Investment Table

Debt Securities
as of 6/30/2018

 

# | 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 B C UNLIMITED LIABILI 7,953 0.00 2/16/2024 7,913
1011778 BC / NEW RED FIN 1,000 4.63 1/15/2022 1,000
1011778 BC / NEW RED FIN 2,895 4.25 5/15/2024 2,751
1011778 BC / NEW RED FIN 5,168 5.00 10/15/2025 4,896
21ST CENTURY FOX AMERICA 6,000 4.50 2/15/2021 6,168
21ST CENTURY FOX AMERICA 12,000 6.55 3/15/2033 14,502
21ST CENTURY FOX AMERICA 160 6.20 12/15/2034 189
21ST CENTURY FOX AMERICA 2,000 6.15 3/1/2037 2,352
21ST CENTURY FOX AMERICA 90 6.65 11/15/2037 111
21ST CENTURY FOX AMERICA 20 6.75 1/9/2038 25
21ST CENTURY FOX AMERICA 2,000 4.75 9/15/2044 2,036
24 HOUR FIT WORLDWIDE 300 8.00 6/1/2022 298
3M COMPANY 3,000 2.88 10/15/2027 2,836
3M COMPANY 3,000 3.63 10/15/2047 2,843
ABB / CON CISE OPTICAL GROUP 1,964 0.00 6/15/2023 1,979
ABB FINANCE USA INC 180 4.38 5/8/2042 184
ABBOTT LABORATORIES 7,000 2.90 11/30/2021 6,890
ABBOTT LABORATORIES 5,000 2.55 3/15/2022 4,846
ABBOTT LABORATORIES 10,750 3.75 11/30/2026 10,561
ABBOTT LABORATORIES 5,270 4.75 11/30/2036 5,549
ABBOTT LABORATORIES 510 4.90 11/30/2046 549
ABBVIE INC 10,000 2.50 5/14/2020 9,805
ABBVIE INC 10,000 2.90 11/6/2022 9,697
ABBVIE INC 3,000 3.20 11/6/2022 2,948
ABBVIE INC 7,000 2.85 5/14/2023 6,734
ABBVIE INC 3,300 3.60 5/14/2025 3,194
ABBVIE INC 7,000 4.30 5/14/2036 6,693
ABBVIE INC 11,300 4.40 11/6/2042 10,730
ABC SUPPLY CO INC 307 5.75 12/15/2023 315
ABC SUPPLY CO INC 438 5.88 5/15/2026 431
ABG INTERMEDIATE HLDGS 2 LLC 87 0.00 9/29/2025 86
ABG INTERMEDIATE HOLD 2 LLC 47 0.00 9/29/2025 47
ABG INTERMEDIATE HOLDINGS 2 LL 313 0.00 9/29/2024 312
ABN AMRO BANK NV 260 2.45 6/4/2020 256
ABN AMRO BANK NV 650 4.75 7/28/2025 647
ABN AMRO BANK NV 200 5.75 12/29/2049 247
ABU DHABI GOVT INT L 1,490 2.50 10/11/2022 1,427
ACADEMY LTD 1,194 0.00 7/1/2022 991
ACADIA HEALTHCARE CO INC 461 5.13 7/1/2022 460
ACADIA HEALTHCARE CO INC 2,710 5.63 2/15/2023 2,729
ACADIA HEALTHCARE CO INC 270 6.50 3/1/2024 277
ACCESS CIG LLC 13 0.00 2/27/2025 13
ACCESS CIG LLC 12 0.00 2/27/2025 12
ACCESS CIG LLC 93 0.00 2/27/2025 93
ACCESS CIG LLC 2 0.00 2/27/2026 2
ACCESS CIG LLC 33 0.00 2/27/2026 33
ACCESS CIG, LLC 3 0.00 2/27/2026 3
ACCUDYNE INDS LLC 2,620 0.00 8/18/2024 2,611
ACOSTA INC 352 7.75 10/1/2022 181
ACRISURE LLC 3,454 0.00 11/22/2023 3,439
ACRISURE LLC 1,000 0.00 11/22/2023 991
ACRISURE LLC / FIN INC 5,900 7.00 11/15/2025 5,376
ACTIVISION BLIZZARD 2,000 2.60 6/15/2022 1,928
ACTIVISION BLIZZARD 4,743 6.13 9/15/2023 4,919
ACTIVISION BLIZZARD 2,000 3.40 9/15/2026 1,904
ADIENT GLOBAL HOLDINGS 500 4.88 8/15/2026 450
ADJUSTABLE RATE MORTGAGE TRUST 637 3.60 4/25/2035 634
ADLER PELZER HLDG GMBH 150 4.13 4/1/2024 176
ADLER REAL ESTATE AG 100 1.88 4/27/2023 114
ADLER REAL ESTATE AG 100 2.13 2/6/2024 113
ADLER REAL ESTATE AG 200 3.00 4/27/2026 228
ADOBE SYSTEMS INC 10,000 4.75 2/1/2020 10,288
ADS WASTE HLDGS INC 2,931 0.00 11/10/2023 2,921
ADT CORP 2,300 6.25 10/15/2021 2,379
ADT CORP 201 3.50 7/15/2022 188
ADT CORP 791 4.13 6/15/2023 741
ADT CORP 669 4.88 7/15/2032 525
ADTALEM GLOBAL EDUCATION 491 0.00 4/11/2025 491
ADVANCE AUTO PARTS 3,000 4.50 12/1/2023 3,069
ADVANCED DISPOSAL SRVCES 246 5.63 11/15/2024 245
ADVANCED MICRO DEVICES 175 7.50 8/15/2022 194
AECOM 300 5.13 3/15/2027 282
AEGIS ASSET BACKED SECURITIES 3,450 2.79 3/25/2035 3,269
AERCAP IRELAND CAP/GLOBA 910 3.75 5/15/2019 915
AERCAP IRELAND CAP/GLOBA 5,500 4.63 10/30/2020 5,605
AERCAP IRELAND CAP/GLOBA 5,000 4.50 5/15/2021 5,094
AERCAP IRELAND CAP/GLOBA 210 5.00 10/1/2021 216
AERCAP IRELAND CAP/GLOBA 3,000 3.50 5/26/2022 2,936
AERCAP IRELAND CAP/GLOBA 3,000 4.13 7/3/2023 2,987
AERCAP IRELAND CAP/GLOBA 2,000 3.50 1/15/2025 1,877
AEROPUERTOS ARGENT 2000 470 6.88 2/1/2027 456
AES ANDRS/DMCN PWR/ITABO 369 7.95 5/11/2026 381
AES CORP/THE 1,000 4.88 5/15/2023 999
AES CORP/THE 99 5.50 4/15/2025 99
AES CORP/THE 283 6.00 5/15/2026 293
AES CORP/THE 457 5.13 9/1/2027 456
AES EL SALVADOR TRUST II 200 6.75 3/28/2023 186
AETNA INC 3,000 2.75 11/15/2022 2,880
AETNA INC 170 2.80 6/15/2023 162
AETNA INC 5,000 3.50 11/15/2024 4,859
AETNA INC 3,000 4.13 11/15/2042 2,775
AFLAC INC 3,000 2.88 10/15/2026 2,814
AFRICAN DEVELOPMENT BANK 3,000 1.13 9/20/2019 2,949
AFRICAN DEVELOPMENT BANK 5,000 1.38 2/12/2020 4,901
AGATE BAY MORTGAGE LOAN TRUST 2,919 3.82 11/25/2044 2,891
AGATE BAY MORTGAGE LOAN TRUST 14 3.50 8/25/2046 14
AGILENT TECHNOLOGIES INC 2,000 3.20 10/1/2022 1,960
AHP HEALTH PARTNERS 208 9.75 7/15/2026 208
AI LADDER LUXEMBOURG SUBCO SRL 1,667 0.00 7/9/2025 1,658
AI MISTRAL ( LUXEMBOURG ) SUB 1,985 0.00 3/9/2024 1,965
AIR CANADA 2015 1A PTT 2,664 3.60 9/15/2028 2,578
AIR CANADA 2015 2AA PTT 1,807 3.75 6/15/2029 1,775
AIR CANADA 2017 1AA PTT 1,000 3.30 7/15/2031 961
AIR LEASE CORP 3,000 3.38 6/1/2021 2,981
AIR LEASE CORP 3,000 3.75 2/1/2022 3,002
AIR LEASE CORP 3,000 4.25 9/15/2024 2,980
AIR MEDICAL GROUP HOLDIN 250 6.38 5/15/2023 233
AIR NEWCO LLC 1,139 0.00 5/31/2024 1,142
AIRBUS SE 3,000 3.15 4/10/2027 2,875
AIRBUS SE 3,000 3.95 4/10/2047 2,944
AIRCASTLE LTD 300 5.13 3/15/2021 306
AIRCASTLE LTD 500 5.50 2/15/2022 513
AIRCASTLE LTD 250 5.00 4/1/2023 252
AIRXCEL INC. 1,000 0.00 4/25/2025 995
AIRXCEL INC. 500 0.00 4/27/2026 485
AK STEEL CORP 250 7.63 10/1/2021 255
AK STEEL CORP 700 7.00 3/15/2027 670
AKBANK TAS 348 7.20 3/16/2027 316
AKELIUS RESIDENTIAL AB 100 4.00 10/5/2078 114
AKER BP ASA 350 5.88 3/31/2025 358
AKORN INC 573 0.00 4/16/2021 560
ALABAMA POWER CO 2,000 4.30 7/15/2048 2,042
ALBERTSONS COS INC 970 6.13 1/15/2024 973
ALBERTSONS COS LLC/SAFEW 700 6.63 6/15/2024 662
ALBERTSONS COS LLC/SAFEW 2,097 5.75 3/15/2025 1,856
ALBERTSONS LLC 785 0.00 8/25/2021 776
ALBERTSONS LLC 515 0.00 5/2/2023 514
ALBERTSONS LLC 576 0.00 6/22/2023 569
ALCOA NEDERLAND HOLDING 790 6.75 9/30/2024 833
ALCOA NEDERLAND HOLDING 700 6.13 5/15/2028 704
ALERIS INTERNATIONAL INC. 3,675 0.00 2/27/2023 3,639
ALERIS INTL INC 925 10.75 7/15/2023 929
ALEXANDRIA REAL ESTATE E 1,000 2.75 1/15/2020 992
ALEXANDRIA REAL ESTATE E 2,000 4.00 1/15/2024 2,013
ALEXANDRIA REAL ESTATE E 2,000 3.45 4/30/2025 1,916
ALEXANDRIA REAL ESTATE E 3,000 4.50 7/30/2029 2,981
ALFA S.A. 8,000 5.25 3/25/2024 8,080
ALGECO GLOBAL FINANCE 200 6.50 2/15/2023 237
ALGECO GLOBAL FINANCE 1,215 8.00 2/15/2023 1,234
ALIBABA GROUP HOLDING 3,000 2.80 6/6/2023 2,888
ALIBABA GROUP HOLDING 5,000 3.60 11/28/2024 4,897
ALIBABA GROUP HOLDING 3,000 3.40 12/6/2027 2,793
ALIBABA GROUP HOLDING 2,000 4.00 12/6/2037 1,853
ALLEGHANY CORP 5,000 4.90 9/15/2044 5,083
ALLEGHENY TECHNOLOGIES 250 5.95 1/15/2021 253
ALLERGAN FUNDING SCS 3,000 3.00 3/12/2020 2,985
ALLERGAN FUNDING SCS 1,200 3.58 3/12/2020 1,215
ALLERGAN FUNDING SCS 8,650 3.45 3/15/2022 8,514
ALLERGAN FUNDING SCS 890 3.80 3/15/2025 866
ALLERGAN FUNDING SCS 70 4.55 3/15/2035 66
ALLERGAN FUNDING SCS 2,379 4.75 3/15/2045 2,271
ALLERGAN INC 100 3.38 9/15/2020 100
ALLERGAN SALES LLC 13,000 5.00 12/15/2021 13,459
ALLFLEX HLDGS III INC 3,449 0.00 7/20/2020 3,454
ALLIANCE DATA SYSTEMS CO 765 5.88 11/1/2021 780
ALLIANCE DATA SYSTEMS CO 5,549 5.38 8/1/2022 5,571
ALLIANT HLDGS I L P 5,424 0.00 5/9/2025 5,384
ALLIANT HOLD / CO ISSUER 3,403 8.25 8/1/2023 3,494
ALLIED IRISH BANKS PLC 310 4.13 11/26/2025 380
ALLISON TRANSMISSION INC 535 5.00 10/1/2024 526
ALLSTATE CORP 2,000 2.76 3/29/2021 2,000
ALLSTATE CORP 7,000 3.15 6/15/2023 6,929
ALLSTATE CORP 2,000 4.50 6/15/2043 2,051
ALLY FINANCIAL INC 100 4.75 9/10/2018 100
ALLY FINANCIAL INC 900 3.25 11/5/2018 900
ALLY FINANCIAL INC 200 3.50 1/27/2019 200
ALLY FINANCIAL INC 1,146 7.50 9/15/2020 1,227
ALLY FINANCIAL INC 1,000 4.13 2/13/2022 983
ALLY FINANCIAL INC 1,000 4.63 5/19/2022 1,000
ALLY FINANCIAL INC 5,000 4.63 3/30/2025 4,923
ALLY FINANCIAL INC 1,500 5.75 11/20/2025 1,533
ALLY FINANCIAL INC 3,798 8.00 11/1/2031 4,519
ALLY MASTER OWNER TRUST 5,014 3.29 5/15/2023 5,027
ALMONDE INC 2,291 0.00 6/13/2024 2,249
ALMONDE INC 519 0.00 6/13/2025 500
ALPHA 2 BV 388 8.75 6/1/2023 386
ALPHA 3 B V 2,490 0.00 1/31/2024 2,476
ALPHA 3 BV / US BIDCO 1,725 6.25 2/1/2025 1,703
ALPHA BANK SA 100 2.50 2/5/2023 117
ALPINE FIN MERGER SUB LLC 110 0.00 7/12/2024 110
ALTA MESA HLDGS/FINANC S 255 7.88 12/15/2024 270
ALTICE FINANCING SA 5,955 6.63 2/15/2023 5,872
ALTICE FINANCING SA 1,560 0.00 1/31/2026 1,527
ALTICE FINANCING SA 3,089 7.50 5/15/2026 2,988
ALTICE FINCO SA 360 8.13 1/15/2024 360
ALTICE FINCO SA 700 7.63 2/15/2025 627
ALTICE FING S A 1,928 0.00 7/15/2025 1,896
ALTICE FRANCE SA 515 5.38 5/15/2022 616
ALTICE FRANCE SA 6,148 6.00 5/15/2022 6,178
ALTICE FRANCE SA 1,200 6.25 5/15/2024 1,166
ALTICE FRANCE SA 7,487 7.38 5/1/2026 7,319
ALTICE LUXEMBOURG SA 4,074 7.75 5/15/2022 3,942
ALTICE LUXEMBOURG SA 1,000 7.63 2/15/2025 920
ALTICE US FINANCE I CORP 2,097 5.38 7/15/2023 2,086
ALTICE US FINANCE I CORP 1,049 5.50 5/15/2026 1,013
ALTISOURCE SARL 3,498 0.00 3/29/2024 3,459
AMAYA HLDGS B V 1,140 0.00 4/6/2025 1,137
AMAZON.COM INC 5,000 2.80 8/22/2024 4,819
AMAZON.COM INC 3,000 3.80 12/5/2024 3,061
AMAZON.COM INC 5,670 3.15 8/22/2027 5,439
AMAZON.COM INC 6,000 4.80 12/5/2034 6,565
AMAZON.COM INC 10,380 3.88 8/22/2037 10,142
AMAZON.COM INC 700 4.95 12/5/2044 780
AMAZON.COM INC 9,850 4.05 8/22/2047 9,605
AMC ENTERTAINMENT HOLDIN 300 5.88 2/15/2022 305
AMC ENTERTAINMENT HOLDIN 575 6.38 11/15/2024 766
AMC ENTERTAINMENT HOLDIN 4,850 5.88 11/15/2026 4,682
AMC ENTERTAINMENT HOLDIN 2,600 6.13 5/15/2027 2,522
AMC NETWORKS INC 3,542 5.00 4/1/2024 3,482
AMC NETWORKS INC 507 4.75 8/1/2025 488
AMER AIRLINE 16 1 AA PTT 9,281 3.58 7/15/2029 9,037
AMER AIRLINE 16 2 AA PTT 4,610 3.20 12/15/2029 4,364
AMER AIRLINE 17 1 AA PTT 2,883 3.65 2/15/2029 2,809
AMER AIRLINE 17 2 AA PTT 3,000 3.35 4/15/2031 2,869
AMER AIRLN 13 1 C PASS T 775 6.13 7/15/2018 776
AMER AIRLN 13 2 B PTT 1,308 5.60 1/15/2022 1,332
AMER AIRLN 14 1 A PTT 2,412 3.70 4/1/2028 2,357
AMER AIRLN 15 1 A PTT 4,267 3.38 11/1/2028 4,095
AMER AIRLN 15 2 A PASS T 4,526 4.00 3/22/2029 4,482
AMER AIRLN 15 2 B PTT 2,363 4.40 3/22/2025 2,350
AMERICA MOVIL SAB DE CV 8,781 5.00 3/30/2020 9,024
AMERICA MOVIL SAB DE CV 4,443 3.13 7/16/2022 4,367
AMERICAN AIRLINES 2013 2 1,396 4.95 7/15/2024 1,435
AMERICAN AIRLINES GROUP 500 5.50 10/1/2019 508
AMERICAN AIRLS INC 3,492 0.00 10/12/2021 3,476
AMERICAN AIRLS INC 469 0.00 12/14/2023 464
AMERICAN AIRLS INC 595 0.00 6/27/2025 583
AMERICAN AXLE + MFG INC 3,041 0.00 4/6/2024 3,025
AMERICAN AXLE + MFG INC 500 6.25 4/1/2025 497
AMERICAN AXLE + MFG INC 250 6.25 3/15/2026 244
AMERICAN BATH GROUP LLC 1,965 0.00 9/30/2023 1,972
AMERICAN BATH GROUP LLC 1,000 0.00 9/27/2024 1,005
AMERICAN BLDRS CONTRACTORS 5,862 0.00 10/31/2023 5,807
AMERICAN CAMPUS CMNTYS 5,000 4.13 7/1/2024 4,978
AMERICAN EXPRESS CO 5,749 2.65 12/2/2022 5,526
AMERICAN EXPRESS CO 8,270 3.40 2/27/2023 8,181
AMERICAN EXPRESS CREDIT 5,580 2.38 5/26/2020 5,502
AMERICAN EXPRESS CREDIT 5,000 2.60 9/14/2020 4,937
AMERICAN EXPRESS CREDIT 3,000 2.25 5/5/2021 2,920
AMERICAN EXPRESS CREDIT 4,000 2.70 3/3/2022 3,912
AMERICAN EXPRESS CREDIT 5,000 3.30 5/3/2027 4,824
AMERICAN EXPRESS CREDIT ACCOUN 4,760 1.93 9/15/2022 4,689
AMERICAN EXPRESS CREDIT ACCOUN 4,564 2.04 5/15/2023 4,473
AMERICAN FINANCIAL GROUP 2,000 3.50 8/15/2026 1,878
AMERICAN FINANCIAL GROUP 2,000 4.50 6/15/2047 1,877
AMERICAN HOME MORTGAGE INVESTM 2,277 2.46 6/25/2045 2,280
AMERICAN HONDA FINANCE 10,000 2.61 11/19/2018 10,000
AMERICAN HONDA FINANCE 10,000 2.43 5/8/2019 10,000
AMERICAN INTL GROUP 4,100 6.40 12/15/2020 4,394
AMERICAN INTL GROUP 7,000 3.90 4/1/2026 6,772
AMERICAN INTL GROUP 2,000 4.20 4/1/2028 1,960
AMERICAN INTL GROUP 3,340 6.25 5/1/2036 3,802
AMERICAN INTL GROUP 7,000 4.50 7/16/2044 6,528
AMERICAN INTL GROUP 2,000 4.75 4/1/2048 1,929
AMERICAN INTL GROUP 1,672 6.25 3/15/2087 1,727
AMERICAN TOWER CORP 600 5.05 9/1/2020 621
AMERICAN TOWER CORP 3,000 3.30 2/15/2021 2,996
AMERICAN TOWER CORP 5,000 3.45 9/15/2021 4,980
AMERICAN TOWER CORP 2,000 3.00 6/15/2023 1,917
AMERICAN TOWER CORP 2,000 3.60 1/15/2028 1,857
AMERICAN TOWER TRUST I 2,000 3.65 3/23/2048 1,967
AMERICAN TRANSMISSION SY 5,000 5.25 1/15/2022 5,251
AMERICAN WOODMARK CORP 1,944 4.88 3/15/2026 1,848
AMERICOLD LLC TRUST 1,400 6.03 1/14/2029 1,472
AMERIGAS PART/FIN CORP 1,409 5.88 8/20/2026 1,373
AMERIGAS PART/FIN CORP 500 5.75 5/20/2027 474
AMERN AIRLINE 16 2 A PTT 2,766 3.65 12/15/2029 2,681
AMGEN INC 130 2.13 5/1/2020 128
AMGEN INC 3,000 2.81 5/11/2020 3,013
AMGEN INC 5,000 3.88 11/15/2021 5,076
AMGEN INC 7,000 2.70 5/1/2022 6,805
AMGEN INC 8,000 3.63 5/15/2022 8,047
AMGEN INC 100 3.63 5/22/2024 100
AMGEN INC 2,000 2.60 8/19/2026 1,807
AMGEN INC 8,000 4.40 5/1/2045 7,647
AMGEN INC 5,406 4.66 6/15/2051 5,342
AMGH HLDG CORP 334 0.00 4/28/2022 324
AMKOR TECHNOLOGY INC 250 6.38 10/1/2022 255
AMN HEALTHCARE INC 2,869 5.13 10/1/2024 2,790
AMNEAL PHARMACEUTICALS LLC 464 0.00 5/4/2025 463
AMSTED INDUSTRIES 500 5.38 9/15/2024 497
AMWINS GROUP INC 510 7.75 7/1/2026 518
ANADARKO FINANCE CO 296 7.50 5/1/2031 365
ANADARKO PETROLEUM CORP 370 4.85 3/15/2021 381
ANADARKO PETROLEUM CORP 3,080 6.45 9/15/2036 3,560
ANADARKO PETROLEUM CORP 4,000 6.20 3/15/2040 4,502
ANADARKO PETROLEUM CORP 330 6.60 3/15/2046 398
ANALOG DEVICES INC 3,000 3.90 12/15/2025 2,974
ANCESTRY COM OPERATIONS INC 296 0.00 10/19/2023 296
ANDEAVOR 3,000 4.75 12/15/2023 3,114
ANDEAVOR 2,000 3.80 4/1/2028 1,890
ANDEAVOR 2,000 4.50 4/1/2048 1,838
ANDEAVOR LOGIS LP/CORP 400 5.50 10/15/2019 410
ANDEAVOR LOGIS LP/CORP 300 6.38 5/1/2024 320
ANDEAVOR LOGIS LP/CORP 5,000 4.25 12/1/2027 4,802
ANDEAVOR LOGISTICS LP 512 6.88 12/31/2099 507
ANGLO AMERICAN CAPITAL 820 3.75 4/10/2022 815
ANGLO AMERICAN CAPITAL 450 3.63 9/11/2024 426
ANGLO AMERICAN CAPITAL 4,410 4.75 4/10/2027 4,346
ANGLO AMERICAN CAPITAL 3,440 4.00 9/11/2027 3,203
ANGLO AMERICAN CAPITAL 3,000 4.50 3/15/2028 2,900
ANHEUSER BUSCH INBEV FIN 10,770 2.65 2/1/2021 10,617
ANHEUSER BUSCH INBEV FIN 1,040 3.30 2/1/2023 1,031
ANHEUSER BUSCH INBEV FIN 11,580 3.65 2/1/2026 11,339
ANHEUSER BUSCH INBEV FIN 10,000 4.70 2/1/2036 10,120
ANHEUSER BUSCH INBEV FIN 5,000 4.63 2/1/2044 4,934
ANHEUSER BUSCH INBEV FIN 16,030 4.90 2/1/2046 16,488
ANHEUSER BUSCH INBEV WOR 5,000 6.88 11/15/2019 5,253
ANHEUSER BUSCH INBEV WOR 2,000 3.75 1/15/2022 2,029
ANHEUSER BUSCH INBEV WOR 630 2.50 7/15/2022 609
ANHEUSER BUSCH INBEV WOR 5,690 4.00 4/13/2028 5,674
ANHEUSER BUSCH INBEV WOR 3,000 4.38 4/15/2038 2,918
ANHEUSER BUSCH INBEV WOR 9,465 8.20 1/15/2039 13,592
ANHEUSER BUSCH INBEV WOR 2,000 8.00 11/15/2039 2,840
ANHEUSER BUSCH INBEV WOR 5,000 4.60 4/15/2048 4,923
ANIXTER INC 300 5.13 10/1/2021 305
ANIXTER INC 300 5.50 3/1/2023 309
ANTERO MIDSTREAM PART/FI 1,455 5.38 9/15/2024 1,465
ANTERO RESOURCES CORP 500 5.38 11/1/2021 506
ANTERO RESOURCES CORP 673 5.13 12/1/2022 674
ANTERO RESOURCES CORP 469 5.63 6/1/2023 476
ANTERO RESOURCES CORP 108 5.00 3/1/2025 107
ANTHEM INC 10,180 3.70 8/15/2021 10,253
ANTHEM INC 490 3.13 5/15/2022 483
ANTHEM INC 340 2.95 12/1/2022 330
ANTHEM INC 5,000 3.30 1/15/2023 4,872
ANTHEM INC 180 3.35 12/1/2024 174
ANTHEM INC 3,380 3.65 12/1/2027 3,201
ANTHEM INC 5,000 4.63 5/15/2042 4,830
ANTHEM INC 5,000 4.38 12/1/2047 4,635
AON PLC 3,000 3.88 12/15/2025 2,960
AP MOLLER MAERSK A/S 5,000 2.55 9/22/2019 4,955
AP MOLLER MAERSK A/S 900 2.88 9/28/2020 888
AP MOLLER MAERSK A/S 5,000 3.75 9/22/2024 4,816
AP MOLLER MAERSK A/S 3,000 3.88 9/28/2025 2,896
APACHE CORP 1,000 3.63 2/1/2021 1,002
APACHE CORP 4,112 3.25 4/15/2022 4,045
APACHE CORP 7,310 5.10 9/1/2040 7,194
APACHE CORP 870 4.25 1/15/2044 770
APERGY CORP 205 6.38 5/1/2026 208
APLPD BIDCO LLC 1,995 0.00 12/6/2024 1,984
APPLE INC 10,000 2.56 2/7/2020 10,020
APPLE INC 610 2.00 11/13/2020 599
APPLE INC 10,000 2.25 2/23/2021 9,820
APPLE INC 3,000 2.71 5/11/2022 3,023
APPLE INC 12,000 2.85 2/23/2023 11,817
APPLE INC 10,000 2.40 5/3/2023 9,630
APPLE INC 5,000 3.00 2/9/2024 4,900
APPLE INC 5,000 2.75 1/13/2025 4,776
APPLE INC 7,000 2.50 2/9/2025 6,578
APPLE INC 5,000 3.25 2/23/2026 4,877
APPLE INC 760 2.45 8/4/2026 698
APPLE INC 5,000 3.20 5/11/2027 4,824
APPLE INC 5,000 3.00 6/20/2027 4,752
APPLE INC 5,000 2.90 9/12/2027 4,705
APPLE INC 5,000 3.00 11/13/2027 4,748
APPLE INC 3,000 4.25 2/9/2047 3,050
APPLE INC 5,000 3.75 9/12/2047 4,694
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ARD FINANCE SA 825 7.13 9/15/2023 827
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ASP CHROMAFLO INTERMEDIATE 1,458 0.00 11/18/2023 1,462
ASP MSG ACQUISITION CO INC 2,239 0.00 8/16/2023 2,233
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ASSURANT INC 2,629 6.75 2/15/2034 3,041
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AXA EQUITABLE HOLDINGS I 2,000 5.00 4/20/2048 1,847
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B+G FOODS INC 200 5.25 4/1/2025 189
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BALL CORP 250 4.88 3/15/2026 249
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BANCO BPM SPA 200 2.75 7/27/2020 236
BANCO BPM SPA 120 1.75 4/24/2023 131
BANCO DEL ESTADO CHILE 6,500 4.13 10/7/2020 6,581
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BANCO ESPIRITO SANTO SA 900 4.75 1/15/2018 294
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BANK 2,018 3.39 6/15/2060 1,962
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BANK OF AMERICA CORP 5,000 2.63 10/19/2020 4,937
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BANK OF AMERICA CORP 3,000 3.12 1/20/2023 2,950
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BANK OF NY MELLON CORP 3,000 2.45 11/27/2020 2,950
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BARCLAYS BANK PLC 3,000 2.80 1/11/2021 3,003
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BARRICK NA FINANCE LLC 3,602 4.40 5/30/2021 3,760
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BAUSCH HEALTH COS INC 3,251 7.50 7/15/2021 3,303
BAUSCH HEALTH COS INC 437 5.63 12/1/2021 430
BAUSCH HEALTH COS INC 738 6.50 3/15/2022 764
BAUSCH HEALTH COS INC 1,495 5.50 3/1/2023 1,393
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BAUSCH HEALTH COS INC 870 4.50 5/15/2023 959
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BAXALTA INC 300 2.88 6/23/2020 297
BAXALTA INC 3,000 4.00 6/23/2025 2,937
BAYER US FINANCE II LLC 3,000 3.88 12/15/2023 2,998
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BAYLOR SCOTT + WHITE HOL 5,000 4.19 11/15/2045 5,061
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BB+T CORPORATION 2,000 2.96 4/1/2022 2,015
BBA US HOLDINGS INC 653 5.38 5/1/2026 656
BBCCRE TRUST 3,810 4.71 8/10/2033 3,396
BC EQUITY VENTURES LLC 1,960 0.00 8/31/2022 1,977
BCD ACQUISITION INC 500 9.63 9/15/2023 534
BCP RAPTOR LLC 2,199 0.00 6/24/2024 2,146
BCP RENAISSANCE PARENT LLC 1,417 0.00 10/31/2024 1,413
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BEACON ROOFING SUPPLY IN 596 4.88 11/1/2025 549
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BEAZER HOMES USA 15 7.25 2/1/2023 15
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BELMOND INTERFIN LTD 2,970 0.00 7/3/2024 2,970
BELRON S.A. 3,384 0.00 11/7/2024 3,376
BEMIS COMPANY INC 3,510 6.80 8/1/2019 3,641
BENCHMARK MORTGAGE TRUST 2,800 3.67 1/15/2051 2,780
BENCHMARK MORTGAGE TRUST 1,280 3.88 2/15/2051 1,293
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BERKSHIRE HATHAWAY ENERG 6,689 6.13 4/1/2036 8,258
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BERKSHIRE HATHAWAY FIN 10,000 2.59 1/11/2019 10,000
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BERKSHIRE HATHAWAY INC 5,000 3.75 8/15/2021 5,133
BERKSHIRE HATHAWAY INC 10,000 2.75 3/15/2023 9,782
BERKSHIRE HATHAWAY INC 5,000 3.13 3/15/2026 4,815
BERRY GLOBAL INC 525 5.50 5/15/2022 530
BERRY GLOBAL INC 600 6.00 10/15/2022 617
BERRY GLOBAL INC 500 5.13 7/15/2023 496
BERRY GLOBAL INC 144 4.50 2/15/2026 134
BERRY PETROLEUM CO LLC 427 7.00 2/15/2026 437
BERRY PLASTICS GROUP INC 2,618 0.00 1/6/2021 2,612
BERRY PLASTICS GROUP INC 1,224 0.00 10/1/2022 1,222
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BHARTI AIRTEL LTD 830 4.38 6/10/2025 769
BHP BILLITON FIN USA LTD 69 2.88 2/24/2022 68
BHP BILLITON FIN USA LTD 760 5.00 9/30/2043 852
BHP BILLITON FIN USA LTD 1,490 6.75 10/19/2075 1,620
BIG RIVER STEEL/BRS FIN 292 7.25 9/1/2025 301
BIOGEN INC 5,000 2.90 9/15/2020 4,973
BIOGEN INC 5,000 4.05 9/15/2025 5,022
BK NEDERLANDSE GEMEENTEN 25,500 1.25 6/13/2022 3,065
BLACK HILLS CORP 3,000 3.15 1/15/2027 2,777
BLACKSTONE CQP HOLDCO LP 2,942 6.50 3/20/2021 2,944
BLACKSTONE CQP HOLDCO LP 480 6.00 8/18/2021 479
BLOCK COMMUNICATIONS INC 2,489 6.88 2/15/2025 2,485
BLOUNT INTL INC 1,895 0.00 4/12/2023 1,904
BLUE CUBE SPINCO LLC 561 9.75 10/15/2023 636
BLUE CUBE SPINCO LLC 350 10.00 10/15/2025 407
BLUE RACER MID LLC/FINAN 975 6.13 11/15/2022 986
BLUE RACER MID LLC/FINAN 300 6.63 7/15/2026 297
BLUELINE RENTAL CRP / LL 2,694 9.25 3/15/2024 2,865
BMC EAST LLC 200 5.50 10/1/2024 195
BMC SOFTWARE FINANCE INC 1,542 8.13 7/15/2021 1,577
BMW FLOORPLAN MASTER OWNER TRU 25,000 2.57 7/15/2020 25,010
BMW US CAPITAL LLC 3,000 2.75 4/12/2021 3,009
BMW US CAPITAL LLC 140 1.85 9/15/2021 134
BMW VEHICLE LEASE TRUST 4,034 2.07 10/20/2020 3,993
BNP PARIBAS 8,000 5.00 1/15/2021 8,313
BNP PARIBAS 3,000 2.95 5/23/2022 2,898
BNP PARIBAS 2,000 3.50 3/1/2023 1,949
BNP PARIBAS 5,000 3.25 3/3/2023 4,939
BNP PARIBAS 3,800 4.63 3/13/2027 3,725
BNP PARIBAS 790 4.38 3/1/2033 742
BNP PARIBAS CARDIF 100 4.03 11/29/2049 121
BOARDWALK PIPELINES LP 1,000 5.95 6/1/2026 1,072
BOARDWALK PIPELINES LP 3,000 4.45 7/15/2027 2,912
BOEING CAPITAL CORP 650 4.70 10/27/2019 666
BOEING CO 720 6.00 3/15/2019 736
BOEING CO 270 4.88 2/15/2020 279
BOEING CO 2,000 1.65 10/30/2020 1,944
BOEING CO 2,000 2.20 10/30/2022 1,918
BOEING CO 5,000 6.13 2/15/2033 6,268
BOEING CO 3,000 3.38 6/15/2046 2,710
BOING US HOLDCO INC 1,447 0.00 10/3/2024 1,448
BOING US HOLDCO INC 1,250 0.00 10/3/2025 1,247
BOISE CASCADE COMPANY 300 5.63 9/1/2024 301
BOMBARDIER INC 268 7.75 3/15/2020 284
BOMBARDIER INC 2,942 8.75 12/1/2021 3,244
BOMBARDIER INC 750 5.75 3/15/2022 752
BOMBARDIER INC 33 6.00 10/15/2022 33
BOMBARDIER INC 1,275 6.13 1/15/2023 1,278
BOMBARDIER INC 1,932 7.50 12/1/2024 2,032
BOMBARDIER INC 1,962 7.50 3/15/2025 2,041
BOMBARDIER INC 201 7.45 5/1/2034 203
BOOKING HOLDINGS INC 3,000 3.65 3/15/2025 2,937
BOOKING HOLDINGS INC 3,000 3.60 6/1/2026 2,918
BOOZ ALLEN HAMILTON INC 127 5.13 5/1/2025 125
BORAL FINANCE PTY LTD 700 3.00 11/1/2022 675
BOSTON PROPERTIES LP 5,000 5.63 11/15/2020 5,236
BOSTON PROPERTIES LP 6,000 4.13 5/15/2021 6,108
BOSTON SCIENTIFIC CORP 600 6.00 1/15/2020 624
BOSTON SCIENTIFIC CORP 3,000 2.85 5/15/2020 2,976
BOSTON SCIENTIFIC CORP 3,000 3.38 5/15/2022 2,966
BOSTON SCIENTIFIC CORP 2,000 4.00 3/1/2028 1,956
BOYD GAMING CORP 400 6.88 5/15/2023 420
BOYD GAMING CORP 559 0.00 9/15/2023 560
BOYD GAMING CORP 892 6.38 4/1/2026 903
BOYD GAMING CORP 3,191 6.00 8/15/2026 3,159
BOYNE USA INC 1,865 7.25 5/1/2025 1,944
BP CAPITAL MARKETS PLC 15,000 2.71 8/14/2018 15,000
BP CAPITAL MARKETS PLC 5,000 2.32 2/13/2020 4,951
BP CAPITAL MARKETS PLC 8,000 4.50 10/1/2020 8,245
BP CAPITAL MARKETS PLC 5,000 4.74 3/11/2021 5,218
BP CAPITAL MARKETS PLC 60 3.56 11/1/2021 61
BP CAPITAL MARKETS PLC 1,060 3.22 11/28/2023 1,040
BP CAPITAL MARKETS PLC 5,000 3.81 2/10/2024 5,058
BP CAPITAL MARKETS PLC 230 3.54 11/4/2024 229
BP CAPITAL MARKETS PLC 900 3.51 3/17/2025 894
BP CAPITAL MARKETS PLC 5,210 3.12 5/4/2026 4,982
BP CAPITAL MARKETS PLC 5,000 3.28 9/19/2027 4,811
BP CAPITAL MARKETS PLC 3,000 3.72 11/28/2028 2,993
BPCE SA 3,000 3.00 5/22/2022 2,899
BPCE SA 360 5.15 7/21/2024 365
BPCE SA 3,000 3.25 1/11/2028 2,773
BRANCH BANKING + TRUST 3,000 2.80 1/15/2020 3,013
BRANCH BANKING + TRUST 5,000 2.85 4/1/2021 4,948
BRANCH BANKING + TRUST 5,000 3.63 9/16/2025 4,924
BRAND ENERGY AND INFRASTRUCTUR 6,735 0.00 6/21/2024 6,740
BRAND INDUSTRIAL SERVICE 1,146 8.50 7/15/2025 1,165
BRAZOS DELAWARE II LLC 68 0.00 5/21/2025 68
BRICKMAN GROUP LTD 3,527 0.00 12/18/2020 3,527
BRIGHTHOUSE FINANCIAL IN 11,270 3.70 6/22/2027 10,032
BRIGHTHOUSE FINANCIAL IN 5,000 4.70 6/22/2047 4,133
BRINK S CO/THE 282 4.63 10/15/2027 264
BRITISH AIR 13 1 A PTT 2,429 4.63 12/20/2025 2,494
BRITISH COLUMBIA PROV OF 10,000 2.00 10/23/2022 9,605
BRITISH TELECOMMUNICATIO 6,250 9.13 12/15/2030 8,910
BRITISH TRA INTL FINANCE 600 0.00 11/4/2021 536
BROADCOM CRP / CAYMN FI 5,000 2.38 1/15/2020 4,934
BROADCOM CRP / CAYMN FI 5,000 3.00 1/15/2022 4,863
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BROADCOM CRP / CAYMN FI 60 3.88 1/15/2027 57
BROADCOM CRP / CAYMN FI 3,000 3.50 1/15/2028 2,731
BRONCO MIDSTREAM FDG LLC 159 0.00 8/14/2023 159
BROOKFIELD FINANCE INC 5,000 4.25 6/2/2026 4,910
BROOKFIELD FINANCE INC 2,000 3.90 1/25/2028 1,890
BROOKFIELD RESID PROPERT 835 6.13 7/1/2022 838
BROOKFIELD RESIDENTIAL 417 6.38 5/15/2025 416
BROOKLYN UNION GAS CO 3,000 3.41 3/10/2026 2,918
BROOKS AUTOMATION INC 4,975 0.00 10/4/2024 4,975
BUCKEYE PARTNERS LP 2,000 4.13 12/1/2027 1,819
BUCKEYE PARTNERS LP 3,000 5.60 10/15/2044 2,690
BUILDERS FIRSTSOURCE INC 250 5.63 9/1/2024 243
BUNGE LTD FINANCE CORP 3,000 3.25 8/15/2026 2,735
BURGER KING FRANCE SAS 100 6.00 5/1/2024 124
BURLINGTN NORTH SANTA FE 7,000 4.70 10/1/2019 7,154
BURLINGTN NORTH SANTA FE 5,000 3.00 3/15/2023 4,909
BURLINGTN NORTH SANTA FE 10,000 4.45 3/15/2043 10,211
BURLINGTN NORTH SANTA FE 3,000 4.55 9/1/2044 3,114
BURLINGTN NORTH SANTA FE 3,000 4.15 4/1/2045 2,925
BURLINGTN NORTH SANTA FE 3,000 3.90 8/1/2046 2,832
BURLINGTON RESOURCES FIN 8,000 7.40 12/1/2031 10,497
BWAY HOLDING CO 150 4.75 4/15/2024 175
BWAY HOLDING CO 1,629 5.50 4/15/2024 1,588
BWAY HOLDING CO 1,384 7.25 4/15/2025 1,349
BWX TECHNOLOGIES INC 826 5.38 7/15/2026 837
BX TRUST 1,031 3.22 7/15/2034 1,032
CABLEVISION SYSTEMS CORP 500 8.00 4/15/2020 525
CABOT FINANCIAL LUXEMBOU 150 7.50 10/1/2023 201
CADENCE DESIGN SYS INC 3,000 4.38 10/15/2024 3,038
CAESARS PALACE LAS VEGAS TRUST 4,434 3.53 10/15/2034 4,445
CAESARS RESORT / FINCO 5,602 5.25 10/15/2025 5,298
CAESARS RESORT COLLECTION LLC 6,977 0.00 12/22/2024 6,949
CAIXABANK SA 100 3.50 2/15/2027 123
CALFRAC HOLDINGS LP 775 8.50 6/15/2026 776
CALIFORNIA RESOURCES CORP 1,078 0.00 12/31/2022 1,096
CALIFORNIA RESOURCES CRP 2,473 8.00 12/15/2022 2,245
CALIFORNIA ST 2,680 6.20 10/1/2019 2,793
CALIFORNIA ST DEPT OF WTR RESO 5,000 2.00 5/1/2022 4,828
CALIFORNIA ST UNIV REVENUE 3,000 3.90 11/1/2047 2,957
CALLON PETROLEUM CO 2,182 6.13 10/1/2024 2,207
CALLON PETROLEUM CO 248 6.38 7/1/2026 249
CALPINE CORP 335 6.00 1/15/2022 341
CALPINE CORP 356 5.38 1/15/2023 339
CALPINE CORP 2,348 5.88 1/15/2024 2,330
CALPINE CORP 1,525 5.75 1/15/2025 1,396
CALPINE CORP 1,991 5.25 6/1/2026 1,877
CALUMET SPECIALTY PROD 38 6.50 4/15/2021 38
CALUMET SPECIALTY PROD 1,000 7.63 1/15/2022 1,001
CAMDEN PROPERTY TRUST 3,000 2.95 12/15/2022 2,919
CAMPBELL SOUP CO 3,000 2.97 3/15/2021 2,996
CAMPBELL SOUP CO 3,000 3.65 3/15/2023 2,944
CANADIAN IMPERIAL BANK 6,959 2.10 10/5/2020 6,786
CANADIAN NATL RESOURCES 5,000 3.45 11/15/2021 4,993
CANADIAN NATL RESOURCES 5,000 3.90 2/1/2025 4,944
CANADIAN NATL RESOURCES 5,000 4.95 6/1/2047 5,206
CANADIAN PACIFIC RR CO 3,000 5.95 5/15/2037 3,602
CANADIAN PACIFIC RR CO 3,000 4.80 8/1/2045 3,233
CAPITAL AUTOMOTIVE L P 3,980 0.00 3/24/2024 3,955
CAPITAL AUTOMOTIVE L P 440 0.00 3/24/2025 442
CAPITAL ONE FINANCIAL CO 2,000 2.81 10/30/2020 1,996
CAPITAL ONE FINANCIAL CO 5,000 3.28 3/9/2022 5,017
CAPITAL ONE FINANCIAL CO 5,000 3.20 2/5/2025 4,695
CAPITAL ONE FINANCIAL CO 5,000 4.20 10/29/2025 4,860
CAPITAL ONE FINANCIAL CO 3,000 3.80 1/31/2028 2,833
CAPITAL ONE NA 5,000 2.95 7/23/2021 4,912
CAPITAL ONE NA 3,000 3.51 1/30/2023 3,019
CARDINAL HEALTH INC 330 2.62 6/15/2022 316
CARDINAL HEALTH INC 3,000 3.20 6/15/2022 2,939
CARDINAL HEALTH INC 390 3.08 6/15/2024 368
CARDINAL HEALTH INC 2,500 3.75 9/15/2025 2,413
CARDINAL HEALTH INC 2,500 4.90 9/15/2045 2,387
CARDINAL HEALTH INC 2,000 4.37 6/15/2047 1,760
CARDS II TRUST 11,767 2.62 7/15/2021 11,772
CARDS II TRUST 12,000 2.33 10/17/2022 12,001
CARDS II TRUST 5,000 2.42 4/17/2023 5,000
CARESTREAM HEALTH INC 1,783 0.00 6/7/2019 1,782
CARLSON TRAVEL INC 300 6.75 12/15/2023 295
CARRIAGE SERVICES INC 228 6.63 6/1/2026 231
CARRIZO OIL + GAS INC 750 7.50 9/15/2020 754
CARRIZO OIL + GAS INC 608 6.25 4/15/2023 616
CARRIZO OIL + GAS INC 329 8.25 7/15/2025 352
CARROLS RESTAURANT GROUP 150 8.00 5/1/2022 157
CASCADES INC 122 5.50 7/15/2022 121
CASINO GUICHARD PERRACHO 300 4.50 3/7/2024 349
CAST + CREW PAYROLL LLC 2,194 0.00 9/27/2024 2,174
CATALENT PHARMA SOLUTION 327 4.88 1/15/2026 315
CATALENT PHARMA SOLUTIONS INC 840 0.00 5/20/2024 838
CATERPILLAR FINANCIAL SE 2,000 2.00 3/5/2020 1,970
CATERPILLAR FINL SERVICE 15,000 2.41 9/11/2018 15,000
CATERPILLAR FINL SERVICE 5,000 2.45 11/29/2019 5,000
CATERPILLAR FINL SERVICE 2,000 2.95 5/15/2020 1,999
CATERPILLAR FINL SERVICE 2,000 1.85 9/4/2020 1,950
CATERPILLAR FINL SERVICE 3,000 2.57 3/15/2021 3,000
CATERPILLAR FINL SERVICE 9,749 1.93 10/1/2021 9,366
CATERPILLAR FINL SERVICE 3,000 2.40 6/6/2022 2,905
CATERPILLAR FINL SERVICE 2,000 3.45 5/15/2023 2,006
CATERPILLAR INC 5,000 5.20 5/27/2041 5,726
CATHOLIC HEALTH INITIATI 120 4.35 11/1/2042 114
CB MAGNUM HUNTER RES 140 9.75 5/15/2020 -
CBAC BORROWER LLC 1,064 0.00 7/5/2024 1,064
CBRE SERVICES INC 375 5.25 3/15/2025 395
CBS CORP 5,000 3.70 8/15/2024 4,861
CBS CORP 5,000 4.60 1/15/2045 4,626
CBS RADIO INC 280 7.25 11/1/2024 266
CBS RADIO INC 1,324 0.00 11/17/2024 1,304
CC HOLDINGS GS V LLC/CRO 6,000 3.85 4/15/2023 5,959
CCM MERGER INC 831 0.00 8/8/2021 830
CCO HLDGS LLC/CAP CORP 300 5.25 9/30/2022 301
CCO HLDGS LLC/CAP CORP 101 4.00 3/1/2023 95
CCO HLDGS LLC/CAP CORP 7,051 5.13 5/1/2023 6,961
CCO HLDGS LLC/CAP CORP 2,300 5.88 4/1/2024 2,306
CCO HLDGS LLC/CAP CORP 2,405 5.75 2/15/2026 2,360
CCO HLDGS LLC/CAP CORP 1,243 5.50 5/1/2026 1,205
CCO HLDGS LLC/CAP CORP 5,801 5.13 5/1/2027 5,427
CCO HLDGS LLC/CAP CORP 2,544 5.00 2/1/2028 2,335
CD COMMERCIAL MORTGAGE TRUST 8,377 5.65 10/15/2048 8,613
CD COMMERCIAL MORTGAGE TRUST 178 5.69 10/15/2048 86
CD COMMERCIAL MORTGAGE TRUST 46 5.40 12/11/2049 25
CD R HYDRA BUYER INC 500 0.00 4/20/2025 503
CDK GLOBAL INC 592 5.88 6/15/2026 603
CDK GLOBAL INC 2,789 4.88 6/1/2027 2,678
CDW LLC/CDW FINANCE 400 5.00 9/1/2023 401
CDW LLC/CDW FINANCE 1,023 5.50 12/1/2024 1,048
CDW LLC/CDW FINANCE 232 5.00 9/1/2025 228
CEDAR FAIR LP/CANADA S W 500 5.38 6/1/2024 505
CELGENE CORP 3,000 2.88 8/15/2020 2,976
CELGENE CORP 8,000 3.95 10/15/2020 8,107
CELGENE CORP 510 2.25 8/15/2021 491
CELGENE CORP 3,000 3.25 8/15/2022 2,941
CELGENE CORP 4,530 3.55 8/15/2022 4,500
CELGENE CORP 500 3.88 8/15/2025 486
CELGENE CORP 3,000 3.90 2/20/2028 2,849
CELGENE CORP 50 5.25 8/15/2043 51
CELGENE CORP 5,000 4.63 5/15/2044 4,645
CELGENE CORP 160 5.00 8/15/2045 156
CENOVUS ENERGY INC 3,500 3.00 8/15/2022 3,350
CENOVUS ENERGY INC 3,060 3.80 9/15/2023 2,985
CENOVUS ENERGY INC 3,000 5.25 6/15/2037 2,961
CENTENE CORP 1,450 5.63 2/15/2021 1,479
CENTENE CORP 280 4.75 5/15/2022 282
CENTENE CORP 680 6.13 2/15/2024 716
CENTENE CORP 681 4.75 1/15/2025 677
CENTENE CORP 3,558 5.38 6/1/2026 3,605
CENTERPOINT ENER HOUSTON 5,000 2.25 8/1/2022 4,782
CENTERPOINT ENERGY RESOU 5,000 5.85 1/15/2041 6,033
CENTRAL GARDEN + PET CO 250 6.13 11/15/2023 258
CENTRL PUGET SOUND WA REGL TRA 5,000 5.49 11/1/2039 6,142
CENTURY COMMUNITIES 906 6.88 5/15/2022 924
CENTURYLINK ESCROW LLC 1,686 0.00 1/31/2025 1,650
CENTURYLINK INC 2,125 5.63 4/1/2020 2,152
CENTURYLINK INC 1,213 6.45 6/15/2021 1,247
CENTURYLINK INC 1,176 5.80 3/15/2022 1,164
CENTURYLINK INC 422 6.75 12/1/2023 424
CENTURYLINK INC 2,311 7.50 4/1/2024 2,374
CENTURYLINK INC 576 5.63 4/1/2025 545
CENTURYLINK INC 523 7.60 9/15/2039 436
CENTURYLINK INC 2,175 7.65 3/15/2042 1,812
CENVEO CORP 428 6.00 8/1/2019 152
CEQUEL COM HLDG I/CAP CP 1,143 5.13 12/15/2021 1,136
CEQUEL COM HLDG I/CAP CP 1,317 7.75 7/15/2025 1,376
CEQUEL COM HLDG I/CAP CP 1,694 7.50 4/1/2028 1,717
CEVA GROUP PLC 290 0.00 3/19/2021 289
CEVA INTERCOMPANY B.V. 118 0.00 3/19/2021 118
CEVA LOGISITICS US HOLDINGS 498 0.00 3/19/2021 496
CEVA LOGISTICS CANADA 54 0.00 3/19/2021 54
CF INDUSTRIES INC 2,000 4.50 12/1/2026 1,985
CF INDUSTRIES INC 1,900 5.15 3/15/2034 1,765
CF INDUSTRIES INC 479 4.95 6/1/2043 405
CF INDUSTRIES INC 3,000 5.38 3/15/2044 2,656
CFCRE COMMERCIAL MORTGAGE TRUS 860 5.95 12/15/2047 915
CFCRE COMMERCIAL MORTGAGE TRUS 8,300 5.95 12/15/2047 8,882
CGGS COMMERCIAL MORTGAGE TRUST 900 2.97 2/15/2037 898
CHANGE HEALTH / FIN INC 4,916 5.75 3/1/2025 4,645
CHANGE HEALTHCARE HLDGS INC 8,961 0.00 3/1/2024 8,926
CHAPARRAL ENERGY INC 332 8.75 7/15/2023 334
CHARLES RIVER LABORATORI 500 5.50 4/1/2026 504
CHARTER COMM OPT LLC/CAP 6,380 3.58 7/23/2020 6,373
CHARTER COMM OPT LLC/CAP 5,580 4.46 7/23/2022 5,646
CHARTER COMM OPT LLC/CAP 10,850 4.91 7/23/2025 10,956
CHARTER COMM OPT LLC/CAP 600 4.20 3/15/2028 563
CHARTER COMM OPT LLC/CAP 10,000 6.38 10/23/2035 10,467
CHARTER COMM OPT LLC/CAP 4,080 5.38 4/1/2038 3,861
CHARTER COMM OPT LLC/CAP 120 6.48 10/23/2045 127
CHARTER COMM OPT LLC/CAP 5,000 5.38 5/1/2047 4,596
CHARTER COMM OPT LLC/CAP 7,970 5.75 4/1/2048 7,713
CHARTER COMM OPT LLC/CAP 140 6.83 10/23/2055 150
CHARTER COMMUNICATIONS OPERAT 1,992 0.00 3/31/2023 1,988
CHARTER COMMUNICATIONS OPERAT 4,815 0.00 4/30/2025 4,804
CHEMOURS CO 459 6.63 5/15/2023 482
CHEMOURS CO 600 7.00 5/15/2025 643
CHEMOURS CO 283 4.00 5/15/2026 328
CHEMOURS CO 64 5.38 5/15/2027 62
CHENIERE CORP CHRISTI HD 250 7.00 6/30/2024 273
CHENIERE CORP CHRISTI HD 3,178 5.88 3/31/2025 3,308
CHENIERE CORP CHRISTI HD 1,117 5.13 6/30/2027 1,107
CHENIERE ENERGY PARTNERS 1,215 5.25 10/1/2025 1,187
CHESAPEAKE ENERGY CORP 2,153 0.00 8/23/2021 2,250
CHESAPEAKE ENERGY CORP 1,621 8.00 12/15/2022 1,702
CHESAPEAKE ENERGY CORP 1,200 5.75 3/15/2023 1,144
CHESAPEAKE ENERGY CORP 1,641 8.00 1/15/2025 1,672
CHESAPEAKE ENERGY CORP 2,897 8.00 6/15/2027 2,957
CHEVRON CORP 5,000 1.96 3/3/2020 4,936
CHEVRON CORP 5,000 2.43 6/24/2020 4,958
CHEVRON CORP 5,000 2.10 5/16/2021 4,882
CHEVRON CORP 5,001 2.36 12/5/2022 4,776
CHEVRON CORP 5,000 2.57 5/16/2023 4,832
CHEVRON CORP 3,000 3.33 11/17/2025 2,964
CHEVRON CORP 990 2.95 5/16/2026 950
CHEVRON PHILLIPS CHEM CO 2,000 2.45 5/1/2020 1,976
CHEVRON PHILLIPS CHEM CO 2,000 3.30 5/1/2023 1,986
CHEVRON PHILLIPS CHEM CO 2,000 3.70 6/1/2028 1,978
CHG PPC PARENT LLC 2,662 0.00 3/31/2025 2,649
CHICAGO IL MET WTR RECLAMATION 2,000 5.72 12/1/2038 2,494
CHICAGO IL O HARE INTERNATIONA 3,000 6.85 1/1/2038 3,162
CHICAGO IL TRANSIT AUTH SALES 5,000 6.20 12/1/2040 6,190
CHINA GOVERNMENT BOND 3,000 3.38 11/21/2024 438
CHINA GOVERNMENT BOND 5,000 3.39 5/21/2025 729
CHINA GOVERNMENT BOND 21,000 3.31 11/30/2025 3,030
CHINA OVERSEA FIN KY III 1,550 5.38 10/29/2023 1,620
CHOBANI LLC/FINANCE CORP 900 7.50 4/15/2025 862
CHS/COMMUNITY HEALTH SYS 500 6.25 3/31/2023 458
CHS/COMMUNITY HEALTH SYS 1,550 11.00 6/30/2023 1,395
CHS/COMMUNITY HEALTH SYS 412 8.63 1/15/2024 413
CHUBB INA HOLDINGS INC 2,290 2.30 11/3/2020 2,250
CHUBB INA HOLDINGS INC 5,000 2.70 3/13/2023 4,841
CHUBB INA HOLDINGS INC 5,000 3.15 3/15/2025 4,852
CHUBB INA HOLDINGS INC 2,270 3.35 5/3/2026 2,203
CHUBB INA HOLDINGS INC 2,000 4.35 11/3/2045 2,043
CHURCH + DWIGHT CO INC 3,000 3.95 8/1/2047 2,711
CHURCHILL DOWNS INC 100 4.75 1/15/2028 93
CIA BRASILEIRA DE ALUMIN 6,000 4.75 6/17/2024 5,669
CIMAREX ENERGY CO 3,000 3.90 5/15/2027 2,887
CIMPRESS NV 500 7.00 6/15/2026 511
CINCINNATI BELL INC 1,290 7.00 7/15/2024 1,177
CINCINNATI BELL INC 173 8.00 10/15/2025 162
CINEMARK USA INC 2,150 4.88 6/1/2023 2,106
CINTAS CORPORATION NO. 2 470 2.90 4/1/2022 459
CINTAS CORPORATION NO. 2 510 3.70 4/1/2027 500
CISCO SYSTEMS INC 5,000 4.45 1/15/2020 5,127
CISCO SYSTEMS INC 5,000 2.20 2/28/2021 4,903
CISCO SYSTEMS INC 5,000 2.90 3/4/2021 5,002
CISCO SYSTEMS INC 5,000 1.85 9/20/2021 4,815
CISCO SYSTEMS INC 3,000 2.60 2/28/2023 2,911
CISCO SYSTEMS INC 5,000 3.63 3/4/2024 5,056
CIT GROUP INC 100 4.13 3/9/2021 100
CIT GROUP INC 7,000 5.00 8/15/2022 7,079
CIT GROUP INC 980 5.00 8/1/2023 991
CIT GROUP INC 634 5.25 3/7/2025 642
CIT GROUP INC 146 6.13 3/9/2028 151
CIT GROUP INC 437 5.80 12/31/2099 434
CITIBANK CREDIT CARD ISSUANCE 5,304 1.75 11/19/2021 5,226
CITIBANK CREDIT CARD ISSUANCE 5,063 1.92 4/7/2022 4,976
CITIBANK CREDIT CARD ISSUANCE 4,457 2.88 1/23/2023 4,446
CITIBANK NA 20,000 2.60 11/9/2018 20,000
CITIBANK NA 9,780 1.85 9/18/2019 9,651
CITIBANK NA 25,000 2.59 9/18/2019 25,004
CITIBANK NA 5,000 2.10 6/12/2020 4,896
CITIBANK NA 29,800 2.66 10/20/2020 29,798
CITIBANK NA 5,000 2.71 2/12/2021 5,000
CITIGROUP COMMERCIAL MORTGAGE 1,006 3.16 9/10/2046 1,006
CITIGROUP COMMERCIAL MORTGAGE 7,000 4.37 9/10/2046 7,317
CITIGROUP COMMERCIAL MORTGAGE 5,500 4.13 11/10/2046 5,676
CITIGROUP COMMERCIAL MORTGAGE 357 2.85 7/10/2047 356
CITIGROUP COMMERCIAL MORTGAGE 2,040 3.11 4/10/2048 1,581
CITIGROUP COMMERCIAL MORTGAGE 5,000 4.20 6/10/2048 5,085
CITIGROUP COMMERCIAL MORTGAGE 3,000 3.31 4/10/2049 2,927
CITIGROUP COMMERCIAL MORTGAGE 252 5.48 10/15/2049 237
CITIGROUP COMMERCIAL MORTGAGE 1,080 3.72 12/10/2049 1,080
CITIGROUP COMMERCIAL MORTGAGE 250 6.34 12/10/2049 117
CITIGROUP COMMERCIAL MORTGAGE 3,000 3.71 4/14/2050 2,996
CITIGROUP COMMERCIAL MORTGAGE 3,400 3.47 9/15/2050 3,331
CITIGROUP COMMERCIAL MORTGAGE 3,700 3.74 3/10/2051 3,704
CITIGROUP INC 5,000 3.13 1/10/2020 5,032
CITIGROUP INC 5,000 2.40 2/18/2020 4,938
CITIGROUP INC 5,000 2.70 3/30/2021 4,903
CITIGROUP INC 10,000 2.35 8/2/2021 9,663
CITIGROUP INC 2,000 2.75 4/25/2022 1,935
CITIGROUP INC 3,000 4.05 7/30/2022 3,021
CITIGROUP INC 15,940 3.50 5/15/2023 15,614
CITIGROUP INC 5,000 4.00 8/5/2024 4,927
CITIGROUP INC 5,000 3.88 3/26/2025 4,849
CITIGROUP INC 4,000 3.30 4/27/2025 3,834
CITIGROUP INC 7,430 4.40 6/10/2025 7,402
CITIGROUP INC 2,500 5.50 9/13/2025 2,654
CITIGROUP INC 5,000 3.70 1/12/2026 4,845
CITIGROUP INC 5,000 4.60 3/9/2026 4,998
CITIGROUP INC 5,000 3.40 5/1/2026 4,742
CITIGROUP INC 10,000 3.20 10/21/2026 9,296
CITIGROUP INC 5,320 4.30 11/20/2026 5,206
CITIGROUP INC 8,490 4.45 9/29/2027 8,344
CITIGROUP INC 10,000 3.89 1/10/2028 9,689
CITIGROUP INC 7,000 3.67 7/24/2028 6,666
CITIGROUP INC 5,000 4.08 4/23/2029 4,906
CITIGROUP INC 11,220 8.13 7/15/2039 15,769
CITIGROUP INC 4,442 5.30 5/6/2044 4,571
CITIGROUP INC 6,091 4.65 7/30/2045 6,060
CITIGROUP INC 130 4.75 5/18/2046 124
CITIGROUP INC 590 5.95 7/29/2049 600
CITIGROUP INC 1,836 5.80 11/29/2049 1,877
CITIGROUP INC 210 5.90 12/29/2049 214
CITIGROUP INC 2,200 5.95 12/29/2049 2,217
CITIGROUP INC 890 6.30 12/29/2049 907
CITIGROUP INC 570 5.35 12/31/2049 562
CITIGROUP MORTGAGE LOAN TRUST 624 3.59 8/25/2035 636
CITIGROUP MORTGAGE LOAN TRUST 794 3.63 10/25/2035 819
CITIGROUP MORTGAGE LOAN TRUST 583 3.71 11/25/2035 594
CITIGROUP MORTGAGE LOAN TRUST 1,447 3.75 9/25/2042 1,450
CITIZENS BANK NA/RI 6,237 2.25 10/30/2020 6,075
CITIZENS BANK NA/RI 2,000 3.70 3/29/2023 1,996
CITRIX SYSTEMS INC 218 0.50 4/15/2019 317
CITYCENTER HLDGS LLC 765 0.00 4/18/2024 760
CLARK CNTY NV ARPT REVENUE 3,500 6.88 7/1/2042 3,634
CLARK CNTY NV ARPT REVENUE 2,000 6.82 7/1/2045 2,912
CLEAN HARBORS INC 600 5.13 6/1/2021 601
CLEAR CHANNEL INTL BV 1,126 8.75 12/15/2020 1,161
CLEAR CHANNEL WORLDWIDE 4,427 7.63 3/15/2020 4,411
CLEAR CHANNEL WORLDWIDE 2,480 6.50 11/15/2022 2,528
CLEAR CHANNEL WORLDWIDE 1,266 6.50 11/15/2022 1,285
CLEARWATER PAPER CORP 350 5.38 2/1/2025 318
CLEVELAND CLIFFS INC 2,314 4.88 1/15/2024 2,242
CLEVELAND CLIFFS INC 500 5.75 3/1/2025 475
CLOUD CRANE LLC 350 10.13 8/1/2024 378
CME GROUP INC 3,000 4.15 6/15/2048 3,040
CMS ENERGY CORP 5,000 4.70 3/31/2043 5,081
CNA FINANCIAL CORP 3,000 4.50 3/1/2026 3,055
CNA FINANCIAL CORP 2,000 3.45 8/15/2027 1,863
CNH EQUIPMENT TRUST 3,656 2.07 5/16/2022 3,613
CNH EQUIPMENT TRUST 3,760 3.12 7/17/2023 3,767
CNH INDUSTRIAL CAP LLC 3,000 3.88 10/15/2021 2,968
CNH INDUSTRIAL CAPITAL L 800 3.38 7/15/2019 801
CNH INDUSTRIAL CAPITAL L 500 4.38 11/6/2020 508
CNH INDUSTRIAL CAPITAL L 400 4.88 4/1/2021 411
CNH INDUSTRIAL NV 3,000 3.85 11/15/2027 2,802
CNX RESOURCES CORP 3,482 5.88 4/15/2022 3,500
CNX RESOURCES CORP 120 8.00 4/1/2023 128
COCA COLA CO/THE 5,000 3.30 9/1/2021 5,044
COCA COLA CO/THE 10,000 2.88 10/27/2025 9,588
COCA COLA EUROPEAN PARTN 5,000 3.50 9/15/2020 5,002
CODERE FINANCE 2 LUXEMBO 100 6.75 11/1/2021 110
CODERE FINANCE 2 LUXEMBO 690 6.75 11/1/2021 761
COGNITA FINANCING PLC 125 7.75 8/15/2021 168
COLD STORAGE TRUST 2,890 3.07 4/15/2036 2,898
COLD STORAGE TRUST 1,140 3.32 4/15/2036 1,144
COLFAX CORP 100 3.25 5/15/2025 117
COLOMBIA TELECOMM SA ESP 8,000 5.38 9/27/2022 7,959
COLUMBIA PIPELINE GROUP 5,000 3.30 6/1/2020 4,976
COLUMBIA PIPELINE GROUP 5,000 4.50 6/1/2025 4,991
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COMCAST CORP 5,110 3.38 8/15/2025 4,894
COMCAST CORP 4,600 3.15 2/15/2028 4,250
COMCAST CORP 3,000 4.25 1/15/2033 2,928
COMCAST CORP 650 4.20 8/15/2034 620
COMCAST CORP 3,000 4.50 1/15/2043 2,835
COMCAST CORP 10,000 4.75 3/1/2044 9,858
COMCAST CORP 6,910 4.00 11/1/2049 6,048
COMFORT HLDG LLC 1,718 0.00 2/5/2024 1,645
COMFORT HLDG LLC 484 0.00 2/3/2025 455
COMM MORTGAGE TRUST 3,610 3.53 2/13/2032 3,612
COMM MORTGAGE TRUST 4,992 2.48 1/10/2046 4,931
COMM MORTGAGE TRUST 7,093 3.28 1/10/2046 6,962
COMM MORTGAGE TRUST 287 2.37 6/10/2046 286
COMM MORTGAGE TRUST 22,641 0.86 7/10/2046 336
COMM MORTGAGE TRUST 170 4.30 10/10/2046 174
COMM MORTGAGE TRUST 150 4.76 10/10/2046 154
COMM MORTGAGE TRUST 110 5.25 10/10/2046 81
COMM MORTGAGE TRUST 70 5.25 10/10/2046 70
COMM MORTGAGE TRUST 2,000 4.90 11/10/2046 2,047
COMM MORTGAGE TRUST 5,000 3.96 2/10/2047 5,118
COMM MORTGAGE TRUST 5,000 4.53 2/10/2047 5,205
COMM MORTGAGE TRUST 1,650 4.72 2/10/2047 1,654
COMM MORTGAGE TRUST 1,710 5.18 3/10/2047 1,227
COMM MORTGAGE TRUST 5,000 3.98 5/10/2047 5,122
COMM MORTGAGE TRUST 3,500 3.45 7/15/2047 3,522
COMM MORTGAGE TRUST 3,715 3.83 7/15/2047 3,772
COMM MORTGAGE TRUST 2,000 3.71 7/10/2048 2,007
COMM MORTGAGE TRUST 3,756 3.55 2/10/2049 3,778
COMM MORTGAGE TRUST 5,000 3.66 8/10/2050 5,063
COMM MORTGAGE TRUST 4,699 4.23 5/10/2051 4,860
COMMERCIAL METALS CO 440 5.75 4/15/2026 429
COMMONWEALTH BANK AUST 3,080 3.90 7/12/2047 2,874
COMMONWEALTH EDISON CO 5,000 4.00 8/1/2020 5,088
COMMONWEALTH OF BAHAMAS 610 6.63 5/15/2033 631
COMMSCOPE INC 1,000 5.00 6/15/2021 1,001
COMMSCOPE TECH LLC 5,562 6.00 6/15/2025 5,679
COMMSCOPE TECH LLC 2,638 5.00 3/15/2027 2,484
COMPASS BANK 940 3.88 4/10/2025 909
COMPASS GROUP DIVERSIFIE 2,000 8.00 5/1/2026 1,953
COMPASS GROUP DIVERSIFIED HOLD 1,785 0.00 4/17/2025 1,783
CONAGRA BRANDS INC 3,788 3.20 1/25/2023 3,646
CONCHO RESOURCES INC 2,000 3.75 10/1/2027 1,924
CONCHO RESOURCES INC 2,480 4.30 8/15/2028 2,490
CONCHO RESOURCES INC 3,000 4.88 10/1/2047 3,028
CONCHO RESOURCES INC 2,000 4.85 8/15/2048 2,029
CONDUENT FIN INC / XEROX 497 10.50 12/15/2024 595
CONNECTICUT LIGHT + PWR 2,000 4.00 4/1/2048 1,985
CONNECTICUT ST 9,950 5.85 3/15/2032 11,373
CONOCO FUNDING CO 5,000 7.25 10/15/2031 6,411
CONOCOPHILLIPS HLDG CO 9,640 6.95 4/15/2029 11,882
CONSOLIDATED COMMUNICATI 350 6.50 10/1/2022 326
CONSOLIDATED CONTAINER CO LLC 238 0.00 5/22/2024 238
CONSOLIDATED EDISON CO O 100 2.74 6/25/2021 100
CONSOLIDATED ENERGY FIN 500 6.88 6/15/2025 512
CONSTELLATION BRANDS INC 600 2.25 11/6/2020 586
CONSTELLATION BRANDS INC 3,580 4.25 5/1/2023 3,650
CONSTELLATION BRANDS INC 1,480 4.75 11/15/2024 1,537
CONSTELLATION BRANDS INC 2,000 4.50 5/9/2047 1,913
CONSTELLIUM NV 1,000 5.75 5/15/2024 976
CONSTELLIUM NV 1,375 6.63 3/1/2025 1,385
CONSTELLIUM NV 1,177 5.88 2/15/2026 1,135
CONSUMERS ENERGY CO 5,000 6.70 9/15/2019 5,213
CONTINENTAL RESOURCES 2,000 5.00 9/15/2022 2,030
CONTINENTAL RESOURCES 260 4.38 1/15/2028 259
CONTL AIRLINES 2010 A 1,731 4.75 7/12/2022 1,764
CONTL AIRLINES 2012 1 A 2,262 4.15 10/11/2025 2,268
CONTL AIRLINES 2012 2 A 3,863 4.00 4/29/2026 3,846
CONTOURGLOBAL POWER HLDG 100 5.13 6/15/2021 119
COOPER STANDARD AUTOMOTI 2,825 5.63 11/15/2026 2,804
COOPERAT RABOBANK UA/NY 5,250 2.25 1/14/2020 5,184
COOPERAT RABOBANK UA/NY 3,000 2.79 4/26/2021 3,003
COOPERAT RABOBANK UA/NY 5,000 3.17 1/10/2022 5,065
COOPERAT RABOBANK UA/NY 5,000 3.38 5/21/2025 4,884
COOPERATIEVE RABOBANK UA 2,440 4.75 1/15/2020 2,500
COOPERATIEVE RABOBANK UA 13,500 1.63 1/20/2022 1,651
COOPERATIEVE RABOBANK UA 250 4.63 12/1/2023 252
COOPERATIEVE RABOBANK UA 4,410 4.38 8/4/2025 4,325
COOPERATIEVE RABOBANK UA 3,000 3.75 7/21/2026 2,808
COOPERATIEVE RABOBANK UA 3,000 5.25 5/24/2041 3,357
COOPERATIEVE RABOBANK UA 3,530 5.25 8/4/2045 3,680
COOPERATIEVE RABOBANK UA 200 6.63 12/29/2049 262
COOPERATIEVE RABOBANK UA 1,535 11.00 12/29/2049 1,644
CORE + MAIN LP 599 6.13 8/15/2025 571
CORECIVIC INC 182 4.63 5/1/2023 178
CORECIVIC INC 704 4.75 10/15/2027 640
CORNING INC 3,000 2.90 5/15/2022 2,954
CORP ANDINA DE FOMENTO 2,000 2.20 7/18/2020 1,963
CORP ANDINA DE FOMENTO 3,000 2.13 9/27/2021 2,887
CORP ANDINA DE FOMENTO 2,000 2.75 1/6/2023 1,939
CORRAL PETROLEUM HOLDING 475 11.75 5/15/2021 581
CORTES NP ACQUISITION CORP 3,337 0.00 11/30/2023 3,312
COTT HOLDINGS INC 450 5.50 4/1/2025 438
COUNTRYWIDE ALTERNATIVE LOAN T 925 2.21 10/25/2036 888
COUNTRYWIDE ASSET BACKED CERTI 2,930 2.89 12/25/2035 2,938
COUNTRYWIDE HOME EQUITY LOAN T 1,984 2.21 1/15/2037 1,925
COUNTRYWIDE HOME LOANS 470 3.73 2/19/2034 475
COUNTRYWIDE HOME LOANS 262 5.50 6/25/2035 244
COUNTRYWIDE HOME LOANS 3,280 5.50 7/25/2035 3,148
COUNTRYWIDE HOME LOANS 951 5.50 10/25/2035 909
COVANTA HOLDING CORP 250 6.38 10/1/2022 255
COVANTA HOLDING CORP 250 5.88 3/1/2024 246
COVANTA HOLDING CORP 300 5.88 7/1/2025 290
COVEY PARK ENERGY LLC/FI 785 7.50 5/15/2025 801
COX COMMUNICATIONS INC 3,000 3.25 12/15/2022 2,911
CPG MERGER SUB LLC 412 8.00 10/1/2021 418
CPI INTL INC 1,720 0.00 7/26/2024 1,725
CPI INTL INC 525 0.00 7/26/2025 526
CPM ACQUISITION CORP. 1,486 0.00 4/10/2023 1,506
CPM HOLDINGS, INC. 1,454 0.00 4/11/2022 1,467
CPUK FINANCE LTD 100 4.25 2/28/2047 133
CRED SUIS GP FUN LTD 3,000 3.45 4/16/2021 2,991
CRED SUIS GP FUN LTD 6,000 3.75 3/26/2025 5,767
CRED SUIS GP FUN LTD 7,000 4.55 4/17/2026 6,997
CRED SUIS GP FUN LTD 1,500 4.88 5/15/2045 1,490
CREDIT AGRICOLE ASSRNCES 100 4.50 10/31/2049 122
CREDIT AGRICOLE LONDON 390 2.50 4/15/2019 389
CREDIT AGRICOLE SA 100 6.50 4/29/2049 126
CREDIT AGRICOLE SA 1,960 8.38 10/29/2049 2,054
CREDIT BANK OF MOSCOW (C 200 5.88 11/7/2021 195
CREDIT SUISSE FIRST BOSTON MOR 1,082 6.00 12/25/2034 1,140
CREDIT SUISSE GROUP AG 3,000 3.57 1/9/2023 2,941
CREDIT SUISSE GROUP AG 3,000 4.21 6/12/2024 3,002
CREDIT SUISSE GROUP AG 5,000 4.28 1/9/2028 4,867
CREDIT SUISSE GROUP AG 530 3.87 1/12/2029 498
CREDIT SUISSE GROUP AG 200 6.25 12/29/2049 196
CREDIT SUISSE MORTGAGE TRUST 4,100 7.69 7/15/2032 4,085
CREDIT SUISSE MORTGAGE TRUST 3,491 3.28 8/27/2036 3,098
CREDIT SUISSE MORTGAGE TRUST 650 3.95 9/15/2037 656
CREDIT SUISSE MORTGAGE TRUST 1,370 4.37 9/15/2037 1,238
CREDIT SUISSE MORTGAGE TRUST 1,260 4.37 9/15/2037 1,054
CREDIT SUISSE MORTGAGE TRUST 173 6.60 6/15/2038 97
CREDIT SUISSE MORTGAGE TRUST 732 5.37 12/15/2039 585
CREDIT SUISSE MORTGAGE TRUST 213 5.87 9/15/2040 200
CREDIT SUISSE MORTGAGE TRUST 2,748 3.50 8/25/2043 2,680
CREDIT SUISSE MORTGAGE TRUST 10,925 3.50 2/25/2048 10,660
CREDIT SUISSE NEW YORK 7,000 5.40 1/14/2020 7,202
CREDIT SUISSE NEW YORK 10,000 4.38 8/5/2020 10,236
CRH AMERICA INC 3,000 5.75 1/15/2021 3,165
CROWN AMER/CAP CORP V 247 4.25 9/30/2026 226
CROWN AMER/CAP CORP VI 657 4.75 2/1/2026 625
CROWN CASTLE INTL CORP 1,000 3.40 2/15/2021 998
CROWN CASTLE INTL CORP 1,000 3.70 6/15/2026 944
CROWN CASTLE INTL CORP 3,000 4.00 3/1/2027 2,886
CROWN CORK + SEAL CO INC 750 7.38 12/15/2026 816
CROWN EURO HOLDINGS SA 106 3.38 5/15/2025 125
CROWN FIN US INC 8,912 0.00 2/28/2025 8,839
CROWNROCK LP/CROWNROCK F 2,151 5.63 10/15/2025 2,079
CSAIL COMMERCIAL MORTGAGE TRUS 5,000 3.45 8/15/2048 5,012
CSAIL COMMERCIAL MORTGAGE TRUS 1,340 4.03 4/15/2051 1,366
CSAIL COMMERCIAL MORTGAGE TRUS 211 3.50 6/15/2057 209
CSC HOLDINGS LLC 200 7.63 7/15/2018 200
CSC HOLDINGS LLC 300 8.63 2/15/2019 309
CSC HOLDINGS LLC 250 6.75 11/15/2021 262
CSC HOLDINGS LLC 1,260 10.13 1/15/2023 1,391
CSC HOLDINGS LLC 4,313 5.25 6/1/2024 4,077
CSC HOLDINGS LLC 4,929 0.00 7/17/2025 4,892
CSC HOLDINGS LLC 1,264 6.63 10/15/2025 1,293
CSC HOLDINGS LLC 2,884 10.88 10/15/2025 3,323
CSC HOLDINGS LLC 1,249 0.00 1/25/2026 1,244
CSC HOLDINGS LLC 1,500 5.50 4/15/2027 1,432
CSC HOLDINGS LLC 750 5.38 2/1/2028 693
CSFV SUNSET MEZZ, LLC 131,642 5.18 1/5/2020 129,387
CSI COMPRESSCO LP/FINANC 477 7.50 4/1/2025 479
CSX CORP 7,000 2.60 11/1/2026 6,323
CSX CORP 2,000 3.25 6/1/2027 1,881
CSX CORP 5,000 4.10 3/15/2044 4,677
CSX CORP 3,000 3.80 11/1/2046 2,663
CUMBERLAND FARMS 100 6.75 5/1/2025 102
CURATORS OF THE UNIV OF MISSOU 5,000 5.96 11/1/2039 6,163
CVR PARTNERS/CVR NITROGE 250 9.25 6/15/2023 257
CVR REF LLC/COFF FIN INC 2,900 6.50 11/1/2022 2,960
CVS HEALTH CORP 5,000 2.96 3/9/2020 5,019
CVS HEALTH CORP 4,000 2.80 7/20/2020 3,965
CVS HEALTH CORP 6,200 3.05 3/9/2021 6,233
CVS HEALTH CORP 400 3.35 3/9/2021 400
CVS HEALTH CORP 5,000 3.50 7/20/2022 4,956
CVS HEALTH CORP 2,490 2.75 12/1/2022 2,390
CVS HEALTH CORP 7,100 3.70 3/9/2023 7,048
CVS HEALTH CORP 2,000 3.38 8/12/2024 1,931
CVS HEALTH CORP 5,620 4.10 3/25/2025 5,592
CVS HEALTH CORP 418 3.88 7/20/2025 408
CVS HEALTH CORP 9,565 2.88 6/1/2026 8,718
CVS HEALTH CORP 14,100 4.30 3/25/2028 13,906
CVS HEALTH CORP 5,000 4.78 3/25/2038 4,937
CVS HEALTH CORP 10,200 5.13 7/20/2045 10,411
CVS HEALTH CORP 5,250 5.05 3/25/2048 5,335
CVS PASS THROUGH TRUST 301 5.88 1/10/2028 318
CVS PASS THROUGH TRUST 199 6.04 12/10/2028 211
CWGS GROUP LLC 493 0.00 11/8/2023 486
CYBG PLC 800 8.00 12/29/2049 1,062
CYPRESS INTER HLDGS III INC 1,182 0.00 4/27/2024 1,178
CYPRESS INTER HLDGS III INC 61 0.00 4/27/2025 61
CYRUSONE LP/CYRUSONE FIN 635 5.00 3/15/2024 635
CYRUSONE LP/CYRUSONE FIN 81 5.38 3/15/2027 81
D.R. HORTON INC 1,000 4.38 9/15/2022 1,023
D.R. HORTON INC 5,000 5.75 8/15/2023 5,385
DAE FUNDING LLC 2,967 4.50 8/1/2022 2,868
DAE FUNDING LLC 9,705 5.00 8/1/2024 9,302
DAIMLER FINANCE NA LLC 3,000 2.95 1/6/2020 3,013
DAIMLER FINANCE NA LLC 5,150 2.45 5/18/2020 5,072
DAIMLER FINANCE NA LLC 5,000 2.78 2/22/2021 5,005
DAIMLER FINANCE NA LLC 2,000 2.91 5/4/2021 2,003
DAIMLER TRUCKS RETAIL TRUST 5,363 3.03 11/15/2024 5,352
DANA FINANCING LUX SARL 300 6.50 6/1/2026 304
DANA INC 400 6.00 9/15/2023 415
DANONE SA 200 1.69 10/30/2019 197
DANONE SA 880 2.08 11/2/2021 841
DANONE SA 1,340 2.59 11/2/2023 1,263
DANONE SA 220 2.95 11/2/2026 202
DANSKE BANK A/S 100 5.75 10/31/2049 122
DARLING INGREDIENTS INC 300 5.38 1/15/2022 306
DAVITA INC 1,000 5.75 8/15/2022 1,019
DAVITA INC 11,336 5.13 7/15/2024 11,047
DAVITA INC 2,710 5.00 5/1/2025 2,550
DBRR TRUST 3,500 4.54 7/12/2044 3,582
DBUBS MORTGAGE TRUST 4,505 5.88 11/10/2046 4,710
DCP MIDSTREAM OPERATING 1,500 2.70 4/1/2019 1,490
DCP MIDSTREAM OPERATING 189 4.75 9/30/2021 191
DCP MIDSTREAM OPERATING 421 6.45 11/3/2036 443
DCP MIDSTREAM OPERATING 552 6.75 9/15/2037 587
DDR CORP 5,000 4.63 7/15/2022 5,137
DEA FINANCE SA 100 7.50 10/15/2022 125
DECK CHASSIS ACQUISITION INC 72 0.00 6/15/2023 73
DEERE + COMPANY 5,000 2.60 6/8/2022 4,880
DELL INC 674 0.00 12/31/2018 672
DELL INC 1,000 6.50 4/15/2038 947
DELL INT LLC / EMC CORP 8,750 3.48 6/1/2019 8,773
DELL INT LLC / EMC CORP 12,150 4.42 6/15/2021 12,332
DELL INT LLC / EMC CORP 1,000 5.88 6/15/2021 1,015
DELL INT LLC / EMC CORP 7,000 5.45 6/15/2023 7,325
DELL INT LLC / EMC CORP 3,072 7.13 6/15/2024 3,257
DELL INT LLC / EMC CORP 8,000 6.02 6/15/2026 8,407
DELL INT LLC / EMC CORP 170 8.35 7/15/2046 205
DELL INTL LLC 985 0.00 9/7/2023 980
DELPHI CORP 2,000 4.15 3/15/2024 2,002
DELTA AIR LINES 2007 1 A 975 6.82 2/10/2024 1,065
DELTA AIR LINES 2010 1 A 2,101 6.20 1/2/2020 2,101
DELTA AIR LINES 2010 2A 940 4.95 11/23/2020 951
DELTA AIR LINES 2015 1AA 2,678 3.63 1/30/2029 2,650
DELTA AIR LINES INC 2,000 2.88 3/13/2020 1,989
DELTA AIR LINES INC 300 2.60 12/4/2020 294
DELTA AIR LINES INC 3,000 3.63 3/15/2022 2,965
DELTA AIR LINES INC 2,000 3.80 4/19/2023 1,977
DELTA AIR LINES INC 2,000 4.38 4/19/2028 1,931
DENBURY RESOURCES INC 500 9.00 5/15/2021 529
DENBURY RESOURCES INC 705 9.25 3/31/2022 746
DENBURY RESOURCES INC 250 5.50 5/1/2022 232
DENBURY RESOURCES INC 500 4.63 7/15/2023 436
DENTALCORP PERFECT SMILE ULC 144 0.00 6/6/2025 144
DENTALCORP PERFECT SMILE ULC 36 0.00 6/6/2025 36
DEUT PFANDBRIEFBANK AG 100 4.60 2/22/2027 119
DEUTSCHE BANK AG 1,500 4.30 5/24/2028 1,348
DEUTSCHE BANK COMMERCIAL MORTG 2,000 2.89 8/10/2049 1,885
DEUTSCHE BANK NY 5,000 3.13 1/13/2021 4,834
DEUTSCHE BANK NY 5,000 3.70 5/30/2024 4,641
DEUTSCHE BANK NY 2,000 4.10 1/13/2026 1,865
DEUTSCHE TELEKOM INT FIN 3,000 2.93 1/17/2020 3,013
DEUTSCHE TELEKOM INT FIN 6,000 4.88 3/6/2042 5,830
DEVON ENERGY CORPORATION 5,000 4.00 7/15/2021 5,071
DEVON ENERGY CORPORATION 410 3.25 5/15/2022 403
DEVON ENERGY CORPORATION 810 5.85 12/15/2025 892
DEVON ENERGY CORPORATION 3,800 5.60 7/15/2041 4,100
DEVON ENERGY CORPORATION 1,070 5.00 6/15/2045 1,087
DIAGEO CAPITAL PLC 2,680 4.83 7/15/2020 2,771
DIAGEO CAPITAL PLC 5,000 2.63 4/29/2023 4,838
DIAMOND BC BV 100 5.63 8/15/2025 105
DIAMOND BC BV 333 5.63 8/15/2025 348
DIAMOND OFFSHORE DRILL 738 7.88 8/15/2025 766
DIAMONDBACK ENERGY INC 1,201 4.75 11/1/2024 1,171
DIAMONDBACK ENERGY INC 42 5.38 5/31/2025 42
DIAMONDBACK ENERGY INC 51 5.38 5/31/2025 51
DIGICEL GROUP LTD 1,545 8.25 9/30/2020 1,151
DIGICEL INTL FIN LTD 338 0.00 5/28/2024 323
DIGICEL LIMITED 941 6.00 4/15/2021 852
DIGITAL REALTY TRUST LP 3,000 3.40 10/1/2020 3,003
DIGITAL REALTY TRUST LP 2,000 2.75 2/1/2023 1,904
DIGITAL REALTY TRUST LP 2,000 3.70 8/15/2027 1,899
DISCOVER BANK 5,000 3.20 8/9/2021 4,932
DISCOVER CARD EXECUTION NOTE T 5,000 2.61 9/15/2021 5,000
DISCOVER CARD EXECUTION NOTE T 5,520 1.39 3/15/2022 5,429
DISCOVER CARD EXECUTION NOTE T 7,500 2.33 12/15/2023 7,500
DISCOVER FINANCIAL SVS 3,000 3.85 11/21/2022 2,987
DISCOVER FINANCIAL SVS 3,000 3.95 11/6/2024 2,926
DISCOVERY COMMUNICATIONS 2,000 2.75 11/15/2019 1,986
DISCOVERY COMMUNICATIONS 2,000 3.30 5/15/2022 1,965
DISCOVERY COMMUNICATIONS 5,000 3.25 4/1/2023 4,844
DISCOVERY COMMUNICATIONS 2,000 3.45 3/15/2025 1,900
DISCOVERY COMMUNICATIONS 6,000 3.95 3/20/2028 5,685
DISCOVERY COMMUNICATIONS 3,000 4.88 4/1/2043 2,780
DISCOVERY COMMUNICATIONS 3,000 5.20 9/20/2047 2,900
DISH DBS CORP 1,300 7.88 9/1/2019 1,349
DISH DBS CORP 3,100 5.13 5/1/2020 3,073
DISH DBS CORP 2,010 6.75 6/1/2021 2,013
DISH DBS CORP 1,484 5.88 7/15/2022 1,394
DISH DBS CORP 2,177 5.00 3/15/2023 1,884
DISH DBS CORP 2,731 5.88 11/15/2024 2,315
DISH DBS CORP 488 7.75 7/1/2026 428
DISH NETWORK CORP 381 3.38 8/15/2026 369
DIVIDEND SOLAR LOANS 2017 1 LL 3,876 2.61 7/20/2038 3,812
DIVIDEND SOLAR LOANS 2017 1 LL 8,241 4.29 7/20/2038 8,189
DJO FIN LLC/DJO FIN CORP 1,794 8.13 6/15/2021 1,819
DJO FINANCE LLC 799 0.00 6/8/2020 795
DKT FINANCE APS 236 7.00 6/17/2023 279
DKT FINANCE APS 289 9.38 6/17/2023 293
DOLE FOOD CO INC 741 0.00 4/6/2024 737
DOLE FOOD CO INC 250 7.25 6/15/2025 249
DOMINICAN REPUBLIC 2,120 5.50 1/27/2025 2,099
DOMINION ENERGY GAS HLDG 400 2.93 6/15/2021 399
DOMINION ENERGY GAS HLDG 3,000 3.55 11/1/2023 2,969
DOMINION ENERGY GAS HLDG 3,000 3.60 12/15/2024 2,965
DOMINION ENERGY GAS HLDG 3,000 4.80 11/1/2043 3,133
DOMINION ENERGY INC 3,616 1.88 1/15/2019 3,594
DOMINION ENERGY INC 3,225 1.60 8/15/2019 3,175
DOMINION ENERGY INC 700 2.93 5/15/2020 701
DOMINION ENERGY INC 2,000 2.00 8/15/2021 1,914
DOMINION ENERGY INC 5,000 6.30 3/15/2033 5,968
DONNELLEY FINANCIAL SOL 250 8.25 10/15/2024 261
DOW CHEMICAL CO/THE 6,193 4.25 11/15/2020 6,329
DOW CHEMICAL CO/THE 3,800 4.13 11/15/2021 3,873
DOW CHEMICAL CO/THE 9,000 5.25 11/15/2041 9,408
DOWNSTREAM DEVELOPMENT 300 10.50 2/15/2023 305
DPL INC 1,800 7.25 10/15/2021 1,945
DTE ELECTRIC CO 5,000 3.90 6/1/2021 5,068
DTE ELECTRIC CO 2,000 4.05 5/15/2048 1,988
DTE ENERGY CO 3,000 2.40 12/1/2019 2,967
DTZ U.S. BORROWER LLC 4,006 0.00 11/4/2021 3,996
DUKE ENERGY CORP 800 2.83 5/14/2021 799
DUKE ENERGY CORP 5,000 3.55 9/15/2021 5,024
DUKE ENERGY CORP 3,000 3.75 4/15/2024 2,989
DUKE ENERGY CORP 210 3.95 8/15/2047 192
DUKE ENERGY INDIANA INC 2,000 3.75 7/15/2020 2,026
DUKE ENERGY INDIANA INC 5,000 6.45 4/1/2039 6,533
DUKE ENERGY INDIANA LLC 3,000 3.75 5/15/2046 2,819
DUKE ENERGY PROGRESS INC 5,000 3.00 9/15/2021 4,966
DUKE ENERGY PROGRESS INC 5,000 4.10 3/15/2043 4,993
DUKE ENERGY PROGRESS INC 3,000 4.15 12/1/2044 2,977
DUKE ENERGY PROGRESS INC 3,000 4.20 8/15/2045 3,007
DUKE ENERGY PROGRESS LLC 3,000 3.60 9/15/2047 2,720
DUKE REALTY LP 5,000 3.88 2/15/2021 5,065
DUKE REALTY LP 2,000 3.38 12/15/2027 1,864
DUKE UNIVERSITY HEALTH 500 3.92 6/1/2047 491
DUQUESNE LIGHT HOLDINGS 200 6.40 9/15/2020 211
DXC TECHNOLOGY CO 3,000 2.88 3/27/2020 2,977
DXC TECHNOLOGY CO 3,000 4.25 4/15/2024 2,998
DYNACAST INTL LLC 1,283 0.00 1/28/2022 1,279
E.I. DU PONT DE NEMOURS 5,000 2.89 5/1/2020 5,029
EAGLE HOLDING CO II LLC 3,880 7.63 5/15/2022 3,922
EAGLE INT GLO/RUYI US FI 620 7.50 5/1/2025 620
EASTMAN CHEMICAL CO 1,945 3.60 8/15/2022 1,941
EASTMAN CHEMICAL CO 3,000 4.65 10/15/2044 2,936
EATON CORP 2,290 2.75 11/2/2022 2,228
EATON CORP 3,000 3.10 9/15/2027 2,804
EATON CORP 3,000 4.00 11/2/2032 2,985
EATON CORP 600 4.15 11/2/2042 580
EBAY INC 5,000 3.80 3/9/2022 5,050
EBAY INC 3,000 2.75 1/30/2023 2,890
EBAY INC 2,000 3.45 8/1/2024 1,940
EC FINANCE PLC 100 2.38 11/15/2022 114
ECLIPSE RESOURCES CORP 150 8.88 7/15/2023 143
ECOLAB INC 3,476 4.35 12/8/2021 3,590
ECOLAB INC 3,217 3.95 12/1/2047 3,075
ECOPETROL SA 3,000 5.88 9/18/2023 3,184
ECOPETROL SA 5,000 4.13 1/16/2025 4,839
ECOPETROL SA 2,500 5.88 5/28/2045 2,363
EDISON INTERNATIONAL 1,104 2.13 4/15/2020 1,082
EDISON INTERNATIONAL 2,000 4.13 3/15/2028 1,969
EDWARDS LIFESCIENCES COR 3,000 4.30 6/15/2028 3,002
EG DUTCH FINCO B V 3,712 0.00 2/7/2025 3,675
EG FINCO LIMITED 1,000 0.00 2/7/2025 1,154
EG FINCO LTD 500 0.00 4/20/2026 493
EG GROUP LIMITED 662 0.00 2/6/2025 764
EG GROUP LIMITED 336 0.00 2/6/2025 388
EIRCOM FINANCE DAC 100 4.50 5/31/2022 119
ELDORADO GOLD CORP 400 6.13 12/15/2020 386
ELDORADO RESORTS INC 408 6.00 4/1/2025 409
ELECTRICAL COMPONENTS INT INC 1,750 0.00 6/22/2025 1,735
ELECTRICAL COMPONENTS INT. INC 1,250 0.00 6/25/2026 1,175
ELECTRICITE DE FRANCE SA 1,963 6.50 1/26/2019 2,002
ELECTRICITE DE FRANCE SA 3,000 3.63 10/13/2025 2,940
ELECTRONIC ARTS INC 7,370 3.70 3/1/2021 7,438
ELEMENT MATERIALS TECH GROUP 93 0.00 6/28/2024 92
ELEMENTIA SA 200 5.50 1/15/2025 188
ELI LILLY + CO 350 3.10 5/15/2027 335
EMBARQ CORP 244 8.00 6/1/2036 230
EMC CORP 2,400 2.65 6/1/2020 2,331
EMD FINANCE LLC 5,000 2.95 3/19/2022 4,894
EMERA US FINANCE LP 4,100 2.70 6/15/2021 3,990
EMERA US FINANCE LP 3,000 3.55 6/15/2026 2,831
EMI MUSIC PUBLISHING GRP 1,195 7.63 6/15/2024 1,295
EMPLOYBRIDGE LLC 1,273 0.00 4/10/2025 1,282
EMPRESA BRAS DE AERONAU 6,000 5.15 6/15/2022 6,197
EMPRESA DE TRANSPORTE ME 4,000 4.75 2/4/2024 4,104
ENBRIDGE ENERGY PARTNERS 5,000 5.20 3/15/2020 5,140
ENBRIDGE INC 5,000 4.25 12/1/2026 4,961
ENBRIDGE INC 3,000 3.70 7/15/2027 2,853
ENBRIDGE INC 2,000 5.50 7/15/2077 1,834
ENCANA CORP 600 6.50 8/15/2034 695
ENCANA CORP 5,373 6.63 8/15/2037 6,398
ENCAPSYS LLC 333 0.00 11/7/2025 335
ENCOMPASS HEALTH CORP 1,325 5.13 3/15/2023 1,328
ENCOMPASS HEALTH CORP 3,090 5.75 11/1/2024 3,096
ENCOMPASS HEALTH CORP 2,250 5.75 9/15/2025 2,278
ENDEAVOR ENERGY RESOURCE 424 5.50 1/30/2026 411
ENDEAVOR ENERGY RESOURCE 442 5.75 1/30/2028 432
ENDO DAC/FIN LLC/FINCO 706 6.00 7/15/2023 580
ENDO DAC/FIN LLC/FINCO 200 6.00 2/1/2025 156
ENDO FIN LLC/ENDO FINCO 500 7.25 1/15/2022 460
ENDO FIN LLC/ENDO FINCO 824 5.38 1/15/2023 665
ENDO FINANCE LLC 250 5.75 1/15/2022 224
ENDO LUXEMBOURG FIN CO I S A 3,936 0.00 4/29/2024 3,926
ENEL FINANCE INTL NV 600 2.88 5/25/2022 573
ENEL FINANCE INTL NV 6,950 3.63 5/25/2027 6,395
ENEL SPA 100 7.75 9/10/2075 145
ENERGIZER GAMMA ACQ BV 100 4.63 7/15/2026 117
ENERGIZER GAMMA ACQ INC 295 6.38 7/15/2026 300
ENERGIZER HOLDINGS INC 134 0.00 6/20/2025 134
ENERGY TRANSFER EQUITY 524 4.25 3/15/2023 506
ENERGY TRANSFER EQUITY 2,247 5.88 1/15/2024 2,307
ENERGY TRANSFER PARTNERS 3,000 4.15 10/1/2020 3,037
ENERGY TRANSFER PARTNERS 5,000 6.63 10/15/2036 5,296
ENERGY TRANSFER PARTNERS 5,000 7.50 7/1/2038 5,794
ENERGY TRANSFER PARTNERS 3,000 6.13 12/15/2045 2,987
ENGILITY CORP 469 8.88 9/1/2024 491
ENLINK MIDSTREAM PARTNER 60 4.15 6/1/2025 56
ENLINK MIDSTREAM PARTNER 56 4.85 7/15/2026 53
ENLINK MIDSTREAM PARTNER 2,000 5.60 4/1/2044 1,755
ENPRO INDUSTRIES INC 202 5.88 9/15/2022 206
ENRGY TRANS PT/REG FIN 10,630 5.88 3/1/2022 11,239
ENRGY TRANS PT/REG FIN 430 4.50 11/1/2023 434
ENSCO JERSEY FINANCE LTD 536 3.00 1/31/2024 498
ENSCO PLC 423 8.00 1/31/2024 426
ENSCO PLC 52 4.50 10/1/2024 43
ENSCO PLC 1,785 5.20 3/15/2025 1,484
ENSCO PLC 1,181 7.75 2/1/2026 1,116
ENSCO PLC 300 5.75 10/1/2044 213
ENTEGRIS INC 1,556 4.63 2/10/2026 1,481
ENTERGY CORP 5,000 4.00 7/15/2022 5,065
ENTERGY LOUISIANA LLC 4,000 5.40 11/1/2024 4,377
ENTERGY LOUISIANA LLC 3,000 3.25 4/1/2028 2,865
ENTERPRISE PRODUCTS OPER 3,000 5.25 1/31/2020 3,098
ENTERPRISE PRODUCTS OPER 4,000 3.70 2/15/2026 3,923
ENTERPRISE PRODUCTS OPER 3,000 3.95 2/15/2027 2,979
ENTERPRISE PRODUCTS OPER 6,000 6.65 10/15/2034 7,266
ENTERPRISE PRODUCTS OPER 5,000 5.70 2/15/2042 5,537
ENTERPRISE PRODUCTS OPER 2,000 4.85 3/15/2044 1,992
ENTERPRISE PRODUCTS OPER 2,000 4.88 8/16/2077 1,889
ENTERPRISE PRODUCTS OPER 2,000 5.25 8/16/2077 1,860
ENTERPRISE PRODUCTS OPER 2,000 5.38 2/15/2078 1,838
ENTERTAINMENT ONE LTD 1,000 6.88 12/15/2022 1,380
ENTRAVISION COMMUNICATIONS CO 1,661 0.00 11/29/2024 1,639
ENVISION HEALTHCARE CORP 4,590 5.13 7/1/2022 4,630
ENVISION HEALTHCARE CORP 750 5.63 7/15/2022 762
ENVISION HEALTHCARE CORP 180 6.25 12/1/2024 192
EOG RESOURCES INC 3,000 2.63 3/15/2023 2,880
EOG RESOURCES INC 3,000 3.15 4/1/2025 2,884
EOG RESOURCES INC 370 4.15 1/15/2026 378
EP ENER/EVEREST ACQ FIN 12 9.38 5/1/2020 12
EP ENER/EVEREST ACQ FIN 3,730 9.38 5/1/2024 3,066
EP ENER/EVEREST ACQ FIN 30 8.00 11/29/2024 30
EP ENER/EVEREST ACQ FIN 1,960 8.00 2/15/2025 1,518
EP ENER/EVEREST ACQ FIN 714 7.75 5/15/2026 730
EPICOR SOFTWARE COMPANY 4,064 0.00 6/1/2022 4,049
EQT CORP 300 3.08 10/1/2020 300
EQT CORP 3,000 3.00 10/1/2022 2,891
EQT CORP 3,000 3.90 10/1/2027 2,799
EQUATE PETROCHEMICAL BV 780 4.25 11/3/2026 758
EQUINIX INC 500 5.38 1/1/2022 514
EQUINIX INC 3,298 5.38 4/1/2023 3,362
EQUINIX INC 100 2.88 3/15/2024 114
EQUINIX INC 150 2.88 10/1/2025 165
EQUINIX INC 1,497 5.88 1/15/2026 1,515
EQUINIX INC 230 5.38 5/15/2027 229
ERAC USA FINANCE LLC 5,000 3.30 12/1/2026 4,704
ERP OPERATING LP 3,000 4.63 12/15/2021 3,112
ERP OPERATING LP 2,000 3.00 4/15/2023 1,954
ERP OPERATING LP 3,000 3.38 6/1/2025 2,926
ERSTE GROUP BANK AG 200 6.50 12/31/2099 252
ESH HOSPITALITY INC 4,186 0.00 8/30/2023 4,157
ESH HOSPITALITY INC 3,403 5.25 5/1/2025 3,283
ESSEX PORTFOLIO LP 5,000 3.88 5/1/2024 4,963
EUROPCAR GROUPE SA 100 4.13 11/15/2024 114
EUROPEAN BK RECON + DEV 5,000 0.88 7/22/2019 4,915
EUROPEAN BK RECON + DEV 3,000 1.88 7/15/2021 2,917
EUROPEAN INVESTMENT BANK 5,000 2.88 9/15/2020 5,017
EUROPEAN INVESTMENT BANK 5,000 1.63 12/15/2020 4,868
EUROPEAN INVESTMENT BANK 5,000 2.00 3/15/2021 4,897
EUROPEAN INVESTMENT BANK 5,000 1.63 6/15/2021 4,831
EUROPEAN INVESTMENT BANK 4,000 2.88 6/13/2025 3,966
EUROPEAN INVESTMENT BANK 5,000 2.13 4/13/2026 4,690
EUROPEAN INVESTMENT BANK 3,000 2.38 5/24/2027 2,847
EVERGREEN CREDIT CARD TRUST 20,000 2.57 11/16/2020 20,030
EVERGY INC 3,000 4.85 6/1/2021 3,080
EVRAZ GROUP SA 335 6.50 4/22/2020 343
EXELA INTERMED/EXELA FIN 500 10.00 7/15/2023 514
EXELON CORP 3,000 3.50 6/1/2022 2,968
EXELON CORP 11,300 5.63 6/15/2035 12,963
EXELON CORP 5,000 4.45 4/15/2046 4,873
EXELON GENERATION CO LLC 5,000 5.20 10/1/2019 5,126
EXELON GENERATION CO LLC 5,000 5.75 10/1/2041 5,028
EXGEN RENEWABLES IV LLC 123 0.00 11/28/2024 123
EXPLORER HLDGS INC 1,128 0.00 5/2/2023 1,122
EXPORT IMPORT BANK KOREA 4,970 2.63 12/30/2020 4,879
EXPORT IMPORT BANK KOREA 10,000 2.13 2/11/2021 9,653
EXPORT IMPORT BANK KOREA 3,000 3.23 1/25/2022 3,012
EXPORT IMPORT BK INDIA 2,110 3.88 10/2/2019 2,120
EXPRESS SCRIPTS HOLDING 2,000 3.90 2/15/2022 2,001
EXPRESS SCRIPTS HOLDING 7,000 3.50 6/15/2024 6,718
EXPRESS SCRIPTS HOLDING 5,000 3.40 3/1/2027 4,577
EXTRACTION OIL + GAS INC 3,736 7.38 5/15/2024 3,913
EXTRACTION OIL + GAS INC 4,560 5.63 2/1/2026 4,372
EXXON MOBIL CORPORATION 3,000 2.73 3/1/2023 2,944
EXXON MOBIL CORPORATION 890 3.04 3/1/2026 866
EXXON MOBIL CORPORATION 3,000 3.57 3/6/2045 2,793
EXXON MOBIL CORPORATION 10,160 4.11 3/1/2046 10,307
EZE SOFTWARE GROUP LLC 1,000 0.00 4/5/2021 1,000
FAGE INTL / FAGE USA 250 5.63 8/15/2026 230
FAIR ISAAC CORP 500 5.25 5/15/2026 502
FANNIE MAE 5,000 1.20 6/28/2019 5,000
FANNIE MAE 58,440 0.00 10/9/2019 56,570
FANNIE MAE 100,000 2.00 1/5/2022 97,490
FANNIE MAE 110,000 2.63 9/6/2024 108,274
FANNIE MAE 54,600 2.13 4/24/2026 51,242
FANNIE MAE 50,000 1.88 9/24/2026 45,587
FANNIE MAE 767 3.00 9/25/2027 64
FANNIE MAE 4,370 6.63 11/15/2030 5,870
FANNIE MAE 1,112 5.50 4/25/2035 1,225
FANNIE MAE 1,004 2.39 3/25/2036 1,004
FANNIE MAE 18,064 2.43 6/25/2037 18,106
FANNIE MAE 19,315 2.49 5/25/2039 19,384
FANNIE MAE 148 6.50 6/25/2039 158
FANNIE MAE 701 3.50 12/25/2039 68
FANNIE MAE 21,926 2.39 2/25/2040 21,900
FANNIE MAE 2,600 4.00 7/25/2040 2,658
FANNIE MAE 702 4.44 1/25/2041 108
FANNIE MAE 147 4.56 2/25/2041 16
FANNIE MAE 3,219 5.50 7/25/2041 3,481
FANNIE MAE 548 4.46 10/25/2041 80
FANNIE MAE 61 0.00 3/25/2042 53
FANNIE MAE 122 0.01 3/25/2042 107
FANNIE MAE 1,297 4.06 3/25/2042 147
FANNIE MAE 699 4.56 3/25/2042 90
FANNIE MAE 722 5.50 4/25/2042 782
FANNIE MAE 463 6.00 5/25/2042 512
FANNIE MAE 136 7.00 5/25/2042 154
FANNIE MAE 1,825 6.50 7/25/2042 2,059
FANNIE MAE 22,017 2.33 3/25/2047 22,075
FANNIE MAE 1,043 4.11 11/25/2047 153
FANNIE MAE CAS 4,133 2.84 2/25/2030 4,136
FANNIE MAE CAS 2,766 2.77 10/25/2030 2,766
FANNIEMAE ACES 15,000 2.36 8/25/2022 14,590
FANNIEMAE ACES 30,012 0.57 9/25/2022 401
FANNIEMAE ACES 5,000 2.26 2/25/2023 4,846
FANNIEMAE ACES 2,511 3.02 8/25/2024 2,478
FANNIEMAE ACES 3,200 2.53 9/25/2024 3,072
FANNIEMAE ACES 71,651 0.26 1/25/2025 633
FANNIEMAE ACES 4,000 2.94 1/25/2026 3,895
FANNIEMAE ACES 5,000 2.70 2/25/2026 4,778
FANNIEMAE ACES 2,031 2.48 3/25/2026 1,918
FANNIEMAE ACES 7,000 2.49 5/25/2026 6,557
FANNIEMAE ACES 5,000 2.29 6/25/2026 4,613
FANNIEMAE ACES 4,000 2.37 7/25/2026 3,704
FANNIEMAE ACES 4,986 2.04 9/25/2026 4,764
FANNIEMAE ACES 910 2.50 9/25/2026 844
FANNIEMAE ACES 5,000 2.50 10/25/2026 4,648
FANNIEMAE ACES 3,000 2.88 2/25/2027 2,865
FANNIEMAE ACES 5,656 3.04 9/25/2027 5,438
FANNIEMAE ACES 310 3.20 11/25/2027 300
FANNIEMAE ACES 2,000 3.09 12/25/2027 1,929
FANNIEMAE ACES 3,000 3.00 1/25/2028 2,870
FANNIEMAE ACES 2,400 3.14 3/25/2028 2,321
FANNIEMAE STRIP 1,241 3.00 11/25/2026 98
FANNIEMAE STRIP 1,055 3.00 4/25/2027 89
FANNIEMAE STRIP 70 5.00 1/25/2038 13
FANNIEMAE STRIP 448 5.00 1/25/2038 90
FANNIEMAE STRIP 208 6.00 1/25/2038 48
FANNIEMAE STRIP 154 6.00 7/25/2038 32
FANNIEMAE STRIP 91 5.00 1/25/2039 19
FANNIEMAE STRIP 44 5.00 1/25/2039 9
FANNIEMAE STRIP 64 5.50 1/25/2039 15
FANNIEMAE STRIP 922 3.50 11/25/2041 171
FARMERS INS EXCH 3,000 4.75 11/1/2057 2,740
FASTENER ACQUISITION INC. 1,157 0.00 3/28/2025 1,156
FASTENER ACQUISITION INC. 461 0.00 3/30/2026 443
FAURECIA 100 3.63 6/15/2023 121
FBM FINANCE INC 330 8.25 8/15/2021 344
FDML LLC AND FDML FINANC 225 5.00 7/15/2024 273
FED HM LN PC POOL A38162 4,246 5.00 10/1/2035 4,522
FED HM LN PC POOL A69955 17 6.50 12/1/2037 19
FED HM LN PC POOL A87187 13 4.50 7/1/2039 14
FED HM LN PC POOL A90994 7,038 4.50 2/1/2040 7,391
FED HM LN PC POOL A91666 6,597 5.00 4/1/2040 7,021
FED HM LN PC POOL A91946 22,682 5.00 4/1/2040 24,141
FED HM LN PC POOL A92587 2,998 5.00 6/1/2040 3,190
FED HM LN PC POOL A93562 4,331 4.50 8/1/2040 4,550
FED HM LN PC POOL A95803 28,863 4.00 12/1/2040 29,672
FED HM LN PC POOL A95822 18,270 4.00 12/1/2040 18,782
FED HM LN PC POOL A97040 1,818 4.00 2/1/2041 1,869
FED HM LN PC POOL A97485 14,723 4.00 3/1/2041 15,136
FED HM LN PC POOL C01361 593 6.00 5/1/2032 645
FED HM LN PC POOL C01444 883 6.00 1/1/2033 962
FED HM LN PC POOL C01605 1,574 4.50 7/1/2033 1,648
FED HM LN PC POOL C01676 2,289 6.00 11/1/2033 2,544
FED HM LN PC POOL C01726 2,980 6.00 12/1/2033 3,311
FED HM LN PC POOL C01753 902 5.00 1/1/2034 962
FED HM LN PC POOL C02529 1,338 6.00 5/1/2036 1,462
FED HM LN PC POOL C04060 1,367 3.50 6/1/2042 1,371
FED HM LN PC POOL C64440 886 6.00 2/1/2032 991
FED HM LN PC POOL C91261 1,193 4.50 8/1/2029 1,247
FED HM LN PC POOL D96256 137 4.50 9/1/2023 142
FED HM LN PC POOL E03107 4,928 3.00 4/1/2027 4,932
FED HM LN PC POOL G01834 757 6.50 4/1/2035 849
FED HM LN PC POOL G02235 2,588 5.50 4/1/2034 2,793
FED HM LN PC POOL G02419 163 6.50 10/1/2036 180
FED HM LN PC POOL G03066 4,857 6.00 5/1/2037 5,308
FED HM LN PC POOL G04222 1,275 5.50 4/1/2038 1,370
FED HM LN PC POOL G05469 3,587 6.50 5/1/2035 3,982
FED HM LN PC POOL G05570 13,896 4.50 8/1/2039 14,594
FED HM LN PC POOL G05731 16,627 4.50 11/1/2039 17,463
FED HM LN PC POOL G06172 104 5.50 12/1/2038 113
FED HM LN PC POOL G06669 110 6.50 9/1/2039 124
FED HM LN PC POOL G06808 14,312 4.00 11/1/2041 14,713
FED HM LN PC POOL G07098 1,048 3.50 7/1/2042 1,051
FED HM LN PC POOL G07206 2,024 5.00 10/1/2041 2,149
FED HM LN PC POOL G07335 73 7.00 3/1/2039 83
FED HM LN PC POOL G07509 308 6.50 9/1/2039 340
FED HM LN PC POOL G07560 3,290 4.00 11/1/2043 3,376
FED HM LN PC POOL G07609 10,100 4.00 11/1/2043 10,380
FED HM LN PC POOL G07792 15,181 4.50 8/1/2044 15,935
FED HM LN PC POOL G08147 148 6.50 8/1/2036 164
FED HM LN PC POOL G08653 6,243 3.00 7/1/2045 6,070
FED HM LN PC POOL G08674 36 4.50 10/1/2045 38
FED HM LN PC POOL G08686 19,647 3.00 1/1/2046 19,103
FED HM LN PC POOL G08697 19,415 3.00 3/1/2046 18,813
FED HM LN PC POOL G08698 2,094 3.50 3/1/2046 2,088
FED HM LN PC POOL G08706 5,760 3.50 5/1/2046 5,744
FED HM LN PC POOL G08720 2,122 4.50 8/1/2046 2,212
FED HM LN PC POOL G08729 690 4.50 9/1/2046 719
FED HM LN PC POOL G08771 2,497 4.00 7/1/2047 2,547
FED HM LN PC POOL G08793 96 4.00 12/1/2047 98
FED HM LN PC POOL G14503 4,527 3.00 4/1/2027 4,531
FED HM LN PC POOL G15154 2,953 4.50 9/1/2026 3,040
FED HM LN PC POOL G15804 15,071 3.50 3/1/2031 15,269
FED HM LN PC POOL G16000 5,322 2.50 11/1/2031 5,176
FED HM LN PC POOL G16136 5,677 3.00 2/1/2032 5,654
FED HM LN PC POOL G16306 3,840 3.00 9/1/2032 3,816
FED HM LN PC POOL G30910 6,621 3.50 12/1/2035 6,679
FED HM LN PC POOL G30978 23,515 3.00 11/1/2036 23,162
FED HM LN PC POOL G31024 14,032 4.00 9/1/2037 14,463
FED HM LN PC POOL G60306 5,958 4.00 3/1/2044 6,125
FED HM LN PC POOL G60643 6,235 4.00 5/1/2044 6,392
FED HM LN PC POOL G60722 7,315 3.00 10/1/2046 7,089
FED HM LN PC POOL G60783 28,613 4.50 8/1/2045 30,064
FED HM LN PC POOL G60819 6,651 4.50 7/1/2045 6,988
FED HM LN PC POOL G60848 11,535 4.00 7/1/2046 11,800
FED HM LN PC POOL G60914 5,913 4.50 7/1/2042 6,213
FED HM LN PC POOL G61286 7,138 4.00 7/1/2046 7,325
FED HM LN PC POOL G67700 31,353 3.50 8/1/2046 31,266
FED HM LN PC POOL G67706 47,877 3.50 12/1/2047 47,653
FED HM LN PC POOL G67709 4,946 3.50 3/1/2048 4,923
FED HM LN PC POOL J09254 73 4.50 7/1/2023 75
FED HM LN PC POOL J23478 536 2.50 4/1/2028 527
FED HM LN PC POOL J23918 412 2.50 5/1/2028 405
FED HM LN PC POOL J24068 638 2.50 6/1/2028 626
FED HM LN PC POOL J31246 799 2.50 4/1/2030 781
FED HM LN PC POOL J32230 1,987 2.50 7/1/2030 1,940
FED HM LN PC POOL J32759 2,610 2.50 9/1/2030 2,549
FED HM LN PC POOL J34245 18,632 3.00 4/1/2031 18,556
FED HM LN PC POOL J35529 13,757 3.00 10/1/2031 13,701
FED HM LN PC POOL J35718 32,151 2.50 11/1/2031 31,265
FED HM LN PC POOL J36940 4,728 3.50 5/1/2032 4,788
FED HM LN PC POOL J36952 2,944 3.50 5/1/2032 2,982
FED HM LN PC POOL J37556 2,021 3.00 9/1/2032 2,009
FED HM LN PC POOL K90954 8,418 3.50 7/1/2033 8,489
FED HM LN PC POOL K92324 3,505 3.00 1/1/2035 3,482
FED HM LN PC POOL K92327 2,560 3.00 1/1/2035 2,543
FED HM LN PC POOL K92402 5,352 3.00 2/1/2035 5,317
FED HM LN PC POOL K92405 1,937 3.00 2/1/2035 1,925
FED HM LN PC POOL K92519 7,968 3.00 3/1/2035 7,860
FED HM LN PC POOL K92752 14,512 3.00 5/1/2035 14,315
FED HM LN PC POOL K93332 1,403 3.50 11/1/2035 1,415
FED HM LN PC POOL K93363 1,140 3.50 11/1/2035 1,150
FED HM LN PC POOL Q00739 8,694 5.00 5/1/2041 9,230
FED HM LN PC POOL Q01798 2,310 4.50 7/1/2041 2,425
FED HM LN PC POOL Q01903 4,656 4.50 7/1/2041 4,887
FED HM LN PC POOL Q03505 51,843 4.00 9/1/2041 53,296
FED HM LN PC POOL Q03620 5,297 4.00 10/1/2041 5,445
FED HM LN PC POOL Q04127 2,452 4.00 10/1/2041 2,520
FED HM LN PC POOL Q04651 22,760 4.00 11/1/2041 23,398
FED HM LN PC POOL Q06999 4,503 4.00 3/1/2042 4,628
FED HM LN PC POOL Q08287 3,051 3.00 5/1/2042 2,981
FED HM LN PC POOL Q09246 678 3.50 6/1/2042 680
FED HM LN PC POOL Q09324 1,116 3.50 7/1/2042 1,120
FED HM LN PC POOL Q09325 454 3.50 7/1/2042 455
FED HM LN PC POOL Q09594 627 3.50 7/1/2042 629
FED HM LN PC POOL Q09826 9,769 4.00 8/1/2042 10,040
FED HM LN PC POOL Q09963 13,232 3.00 7/1/2042 12,926
FED HM LN PC POOL Q10339 1,026 3.00 8/1/2042 1,003
FED HM LN PC POOL Q10374 519 3.00 8/1/2042 507
FED HM LN PC POOL Q10413 2,029 3.50 8/1/2042 2,035
FED HM LN PC POOL Q10646 845 3.50 8/1/2042 847
FED HM LN PC POOL Q10671 392 3.50 9/1/2042 394
FED HM LN PC POOL Q10672 2,078 3.50 9/1/2042 2,084
FED HM LN PC POOL Q10675 1,734 3.50 9/1/2042 1,739
FED HM LN PC POOL Q10774 857 3.50 9/1/2042 860
FED HM LN PC POOL Q10775 612 3.50 9/1/2042 614
FED HM LN PC POOL Q10784 921 3.00 9/1/2042 900
FED HM LN PC POOL Q10785 1,135 3.00 9/1/2042 1,109
FED HM LN PC POOL Q10861 507 3.50 9/1/2042 508
FED HM LN PC POOL Q10877 613 3.50 9/1/2042 615
FED HM LN PC POOL Q10879 1,122 3.50 9/1/2042 1,126
FED HM LN PC POOL Q10883 1,730 3.50 9/1/2042 1,735
FED HM LN PC POOL Q11056 2,704 3.00 9/1/2042 2,641
FED HM LN PC POOL Q11133 369 3.50 9/1/2042 370
FED HM LN PC POOL Q11135 680 3.50 9/1/2042 682
FED HM LN PC POOL Q11155 1,058 3.50 9/1/2042 1,061
FED HM LN PC POOL Q11308 1,018 3.50 9/1/2042 1,021
FED HM LN PC POOL Q11580 608 3.50 10/1/2042 610
FED HM LN PC POOL Q11583 1,498 3.50 10/1/2042 1,503
FED HM LN PC POOL Q11586 850 3.00 10/1/2042 830
FED HM LN PC POOL Q12022 904 3.00 10/1/2042 884
FED HM LN PC POOL Q12024 523 3.00 10/1/2042 511
FED HM LN PC POOL Q12257 949 3.50 10/1/2042 952
FED HM LN PC POOL Q12296 975 3.50 10/1/2042 978
FED HM LN PC POOL Q12817 690 3.00 11/1/2042 674
FED HM LN PC POOL Q13115 2,851 4.00 11/1/2042 2,930
FED HM LN PC POOL Q14088 1,864 3.00 12/1/2042 1,821
FED HM LN PC POOL Q14133 963 3.00 12/1/2042 941
FED HM LN PC POOL Q14219 1,994 3.00 1/1/2043 1,947
FED HM LN PC POOL Q14236 1,652 3.00 1/1/2043 1,614
FED HM LN PC POOL Q14791 1,057 3.00 1/1/2043 1,033
FED HM LN PC POOL Q14792 357 3.00 1/1/2043 349
FED HM LN PC POOL Q14875 6,706 3.00 1/1/2043 6,550
FED HM LN PC POOL Q14918 741 3.00 1/1/2043 723
FED HM LN PC POOL Q14919 1,560 3.00 1/1/2043 1,524
FED HM LN PC POOL Q14923 1,343 3.00 1/1/2043 1,312
FED HM LN PC POOL Q14925 2,569 3.00 1/1/2043 2,510
FED HM LN PC POOL Q15045 474 3.00 1/1/2043 463
FED HM LN PC POOL Q15102 4,130 4.00 2/1/2043 4,245
FED HM LN PC POOL Q15207 3,117 3.00 2/1/2043 3,045
FED HM LN PC POOL Q15245 1,499 3.00 1/1/2043 1,464
FED HM LN PC POOL Q15246 877 3.00 1/1/2043 857
FED HM LN PC POOL Q15253 1,314 3.00 1/1/2043 1,284
FED HM LN PC POOL Q15254 1,134 3.00 1/1/2043 1,107
FED HM LN PC POOL Q15255 3,079 3.00 1/1/2043 3,008
FED HM LN PC POOL Q15508 1,044 3.50 2/1/2043 1,046
FED HM LN PC POOL Q15535 1,528 3.50 2/1/2043 1,533
FED HM LN PC POOL Q15536 2,758 3.00 2/1/2043 2,694
FED HM LN PC POOL Q15537 2,423 3.50 2/1/2043 2,430
FED HM LN PC POOL Q15659 1,707 3.50 2/1/2043 1,711
FED HM LN PC POOL Q16096 1,354 3.00 2/1/2043 1,323
FED HM LN PC POOL Q16103 1,017 3.00 3/1/2043 994
FED HM LN PC POOL Q16369 591 3.00 3/1/2043 577
FED HM LN PC POOL Q16378 927 3.00 3/1/2043 906
FED HM LN PC POOL Q16398 994 3.00 3/1/2043 971
FED HM LN PC POOL Q16459 1,233 3.00 3/1/2043 1,204
FED HM LN PC POOL Q16503 570 3.00 3/1/2043 557
FED HM LN PC POOL Q16558 4,550 4.00 3/1/2043 4,669
FED HM LN PC POOL Q16804 1,089 3.50 3/1/2043 1,092
FED HM LN PC POOL Q17050 898 3.00 4/1/2043 877
FED HM LN PC POOL Q17167 1,102 3.00 4/1/2043 1,076
FED HM LN PC POOL Q17202 720 3.00 4/1/2043 703
FED HM LN PC POOL Q17287 3,066 3.00 4/1/2043 2,995
FED HM LN PC POOL Q17351 4,747 3.00 4/1/2043 4,636
FED HM LN PC POOL Q17357 426 3.00 4/1/2043 416
FED HM LN PC POOL Q17461 2,104 3.00 4/1/2043 2,055
FED HM LN PC POOL Q17647 1,895 3.50 4/1/2043 1,899
FED HM LN PC POOL Q17826 1,832 3.00 4/1/2043 1,789
FED HM LN PC POOL Q17923 1,411 3.00 5/1/2043 1,378
FED HM LN PC POOL Q17933 1,749 3.00 5/1/2043 1,708
FED HM LN PC POOL Q17963 1,564 3.00 5/1/2043 1,528
FED HM LN PC POOL Q18350 1,495 3.50 5/1/2043 1,499
FED HM LN PC POOL Q18387 1,045 3.50 5/1/2043 1,047
FED HM LN PC POOL Q18388 586 3.50 5/1/2043 587
FED HM LN PC POOL Q18397 786 3.00 5/1/2043 768
FED HM LN PC POOL Q18473 60 4.00 5/1/2043 62
FED HM LN PC POOL Q18474 684 3.00 6/1/2043 668
FED HM LN PC POOL Q18578 2,270 3.50 5/1/2043 2,275
FED HM LN PC POOL Q18615 1,738 3.50 5/1/2043 1,743
FED HM LN PC POOL Q18690 666 3.00 5/1/2043 650
FED HM LN PC POOL Q18702 709 3.50 5/1/2043 711
FED HM LN PC POOL Q18758 2,311 3.50 6/1/2043 2,317
FED HM LN PC POOL Q18816 1,230 3.50 6/1/2043 1,232
FED HM LN PC POOL Q19067 2,983 3.50 5/1/2043 2,990
FED HM LN PC POOL Q19131 66 4.00 6/1/2043 68
FED HM LN PC POOL Q19134 49 4.00 6/1/2043 51
FED HM LN PC POOL Q19135 58 4.00 6/1/2043 60
FED HM LN PC POOL Q19236 54 4.00 6/1/2043 55
FED HM LN PC POOL Q19254 57 4.00 6/1/2043 59
FED HM LN PC POOL Q19313 826 3.00 6/1/2043 807
FED HM LN PC POOL Q19580 2,173 3.00 6/1/2043 2,122
FED HM LN PC POOL Q19611 468 4.00 7/1/2043 480
FED HM LN PC POOL Q19615 455 4.00 7/1/2043 467
FED HM LN PC POOL Q20121 453 4.00 7/1/2043 465
FED HM LN PC POOL Q27927 3,305 3.50 8/1/2044 3,300
FED HM LN PC POOL Q28711 6,386 3.50 9/1/2044 6,376
FED HM LN PC POOL Q29920 279 4.50 11/1/2044 293
FED HM LN PC POOL Q31000 47,007 3.50 1/1/2045 46,930
FED HM LN PC POOL Q31194 2,662 3.50 2/1/2045 2,658
FED HM LN PC POOL Q31213 4,383 3.50 2/1/2045 4,376
FED HM LN PC POOL Q31214 3,648 3.50 2/1/2045 3,642
FED HM LN PC POOL Q31215 2,779 3.50 2/1/2045 2,775
FED HM LN PC POOL Q31587 928 3.50 2/1/2045 926
FED HM LN PC POOL Q31816 1,913 3.50 2/1/2045 1,909
FED HM LN PC POOL Q31927 685 3.50 2/1/2045 684
FED HM LN PC POOL Q32015 935 3.50 2/1/2045 934
FED HM LN PC POOL Q32839 2,081 3.50 4/1/2045 2,077
FED HM LN PC POOL Q35225 3,540 3.50 8/1/2045 3,533
FED HM LN PC POOL Q35370 10,587 3.50 8/1/2045 10,566
FED HM LN PC POOL Q35497 6,613 3.50 8/1/2045 6,601
FED HM LN PC POOL Q35520 11,993 3.50 8/1/2045 11,970
FED HM LN PC POOL Q36814 1,590 4.00 10/1/2045 1,627
FED HM LN PC POOL Q36881 1,399 4.00 10/1/2045 1,431
FED HM LN PC POOL Q38892 349 4.00 2/1/2046 357
FED HM LN PC POOL Q39385 12,101 3.50 3/1/2046 12,067
FED HM LN PC POOL Q39487 4,001 4.00 3/1/2046 4,084
FED HM LN PC POOL Q39829 15,684 3.50 4/1/2046 15,641
FED HM LN PC POOL Q39860 2,945 3.50 4/1/2046 2,936
FED HM LN PC POOL Q40015 3,961 4.00 4/1/2046 4,044
FED HM LN PC POOL Q40047 41,951 3.50 4/1/2046 41,833
FED HM LN PC POOL Q40356 592 4.00 5/1/2046 604
FED HM LN PC POOL Q41024 1,749 3.00 6/1/2046 1,695
FED HM LN PC POOL Q41087 2,562 4.00 6/1/2046 2,615
FED HM LN PC POOL Q41639 2,212 3.50 7/1/2046 2,206
FED HM LN PC POOL Q41771 1,251 3.00 6/1/2046 1,212
FED HM LN PC POOL Q41945 163 4.50 7/1/2046 170
FED HM LN PC POOL Q42115 1,250 3.50 6/1/2046 1,247
FED HM LN PC POOL Q42805 1,630 4.00 9/1/2046 1,664
FED HM LN PC POOL Q43408 5,799 4.00 10/1/2046 5,920
FED HM LN PC POOL Q44027 2,741 3.00 9/1/2046 2,656
FED HM LN PC POOL Q44454 86,945 3.00 11/1/2046 84,252
FED HM LN PC POOL Q44796 4,366 4.00 12/1/2046 4,458
FED HM LN PC POOL Q45049 11,186 3.00 12/1/2046 10,840
FED HM LN PC POOL Q45070 12,546 3.50 12/1/2046 12,510
FED HM LN PC POOL Q45236 5,116 4.00 12/1/2044 5,245
FED HM LN PC POOL Q46017 3,313 3.50 2/1/2047 3,304
FED HM LN PC POOL Q46691 131 4.50 2/1/2047 136
FED HM LN PC POOL Q46695 9,311 4.00 3/1/2047 9,497
FED HM LN PC POOL Q46801 3,766 4.00 3/1/2047 3,842
FED HM LN PC POOL Q46959 1,370 4.00 3/1/2047 1,397
FED HM LN PC POOL Q47146 4,625 4.00 4/1/2047 4,718
FED HM LN PC POOL Q47460 5,103 4.00 4/1/2047 5,205
FED HM LN PC POOL Q47504 2,106 4.00 4/1/2047 2,148
FED HM LN PC POOL Q47619 19,875 4.00 4/1/2047 20,272
FED HM LN PC POOL Q47835 852 4.50 5/1/2047 887
FED HM LN PC POOL Q48584 1,023 3.50 6/1/2047 1,018
FED HM LN PC POOL Q48660 573 4.50 5/1/2047 597
FED HM LN PC POOL Q48739 7,033 3.50 6/1/2047 7,000
FED HM LN PC POOL Q48900 3,419 3.50 6/1/2047 3,403
FED HM LN PC POOL Q50219 2,253 4.00 8/1/2047 2,298
FED HM LN PC POOL Q50553 7,552 3.50 9/1/2047 7,516
FED HM LN PC POOL Q51054 1,045 4.00 9/1/2047 1,066
FED HM LN PC POOL Q55429 496 4.00 4/1/2048 506
FED HM LN PC POOL Q55634 21,186 4.50 4/1/2048 22,077
FED HM LN PC POOL Q55997 2,587 4.00 5/1/2048 2,639
FED HM LN PC POOL T62208 1,784 4.00 1/1/2048 1,816
FED HM LN PC POOL U90245 494 3.50 10/1/2042 495
FED HM LN PC POOL U90316 164 4.00 10/1/2042 168
FED HM LN PC POOL U91254 583 4.00 4/1/2043 598
FED HM LN PC POOL U92272 206 4.50 12/1/2043 216
FED HM LN PC POOL U95137 320 4.00 8/1/2043 329
FED HM LN PC POOL U99045 2,140 3.50 3/1/2043 2,143
FED HM LN PC POOL U99076 1,670 4.50 12/1/2043 1,751
FED HM LN PC POOL U99084 1,403 4.50 2/1/2044 1,472
FED HM LN PC POOL U99091 405 4.50 3/1/2044 425
FED HM LN PC POOL U99114 204 3.50 2/1/2044 205
FED HM LN PC POOL V81087 5,664 4.00 2/1/2041 5,823
FED HM LN PC POOL V82290 27,021 4.00 4/1/2046 27,585
FED HM LN PC POOL V82769 4,325 4.00 11/1/2046 4,416
FED HM LN PC POOL V82781 4,770 3.00 12/1/2046 4,622
FED HM LN PC POOL V83092 2,310 3.50 3/1/2047 2,300
FED HM LN PC POOL V83156 4,173 4.50 4/1/2047 4,348
FED HM LN PC POOL V83373 5,558 3.50 1/1/2044 5,572
FED HM LN PC POOL V83402 6,608 3.50 1/1/2043 6,628
FED HM LN PC POOL V83704 11,246 3.50 1/1/2045 11,280
FED HM LN PC POOL V83709 4,204 3.50 1/1/2043 4,220
FED HM LN PC POOL V84194 7,029 3.50 4/1/2048 6,996
FED REPUBLIC OF BRAZIL 8,700 2.63 1/5/2023 7,906
FED REPUBLIC OF BRAZIL 5,300 4.25 1/7/2025 4,995
FED REPUBLIC OF BRAZIL 1,690 5.63 1/7/2041 1,475
FED REPUBLIC OF BRAZIL 1,010 5.00 1/27/2045 797
FED REPUBLIC OF BRAZIL 5,000 5.63 2/21/2047 4,256
FEDERAL FARM CREDIT BANK 10,000 2.21 7/19/2018 10,000
FEDERAL FARM CREDIT BANK 10,000 2.22 8/8/2018 10,000
FEDERAL FARM CREDIT BANK 15,000 2.31 9/17/2018 15,000
FEDERAL FARM CREDIT BANK 15,000 2.10 10/3/2018 15,000
FEDERAL FARM CREDIT BANK 15,000 2.06 3/13/2019 14,998
FEDERAL FARM CREDIT BANK 21,500 2.22 3/15/2019 21,500
FEDERAL FARM CREDIT BANK 15,000 2.06 4/12/2019 14,999
FEDERAL FARM CREDIT BANK 15,000 2.28 5/16/2019 15,024
FEDERAL FARM CREDIT BANK 15,000 1.95 6/12/2019 14,999
FEDERAL FARM CREDIT BANK 25,000 2.00 6/20/2019 24,999
FEDERAL FARM CREDIT BANK 15,000 2.01 7/3/2019 14,998
FEDERAL FARM CREDIT BANK 15,000 1.96 7/12/2019 14,998
FEDERAL FARM CREDIT BANK 25,000 2.00 8/16/2019 25,000
FEDERAL FARM CREDIT BANK 10,000 2.18 10/24/2019 10,008
FEDERAL FARM CREDIT BANK 10,000 2.22 2/3/2020 10,000
FEDERAL FARM CREDIT BANK 15,000 2.00 3/12/2020 15,000
FEDERAL FARM CREDIT BANK 30,000 3.50 12/20/2023 30,891
FEDERAL HOME LOAN BANK 15,000 1.96 8/20/2018 15,000
FEDERAL HOME LOAN BANK 10,000 1.94 10/12/2018 10,000
FEDERAL HOME LOAN BANK 25,000 1.96 1/11/2019 25,000
FEDERAL HOME LOAN BANK 25,000 2.06 1/23/2019 25,001
FEDERAL HOME LOAN BANK 50,000 1.00 9/26/2019 49,120
FEDERAL HOME LOAN BANK 10,000 2.00 12/13/2019 10,000
FEDERAL HOME LOAN BANK 15,000 2.00 1/30/2020 15,000
FEDERAL HOME LOAN BANK 520 2.13 2/11/2020 516
FEDERAL HOME LOAN BANK 45,000 2.38 3/30/2020 44,865
FEDERAL HOME LOAN BANK 15,000 2.05 4/17/2020 15,000
FEDERAL HOME LOAN BANK 37,000 1.38 9/28/2020 36,002
FEDEX CORP 1,629 8.00 1/15/2019 1,674
FEDEX CORP 5,000 3.90 2/1/2035 4,671
FEDEX CORP 10,000 4.10 2/1/2045 9,115
FEDEX CORP 5,000 4.55 4/1/2046 4,837
FELCOR LODGING LP 100 6.00 6/1/2025 103
FERRELLGAS LP/FERRELLGAS 725 6.50 5/1/2021 666
FERRO CORP 412 0.00 2/14/2024 410
FERRO CORP 421 0.00 2/14/2024 419
FERRO CORP 1,496 0.00 2/14/2024 1,490
FHLMC MULTIFAMILY STRUCTURED P 2,076 1.75 7/25/2021 83
FHLMC MULTIFAMILY STRUCTURED P 856 1.67 10/25/2021 34
FHLMC MULTIFAMILY STRUCTURED P 6,000 2.79 1/25/2022 5,940
FHLMC MULTIFAMILY STRUCTURED P 2,000 2.40 6/25/2022 1,950
FHLMC MULTIFAMILY STRUCTURED P 5,000 2.68 10/25/2022 4,917
FHLMC MULTIFAMILY STRUCTURED P 2,068 2.22 4/25/2023 2,018
FHLMC MULTIFAMILY STRUCTURED P 26,229 0.84 1/25/2024 902
FHLMC MULTIFAMILY STRUCTURED P 3,500 3.14 10/25/2024 3,480
FHLMC MULTIFAMILY STRUCTURED P 3,805 2.67 12/25/2024 3,683
FHLMC MULTIFAMILY STRUCTURED P 7,000 3.06 12/25/2024 6,932
FHLMC MULTIFAMILY STRUCTURED P 2,000 3.02 1/25/2025 1,975
FHLMC MULTIFAMILY STRUCTURED P 1,500 3.21 3/25/2025 1,497
FHLMC MULTIFAMILY STRUCTURED P 5,000 3.28 6/25/2025 5,005
FHLMC MULTIFAMILY STRUCTURED P 3,500 3.33 8/25/2025 3,515
FHLMC MULTIFAMILY STRUCTURED P 7,000 2.75 1/25/2026 6,747
FHLMC MULTIFAMILY STRUCTURED P 2,780 2.67 3/25/2026 2,664
FHLMC MULTIFAMILY STRUCTURED P 5,000 2.65 8/25/2026 4,751
FHLMC MULTIFAMILY STRUCTURED P 2,000 3.24 8/25/2027 1,968
FHLMC MULTIFAMILY STRUCTURED P 5,000 3.19 9/25/2027 4,893
FHLMC MULTIFAMILY STRUCTURED P 4,500 3.44 12/25/2027 4,491
FHLMC MULTIFAMILY STRUCTURED P 6,000 3.35 1/25/2028 5,941
FHLMC MULTIFAMILY STRUCTURED P 2,000 3.60 1/25/2028 2,020
FHLMC MULTIFAMILY STRUCTURED P 895 3.51 4/25/2030 892
FHLMC MULTIFAMILY STRUCTURED P 1,470 3.12 10/25/2031 1,408
FHLMC MULTIFAMILY STRUCTURED P 700 3.42 4/25/2032 691
FHLMC MULTIFAMILY STRUCTURED P 3,600 3.75 11/25/2032 3,662
FHLMC TBA 15 YR 2.5 5,000 2.50 7/17/2033 4,855
FHLMC TBA 15 YR 3 9,200 3.00 7/17/2033 9,134
FHLMC TBA 30 YR 3 3,900 3.00 7/12/2048 3,774
FHLMC TBA 30 YR 3.5 61,650 3.50 7/12/2048 61,315
FHLMC TBA 30 YR 4 19,737 4.00 7/12/2048 20,116
FHLMC TBA 30 YR 4 49,100 4.00 8/13/2048 49,975
FHLMC TBA 30 YR 4.5 7,000 4.50 7/12/2048 7,284
FIAT CHRYSLER AUTOMOBILE 1,000 4.50 4/15/2020 1,001
FIAT CHRYSLER AUTOMOBILE 1,455 5.25 4/15/2023 1,461
FIAT CHRYSLER FINANCE EU 166 4.75 7/15/2022 214
FIBRIA OVERSEAS FINANCE 2,000 4.00 1/14/2025 1,846
FIBRIA OVERSEAS FINANCE 3,000 5.50 1/17/2027 2,979
FICO STRIP PRIN 1,450 0.00 11/2/2018 1,439
FIDELITY + GUARANTY LIFE 6,675 5.50 5/1/2025 6,520
FIDELITY NATIONAL INFORM 3,000 4.25 5/15/2028 2,994
FIFTH THIRD BANCORP 5,000 2.88 7/27/2020 4,970
FIFTH THIRD BANCORP 5,000 3.50 3/15/2022 5,008
FIFTH THIRD BANCORP 5,000 4.30 1/16/2024 5,073
FILTRATION GROUP CORP 36 0.00 3/29/2025 36
FIRST ABU DHABI BANK PJS 2,220 2.25 2/11/2020 2,181
FIRST DATA CORP 1,337 0.00 7/8/2022 1,330
FIRST DATA CORP 4,238 0.00 4/26/2024 4,210
FIRST DATA CORPORATION 2,175 5.38 8/15/2023 2,191
FIRST DATA CORPORATION 1,173 7.00 12/1/2023 1,221
FIRST DATA CORPORATION 6,171 5.00 1/15/2024 6,117
FIRST DATA CORPORATION 3,349 5.75 1/15/2024 3,353
FIRST QUANTUM MINERALS L 989 7.00 2/15/2021 1,000
FIRST QUANTUM MINERALS L 600 7.25 4/1/2023 600
FIRST QUANTUM MINERALS L 400 7.50 4/1/2025 395
FIRST QUANTUM MINERALS L 404 6.88 3/1/2026 387
FIRSTENERGY CORP 1,780 4.25 3/15/2023 1,810
FIRSTENERGY CORP 4,090 3.90 7/15/2027 3,972
FIRSTENERGY CORP 7,265 7.38 11/15/2031 9,420
FIRSTENERGY CORP 2,000 4.85 7/15/2047 2,048
FISERV INC 5,000 2.70 6/1/2020 4,951
FISERV INC 3,000 3.85 6/1/2025 2,987
FIVE POINT OP CO LP/FIVE 228 7.88 11/15/2025 232
FLAGSTAR MORTGAGE TRUST 4,507 4.14 10/25/2047 4,502
FLAGSTAR MORTGAGE TRUST 4,311 3.50 3/25/2048 4,235
FLAGSTAR MORTGAGE TRUST 4,537 3.50 4/25/2048 4,457
FLEX ACQUISITION CO INC 4,070 0.00 12/29/2023 4,049
FLEX ACQUISITION CO INC 250 6.88 1/15/2025 241
FLEX ACQUISITION CO INC 454 7.88 7/15/2026 452
FLEX LTD 2,000 4.75 6/15/2025 2,029
FLEXENTIAL INTERMEDIATE CORP 105 0.00 8/1/2025 104
FLEXI VAN LEASNG 237 10.00 2/15/2023 224
FLORIDA POWER + LIGHT CO 5,000 4.13 2/1/2042 5,048
FLORIDA POWER + LIGHT CO 5,000 4.05 6/1/2042 4,983
FLUOR CORP 4,000 3.38 9/15/2021 4,000
FLY LEASING LTD 450 6.38 10/15/2021 465
FLYNN RESTAURANT GROUP 1,181 0.00 6/27/2025 1,178
FLYNN RESTAURANT GROUP 532 0.00 6/29/2026 527
FMG RESOURCES AUG 2006 236 4.75 5/15/2022 228
FNMA POOL 190352 6,608 5.50 8/1/2034 7,169
FNMA POOL 254377 676 6.00 7/1/2032 734
FNMA POOL 254981 1,676 6.00 11/1/2033 1,824
FNMA POOL 257597 6 5.00 2/1/2024 6
FNMA POOL 357957 2,513 5.50 9/1/2035 2,710
FNMA POOL 555415 3,273 6.00 4/1/2033 3,563
FNMA POOL 676740 1,416 6.00 1/1/2033 1,539
FNMA POOL 725162 2,231 6.00 2/1/2034 2,429
FNMA POOL 730533 2,529 5.00 8/1/2033 2,705
FNMA POOL 730781 1,475 5.50 8/1/2033 1,595
FNMA POOL 745334 5,658 6.00 6/1/2035 6,151
FNMA POOL 759332 1,911 5.50 1/1/2034 2,067
FNMA POOL 772644 2,575 5.50 3/1/2034 2,793
FNMA POOL 807959 1,241 5.50 1/1/2035 1,346
FNMA POOL 831539 272 6.00 6/1/2036 297
FNMA POOL 838927 7,228 6.00 8/1/2035 7,888
FNMA POOL 852523 89 5.50 2/1/2036 95
FNMA POOL 888673 6,235 6.00 4/1/2035 6,778
FNMA POOL 889117 99 5.00 10/1/2035 106
FNMA POOL 889442 6,018 5.50 4/1/2038 6,582
FNMA POOL 890604 1,529 4.50 10/1/2044 1,606
FNMA POOL 890784 9,074 3.00 7/1/2032 9,027
FNMA POOL 915154 307 5.00 4/1/2037 329
FNMA POOL 930473 6,006 4.50 1/1/2039 6,310
FNMA POOL 930923 13,129 4.50 4/1/2039 13,797
FNMA POOL 931996 13,157 5.00 9/1/2039 14,096
FNMA POOL 984075 45 4.50 6/1/2023 46
FNMA POOL 992262 8 5.00 1/1/2039 9
FNMA POOL 995072 153 5.50 8/1/2038 167
FNMA POOL 995752 7,326 4.50 5/1/2039 7,698
FNMA POOL AA1078 8,405 4.50 1/1/2035 8,806
FNMA POOL AA6016 8,784 4.50 5/1/2039 9,231
FNMA POOL AA9342 21,382 4.50 8/1/2039 22,469
FNMA POOL AA9347 1,696 5.00 8/1/2039 1,817
FNMA POOL AB0133 479 5.00 1/1/2039 513
FNMA POOL AB0731 4,060 4.00 6/1/2039 4,182
FNMA POOL AB1228 36 5.00 7/1/2040 38
FNMA POOL AB2077 22,145 4.00 1/1/2041 22,770
FNMA POOL AB2457 13,756 4.00 3/1/2041 14,145
FNMA POOL AB3116 12,924 5.00 6/1/2041 13,765
FNMA POOL AB3271 20,648 4.50 7/1/2041 21,685
FNMA POOL AB6504 5,954 3.00 10/1/2042 5,820
FNMA POOL AB7364 3,549 3.00 12/1/2042 3,469
FNMA POOL AB7848 1,033 3.00 2/1/2043 1,009
FNMA POOL AB7928 8,594 3.00 2/1/2043 8,401
FNMA POOL AB9587 2,884 4.00 6/1/2043 2,960
FNMA POOL AB9594 51 4.00 6/1/2043 52
FNMA POOL AB9597 51 4.00 6/1/2043 52
FNMA POOL AB9623 5,517 3.50 6/1/2033 5,566
FNMA POOL AB9683 470 4.00 6/1/2043 483
FNMA POOL AC8517 34 5.00 12/1/2039 36
FNMA POOL AD0218 2,436 6.00 9/1/2036 2,649
FNMA POOL AD0493 5,914 4.50 2/1/2039 6,194
FNMA POOL AD0716 7,201 6.50 12/1/2030 7,945
FNMA POOL AD6510 34 5.00 5/1/2040 36
FNMA POOL AE0082 1,549 5.00 5/1/2040 1,660
FNMA POOL AE0091 15,661 5.50 1/1/2038 16,935
FNMA POOL AE0758 388 7.00 2/1/2039 440
FNMA POOL AE2566 1,672 4.00 9/1/2040 1,719
FNMA POOL AE3007 9,230 5.00 9/1/2040 9,854
FNMA POOL AE5738 2,811 3.76 3/1/2041 2,898
FNMA POOL AE6057 2,848 4.00 10/1/2040 2,928
FNMA POOL AH0924 2,554 4.00 12/1/2040 2,626
FNMA POOL AH2739 122 5.00 1/1/2041 130
FNMA POOL AH3431 1,822 3.50 1/1/2026 1,848
FNMA POOL AH5139 31 5.00 2/1/2041 33
FNMA POOL AH6782 29,132 4.00 3/1/2041 29,955
FNMA POOL AH7030 833 4.50 3/1/2041 875
FNMA POOL AH8382 6 4.50 3/1/2041 6
FNMA POOL AH9719 5,087 4.50 4/1/2041 5,343
FNMA POOL AI0511 125 5.00 4/1/2041 134
FNMA POOL AI1863 231 5.00 5/1/2041 246
FNMA POOL AI1892 1,224 5.00 5/1/2041 1,303
FNMA POOL AI2433 431 5.00 5/1/2041 459
FNMA POOL AI2443 196 5.00 5/1/2041 209
FNMA POOL AI2462 243 5.00 5/1/2041 258
FNMA POOL AI2469 7,435 5.00 5/1/2041 7,918
FNMA POOL AI2636 1,981 5.00 6/1/2041 2,110
FNMA POOL AI3278 998 4.00 5/1/2042 1,026
FNMA POOL AI4261 248 5.00 6/1/2041 264
FNMA POOL AI4594 3,653 5.00 7/1/2041 3,891
FNMA POOL AI7748 2,436 5.00 8/1/2041 2,595
FNMA POOL AJ2600 501 4.00 5/1/2042 515
FNMA POOL AJ2601 492 4.00 5/1/2042 506
FNMA POOL AJ2613 827 4.00 5/1/2042 850
FNMA POOL AJ2615 326 4.00 5/1/2042 335
FNMA POOL AJ2620 873 4.00 6/1/2042 898
FNMA POOL AJ2636 1,149 3.50 6/1/2042 1,153
FNMA POOL AJ2650 398 3.50 7/1/2042 400
FNMA POOL AJ3120 2,574 4.50 10/1/2041 2,703
FNMA POOL AJ4190 10,053 4.00 12/1/2041 10,337
FNMA POOL AK4615 1,092 4.00 6/1/2042 1,123
FNMA POOL AK4652 1,114 3.50 9/1/2042 1,118
FNMA POOL AK5267 412 3.00 7/1/2027 413
FNMA POOL AK7733 674 4.00 5/1/2042 693
FNMA POOL AK8441 159 4.00 4/1/2042 163
FNMA POOL AL0069 401 5.00 11/1/2040 430
FNMA POOL AL0070 19 5.00 7/1/2039 20
FNMA POOL AL0215 4,204 4.50 4/1/2041 4,420
FNMA POOL AL0476 964 5.00 11/1/2040 1,029
FNMA POOL AL0484 519 5.50 5/1/2040 559
FNMA POOL AL1950 2,836 4.00 6/1/2042 2,916
FNMA POOL AL3508 179 4.00 4/1/2043 183
FNMA POOL AL4324 1,891 6.50 5/1/2040 2,082
FNMA POOL AL4471 3,753 4.00 9/1/2043 3,858
FNMA POOL AL4741 122 4.50 1/1/2044 128
FNMA POOL AL5082 35 4.50 3/1/2044 36
FNMA POOL AL5376 2,122 4.00 5/1/2044 2,178
FNMA POOL AL5540 282 4.50 7/1/2044 296
FNMA POOL AL5763 3,446 4.50 1/1/2027 3,559
FNMA POOL AL6308 472 5.00 8/1/2038 505
FNMA POOL AL6399 28,513 3.50 2/1/2045 28,483
FNMA POOL AL6404 200 4.50 1/1/2045 210
FNMA POOL AL6526 6,404 3.50 3/1/2035 6,463
FNMA POOL AL6620 9,197 4.50 8/1/2042 9,669
FNMA POOL AL7046 3,354 3.50 6/1/2045 3,350
FNMA POOL AL7274 5,238 4.00 8/1/2045 5,360
FNMA POOL AL7828 25,670 4.50 11/1/2044 26,961
FNMA POOL AL8176 14,809 3.50 8/1/2030 15,013
FNMA POOL AL9470 54,051 4.00 7/1/2046 55,306
FNMA POOL AL9487 25,514 3.50 12/1/2046 25,455
FNMA POOL AL9500 90,337 3.00 8/1/2043 88,284
FNMA POOL AL9629 8,435 3.50 9/1/2036 8,517
FNMA POOL AL9632 49,392 3.00 11/1/2046 48,269
FNMA POOL AL9829 23,070 3.50 2/1/2047 23,018
FNMA POOL AL9883 35,313 3.00 4/1/2043 34,518
FNMA POOL AL9884 87,257 3.00 6/1/2043 85,274
FNMA POOL AL9885 68,560 3.50 6/1/2043 68,806
FNMA POOL AL9886 75,765 3.50 7/1/2043 76,037
FNMA POOL AL9887 93,458 3.50 7/1/2043 93,793
FNMA POOL AL9888 52,130 4.50 6/1/2045 54,752
FNMA POOL AM8674 220 2.81 4/1/2025 215
FNMA POOL AO0586 855 3.00 1/1/2028 857
FNMA POOL AO2315 1,327 3.00 12/1/2042 1,297
FNMA POOL AO2342 771 4.00 5/1/2042 792
FNMA POOL AO2348 751 4.00 6/1/2042 772
FNMA POOL AO2353 1,003 4.00 5/1/2042 1,031
FNMA POOL AO2489 735 3.50 5/1/2042 738
FNMA POOL AO2711 99 4.00 5/1/2042 101
FNMA POOL AO4170 59 4.00 6/1/2042 60
FNMA POOL AO4472 915 4.00 5/1/2042 940
FNMA POOL AO4479 410 4.00 5/1/2042 422
FNMA POOL AO5234 4,740 3.50 7/1/2042 4,757
FNMA POOL AO5239 1,212 4.00 6/1/2042 1,246
FNMA POOL AO5380 687 4.00 6/1/2042 706
FNMA POOL AO5381 669 4.00 6/1/2042 687
FNMA POOL AO5685 429 4.00 7/1/2042 441
FNMA POOL AO5709 957 4.00 6/1/2042 983
FNMA POOL AO5711 1,349 4.00 6/1/2042 1,387
FNMA POOL AO5724 333 4.00 7/1/2042 342
FNMA POOL AO6086 47 4.00 6/1/2042 48
FNMA POOL AO6227 620 3.00 9/1/2027 621
FNMA POOL AO6730 7,171 3.50 6/1/2042 7,197
FNMA POOL AO6908 55 4.00 6/1/2042 56
FNMA POOL AO7314 1,098 4.00 7/1/2042 1,129
FNMA POOL AO7328 1,209 3.50 8/1/2042 1,213
FNMA POOL AO7337 1,037 3.50 8/1/2042 1,041
FNMA POOL AO7340 1,034 3.50 8/1/2042 1,037
FNMA POOL AO7358 638 3.50 9/1/2042 640
FNMA POOL AO7370 1,473 3.50 9/1/2042 1,478
FNMA POOL AO7392 615 3.50 10/1/2042 617
FNMA POOL AO7501 57 4.00 6/1/2042 58
FNMA POOL AO7709 702 3.50 6/1/2042 704
FNMA POOL AO7710 637 4.00 6/1/2042 654
FNMA POOL AO7711 435 4.00 6/1/2042 447
FNMA POOL AO8388 1,702 3.50 7/1/2042 1,708
FNMA POOL AO8392 1,513 4.00 7/1/2042 1,556
FNMA POOL AO8951 1,051 3.50 7/1/2042 1,054
FNMA POOL AO9073 732 4.00 7/1/2042 753
FNMA POOL AO9240 911 3.50 8/1/2042 914
FNMA POOL AO9315 653 3.50 7/1/2042 655
FNMA POOL AO9694 560 4.00 7/1/2042 576
FNMA POOL AO9859 45 4.00 7/1/2042 46
FNMA POOL AO9908 357 3.00 8/1/2027 358
FNMA POOL AO9915 1,323 3.50 9/1/2042 1,328
FNMA POOL AP0300 784 4.00 7/1/2042 806
FNMA POOL AP0692 74 4.00 7/1/2042 76
FNMA POOL AP1118 828 3.50 7/1/2042 831
FNMA POOL AP1190 614 3.50 8/1/2042 616
FNMA POOL AP1468 314 3.50 7/1/2042 315
FNMA POOL AP1879 640 3.50 7/1/2042 642
FNMA POOL AP1919 121 4.50 7/1/2042 127
FNMA POOL AP2191 1,460 3.50 9/1/2042 1,465
FNMA POOL AP2373 691 4.00 8/1/2042 711
FNMA POOL AP2530 76 4.00 8/1/2042 78
FNMA POOL AP2738 3,247 3.50 10/1/2042 3,258
FNMA POOL AP2958 74 4.00 8/1/2042 76
FNMA POOL AP3007 719 3.50 8/1/2042 722
FNMA POOL AP3589 1,854 3.50 8/1/2042 1,861
FNMA POOL AP4339 1,161 3.50 8/1/2042 1,165
FNMA POOL AP4356 4,579 3.50 8/1/2042 4,595
FNMA POOL AP4364 1,890 3.50 9/1/2042 1,897
FNMA POOL AP4374 496 3.50 9/1/2042 498
FNMA POOL AP4379 1,016 3.50 9/1/2042 1,019
FNMA POOL AP4485 623 3.50 9/1/2042 625
FNMA POOL AP4532 77 4.00 9/1/2042 79
FNMA POOL AP4903 103 4.00 9/1/2042 106
FNMA POOL AP5392 581 3.50 9/1/2042 583
FNMA POOL AP5525 1,183 3.00 9/1/2042 1,157
FNMA POOL AP5752 967 3.00 8/1/2027 969
FNMA POOL AP5784 961 3.50 9/1/2042 965
FNMA POOL AP5858 816 3.00 1/1/2043 798
FNMA POOL AP5882 906 3.50 8/1/2042 909
FNMA POOL AP6193 187 3.00 8/1/2042 183
FNMA POOL AP6292 380 3.50 9/1/2042 381
FNMA POOL AP6406 666 3.50 9/1/2042 669
FNMA POOL AP6711 488 3.00 9/1/2027 489
FNMA POOL AP6760 781 3.50 9/1/2042 784
FNMA POOL AP7399 213 4.00 9/1/2042 218
FNMA POOL AP7645 404 3.00 11/1/2042 395
FNMA POOL AP8912 1,960 4.50 10/1/2042 2,058
FNMA POOL AP9067 666 3.50 9/1/2042 668
FNMA POOL AP9071 710 3.50 9/1/2042 712
FNMA POOL AP9229 85 4.00 10/1/2042 87
FNMA POOL AP9633 572 2.50 10/1/2042 542
FNMA POOL AP9862 45 4.00 10/1/2042 46
FNMA POOL AQ0100 60 4.00 10/1/2042 61
FNMA POOL AQ0110 604 3.00 10/1/2027 605
FNMA POOL AQ1068 1,421 3.00 12/1/2042 1,389
FNMA POOL AQ1079 1,355 3.00 12/1/2042 1,324
FNMA POOL AQ1250 485 3.00 12/1/2027 485
FNMA POOL AQ1273 763 3.00 1/1/2028 764
FNMA POOL AQ1641 66 4.00 10/1/2042 68
FNMA POOL AQ2186 2,471 3.00 11/1/2042 2,416
FNMA POOL AQ3524 1,049 3.00 1/1/2043 1,025
FNMA POOL AQ3599 75 4.00 11/1/2042 78
FNMA POOL AQ4078 217 4.00 6/1/2043 223
FNMA POOL AQ4080 202 4.00 6/1/2043 208
FNMA POOL AQ4555 430 4.00 12/1/2042 442
FNMA POOL AQ4573 92 4.00 12/1/2042 95
FNMA POOL AQ5137 30 4.00 11/1/2042 31
FNMA POOL AQ6332 485 3.00 11/1/2042 474
FNMA POOL AQ6547 1,256 3.00 12/1/2042 1,228
FNMA POOL AQ6744 125 4.00 11/1/2042 128
FNMA POOL AQ7003 179 4.00 12/1/2042 184
FNMA POOL AQ7048 50 4.00 12/1/2042 51
FNMA POOL AQ7082 227 4.00 1/1/2043 234
FNMA POOL AQ7110 991 3.00 12/1/2042 969
FNMA POOL AQ7661 36 4.00 12/1/2042 37
FNMA POOL AQ7990 799 3.00 12/1/2042 781
FNMA POOL AQ8060 830 3.00 2/1/2043 811
FNMA POOL AQ9344 16,606 3.00 1/1/2043 16,232
FNMA POOL AQ9817 626 3.00 12/1/2042 612
FNMA POOL AQ9856 1,868 3.00 1/1/2043 1,826
FNMA POOL AR0152 14,903 3.00 2/1/2043 14,567
FNMA POOL AR0348 1,381 3.00 7/1/2043 1,349
FNMA POOL AR0535 625 3.00 12/1/2042 611
FNMA POOL AR0539 490 3.00 12/1/2042 478
FNMA POOL AR1081 9,074 3.00 2/1/2043 8,870
FNMA POOL AR1220 3,220 3.00 1/1/2028 3,226
FNMA POOL AR1511 515 3.00 12/1/2042 503
FNMA POOL AR2126 1,105 3.00 1/1/2043 1,080
FNMA POOL AR2145 731 3.50 2/1/2043 733
FNMA POOL AR2651 1,006 3.00 2/1/2043 983
FNMA POOL AR3241 906 3.00 1/1/2043 885
FNMA POOL AR3906 612 3.00 2/1/2028 613
FNMA POOL AR5295 724 3.00 1/1/2043 707
FNMA POOL AR5792 1,040 3.00 3/1/2043 1,017
FNMA POOL AR5968 591 3.50 2/1/2043 594
FNMA POOL AR7092 482 2.50 4/1/2028 474
FNMA POOL AR7475 647 3.00 2/1/2028 648
FNMA POOL AR7668 1,420 3.00 2/1/2028 1,422
FNMA POOL AR7682 538 3.00 2/1/2028 539
FNMA POOL AR9305 467 3.00 3/1/2028 468
FNMA POOL AR9549 1,858 2.50 5/1/2028 1,827
FNMA POOL AS0021 15,175 3.00 7/1/2043 14,830
FNMA POOL AS0044 6,352 3.00 7/1/2043 6,207
FNMA POOL AS0070 309 4.00 8/1/2043 317
FNMA POOL AS0560 190 4.50 9/1/2043 200
FNMA POOL AS1231 5,041 4.00 12/1/2043 5,174
FNMA POOL AS1765 22,697 4.00 2/1/2044 23,296
FNMA POOL AS2244 223 4.50 4/1/2044 234
FNMA POOL AS2282 3,859 4.50 4/1/2044 4,053
FNMA POOL AS2502 22,220 4.00 5/1/2044 22,784
FNMA POOL AS2796 1,677 2.50 7/1/2029 1,640
FNMA POOL AS2929 4,694 3.50 7/1/2034 4,738
FNMA POOL AS3451 2,086 4.00 9/1/2044 2,138
FNMA POOL AS3532 12,244 3.00 2/1/2044 11,965
FNMA POOL AS3815 5,701 3.50 11/1/2034 5,754
FNMA POOL AS3818 7,246 3.50 11/1/2034 7,313
FNMA POOL AS4271 126 4.50 1/1/2045 133
FNMA POOL AS4347 540 4.00 1/1/2045 553
FNMA POOL AS4354 835 4.50 1/1/2045 877
FNMA POOL AS4427 715 4.50 2/1/2045 751
FNMA POOL AS4431 423 4.50 2/1/2045 444
FNMA POOL AS4658 9,575 2.50 3/1/2030 9,358
FNMA POOL AS5075 4,250 2.50 5/1/2030 4,153
FNMA POOL AS5141 3,036 3.50 6/1/2045 3,032
FNMA POOL AS5272 7,489 3.50 6/1/2045 7,479
FNMA POOL AS5385 3,243 4.00 7/1/2045 3,318
FNMA POOL AS5460 3,477 3.50 7/1/2045 3,472
FNMA POOL AS5863 10,193 3.50 9/1/2035 10,292
FNMA POOL AS6046 3,235 3.50 10/1/2035 3,266
FNMA POOL AS6302 7,351 3.50 12/1/2045 7,341
FNMA POOL AS6328 5,767 3.50 12/1/2045 5,760
FNMA POOL AS6340 873 3.50 12/1/2045 872
FNMA POOL AS6520 3,740 3.50 1/1/2046 3,735
FNMA POOL AS6541 792 3.50 1/1/2046 790
FNMA POOL AS6562 797 3.50 1/1/2046 796
FNMA POOL AS6675 4,017 4.00 2/1/2046 4,110
FNMA POOL AS7600 3,697 4.00 7/1/2046 3,775
FNMA POOL AS7736 30,244 3.00 8/1/2046 29,326
FNMA POOL AS7812 23,456 3.50 8/1/2046 23,402
FNMA POOL AS8064 7,421 2.50 10/1/2031 7,222
FNMA POOL AS8074 10,330 3.00 10/1/2046 10,017
FNMA POOL AS8551 28,891 3.00 12/1/2036 28,475
FNMA POOL AS8823 4,264 4.00 2/1/2047 4,354
FNMA POOL AS8847 2,185 3.00 2/1/2037 2,154
FNMA POOL AS8851 8,369 3.50 2/1/2037 8,447
FNMA POOL AS8852 1,736 3.50 2/1/2037 1,752
FNMA POOL AS8934 9,750 3.00 3/1/2047 9,454
FNMA POOL AS9363 7,950 3.00 4/1/2032 7,909
FNMA POOL AS9453 2,670 4.00 4/1/2047 2,723
FNMA POOL AS9586 19,123 4.00 5/1/2047 19,508
FNMA POOL AS9588 276 4.00 5/1/2047 282
FNMA POOL AS9615 1,769 4.50 5/1/2047 1,844
FNMA POOL AT0387 339 3.00 2/1/2028 340
FNMA POOL AT0432 3,712 3.00 3/1/2043 3,627
FNMA POOL AT0534 32 4.50 9/1/2043 34
FNMA POOL AT1770 2,752 3.00 4/1/2028 2,756
FNMA POOL AT1965 1,061 2.50 5/1/2028 1,043
FNMA POOL AT1976 632 2.50 5/1/2028 621
FNMA POOL AT2016 19,084 3.00 4/1/2043 18,650
FNMA POOL AT2573 1,932 2.50 5/1/2028 1,899
FNMA POOL AT2894 1,950 2.50 5/1/2028 1,918
FNMA POOL AT3154 2,570 3.00 4/1/2028 2,573
FNMA POOL AT3343 588 2.50 5/1/2028 578
FNMA POOL AT3356 604 2.50 6/1/2028 594
FNMA POOL AT3357 1,187 2.50 5/1/2028 1,167
FNMA POOL AT3870 57 4.00 6/1/2043 59
FNMA POOL AT3874 113 4.00 6/1/2043 116
FNMA POOL AT4253 5,938 3.00 6/1/2043 5,803
FNMA POOL AT4281 66 4.00 6/1/2043 68
FNMA POOL AT5905 2,035 3.50 6/1/2043 2,041
FNMA POOL AT5981 1,682 3.00 5/1/2043 1,644
FNMA POOL AT6546 66 4.00 6/1/2043 67
FNMA POOL AT6549 50 4.00 6/1/2043 51
FNMA POOL AT7208 60 4.00 6/1/2043 62
FNMA POOL AT7288 1,131 3.50 6/1/2043 1,134
FNMA POOL AT7299 1,581 3.50 6/1/2043 1,585
FNMA POOL AT7698 169 4.00 6/1/2043 174
FNMA POOL AT8339 5,182 3.00 7/1/2043 5,064
FNMA POOL AT8394 439 4.00 6/1/2043 451
FNMA POOL AT9627 65 4.00 7/1/2043 67
FNMA POOL AT9637 711 4.00 7/1/2043 730
FNMA POOL AT9653 598 4.00 7/1/2043 613
FNMA POOL AT9657 427 4.00 7/1/2043 438
FNMA POOL AT9839 57 4.00 6/1/2043 59
FNMA POOL AU0521 2,580 2.50 8/1/2028 2,536
FNMA POOL AU1264 3,127 3.00 7/1/2043 3,056
FNMA POOL AU1690 7,539 4.00 8/1/2043 7,738
FNMA POOL AU1783 2,700 2.50 8/1/2028 2,654
FNMA POOL AU2210 2,313 3.00 8/1/2043 2,260
FNMA POOL AU2693 12,218 3.00 7/1/2043 11,940
FNMA POOL AU3707 7,566 3.50 8/1/2043 7,588
FNMA POOL AU3811 4,531 3.00 8/1/2043 4,428
FNMA POOL AU3951 4,726 3.00 8/1/2043 4,619
FNMA POOL AU4230 10,884 4.00 9/1/2043 11,171
FNMA POOL AU4910 3,072 3.00 8/1/2043 3,002
FNMA POOL AU5275 5,062 3.00 5/1/2043 4,947
FNMA POOL AU5425 2,310 3.00 8/1/2043 2,258
FNMA POOL AU6423 117 4.50 10/1/2043 123
FNMA POOL AU6685 2,428 3.50 9/1/2028 2,463
FNMA POOL AU6704 10,994 4.00 10/1/2043 11,284
FNMA POOL AU7865 4,647 3.00 9/1/2043 4,542
FNMA POOL AU8619 161 4.50 10/1/2043 169
FNMA POOL AU9537 97 4.50 10/1/2043 102
FNMA POOL AV0663 110 4.50 12/1/2043 116
FNMA POOL AV1419 2,862 4.00 11/1/2043 2,937
FNMA POOL AV3560 64 4.50 11/1/2043 68
FNMA POOL AV5979 2,033 4.00 12/1/2043 2,086
FNMA POOL AV6366 8 4.50 1/1/2044 8
FNMA POOL AV6910 77 4.50 6/1/2044 81
FNMA POOL AV7116 70 4.50 3/1/2044 74
FNMA POOL AV8895 1,257 3.50 2/1/2045 1,255
FNMA POOL AW0690 2,050 4.00 5/1/2044 2,102
FNMA POOL AW7041 66 4.00 6/1/2044 68
FNMA POOL AW8124 3,478 3.50 2/1/2045 3,474
FNMA POOL AW9527 886 3.50 3/1/2045 885
FNMA POOL AX0147 54 4.50 9/1/2044 57
FNMA POOL AX1131 1,784 3.50 1/1/2045 1,782
FNMA POOL AX3140 156 4.50 10/1/2044 164
FNMA POOL AX4300 2,253 2.50 1/1/2030 2,203
FNMA POOL AX4317 2,084 3.50 2/1/2045 2,082
FNMA POOL AX5209 7,185 4.00 10/1/2044 7,367
FNMA POOL AX5892 652 3.50 12/1/2044 651
FNMA POOL AX5903 1,114 3.50 1/1/2045 1,113
FNMA POOL AX6784 1,044 3.50 3/1/2045 1,043
FNMA POOL AX7364 1,901 3.50 12/1/2044 1,899
FNMA POOL AX7398 945 3.50 2/1/2045 944
FNMA POOL AX7598 5,937 3.00 1/1/2030 5,936
FNMA POOL AX7814 5,501 3.50 6/1/2045 5,494
FNMA POOL AX7824 9,967 3.50 7/1/2045 9,954
FNMA POOL AX7915 664 3.50 1/1/2045 663
FNMA POOL AX7941 2,540 3.50 2/1/2045 2,537
FNMA POOL AX8751 1,359 4.00 2/1/2045 1,393
FNMA POOL AX8786 910 4.00 2/1/2045 933
FNMA POOL AX9545 1,048 3.50 2/1/2030 1,062
FNMA POOL AX9627 1,115 3.50 3/1/2045 1,114
FNMA POOL AX9628 2,378 3.50 3/1/2045 2,375
FNMA POOL AX9674 1,912 3.50 6/1/2045 1,909
FNMA POOL AX9824 1,008 4.00 3/1/2045 1,031
FNMA POOL AX9900 1,247 3.50 4/1/2030 1,264
FNMA POOL AY0217 845 3.50 2/1/2045 844
FNMA POOL AY0766 3,647 3.50 3/1/2045 3,643
FNMA POOL AY1131 3,909 3.50 4/1/2045 3,904
FNMA POOL AY1201 991 3.50 1/1/2045 990
FNMA POOL AY1219 1,314 3.50 1/1/2045 1,312
FNMA POOL AY2059 923 3.50 1/1/2045 922
FNMA POOL AY2242 1,448 3.50 4/1/2045 1,446
FNMA POOL AY2392 1,528 3.50 1/1/2045 1,526
FNMA POOL AY2535 1,156 3.50 1/1/2045 1,155
FNMA POOL AY2537 1,650 3.50 1/1/2045 1,648
FNMA POOL AY2932 1,661 3.50 4/1/2045 1,659
FNMA POOL AY2982 3,964 3.50 6/1/2045 3,958
FNMA POOL AY2990 3,745 3.50 6/1/2045 3,740
FNMA POOL AY3709 1,528 3.50 2/1/2045 1,526
FNMA POOL AY3722 842 3.50 2/1/2045 841
FNMA POOL AY4223 1,071 3.50 5/1/2030 1,086
FNMA POOL AY4501 3,608 3.50 2/1/2045 3,604
FNMA POOL AY4557 3,790 3.50 2/1/2045 3,785
FNMA POOL AY4909 1,000 3.50 2/1/2045 999
FNMA POOL AY5024 1,622 4.00 3/1/2045 1,660
FNMA POOL AY5144 2,435 2.50 4/1/2030 2,380
FNMA POOL AY5200 1,081 4.00 4/1/2045 1,106
FNMA POOL AY5618 26,364 4.00 6/1/2045 26,976
FNMA POOL AY5864 873 3.50 4/1/2045 871
FNMA POOL AY6949 2,378 3.50 4/1/2045 2,375
FNMA POOL AY7502 1,942 3.50 4/1/2045 1,939
FNMA POOL AY7816 1,099 3.50 4/1/2045 1,098
FNMA POOL AY8183 758 4.00 7/1/2045 775
FNMA POOL AY8323 1,050 3.50 5/1/2045 1,049
FNMA POOL AY8339 1,206 3.50 5/1/2045 1,205
FNMA POOL AY8363 1,474 3.50 5/1/2045 1,472
FNMA POOL AY8778 3,837 3.50 5/1/2045 3,831
FNMA POOL AY9042 14,641 3.00 5/1/2035 14,451
FNMA POOL AY9358 1,766 3.50 5/1/2045 1,763
FNMA POOL AZ0454 966 3.50 4/1/2030 979
FNMA POOL AZ1362 936 3.50 6/1/2030 949
FNMA POOL AZ2142 5,886 3.50 7/1/2045 5,878
FNMA POOL AZ2675 6,988 3.50 11/1/2045 6,978
FNMA POOL AZ3224 1,751 3.50 6/1/2030 1,775
FNMA POOL AZ3315 888 2.50 6/1/2030 868
FNMA POOL AZ4221 872 3.50 8/1/2045 870
FNMA POOL AZ4619 3,383 3.50 7/1/2030 3,429
FNMA POOL AZ4998 898 3.50 8/1/2045 897
FNMA POOL AZ5850 11,920 3.50 7/1/2045 11,904
FNMA POOL AZ6452 1,951 3.50 2/1/2046 1,946
FNMA POOL AZ6681 5,517 3.50 2/1/2046 5,510
FNMA POOL AZ7635 1,003 3.50 8/1/2030 1,017
FNMA POOL AZ7636 645 3.50 8/1/2030 654
FNMA POOL AZ9241 10,426 3.50 10/1/2045 10,412
FNMA POOL AZ9537 5,955 4.00 11/1/2045 6,094
FNMA POOL BA0119 567 3.50 8/1/2030 575
FNMA POOL BA1135 902 3.50 10/1/2045 901
FNMA POOL BA1265 5,746 3.50 10/1/2045 5,738
FNMA POOL BA2896 2,534 3.50 11/1/2030 2,569
FNMA POOL BA2925 7,950 4.00 12/1/2045 8,135
FNMA POOL BA4711 6,433 3.50 12/1/2030 6,522
FNMA POOL BA4712 4,629 3.50 12/1/2030 4,693
FNMA POOL BA4794 7,098 3.50 2/1/2046 7,088
FNMA POOL BC0184 3,134 2.50 1/1/2031 3,063
FNMA POOL BC1145 9,127 3.50 6/1/2046 9,106
FNMA POOL BC1158 15,539 3.50 2/1/2046 15,519
FNMA POOL BC5460 4,461 3.50 3/1/2046 4,451
FNMA POOL BC5982 16,697 3.50 4/1/2046 16,659
FNMA POOL BC6826 1,008 3.50 6/1/2046 1,006
FNMA POOL BC9086 8,449 3.00 12/1/2046 8,193
FNMA POOL BD1691 459 3.50 6/1/2046 458
FNMA POOL BD2302 4,121 3.50 7/1/2046 4,112
FNMA POOL BD2385 18,081 4.00 12/1/2046 18,462
FNMA POOL BD2440 48,236 3.50 1/1/2047 48,126
FNMA POOL BD2961 2,434 3.50 7/1/2046 2,429
FNMA POOL BD3089 6,358 4.00 7/1/2046 6,492
FNMA POOL BD3673 3,235 4.00 7/1/2046 3,303
FNMA POOL BD3683 9,928 3.50 7/1/2031 10,064
FNMA POOL BD4412 8,014 3.50 7/1/2046 7,996
FNMA POOL BD5987 1,656 3.50 6/1/2046 1,653
FNMA POOL BD6350 4,282 4.00 9/1/2046 4,372
FNMA POOL BD6380 3,457 4.00 9/1/2046 3,530
FNMA POOL BD6405 3,131 4.00 9/1/2046 3,197
FNMA POOL BD6418 2,400 4.00 10/1/2046 2,450
FNMA POOL BD8214 2,619 3.50 9/1/2046 2,613
FNMA POOL BD8455 2,474 3.00 10/1/2031 2,466
FNMA POOL BE2932 12,447 4.00 12/1/2046 12,709
FNMA POOL BE2940 3,872 4.00 12/1/2046 3,953
FNMA POOL BE2941 3,321 4.00 12/1/2046 3,390
FNMA POOL BE5190 4,760 3.50 2/1/2047 4,740
FNMA POOL BE7555 4,332 3.50 2/1/2047 4,323
FNMA POOL BE7970 4,588 4.00 2/1/2047 4,680
FNMA POOL BE8939 1,200 4.00 3/1/2047 1,224
FNMA POOL BE9366 1,023 3.50 3/1/2032 1,037
FNMA POOL BE9537 982 3.50 3/1/2037 987
FNMA POOL BE9604 7,080 3.00 5/1/2032 7,043
FNMA POOL BE9678 1,293 3.50 2/1/2032 1,310
FNMA POOL BE9785 1,877 3.50 3/1/2032 1,902
FNMA POOL BE9858 2,051 3.50 3/1/2032 2,078
FNMA POOL BF0104 1,034 4.00 2/1/2056 1,062
FNMA POOL BF0109 4,290 4.00 2/1/2056 4,403
FNMA POOL BF0183 536 4.00 1/1/2057 551
FNMA POOL BF0191 1,251 4.00 6/1/2057 1,280
FNMA POOL BF0194 6,465 4.50 7/1/2040 6,747
FNMA POOL BF0222 2,179 4.50 9/1/2057 2,289
FNMA POOL BH0166 3,029 4.00 3/1/2047 3,090
FNMA POOL BH0360 4,623 3.50 4/1/2047 4,604
FNMA POOL BH1265 1,272 3.50 5/1/2032 1,289
FNMA POOL BH1814 1,329 3.50 5/1/2032 1,347
FNMA POOL BH1818 2,433 3.50 6/1/2047 2,423
FNMA POOL BH1834 2,077 3.50 7/1/2047 2,068
FNMA POOL BH1865 4,817 4.00 9/1/2047 4,903
FNMA POOL BH1875 7,113 4.00 10/1/2047 7,239
FNMA POOL BH1894 8,275 4.00 11/1/2047 8,422
FNMA POOL BH1909 4,995 4.00 12/1/2047 5,083
FNMA POOL BH1922 3,374 4.00 1/1/2048 3,434
FNMA POOL BH2623 3,246 4.00 8/1/2047 3,311
FNMA POOL BH2764 4,587 4.00 6/1/2047 4,679
FNMA POOL BH2775 1,622 3.50 7/1/2047 1,616
FNMA POOL BH2786 1,308 4.00 7/1/2047 1,335
FNMA POOL BH2859 895 3.50 5/1/2032 907
FNMA POOL BH2929 2,208 3.50 5/1/2047 2,198
FNMA POOL BH2957 5,530 3.50 6/1/2047 5,508
FNMA POOL BH3978 1,671 4.00 9/1/2047 1,705
FNMA POOL BH3982 1,532 4.00 10/1/2047 1,563
FNMA POOL BH4244 1,679 3.50 6/1/2047 1,672
FNMA POOL BH4260 4,366 3.50 6/1/2047 4,348
FNMA POOL BH4304 1,249 3.50 4/1/2032 1,265
FNMA POOL BH4621 2,343 3.50 6/1/2047 2,333
FNMA POOL BH5803 1,661 3.50 7/1/2047 1,654
FNMA POOL BH6173 2,611 3.50 7/1/2047 2,600
FNMA POOL BH6342 3,767 3.50 10/1/2047 3,751
FNMA POOL BH6353 1,414 3.50 8/1/2047 1,408
FNMA POOL BH6431 3,793 3.50 7/1/2047 3,777
FNMA POOL BH7383 14,107 3.50 8/1/2047 14,049
FNMA POOL BH7645 5,304 3.50 9/1/2047 5,282
FNMA POOL BH7700 42,413 4.00 1/1/2048 43,267
FNMA POOL BH7722 3,156 3.50 8/1/2047 3,143
FNMA POOL BH7788 4,531 4.00 8/1/2047 4,622
FNMA POOL BH9110 17,005 3.50 9/1/2047 16,934
FNMA POOL BH9283 7,711 3.50 2/1/2048 7,680
FNMA POOL BH9692 1,470 4.00 9/1/2047 1,496
FNMA POOL BJ1212 5,846 3.50 10/1/2047 5,822
FNMA POOL BJ3609 9,502 3.50 1/1/2048 9,463
FNMA POOL BJ6084 3,821 4.00 1/1/2048 3,888
FNMA POOL BJ8078 99 3.50 3/1/2048 99
FNMA POOL BK0751 99 3.50 3/1/2048 99
FNMA POOL BK1970 9,740 4.50 3/1/2048 10,150
FNMA POOL BK2017 10,472 4.50 4/1/2048 10,912
FNMA POOL BK5261 6,601 4.50 5/1/2048 6,878
FNMA POOL BK5311 18,558 4.50 6/1/2048 19,401
FNMA POOL BM1039 13,571 3.50 4/1/2047 13,540
FNMA POOL BM1105 6,549 5.00 7/1/2041 7,006
FNMA POOL BM1226 36,558 4.00 5/1/2047 37,294
FNMA POOL BM1248 3,115 4.50 9/1/2046 3,271
FNMA POOL BM1258 41,330 3.50 3/1/2037 41,715
FNMA POOL BM1339 15,706 3.00 6/1/2032 15,625
FNMA POOL BM1367 4,053 2.90 6/1/2047 4,037
FNMA POOL BM1572 19,119 3.50 8/1/2047 19,040
FNMA POOL BM1712 15,772 3.50 9/1/2047 15,707
FNMA POOL BM3254 22,359 4.00 1/1/2038 23,049
FNMA POOL BM3300 29,795 3.50 1/1/2048 29,672
FNMA POOL BM3327 10,903 3.50 12/1/2047 10,859
FNMA POOL BM3328 68,182 3.50 1/1/2048 67,901
FNMA POOL BM3560 9,755 4.00 11/1/2044 10,003
FNMA POOL BM3589 15,022 3.50 3/1/2048 14,960
FNMA POOL BM3610 6,143 3.50 6/1/2046 6,135
FNMA POOL BM3847 49,781 4.00 5/1/2048 50,787
FNMA POOL BM3904 293 5.00 5/1/2048 311
FNMA POOL CA0907 293 3.50 12/1/2047 292
FNMA POOL CA1234 9,411 4.00 2/1/2038 9,702
FNMA POOL CA1238 9,436 4.00 2/1/2038 9,727
FNMA POOL CA1474 5,325 3.50 3/1/2047 5,328
FNMA POOL CA1639 18,295 4.00 4/1/2033 18,847
FNMA POOL CA1830 25,568 4.00 5/1/2033 26,324
FNMA POOL CA1977 15,142 4.00 6/1/2033 15,585
FNMA POOL MA0024 11 4.50 4/1/2024 12
FNMA POOL MA0591 61 5.00 11/1/2040 66
FNMA POOL MA0651 150 3.50 2/1/2041 150
FNMA POOL MA0699 154 4.00 4/1/2041 159
FNMA POOL MA0751 994 3.50 4/1/2031 1,003
FNMA POOL MA0913 245 4.50 11/1/2031 257
FNMA POOL MA0939 301 4.50 12/1/2031 315
FNMA POOL MA0968 66 4.50 12/1/2031 70
FNMA POOL MA1177 287 3.50 9/1/2042 287
FNMA POOL MA1213 650 3.50 10/1/2042 651
FNMA POOL MA1221 51 4.50 9/1/2042 53
FNMA POOL MA1253 56 4.00 11/1/2042 57
FNMA POOL MA1510 63 4.00 7/1/2043 65
FNMA POOL MA1547 204 4.00 8/1/2043 209
FNMA POOL MA1591 310 4.50 9/1/2043 325
FNMA POOL MA1629 258 4.50 10/1/2043 270
FNMA POOL MA1652 14,559 3.50 11/1/2033 14,689
FNMA POOL MA1664 204 4.50 11/1/2043 214
FNMA POOL MA1711 257 4.50 12/1/2043 270
FNMA POOL MA2670 55,567 3.00 7/1/2046 53,880
FNMA POOL MA2705 23,613 3.00 8/1/2046 22,896
FNMA POOL MA3027 4,186 4.00 6/1/2047 4,270
FNMA POOL MA3186 23,650 4.00 11/1/2037 24,381
FNMA TBA 15 YR 3 3,130 3.00 7/17/2033 3,110
FNMA TBA 15 YR 3 28,800 3.00 8/16/2033 28,603
FNMA TBA 15 YR 3.5 7,800 3.50 7/17/2033 7,887
FNMA TBA 15 YR 3.5 43,950 3.50 8/15/2033 44,429
FNMA TBA 15 YR 4 48,750 4.00 7/17/2033 50,011
FNMA TBA 30 YR 3 3,525 3.00 7/12/2048 3,414
FNMA TBA 30 YR 3.5 49,025 3.50 7/12/2048 48,788
FNMA TBA 30 YR 4 27,425 4.00 7/12/2048 27,966
FNMA TBA 30 YR 4 71,300 4.00 8/13/2048 72,587
FNMA TBA 30 YR 4.5 17,100 4.50 7/12/2048 17,805
FNMA TBA 30 YR 4.5 83,400 4.50 8/13/2048 86,697
FNMA TBA 30 YR 5 9,200 5.00 7/12/2048 9,746
FOCUS FINANCIAL PARTNERS LLC 1,211 0.00 7/3/2024 1,210
FORD CREDIT AUTO LEASE TRUST 3,275 2.17 2/15/2021 3,236
FORD CREDIT AUTO OWNER TRUST 7,559 2.19 9/15/2020 7,559
FORD CREDIT AUTO OWNER TRUST/F 3,148 3.19 7/15/2031 3,096
FORD CREDIT FLOORPLAN MASTER O 5,000 2.97 2/15/2021 5,000
FORD CREDIT FLOORPLAN MASTER O 3,557 2.07 5/15/2022 3,496
FORD HOLDINGS LLC 6,390 9.30 3/1/2030 8,348
FORD MOTOR COMPANY 2,950 7.45 7/16/2031 3,464
FORD MOTOR COMPANY 400 4.75 1/15/2043 346
FORD MOTOR CREDIT CO LLC 6,300 2.60 11/4/2019 6,243
FORD MOTOR CREDIT CO LLC 3,000 3.33 1/9/2020 3,022
FORD MOTOR CREDIT CO LLC 900 8.13 1/15/2020 964
FORD MOTOR CREDIT CO LLC 3,000 3.12 6/12/2020 3,014
FORD MOTOR CREDIT CO LLC 1,060 3.20 1/15/2021 1,048
FORD MOTOR CREDIT CO LLC 2,000 2.83 4/5/2021 2,006
FORD MOTOR CREDIT CO LLC 11,200 5.88 8/2/2021 11,871
FORD MOTOR CREDIT CO LLC 3,000 3.22 1/9/2022 2,934
FORD MOTOR CREDIT CO LLC 5,000 4.39 1/8/2026 4,915
FORD MOTOR CREDIT CO LLC 3,000 3.82 11/2/2027 2,778
FORTIVE CORPORATION 3,000 3.15 6/15/2026 2,788
FORTIVE CORPORATION 3,000 4.30 6/15/2046 2,822
FORTRESS INVESTMENT GROUP LLC 2,968 0.00 12/27/2022 2,968
FORTRESS TRANS + INFRAST 107 6.75 3/15/2022 109
FORTUNE BRANDS HOME + SE 3,000 3.00 6/15/2020 2,980
FOUNDATION BLDG MATLS HLDG CO 1,898 0.00 8/13/2025 1,892
FOUR SEASONS HLDGS INC 1,380 0.00 11/30/2023 1,368
FREDDIE MAC 20,000 1.00 7/27/2018 20,000
FREDDIE MAC 50,000 1.13 4/15/2019 49,543
FREDDIE MAC 40,000 2.50 4/23/2020 39,923
FREDDIE MAC 78,200 2.38 1/13/2022 77,217
FREDDIE MAC 50,000 2.75 6/19/2023 49,806
FREDDIE MAC 673 3.50 6/15/2027 61
FREDDIE MAC 4,165 2.50 8/15/2027 322
FREDDIE MAC 52,000 6.25 7/15/2032 69,602
FREDDIE MAC 507 4.22 11/15/2036 70
FREDDIE MAC 945 3.96 9/15/2037 134
FREDDIE MAC 354 4.13 5/15/2039 31
FREDDIE MAC 1,024 3.88 10/15/2041 143
FREDDIE MAC 340 4.18 9/15/2042 46
FREDDIE MAC 27,628 2.47 9/15/2045 27,741
FREDDIE MAC STACR 2,895 4.99 7/25/2028 2,970
FREDDIE MAC STACR 7,274 4.09 12/25/2028 7,379
FREDDIE MAC STACR 2,850 3.44 3/25/2029 2,892
FREDDIE MAC STACR 5,692 3.39 4/25/2029 5,770
FREDDIE MAC STACR 3,030 7.04 7/25/2029 3,444
FREDDIE MAC STACR 2,780 5.41 10/25/2029 3,031
FREDDIE MAC STACR 3,816 2.84 3/25/2030 3,820
FREDDIE MAC MULTIFAMILY STRUCT 430 3.09 11/25/2027 415
FREDDIE MAC REFERENCE REMIC 183 6.00 5/15/2036 202
FREDDIE MAC WHOLE LOAN SECURIT 1,390 3.84 7/25/2046 1,352
FREDDIEMAC STRIP 4,212 3.93 12/15/2046 721
FREEPORT MCMORAN INC 1,476 3.10 3/15/2020 1,452
FREEPORT MCMORAN INC 1,499 4.00 11/14/2021 1,465
FREEPORT MCMORAN INC 2,280 3.55 3/1/2022 2,166
FREEPORT MCMORAN INC 8,051 3.88 3/15/2023 7,605
FREEPORT MCMORAN INC 1,659 4.55 11/14/2024 1,577
FREEPORT MCMORAN INC 336 5.40 11/14/2034 306
FREEPORT MCMORAN INC 2,464 5.45 3/15/2043 2,161
FREMF MORTGAGE TRUST 19,616 0.20 5/25/2045 120
FREMF MORTGAGE TRUST 3,592 4.07 7/25/2045 3,505
FREMF MORTGAGE TRUST 1,894 3.78 10/25/2045 1,828
FRESENIUS MED CARE II 360 5.88 1/31/2022 382
FRONERI INTERNATIONAL PLC 1,000 0.00 1/22/2025 1,157
FRONTIER COMMUNICATIONS 335 7.13 3/15/2019 338
FRONTIER COMMUNICATIONS 2,075 10.50 9/15/2022 1,883
FRONTIER COMMUNICATIONS 693 7.13 1/15/2023 512
FRONTIER COMMUNICATIONS 600 7.63 4/15/2024 415
FRONTIER COMMUNICATIONS 621 6.88 1/15/2025 400
FRONTIER COMMUNICATIONS 1,100 11.00 9/15/2025 880
FRONTIER COMMUNICATIONS 1,396 8.50 4/1/2026 1,347
FTI CONSULTING INC 400 6.00 11/15/2022 410
FXI HOLDINGS INC 250 7.88 11/1/2024 245
GALAXY FINCO LTD 100 7.88 11/15/2021 130
GAMESTOP CORP 400 6.75 3/15/2021 404
GAP INC/THE 8,000 5.95 4/12/2021 8,380
GARFUNKELUX HOLDCO 3 SA 100 4.50 9/1/2023 104
GARTNER INC 291 5.13 4/1/2025 289
GAS NATURAL FENOSA FINAN 100 3.38 12/29/2049 115
GATES GLOBAL LLC 1,678 6.00 7/15/2022 1,699
GATEWAY CASINOS ENTERTAINMEN 1,025 0.00 12/1/2023 1,025
GATEWAY CASINOS + ENTERT 750 8.25 3/1/2024 793
GATX CORP 600 4.85 6/1/2021 622
GAVILAN RES LLC 430 0.00 3/1/2024 422
GE CAPITAL INTL FUNDING 937 2.34 11/15/2020 916
GE CAPITAL INTL FUNDING 2,757 3.37 11/15/2025 2,650
GE CAPITAL INTL FUNDING 22,775 4.42 11/15/2035 22,054
GE COMMERCIAL MORTGAGE CORPORA 120 5.68 12/10/2049 38
GENERAC PWR SYS INC 643 0.00 5/31/2023 636
GENERAL DYNAMICS CORP 3,000 2.74 5/11/2021 3,009
GENERAL DYNAMICS CORP 3,000 3.00 5/11/2021 2,990
GENERAL DYNAMICS CORP 2,000 3.38 5/15/2023 2,004
GENERAL DYNAMICS CORP 3,000 3.75 5/15/2028 3,030
GENERAL ELECTRIC CO 80 5.50 1/8/2020 83
GENERAL ELECTRIC CO 190 4.38 9/16/2020 195
GENERAL ELECTRIC CO 324 5.30 2/11/2021 339
GENERAL ELECTRIC CO 140 4.65 10/17/2021 146
GENERAL ELECTRIC CO 5,000 2.70 10/9/2022 4,836
GENERAL ELECTRIC CO 5,880 6.75 3/15/2032 7,208
GENERAL ELECTRIC CO 120 5.88 1/14/2038 136
GENERAL ELECTRIC CO 1,376 6.88 1/10/2039 1,740
GENERAL ELECTRIC CO 400 4.50 3/11/2044 392
GENERAL MILLS INC 2,504 5.65 2/15/2019 2,547
GENERAL MILLS INC 2,000 2.89 4/16/2021 2,004
GENERAL MILLS INC 3,000 3.15 12/15/2021 2,968
GENERAL MILLS INC 2,000 3.70 10/17/2023 1,979
GENERAL MILLS INC 2,000 4.20 4/17/2028 1,955
GENERAL MILLS INC 5,500 4.15 2/15/2043 4,891
GENERAL MOTORS CO 3,000 3.16 8/7/2020 3,014
GENERAL MOTORS CO 3,000 4.88 10/2/2023 3,083
GENERAL MOTORS CO 4,840 5.00 4/1/2035 4,611
GENERAL MOTORS CO 2,000 5.15 4/1/2038 1,898
GENERAL MOTORS CO 7,170 6.25 10/2/2043 7,434
GENERAL MOTORS FINL CO 3,000 3.27 4/13/2020 3,023
GENERAL MOTORS FINL CO 500 3.20 7/13/2020 497
GENERAL MOTORS FINL CO 240 2.45 11/6/2020 234
GENERAL MOTORS FINL CO 3,000 3.70 11/24/2020 3,013
GENERAL MOTORS FINL CO 3,000 3.20 7/6/2021 2,959
GENERAL MOTORS FINL CO 6,250 4.38 9/25/2021 6,371
GENERAL MOTORS FINL CO 5,130 3.45 4/10/2022 5,052
GENERAL MOTORS FINL CO 8,000 4.25 5/15/2023 8,036
GENERAL MOTORS FINL CO 3,000 4.15 6/19/2023 3,001
GENERAL MOTORS FINL CO 575 5.75 12/31/2099 551
GENESIS ENERGY LP/FIN 165 6.50 10/1/2025 160
GENESIS ENERGY LP/FIN 650 6.25 5/15/2026 612
GENESIS ENERGY LP/GENESI 500 6.75 8/1/2022 507
GENESIS ENERGY LP/GENESI 300 5.63 6/15/2024 281
GENESYS/GREENEDEN LUX/US 3,414 10.00 11/30/2024 3,803
GENTIVA HEALTH SVCS INC 238 0.00 7/2/2025 237
GENTIVA HEALTH SVCS INC 381 0.00 7/2/2025 378
GENTIVA HEALTH SVCS INC 85 0.00 7/2/2026 86
GENWORTH HOLDINGS INC 2,000 4.80 2/15/2024 1,735
GENWORTH HOLDINGS INC 275 4.35 11/15/2066 167
GEO GROUP INC/THE 250 5.88 1/15/2022 254
GEO GROUP INC/THE 332 5.13 4/1/2023 325
GEO GROUP INC/THE 951 5.88 10/15/2024 938
GEO GROUP INC/THE 65 6.00 4/15/2026 63
GEORGIA POWER CO 4,000 3.25 4/1/2026 3,834
GFL ENVIRONMENTAL INC 504 5.63 5/1/2022 485
GFL ENVIRONMENTAL INC 250 5.38 3/1/2023 232
GFL ENVIRONMENTAL INC. 2,034 0.00 5/30/2025 2,019
GFL ENVIRONMENTAL INC. 253 0.00 5/30/2025 251
GHX ULTIMATE PARENT CORP 2,049 0.00 6/28/2024 2,045
GIBRALTAR INDUSTRIES INC 250 6.25 2/1/2021 252
GILEAD SCIENCES INC 160 2.55 9/1/2020 158
GILEAD SCIENCES INC 5,000 4.40 12/1/2021 5,168
GILEAD SCIENCES INC 540 3.70 4/1/2024 541
GILEAD SCIENCES INC 5,000 3.50 2/1/2025 4,929
GILEAD SCIENCES INC 240 3.65 3/1/2026 237
GILEAD SCIENCES INC 3,000 4.60 9/1/2035 3,089
GILEAD SCIENCES INC 5,000 5.65 12/1/2041 5,763
GILEAD SCIENCES INC 2,000 4.80 4/1/2044 2,077
GILEAD SCIENCES INC 5,000 4.50 2/1/2045 4,997
GILEAD SCIENCES INC 530 4.75 3/1/2046 547
GKN HOLDINGS PLC 100 3.38 5/12/2032 136
GLASS CONTAINER ACQUISITION L 2,656 0.00 12/7/2023 2,394
GLAXOSMITHKLINE CAP INC 5,000 3.63 5/15/2025 4,998
GLAXOSMITHKLINE CAP INC 5,000 3.88 5/15/2028 5,045
GLAXOSMITHKLINE CAPITAL 7,330 2.85 5/8/2022 7,203
GLENCORE CANADA CORP 2,000 6.20 6/15/2035 2,115
GLENCORE FINANCE CANADA 1,690 4.25 10/25/2022 1,706
GLENCORE FUNDING LLC 170 2.88 4/16/2020 168
GLENCORE FUNDING LLC 6,380 4.13 5/30/2023 6,365
GLENCORE FUNDING LLC 3,000 4.63 4/29/2024 3,019
GLENCORE FUNDING LLC 4,520 4.00 3/27/2027 4,268
GLOBAL BRASS + COPPER INC 1,483 0.00 5/29/2025 1,470
GLOBAL PORTS FINANCE 200 6.87 1/25/2022 203
GLP CAPITAL LP / FIN II 1,104 5.38 11/1/2023 1,129
GLP CAPITAL LP / FIN II 366 5.25 6/1/2025 366
GLP CAPITAL LP / FIN II 1,306 5.38 4/15/2026 1,293
GLP CAPITAL LP / FIN II 300 5.75 6/1/2028 302
GNMA II POOL 003428 1,512 5.00 8/20/2033 1,611
GNMA II POOL 003475 1,128 6.50 11/20/2033 1,267
GNMA II POOL 003488 1,156 5.50 12/20/2033 1,250
GNMA II POOL 003544 2,637 5.50 4/20/2034 2,857
GNMA II POOL 003556 1,463 5.50 5/20/2034 1,585
GNMA II POOL 003624 1,129 5.50 10/20/2034 1,222
GNMA II POOL 003651 9,714 5.00 12/20/2034 10,372
GNMA II POOL 003652 1,574 5.50 12/20/2034 1,705
GNMA II POOL 003805 217 5.00 1/20/2036 232
GNMA II POOL 003817 109 5.00 2/20/2036 117
GNMA II POOL 003829 3,329 5.00 3/20/2036 3,560
GNMA II POOL 003840 20 5.00 4/20/2036 22
GNMA II POOL 003851 1,303 5.50 5/20/2036 1,410
GNMA II POOL 003890 18 6.00 8/20/2036 20
GNMA II POOL 004049 13 6.00 11/20/2037 15
GNMA II POOL 004291 14 6.00 11/20/2038 16
GNMA II POOL 004540 9,285 4.50 9/20/2039 9,753
GNMA II POOL 004602 26 6.00 12/20/2039 29
GNMA II POOL 004617 259 4.50 1/20/2040 272
GNMA II POOL 004696 332 4.50 5/20/2040 349
GNMA II POOL 004699 19 6.00 5/20/2040 21
GNMA II POOL 004747 15 5.00 7/20/2040 16
GNMA II POOL 004774 16 6.00 8/20/2040 17
GNMA II POOL 004802 95 5.00 9/20/2040 101
GNMA II POOL 004837 382 6.00 10/20/2040 424
GNMA II POOL 004855 15 5.00 11/20/2040 16
GNMA II POOL 004923 61 4.50 1/20/2041 64
GNMA II POOL 004924 8,255 5.00 1/20/2041 8,795
GNMA II POOL 004945 16,913 4.00 2/20/2041 17,486
GNMA II POOL 004961 147 6.00 2/20/2041 161
GNMA II POOL 004978 2,423 4.50 3/20/2041 2,548
GNMA II POOL 005085 122 6.00 6/20/2041 134
GNMA II POOL 005189 248 6.00 9/20/2041 276
GNMA II POOL 005240 42 6.00 11/20/2041 46
GNMA II POOL 005269 116 6.00 12/20/2041 127
GNMA II POOL 005309 235 6.00 2/20/2042 257
GNMA II POOL 737851 36,315 4.00 1/20/2041 37,547
GNMA II POOL 782058 3,232 6.50 2/20/2036 3,621
GNMA II POOL 783050 920 5.00 7/20/2040 980
GNMA II POOL 783368 388 4.50 7/20/2041 408
GNMA II POOL AO0282 2,634 3.00 8/20/2045 2,590
GNMA II POOL AO0283 4,521 3.00 8/20/2045 4,445
GNMA II POOL AT7138 113,073 3.50 6/20/2046 113,794
GNMA II POOL BC4732 1,169 3.50 10/20/2047 1,174
GNMA II POOL BD0384 967 3.50 10/20/2047 971
GNMA II POOL MA0087 1,962 3.00 5/20/2042 1,940
GNMA II POOL MA0153 42 3.00 6/20/2042 42
GNMA II POOL MA0219 185 3.00 7/20/2042 183
GNMA II POOL MA0317 734 3.00 8/20/2042 726
GNMA II POOL MA0391 875 3.00 9/20/2042 865
GNMA II POOL MA0392 6,316 3.50 9/20/2042 6,394
GNMA II POOL MA0461 941 3.00 10/20/2042 931
GNMA II POOL MA0533 3,712 3.00 11/20/2042 3,669
GNMA II POOL MA0624 5,046 3.00 12/20/2042 4,988
GNMA II POOL MA0698 7,977 3.00 1/20/2043 7,886
GNMA II POOL MA0851 2,166 3.00 3/20/2043 2,136
GNMA II POOL MA0856 338 5.50 3/20/2043 366
GNMA II POOL MA0933 27,387 3.00 4/20/2043 27,002
GNMA II POOL MA1011 3,114 3.00 5/20/2043 3,070
GNMA II POOL MA1012 62,672 3.50 5/20/2043 63,328
GNMA II POOL MA1089 4,543 3.00 6/20/2043 4,479
GNMA II POOL MA1156 422 3.00 7/20/2043 417
GNMA II POOL MA1157 6,714 3.50 7/20/2043 6,784
GNMA II POOL MA1223 3,111 3.00 8/20/2043 3,067
GNMA II POOL MA1285 10,124 3.50 9/20/2043 10,229
GNMA II POOL MA1374 446 3.00 10/20/2043 439
GNMA II POOL MA1525 753 5.50 12/20/2043 814
GNMA II POOL MA2754 3,373 3.50 4/20/2045 3,397
GNMA II POOL MA2892 814 3.50 6/20/2045 820
GNMA II POOL MA3034 4,805 3.50 8/20/2045 4,840
GNMA II POOL MA3309 6,079 3.00 12/20/2045 5,977
GNMA II POOL MA3310 108,496 3.50 12/20/2045 109,269
GNMA II POOL MA3312 5,881 4.50 12/20/2045 6,152
GNMA II POOL MA3376 30,631 3.50 1/20/2046 30,849
GNMA II POOL MA3522 44,378 4.00 3/20/2046 45,761
GNMA II POOL MA3597 63,403 3.50 4/20/2046 63,807
GNMA II POOL MA3736 4,232 3.50 6/20/2046 4,259
GNMA II POOL MA3803 11,270 3.50 7/20/2046 11,342
GNMA II POOL MA3936 17,710 3.00 9/20/2046 17,372
GNMA II POOL MA4320 3,470 3.00 3/20/2047 3,404
GNMA II POOL MA4509 188,967 3.00 6/20/2047 184,980
GNMA II POOL MA4718 93,876 3.00 9/20/2047 91,895
GNMA II POOL MA4836 5,844 3.00 11/20/2047 5,721
GNMA II POOL MA4837 195 3.50 11/20/2047 195
GNMA II POOL MA5020 12,215 4.00 2/20/2048 12,532
GNMA II POOL MA5078 6,941 4.00 3/20/2048 7,121
GNMA II POOL MA5193 49,894 4.50 5/20/2048 51,957
GNMA II POOL MA5194 200 5.00 5/20/2048 210
GNMA II POOL MA5266 200 5.00 6/20/2048 210
GNMA II TBA 30 YR 3 8,800 3.00 7/19/2048 8,608
GNMA II TBA 30 YR 3.5 72,580 3.50 7/19/2048 72,829
GNMA II TBA 30 YR 4 67,837 4.00 7/19/2048 69,512
GNMA II TBA 30 YR 4 40,000 4.00 8/21/2048 40,928
GNMA II TBA 30 YR 4.5 40,600 4.50 7/19/2048 42,196
GNMA II TBA 30 YR 5 1,100 5.00 7/19/2048 1,155
GNMA POOL 553453 17,409 3.50 1/15/2042 17,590
GNMA POOL 569569 430 6.00 1/15/2032 473
GNMA POOL 592663 257 6.00 5/15/2033 283
GNMA POOL 605813 1,141 5.00 12/15/2034 1,221
GNMA POOL 614323 843 3.50 1/15/2043 851
GNMA POOL 614326 1,098 3.50 2/15/2043 1,109
GNMA POOL 614328 1,497 3.50 1/15/2043 1,512
GNMA POOL 616268 606 6.00 2/15/2034 672
GNMA POOL 617790 3 6.00 11/15/2037 4
GNMA POOL 626921 747 3.00 3/15/2045 733
GNMA POOL 627002 852 3.00 10/15/2045 837
GNMA POOL 651861 30 6.00 6/15/2036 33
GNMA POOL 655342 18 6.00 5/15/2036 20
GNMA POOL 656153 105 6.00 7/15/2036 116
GNMA POOL 658058 30 6.00 8/15/2036 34
GNMA POOL 658182 2 6.00 11/15/2036 2
GNMA POOL 658805 29 6.00 7/15/2037 33
GNMA POOL 662397 55 6.00 5/15/2037 61
GNMA POOL 670006 2,954 3.00 5/15/2045 2,901
GNMA POOL 672369 30 6.00 11/15/2037 33
GNMA POOL 672392 13 6.00 12/15/2037 14
GNMA POOL 674452 12 6.00 9/15/2037 13
GNMA POOL 677567 16 6.00 11/15/2037 17
GNMA POOL 711731 27,321 3.00 3/15/2043 26,887
GNMA POOL 714517 3,933 4.50 5/15/2039 4,117
GNMA POOL 717098 1 5.00 5/15/2039 1
GNMA POOL 719260 7,956 4.50 8/15/2040 8,350
GNMA POOL 726326 5,595 4.50 9/15/2039 5,857
GNMA POOL 733600 50 5.00 4/15/2040 53
GNMA POOL 733627 135 5.00 5/15/2040 143
GNMA POOL 737183 11,304 5.00 4/15/2040 11,979
GNMA POOL 737526 10,222 4.50 10/15/2040 10,728
GNMA POOL 737529 3,259 4.50 10/15/2040 3,421
GNMA POOL 738640 20,215 4.00 8/15/2041 20,896
GNMA POOL 763854 21 3.00 7/15/2043 21
GNMA POOL 765107 96 5.00 5/15/2041 102
GNMA POOL 777576 412 3.00 2/15/2045 404
GNMA POOL 777624 462 3.00 6/15/2045 454
GNMA POOL 781881 705 5.00 3/15/2035 755
GNMA POOL 781889 1,584 6.00 3/15/2035 1,763
GNMA POOL 782052 2,665 6.00 4/15/2034 2,934
GNMA POOL 782126 83 6.00 11/15/2036 92
GNMA POOL 782145 165 6.00 4/15/2037 183
GNMA POOL 783403 3,256 3.50 9/15/2041 3,290
GNMA POOL 783706 11,801 3.50 10/15/2042 11,916
GNMA POOL 783716 56,450 3.00 2/15/2043 55,643
GNMA POOL 794600 2,423 3.50 4/15/2042 2,446
GNMA POOL 799360 715 3.50 8/15/2042 722
GNMA POOL AA0578 3,210 3.50 6/15/2042 3,241
GNMA POOL AA6007 1,315 3.50 1/15/2043 1,328
GNMA POOL AA6084 2,023 3.50 2/15/2043 2,043
GNMA POOL AB2761 6,224 3.50 8/15/2042 6,285
GNMA POOL AB3901 1,455 3.50 2/15/2043 1,469
GNMA POOL AB8191 838 3.00 3/15/2043 825
GNMA POOL AB8192 813 3.00 3/15/2043 800
GNMA POOL AC1075 1,172 3.50 2/15/2043 1,181
GNMA POOL AC1094 4,031 3.50 4/15/2043 4,064
GNMA POOL AC4305 502 3.00 12/15/2045 493
GNMA POOL AC7565 912 3.50 3/15/2043 920
GNMA POOL AC7567 524 3.50 3/15/2043 528
GNMA POOL AD1721 3,550 3.50 2/15/2043 3,579
GNMA POOL AD1722 1,304 3.50 2/15/2043 1,315
GNMA POOL AD2147 339 3.50 1/15/2043 342
GNMA POOL AD7575 1,332 3.50 5/15/2043 1,343
GNMA POOL AD7578 1,360 3.50 5/15/2043 1,371
GNMA POOL AD9097 5,219 3.50 5/15/2043 5,261
GNMA POOL AE8300 4,278 3.50 4/15/2044 4,301
GNMA POOL AI4805 3,895 4.00 11/15/2044 4,020
GNMA POOL AI4888 634 4.00 11/15/2044 654
GNMA POOL AI4950 2,731 4.00 12/15/2044 2,819
GNMA POOL AJ1884 3,265 4.00 8/15/2044 3,370
GNMA POOL AJ1889 8,897 4.00 8/15/2044 9,183
GNMA POOL AJ4151 2,323 4.00 9/15/2044 2,398
GNMA POOL AJ6697 1,097 4.00 10/15/2044 1,133
GNMA POOL AK6421 1,571 4.00 12/15/2044 1,622
GNMA POOL AK6889 1,941 3.00 2/15/2045 1,908
GNMA POOL AL1749 1,444 4.00 1/15/2045 1,490
GNMA POOL AL1751 4,739 4.00 1/15/2045 4,892
GNMA POOL AL1803 9,593 3.50 1/15/2045 9,646
GNMA POOL AL1810 2,347 3.50 1/15/2045 2,360
GNMA POOL AL2194 1,572 3.50 2/15/2045 1,581
GNMA POOL AL3167 474 3.00 7/15/2045 466
GNMA POOL AL4761 879 3.50 2/15/2045 884
GNMA POOL AL5263 2,023 3.50 2/15/2045 2,034
GNMA POOL AL5266 1,659 4.00 2/15/2045 1,712
GNMA POOL AL5267 3,696 4.00 2/15/2045 3,815
GNMA POOL AL5268 7,498 3.50 2/15/2045 7,539
GNMA POOL AL5350 1,778 3.50 3/15/2045 1,788
GNMA POOL AL5709 1,059 3.00 4/15/2045 1,040
GNMA POOL AL9293 867 3.50 4/15/2045 872
GNMA POOL AL9553 3,022 4.00 3/15/2045 3,114
GNMA POOL AL9554 1,085 3.50 3/15/2045 1,092
GNMA POOL AM0471 1,490 4.00 4/15/2045 1,536
GNMA POOL AM2478 710 3.50 4/15/2045 714
GNMA POOL AM2786 3,065 3.50 4/15/2045 3,084
GNMA POOL AM2836 2,837 3.50 4/15/2045 2,854
GNMA POOL AM2853 3,639 4.00 4/15/2045 3,750
GNMA POOL AM4113 1,567 3.50 4/15/2045 1,577
GNMA POOL AM4162 2,502 3.50 4/15/2045 2,517
GNMA POOL AM4163 2,311 3.50 4/15/2045 2,324
GNMA POOL AM4165 2,506 4.00 4/15/2045 2,582
GNMA POOL AM4166 7,052 3.50 4/15/2045 7,095
GNMA POOL AM4169 7,148 3.50 4/15/2045 7,191
GNMA POOL AM6422 1,014 3.00 4/15/2045 996
GNMA POOL AM7416 2,241 4.00 4/15/2045 2,309
GNMA POOL AM7537 850 3.50 5/15/2045 855
GNMA POOL AM7538 1,290 4.00 5/15/2045 1,329
GNMA POOL AM8520 1,693 4.00 5/15/2045 1,744
GNMA POOL AM8593 2,285 4.00 6/15/2045 2,355
GNMA POOL AM8919 2,948 4.00 7/15/2045 3,037
GNMA POOL AM8933 1,264 4.00 7/15/2045 1,302
GNMA POOL AM8992 3,626 4.00 7/15/2045 3,735
GNMA POOL AN1012 1,030 4.00 5/15/2045 1,062
GNMA POOL AN1601 815 3.50 6/15/2045 820
GNMA POOL AN6687 251 3.00 7/15/2045 247
GNMA POOL AN7729 855 4.00 7/15/2045 881
GNMA POOL AO2178 2,425 3.00 8/15/2045 2,381
GNMA POOL AO2219 1,430 4.00 9/15/2045 1,473
GNMA POOL AO4548 929 3.00 7/15/2045 913
GNMA POOL AO9608 1,306 4.00 8/15/2045 1,346
GNMA POOL AO9611 6,522 3.50 8/15/2045 6,562
GNMA POOL AP0117 1,620 3.50 10/15/2045 1,629
GNMA POOL AQ7377 262 3.00 12/15/2045 258
GO DADDY OPER CO LLC 3,482 0.00 2/15/2024 3,462
GOLDCORP INC 3,000 3.63 6/9/2021 3,003
GOLDEN CREDIT CARD TRUST 10,000 2.41 5/15/2023 10,000
GOLDEN CREDIT CARD TRUST 5,373 2.59 7/15/2024 5,379
GOLDEN NUGGET INC 607 6.75 10/15/2024 607
GOLDEN NUGGET INC 1,220 8.75 10/1/2025 1,254
GOLDEN NUGGET, INC. 4,088 0.00 10/4/2023 4,080
GOLDMAN SACHS CAPITAL II 5 4.00 12/29/2049 4
GOLDMAN SACHS GROUP INC 40 2.90 7/19/2018 40
GOLDMAN SACHS GROUP INC 30,510 5.38 3/15/2020 31,595
GOLDMAN SACHS GROUP INC 9,000 2.60 4/23/2020 8,914
GOLDMAN SACHS GROUP INC 6,900 6.00 6/15/2020 7,255
GOLDMAN SACHS GROUP INC 10,490 5.25 7/27/2021 11,020
GOLDMAN SACHS GROUP INC 10,000 2.35 11/15/2021 9,627
GOLDMAN SACHS GROUP INC 6,000 5.75 1/24/2022 6,420
GOLDMAN SACHS GROUP INC 8,000 3.00 4/26/2022 7,812
GOLDMAN SACHS GROUP INC 1,300 2.88 10/31/2022 1,269
GOLDMAN SACHS GROUP INC 5,990 4.00 3/3/2024 5,999
GOLDMAN SACHS GROUP INC 570 3.85 7/8/2024 565
GOLDMAN SACHS GROUP INC 5,000 3.75 5/22/2025 4,879
GOLDMAN SACHS GROUP INC 5,000 3.27 9/29/2025 4,747
GOLDMAN SACHS GROUP INC 23,010 4.25 10/21/2025 22,653
GOLDMAN SACHS GROUP INC 700 3.50 11/16/2026 659
GOLDMAN SACHS GROUP INC 4,000 5.95 1/15/2027 4,354
GOLDMAN SACHS GROUP INC 8,000 3.85 1/26/2027 7,686
GOLDMAN SACHS GROUP INC 5,810 3.69 6/5/2028 5,512
GOLDMAN SACHS GROUP INC 5,000 3.81 4/23/2029 4,755
GOLDMAN SACHS GROUP INC 10,330 6.75 10/1/2037 12,246
GOLDMAN SACHS GROUP INC 1,640 6.25 2/1/2041 1,921
GOLDMAN SACHS GROUP INC 10,000 4.80 7/8/2044 9,972
GOLDMAN SACHS GROUP INC 1,040 5.15 5/22/2045 1,031
GOLDMAN SACHS GROUP INC 565 5.38 12/29/2049 575
GOLDMAN SACHS GROUP INC 1,453 5.00 5/10/2066 1,367
GOODYEAR DUNLOP TIRES 100 3.75 12/15/2023 119
GOODYEAR TIRE + RUBBER 1,334 5.13 11/15/2023 1,324
GOVERNMENT NATIONAL MORTGAGE A 729 4.00 10/16/2026 68
GOVERNMENT NATIONAL MORTGAGE A 535 3.50 2/20/2038 43
GOVERNMENT NATIONAL MORTGAGE A 70 4.42 3/20/2039 4
GOVERNMENT NATIONAL MORTGAGE A 88 4.57 1/20/2040 9
GOVERNMENT NATIONAL MORTGAGE A 57 4.40 4/20/2040 9
GOVERNMENT NATIONAL MORTGAGE A 421 4.01 8/16/2042 65
GOVERNMENT NATIONAL MORTGAGE A 832 2.21 10/20/2043 833
GOVERNMENT NATIONAL MORTGAGE A 313 4.65 7/16/2044 317
GOVERNMENT NATIONAL MORTGAGE A 18,895 0.67 11/16/2055 708
GOVERNMENT NATIONAL MORTGAGE A 985 2.32 12/20/2060 985
GOVERNMENT NATIONAL MORTGAGE A 1,008 2.40 3/20/2061 1,011
GOVERNMENT NATIONAL MORTGAGE A 744 2.42 3/20/2061 746
GOVERNMENT NATIONAL MORTGAGE A 1,937 2.37 11/20/2067 238
GOVERNMENT NATIONAL MORTGAGE A 993 2.22 5/20/2068 990
GOVERNOR + CO OF THE BAN 180 4.25 6/11/2024 216
GRAFTECH INTERNATIONAL LTD. 5,543 0.00 2/12/2025 5,505
GRAHAM HOLDINGS CO 606 5.75 6/1/2026 612
GRAY TELEVISION INC 500 5.13 10/15/2024 478
GRAY TELEVISION INC 250 5.88 7/15/2026 238
GREAT WST PTRLM/GRT FNCE 994 9.00 9/30/2021 1,024
GREENPOINT MANUFACTURED HOUSIN 200 5.43 2/20/2032 198
GREENPOINT MANUFACTURED HOUSIN 325 5.42 3/13/2032 322
GREYSTAR REAL ESTATE PAR 584 5.75 12/1/2025 568
GRIFFON CORPORATION 400 5.25 3/1/2022 389
GRINDING MED/MOLY COP 836 7.38 12/15/2023 871
GROUP 1 AUTOMOTIVE INC 327 5.25 12/15/2023 316
GROUPAMA SA 100 6.00 1/23/2027 139
GRUPO BIMBO SAB DE CV 4,000 4.88 6/30/2020 4,111
GRUPO BIMBO SAB DE CV 3,000 4.50 1/25/2022 3,066
GRUPO BIMBO SAB DE CV 2,000 4.88 6/27/2044 1,864
GRUPO POSADAS SAB CV 165 7.88 6/30/2022 164
GRUPO TELEVISA SAB 5,000 6.63 1/15/2040 5,458
GRUPO TELEVISA SAB 2,000 5.00 5/13/2045 1,764
GS MORTGAGE SECURITIES TRUST 4,747 3.31 6/5/2031 4,750
GS MORTGAGE SECURITIES TRUST 3,129 2.86 5/10/2034 3,071
GS MORTGAGE SECURITIES TRUST 3,640 3.30 5/10/2034 3,552
GS MORTGAGE SECURITIES TRUST 462 5.62 11/10/2039 389
GS MORTGAGE SECURITIES TRUST 3,300 5.21 8/10/2044 3,463
GS MORTGAGE SECURITIES TRUST 5,000 4.09 5/10/2045 5,082
GS MORTGAGE SECURITIES TRUST 2,882 5.98 8/10/2045 1,836
GS MORTGAGE SECURITIES TRUST 160 4.92 8/10/2046 126
GS MORTGAGE SECURITIES TRUST 301 3.03 11/10/2046 301
GS MORTGAGE SECURITIES TRUST 3,300 3.81 11/10/2046 3,355
GS MORTGAGE SECURITIES TRUST 320 5.16 11/10/2046 339
GS MORTGAGE SECURITIES TRUST 5,000 3.80 1/10/2047 5,074
GS MORTGAGE SECURITIES TRUST 6,215 4.00 4/10/2047 6,348
GS MORTGAGE SECURITIES TRUST 2,675 3.65 9/10/2047 2,708
GS MORTGAGE SECURITIES TRUST 5,000 3.93 9/10/2047 5,110
GS MORTGAGE SECURITIES TRUST 3,500 3.96 11/10/2047 3,515
GS MORTGAGE SECURITIES TRUST 1,120 4.66 11/10/2047 1,097
GS MORTGAGE SECURITIES TRUST 4,295 3.40 2/10/2048 4,243
GS MORTGAGE SECURITIES TRUST 7,694 3.55 11/10/2048 7,736
GS MORTGAGE SECURITIES TRUST 1,050 2.85 10/10/2049 987
GS MORTGAGE SECURITIES TRUST 2,500 3.67 3/10/2050 2,493
GS MORTGAGE SECURITIES TRUST 1,580 3.38 5/10/2050 1,267
GS MORTGAGE SECURITIES TRUST 1,190 3.78 5/10/2050 1,192
GS MORTGAGE SECURITIES TRUST 1,110 3.47 11/10/2050 1,084
GSCCRE COMMERCIAL MORTGAGE TRU 4,660 4.37 8/15/2032 4,682
GTLK EUROPE DAC 200 5.95 7/19/2021 201
GTT COMMUNICATIONS INC 2,415 7.88 12/31/2024 2,397
GTT COMMUNICATIONS INC 6 0.00 5/31/2025 6
GULFPORT ENERGY CORP 3,718 6.00 10/15/2024 3,580
GULFPORT ENERGY CORP 1,545 6.38 5/15/2025 1,503
GULFPORT ENERGY CORP 633 6.38 1/15/2026 613
GVC HOLDINGS PLC 1,000 0.00 3/29/2024 1,159
GVC HOLDINGS PLC 888 0.00 3/29/2024 885
H B FULLER CO 3,705 0.00 10/20/2024 3,673
H.B. FULLER CO 1,000 4.00 2/15/2027 899
H+E EQUIPMENT SERVICES 400 5.63 9/1/2025 393
HALCON RESOURCES CORP 819 6.75 2/15/2025 766
HALLIBURTON CO 3,000 3.25 11/15/2021 2,999
HALLIBURTON CO 5,000 3.50 8/1/2023 4,984
HALLIBURTON CO 4,000 3.80 11/15/2025 3,970
HALLIBURTON CO 100 4.85 11/15/2035 104
HALLIBURTON CO 2,000 4.50 11/15/2041 1,985
HALLIBURTON CO 5,100 5.00 11/15/2045 5,429
HANESBRANDS INC 750 4.63 5/15/2024 733
HANESBRANDS INC 500 4.88 5/15/2026 486
HANJIN INTL CORP 1,500 0.00 10/19/2020 1,498
HARBOURVEST PARTNERS L P 1,754 0.00 3/1/2025 1,746
HARLAND CLARKE HOLDINGS 635 6.88 3/1/2020 630
HARLAND CLARKE HOLDINGS 250 9.25 3/1/2021 240
HARLAND CLARKE HOLDINGS 1,471 8.38 8/15/2022 1,445
HARLEY DAVIDSON INC 3,000 3.50 7/28/2025 2,914
HARMAN INTL IND 3,000 4.15 5/15/2025 2,994
HARRIS CORPORATION 3,000 2.70 4/27/2020 2,972
HARRIS CORPORATION 3,000 3.83 4/27/2025 2,943
HARRIS CORPORATION 320 5.05 4/27/2045 333
HARTFORD FINL SVCS GRP 5,000 5.50 3/30/2020 5,194
HARTFORD FINL SVCS GRP 5,000 5.13 4/15/2022 5,277
HARTFORD FINL SVCS GRP 3,000 4.40 3/15/2048 2,886
HASBRO INC 2,000 3.50 9/15/2027 1,854
HASBRO INC 5,000 5.10 5/15/2044 4,763
HCA HEALTHCARE INC 3,000 6.25 2/15/2021 3,113
HCA INC 1,000 3.75 3/15/2019 1,003
HCA INC 600 4.25 10/15/2019 605
HCA INC 2,500 6.50 2/15/2020 2,600
HCA INC 210 7.50 2/15/2022 229
HCA INC 1,987 4.75 5/1/2023 1,980
HCA INC 9,320 5.88 5/1/2023 9,657
HCA INC 2,554 5.00 3/15/2024 2,555
HCA INC 500 5.38 2/1/2025 492
HCA INC 2,180 5.25 4/15/2025 2,189
HCA INC 1,248 5.88 2/15/2026 1,259
HCA INC 1,232 5.25 6/15/2026 1,226
HCA INC 312 4.50 2/15/2027 295
HCA INC 2,184 5.50 6/15/2047 2,000
HCA INC. 752 0.00 3/13/2025 754
HCP INC 5,000 3.15 8/1/2022 4,876
HCP INC 3,000 3.40 2/1/2025 2,853
HD SUPPLY INC 3,261 5.75 4/15/2024 3,420
HEATHROW FUNDING LTD 5,400 4.88 7/15/2023 5,632
HERC RENTALS INC 669 7.50 6/1/2022 709
HERC RENTALS INC 387 7.75 6/1/2024 415
HERSHEY COMPANY 2,000 3.10 5/15/2021 2,004
HERSHEY COMPANY 2,000 3.38 5/15/2023 2,003
HERTZ CORP 1,000 5.88 10/15/2020 980
HERTZ CORP 6,354 7.63 6/1/2022 6,100
HERTZ CORP 500 6.25 10/15/2022 444
HERTZ CORP 500 5.50 10/15/2024 393
HERTZ HOLDGS NETHERLANDS 100 5.50 3/30/2023 113
HERTZ VEHICLE FINANCING LLC 2,465 5.33 9/25/2021 2,454
HERTZ VEHICLE FINANCING LLC 2,600 2.96 10/25/2021 2,568
HERTZ VEHICLE FINANCING LLC 1,160 3.29 2/25/2024 1,136
HESS CORP 5,000 6.00 1/15/2040 5,173
HESS INF PART / FIN CORP 3,509 5.63 2/15/2026 3,500
HEXCEL CORP 2,000 4.70 8/15/2025 2,060
HEXION INC 792 6.63 4/15/2020 743
HEXION INC 300 10.00 4/15/2020 299
HEXION INC 703 10.38 2/1/2022 691
HIGHPOINT OPERATING CORP 300 8.75 6/15/2025 321
HII HLDG CORP 1,963 0.00 12/20/2019 1,963
HILCORP ENERGY I/HILCORP 519 5.75 10/1/2025 520
HILL ROM HOLDINGS INC 100 5.75 9/1/2023 102
HILTON DOMESTIC OPERATIN 228 4.25 9/1/2024 216
HILTON DOMESTIC OPERATIN 442 5.13 5/1/2026 435
HILTON GRAND VACA LLC/IN 300 6.13 12/1/2024 308
HILTON USA TRUST 4,440 4.12 11/5/2035 4,427
HILTON WORLDWIDE FIN LLC 1,034 0.00 10/25/2023 1,033
HILTON WORLDWIDE FIN LLC 542 4.63 4/1/2025 529
HILTON WORLDWIDE FIN LLC 1,190 4.88 4/1/2027 1,147
HOLCIM US FINANCE SARL + 600 6.00 12/30/2019 624
HOLLY ENERGY PARTNERS LP 2,975 6.00 8/1/2024 3,010
HOME DEPOT INC 2,000 2.63 6/1/2022 1,964
HOME DEPOT INC 5,000 3.75 2/15/2024 5,104
HOME DEPOT INC 2,000 3.00 4/1/2026 1,911
HOME DEPOT INC 9,000 5.88 12/16/2036 10,931
HOME DEPOT INC 5,000 3.50 9/15/2056 4,277
HONDA AUTO RECEIVABLES OWNER T 400 1.04 4/18/2019 400
HORIZON HOLDINGS I SASU 100 7.25 8/1/2023 121
HORIZON HOLDINGS III SAS 1,000 0.00 10/29/2022 1,142
HORIZON PHARMA INC 250 6.63 5/1/2023 251
HORNBECK OFFSHORE SERV 500 5.00 3/1/2021 328
HORNBLOWER SUB LLC 1,104 0.00 4/28/2025 1,107
HOSPITALITY PROP TRUST 5,000 4.95 2/15/2027 4,941
HOSPITALITY PROP TRUST 2,000 3.95 1/15/2028 1,819
HOST HOTELS + RESORTS LP 1,875 4.75 3/1/2023 1,919
HOST HOTELS + RESORTS LP 2,000 3.75 10/15/2023 1,960
HOST HOTELS + RESORTS LP 5,000 4.00 6/15/2025 4,860
HOWARD HUGHES CORP 357 5.38 3/15/2025 350
HP ENTERPRISE CO 4,000 3.60 10/15/2020 4,020
HP ENTERPRISE CO 9,000 4.40 10/15/2022 9,230
HP INC 1,761 3.75 12/1/2020 1,776
HP INC 4,800 4.30 6/1/2021 4,923
HSBC BANK PLC 2,290 4.75 1/19/2021 2,365
HSBC BANK USA NA 5,440 4.88 8/24/2020 5,606
HSBC BANK USA NA 5,000 5.63 8/15/2035 5,581
HSBC HOLDINGS PLC 6,940 3.40 3/8/2021 6,934
HSBC HOLDINGS PLC 5,000 5.10 4/5/2021 5,224
HSBC HOLDINGS PLC 3,000 2.93 5/18/2021 3,005
HSBC HOLDINGS PLC 8,000 4.00 3/30/2022 8,125
HSBC HOLDINGS PLC 5,000 3.26 3/13/2023 4,904
HSBC HOLDINGS PLC 5,000 3.60 5/25/2023 4,952
HSBC HOLDINGS PLC 2,000 3.03 11/22/2023 1,929
HSBC HOLDINGS PLC 5,890 4.25 3/14/2024 5,865
HSBC HOLDINGS PLC 960 4.25 8/18/2025 943
HSBC HOLDINGS PLC 520 4.30 3/8/2026 522
HSBC HOLDINGS PLC 3,000 3.90 5/25/2026 2,929
HSBC HOLDINGS PLC 5,000 4.38 11/23/2026 4,914
HSBC HOLDINGS PLC 5,000 4.04 3/13/2028 4,863
HSBC HOLDINGS PLC 10,618 4.58 6/19/2029 10,749
HSBC HOLDINGS PLC 200 6.38 12/29/2049 197
HSBC HOLDINGS PLC 573 6.00 12/31/2099 531
HSBC HOLDINGS PLC 2,020 6.25 12/31/2099 1,982
HSBC HOLDINGS PLC 1,020 6.50 12/31/2099 978
HSBC USA INC 5,000 2.38 11/13/2019 4,956
HSBC USA INC 5,000 5.00 9/27/2020 5,154
HSI ASSET SECURITIZATION CORPO 418 2.27 2/25/2036 416
HUB INTERNATIONAL LTD 6,947 7.00 5/1/2026 6,861
HUB INTL LTD 4,000 0.00 4/25/2025 3,974
HUDBAY MINERALS INC 200 7.25 1/15/2023 207
HUDBAY MINERALS INC 250 7.63 1/15/2025 262
HUGHES SATELLITE SYSTEMS 7,302 7.63 6/15/2021 7,783
HUGHES SATELLITE SYSTEMS 1,184 5.25 8/1/2026 1,111
HUGHES SATELLITE SYSTEMS 750 6.63 8/1/2026 695
HULK FINANCE CORP 394 7.00 6/1/2026 377
HUMANA INC 2,000 2.63 10/1/2019 1,989
HUMANA INC 3,220 3.15 12/1/2022 3,163
HUMANA INC 800 2.90 12/15/2022 778
HUMANA INC 90 3.95 3/15/2027 89
HUMANA INC 3,400 4.63 12/1/2042 3,397
HUMANA INC 100 4.95 10/1/2044 104
HUMANA INC 30 4.80 3/15/2047 31
HUNGARY 1,940 5.75 11/22/2023 2,090
HUNTINGTON BANCSHARES 3,000 3.15 3/14/2021 2,985
HUNTINGTON BANCSHARES 500 5.70 12/31/2099 495
HUNTSMAN INTERNATIONAL L 480 5.13 11/15/2022 493
HUSKY ENERGY INC 7,000 6.15 6/15/2019 7,192
HUTCH WHAMPOA INT 14 LTD 3,080 3.63 10/31/2024 3,036
HYDRO QUEBEC 2,000 8.05 7/7/2024 2,474
HYLAND SOFTWARE INC 1,459 0.00 7/1/2022 1,460
HYLAND SOFTWARE INC 1,185 0.00 7/7/2025 1,198
HYPERION INS GROUP LTD 2,688 0.00 12/20/2024 2,689
HYUNDAI CAPITAL SERVICES 2,170 2.63 9/29/2020 2,123
HYUNDAI CAPITAL SERVICES 7,000 2.88 3/16/2021 6,847
IAMGOLD CORP 500 7.00 4/15/2025 509
IBM CORP 5,000 2.88 11/9/2022 4,908
ICAHN ENTERPRISES/FIN 389 6.00 8/1/2020 395
ICAHN ENTERPRISES/FIN 1,500 5.88 2/1/2022 1,505
ICAHN ENTERPRISES/FIN 503 6.25 2/1/2022 513
ICAHN ENTERPRISES/FIN 331 6.75 2/1/2024 333
ICAHN ENTERPRISES/FIN 736 6.38 12/15/2025 733
ICICI BANK LTD/DUBAI 800 4.80 5/22/2019 809
ICICI BANK LTD/DUBAI 1,970 3.13 8/12/2020 1,938
IG INVTS HLDGS LLC 4,891 0.00 5/23/2025 4,874
IHO VERWALTUNGS GMBH 100 2.75 9/15/2021 118
IHO VERWALTUNGS GMBH 750 4.13 9/15/2021 739
IHO VERWALTUNGS GMBH 250 3.25 9/15/2023 295
IHO VERWALTUNGS GMBH 220 4.50 9/15/2023 211
IHO VERWALTUNGS GMBH 150 3.75 9/15/2026 178
IHS MARKIT LTD 250 5.00 11/1/2022 253
IHS NETHERLANDS HOLDCO 385 9.50 10/27/2021 373
ILLUMINA INC 473 0.50 6/15/2021 623
IMMUCOR INC 1,163 0.00 6/15/2021 1,175
INDIANA UNIV HEALTH INC 1,000 3.97 11/1/2048 1,017
INDIGO NATURAL RES LLC 135 6.88 2/15/2026 131
INDONESIA GOVERNMENT 68,471,000 8.38 9/15/2026 4,856
INDONESIA GOVERNMENT 70,390,000 8.25 5/15/2036 4,857
INDUSTRIAL BANK OF KOREA 5,000 2.00 4/23/2020 4,879
INDUSTRIAL SENIOR TRUST 100 5.50 11/1/2022 99
INDYMAC INDA MORTGAGE LOAN TRU 194 3.97 11/25/2035 186
INDYMAC INDA MORTGAGE LOAN TRU 1,462 3.93 1/25/2036 1,375
INEOS FINANCE PLC 126 4.00 5/1/2023 150
INEOS GROUP HOLDINGS SA 100 5.38 8/1/2024 122
INEOS GROUP HOLDINGS SA 700 5.63 8/1/2024 690
INEOS US FIN LLC 4,484 0.00 3/31/2024 4,454
INFINITY ACQ LLC/FI CORP 1,130 7.25 8/1/2022 1,153
INFINITY ACQUISITION LLC 3,663 0.00 8/6/2021 3,658
INFOR (US) INC 4,540 0.00 2/1/2022 4,514
INFOR SOFTWARE PARENT 1,194 7.13 5/1/2021 1,198
INFOR US INC 7,250 6.50 5/15/2022 7,274
INFORMATICA LLC 3,701 7.13 7/15/2023 3,740
ING BANK NV 840 2.50 10/1/2019 834
ING BANK NV 1,510 5.80 9/25/2023 1,598
ING GROEP NV 5,000 3.48 3/29/2022 5,082
ING GROEP NV 5,000 3.95 3/29/2027 4,887
ING GROEP NV 471 6.50 12/29/2049 457
INGERSOLL RAND LUX FINAN 3,000 3.55 11/1/2024 2,953
INGERSOLL RAND LUX FINAN 2,000 4.65 11/1/2044 2,026
INMARSAT FINANCE PLC 450 4.88 5/15/2022 442
INMARSAT FINANCE PLC 500 6.50 10/1/2024 501
INOVALON HLDGS INC 2,000 0.00 4/2/2025 1,943
INSTALLED BUILDING PRODUCTS IN 2,978 0.00 4/15/2025 2,963
INTEL CORP 5,000 2.45 7/29/2020 4,967
INTEL CORP 5,000 3.30 10/1/2021 5,040
INTEL CORP 5,000 3.10 7/29/2022 4,997
INTEL CORP 7,180 3.70 7/29/2025 7,245
INTEL CORP 3,000 3.15 5/11/2027 2,908
INTEL CORP 5,000 4.10 5/11/2047 4,991
INTEL CORP 206 3.73 12/8/2047 194
INTELSAT JACKSON HLDG 589 7.25 10/15/2020 585
INTELSAT JACKSON HLDG 1,650 7.50 4/1/2021 1,638
INTELSAT JACKSON HLDG 986 5.50 8/1/2023 885
INTELSAT JACKSON HLDG 145 8.00 2/15/2024 152
INTELSAT JACKSON HLDG 1,870 9.75 7/15/2025 1,970
INTELSAT JACKSON HLDGS S A 134 0.00 11/27/2023 134
INTELSAT JACKSON HLDGS S A 2,024 0.00 1/2/2024 2,086
INTELSAT JACKSON HLDGS S A 425 0.00 1/2/2024 441
INTER AMERICAN DEVEL BK 5,000 1.38 7/15/2020 4,873
INTER AMERICAN DEVEL BK 5,000 2.57 10/15/2020 5,027
INTER AMERICAN DEVEL BK 5,000 1.75 4/14/2022 4,801
INTERNATIONAL GAME TECH 500 5.63 2/15/2020 508
INTERNATIONAL GAME TECH 500 6.25 2/15/2022 512
INTERNATIONAL GAME TECH 500 6.50 2/15/2025 516
INTERNATIONAL PAPER CO 5,000 4.75 2/15/2022 5,187
INTERNATIONAL PAPER CO 2,000 5.00 9/15/2035 2,028
INTERNATIONAL PAPER CO 5,000 4.40 8/15/2047 4,567
INTERNATIONAL PAPER CO 3,000 4.35 8/15/2048 2,709
INTERNATIONAL SEAWAYS OPERAT 2,012 0.00 6/22/2022 2,004
INTERPUBLIC GROUP COS 8,000 4.20 4/15/2024 8,050
INTERSTAR MILLENNIUM TRUST 108 2.74 3/14/2036 108
INTERXION HOLDING NV 220 4.75 6/15/2025 257
INTESA SANPAOLO SPA 700 3.13 7/14/2022 644
INTESA SANPAOLO SPA 390 3.38 1/12/2023 358
INTESA SANPAOLO SPA 2,970 5.02 6/26/2024 2,691
INTESA SANPAOLO SPA 200 5.71 1/15/2026 183
INTESA SANPAOLO SPA 1,100 3.88 7/14/2027 950
INTESA SANPAOLO SPA 870 4.38 1/12/2048 681
INTESA SANPAOLO SPA 200 7.00 12/29/2049 238
INTL BK RECON + DEVELOP 15,000 2.15 3/26/2019 15,000
INTL BK RECON + DEVELOP 10,000 1.25 7/26/2019 9,871
INTL BK RECON + DEVELOP 25,000 2.28 8/19/2019 25,027
INTL BK RECON + DEVELOP 5,000 1.38 3/30/2020 4,894
INTL BK RECON + DEVELOP 9,350 3.50 1/22/2021 6,494
INTL BK RECON + DEVELOP 10,000 1.63 3/9/2021 9,712
INTL BK RECON + DEVELOP 14,129 3.38 1/25/2022 9,795
INTL BK RECON + DEVELOP 5,000 1.88 10/7/2022 4,804
INTL BK RECON + DEVELOP 5,000 2.13 2/13/2023 4,840
INTL BK RECON + DEVELOP 10,000 1.75 4/19/2023 9,506
INTL FINANCE CORP 5,000 1.75 3/30/2020 4,925
INTL FINANCE CORP 5,000 1.55 11/4/2021 4,779
INTL FINANCE CORP 18,959 2.80 8/15/2022 14,127
INTL FINANCE CORP 3,000 2.00 10/24/2022 2,895
INTL FINANCE CORP 5,000 2.13 4/7/2026 4,705
INTL FLAVOR + FRAGRANCES 2,000 4.38 6/1/2047 1,823
INTL LEASE FINANCE CORP 1,610 8.63 1/15/2022 1,847
INTL LEASE FINANCE CORP 3,150 5.88 8/15/2022 3,345
INTRALOT CAPITAL LUX 546 5.25 9/15/2024 519
INTRAWEST RESORTS HLDGS INC 5,847 0.00 7/31/2024 5,836
INTRUM AB 100 2.75 7/15/2022 111
INVERSIONES CMPC SA 3,000 4.38 4/4/2027 2,890
INVESCO FINANCE PLC 5,000 3.75 1/15/2026 4,946
INVICTUS 86 0.00 3/25/2026 87
INVICTUS U S LLC 157 0.00 3/28/2025 157
IQVIA INC. 1,109 0.00 6/7/2025 1,098
IRB HOLDING CORP 307 6.75 2/15/2026 295
IRON MOUNTAIN INC 500 4.38 6/1/2021 500
IRON MOUNTAIN INC 500 5.75 8/15/2024 491
IRON MOUNTAIN INC 500 4.88 9/15/2027 462
IRON MOUNTAIN INC 425 5.25 3/15/2028 394
IRON MOUNTAIN INC DEL 895 0.00 1/2/2026 876
IRSA PROPIEDADES COM 155 8.75 3/23/2023 156
ISTAR INC 300 5.00 7/1/2019 300
ISTAR INC 1,806 4.63 9/15/2020 1,782
ISTAR INC 443 6.00 4/1/2022 443
ISTAR INC 1,876 5.25 9/15/2022 1,820
ISTAR INC 3,336 0.00 6/28/2023 3,328
ITRON INC 38 5.00 1/15/2026 36
IVORY COAST 1,729 5.75 12/31/2032 1,597
IVORY MERGER SUB INC. 1,706 0.00 3/7/2025 1,704
IWH UK MIDCO LIMITED 1,000 0.00 1/31/2025 1,160
J.D. POWER + ASSOCIATES 333 0.00 9/7/2024 336
JABIL INC 1,000 4.70 9/15/2022 1,030
JABIL INC 3,000 3.95 1/12/2028 2,865
JACKSON NATL LIFE GLOBAL 9,630 3.07 6/27/2022 9,737
JACOBS ENTERTAINMENT INC 250 7.88 2/1/2024 262
JAGGED PEAK ENERGY LLC 243 5.88 5/1/2026 239
JAGUAR HL / PPDI 2,093 6.38 8/1/2023 2,083
JAGUAR HLDG CO II 1,127 0.00 8/18/2022 1,121
JAGUAR LAND ROVER AUTOMO 300 4.25 11/15/2019 300
JAGUAR LAND ROVER AUTOMO 450 3.50 3/15/2020 447
JAMES HARDIE INTL FIN 2,200 4.75 1/15/2025 2,147
JAMESTOWN CLO LTD 380 3.04 7/15/2026 379
JAPAN TREASURY DISC BILL 190,000 0.00 7/2/2018 1,715
JAPAN TREASURY DISC BILL 470,000 0.00 7/30/2018 4,243
JAPAN TREASURY DISC BILL 190,000 0.01 10/1/2018 1,716
JB POINDEXTER + CO INC 402 7.13 4/15/2026 412
JBS USA LLC 2,414 0.00 10/30/2022 2,394
JBS USA LLC/JBS USA FINA 1,650 5.88 7/15/2024 1,576
JBS USA LLC/JBS USA FINA 2,199 5.75 6/15/2025 2,049
JBS USA LUX/JBS USA FIN 1,269 6.75 2/15/2028 1,199
JC PENNEY CORP INC 19 8.13 10/1/2019 20
JC PENNEY CORP INC 8 5.65 6/1/2020 8
JC PENNEY CORP INC 500 5.88 7/1/2023 469
JC PENNEY CORP INC 500 8.63 3/15/2025 424
JEFFERIES FIN LLC / JFIN 250 7.38 4/1/2020 253
JEFFERIES FIN LLC / JFIN 500 7.50 4/15/2021 507
JEFFERIES FIN LLC / JFIN 1,535 6.88 4/15/2022 1,530
JEFFERIES GROUP LLC 3,000 6.88 4/15/2021 3,236
JEFFERIES GROUP LLC 1,000 5.13 1/20/2023 1,040
JEFFERIES GRP LLC / CAP 5,000 4.85 1/15/2027 4,861
JEFFERSON BIDCO INC 2,980 0.00 9/7/2023 2,984
JELD WEN INC 146 4.63 12/15/2025 139
JELD WEN INC 88 4.88 12/15/2027 82
JERROLD FINCO PLC 100 6.25 9/15/2021 135
JM SMUCKER CO 3,000 2.50 3/15/2020 2,965
JM SMUCKER CO 3,000 4.25 3/15/2035 2,847
JOHN DEERE CAPITAL CORP 10,000 2.62 10/15/2018 10,000
JOHN DEERE CAPITAL CORP 370 2.25 4/17/2019 369
JOHN DEERE CAPITAL CORP 15,000 2.56 1/7/2020 15,000
JOHN DEERE CAPITAL CORP 240 1.70 1/15/2020 236
JOHN DEERE CAPITAL CORP 5,000 2.05 3/10/2020 4,927
JOHN DEERE CAPITAL CORP 5,000 2.57 3/12/2021 4,999
JOHN DEERE CAPITAL CORP 2,500 3.90 7/12/2021 2,553
JOHN DEERE CAPITAL CORP 5,000 2.80 1/27/2023 4,885
JOHN DEERE CAPITAL CORP 2,000 2.80 9/8/2027 1,867
JOHN DEERE OWNER TRUST 5,394 1.82 10/15/2021 5,316
JOHNSON + JOHNSON 450 3.63 3/3/2037 440
JOHNSON CONTROLS INTL PL 2,000 4.63 7/2/2044 1,959
JOHNSON CONTROLS INTL PL 2,000 4.50 2/15/2047 1,929
JOSEPH T RYERSON + SON I 250 11.00 5/15/2022 276
JP MORGAN CHASE BANK NA 25,000 2.61 2/13/2020 25,000
JP MORGAN CHASE BANK NA 3,000 2.65 2/1/2021 3,002
JP MORGAN CHASE BANK NA 5,000 3.09 4/26/2021 4,990
JP MORGAN CHASE COMMERCIAL MOR 1,000 8.30 10/15/2019 1,006
JP MORGAN CHASE COMMERCIAL MOR 1,158 6.14 4/17/2045 828
JP MORGAN CHASE COMMERCIAL MOR 3,140 3.14 6/15/2045 3,145
JP MORGAN CHASE COMMERCIAL MOR 3,000 3.48 6/15/2045 3,019
JP MORGAN CHASE COMMERCIAL MOR 3,013 3.42 10/15/2045 2,983
JP MORGAN CHASE COMMERCIAL MOR 2,831 2.67 1/15/2046 2,819
JP MORGAN CHASE COMMERCIAL MOR 56 4.39 2/15/2046 56
JP MORGAN CHASE COMMERCIAL MOR 1,530 3.07 12/15/2046 1,530
JP MORGAN CHASE COMMERCIAL MOR 224 5.37 5/15/2047 224
JP MORGAN CHASE COMMERCIAL MOR 920 5.41 5/15/2047 646
JP MORGAN CHASE COMMERCIAL MOR 1,670 5.50 6/12/2047 1,385
JP MORGAN CHASE COMMERCIAL MOR 7,731 3.80 7/15/2047 7,838
JP MORGAN CHASE COMMERCIAL MOR 1,060 4.72 7/15/2047 1,048
JP MORGAN CHASE COMMERCIAL MOR 3,045 4.26 12/15/2047 2,978
JP MORGAN CHASE COMMERCIAL MOR 2,000 3.91 1/15/2049 2,035
JP MORGAN CHASE COMMERCIAL MOR 445 6.01 2/12/2049 327
JP MORGAN CHASE COMMERCIAL MOR 2,500 2.82 8/15/2049 2,354
JP MORGAN CHASE COMMERCIAL MOR 1,750 3.47 12/15/2049 1,742
JP MORGAN CHASE COMMERCIAL MOR 5,000 3.65 12/15/2049 4,980
JP MORGAN CHASE COMMERCIAL MOR 1,500 3.72 3/15/2050 1,499
JP MORGAN CHASE COMMERCIAL MOR 34 6.17 2/15/2051 33
JP MORGAN MORTGAGE TRUST 546 3.70 4/25/2035 553
JP MORGAN MORTGAGE TRUST 494 3.83 8/25/2035 500
JP MORGAN MORTGAGE TRUST 530 3.80 9/25/2035 521
JP MORGAN MORTGAGE TRUST 692 3.56 11/25/2035 681
JP MORGAN MORTGAGE TRUST 1,256 6.00 4/25/2036 1,330
JP MORGAN MORTGAGE TRUST 2,728 3.49 3/25/2043 2,707
JP MORGAN MORTGAGE TRUST 1,899 2.75 7/25/2044 1,862
JP MORGAN MORTGAGE TRUST 1,627 2.77 9/25/2044 1,586
JP MORGAN MORTGAGE TRUST 3,406 3.50 5/25/2046 3,308
JP MORGAN MORTGAGE TRUST 2,368 2.61 12/25/2046 2,329
JP MORGAN MORTGAGE TRUST 3,755 3.50 5/25/2047 3,705
JP MORGAN MORTGAGE TRUST 5,654 3.50 9/25/2048 5,556
JP MORGAN MORTGAGE TRUST 2,220 3.50 10/25/2048 2,182
JP MORGAN MORTGAGE TRUST 7,350 3.50 10/25/2048 7,230
JP MORGAN MORTGAGE TRUST 3,770 4.01 12/25/2048 3,662
JPMBB COMMERCIAL MORTGAGE SECU 8,500 3.27 7/15/2045 8,498
JPMBB COMMERCIAL MORTGAGE SECU 2,310 5.25 11/15/2045 2,396
JPMBB COMMERCIAL MORTGAGE SECU 5,750 3.76 8/15/2046 5,834
JPMBB COMMERCIAL MORTGAGE SECU 180 5.04 1/15/2047 188
JPMBB COMMERCIAL MORTGAGE SECU 5,035 4.00 4/15/2047 5,147
JPMBB COMMERCIAL MORTGAGE SECU 5,415 3.43 8/15/2047 5,443
JPMBB COMMERCIAL MORTGAGE SECU 1,560 3.36 9/15/2047 1,050
JPMBB COMMERCIAL MORTGAGE SECU 3,000 3.66 9/15/2047 3,037
JPMBB COMMERCIAL MORTGAGE SECU 1,600 3.93 9/15/2047 1,631
JPMBB COMMERCIAL MORTGAGE SECU 1,455 3.64 11/15/2047 1,459
JPMBB COMMERCIAL MORTGAGE SECU 2,000 3.80 1/15/2048 1,994
JPMBB COMMERCIAL MORTGAGE SECU 5,000 3.82 7/15/2048 5,067
JPMBB COMMERCIAL MORTGAGE SECU 620 3.80 8/15/2048 626
JPMBB COMMERCIAL MORTGAGE SECU 790 4.77 8/15/2048 814
JPMBB COMMERCIAL MORTGAGE SECU 210 4.77 8/15/2048 208
JPMBB COMMERCIAL MORTGAGE SECU 2,520 2.91 10/15/2048 2,429
JPMBB COMMERCIAL MORTGAGE SECU 4,864 3.23 10/15/2048 4,753
JPMDB COMMERCIAL MORTGAGE SECU 3,000 4.21 6/15/2051 3,100
JPMORGAN CHASE + CO 5,000 2.20 10/22/2019 4,951
JPMORGAN CHASE + CO 5,000 2.25 1/23/2020 4,935
JPMORGAN CHASE + CO 10,000 4.40 7/22/2020 10,242
JPMORGAN CHASE + CO 5,000 2.88 3/9/2021 5,014
JPMORGAN CHASE + CO 5,000 4.63 5/10/2021 5,175
JPMORGAN CHASE + CO 10,220 4.35 8/15/2021 10,510
JPMORGAN CHASE + CO 5,060 4.50 1/24/2022 5,235
JPMORGAN CHASE + CO 3,000 3.51 6/18/2022 3,005
JPMORGAN CHASE + CO 5,000 3.25 9/23/2022 4,950
JPMORGAN CHASE + CO 3,000 2.78 4/25/2023 2,909
JPMORGAN CHASE + CO 5,000 2.70 5/18/2023 4,797
JPMORGAN CHASE + CO 5,000 3.56 4/23/2024 4,953
JPMORGAN CHASE + CO 8,000 3.63 5/13/2024 7,955
JPMORGAN CHASE + CO 1,650 3.88 9/10/2024 1,633
JPMORGAN CHASE + CO 5,000 3.30 4/1/2026 4,775
JPMORGAN CHASE + CO 5,000 3.20 6/15/2026 4,737
JPMORGAN CHASE + CO 5,000 4.13 12/15/2026 4,940
JPMORGAN CHASE + CO 250 4.25 10/1/2027 248
JPMORGAN CHASE + CO 5,000 3.63 12/1/2027 4,706
JPMORGAN CHASE + CO 3,000 3.54 5/1/2028 2,871
JPMORGAN CHASE + CO 5,000 3.51 1/23/2029 4,731
JPMORGAN CHASE + CO 14,750 4.01 4/23/2029 14,561
JPMORGAN CHASE + CO 5,000 3.88 7/24/2038 4,612
JPMORGAN CHASE + CO 10,000 5.60 7/15/2041 11,332
JPMORGAN CHASE + CO 5,000 4.85 2/1/2044 5,216
JPMORGAN CHASE + CO 5,000 3.90 1/23/2049 4,501
JPMORGAN CHASE + CO 440 6.10 10/29/2049 454
JPMORGAN CHASE + CO 1,070 5.00 12/29/2049 1,073
JPMORGAN CHASE + CO 187 5.15 12/29/2049 185
JPMORGAN CHASE + CO 90 6.00 12/31/2049 92
JPN BANK FOR INT L COOP 2,000 2.78 6/1/2020 2,011
JPN BANK FOR INT L COOP 1,500 2.13 7/21/2020 1,476
JPN BANK FOR INT L COOP 3,000 2.38 4/20/2026 2,823
JPN BANK FOR INT L COOP 1,000 2.88 7/21/2027 969
JUBILEE CDO BV 1,270 0.47 12/15/2029 1,479
K HOVNANIAN ENTERPRISES 561 10.00 7/15/2022 590
K MAC HOLDINGS CORP 1,872 0.00 3/14/2025 1,858
K MAC HOLDINGS CORP 296 0.00 3/16/2026 295
KAISER FOUNDATION HOSPIT 3,000 3.15 5/1/2027 2,881
KAISER FOUNDATION HOSPIT 3,000 4.15 5/1/2047 3,035
KANSAS CITY POWER + LT 5,000 5.30 10/1/2041 5,655
KANSAS CITY POWER + LT 1,715 4.20 3/15/2048 1,685
KANSAS CITY SOUTHERN 4,000 4.30 5/15/2043 3,774
KANSAS CITY SOUTHERN 4,000 4.95 8/15/2045 4,004
KAR AUCTION SERVICES INC 2,916 5.13 6/1/2025 2,785
KAZMUNAYGAS NATIONAL CO 200 5.38 4/24/2030 201
KAZMUNAYGAS NATIONAL CO 360 6.38 10/24/2048 366
KB HOME 600 8.00 3/15/2020 639
KB HOME 250 7.63 5/15/2023 267
KELLOGG CO 2,000 3.25 5/14/2021 2,001
KENAN ADVANTAGE GROUP 300 7.88 7/31/2023 306
KENNEDY WILSON INC 500 5.88 4/1/2024 485
KERR MCGEE CORP 7,110 6.95 7/1/2024 8,089
KEURIG DR PEPPER INC 3,000 4.06 5/25/2023 3,011
KEURIG DR PEPPER INC 3,000 4.60 5/25/2028 3,011
KEURIG DR PEPPER INC 2,000 4.99 5/25/2038 2,013
KEURIG DR PEPPER INC 3,000 4.50 11/15/2045 2,770
KEY BANK NA 5,000 2.25 3/16/2020 4,930
KEY BANK NA 2,000 3.35 6/15/2021 2,005
KEY BANK NA 5,000 3.40 5/20/2026 4,754
KEYCORP 5,000 2.90 9/15/2020 4,959
KEYCORP 3,000 4.10 4/30/2028 2,983
KEYSIGHT TECHNOLOGIES 5,000 3.30 10/30/2019 4,987
KFC HLD/PIZZA HUT/TACO 97 5.00 6/1/2024 96
KFC HLD/PIZZA HUT/TACO 73 5.25 6/1/2026 72
KFC HLD/PIZZA HUT/TACO 50 4.75 6/1/2027 47
KFW 7,000 1.75 10/15/2019 6,927
KFW 7,000 1.50 4/20/2020 6,855
KFW 5,000 2.75 10/1/2020 5,002
KFW 10,000 1.88 11/30/2020 9,799
KFW 5,000 2.00 11/30/2021 4,861
KFW 5,000 2.13 6/15/2022 4,860
KFW 5,000 2.00 9/29/2022 4,824
KFW 5,000 2.00 10/4/2022 4,826
KFW 5,000 2.88 4/3/2028 4,945
KILROY REALTY LP 2,000 4.38 10/1/2025 2,002
KIMCO REALTY CORP 2,000 3.40 11/1/2022 1,974
KIMCO REALTY CORP 3,000 4.45 9/1/2047 2,746
KINDER MORGAN ENER PART 500 6.50 4/1/2020 526
KINDER MORGAN ENER PART 3,000 3.50 3/1/2021 2,994
KINDER MORGAN ENER PART 1,050 5.00 10/1/2021 1,088
KINDER MORGAN ENER PART 740 3.50 9/1/2023 719
KINDER MORGAN ENER PART 7,345 6.95 1/15/2038 8,378
KINDER MORGAN ENER PART 7,000 6.38 3/1/2041 7,490
KINDER MORGAN ENER PART 4,000 5.63 9/1/2041 3,973
KINDER MORGAN ENER PART 5,000 5.00 8/15/2042 4,637
KINDER MORGAN ENER PART 3,000 4.70 11/1/2042 2,683
KINDER MORGAN ENER PART 5,000 5.40 9/1/2044 4,862
KINDER MORGAN INC 2,000 4.30 3/1/2028 1,945
KINDER MORGAN INC 2,000 5.20 3/1/2048 1,937
KINDER MORGAN INC/DELAWA 3,000 4.30 6/1/2025 2,991
KINDER MORGAN INC/DELAWA 1,500 7.80 8/1/2031 1,820
KINDER MORGAN INC/DELAWA 230 7.75 1/15/2032 279
KINDER MORGAN INC/DELAWA 530 5.30 12/1/2034 521
KINDRED HEALTHCARE INC 500 8.00 1/15/2020 538
KINDRED HEALTHCARE INC 750 6.38 4/15/2022 774
KINDRED HEALTHCARE INC 480 8.75 1/15/2023 512
KINETIC CONCEPT/KCI USA 600 7.88 2/15/2021 612
KIRBY CORPORATION 2,000 4.20 3/1/2028 1,968
KKR GROUP FIN CO II 210 5.50 2/1/2043 217
KKR GROUP FINANCE CO III 4,158 5.13 6/1/2044 4,103
KLA TENCOR CORP 3,000 4.65 11/1/2024 3,103
KLEOPATRA HOLDINGS 1 SCA 313 8.50 6/30/2023 274
KLOCKNER PENTAPLAST AMER INC 1,746 0.00 6/30/2022 1,668
KLX INC 779 5.88 12/1/2022 809
KOHL S CORPORATION 2,000 3.25 2/1/2023 1,939
KOHL S CORPORATION 546 4.75 12/15/2023 554
KOMATSU FINANCE AMERICA 300 2.12 9/11/2020 293
KOMATSU FINANCE AMERICA 800 2.44 9/11/2022 770
KOMMUNALBANKEN AS 3,000 1.38 10/26/2020 2,904
KOMMUNINVEST I SVERIGE 3,000 1.88 6/1/2021 2,917
KONINKLIJKE KPN NV 100 6.88 3/14/2073 139
KONINKLIJKE KPN NV 350 7.00 3/28/2073 361
KOPPERS INC 468 6.00 2/15/2025 469
KOREA DEVELOPMENT BANK 2,500 2.77 2/27/2020 2,496
KOREA DEVELOPMENT BANK 5,000 2.88 3/12/2021 4,994
KOREA DEVELOPMENT BANK 1,500 3.02 2/27/2022 1,499
KOREA DEVELOPMENT BANK 3,000 3.05 7/6/2022 2,997
KOREA EAST WEST POWER CO 2,000 2.50 6/2/2020 1,965
KRAFT HEINZ FOODS CO 4,783 5.38 2/10/2020 4,947
KRAFT HEINZ FOODS CO 2,000 2.92 2/10/2021 2,003
KRAFT HEINZ FOODS CO 5,010 3.50 6/6/2022 4,959
KRAFT HEINZ FOODS CO 5,420 3.50 7/15/2022 5,356
KRAFT HEINZ FOODS CO 40 4.00 6/15/2023 40
KRAFT HEINZ FOODS CO 340 3.95 7/15/2025 331
KRAFT HEINZ FOODS CO 280 3.00 6/1/2026 253
KRAFT HEINZ FOODS CO 4,330 5.00 7/15/2035 4,272
KRAFT HEINZ FOODS CO 3,000 6.50 2/9/2040 3,384
KRAFT HEINZ FOODS CO 180 5.20 7/15/2045 175
KRAFT HEINZ FOODS CO 5,000 4.38 6/1/2046 4,331
KRATOS DEFENSE + SEC 546 6.50 11/30/2025 567
KROGER CO 850 6.15 1/15/2020 888
KROGER CO 3,000 2.60 2/1/2021 2,942
KROGER CO 2,000 2.95 11/1/2021 1,971
KROGER CO 7,000 4.00 2/1/2024 7,021
KROGER CO 3,000 3.50 2/1/2026 2,856
KROGER CO 2,000 4.65 1/15/2048 1,889
KRONOS ACQUISITION HOLDI 300 9.00 8/15/2023 273
KRONOS INC 4,931 0.00 11/1/2023 4,918
KRONOS INC 1,351 0.00 11/1/2024 1,388
KRONOS INTERNATIONAL INC 100 3.75 9/15/2025 112
KUWAIT INTL BOND 1,580 3.50 3/20/2027 1,537
KVK CLO LTD 1,240 2.62 1/15/2028 1,238
L BRANDS INC 700 6.63 4/1/2021 740
L BRANDS INC 400 5.25 2/1/2028 355
L BRANDS INC 1,913 6.88 11/1/2035 1,686
L BRANDS INC 600 7.60 7/15/2037 549
L+W INC. 1,167 0.00 5/22/2025 1,167
L3 TECHNOLOGIES INC 3,000 3.85 6/15/2023 2,994
L3 TECHNOLOGIES INC 684 3.95 5/28/2024 676
L3 TECHNOLOGIES INC 3,000 3.85 12/15/2026 2,893
LA FINAC ATALIAN SA 630 4.00 5/15/2024 695
LABORATORY CORP OF AMER 5,000 3.60 2/1/2025 4,882
LADDER CAP FIN LLLP/CORP 42 5.25 3/15/2022 42
LADDER CAP FIN LLLP/CORP 7,032 5.25 10/1/2025 6,591
LAMAR MEDIA CORP 500 5.75 2/1/2026 508
LAMB WESTON HLD 100 4.63 11/1/2024 97
LAMB WESTON HLD 2,160 4.88 11/1/2026 2,101
LAND O LAKES INC 2,500 6.00 11/15/2022 2,653
LAS VEGAS SANDS LLC 886 0.00 3/27/2025 879
LATAM FINANCE LTD 436 6.88 4/11/2024 426
LATITUDE MANAGEMENT REAL ESTAT 530 3.06 2/22/2032 530
LAUREATE EDUCATION INC 708 8.25 5/1/2025 758
LAUREATE EDUCATION INC DEL 134 0.00 4/26/2024 134
LBM BORROWER LLC 3,367 0.00 8/19/2022 3,364
LDISCOVERY LLC 722 0.00 12/9/2022 664
LEARNING CARE GROUP 1,353 0.00 3/13/2025 1,344
LEE ENTERPRISES INC 400 9.50 3/15/2022 418
LEGGETT + PLATT INC 3,000 3.80 11/15/2024 2,943
LEHMAN BROTHERS HOLDINGS 25,000 1.00 12/23/2008 764
LEHMAN BROTHERS HOLDINGS 20,000 1.00 1/23/2009 612
LEHMAN BROTHERS HOLDINGS 25,000 1.00 3/23/2009 765
LEHMAN BROTHERS HOLDINGS 50,000 1.00 4/3/2009 1,531
LEHMAN BROTHERS HOLDINGS 71,000 1.00 4/3/2009 2,148
LEHMAN BROTHERS HOLDINGS 25,000 1.00 8/21/2009 765
LEHMAN BROTHERS HOLDINGS 25,000 1.00 11/16/2009 764
LEHMAN BROTHERS HOLDINGS 5,000 5.75 1/3/2017 1
LEHMAN BROTHERS HOLDINGS 20,000 6.50 7/19/2017 2
LEHMAN BROTHERS HOLDINGS 21,000 6.75 12/28/2017 2
LEHMAN BROTHERS HOLDINGS 180,000 1.00 3/23/2049 5,510
LEHMAN BROTHERS HOLDINGS 130,000 0.00 5/25/2049 4,001
LENNAR CORP 173 6.63 5/1/2020 181
LENNAR CORP 115 8.38 1/15/2021 126
LENNAR CORP 1,020 6.25 12/15/2021 1,069
LENNAR CORP 216 4.13 1/15/2022 214
LENNAR CORP 706 5.38 10/1/2022 720
LENNAR CORP 478 4.75 11/15/2022 479
LENNAR CORP 500 4.88 12/15/2023 499
LENNAR CORP 330 4.50 4/30/2024 319
LENNAR CORP 1,325 4.75 5/30/2025 1,286
LENNAR CORP 45 5.25 6/1/2026 44
LENNAR CORP 3,105 4.75 11/29/2027 2,912
LEVEL 3 FINANCING INC 2,000 6.13 1/15/2021 2,014
LEVEL 3 FINANCING INC 540 5.38 8/15/2022 540
LEVEL 3 FINANCING INC 825 5.63 2/1/2023 825
LEVEL 3 FINANCING INC 3,000 5.13 5/1/2023 2,940
LEVEL 3 FINANCING INC 260 5.38 1/15/2024 254
LEVEL 3 FINANCING INC 6,352 0.00 2/22/2024 6,328
LEVEL 3 FINANCING INC 889 5.38 5/1/2025 863
LEVEL 3 FINANCING INC 1,509 5.25 3/15/2026 1,437
LEVEL 3 PARENT LLC 1,000 5.75 12/1/2022 1,001
LEVI STRAUSS + CO 400 5.00 5/1/2025 399
LGI HOMES INC 231 6.88 7/15/2026 230
LHC THREE PLC 151 4.13 8/15/2024 176
LHC THREE PLC 319 4.13 8/15/2024 371
LHMC FINCO SARL 418 7.88 12/20/2023 409
LIBERTY INTERACTIVE LLC 201 8.50 7/15/2029 217
LIBERTY INTERACTIVE LLC 52 8.25 2/1/2030 55
LIBERTY MUTUAL GROUP INC 3,000 4.95 5/1/2022 3,131
LIBERTY MUTUAL GROUP INC 2,000 5.25 3/7/2067 1,949
LIBERTY MUTUAL GROUP INC 825 7.80 3/7/2087 977
LIBERTY PROPERTY LP 3,000 3.25 10/1/2026 2,801
LIFEPOINT HEALTH INC 750 5.50 12/1/2021 753
LIFEPOINT HEALTH INC 500 5.88 12/1/2023 498
LIFESCAN GLOBAL CORPORATION 1,096 0.00 5/23/2025 1,060
LIMETREE BAY TERMINALS LLC 1,990 0.00 2/15/2024 1,969
LIN TELEVISION CORP 100 5.88 11/15/2022 102
LINCOLN FINANCE LTD 2,000 7.38 4/15/2021 2,064
LINCOLN NATIONAL CORP 4,000 4.85 6/24/2021 4,164
LINCOLN NATIONAL CORP 8,430 3.80 3/1/2028 8,042
LINCOLN NATIONAL CORP 3,000 7.00 6/15/2040 3,783
LINCOLN NATIONAL CORP 2,000 4.35 3/1/2048 1,851
LIONS GATE CAPITAL HOLD 1,202 5.88 11/1/2024 1,219
LIONS GATE ENTERTAINMENT CORP 169 0.00 3/24/2025 168
LIQUID TELECOM FINANCE 480 8.50 7/13/2022 484
LIVE NATION ENTERTAINMEN 348 4.88 11/1/2024 337
LKQ CORP 4,200 4.75 5/15/2023 4,188
LKQ ITALIA BONDCO SPA 150 3.88 4/1/2024 182
LLOYDS BANK PLC 1,200 2.70 8/17/2020 1,179
LLOYDS BANK PLC 3,000 2.85 5/7/2021 3,001
LLOYDS BANKING GROUP PLC 400 3.13 6/21/2021 400
LLOYDS BANKING GROUP PLC 5,000 3.00 1/11/2022 4,868
LLOYDS BANKING GROUP PLC 870 4.50 11/4/2024 860
LLOYDS BANKING GROUP PLC 3,000 4.45 5/8/2025 3,019
LLOYDS BANKING GROUP PLC 2,000 4.58 12/10/2025 1,961
LLOYDS BANKING GROUP PLC 5,000 4.65 3/24/2026 4,924
LLOYDS BANKING GROUP PLC 6,000 3.75 1/11/2027 5,678
LLOYDS BANKING GROUP PLC 3,230 4.38 3/22/2028 3,181
LLOYDS BANKING GROUP PLC 200 3.57 11/7/2028 185
LOANCORE CAP/JLC FIN COR 175 6.88 6/1/2020 178
LOCKHEED MARTIN CORP 3,000 3.35 9/15/2021 3,019
LOCKHEED MARTIN CORP 60 3.10 1/15/2023 59
LOCKHEED MARTIN CORP 5,910 3.55 1/15/2026 5,816
LOCKHEED MARTIN CORP 160 4.50 5/15/2036 167
LOCKHEED MARTIN CORP 5,700 4.07 12/15/2042 5,485
LOCKHEED MARTIN CORP 5,699 4.09 9/15/2052 5,383
LOS ANGELES CA DEPT WTR PWR 3,000 5.72 7/1/2039 3,707
LOS ANGELES CA UNIF SCH DIST 5,000 5.75 7/1/2034 6,060
LOS ANGELES CA UNIF SCH DIST 5,560 6.76 7/1/2034 7,335
LOUISIANA PACIFIC CORP 250 4.88 9/15/2024 246
LOWE S COS INC 5,000 2.50 4/15/2026 4,575
LOWE S COS INC 4,000 4.65 4/15/2042 4,152
LOWE S COS INC 5,000 3.70 4/15/2046 4,486
LOXAM SAS 100 3.50 5/3/2023 119
LSC COMMUNICATIONS INC 500 8.75 10/15/2023 493
LSTAR COMMERCIAL MORTGAGE TRUS 2,232 2.73 4/20/2048 2,204
LUCID ENERGY GROUP II BORROWER 137 0.00 2/17/2025 136
LUKOIL INTL FINANCE BV 2,390 4.56 4/24/2023 2,411
LYB INTERNATIONAL FINANC 3,000 3.50 3/2/2027 2,820
LYB INTL FINANCE BV 3,000 5.25 7/15/2043 3,123
LYB INTL FINANCE BV 2,000 4.88 3/15/2044 1,989
LYONDELLBASELL IND NV 295 5.00 4/15/2019 298
LYONDELLBASELL IND NV 1,410 6.00 11/15/2021 1,509
M A COM TECHNOLOGY SOLUTIONS 1,990 0.00 5/17/2024 1,953
M/I HOMES INC 300 5.63 8/1/2025 280
MA FINANCECO LLC 3,995 0.00 11/19/2021 3,975
MA FINANCECO LLC 354 0.00 6/21/2024 352
MACDERMID INC 1,464 0.00 6/7/2020 1,461
MACQUARIE GROUP LTD 5,000 6.00 1/14/2020 5,185
MACQUARIE GROUP LTD 3,000 4.15 3/27/2024 2,985
MACYS RETAIL HLDGS INC 2,000 2.88 2/15/2023 1,883
MACYS RETAIL HLDGS INC 2,000 7.00 2/15/2028 2,167
MACYS RETAIL HLDGS INC 3,000 5.13 1/15/2042 2,600
MAGELLAN MIDSTREAM PARTN 3,000 5.00 3/1/2026 3,169
MAGELLAN MIDSTREAM PARTN 3,000 5.15 10/15/2043 3,144
MAGNOLIA FINANCE X DAC 2,098 3.24 3/12/2020 2,748
MAGNOLIA FINANCE X DAC 719 4.50 3/12/2020 942
MALLINCKRODT FIN/SB 729 4.88 4/15/2020 717
MALLINCKRODT FIN/SB 714 5.75 8/1/2022 643
MALLINCKRODT FIN/SB 284 5.63 10/15/2023 237
MALLINCKRODT FIN/SB 339 5.50 4/15/2025 273
MANITOBA (PROVINCE OF) 7,000 2.05 11/30/2020 6,863
MANITOBA (PROVINCE OF) 2,000 2.13 5/4/2022 1,927
MANUF + TRADERS TRUST CO 2,000 2.50 5/18/2022 1,935
MANULIFE FINANCIAL CORP 3,000 4.15 3/4/2026 2,996
MARATHON CLO LTD 1,260 3.20 11/21/2027 1,256
MARATHON OIL CORP 5,000 3.85 6/1/2025 4,924
MARATHON PETROLEUM CORP 5,000 3.63 9/15/2024 4,889
MARATHON PETROLEUM CORP 5,000 4.75 9/15/2044 4,793
MARRIOTT INTERNATIONAL 2,000 3.75 3/15/2025 1,964
MARRIOTT INTERNATIONAL 2,000 3.75 10/1/2025 1,956
MARRIOTT INTERNATIONAL 3,000 3.13 6/15/2026 2,789
MARSH + MCLENNAN COS INC 2,000 4.80 7/15/2021 2,080
MARSH + MCLENNAN COS INC 2,000 2.75 1/30/2022 1,956
MARSH + MCLENNAN COS INC 3,000 3.75 3/14/2026 2,971
MARSH + MCLENNAN COS INC 3,000 4.35 1/30/2047 2,981
MARTIN MARIETTA MATERIAL 3,000 4.25 7/2/2024 3,055
MARTIN MARIETTA MATERIAL 2,000 4.25 12/15/2047 1,727
MASCO CORP 3,000 3.50 4/1/2021 2,999
MASCO CORP 3,000 4.45 4/1/2025 3,010
MASONITE INTERNATIONAL C 706 5.63 3/15/2023 723
MASTEC INC 250 4.88 3/15/2023 242
MASTR ADJUSTABLE RATE MORTGAGE 485 3.62 12/25/2033 490
MASTR ALTERNATIVE LOANS TRUST 1,240 5.50 4/25/2034 1,305
MASTR ALTERNATIVE LOANS TRUST 13 5.50 5/25/2034 13
MASTR ASSET BACKED SECURITIES 1,230 2.68 2/25/2034 1,212
MASTR ASSET BACKED SECURITIES 4,314 2.69 5/25/2037 4,135
MASTR REPERFORMING LOAN TRUST 125 7.00 8/25/2034 123
MASTRONARDI PRODUCE LIMITED 1,250 0.00 5/1/2025 1,253
MATADOR RESOURCES CO 385 6.88 4/15/2023 403
MATTAMY GROUP CORP 281 6.88 12/15/2023 285
MATTAMY GROUP CORP 50 6.50 10/1/2025 49
MATTEL INC 2,083 6.75 12/31/2025 2,028
MATTEL INC 106 6.20 10/1/2040 91
MATTEL INC 62 5.45 11/1/2041 50
MATTERHORN TELECOM SA 244 3.88 5/1/2022 288
MATTERHORN TELECOM SA 14 3.25 2/1/2023 17
MATTERHORN TELECOM SA 100 4.00 11/15/2027 109
MATTHEWS INTERNATIONAL C 116 5.25 12/1/2025 111
MATTHORN TEL HLD 840 4.88 5/1/2023 981
MAVIS TIRE EXPRESS SVCS CORP 17 0.00 3/20/2025 17
MAVIS TIRE EXPRESS SVCS CORP 109 0.00 3/20/2025 107
MCCLATCHY CO 830 9.00 12/15/2022 869
MCDERMOTT TEC AMR/US INC 911 10.63 5/1/2024 949
MCDERMOTT TECHNOLOGY (AMERICAS 1,532 0.00 5/12/2025 1,538
MCDONALD S CORP 7,000 2.75 12/9/2020 6,953
MCDONALD S CORP 800 2.76 10/28/2021 802
MCDONALD S CORP 3,000 3.35 4/1/2023 2,990
MCDONALD S CORP 4,383 3.25 6/10/2024 4,326
MCDONALD S CORP 780 3.70 1/30/2026 775
MCDONALD S CORP 10 3.50 3/1/2027 10
MCGRAW HILL GLOBAL ED 250 7.88 5/15/2024 231
MCKESSON CORP 6,000 2.85 3/15/2023 5,741
MCLAREN FINANCE PLC 250 5.75 8/1/2022 250
MDC HOLDINGS INC 266 6.00 1/15/2043 231
MDC PARTNERS INC 651 6.50 5/1/2024 570
MEAD JOHNSON NUTRITION C 3,000 4.13 11/15/2025 3,062
MEDALLION MIDLAND ACQUISITION 172 0.00 10/30/2024 170
MEDIACOM BRDBND LLC/CORP 500 5.50 4/15/2021 505
MEDNAX INC 749 5.25 12/1/2023 737
MEDPLAST HOLDINGS INC. 448 0.00 7/2/2025 447
MEDPLAST HOLDINGS INC. 244 0.00 7/2/2026 244
MEDRISK INC 125 0.00 12/28/2025 124
MEDTRONIC GLOBAL HLDINGS 520 3.35 4/1/2027 506
MEDTRONIC INC 60 3.13 3/15/2022 60
MEDTRONIC INC 7,000 3.15 3/15/2022 6,944
MEDTRONIC INC 3,000 2.75 4/1/2023 2,925
MEDTRONIC INC 1,430 3.50 3/15/2025 1,413
MEDTRONIC INC 7,000 4.38 3/15/2035 7,237
MEDTRONIC INC 2,000 5.55 3/15/2040 2,332
MEDTRONIC INC 12,000 4.63 3/15/2045 12,726
MEG ENERGY CORP 827 6.38 1/30/2023 768
MEG ENERGY CORP 2,447 7.00 3/31/2024 2,288
MEG ENERGY CORP 1,230 6.50 1/15/2025 1,227
MERCER INTL INC 583 6.50 2/1/2024 595
MERCER INTL INC 433 5.50 1/15/2026 420
MERCK + CO INC 2,000 1.85 2/10/2020 1,970
MERCK + CO INC 5,000 3.88 1/15/2021 5,102
MERCK + CO INC 5,000 2.40 9/15/2022 4,849
MERCK + CO INC 370 2.75 2/10/2025 354
MERCK + CO INC 2,000 3.70 2/10/2045 1,902
MERCURY BONDCO 270 8.25 5/30/2021 328
MEREDITH CORP 1,017 6.88 2/1/2026 1,003
MERIT SECURITIES CORPORATION 687 2.72 4/28/2027 669
MERITAGE HOMES CORP 40 7.15 4/15/2020 42
MERITAGE HOMES CORP 550 7.00 4/1/2022 594
MERITAGE HOMES CORP 407 6.00 6/1/2025 413
MERITAGE HOMES CORP 145 5.13 6/6/2027 134
MERITOR INC 600 6.25 2/15/2024 605
MERLIN ENTERTAINMENTS PL 500 5.75 6/15/2026 507
MET LIFE GLOB FUNDING I 7,500 2.76 12/19/2018 7,511
MET LIFE GLOB FUNDING I 7,000 2.55 9/19/2019 7,000
MET TRANSPRTN AUTH NY REVENUE 5,000 6.67 11/15/2039 6,680
MET WASHINGTON DC ARPTS AUTH D 7,000 7.46 10/1/2046 10,269
METLIFE CAPITAL TRUST IV 400 7.88 12/15/2067 495
METLIFE INC 648 4.75 2/8/2021 671
METLIFE INC 5,000 3.05 12/15/2022 4,927
METLIFE INC 5,000 3.00 3/1/2025 4,765
METLIFE INC 5,000 5.70 6/15/2035 5,695
METLIFE INC 3,290 5.88 2/6/2041 3,862
METLIFE INC 3,000 4.60 5/13/2046 3,034
METLIFE INC 930 6.40 12/15/2066 987
METRO GOLDWYN MAYER INC. 868 0.00 7/3/2025 866
METRO GOLDWYN MAYER INC. 352 0.00 7/3/2026 349
MEX BONOS DESARR FIX RT 95,900 8.00 6/11/2020 4,904
MEX BONOS DESARR FIX RT 191,260 6.50 6/9/2022 9,340
MEX BONOS DESARR FIX RT 27,020 10.00 12/5/2024 1,546
MEX BONOS DESARR FIX RT 180,609 7.75 11/13/2042 9,287
MEX BONOS DESARR FIX RT 83,670 8.00 11/7/2047 4,435
MEXICHEM SAB DE CV 8,400 4.88 9/19/2022 8,528
MEXICO CITY ARPT TRUST 2,000 4.25 10/31/2026 1,888
MEXICO CITY ARPT TRUST 4,000 3.88 4/30/2028 3,610
MEXICO CITY ARPT TRUST 4,000 5.50 7/31/2047 3,545
MGM GROWTH PPTYS OPER PARTNER 4,530 0.00 3/21/2025 4,504
MGM GROWTH/MGM FINANCE 2,924 5.63 5/1/2024 2,960
MGM GROWTH/MGM FINANCE 906 4.50 9/1/2026 842
MGM GROWTH/MGM FINANCE 535 4.50 1/15/2028 485
MGM RESORTS INTL 300 8.63 2/1/2019 308
MGM RESORTS INTL 400 5.25 3/31/2020 408
MGM RESORTS INTL 2,005 6.75 10/1/2020 2,102
MGM RESORTS INTL 3,039 6.63 12/15/2021 3,200
MGM RESORTS INTL 513 7.75 3/15/2022 559
MGM RESORTS INTL 1,250 6.00 3/15/2023 1,286
MGM RESORTS INTL 5,400 5.75 6/15/2025 5,388
MGM RESORTS INTL 322 4.63 9/1/2026 298
MH SUB I LLC 4,329 0.00 9/13/2024 4,325
MHP LUX SA 211 6.95 4/3/2026 197
MICHAEL BAKER INTL 300 8.75 3/1/2023 295
MICHAELS STORES INC 500 5.88 12/15/2020 504
MICHAELS STORES INC 738 0.00 1/28/2023 732
MICROCHIP TECHNOLOGY INC 677 1.63 2/15/2025 1,181
MICROCHIP TECHNOLOGY INC 2,648 0.00 5/29/2025 2,643
MICROSOFT CORP 5,000 2.38 2/12/2022 4,893
MICROSOFT CORP 5,000 2.00 8/8/2023 4,718
MICROSOFT CORP 4,290 2.88 2/6/2024 4,205
MICROSOFT CORP 320 2.70 2/12/2025 308
MICROSOFT CORP 11,950 2.40 8/8/2026 11,048
MICROSOFT CORP 6,940 3.30 2/6/2027 6,842
MICROSOFT CORP 5,050 3.45 8/8/2036 4,847
MICROSOFT CORP 4,000 4.10 2/6/2037 4,157
MICROSOFT CORP 200 3.95 8/8/2056 196
MID AMERICA APARTMENTS 2,000 4.20 6/15/2028 1,998
MID ATLANTIC INTERSTATE 2,000 4.10 5/15/2028 2,004
MIDAMERICAN ENERGY CO 3,000 3.10 5/1/2027 2,886
MIDAMERICAN ENERGY CO 3,000 3.95 8/1/2047 2,918
MIDAMERICAN ENERGY CO 2,000 3.65 8/1/2048 1,848
MIDCOAST ENERGY LLC 387 0.00 7/31/2025 385
MIDCONTINENT COMM + FIN 5,078 6.88 8/15/2023 5,337
MISSISSIPPI POWER CO 900 4.25 3/15/2042 852
MITCHELL INTERNATIONAL INC 443 0.00 11/20/2025 442
MITCHELL INTL INC 102 0.00 11/29/2024 101
MITCHELL INTL INC 8 0.00 11/29/2024 8
MITSUBISHI UFJ FIN GRP 1,726 2.95 3/1/2021 1,708
MITSUBISHI UFJ FIN GRP 980 3.00 2/22/2022 962
MITSUBISHI UFJ FIN GRP 5,000 2.53 9/13/2023 4,729
MITSUBISHI UFJ FIN GRP 3,000 3.96 3/2/2028 3,012
MITSUBISHI UFJ TR + BANK 3,000 2.65 10/19/2020 2,953
MIZUHO FINANCIAL GROUP 6,000 2.27 9/13/2021 5,760
MIZUHO FINANCIAL GROUP 3,000 3.26 2/28/2022 3,025
MIZUHO FINANCIAL GROUP 2,000 4.02 3/5/2028 2,005
ML CFC COMMERCIAL MORTGAGE TRU 466 5.45 8/12/2048 340
ML CFC COMMERCIAL MORTGAGE TRU 36 5.45 8/12/2048 27
ML CFC COMMERCIAL MORTGAGE TRU 657 6.19 9/12/2049 506
MOBILE MINI INC 884 5.88 7/1/2024 899
MOHAWK INDUSTRIES INC 3,000 3.85 2/1/2023 3,029
MOHEGAN GAMING + ENT 500 7.88 10/15/2024 472
MOLINA HEALTHCARE INC 193 4.88 6/15/2025 187
MOLSON COORS BREWING CO 3,716 1.90 3/15/2019 3,690
MOLSON COORS BREWING CO 3,000 1.45 7/15/2019 2,953
MOLSON COORS BREWING CO 130 3.50 5/1/2022 130
MOLSON COORS BREWING CO 2,000 3.00 7/15/2026 1,820
MOLSON COORS BREWING CO 3,000 4.20 7/15/2046 2,686
MOMENTIVE PERFORMANCE 1,605 3.88 10/24/2021 1,685
MONSANTO CO 3,000 3.38 7/15/2024 2,877
MOODY S CORPORATION 2,000 3.25 1/15/2028 1,890
MORGAN STANLEY 14,000 5.63 9/23/2019 14,426
MORGAN STANLEY 5,000 2.65 1/27/2020 4,964
MORGAN STANLEY 5,000 3.16 2/14/2020 5,016
MORGAN STANLEY 110 5.50 7/24/2020 115
MORGAN STANLEY 3,000 2.90 2/10/2021 3,005
MORGAN STANLEY 3,000 2.50 4/21/2021 2,929
MORGAN STANLEY 5,000 5.50 7/28/2021 5,290
MORGAN STANLEY 3,000 3.54 1/20/2022 3,039
MORGAN STANLEY 11,400 4.88 11/1/2022 11,828
MORGAN STANLEY 11,000 3.75 2/25/2023 11,015
MORGAN STANLEY 7,000 4.10 5/22/2023 7,036
MORGAN STANLEY 1,420 3.74 4/24/2024 1,414
MORGAN STANLEY 7,000 3.88 4/29/2024 7,006
MORGAN STANLEY 7,000 3.70 10/23/2024 6,911
MORGAN STANLEY 5,000 4.00 7/23/2025 4,985
MORGAN STANLEY 2,500 5.00 11/24/2025 2,588
MORGAN STANLEY 3,000 3.88 1/27/2026 2,953
MORGAN STANLEY 3,000 3.13 7/27/2026 2,792
MORGAN STANLEY 5,000 4.35 9/8/2026 4,933
MORGAN STANLEY 7,000 3.63 1/20/2027 6,734
MORGAN STANLEY 16,260 3.59 7/22/2028 15,455
MORGAN STANLEY 6,000 3.77 1/24/2029 5,785
MORGAN STANLEY 5,000 4.46 4/22/2039 4,902
MORGAN STANLEY 3,000 6.38 7/24/2042 3,673
MORGAN STANLEY 5,000 4.38 1/22/2047 4,766
MORGAN STANLEY 125 5.55 12/29/2049 129
MORGAN STANLEY 457 5.45 12/31/2049 463
MORGAN STANLEY BAML TRUST 4,076 3.48 11/15/2045 4,075
MORGAN STANLEY BAML TRUST 880 4.73 11/15/2045 836
MORGAN STANLEY BAML TRUST 7,000 3.21 2/15/2046 6,865
MORGAN STANLEY BAML TRUST 3,390 3.77 2/15/2046 3,353
MORGAN STANLEY BAML TRUST 3,372 3.74 8/15/2047 3,407
MORGAN STANLEY BAML TRUST 5,000 3.56 12/15/2047 5,030
MORGAN STANLEY BAML TRUST 1,500 3.34 3/15/2048 1,475
MORGAN STANLEY BAML TRUST 1,500 3.32 10/15/2048 1,495
MORGAN STANLEY BAML TRUST 5,000 3.53 10/15/2048 4,974
MORGAN STANLEY BAML TRUST 2,000 3.64 10/15/2048 2,004
MORGAN STANLEY BAML TRUST 5,000 3.29 1/15/2049 4,974
MORGAN STANLEY BAML TRUST 3,500 3.54 1/15/2049 3,472
MORGAN STANLEY BAML TRUST 1,000 3.33 5/15/2049 975
MORGAN STANLEY BAML TRUST 1,250 3.51 12/15/2049 1,247
MORGAN STANLEY BAML TRUST 4,000 3.86 11/15/2052 3,972
MORGAN STANLEY CAPITAL I TRUST 4,776 2.77 11/15/2034 4,773
MORGAN STANLEY CAPITAL I TRUST 645 5.40 12/15/2043 480
MORGAN STANLEY CAPITAL I TRUST 70 5.44 3/15/2044 71
MORGAN STANLEY CAPITAL I TRUST 5,143 3.24 3/15/2045 5,135
MORGAN STANLEY CAPITAL I TRUST 1,080 3.60 12/15/2049 1,068
MORGAN STANLEY CAPITAL I TRUST 1,000 3.53 6/15/2050 983
MORGAN STANLEY CAPITAL I TRUST 4,337 4.42 7/15/2051 4,467
MORGAN STANLEY REREMIC TRUST 2,929 2.23 4/26/2047 2,829
MORSCO INC 2,816 0.00 10/31/2023 2,844
MOSAIC CO 3,000 5.63 11/15/2043 3,018
MOSS CREEK RESOURCES HLD 714 7.50 1/15/2026 703
MPH ACQUISITION HLDGS LLC 1,360 0.00 6/7/2023 1,351
MPH ACQUISITION HOLDINGS 3,786 7.13 6/1/2024 3,872
MPLX LP 1,780 4.88 6/1/2025 1,835
MPLX LP 6,000 4.13 3/1/2027 5,763
MPLX LP 5,000 4.00 3/15/2028 4,758
MPLX LP 5,000 4.50 4/15/2038 4,627
MPLX LP 3,000 5.20 3/1/2047 2,954
MPLX LP 3,810 4.70 4/15/2048 3,537
MPM ESCROW LLC 2,019 8.88 10/15/2020 -
MPT OPER PARTNERSP/FINL 100 6.38 3/1/2024 105
MPT OPER PARTNERSP/FINL 3,650 5.50 5/1/2024 3,692
MPT OPER PARTNERSP/FINL 1,052 5.00 10/15/2027 1,004
MSCG TRUST 890 3.58 6/7/2035 861
MSCI INC 659 5.25 11/15/2024 667
MSCI INC 500 5.75 8/15/2025 516
MTL PUBLISHING LLC 4,666 0.00 8/20/2023 4,662
MUELLER WATER PRODUCTS 1,405 5.50 6/15/2026 1,415
MUFG BANK LTD 3,000 3.75 3/10/2024 3,013
MUNICIPALITY FINANCE PLC 5,000 1.38 9/21/2021 4,764
MURPHY OIL CORP 1,000 6.88 8/15/2024 1,056
MURPHY OIL CORP 44 5.75 8/15/2025 44
MURPHY OIL CORP 102 5.88 12/1/2042 93
MURPHY OIL USA INC 400 6.00 8/15/2023 411
MYLAN INC 4,000 3.13 1/15/2023 3,840
MYLAN NV 715 2.50 6/7/2019 712
MYLAN NV 4,000 3.15 6/15/2021 3,957
MYRIAD INTL HOLDINGS BV 1,970 5.50 7/21/2025 2,030
MYRIAD INTL HOLDINGS BV 1,070 4.85 7/6/2027 1,049
N TX TOLLWAY AUTH REVENUE 7,000 6.72 1/1/2049 9,951
NABORS INDUSTRIES INC 556 4.63 9/15/2021 545
NABORS INDUSTRIES INC 500 5.50 1/15/2023 483
NABORS INDUSTRIES INC 561 0.75 1/15/2024 440
NABORS INDUSTRIES INC 486 5.75 2/1/2025 461
NACIONAL FINANCIERA SNC 5,000 3.38 11/5/2020 4,969
NASDAQ INC 8,000 5.55 1/15/2020 8,293
NASDAQ INC 3,000 4.25 6/1/2024 3,024
NATIONAL COLLEGIATE STUDENT LO 6,460 2.94 3/25/2038 4,413
NATIONAL RURAL UTIL COOP 3,000 2.35 6/15/2020 2,958
NATIONAL RURAL UTIL COOP 2,000 8.00 3/1/2032 2,788
NATIONSTAR MORT/CAP CORP 1,630 6.50 7/1/2021 1,626
NATIONSTAR MTG HLD INC 777 8.13 7/15/2023 789
NATIONSTAR MTG HLD INC 778 9.13 7/15/2026 786
NATIONWIDE BLDG SOCIETY 310 6.88 12/29/2049 418
NAVIENT CORP 200 5.50 1/15/2019 202
NAVIENT CORP 1,730 4.88 6/17/2019 1,739
NAVIENT CORP 2,400 8.00 3/25/2020 2,533
NAVIENT CORP 323 5.00 10/26/2020 325
NAVIENT CORP 1,390 6.63 7/26/2021 1,438
NAVIENT CORP 9,320 7.25 1/25/2022 9,759
NAVIENT CORP 892 6.50 6/15/2022 912
NAVIENT CORP 669 5.50 1/25/2023 657
NAVIENT CORP 204 6.75 6/25/2025 203
NAVIENT CORP 1,319 6.75 6/15/2026 1,290
NAVIENT CORP 220 5.63 8/1/2033 184
NAVIENT STUDENT LOAN TRUST 1,315 2.89 7/26/2066 1,327
NAVIOS MARITIME PARTNERS L P 2,399 0.00 9/14/2020 2,411
NAVISTAR INTL CORP 1,187 6.63 11/1/2025 1,222
NBCUNIVERSAL ENTERPRISE 1,176 1.97 4/15/2019 1,167
NBCUNIVERSAL MEDIA LLC 5,000 5.15 4/30/2020 5,165
NBCUNIVERSAL MEDIA LLC 5,680 4.38 4/1/2021 5,837
NBCUNIVERSAL MEDIA LLC 8,000 5.95 4/1/2041 9,001
NCI BLDG SYS INC 1,344 0.00 2/7/2025 1,338
NCL CORP LTD 1,251 4.75 12/15/2021 1,247
NCR CORP 300 4.63 2/15/2021 297
NCR CORP 300 5.88 12/15/2021 306
NCR CORP 550 5.00 7/15/2022 545
NEDER WATERSCHAPSBANK 3,000 2.13 11/15/2021 2,924
NEDER WATERSCHAPSBANK 3,000 2.38 3/24/2026 2,847
NEG HOLDINGS LLC 197 0.00 10/17/2022 197
NEIMAN MARCUS GROUP LTD 1,215 8.00 10/15/2021 804
NEIMAN MARCUS GROUP LTD INC 465 0.00 10/25/2020 411
NEPTUNE ENERGY BONDCO 200 6.63 5/15/2025 195
NETFLIX INC 300 5.38 2/1/2021 309
NETFLIX INC 2,085 5.50 2/15/2022 2,143
NETFLIX INC 300 5.75 3/1/2024 308
NETFLIX INC 459 4.38 11/15/2026 432
NETFLIX INC 750 4.88 4/15/2028 714
NETFLIX INC 1,176 5.88 11/15/2028 1,189
NEVADA POWER CO 2,089 6.65 4/1/2036 2,690
NEW ALBERTSONS LP 500 7.45 8/1/2029 403
NEW ARCLIN U S HLDG CORP 988 0.00 2/14/2024 988
NEW ARCLIN U S HLDG CORP 476 0.00 2/14/2025 481
NEW CENTURY HOME EQUITY LOAN T 5,961 3.02 11/25/2034 5,918
NEW ENTERPRISE STONE + L 898 10.13 4/1/2022 953
NEW ENTERPRISE STONE + L 111 6.25 3/15/2026 112
NEW GOLD INC 500 6.25 11/15/2022 505
NEW GOLD INC 100 6.38 5/15/2025 99
NEW JERSEY ST TURNPIKE AUTH 5,000 7.10 1/1/2041 7,044
NEW RESIDENTIAL MORTGAGE LOAN 2,148 3.75 5/25/2054 2,152
NEW RESIDENTIAL MORTGAGE LOAN 1,840 3.75 11/25/2054 1,837
NEW RESIDENTIAL MORTGAGE LOAN 9,343 4.00 2/25/2057 9,440
NEW RESIDENTIAL MORTGAGE LOAN 3,505 4.00 3/25/2057 3,545
NEW YORK CITY NY MUNI WTR FIN 3,000 6.01 6/15/2042 3,893
NEW YORK LIFE GLOBAL FDG 25,000 2.46 4/12/2019 25,000
NEW YORK LIFE GLOBAL FDG 20,000 2.46 1/21/2020 20,000
NEW YORK ST DORM AUTH ST PERSO 5,000 5.63 3/15/2039 5,970
NEWDAY BONDCO PLC 1,100 7.38 2/1/2024 1,371
NEWELL BRANDS INC 3,560 3.15 4/1/2021 3,528
NEWELL BRANDS INC 550 3.85 4/1/2023 542
NEWELL BRANDS INC 370 4.20 4/1/2026 358
NEWELL BRANDS INC 3,000 5.38 4/1/2036 2,958
NEWELL BRANDS INC 3,000 5.50 4/1/2046 2,937
NEWFIELD EXPLORATION CO 700 5.75 1/30/2022 729
NEWFIELD EXPLORATION CO 267 5.63 7/1/2024 281
NEWFIELD EXPLORATION CO 515 5.38 1/1/2026 527
NEWMONT MINING CORP 400 5.13 10/1/2019 409
NEXEO SOLUTIONS LLC 2,931 0.00 6/9/2023 2,929
NEXI CAPITAL SPA 100 3.63 5/1/2023 115
NEXSTAR BROADCASTING INC 250 5.63 8/1/2024 242
NEXTEER AUTO GROUP LTD 250 5.88 11/15/2021 257
NEXTERA ENERGY CAPITAL 900 2.64 9/3/2019 902
NEXTERA ENERGY CAPITAL 5,000 4.50 6/1/2021 5,132
NEXTERA ENERGY OPERATING 291 4.25 9/15/2024 281
NFP CORP 3,550 0.00 1/8/2024 3,524
NFP CORP 3,159 6.88 7/15/2025 3,099
NGL ENRGY PART LP/FIN CO 400 5.13 7/15/2019 401
NGL ENRGY PART LP/FIN CO 1,160 6.88 10/15/2021 1,180
NGL ENRGY PART LP/FIN CO 200 7.50 11/1/2023 203
NGL ENRGY PART LP/FIN CO 400 6.13 3/1/2025 380
NGPL PIPECO LLC 250 4.38 8/15/2022 248
NGPL PIPECO LLC 486 4.88 8/15/2027 480
NGPL PIPECO LLC 555 7.77 12/15/2037 658
NIDDA BONDCO GMBH 102 5.00 9/30/2025 109
NIDDA HEALTHCARE HOLDING 210 3.50 9/30/2024 231
NIELSEN FINANCE LLC/CO 200 4.50 10/1/2020 200
NIELSEN FINANCE LLC/CO 10,725 5.00 4/15/2022 10,553
NIKE INC 5,000 3.88 11/1/2045 4,840
NISOURCE INC 6,000 5.65 2/1/2045 6,844
NISOURCE INC 2,000 3.95 3/30/2048 1,842
NISSAN AUTO LEASE TRUST 13,435 2.28 12/16/2019 13,436
NISSAN MOTOR ACCEPTANCE 3,000 2.15 7/13/2020 2,934
NOBLE ENERGY INC 40 4.15 12/15/2021 41
NOBLE ENERGY INC 2,000 3.90 11/15/2024 1,972
NOBLE ENERGY INC 560 3.85 1/15/2028 535
NOBLE ENERGY INC 5,000 6.00 3/1/2041 5,500
NOBLE ENERGY INC 230 5.25 11/15/2043 235
NOBLE ENERGY INC 270 4.95 8/15/2047 270
NOBLE HOLDING INTL LTD 1,379 7.75 1/15/2024 1,307
NOBLE HOLDING INTL LTD 553 7.70 4/1/2025 512
NOBLE HOLDING INTL LTD 1,322 7.88 2/1/2026 1,361
NOKIA OYJ 109 4.38 6/12/2027 102
NOKIA OYJ 592 6.63 5/15/2039 617
NOMAD FOODS EUROPE MIDCO LTD 1,752 0.00 5/15/2024 1,745
NOMURA ASSET ACCEPTANCE CORPOR 1,764 4.23 6/25/2036 1,558
NOMURA HOLDINGS INC 5,000 6.70 3/4/2020 5,267
NORANDA ALUM ACQUISITION CORP 1,303 0.00 2/28/2019 2
NORBORD INC 1,167 5.38 12/1/2020 1,194
NORBORD INC 100 6.25 4/15/2023 104
NORDEA BANK AB 5,000 4.88 1/27/2020 5,133
NORDEA BANK AB 1,980 4.88 5/13/2021 2,039
NORDEA BANK AB 5,000 4.25 9/21/2022 5,092
NORDIC INVESTMENT BANK 6,350 2.25 9/30/2021 6,233
NORFOLK SOUTHERN CORP 2,000 3.25 12/1/2021 1,997
NORFOLK SOUTHERN CORP 3,000 3.95 10/1/2042 2,800
NORFOLK SOUTHERN CORP 2,000 4.80 8/15/2043 2,089
NORTHERN STATES PWR MINN 3,000 3.60 5/15/2046 2,725
NORTHERN STATES PWR MINN 2,000 3.60 9/15/2047 1,846
NORTHROP GRUMMAN CORP 3,000 3.25 8/1/2023 2,969
NORTHROP GRUMMAN CORP 560 2.93 1/15/2025 532
NORTHROP GRUMMAN CORP 6,570 3.25 1/15/2028 6,185
NORTHROP GRUMMAN CORP 3,500 4.75 6/1/2043 3,655
NORTHROP GRUMMAN CORP 5,000 4.03 10/15/2047 4,680
NORTHWELL HEALTHCARE INC 2,000 4.26 11/1/2047 1,912
NORWEGIAN GOVERNMENT 86,020 1.75 2/17/2027 10,604
NOSTRUM OIL + GAS FIN BV 280 8.00 7/25/2022 267
NOTA DO TESOURO NACIONAL 30,558 10.00 1/1/2021 8,056
NOTA DO TESOURO NACIONAL 14,386 10.00 1/1/2023 3,650
NOTA DO TESOURO NACIONAL 2,185 10.00 1/1/2027 519
NOVA CHEMICALS CORP 491 4.88 6/1/2024 468
NOVARTIS CAPITAL CORP 5,000 2.40 9/21/2022 4,852
NOVARTIS CAPITAL CORP 5,000 3.40 5/6/2024 4,991
NOVELIS CORP 1,767 6.25 8/15/2024 1,767
NOVELIS CORP 2,364 5.88 9/30/2026 2,266
NRG ENERGY INC 565 6.25 5/1/2024 581
NRG ENERGY INC 884 7.25 5/15/2026 941
NRG ENERGY INC 2,267 6.63 1/15/2027 2,327
NRG ENERGY INC 250 5.75 1/15/2028 247
NRG REMA LLC 260 9.68 7/2/2026 184
NRG YIELD OPERATING LLC 786 5.38 8/15/2024 786
NTPC LTD 1,170 4.75 10/3/2022 1,197
NTT FINANCE CORP 200 1.90 7/21/2021 192
NUANCE COMMUNICATIONS 563 5.38 8/15/2020 563
NUANCE COMMUNICATIONS 564 6.00 7/1/2024 570
NUANCE COMMUNICATIONS 494 5.63 12/15/2026 482
NUFARM AUSTRALIA/AMERICA 1,350 5.75 4/30/2026 1,310
NUMERICABLE GROUP SA 4,959 0.00 1/31/2026 4,868
NUMERICABLE U S LLC 851 0.00 7/31/2025 832
NUSTAR LOGISTICS LP 500 4.80 9/1/2020 501
NUTRIEN LTD 5,000 3.15 10/1/2022 4,868
NUTRIEN LTD 2,000 5.88 12/1/2036 2,284
NUTRIEN LTD 3,000 4.90 6/1/2043 2,984
NUVEEN FINANCE LLC 330 2.95 11/1/2019 329
NUVEEN FINANCE LLC 3,000 4.13 11/1/2024 2,986
NVA HOLDINGS 4,189 6.88 4/1/2026 4,160
NVENT FINANCE SARL 2,000 3.95 4/15/2023 1,983
NVR INC 3,080 3.95 9/15/2022 3,102
NXP BV/NXP FUNDING LLC 1,392 4.13 6/1/2021 1,392
NXP BV/NXP FUNDING LLC 950 4.63 6/1/2023 969
NY + PRESBYTERIAN HOSPIT 3,000 3.56 8/1/2036 2,854
NYKREDIT REALKREDIT AS 38,500 1.00 1/1/2019 6,074
NYRSTAR NETHERLANDS HOLD 989 6.88 3/15/2024 1,064
O REILLY AUTOMOTIVE INC 3,000 4.35 6/1/2028 2,984
OASIS PETROLEUM INC 805 6.88 3/15/2022 819
OASIS PETROLEUM INC 1,031 6.88 1/15/2023 1,049
OBERTHUR TECHNOLOGIES S.A. 3,299 0.00 1/10/2024 3,286
OCCIDENTAL PETROLEUM COR 4,000 4.10 2/1/2021 4,093
OCCIDENTAL PETROLEUM COR 580 3.13 2/15/2022 579
OCCIDENTAL PETROLEUM COR 4,500 2.70 2/15/2023 4,371
OCCIDENTAL PETROLEUM COR 440 3.00 2/15/2027 417
OCCIDENTAL PETROLEUM COR 220 4.63 6/15/2045 229
OCCIDENTAL PETROLEUM COR 170 4.40 4/15/2046 173
OCCIDENTAL PETROLEUM COR 610 4.10 2/15/2047 598
OCI BEAUMONT LLC 998 0.00 2/14/2025 1,004
OCI NV 100 5.00 4/15/2023 119
OCI NV 100 5.00 4/15/2023 121
OCWEN LN SERVICING LLC 367 0.00 12/5/2020 367
OEKB OEST. KONTROLLBANK 5,000 1.88 1/20/2021 4,886
OFFICE CHERIFIEN DES PHO 2,090 4.50 10/22/2025 1,995
OFSI FUND LTD 1,600 3.00 3/20/2025 1,597
OHIO POWER COMPANY 5,099 6.60 2/15/2033 6,448
OHIO POWER COMPANY 3,000 4.15 4/1/2048 3,018
OHIO ST UNIV 3,000 3.80 12/1/2046 2,986
OI EUROPEAN GROUP BV 349 4.00 3/15/2023 325
OI EUROPEAN GROUP BV 100 3.13 11/15/2024 118
OLD REPUBLIC INTL CORP 2,000 3.88 8/26/2026 1,924
OLIN CORP 124 5.13 9/15/2027 121
OLYMPUS MERGER SUB INC 110 0.00 10/10/2024 109
OMEGA HLTHCARE INVESTORS 3,000 4.50 1/15/2025 2,941
OMEGA HLTHCARE INVESTORS 3,000 5.25 1/15/2026 3,028
OMNICOM GP/OMNICOM CAP 12,000 3.63 5/1/2022 11,939
OMNIMAX INTERNATIONAL 4,000 12.00 8/15/2020 4,200
OMNITRACS INC. 2,118 0.00 3/21/2025 2,091
ON SEMICONDUCTOR CORP 852 1.00 12/1/2020 1,121
ON SEMICONDUCTOR CORP 1,000 0.00 3/31/2023 999
ONCOR ELECTRIC DELIVERY 4,000 2.95 4/1/2025 3,838
ONEOK INC 2,000 4.00 7/13/2027 1,942
ONEOK INC 2,000 4.95 7/13/2047 1,960
ONEOK PARTNERS LP 5,000 6.65 10/1/2036 5,877
ONSLOW BAY FINANCIAL LLC 120 2.74 6/25/2057 122
ONTARIO (PROVINCE OF) 5,000 4.00 10/7/2019 5,081
ONTARIO (PROVINCE OF) 5,000 4.40 4/14/2020 5,138
ONTARIO (PROVINCE OF) 3,000 2.55 2/12/2021 2,970
ONTARIO (PROVINCE OF) 10,000 3.20 5/16/2024 9,981
OOREDOO INTL FINANCE 1,800 5.00 10/19/2025 1,854
OPEN TEXT CORP 350 5.63 1/15/2023 360
ORACLE CORP 5,000 5.00 7/8/2019 5,114
ORACLE CORP 3,000 2.80 7/8/2021 2,982
ORACLE CORP 7,000 2.50 5/15/2022 6,814
ORACLE CORP 2,000 3.63 7/15/2023 2,020
ORACLE CORP 5,000 2.40 9/15/2023 4,744
ORACLE CORP 5,000 3.40 7/8/2024 4,950
ORACLE CORP 3,000 2.95 5/15/2025 2,864
ORACLE CORP 5,000 2.65 7/15/2026 4,615
ORACLE CORP 5,000 3.25 11/15/2027 4,788
ORACLE CORP 3,000 4.30 7/8/2034 3,057
ORACLE CORP 5,000 6.50 4/15/2038 6,380
ORACLE CORP 10,000 5.38 7/15/2040 11,358
ORANGE SA 3,000 5.50 2/6/2044 3,328
ORANO SA 200 4.88 9/23/2024 246
ORIGIN ENERGY FINANCE 100 4.00 9/16/2074 120
ORTHO CLINICAL DIAGNOSTICS SA 231 0.00 6/30/2025 230
ORTHO CLINICAL INC/SA 2,228 6.63 5/15/2022 2,198
ORYX SOUTHERN DELAWARE HOLD 1,536 0.00 2/9/2025 1,517
OSHKOSH CORP 3,000 4.60 5/15/2028 3,004
OTE PLC 100 3.50 7/9/2020 121
OUTFRONT MEDIA CAP LLC/C 300 5.25 2/15/2022 304
OWENS + MINOR INC 2,150 4.38 12/15/2024 1,833
OWENS BROCKWAY 250 5.88 8/15/2023 253
OWENS CORNING 3,000 4.20 12/15/2022 3,009
OWENS CORNING 3,000 4.30 7/15/2047 2,465
OWNIT MORTGAGE LOAN ASSET BACK 262 3.89 7/25/2035 268
OXFORD FIN LLC/CO ISS II 7,225 6.38 12/15/2022 7,354
PACIFIC GAS + ELECTRIC 5,000 3.85 11/15/2023 4,872
PACIFIC GAS + ELECTRIC 3,000 2.95 3/1/2026 2,673
PACIFIC GAS + ELECTRIC 1,210 6.05 3/1/2034 1,306
PACIFIC GAS + ELECTRIC 1,150 5.80 3/1/2037 1,200
PACIFIC GAS + ELECTRIC 5,000 6.25 3/1/2039 5,449
PACKAGING CORP OF AMERIC 3,000 4.50 11/1/2023 3,106
PALMER SQUARE LOAN FUNDING LTD 1,290 3.01 7/15/2026 1,285
PAPREC HOLDING SA 100 4.00 3/31/2025 115
PAREXEL INTL CORP 392 0.00 9/27/2024 390
PARK AEROSPACE HOLDINGS 378 3.63 3/15/2021 367
PARK AEROSPACE HOLDINGS 1,581 5.25 8/15/2022 1,568
PARK AEROSPACE HOLDINGS 1,110 5.50 2/15/2024 1,098
PARK OHIO INDUSTRIES INC 200 6.63 4/15/2027 204
PARKER HANNIFIN CORP 3,000 3.50 9/15/2022 3,017
PARKER HANNIFIN CORP 3,000 4.20 11/21/2034 3,058
PARKLAND FUEL CORP 71 6.00 4/1/2026 70
PARSLEY ENERGY LLC/FINAN 126 6.25 6/1/2024 131
PARSLEY ENERGY LLC/FINAN 384 5.38 1/15/2025 381
PARSLEY ENERGY LLC/FINAN 167 5.25 8/15/2025 164
PARSLEY ENERGY LLC/FINAN 750 5.63 10/15/2027 745
PARTY CITY HLDGS INC 794 0.00 8/19/2022 793
PATTERN ENERGY GROUP INC 549 5.88 2/1/2024 549
PBF HOLDING CO LLC 747 7.00 11/15/2023 776
PBF HOLDING CO LLC 686 7.25 6/15/2025 721
PDC ENERGY INC 1,213 1.13 9/15/2021 1,267
PDC ENERGY INC 500 6.13 9/15/2024 510
PDC ENERGY INC 970 5.75 5/15/2026 964
PECO ENERGY CO 2,000 3.70 9/15/2047 1,878
PENN ENGINEERING AND MFG CORP 2,475 0.00 6/27/2024 2,472
PENNSYLVANIA ST 3,705 4.65 2/15/2026 3,899
PENNSYLVANIA ST 4,655 5.35 5/1/2030 4,810
PENSKE AUTO GROUP INC 177 5.75 10/1/2022 180
PENSKE AUTOMOTIVE GROUP 140 5.50 5/15/2026 137
PEPSICO INC 3,000 4.50 1/15/2020 3,084
PEPSICO INC 5,000 2.15 10/14/2020 4,918
PEPSICO INC 1,400 2.75 3/5/2022 1,384
PEPSICO INC 5,000 2.75 3/1/2023 4,889
PEPSICO INC 3,000 2.85 2/24/2026 2,852
PEPSICO INC 2,000 2.38 10/6/2026 1,827
PEPSICO INC 5,000 4.45 4/14/2046 5,248
PERFORMANCE FOOD GROUP I 250 5.50 6/1/2024 247
PERNOD RICARD SA 7,000 5.75 4/7/2021 7,420
PERNOD RICARD SA 2,130 4.45 1/15/2022 2,191
PERNOD RICARD SA 330 5.50 1/15/2042 372
PERSHING SQUARE HOLDINGS 1,000 5.50 7/15/2022 1,006
PERSTORP HOLDING AB 444 8.50 6/30/2021 464
PETROBRAS GLOBAL FINANCE 170 6.13 1/17/2022 173
PETROBRAS GLOBAL FINANCE 5,000 4.38 5/20/2023 4,685
PETROBRAS GLOBAL FINANCE 5,005 6.25 3/17/2024 4,967
PETROBRAS GLOBAL FINANCE 12,201 5.30 1/27/2025 11,301
PETROBRAS GLOBAL FINANCE 600 8.75 5/23/2026 650
PETROBRAS GLOBAL FINANCE 1,000 7.38 1/17/2027 999
PETROBRAS GLOBAL FINANCE 1,167 6.00 1/27/2028 1,057
PETROBRAS GLOBAL FINANCE 1,000 5.75 2/1/2029 878
PETROBRAS GLOBAL FINANCE 1,090 6.85 12/31/2099 917
PETROLEOS MEXICANOS 5,000 6.00 3/5/2020 5,161
PETROLEOS MEXICANOS 10,000 5.50 1/21/2021 10,282
PETROLEOS MEXICANOS 85 5.38 3/13/2022 87
PETROLEOS MEXICANOS 6,805 3.50 1/30/2023 6,443
PETROLEOS MEXICANOS 7,000 6.50 3/13/2027 7,165
PETROLEOS MEXICANOS 500 5.35 2/12/2028 473
PETROLEOS MEXICANOS 8,008 6.63 6/15/2035 7,816
PETROLEOS MEXICANOS 7,000 6.50 6/2/2041 6,557
PETROLEOS MEXICANOS 7,000 5.50 6/27/2044 5,886
PETROLEOS MEXICANOS 15,000 6.75 9/21/2047 14,153
PETROLEOS MEXICANOS 5,000 6.35 2/12/2048 4,505
PETSMART INC 1,304 0.00 3/11/2022 1,075
PETSMART INC 800 5.88 6/1/2025 616
PFIZER INC 5,000 3.00 12/15/2026 4,807
PGT INC 1,016 0.00 2/16/2022 1,021
PHARMACIA LLC 5,000 6.60 12/1/2028 6,170
PHHMC MORTGAGE PASS THROUGH CE 745 6.00 5/25/2038 763
PHILADELPHIA ENERGY SOLUTIONS 912 0.00 8/31/2018 912
PHILADELPHIA ENERGY SOLUTIONS 3,370 0.00 4/4/2019 3,134
PHILLIPS 66 3,000 2.92 2/26/2021 3,005
PHILLIPS 66 8,000 4.65 11/15/2034 8,068
PHILLIPS 66 PARTNERS LP 3,000 2.65 2/15/2020 2,966
PI US MERGERCO INC 311 0.00 12/20/2025 306
PI US MERGERCO INC. 1,074 0.00 12/20/2024 1,058
PIKE CORP 1,408 0.00 3/23/2025 1,411
PILGRIM S PRIDE CORP 800 5.75 3/15/2025 769
PILGRIM S PRIDE CORP 800 5.88 9/30/2027 744
PINNACLE ENTERTAINMENT I 450 5.63 5/1/2024 468
PIONEER ENERGY SERVICES 624 6.13 3/15/2022 596
PIONEER ENERGY SERVICES CORP. 963 0.00 11/8/2022 994
PIONEER HOLDING/FINANCE 233 9.00 11/1/2022 241
PISCES MIDCO INC 250 8.00 4/15/2026 240
PITNEY BOWES INC 535 3.63 10/1/2021 503
PIZZAEXPRESS FINANCING 2 240 6.63 8/1/2021 295
PLAINS ALL AMER PIPELINE 3,000 4.90 2/15/2045 2,735
PLASTIPAK HOLDINGS INC 409 6.25 10/15/2025 377
PLATFORM SPECIALTY PROD 3,316 6.50 2/1/2022 3,375
PLATFORM SPECIALTY PROD 1,520 5.88 12/1/2025 1,486
PLATIN 1426 GMBH 168 5.38 6/15/2023 187
PLY GEM INDUSTRIES INC. 3,535 0.00 4/12/2025 3,524
PNC BANK NA 3,000 2.30 6/1/2020 2,954
PNC BANK NA 3,000 2.45 11/5/2020 2,947
PNC BANK NA 2,000 3.50 6/8/2023 2,005
PNC BANK NA 5,000 3.25 6/1/2025 4,863
PNC BANK NA 3,000 4.20 11/1/2025 3,050
PNC FINANCIAL SERVICES 5,000 3.90 4/29/2024 5,009
POLARIS INTERMEDIATE 1,838 8.50 12/1/2022 1,896
POLYONE CORP 500 5.25 3/15/2023 509
PORT AUTH OF NEW YORK NEW JE 3,000 5.31 8/1/2046 3,249
PORT AUTH OF NEW YORK NEW JE 7,000 4.93 10/1/2051 8,226
POST HLDGS INC 3,994 0.00 5/24/2024 3,967
POST HOLDINGS INC 5,067 5.50 3/1/2025 4,958
POST HOLDINGS INC 3,870 5.00 8/15/2026 3,592
POST HOLDINGS INC 499 5.75 3/1/2027 484
POST HOLDINGS INC 1,953 5.63 1/15/2028 1,830
POTOMAC ELECTRIC POWER 5,000 3.60 3/15/2024 5,018
PPG INDUSTRIES INC 3,000 3.60 11/15/2020 3,030
PPG INDUSTRIES INC 2,000 3.20 3/15/2023 1,980
PPG INDUSTRIES INC 2,000 3.75 3/15/2028 1,971
PPL CAPITAL FUNDING INC 2,000 4.00 9/15/2047 1,832
PPL ELECTRIC UTILITIES 2,000 5.20 7/15/2041 2,269
PPL ELECTRIC UTILITIES 5,000 4.15 10/1/2045 5,013
PPL WEM LTD/WESTERN PWR 3,000 5.38 5/1/2021 3,125
PQ CORP 1,075 6.75 11/15/2022 1,129
PQ CORP 1,007 0.00 2/8/2025 1,002
PQ CORP 642 5.75 12/15/2025 632
PRECISION DRILLING CORP 264 6.50 12/15/2021 270
PRECISION DRILLING CORP 180 7.75 12/15/2023 190
PRECISION DRILLING CORP 390 5.25 11/15/2024 369
PRECISION DRILLING CORP 420 7.13 1/15/2026 432
PREFERRED PROPPANTS LLC 3,021 0.00 7/27/2020 2,855
PREGIS HLDG I CORP 2,836 0.00 5/15/2021 2,820
PRES + FELLOWS OF HARVAR 2,000 3.62 10/1/2037 1,989
PRESTIGE BRANDS INC 300 5.38 12/15/2021 301
PRESTIGE BRANDS INC 373 6.38 3/1/2024 370
PRESTIGE BRANDS INC DEL 1,000 0.00 1/26/2024 996
PRESTIGEBIDCO GMBH 263 6.25 12/15/2023 324
PRIME CUT MERGER SUB INC 1,000 0.00 4/7/2025 1,000
PRIME SECSRVC BRW/FINANC 2,913 9.25 5/15/2023 3,102
PRIME SECURITY SRVCS BORROWER 1,234 0.00 5/2/2022 1,226
PRINCE MINERALS INC. 885 0.00 3/20/2025 884
PRINCE MINERALS INC. 401 0.00 3/20/2026 399
PRISO ACQUISITION CORP 2,877 0.00 5/8/2022 2,872
PRISO ACQUISITION CORP 1,300 9.00 5/15/2023 1,356
PROAMPAC PG BORROWER LLC 2,322 0.00 11/18/2023 2,307
PROAMPAC PG BORROWER LLC 250 0.00 11/18/2024 252
PROGRESS ENERGY INC 5,203 7.05 3/15/2019 5,352
PROGRESS ENERGY INC 5,000 6.00 12/1/2039 6,059
PROJECT LEOPARD HLDGS INC 644 0.00 7/7/2023 643
PROJECT RUBY ULTIMATE PARENT 1,237 0.00 2/9/2024 1,237
PROLOGIS LP 3,000 4.25 8/15/2023 3,090
PROSPECT MED HLDGS INC 3,986 0.00 2/22/2024 3,976
PROVIDENT FDG/PFG FIN 4,675 6.38 6/15/2025 4,548
PROVINCE OF ALBERTA 3,000 1.90 12/6/2019 2,967
PROVINCE OF ALBERTA 5,000 3.30 3/15/2028 4,987
PROVINCE OF QUEBEC 5,000 2.75 8/25/2021 4,964
PROVINCE OF QUEBEC 5,000 2.38 1/31/2022 4,891
PROVINCE OF QUEBEC 3,000 2.88 10/16/2024 2,955
PROVINCE OF QUEBEC 5,000 2.50 4/20/2026 4,755
PROVINCE OF QUEBEC 3,000 2.75 4/12/2027 2,886
PROVINCIA DE BUENOS AIRE 600 6.50 2/15/2023 548
PROVINCIA DE BUENOS AIRE 520 7.88 6/15/2027 452
PRUDENTIAL FINANCIAL INC 3,000 7.38 6/15/2019 3,124
PRUDENTIAL FINANCIAL INC 5,000 4.50 11/16/2021 5,183
PRUDENTIAL FINANCIAL INC 2,000 3.88 3/27/2028 1,978
PRUDENTIAL FINANCIAL INC 3,000 6.63 6/21/2040 3,761
PRUDENTIAL FINANCIAL INC 3,000 5.38 5/15/2045 2,982
PRUDENTIAL FINANCIAL INC 2,000 4.50 9/15/2047 1,836
PRUDENTIAL FINANCIAL INC 3,869 3.94 12/7/2049 3,486
PSEG POWER LLC 1,753 5.13 4/15/2020 1,807
PSEG POWER LLC 5,000 8.63 4/15/2031 6,540
PSPC ESCROW CORP 150 6.00 2/1/2023 182
PTC INC 3,348 6.00 5/15/2024 3,481
PUBLIC SERVICE COLORADO 2,000 4.75 8/15/2041 2,140
PUBLIC SERVICE COLORADO 2,000 4.10 6/15/2048 2,007
PUBLIC SERVICE ELECTRIC 3,000 4.15 11/1/2045 2,996
PUBLIC SERVICE ELECTRIC 3,000 3.80 3/1/2046 2,893
PUGET ENERGY INC 3,000 6.00 9/1/2021 3,214
PUGET SOUND ENERGY INC 5,000 5.76 10/1/2039 6,131
PUGET SOUND ENERGY INC 3,000 4.22 6/15/2048 3,056
PULTE GROUP INC 720 6.38 5/15/2033 730
PULTE GROUP INC 120 6.00 2/15/2035 117
PULTEGROUP INC 1,000 5.00 1/15/2027 951
PVH CORP 144 3.13 12/15/2027 165
QCP SNF WEST REIT LLC 2,948 0.00 10/31/2022 2,959
QCP SNF WEST/CENTRAL/EAS 500 8.13 11/1/2023 541
QEP RESOURCES INC 630 6.88 3/1/2021 671
QEP RESOURCES INC 871 5.38 10/1/2022 891
QEP RESOURCES INC 600 5.25 5/1/2023 591
QEP RESOURCES INC 669 5.63 3/1/2026 641
QTS LP/FINANCE 837 4.75 11/15/2025 784
QUAD GRAPHICS INC 300 7.00 5/1/2022 306
QUALCOMM INC 5,000 2.78 5/21/2020 5,012
QUALCOMM INC 10,000 3.00 5/20/2022 9,846
QUALCOMM INC 7,000 3.25 5/20/2027 6,525
QUEBECOR MEDIA INC 1,540 5.75 1/15/2023 1,575
QUEST DIAGNOSTICS INC 5,620 2.70 4/1/2019 5,612
QUEST DIAGNOSTICS INC 7,910 3.45 6/1/2026 7,562
QUICKEN LOANS INC 1,570 5.75 5/1/2025 1,538
QUIKRETE HLDGS INC 818 0.00 11/15/2023 814
QUINTILES IMS INC 210 3.25 3/15/2025 238
QUINTILES IMS INC 100 3.25 3/15/2025 113
QUINTILES IMS INC 500 5.00 10/15/2026 487
QUORUM HEALTH CORP 317 0.00 4/29/2022 322
QVC INC 300 5.13 7/2/2022 307
QVC INC 6,000 4.85 4/1/2024 5,960
QVC INC 40 5.95 3/15/2043 38
RACKSPACE HOSTIN 1,048 8.63 11/15/2024 1,054
RADIATE HOLDCO / FINANCE 250 6.88 2/15/2023 237
RADIATE HOLDCO / FINANCE 787 6.63 2/15/2025 722
RAIN CII CARBON LLC/CII 500 7.25 4/1/2025 510
RANGE RESOURCES CORP 815 5.88 7/1/2022 829
RANGE RESOURCES CORP 677 5.00 8/15/2022 672
RANGE RESOURCES CORP 1,050 5.00 3/15/2023 1,024
RANGE RESOURCES CORP 898 4.88 5/15/2025 844
RAVAGO HLDGS AMER INC 2,205 0.00 6/30/2023 2,199
RAYTHEON COMPANY 3,000 4.40 2/15/2020 3,068
RAYTHEON COMPANY 5,000 3.13 10/15/2020 5,022
RBS GLOBAL + REXNORD LLC 441 4.88 12/15/2025 419
REALKREDIT DANMARK 38,500 1.00 1/1/2019 6,077
REALOGY GROUP/CO ISSUER 750 5.25 12/1/2021 750
REALOGY GROUP/CO ISSUER 322 4.88 6/1/2023 303
REALTY INCOME CORP 5,000 3.88 7/15/2024 4,953
RECKITT BENCKISER TSY 500 2.38 6/24/2022 478
REECE LTD 93 0.00 7/2/2025 92
REGENCY CENTERS LP 5,000 3.75 6/15/2024 4,893
REGENCY CENTERS LP 2,000 4.13 3/15/2028 1,977
REGIONAL SAECA 150 8.13 1/24/2019 153
REGIONALCARE HOSPITAL PR 13,690 8.25 5/1/2023 14,427
REGIONS BANK 6,000 6.45 6/26/2037 7,121
REINSURANCE GRP OF AMER 3,000 4.70 9/15/2023 3,108
RELIANCE INTERMEDIATE 1,550 6.50 4/1/2023 1,611
RELIANCE STAND LIFE II 190 2.50 1/15/2020 188
RENAISSANCE HLDG CORP 164 0.00 5/30/2025 163
RENT A CENTER INC 250 4.75 5/1/2021 250
REPLACEMENT A 2 FACILITY 1,292 0.00 9/7/2021 1,285
REPSOL INTL FINANCE 100 3.88 12/29/2049 121
REPSOL INTL FINANCE 100 4.50 3/25/2075 122
REPUBLIC OF ARGENTINA 680 21.20 9/19/2018 23
REPUBLIC OF ARGENTINA 3,320 32.22 6/21/2020 118
REPUBLIC OF ARGENTINA 41,910 18.20 10/3/2021 1,242
REPUBLIC OF ARGENTINA 1,220 5.63 1/26/2022 1,141
REPUBLIC OF ARGENTINA 810 4.63 1/11/2023 712
REPUBLIC OF ARGENTINA 540 7.50 4/22/2026 499
REPUBLIC OF ARGENTINA 2,320 7.13 7/6/2036 1,856
REPUBLIC OF ARGENTINA 1,980 6.88 1/11/2048 1,490
REPUBLIC OF CHILE 5,288 3.13 3/27/2025 5,123
REPUBLIC OF COLOMBIA 7,500 4.38 7/12/2021 7,671
REPUBLIC OF COLOMBIA 5,000 2.63 3/15/2023 4,740
REPUBLIC OF COLOMBIA 2,000 4.00 2/26/2024 1,998
REPUBLIC OF COLOMBIA 550 7.38 9/18/2037 688
REPUBLIC OF COLOMBIA 4,000 6.13 1/18/2041 4,475
REPUBLIC OF COLOMBIA 1,880 5.63 2/26/2044 1,996
REPUBLIC OF COLOMBIA 10,000 5.00 6/15/2045 9,807
REPUBLIC OF ECUADOR 1,100 8.75 6/2/2023 1,023
REPUBLIC OF ECUADOR 730 7.88 1/23/2028 611
REPUBLIC OF GHANA 880 10.75 10/14/2030 1,065
REPUBLIC OF INDONESIA 450 4.88 5/5/2021 462
REPUBLIC OF INDONESIA 280 3.75 4/25/2022 277
REPUBLIC OF INDONESIA 430 3.75 4/25/2022 426
REPUBLIC OF INDONESIA 1,185 5.88 1/15/2024 1,271
REPUBLIC OF INDONESIA 2,970 4.13 1/15/2025 2,922
REPUBLIC OF INDONESIA 390 3.85 7/18/2027 371
REPUBLIC OF INDONESIA 3,000 3.50 1/11/2028 2,775
REPUBLIC OF INDONESIA 1,200 5.13 1/15/2045 1,187
REPUBLIC OF INDONESIA 810 5.25 1/8/2047 813
REPUBLIC OF INDONESIA 200 4.75 7/18/2047 189
REPUBLIC OF INDONESIA 3,000 4.35 1/11/2048 2,687
REPUBLIC OF KENYA 660 6.88 6/24/2024 650
REPUBLIC OF KENYA 370 7.25 2/28/2028 354
REPUBLIC OF NIGERIA 200 7.14 2/23/2030 189
REPUBLIC OF NIGERIA 1,440 7.88 2/16/2032 1,409
REPUBLIC OF PANAMA 3,000 4.00 9/22/2024 3,031
REPUBLIC OF PANAMA 5,000 3.88 3/17/2028 4,921
REPUBLIC OF PANAMA 3,000 6.70 1/26/2036 3,667
REPUBLIC OF PANAMA 5,000 4.50 5/15/2047 4,874
REPUBLIC OF PANAMA 3,000 4.50 4/16/2050 2,899
REPUBLIC OF PERU 896 8.75 11/21/2033 1,315
REPUBLIC OF PERU 1,359 6.55 3/14/2037 1,698
REPUBLIC OF PHILIPPINES 2,300 4.20 1/21/2024 2,346
REPUBLIC OF PHILIPPINES 2,000 3.95 1/20/2040 1,919
REPUBLIC OF PHILIPPINES 5,000 3.70 3/1/2041 4,606
REPUBLIC OF POLAND 9,000 3.00 3/17/2023 8,793
REPUBLIC OF POLAND 2,450 4.00 1/22/2024 2,489
REPUBLIC OF POLAND 5,000 3.25 4/6/2026 4,829
REPUBLIC OF SRI LANKA 1,080 6.20 5/11/2027 986
REPUBLIC SERVICES INC 3,000 5.50 9/15/2019 3,088
REPUBLIC SERVICES INC 7,000 5.25 11/15/2021 7,416
REPUBLIC SERVICES INC 3,000 3.95 5/15/2028 2,968
REPUBLICA ORIENT URUGUAY 3,000 4.50 8/14/2024 3,098
REPUBLICA ORIENT URUGUAY 5,000 4.38 10/27/2027 5,060
REPUBLICA ORIENT URUGUAY 5,000 4.13 11/20/2045 4,501
REPUBLICA ORIENT URUGUAY 3,000 4.98 4/20/2055 2,882
RESIDENTIAL ASSET MORTGAGE PRO 420 8.00 5/25/2032 355
RESIDENTIAL ASSET MORTGAGE PRO 323 3.22 8/25/2033 310
RESOLUTE ENERGY CORP 693 8.50 5/1/2020 691
RESOLUTE FOREST PRODUCTS 500 5.88 5/15/2023 506
RETL 2,062 3.17 3/15/2033 2,066
REXEL SA 270 3.50 6/15/2023 325
REXEL SA 125 2.63 6/15/2024 146
REYNOLDS GROUP HLDGS INC 6,026 0.00 2/5/2023 6,009
REYNOLDS GRP ISS/REYNOLD 1,773 5.75 10/15/2020 1,780
REYNOLDS GRP ISS/REYNOLD 281 6.88 2/15/2021 284
REYNOLDS GRP ISS/REYNOLD 219 5.85 7/15/2021 221
REYNOLDS GRP ISS/REYNOLD 3,847 5.13 7/15/2023 3,799
REYNOLDS GRP ISS/REYNOLD 1,075 7.00 7/15/2024 1,098
RHP HOTEL PPTY/RHP FINAN 400 5.00 4/15/2021 402
RING CONTAINER TECHNOLOGIES 995 0.00 10/31/2024 988
RIO TINTO ALCAN INC 4,000 6.13 12/15/2033 4,865
RIO TINTO FIN USA LTD 4,000 7.13 7/15/2028 5,053
RITCHIE BROS AUCTIONEERS 553 5.38 1/15/2025 536
RITE AID CORP 2,194 6.13 4/1/2023 2,227
RIVERBED TECHNOLOGY INC 500 8.88 3/1/2023 475
RMAT 1,236 4.09 5/25/2048 1,235
ROCHE HOLDINGS INC 7,000 2.88 9/29/2021 6,933
ROCHE HOLDINGS INC 5,000 2.63 5/15/2026 4,689
ROCKIES EXPRESS PIPELINE 415 6.85 7/15/2018 415
ROCKIES EXPRESS PIPELINE 350 5.63 4/15/2020 359
ROCKIES EXPRESS PIPELINE 753 6.88 4/15/2040 863
ROCKWELL COLLINS INC 1,783 1.95 7/15/2019 1,763
ROCKWELL COLLINS INC 5,000 3.50 3/15/2027 4,760
ROCKWELL COLLINS INC 3,000 4.35 4/15/2047 2,868
ROGERS COMMUNICATIONS IN 5,000 3.00 3/15/2023 4,881
ROGERS COMMUNICATIONS IN 5,000 5.00 3/15/2044 5,198
ROMANIA 1,550 4.38 8/22/2023 1,562
ROPER TECHNOLOGIES INC 3,000 3.00 12/15/2020 2,979
ROWAN COMPANIES INC 155 4.88 6/1/2022 146
ROWAN COMPANIES INC 1,184 4.75 1/15/2024 1,023
ROWAN COMPANIES INC 631 7.38 6/15/2025 614
ROWAN COMPANIES INC 200 5.40 12/1/2042 145
ROYAL BANK OF CANADA 15,000 2.56 8/29/2019 15,000
ROYAL BANK OF CANADA 5,000 2.15 3/6/2020 4,926
ROYAL BANK OF CANADA 4,454 2.15 10/26/2020 4,351
ROYAL BANK OF CANADA 5,000 2.35 10/30/2020 4,905
ROYAL BANK OF CANADA 8,000 2.50 1/19/2021 7,857
ROYAL BANK OF CANADA 580 3.20 4/30/2021 580
ROYAL BANK OF CANADA 5,000 4.65 1/27/2026 5,079
ROYAL BK SCOTLND GRP PLC 2,230 6.13 12/15/2022 2,343
ROYAL BK SCOTLND GRP PLC 1,690 6.10 6/10/2023 1,779
ROYAL BK SCOTLND GRP PLC 8,000 3.88 9/12/2023 7,777
ROYAL BK SCOTLND GRP PLC 1,490 6.00 12/19/2023 1,564
ROYAL BK SCOTLND GRP PLC 3,470 5.13 5/28/2024 3,499
ROYAL BK SCOTLND GRP PLC 300 3.89 6/25/2024 299
ROYAL BK SCOTLND GRP PLC 2,400 4.52 6/25/2024 2,403
ROYAL BK SCOTLND GRP PLC 5,000 4.80 4/5/2026 5,030
ROYAL BK SCOTLND GRP PLC 275 7.65 12/31/2049 345
ROYAL CARIBBEAN CRUISES 2,000 3.70 3/15/2028 1,852
RP CROWN PARENT LLC 753 7.38 10/15/2024 775
RPG BYTY SRO 107 3.38 10/15/2024 124
RPI FIN TR 2,617 0.00 3/27/2023 2,613
RR DONNELLEY + SONS CO 600 7.88 3/15/2021 614
RSP PERMIAN INC 179 6.63 10/1/2022 188
RURAL ALLIANCE INC CA SF MTGE 60 7.00 10/1/2032 60
RUSSIA GOVT BOND OFZ 83,160 7.00 1/25/2023 1,308
RUSSIA GOVT BOND OFZ 198,960 7.00 8/16/2023 3,134
RUSSIA GOVT BOND OFZ 30,400 7.75 9/16/2026 491
RUSSIA GOVT BOND OFZ 166,840 8.15 2/3/2027 2,760
RUSSIA GOVT BOND OFZ 422,345 7.05 1/19/2028 6,516
RWE AG 80 2.75 4/21/2075 94
S+P GLOBAL INC 3,000 4.00 6/15/2025 3,014
SABINE PASS LIQUEFACTION 1,000 5.63 2/1/2021 1,045
SABINE PASS LIQUEFACTION 1,000 6.25 3/15/2022 1,077
SABINE PASS LIQUEFACTION 2,240 5.75 5/15/2024 2,392
SABINE PASS LIQUEFACTION 3,750 5.63 3/1/2025 3,988
SABINE PASS LIQUEFACTION 250 5.88 6/30/2026 271
SABINE PASS LIQUEFACTION 3,500 5.00 3/15/2027 3,572
SABINE PASS LIQUEFACTION 10,000 4.20 3/15/2028 9,643
SABLE INTL FINANCE LTD 500 6.88 8/1/2022 520
SABRE GLBL INC 500 5.38 4/15/2023 505
SABRE GLBL INC 869 5.25 11/15/2023 877
SABRE INC 1,597 0.00 2/22/2024 1,593
SACRAMENTO CA MUNI UTILITY DIS 3,000 6.16 5/15/2036 3,706
SAFE FLEET HLDGS LLC 1,746 0.00 2/1/2025 1,727
SAFE FLEET HLDGS LLC 159 0.00 2/1/2026 159
SAGA PLC 413 3.38 5/12/2024 517
SALESFORCE.COM INC 2,570 3.25 4/11/2023 2,556
SALESFORCE.COM INC 3,180 3.70 4/11/2028 3,155
SALLY HOLDINGS/SALLY CAP 500 5.50 11/1/2023 489
SALLY HOLDINGS/SALLY CAP 100 5.63 12/1/2025 92
SAMMONS FINANCIAL GROUP 2,000 4.45 5/12/2027 1,974
SAN DIEGO G + E 5,000 3.60 9/1/2023 5,025
SAN DIEGO G + E 3,000 2.50 5/15/2026 2,762
SAN DIEGO G + E 2,000 4.15 5/15/2048 1,980
SANCHEZ ENERGY CORP 1,532 7.75 6/15/2021 1,311
SANCHEZ ENERGY CORP 1,757 6.13 1/15/2023 1,195
SANCHEZ ENERGY CORP 809 7.25 2/15/2023 801
SANTA CLARA VLY CA TRANSPRTN A 5,000 5.88 4/1/2032 5,867
SANTANDER HOLDINGS USA 7,000 2.65 4/17/2020 6,935
SANTANDER HOLDINGS USA 3,000 3.70 3/28/2022 2,957
SANTANDER HOLDINGS USA 3,220 4.50 7/17/2025 3,162
SANTANDER UK GROUP HLDGS 8,140 3.57 1/10/2023 7,907
SANTANDER UK GROUP HLDGS 2,000 3.37 1/5/2024 1,926
SANTANDER UK PLC 300 2.38 3/16/2020 295
SANTANDER UK PLC 3,000 2.92 6/1/2021 3,001
SANTANDER UK PLC 3,000 3.40 6/1/2021 2,998
SAPPI PAPIER HOLDNG GMBH 100 4.00 4/1/2023 120
SAPPI PAPIER HOLDNG GMBH 705 7.50 6/15/2032 721
SARBACANE BIDCO INC 2,993 0.00 1/29/2025 2,981
SBA COMMUNICATIONS CORP 957 4.00 10/1/2022 920
SBA COMMUNICATIONS CORP 551 4.88 9/1/2024 528
SBA SR FIN II LLC 1,500 0.00 4/11/2025 1,489
SBERBANK (SB CAP SA) 200 6.13 2/7/2022 209
SBERBANK (SB CAP SA) 200 6.13 2/7/2022 209
SBERBANK (SB CAP SA) 2,350 5.50 2/26/2024 2,356
SCHLUMBERGER HLDGS CORP 5,780 3.00 12/21/2020 5,740
SCHLUMBERGER HLDGS CORP 850 4.00 12/21/2025 848
SCHMOLZ+BICKEN LX FIN SA 100 5.63 7/15/2022 118
SCIENTIFIC GAMES INTERNA 500 6.25 9/1/2020 501
SCIENTIFIC GAMES INTERNA 2,712 10.00 12/1/2022 2,893
SCIENTIFIC GAMES INTERNA 515 5.00 10/15/2025 490
SCIENTIFIC GAMES INTERNA 200 3.38 2/15/2026 222
SCIENTIFIC GAMES INTL INC 1,212 0.00 8/14/2024 1,203
SEADRILL PARTNERS FINCO LLC 2,876 0.00 2/21/2021 2,571
SEAGATE HDD CAYMAN 3,000 4.75 6/1/2023 2,968
SEAGATE HDD CAYMAN 3,000 4.88 6/1/2027 2,788
SEALED AIR CORP 602 4.88 12/1/2022 608
SEALED AIR CORP 100 4.50 9/15/2023 131
SEALED AIR CORP 250 6.88 7/15/2033 275
SEATTLE SPINCO INC 2,393 0.00 6/21/2024 2,379
SEDGWICK CLAIMS MGMT SVCS INC 214 0.00 2/28/2022 215
SEDGWICK INC 2,852 0.00 3/1/2021 2,834
SELECT MEDICAL CORP 2,550 6.38 6/1/2021 2,584
SEMPRA ENERGY 2,612 9.80 2/15/2019 2,719
SEMPRA ENERGY 830 1.63 10/7/2019 814
SEMPRA ENERGY 4,800 2.40 2/1/2020 4,738
SEMPRA ENERGY 400 2.79 3/15/2021 400
SEMPRA ENERGY 3,000 3.55 6/15/2024 2,949
SEMPRA ENERGY 2,000 3.25 6/15/2027 1,864
SEMPRA ENERGY 5,000 6.00 10/15/2039 5,870
SEMPRA ENERGY 2,000 4.00 2/1/2048 1,800
SENSATA TECH UK FIN CO 400 6.25 2/15/2026 416
SENSATA TECHNOLOGIES BV 750 4.88 10/15/2023 755
SENSATA TECHNOLOGIES BV 2,841 5.00 10/1/2025 2,862
SENVION HOLDING GMBH 100 3.88 10/25/2022 100
SEQUA MEZZANINE HLDGS LLC 1,141 0.00 11/28/2021 1,143
SEQUA MEZZANINE HLDGS LLC 110 0.00 4/28/2022 110
SEQUOIA MORTGAGE TRUST 4,680 3.50 2/25/2047 4,630
SEQUOIA MORTGAGE TRUST 1,954 3.64 2/25/2047 1,895
SEQUOIA MORTGAGE TRUST 2,050 4.00 8/25/2047 2,035
SEQUOIA MORTGAGE TRUST 3,152 4.00 12/25/2047 3,155
SEQUOIA MORTGAGE TRUST 5,576 3.50 5/25/2048 5,513
SEQUOIA MORTGAGE TRUST 3,034 4.00 7/25/2048 3,068
SEQUOIA MORTGAGE TRUST 6,428 4.00 7/25/2048 6,397
SERTA SIMMONS BEDDING LLC 2,475 0.00 11/8/2023 2,104
SERTA SIMMONS BEDDING LLC 925 0.00 11/8/2024 619
SERVICE CORP INTL 800 4.50 11/15/2020 800
SERVICE CORP INTL 850 5.38 5/15/2024 869
SERVICEMASTER COMPANY LL 1,906 5.13 11/15/2024 1,847
SES GLOBAL AMERICAS HLDG 2,000 5.30 3/25/2044 1,735
SESI LLC 185 7.13 12/15/2021 188
SESI LLC 468 7.75 9/15/2024 481
SEVEN GENERATIONS ENERGY 122 6.88 6/30/2023 126
SEVEN GENERATIONS ENERGY 950 5.38 9/30/2025 914
SEVERIN ACQUISITION LLC 232 0.00 8/1/2025 230
SFAVE COMMERCIAL MORTGAGE SECU 3,590 4.53 1/5/2043 3,137
SFAVE COMMERCIAL MORTGAGE SECU 1,790 4.53 1/5/2043 1,701
SHELF DRILL HOLD LTD 2,051 8.25 2/15/2025 2,069
SHELL INTERNATIONAL FIN 800 4.38 3/25/2020 821
SHELL INTERNATIONAL FIN 3,000 2.25 11/10/2020 2,951
SHELL INTERNATIONAL FIN 2,000 2.38 8/21/2022 1,938
SHELL INTERNATIONAL FIN 8,000 3.40 8/12/2023 8,012
SHELL INTERNATIONAL FIN 10,000 3.25 5/11/2025 9,798
SHELL INTERNATIONAL FIN 990 2.88 5/10/2026 941
SHELL INTERNATIONAL FIN 2,000 2.50 9/12/2026 1,849
SHELL INTERNATIONAL FIN 7,000 4.13 5/11/2035 7,102
SHELL INTERNATIONAL FIN 390 4.55 8/12/2043 410
SHELL INTERNATIONAL FIN 760 4.38 5/11/2045 775
SHELL INTERNATIONAL FIN 10,200 4.00 5/10/2046 9,876
SHELL INTERNATIONAL FIN 3,000 3.75 9/12/2046 2,798
SHELLPOINT CO ORIGINATOR TRUST 1,491 3.50 11/25/2046 1,476
SHERWIN WILLIAMS CO 5,000 2.75 6/1/2022 4,843
SHERWIN WILLIAMS CO 4,000 3.45 6/1/2027 3,787
SHERWIN WILLIAMS CO 4,000 4.50 6/1/2047 3,825
SHIRE ACQ INV IRELAND DA 12,823 1.90 9/23/2019 12,624
SHIRE ACQ INV IRELAND DA 5,000 2.40 9/23/2021 4,791
SHIRE ACQ INV IRELAND DA 2,000 2.88 9/23/2023 1,883
SIEMENS FINANCIERINGSMAT 5,000 3.40 3/16/2027 4,862
SIGMA ALIMENTOS SA 2,000 4.13 5/2/2026 1,874
SIGMA FINANCE NL 3,337 4.88 3/27/2028 3,193
SIGMA HOLDCO BV 2,050 7.88 5/15/2026 1,886
SILGAN HOLDINGS INC 100 3.25 3/15/2025 118
SILVERSEA CRUISE FINANCE 82 7.25 2/1/2025 89
SIMMONS FOODS INC 500 5.75 11/1/2024 437
SIMON PROPERTY GROUP LP 2,000 2.35 1/30/2022 1,928
SIMON PROPERTY GROUP LP 5,000 3.38 10/1/2024 4,877
SIMON PROPERTY GROUP LP 2,000 3.50 9/1/2025 1,953
SIMON PROPERTY GROUP LP 5,000 4.25 10/1/2044 4,872
SINCLAIR BROADCAST GROUP INC 1,260 0.00 12/12/2024 1,254
SINCLAIR TELEVISION GROU 500 6.13 10/1/2022 510
SINCLAIR TELEVISION GROU 1,555 5.63 8/1/2024 1,544
SINCLAIR TELEVISION GROU 611 5.88 3/15/2026 601
SIRIUS XM RADIO INC 500 4.63 5/15/2023 490
SIRIUS XM RADIO INC 5,525 6.00 7/15/2024 5,641
SIRIUS XM RADIO INC 500 5.38 7/15/2026 481
SIRIUS XM RADIO INC 348 5.00 8/1/2027 324
SISAL GROUP SPA 100 7.00 7/31/2023 115
SIX FLAGS ENTERTAINMENT 5,007 4.88 7/31/2024 4,874
SKANDINAVISKA ENSKILDA 6,613 2.63 3/15/2021 6,495
SKANDINAVISKA ENSKILDA 5,000 2.75 5/17/2021 5,000
SLM STUDENT LOAN TRUST 1,214 4.06 7/25/2023 1,245
SLM STUDENT LOAN TRUST 1,113 2.61 3/25/2026 1,116
SLM STUDENT LOAN TRUST 1,657 2.56 11/25/2027 1,665
SLM STUDENT LOAN TRUST 612 3.50 10/28/2029 599
SLM STUDENT LOAN TRUST 140 4.32 6/16/2042 144
SLM STUDENT LOAN TRUST 1,289 2.41 9/25/2043 1,289
SM ENERGY CO 495 6.50 11/15/2021 506
SM ENERGY CO 481 6.50 1/1/2023 488
SM ENERGY CO 598 5.00 1/15/2024 565
SM ENERGY CO 260 5.63 6/1/2025 250
SM ENERGY CO 587 6.75 9/15/2026 591
SMALL BUSINESS ADMINISTRATION 398 2.52 3/10/2025 388
SMALL BUSINESS ADMINISTRATION 593 2.52 9/10/2027 572
SMALL BUSINESS ADMINISTRATION 770 3.19 3/10/2028 765
SMB PRIVATE EDUCATION LOAN TRU 1,929 3.22 5/15/2026 1,948
SMB PRIVATE EDUCATION LOAN TRU 1,150 4.00 9/15/2042 1,146
SMB PRIVATE EDUCATION LOAN TRU 3 0.01 9/18/2046 3,685
SMITHFIELD FOODS INC 3,000 3.35 2/1/2022 2,930
SMITHFIELD FOODS INC 2,000 4.25 2/1/2027 1,927
SMURFIT KAPPA ACQUISITIO 117 2.88 1/15/2026 136
SOCIALIST REP OF VIETNAM 1,610 4.80