL AT2016 16,036 3.00 4/1/2043 16,679
FNMA POOL AT2329 6,116 3.00 5/1/2043 6,361
FNMA POOL AT2360 2,254 3.00 4/1/2043 2,344
FNMA POOL AT2399 2,823 3.00 5/1/2043 2,936
FNMA POOL AT2440 1,470 3.00 5/1/2043 1,529
FNMA POOL AT2573 2,974 2.50 5/1/2028 3,088
FNMA POOL AT2787 1,268 3.50 4/1/2043 1,340
FNMA POOL AT2833 920 3.00 5/1/2043 957
FNMA POOL AT2847 696 3.00 5/1/2043 724
FNMA POOL AT2860 1,254 3.50 6/1/2043 1,325
FNMA POOL AT2894 2,807 2.50 5/1/2028 2,914
FNMA POOL AT3061 3,332 3.00 4/1/2043 3,466
FNMA POOL AT3125 3,579 2.50 4/1/2028 3,716
FNMA POOL AT3154 4,414 3.00 4/1/2028 4,633
FNMA POOL AT3275 596 2.50 4/1/2028 619
FNMA POOL AT3343 744 2.50 5/1/2028 772
FNMA POOL AT3346 1,360 3.00 5/1/2043 1,415
FNMA POOL AT3356 765 2.50 6/1/2028 794
FNMA POOL AT3357 1,491 2.50 5/1/2028 1,548
FNMA POOL AT3661 1,406 3.00 6/1/2043 1,462
FNMA POOL AT3667 1,619 3.50 6/1/2043 1,710
FNMA POOL AT3670 1,382 3.50 6/1/2043 1,459
FNMA POOL AT3671 1,779 3.50 5/1/2043 1,878
FNMA POOL AT3675 784 3.50 5/1/2043 828
FNMA POOL AT3676 799 3.50 5/1/2043 843
FNMA POOL AT3829 978 3.50 5/1/2043 1,033
FNMA POOL AT3870 70 4.00 6/1/2043 75
FNMA POOL AT3874 154 4.00 6/1/2043 165
FNMA POOL AT3942 1,172 2.50 4/1/2028 1,217
FNMA POOL AT4251 5,481 3.00 6/1/2043 5,700
FNMA POOL AT4253 3,946 3.00 6/1/2043 4,104
FNMA POOL AT4281 82 4.00 6/1/2043 88
FNMA POOL AT4425 1,387 5.00 11/1/2043 1,542
FNMA POOL AT5120 970 3.00 4/1/2043 1,009
FNMA POOL AT5165 11,989 3.00 5/1/2043 12,470
FNMA POOL AT5347 2,037 3.00 5/1/2043 2,119
FNMA POOL AT5658 1,555 3.00 6/1/2043 1,617
FNMA POOL AT5944 2,326 3.00 5/1/2043 2,419
FNMA POOL AT5952 601 3.00 5/1/2043 625
FNMA POOL AT6013 1,500 3.00 4/1/2043 1,560
FNMA POOL AT6082 2,713 3.00 5/1/2043 2,822
FNMA POOL AT6546 81 4.00 6/1/2043 87
FNMA POOL AT6549 73 4.00 6/1/2043 78
FNMA POOL AT6904 852 3.00 5/1/2043 886
FNMA POOL AT6915 3,073 3.00 6/1/2043 3,196
FNMA POOL AT6916 2,006 3.00 6/1/2043 2,086
FNMA POOL AT6958 1,638 3.00 5/1/2043 1,704
FNMA POOL AT7208 87 4.00 6/1/2043 94
FNMA POOL AT7287 3,044 3.50 6/1/2043 3,215
FNMA POOL AT7288 1,535 3.50 6/1/2043 1,622
FNMA POOL AT7289 1,168 3.50 6/1/2043 1,233
FNMA POOL AT7297 1,641 3.50 6/1/2043 1,733
FNMA POOL AT7298 2,022 3.50 6/1/2043 2,135
FNMA POOL AT7299 1,964 3.50 6/1/2043 2,074
FNMA POOL AT7308 748 3.50 7/1/2043 790
FNMA POOL AT7309 1,285 3.50 7/1/2043 1,358
FNMA POOL AT7513 1,349 3.50 5/1/2043 1,424
FNMA POOL AT7698 244 4.00 6/1/2043 261
FNMA POOL AT8394 624 4.00 6/1/2043 669
FNMA POOL AT9068 831 3.50 6/1/2043 878
FNMA POOL AT9353 1,409 3.50 7/1/2043 1,488
FNMA POOL AT9354 2,426 3.50 6/1/2043 2,562
FNMA POOL AT9627 77 4.00 7/1/2043 83
FNMA POOL AT9637 954 4.00 7/1/2043 1,023
FNMA POOL AT9653 782 4.00 7/1/2043 839
FNMA POOL AT9657 624 4.00 7/1/2043 669
FNMA POOL AT9839 90 4.00 6/1/2043 96
FNMA POOL AU0107 1,037 3.50 6/1/2043 1,096
FNMA POOL AU0490 3,036 3.50 6/1/2043 3,206
FNMA POOL AU0521 3,515 2.50 8/1/2028 3,650
FNMA POOL AU1783 3,780 2.50 8/1/2028 3,925
FNMA POOL AU3355 3,128 3.00 8/1/2043 3,254
FNMA POOL AU3707 9,158 3.50 8/1/2043 9,672
FNMA POOL AU5425 3,097 3.00 8/1/2043 3,222
FNMA POOL AU6089 6,862 4.00 8/1/2043 7,355
FNMA POOL AU6152 10,568 3.00 7/1/2043 10,992
FNMA POOL AU6242 5,168 5.00 10/1/2043 5,748
FNMA POOL AU6423 244 4.50 10/1/2043 266
FNMA POOL AU7813 575 5.00 11/1/2043 640
FNMA POOL AU7852 988 4.50 12/1/2043 1,079
FNMA POOL AU8619 266 4.50 10/1/2043 291
FNMA POOL AU9537 263 4.50 10/1/2043 287
FNMA POOL AV0663 186 4.50 12/1/2043 203
FNMA POOL AV1419 6,455 4.00 11/1/2043 6,919
FNMA POOL AV2969 1,962 4.50 11/1/2043 2,141
FNMA POOL AV3006 5,532 3.50 1/1/2029 5,870
FNMA POOL AV3235 2,038 5.00 11/1/2043 2,266
FNMA POOL AV3560 153 4.50 11/1/2043 167
FNMA POOL AV3990 1,630 5.00 1/1/2044 1,813
FNMA POOL AV4177 4,328 5.00 12/1/2043 4,814
FNMA POOL AV5780 2,160 4.00 12/1/2043 2,316
FNMA POOL AV5968 828 4.50 12/1/2043 904
FNMA POOL AV5979 3,421 4.00 12/1/2043 3,667
FNMA POOL AV6130 12,924 3.50 1/1/2029 13,713
FNMA POOL AV6169 2,720 4.50 1/1/2044 2,968
FNMA POOL AV6366 13 4.50 1/1/2044 14
FNMA POOL AV6397 3,137 4.50 1/1/2044 3,423
FNMA POOL AV6688 2,525 4.50 1/1/2044 2,756
FNMA POOL AV6910 220 4.50 6/1/2044 240
FNMA POOL AV7116 91 4.50 3/1/2044 101
FNMA POOL AV8156 3,369 4.50 1/1/2044 3,676
FNMA POOL AV8182 4,238 4.50 2/1/2044 4,625
FNMA POOL AV8773 2,591 4.50 3/1/2044 2,827
FNMA POOL AV8895 1,701 3.50 2/1/2045 1,795
FNMA POOL AV9189 1,081 4.50 3/1/2044 1,180
FNMA POOL AV9192 1,360 4.50 3/1/2044 1,484
FNMA POOL AV9535 2,198 4.50 2/1/2044 2,399
FNMA POOL AW0690 3,574 4.00 5/1/2044 3,831
FNMA POOL AW0898 863 4.50 2/1/2044 942
FNMA POOL AW0901 4,441 4.50 2/1/2044 4,846
FNMA POOL AW1013 53,082 4.50 5/1/2044 57,922
FNMA POOL AW2016 5,656 5.00 3/1/2044 6,280
FNMA POOL AW7006 2,099 4.50 6/1/2044 2,290
FNMA POOL AW7041 81 4.00 6/1/2044 87
FNMA POOL AW8124 4,171 3.50 2/1/2045 4,402
FNMA POOL AW9527 1,143 3.50 3/1/2045 1,206
FNMA POOL AX0147 117 4.50 9/1/2044 128
FNMA POOL AX0539 3,026 4.50 8/1/2044 3,301
FNMA POOL AX1131 2,344 3.50 1/1/2045 2,474
FNMA POOL AX1310 13,779 4.00 9/1/2044 14,770
FNMA POOL AX3140 266 4.50 10/1/2044 290
FNMA POOL AX3208 10,202 4.00 9/1/2044 10,936
FNMA POOL AX4300 2,946 2.50 1/1/2030 3,050
FNMA POOL AX4302 2,152 2.50 1/1/2030 2,228
FNMA POOL AX4317 2,764 3.50 2/1/2045 2,917
FNMA POOL AX5209 10,234 4.00 10/1/2044 10,970
FNMA POOL AX5694 4,277 4.50 10/1/2044 4,667
FNMA POOL AX5892 939 3.50 12/1/2044 990
FNMA POOL AX5903 1,280 3.50 1/1/2045 1,351
FNMA POOL AX6784 1,291 3.50 3/1/2045 1,363
FNMA POOL AX7362 1,589 4.50 12/1/2044 1,734
FNMA POOL AX7364 2,814 3.50 12/1/2044 2,969
FNMA POOL AX7398 1,415 3.50 2/1/2045 1,493
FNMA POOL AX7399 1,452 4.00 2/1/2045 1,557
FNMA POOL AX7814 6,390 3.50 6/1/2045 6,743
FNMA POOL AX7824 12,007 3.50 7/1/2045 12,672
FNMA POOL AX7915 1,040 3.50 1/1/2045 1,097
FNMA POOL AX7941 3,594 3.50 2/1/2045 3,793
FNMA POOL AX8393 1,985 4.00 2/1/2045 2,129
FNMA POOL AX8751 1,634 4.00 2/1/2045 1,752
FNMA POOL AX8786 1,984 4.00 2/1/2045 2,128
FNMA POOL AX9545 1,578 3.50 2/1/2030 1,674
FNMA POOL AX9627 1,627 3.50 3/1/2045 1,717
FNMA POOL AX9628 2,904 3.50 3/1/2045 3,065
FNMA POOL AX9674 2,145 3.50 6/1/2045 2,264
FNMA POOL AX9824 1,045 4.00 3/1/2045 1,120
FNMA POOL AX9900 1,578 3.50 4/1/2030 1,673
FNMA POOL AX9964 4,679 4.00 12/1/2044 5,015
FNMA POOL AY0217 997 3.50 2/1/2045 1,052
FNMA POOL AY0766 4,941 3.50 3/1/2045 5,214
FNMA POOL AY1131 4,678 3.50 4/1/2045 4,937
FNMA POOL AY1201 1,260 3.50 1/1/2045 1,330
FNMA POOL AY1219 1,382 3.50 1/1/2045 1,458
FNMA POOL AY1386 5,852 3.07 1/1/2045 6,171
FNMA POOL AY1425 2,083 3.50 1/1/2045 2,198
FNMA POOL AY1857 1,872 3.00 1/1/2030 1,963
FNMA POOL AY2059 1,241 3.50 1/1/2045 1,309
FNMA POOL AY2242 1,782 3.50 4/1/2045 1,881
FNMA POOL AY2392 1,743 3.50 1/1/2045 1,839
FNMA POOL AY2535 1,825 3.50 1/1/2045 1,926
FNMA POOL AY2537 2,032 3.50 1/1/2045 2,145
FNMA POOL AY2631 9,218 4.50 3/1/2045 10,065
FNMA POOL AY2932 2,071 3.50 4/1/2045 2,186
FNMA POOL AY2965 1,356 4.00 5/1/2045 1,454
FNMA POOL AY2966 1,204 4.00 5/1/2045 1,291
FNMA POOL AY2982 4,803 3.50 6/1/2045 5,069
FNMA POOL AY2990 5,398 3.50 6/1/2045 5,697
FNMA POOL AY3008 790 3.00 1/1/2030 828
FNMA POOL AY3010 949 3.00 1/1/2030 996
FNMA POOL AY3085 5,277 4.00 2/1/2045 5,660
FNMA POOL AY3709 2,067 3.50 2/1/2045 2,182
FNMA POOL AY3722 1,344 3.50 2/1/2045 1,419
FNMA POOL AY4223 1,711 3.50 5/1/2030 1,814
FNMA POOL AY4501 4,004 3.50 2/1/2045 4,226
FNMA POOL AY4557 4,731 3.50 2/1/2045 4,993
FNMA POOL AY4909 1,410 3.50 2/1/2045 1,488
FNMA POOL AY5024 3,514 4.00 3/1/2045 3,769
FNMA POOL AY5144 2,915 2.50 4/1/2030 3,018
FNMA POOL AY5200 1,136 4.00 4/1/2045 1,219
FNMA POOL AY5615 5,547 3.00 6/1/2045 5,758
FNMA POOL AY5618 33,828 4.00 6/1/2045 36,282
FNMA POOL AY5707 3,086 4.50 4/1/2045 3,369
FNMA POOL AY5864 1,020 3.50 4/1/2045 1,077
FNMA POOL AY6949 3,069 3.50 4/1/2045 3,239
FNMA POOL AY6952 1,377 3.50 4/1/2045 1,453
FNMA POOL AY7502 2,286 3.50 4/1/2045 2,413
FNMA POOL AY7816 1,612 3.50 4/1/2045 1,701
FNMA POOL AY8183 1,100 4.00 7/1/2045 1,180
FNMA POOL AY8323 2,551 3.50 5/1/2045 2,692
FNMA POOL AY8339 1,373 3.50 5/1/2045 1,449
FNMA POOL AY8363 1,897 3.50 5/1/2045 2,002
FNMA POOL AY8685 1,897 3.00 5/1/2045 1,969
FNMA POOL AY8778 4,588 3.50 5/1/2045 4,841
FNMA POOL AY9022 273 3.00 5/1/2045 283
FNMA POOL AY9042 17,291 3.00 5/1/2035 18,134
FNMA POOL AY9358 2,635 3.50 5/1/2045 2,781
FNMA POOL AY9739 1,548 3.50 7/1/2045 1,634
FNMA POOL AZ0454 1,198 3.50 4/1/2030 1,270
FNMA POOL AZ0532 4,825 2.88 9/1/2045 5,021
FNMA POOL AZ0536 5,873 3.00 9/1/2030 6,160
FNMA POOL AZ1362 1,063 3.50 6/1/2030 1,127
FNMA POOL AZ2068 7,668 3.50 9/1/2035 8,161
FNMA POOL AZ2142 8,525 3.50 7/1/2045 8,997
FNMA POOL AZ2675 8,830 3.50 11/1/2045 9,319
FNMA POOL AZ2869 11,652 3.50 5/1/2045 12,297
FNMA POOL AZ3199 2,024 3.50 7/1/2045 2,136
FNMA POOL AZ3224 2,675 3.50 6/1/2030 2,836
FNMA POOL AZ3315 1,017 2.50 6/1/2030 1,053
FNMA POOL AZ3370 12,390 3.00 7/1/2030 12,996
FNMA POOL AZ4158 993 4.50 6/1/2045 1,084
FNMA POOL AZ4221 1,035 3.50 8/1/2045 1,093
FNMA POOL AZ4619 5,071 3.50 7/1/2030 5,377
FNMA POOL AZ4808 1,432 3.00 7/1/2045 1,486
FNMA POOL AZ4998 1,118 3.50 8/1/2045 1,180
FNMA POOL AZ5536 4,831 3.00 7/1/2045 5,015
FNMA POOL AZ5542 1,469 3.50 8/1/2045 1,550
FNMA POOL AZ5850 14,466 3.50 7/1/2045 15,266
FNMA POOL AZ6180 2,003 3.50 10/1/2030 2,124
FNMA POOL AZ6224 1,105 3.50 8/1/2030 1,172
FNMA POOL AZ6372 1,283 3.00 9/1/2045 1,332
FNMA POOL AZ6452 2,331 3.50 2/1/2046 2,461
FNMA POOL AZ6635 2,978 4.00 1/1/2046 3,194
FNMA POOL AZ6677 2,477 4.00 2/1/2046 2,658
FNMA POOL AZ6724 446 3.00 10/1/2045 463
FNMA POOL AZ6759 1,278 3.50 11/1/2045 1,349
FNMA POOL AZ6973 4,386 4.00 11/1/2045 4,704
FNMA POOL AZ7240 2,908 3.00 8/1/2045 3,019
FNMA POOL AZ7284 696 3.00 9/1/2045 722
FNMA POOL AZ7623 1,068 3.50 9/1/2030 1,133
FNMA POOL AZ7635 1,423 3.50 8/1/2030 1,509
FNMA POOL AZ7636 971 3.50 8/1/2030 1,029
FNMA POOL AZ8005 2,875 3.00 9/1/2045 2,984
FNMA POOL AZ8049 2,916 3.00 9/1/2045 3,027
FNMA POOL AZ8089 4,030 4.00 7/1/2045 4,322
FNMA POOL AZ8095 14,192 4.00 8/1/2045 15,221
FNMA POOL AZ8594 2,124 2.50 8/1/2030 2,199
FNMA POOL AZ8640 3,845 4.00 10/1/2045 4,124
FNMA POOL AZ8892 5,501 3.50 9/1/2045 5,805
FNMA POOL AZ8958 1,622 3.50 9/1/2030 1,720
FNMA POOL AZ9023 3,520 3.00 9/1/2030 3,693
FNMA POOL AZ9241 13,187 3.50 10/1/2045 13,917
FNMA POOL AZ9247 2,526 4.00 10/1/2045 2,710
FNMA POOL AZ9332 2,626 3.50 11/1/2045 2,771
FNMA POOL AZ9537 7,199 4.00 11/1/2045 7,721
FNMA POOL AZ9541 13,158 4.00 11/1/2045 14,112
FNMA POOL AZ9612 2,661 3.00 9/1/2045 2,762
FNMA POOL AZ9819 2,090 3.50 9/1/2045 2,205
FNMA POOL AZ9872 5,313 4.00 8/1/2045 5,698
FNMA POOL BA0119 1,082 3.50 8/1/2030 1,148
FNMA POOL BA0350 2,340 4.00 11/1/2045 2,509
FNMA POOL BA1135 1,250 3.50 10/1/2045 1,319
FNMA POOL BA1265 7,822 3.50 10/1/2045 8,255
FNMA POOL BA2028 6,135 3.50 11/1/2045 6,475
FNMA POOL BA2165 9,766 3.00 11/1/2045 10,137
FNMA POOL BA2385 269 3.00 10/1/2045 279
FNMA POOL BA2538 1,117 4.00 9/1/2045 1,198
FNMA POOL BA2544 2,376 3.50 10/1/2045 2,507
FNMA POOL BA2906 8,969 4.00 11/1/2045 9,619
FNMA POOL BA2925 11,662 4.00 12/1/2045 12,508
FNMA POOL BA3026 5,128 4.00 12/1/2045 5,500
FNMA POOL BA3335 1,162 4.00 11/1/2045 1,246
FNMA POOL BA3796 8,765 4.00 4/1/2046 9,407
FNMA POOL BA4040 3,226 4.00 11/1/2045 3,460
FNMA POOL BA4047 1,787 4.00 12/1/2045 1,917
FNMA POOL BA4314 7,069 4.00 11/1/2045 7,582
FNMA POOL BA4373 3,609 4.00 11/1/2045 3,871
FNMA POOL BA4458 4,393 3.50 12/1/2045 4,636
FNMA POOL BA4507 2,043 3.50 11/1/2045 2,156
FNMA POOL BA4508 8,598 4.00 11/1/2045 9,222
FNMA POOL BA4711 8,354 3.50 12/1/2030 8,859
FNMA POOL BA4712 6,516 3.50 12/1/2030 6,910
FNMA POOL BA4751 3,539 3.50 1/1/2031 3,752
FNMA POOL BA4794 9,947 3.50 2/1/2046 10,502
FNMA POOL BA6197 5,969 3.50 11/1/2045 6,299
FNMA POOL BA6381 2,732 3.50 11/1/2045 2,883
FNMA POOL BA7115 1,699 4.00 1/1/2046 1,822
FNMA POOL BA7264 5,672 2.50 2/1/2031 5,872
FNMA POOL BC0184 4,535 2.50 1/1/2031 4,694
FNMA POOL BC0475 19,182 3.50 12/1/2045 20,244
FNMA POOL BC0877 61,915 4.00 5/1/2046 66,447
FNMA POOL BC0884 67,007 3.00 5/1/2046 69,571
FNMA POOL BC0960 12,000 4.00 6/1/2046 12,878
FNMA POOL BC0985 1,634 3.00 12/1/2030 1,714
FNMA POOL BC0996 6,889 3.50 1/1/2046 7,270
FNMA POOL BC1287 3,338 3.50 1/1/2046 3,524
FNMA POOL BC1356 2,088 3.50 2/1/2046 2,204
FNMA POOL BC1711 7,569 3.50 1/1/2046 7,988
FNMA POOL BC5460 5,058 3.50 3/1/2046 5,341
FNMA POOL BC5794 13,114 4.00 4/1/2046 14,073
FNMA POOL MA0024 24 4.50 4/1/2024 25
FNMA POOL MA0043 20 4.00 4/1/2024 21
FNMA POOL MA0078 39 4.00 5/1/2024 41
FNMA POOL MA0325 144 4.50 1/1/2040 158
FNMA POOL MA0379 146 4.50 4/1/2040 160
FNMA POOL MA0586 8 3.50 12/1/2025 8
FNMA POOL MA0591 87 5.00 11/1/2040 97
FNMA POOL MA0651 199 3.50 2/1/2041 211
FNMA POOL MA0699 230 4.00 4/1/2041 248
FNMA POOL MA0751 1,467 3.50 4/1/2031 1,561
FNMA POOL MA0913 386 4.50 11/1/2031 425
FNMA POOL MA0939 461 4.50 12/1/2031 508
FNMA POOL MA0968 94 4.50 12/1/2031 103
FNMA POOL MA0985 172 4.50 1/1/2042 189
FNMA POOL MA1177 388 3.50 9/1/2042 413
FNMA POOL MA1213 863 3.50 10/1/2042 920
FNMA POOL MA1221 72 4.50 9/1/2042 80
FNMA POOL MA1253 78 4.00 11/1/2042 86
FNMA POOL MA1510 83 4.00 7/1/2043 91
FNMA POOL MA1547 256 4.00 8/1/2043 279
FNMA POOL MA1591 410 4.50 9/1/2043 458
FNMA POOL MA1629 340 4.50 10/1/2043 380
FNMA POOL MA1652 32,100 3.50 11/1/2033 34,160
FNMA POOL MA1664 255 4.50 11/1/2043 285
FNMA POOL MA1711 334 4.50 12/1/2043 373
FNMA POOL MA2005 2,531 4.50 8/1/2044 2,762
FNMA POOL MA2046 8,696 3.50 10/1/2034 9,252
FNMA POOL MA2516 3,306 3.00 1/1/2046 3,431
FNMA POOL MA2651 6,570 3.00 6/1/2031 6,893
FNMA POOL MA2670 50,000 3.00 7/1/2046 51,913
FNMA POOL MB0160 2,282 3.50 7/1/2042 2,415
FNMA POOL MB0212 1,465 2.50 12/1/2027 1,521
FNMA POOL MB0216 2,177 3.00 1/1/2043 2,264
FNMA POOL MB0217 2,053 3.00 1/1/2043 2,135
FNMA POOL MB0225 2,089 3.00 12/1/2042 2,173
FNMA POOL MB0228 939 2.50 2/1/2028 975
FNMA POOL MB0230 713 3.00 2/1/2043 741
FNMA POOL MB0240 1,072 3.00 4/1/2043 1,115
FNMA POOL MB0248 1,600 3.00 5/1/2043 1,664
FNMA POOL MB0254 1,126 3.00 5/1/2043 1,172
FNMA TBA 15 YR 3 1,400 3.00 8/18/2031 1,466
FNMA TBA 15 YR 3.5 32,308 3.50 7/19/2031 34,234
FNMA TBA 15 YR 3.5 8,700 3.50 8/18/2031 9,201
FNMA TBA 30 YR 3 64,700 3.00 7/14/2046 67,165
FNMA TBA 30 YR 3.5 22,400 3.50 7/14/2046 23,635
FNMA TBA 30 YR 3.5 (10,400) 3.50 8/16/2046 (10,956)
FNMA TBA 30 YR 4 18,500 4.00 7/14/2046 19,835
FNMA TBA 30 YR 5 7,800 5.00 7/14/2046 8,664
FOCUS BRANDS INC 3,091 1.00 2/21/2018 3,081
FOCUS BRANDS INC 500 1.00 8/21/2018 499
FORD CREDIT FLOORPLAN MASTER O 5,560 1.04 8/15/2020 5,569
FORD CREDIT FLOORPLAN MASTER O 5,000 1.34 2/15/2021 5,000
FORD MOTOR COMPANY 11,370 4.75 1/15/2043 11,925
FORD MOTOR COMPANY 6,150 6.50 8/1/2018 6,729
FORD MOTOR COMPANY 2,950 7.45 7/16/2031 3,946
FORD MOTOR CREDIT CO LLC 5,000 2.60 11/4/2019 5,107
FORD MOTOR CREDIT CO LLC 5,000 2.94 1/8/2019 5,140
FORD MOTOR CREDIT CO LLC 10,478 3.10 5/4/2023 10,593
FORD MOTOR CREDIT CO LLC 1,430 3.20 1/15/2021 1,471
FORD MOTOR CREDIT CO LLC 5,000 3.22 1/9/2022 5,123
FORD MOTOR CREDIT CO LLC 5,000 4.39 1/8/2026 5,414
FORD MOTOR CREDIT CO LLC 18,200 5.88 8/2/2021 20,961
FOREST LABORATORIES LLC 13,000 5.00 12/15/2021 14,415
FORTESCUE METALS GROUP LTD 4,528 1.00 6/30/2019 4,324
FORTIVE CORPORATION 3,000 3.15 6/15/2026 3,095
FORTIVE CORPORATION 3,000 4.30 6/15/2046 3,195
FORTUNE BRANDS HOME + SE 3,000 3.00 6/15/2020 3,087
FOUR SEASONS HLDGS INC 299 1.00 6/27/2020 296
FRANCE (GOVT OF) 505 0.10 7/25/2021 593
FRANCE (GOVT OF) 3,148 0.25 7/25/2018 3,606
FRANCE (GOVT OF) 2,883 0.25 7/25/2024 3,509
FRANCE (GOVT OF) 5,274 1.00 7/25/2017 6,001
FRANCE (GOVT OF) 5,766 1.10 7/25/2022 7,234
FRANCE (GOVT OF) 1,548 1.30 7/25/2019 1,848
FRANCE (GOVT OF) 2,706 1.80 7/25/2040 4,753
FRANCE (GOVT OF) 2,766 1.85 7/25/2027 3,995
FRANCE (GOVT OF) 4,486 2.10 7/25/2023 6,091
FRANCE (GOVT OF) 5,121 2.25 7/25/2020 6,485
FRANCE (GOVT OF) 3,706 3.15 7/25/2032 6,750
FRANCE (GOVT OF) 3,597 3.40 7/25/2029 6,290
FREDDIE MAC 25,000 0.44 7/21/2016 25,000
FREDDIE MAC 7,450 0.45 4/20/2017 7,444
FREDDIE MAC 30,000 0.49 4/27/2017 29,995
FREDDIE MAC 25,000 0.58 7/21/2017 24,997
FREDDIE MAC 20,000 0.68 3/8/2018 20,000
FREDDIE MAC 50,000 0.75 7/14/2017 50,032
FREDDIE MAC 65,000 0.75 4/9/2018 65,089
FREDDIE MAC 25,000 0.75 10/5/2018 25,000
FREDDIE MAC 10,000 1.05 4/27/2018 10,000
FREDDIE MAC 50,000 1.13 4/15/2019 50,458
FREDDIE MAC 128,200 2.38 1/13/2022 135,821
FREDDIE MAC 6,325 2.50 8/15/2027 512
FREDDIE MAC 1,108 3.00 9/15/2031 95
FREDDIE MAC 1,092 3.50 6/15/2027 116
FREDDIE MAC 10,171 4.00 1/15/2033 11,098
FREDDIE MAC 1,644 5.51 10/15/2041 270
FREDDIE MAC 1,354 5.59 9/15/2037 278
FREDDIE MAC 139 5.61 7/15/2042 32
FREDDIE MAC 216 5.71 11/15/2042 45
FREDDIE MAC 200 5.71 11/15/2042 39
FREDDIE MAC 558 5.76 5/15/2039 84
FREDDIE MAC 200 5.81 9/15/2042 42
FREDDIE MAC 792 5.85 11/15/2036 154
FREDDIE MAC 52,000 6.25 7/15/2032 78,629
FREDDIE MAC REFERENCE REMIC 297 6.00 5/15/2036 334
FREEPORT MCMORAN INC 1,045 2.30 11/14/2017 1,027
FREEPORT MCMORAN INC 4,487 2.38 3/15/2018 4,386
FREEPORT MCMORAN INC 420 3.10 3/15/2020 398
FREEPORT MCMORAN INC 3,563 3.55 3/1/2022 3,127
FREEPORT MCMORAN INC 4,325 3.88 3/15/2023 3,774
FREEPORT MCMORAN INC 1,860 4.00 11/14/2021 1,688
FREEPORT MCMORAN INC 1,500 4.55 11/14/2024 1,314
FREEPORT MCMORAN INC 1,289 5.40 11/14/2034 1,025
FREEPORT MCMORAN INC 517 5.45 3/15/2043 410
FREEPORT MCMORAN OIL+GAS 483 6.50 11/15/2020 482
FREEPORT MCMORAN OIL+GAS 365 6.63 5/1/2021 363
FREMF MORTGAGE TRUST 20,500 0.20 5/25/2045 194
FREMF MORTGAGE TRUST 2,770 3.60 5/25/2046 2,817
FREMF MORTGAGE TRUST 1,760 4.57 12/25/2048 1,878
FREMF MORTGAGE TRUST 5,690 4.69 10/25/2030 5,900
FREMF MORTGAGE TRUST 5,030 4.88 7/25/2044 5,224
FRESENIUS MED CARE II 3,000 4.13 10/15/2020 3,079
FRESENIUS MED CARE II 140 4.75 10/15/2024 145
FRESENIUS MED CARE II 1,850 5.88 1/31/2022 2,023
FRESENIUS MED CARE II 200 6.50 9/15/2018 216
FRESENIUS MED CARE US 1,550 5.75 2/15/2021 1,713
FRESENIUS US FINANCE II 514 4.50 1/15/2023 526
FRESH MARKET INC 670 9.75 5/1/2023 623
FRONTIER COMMUNICATIONS 1,985 6.25 9/15/2021 1,876
FRONTIER COMMUNICATIONS 2,122 6.88 1/15/2025 1,780
FRONTIER COMMUNICATIONS 120 7.13 1/15/2023 108
FRONTIER COMMUNICATIONS 1,810 7.63 4/15/2024 1,609
FRONTIER COMMUNICATIONS 850 8.13 10/1/2018 927
FRONTIER COMMUNICATIONS 7,500 8.88 9/15/2020 7,969
FRONTIER COMMUNICATIONS 400 9.00 8/15/2031 351
FRONTIER COMMUNICATIONS 8,000 9.25 7/1/2021 8,480
FRONTIER COMMUNICATIONS 2,294 10.50 9/15/2022 2,417
FRONTIER COMMUNICATIONS 630 11.00 9/15/2025 649
FTE VERWALTUNGS GMBH 100 9.00 7/15/2020 117
FTI CONSULTING INC 400 6.00 11/15/2022 420
FTS INTL INC 183 1.00 4/16/2021 71
GALA ELECTRIC CASINOS LT 164 11.50 6/1/2019 226
GALA GROUP FINANCE PLC 118 8.88 9/1/2018 162
GALAXY FINCO LTD 100 7.88 11/15/2021 131
GALLERIA CO 900 1.00 1/26/2023 898
GAMESTOP CORP 400 6.75 3/15/2021 397
GAP INC/THE 8,000 5.95 4/12/2021 8,351
GARDA WORLD SEC CORP 481 1.00 11/6/2020 466
GARDA WORLD SEC CORP 2,865 1.00 11/6/2020 2,776
GARDNER DENVER INC 1,358 1.00 7/30/2020 1,247
GARDNER DENVER INC 625 6.88 8/15/2021 567
GARFUNKELUX HOLDCO 3 SA 150 8.50 11/1/2022 190
GAS NATURAL FENOSA FINAN 100 3.38 12/29/2049 99
GATES GLOBAL LLC 1,991 1.00 7/6/2021 1,884
GATES GLOBAL LLC 1,491 6.00 7/15/2022 1,305
GCA SERVICES GROUP INC. 2,594 1.00 3/1/2023 2,590
GCCFC COMMERCIAL MORTGAGE TRUS 2,883 5.74 12/10/2049 2,958
GCP APPLIED TECHNOLOGIES 500 9.50 2/1/2023 560
GE CAPITAL INTL FUNDING 5,325 2.34 11/15/2020 5,479
GE CAPITAL INTL FUNDING 2,757 3.37 11/15/2025 2,994
GE CAPITAL INTL FUNDING 40,895 4.42 11/15/2035 45,744
GE COMMERCIAL MORTGAGE CORPORA 130 5.68 12/10/2049 87
GE DEALER FLOORPLAN MASTER NOT 5,760 0.90 10/20/2019 5,750
GE DEALER FLOORPLAN MASTER NOT 6,470 1.10 1/20/2022 6,426
GENERAC PWR SYS INC 692 1.00 5/31/2020 681
GENERAL CABLE CORP 300 5.75 10/1/2022 273
GENERAL ELECTRIC CO 5,000 2.70 10/9/2022 5,231
GENERAL ELECTRIC CO 1,060 3.10 1/9/2023 1,128
GENERAL ELECTRIC CO 50 4.38 9/16/2020 56
GENERAL ELECTRIC CO 10,400 4.50 3/11/2044 11,902
GENERAL ELECTRIC CO 140 4.65 10/17/2021 160
GENERAL ELECTRIC CO 8,500 5.25 12/6/2017 9,025
GENERAL ELECTRIC CO 324 5.30 2/11/2021 375
GENERAL ELECTRIC CO 1,518 5.50 1/8/2020 1,727
GENERAL ELECTRIC CO 10,880 6.75 3/15/2032 15,262
GENERAL ELECTRIC CO 1,246 6.88 1/10/2039 1,868
GENERAL MILLS INC 5,000 3.15 12/15/2021 5,297
GENERAL MILLS INC 5,500 4.15 2/15/2043 5,850
GENERAL MOTORS CO 6,000 4.88 10/2/2023 6,368
GENERAL MOTORS CO 13,170 6.25 10/2/2043 14,525
GENERAL MOTORS CO 4,555 6.75 4/1/2046 5,366
GENERAL MOTORS FINL CO 5,000 2.40 4/10/2018 5,037
GENERAL MOTORS FINL CO 3,000 2.40 5/9/2019 3,004
GENERAL MOTORS FINL CO 3,000 3.20 7/6/2021 3,010
GENERAL MOTORS FINL CO 210 3.25 5/15/2018 214
GENERAL MOTORS FINL CO 5,130 3.45 4/10/2022 5,121
GENERAL MOTORS FINL CO 3,000 3.70 11/24/2020 3,083
GENERAL MOTORS FINL CO 3,000 3.70 5/9/2023 2,990
GENERAL MOTORS FINL CO 11,000 4.25 5/15/2023 11,300
GENERAL MOTORS FINL CO 6,250 4.38 9/25/2021 6,581
GENESIS ENERGY LP/GENESI 460 5.63 6/15/2024 417
GENESIS ENERGY LP/GENESI 599 5.75 2/15/2021 560
GENESIS ENERGY LP/GENESI 179 6.00 5/15/2023 164
GENESIS ENERGY LP/GENESI 1,125 6.75 8/1/2022 1,101
GENESYS TELECOM LABORATORIES 975 1.00 11/13/2020 969
GENESYS TELECOM LABS 2,431 1.00 2/8/2020 2,407
GENON ENERGY INC 190 7.88 6/15/2017 159
GENON ENERGY INC 600 9.50 10/15/2018 475
GENON ENERGY INC 800 9.88 10/15/2020 567
GENWORTH HOLDINGS INC 3,000 4.80 2/15/2024 2,235
GENWORTH HOLDINGS INC 275 6.15 11/15/2066 89
GEO GROUP INC/THE 355 5.13 4/1/2023 346
GEO GROUP INC/THE 535 5.88 1/15/2022 540
GEO GROUP INC/THE 860 5.88 10/15/2024 871
GEO GROUP INC/THE 192 6.00 4/15/2026 192
GEORGIA POWER CO 4,000 3.25 4/1/2026 4,254
GESTAMP FUND LUX SA 175 3.50 5/15/2023 198
GFL ENVIRONMENTAL INC 673 9.88 2/1/2021 722
GIBRALTAR INDUSTRIES INC 250 6.25 2/1/2021 252
GIBSON ENERGY INC 400 6.75 7/15/2021 399
GILEAD SCIENCES INC 2,000 1.85 9/4/2018 2,033
GILEAD SCIENCES INC 5,000 3.50 2/1/2025 5,349
GILEAD SCIENCES INC 5,860 3.65 3/1/2026 6,364
GILEAD SCIENCES INC 1,180 3.70 4/1/2024 1,278
GILEAD SCIENCES INC 5,000 4.40 12/1/2021 5,622
GILEAD SCIENCES INC 5,030 4.50 2/1/2045 5,456
GILEAD SCIENCES INC 3,000 4.60 9/1/2035 3,334
GILEAD SCIENCES INC 950 4.75 3/1/2046 1,075
GILEAD SCIENCES INC 2,000 4.80 4/1/2044 2,251
GILEAD SCIENCES INC 5,000 5.65 12/1/2041 6,261
GIM CHANNELVIEW COGENERATION L 867 1.00 5/8/2020 806
GLAXOSMITHKLINE CAP INC 1,540 5.65 5/15/2018 1,669
GLAXOSMITHKLINE CAPITAL 20,100 2.85 5/8/2022 20,988
GLENCORE CANADA CORP 2,000 6.20 6/15/2035 1,680
GLENCORE FINANCE CANADA 1,660 2.70 10/25/2017 1,654
GLENCORE FINANCE CANADA 230 5.80 11/15/2016 233
GLENCORE FINANCE EUROPE 100 3.38 9/30/2020 113
GLENCORE FINANCE EUROPE 100 4.63 4/3/2018 117
GLENCORE FUNDING LLC 3,000 2.13 4/16/2018 2,914
GLENCORE FUNDING LLC 2,370 2.88 4/16/2020 2,240
GLENCORE FUNDING LLC 6,057 4.00 4/16/2025 5,410
GLENCORE FUNDING LLC 4,140 4.63 4/29/2024 3,846
GLOBAL BRASS + COPPER INC. 510 1.00 7/18/2023 505
GLOBAL BRASS AND COPPER 1,480 9.50 6/1/2019 1,554
GLOBAL PAYMENTS INC 1,208 1.00 4/22/2023 1,213
GLOBAL SHIP LEASE INC 2,471 10.00 4/1/2019 2,159
GLP CAPITAL LP / FIN II 391 4.38 11/1/2018 402
GLP CAPITAL LP / FIN II 4,000 4.88 11/1/2020 4,145
GLP CAPITAL LP / FIN II 1,651 5.38 11/1/2023 1,727
GLP CAPITAL LP / FIN II 3,550 5.38 4/15/2026 3,648
GLP FING LLC 3,361 1.00 10/29/2018 3,269
GM FINANCIAL AUTOMOBILE LEASIN 3,615 0.87 4/20/2018 3,614
GM FINANCIAL AUTOMOBILE LEASIN 3,207 1.22 1/22/2018 3,210
GNMA II POOL 003428 2,267 5.00 8/20/2033 2,531
GNMA II POOL 003475 1,510 6.50 11/20/2033 1,772
GNMA II POOL 003488 1,739 5.50 12/20/2033 2,000
GNMA II POOL 003544 3,908 5.50 4/20/2034 4,486
GNMA II POOL 003556 2,186 5.50 5/20/2034 2,509
GNMA II POOL 003624 1,710 5.50 10/20/2034 1,962
GNMA II POOL 003651 14,836 5.00 12/20/2034 16,565
GNMA II POOL 003652 2,289 5.50 12/20/2034 2,628
GNMA II POOL 003805 327 5.00 1/20/2036 363
GNMA II POOL 003817 202 5.00 2/20/2036 226
GNMA II POOL 003829 5,490 5.00 3/20/2036 6,143
GNMA II POOL 003840 33 5.00 4/20/2036 37
GNMA II POOL 003841 1,580 5.50 4/20/2036 1,795
GNMA II POOL 003851 2,001 5.50 5/20/2036 2,273
GNMA II POOL 003890 29 6.00 8/20/2036 33
GNMA II POOL 004049 21 6.00 11/20/2037 24
GNMA II POOL 004291 24 6.00 11/20/2038 27
GNMA II POOL 004540 15,610 4.50 9/20/2039 17,048
GNMA II POOL 004602 37 6.00 12/20/2039 43
GNMA II POOL 004617 424 4.50 1/20/2040 463
GNMA II POOL 004696 567 4.50 5/20/2040 620
GNMA II POOL 004699 32 6.00 5/20/2040 36
GNMA II POOL 004747 25 5.00 7/20/2040 27
GNMA II POOL 004774 22 6.00 8/20/2040 25
GNMA II POOL 004802 153 5.00 9/20/2040 170
GNMA II POOL 004837 615 6.00 10/20/2040 708
GNMA II POOL 004855 25 5.00 11/20/2040 28
GNMA II POOL 004923 97 4.50 1/20/2041 106
GNMA II POOL 004924 13,676 5.00 1/20/2041 15,191
GNMA II POOL 004961 181 6.00 2/20/2041 206
GNMA II POOL 004978 3,972 4.50 3/20/2041 4,324
GNMA II POOL 005085 193 6.00 6/20/2041 221
GNMA II POOL 005189 444 6.00 9/20/2041 511
GNMA II POOL 005240 69 6.00 11/20/2041 78
GNMA II POOL 005269 204 6.00 12/20/2041 232
GNMA II POOL 005309 389 6.00 2/20/2042 442
GNMA II POOL 720540 2,202 4.00 7/20/2039 2,359
GNMA II POOL 722696 780 4.00 11/20/2039 836
GNMA II POOL 725819 961 4.00 12/20/2039 1,031
GNMA II POOL 737851 52,337 4.00 1/20/2041 56,365
GNMA II POOL 782058 4,433 6.50 2/20/2036 5,181
GNMA II POOL 783050 1,558 5.00 7/20/2040 1,730
GNMA II POOL 783368 638 4.50 7/20/2041 695
GNMA II POOL AO0282 3,347 3.00 8/20/2045 3,500
GNMA II POOL AO0283 5,592 3.00 8/20/2045 5,848
GNMA II POOL AQ2337 7,915 4.00 12/20/2045 8,465
GNMA II POOL AQ6652 42,367 3.50 1/20/2046 44,977
GNMA II POOL AR3713 33,657 4.00 11/20/2045 35,999
GNMA II POOL AR3725 5,642 4.00 1/20/2046 6,035
GNMA II POOL MA0533 82,604 3.00 11/20/2042 86,721
GNMA II POOL MA0698 5,685 3.00 1/20/2043 5,968
GNMA II POOL MA1156 25,827 3.00 7/20/2043 27,067
GNMA II POOL MA2936 6,543 3.50 7/20/2030 6,981
GNMA II POOL MA3105 8,367 3.50 9/20/2045 8,883
GNMA II POOL MA3375 4,582 3.00 1/20/2046 4,791
GNMA II POOL MA3454 19,830 3.50 2/20/2046 21,068
GNMA II POOL MA3521 98,148 3.50 3/20/2046 104,277
GNMA II POOL MA3522 19,531 4.00 3/20/2046 20,890
GNMA II POOL MA3596 5,269 3.00 4/20/2046 5,512
GNMA II POOL MA3597 22,039 3.50 4/20/2046 23,416
GNMA II POOL MA3598 37,673 4.00 4/20/2046 40,347
GNMA II POOL MA3662 9,279 3.00 5/20/2046 9,707
GNMA II POOL MA3663 228,440 3.50 5/20/2046 242,706
GNMA II POOL MA3735 120,000 3.00 6/20/2046 125,538
GNMA II POOL MA3736 40,000 3.50 6/20/2046 42,498
GNMA II TBA 30 YR 3 45,000 3.00 7/20/2046 47,050
GNMA II TBA 30 YR 3 7,800 3.00 8/23/2046 8,139
GNMA II TBA 30 YR 3.5 19,800 3.50 7/20/2046 21,017
GNMA II TBA 30 YR 3.5 3,300 3.50 8/23/2046 3,498
GNMA POOL 389800 294 5.50 1/15/2033 338
GNMA POOL 403390 490 5.50 9/15/2033 563
GNMA POOL 425003 108 5.50 9/15/2033 124
GNMA POOL 429665 67 5.50 11/15/2033 77
GNMA POOL 429797 50 5.50 12/15/2033 58
GNMA POOL 429810 76 5.50 12/15/2033 87
GNMA POOL 510835 637 5.50 2/15/2035 725
GNMA POOL 520212 112 5.50 5/15/2034 128
GNMA POOL 531085 63 5.50 9/15/2033 72
GNMA POOL 544116 129 5.50 4/15/2035 147
GNMA POOL 553056 469 5.50 2/15/2033 538
GNMA POOL 553453 25,011 3.50 1/15/2042 26,657
GNMA POOL 562480 428 5.50 2/15/2034 490
GNMA POOL 563477 96 5.50 9/15/2033 110
GNMA POOL 569569 616 6.00 1/15/2032 714
GNMA POOL 582361 379 5.50 10/15/2032 428
GNMA POOL 587843 279 5.50 10/15/2033 320
GNMA POOL 587858 225 5.50 12/15/2033 259
GNMA POOL 589477 343 5.50 9/15/2032 391
GNMA POOL 592278 143 5.50 2/15/2033 164
GNMA POOL 592663 366 6.00 5/15/2033 422
GNMA POOL 593726 379 5.50 8/15/2033 435
GNMA POOL 594170 116 5.50 11/15/2033 133
GNMA POOL 595646 142 5.50 6/15/2033 164
GNMA POOL 595760 40 5.50 6/15/2035 45
GNMA POOL 600242 26 5.50 8/15/2033 29
GNMA POOL 600756 368 5.50 2/15/2034 421
GNMA POOL 603224 87 5.50 3/15/2034 100
GNMA POOL 603390 38 5.50 1/15/2033 43
GNMA POOL 603408 503 5.50 2/15/2033 577
GNMA POOL 603566 260 5.50 4/15/2033 299
GNMA POOL 604046 164 5.50 2/15/2033 188
GNMA POOL 604245 46 5.50 4/15/2033 53
GNMA POOL 604624 52 5.50 9/15/2033 60
GNMA POOL 604713 33 5.50 10/15/2033 38
GNMA POOL 604724 21 5.50 10/15/2033 24
GNMA POOL 604872 160 5.50 12/15/2033 184
GNMA POOL 604901 128 5.50 1/15/2034 147
GNMA POOL 605373 72 5.50 9/15/2034 83
GNMA POOL 605385 121 5.50 4/15/2034 138
GNMA POOL 605462 99 5.50 6/15/2034 114
GNMA POOL 605774 829 5.50 11/15/2034 951
GNMA POOL 605813 1,788 5.00 12/15/2034 2,005
GNMA POOL 606945 67 5.50 11/15/2033 77
GNMA POOL 606949 53 5.50 11/15/2033 61
GNMA POOL 607146 177 5.50 9/15/2033 204
GNMA POOL 607332 127 5.50 6/15/2033 146
GNMA POOL 608285 203 5.50 9/15/2033 233
GNMA POOL 609390 38 5.50 4/15/2033 44
GNMA POOL 611286 58 5.50 9/15/2033 67
GNMA POOL 611439 385 5.50 4/15/2033 443
GNMA POOL 611521 63 5.50 5/15/2033 72
GNMA POOL 611958 74 5.50 6/15/2033 85
GNMA POOL 612038 84 5.50 9/15/2033 96
GNMA POOL 612859 303 5.50 6/15/2033 348
GNMA POOL 614323 987 3.50 1/15/2043 1,051
GNMA POOL 614326 1,495 3.50 2/15/2043 1,589
GNMA POOL 614328 1,741 3.50 1/15/2043 1,852
GNMA POOL 614503 113 5.50 6/15/2033 130
GNMA POOL 615284 1,505 5.50 7/15/2033 1,728
GNMA POOL 615534 185 5.50 9/15/2033 213
GNMA POOL 616004 77 5.50 10/15/2033 89
GNMA POOL 616018 645 5.50 10/15/2033 740
GNMA POOL 616087 141 5.50 11/15/2033 161
GNMA POOL 616144 429 5.50 12/15/2033 493
GNMA POOL 616268 857 6.00 2/15/2034 996
GNMA POOL 616778 1,896 5.50 12/15/2034 2,173
GNMA POOL 617444 703 6.00 3/15/2037 798
GNMA POOL 617611 473 6.00 7/15/2037 537
GNMA POOL 617790 8 6.00 11/15/2037 9
GNMA POOL 618881 154 5.50 8/15/2033 177
GNMA POOL 619368 110 5.50 12/15/2033 126
GNMA POOL 620510 66 5.50 8/15/2033 76
GNMA POOL 620583 76 5.50 9/15/2033 88
GNMA POOL 620662 1,381 5.50 9/15/2033 1,586
GNMA POOL 621393 154 5.50 2/15/2034 177
GNMA POOL 621414 126 5.50 7/15/2034 145
GNMA POOL 621822 66 5.50 12/15/2033 76
GNMA POOL 621823 80 5.50 12/15/2033 92
GNMA POOL 621834 168 5.50 12/15/2033 193
GNMA POOL 622351 61 5.50 10/15/2033 69
GNMA POOL 622489 33 5.50 10/15/2033 38
GNMA POOL 622492 81 5.50 10/15/2033 93
GNMA POOL 622653 127 5.50 11/15/2033 146
GNMA POOL 624353 109 5.50 10/15/2033 125
GNMA POOL 625603 75 5.50 12/15/2033 87
GNMA POOL 625653 237 5.50 1/15/2034 272
GNMA POOL 625667 517 5.50 1/15/2034 593
GNMA POOL 625669 115 5.50 1/15/2034 132
GNMA POOL 626477 298 5.50 2/15/2034 342
GNMA POOL 626921 840 3.00 3/15/2045 878
GNMA POOL 626926 1,051 4.00 3/15/2037 1,129
GNMA POOL 626927 991 4.00 3/15/2038 1,065
GNMA POOL 627002 989 3.00 10/15/2045 1,033
GNMA POOL 632861 46 5.50 12/15/2034 53
GNMA POOL 634644 66 5.50 11/15/2034 76
GNMA POOL 636243 967 5.50 3/15/2035 1,100
GNMA POOL 644861 1,281 5.50 6/15/2035 1,457
GNMA POOL 649164 16 5.50 1/15/2036 18
GNMA POOL 650351 25 5.50 11/15/2035 28
GNMA POOL 651861 47 6.00 6/15/2036 54
GNMA POOL 655342 19 6.00 5/15/2036 22
GNMA POOL 656153 203 6.00 7/15/2036 231
GNMA POOL 657156 15 6.00 6/15/2037 17
GNMA POOL 658058 50 6.00 8/15/2036 57
GNMA POOL 658182 3 6.00 11/15/2036 4
GNMA POOL 658805 48 6.00 7/15/2037 55
GNMA POOL 658848 387 6.00 8/15/2037 439
GNMA POOL 659670 164 6.00 10/15/2036 186
GNMA POOL 662397 108 6.00 5/15/2037 122
GNMA POOL 670006 4,056 3.00 5/15/2045 4,238
GNMA POOL 672369 38 6.00 11/15/2037 43
GNMA POOL 672392 26 6.00 12/15/2037 29
GNMA POOL 674452 36 6.00 9/15/2037 41
GNMA POOL 677567 25 6.00 11/15/2037 29
GNMA POOL 704268 4,551 5.50 2/15/2039 5,160
GNMA POOL 704521 2,588 5.50 5/15/2039 2,934
GNMA POOL 711494 5,436 5.00 2/15/2040 6,096
GNMA POOL 711505 6,074 5.00 4/15/2040 6,812
GNMA POOL 711731 30,883 3.00 3/15/2043 32,309
GNMA POOL 714517 6,155 4.50 5/15/2039 6,799
GNMA POOL 717098 2 5.00 5/15/2039 2
GNMA POOL 719260 12,589 4.50 8/15/2040 13,916
GNMA POOL 726326 8,364 4.50 9/15/2039 9,240
GNMA POOL 727884 491 4.00 8/15/2040 532
GNMA POOL 733428 1,238 3.50 6/15/2045 1,314
GNMA POOL 733600 75 5.00 4/15/2040 84
GNMA POOL 733627 224 5.00 5/15/2040 252
GNMA POOL 733749 17,298 5.00 6/15/2040 19,399
GNMA POOL 737183 17,223 5.00 4/15/2040 19,316
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GNMA POOL AD7529 1,035 3.50 5/15/2043 1,100
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GNMA POOL AP0117 1,691 3.50 10/15/2045 1,795
GNMA POOL AQ7377 297 3.00 12/15/2045 311
GOLDCORP INC 3,000 3.63 6/9/2021 3,094
GOLDEN CREDIT CARD TRUST 23,470 0.87 9/15/2018 23,481
GOLDMAN SACHS CAPITAL II 59 4.00 12/29/2049 44
GOLDMAN SACHS GROUP INC 1,450 2.38 1/22/2018 1,468
GOLDMAN SACHS GROUP INC 5,000 2.55 10/23/2019 5,095
GOLDMAN SACHS GROUP INC 9,000 2.60 4/23/2020 9,152
GOLDMAN SACHS GROUP INC 5,000 2.63 1/31/2019 5,105
GOLDMAN SACHS GROUP INC 40 2.90 7/19/2018 41
GOLDMAN SACHS GROUP INC 5,000 3.75 5/22/2025 5,243
GOLDMAN SACHS GROUP INC 570 3.85 7/8/2024 603
GOLDMAN SACHS GROUP INC 15,990 4.00 3/3/2024 17,175
GOLDMAN SACHS GROUP INC 20,830 4.25 10/21/2025 21,436
GOLDMAN SACHS GROUP INC 720 4.75 10/21/2045 797
GOLDMAN SACHS GROUP INC 15,000 4.80 7/8/2044 16,421
GOLDMAN SACHS GROUP INC 840 5.15 5/22/2045 870
GOLDMAN SACHS GROUP INC 10,490 5.25 7/27/2021 11,859
GOLDMAN SACHS GROUP INC 33,110 5.38 3/15/2020 36,749
GOLDMAN SACHS GROUP INC 830 5.38 12/29/2049 820
GOLDMAN SACHS GROUP INC 1,434 5.70 12/31/2049 1,428
GOLDMAN SACHS GROUP INC 6,000 5.75 1/24/2022 6,951
GOLDMAN SACHS GROUP INC 10,000 5.95 1/15/2027 11,483
GOLDMAN SACHS GROUP INC 6,900 6.00 6/15/2020 7,870
GOLDMAN SACHS GROUP INC 3,020 6.15 4/1/2018 3,250
GOLDMAN SACHS GROUP INC 1,640 6.25 2/1/2041 2,118
GOLDMAN SACHS GROUP INC 10,000 6.45 5/1/2036 11,720
GOLDMAN SACHS GROUP INC 10,270 6.75 10/1/2037 12,659
GOODYEAR TIRE + RUBBER 1,443 5.00 5/31/2026 1,463
GOODYEAR TIRE + RUBBER 2,010 5.13 11/15/2023 2,075
GOODYEAR TIRE + RUBBER 1,200 7.00 5/15/2022 1,278
GOVERNMENT NATIONAL MORTGAGE A 1,323 0.84 12/20/2060 1,311
GOVERNMENT NATIONAL MORTGAGE A 2,629 0.92 6/16/2055 134
GOVERNMENT NATIONAL MORTGAGE A 1,262 0.92 3/20/2061 1,254
GOVERNMENT NATIONAL MORTGAGE A 878 0.94 3/20/2061 873
GOVERNMENT NATIONAL MORTGAGE A 910 3.50 2/20/2038 72
GOVERNMENT NATIONAL MORTGAGE A 1,367 4.00 10/16/2026 136
GOVERNMENT NATIONAL MORTGAGE A 505 4.66 7/16/2044 542
GOVERNMENT NATIONAL MORTGAGE A 639 5.66 8/16/2042 107
GOVERNMENT NATIONAL MORTGAGE A 92 6.03 4/20/2040 15
GOVERNMENT NATIONAL MORTGAGE A 181 6.05 3/20/2039 14
GOVERNMENT NATIONAL MORTGAGE A 162 6.20 1/20/2040 20
GOVERNOR + CO OF THE BAN 400 7.38 12/29/2049 411
GRAPHIC PACKAGING INTL 1,024 4.88 11/15/2022 1,064
GRAY TELEVISION INC 493 5.88 7/15/2026 494
GRAY TELEVISION INC 863 7.50 10/1/2020 899
GREAT PLAINS ENERGY INC 3,000 4.85 6/1/2021 3,293
GREATBATCH INC. 878 1.00 10/27/2022 869
GREEN ENERGY PARTNERS 390 1.00 11/13/2021 378
GREENPOINT MANUFACTURED HOUSIN 450 3.08 3/18/2029 387
GREENPOINT MANUFACTURED HOUSIN 375 3.71 6/19/2029 319
GREENPOINT MANUFACTURED HOUSIN 425 3.93 3/13/2032 366
GREENPOINT MANUFACTURED HOUSIN 250 3.94 2/20/2032 217
GREENPOINT MANUFACTURED HOUSIN 350 3.94 2/20/2030 302
GREENPOINT MORTGAGE FUNDING TR 2,830 0.66 4/25/2036 2,150
GRIFFON CORPORATION 400 5.25 3/1/2022 395
GRIFOLS WORLDWIDE OP LTD 830 5.25 4/1/2022 836
GROUP 1 AUTOMOTIVE INC 1,811 5.00 6/1/2022 1,784
GROUP 1 AUTOMOTIVE INC 300 5.25 12/15/2023 296
GRUDEN ACQUISITION INC. 2,159 1.00 8/18/2022 1,981
GRUPO BIMBO SAB DE CV 3,000 4.50 1/25/2022 3,237
GRUPO BIMBO SAB DE CV 5,000 4.88 6/30/2020 5,465
GRUPO BIMBO SAB DE CV 5,000 4.88 6/27/2044 4,932
GRUPO KUO SAB DE CV 3,400 6.25 12/4/2022 3,438
GRUPO TELEVISA SAB 2,000 5.00 5/13/2045 1,922
GRUPO TELEVISA SAB 3,000 6.00 5/15/2018 3,224
GRUPO TELEVISA SAB 5,000 6.63 1/15/2040 5,785
GS MORTGAGE SECURITIES TRUST 1,033 1.59 8/10/2044 54
GS MORTGAGE SECURITIES TRUST 8,500 2.77 11/10/2045 8,826
GS MORTGAGE SECURITIES TRUST 7,300 2.93 6/5/2031 7,461
GS MORTGAGE SECURITIES TRUST 1,580 3.38 5/10/2050 1,085
GS MORTGAGE SECURITIES TRUST 9,609 3.40 2/10/2048 10,259
GS MORTGAGE SECURITIES TRUST 2,500 3.53 8/10/2046 2,641
GS MORTGAGE SECURITIES TRUST 7,694 3.55 11/10/2048 8,355
GS MORTGAGE SECURITIES TRUST 3,113 3.65 1/10/2047 3,380
GS MORTGAGE SECURITIES TRUST 2,675 3.65 9/10/2047 2,913
GS MORTGAGE SECURITIES TRUST 1,190 3.78 5/10/2050 1,274
GS MORTGAGE SECURITIES TRUST 3,300 3.81 11/10/2046 3,567
GS MORTGAGE SECURITIES TRUST 5,000 3.93 9/10/2047 5,526
GS MORTGAGE SECURITIES TRUST 3,500 3.96 11/10/2047 3,806
GS MORTGAGE SECURITIES TRUST 6,000 4.00 4/10/2047 6,649
GS MORTGAGE SECURITIES TRUST 5,000 4.09 5/10/2045 5,463
GS MORTGAGE SECURITIES TRUST 160 4.93 8/10/2046 121
GS MORTGAGE SECURITIES TRUST 320 5.16 11/10/2046 360
GS MORTGAGE SECURITIES TRUST - 5.16 12/10/2043 -
GS MORTGAGE SECURITIES TRUST 760 5.62 11/10/2039 649
GS MORTGAGE SECURITIES TRUST 11,339 5.99 8/10/2045 11,610
GS MORTGAGE SECURITIES TRUST 1,110 8.94 2/15/2033 1,113
GSCCRE COMMERCIAL MORTGAGE TRU 5,820 2.74 8/15/2032 5,747
GULFPORT ENERGY CORP 350 6.63 5/1/2023 341
GULFPORT ENERGY CORP 840 7.75 11/1/2020 863
GYP HLDGS III CORP 1,527 1.00 4/1/2021 1,496
HALCON RESOURCES CORP 850 8.63 2/1/2020 804
HALCON RESOURCES CORP 193 12.00 2/15/2022 178
HALLIBURTON CO 8,000 3.25 11/15/2021 8,281
HALLIBURTON CO 6,000 3.80 11/15/2025 6,237
HALLIBURTON CO 2,000 4.50 11/15/2041 2,019
HALLIBURTON CO 100 4.85 11/15/2035 108
HALLIBURTON CO 5,100 5.00 11/15/2045 5,566
HANESBRANDS INC 5,600 4.63 5/15/2024 5,593
HANESBRANDS INC 1,000 4.88 5/15/2026 1,000
HARLAND CLARKE HOLDINGS 250 6.88 3/1/2020 231
HARLAND CLARKE HOLDINGS 250 9.25 3/1/2021 209
HARLAND CLARKE HOLDINGS 300 9.75 8/1/2018 305
HARLEY DAVIDSON INC 3,000 3.50 7/28/2025 3,189
HARLEY DAVIDSON MOTORCYCLE TRU 4,620 0.69 1/15/2019 4,613
HARMAN INTL IND 3,000 4.15 5/15/2025 3,089
HARRIS CORPORATION 3,000 2.70 4/27/2020 3,036
HARRIS CORPORATION 3,000 3.83 4/27/2025 3,172
HARRIS CORPORATION 320 5.05 4/27/2045 361
HARTFORD FINL SVCS GRP 13,000 5.13 4/15/2022 14,705
HARTFORD FINL SVCS GRP 5,000 5.50 3/30/2020 5,632
HASBRO INC 5,000 5.10 5/15/2044 5,294
HBOS PLC 1,470 6.75 5/21/2018 1,576
HCA HOLDINGS INC 3,720 6.25 2/15/2021 3,962
HCA INC 3,000 3.75 3/15/2019 3,101
HCA INC 500 4.25 10/15/2019 521
HCA INC 1,469 4.75 5/1/2023 1,500
HCA INC 1,701 5.00 3/15/2024 1,758
HCA INC 2,000 5.25 4/15/2025 2,090
HCA INC 5,859 5.25 6/15/2026 6,079
HCA INC 1,991 5.38 2/1/2025 2,041
HCA INC 242 5.88 3/15/2022 263
HCA INC 1,395 5.88 5/1/2023 1,487
HCA INC 10,504 5.88 2/15/2026 10,885
HCA INC 3,698 6.50 2/15/2020 4,100
HCA INC 1,162 7.50 2/15/2022 1,319
HCP INC 5,000 2.63 2/1/2020 5,038
HCP INC 5,000 3.15 8/1/2022 4,955
HCP INC 3,000 3.40 2/1/2025 2,903
HCP INC 10,000 6.70 1/30/2018 10,778
HD SUPPLY INC 4,896 5.25 12/15/2021 5,104
HD SUPPLY INC 2,020 5.75 4/15/2024 2,088
HD SUPPLY INC 4,813 7.50 7/15/2020 5,024
HEALTHSOUTH CORP 810 2.00 12/1/2043 945
HEALTHSOUTH CORP 1,331 5.75 11/1/2024 1,336
HEALTHSOUTH CORP 3,597 5.75 9/15/2025 3,579
HEALTHSOUTH CORP 131 7.75 9/15/2022 135
HEARTHSIDE GROUP HLDGS LLC 382 1.00 6/2/2021 379
HEARTHSIDE GROUP HLDS/FI 1,496 6.50 5/1/2022 1,253
HEARTLAND DENTAL CARE LLC 2,429 1.00 12/21/2018 2,375
HEATHROW FUNDING LTD 5,000 4.88 7/15/2023 5,383
HEIDELBERGCEMENT AG 100 2.25 3/30/2023 113
HEIDELBERGCEMENT FIN LUX 141 3.25 10/21/2021 169
HEINEKEN NV 5,000 1.40 10/1/2017 5,024
HEMA BONDCO I BV 203 4.03 6/15/2019 171
HERC RENTALS INC 361 7.50 6/1/2022 361
HERC RENTALS INC 468 7.75 6/1/2024 468
HERTZ CORP 750 1.00 6/30/2023 749
HERTZ CORP 1,000 5.88 10/15/2020 1,026
HERTZ CORP 505 6.25 10/15/2022 520
HERTZ CORP 1,070 6.75 4/15/2019 1,089
HERTZ CORP 60 7.38 1/15/2021 62
HERTZ CORP 250 7.50 10/15/2018 254
HERTZ VEHICLE FINANCING LLC 890 1.83 8/25/2019 890
HESS CORP 5,000 6.00 1/15/2040 5,150
HESS CORP 790 8.13 2/15/2019 877
HEXCEL CORP 2,000 4.70 8/15/2025 2,128
HEXION INC 700 6.63 4/15/2020 585
HEXION INC 500 10.00 4/15/2020 468
HFOTCO LLC 688 1.00 8/19/2021 662
HILCORP ENERGY I/HILCORP 513 5.00 12/1/2024 478
HILCORP ENERGY I/HILCORP 709 5.75 10/1/2025 676
HILCORP ENERGY I/HILCORP 125 7.63 4/15/2021 127
HILEX POLY CO. LLC 3,525 1.00 12/5/2021 3,525
HILL ROM HOLDINGS INC 100 5.75 9/1/2023 103
HILL ROM HOLDINGS INC. 164 1.00 9/8/2022 164
HILTON WORLDWIDE FIN LLC 4,691 1.00 10/26/2020 4,691
HILTON WORLDWIDE FIN LLC 8,565 5.63 10/15/2021 8,875
HISTORIC TW INC 5,000 6.88 6/15/2018 5,517
HOLLY ENERGY PARTNERS LP 2,500 6.50 3/1/2020 2,525
HOLOGIC INC 705 2.00 12/15/2037 1,059
HOLOGIC INC 1,090 5.25 7/15/2022 1,136
HOME DEPOT INC 5,000 2.63 6/1/2022 5,223
HOME DEPOT INC 5,000 3.00 4/1/2026 5,313
HOME DEPOT INC 5,000 3.75 2/15/2024 5,581
HOME DEPOT INC 12,000 5.88 12/16/2036 16,192
HONDA AUTO RECEIVABLES OWNER T 2,510 0.67 11/21/2017 2,509
HORIZON HOLDINGS I SASU 120 7.25 8/1/2023 138
HORIZON PHARMA INC 250 6.63 5/1/2023 230
HORNBECK OFFSHORE SERV 984 5.00 3/1/2021 583
HOST HOTELS + RESORTS LP 5,310 3.75 10/15/2023 5,328
HOST HOTELS + RESORTS LP 5,000 4.00 6/15/2025 5,076
HOST HOTELS + RESORTS LP 2,000 4.50 2/1/2026 2,110
HOST HOTELS + RESORTS LP 1,875 4.75 3/1/2023 2,004
HP ENTERPRISE CO 4,000 2.85 10/5/2018 4,092
HP ENTERPRISE CO 14,460 3.60 10/15/2020 15,059
HP ENTERPRISE CO 4,000 4.40 10/15/2022 4,266
HP INC 1,761 3.75 12/1/2020 1,859
HP INC 4,800 4.30 6/1/2021 5,109
HRG GROUP INC 11,050 7.75 1/15/2022 10,981
HRG GROUP INC 3,730 7.88 7/15/2019 3,912
HSBC BANK PLC 5,000 1.50 5/15/2018 4,973
HSBC BANK PLC 2,290 4.75 1/19/2021 2,520
HSBC BANK USA NA 5,000 4.88 8/24/2020 5,360
HSBC BANK USA NA 5,000 5.63 8/15/2035 5,637
HSBC FINANCE CORP 5,633 6.68 1/15/2021 6,299
HSBC HOLDINGS PLC 6,940 3.40 3/8/2021 7,148
HSBC HOLDINGS PLC 5,000 3.60 5/25/2023 5,093
HSBC HOLDINGS PLC 3,000 3.90 5/25/2026 3,076
HSBC HOLDINGS PLC 8,000 4.00 3/30/2022 8,434
HSBC HOLDINGS PLC 5,890 4.25 3/14/2024 5,950
HSBC HOLDINGS PLC 1,330 4.25 8/18/2025 1,331
HSBC HOLDINGS PLC 1,050 4.30 3/8/2026 1,110
HSBC HOLDINGS PLC 7,000 5.10 4/5/2021 7,708
HSBC HOLDINGS PLC 485 5.25 12/29/2049 485
HSBC HOLDINGS PLC 1,090 6.38 12/29/2049 1,032
HSBC HOLDINGS PLC 6,646 6.88 12/29/2049 6,611
HSBC USA INC 5,000 2.00 8/7/2018 5,001
HSBC USA INC 5,000 2.38 11/13/2019 5,019
HSBC USA INC 5,000 5.00 9/27/2020 5,351
HSH NORDBANK AG 411 0.54 2/14/2017 429
HSI ASSET SECURITIZATION CORPO 644 0.63 2/25/2036 623
HUB HOLDINGS LLC/HUB HOL 250 8.13 7/15/2019 239
HUB INTERNATIONAL LTD 4,917 7.88 10/1/2021 4,726
HUB INTERNATIONAL LTD 466 9.25 2/15/2021 487
HUDBAY MINERALS INC 300 9.50 10/1/2020 251
HUGHES SATELLITE SYSTEMS 5,991 7.63 6/15/2021 6,440
HUMANA INC 2,000 2.63 10/1/2019 2,029
HUMANA INC 3,220 3.15 12/1/2022 3,272
HUMANA INC 2,000 3.85 10/1/2024 2,128
HUMANA INC 3,400 4.63 12/1/2042 3,536
HUNGARY 1,940 5.75 11/22/2023 2,207
HUNTINGTON BANCSHARES 3,000 3.15 3/14/2021 3,112
HUNTINGTON INGALLS INDUS 750 5.00 11/15/2025 793
HUNTINGTON NATIONAL BANK 5,000 2.00 6/30/2018 5,044
HUNTINGTON NATIONAL BANK 3,000 2.20 11/6/2018 3,038
HUNTSMAN INTERNATIONAL L 63 4.88 11/15/2020 63
HUNTSMAN INTERNATIONAL L 100 5.13 4/15/2021 112
HUNTSMAN INTERNATIONAL L 1,331 5.13 11/15/2022 1,321
HUSKY ENERGY INC 7,000 6.15 6/15/2019 7,536
HUTCH WHAMPOA INT 14 LTD 5,000 1.63 10/31/2017 5,024
HUTCH WHAMPOA INT 14 LTD 3,280 3.63 10/31/2024 3,478
HYATT HOTEL PORTFOLIO TRUST 1,790 6.67 11/15/2016 1,741
HYDRO QUEBEC 5,000 8.05 7/7/2024 7,000
HYLAND SOFTWARE INC. 3,893 1.00 7/1/2022 3,863
HYUNDAI AUTO LEASE SECURITIZAT 5,318 0.76 12/15/2017 5,318
HYUNDAI CAPITAL AMERICA 550 2.13 10/2/2017 554
HYUNDAI CAPITAL SERVICES 2,170 2.63 9/29/2020 2,208
HYUNDAI CAPITAL SERVICES 7,000 2.88 3/16/2021 7,212
IAC/INTERACTIVECORP 284 4.88 11/30/2018 290
IAMGOLD CORP 500 6.75 10/1/2020 446
IASIS HEALTHCARE/CAP CRP 200 8.38 5/15/2019 192
IBM CORP 10,000 1.08 8/18/2017 10,000
IBM CORP 5,000 2.88 11/9/2022 5,261
IBM CORP 7,000 5.70 9/14/2017 7,410
IBM CORP 5,900 7.63 10/15/2018 6,737
ICAHN ENTERPRISES/FIN 500 3.50 3/15/2017 501
ICAHN ENTERPRISES/FIN 1,524 4.88 3/15/2019 1,495
ICAHN ENTERPRISES/FIN 3,030 5.88 2/1/2022 2,852
ICAHN ENTERPRISES/FIN 300 6.00 8/1/2020 296
ICICI BANK LTD/DUBAI 2,170 3.13 8/12/2020 2,200
IDCSALUD HOLDING SLU 617 1.00 11/28/2022 684
IG INVESTMENT HOLDINGS LLC 3,743 1.00 10/29/2021 3,715
IHEARTCOMMUNICATIONS INC 1,627 9.00 12/15/2019 1,218
IHEARTCOMMUNICATIONS INC 628 9.00 3/1/2021 444
IHEARTCOMMUNICATIONS INC 1,320 9.00 9/15/2022 909
IHEARTCOMMUNICATIONS INC 482 10.63 3/15/2023 336
IHEARTCOMMUNICATIONS INC. 2,390 1.00 1/30/2019 1,739
IHS INC 250 5.00 11/1/2022 258
IMG WORLDWIDE INC 1,000 1.00 5/6/2022 970
IMMUCOR INC 1,801 1.00 8/17/2018 1,683
IMPAC SECURED ASSETS CORP. 672 0.72 7/25/2035 441
IMS HEALTH INC 3,698 6.00 11/1/2020 3,749
INDIANA MICHIGAN POWER 5,000 7.00 3/15/2019 5,654
INDIGO MERGER SUB I INC 2,814 1.00 7/8/2021 2,800
INDONESIA GOVERNMENT 192,245,000 8.38 9/15/2026 15,435
INDONESIA GOVERNMENT 136,941,000 8.75 5/15/2031 11,343
INDUSTRIAL BANK OF KOREA 10,000 2.00 4/23/2020 10,091
INDYMAC IMSC MORTGAGE LOAN TRU 3,339 0.76 7/25/2047 2,088
INDYMAC INDA MORTGAGE LOAN TRU 2,084 3.06 1/25/2036 1,887
INDYMAC INDA MORTGAGE LOAN TRU 507 3.24 11/25/2035 483
INDYMAC INDX MORTGAGE LOAN TRU 4,473 3.12 8/25/2037 3,511
INEOS FINANCE PLC 226 4.00 5/1/2023 241
INEOS GROUP HOLDINGS SA 250 5.88 2/15/2019 249
INEOS GROUP HOLDINGS SA 500 6.13 8/15/2018 502
INEOS US FINANCE LLC 1,847 1.00 3/31/2022 1,810
INFINITY ACQ LLC/FI CORP 2,040 7.25 8/1/2022 1,782
INFOR (US) INC. 4,696 1.00 6/3/2020 4,576
INFOR SOFTWARE PARENT 1,641 7.13 5/1/2021 1,450
INFOR US INC 7,260 6.50 5/15/2022 6,906
INFORMATICA CORPORATION 2,964 1.00 8/5/2022 2,879
INFORMATICA LLC 8,129 7.13 7/15/2023 7,712
ING BANK NV 3,000 2.00 11/26/2018 3,031
ING BANK NV 1,510 5.80 9/25/2023 1,658
ING GROEP NV 471 6.50 12/29/2049 429
INGERSOLL RAND GL HLD CO 3,000 2.88 1/15/2019 3,098
INGERSOLL RAND LUX FINAN 3,000 3.55 11/1/2024 3,181
INGERSOLL RAND LUX FINAN 2,000 4.65 11/1/2044 2,125
INGRAM MICRO INC 3,000 4.95 12/15/2024 3,001
INGRAM MICRO INC 3,000 5.00 8/10/2022 3,056
INGRAM MICRO INC 5,000 5.25 9/1/2017 5,157
INMARSAT FINANCE PLC 2,120 4.88 5/15/2022 1,929
INOVYN FINANCE PLC 150 6.25 5/15/2021 169
INRETAIL CONSUMER 316 5.25 10/10/2021 325
INTEL CORP 5,000 2.45 7/29/2020 5,190
INTEL CORP 5,000 3.10 7/29/2022 5,353
INTEL CORP 5,000 3.30 10/1/2021 5,415
INTEL CORP 7,180 3.70 7/29/2025 8,031
INTEL CORP 190 4.90 7/29/2045 222
INTELLIGRATED INC 904 1.00 7/30/2018 896
INTELSAT JACKSON HLDG 1,482 5.50 8/1/2023 936
INTELSAT JACKSON HLDG 2,421 6.63 12/15/2022 1,637
INTELSAT JACKSON HLDG 1,641 7.25 10/15/2020 1,169
INTELSAT JACKSON HLDG 1,890 7.50 4/1/2021 1,299
INTELSAT JACKSON HLDG 660 8.00 2/15/2024 650
INTELSAT JACKSON HLDGS S A 2,737 1.00 6/30/2019 2,489
INTER AMERICAN DEVEL BK 5,000 0.85 10/15/2020 4,977
INTER AMERICAN DEVEL BK 10,000 0.88 3/15/2018 10,021
INTER AMERICAN DEVEL BK 5,000 1.00 5/13/2019 5,016
INTER AMERICAN DEVEL BK 5,000 1.38 7/15/2020 5,049
INTER AMERICAN DEVEL BK 5,000 1.75 8/24/2018 5,102
INTER AMERICAN DEVEL BK 5,000 1.75 4/14/2022 5,104
INTERCONTINENTALEXCHANGE 5,000 2.75 12/1/2020 5,232
INTERNAP NETWORK SERVICES CORP 2,925 1.00 11/26/2019 2,750
INTERNATIONAL GAME TECH 150 4.75 2/15/2023 172
INTERNATIONAL GAME TECH 1,000 5.63 2/15/2020 1,053
INTERNATIONAL GAME TECH 2,700 6.25 2/15/2022 2,744
INTERNATIONAL GAME TECH 500 6.50 2/15/2025 501
INTERNATIONAL PAPER CO 10,159 4.75 2/15/2022 11,293
INTERNATIONAL PAPER CO 5,000 5.00 9/15/2035 5,423
INTERPUBLIC GROUP COS 3,000 2.25 11/15/2017 3,010
INTERPUBLIC GROUP COS 8,000 4.20 4/15/2024 8,551
INTERSTAR MILLENNIUM TRUST 178 1.06 3/14/2036 178
INTESA SANPAOLO SPA 100 2.86 4/23/2025 107
INTESA SANPAOLO SPA 100 3.93 9/15/2026 111
INTESA SANPAOLO SPA 2,770 5.02 6/26/2024 2,545
INTESA SANPAOLO SPA 200 7.00 12/29/2049 204
INTL BK RECON + DEVELOP 25,000 0.52 7/14/2017 25,000
INTL BK RECON + DEVELOP 20,000 0.79 12/16/2017 20,000
INTL BK RECON + DEVELOP 10,000 1.00 10/5/2018 10,047
INTL BK RECON + DEVELOP 10,000 1.25 7/26/2019 10,104
INTL BK RECON + DEVELOP 5,000 1.38 3/30/2020 5,063
INTL BK RECON + DEVELOP 10,000 1.63 3/9/2021 10,204
INTL BK RECON + DEVELOP 10,000 1.75 4/19/2023 10,176
INTL BK RECON + DEVELOP 5,000 1.88 10/7/2022 5,136
INTL BK RECON + DEVELOP 5,000 2.13 2/13/2023 5,213
INTL BK RECON + DEVELOP 7,610 3.50 4/29/2019 5,887
INTL BK RECON + DEVELOP 10,940 3.50 1/22/2021 8,010
INTL BK RECON + DEVELOP 8,180 4.63 2/26/2019 6,118
INTL FINANCE CORP 25,000 0.62 1/20/2017 25,000
INTL FINANCE CORP 3,500 1.25 11/27/2018 3,538
INTL FINANCE CORP 5,000 1.75 9/16/2019 5,125
INTL FINANCE CORP 5,000 2.13 4/7/2026 5,207
INTL LEASE FINANCE CORP 9,320 3.88 4/15/2018 9,483
INTL LEASE FINANCE CORP 21 4.63 4/15/2021 22
INTL LEASE FINANCE CORP 4,670 5.88 8/15/2022 5,032
INTL LEASE FINANCE CORP 1,120 6.25 5/15/2019 1,200
INTL LEASE FINANCE CORP 2,650 6.75 9/1/2016 2,663
INTL LEASE FINANCE CORP 640 8.25 12/15/2020 755
INTL LEASE FINANCE CORP 1,610 8.63 1/15/2022 1,954
INTL PERSONAL FINANCE PL 1,025 5.75 4/7/2021 1,008
INTRAWEST OPERATIONS GROUP LLC 3,241 1.00 12/9/2020 3,237
INVESCO FINANCE PLC 5,000 3.75 1/15/2026 5,333
IPALCO ENTERPRISES INC 2,000 3.45 7/15/2020 2,015
IPREO HOLDINGS LLC 1,022 1.00 8/6/2021 976
IRON MOUNTAIN INC 4,624 4.38 6/1/2021 4,653
IRON MOUNTAIN INC 500 5.75 8/15/2024 504
IRON MOUNTAIN INC 3,500 6.00 10/1/2020 3,658
IRON MOUNTAIN INC 35 6.00 8/15/2023 37
IRON MOUNTAIN US HLDNGS 3,150 5.38 6/1/2026 3,052
ISTAR INC 500 5.00 7/1/2019 468
ISTAR INC 800 7.13 2/15/2018 822
IVORY COAST 1,830 5.75 12/31/2032 1,711
J CREW GROUP INC SYNDICATED 1,436 1.00 3/5/2021 978
J.D. POWER + ASSOCIATES 1,522 1.00 5/24/2023 1,517
J.D. POWER + ASSOCIATES 333 1.00 5/24/2024 330
JABIL CIRCUIT INC 1,000 4.70 9/15/2022 1,015
JACK COOPER ENTERPRISES 1,864 10.50 3/15/2019 816
JACOBS ENTMT INC SYNDICATED 2,357 1.00 10/29/2018 2,344
JAGUAR HL / PPDI 5,300 6.38 8/1/2023 5,386
JAGUAR HOLDING COMPANY II 2,426 1.00 8/18/2022 2,401
JAGUAR LAND ROVER AUTOMO 450 3.50 3/15/2020 445
JAGUAR LAND ROVER AUTOMO 475 3.88 3/1/2023 596
JAGUAR LAND ROVER AUTOMO 300 4.25 11/15/2019 306
JAGUAR LAND ROVER AUTOMO 400 5.63 2/1/2023 417
JAPAN GOVT CPI LINKED 771,000 0.10 9/10/2023 7,940
JAPAN GOVT CPI LINKED 383,250 0.10 3/10/2024 3,956
JAPAN GOVT CPI LINKED 99,548 0.10 3/10/2026 1,041
JBS USA LLC 2,090 1.00 10/30/2022 2,083
JBS USA LLC/JBS USA FINA 1,592 5.75 6/15/2025 1,502
JBS USA LLC/JBS USA FINA 1,100 5.88 7/15/2024 1,066
JBS USA LLC/JBS USA FINA 150 7.25 6/1/2021 155
JBS USA LLC/JBS USA FINA 1,500 8.25 2/1/2020 1,556
JC PENNEY CORP INC 1,300 5.65 6/1/2020 1,220
JC PENNEY CORP INC 661 5.88 7/1/2023 663
JC PENNEY CORP INC 300 6.38 10/15/2036 228
JC PENNEY CORP INC 500 8.13 10/1/2019 517
JEFFERIES FIN LLC / JFIN 2,445 6.88 4/15/2022 2,097
JEFFERIES FIN LLC / JFIN 915 7.38 4/1/2020 848
JEFFERIES FIN LLC / JFIN 500 7.50 4/15/2021 448
JEFFERIES GROUP LLC 1,000 5.13 1/20/2023 1,044
JEFFERIES GROUP LLC 5,000 6.88 4/15/2021 5,664
JEFFERIES LOANCORE/FINAN 2,500 6.88 6/1/2020 2,197
JH HOLDING FINANCE SA 125 8.25 12/1/2022 148
JLL / DELTA DUTCH NEWCO B V 3,001 1.00 3/11/2021 2,909
JLL/DELTA DUTCH PLEDGECO 250 8.75 5/1/2020 248
JM SMUCKER CO 3,000 2.50 3/15/2020 3,084
JM SMUCKER CO 3,000 3.50 3/15/2025 3,230
JO ANN STORES HLDS INC 400 9.75 10/15/2019 346
JOHN DEERE CAPITAL CORP 240 1.70 1/15/2020 242
JOHN DEERE CAPITAL CORP 3,000 1.95 12/13/2018 3,057
JOHN DEERE CAPITAL CORP 5,000 2.05 3/10/2020 5,090
JOHN DEERE CAPITAL CORP 5,370 2.25 4/17/2019 5,519
JOHN DEERE CAPITAL CORP 5,000 2.80 1/27/2023 5,209
JOHN DEERE CAPITAL CORP 5,000 3.90 7/12/2021 5,504
JOHNSON + JOHNSON 5,000 2.05 3/1/2023 5,099
JOHNSON CONTROLS INC 2,000 4.63 7/2/2044 2,116
JOSEPH T RYERSON + SON I 250 11.00 5/15/2022 258
JOSEPH T RYERSON + SON I 167 11.25 10/15/2018 158
JOY GLOBAL INC 1,500 5.13 10/15/2021 1,418
JP MORGAN CHASE BANK NA 10,000 0.84 11/23/2016 10,000
JP MORGAN CHASE BANK NA 18,346 1.11 6/2/2017 18,348
JP MORGAN CHASE COMMERCIAL MOR 5,950 1.36 6/15/2029 5,879
JP MORGAN CHASE COMMERCIAL MOR 5,698 3.74 9/5/2032 5,915
JP MORGAN CHASE COMMERCIAL MOR 12,731 3.80 7/15/2047 13,920
JP MORGAN CHASE COMMERCIAL MOR 2,000 3.91 1/15/2049 2,219
JP MORGAN CHASE COMMERCIAL MOR 10,135 4.17 8/15/2046 11,064
JP MORGAN CHASE COMMERCIAL MOR 5,217 4.29 12/15/2047 5,260
JP MORGAN CHASE COMMERCIAL MOR 1,060 4.72 7/15/2047 1,073
JP MORGAN CHASE COMMERCIAL MOR 3,089 4.95 1/12/2037 3,088
JP MORGAN CHASE COMMERCIAL MOR 1,000 5.02 8/5/2032 1,089
JP MORGAN CHASE COMMERCIAL MOR 1,520 5.37 5/15/2047 1,519
JP MORGAN CHASE COMMERCIAL MOR 1,120 5.41 5/15/2047 929
JP MORGAN CHASE COMMERCIAL MOR 12,000 5.44 5/15/2045 12,007
JP MORGAN CHASE COMMERCIAL MOR 1,950 5.50 6/12/2047 1,824
JP MORGAN CHASE COMMERCIAL MOR 490 5.89 2/12/2049 409
JP MORGAN CHASE COMMERCIAL MOR 2,600 6.18 4/17/2045 2,131
JP MORGAN CHASE COMMERCIAL MOR 90 6.20 2/15/2051 84
JP MORGAN CHASE COMMERCIAL MOR 1,000 6.67 10/15/2019 971
JP MORGAN MORTGAGE TRUST 902 2.73 4/25/2035 872
JP MORGAN MORTGAGE TRUST 1,166 2.75 11/25/2035 1,055
JP MORGAN MORTGAGE TRUST 1,124 2.78 9/25/2035 1,017
JP MORGAN MORTGAGE TRUST 5,102 2.85 7/25/2044 5,105
JP MORGAN MORTGAGE TRUST 895 2.89 8/25/2035 874
JP MORGAN MORTGAGE TRUST 4,144 2.96 9/25/2044 4,200
JP MORGAN MORTGAGE TRUST 4,209 3.00 3/25/2043 4,240
JP MORGAN MORTGAGE TRUST 4,817 3.44 7/25/2043 4,938
JP MORGAN MORTGAGE TRUST 5,028 3.50 1/25/2044 5,213
JP MORGAN MORTGAGE TRUST 4,380 3.50 5/25/2045 4,414
JP MORGAN MORTGAGE TRUST 3,647 3.50 10/25/2045 3,706
JP MORGAN MORTGAGE TRUST 7,356 3.50 5/25/2046 7,591
JP MORGAN MORTGAGE TRUST 1,896 3.52 3/25/2043 1,955
JP MORGAN MORTGAGE TRUST 2,156 6.00 4/25/2036 2,256
JP MORGAN REREMIC 4,130 0.66 12/27/2036 3,989
JP MORGAN REREMIC 3,971 0.66 7/27/2046 3,736
JPMBB COMMERCIAL MORTGAGE SECU 12,580 2.91 10/15/2048 12,973
JPMBB COMMERCIAL MORTGAGE SECU 7,864 3.23 10/15/2048 8,291
JPMBB COMMERCIAL MORTGAGE SECU 6,000 3.23 1/15/2048 6,332
JPMBB COMMERCIAL MORTGAGE SECU 8,500 3.27 7/15/2045 8,881
JPMBB COMMERCIAL MORTGAGE SECU 1,560 3.36 9/15/2047 930
JPMBB COMMERCIAL MORTGAGE SECU 5,415 3.43 8/15/2047 5,814
JPMBB COMMERCIAL MORTGAGE SECU 8,000 3.66 9/15/2047 8,718
JPMBB COMMERCIAL MORTGAGE SECU 11,425 3.76 8/15/2046 12,371
JPMBB COMMERCIAL MORTGAGE SECU 2,000 3.80 1/15/2048 2,148
JPMBB COMMERCIAL MORTGAGE SECU 7,430 3.80 8/15/2048 8,164
JPMBB COMMERCIAL MORTGAGE SECU 5,000 3.82 7/15/2048 5,497
JPMBB COMMERCIAL MORTGAGE SECU 1,600 3.93 9/15/2047 1,773
JPMBB COMMERCIAL MORTGAGE SECU 2,485 4.00 4/15/2047 2,765
JPMBB COMMERCIAL MORTGAGE SECU 10,000 4.10 11/15/2045 11,258
JPMBB COMMERCIAL MORTGAGE SECU 1,090 4.77 8/15/2048 1,111
JPMBB COMMERCIAL MORTGAGE SECU 180 5.05 1/15/2047 201
JPMBB COMMERCIAL MORTGAGE SECU 310 5.21 11/15/2045 336
JPMDB COMMERCIAL MORTGAGE SECU 2,750 3.48 6/15/2049 2,903
JPMORGAN CHASE + CO 5,000 1.63 5/15/2018 5,014
JPMORGAN CHASE + CO 5,000 1.70 3/1/2018 5,024
JPMORGAN CHASE + CO 5,000 1.85 3/22/2019 5,026
JPMORGAN CHASE + CO 5,000 2.20 10/22/2019 5,076
JPMORGAN CHASE + CO 5,000 2.25 1/23/2020 5,070
JPMORGAN CHASE + CO 5,000 2.70 5/18/2023 5,016
JPMORGAN CHASE + CO 5,000 3.20 6/15/2026 5,154
JPMORGAN CHASE + CO 5,000 3.25 9/23/2022 5,205
JPMORGAN CHASE + CO 5,000 3.30 4/1/2026 5,163
JPMORGAN CHASE + CO 5,760 3.38 5/1/2023 5,877
JPMORGAN CHASE + CO 15,000 3.63 5/13/2024 15,874
JPMORGAN CHASE + CO 2,060 3.88 9/10/2024 2,138
JPMORGAN CHASE + CO 3,250 3.90 7/15/2025 3,507
JPMORGAN CHASE + CO 10,000 4.13 12/15/2026 10,441
JPMORGAN CHASE + CO 19,720 4.35 8/15/2021 21,627
JPMORGAN CHASE + CO 10,000 4.40 7/22/2020 10,876
JPMORGAN CHASE + CO 5,060 4.50 1/24/2022 5,601
JPMORGAN CHASE + CO 5,000 4.63 5/10/2021 5,535
JPMORGAN CHASE + CO 5,000 4.85 2/1/2044 5,974
JPMORGAN CHASE + CO 1,260 4.95 6/1/2045 1,369
JPMORGAN CHASE + CO 1,070 5.00 12/29/2049 1,017
JPMORGAN CHASE + CO 10,000 5.60 7/15/2041 12,674
JPMORGAN CHASE + CO 15,000 6.00 1/15/2018 16,030
JPMORGAN CHASE + CO 5,000 6.30 4/23/2019 5,606
JPMORGAN CHASE + CO 675 7.90 12/29/2049 688
JPN BANK FOR INT L COOP 10,000 1.75 7/31/2018 10,109
JPN BANK FOR INT L COOP 1,500 1.88 4/20/2021 1,523
JPN BANK FOR INT L COOP 3,000 2.38 4/20/2026 3,131
JPN BANK FOR INT L COOP 5,000 2.75 1/21/2026 5,372
JURASSIC HOLDINGS III 250 6.88 2/15/2021 163
K HOVNANIAN ENTERPRISES 600 7.25 10/15/2020 504
KAISER ALUMINUM CORP 305 5.88 5/15/2024 312
KANSAS CITY POWER + LT 5,000 5.30 10/1/2041 5,958
KANSAS CITY SOUTHERN 3,000 2.35 5/15/2020 2,973
KANSAS CITY SOUTHERN 4,000 4.30 5/15/2043 4,054
KANSAS CITY SOUTHERN 4,000 4.95 8/15/2045 4,436
KAR AUCTION SVCS INC 419 1.00 3/9/2023 420
KATE SPADE + CO 565 1.00 4/10/2021 558
KB HOME 65 4.75 5/15/2019 66
KB HOME 200 7.00 12/15/2021 202
KB HOME 250 7.63 5/15/2023 254
KB HOME 900 8.00 3/15/2020 971
KBC GROEP NV 416 5.63 3/29/2049 436
KCA DEUTAG GMBH 1,104 1.00 5/15/2020 849
KENNEDY WILSON INC 500 5.88 4/1/2024 489
KERR MCGEE CORP 7,110 6.95 7/1/2024 8,247
KEY BANK NA 5,000 2.25 3/16/2020 5,067
KEY BANK NA 3,000 2.50 12/15/2019 3,072
KEY BANK NA 3,000 3.30 6/1/2025 3,143
KEY BANK NA 5,000 3.40 5/20/2026 5,112
KEY SAFETY SYS INC 2,556 1.00 8/29/2021 2,543
KEYCORP 5,000 2.90 9/15/2020 5,161
KEYSIGHT TECHNOLOGIES 5,000 3.30 10/30/2019 5,030
KFC HLD/PIZZA HUT/TACO 2,797 5.00 6/1/2024 2,846
KFC HLD/PIZZA HUT/TACO 613 5.25 6/1/2026 626
KFW 10,000 1.13 11/16/2018 10,062
KFW 7,000 1.50 4/20/2020 7,103
KFW 8,000 1.63 3/15/2021 8,142
KFW 7,000 1.75 10/15/2019 7,166
KFW 10,000 1.88 11/30/2020 10,298
KFW 15,000 2.00 10/4/2022 15,495
KFW 5,000 2.75 10/1/2020 5,326
KFW 5,000 4.38 3/15/2018 5,300
KFW 8,250 6.00 8/20/2020 7,039
KIK CUSTOM PRODUCTS INC. 480 1.00 8/26/2022 472
KILROY REALTY LP 2,000 4.38 10/1/2025 2,167
KIMCO REALTY CORP 2,000 3.40 11/1/2022 2,092
KIMCO REALTY CORP 5,000 4.30 2/1/2018 5,175
KINDER MORGAN ENER PART 3,000 2.65 2/1/2019 2,996
KINDER MORGAN ENER PART 3,000 3.50 3/1/2021 2,986
KINDER MORGAN ENER PART 740 3.50 9/1/2023 720
KINDER MORGAN ENER PART 3,000 4.25 9/1/2024 3,031
KINDER MORGAN ENER PART 3,000 4.70 11/1/2042 2,701
KINDER MORGAN ENER PART 1,050 5.00 10/1/2021 1,106
KINDER MORGAN ENER PART 5,000 5.00 8/15/2042 4,711
KINDER MORGAN ENER PART 5,000 5.40 9/1/2044 4,918
KINDER MORGAN ENER PART 5,000 5.95 2/15/2018 5,269
KINDER MORGAN ENER PART 7,000 6.38 3/1/2041 7,321
KINDER MORGAN ENER PART 500 6.50 4/1/2020 549
KINDER MORGAN ENER PART 7,345 6.95 1/15/2038 8,121
KINDER MORGAN INC/DELAWA 530 5.30 12/1/2034 520
KINDER MORGAN INC/DELAWA 6,250 7.00 6/15/2017 6,517
KINDER MORGAN INC/DELAWA 230 7.75 1/15/2032 261
KINDER MORGAN INC/DELAWA 2,535 7.80 8/1/2031 2,837
KINDRED HEALTHCARE INC 750 6.38 4/15/2022 671
KINDRED HEALTHCARE INC 500 8.00 1/15/2020 498
KINDRED HEALTHCARE INC 480 8.75 1/15/2023 473
KINETIC CONCEPT/KCI USA 1,000 10.50 11/1/2018 998
KINETIC CONCEPTS INC 1,985 1.00 11/4/2020 1,974
KINETICS CONCEPT/KCI USA 600 7.88 2/15/2021 637
KKR GROUP FIN CO II 210 5.50 2/1/2043 216
KKR GROUP FINANCE CO III 3,580 5.13 6/1/2044 3,616
KLA TENCOR CORP 1,000 2.38 11/1/2017 1,010
KLA TENCOR CORP 3,000 4.65 11/1/2024 3,269
KLA TENCOR CORP 2,000 5.65 11/1/2034 2,149
KLOCKNER PENTAPLAST OF AMERICA 201 1.00 4/28/2020 201
KLX INC 1,574 5.88 12/1/2022 1,546
KOHL S CORPORATION 1,500 4.00 11/1/2021 1,548
KOHL S CORPORATION 2,000 4.75 12/15/2023 2,107
KOMMUNINVEST I SVERIGE 4,000 1.50 4/23/2019 4,048
KONINKLIJKE KPN NV 116 6.13 3/29/2049 137
KONINKLIJKE KPN NV 350 7.00 3/28/2073 371
KOREA DEVELOPMENT BANK 3,000 3.00 3/17/2019 3,113
KOREA EAST WEST POWER CO 2,000 2.50 6/2/2020 2,049
KOREA HOUSING FINANCE CO 2,100 1.63 9/15/2018 2,103
KP GERMANY ERSTE GMBH 86 1.00 4/28/2020 86
KRAFT HEINZ FOODS CO 3,000 2.80 7/2/2020 3,112
KRAFT HEINZ FOODS CO 5,000 3.00 6/1/2026 5,053
KRAFT HEINZ FOODS CO 8,810 3.50 6/6/2022 9,360
KRAFT HEINZ FOODS CO 5,000 3.50 7/15/2022 5,304
KRAFT HEINZ FOODS CO 5,380 3.95 7/15/2025 5,866
KRAFT HEINZ FOODS CO 5,000 4.38 6/1/2046 5,282
KRAFT HEINZ FOODS CO 4,490 5.00 7/15/2035 5,141
KRAFT HEINZ FOODS CO 180 5.20 7/15/2045 212
KRAFT HEINZ FOODS CO 4,973 5.38 2/10/2020 5,579
KRAFT HEINZ FOODS CO 7,500 6.50 2/9/2040 9,898
KRAFT HEINZ FOODS CO 290 7.13 8/1/2039 407
KRATOS DEFENSE + SEC 839 7.00 5/15/2019 677
KROGER CO/THE 3,000 2.60 2/1/2021 3,101
KROGER CO/THE 2,000 2.95 11/1/2021 2,096
KROGER CO/THE 3,000 3.50 2/1/2026 3,237
KROGER CO/THE 7,000 4.00 2/1/2024 7,767
KROGER CO/THE 850 6.15 1/15/2020 977
KRONOS INC 778 1.00 10/30/2019 776
KRONOS INC 321 1.00 4/30/2020 322
L 3 COMMUNICATIONS CORP 684 3.95 5/28/2024 715
L 3 COMMUNICATIONS CORP 3,000 4.75 7/15/2020 3,240
L BRANDS INC 2,200 5.63 10/15/2023 2,368
L BRANDS INC 700 6.63 4/1/2021 788
L BRANDS INC 1,287 6.88 11/1/2035 1,318
L BRANDS INC 750 7.00 5/1/2020 845
L BRANDS INC 600 7.60 7/15/2037 618
LA QUINTA INTERMEDIATE HLDGS 4,184 1.00 4/14/2021 4,084
LABORATORY CORP OF AMER 5,000 3.60 2/1/2025 5,185
LAMAR MEDIA CORP 55 5.38 1/15/2024 57
LAMAR MEDIA CORP 1,133 5.75 2/1/2026 1,177
LAMAR MEDIA CORP 500 5.88 2/1/2022 517
LAND O LAKES INC 2,500 6.00 11/15/2022 2,650
LANDRY S HOLDINGS II INC 620 10.25 1/1/2018 629
LANDRY S INC 1,400 9.38 5/1/2020 1,470
LANDRYS INC 1,556 1.00 4/24/2018 1,554
LANDWIRTSCH. RENTENBANK 5,000 0.88 9/12/2017 5,010
LANTHEUS MEDICAL IMAGING INC. 871 1.00 6/30/2022 770
LAREDO PETROLEUM INC 100 7.38 5/1/2022 100
LAUREATE EDUCATION INC 2,451 1.00 6/15/2018 2,370
LB UBS COMMERCIAL MORTGAGE TRU 7,621 5.86 7/15/2040 7,772
LEAR CORP 700 4.75 1/15/2023 722
LEAR CORP 615 5.75 8/1/2014 -
LEAR CORP 1,750 8.50 12/1/2013 -
LEE ENTERPRISES INC 400 9.50 3/15/2022 393
LEGG MASON INC 3,730 5.63 1/15/2044 3,869
LEGGETT + PLATT INC 3,000 3.80 11/15/2024 3,162
LEHMAN BROS CAP TR VII 1,850 5.86 11/29/2049 -
LEHMAN BROTHERS HOLDINGS 25,000 1.00 12/23/2008 1,938
LEHMAN BROTHERS HOLDINGS 20,000 1.00 1/23/2009 1,550
LEHMAN BROTHERS HOLDINGS 25,000 1.00 3/23/2009 1,938
LEHMAN BROTHERS HOLDINGS 50,000 1.00 4/3/2009 3,875
LEHMAN BROTHERS HOLDINGS 71,000 1.00 4/3/2009 5,503
LEHMAN BROTHERS HOLDINGS 25,000 1.00 8/21/2009 1,938
LEHMAN BROTHERS HOLDINGS 25,000 1.00 11/16/2009 1,938
LEHMAN BROTHERS HOLDINGS 180,000 1.00 3/23/2049 13,950
LEHMAN BROTHERS HOLDINGS 5,000 5.75 1/3/2017 54
LEHMAN BROTHERS HOLDINGS 20,000 6.50 7/19/2017 216
LEHMAN BROTHERS HOLDINGS 21,000 6.75 12/28/2017 227
LEHMAN MORTGAGE TRUST 7,064 6.13 12/25/2036 2,254
LENNAR CORP 628 4.50 6/15/2019 652
LENNAR CORP 795 4.50 11/15/2019 830
LENNAR CORP 400 4.75 11/15/2022 406
LENNAR CORP 1,430 4.75 5/30/2025 1,405
LENNAR CORP 1,330 4.88 12/15/2023 1,328
LENNAR CORP 300 6.95 6/1/2018 322
LEVEL 3 COMMUNICATIONS 1,000 5.75 12/1/2022 1,010
LEVEL 3 FINANCING INC 1,580 1.00 1/15/2020 1,578
LEVEL 3 FINANCING INC 3,041 5.13 5/1/2023 3,011
LEVEL 3 FINANCING INC 3,777 5.25 3/15/2026 3,701
LEVEL 3 FINANCING INC 5,430 5.38 8/15/2022 5,478
LEVEL 3 FINANCING INC 683 5.38 1/15/2024 680
LEVEL 3 FINANCING INC 1,903 5.38 5/1/2025 1,893
LEVEL 3 FINANCING INC 240 5.63 2/1/2023 242
LEVEL 3 FINANCING INC 2,000 6.13 1/15/2021 2,085
LEVI STRAUSS + CO 750 5.00 5/1/2025 757
LIBBEY GLASS INC 345 1.00 4/9/2021 342
LIBERTY INTERACTIVE LLC 52 8.25 2/1/2030 54
LIBERTY INTERACTIVE LLC 201 8.50 7/15/2029 208
LIBERTY MUTUAL GROUP INC 3,000 4.95 5/1/2022 3,305
LIBERTY MUTUAL GROUP INC 7,000 7.00 3/7/2067 5,950
LIBERTY MUTUAL GROUP INC 1,625 7.80 3/7/2087 1,781
LIFEPOINT HEALTH INC 500 5.38 5/1/2024 503
LIFEPOINT HEALTH INC 750 5.50 12/1/2021 779
LIFEPOINT HEALTH INC 500 5.88 12/1/2023 519
LIN TELEVISION CORP 100 5.88 11/15/2022 101
LINCOLN FINANCE LTD 178 6.88 4/15/2021 212
LINCOLN FINANCE LTD 200 7.38 4/15/2021 207
LINCOLN NATIONAL CORP 4,000 4.85 6/24/2021 4,415
LINCOLN NATIONAL CORP 3,000 7.00 6/15/2040 3,825
LINEAGE LOGISTICS LLC 1,373 1.00 4/7/2021 1,297
LIONS GATE ENTERTAINMENT CORP. 4,000 1.00 3/17/2022 4,040
LIVE NATION ENTERTAINMEN 250 5.38 6/15/2022 254
LIVE NATION ENTERTAINMEN 731 7.00 9/1/2020 759
LKQ CORP 5,250 4.75 5/15/2023 5,125
LKQ ITALIA BONDCO SPA 350 3.88 4/1/2024 399
LLOYDS BANK PLC 10,000 1.75 3/16/2018 9,968
LLOYDS BANK PLC 475 13.00 1/29/2049 1,041
LLOYDS BANKING GROUP PLC 870 4.50 11/4/2024 882
LOCKHEED MARTIN CORP 3,000 1.85 11/23/2018 3,039
LOCKHEED MARTIN CORP 2,500 2.90 3/1/2025 2,592
LOCKHEED MARTIN CORP 60 3.10 1/15/2023 63
LOCKHEED MARTIN CORP 3,000 3.35 9/15/2021 3,202
LOCKHEED MARTIN CORP 5,910 3.55 1/15/2026 6,419
LOCKHEED MARTIN CORP 5,000 3.60 3/1/2035 5,077
LOCKHEED MARTIN CORP 5,700 4.07 12/15/2042 6,039
LOCKHEED MARTIN CORP 160 4.50 5/15/2036 182
LOCKHEED MARTIN CORP 3,000 4.70 5/15/2046 3,502
LOCKHEED MARTIN CORP 2,000 4.85 9/15/2041 2,333
LOS ANGELES CA DEPT WTR PWR 3,000 5.72 7/1/2039 4,068
LOS ANGELES CA UNIF SCH DIST 5,000 5.75 7/1/2034 6,618
LOS ANGELES CA UNIF SCH DIST 3,190 5.76 7/1/2029 4,192
LOS ANGELES CA UNIF SCH DIST 8,855 6.76 7/1/2034 12,760
LOUISIANA PACIFIC CORP 905 7.50 6/1/2020 932
LOWE S COMPANIES INC 2,000 3.88 9/15/2023 2,234
LOWE S COMPANIES INC 7,000 4.65 4/15/2042 8,105
LOWE S COMPANIES INC 5,000 5.00 9/15/2043 6,072
LOWE S COS INC 5,000 2.50 4/15/2026 5,066
LOWE S COS INC 13,962 3.70 4/15/2046 14,277
LOXAM SAS 100 3.50 5/3/2023 112
LS NEWCO PTY LTD. 199 1.00 5/21/2022 199
LSTAR COMMERCIAL MORTGAGE TRUS 3,036 2.73 4/20/2048 3,000
LTF MERGER SUB INC. 535 1.00 6/10/2022 521
LTS BUYER LLC 3,968 1.00 4/13/2020 3,921
LUKOIL INTL FINANCE BV 2,390 4.56 4/24/2023 2,417
LUMINENT MORTGAGE TRUST 695 0.68 5/25/2037 513
LVMH MOET HENNESSY VUITT 4,320 1.63 6/29/2017 4,343
LYB INTL FINANCE BV 2,000 4.88 3/15/2044 2,102
LYB INTL FINANCE BV 3,000 5.25 7/15/2043 3,268
LYONDELLBASELL IND NV 8,295 5.00 4/15/2019 8,961
LYONDELLBASELL IND NV 4,000 5.75 4/15/2024 4,733
LYONDELLBASELL IND NV 1,410 6.00 11/15/2021 1,647
M+T BANK CORPORATION 2,460 6.88 12/29/2049 2,466
MA FINANCECO LLC 3,606 1.00 11/19/2021 3,598
MACDERMID INC 3,137 1.00 6/7/2020 3,091
MACQUARIE GROUP LTD 5,000 6.00 1/14/2020 5,534
MACQUARIE GROUP LTD 5,000 7.63 8/13/2019 5,766
MACYS RETAIL HLDGS INC 2,000 2.88 2/15/2023 1,899
MACYS RETAIL HLDGS INC 3,000 5.13 1/15/2042 2,601
MACYS RETAIL HLDGS INC 4,000 6.38 3/15/2037 4,050
MACYS RETAIL HLDGS INC 2,000 7.00 2/15/2028 2,229
MACYS RETAIL HLDGS INC 1,300 7.45 7/15/2017 1,377
MADISON PARK FUNDING LTD 250 5.89 7/26/2021 244
MAGELLAN MIDSTREAM PARTN 3,000 5.00 3/1/2026 3,398
MAGELLAN MIDSTREAM PARTN 3,000 5.15 10/15/2043 3,221
MAGNOLIA FINANCE X LIMITED 2,149 1.00 12/3/2020 2,851
MAGNOLIA FINANCE X LIMITED 736 1.00 12/3/2020 977
MAGNUM HUNTER RESOURCES INC. 30 1.00 5/6/2019 29
MAJAPAHIT HOLDING BV 1,450 7.75 1/20/2020 1,657
MAJAPAHIT HOLDING BV 370 7.75 1/20/2020 423
MALLINCKRODT FIN/SB 1,693 4.88 4/15/2020 1,623
MALLINCKRODT FIN/SB 95 5.50 4/15/2025 85
MALLINCKRODT FIN/SB 530 5.63 10/15/2023 494
MALLINCKRODT FIN/SB 410 5.75 8/1/2022 389
MALLINCKRODT INTL FIN 750 3.50 4/15/2018 731
MANITOBA (PROVINCE OF) 10,000 1.13 6/1/2018 10,060
MANITOBA (PROVINCE OF) 7,000 2.05 11/30/2020 7,228
MANITOWOC FOODSERVICE IN 1,013 9.50 2/15/2024 1,132
MANULIFE FINANCIAL CORP 3,000 4.15 3/4/2026 3,198
MAPLE HLDGS ACQUISITION CORP 1,505 1.00 3/3/2023 1,505
MARATHON OIL CORP 5,000 3.85 6/1/2025 4,525
MARATHON PETROLEUM CORP 5,345 3.63 9/15/2024 5,153
MARATHON PETROLEUM CORP 8,765 4.75 9/15/2044 7,371
MARFRIG HOLDING EUROPE B 397 8.00 6/8/2023 405
MARRIOTT INTERNATIONAL 3,000 3.13 10/15/2021 3,122
MARRIOTT INTERNATIONAL 3,000 3.13 6/15/2026 3,018
MARRIOTT INTERNATIONAL 2,000 3.75 10/1/2025 2,127
MARSH + MCLENNAN COS INC 2,000 2.55 10/15/2018 2,041
MARSH + MCLENNAN COS INC 3,000 3.75 3/14/2026 3,160
MARSH + MCLENNAN COS INC 2,000 4.80 7/15/2021 2,219
MARTIN MARIETTA MATERIAL 5,000 4.25 7/2/2024 5,298
MASCO CORP 3,000 3.50 4/1/2021 3,060
MASCO CORP 3,000 4.38 4/1/2026 3,094
MASCO CORP 3,000 4.45 4/1/2025 3,109
MASCO CORP 500 5.95 3/15/2022 556
MASONITE INTERNATIONAL C 697 5.63 3/15/2023 728
MASSACHUSETTS ST 4,530 4.20 12/1/2021 5,066
MASSACHUSETTS ST 3,860 4.91 5/1/2029 4,895
MASTEC INC 400 4.88 3/15/2023 370
MASTER CREDIT CARD TRUST 5,000 1.20 9/23/2019 5,000
MASTR ADJUSTABLE RATE MORTGAGE 691 2.73 12/25/2033 675
MASTR ADJUSTABLE RATE MORTGAGE 481 2.81 2/25/2036 464
MASTR ALTERNATIVE LOANS TRUST 1,724 5.50 4/25/2034 1,858
MASTR ALTERNATIVE LOANS TRUST 20 5.50 5/25/2034 21
MASTR ASSET BACKED SECURITIES 5,819 1.05 5/25/2037 5,116
MASTR REPERFORMING LOAN TRUST 158 7.00 8/25/2034 160
MATADOR RESOURCES CO 1,100 6.88 4/15/2023 1,125
MATALAN FINANCE PLC 585 6.88 6/1/2019 602
MATCH GROUP INC 190 1.00 11/16/2022 191
MATCH GROUP INC 300 6.38 6/1/2024 310
MATCH GROUP INC 300 6.75 12/15/2022 312
MATTERHORN TELECOM SA 244 3.88 5/1/2022 261
MATTRESS HLDG CORP 1,633 1.00 10/20/2021 1,592
MCCLATCHY CO 1,000 9.00 12/15/2022 973
MCDONALD S CORP 1,000 2.10 12/7/2018 1,020
MCDONALD S CORP 7,000 2.75 12/9/2020 7,288
MCDONALD S CORP 780 3.70 1/30/2026 841
MCDONALD S CORP 300 5.35 3/1/2018 321
MCGRAW HILL GLOBAL ED 499 7.88 5/15/2024 515
MCGRAW HILL GLOBAL ED HLDGS L 800 1.00 5/4/2022 798
MCKESSON CORP 6,000 2.85 3/15/2023 6,127
MDC PARTNERS INC 1,375 6.50 5/1/2024 1,366
MEAD JOHNSON NUTRITION C 3,000 4.13 11/15/2025 3,262
MEDIACOM BRDBND LLC/CORP 1,021 5.50 4/15/2021 1,038
MEDICAL SPECIALTIES DISTRIBUT 1,950 1.00 12/2/2019 1,931
MEDNAX INC 4,053 5.25 12/1/2023 4,078
MEDTRONIC INC 4,000 1.38 4/1/2018 4,016
MEDTRONIC INC 3,000 2.75 4/1/2023 3,119
MEDTRONIC INC 60 3.13 3/15/2022 64
MEDTRONIC INC 7,000 3.15 3/15/2022 7,438
MEDTRONIC INC 1,720 3.50 3/15/2025 1,876
MEDTRONIC INC 11,953 4.38 3/15/2035 13,405
MEDTRONIC INC 12,000 4.63 3/15/2045 13,987
MEDTRONIC INC 2,000 5.55 3/15/2040 2,538
MEG ENERGY CORP 1,159 1.00 3/31/2020 1,015
MEG ENERGY CORP 446 6.38 1/30/2023 331
MEG ENERGY CORP 4,777 7.00 3/31/2024 3,619
MEM PROD PART LP/FIN COR 422 6.88 8/1/2022 208
MEM PROD PART LP/FIN COR 978 7.63 5/1/2021 526
MEMORIAL RESOURCE DEVELO 1,644 5.88 7/1/2022 1,642
MERCEDES BENZ AUTO LEASE TRUST 10,000 1.00 7/16/2018 10,000
MERCEDES BENZ AUTO RECEIVABLES 3,872 0.71 6/15/2018 3,874
MERCEDES BENZ MASTER OWNER TRU 22,000 0.76 4/15/2019 22,000
MERCEDES BENZ MASTER OWNER TRU 3,000 1.02 5/15/2020 3,000
MERCK + CO INC 2,000 1.85 2/10/2020 2,043
MERCK + CO INC 5,000 2.40 9/15/2022 5,099
MERCK + CO INC 590 2.75 2/10/2025 616
MERCK + CO INC 2,000 3.70 2/10/2045 2,095
MERCK + CO INC 5,000 3.88 1/15/2021 5,471
MERCURY BONDCO 270 8.25 5/30/2021 297
MERGERMARKET USA INC 2,444 1.00 2/4/2021 2,358
MERGERMARKET USA INC 1,000 1.00 2/4/2022 860
MERIT SECURITIES CORPORATION 1,002 1.07 4/28/2027 871
MERITAGE HOMES CORP 1,047 4.50 3/1/2018 1,067
MERITAGE HOMES CORP 518 6.00 6/1/2025 517
MERITAGE HOMES CORP 1,050 7.00 4/1/2022 1,133
MERITAGE HOMES CORP 40 7.15 4/15/2020 43
MERITOR INC 1,310 6.25 2/15/2024 1,118
MET LIFE GLOB FUNDING I 28,450 0.83 7/14/2016 28,450
MET LIFE GLOB FUNDING I 25,000 1.16 7/15/2016 25,004
MET TRANSPRTN AUTH NY REVENUE 5,000 6.67 11/15/2039 7,319
MET WASHINGTON DC ARPTS AUTH D 7,000 7.46 10/1/2046 10,961
METLIFE CAPITAL TRUST IV 400 7.88 12/15/2067 475
METLIFE INC 5,000 3.00 3/1/2025 5,032
METLIFE INC 5,000 3.05 12/15/2022 5,146
METLIFE INC 3,000 3.60 11/13/2025 3,149
METLIFE INC 3,000 4.60 5/13/2046 3,193
METLIFE INC 840 4.75 2/8/2021 940
METLIFE INC 5,000 5.70 6/15/2035 5,963
METLIFE INC 3,290 5.88 2/6/2041 4,080
METLIFE INC 1,060 6.40 12/15/2066 1,126
METROPOLITAN EDISON CO 5,000 7.70 1/15/2019 5,648
MEX BONOS DESARR FIX RT 191,260 6.50 6/9/2022 10,813
MEX BONOS DESARR FIX RT 182,469 7.75 5/29/2031 11,275
MEX BONOS DESARR FIX RT 121,707 7.75 11/23/2034 7,551
MEX BONOS DESARR FIX RT 297,216 7.75 11/13/2042 18,645
MEX BONOS DESARR FIX RT 11,111 8.00 6/11/2020 659
MEX BONOS DESARR FIX RT 27,020 10.00 12/5/2024 1,878
MEXICHEM SAB DE CV 8,400 4.88 9/19/2022 8,836
MGM GROWTH PPTYS OPER PARTNER 2,928 1.00 4/25/2023 2,932
MGM GROWTH/MGM FINANCE 8,265 5.63 5/1/2024 8,699
MGM RESORTS INTL 4,000 1.00 4/25/2021 3,940
MGM RESORTS INTL 521 5.25 3/31/2020 542
MGM RESORTS INTL 2,788 6.00 3/15/2023 2,945
MGM RESORTS INTL 2,994 6.63 12/15/2021 3,234
MGM RESORTS INTL 2,259 6.75 10/1/2020 2,468
MGM RESORTS INTL 350 11.38 3/1/2018 394
MICHAEL BAKER INTL INC 3,725 8.25 10/15/2018 3,660
MICHAELS STORES INC 1,797 1.00 1/28/2020 1,790
MICHAELS STORES INC 81 1.00 1/28/2020 81
MICHAELS STORES INC 881 5.88 12/15/2020 912
MICRON TECHNOLOGY INC 600 5.25 8/1/2023 512
MICRON TECHNOLOGY INC 750 5.25 1/15/2024 629
MICRON TECHNOLOGY INC 320 5.50 2/1/2025 271
MICRON TECHNOLOGY INC 500 5.88 2/15/2022 470
MICRON TECHNOLOGY INC 250 7.50 9/15/2023 266
MICROSEMI CORPORATION 1,754 1.00 1/15/2023 1,749
MICROSOFT CORP 7,000 2.00 11/3/2020 7,177
MICROSOFT CORP 5,000 2.38 2/12/2022 5,157
MICROSOFT CORP 11,820 4.45 11/3/2045 13,372
MIDAMERICAN ENERGY CO 5,000 5.75 11/1/2035 6,558
MIDCONTINENT COMM + FIN 2,737 6.25 8/1/2021 2,826
MIDCONTINENT COMM + FIN 2,150 6.88 8/15/2023 2,196
MILACRON LLC 2,000 1.00 9/28/2020 1,988
MILACRON LLC/MCRON FIN 100 7.75 2/15/2021 103
MIRANT MID ATLANTIC TRST 1,773 10.06 12/30/2028 1,661
MIRROR BIDCO CORP 976 1.00 12/28/2019 973
MISSION BROADCASTING INC 911 1.00 10/1/2020 909
MISSISSIPPI POWER CO 900 4.25 3/15/2042 801
MITSUBISHI UFJ FIN GRP 3,000 2.95 3/1/2021 3,108
MITSUBISHI UFJ TR + BANK 3,000 2.65 10/19/2020 3,074
MIZUHO BANK LTD 5,000 1.85 3/21/2018 5,025
MIZUHO BANK LTD 10,000 2.45 4/16/2019 10,182
ML CFC COMMERCIAL MORTGAGE TRU 920 5.41 7/12/2046 921
ML CFC COMMERCIAL MORTGAGE TRU 100 5.45 8/12/2048 91
ML CFC COMMERCIAL MORTGAGE TRU 1,283 5.45 8/12/2048 1,158
ML CFC COMMERCIAL MORTGAGE TRU 1,296 6.19 9/12/2049 1,140
MLCC MORTGAGE INVESTORS INC 545 2.42 2/25/2036 531
MLCC MORTGAGE INVESTORS INC 1,192 2.84 9/25/2037 1,171
MLCC MORTGAGE INVESTORS INC 1,076 2.96 6/25/2037 1,005
MOBILE MINI INC 1,574 5.88 7/1/2024 1,615
MODULAR SPACE CORP 2,553 10.25 1/31/2019 1,248
MOHAWK INDUSTRIES INC 3,000 3.85 2/1/2023 3,161
MOHEGAN TRIBAL GAMING 600 9.75 9/1/2021 637
MOHEGAN TRIBAL GAMING AUTH 777 1.00 6/15/2018 770
MOLINA HEALTHCARE INC 2,000 5.38 11/15/2022 1,998
MOLSON COORS BREWING CO 5,000 3.00 7/15/2026 5,002
MOLSON COORS BREWING CO 130 3.50 5/1/2022 138
MOLSON COORS BREWING CO 7,024 4.20 7/15/2046 7,065
MOMENTIVE PERFORMANCE 2,397 3.88 10/24/2021 1,897
MONDELEZ INTERNATIONAL 3,000 1.16 2/1/2019 2,991
MONDELEZ INTERNATIONAL 11,210 4.00 2/1/2024 12,374
MONDELEZ INTERNATIONAL 3,000 6.50 2/9/2040 4,074
MONITRONICS INTERNATIONAL INC 460 1.00 3/23/2018 455
MONITRONICS INTERNATIONAL INC. 217 1.00 4/11/2022 205
MONSANTO CO 3,000 3.38 7/15/2024 3,079
MORGAN STANLEY 3,000 1.88 1/5/2018 3,019
MORGAN STANLEY 4,000 2.20 12/7/2018 4,053
MORGAN STANLEY 3,000 2.45 2/1/2019 3,056
MORGAN STANLEY 5,000 2.50 1/24/2019 5,101
MORGAN STANLEY 3,000 2.50 4/21/2021 3,028
MORGAN STANLEY 5,000 2.65 1/27/2020 5,100
MORGAN STANLEY 10,000 3.70 10/23/2024 10,516
MORGAN STANLEY 11,000 3.75 2/25/2023 11,634
MORGAN STANLEY 10,000 3.88 4/29/2024 10,646
MORGAN STANLEY 3,000 3.88 1/27/2026 3,185
MORGAN STANLEY 2,870 4.00 7/23/2025 3,074
MORGAN STANLEY 12,000 4.10 5/22/2023 12,479
MORGAN STANLEY 10,000 4.35 9/8/2026 10,422
MORGAN STANLEY 200 4.75 3/22/2017 205
MORGAN STANLEY 11,400 4.88 11/1/2022 12,408
MORGAN STANLEY 2,500 5.00 11/24/2025 2,736
MORGAN STANLEY 757 5.45 12/31/2049 726
MORGAN STANLEY 5,000 5.50 7/28/2021 5,715
MORGAN STANLEY 955 5.55 12/29/2049 944
MORGAN STANLEY 19,000 5.63 9/23/2019 21,063
MORGAN STANLEY 15,000 5.95 12/28/2017 15,976
MORGAN STANLEY 3,000 6.38 7/24/2042 4,048
MORGAN STANLEY 7,240 6.63 4/1/2018 7,853
MORGAN STANLEY BAML TRUST 7,390 2.92 2/15/2046 7,709
MORGAN STANLEY BAML TRUST 9,000 3.13 12/15/2048 9,533
MORGAN STANLEY BAML TRUST 124 3.21 2/15/2046 129
MORGAN STANLEY BAML TRUST 5,000 3.29 1/15/2049 5,297
MORGAN STANLEY BAML TRUST 1,500 3.32 10/15/2048 1,596
MORGAN STANLEY BAML TRUST 1,000 3.33 5/15/2049 1,066
MORGAN STANLEY BAML TRUST 9,076 3.48 11/15/2045 9,638
MORGAN STANLEY BAML TRUST 5,000 3.53 10/15/2048 5,395
MORGAN STANLEY BAML TRUST 5,000 3.54 1/15/2049 5,399
MORGAN STANLEY BAML TRUST 5,000 3.56 12/15/2047 5,409
MORGAN STANLEY BAML TRUST 7,356 3.64 10/15/2048 7,985
MORGAN STANLEY BAML TRUST 2,332 3.74 8/15/2047 2,540
MORGAN STANLEY BAML TRUST 3,390 3.77 2/15/2046 3,534
MORGAN STANLEY BAML TRUST 8,000 3.79 2/15/2047 8,774
MORGAN STANLEY BAML TRUST 880 4.81 11/15/2045 855
MORGAN STANLEY CAPITAL I TRUST 3,425 5.37 12/15/2043 3,456
MORGAN STANLEY CAPITAL I TRUST 1,085 5.40 12/15/2043 861
MORGAN STANLEY CAPITAL I TRUST 1,910 5.44 3/15/2044 1,660
MORGAN STANLEY CAPITAL I TRUST 3,500 5.69 4/15/2049 3,564
MORGAN STANLEY CAPITAL I TRUST 5,188 5.81 12/12/2049 5,329
MORGAN STANLEY CAPITAL I TRUST 1,053 6.10 6/11/2049 999
MORGAN STANLEY CAPITAL I TRUST 3,606 6.48 1/11/2043 3,814
MORGAN STANLEY REREMIC TRUST 2,081 0.67 10/26/2046 2,025
MORGAN STANLEY REREMIC TRUST 4,845 1.18 4/26/2047 4,704
MOSAIC CO 3,000 4.25 11/15/2023 3,224
MOSAIC CO 5,000 5.63 11/15/2043 5,486
MOXIE PATRIOT LLC 740 1.00 12/19/2020 707
MPG HOLDCO I INC 1,450 7.38 10/15/2022 1,425
MPG HOLDCO I INC. 2,386 1.00 10/20/2021 2,361
MPH ACQUISITION HLDGS LLC 2,746 1.00 6/7/2023 2,752
MPH ACQUISITION HOLDINGS 1,025 7.13 6/1/2024 1,074
MPLX LP 1,780 4.88 6/1/2025 1,744
MPM ESCROW LLC 2,019 8.88 10/15/2020 -
MPT OPER PARTNERSP/FINL 3,650 5.50 5/1/2024 3,705
MPT OPER PARTNERSP/FINL 5,100 6.38 3/1/2024 5,432
MPT OPER PARTNERSP/FINL 1,700 6.88 5/1/2021 1,757
MSCG TRUST 890 3.58 6/7/2035 917
MSCI INC 500 5.25 11/15/2024 511
MSCI INC 651 5.75 8/15/2025 677
MUFG CAPITAL FIN 1 LTD 1,000 6.35 7/29/2049 1,001
MURPHY OIL USA INC 400 6.00 8/15/2023 417
MURRAY ENERGY CORP 800 11.25 4/15/2021 230
MURRAY ENERGY CORPORATION 2,017 1.00 4/16/2020 1,463
MUSTANG MERGER CORP 400 8.50 8/15/2021 417
MYLAN INC 3,000 2.55 3/28/2019 3,029
MYLAN INC 4,000 3.13 1/15/2023 3,961
MYLAN NV 4,000 3.15 6/15/2021 4,061
MYLAN NV 3,000 3.95 6/15/2026 3,035
MYRIAD INTL HOLDINGS BV 2,170 5.50 7/21/2025 2,253
N TX TOLLWAY AUTH REVENUE 7,000 6.72 1/1/2049 10,756
NACIONAL FINANCIERA SNC 5,000 3.38 11/5/2020 5,100
NAI ENTERTAINMENT HLDING 540 5.00 8/1/2018 548
NASDAQ INC 3,000 4.25 6/1/2024 3,147
NASDAQ INC 8,000 5.55 1/15/2020 8,831
NATIONAL AIR CARGO GROUP INC 596 1.00 5/2/2018 596
NATIONAL AUSTRALIA BANK 9,860 1.25 3/8/2018 9,873
NATIONAL BANK OF CANADA 2,830 1.45 11/7/2017 2,832
NATIONAL BK OF ABU DHABI 2,220 2.25 2/11/2020 2,222
NATIONAL CINEMEDIA LLC 1,000 6.00 4/15/2022 1,038
NATIONAL CINEMEDIA LLC 1,000 7.88 7/15/2021 1,035
NATIONAL COLLEGIATE STUDENT LO 2,950 0.72 3/26/2029 2,709
NATIONAL COLLEGIATE STUDENT LO 444 0.73 4/25/2029 440
NATIONAL COLLEGIATE STUDENT LO 7,306 1.30 3/25/2038 3,716
NATIONAL FINANCIAL PARTN 5,500 9.00 7/15/2021 5,301
NATIONAL FINL PARTNERS CORP 2,801 1.00 7/1/2020 2,770
NATIONAL RURAL UTIL COOP 3,000 1.65 2/8/2019 3,034
NATIONAL RURAL UTIL COOP 3,000 2.35 6/15/2020 3,094
NATIONAL RURAL UTIL COOP 5,000 3.25 11/1/2025 5,390
NATIONAL RURAL UTIL COOP 2,000 8.00 3/1/2032 3,058
NATIONAL RURAL UTIL COOP 4,000 10.38 11/1/2018 4,829
NATIONAL SEMICONDUCTOR 150 6.60 6/15/2017 158
NATIONSTAR MORT/CAP CORP 1,630 6.50 7/1/2021 1,402
NATIONSTAR MORT/CAP CORP 500 7.88 10/1/2020 467
NATIONWIDE BLDG SOCIETY 310 6.88 12/29/2049 387
NAVIENT CORP 968 5.00 10/26/2020 905
NAVIENT CORP 240 5.88 10/25/2024 205
NAVIENT CORP 505 6.13 3/25/2024 443
NAVIENT CORP 9,620 7.25 1/25/2022 9,319
NAVIENT CORP 7,620 8.00 3/25/2020 7,782
NAVIOS MARITIME ACQ CORP 580 8.13 11/15/2021 456
NAVISTAR FINANCIAL DEALER NOTE 4,390 1.20 10/25/2019 4,396
NAVISTAR FINANCIAL DEALER NOTE 5,190 1.85 6/25/2020 5,200
NAVISTAR INTL CORP 850 8.25 11/1/2021 594
NBCUNIVERSAL ENTERPRISE 3,000 1.97 4/15/2019 3,065
NBCUNIVERSAL MEDIA LLC 6,140 4.38 4/1/2021 6,873
NBCUNIVERSAL MEDIA LLC 5,000 5.15 4/30/2020 5,670
NBCUNIVERSAL MEDIA LLC 8,000 5.95 4/1/2041 10,657
NBCUNIVERSAL MEDIA LLC 5,000 6.40 4/30/2040 6,914
NBTY INC 3,588 1.00 5/5/2023 3,556
NBTY INC 1,633 7.63 5/15/2021 1,623
NCI BLDG SYS INC 2,775 1.00 6/24/2019 2,756
NCL CORP LTD 1,420 4.63 11/15/2020 1,415
NCL CORP LTD 450 5.25 11/15/2019 457
NCR CORP 300 4.63 2/15/2021 297
NCR CORP 1,400 5.00 7/15/2022 1,370
NCR CORP 300 5.88 12/15/2021 306
NCUA GUARANTEED NOTES 448 0.83 11/6/2017 449
NCUA GUARANTEED NOTES 2,758 1.01 12/8/2020 2,758
NEDER WATERSCHAPSBANK 5,000 2.38 3/24/2026 5,230
NEFF RENTAL LLC 2,805 1.00 6/9/2021 2,665
NEIMAN MARCUS GROUP LTD 3,487 8.00 10/15/2021 2,798
NEIMAN MARCUS GROUP LTD INC 2,051 1.00 10/25/2020 1,838
NEP / NCP HOLDCO INC 1,103 1.00 1/22/2020 1,077
NEPTUNE FINCO CORP 6,682 6.63 10/15/2025 7,024
NEPTUNE FINCO CORP 1,466 10.13 1/15/2023 1,642
NEPTUNE FINCO CORP. 6,210 1.00 10/9/2022 6,212
NES GLOBAL TALENT FIN US LLC 2,324 1.00 10/3/2019 2,022
NETAPP INC 3,000 2.00 12/15/2017 3,009
NETFLIX INC 300 5.38 2/1/2021 319
NETFLIX INC 4,930 5.50 2/15/2022 5,121
NETFLIX INC 1,230 5.75 3/1/2024 1,279
NETFLIX INC 200 5.88 2/15/2025 210
NEVADA POWER CO 2,000 5.38 9/15/2040 2,502
NEVADA POWER CO 5,000 6.50 8/1/2018 5,528
NEVADA POWER CO 5,000 7.13 3/15/2019 5,768
NEW ALBERTSONS INC 500 7.45 8/1/2029 488
NEW CENTURY HOME EQUITY LOAN T 5,961 1.38 11/25/2034 5,083
NEW GOLD INC 500 6.25 11/15/2022 488
NEW JERSEY ST TURNPIKE AUTH 5,000 7.10 1/1/2041 7,562
NEW LOOK SECURED ISSUER 149 6.50 7/1/2022 183
NEW RESIDENTIAL MORTGAGE LOAN 1,660 3.75 1/25/2054 1,726
NEW RESIDENTIAL MORTGAGE LOAN 4,190 3.75 5/25/2054 4,335
NEW RESIDENTIAL MORTGAGE LOAN 3,392 3.75 11/25/2054 3,524
NEW YORK CITY NY MUNI WTR FIN 5,812 5.44 6/15/2043 8,124
NEW YORK CITY NY MUNI WTR FIN 3,000 6.01 6/15/2042 4,365
NEW YORK CITY NY TRANSITIONAL 3,150 5.01 8/1/2027 3,765
NEW YORK CITY NY TRANSITIONAL 4,080 5.27 5/1/2027 5,055
NEW YORK LIFE GLOBAL FDG 10,000 0.78 9/6/2016 10,000
NEW YORK LIFE GLOBAL FDG 10,000 0.93 12/15/2017 10,000
NEW YORK LIFE GLOBAL FDG 10,000 1.03 4/6/2018 10,000
NEW YORK ST DORM AUTH ST PERSO 770 5.50 3/15/2030 992
NEW YORK ST DORM AUTH ST PERSO 5,000 5.63 3/15/2039 6,715
NEW ZEALAND GOVERNMENT 7,400 3.00 4/15/2020 5,451
NEW ZEALAND GOVERNMENT 24,390 5.00 3/15/2019 18,712
NEW ZEALAND GOVERNMENT 8,800 5.50 4/15/2023 7,616
NEW ZEALAND INDEX LINKED 3,000 2.07 9/20/2025 2,300
NEWELL BRANDS INC 3,330 3.15 4/1/2021 3,448
NEWELL BRANDS INC 640 3.85 4/1/2023 678
NEWELL BRANDS INC 480 4.20 4/1/2026 521
NEWELL BRANDS INC 200 5.00 11/15/2023 211
NEWELL BRANDS INC 5,000 5.38 4/1/2036 5,766
NEWELL BRANDS INC 5,000 5.50 4/1/2046 5,932
NEWFIELD EXPLORATION CO 500 5.38 1/1/2026 486
NEWFIELD EXPLORATION CO 250 5.63 7/1/2024 249
NEWFIELD EXPLORATION CO 1,100 5.75 1/30/2022 1,112
NEWMONT MINING CORP 5,000 3.50 3/15/2022 5,172
NEWPAGE CORP 417 1.00 7/28/2017 231
NEWPAGE CORP 978 1.00 2/11/2021 132
NEWPAGE CORP 3,086 11.38 12/31/2014 -
NEWPAGE CORPORATION 406 1.00 7/26/2017 403
NEWSTAR FINANCIAL INC 1,000 7.25 5/1/2020 941
NEXEO SOLUTIONS LLC 4,000 1.00 6/9/2023 3,993
NEXSTAR BROADCASTING INC 1,033 1.00 10/1/2020 1,031
NEXSTAR BROADCASTING INC 250 6.88 11/15/2020 261
NEXTEER AUTO GROUP LTD 250 5.88 11/15/2021 262
NEXTERA ENERGY CAPITAL 5,000 4.50 6/1/2021 5,504
NGL ENRGY PART LP/FIN CO 400 5.13 7/15/2019 364
NGPL PIPECO LLC 6,023 7.12 12/15/2017 6,271
NGPL PIPECO LLC 526 7.77 12/15/2037 511
NIELSEN CO LUX SARL/THE 2,000 5.50 10/1/2021 2,068
NIELSEN FINANCE LLC/CO 200 4.50 10/1/2020 204
NIELSEN FINANCE LLC/CO 7,398 5.00 4/15/2022 7,527
NIKE INC 5,000 3.88 11/1/2045 5,497
NISOURCE FINANCE CORP 8,000 5.65 2/1/2045 10,111
NISOURCE FINANCE CORP 5,000 6.13 3/1/2022 5,977
NISSAN AUTO LEASE TRUST 4,431 0.69 4/17/2017 4,431
NISSAN AUTO LEASE TRUST 4,000 0.82 8/15/2018 4,000
NISSAN AUTO RECEIVABLES OWNER 286 0.84 11/15/2017 286
NOBLE ENERGY INC 5,000 3.90 11/15/2024 5,089
NOBLE ENERGY INC 40 4.15 12/15/2021 42
NOBLE ENERGY INC 180 5.25 11/15/2043 182
NOBLE ENERGY INC 5,000 6.00 3/1/2041 5,427
NOBLE ENERGY INC 1,490 8.25 3/1/2019 1,691
NOBLE HOLDING INTL LTD 945 4.63 3/1/2021 767
NOBLE HOLDING INTL LTD 260 6.95 4/1/2025 208
NOBLE HOLDING/NOBLE DRI 325 7.50 3/15/2019 325
NOKIA OYJ 320 5.38 5/15/2019 343
NOKIA OYJ 1,076 6.63 5/15/2039 1,143
NOMURA ASSET ACCEPTANCE CORPOR 1,972 3.51 6/25/2036 1,663
NOMURA HOLDINGS INC 7,000 2.75 3/19/2019 7,152
NOMURA HOLDINGS INC 10,000 6.70 3/4/2020 11,586
NORANDA ALUM ACQUISITION CORP 2,915 1.00 2/28/2019 1,487
NORANDA ALUMINUM HOLD CORP 1,000 1.00 11/11/2016 960
NORBORD INC 2,177 5.38 12/1/2020 2,261
NORBORD INC 100 6.25 4/15/2023 103
NORD ANGLIA EDUCATION FIN LLC 1,175 1.00 3/31/2021 1,169
NORDEA BANK AB 20,400 0.99 4/4/2017 20,389
NORDEA BANK AB 6,380 3.13 3/20/2017 6,470
NORDEA BANK AB 5,000 4.25 9/21/2022 5,309
NORDEA BANK AB 5,000 4.88 1/27/2020 5,521
NORDEA BANK AB 1,980 4.88 5/13/2021 2,175
NORDIC INVESTMENT BANK 5,000 0.75 1/17/2018 5,004
NORDIC INVESTMENT BANK 3,000 1.13 3/19/2018 3,021
NORDIC INVESTMENT BANK 6,350 2.25 9/30/2021 6,666
NORDSTROM INC 5,000 5.00 1/15/2044 4,844
NORFOLK SOUTHERN CORP 2,000 3.25 12/1/2021 2,118
NORFOLK SOUTHERN CORP 5,000 3.85 1/15/2024 5,484
NORFOLK SOUTHERN CORP 3,000 3.95 10/1/2042 3,066
NORFOLK SOUTHERN CORP 2,000 4.80 8/15/2043 2,305
NORTEK INC 700 8.50 4/15/2021 728
NORTEK INC. 3,435 1.00 10/30/2020 3,401
NORTH CAROLINA ST TURNPIKE AUT 3,000 6.70 1/1/2039 3,367
NORTHERN STATES PWR MINN 3,000 3.60 5/15/2046 3,154
NORTHGROUP PFD CAP CORP 760 6.38 1/29/2049 760
NORTHROP GRUMMAN CORP 2,000 1.75 6/1/2018 2,017
NORTHROP GRUMMAN CORP 3,000 3.25 8/1/2023 3,203
NORTHROP GRUMMAN CORP 3,500 4.75 6/1/2043 4,120
NORTHSTAR ASSET MNGT GROUP INC 2,000 1.00 1/29/2023 1,988
NOTA DO TESOURO NACIONAL 17,881 10.00 1/1/2017 5,479
NOTA DO TESOURO NACIONAL 10,258 10.00 1/1/2023 2,930
NOVA CHEMICALS CORP 357 5.25 8/1/2023 360
NOVAFIVES SAS 165 4.50 6/30/2021 163
NOVARTIS CAPITAL CORP 5,000 2.40 9/21/2022 5,156
NOVARTIS CAPITAL CORP 5,000 3.40 5/6/2024 5,451
NOVELIS INC 1,715 8.38 12/15/2017 1,754
NOVELIS INC 3,122 8.75 12/15/2020 3,262
NOVELIS INC. 555 1.00 6/2/2022 549
NRG ENERGY INC 426 1.00 7/2/2018 422
NRG ENERGY INC 651 1.00 6/30/2023 645
NRG ENERGY INC 300 6.25 5/1/2024 285
NRG ENERGY INC 610 6.63 3/15/2023 601
NRG ENERGY INC 2,211 7.25 5/15/2026 2,189
NRG ENERGY INC 2,300 7.63 1/15/2018 2,473
NRG ENERGY INC 831 7.88 5/15/2021 861
NRG ENERGY INC 80 8.25 9/1/2020 83
NRG REMA LLC 360 9.68 7/2/2026 335
NRG YIELD OPERATING LLC 710 5.38 8/15/2024 705
NTPC LTD 1,170 4.75 10/3/2022 1,289
NUANCE COMMUNICATIONS 870 5.38 8/15/2020 885
NUANCE COMMUNICATIONS 815 6.00 7/1/2024 817
NUMERICABLE U S LLC 810 1.00 1/15/2024 802
NUMERICABLE U.S. LLC 3,322 1.00 2/10/2023 3,271
NUSTAR LOGISTICS LP 1,000 4.80 9/1/2020 973
NVA HLDGS INC 6,500 1.00 8/14/2022 6,411
NVR INC 3,080 3.95 9/15/2022 3,219
NXP B V 992 1.00 12/7/2020 994
NXP BV/NXP FUNDING LLC 1,229 4.13 6/15/2020 1,237
NXP BV/NXP FUNDING LLC 1,073 4.13 6/1/2021 1,093
NXP BV/NXP FUNDING LLC 556 4.63 6/1/2023 565
NXP BV/NXP FUNDING LLC 1,600 5.75 3/15/2023 1,666
NY + PRESBYTERIAN HOSPIT 3,000 3.56 8/1/2036 3,153
OAK TEA INC 2,872 1.00 7/2/2022 2,877
OASIS PETROLEUM INC 2,573 6.50 11/1/2021 2,361
OASIS PETROLEUM INC 6,256 6.88 3/15/2022 5,756
OASIS PETROLEUM INC 1,325 6.88 1/15/2023 1,197
OASIS PETROLEUM INC 105 7.25 2/1/2019 99
OCCIDENTAL PETROLEUM COR 4,500 2.70 2/15/2023 4,554
OCCIDENTAL PETROLEUM COR 580 3.13 2/15/2022 608
OCCIDENTAL PETROLEUM COR 8,530 3.40 4/15/2026 8,960
OCCIDENTAL PETROLEUM COR 4,000 4.10 2/1/2021 4,353
OCCIDENTAL PETROLEUM COR 220 4.63 6/15/2045 245
OCWEN LN SERVICING LLC 1,283 1.00 2/15/2018 1,254
OEKB OEST. KONTROLLBANK 5,000 1.88 1/20/2021 5,127
OFFICE CHERIFIEN DES PHO 2,290 4.50 10/22/2025 2,250
OFFICINE MACCAFERRI SPA 398 5.75 6/1/2021 377
OHIO POWER COMPANY 5,099 6.60 2/15/2033 6,471
OHIO ST UNIV 3,000 3.80 12/1/2046 3,262
OHL INVESTMENTS SA 800 4.00 4/25/2018 769
OI EUROPEAN GROUP BV 110 6.75 9/15/2020 143
OMEGA HLTHCARE INVESTORS 3,000 4.38 8/1/2023 2,992
OMEGA HLTHCARE INVESTORS 3,000 4.50 1/15/2025 3,032
OMEGA HLTHCARE INVESTORS 3,000 4.95 4/1/2024 3,145
OMEGA HLTHCARE INVESTORS 3,000 5.25 1/15/2026 3,171
OMNICOM GROUP INC 17,000 3.63 5/1/2022 18,018
OMNITRACS INC 1,500 1.00 5/25/2021 1,260
OMNITRACS LLC 990 1.00 11/25/2020 962
ON ASSIGNMENT INC. 2,214 1.00 6/3/2022 2,210
ON SEMICONDUCTOR CORP 1,862 1.00 1/2/2018 1,848
ON SEMICONDUCTOR CORP 3,970 1.00 3/31/2023 3,980
ON SEMICONDUCTOR CORP 603 2.63 12/15/2026 626
ONCOR ELECTRIC DELIVERY 4,000 2.95 4/1/2025 4,114
ONEMAIN FIN HOLDINGS INC 272 6.75 12/15/2019 265
ONEMAIN FIN HOLDINGS INC 93 7.25 12/15/2021 89
ONEOK INC 190 4.25 2/1/2022 177
ONEOK INC 870 7.50 9/1/2023 928
ONEOK PARTNERS LP 5,000 6.65 10/1/2036 5,308
ONORATO ARMATORI SPA 400 7.75 2/15/2023 423
ONTARIO (PROVINCE OF) 8,000 1.63 1/18/2019 8,118
ONTARIO (PROVINCE OF) 5,000 2.00 1/30/2019 5,122
ONTARIO (PROVINCE OF) 3,000 3.00 7/16/2018 3,126
ONTARIO (PROVINCE OF) 10,000 3.20 5/16/2024 10,941
ONTARIO (PROVINCE OF) 5,000 4.00 10/7/2019 5,445
ONTARIO (PROVINCE OF) 5,000 4.40 4/14/2020 5,568
OOREDOO INTL FINANCE 2,000 5.00 10/19/2025 2,232
OPAL ACQUISITION INC 5,802 8.88 12/15/2021 4,468
OPE KAG FINANCE SUB 300 7.88 7/31/2023 296
OPEN TEXT CORP 350 5.63 1/15/2023 354
OPENLINK INTL INC SYNDICATED 2,887 1.00 10/28/2017 2,844
OPPENHEIMER HOLDINGS INC 581 8.75 4/15/2018 588
ORACLE CORP 1,320 1.20 10/15/2017 1,328
ORACLE CORP 5,000 1.21 1/15/2019 5,028
ORACLE CORP 5,000 2.40 9/15/2023 5,027
ORACLE CORP 7,000 2.50 5/15/2022 7,144
ORACLE CORP 5,000 2.65 7/15/2026 5,011
ORACLE CORP 3,000 2.80 7/8/2021 3,149
ORACLE CORP 7,000 2.95 5/15/2025 7,279
ORACLE CORP 5,000 3.40 7/8/2024 5,377
ORACLE CORP 2,000 3.63 7/15/2023 2,163
ORACLE CORP 3,000 4.30 7/8/2034 3,177
ORACLE CORP 5,000 5.00 7/8/2019 5,545
ORACLE CORP 10,000 5.38 7/15/2040 12,015
ORACLE CORP 5,000 6.50 4/15/2038 6,722
ORANGE SA 5,000 2.75 2/6/2019 5,145
ORANGE SA 3,000 5.50 2/6/2044 3,760
ORTHO CLINICAL DIAGNOSTICS SA 1,888 1.00 6/30/2021 1,783
OSHKOSH CORP 250 5.38 3/1/2022 257
OTE PLC 200 3.50 7/9/2020 217
OUTFRONT MEDIA CAP LLC/C 565 5.25 2/15/2022 573
OUTFRONT MEDIA CAP LLC/C 426 5.63 2/15/2024 438
OUTFRONT MEDIA CAP LLC/C 65 5.88 3/15/2025 67
OUTOKUMPU OYJ 100 7.25 6/16/2021 112
OVAKO AB 170 6.50 6/1/2019 134
OWENS BROCKWAY 730 5.00 1/15/2022 731
OWENS BROCKWAY 365 5.38 1/15/2025 358
OWENS BROCKWAY 250 5.88 8/15/2023 262
OWENS CORNING 3,000 4.20 12/15/2022 3,131
OWENS CORNING 3,000 7.00 12/1/2036 3,604
OWNIT MORTGAGE LOAN ASSET BACK 412 2.25 7/25/2035 400
OXEA FIN + CY S C A 2,447 1.00 1/15/2020 2,363
PACIFIC DRILLING S A 1,210 1.00 6/4/2018 369
PACIFIC GAS + ELECTRIC 3,000 2.95 3/1/2026 3,119
PACIFIC GAS + ELECTRIC 3,000 3.50 6/15/2025 3,254
PACIFIC GAS + ELECTRIC 5,000 3.85 11/15/2023 5,522
PACIFIC GAS + ELECTRIC 1,150 5.80 3/1/2037 1,484
PACIFIC GAS + ELECTRIC 1,210 6.05 3/1/2034 1,602
PACIFIC GAS + ELECTRIC 10,000 6.25 3/1/2039 13,616
PACIFIC GAS + ELECTRIC 3,000 8.25 10/15/2018 3,460
PACKAGING CORP OF AMERIC 3,000 3.65 9/15/2024 3,095
PACKAGING CORP OF AMERIC 3,000 4.50 11/1/2023 3,256
PANDA TEMPLE POWER LLC 830 1.00 3/4/2022 688
PANDA TEMPLE PWR II LLC 448 1.00 4/3/2019 405
PARAGON OFFSHORE FIN CO 632 1.00 7/18/2021 158
PARK OHIO INDUSTRIES INC 400 8.13 4/1/2021 402
PARKER HANNIFIN CORP 3,000 3.50 9/15/2022 3,284
PARKER HANNIFIN CORP 5,000 4.20 11/21/2034 5,572
PARSLEY ENERGY LLC/FINAN 202 6.25 6/1/2024 204
PARSLEY ENERGY LLC/FINAN 1,051 7.50 2/15/2022 1,097
PARTY CITY HOLDINGS INC. 3,098 1.00 8/19/2022 3,075
PAYLESS INC 2,919 1.00 3/11/2021 1,474
PBF HOLDING CO LLC 880 7.00 11/15/2023 848
PBF HOLDING CO LLC 3,000 8.25 2/15/2020 3,113
PDC ENERGY INC 380 7.75 10/15/2022 395
PENN NATIONAL GAMING INC 300 5.88 11/1/2021 304
PENNSYLVANIA ST 4,180 4.65 2/15/2026 4,774
PENSION INSURANCE 425 6.50 7/3/2024 522
PENSKE AUTO GROUP INC 442 5.75 10/1/2022 442
PENSKE AUTOMOTIVE GROUP 669 5.38 12/1/2024 647
PENSKE AUTOMOTIVE GROUP 525 5.50 5/15/2026 499
PENTAIR FINANCE SA 3,500 1.88 9/15/2017 3,495
PENTAIR FINANCE SA 2,000 2.90 9/15/2018 2,017
PENTAIR FINANCE SA 8,277 3.15 9/15/2022 8,087
PENTAIR FINANCE SA 2,000 3.63 9/15/2020 2,045
PEPSICO INC 10,000 0.98 10/13/2017 10,000
PEPSICO INC 5,000 2.15 10/14/2020 5,129
PEPSICO INC 1,400 2.75 3/5/2022 1,463
PEPSICO INC 5,000 2.75 3/1/2023 5,197
PEPSICO INC 3,000 2.85 2/24/2026 3,117
PEPSICO INC 2,000 4.25 10/22/2044 2,195
PEPSICO INC 5,000 4.45 4/14/2046 5,730
PEPSICO INC 3,000 4.50 1/15/2020 3,324
PEPSICO INC 364 7.90 11/1/2018 420
PERFORMANCE FOOD GROUP I 3,250 5.50 6/1/2024 3,295
PERNOD RICARD SA 420 2.95 1/15/2017 423
PERNOD RICARD SA 1,430 4.45 1/15/2022 1,575
PERNOD RICARD SA 540 5.50 1/15/2042 647
PERNOD RICARD SA 15,000 5.75 4/7/2021 17,291
PERSHING SQUARE HOLDINGS 1,000 5.50 7/15/2022 956
PERSTORP HOLDING AB 600 8.75 5/15/2017 596
PERTAMINA PERSERO PT 1,160 4.30 5/20/2023 1,182
PERTAMINA PERSERO PT 730 6.00 5/3/2042 738
PETCO ANIMAL SUPPLIES INC. 829 1.00 1/26/2023 823
PETRO CANADA 5,000 5.95 5/15/2035 5,905
PETRO CANADA 5,000 6.80 5/15/2038 6,494
PETROBRAS GLOBAL FINANCE 5,000 4.88 3/17/2020 4,681
PETROBRAS GLOBAL FINANCE 16,175 5.38 1/27/2021 14,881
PETROBRAS GLOBAL FINANCE 2,005 6.25 3/17/2024 1,782
PETROBRAS GLOBAL FINANCE 1,090 6.85 6/5/2049 831
PETROBRAS GLOBAL FINANCE 5,000 8.38 5/23/2021 5,156
PETROBRAS GLOBAL FINANCE 600 8.75 5/23/2026 602
PETROLEOS DE VENEZUELA S 620 9.00 11/17/2021 267
PETROLEOS DE VENEZUELA S 730 9.00 11/17/2021 315
PETROLEOS MEXICANOS 5,000 2.65 7/18/2018 4,984
PETROLEOS MEXICANOS 2,000 3.13 1/23/2019 2,004
PETROLEOS MEXICANOS 6,805 3.50 1/30/2023 6,408
PETROLEOS MEXICANOS 10,000 5.50 1/21/2021 10,600
PETROLEOS MEXICANOS 4,000 5.50 6/