Investment Table

Debt Securities
as of 6/30/2017

 

# | 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 7,419 0.00 2/16/2024 7,398
1011778 BC / NEW RED FIN 5,889 4.25 5/15/2024 5,852
1011778 BC / NEW RED FIN 1,800 4.63 1/15/2022 1,845
1011778 BC / NEW RED FIN 9,233 6.00 4/1/2022 9,564
21ST CENTURY FOX AMERICA 6,000 4.50 2/15/2021 6,426
21ST CENTURY FOX AMERICA 2,000 4.75 9/15/2044 2,122
21ST CENTURY FOX AMERICA 2,000 6.15 3/1/2037 2,497
21ST CENTURY FOX AMERICA 160 6.20 12/15/2034 198
21ST CENTURY FOX AMERICA 15,000 6.55 3/15/2033 18,904
21ST CENTURY FOX AMERICA 90 6.65 11/15/2037 119
21ST CENTURY FOX AMERICA 20 6.75 1/9/2038 24
24 HOUR FIT WORLDWIDE 300 8.00 6/1/2022 279
321 HENDERSON RECEIVABLES LLC 1,065 3.87 3/15/2058 1,055
ABB / CON CISE OPTICAL GROUP 1,985 0.00 6/15/2023 1,984
ABB FINANCE USA INC 180 4.38 5/8/2042 195
ABBOTT LABORATORIES 5,000 2.55 3/15/2022 4,964
ABBOTT LABORATORIES 10,000 2.90 11/30/2021 10,111
ABBOTT LABORATORIES 10,750 3.75 11/30/2026 10,967
ABBOTT LABORATORIES 5,270 4.75 11/30/2036 5,733
ABBOTT LABORATORIES 510 4.90 11/30/2046 562
ABBVIE INC 10,000 2.50 5/14/2020 10,109
ABBVIE INC 7,000 2.85 5/14/2023 6,981
ABBVIE INC 10,000 2.90 11/6/2022 10,096
ABBVIE INC 3,000 3.20 11/6/2022 3,068
ABBVIE INC 8,300 3.60 5/14/2025 8,488
ABBVIE INC 7,000 4.30 5/14/2036 7,215
ABBVIE INC 11,300 4.40 11/6/2042 11,597
ABBVIE INC 3,785 4.45 5/14/2046 3,915
ABC SUPPLY CO INC 462 5.75 12/15/2023 488
ABILITY NETWORK INC 1,615 0.00 5/16/2021 1,614
ABN AMRO BANK NV 650 4.75 7/28/2025 685
ABN AMRO BANK NV 200 5.75 12/29/2049 242
ACADEMY LTD 2,843 0.00 7/1/2022 2,197
ACADIA HEALTHCARE CO INC 3,197 5.13 7/1/2022 3,308
ACADIA HEALTHCARE CO INC 1,502 5.63 2/15/2023 1,556
ACADIA HEALTHCARE CO INC 270 6.50 3/1/2024 289
ACC INDU BO/ACC INDU LLC 2,692 7.75 12/15/2020 2,702
ACCESS CIG LLC 391 0.00 10/18/2021 391
ACOSTA HOLDCO INC 871 0.00 9/26/2021 777
ACOSTA INC 566 7.75 10/1/2022 429
ACRISURE LLC 3,491 0.00 11/22/2023 3,520
ACTIVISION BLIZZARD 2,000 2.60 6/15/2022 1,999
ACTIVISION BLIZZARD 2,000 3.40 9/15/2026 2,002
ACTIVISION BLIZZARD 2,000 3.40 6/15/2027 1,990
ADIENT GLOBAL HOLDINGS 100 3.50 8/15/2024 115
ADIENT GLOBAL HOLDINGS 1,899 4.88 8/15/2026 1,902
ADJUSTABLE RATE MORTGAGE TRUST 814 3.44 4/25/2035 806
ADOBE SYSTEMS INC 10,000 4.75 2/1/2020 10,729
ADT CORP 406 3.50 7/15/2022 394
ADT CORP 392 4.13 6/15/2023 388
ADT CORP 815 4.88 7/15/2032 712
ADT CORP 3,800 6.25 10/15/2021 4,135
ADVANCE AUTO PARTS 3,000 4.50 12/1/2023 3,186
ADVANCED COMPUTER SOFTWARE GR. 1,955 0.00 3/18/2022 1,913
ADVANCED DISPOSAL SRVCES 376 5.63 11/15/2024 387
ADVANCED MICRO DEVICES 175 7.50 8/15/2022 195
ADVANTAGE SALES + MARKETING I 600 0.00 7/23/2021 574
AECOM 1,936 5.13 3/15/2027 1,943
AECOM 4,900 5.75 10/15/2022 5,140
AEGIS ASSET BACKED SECURITIES 3,450 1.92 3/25/2035 2,960
AEP TRANSMISSION CO LLC 3,000 3.10 12/1/2026 2,985
AERCAP IRELAND CAP/GLOBA 3,000 3.50 5/26/2022 3,076
AERCAP IRELAND CAP/GLOBA 5,910 3.75 5/15/2019 6,072
AERCAP IRELAND CAP/GLOBA 8,000 4.50 5/15/2021 8,484
AERCAP IRELAND CAP/GLOBA 5,000 4.63 10/30/2020 5,314
AEROPUERTOS ARGENT 2000 470 6.88 2/1/2027 487
AES ANDRS/DMCN PWR/ITABO 369 7.95 5/11/2026 400
AES CORP/VA 163 4.20 6/1/2019 163
AES CORP/VA 1,859 4.88 5/15/2023 1,890
AES CORP/VA 632 8.00 6/1/2020 731
AES EL SALVADOR TRUST II 200 6.75 3/28/2023 179
AETNA INC 3,000 2.75 11/15/2022 3,010
AETNA INC 170 2.80 6/15/2023 170
AETNA INC 5,000 3.50 11/15/2024 5,164
AETNA INC 3,000 4.13 11/15/2042 3,077
AFFINITY GAMING 314 0.00 7/1/2023 315
AFFINITY GAMING 340 0.00 9/14/2024 342
AFLAC INC 3,000 2.88 10/15/2026 2,922
AFRICAN DEVELOPMENT BANK 3,000 1.13 9/20/2019 2,969
AFRICAN DEVELOPMENT BANK 4,500 1.38 12/17/2018 4,492
AFRICAN DEVELOPMENT BANK 5,000 1.38 2/12/2020 4,960
AGATE BAY MORTGAGE LOAN TRUST 4,499 3.50 8/25/2046 4,593
AGILENT TECHNOLOGIES INC 2,000 3.20 10/1/2022 2,032
AGRIUM INC 5,000 3.15 10/1/2022 5,102
AGRIUM INC 5,000 4.90 6/1/2043 5,406
AIR CANADA 805 0.00 10/6/2023 808
AIR CANADA 250 7.75 4/15/2021 287
AIR CANADA 2015 1A PTT 2,808 3.60 9/15/2028 2,835
AIR CANADA 2015 2AA PTT 1,904 3.75 6/15/2029 1,984
AIR LEASE CORP 1,387 2.63 9/4/2018 1,397
AIR LEASE CORP 3,500 3.00 9/15/2023 3,481
AIR LEASE CORP 3,000 3.38 1/15/2019 3,055
AIR LEASE CORP 3,000 3.38 6/1/2021 3,082
AIR LEASE CORP 3,000 3.75 2/1/2022 3,128
AIR LEASE CORP 3,000 3.88 4/1/2021 3,130
AIR MEDICAL GROUP HOLDIN 556 6.38 5/15/2023 527
AIR MEDICAL GROUP HOLDINGS INC 1,826 0.00 4/28/2022 1,790
AIR METHODS CORP 875 0.00 4/21/2024 865
AIRBUS SE 3,000 3.15 4/10/2027 3,025
AIRBUS SE 3,000 3.95 4/10/2047 3,093
AIRCASTLE LTD 335 4.13 5/1/2024 341
AIRCASTLE LTD 250 5.00 4/1/2023 268
AIRCASTLE LTD 893 5.13 3/15/2021 954
AIRCASTLE LTD 500 5.50 2/15/2022 542
AIRCASTLE LTD 1,003 7.63 4/15/2020 1,135
AIRXCEL INC 715 8.50 2/15/2022 752
AK STEEL CORP 700 7.00 3/15/2027 723
AK STEEL CORP 250 7.63 10/1/2021 260
AKBANK TAS 348 7.20 3/16/2027 362
AKORN INC 573 0.00 4/16/2021 577
ALBANY MOLECULAR RESH INC 2,204 0.00 7/16/2021 2,208
ALBAUGH LLC 2,559 0.00 5/28/2021 2,574
ALBEMARLE CORP 3,000 4.15 12/1/2024 3,158
ALBERTSONS COS LLC/SAFEW 2,097 5.75 3/15/2025 1,954
ALBERTSONS COS LLC/SAFEW 862 6.63 6/15/2024 855
ALBERTSONS LLC 2,891 0.00 8/25/2021 2,851
ALBERTSONS LLC 1,111 0.00 6/22/2023 1,097
ALCOA NEDERLAND HOLDING 250 6.75 9/30/2024 272
ALCOA NEDERLAND HOLDING 235 7.00 9/30/2026 258
ALERE INC 2,291 6.38 7/1/2023 2,466
ALERE INC 529 6.50 6/15/2020 538
ALERE INC 250 7.25 7/1/2018 250
ALERIS INTL INC 1,967 7.88 11/1/2020 1,857
ALERIS INTL INC 4,050 9.50 4/1/2021 4,169
ALEXANDRIA REAL ESTATE E 1,000 2.75 1/15/2020 1,006
ALEXANDRIA REAL ESTATE E 3,000 4.50 7/30/2029 3,172
ALFA S.A. 8,000 5.25 3/25/2024 8,635
ALFA S.A. 200 6.88 3/25/2044 217
ALIBABA GROUP HOLDING 5,000 3.60 11/28/2024 5,146
ALLEGHANY CORP 5,000 4.90 9/15/2044 5,253
ALLEGHENY TECHNOLOGIES 750 5.95 1/15/2021 751
ALLEGION PLC 500 5.88 9/15/2023 538
ALLERGAN FUNDING SCS 3,000 3.00 3/12/2020 3,063
ALLERGAN FUNDING SCS 15,650 3.45 3/15/2022 16,151
ALLERGAN FUNDING SCS 890 3.80 3/15/2025 921
ALLERGAN FUNDING SCS 5,000 3.85 6/15/2024 5,208
ALLERGAN FUNDING SCS 4,570 4.55 3/15/2035 4,877
ALLERGAN FUNDING SCS 2,379 4.75 3/15/2045 2,566
ALLFLEX HLDGS III INC 3,486 0.00 7/20/2020 3,494
ALLIANCE DATA SYSTEMS CO 8,249 5.38 8/1/2022 8,317
ALLIANCE DATA SYSTEMS CO 2,590 5.88 11/1/2021 2,681
ALLIANCE DATA SYSTEMS CO 3,350 6.38 4/1/2020 3,408
ALLIANT HOLDINGS I INC. 4,740 0.00 8/12/2022 4,731
ALLIANT HOLDINGS INT LLC 4,140 8.25 8/1/2023 4,388
ALLIED IRISH BANKS PLC 310 4.13 11/26/2025 376
ALLISON TRANSMISSION INC 535 5.00 10/1/2024 549
ALLSTATE CORP 7,000 3.15 6/15/2023 7,169
ALLSTATE CORP 2,000 4.50 6/15/2043 2,190
ALLY AUTO RECEIVABLES TRUST 4,762 1.35 5/15/2020 4,752
ALLY FINANCIAL INC 1,000 4.13 2/13/2022 1,025
ALLY FINANCIAL INC 2,000 4.63 5/19/2022 2,081
ALLY FINANCIAL INC 5,000 4.63 3/30/2025 5,110
ALLY FINANCIAL INC 1,500 5.75 11/20/2025 1,580
ALLY FINANCIAL INC 1,046 7.50 9/15/2020 1,184
ALLY FINANCIAL INC 4,758 8.00 11/1/2031 5,824
ALLY MASTER OWNER TRUST 36,563 1.54 9/15/2019 36,573
ALLY MASTER OWNER TRUST 15,004 1.60 10/15/2019 15,012
ALLY MASTER OWNER TRUST 8,800 1.72 7/15/2019 8,800
ALMONDE INC 952 0.00 6/13/2025 969
ALPHA 3 B V 2,552 0.00 1/31/2024 2,555
ALPHA 3 BV / US BIDCO 1,725 6.25 2/1/2025 1,774
ALPINE FIN MERGER SUB LLC 821 0.00 7/12/2024 821
ALPINE FINANCE MERGER 1,956 6.88 8/1/2025 1,990
ALTA MESA HLDGS/FINANC S 255 7.88 12/15/2024 257
ALTICE FINANCING SA 9,580 6.63 2/15/2023 10,169
ALTICE FINANCING SA 4,304 7.50 5/15/2026 4,775
ALTICE FINCO SA 1,105 7.63 2/15/2025 1,175
ALTICE FINCO SA 560 8.13 1/15/2024 610
ALTICE FING S A 943 0.00 7/15/2025 939
ALTICE LUXEMBOURG SA 190 6.25 2/15/2025 236
ALTICE LUXEMBOURG SA 1,000 7.63 2/15/2025 1,098
ALTICE LUXEMBOURG SA 3,464 7.75 5/15/2022 3,676
ALTICE US FIN I CORP 889 0.00 7/28/2025 880
ALTICE US FINANCE I CORP 1,903 5.38 7/15/2023 1,984
ALTICE US FINANCE I CORP 1,049 5.50 5/15/2026 1,102
ALTISOURCE SOLUTIONS S A R L 3,609 0.00 12/9/2020 3,110
ALVOGEN PHARMA US INC. 1,962 0.00 4/2/2022 1,928
AMAZON.COM INC 5,000 3.80 12/5/2024 5,328
AMAZON.COM INC 6,000 4.80 12/5/2034 6,918
AMAZON.COM INC 700 4.95 12/5/2044 830
AMC ENTERTAINMENT HOLDIN 300 5.88 2/15/2022 313
AMC ENTERTAINMENT HOLDIN 3,350 5.88 11/15/2026 3,494
AMC ENTERTAINMENT HOLDIN 1,350 6.13 5/15/2027 1,428
AMC ENTERTAINMENT HOLDIN 375 6.38 11/15/2024 521
AMC NETWORKS INC 500 4.75 12/15/2022 515
AMC NETWORKS INC 3,936 5.00 4/1/2024 4,032
AMER AIRLINE 16 1 AA PTT 9,747 3.58 7/15/2029 9,920
AMER AIRLINE 16 2 AA PTT 4,870 3.20 12/15/2029 4,830
AMER AIRLINE 17 1 AA PTT 3,000 3.65 2/15/2029 3,056
AMER AIRLN 13 1 C PASS T 775 6.13 7/15/2018 799
AMER AIRLN 13 2 B PTT 1,455 5.60 1/15/2022 1,517
AMER AIRLN 14 1 A PTT 2,573 3.70 4/1/2028 2,636
AMER AIRLN 15 1 A PTT 4,520 3.38 11/1/2028 4,533
AMER AIRLN 15 2 A PASS T 4,763 4.00 3/22/2029 4,908
AMER AIRLN 15 2 B PTT 2,661 4.40 3/22/2025 2,689
AMERICA MOVIL SAB DE CV 4,443 3.13 7/16/2022 4,530
AMERICA MOVIL SAB DE CV 8,781 5.00 3/30/2020 9,426
AMERICA MOVIL SAB DE CV 670 5.63 11/15/2017 679
AMERICAN AIRLINES 2013 2 1,522 4.95 7/15/2024 1,617
AMERICAN AIRLINES GROUP 1,000 5.50 10/1/2019 1,053
AMERICAN AIRLS INC 1,444 0.00 6/26/2020 1,442
AMERICAN AIRLS INC 3,528 0.00 10/12/2021 3,523
AMERICAN AIRLS INC 474 0.00 12/14/2023 474
AMERICAN AXLE + MFG INC 762 0.00 4/6/2024 755
AMERICAN AXLE + MFG INC 750 6.25 3/15/2021 774
AMERICAN AXLE + MFG INC 2,600 6.25 4/1/2025 2,538
AMERICAN AXLE + MFG INC 350 6.63 10/15/2022 360
AMERICAN BATH GROUP LLC 1,985 0.00 9/30/2023 2,004
AMERICAN BATH GROUP LLC 1,000 0.00 9/27/2024 990
AMERICAN BLDRS + CONTRACTORS 5,312 0.00 10/31/2023 5,323
AMERICAN CAMPUS CMNTYS 5,000 4.13 7/1/2024 5,233
AMERICAN COMMERCIAL LINES LLC 985 0.00 11/12/2020 849
AMERICAN EQUITY INVESTME 2,250 5.00 6/15/2027 2,320
AMERICAN EXPRESS CO 5,749 2.65 12/2/2022 5,754
AMERICAN EXPRESS CREDIT 3,000 2.25 5/5/2021 2,995
AMERICAN EXPRESS CREDIT 10,000 2.38 5/26/2020 10,084
AMERICAN EXPRESS CREDIT 5,000 2.60 9/14/2020 5,069
AMERICAN EXPRESS CREDIT 4,000 2.70 3/3/2022 4,036
AMERICAN EXPRESS CREDIT 5,000 3.30 5/3/2027 4,994
AMERICAN EXPRESS CREDIT ACCOUN 6,340 1.93 9/15/2022 6,358
AMERICAN FINANCIAL GROUP 2,000 3.50 8/15/2026 1,981
AMERICAN GREETINGS CORP 100 7.88 2/15/2025 108
AMERICAN HOME MORTGAGE INVESTM 2,618 1.58 6/25/2045 2,336
AMERICAN HONDA FINANCE 10,000 1.46 11/19/2018 10,000
AMERICAN HONDA FINANCE 8,000 1.72 9/20/2017 8,000
AMERICAN INTL GROUP 10,000 3.90 4/1/2026 10,275
AMERICAN INTL GROUP 7,000 4.50 7/16/2044 7,148
AMERICAN INTL GROUP 6,552 6.25 5/1/2036 8,197
AMERICAN INTL GROUP 1,672 6.25 3/15/2087 1,802
AMERICAN INTL GROUP 9,100 6.40 12/15/2020 10,293
AMERICAN TIRE DISTRIBUTO 753 10.25 3/1/2022 784
AMERICAN TOWER CORP 3,000 3.30 2/15/2021 3,078
AMERICAN TOWER CORP 5,000 3.45 9/15/2021 5,167
AMERICAN TOWER CORP 3,000 5.00 2/15/2024 3,300
AMERICAN TRANSMISSION SY 5,000 5.25 1/15/2022 5,470
AMERICOLD LLC TRUST 1,400 6.03 1/14/2029 1,541
AMERIGAS PART/FIN CORP 500 5.75 5/20/2027 508
AMERIGAS PART/FIN CORP 1,409 5.88 8/20/2026 1,443
AMERISOURCEBERGEN CORP 3,000 4.88 11/15/2019 3,187
AMERN AIRLINE 16 2 A PTT 2,922 3.65 12/15/2029 2,937
AMGEN INC 3,000 1.63 5/11/2020 3,011
AMGEN INC 7,000 2.60 8/19/2026 6,645
AMGEN INC 7,000 2.70 5/1/2022 7,034
AMGEN INC 8,000 3.63 5/15/2022 8,354
AMGEN INC 100 3.63 5/22/2024 104
AMGEN INC 5,000 3.88 11/15/2021 5,268
AMGEN INC 8,000 4.40 5/1/2045 8,232
AMGEN INC 5,406 4.66 6/15/2051 5,732
AMGH HLDG CORP 10 0.00 4/28/2022 10
AMIGO LUXEMBOURG SA 100 7.63 1/15/2024 135
AMKOR TECHNOLOGY INC 250 6.38 10/1/2022 260
AMSTED INDUSTRIES 2,350 5.00 3/15/2022 2,430
AMSTED INDUSTRIES 500 5.38 9/15/2024 518
ANADARKO FINANCE CO 296 7.50 5/1/2031 370
ANADARKO PETROLEUM CORP 370 4.85 3/15/2021 394
ANADARKO PETROLEUM CORP 4,000 6.20 3/15/2040 4,571
ANADARKO PETROLEUM CORP 3,080 6.45 9/15/2036 3,625
ANADARKO PETROLEUM CORP 330 6.60 3/15/2046 405
ANALOG DEVICES INC 3,000 3.90 12/15/2025 3,119
ANCESTRY COM OPERATIONS INC 838 0.00 10/19/2023 841
ANCESTRY COM OPERATIONS INC 441 0.00 10/19/2024 450
ANCHOR HOCKING LLC 418 0.00 6/4/2018 423
ANDEAVOR 3,000 4.75 12/15/2023 3,234
ANDEAVOR 3,000 5.13 12/15/2026 3,263
ANDEAVOR LOGIS LP/CORP 299 5.88 10/1/2020 305
ANDEAVOR LOGIS LP/CORP 311 6.13 10/15/2021 323
ANDEAVOR LOGIS LP/CORP 1,250 6.25 10/15/2022 1,330
ANDEAVOR LOGIS LP/CORP 300 6.38 5/1/2024 324
ANGLO AMERICAN CAPITAL 100 3.25 4/3/2023 124
ANGLO AMERICAN CAPITAL 100 3.50 3/28/2022 125
ANGLO AMERICAN CAPITAL 626 3.63 5/14/2020 635
ANGLO AMERICAN CAPITAL 820 3.75 4/10/2022 826
ANGLO AMERICAN CAPITAL 106 4.45 9/27/2020 110
ANGLO AMERICAN CAPITAL 6,410 4.75 4/10/2027 6,588
ANGLO AMERICAN CAPITAL 1,735 4.88 5/14/2025 1,802
ANHEUSER BUSCH INBEV FIN 4,000 2.15 2/1/2019 4,024
ANHEUSER BUSCH INBEV FIN 10,770 2.65 2/1/2021 10,903
ANHEUSER BUSCH INBEV FIN 1,040 3.30 2/1/2023 1,070
ANHEUSER BUSCH INBEV FIN 27,490 3.65 2/1/2026 28,314
ANHEUSER BUSCH INBEV FIN 5,000 4.63 2/1/2044 5,416
ANHEUSER BUSCH INBEV FIN 10,000 4.70 2/1/2036 11,014
ANHEUSER BUSCH INBEV FIN 21,753 4.90 2/1/2046 24,549
ANHEUSER BUSCH INBEV WOR 4,632 1.38 7/15/2017 4,632
ANHEUSER BUSCH INBEV WOR 630 2.50 7/15/2022 629
ANHEUSER BUSCH INBEV WOR 2,000 3.75 1/15/2022 2,109
ANHEUSER BUSCH INBEV WOR 700 5.00 4/15/2020 755
ANHEUSER BUSCH INBEV WOR 6,650 5.38 1/15/2020 7,203
ANHEUSER BUSCH INBEV WOR 5,000 6.88 11/15/2019 5,554
ANHEUSER BUSCH INBEV WOR 8,000 7.75 1/15/2019 8,689
ANHEUSER BUSCH INBEV WOR 2,000 8.00 11/15/2039 3,058
ANHEUSER BUSCH INBEV WOR 5,000 8.20 1/15/2039 7,782
ANIXTER INC 300 5.13 10/1/2021 319
ANIXTER INC 300 5.50 3/1/2023 321
ANNINGTON FINANCE NO 5 452 13.00 1/15/2023 685
ANTERO MIDSTREAM PART/FI 2,780 5.38 9/15/2024 2,848
ANTERO RESOURCES CORP 3,500 5.00 3/1/2025 3,405
ANTERO RESOURCES CORP 3,348 5.13 12/1/2022 3,349
ANTERO RESOURCES CORP 500 5.38 11/1/2021 507
ANTERO RESOURCES CORP 424 5.63 6/1/2023 430
ANTHEM INC 490 3.13 5/15/2022 499
ANTHEM INC 5,000 3.30 1/15/2023 5,108
ANTHEM INC 10,180 3.70 8/15/2021 10,585
ANTHEM INC 5,000 4.63 5/15/2042 5,399
AON PLC 3,000 3.88 12/15/2025 3,131
AP MOLLER MAERSK A/S 5,000 2.55 9/22/2019 5,031
AP MOLLER MAERSK A/S 5,000 3.75 9/22/2024 5,048
AP MOLLER MAERSK A/S 3,000 3.88 9/28/2025 3,023
AP NMT ACQUISITION B V 510 0.00 8/13/2021 478
APACHE CORP 4,112 3.25 4/15/2022 4,173
APACHE CORP 1,000 3.63 2/1/2021 1,031
APACHE CORP 870 4.25 1/15/2044 816
APACHE CORP 7,310 5.10 9/1/2040 7,613
APOLLO SEC SVCS BORROWER LLC 2,293 0.00 5/2/2022 2,291
APPLE INC 10,000 1.38 2/7/2020 10,032
APPLE INC 3,000 1.53 5/11/2022 3,007
APPLE INC 10,000 2.25 2/23/2021 10,066
APPLE INC 10,000 2.40 5/3/2023 9,919
APPLE INC 760 2.45 8/4/2026 728
APPLE INC 7,000 2.50 2/9/2025 6,838
APPLE INC 12,000 2.85 2/23/2023 12,198
APPLE INC 5,000 3.00 2/9/2024 5,072
APPLE INC 5,000 3.00 6/20/2027 4,980
APPLE INC 5,000 3.20 5/11/2027 5,054
APPLE INC 5,000 3.25 2/23/2026 5,091
APPLE INC 5,350 3.85 8/4/2046 5,342
APPLE INC 9,140 4.25 2/9/2047 9,719
APPLIED MATERIALS INC 2,000 3.30 4/1/2027 2,031
APPLIED MATERIALS INC 2,000 4.30 6/15/2021 2,155
APPLIED SYS INC 3,225 0.00 1/25/2021 3,243
APX GROUP INC 1,228 7.88 12/1/2022 1,333
APX GROUP INC 1,346 8.75 12/1/2020 1,388
ARAMARK SERVICES INC 330 5.00 4/1/2025 348
ARAMARK SERVICES INC 783 5.13 1/15/2024 822
ARCELORMITTAL 100 3.13 1/14/2022 123
ARCELORMITTAL 500 6.13 6/1/2025 562
ARCELORMITTAL 990 7.00 2/25/2022 1,115
ARCELORMITTAL 1,970 7.25 3/1/2041 2,174
ARCELORMITTAL 1,780 7.50 10/15/2039 2,002
ARCONIC INC 1,420 5.13 10/1/2024 1,474
ARCONIC INC 1,629 5.87 2/23/2022 1,745
ARCONIC INC 297 5.90 2/1/2027 319
ARCONIC INC 265 5.95 2/1/2037 267
ARCONIC INC 9,250 6.15 8/15/2020 9,972
ARCTIC LNG CARRIERS 3,130 0.00 5/18/2023 3,118
ARD FINANCE SA 825 7.13 9/15/2023 882
ARDAGH PKG FIN/HLDGS USA 225 2.75 3/15/2024 260
ARDAGH PKG FIN/HLDGS USA 125 4.13 5/15/2023 151
ARDAGH PKG FIN/HLDGS USA 321 4.25 9/15/2022 329
ARDAGH PKG FIN/HLDGS USA 1,250 4.63 5/15/2023 1,281
ARDAGH PKG FIN/HLDGS USA 100 4.75 7/15/2027 130
ARDAGH PKG FIN/HLDGS USA 374 4.75 7/15/2027 485
ARDAGH PKG FIN/HLDGS USA 954 6.00 6/30/2021 983
ARDAGH PKG FIN/HLDGS USA 1,613 6.00 2/15/2025 1,694
ARDAGH PKG FIN/HLDGS USA 250 6.75 5/15/2024 317
ARDAGH PKG FIN/HLDGS USA 4,486 7.25 5/15/2024 4,910
ARDONAGH MIDCO THREE PLC 100 8.38 7/15/2023 128
ARDONAGH MIDCO THREE PLC 794 8.63 7/15/2023 804
ARICENT TECHNOLOGIES 1,461 0.00 4/14/2021 1,464
ARICENT TECHNOLOGIES 2,000 0.00 4/14/2022 2,004
ARISTOCRAT TECHNOLOGIES INC 133 0.00 10/20/2021 134
ARIZONA PUBLIC SERVICE 3,000 3.75 5/15/2046 2,943
AROUNDTOWN PROPERTY HLGD 100 1.50 1/18/2021 124
ARROW ELECTRONICS INC 2,000 3.88 1/12/2028 1,994
ARROW GLOBAL FINANCE 100 2.88 4/1/2025 114
ASBURY AUTOMOTIVE GROUP 514 6.00 12/15/2024 523
ASCEND PERFORMANCE MATERIALS 3,635 0.00 8/12/2022 3,658
ASCENT RESOURCES/ARU FIN 1,128 10.00 4/1/2022 1,129
ASHLAND LLC 900 4.75 8/15/2022 941
ASHLAND LLC 600 6.88 5/15/2043 656
ASHTEAD CAPITAL INC 200 5.63 10/1/2024 215
ASHTEAD CAPITAL INC 250 6.50 7/15/2022 259
ASIAN DEVELOPMENT BANK 5,000 1.00 8/16/2019 4,942
ASIAN DEVELOPMENT BANK 10,000 1.33 2/8/2018 10,000
ASIAN DEVELOPMENT BANK 5,000 1.38 1/15/2019 4,993
ASIAN DEVELOPMENT BANK 7,000 1.50 1/22/2020 6,976
ASIAN DEVELOPMENT BANK 10,000 1.63 3/16/2021 9,911
ASIAN DEVELOPMENT BANK 5,000 1.88 4/12/2019 5,031
ASIAN DEVELOPMENT BANK 5,000 1.88 2/18/2022 4,973
ASP AMC MERGER SUB 4,549 8.00 5/15/2025 4,305
ASP CHROMAFLO INTERMEDIATE 1,132 0.00 11/18/2023 1,136
ASP CHROMAFLO INTERMEDIATE 1,473 0.00 11/18/2023 1,477
ASSICURAZIONI GENERALI 200 5.50 10/27/2047 253
ASSURANT INC 2,629 6.75 2/15/2034 3,208
ASTON MARTIN CAPITAL HOL 250 6.50 4/15/2022 262
ASTRAZENECA PLC 5,000 1.95 9/18/2019 5,011
ASTRAZENECA PLC 3,000 2.38 11/16/2020 3,024
ASTRAZENECA PLC 3,000 3.38 11/16/2025 3,063
ASURION LLC 4,020 0.00 3/3/2021 4,035
AT+T INC 5,000 2.11 11/27/2018 5,043
AT+T INC 5,000 2.45 6/30/2020 5,025
AT+T INC 2,000 2.63 12/1/2022 1,960
AT+T INC 5,000 3.00 2/15/2022 5,020
AT+T INC 5,000 3.00 6/30/2022 5,004
AT+T INC 11,450 3.40 5/15/2025 11,237
AT+T INC 5,000 3.60 2/17/2023 5,107
AT+T INC 7,000 3.88 8/15/2021 7,310
AT+T INC 1,500 3.90 3/11/2024 1,538
AT+T INC 5,000 4.13 2/17/2026 5,124
AT+T INC 10,270 4.25 3/1/2027 10,602
AT+T INC 12,064 4.30 12/15/2042 11,236
AT+T INC 780 4.35 6/15/2045 724
AT+T INC 3,270 4.45 5/15/2021 3,479
AT+T INC 9,500 4.45 4/1/2024 10,008
AT+T INC 5,000 4.50 5/15/2035 4,914
AT+T INC 8,558 4.50 3/9/2048 8,051
AT+T INC 5,310 4.75 5/15/2046 5,216
AT+T INC 5,000 4.80 6/15/2044 4,948
AT+T INC 5,000 5.00 3/1/2021 5,400
AT+T INC 5,000 5.20 3/15/2020 5,374
AT+T INC 7,000 5.25 3/1/2037 7,453
AT+T INC 540 5.50 2/1/2018 552
AT+T INC 750 5.80 2/15/2019 795
AT+T INC 5,000 5.88 10/1/2019 5,410
ATKORE INTL INC 2,754 0.00 12/22/2023 2,761
ATLAS AMER FIN INC 215 0.00 5/6/2021 201
ATMOS ENERGY CORP 5,000 8.50 3/15/2019 5,530
AUST + NZ BANKING GRP/UK 280 6.75 12/29/2049 310
AUSTRALIAN GOVERNMENT 760 1.00 11/21/2018 627
AUSTRALIAN GOVERNMENT 395 2.00 8/21/2035 377
AUSTRALIAN GOVERNMENT 5,500 3.51 9/20/2025 5,936
AUTODESK INC 2,000 1.95 12/15/2017 2,005
AUTOMATIC DATA PROCESSNG 3,000 3.38 9/15/2025 3,124
AUTOZONE INC 2,000 2.50 4/15/2021 1,995
AUTOZONE INC 3,000 3.13 7/15/2023 3,013
AUTOZONE INC 3,000 3.13 4/21/2026 2,890
AV HOMES INC 431 6.63 5/15/2022 443
AVALONBAY COMMUNITIES 3,000 2.85 3/15/2023 2,969
AVALONBAY COMMUNITIES 3,000 2.95 5/11/2026 2,926
AVALONBAY COMMUNITIES 3,000 3.45 6/1/2025 3,052
AVANTOR PERF MAT HLDNGS LLC 200 0.00 3/10/2025 202
AVAYA INC 1,018 0.00 1/24/2018 1,049
AVIATION CAPITAL GROUP 5,000 4.88 10/1/2025 5,430
AVIS BUDGET CAR/FINANCE 961 5.13 6/1/2022 951
AVIS BUDGET CAR/FINANCE 409 5.25 3/15/2025 387
AVIS BUDGET CAR/FINANCE 1,021 5.50 4/1/2023 1,014
AVIS BUDGET CAR/FINANCE 696 6.38 4/1/2024 697
AVIS BUDGET FINANCE PLC 150 4.13 11/15/2024 168
AVIS BUDGET FINANCE PLC 100 4.50 5/15/2025 112
AVIS BUDGET RENTAL CAR FUNDING 4,820 2.63 12/20/2021 4,791
AVISON YOUNG CANADA INC 1,750 9.50 12/15/2021 1,746
AVOLON TLB BORROWER 1 ( US ) 6,778 0.00 3/20/2022 6,818
AVON PRODUCTS INC 1,000 6.60 3/15/2020 1,009
AXA FINANCIAL INC 4,795 7.00 4/1/2028 6,134
AXALTA COATING 100 3.75 1/15/2025 119
AXALTA COATING SYSTEMS 929 4.88 8/15/2024 962
B+G FOODS INC 300 4.63 6/1/2021 307
B+G FOODS INC 600 5.25 4/1/2025 612
BAE SYSTEMS HOLDINGS INC 3,000 2.85 12/15/2020 3,040
BAE SYSTEMS HOLDINGS INC 3,000 3.80 10/7/2024 3,127
BAE SYSTEMS HOLDINGS INC 3,000 4.75 10/7/2044 3,272
BAKERCORP INTL HLDGS INC 2,955 0.00 2/7/2020 2,821
BALL CORP 404 5.00 3/15/2022 433
BANC OF AMERICA COMMERCIAL MOR 7,500 3.57 2/15/2050 7,736
BANC OF AMERICA MORTGAGE SECUR 379 5.50 3/25/2035 79
BANCO BILBAO VIZCAYA ARG 200 5.88 12/31/2099 228
BANCO BILBAO VIZCAYA ARG 200 7.00 12/29/2049 233
BANCO BPM SPA 400 2.75 7/27/2020 471
BANCO DEL ESTADO CHILE 6,500 4.13 10/7/2020 6,861
BANCO ESPIRITO SANTO SA 400 2.63 5/8/2017 137
BANCO ESPIRITO SANTO SA 200 4.00 1/21/2019 68
BANCO ESPIRITO SANTO SA 900 4.75 1/15/2018 308
BANCO INTERNAC DEL PERU 160 6.63 3/19/2029 177
BANCO SANTANDER MEXICO 8,000 4.13 11/9/2022 8,318
BANCO SANTANDER SA 5,400 3.50 4/11/2022 5,524
BANCO SANTANDER SA 3,000 4.25 4/11/2027 3,117
BANIJAY GROUP SAS 100 4.00 7/1/2022 114
BANK 2,000 3.39 6/15/2060 2,037
BANK 9,218 3.63 5/15/2050 9,541
BANK OF AMERICA CORP 5,000 2.15 11/9/2020 4,978
BANK OF AMERICA CORP 11,100 2.60 1/15/2019 11,201
BANK OF AMERICA CORP 5,000 2.63 10/19/2020 5,044
BANK OF AMERICA CORP 3,000 3.12 1/20/2023 3,038
BANK OF AMERICA CORP 610 3.30 1/11/2023 622
BANK OF AMERICA CORP 11,070 3.50 4/19/2026 11,108
BANK OF AMERICA CORP 9,399 3.82 1/20/2028 9,569
BANK OF AMERICA CORP 6,020 3.88 8/1/2025 6,217
BANK OF AMERICA CORP 1,150 4.00 4/1/2024 1,204
BANK OF AMERICA CORP 16,340 4.00 1/22/2025 16,608
BANK OF AMERICA CORP 21,010 4.13 1/22/2024 22,177
BANK OF AMERICA CORP 10,000 4.18 11/25/2027 10,178
BANK OF AMERICA CORP 10,440 4.20 8/26/2024 10,838
BANK OF AMERICA CORP 15,130 4.25 10/22/2026 15,572
BANK OF AMERICA CORP 5,190 4.45 3/3/2026 5,408
BANK OF AMERICA CORP 290 4.88 4/1/2044 324
BANK OF AMERICA CORP 15,520 5.00 5/13/2021 16,931
BANK OF AMERICA CORP 670 5.00 1/21/2044 760
BANK OF AMERICA CORP 1,305 5.13 12/29/2049 1,332
BANK OF AMERICA CORP 16,470 5.63 7/1/2020 18,033
BANK OF AMERICA CORP 370 5.65 5/1/2018 382
BANK OF AMERICA CORP 18,000 5.70 1/24/2022 20,281
BANK OF AMERICA CORP 150 5.75 12/1/2017 152
BANK OF AMERICA CORP 3,102 6.25 9/29/2049 3,377
BANK OF AMERICA CORP 600 6.88 4/25/2018 624
BANK OF AMERICA CORP 310 7.63 6/1/2019 342
BANK OF AMERICA NA 10,000 2.05 12/7/2018 10,043
BANK OF CHINA 540 5.00 11/13/2024 579
BANK OF CHINA/HONG KONG 2,520 3.88 6/30/2025 2,594
BANK OF MONTREAL 5,000 1.90 8/27/2021 4,906
BANK OF MONTREAL 5,000 2.38 1/25/2019 5,038
BANK OF NEW YORK MELLON 5,000 3.65 2/4/2024 5,236
BANK OF NOVA SCOTIA 5,000 2.35 10/21/2020 5,019
BANK OF NOVA SCOTIA 3,000 2.45 3/22/2021 3,010
BANK OF NOVA SCOTIA 5,000 2.80 7/21/2021 5,076
BANK OF NOVA SCOTIA 10,000 4.50 12/16/2025 10,506
BANK OF NY MELLON CORP 5,000 2.15 2/24/2020 5,026
BANK OF NY MELLON CORP 3,000 2.45 11/27/2020 3,025
BANK OF NY MELLON CORP 5,000 2.80 5/4/2026 4,885
BANKIA SA 100 3.38 3/15/2027 116
BANKIA SA 400 4.00 5/22/2024 474
BARCLAYS BANK PLC 10,000 5.14 10/14/2020 10,706
BARCLAYS BANK PLC 690 6.05 12/4/2017 702
BARCLAYS BANK PLC 740 10.18 6/12/2021 928
BARCLAYS COMMERCIAL MORTGAGE S 5,180 2.76 2/15/2028 5,128
BARCLAYS PLC 3,000 2.78 1/10/2023 3,065
BARCLAYS PLC 3,000 3.25 1/12/2021 3,049
BARCLAYS PLC 5,000 3.65 3/16/2025 4,981
BARCLAYS PLC 3,000 4.34 1/10/2028 3,088
BARCLAYS PLC 3,000 4.38 1/12/2026 3,114
BARCLAYS PLC 3,000 4.84 5/9/2028 3,072
BARCLAYS PLC 8,000 5.20 5/12/2026 8,411
BARCLAYS PLC 200 7.88 12/29/2049 215
BARRICK GOLD CORP 788 4.10 5/1/2023 853
BARRICK GOLD CORP 150 5.25 4/1/2042 170
BARRICK NA FINANCE LLC 3,602 4.40 5/30/2021 3,881
BARRICK NA FINANCE LLC 4,320 5.70 5/30/2041 5,093
BARRICK NA FINANCE LLC 150 5.75 5/1/2043 181
BASS PRO GROUP LLC 942 0.00 6/5/2020 939
BASS PRO GROUP LLC 855 0.00 12/16/2023 830
BAXALTA INC 5,000 4.00 6/23/2025 5,216
BAYLOR SCOTT + WHITE HOL 5,000 4.19 11/15/2045 5,153
BB+T CORPORATION 2,000 1.80 4/1/2022 2,012
BB+T CORPORATION 5,000 2.25 2/1/2019 5,034
BBCCRE TRUST 3,810 4.71 8/10/2033 3,205
BBVA BANCOMER SA TEXAS 155 6.75 9/30/2022 176
BC EQUITY VENTURES LLC 1,980 0.00 8/31/2022 1,980
BCD ACQUISITION INC 500 9.63 9/15/2023 539
BCP RAPTOR LLC 2,221 0.00 6/24/2024 2,193
BEACON ROOFING SUPPLY IN 100 6.38 10/1/2023 108
BEAM SUNTORY INC 2,000 3.25 5/15/2022 2,046
BEAR STEARNS ADJUSTABLE RATE M 884 3.60 7/25/2034 883
BEAR STEARNS ASSET BACKED SECU 2,578 2.40 6/25/2043 2,569
BEAR STEARNS ASSET BACKED SECU 9,425 5.33 7/25/2037 2,490
BEAR STEARNS ASSET BACKED SECU 7,288 6.43 11/25/2035 2,142
BEAR STEARNS ASSET BACKED SECU 1,448 6.50 10/25/2036 1,074
BEAR STEARNS COMMERCIAL MORTGA 6,300 1.68 6/11/2050 6,300
BEAR STEARNS COMMERCIAL MORTGA 338 4.95 11/11/2041 338
BEAR STEARNS COMMERCIAL MORTGA 12,297 5.84 9/11/2042 12,338
BEAR STEARNS COMMERCIAL MORTGA 2,710 6.12 6/11/2050 2,733
BEAZER HOMES USA 300 7.25 2/1/2023 313
BEAZER HOMES USA 500 8.75 3/15/2022 557
BECTON DICKINSON AND CO 3,000 2.89 6/6/2022 3,000
BECTON DICKINSON AND CO 1,500 3.30 3/1/2023 1,512
BECTON DICKINSON AND CO 1,120 3.36 6/6/2024 1,122
BECTON DICKINSON AND CO 3,000 3.70 6/6/2027 3,010
BECTON DICKINSON AND CO 1,636 3.73 12/15/2024 1,663
BECTON DICKINSON AND CO 10,180 4.69 12/15/2044 10,562
BECTON DICKINSON AND CO 2,000 4.88 5/15/2044 2,073
BED BATH + BEYOND INC 3,000 5.17 8/1/2044 2,638
BEFESA ZC (VIA ZINC CAP) 128 8.88 5/15/2018 147
BELDEN INC 250 5.25 7/15/2024 259
BELDEN INC 250 5.50 9/1/2022 258
BELDEN INC 191 5.50 4/15/2023 229
BELMOND INTERFIN LTD 1,945 0.00 3/21/2021 1,947
BELMOND INTERFIN LTD. 2,000 0.00 7/3/2024 1,998
BEMIS COMPANY INC 3,000 3.10 9/15/2026 2,923
BERKSHIRE HATHAWAY ENERG 5,000 4.50 2/1/2045 5,423
BERKSHIRE HATHAWAY ENERG 12,000 6.13 4/1/2036 15,450
BERKSHIRE HATHAWAY ENERG 5,170 6.50 9/15/2037 6,922
BERKSHIRE HATHAWAY FIN 10,000 1.41 1/11/2019 10,000
BERKSHIRE HATHAWAY FIN 7,000 4.25 1/15/2021 7,534
BERKSHIRE HATHAWAY INC 10,000 2.75 3/15/2023 10,133
BERKSHIRE HATHAWAY INC 10,000 3.13 3/15/2026 10,116
BERKSHIRE HATHAWAY INC 5,000 3.75 8/15/2021 5,315
BERRY PLASTICS CORP 3,625 5.13 7/15/2023 3,775
BERRY PLASTICS CORP 525 5.50 5/15/2022 546
BERRY PLASTICS CORP 2,225 6.00 10/15/2022 2,372
BERRY PLASTICS GROUP INC 2,718 0.00 1/6/2021 2,717
BERRY PLASTICS GROUP INC 1,432 0.00 10/1/2022 1,433
BERRY PLASTICS GROUP INC 1,042 0.00 1/19/2024 1,041
BGEO GROUP JSC 200 6.00 7/26/2023 203
BHARTI AIRTEL LTD 2,170 4.38 6/10/2025 2,172
BHP BILLITON FIN USA LTD 110 2.88 2/24/2022 112
BHP BILLITON FIN USA LTD 760 5.00 9/30/2043 876
BHP BILLITON FIN USA LTD 1,490 6.75 10/19/2075 1,703
BI LO LLC/BI LO FIN CORP 300 9.25 2/15/2019 256
BILBAO LUXEMBOURG SA 246 10.50 12/1/2018 288
BILL BARRETT CORP 300 8.75 6/15/2025 252
BIOGEN INC 5,000 2.90 9/15/2020 5,101
BIOGEN INC 5,000 4.05 9/15/2025 5,287
BJS WHOLESALE CLUB INC 2,650 0.00 2/3/2024 2,564
BK TOKYO MITSUBISHI UFJ 3,000 3.75 3/10/2024 3,148
BLACK HILLS CORP 3,000 3.15 1/15/2027 2,896
BLACKBOARD INC 415 9.75 10/15/2021 390
BLACKSTONE CQP HOLDCO LP 2,957 6.50 3/20/2021 3,070
BLOCK COMMUNICATIONS INC 2,879 6.88 2/15/2025 3,089
BLOUNT INTL INC 2,481 0.00 4/12/2023 2,518
BLUE CUBE SPINCO INC 379 9.75 10/15/2023 459
BLUE CUBE SPINCO INC 270 10.00 10/15/2025 332
BLUE RACER MID LLC/FINAN 1,655 6.13 11/15/2022 1,668
BLUE RIDGE MOUNTAIN RESOURCES 33 0.00 5/6/2019 33
BLUELINE RENTAL CRP / LL 2,578 9.25 3/15/2024 2,680
BMC EAST LLC 200 5.50 10/1/2024 210
BMC SOFTWARE FIN INC 709 0.00 9/10/2022 710
BMC SOFTWARE FINANCE INC 3,729 8.13 7/15/2021 3,860
BMW VEHICLE LEASE TRUST 4,747 1.40 9/20/2018 4,747
BMW VEHICLE LEASE TRUST 3,131 1.43 9/20/2019 3,123
BMW VEHICLE LEASE TRUST 846 1.71 1/22/2018 846
BNP PARIBAS 490 2.38 9/14/2017 491
BNP PARIBAS 3,000 2.95 5/23/2022 3,028
BNP PARIBAS 3,800 4.63 3/13/2027 4,002
BNP PARIBAS 11,000 5.00 1/15/2021 12,019
BNP PARIBAS 530 7.63 12/29/2049 579
BNP PARIBAS CARDIF 100 4.03 11/29/2049 121
BNP PARIBAS/BNP US MTN 5,000 3.25 3/3/2023 5,148
BOARDWALK PIPELINES LP 3,000 4.45 7/15/2027 3,065
BOARDWALK PIPELINES LP 3,000 5.95 6/1/2026 3,343
BOEING CAPITAL CORP 650 4.70 10/27/2019 693
BOEING CO 2,000 1.65 10/30/2020 1,980
BOEING CO 2,000 2.20 10/30/2022 1,971
BOEING CO 2,150 2.85 10/30/2024 2,169
BOEING CO 3,000 3.38 6/15/2046 2,864
BOEING CO 270 4.88 2/15/2020 290
BOEING CO 720 6.00 3/15/2019 770
BOEING CO 5,000 6.13 2/15/2033 6,531
BOISE CASCADE COMPANY 300 5.63 9/1/2024 310
BOMBARDIER INC 906 5.75 3/15/2022 906
BOMBARDIER INC 344 6.00 10/15/2022 346
BOMBARDIER INC 652 6.13 1/15/2023 655
BOMBARDIER INC 939 7.50 3/15/2025 974
BOMBARDIER INC 4,062 8.75 12/1/2021 4,516
BOOZ ALLEN HAMILTON INC 1,063 5.13 5/1/2025 1,042
BOPARAN FINANCE PLC 615 5.50 7/15/2021 774
BOSTON PROPERTIES LP 3,000 2.75 10/1/2026 2,831
BOSTON PROPERTIES LP 6,000 4.13 5/15/2021 6,330
BOSTON PROPERTIES LP 5,000 5.63 11/15/2020 5,485
BOSTON SCIENTIFIC CORP 5,000 2.65 10/1/2018 5,038
BOSTON SCIENTIFIC CORP 3,000 2.85 5/15/2020 3,044
BOSTON SCIENTIFIC CORP 3,000 3.38 5/15/2022 3,090
BOYD GAMING CORP 1,921 0.00 9/15/2023 1,924
BOYD GAMING CORP 892 6.38 4/1/2026 967
BOYD GAMING CORP 1,000 6.88 5/15/2023 1,071
BP CAPITAL MARKETS PLC 15,000 1.53 8/14/2018 15,000
BP CAPITAL MARKETS PLC 5,000 2.32 2/13/2020 5,043
BP CAPITAL MARKETS PLC 5,210 3.12 5/4/2026 5,152
BP CAPITAL MARKETS PLC 1,060 3.22 11/28/2023 1,077
BP CAPITAL MARKETS PLC 1,130 3.51 3/17/2025 1,155
BP CAPITAL MARKETS PLC 60 3.56 11/1/2021 63
BP CAPITAL MARKETS PLC 3,000 3.72 11/28/2028 3,075
BP CAPITAL MARKETS PLC 5,000 3.81 2/10/2024 5,222
BP CAPITAL MARKETS PLC 3,000 3.99 9/26/2023 3,184
BP CAPITAL MARKETS PLC 11,000 4.50 10/1/2020 11,805
BP CAPITAL MARKETS PLC 5,000 4.74 3/11/2021 5,430
BPCE SA 3,000 3.00 5/22/2022 3,024
BPCE SA 360 5.15 7/21/2024 385
BRANCH BANKING + TRUST 3,000 1.61 1/15/2020 3,007
BRANCH BANKING + TRUST 5,000 2.85 4/1/2021 5,106
BRANCH BANKING + TRUST 5,000 3.63 9/16/2025 5,182
BRAND ENERGY + INFRASTRU 1,171 8.50 7/15/2025 1,219
BRAND ENERGY AND INFRASTRUCTUR 7,505 0.00 6/21/2024 7,489
BRICKMAN GROUP LTD 3,414 0.00 12/18/2020 3,416
BRIGHTHOUSE FINANCIAL IN 9,290 3.70 6/22/2027 9,191
BRIGHTHOUSE FINANCIAL IN 5,000 4.70 6/22/2047 4,954
BRITISH AIR 13 1 A PTT 2,592 4.63 12/20/2025 2,776
BRITISH COLUMBIA PROV OF 10,000 2.00 10/23/2022 9,912
BRITISH COLUMBIA PROV OF 3,000 2.25 6/2/2026 2,912
BRITISH TELECOM PLC 5,000 2.35 2/14/2019 5,029
BRITISH TELECOM PLC 6,250 9.13 12/15/2030 9,506
BRIXMOR OPERATING PART 3,000 3.88 8/15/2022 3,072
BROADCOM CRP / CAYMN FI 5,000 2.38 1/15/2020 5,010
BROADCOM CRP / CAYMN FI 12,714 3.00 1/15/2022 12,842
BROADCOM CRP / CAYMN FI 5,000 3.63 1/15/2024 5,127
BROCADE COMMUNICATIONS 400 4.63 1/15/2023 410
BROOKFIELD FINANCE INC 5,000 4.25 6/2/2026 5,133
BROOKFIELD RESID PROPERT 835 6.13 7/1/2022 867
BROOKFIELD RESIDENTIAL 300 6.38 5/15/2025 312
BROOKLYN UNION GAS CO 3,000 3.41 3/10/2026 3,042
BUCKEYE PARTNERS LP 3,000 4.35 10/15/2024 3,098
BUCKEYE PARTNERS LP 3,000 5.50 8/15/2019 3,173
BUCKEYE PARTNERS LP 3,000 5.60 10/15/2044 3,131
BUILDERS FIRSTSOURCE INC 250 5.63 9/1/2024 260
BUNGE LTD FINANCE CORP 3,000 3.25 8/15/2026 2,873
BUONI POLIENNALI DEL TES 3,024 1.70 9/15/2018 3,546
BUONI POLIENNALI DEL TES 4,520 2.10 9/15/2021 5,631
BUONI POLIENNALI DEL TES 5,035 2.35 9/15/2019 6,105
BUONI POLIENNALI DEL TES 3,149 2.35 9/15/2024 3,991
BUONI POLIENNALI DEL TES 3,905 2.35 9/15/2035 5,111
BUONI POLIENNALI DEL TES 3,206 2.55 9/15/2041 4,180
BUONI POLIENNALI DEL TES 5,216 2.60 9/15/2023 6,738
BUONI POLIENNALI DEL TES 2,708 3.10 9/15/2026 3,644
BURGERKING FRANCE SAS 120 5.25 5/1/2023 141
BURGERKING FRANCE SAS 100 6.00 5/1/2024 121
BURLINGTN NORTH SANTA FE 5,000 3.00 3/15/2023 5,129
BURLINGTN NORTH SANTA FE 3,000 3.90 8/1/2046 3,053
BURLINGTN NORTH SANTA FE 3,000 4.15 4/1/2045 3,137
BURLINGTN NORTH SANTA FE 10,000 4.45 3/15/2043 10,881
BURLINGTN NORTH SANTA FE 3,000 4.55 9/1/2044 3,322
BURLINGTN NORTH SANTA FE 7,000 4.70 10/1/2019 7,436
BURLINGTN NORTH SANTA FE 10,000 5.75 5/1/2040 12,624
BURLINGTON RESOURCES FIN 8,000 7.40 12/1/2031 10,555
BWAY HLDG CO 1,060 0.00 4/3/2024 1,059
BWAY HOLDING CO 2,065 5.50 4/15/2024 2,110
BWAY HOLDING CO 1,000 7.25 4/15/2025 1,015
CABLE ONE INC 2,275 5.75 6/15/2022 2,385
CABLEVISION SA 231 6.50 6/15/2021 245
CABLEVISION SYSTEMS CORP 535 7.75 4/15/2018 555
CABLEVISION SYSTEMS CORP 543 8.00 4/15/2020 606
CABOT FINANCIAL LUXEMBOU 150 7.50 10/1/2023 210
CADENCE DESIGN SYS INC 3,000 4.38 10/15/2024 3,140
CAESARS ENT RESORT PROP 1,250 8.00 10/1/2020 1,288
CAESARS ENTERTAINMENT OP COMP 760 0.00 3/31/2024 757
CAESARS ENTMT RESORT PPTYS LLC 4,881 0.00 10/11/2020 4,904
CAESARS GROW PROP HLD/FI 500 9.38 5/1/2022 544
CAESARS GROWTH PPTYS HLDGS 436 0.00 5/8/2021 437
CAIXABANK SA 200 3.50 2/15/2027 238
CALATLANTIC GROUP INC 1,376 5.25 6/1/2026 1,428
CALATLANTIC GROUP INC 706 5.38 10/1/2022 764
CALATLANTIC GROUP INC 1,020 6.25 12/15/2021 1,142
CALATLANTIC GROUP INC 173 6.63 5/1/2020 191
CALATLANTIC GROUP INC 146 8.38 1/15/2021 173
CALIFORNIA RESOURCES CORP 1,200 0.00 10/1/2019 1,146
CALIFORNIA RESOURCES CORPORATI 171 0.00 12/31/2021 180
CALIFORNIA RESOURCES CRP 345 5.50 9/15/2021 200
CALIFORNIA RESOURCES CRP 230 6.00 11/15/2024 108
CALIFORNIA RESOURCES CRP 2,311 8.00 12/15/2022 1,463
CALIFORNIA ST 2,680 6.20 10/1/2019 2,931
CALIFORNIA ST DEPT OF WTR RESO 5,000 2.00 5/1/2022 4,949
CALIFORNIA ST UNIV REVENUE 3,000 3.90 11/1/2047 3,067
CALLON PETROLEUM CO 1,647 6.13 10/1/2024 1,670
CALLON PETROLEUM CO 2,767 6.13 10/1/2024 2,799
CALPINE CORP 250 5.25 6/1/2026 246
CALPINE CORP 354 5.38 1/15/2023 345
CALPINE CORP 1,425 5.75 1/15/2025 1,340
CALPINE CORP 2,413 5.88 1/15/2024 2,488
CALPINE CORP 410 6.00 1/15/2022 424
CALUMET SPECIALTY PROD 800 7.63 1/15/2022 702
CALUMET SPECIALTY PROD 440 11.50 1/15/2021 508
CAMDEN PROPERTY TRUST 3,000 2.95 12/15/2022 2,974
CANADA GOVERNMENT 5,000 1.63 2/27/2019 5,018
CANADA HOUSING TRUST 19,270 1.50 12/15/2021 14,699
CANADA HOUSING TRUST 17,695 1.75 6/15/2022 13,608
CANADIAN GOVERNMENT RRB 2,855 1.25 12/1/2047 2,610
CANADIAN GOVERNMENT RRB 3,102 3.00 12/1/2036 3,473
CANADIAN GOVERNMENT RRB 2,340 4.00 12/1/2031 2,695
CANADIAN GOVERNMENT RRB 3,600 4.25 12/1/2026 3,772
CANADIAN NATL RESOURCES 2,000 2.95 1/15/2023 1,983
CANADIAN NATL RESOURCES 5,000 3.45 11/15/2021 5,136
CANADIAN NATL RESOURCES 2,000 3.85 6/1/2027 1,984
CANADIAN NATL RESOURCES 5,000 3.90 2/1/2025 5,045
CANADIAN NATL RESOURCES 5,000 4.95 6/1/2047 5,072
CANADIAN NATL RESOURCES 5,000 6.45 6/30/2033 5,798
CANADIAN PACIFIC RR CO 3,000 4.80 8/1/2045 3,396
CANADIAN PACIFIC RR CO 5,000 5.95 5/15/2037 6,305
CANDY INTERMEDIATE HLDGS INC 1,061 0.00 6/15/2023 1,015
CAPITAL AUTOMOTIVE L P 467 0.00 3/24/2025 473
CAPITAL ONE BANK USA NA 5,000 2.25 2/13/2019 5,013
CAPITAL ONE FINANCIAL CO 5,000 2.17 3/9/2022 4,994
CAPITAL ONE FINANCIAL CO 3,000 2.45 4/24/2019 3,017
CAPITAL ONE FINANCIAL CO 5,000 3.20 2/5/2025 4,897
CAPITAL ONE FINANCIAL CO 5,000 4.20 10/29/2025 5,041
CAPITAL ONE MULTI ASSET EXECUT 6,985 1.48 7/15/2020 6,989
CAPITAL ONE NA 3,000 2.32 1/30/2023 3,017
CAPITAL ONE NA 5,000 2.95 7/23/2021 5,036
CAPSUGEL SA 425 7.00 5/15/2019 425
CARDINAL HEALTH INC 330 2.62 6/15/2022 331
CARDINAL HEALTH INC 3,390 3.08 6/15/2024 3,402
CARDINAL HEALTH INC 3,000 3.20 6/15/2022 3,059
CARDINAL HEALTH INC 3,000 3.41 6/15/2027 3,008
CARDINAL HEALTH INC 2,500 3.75 9/15/2025 2,595
CARDINAL HEALTH INC 2,000 4.37 6/15/2047 2,072
CARDINAL HEALTH INC 2,500 4.90 9/15/2045 2,755
CARE CAPITAL PROPERTIES 2,025 5.13 8/15/2026 2,049
CARESTREAM HEALTH INC 3,612 0.00 6/7/2019 3,589
CARLSON TRAVEL INC 300 6.75 12/15/2023 306
CARRIZO OIL + GAS INC 572 6.25 4/15/2023 550
CARRIZO OIL + GAS INC 750 7.50 9/15/2020 754
CARRIZO OIL + GAS INC 140 8.25 7/15/2025 143
CARROLS RESTAURANT GROUP 150 8.00 5/1/2022 160
CASCADES INC 1,000 5.50 7/15/2022 1,021
CASELLA WASTE SYS INC 672 0.00 10/17/2023 674
CASINO GUICHARD PERRACHO 300 3.25 3/7/2024 383
CASINO GUICHARD PERRACHO 200 3.31 1/25/2023 258
CASINO GUICHARD PERRACHO 100 5.98 5/26/2021 135
CAST + CREW PAYROLL LLC 2,712 0.00 8/12/2022 2,714
CATALENT PHARMA SOLUTIONS INC 544 0.00 5/20/2021 547
CATERPILLAR FINANCIAL SE 4,037 1.25 8/18/2017 4,036
CATERPILLAR FINANCIAL SE 2,000 2.00 3/5/2020 1,997
CATERPILLAR FINL SERVICE 9,749 1.93 10/1/2021 9,566
CATERPILLAR FINL SERVICE 3,000 2.40 6/6/2022 2,992
CATERPILLAR INC 5,000 5.20 5/27/2041 6,010
CATHOLIC HEALTH INITIATI 120 4.35 11/1/2042 112
CB MAGNUM HUNTER RES 140 9.75 5/15/2020 -
CBAC BORROWER LLC 1,970 0.00 7/2/2020 1,960
CBAC BORROWER LLC 1,357 0.00 6/28/2024 1,344
CBC AMMO LLC/CBC FINCO 4,225 7.25 11/15/2021 4,244
CBRE SERVICES INC 4,500 5.00 3/15/2023 4,699
CBRE SERVICES INC 375 5.25 3/15/2025 409
CBS CORP 5,000 3.70 8/15/2024 5,142
CBS CORP 5,000 4.60 1/15/2045 5,118
CBS RADIO INC 1,982 0.00 10/17/2023 1,984
CBS RADIO INC 401 7.25 11/1/2024 415
CC HOLDINGS GS V LLC/CRO 6,000 3.85 4/15/2023 6,306
CCC INFORMATION SVCS INC 1,150 0.00 4/27/2024 1,145
CCM MERGER INC 636 0.00 8/8/2021 637
CCO HLDGS LLC/CAP CORP 6,649 5.13 5/1/2023 6,985
CCO HLDGS LLC/CAP CORP 7,155 5.13 5/1/2027 7,335
CCO HLDGS LLC/CAP CORP 300 5.25 9/30/2022 309
CCO HLDGS LLC/CAP CORP 4,143 5.50 5/1/2026 4,388
CCO HLDGS LLC/CAP CORP 2,405 5.75 2/15/2026 2,572
CCO HLDGS LLC/CAP CORP 2,120 5.88 4/1/2024 2,268
CD COMMERCIAL MORTGAGE TRUST 4,000 3.51 5/10/2050 4,123
CD COMMERCIAL MORTGAGE TRUST 102 5.40 12/11/2049 57
CD COMMERCIAL MORTGAGE TRUST 19,355 5.65 10/15/2048 19,646
CD COMMERCIAL MORTGAGE TRUST 300 5.69 10/15/2048 150
CDC MORTGAGE CAPITAL TRUST 896 2.13 11/25/2034 856
CDK GLOBAL INC 806 4.88 6/1/2027 828
CDW LLC/CDW FINANCE 770 5.00 9/1/2023 801
CDW LLC/CDW FINANCE 782 5.00 9/1/2025 811
CDW LLC/CDW FINANCE 985 5.50 12/1/2024 1,066
CEC ENTERTAINMENT INC 300 8.00 2/15/2022 313
CEC ENTMT INC 864 0.00 2/14/2021 859
CEDAR FAIR LP/CANADA S W 500 5.38 6/1/2024 526
CELEO REDES OPERACION CL 5,239 5.20 6/22/2047 5,309
CELGENE CORP 3,000 2.88 8/15/2020 3,067
CELGENE CORP 3,000 3.25 8/15/2022 3,084
CELGENE CORP 4,530 3.55 8/15/2022 4,719
CELGENE CORP 500 3.88 8/15/2025 523
CELGENE CORP 8,000 3.95 10/15/2020 8,404
CELGENE CORP 5,000 4.63 5/15/2044 5,284
CELGENE CORP 330 5.00 8/15/2045 371
CELGENE CORP 50 5.25 8/15/2043 57
CELULOSA ARAUCO CONSTITU 490 4.75 1/11/2022 513
CEMENTOS PROGRESO TRUST 200 7.13 11/6/2023 212
CEMEX FINANCE LLC 100 4.63 6/15/2024 123
CEMEX SAB DE CV 740 7.75 4/16/2026 847
CENGAGE LEARNING INC 1,845 9.50 6/15/2024 1,603
CENOVUS ENERGY INC 3,500 3.00 8/15/2022 3,355
CENOVUS ENERGY INC 5,060 3.80 9/15/2023 4,995
CENOVUS ENERGY INC 3,000 4.25 4/15/2027 2,865
CENOVUS ENERGY INC 3,000 5.20 9/15/2043 2,715
CENOVUS ENERGY INC 3,000 5.25 6/15/2037 2,806
CENTENE CORP 1,538 4.75 5/15/2022 1,610
CENTENE CORP 1,410 4.75 1/15/2025 1,453
CENTENE CORP 517 6.13 2/15/2024 558
CENTERPOINT ENER HOUSTON 5,000 2.25 8/1/2022 4,935
CENTERPOINT ENERGY RESOU 5,000 5.85 1/15/2041 6,093
CENTRAL GARDEN + PET CO 250 6.13 11/15/2023 268
CENTRL PUGET SOUND WA REGL TRA 5,000 5.49 11/1/2039 6,236
CENTURY COMMUNITIES 906 6.88 5/15/2022 948
CENTURYLINK ESCROW LLC 10,333 0.00 1/31/2025 10,210
CENTURYLINK INC 1,800 5.63 4/1/2020 1,901
CENTURYLINK INC 505 5.63 4/1/2025 505
CENTURYLINK INC 1,800 5.80 3/15/2022 1,880
CENTURYLINK INC 1,288 6.45 6/15/2021 1,395
CENTURYLINK INC 695 6.75 12/1/2023 749
CENTURYLINK INC 3,075 7.50 4/1/2024 3,372
CENTURYLINK INC 523 7.60 9/15/2039 487
CENTURYLINK INC 2,175 7.65 3/15/2042 2,021
CENVEO CORP 1,095 6.00 8/1/2019 925
CEQUEL COM HLDG I/CAP CP 1,456 5.13 12/15/2021 1,485
CEQUEL COM HLDG I/CAP CP 1,366 6.38 9/15/2020 1,396
CEQUEL COM HLDG I/CAP CP 1,957 7.75 7/15/2025 2,173
CERIDIAN HCM HOLDING INC 1,019 11.00 3/15/2021 1,076
CEVA GROUP PLC 317 0.00 3/19/2021 317
CEVA GROUP PLC 250 7.00 3/1/2021 234
CEVA GROUP PLC 250 9.00 9/1/2021 211
CEVA INTERCOMPANY B.V. 324 0.00 3/19/2021 300
CEVA LOGISITICS US HOLDINGS 460 0.00 3/19/2021 427
CEVA LOGISTICS CANADA 50 0.00 3/19/2021 46
CF INDUSTRIES INC 2,000 4.50 12/1/2026 2,065
CF INDUSTRIES INC 407 4.95 6/1/2043 351
CF INDUSTRIES INC 2,200 5.15 3/15/2034 2,037
CF INDUSTRIES INC 3,000 5.38 3/15/2044 2,697
CFCRE COMMERCIAL MORTGAGE TRUS 860 5.95 12/15/2047 953
CFCRE COMMERCIAL MORTGAGE TRUS 8,300 5.95 12/15/2047 9,316
CHANGE HEALTH / FIN INC 3,382 5.75 3/1/2025 3,456
CHANGE HEALTHCARE HLDGS INC 6,673 0.00 3/1/2024 6,670
CHARTER COMM OPT LLC/CAP 5,460 3.58 7/23/2020 5,643
CHARTER COMM OPT LLC/CAP 5,000 4.46 7/23/2022 5,334
CHARTER COMM OPT LLC/CAP 10,850 4.91 7/23/2025 11,721
CHARTER COMM OPT LLC/CAP 5,000 5.38 5/1/2047 5,296
CHARTER COMM OPT LLC/CAP 10,000 6.38 10/23/2035 11,876
CHARTER COMMUNICATIONS OPERAT 5,644 0.00 1/15/2024 5,662
CHASE ISSUANCE TRUST 5,417 1.27 7/15/2021 5,367
CHASE ISSUANCE TRUST 5,985 1.36 4/15/2020 5,980
CHASE ISSUANCE TRUST 17,600 1.42 12/16/2019 17,611
CHECKOUT HLDG CORP 306 0.00 4/4/2021 254
CHEMOURS CO 247 5.38 5/15/2027 254
CHEMOURS CO 1,071 6.63 5/15/2023 1,134
CHEMOURS CO 600 7.00 5/15/2025 653
CHENIERE CORP CHRISTI HD 1,571 5.13 6/30/2027 1,613
CHENIERE CORP CHRISTI HD 4,234 5.88 3/31/2025 4,510
CHENIERE CORP CHRISTI HD 250 7.00 6/30/2024 279
CHESAPEAKE ENERGY CORP 2,574 0.00 8/23/2021 2,719
CHESAPEAKE ENERGY CORP 1,200 5.75 3/15/2023 1,081
CHESAPEAKE ENERGY CORP 380 6.88 11/15/2020 380
CHESAPEAKE ENERGY CORP 2,141 8.00 12/15/2022 2,268
CHESAPEAKE ENERGY CORP 1,436 8.00 1/15/2025 1,430
CHESAPEAKE ENERGY CORP 701 8.00 6/15/2027 689
CHEVRON CORP 10,000 1.54 11/9/2017 10,000
CHEVRON CORP 5,000 1.96 3/3/2020 5,014
CHEVRON CORP 5,000 2.10 5/16/2021 4,981
CHEVRON CORP 5,001 2.36 12/5/2022 4,974
CHEVRON CORP 5,000 2.43 6/24/2020 5,062
CHEVRON CORP 5,000 2.57 5/16/2023 5,010
CHEVRON CORP 6,400 2.95 5/16/2026 6,357
CHEVRON CORP 3,000 3.33 11/17/2025 3,076
CHEVRON PHILLIPS CHEM CO 2,000 2.45 5/1/2020 2,008
CHG HEALTHCARE SVCS INC 949 0.00 6/7/2023 957
CHICAGO IL MET WTR RECLAMATION 2,000 5.72 12/1/2038 2,467
CHICAGO IL O HARE INTERNATIONA 3,000 6.85 1/1/2038 3,295
CHICAGO IL TRANSIT AUTH SALES 5,000 6.20 12/1/2040 5,995
CHIEF EXPLORATION + DEVELOPMEN 1,750 0.00 5/16/2021 1,682
CHIEF POWER FINANCE LLC 673 0.00 12/31/2020 451
CHINA GOVERNMENT BOND 21,000 3.31 11/30/2025 2,882
CHINA GOVERNMENT BOND 3,000 3.38 11/21/2024 417
CHINA GOVERNMENT BOND 5,000 3.39 5/21/2025 692
CHINA OVERSEA FIN KY III 1,550 5.38 10/29/2023 1,711
CHOBANI LLC 109 0.00 10/7/2023 109
CHOBANI LLC/FINANCE CORP 1,074 7.50 4/15/2025 1,136
CHS / COMMUNITY HEALTH SYS INC 650 0.00 1/27/2021 649
CHS/COMMUNITY HEALTH SYS 76 5.13 8/1/2021 77
CHS/COMMUNITY HEALTH SYS 4,132 6.25 3/31/2023 4,273
CHS/COMMUNITY HEALTH SYS 2,054 6.88 2/1/2022 1,794
CHS/COMMUNITY HEALTH SYS 729 7.13 7/15/2020 710
CHS/COMMUNITY HEALTH SYS 2,605 8.00 11/15/2019 2,625
CHUBB INA HOLDINGS INC 2,290 2.30 11/3/2020 2,303
CHUBB INA HOLDINGS INC 7,000 2.70 3/13/2023 6,997
CHUBB INA HOLDINGS INC 5,000 3.15 3/15/2025 5,067
CHUBB INA HOLDINGS INC 2,380 3.35 5/3/2026 2,435
CHUBB INA HOLDINGS INC 2,000 4.35 11/3/2045 2,191
CHURCHILL DOWNS INC 500 5.38 12/15/2021 519
CIA BRASILEIRA DE ALUMIN 6,000 4.75 6/17/2024 5,808
CIMAREX ENERGY CO 3,000 3.90 5/15/2027 3,016
CINCINNATI BELL INC 1,082 7.00 7/15/2024 1,132
CINEMARK USA INC 2,200 4.88 6/1/2023 2,245
CINTAS CORPORATION NO. 2 470 2.90 4/1/2022 477
CINTAS CORPORATION NO. 2 510 3.70 4/1/2027 528
CIRSA FUNDING LUXEMBOURG 100 5.88 5/15/2023 120
CISCO SYSTEMS INC 5,000 1.85 9/20/2021 4,940
CISCO SYSTEMS INC 5,000 2.20 2/28/2021 5,027
CISCO SYSTEMS INC 5,000 2.50 9/20/2026 4,794
CISCO SYSTEMS INC 3,000 2.60 2/28/2023 3,012
CISCO SYSTEMS INC 5,000 2.90 3/4/2021 5,139
CISCO SYSTEMS INC 5,000 3.63 3/4/2024 5,286
CISCO SYSTEMS INC 5,000 4.45 1/15/2020 5,325
CIT GROUP INC 750 3.88 2/19/2019 770
CIT GROUP INC 7,000 5.00 8/15/2022 7,547
CIT GROUP INC 4,498 5.00 8/1/2023 4,840
CIT GROUP INC 553 5.50 2/15/2019 580
CIT GROUP INC 872 5.80 12/31/2099 909
CITCO FDG LLC 1,496 0.00 3/31/2022 1,506
CITGO HOLDING INC 911 0.00 5/12/2018 924
CITGO HOLDING INC 890 10.75 2/15/2020 969
CITIBANK CREDIT CARD ISSUANCE 8,312 1.64 7/24/2020 8,340
CITIBANK CREDIT CARD ISSUANCE 5,587 2.88 1/23/2023 5,753
CITIBANK NA 20,000 1.41 11/9/2018 20,000
CITIBANK NA 5,000 2.10 6/12/2020 5,004
CITIGROUP COMMERCIAL MORTGAGE 320 2.11 1/12/2030 321
CITIGROUP COMMERCIAL MORTGAGE 2,040 3.11 4/10/2048 1,504
CITIGROUP COMMERCIAL MORTGAGE 4,000 3.31 4/10/2049 4,050
CITIGROUP COMMERCIAL MORTGAGE 3,000 3.71 4/14/2050 3,133
CITIGROUP COMMERCIAL MORTGAGE 1,080 3.72 12/10/2049 1,127
CITIGROUP COMMERCIAL MORTGAGE 5,000 4.06 6/10/2048 5,226
CITIGROUP COMMERCIAL MORTGAGE 5,500 4.13 11/10/2046 5,885
CITIGROUP COMMERCIAL MORTGAGE 7,000 4.37 9/10/2046 7,630
CITIGROUP COMMERCIAL MORTGAGE 364 5.48 10/15/2049 350
CITIGROUP COMMERCIAL MORTGAGE 3,760 5.87 12/10/2049 3,762
CITIGROUP COMMERCIAL MORTGAGE 250 6.39 12/10/2049 154
CITIGROUP INC 5,000 1.95 1/10/2020 5,033
CITIGROUP INC 5,000 2.35 8/2/2021 4,954
CITIGROUP INC 5,000 2.40 2/18/2020 5,027
CITIGROUP INC 5,000 2.70 3/30/2021 5,032
CITIGROUP INC 2,000 2.75 4/25/2022 2,000
CITIGROUP INC 10,000 3.20 10/21/2026 9,728
CITIGROUP INC 7,000 3.30 4/27/2025 6,994
CITIGROUP INC 5,000 3.40 5/1/2026 4,948
CITIGROUP INC 15,940 3.50 5/15/2023 16,189
CITIGROUP INC 10,000 3.70 1/12/2026 10,136
CITIGROUP INC 5,000 3.88 3/26/2025 5,034
CITIGROUP INC 10,000 3.89 1/10/2028 10,189
CITIGROUP INC 5,000 4.00 8/5/2024 5,140
CITIGROUP INC 3,000 4.05 7/30/2022 3,134
CITIGROUP INC 10,320 4.30 11/20/2026 10,615
CITIGROUP INC 7,430 4.40 6/10/2025 7,741
CITIGROUP INC 18,620 4.45 9/29/2027 19,351
CITIGROUP INC 5,000 4.60 3/9/2026 5,243
CITIGROUP INC 6,091 4.65 7/30/2045 6,631
CITIGROUP INC 130 4.75 5/18/2046 136
CITIGROUP INC 4,442 5.30 5/6/2044 5,019
CITIGROUP INC 570 5.35 12/31/2049 584
CITIGROUP INC 4,500 5.50 9/13/2025 5,009
CITIGROUP INC 2,755 5.80 11/29/2049 2,876
CITIGROUP INC 210 5.90 12/29/2049 224
CITIGROUP INC 590 5.95 7/29/2049 628
CITIGROUP INC 2,200 5.95 12/29/2049 2,353
CITIGROUP INC 890 6.30 12/29/2049 950
CITIGROUP INC 60 8.13 7/15/2039 92
CITIGROUP INC 5,000 8.50 5/22/2019 5,580
CITIGROUP MORTGAGE LOAN TRUST 1,158 2.93 10/25/2035 1,178
CITIGROUP MORTGAGE LOAN TRUST 830 2.99 11/25/2035 834
CITIGROUP MORTGAGE LOAN TRUST 800 3.08 8/25/2035 808
CITIGROUP MORTGAGE LOAN TRUST 2,182 3.75 9/25/2042 2,235
CITIGROUP MORTGAGE LOAN TRUST 1,775 4.00 1/25/2035 1,835
CITIZENS FINANCIAL GROUP 5,860 5.16 6/29/2023 6,033
CITYCENTER HLDGS LLC 1,090 0.00 4/18/2024 1,091
CLARK CNTY NV ARPT REVENUE 2,000 6.82 7/1/2045 2,896
CLARK CNTY NV ARPT REVENUE 3,500 6.88 7/1/2042 3,829
CLEAN HARBORS INC 600 5.13 6/1/2021 613
CLEAR CHANNEL INTL BV 1,171 8.75 12/15/2020 1,245
CLEAR CHANNEL WORLDWIDE 1,562 6.50 11/15/2022 1,604
CLEAR CHANNEL WORLDWIDE 1,266 6.50 11/15/2022 1,290
CLEAR CHANNEL WORLDWIDE 6,059 7.63 3/15/2020 6,042
CLEARWATER PAPER CORP 350 5.38 2/1/2025 346
CLIFFS NATURAL RESOURCES 500 5.75 3/1/2025 470
CLIFFS NATURAL RESOURCES 392 8.25 3/31/2020 428
CLOUD CRANE LLC 350 10.13 8/1/2024 385
CLUBCORP CLUB OPERATIONS INC 2,436 0.00 12/15/2022 2,450
CMA CGM SA 100 7.75 1/15/2021 119
CMF SPA 100 9.00 6/15/2022 112
CMS ENERGY CORP 3,000 3.00 5/15/2026 2,940
CMS ENERGY CORP 1,000 3.88 3/1/2024 1,046
CMS ENERGY CORP 5,000 4.70 3/31/2043 5,293
CMS ENERGY CORP 2,000 5.05 3/15/2022 2,194
CNA FINANCIAL CORP 5,000 4.50 3/1/2026 5,363
CNH EQUIPMENT TRUST 6,636 1.89 4/15/2022 6,648
CNH EQUIPMENT TRUST 4,776 2.07 5/16/2022 4,803
CNH INDUSTRIAL CAP LLC 5,000 3.88 10/15/2021 5,157
CNH INDUSTRIAL CAPITAL L 250 3.38 7/15/2019 255
CNH INDUSTRIAL CAPITAL L 500 4.38 11/6/2020 524
CNH INDUSTRIAL FIN EUR S 110 1.38 5/23/2022 126
COACH INC 2,000 3.00 7/15/2022 1,979
COACH INC 4,000 4.13 7/15/2027 3,970
COCA COLA CO/THE 15,000 2.88 10/27/2025 15,081
COCA COLA CO/THE 2,000 3.20 11/1/2023 2,070
COCA COLA CO/THE 5,000 3.30 9/1/2021 5,230
COCA COLA EUROPEAN PARTN 4,000 3.25 8/19/2021 4,094
COCA COLA EUROPEAN PARTN 5,000 3.50 9/15/2020 5,182
CODERE FINANCE 2 LUXEMBO 100 6.75 11/1/2021 117
CODERE FINANCE 2 LUXEMBO 690 6.75 11/1/2021 805
COGNITA FINANCING PLC 125 7.75 8/15/2021 169
COLFAX CORP 100 3.25 5/15/2025 116
COLOMBIA TELECOMM SA ESP 8,000 5.38 9/27/2022 8,169
COLUMBIA PIPELINE GROUP 5,000 3.30 6/1/2020 5,121
COLUMBIA PIPELINE GROUP 5,000 4.50 6/1/2025 5,324
COLUMBUS CABLE BARBADOS 670 7.38 3/30/2021 712
COMCAST CABLE COMMUNICAT 16,575 9.46 11/15/2022 22,180
COMCAST CORP 5,110 3.38 8/15/2025 5,246
COMCAST CORP 650 4.20 8/15/2034 689
COMCAST CORP 5,000 4.25 1/15/2033 5,317
COMCAST CORP 3,000 4.50 1/15/2043 3,211
COMCAST CORP 10,000 4.75 3/1/2044 11,125
COMCAST CORP 5,000 5.15 3/1/2020 5,419
COMCAST CORP 2,000 5.65 6/15/2035 2,448
COMCAST CORP 6,000 6.40 3/1/2040 8,064
COMFORT HLDG LLC 1,629 0.00 2/5/2024 1,627
COMFORT HLDG LLC 384 0.00 1/17/2025 368
COMISION FEDERAL DE ELEC 2,220 6.13 6/16/2045 2,372
COMM MORTGAGE TRUST 22,641 0.86 7/10/2046 510
COMM MORTGAGE TRUST 2,021 1.91 1/10/2046 2,023
COMM MORTGAGE TRUST 7,450 2.48 1/10/2046 7,522
COMM MORTGAGE TRUST 4,210 2.82 2/13/2032 4,210
COMM MORTGAGE TRUST 2,331 3.06 7/10/2045 2,353
COMM MORTGAGE TRUST 100 3.09 4/12/2035 101
COMM MORTGAGE TRUST 4,330 3.14 2/10/2048 4,452
COMM MORTGAGE TRUST 7,093 3.28 1/10/2046 7,189
COMM MORTGAGE TRUST 3,500 3.45 7/15/2047 3,650
COMM MORTGAGE TRUST 5,000 3.66 8/10/2050 5,261
COMM MORTGAGE TRUST 2,000 3.71 7/10/2048 2,086
COMM MORTGAGE TRUST 3,715 3.83 7/15/2047 3,901
COMM MORTGAGE TRUST 5,000 3.96 2/10/2047 5,318
COMM MORTGAGE TRUST 170 4.30 10/10/2046 182
COMM MORTGAGE TRUST 5,000 4.53 2/10/2047 5,411
COMM MORTGAGE TRUST 1,030 4.70 8/10/2047 1,091
COMM MORTGAGE TRUST 1,650 4.75 2/10/2047 1,707
COMM MORTGAGE TRUST 150 4.76 10/10/2046 159
COMM MORTGAGE TRUST 2,000 4.91 12/10/2023 2,088
COMM MORTGAGE TRUST 1,710 5.01 3/10/2047 1,182
COMM MORTGAGE TRUST 110 5.25 10/10/2046 78
COMM MORTGAGE TRUST 70 5.25 10/10/2046 72
COMMONWEALTH EDISON CO 5,000 4.00 8/1/2020 5,255
COMMSCOPE INC 1,000 5.00 6/15/2021 1,026
COMMSCOPE TECH LLC 666 5.00 3/15/2027 665
COMMSCOPE TECH LLC 7,432 6.00 6/15/2025 7,982
COMMUNICATIONS SALES + LEASING 1,017 0.00 10/24/2022 1,018
COMPASS BANK 940 3.88 4/10/2025 936
COMPUCOM SYS INC 156 0.00 5/9/2020 123
CONAGRA BRANDS INC 5,788 3.20 1/25/2023 5,833
CONCHO RESOURCES INC 1,830 5.50 4/1/2023 1,885
CONDUIT GE 1991 A 10 8.75 7/1/2021 10
CONNECTICUT ST 2,370 5.09 10/1/2030 2,610
CONOCO FUNDING CO 5,000 7.25 10/15/2031 6,632
CONOCOPHILLIPS COMPANY 3,000 3.35 11/15/2024 3,058
CONOCOPHILLIPS HLDG CO 9,640 6.95 4/15/2029 12,418
CONSOL ENERGY INC 4,572 5.88 4/15/2022 4,495
CONSOL ENERGY INC 300 8.00 4/1/2023 314
CONSOLIDATED COMMUNICATI 845 6.50 10/1/2022 840
CONSOLIDATED CONTAINER CO LLC 240 0.00 5/22/2024 241
CONSOLIDATED ENERGY FIN 500 6.88 6/15/2025 515
CONSTELLATION BRANDS INC 2,000 3.50 5/9/2027 2,003
CONSTELLATION BRANDS INC 5,580 4.25 5/1/2023 5,954
CONSTELLATION BRANDS INC 2,000 4.50 5/9/2047 2,055
CONSTELLATION BRANDS INC 1,480 4.75 11/15/2024 1,615
CONSTELLATION BRANDS INC 5,000 6.00 5/1/2022 5,695
CONSTELLIUM NV 500 5.75 5/15/2024 462
CONSTELLIUM NV 2,383 6.63 3/1/2025 2,279
CONSTELLIUM NV 500 7.88 4/1/2021 536
CONSTELLIUM NV 2,665 8.00 1/15/2023 2,742
CONSUMERS ENERGY CO 5,000 6.70 9/15/2019 5,498
CONTINENTAL RESOURCES 1,236 3.80 6/1/2024 1,133
CONTINENTAL RESOURCES 614 4.90 6/1/2044 515
CONTINENTAL RESOURCES 2,000 5.00 9/15/2022 1,962
CONTL AIRLINES 2010 A 1,952 4.75 7/12/2022 2,050
CONTL AIRLINES 2012 1 A 2,409 4.15 10/11/2025 2,520
CONTL AIRLINES 2012 2 A 4,112 4.00 4/29/2026 4,297
CONTL AIRLINES 2012 3 C 2,155 6.13 4/29/2018 2,212
CONTOURGLOBAL POWER HLDG 100 5.13 6/15/2021 120
COOPER STANDARD HLDGS INC 446 0.00 10/26/2023 445
COOPERAT RABOBANK UA/NY 5,000 1.99 1/10/2022 5,050
COOPERAT RABOBANK UA/NY 5,000 2.25 1/14/2019 5,033
COOPERAT RABOBANK UA/NY 5,000 2.25 1/14/2020 5,025
COOPERAT RABOBANK UA/NY 5,000 3.38 5/21/2025 5,146
COOPERATIEVE RABOBANK UA 3,000 3.75 7/21/2026 3,007
COOPERATIEVE RABOBANK UA 9,380 4.38 8/4/2025 9,829
COOPERATIEVE RABOBANK UA 250 4.63 12/1/2023 269
COOPERATIEVE RABOBANK UA 2,000 4.75 1/15/2020 2,132
COOPERATIEVE RABOBANK UA 5,000 5.25 5/24/2041 6,101
COOPERATIEVE RABOBANK UA 3,000 5.25 8/4/2045 3,507
COOPERATIEVE RABOBANK UA 530 5.75 12/1/2043 652
COOPERATIEVE RABOBANK UA 200 6.63 12/29/2049 253
COOPERATIEVE RABOBANK UA 1,535 11.00 12/29/2049 1,785
CORNING INC 3,000 2.90 5/15/2022 3,042
CORP ANDINA DE FOMENTO 3,000 2.00 5/10/2019 3,009
CORP ANDINA DE FOMENTO 3,000 2.13 9/27/2021 2,980
CORRAL PETROLEUM HOLDING 475 11.75 5/15/2021 591
CORTES NP ACQUISITION CORP 4,869 0.00 11/30/2023 4,885
COTT HOLDINGS INC 450 5.50 4/1/2025 459
COUNTRY GARDEN HLDG CO 1,610 7.50 1/10/2023 1,680
COUNTRYWIDE ALTERNATIVE LOAN T 1,075 1.47 10/25/2036 1,030
COUNTRYWIDE ALTERNATIVE LOAN T 1,593 6.00 1/25/2035 1,582
COUNTRYWIDE ASSET BACKED CERTI 2,930 2.15 12/25/2035 2,937
COUNTRYWIDE HOME EQUITY LOAN T 2,535 1.30 1/15/2037 2,361
COUNTRYWIDE HOME LOANS 577 3.35 2/19/2034 583
COUNTRYWIDE HOME LOANS 303 5.50 6/25/2035 289
COUNTRYWIDE HOME LOANS 4,103 5.50 7/25/2035 4,064
COUNTRYWIDE HOME LOANS 1,147 5.50 10/25/2035 1,134
COVANTA HOLDING CORP 250 5.88 3/1/2024 245
COVANTA HOLDING CORP 762 5.88 7/1/2025 740
COVANTA HOLDING CORP 250 6.38 10/1/2022 259
COVERIS HOLDINGS SA 550 7.88 11/1/2019 544
COVEY PARK ENERGY LLC/FI 353 7.50 5/15/2025 353
COX COMMUNICATIONS INC 3,000 3.25 12/15/2022 2,984
CPG MERGER SUB LLC 633 8.00 10/1/2021 661
CPM HOLDINGS INC. 1,500 0.00 4/10/2023 1,496
CPM HOLDINGS, INC. 1,474 0.00 4/11/2022 1,488
CPUK FINANCE LTD 100 4.25 2/28/2047 131
CPUK FINANCE LTD 293 4.25 2/28/2047 383
CRANE CO 2,000 2.75 12/15/2018 2,021
CRED SUIS GP FUN LTD 3,000 3.45 4/16/2021 3,079
CRED SUIS GP FUN LTD 6,000 3.75 3/26/2025 6,056
CRED SUIS GP FUN LTD 7,190 3.80 9/15/2022 7,468
CRED SUIS GP FUN LTD 5,000 3.80 6/9/2023 5,148
CRED SUIS GP FUN LTD 12,000 4.55 4/17/2026 12,736
CRED SUIS GP FUN LTD 1,500 4.88 5/15/2045 1,650
CREDIT AGRICOLE ASSRNCES 100 4.50 10/31/2049 123
CREDIT AGRICOLE SA 100 6.50 4/29/2049 125
CREDIT AGRICOLE SA 1,960 8.38 10/29/2049 2,189
CREDIT BANK OF MOSCOW (C 200 5.88 11/7/2021 206
CREDIT SUISSE FIRST BOSTON MOR 1,283 6.00 12/25/2034 1,351
CREDIT SUISSE GROUP AG 3,000 3.57 1/9/2023 3,074
CREDIT SUISSE GROUP AG 5,000 4.28 1/9/2028 5,161
CREDIT SUISSE GROUP AG 200 6.25 12/29/2049 213
CREDIT SUISSE MORTGAGE TRUST 3,900 2.38 12/22/2018 3,891
CREDIT SUISSE MORTGAGE TRUST 3,491 2.85 8/27/2036 2,884
CREDIT SUISSE MORTGAGE TRUST 840 3.00 8/25/2043 840
CREDIT SUISSE MORTGAGE TRUST 3,131 3.50 8/25/2043 3,188
CREDIT SUISSE MORTGAGE TRUST 650 3.95 9/15/2037 672
CREDIT SUISSE MORTGAGE TRUST 1,260 4.37 9/15/2037 1,043
CREDIT SUISSE MORTGAGE TRUST 1,370 4.37 9/15/2037 1,180
CREDIT SUISSE MORTGAGE TRUST 1,800 4.98 9/15/2038 1,792
CREDIT SUISSE MORTGAGE TRUST 760 5.37 12/15/2039 710
CREDIT SUISSE MORTGAGE TRUST 540 5.87 9/15/2040 525
CREDIT SUISSE MORTGAGE TRUST 504 6.42 6/15/2038 275
CREDIT SUISSE MORTGAGE TRUST 4,100 6.66 7/15/2032 4,079
CREDIT SUISSE NEW YORK 10,000 4.38 8/5/2020 10,609
CREDIT SUISSE NEW YORK 5,000 5.30 8/13/2019 5,338
CREDIT SUISSE NEW YORK 7,000 5.40 1/14/2020 7,504
CRESTWOOD MIDSTREAM PART 90 6.25 4/1/2023 92
CRH AMERICA FINANCE INC 2,000 3.40 5/9/2027 2,004
CRH AMERICA INC 3,000 5.75 1/15/2021 3,315
CROSSMARK HLDGS INC 691 0.00 12/21/2019 480
CROWN CASTLE INTL CORP 1,000 3.40 2/15/2021 1,027
CROWN CASTLE INTL CORP 1,000 3.70 6/15/2026 1,008
CROWN CASTLE INTL CORP 3,000 4.00 3/1/2027 3,093
CROWN CASTLE INTL CORP 800 4.88 4/15/2022 874
CROWN CORK + SEAL CO INC 750 7.38 12/15/2026 873
CROWN EURO HOLDINGS SA 106 3.38 5/15/2025 125
CROWNROCK LP/CROWNROCK F 2,090 7.13 4/15/2021 2,140
CROWNROCK LP/CROWNROCK F 225 7.75 2/15/2023 237
CSAIL COMMERCIAL MORTGAGE TRUS 5,000 3.45 8/15/2048 5,201
CSAIL COMMERCIAL MORTGAGE TRUS 211 3.50 6/15/2057 216
CSC HOLDINGS LLC 4,556 5.25 6/1/2024 4,650
CSC HOLDINGS LLC 1,500 5.50 4/15/2027 1,582
CSC HOLDINGS LLC 3,532 6.63 10/15/2025 3,887
CSC HOLDINGS LLC 250 6.75 11/15/2021 277
CSC HOLDINGS LLC 300 8.63 2/15/2019 329
CSC HOLDINGS LLC 2,558 10.13 1/15/2023 2,973
CSC HOLDINGS LLC 2,980 10.88 10/15/2025 3,581
CSFV SUNSET MEZZ, LLC 130,474 5.18 1/5/2020 130,474
CSM BAKERY SUPPLIES 1,016 0.00 7/3/2020 964
CST BRANDS INC 368 5.00 5/1/2023 386
CSVC ACQUISITION CORP 3,160 7.75 6/15/2025 3,227
CSX CORP 7,000 2.60 11/1/2026 6,763
CSX CORP 2,000 3.25 6/1/2027 2,018
CSX CORP 5,000 3.40 8/1/2024 5,161
CSX CORP 5,000 4.10 3/15/2044 5,122
CTR PARTNERSHIP/CARETRST 2,100 5.25 6/1/2025 2,157
CUMBERLAND FARMS 100 6.75 5/1/2025 105
CURATORS OF THE UNIV OF MISSOU 5,000 5.96 11/1/2039 6,274
CURO HEALTH SERVICES LLC 1,160 0.00 2/7/2022 1,172
CVR PARTNERS/CVR NITROGE 250 9.25 6/15/2023 262
CVR REF LLC/COFF FIN INC 2,900 6.50 11/1/2022 2,934
CVS HEALTH CORP 2,490 2.75 12/1/2022 2,494
CVS HEALTH CORP 7,000 2.80 7/20/2020 7,127
CVS HEALTH CORP 5,000 3.38 8/12/2024 5,081
CVS HEALTH CORP 10,000 3.50 7/20/2022 10,384
CVS HEALTH CORP 418 3.88 7/20/2025 436
CVS HEALTH CORP 10,320 5.13 7/20/2045 11,835
CVS PASS THROUGH TRUST 324 5.88 1/10/2028 358
CVS PASS THROUGH TRUST 212 6.04 12/10/2028 239
CWGS GROUP LLC 1,592 0.00 11/8/2023 1,598
CYBG PLC 785 5.00 2/9/2026 1,031
CYBG PLC 800 8.00 12/29/2049 1,034
CYPRESS INTER HLDGS III INC 61 0.00 4/27/2025 62
CYRUSONE LP/CYRUSONE FIN 685 5.00 3/15/2024 706
CYRUSONE LP/CYRUSONE FIN 45 5.38 3/15/2027 47
D.R. HORTON INC 210 4.75 2/15/2023 227
D.R. HORTON INC 5,800 5.75 8/15/2023 6,584
DAIMLER FINANCE NA LLC 3,000 1.78 1/6/2020 3,014
DAIMLER FINANCE NA LLC 5,000 2.45 5/18/2020 5,031
DAIMLER FINANCE NA LLC 3,000 3.88 9/15/2021 3,158
DANA FINANCING LUX SARL 300 6.50 6/1/2026 320
DANA INC 125 5.38 9/15/2021 128
DANA INC 400 6.00 9/15/2023 417
DANONE SA 880 2.08 11/2/2021 867
DANONE SA 1,340 2.59 11/2/2023 1,310
DANONE SA 1,500 2.95 11/2/2026 1,447
DANSKE BANK A/S 100 5.75 10/31/2049 120
DARLING INGREDIENTS INC 550 5.38 1/15/2022 572
DAVITA HEALTHCARE PARTNERS INC 592 0.00 6/24/2021 592
DAVITA INC 4,840 5.00 5/1/2025 4,847
DAVITA INC 10,312 5.13 7/15/2024 10,471
DAVITA INC 3,750 5.75 8/15/2022 3,862
DBUBS MORTGAGE TRUST 7,005 5.87 11/10/2046 7,657
DCP MIDSTREAM OPERATING 1,500 2.70 4/1/2019 1,489
DCP MIDSTREAM OPERATING 325 4.75 9/30/2021 331
DCP MIDSTREAM OPERATING 421 6.45 11/3/2036 447
DCP MIDSTREAM OPERATING 552 6.75 9/15/2037 595
DDR CORP 7,000 4.63 7/15/2022 7,332
DEA FINANCE SA 100 7.50 10/15/2022 122
DEA FINANCE SA 1,319 7.50 10/15/2022 1,610
DEERE + COMPANY 5,000 2.60 6/8/2022 5,061
DELL INC 1,000 6.50 4/15/2038 1,009
DELL INT LLC / EMC CORP 8,750 3.48 6/1/2019 8,957
DELL INT LLC / EMC CORP 11,430 4.42 6/15/2021 12,046
DELL INT LLC / EMC CORP 7,000 5.45 6/15/2023 7,617
DELL INT LLC / EMC CORP 1,000 5.88 6/15/2021 1,047
DELL INT LLC / EMC CORP 8,000 6.02 6/15/2026 8,830
DELL INT LLC / EMC CORP 3,425 7.13 6/15/2024 3,766
DELL INT LLC / EMC CORP 170 8.35 7/15/2046 219
DELL INTL LLC 1,174 0.00 12/31/2018 1,174
DELL INTL LLC 2,112 0.00 9/7/2021 2,114
DELL INTL LLC 2,345 0.00 9/7/2023 2,352
DELOS FIN S A R L 1,100 0.00 10/6/2023 1,103
DELPHI CORP 2,000 4.15 3/15/2024 2,102
DELTA AIR LINES 2007 1 A 1,156 6.82 2/10/2024 1,325
DELTA AIR LINES 2010 1 A 2,615 6.20 1/2/2020 2,707
DELTA AIR LINES 2010 2A 1,223 4.95 11/23/2020 1,271
DELTA AIR LINES 2015 1AA 2,809 3.63 1/30/2029 2,880
DELTA AIR LINES INC 2,000 2.88 3/13/2020 2,023
DELTA AIR LINES INC 2,000 3.63 3/15/2022 2,057
DELTA AIR LINES INC. 540 0.00 8/24/2022 543
DENBURY RESOURCES INC 1,155 4.63 7/15/2023 613
DENBURY RESOURCES INC 1,347 5.50 5/1/2022 760
DENBURY RESOURCES INC 1,184 9.00 5/15/2021 1,127
DEUT PFANDBRIEFBANK AG 100 4.60 2/22/2027 124
DEUTSCHE BANK AG 3,000 2.85 5/10/2019 3,032
DEUTSCHE BANK AG 5,000 3.13 1/13/2021 5,027
DEUTSCHE BANK AG 5,000 4.10 1/13/2026 5,075
DEUTSCHE BANK AG 10,000 4.30 5/24/2028 9,879
DEUTSCHE BANK AG LONDON 10,000 2.50 2/13/2019 10,036
DEUTSCHE BANK AG LONDON 5,000 3.70 5/30/2024 4,999
DEUTSCHE BANK COMMERCIAL MORTG 2,000 2.89 9/10/2049 1,960
DEUTSCHE BANK COMMERCIAL MORTG 3,000 3.04 5/10/2049 3,053
DEUTSCHE TELEKOM INT FIN 3,000 1.74 1/17/2020 3,006
DEUTSCHE TELEKOM INT FIN 6,000 4.88 3/6/2042 6,600
DEUTSCHLAND I/L BOND 4,225 0.10 4/15/2023 5,122
DEUTSCHLAND I/L BOND 1,615 0.10 4/15/2026 1,984
DEUTSCHLAND I/L BOND 1,421 0.10 4/15/2046 1,775
DEUTSCHLAND I/L BOND 1,722 0.50 4/15/2030 2,206
DEUTSCHLAND I/L BOND 4,726 1.75 4/15/2020 5,814
DEVON ENERGY CORPORATION 410 3.25 5/15/2022 408
DEVON ENERGY CORPORATION 5,000 4.00 7/15/2021 5,149
DEVON ENERGY CORPORATION 1,070 5.00 6/15/2045 1,086
DEVON ENERGY CORPORATION 5,660 5.60 7/15/2041 6,005
DEVON ENERGY CORPORATION 810 5.85 12/15/2025 923
DEVON FINANCING CORP LLC 350 7.88 9/30/2031 454
DFC FINANCE CORP 1,135 12.00 6/16/2020 693
DIAGEO CAPITAL PLC 5,000 2.63 4/29/2023 5,038
DIAGEO CAPITAL PLC 2,680 4.83 7/15/2020 2,891
DIAMONDBACK ENERGY INC 700 4.75 11/1/2024 695
DIAMONDBACK ENERGY INC 445 5.38 5/31/2025 451
DIGICEL GROUP LTD 578 7.13 4/1/2022 505
DIGICEL INTL FIN LTD 752 0.00 5/28/2024 756
DIGICEL LIMITED 1,141 6.00 4/15/2021 1,097
DIGITAL REALTY TRUST LP 3,000 3.40 10/1/2020 3,074
DIGITALGLOBE INC 1,741 0.00 1/15/2024 1,741
DISCOVER BANK 5,000 3.20 8/9/2021 5,095
DISCOVER BANK 10,000 4.20 8/8/2023 10,509
DISCOVER CARD EXECUTION NOTE T 7,270 1.39 3/15/2022 7,211
DISCOVER CARD EXECUTION NOTE T 15,000 1.51 8/17/2020 15,004
DISCOVER CARD EXECUTION NOTE T 5,000 1.70 9/15/2021 5,000
DISCOVER CARD EXECUTION NOTE T 3,423 2.39 7/15/2024 3,452
DISCOVER FINANCIAL SVS 6,000 3.85 11/21/2022 6,152
DISCOVER FINANCIAL SVS 5,000 3.95 11/6/2024 5,075
DISCOVERY COMMUNICATIONS 5,000 3.25 4/1/2023 4,933
DISCOVERY COMMUNICATIONS 2,000 3.30 5/15/2022 2,008
DISCOVERY COMMUNICATIONS 2,000 3.45 3/15/2025 1,938
DISH DBS CORP 500 4.25 4/1/2018 506
DISH DBS CORP 1,138 5.00 3/15/2023 1,165
DISH DBS CORP 6,550 5.13 5/1/2020 6,844
DISH DBS CORP 2,530 5.88 7/15/2022 2,717
DISH DBS CORP 2,207 5.88 11/15/2024 2,349
DISH DBS CORP 2,220 6.75 6/1/2021 2,462
DISH DBS CORP 2,227 7.75 7/1/2026 2,635
DISH NETWORK CORP 721 3.38 8/15/2026 874
DJO FINANCE LLC 1,199 0.00 6/8/2020 1,185
DJO FINCO INC/DJO FINANC 2,022 8.13 6/15/2021 1,884
DOLE FOOD CO INC 250 7.25 6/15/2025 260
DOLE FOOD COMPANY INC. 760 0.00 4/6/2024 761
DOLLAR TREE INC 1,940 0.00 7/6/2022 1,963
DOLLAR TREE INC 5,327 5.75 3/1/2023 5,618
DOMINICAN REPUBLIC 2,120 5.50 1/27/2025 2,192
DOMINION ENERGY GAS HLDG 3,000 3.55 11/1/2023 3,061
DOMINION ENERGY GAS HLDG 3,000 3.60 12/15/2024 3,059
DOMINION ENERGY GAS HLDG 3,000 4.80 11/1/2043 3,174
DOMINION ENERGY INC 2,000 2.00 8/15/2021 1,961
DOMINION ENERGY INC 5,000 6.30 3/15/2033 6,166
DONNELLEY FINANCIAL SOL 500 8.25 10/15/2024 528
DONNELLEY FINL SOLUTIONS 152 0.00 9/30/2023 154
DOW CHEMICAL CO/THE 3,800 4.13 11/15/2021 4,040
DOW CHEMICAL CO/THE 6,193 4.25 11/15/2020 6,571
DOW CHEMICAL CO/THE 14,000 5.25 11/15/2041 16,131
DPH HOLDINGS CORP 2,000 6.55 6/15/2006 98
DPL INC 1,800 7.25 10/15/2021 1,923
DR PEPPER SNAPPLE GROUP 3,000 2.60 1/15/2019 3,028
DR PEPPER SNAPPLE GROUP 5,000 3.40 11/15/2025 5,063
DR PEPPER SNAPPLE GROUP 3,000 4.50 11/15/2045 3,167
DRAWBRIDGE SPEC OPPOR FU 6,475 5.00 8/1/2021 6,530
DRILLSHIPS FING HLDG INC 3,388 0.00 3/31/2021 2,173
DRIVE DEVILLBISS HEALTHCARE 573 0.00 1/3/2023 521
DS SERVICES OF AMERICA I 286 10.00 9/1/2021 304
DTE ELECTRIC CO 5,000 3.90 6/1/2021 5,264
DTE ENERGY CO 3,000 2.40 12/1/2019 3,013
DTZ U.S. BORROWER LLC 3,546 0.00 11/4/2021 3,538
DUFF AND PHELPS CORPORATION 942 0.00 4/23/2020 947
DUFF AND PHELPS CORPORATION 1,461 0.00 4/23/2020 1,469
DUFF AND PHELPS CORPORATION 938 0.00 4/23/2021 940
DUKE ENERGY CORP 3,000 2.65 9/1/2026 2,852
DUKE ENERGY CORP 7,000 3.55 9/15/2021 7,290
DUKE ENERGY CORP 3,000 3.75 4/15/2024 3,132
DUKE ENERGY INDIANA INC 2,000 3.75 7/15/2020 2,094
DUKE ENERGY INDIANA INC 5,000 6.45 4/1/2039 6,757
DUKE ENERGY INDIANA LLC 3,000 3.75 5/15/2046 2,957
DUKE ENERGY PROGRESS INC 5,000 3.00 9/15/2021 5,137
DUKE ENERGY PROGRESS INC 5,000 4.10 3/15/2043 5,192
DUKE ENERGY PROGRESS INC 3,000 4.15 12/1/2044 3,146
DUKE ENERGY PROGRESS INC 3,000 4.20 8/15/2045 3,184
DUKE ENERGY PROGRESS INC 3,000 5.30 1/15/2019 3,166
DUKE REALTY LP 5,000 3.88 2/15/2021 5,195
DUKE UNIVERSITY HEALTH 500 3.92 6/1/2047 506
DUPONT FABROS TECH LP 600 5.88 9/15/2021 625
DXC TECHNOLOGY CO 3,000 2.88 3/27/2020 3,039
DXC TECHNOLOGY CO 3,000 4.25 4/15/2024 3,107
DYNACAST INTL LLC 1,297 0.00 1/28/2022 1,301
DYNEGY INC 400 5.88 6/1/2023 374
DYNEGY INC 2,135 6.75 11/1/2019 2,198
DYNEGY INC 1,609 7.38 11/1/2022 1,594
DYNEGY INC 1,256 7.63 11/1/2024 1,218
DYNEGY INC 250 8.00 1/15/2025 242
E.I. DU PONT DE NEMOURS 5,000 1.70 5/1/2020 5,026
EAGLE HOLDING CO II LLC 8,080 7.63 5/15/2022 8,303
EASTMAN CHEMICAL CO 1,945 3.60 8/15/2022 2,018
EASTMAN CHEMICAL CO 3,000 4.65 10/15/2044 3,172
EATON CORP 380 1.50 11/2/2017 380
EATON CORP 2,290 2.75 11/2/2022 2,306
EATON CORP 3,000 4.00 11/2/2032 3,110
EATON CORP 600 4.15 11/2/2042 616
EBAY INC 4,955 1.35 7/15/2017 4,954
EBAY INC 9,017 2.75 1/30/2023 8,947
EBAY INC 2,000 3.45 8/1/2024 2,021
EBAY INC 11,050 3.80 3/9/2022 11,555
ECLIPSE RESOURCES CORP 150 8.88 7/15/2023 149
ECOLAB INC 6,260 4.35 12/8/2021 6,786
ECOLAB INC 2,000 5.50 12/8/2041 2,443
ECOPETROL SA 5,000 4.13 1/16/2025 4,903
ECOPETROL SA 3,000 5.88 9/18/2023 3,278
ECOPETROL SA 2,500 5.88 5/28/2045 2,290
EDISON INTERNATIONAL 13,810 3.75 9/15/2017 13,870
EDP FINANCE BV 6,000 4.13 1/15/2020 6,208
EDWARDS LIFESCIENCES COR 3,000 2.88 10/15/2018 3,031
EI GROUP PLC 100 6.38 2/15/2022 141
EIRCOM FINANCE DAC 100 4.50 5/31/2022 119
ELDORADO GOLD CORP 400 6.13 12/15/2020 409
ELDORADO RESORTS INC 406 6.00 4/1/2025 430
ELDORADO RESORTS LLC 728 0.00 4/17/2024 722
ELECTRICAL COMPONENTS INTL INC 1,815 0.00 5/30/2021 1,821
ELECTRICITE DE FRANCE SA 3,000 3.63 10/13/2025 3,065
ELECTRONIC ARTS INC 9,003 3.70 3/1/2021 9,361
ELEMENT MATERIALS TECH GROUP 93 0.00 6/1/2024 94
ELEMENTIA SA 200 5.50 1/15/2025 203
ELI LILLY + CO 350 3.10 5/15/2027 353
EMC CORP 2,000 2.65 6/1/2020 1,961
EMD FINANCE LLC 5,000 2.95 3/19/2022 5,082
EMERA US FINANCE LP 3,000 2.70 6/15/2021 3,005
EMERA US FINANCE LP 3,000 3.55 6/15/2026 3,011
EMI MUSIC PUBLISHING GRP 1,385 7.63 6/15/2024 1,542
EMPIRE GENERATING CO LLC 414 0.00 3/14/2021 396
EMPIRE GENERATING CO LLC 41 0.00 3/14/2021 39
EMPRESA BRAS DE AERONAU 6,000 5.15 6/15/2022 6,347
EMPRESA DE TRANSPORTE ME 4,000 4.75 2/4/2024 4,349
ENBRIDGE ENERGY PARTNERS 5,000 5.20 3/15/2020 5,341
ENBRIDGE ENERGY PARTNERS 5,000 9.88 3/1/2019 5,596
ENBRIDGE INC 3,000 3.70 7/15/2027 3,000
ENBRIDGE INC 5,000 4.25 12/1/2026 5,212
ENCANA CORP 600 6.50 8/15/2034 685
ENCANA CORP 2,000 6.50 2/1/2038 2,291
ENCANA CORP 5,373 6.63 8/15/2037 6,251
ENDO DAC/FIN LLC/FINCO 296 5.88 10/15/2024 305
ENDO DAC/FIN LLC/FINCO 1,517 6.00 7/15/2023 1,276
ENDO DAC/FIN LLC/FINCO 200 6.00 2/1/2025 164
ENDO FIN LLC/ENDO FINCO 961 5.38 1/15/2023 802
ENDO FIN LLC/ENDO FINCO 500 7.25 1/15/2022 481
ENDO FINANCE LLC 250 5.75 1/15/2022 225
ENDO LUX FIN COMP I SARL 2,679 0.00 4/29/2024 2,702
ENEL FINANCE INTL NV 9,200 3.63 5/25/2027 9,143
ENEL SPA 100 5.00 1/15/2075 123
ENEL SPA 111 6.50 1/10/2074 137
ENEL SPA 100 7.75 9/10/2075 147
ENERGY FUTURE INTERMEDIATE HL 3,370 0.00 6/30/2018 3,378
ENERGY TRANSFER EQUITY 186 5.50 6/1/2027 193
ENERGY TRANSFER EQUITY 3,484 5.88 1/15/2024 3,684
ENERGY TRANSFER LP 3,000 4.15 10/1/2020 3,116
ENERGY TRANSFER LP 3,000 6.13 12/15/2045 3,262
ENERGY TRANSFER LP 5,000 6.63 10/15/2036 5,723
ENERGY TRANSFER LP 5,000 7.50 7/1/2038 6,090
ENGILITY CORP 469 8.88 9/1/2024 510
ENLINK MIDSTREAM PARTNER 5,000 2.70 4/1/2019 4,994
ENLINK MIDSTREAM PARTNER 2,000 5.60 4/1/2044 2,022
ENPRO INDUSTRIES INC 202 5.88 9/15/2022 211
ENSCO JERSEY FINANCE LTD 536 3.00 1/31/2024 413
ENSCO PLC 325 4.50 10/1/2024 251
ENSCO PLC 1,785 5.20 3/15/2025 1,442
ENSCO PLC 300 5.75 10/1/2044 200
ENSCO PLC 463 8.00 1/31/2024 435
ENTEGRIS INC 200 6.00 4/1/2022 209
ENTERGY CORP 3,331 2.95 9/1/2026 3,198
ENTERGY CORP 5,000 4.00 7/15/2022 5,282
ENTERGY LOUISIANA LLC 3,000 3.25 4/1/2028 2,992
ENTERGY LOUISIANA LLC 4,000 5.40 11/1/2024 4,596
ENTERPRISE PRODUCTS OPER 7,000 3.70 2/15/2026 7,123
ENTERPRISE PRODUCTS OPER 3,000 3.95 2/15/2027 3,112
ENTERPRISE PRODUCTS OPER 2,000 4.85 3/15/2044 2,118
ENTERPRISE PRODUCTS OPER 3,000 5.25 1/31/2020 3,221
ENTERPRISE PRODUCTS OPER 5,000 5.70 2/15/2042 5,847
ENTERPRISE PRODUCTS OPER 8,000 6.65 10/15/2034 9,958
ENVISION HEALTHCARE CORP 4,517 0.00 12/1/2023 4,535
ENVISION HEALTHCARE CORP 8,915 5.13 7/1/2022 9,149
ENVISION HEALTHCARE CORP 2,179 5.63 7/15/2022 2,262
ENVISION HEALTHCARE CORP 2,619 6.25 12/1/2024 2,788
EOG RESOURCES INC 3,000 2.63 3/15/2023 2,965
EOG RESOURCES INC 3,000 3.15 4/1/2025 2,968
EOG RESOURCES INC 370 4.15 1/15/2026 389
EP ENER/EVEREST ACQ FIN 2,520 6.38 6/15/2023 1,481
EP ENER/EVEREST ACQ FIN 378 8.00 11/29/2024 377
EP ENER/EVEREST ACQ FIN 1,000 8.00 2/15/2025 744
EP ENER/EVEREST ACQ FIN 2,324 9.38 5/1/2020 1,837
EPICOR SOFTWARE COMPANY 4,095 0.00 6/1/2022 4,093
EQUATE PETROCHEMICAL BV 780 4.25 11/3/2026 790
EQUINIX INC 300 4.88 4/1/2020 308
EQUINIX INC 2,400 5.38 1/1/2022 2,530
EQUINIX INC 935 5.38 4/1/2023 974
EQUINIX INC 1,469 5.88 1/15/2026 1,600
EQUINOX HLDGS INC 1,127 0.00 3/8/2024 1,131
EQUINOX HOLDINGS INC. 610 0.00 9/6/2024 620
ERAC USA FINANCE LLC 5,000 3.30 12/1/2026 4,818
ERP OPERATING LP 2,000 3.00 4/15/2023 2,005
ERP OPERATING LP 3,000 3.38 6/1/2025 3,012
ERP OPERATING LP 3,000 4.63 12/15/2021 3,237
ERSTE GROUP BANK AG 200 6.50 12/31/2099 246
ESH HOSPITALITY INC 2,428 0.00 8/30/2023 2,437
ESH HOSPITALITY INC 4,005 5.25 5/1/2025 4,148
ESSAR STELL ALGOMA, INC. 535 0.00 8/9/2019 184
ESSEX PORTFOLIO LP 5,000 3.88 5/1/2024 5,152
ETHIAS SA 100 5.00 1/14/2026 121
EUROPEAN BK RECON + DEV 5,000 0.88 7/22/2019 4,928
EUROPEAN BK RECON + DEV 8,000 1.63 4/10/2018 8,012
EUROPEAN INVESTMENT BANK 10,000 1.25 5/15/2019 9,945
EUROPEAN INVESTMENT BANK 5,000 1.63 12/15/2020 4,962
EUROPEAN INVESTMENT BANK 5,000 1.63 6/15/2021 4,943
EUROPEAN INVESTMENT BANK 5,000 2.00 3/15/2021 5,020
EUROPEAN INVESTMENT BANK 5,000 2.13 4/13/2026 4,874
EUROPEAN INVESTMENT BANK 3,000 2.38 5/24/2027 2,965
EUROPEAN INVESTMENT BANK 5,000 2.50 10/15/2024 5,062
EUROPEAN INVESTMENT BANK 5,000 2.88 9/15/2020 5,164
EVERBANK MORTGAGE LOAN TRUST 2,761 3.00 6/25/2043 2,655
EVERGREEN CREDIT CARD TRUST 20,000 1.66 11/16/2020 20,043
EVERGREEN CREDIT CARD TRUST 5,000 1.88 4/15/2020 5,000
EVRAZ GROUP SA 335 6.50 4/22/2020 355
EW SCRIPPS CO 1,400 5.13 5/15/2025 1,451
EWT HOLDINGS III CORP 2,895 0.00 1/15/2021 2,906
EXCELITAS TECHNOLOGIES CORP 984 0.00 10/31/2020 981
EXELA INTERMED/EXELA FIN 500 10.00 7/15/2023 494
EXELON CORP 3,000 3.40 4/15/2026 2,989
EXELON CORP 3,000 3.50 6/1/2022 3,069
EXELON CORP 5,000 4.45 4/15/2046 5,165
EXELON CORP 16,300 5.63 6/15/2035 19,165
EXELON GENERATION CO LLC 7,000 5.20 10/1/2019 7,440
EXELON GENERATION CO LLC 5,000 5.75 10/1/2041 5,095
EXPLORER HLDGS INC 1,140 0.00 5/2/2023 1,148
EXPORT DEVELOPMNT CANADA 6,000 1.25 12/10/2018 5,979
EXPORT DEVELOPMNT CANADA 5,000 1.25 2/4/2019 4,981
EXPORT IMPORT BANK KOREA 3,000 2.03 1/25/2022 3,014
EXPORT IMPORT BANK KOREA 10,000 2.13 2/11/2021 9,835
EXPORT IMPORT BANK KOREA 7,000 2.25 1/21/2020 6,987
EXPORT IMPORT BANK KOREA 4,970 2.63 12/30/2020 4,992
EXPORT IMPORT BK INDIA 2,110 3.88 10/2/2019 2,168
EXPRESS SCRIPTS HOLDING 10,000 3.50 6/15/2024 10,079
EXPRESS SCRIPTS HOLDING 2,000 3.90 2/15/2022 2,092
EXPRESS SCRIPTS HOLDING 5,000 4.75 11/15/2021 5,407
EXPRO FINSERVICES S A R L 506 0.00 9/2/2021 344
EXTRACTION OIL+GAS INC/ 4,075 7.88 7/15/2021 4,184
EXXON MOBIL CORPORATION 3,000 2.73 3/1/2023 3,032
EXXON MOBIL CORPORATION 5,960 3.04 3/1/2026 6,003
EXXON MOBIL CORPORATION 10,160 4.11 3/1/2046 10,708
EZE SOFTWARE GROUP LLC 1,000 0.00 4/5/2021 998
FAGE INTL / FAGE USA 700 5.63 8/15/2026 722
FANNIE MAE 58,440 0.00 10/9/2019 56,039
FANNIE MAE 75 0.00 3/25/2042 67
FANNIE MAE 150 0.01 3/25/2042 134
FANNIE MAE 16,000 1.02 1/30/2018 16,000
FANNIE MAE 15,000 1.13 1/11/2018 15,000
FANNIE MAE 5,000 1.20 6/28/2019 4,999
FANNIE MAE 50,000 1.38 1/28/2019 49,980
FANNIE MAE 27,301 1.42 3/25/2047 27,313
FANNIE MAE 1,309 1.52 3/25/2036 1,306
FANNIE MAE 28,159 1.52 2/25/2040 28,048
FANNIE MAE 22,400 1.56 6/25/2037 22,442
FANNIE MAE 25,006 1.62 5/25/2039 25,033
FANNIE MAE 50,000 1.88 4/5/2022 49,882
FANNIE MAE 50,000 1.88 9/24/2026 47,457
FANNIE MAE 100,000 2.00 1/5/2022 100,404
FANNIE MAE 50,000 2.13 4/24/2026 48,755
FANNIE MAE 110,000 2.63 9/6/2024 112,818
FANNIE MAE 976 3.00 9/25/2027 92
FANNIE MAE 35 3.00 12/25/2027 3
FANNIE MAE 5,924 3.00 2/25/2033 798
FANNIE MAE 923 3.50 12/25/2039 102
FANNIE MAE 2,600 4.00 7/25/2040 2,757
FANNIE MAE 827 4.93 3/25/2042 123
FANNIE MAE 867 5.31 1/25/2041 166
FANNIE MAE 675 5.33 10/25/2041 120
FANNIE MAE 208 5.43 2/25/2041 28
FANNIE MAE 865 5.43 3/25/2042 144
FANNIE MAE 1,231 5.50 4/25/2035 1,400
FANNIE MAE 3,462 5.50 7/25/2041 3,868
FANNIE MAE 894 5.50 4/25/2042 979
FANNIE MAE 591 6.00 5/25/2042 673
FANNIE MAE 222 6.50 6/25/2039 242
FANNIE MAE 2,335 6.50 7/25/2042 2,684
FANNIE MAE 4,370 6.63 11/15/2030 6,237
FANNIE MAE 182 7.00 5/25/2042 206
FANNIEMAE ACES 73,835 0.27 1/25/2025 808
FANNIEMAE ACES 34,282 0.58 9/25/2022 684
FANNIEMAE ACES 9,625 2.04 9/25/2026 9,461
FANNIEMAE ACES 5,000 2.26 2/25/2023 4,992
FANNIEMAE ACES 5,000 2.29 6/25/2026 4,785
FANNIEMAE ACES 2,092 2.37 7/25/2022 2,101
FANNIEMAE ACES 4,000 2.37 7/25/2026 3,845
FANNIEMAE ACES 3,828 2.47 3/25/2023 3,836
FANNIEMAE ACES 3,000 2.48 3/25/2026 2,909
FANNIEMAE ACES 7,000 2.49 5/25/2026 6,806
FANNIEMAE ACES 5,000 2.50 10/25/2026 4,825
FANNIEMAE ACES 1,070 2.50 9/25/2026 1,036
FANNIEMAE ACES 3,200 2.53 9/25/2024 3,175
FANNIEMAE ACES 5,000 2.70 2/25/2026 4,963
FANNIEMAE ACES 330 2.80 6/25/2025 330
FANNIEMAE ACES 3,000 2.88 2/25/2027 2,984
FANNIEMAE ACES 4,000 2.94 1/25/2026 4,049
FANNIEMAE ACES 5,811 3.02 8/25/2024 5,953
FANNIEMAE ACES 4,900 3.35 7/25/2023 5,082
FANNIEMAE ACES 2,750 3.76 6/25/2021 2,910
FANNIEMAE STRIP 1,585 3.00 11/25/2026 139
FANNIEMAE STRIP 1,335 3.00 4/25/2027 122
FANNIEMAE STRIP 1,082 3.50 11/25/2041 203
FANNIEMAE STRIP 555 5.00 1/25/2038 107
FANNIEMAE STRIP 85 5.00 1/25/2038 16
FANNIEMAE STRIP 108 5.00 1/25/2039 22
FANNIEMAE STRIP 52 5.00 1/25/2039 11
FANNIEMAE STRIP 79 5.50 1/25/2039 17
FANNIEMAE STRIP 260 6.00 1/25/2038 57
FANNIEMAE STRIP 199 6.00 7/25/2038 43
FAURECIA 200 3.63 6/15/2023 239
FBM FINANCE INC 330 8.25 8/15/2021 353
FDIC STRUCTURED SALE GUARANTEE 1,085 2.98 12/6/2020 1,092
FED HM LN PC POOL 849580 2,799 3.08 2/1/2045 2,861
FED HM LN PC POOL A38162 5,121 5.00 10/1/2035 5,581
FED HM LN PC POOL A69955 25 6.50 12/1/2037 28
FED HM LN PC POOL A87187 17 4.50 7/1/2039 18
FED HM LN PC POOL A87569 5,760 4.50 7/1/2039 6,201
FED HM LN PC POOL A87580 1,021 5.00 7/1/2039 1,112
FED HM LN PC POOL A90994 8,315 4.50 2/1/2040 8,949
FED HM LN PC POOL A91666 8,407 5.00 4/1/2040 9,139
FED HM LN PC POOL A91946 27,834 5.00 4/1/2040 30,258
FED HM LN PC POOL A92168 1,324 5.00 5/1/2040 1,440
FED HM LN PC POOL A92587 4,154 5.00 6/1/2040 4,515
FED HM LN PC POOL A93562 4,918 4.50 8/1/2040 5,292
FED HM LN PC POOL A95803 33,831 4.00 12/1/2040 35,739
FED HM LN PC POOL A95822 21,352 4.00 12/1/2040 22,556
FED HM LN PC POOL A97040 2,165 4.00 2/1/2041 2,287
FED HM LN PC POOL A97485 16,801 4.00 3/1/2041 17,750
FED HM LN PC POOL C01361 748 6.00 5/1/2032 832
FED HM LN PC POOL C01444 1,104 6.00 1/1/2033 1,227
FED HM LN PC POOL C01605 1,969 4.50 7/1/2033 2,121
FED HM LN PC POOL C01676 2,676 6.00 11/1/2033 2,986
FED HM LN PC POOL C01726 3,530 6.00 12/1/2033 3,938
FED HM LN PC POOL C01753 1,094 5.00 1/1/2034 1,190
FED HM LN PC POOL C02529 2,134 6.00 5/1/2036 2,382
FED HM LN PC POOL C04641 1,589 3.00 3/1/2043 1,594
FED HM LN PC POOL C64440 1,051 6.00 2/1/2032 1,202
FED HM LN PC POOL C91261 1,434 4.50 8/1/2029 1,542
FED HM LN PC POOL E03107 6,210 3.00 4/1/2027 6,389
FED HM LN PC POOL G01834 895 6.50 4/1/2035 1,034
FED HM LN PC POOL G02235 3,176 5.50 4/1/2034 3,514
FED HM LN PC POOL G02419 219 6.50 10/1/2036 247
FED HM LN PC POOL G03066 5,880 6.00 5/1/2037 6,564
FED HM LN PC POOL G04222 1,625 5.50 4/1/2038 1,796
FED HM LN PC POOL G05469 4,378 6.50 5/1/2035 5,028
FED HM LN PC POOL G05570 15,747 4.50 8/1/2039 16,952
FED HM LN PC POOL G05731 20,305 4.50 11/1/2039 21,859
FED HM LN PC POOL G06172 130 5.50 12/1/2038 143
FED HM LN PC POOL G06669 133 6.50 9/1/2039 153
FED HM LN PC POOL G06808 16,880 4.00 11/1/2041 17,833
FED HM LN PC POOL G07206 3,949 5.00 10/1/2041 4,301
FED HM LN PC POOL G07335 92 7.00 3/1/2039 105
FED HM LN PC POOL G07509 433 6.50 9/1/2039 486
FED HM LN PC POOL G07560 3,761 4.00 11/1/2043 3,963
FED HM LN PC POOL G07792 19,662 4.50 8/1/2044 21,067
FED HM LN PC POOL G08147 180 6.50 8/1/2036 203
FED HM LN PC POOL G08552 1,789 4.50 10/1/2043 1,919
FED HM LN PC POOL G08596 2,801 4.50 7/1/2044 3,001
FED HM LN PC POOL G08694 7,806 4.00 2/1/2046 8,219
FED HM LN PC POOL G08698 3,024 3.50 3/1/2046 3,109
FED HM LN PC POOL G08706 8,280 3.50 5/1/2046 8,512
FED HM LN PC POOL G08720 4,184 4.50 8/1/2046 4,489
FED HM LN PC POOL G08732 5,848 3.00 11/1/2046 5,840
FED HM LN PC POOL G08771 7,700 4.00 7/1/2047 8,109
FED HM LN PC POOL G14503 5,778 3.00 4/1/2027 5,945
FED HM LN PC POOL G15154 4,079 4.50 9/1/2026 4,301
FED HM LN PC POOL G15804 17,733 3.50 3/1/2031 18,505
FED HM LN PC POOL G16000 7,270 2.50 11/1/2031 7,315
FED HM LN PC POOL G16136 8,166 3.00 2/1/2032 8,389
FED HM LN PC POOL G30910 7,730 3.50 12/1/2035 8,058
FED HM LN PC POOL G30978 26,034 3.00 11/1/2036 26,401
FED HM LN PC POOL G60059 10,842 3.50 2/1/2044 11,185
FED HM LN PC POOL G60306 7,246 4.00 3/1/2044 7,656
FED HM LN PC POOL G60724 10,475 3.00 10/1/2046 10,460
FED HM LN PC POOL G60783 34,679 4.50 8/1/2045 37,319
FED HM LN PC POOL G60819 8,149 4.50 7/1/2045 8,770
FED HM LN PC POOL G60848 12,671 4.00 7/1/2046 13,335
FED HM LN PC POOL G60914 8,961 4.50 7/1/2042 9,644
FED HM LN PC POOL G67700 35,031 3.50 8/1/2046 36,011
FED HM LN PC POOL J09254 103 4.50 7/1/2023 108
FED HM LN PC POOL J14721 6,656 4.00 3/1/2026 6,984
FED HM LN PC POOL J21141 1,075 2.50 11/1/2027 1,087
FED HM LN PC POOL J21148 573 2.50 11/1/2027 580
FED HM LN PC POOL J21218 619 2.50 11/1/2027 627
FED HM LN PC POOL J21554 2,005 2.50 12/1/2027 2,028
FED HM LN PC POOL J21684 827 2.50 1/1/2028 837
FED HM LN PC POOL J21685 1,466 2.50 1/1/2028 1,484
FED HM LN PC POOL J21784 1,174 2.50 1/1/2028 1,188
FED HM LN PC POOL J21884 1,012 2.50 1/1/2028 1,024
FED HM LN PC POOL J21906 723 2.50 1/1/2028 731
FED HM LN PC POOL J21908 1,257 2.50 1/1/2028 1,271
FED HM LN PC POOL J22037 766 2.50 2/1/2028 774
FED HM LN PC POOL J22328 1,377 2.50 2/1/2028 1,392
FED HM LN PC POOL J22939 576 2.50 3/1/2028 582
FED HM LN PC POOL J23028 1,665 2.50 4/1/2028 1,684
FED HM LN PC POOL J23138 1,658 2.50 4/1/2028 1,677
FED HM LN PC POOL J23201 605 2.50 4/1/2028 612
FED HM LN PC POOL J23203 606 2.50 4/1/2028 613
FED HM LN PC POOL J23332 18,483 2.50 4/1/2028 18,691
FED HM LN PC POOL J23365 916 2.50 4/1/2028 927
FED HM LN PC POOL J23366 712 2.50 4/1/2028 720
FED HM LN PC POOL J23478 671 2.50 4/1/2028 678
FED HM LN PC POOL J23918 519 2.50 5/1/2028 525
FED HM LN PC POOL J24068 798 2.50 6/1/2028 807
FED HM LN PC POOL J29595 3,137 3.00 10/1/2029 3,225
FED HM LN PC POOL J30700 1,111 3.00 2/1/2030 1,141
FED HM LN PC POOL J30719 1,493 3.00 2/1/2030 1,534
FED HM LN PC POOL J30791 1,366 3.00 2/1/2030 1,403
FED HM LN PC POOL J30802 1,559 3.00 2/1/2030 1,602
FED HM LN PC POOL J30803 1,293 3.00 2/1/2030 1,328
FED HM LN PC POOL J31246 961 2.50 4/1/2030 970
FED HM LN PC POOL J31398 834 2.50 4/1/2030 841
FED HM LN PC POOL J31414 940 2.50 4/1/2030 948
FED HM LN PC POOL J31488 1,112 3.00 4/1/2030 1,143
FED HM LN PC POOL J31611 6,204 3.00 5/1/2030 6,375
FED HM LN PC POOL J31904 6,185 3.00 6/1/2030 6,355
FED HM LN PC POOL J32230 2,268 2.50 7/1/2030 2,288
FED HM LN PC POOL J32759 2,946 2.50 9/1/2030 2,973
FED HM LN PC POOL J32762 6,767 3.00 9/1/2030 6,953
FED HM LN PC POOL J34245 20,988 3.00 4/1/2031 21,562
FED HM LN PC POOL J35529 15,703 3.00 10/1/2031 16,132
FED HM LN PC POOL J36940 5,035 3.50 5/1/2032 5,275
FED HM LN PC POOL J36952 3,113 3.50 5/1/2032 3,261
FED HM LN PC POOL K90954 10,046 3.50 7/1/2033 10,459
FED HM LN PC POOL K92324 4,282 3.00 1/1/2035 4,355
FED HM LN PC POOL K92327 2,796 3.00 1/1/2035 2,844
FED HM LN PC POOL K92402 6,471 3.00 2/1/2035 6,575
FED HM LN PC POOL K92405 2,415 3.00 2/1/2035 2,454
FED HM LN PC POOL K92519 8,483 3.00 3/1/2035 8,619
FED HM LN PC POOL K92752 17,201 3.00 5/1/2035 17,477
FED HM LN PC POOL K93332 1,681 3.50 11/1/2035 1,748
FED HM LN PC POOL K93351 2,074 3.00 11/1/2035 2,107
FED HM LN PC POOL K93363 1,306 3.50 11/1/2035 1,358
FED HM LN PC POOL Q00739 10,201 5.00 5/1/2041 11,111
FED HM LN PC POOL Q01798 2,808 4.50 7/1/2041 3,021
FED HM LN PC POOL Q01903 5,410 4.50 7/1/2041 5,820
FED HM LN PC POOL Q03505 61,704 4.00 9/1/2041 65,188
FED HM LN PC POOL Q03620 6,026 4.00 10/1/2041 6,366
FED HM LN PC POOL Q04127 2,943 4.00 10/1/2041 3,109
FED HM LN PC POOL Q04651 26,390 4.00 11/1/2041 27,880
FED HM LN PC POOL Q06999 7,030 4.00 3/1/2042 7,425
FED HM LN PC POOL Q08599 513 3.50 6/1/2042 530
FED HM LN PC POOL Q09246 824 3.50 6/1/2042 851
FED HM LN PC POOL Q09249 1,482 3.50 6/1/2042 1,530
FED HM LN PC POOL Q09324 1,240 3.50 7/1/2042 1,280
FED HM LN PC POOL Q09325 465 3.50 7/1/2042 480
FED HM LN PC POOL Q09594 798 3.50 7/1/2042 824
FED HM LN PC POOL Q09826 12,189 4.00 8/1/2042 12,874
FED HM LN PC POOL Q10339 1,074 3.00 8/1/2042 1,078
FED HM LN PC POOL Q10374 572 3.00 8/1/2042 574
FED HM LN PC POOL Q10413 2,233 3.50 8/1/2042 2,305
FED HM LN PC POOL Q10417 1,242 3.50 8/1/2042 1,283
FED HM LN PC POOL Q10640 1,433 3.50 8/1/2042 1,480
FED HM LN PC POOL Q10646 1,041 3.50 8/1/2042 1,074
FED HM LN PC POOL Q10671 568 3.50 9/1/2042 587
FED HM LN PC POOL Q10672 2,767 3.50 9/1/2042 2,856
FED HM LN PC POOL Q10675 1,793 3.50 9/1/2042 1,851
FED HM LN PC POOL Q10774 943 3.50 9/1/2042 973
FED HM LN PC POOL Q10775 744 3.50 9/1/2042 768
FED HM LN PC POOL Q10784 1,102 3.00 9/1/2042 1,106
FED HM LN PC POOL Q10785 1,173 3.00 9/1/2042 1,177
FED HM LN PC POOL Q10861 520 3.50 9/1/2042 537
FED HM LN PC POOL Q10877 795 3.50 9/1/2042 821
FED HM LN PC POOL Q10879 1,170 3.50 9/1/2042 1,208
FED HM LN PC POOL Q10881 1,324 3.50 9/1/2042 1,367
FED HM LN PC POOL Q10883 2,107 3.50 9/1/2042 2,175
FED HM LN PC POOL Q11056 3,161 3.00 9/1/2042 3,172
FED HM LN PC POOL Q11133 563 3.50 9/1/2042 581
FED HM LN PC POOL Q11135 829 3.50 9/1/2042 856
FED HM LN PC POOL Q11136 1,465 3.50 9/1/2042 1,513
FED HM LN PC POOL Q11155 1,360 3.50 9/1/2042 1,404
FED HM LN PC POOL Q11157 881 3.50 9/1/2042 910
FED HM LN PC POOL Q11308 1,288 3.50 9/1/2042 1,329
FED HM LN PC POOL Q11311 609 3.50 9/1/2042 629
FED HM LN PC POOL Q11580 702 3.50 10/1/2042 725
FED HM LN PC POOL Q11583 2,056 3.50 10/1/2042 2,122
FED HM LN PC POOL Q11586 876 3.00 10/1/2042 879
FED HM LN PC POOL Q12022 933 3.00 10/1/2042 936
FED HM LN PC POOL Q12024 710 3.00 10/1/2042 712
FED HM LN PC POOL Q12257 1,056 3.50 10/1/2042 1,090
FED HM LN PC POOL Q12296 1,345 3.50 10/1/2042 1,388
FED HM LN PC POOL Q12816 990 3.00 11/1/2042 994
FED HM LN PC POOL Q12817 956 3.00 11/1/2042 959
FED HM LN PC POOL Q13115 3,420 4.00 11/1/2042 3,612
FED HM LN PC POOL Q14088 2,049 3.00 12/1/2042 2,057
FED HM LN PC POOL Q14133 1,006 3.00 12/1/2042 1,009
FED HM LN PC POOL Q14219 2,191 3.00 1/1/2043 2,198
FED HM LN PC POOL Q14236 1,907 3.00 1/1/2043 1,914
FED HM LN PC POOL Q14628 1,040 3.00 1/1/2043 1,044
FED HM LN PC POOL Q14791 1,216 3.00 1/1/2043 1,220
FED HM LN PC POOL Q14792 566 3.00 1/1/2043 568
FED HM LN PC POOL Q14918 825 3.00 1/1/2043 828
FED HM LN PC POOL Q14919 1,724 3.00 1/1/2043 1,730
FED HM LN PC POOL Q14923 1,596 3.00 1/1/2043 1,602
FED HM LN PC POOL Q14925 2,883 3.00 1/1/2043 2,892
FED HM LN PC POOL Q15045 577 3.00 1/1/2043 579
FED HM LN PC POOL Q15102 4,739 4.00 2/1/2043 4,994
FED HM LN PC POOL Q15207 3,464 3.00 2/1/2043 3,476
FED HM LN PC POOL Q15245 1,637 3.00 1/1/2043 1,642
FED HM LN PC POOL Q15246 918 3.00 1/1/2043 921
FED HM LN PC POOL Q15253 1,515 3.00 1/1/2043 1,520
FED HM LN PC POOL Q15254 1,165 3.00 1/1/2043 1,169
FED HM LN PC POOL Q15255 3,186 3.00 1/1/2043 3,197
FED HM LN PC POOL Q15508 1,080 3.50 2/1/2043 1,114
FED HM LN PC POOL Q15535 1,610 3.50 2/1/2043 1,661
FED HM LN PC POOL Q15536 2,853 3.00 2/1/2043 2,862
FED HM LN PC POOL Q15537 2,577 3.50 2/1/2043 2,659
FED HM LN PC POOL Q15659 1,889 3.50 2/1/2043 1,949
FED HM LN PC POOL Q15885 3,163 3.00 2/1/2043 3,174
FED HM LN PC POOL Q16096 1,600 3.00 2/1/2043 1,606
FED HM LN PC POOL Q16103 1,176 3.00 3/1/2043 1,180
FED HM LN PC POOL Q16369 609 3.00 3/1/2043 611
FED HM LN PC POOL Q16378 1,066 3.00 3/1/2043 1,070
FED HM LN PC POOL Q16398 1,022 3.00 3/1/2043 1,026
FED HM LN PC POOL Q16459 1,526 3.00 3/1/2043 1,532
FED HM LN PC POOL Q16503 595 3.00 3/1/2043 597
FED HM LN PC POOL Q16558 5,301 4.00 3/1/2043 5,586
FED HM LN PC POOL Q16804 1,304 3.50 3/1/2043 1,345
FED HM LN PC POOL Q17050 920 3.00 4/1/2043 923
FED HM LN PC POOL Q17167 1,301 3.00 4/1/2043 1,306
FED HM LN PC POOL Q17202 741 3.00 4/1/2043 743
FED HM LN PC POOL Q17287 3,446 3.00 4/1/2043 3,458
FED HM LN PC POOL Q17351 5,376 3.00 4/1/2043 5,394
FED HM LN PC POOL Q17357 526 3.00 4/1/2043 528
FED HM LN PC POOL Q17461 2,397 3.00 4/1/2043 2,405
FED HM LN PC POOL Q17826 2,044 3.00 4/1/2043 2,050
FED HM LN PC POOL Q17923 1,685 3.00 5/1/2043 1,690
FED HM LN PC POOL Q17933 2,107 3.00 5/1/2043 2,114
FED HM LN PC POOL Q17963 1,797 3.00 5/1/2043 1,803
FED HM LN PC POOL Q18350 1,587 3.50 5/1/2043 1,638
FED HM LN PC POOL Q18387 1,370 3.50 5/1/2043 1,413
FED HM LN PC POOL Q18388 617 3.50 5/1/2043 636
FED HM LN PC POOL Q18397 902 3.00 5/1/2043 905
FED HM LN PC POOL Q18473 69 4.00 5/1/2043 72
FED HM LN PC POOL Q18474 744 3.00 6/1/2043 747
FED HM LN PC POOL Q18578 2,724 3.50 5/1/2043 2,810
FED HM LN PC POOL Q18690 790 3.00 5/1/2043 792
FED HM LN PC POOL Q18702 732 3.50 5/1/2043 756
FED HM LN PC POOL Q18758 2,379 3.50 6/1/2043 2,454
FED HM LN PC POOL Q18816 1,331 3.50 6/1/2043 1,373
FED HM LN PC POOL Q19028 3,689 4.00 6/1/2043 3,887
FED HM LN PC POOL Q19067 3,476 3.50 5/1/2043 3,586
FED HM LN PC POOL Q19131 78 4.00 6/1/2043 82
FED HM LN PC POOL Q19134 55 4.00 6/1/2043 58
FED HM LN PC POOL Q19135 70 4.00 6/1/2043 73
FED HM LN PC POOL Q19236 58 4.00 6/1/2043 61
FED HM LN PC POOL Q19254 66 4.00 6/1/2043 70
FED HM LN PC POOL Q19313 872 3.00 6/1/2043 875
FED HM LN PC POOL Q19580 2,531 3.00 6/1/2043 2,539
FED HM LN PC POOL Q19611 554 4.00 7/1/2043 584
FED HM LN PC POOL Q19615 542 4.00 7/1/2043 571
FED HM LN PC POOL Q20121 466 4.00 7/1/2043 491
FED HM LN PC POOL Q20662 1,095 4.00 8/1/2043 1,154
FED HM LN PC POOL Q22080 952 4.00 9/1/2043 1,003
FED HM LN PC POOL Q22083 2,106 4.00 9/1/2043 2,219
FED HM LN PC POOL Q27927 3,653 3.50 8/1/2044 3,761
FED HM LN PC POOL Q28263 4,154 4.00 9/1/2044 4,373
FED HM LN PC POOL Q28711 7,349 3.50 9/1/2044 7,567
FED HM LN PC POOL Q28824 5,999 4.00 10/1/2044 6,315
FED HM LN PC POOL Q29099 3,545 4.00 10/1/2044 3,732
FED HM LN PC POOL Q29920 308 4.50 11/1/2044 330
FED HM LN PC POOL Q30804 2,780 4.00 1/1/2045 2,926
FED HM LN PC POOL Q31000 54,191 3.50 1/1/2045 55,707
FED HM LN PC POOL Q31194 2,969 3.50 2/1/2045 3,052
FED HM LN PC POOL Q31213 5,011 3.50 2/1/2045 5,151
FED HM LN PC POOL Q31214 4,326 3.50 2/1/2045 4,447
FED HM LN PC POOL Q31215 3,038 3.50 2/1/2045 3,123
FED HM LN PC POOL Q31486 917 4.00 2/1/2045 965
FED HM LN PC POOL Q31587 1,085 3.50 2/1/2045 1,115
FED HM LN PC POOL Q31816 2,355 3.50 2/1/2045 2,421
FED HM LN PC POOL Q31927 832 3.50 2/1/2045 855
FED HM LN PC POOL Q32015 962 3.50 2/1/2045 989
FED HM LN PC POOL Q32839 2,361 3.50 4/1/2045 2,427
FED HM LN PC POOL Q32980 2,450 4.00 4/1/2045 2,579
FED HM LN PC POOL Q33131 1,243 3.50 5/1/2045 1,278
FED HM LN PC POOL Q35225 4,063 3.50 8/1/2045 4,177
FED HM LN PC POOL Q35370 12,710 3.50 8/1/2045 13,065
FED HM LN PC POOL Q35497 7,102 3.50 8/1/2045 7,301
FED HM LN PC POOL Q35520 14,051 3.50 8/1/2045 14,444
FED HM LN PC POOL Q36814 1,812 4.00 10/1/2045 1,907
FED HM LN PC POOL Q36881 1,431 4.00 10/1/2045 1,506
FED HM LN PC POOL Q38892 401 4.00 2/1/2046 423
FED HM LN PC POOL Q39385 14,005 3.50 3/1/2046 14,397
FED HM LN PC POOL Q39487 4,348 4.00 3/1/2046 4,578
FED HM LN PC POOL Q39490 19,270 3.50 3/1/2046 19,810
FED HM LN PC POOL Q39829 17,446 3.50 4/1/2046 17,934
FED HM LN PC POOL Q39860 3,011 3.50 4/1/2046 3,096
FED HM LN PC POOL Q40015 4,032 4.00 4/1/2046 4,245
FED HM LN PC POOL Q40047 43,909 3.50 4/1/2046 45,138
FED HM LN PC POOL Q40356 694 4.00 5/1/2046 731
FED HM LN PC POOL Q40996 1,483 3.50 6/1/2046 1,524
FED HM LN PC POOL Q41024 1,901 3.00 6/1/2046 1,899
FED HM LN PC POOL Q41087 3,996 4.00 6/1/2046 4,208
FED HM LN PC POOL Q41142 1,293 3.50 5/1/2046 1,330
FED HM LN PC POOL Q41639 2,276 3.50 7/1/2046 2,340
FED HM LN PC POOL Q41771 1,555 3.00 6/1/2046 1,553
FED HM LN PC POOL Q42115 1,504 3.50 6/1/2046 1,546
FED HM LN PC POOL Q42805 1,759 4.00 9/1/2046 1,852
FED HM LN PC POOL Q43408 6,728 4.00 10/1/2046 7,084
FED HM LN PC POOL Q43776 2,429 3.50 7/1/2046 2,497
FED HM LN PC POOL Q44027 2,967 3.00 9/1/2046 2,963
FED HM LN PC POOL Q44454 94,862 3.00 11/1/2046 94,727
FED HM LN PC POOL Q44796 4,452 4.00 12/1/2046 4,688
FED HM LN PC POOL Q44966 43,723 3.50 12/1/2046 44,947
FED HM LN PC POOL Q45049 11,821 3.00 12/1/2046 11,804
FED HM LN PC POOL Q45070 13,795 3.50 12/1/2046 14,181
FED HM LN PC POOL Q45236 5,409 4.00 12/1/2044 5,694
FED HM LN PC POOL Q46017 3,660 3.50 2/1/2047 3,763
FED HM LN PC POOL Q46695 9,573 4.00 3/1/2047 10,082
FED HM LN PC POOL Q46801 4,908 4.00 3/1/2047 5,169
FED HM LN PC POOL Q46959 1,393 4.00 3/1/2047 1,467
FED HM LN PC POOL Q47146 5,156 4.00 4/1/2047 5,430
FED HM LN PC POOL Q47460 5,596 4.00 4/1/2047 5,893
FED HM LN PC POOL Q48584 1,041 3.50 6/1/2047 1,070
FED HM LN PC POOL Q48739 7,236 3.50 6/1/2047 7,438
FED HM LN PC POOL Q48900 3,502 3.50 6/1/2047 3,620
FED HM LN PC POOL U90245 568 3.50 10/1/2042 586
FED HM LN PC POOL U90316 192 4.00 10/1/2042 203
FED HM LN PC POOL U91254 689 4.00 4/1/2043 730
FED HM LN PC POOL U92272 237 4.50 12/1/2043 256
FED HM LN PC POOL U95137 399 4.00 8/1/2043 422
FED HM LN PC POOL U99045 2,411 3.50 3/1/2043 2,487
FED HM LN PC POOL U99076 1,930 4.50 12/1/2043 2,090
FED HM LN PC POOL U99084 1,572 4.50 2/1/2044 1,702
FED HM LN PC POOL U99091 498 4.50 3/1/2044 540
FED HM LN PC POOL U99114 235 3.50 2/1/2044 243
FED HM LN PC POOL V81087 6,677 4.00 2/1/2041 7,053
FED HM LN PC POOL V82290 29,202 4.00 4/1/2046 30,746
FED HM LN PC POOL V82769 5,016 4.00 11/1/2046 5,281
FED HM LN PC POOL V83092 2,500 3.50 3/1/2047 2,570
FED HM LN PC POOL V83156 5,861 4.50 4/1/2047 6,304
FED REPUBLIC OF BRAZIL 8,700 2.63 1/5/2023 8,065
FED REPUBLIC OF BRAZIL 10,300 4.25 1/7/2025 10,120
FED REPUBLIC OF BRAZIL 7,500 4.88 1/22/2021 7,860
FED REPUBLIC OF BRAZIL 1,010 5.00 1/27/2045 884
FED REPUBLIC OF BRAZIL 1,690 5.63 1/7/2041 1,627
FED REPUBLIC OF BRAZIL 2,000 5.88 1/15/2019 2,115
FEDERAL FARM CREDIT BANK 15,000 1.00 7/3/2019 14,997
FEDERAL FARM CREDIT BANK 15,000 1.02 6/12/2019 14,998
FEDERAL FARM CREDIT BANK 10,000 1.04 2/3/2020 10,000
FEDERAL FARM CREDIT BANK 15,000 1.15 3/13/2019 14,995
FEDERAL FARM CREDIT BANK 15,000 1.15 4/12/2019 14,997
FEDERAL FARM CREDIT BANK 15,000 1.17 10/3/2018 14,999
FEDERAL FARM CREDIT BANK 10,000 1.25 11/22/2017 9,995
FEDERAL FARM CREDIT BANK 25,000 1.25 12/18/2017 25,000
FEDERAL FARM CREDIT BANK 25,000 1.25 2/20/2018 24,979
FEDERAL FARM CREDIT BANK 10,000 1.26 8/29/2017 9,999
FEDERAL FARM CREDIT BANK 10,000 1.28 8/8/2018 10,000
FEDERAL FARM CREDIT BANK 25,000 1.30 11/27/2017 24,999
FEDERAL FARM CREDIT BANK 21,500 1.31 3/15/2019 21,500
FEDERAL FARM CREDIT BANK 10,000 1.31 1/29/2018 9,999
FEDERAL FARM CREDIT BANK 10,000 1.34 7/19/2018 10,000
FEDERAL FARM CREDIT BANK 15,000 1.36 5/16/2019 15,052
FEDERAL FARM CREDIT BANK 25,000 1.39 11/27/2017 24,998
FEDERAL FARM CREDIT BANK 15,000 1.43 9/17/2018 15,000
FEDERAL FARM CREDIT BANK 30,000 3.50 12/20/2023 32,204
FEDERAL HOME LOAN BANK 40,000 0.88 6/29/2018 39,834
FEDERAL HOME LOAN BANK 50,000 1.00 9/26/2019 49,497
FEDERAL HOME LOAN BANK 15,000 1.04 2/26/2018 15,000
FEDERAL HOME LOAN BANK 25,000 1.09 10/27/2017 25,000
FEDERAL HOME LOAN BANK 15,000 1.12 5/4/2018 15,001
FEDERAL HOME LOAN BANK 25,000 1.14 8/9/2017 25,000
FEDERAL HOME LOAN BANK 25,000 1.16 12/7/2017 24,999
FEDERAL HOME LOAN BANK 10,000 1.17 8/25/2017 10,000
FEDERAL HOME LOAN BANK 20,000 1.17 8/28/2017 20,000
FEDERAL HOME LOAN BANK 25,000 1.18 1/23/2019 25,002
FEDERAL HOME LOAN BANK 50,000 1.31 10/19/2017 50,000
FEDERAL HOME LOAN BANK 30,000 1.38 5/28/2019 29,972
FEDEX CORP 3,000 3.25 4/1/2026 3,022
FEDEX CORP 5,000 3.90 2/1/2035 4,981
FEDEX CORP 10,000 4.10 2/1/2045 9,797
FEDEX CORP 9,740 4.55 4/1/2046 10,219
FELCOR LODGING LP 400 5.63 3/1/2023 415
FELCOR LODGING LP 100 6.00 6/1/2025 107
FERRELLGAS LP/FERRELLGAS 725 6.50 5/1/2021 683
FERRELLGAS LP/FERRELLGAS 400 6.75 1/15/2022 376
FHLMC MULTIFAMILY STRUCTURED P 26,300 0.84 1/25/2024 1,066
FHLMC MULTIFAMILY STRUCTURED P 873 1.69 10/25/2021 47
FHLMC MULTIFAMILY STRUCTURED P 2,121 1.77 7/25/2021 116
FHLMC MULTIFAMILY STRUCTURED P 10,474 2.22 4/25/2023 10,522
FHLMC MULTIFAMILY STRUCTURED P 5,000 2.65 8/25/2026 4,927
FHLMC MULTIFAMILY STRUCTURED P 3,805 2.67 12/25/2024 3,818
FHLMC MULTIFAMILY STRUCTURED P 2,780 2.67 3/25/2026 2,758
FHLMC MULTIFAMILY STRUCTURED P 5,000 2.68 10/25/2022 5,089
FHLMC MULTIFAMILY STRUCTURED P 7,000 2.75 1/25/2026 6,992
FHLMC MULTIFAMILY STRUCTURED P 15,500 2.79 1/25/2022 15,903
FHLMC MULTIFAMILY STRUCTURED P 2,000 3.02 1/25/2025 2,051
FHLMC MULTIFAMILY STRUCTURED P 3,800 3.06 7/25/2023 3,928
FHLMC MULTIFAMILY STRUCTURED P 10,000 3.06 12/25/2024 10,290
FHLMC MULTIFAMILY STRUCTURED P 1,500 3.21 3/25/2025 1,556
FHLMC MULTIFAMILY STRUCTURED P 6,250 3.24 9/25/2024 6,513
FHLMC MULTIFAMILY STRUCTURED P 8,500 3.28 6/25/2025 8,859
FHLMC MULTIFAMILY STRUCTURED P 2,500 3.30 7/25/2024 2,616
FHLMC MULTIFAMILY STRUCTURED P 5,000 3.31 5/25/2023 5,236
FHLMC MULTIFAMILY STRUCTURED P 3,500 3.33 8/25/2025 3,659
FHLMC MULTIFAMILY STRUCTURED P 8,000 3.39 3/25/2024 8,419
FHLMC MULTIFAMILY STRUCTURED P 2,800 3.46 8/25/2023 2,955
FHLMC MULTIFAMILY STRUCTURED P 1,096 3.87 4/25/2021 1,164
FHLMC TBA 15 YR 2.5 20,164 2.50 8/16/2032 20,255
FHLMC TBA 15 YR 3 4,900 3.00 9/15/2031 5,031
FHLMC TBA 15 YR 3.5 4,000 3.50 7/18/2032 4,166
FHLMC TBA 30 YR 3 5,300 3.00 8/14/2047 5,280
FHLMC TBA 30 YR 3 168,500 3.00 9/13/2047 167,631
FHLMC TBA 30 YR 3.5 5,000 3.50 9/15/2046 5,137
FHLMC TBA 30 YR 3.5 13,400 3.50 8/14/2047 13,742
FHLMC TBA 30 YR 4 8,600 4.00 2/15/2046 9,045
FHLMC TBA 30 YR 4 25,150 4.00 8/14/2047 26,393
FIAT CHRYSLER AUTOMOBILE 1,000 4.50 4/15/2020 1,024
FIBRIA OVERSEAS FINANCE 3,000 5.50 1/17/2027 3,065
FICO STRIP PRIN 1,540 0.00 5/11/2018 1,521
FICO STRIP PRIN 1,450 0.00 11/2/2018 1,424
FIDELITY + GUARANTY LIFE 150 6.38 4/1/2021 155
FIFTH THIRD BANCORP 5,000 2.88 7/27/2020 5,091
FIFTH THIRD BANCORP 5,000 3.50 3/15/2022 5,177
FIFTH THIRD BANCORP 10,000 4.30 1/16/2024 10,519
FIRST ABU DHABI BANK PJS 2,220 2.25 2/11/2020 2,206
FIRST DATA CORP 1,950 0.00 6/2/2020 1,949
FIRST DATA CORP 1,393 0.00 7/8/2022 1,390
FIRST DATA CORP 4,064 0.00 4/26/2024 4,062
FIRST DATA CORPORATION 7,071 5.00 1/15/2024 7,272
FIRST DATA CORPORATION 2,536 5.38 8/15/2023 2,650
FIRST DATA CORPORATION 3,846 5.75 1/15/2024 4,002
FIRST DATA CORPORATION 3,141 7.00 12/1/2023 3,353
FIRST HORIZON MORTGAGE PASS TH 639 6.00 8/25/2036 589
FIRST QUANTUM MINERALS L 1,801 7.00 2/15/2021 1,844
FIRST QUANTUM MINERALS L 1,192 7.25 4/1/2023 1,167
FIRST QUANTUM MINERALS L 759 7.50 4/1/2025 744
FIRSTENERGY CORP 450 2.75 3/15/2018 453
FIRSTENERGY CORP 4,040 3.90 7/15/2027 4,062
FIRSTENERGY CORP 1,780 4.25 3/15/2023 1,872
FIRSTENERGY CORP 2,000 4.85 7/15/2047 2,038
FIRSTENERGY CORP 7,265 7.38 11/15/2031 9,585
FISERV INC 5,000 2.70 6/1/2020 5,056
FISERV INC 3,000 3.85 6/1/2025 3,121
FITNESS INTL LLC CALIF 615 0.00 7/1/2020 623
FLEX ACQUISITION CO INC 3,249 0.00 12/29/2023 3,256
FLEX ACQUISITION CO INC 302 6.88 1/15/2025 314
FLEX LTD 2,000 4.75 6/15/2025 2,139
FLORIDA EAST COAST HLDGS 1,791 6.75 5/1/2019 1,836
FLORIDA EAST COAST HLDGS 207 9.75 5/1/2020 222
FLORIDA POWER + LIGHT CO 5,000 4.05 6/1/2042 5,241
FLORIDA POWER + LIGHT CO 5,000 4.13 2/1/2042 5,301
FLUOR CORP 4,000 3.38 9/15/2021 4,145
FLY LEASING LTD 750 6.38 10/15/2021 786
FMG RESOURCES AUG 2006 236 4.75 5/15/2022 237
FMG RESOURCES AUG 2006 720 9.75 3/1/2022 820
FNMA POOL 190352 8,123 5.50 8/1/2034 9,022
FNMA POOL 254377 837 6.00 7/1/2032 928
FNMA POOL 254981 1,998 6.00 11/1/2033 2,219
FNMA POOL 257597 8 5.00 2/1/2024 8
FNMA POOL 357957 2,836 5.50 9/1/2035 3,152
FNMA POOL 555415 4,471 6.00 4/1/2033 4,964
FNMA POOL 676740 1,659 6.00 1/1/2033 1,839
FNMA POOL 725162 2,702 6.00 2/1/2034 3,000
FNMA POOL 730533 2,800 5.00 8/1/2033 3,066
FNMA POOL 730781 1,912 5.50 8/1/2033 2,128
FNMA POOL 745334 6,739 6.00 6/1/2035 7,472
FNMA POOL 759332 2,267 5.50 1/1/2034 2,518
FNMA POOL 772644 2,986 5.50 3/1/2034 3,316
FNMA POOL 807959 1,565 5.50 1/1/2035 1,739
FNMA POOL 831539 383 6.00 6/1/2036 428
FNMA POOL 838927 9,282 6.00 8/1/2035 10,337
FNMA POOL 844910 23 4.00 10/1/2020 24
FNMA POOL 845440 165 4.00 3/1/2021 170
FNMA POOL 852523 117 5.50 2/1/2036 130
FNMA POOL 888673 7,617 6.00 4/1/2035 8,445
FNMA POOL 889117 124 5.00 10/1/2035 135
FNMA POOL 889442 7,618 5.50 4/1/2038 8,475
FNMA POOL 890604 1,884 4.50 10/1/2044 2,022
FNMA POOL 915154 387 5.00 4/1/2037 425
FNMA POOL 930473 6,703 4.50 1/1/2039 7,308
FNMA POOL 930923 15,518 4.50 4/1/2039 16,726
FNMA POOL 931996 15,924 5.00 9/1/2039 17,451
FNMA POOL 932518 979 4.50 1/1/2040 1,055
FNMA POOL 984075 62 4.50 6/1/2023 65
FNMA POOL 992262 11 5.00 1/1/2039 12
FNMA POOL 995072 205 5.50 8/1/2038 228
FNMA POOL 995752 8,765 4.50 5/1/2039 9,448
FNMA POOL AA1078 10,000 4.50 1/1/2035 10,788
FNMA POOL AA6016 10,446 4.50 5/1/2039 11,260
FNMA POOL AA9342 25,066 4.50 8/1/2039 27,018
FNMA POOL AA9347 2,029 5.00 8/1/2039 2,224
FNMA POOL AB0133 579 5.00 1/1/2039 636
FNMA POOL AB0731 4,764 4.00 6/1/2039 5,045
FNMA POOL AB1228 42 5.00 7/1/2040 46
FNMA POOL AB2077 25,068 4.00 1/1/2041 26,471
FNMA POOL AB2457 15,872 4.00 3/1/2041 16,762
FNMA POOL AB3116 16,042 5.00 6/1/2041 17,588
FNMA POOL AB3271 24,594 4.50 7/1/2041 26,489
FNMA POOL AB3377 18,981 3.50 8/1/2026 19,766
FNMA POOL AB6508 3,478 3.00 10/1/2042 3,493
FNMA POOL AB8543 15,035 2.50 3/1/2028 15,199
FNMA POOL AB9587 4,457 4.00 6/1/2043 4,695
FNMA POOL AB9594 58 4.00 6/1/2043 61
FNMA POOL AB9597 58 4.00 6/1/2043 61
FNMA POOL AB9623 6,270 3.50 6/1/2033 6,525
FNMA POOL AB9683 534 4.00 6/1/2043 562
FNMA POOL AC8517 44 5.00 12/1/2039 48
FNMA POOL AD0218 2,958 6.00 9/1/2036 3,280
FNMA POOL AD0493 7,242 4.50 2/1/2039 7,797
FNMA POOL AD0716 8,898 6.50 12/1/2030 10,135
FNMA POOL AD1656 1,073 4.50 3/1/2040 1,156
FNMA POOL AD6510 35 5.00 5/1/2040 38
FNMA POOL AD6986 4,070 4.50 7/1/2040 4,385
FNMA POOL AE0082 1,916 5.00 5/1/2040 2,096
FNMA POOL AE0091 19,230 5.50 1/1/2038 21,403
FNMA POOL AE0758 519 7.00 2/1/2039 588
FNMA POOL AE2566 2,122 4.00 9/1/2040 2,241
FNMA POOL AE3007 10,203 5.00 9/1/2040 11,162
FNMA POOL AE5738 4,360 3.49 3/1/2041 4,596
FNMA POOL AE6057 3,362 4.00 10/1/2040 3,550
FNMA POOL AE9958 1,708 4.50 3/1/2041 1,840
FNMA POOL AH0924 2,974 4.00 12/1/2040 3,140
FNMA POOL AH0970 12,477 4.00 12/1/2025 13,075
FNMA POOL AH2739 125 5.00 1/1/2041 137
FNMA POOL AH3431 2,356 3.50 1/1/2026 2,453
FNMA POOL AH5139 43 5.00 2/1/2041 48
FNMA POOL AH5617 17,831 4.00 2/1/2026 18,725
FNMA POOL AH6782 34,513 4.00 3/1/2041 36,448
FNMA POOL AH6963 3,963 4.00 2/1/2026 4,162
FNMA POOL AH7030 990 4.50 3/1/2041 1,066
FNMA POOL AH8382 6 4.50 3/1/2041 7
FNMA POOL AH9689 5,602 4.00 4/1/2026 5,883
FNMA POOL AH9719 6,307 4.50 4/1/2041 6,793
FNMA POOL AI0511 151 5.00 4/1/2041 166
FNMA POOL AI1863 288 5.00 5/1/2041 316
FNMA POOL AI1892 1,460 5.00 5/1/2041 1,601
FNMA POOL AI2433 506 5.00 5/1/2041 555
FNMA POOL AI2443 250 5.00 5/1/2041 274
FNMA POOL AI2462 285 5.00 5/1/2041 313
FNMA POOL AI2469 8,625 5.00 5/1/2041 9,457
FNMA POOL AI2636 2,368 5.00 6/1/2041 2,597
FNMA POOL AI3278 1,236 4.00 5/1/2042 1,305
FNMA POOL AI4261 331 5.00 6/1/2041 363
FNMA POOL AI4594 4,139 5.00 7/1/2041 4,538
FNMA POOL AI7748 2,647 5.00 8/1/2041 2,902
FNMA POOL AI7824 10,470 4.00 7/1/2026 10,995
FNMA POOL AJ2600 627 4.00 5/1/2042 662
FNMA POOL AJ2601 620 4.00 5/1/2042 655
FNMA POOL AJ2607 417 4.00 5/1/2042 440
FNMA POOL AJ2613 1,067 4.00 5/1/2042 1,126
FNMA POOL AJ2615 396 4.00 5/1/2042 418
FNMA POOL AJ2620 1,151 4.00 6/1/2042 1,215
FNMA POOL AJ2621 715 4.00 6/1/2042 754
FNMA POOL AJ2636 1,511 3.50 6/1/2042 1,560
FNMA POOL AJ2650 652 3.50 7/1/2042 673
FNMA POOL AJ2654 634 4.00 7/1/2042 669
FNMA POOL AJ2656 580 4.00 7/1/2042 612
FNMA POOL AJ3120 3,092 4.50 10/1/2041 3,330
FNMA POOL AJ4190 12,198 4.00 12/1/2041 12,881
FNMA POOL AJ6937 20,279 3.50 11/1/2026 21,117
FNMA POOL AJ6958 5,998 3.50 11/1/2026 6,246
FNMA POOL AK4615 1,291 4.00 6/1/2042 1,363
FNMA POOL AK4652 1,339 3.50 9/1/2042 1,382
FNMA POOL AK5267 456 3.00 7/1/2027 469
FNMA POOL AK7733 731 4.00 5/1/2042 772
FNMA POOL AK8441 177 4.00 4/1/2042 187
FNMA POOL AL0069 496 5.00 11/1/2040 544
FNMA POOL AL0070 23 5.00 7/1/2039 26
FNMA POOL AL0215 4,928 4.50 4/1/2041 5,308
FNMA POOL AL0476 1,270 5.00 11/1/2040 1,390
FNMA POOL AL0484 671 5.50 5/1/2040 745
FNMA POOL AL1950 3,454 4.00 6/1/2042 3,648
FNMA POOL AL3508 200 4.00 4/1/2043 210
FNMA POOL AL4324 2,422 6.50 5/1/2040 2,731
FNMA POOL AL4471 4,068 4.00 9/1/2043 4,286
FNMA POOL AL4741 146 4.50 1/1/2044 158
FNMA POOL AL5082 43 4.50 3/1/2044 47
FNMA POOL AL5376 2,516 4.00 5/1/2044 2,651
FNMA POOL AL5540 340 4.50 7/1/2044 365
FNMA POOL AL5763 4,545 4.50 1/1/2027 4,808
FNMA POOL AL6084 12,970 4.00 12/1/2044 13,649
FNMA POOL AL6308 585 5.00 8/1/2038 643
FNMA POOL AL6399 34,355 3.50 2/1/2045 35,307
FNMA POOL AL6404 282 4.50 1/1/2045 302
FNMA POOL AL6526 7,570 3.50 3/1/2035 7,888
FNMA POOL AL6536 12,979 4.50 3/1/2045 13,926
FNMA POOL AL6620 10,816 4.50 8/1/2042 11,653
FNMA POOL AL7046 5,920 3.50 6/1/2045 6,084
FNMA POOL AL7320 5,171 3.00 9/1/2030 5,314
FNMA POOL AL7700 4,801 3.00 10/1/2030 4,931
FNMA POOL AL7828 28,930 4.50 11/1/2044 31,042
FNMA POOL AL8176 18,412 3.50 8/1/2030 19,193
FNMA POOL AL8600 10,779 3.50 4/1/2031 11,226
FNMA POOL AL9259 5,238 1.00 8/1/2031 5,460
FNMA POOL AL9500 102,120 3.00 8/1/2043 102,536
FNMA POOL AL9629 10,083 3.50 9/1/2036 10,480
FNMA POOL AL9632 55,914 3.00 11/1/2046 56,141
FNMA POOL AL9829 25,574 3.50 2/1/2047 26,284
FNMA POOL AL9883 39,770 3.00 4/1/2043 39,937
FNMA POOL AL9884 100,623 3.00 6/1/2043 101,033
FNMA POOL AL9885 79,026 3.50 6/1/2043 81,559
FNMA POOL AL9886 86,942 3.50 7/1/2043 89,729
FNMA POOL AL9887 109,267 3.50 7/1/2043 112,769
FNMA POOL AL9888 64,745 4.50 6/1/2045 69,471
FNMA POOL AM8674 220 2.81 4/1/2025 221
FNMA POOL AO0586 1,052 3.00 1/1/2028 1,082
FNMA POOL AO2315 1,480 3.00 12/1/2042 1,486
FNMA POOL AO2342 903 4.00 5/1/2042 953
FNMA POOL AO2348 840 4.00 6/1/2042 887
FNMA POOL AO2353 1,137 4.00 5/1/2042 1,201
FNMA POOL AO2489 768 3.50 5/1/2042 793
FNMA POOL AO2711 115 4.00 5/1/2042 122
FNMA POOL AO4170 60 4.00 6/1/2042 64
FNMA POOL AO4472 941 4.00 5/1/2042 993
FNMA POOL AO4479 421 4.00 5/1/2042 444
FNMA POOL AO5234 5,627 3.50 7/1/2042 5,808
FNMA POOL AO5238 2,085 4.00 6/1/2042 2,201
FNMA POOL AO5239 1,521 4.00 6/1/2042 1,606
FNMA POOL AO5380 812 4.00 6/1/2042 857
FNMA POOL AO5381 831 4.00 6/1/2042 877
FNMA POOL AO5648 853 4.00 7/1/2042 901
FNMA POOL AO5685 440 4.00 7/1/2042 465
FNMA POOL AO5709 1,074 4.00 6/1/2042 1,134
FNMA POOL AO5711 1,387 4.00 6/1/2042 1,464
FNMA POOL AO5724 528 4.00 7/1/2042 558
FNMA POOL AO6086 60 4.00 6/1/2042 63
FNMA POOL AO6227 679 3.00 9/1/2027 698
FNMA POOL AO6228 315 3.00 9/1/2027 324
FNMA POOL AO6387 2,909 3.50 6/1/2042 3,003
FNMA POOL AO6730 8,317 3.50 6/1/2042 8,584
FNMA POOL AO6908 62 4.00 6/1/2042 66
FNMA POOL AO7314 1,330 4.00 7/1/2042 1,405
FNMA POOL AO7328 1,473 3.50 8/1/2042 1,520
FNMA POOL AO7337 1,064 3.50 8/1/2042 1,098
FNMA POOL AO7340 1,264 3.50 8/1/2042 1,304
FNMA POOL AO7358 978 3.50 9/1/2042 1,009
FNMA POOL AO7370 1,722 3.50 9/1/2042 1,777
FNMA POOL AO7392 750 3.50 10/1/2042 774
FNMA POOL AO7501 58 4.00 6/1/2042 61
FNMA POOL AO7709 950 3.50 6/1/2042 981
FNMA POOL AO7710 854 4.00 6/1/2042 901
FNMA POOL AO7711 556 4.00 6/1/2042 587
FNMA POOL AO8388 1,761 3.50 7/1/2042 1,817
FNMA POOL AO8392 1,722 4.00 7/1/2042 1,818
FNMA POOL AO8394 885 4.00 7/1/2042 935
FNMA POOL AO8951 1,188 3.50 7/1/2042 1,227
FNMA POOL AO9068 235 4.00 7/1/2042 248
FNMA POOL AO9073 751 4.00 7/1/2042 793
FNMA POOL AO9191 654 3.00 7/1/2027 673
FNMA POOL AO9240 960 3.50 8/1/2042 991
FNMA POOL AO9315 791 3.50 7/1/2042 816
FNMA POOL AO9694 698 4.00 7/1/2042 737
FNMA POOL AO9859 46 4.00 7/1/2042 49
FNMA POOL AO9907 949 3.00 8/1/2027 976
FNMA POOL AO9908 390 3.00 8/1/2027 401
FNMA POOL AO9915 1,356 3.50 9/1/2042 1,399
FNMA POOL AP0300 941 4.00 7/1/2042 993
FNMA POOL AP0692 99 4.00 7/1/2042 104
FNMA POOL AP1112 420 3.00 8/1/2027 432
FNMA POOL AP1118 1,259 3.50 7/1/2042 1,299
FNMA POOL AP1190 630 3.50 8/1/2042 650
FNMA POOL AP1468 648 3.50 7/1/2042 669
FNMA POOL AP1879 659 3.50 7/1/2042 680
FNMA POOL AP1919 130 4.50 7/1/2042 140
FNMA POOL AP2191 1,802 3.50 9/1/2042 1,860
FNMA POOL AP2373 708 4.00 8/1/2042 748
FNMA POOL AP2530 109 4.00 8/1/2042 115
FNMA POOL AP2738 3,576 3.50 10/1/2042 3,691
FNMA POOL AP2958 75 4.00 8/1/2042 80
FNMA POOL AP3007 744 3.50 8/1/2042 768
FNMA POOL AP3589 1,898 3.50 8/1/2042 1,959
FNMA POOL AP4339 1,394 3.50 8/1/2042 1,439
FNMA POOL AP4356 4,835 3.50 8/1/2042 4,990
FNMA POOL AP4364 1,944 3.50 9/1/2042 2,007
FNMA POOL AP4374 513 3.50 9/1/2042 529
FNMA POOL AP4379 1,041 3.50 9/1/2042 1,074
FNMA POOL AP4485 651 3.50 9/1/2042 672
FNMA POOL AP4532 79 4.00 9/1/2042 83
FNMA POOL AP4903 125 4.00 9/1/2042 132
FNMA POOL AP5392 604 3.50 9/1/2042 623
FNMA POOL AP5584 1,006 3.00 8/1/2027 1,034
FNMA POOL AP5752 1,122 3.00 8/1/2027 1,154
FNMA POOL AP5755 655 3.00 8/1/2027 674
FNMA POOL AP5784 1,026 3.50 9/1/2042 1,059
FNMA POOL AP5858 912 3.00 1/1/2043 916
FNMA POOL AP5882 933 3.50 8/1/2042 963
FNMA POOL AP6193 287 3.00 8/1/2042 288
FNMA POOL AP6292 710 3.50 9/1/2042 733
FNMA POOL AP6406 690 3.50 9/1/2042 712
FNMA POOL AP6710 569 3.00 9/1/2027 585
FNMA POOL AP6711 558 3.00 9/1/2027 574
FNMA POOL AP6760 814 3.50 9/1/2042 840
FNMA POOL AP7399 241 4.00 9/1/2042 255
FNMA POOL AP7645 418 3.00 11/1/2042 419
FNMA POOL AP8743 2,886 3.50 10/1/2042 2,979
FNMA POOL AP8912 2,312 4.50 10/1/2042 2,489
FNMA POOL AP9000 511 2.50 2/1/2028 516
FNMA POOL AP9067 687 3.50 9/1/2042 709
FNMA POOL AP9071 955 3.50 9/1/2042 986
FNMA POOL AP9108 316 3.00 9/1/2027 325
FNMA POOL AP9229 116 4.00 10/1/2042 123
FNMA POOL AP9394 332 3.00 9/1/2027 342
FNMA POOL AP9633 672 2.50 10/1/2042 654
FNMA POOL AP9862 60 4.00 10/1/2042 63
FNMA POOL AQ0100 69 4.00 10/1/2042 73
FNMA POOL AQ0110 663 3.00 10/1/2027 682
FNMA POOL AQ0787 2,705 2.50 11/1/2027 2,736
FNMA POOL AQ1068 1,696 3.00 12/1/2042 1,703
FNMA POOL AQ1079 1,536 3.00 12/1/2042 1,543
FNMA POOL AQ1104 2,645 3.00 1/1/2043 2,656
FNMA POOL AQ1250 631 3.00 12/1/2027 648
FNMA POOL AQ1273 851 3.00 1/1/2028 875
FNMA POOL AQ1641 68 4.00 10/1/2042 72
FNMA POOL AQ2186 2,814 3.00 11/1/2042 2,826
FNMA POOL AQ3524 1,095 3.00 1/1/2043 1,100
FNMA POOL AQ3599 84 4.00 11/1/2042 88
FNMA POOL AQ3629 912 2.00 11/1/2027 896
FNMA POOL AQ3630 1,391 2.00 11/1/2027 1,366
FNMA POOL AQ4078 255 4.00 6/1/2043 269
FNMA POOL AQ4080 251 4.00 6/1/2043 265
FNMA POOL AQ4555 526 4.00 12/1/2042 555
FNMA POOL AQ4573 103 4.00 12/1/2042 109
FNMA POOL AQ5137 31 4.00 11/1/2042 33
FNMA POOL AQ5645 1,710 2.50 11/1/2027 1,729
FNMA POOL AQ5991 729 3.00 11/1/2042 732
FNMA POOL AQ6332 514 3.00 11/1/2042 516
FNMA POOL AQ6547 1,390 3.00 12/1/2042 1,396
FNMA POOL AQ6555 999 2.50 1/1/2028 1,010
FNMA POOL AQ6744 145 4.00 11/1/2042 153
FNMA POOL AQ6825 1,004 2.50 11/1/2027 1,015
FNMA POOL AQ6827 831 2.50 11/1/2027 840
FNMA POOL AQ7003 215 4.00 12/1/2042 227
FNMA POOL AQ7048 58 4.00 12/1/2042 61
FNMA POOL AQ7082 273 4.00 1/1/2043 288
FNMA POOL AQ7110 1,066 3.00 12/1/2042 1,070
FNMA POOL AQ7636 420 3.00 11/1/2027 432
FNMA POOL AQ7661 37 4.00 12/1/2042 39
FNMA POOL AQ7990 999 3.00 12/1/2042 1,003
FNMA POOL AQ8060 955 3.00 2/1/2043 959
FNMA POOL AQ8551 727 2.50 12/1/2027 735
FNMA POOL AQ9532 838 3.00 12/1/2042 841
FNMA POOL AQ9817 848 3.00 12/1/2042 852
FNMA POOL AQ9856 2,131 3.00 1/1/2043 2,140
FNMA POOL AR0152 16,563 3.00 2/1/2043 16,630
FNMA POOL AR0535 676 3.00 12/1/2042 679
FNMA POOL AR0539 622 3.00 12/1/2042 625
FNMA POOL AR1220 3,952 3.00 1/1/2028 4,064
FNMA POOL AR1511 535 3.00 12/1/2042 537
FNMA POOL AR1573 9,209 2.50 2/1/2028 9,309
FNMA POOL AR1594 644 2.50 12/1/2027 652
FNMA POOL AR2126 1,361 3.00 1/1/2043 1,366
FNMA POOL AR2145 751 3.50 2/1/2043 774
FNMA POOL AR2651 1,146 3.00 2/1/2043 1,151
FNMA POOL AR3174 2,784 2.50 2/1/2028 2,814
FNMA POOL AR3203 1,368 2.50 3/1/2028 1,383
FNMA POOL AR3226 1,711 2.50 4/1/2028 1,730
FNMA POOL AR3227 1,444 2.50 4/1/2028 1,460
FNMA POOL AR3241 934 3.00 1/1/2043 938
FNMA POOL AR3480 537 2.50 1/1/2028 543
FNMA POOL AR3481 974 2.50 1/1/2028 985
FNMA POOL AR3707 554 2.50 2/1/2028 560
FNMA POOL AR3906 670 3.00 2/1/2028 689
FNMA POOL AR4304 1,318 2.50 1/1/2028 1,333
FNMA POOL AR4319 956 2.50 2/1/2028 966
FNMA POOL AR4329 886 2.50 3/1/2028 896
FNMA POOL AR4854 355 2.50 1/1/2028 359
FNMA POOL AR4898 2,756 2.50 2/1/2028 2,786
FNMA POOL AR4924 403 2.50 1/1/2028 407
FNMA POOL AR5295 1,072 3.00 1/1/2043 1,076
FNMA POOL AR5792 1,174 3.00 3/1/2043 1,179
FNMA POOL AR5968 827 3.50 2/1/2043 853
FNMA POOL AR6328 910 2.50 2/1/2028 920
FNMA POOL AR6882 5,562 2.50 2/1/2028 5,623
FNMA POOL AR7092 725 2.50 4/1/2028 733
FNMA POOL AR7274 1,583 2.50 2/1/2028 1,601
FNMA POOL AR7475 923 3.00 2/1/2028 949
FNMA POOL AR7668 1,883 3.00 2/1/2028 1,936
FNMA POOL AR7682 731 3.00 2/1/2028 751
FNMA POOL AR8225 2,498 2.50 4/1/2028 2,525
FNMA POOL AR8658 2,950 2.50 4/1/2028 2,983
FNMA POOL AR9305 565 3.00 3/1/2028 581
FNMA POOL AR9549 2,209 2.50 5/1/2028 2,233
FNMA POOL AR9626 4,337 2.50 4/1/2028 4,384
FNMA POOL AS0021 17,165 3.00 7/1/2043 17,235
FNMA POOL AS0070 382 4.00 8/1/2043 404
FNMA POOL AS0560 224 4.50 9/1/2043 241
FNMA POOL AS1231 6,042 4.00 12/1/2043 6,365
FNMA POOL AS1765 26,017 4.00 2/1/2044 27,379
FNMA POOL AS2144 3,099 3.00 4/1/2029 3,184
FNMA POOL AS2172 3,521 4.50 3/1/2044 3,778
FNMA POOL AS2228 977 3.00 4/1/2029 1,004
FNMA POOL AS2244 301 4.50 4/1/2044 323
FNMA POOL AS2502 24,611 4.00 5/1/2044 25,900
FNMA POOL AS2519 2,333 4.50 5/1/2044 2,504
FNMA POOL AS2621 2,112 4.50 5/1/2044 2,266
FNMA POOL AS2796 1,905 2.50 7/1/2029 1,924
FNMA POOL AS2929 5,418 3.50 7/1/2034 5,645
FNMA POOL AS3451 2,594 4.00 9/1/2044 2,730
FNMA POOL AS3532 14,205 3.00 2/1/2044 14,263
FNMA POOL AS3815 6,925 3.50 11/1/2034 7,215
FNMA POOL AS3818 7,903 3.50 11/1/2034 8,234
FNMA POOL AS4271 148 4.50 1/1/2045 159
FNMA POOL AS4347 663 4.00 1/1/2045 698
FNMA POOL AS4354 984 4.50 1/1/2045 1,056
FNMA POOL AS4427 857 4.50 2/1/2045 921
FNMA POOL AS4431 470 4.50 2/1/2045 506
FNMA POOL AS4658 11,564 2.50 3/1/2030 11,662
FNMA POOL AS5075 5,473 2.50 5/1/2030 5,520
FNMA POOL AS5141 3,722 3.50 6/1/2045 3,825
FNMA POOL AS5272 8,583 3.50 6/1/2045 8,821
FNMA POOL AS5365 5,583 3.50 7/1/2045 5,737
FNMA POOL AS5385 3,889 4.00 7/1/2045 4,093
FNMA POOL AS5460 3,968 3.50 7/1/2045 4,078
FNMA POOL AS5863 12,337 3.50 9/1/2035 12,822
FNMA POOL AS6046 3,733 3.50 10/1/2035 3,880
FNMA POOL AS6328 6,641 3.50 12/1/2045 6,825
FNMA POOL AS6340 989 3.50 12/1/2045 1,016
FNMA POOL AS6491 19,798 4.00 1/1/2046 20,833
FNMA POOL AS6520 4,209 3.50 1/1/2046 4,326
FNMA POOL AS6541 912 3.50 1/1/2046 938
FNMA POOL AS6562 890 3.50 1/1/2046 915
FNMA POOL AS6675 5,054 4.00 2/1/2046 5,320
FNMA POOL AS7600 6,352 4.00 7/1/2046 6,686
FNMA POOL AS7812 76,723 3.50 8/1/2046 78,850
FNMA POOL AS8532 84,615 4.00 12/1/2046 89,073
FNMA POOL AS8551 32,106 3.00 12/1/2036 32,582
FNMA POOL AS8823 5,888 4.00 2/1/2047 6,198
FNMA POOL AS8847 2,440 3.00 2/1/2037 2,480
FNMA POOL AS8851 9,138 3.50 2/1/2037 9,476
FNMA POOL AS8852 1,945 3.50 2/1/2037 2,017
FNMA POOL AS9453 2,972 4.00 4/1/2047 3,128
FNMA POOL AT0387 582 3.00 2/1/2028 598
FNMA POOL AT0432 4,260 3.00 3/1/2043 4,277
FNMA POOL AT0534 42 4.50 9/1/2043 45
FNMA POOL AT0709 857 2.50 3/1/2028 866
FNMA POOL AT0891 2,193 2.50 3/1/2028 2,217
FNMA POOL AT1049 471 2.50 4/1/2028 476
FNMA POOL AT1329 506 2.50 3/1/2028 512
FNMA POOL AT1770 3,520 3.00 4/1/2028 3,620
FNMA POOL AT1965 1,250 2.50 5/1/2028 1,264
FNMA POOL AT1976 754 2.50 5/1/2028 762
FNMA POOL AT2016 13,805 3.00 4/1/2043 13,862
FNMA POOL AT2573 2,592 2.50 5/1/2028 2,620
FNMA POOL AT2721 2,112 3.00 5/1/2043 2,121
FNMA POOL AT2894 2,347 2.50 5/1/2028 2,372
FNMA POOL AT3154 3,428 3.00 4/1/2028 3,525
FNMA POOL AT3275 471 2.50 4/1/2028 477
FNMA POOL AT3343 684 2.50 5/1/2028 691
FNMA POOL AT3356 700 2.50 6/1/2028 708
FNMA POOL AT3357 1,310 2.50 5/1/2028 1,324
FNMA POOL AT3870 64 4.00 6/1/2043 68
FNMA POOL AT3874 136 4.00 6/1/2043 143
FNMA POOL AT3942 1,032 2.50 4/1/2028 1,043
FNMA POOL AT4253 3,495 3.00 6/1/2043 3,509
FNMA POOL AT4281 74 4.00 6/1/2043 78
FNMA POOL AT5165 9,763 3.00 5/1/2043 9,803
FNMA POOL AT6546 71 4.00 6/1/2043 75
FNMA POOL AT6549 63 4.00 6/1/2043 67
FNMA POOL AT7208 72 4.00 6/1/2043 76
FNMA POOL AT7288 1,389 3.50 6/1/2043 1,433
FNMA POOL AT7299 1,766 3.50 6/1/2043 1,822
FNMA POOL AT7698 198 4.00 6/1/2043 209
FNMA POOL AT8394 530 4.00 6/1/2043 558
FNMA POOL AT9627 69 4.00 7/1/2043 73
FNMA POOL AT9637 826 4.00 7/1/2043 870
FNMA POOL AT9653 694 4.00 7/1/2043 731
FNMA POOL AT9657 541 4.00 7/1/2043 569
FNMA POOL AT9839 68 4.00 6/1/2043 72
FNMA POOL AU0521 3,057 2.50 8/1/2028 3,091
FNMA POOL AU1690 8,461 4.00 8/1/2043 8,913
FNMA POOL AU1783 3,354 2.50 8/1/2028 3,390
FNMA POOL AU3707 8,496 3.50 8/1/2043 8,762
FNMA POOL AU5425 2,864 3.00 8/1/2043 2,875
FNMA POOL AU6423 162 4.50 10/1/2043 174
FNMA POOL AU6685 2,983 3.50 9/1/2028 3,108
FNMA POOL AU6704 12,289 4.00 10/1/2043 12,946
FNMA POOL AU8619 187 4.50 10/1/2043 201
FNMA POOL AU9537 123 4.50 10/1/2043 132
FNMA POOL AV0663 135 4.50 12/1/2043 145
FNMA POOL AV1419 4,441 4.00 11/1/2043 4,678
FNMA POOL AV3006 5,063 3.50 1/1/2029 5,276
FNMA POOL AV3560 150 4.50 11/1/2043 162
FNMA POOL AV5780 1,762 4.00 12/1/2043 1,856
FNMA POOL AV5979 2,737 4.00 12/1/2043 2,883
FNMA POOL AV6130 10,658 3.50 1/1/2029 11,107
FNMA POOL AV6366 10 4.50 1/1/2044 11
FNMA POOL AV6688 2,432 4.50 1/1/2044 2,612
FNMA POOL AV6910 127 4.50 6/1/2044 136
FNMA POOL AV7116 80 4.50 3/1/2044 87
FNMA POOL AV8156 2,767 4.50 1/1/2044 2,969
FNMA POOL AV8773 2,265 4.50 3/1/2044 2,431
FNMA POOL AV8895 1,501 3.50 2/1/2045 1,543
FNMA POOL AW0690 2,431 4.00 5/1/2044 2,558
FNMA POOL AW1038 4,827 3.50 4/1/2029 5,027
FNMA POOL AW7041 80 4.00 6/1/2044 84
FNMA POOL AW8124 3,959 3.50 2/1/2045 4,069
FNMA POOL AW9527 1,120 3.50 3/1/2045 1,151
FNMA POOL AX0147 82 4.50 9/1/2044 88
FNMA POOL AX1131 2,078 3.50 1/1/2045 2,136
FNMA POOL AX1310 12,372 4.00 9/1/2044 13,020
FNMA POOL AX3140 206 4.50 10/1/2044 221
FNMA POOL AX3208 8,717 4.00 9/1/2044 9,174
FNMA POOL AX4300 2,674 2.50 1/1/2030 2,696
FNMA POOL AX4302 1,890 2.50 1/1/2030 1,906
FNMA POOL AX4317 2,132 3.50 2/1/2045 2,191
FNMA POOL AX5209 8,700 4.00 10/1/2044 9,156
FNMA POOL AX5892 726 3.50 12/1/2044 747
FNMA POOL AX5903 1,254 3.50 1/1/2045 1,289
FNMA POOL AX6784 1,065 3.50 3/1/2045 1,094
FNMA POOL AX7364 2,205 3.50 12/1/2044 2,269
FNMA POOL AX7398 972 3.50 2/1/2045 999
FNMA POOL AX7814 5,994 3.50 6/1/2045 6,160
FNMA POOL AX7824 11,332 3.50 7/1/2045 11,647
FNMA POOL AX7915 796 3.50 1/1/2045 819
FNMA POOL AX7941 3,121 3.50 2/1/2045 3,207
FNMA POOL AX8751 1,602 4.00 2/1/2045 1,686
FNMA POOL AX8786 1,538 4.00 2/1/2045 1,618
FNMA POOL AX9545 1,346 3.50 2/1/2030 1,403
FNMA POOL AX9627 1,255 3.50 3/1/2045 1,289
FNMA POOL AX9628 2,577 3.50 3/1/2045 2,649
FNMA POOL AX9674 1,962 3.50 6/1/2045 2,017
FNMA POOL AX9824 1,027 4.00 3/1/2045 1,080
FNMA POOL AX9900 1,472 3.50 4/1/2030 1,535
FNMA POOL AX9964 3,686 4.00 12/1/2044 3,879
FNMA POOL AY0217 977 3.50 2/1/2045 1,004
FNMA POOL AY0766 4,368 3.50 3/1/2045 4,489
FNMA POOL AY1131 4,246 3.50 4/1/2045 4,363
FNMA POOL AY1201 1,128 3.50 1/1/2045 1,159
FNMA POOL AY1219 1,350 3.50 1/1/2045 1,388
FNMA POOL AY1386 3,931 3.07 1/1/2045 4,063
FNMA POOL AY1425 1,869 3.50 1/1/2045 1,921
FNMA POOL AY1857 1,729 3.00 1/1/2030 1,777
FNMA POOL AY2059 948 3.50 1/1/2045 975
FNMA POOL AY2242 1,479 3.50 4/1/2045 1,520
FNMA POOL AY2392 1,586 3.50 1/1/2045 1,630
FNMA POOL AY2535 1,330 3.50 1/1/2045 1,367
FNMA POOL AY2537 1,985 3.50 1/1/2045 2,040
FNMA POOL AY2932 1,696 3.50 4/1/2045 1,743
FNMA POOL AY2965 1,223 4.00 5/1/2045 1,287
FNMA POOL AY2982 4,448 3.50 6/1/2045 4,571
FNMA POOL AY2990 4,884 3.50 6/1/2045 5,020
FNMA POOL AY3709 1,792 3.50 2/1/2045 1,841
FNMA POOL AY3722 1,200 3.50 2/1/2045 1,233
FNMA POOL AY4223 1,609 3.50 5/1/2030 1,677
FNMA POOL AY4501 3,917 3.50 2/1/2045 4,025
FNMA POOL AY4557 4,071 3.50 2/1/2045 4,184
FNMA POOL AY4909 1,020 3.50 2/1/2045 1,048
FNMA POOL AY5024 2,153 4.00 3/1/2045 2,266
FNMA POOL AY5144 2,635 2.50 4/1/2030 2,658
FNMA POOL AY5200 1,109 4.00 4/1/2045 1,167
FNMA POOL AY5618 30,346 4.00 6/1/2045 31,933
FNMA POOL AY5707 2,907 4.50 4/1/2045 3,126
FNMA POOL AY5864 892 3.50 4/1/2045 917
FNMA POOL AY6949 2,719 3.50 4/1/2045 2,795
FNMA POOL AY7502 2,120 3.50 4/1/2045 2,179
FNMA POOL AY7816 1,348 3.50 4/1/2045 1,386
FNMA POOL AY8183 1,079 4.00 7/1/2045 1,136
FNMA POOL AY8323 1,597 3.50 5/1/2045 1,642
FNMA POOL AY8339 1,347 3.50 5/1/2045 1,385
FNMA POOL AY8363 1,860 3.50 5/1/2045 1,911
FNMA POOL AY8778 4,258 3.50 5/1/2045 4,376
FNMA POOL AY9042 15,496 3.00 5/1/2035 15,751
FNMA POOL AY9358 2,128 3.50 5/1/2045 2,187
FNMA POOL AY9739 1,253 3.50 7/1/2045 1,287
FNMA POOL AZ0454 1,124 3.50 4/1/2030 1,172
FNMA POOL AZ0532 4,616 2.88 9/1/2045 4,719
FNMA POOL AZ0536 4,865 3.00 9/1/2030 4,996
FNMA POOL AZ1362 1,001 3.50 6/1/2030 1,044
FNMA POOL AZ1591 1,491 4.50 7/1/2045 1,603
FNMA POOL AZ1765 1,256 4.50 7/1/2045 1,351
FNMA POOL AZ1792 3,059 4.50 7/1/2045 3,290
FNMA POOL AZ2142 7,138 3.50 7/1/2045 7,336
FNMA POOL AZ2675 8,026 3.50 11/1/2045 8,248
FNMA POOL AZ3224 2,138 3.50 6/1/2030 2,228
FNMA POOL AZ3315 952 2.50 6/1/2030 960
FNMA POOL AZ3370 10,591 3.00 7/1/2030 10,876
FNMA POOL AZ4221 1,005 3.50 8/1/2045 1,033
FNMA POOL AZ4619 3,911 3.50 7/1/2030 4,077
FNMA POOL AZ4632 2,010 4.50 8/1/2045 2,162
FNMA POOL AZ4658 803 4.50 8/1/2045 863
FNMA POOL AZ4998 1,030 3.50 8/1/2045 1,058
FNMA POOL AZ5850 13,175 3.50 7/1/2045 13,540
FNMA POOL AZ6452 2,288 3.50 2/1/2046 2,351
FNMA POOL AZ7635 1,235 3.50 8/1/2030 1,288
FNMA POOL AZ7636 918 3.50 8/1/2030 957
FNMA POOL AZ8594 1,968 2.50 8/1/2030 1,985
FNMA POOL AZ8877 1,138 4.50 9/1/2045 1,224
FNMA POOL AZ9023 3,155 3.00 9/1/2030 3,240
FNMA POOL AZ9241 11,916 3.50 10/1/2045 12,247
FNMA POOL AZ9249 814 4.50 10/1/2045 876
FNMA POOL AZ9537 6,778 4.00 11/1/2045 7,132
FNMA POOL BA0119 943 3.50 8/1/2030 983
FNMA POOL BA1064 1,089 4.50 11/1/2045 1,171
FNMA POOL BA1135 1,143 3.50 10/1/2045 1,175
FNMA POOL BA1265 6,801 3.50 10/1/2045 6,989
FNMA POOL BA2896 3,208 3.50 11/1/2030 3,345
FNMA POOL BA2906 7,264 4.00 11/1/2045 7,644
FNMA POOL BA2925 10,213 4.00 12/1/2045 10,747
FNMA POOL BA3026 3,919 4.00 12/1/2045 4,124
FNMA POOL BA4711 7,396 3.50 12/1/2030 7,710
FNMA POOL BA4712 5,759 3.50 12/1/2030 6,004
FNMA POOL BA4751 3,113 3.50 1/1/2031 3,245
FNMA POOL BA4794 8,442 3.50 2/1/2046 8,675
FNMA POOL BA7115 1,346 4.00 1/1/2046 1,416
FNMA POOL BC0184 3,706 2.50 1/1/2031 3,737
FNMA POOL BC0383 915 4.50 12/1/2045 984
FNMA POOL BC0490 921 4.50 12/1/2045 991
FNMA POOL BC0511 1,056 4.50 12/1/2045 1,136
FNMA POOL BC0884 65,086 3.00 5/1/2046 65,041
FNMA POOL BC0985 1,538 3.00 12/1/2030 1,580
FNMA POOL BC0996 6,403 3.50 1/1/2046 6,581
FNMA POOL BC1145 13,169 3.50 6/1/2046 13,534
FNMA POOL BC1492 9,819 3.50 8/1/2046 10,091
FNMA POOL BC1523 2,898 3.00 8/1/2031 2,975
FNMA POOL BC3626 1,826 4.50 3/1/2046 1,963
FNMA POOL BC5460 4,590 3.50 3/1/2046 4,717
FNMA POOL BC5982 18,523 3.50 4/1/2046 19,036
FNMA POOL BC6826 1,029 3.50 6/1/2046 1,057
FNMA POOL BC9003 5,848 3.00 11/1/2046 5,844
FNMA POOL BC9086 9,127 3.00 12/1/2046 9,121
FNMA POOL BD1691 812 3.50 6/1/2046 835
FNMA POOL BD2302 4,209 3.50 7/1/2046 4,326
FNMA POOL BD2385 20,380 4.00 12/1/2046 21,454
FNMA POOL BD2961 2,654 3.50 7/1/2046 2,727
FNMA POOL BD3089 6,794 4.00 7/1/2046 7,152
FNMA POOL BD3673 3,852 4.00 7/1/2046 4,055
FNMA POOL BD3683 12,537 3.50 7/1/2031 13,072
FNMA POOL BD4412 8,711 3.50 7/1/2046 8,953
FNMA POOL BD5386 2,653 3.50 8/1/2046 2,727
FNMA POOL BD5720 1,123 3.00 11/1/2031 1,153
FNMA POOL BD5987 1,686 3.50 6/1/2046 1,732
FNMA POOL BD8214 2,715 3.50 9/1/2046 2,791
FNMA POOL BD8455 2,997 3.00 10/1/2031 3,077
FNMA POOL BE2940 4,472 4.00 12/1/2046 4,707
FNMA POOL BE5190 4,988 3.50 2/1/2047 5,126
FNMA POOL BE7555 4,732 3.50 2/1/2047 4,863
FNMA POOL BE7970 5,342 4.00 2/1/2047 5,623
FNMA POOL BE8056 7,940 4.00 4/1/2047 8,359
FNMA POOL BE8939 1,223 4.00 3/1/2047 1,288
FNMA POOL BE8949 1,262 4.00 4/1/2047 1,328
FNMA POOL BE8960 2,292 4.00 5/1/2047 2,412
FNMA POOL BE8967 2,379 4.00 5/1/2047 2,504
FNMA POOL BE8977 1,272 4.00 6/1/2047 1,351
FNMA POOL BE9537 1,018 3.50 3/1/2037 1,055
FNMA POOL BF0109 4,852 4.00 2/1/2056 5,123
FNMA POOL BH0166 3,081 4.00 3/1/2047 3,243
FNMA POOL BH0360 5,181 3.50 4/1/2047 5,325
FNMA POOL BH0905 3,962 4.00 4/1/2047 4,171
FNMA POOL BH0961 1,554 4.00 5/1/2047 1,651
FNMA POOL BH1265 1,347 3.50 5/1/2032 1,410
FNMA POOL BH1814 1,445 3.50 5/1/2032 1,512
FNMA POOL BH1818 2,481 3.50 6/1/2047 2,564
FNMA POOL BH2136 5,875 4.00 4/1/2047 6,185
FNMA POOL BH2155 9,969 4.00 5/1/2047 10,495
FNMA POOL BH2859 1,063 3.50 5/1/2032 1,113
FNMA POOL BH2929 2,586 3.50 5/1/2047 2,672
FNMA POOL BH2957 6,043 3.50 6/1/2047 6,244
FNMA POOL BH2959 2,827 4.00 6/1/2047 3,002
FNMA POOL BH4244 2,016 3.50 6/1/2047 2,084
FNMA POOL BH4260 4,447 3.50 6/1/2047 4,596
FNMA POOL BH4307 3,023 3.00 6/1/2032 3,109
FNMA POOL BH4621 2,640 3.50 6/1/2047 2,728
FNMA POOL BM1039 14,863 3.50 4/1/2047 15,275
FNMA POOL BM1105 8,191 5.00 7/1/2041 9,006
FNMA POOL BM1248 4,750 4.50 9/1/2046 5,102
FNMA POOL MA0024 17 4.50 4/1/2024 18
FNMA POOL MA0043 107 4.00 4/1/2024 112
FNMA POOL MA0078 30 4.00 5/1/2024 31
FNMA POOL MA0586 6 3.50 12/1/2025 6
FNMA POOL MA0591 75 5.00 11/1/2040 83
FNMA POOL MA0651 172 3.50 2/1/2041 177
FNMA POOL MA0699 178 4.00 4/1/2041 188
FNMA POOL MA0751 1,142 3.50 4/1/2031 1,190
FNMA POOL MA0913 310 4.50 11/1/2031 333
FNMA POOL MA0939 362 4.50 12/1/2031 389
FNMA POOL MA0968 81 4.50 12/1/2031 87
FNMA POOL MA1177 334 3.50 9/1/2042 345
FNMA POOL MA1213 748 3.50 10/1/2042 771
FNMA POOL MA1221 60 4.50 9/1/2042 65
FNMA POOL MA1253 67 4.00 11/1/2042 71
FNMA POOL MA1510 73 4.00 7/1/2043 78
FNMA POOL MA1547 230 4.00 8/1/2043 244
FNMA POOL MA1591 364 4.50 9/1/2043 394
FNMA POOL MA1629 305 4.50 10/1/2043 331
FNMA POOL MA1652 17,179 3.50 11/1/2033 17,878
FNMA POOL MA1664 233 4.50 11/1/2043 252
FNMA POOL MA1711 302 4.50 12/1/2043 327
FNMA POOL MA2005 1,968 4.50 8/1/2044 2,112
FNMA POOL MA2670 60,924 3.00 7/1/2046 60,881
FNMA POOL MA2705 37,746 3.00 8/1/2046 37,720
FNMA POOL MA2872 5,382 4.50 1/1/2047 5,787
FNMA POOL MA3058 15,550 4.00 7/1/2047 16,369
FNMA POOL MB0228 716 2.50 2/1/2028 724
FNMA TBA 15 YR 2.5 127,319 2.50 8/16/2032 127,836
FNMA TBA 15 YR 3 11,000 3.00 7/18/2032 11,288
FNMA TBA 15 YR 3 1,400 3.00 8/16/2032 1,435
FNMA TBA 15 YR 3.5 3,100 3.50 1/25/2028 3,225
FNMA TBA 30 YR 3 13,600 3.00 8/14/2047 13,561
FNMA TBA 30 YR 3 112,200 3.00 9/13/2047 111,709
FNMA TBA 30 YR 3.5 7,000 3.50 7/25/2046 7,189
FNMA TBA 30 YR 3.5 23,900 3.50 8/14/2047 24,506
FNMA TBA 30 YR 4 16,500 4.00 5/25/2046 17,345
FNMA TBA 30 YR 4 16,015 4.00 8/14/2047 16,807
FNMA TBA 30 YR 4.5 5,500 4.50 7/13/2047 5,899
FNMA TBA 30 YR 5 7,900 5.00 8/14/2047 8,741
FOCUS FINL PARTNERS LLC 1,220 0.00 7/3/2024 1,228
FORD CREDIT AUTO OWNER TRUST/F 6,123 2.62 8/15/2028 6,195
FORD CREDIT FLOORPLAN MASTER O 5,761 1.49 9/15/2019 5,761
FORD CREDIT FLOORPLAN MASTER O 5,000 2.06 2/15/2021 5,000
FORD CREDIT FLOORPLAN MASTER O 4,147 2.07 5/15/2022 4,148
FORD HOLDINGS LLC 6,970 9.30 3/1/2030 9,688
FORD MOTOR COMPANY 5,000 4.35 12/8/2026 5,145
FORD MOTOR COMPANY 4,420 4.75 1/15/2043 4,255
FORD MOTOR COMPANY 2,950 7.45 7/16/2031 3,720
FORD MOTOR CREDIT CO LLC 3,000 2.02 6/12/2020 3,000
FORD MOTOR CREDIT CO LLC 3,000 2.16 1/9/2020 3,021
FORD MOTOR CREDIT CO LLC 5,000 2.60 11/4/2019 5,034
FORD MOTOR CREDIT CO LLC 5,000 2.94 1/8/2019 5,062
FORD MOTOR CREDIT CO LLC 5,000 3.10 5/4/2023 4,936
FORD MOTOR CREDIT CO LLC 1,060 3.20 1/15/2021 1,077
FORD MOTOR CREDIT CO LLC 5,000 3.22 1/9/2022 5,050
FORD MOTOR CREDIT CO LLC 5,000 4.39 1/8/2026 5,152
FORD MOTOR CREDIT CO LLC 13,200 5.88 8/2/2021 14,686
FORESIGHT ENERGY LLC 798 0.00 3/28/2022 759
FOREST LABORATORIES LLC 13,000 5.00 12/15/2021 14,184
FORTIVE CORPORATION 3,000 3.15 6/15/2026 2,998
FORTIVE CORPORATION 3,000 4.30 6/15/2046 3,115
FORTRESS INVESTMENT GROUP LLC 460 0.00 6/14/2022 462
FORTUNE BRANDS HOME + SE 3,000 3.00 6/15/2020 3,041
FOUR SEASONS HLDGS INC 246 0.00 11/30/2023 248
FRANCE (GOVT OF) 509 0.10 3/1/2021 607
FRANCE (GOVT OF) 511 0.10 7/25/2021 612
FRANCE (GOVT OF) 532 0.10 3/1/2025 642
FRANCE (GOVT OF) 1,244 0.10 7/25/2047 1,394
FRANCE (GOVT OF) 2,889 0.25 7/25/2018 3,349
FRANCE (GOVT OF) 2,936 0.25 7/25/2024 3,603
FRANCE (GOVT OF) 714 0.70 7/25/2030 915
FRANCE (GOVT OF) 5,872 1.10 7/25/2022 7,446
FRANCE (GOVT OF) 2,240 1.30 7/25/2019 2,691
FRANCE (GOVT OF) 2,756 1.80 7/25/2040 4,442
FRANCE (GOVT OF) 3,307 1.85 7/25/2027 4,659
FRANCE (GOVT OF) 4,537 2.10 7/25/2023 6,154
FRANCE (GOVT OF) 5,215 2.25 7/25/2020 6,602
FRANCE (GOVT OF) 3,774 3.15 7/25/2032 6,509
FRANCE (GOVT OF) 3,638 3.40 7/25/2029 6,099
FREDDIE MAC 65,000 0.75 4/9/2018 64,732
FREDDIE MAC 15,000 0.90 8/10/2018 15,000
FREDDIE MAC 20,000 1.00 7/27/2018 20,000
FREDDIE MAC 10,000 1.00 7/27/2018 9,994
FREDDIE MAC 50,000 1.13 4/15/2019 49,759
FREDDIE MAC 20,000 1.24 3/8/2018 20,000
FREDDIE MAC 25,000 1.24 1/16/2018 25,000
FREDDIE MAC 25,000 1.34 7/21/2017 25,000
FREDDIE MAC 35,509 1.56 9/15/2045 35,567
FREDDIE MAC 78,200 2.38 1/13/2022 79,808
FREDDIE MAC 5,094 2.50 8/15/2027 415
FREDDIE MAC 888 3.00 9/15/2031 88
FREDDIE MAC 860 3.50 6/15/2027 87
FREDDIE MAC 8,844 4.00 1/15/2033 9,425
FREDDIE MAC 1,244 4.79 10/15/2041 204
FREDDIE MAC 1,096 4.87 9/15/2037 194
FREDDIE MAC 446 5.04 5/15/2039 56
FREDDIE MAC 169 5.09 9/15/2042 28
FREDDIE MAC 624 5.13 11/15/2036 107
FREDDIE MAC 52,000 6.25 7/15/2032 73,816
FREDDIE MAC STACR 2,880 2.52 3/25/2029 2,899
FREDDIE MAC STACR 5,480 3.07 10/25/2027 5,590
FREDDIE MAC STACR 8,837 3.22 12/25/2028 9,046
FREDDIE MAC STACR 5,220 3.42 9/25/2024 5,362
FREDDIE MAC STACR 5,271 3.47 11/25/2028 5,416
FREDDIE MAC STACR 8,110 3.92 7/25/2028 8,408
FREDDIE MAC STACR 2,780 4.67 10/25/2029 2,928
FREDDIE MAC STACR 3,030 6.17 7/25/2029 3,249
FREDDIE MAC REFERENCE REMIC 234 6.00 5/15/2036 265
FREDDIE MAC WHOLE LOAN SECURIT 1,948 3.86 7/25/2046 1,938
FREEDOM MORTGAGE CORPORATION 1,038 0.00 2/23/2022 1,038
FREEPORT MCMORAN INC 3,919 2.38 3/15/2018 3,899
FREEPORT MCMORAN INC 2,519 3.10 3/15/2020 2,462
FREEPORT MCMORAN INC 1,830 3.55 3/1/2022 1,718
FREEPORT MCMORAN INC 8,948 3.88 3/15/2023 8,363
FREEPORT MCMORAN INC 1,499 4.00 11/14/2021 1,469
FREEPORT MCMORAN INC 1,659 4.55 11/14/2024 1,566
FREEPORT MCMORAN INC 621 5.40 11/14/2034 557
FREEPORT MCMORAN INC 3,150 5.45 3/15/2043 2,720
FREEPORT MCMORAN INC 119 6.50 11/15/2020 122
FREMF MORTGAGE TRUST 20,093 0.20 5/25/2045 156
FREMF MORTGAGE TRUST 2,024 3.78 10/25/2045 2,035
FREMF MORTGAGE TRUST 4,742 4.07 7/25/2045 4,830
FRESENIUS MED CARE II 1,450 5.88 1/31/2022 1,611
FRESH MARKET INC 670 9.75 5/1/2023 561
FRONTIER COMMUNICATIONS 1,855 6.25 9/15/2021 1,656
FRONTIER COMMUNICATIONS 3,512 6.88 1/15/2025 2,744
FRONTIER COMMUNICATIONS 335 7.13 3/15/2019 351
FRONTIER COMMUNICATIONS 558 7.13 1/15/2023 466
FRONTIER COMMUNICATIONS 1,330 7.63 4/15/2024 1,096
FRONTIER COMMUNICATIONS 889 8.13 10/1/2018 940
FRONTIER COMMUNICATIONS 1,000 9.25 7/1/2021 981
FRONTIER COMMUNICATIONS 1,250 10.50 9/15/2022 1,195
FTE VERWALTUNGS GMBH 100 9.00 7/15/2020 119
FTI CONSULTING INC 400 6.00 11/15/2022 415
GALAXY FINCO LTD 100 7.88 11/15/2021 133
GALLERIA CO 377 0.00 9/29/2023 379
GAMESTOP CORP 400 6.75 3/15/2021 417
GAP INC/THE 8,000 5.95 4/12/2021 8,669
GARDA WORLD SEC CORP 923 0.00 5/24/2024 929
GARTNER INC 317 5.13 4/1/2025 333
GAS NATURAL FENOSA FINAN 100 3.38 12/29/2049 116
GATES GLOBAL LLC 806 0.00 4/1/2024 806
GATES GLOBAL LLC 100 5.75 7/15/2022 117
GATES GLOBAL LLC 2,249 6.00 7/15/2022 2,256
GATEWAY CASINOS + ENTERT 1,700 8.25 3/1/2024 1,771
GATEWAY CASINOS + ENTMT LTD 610 0.00 2/22/2023 614
GCA SERVICES GROUP INC. 2,547 0.00 3/1/2023 2,553
GCCFC COMMERCIAL MORTGAGE TRUS 246 5.74 12/10/2049 247
GCP APPLIED TECHNOLOGIES 500 9.50 2/1/2023 568
GE CAPITAL INTL FUNDING 5,325 2.34 11/15/2020 5,368
GE CAPITAL INTL FUNDING 2,757 3.37 11/15/2025 2,849
GE CAPITAL INTL FUNDING 22,775 4.42 11/15/2035 24,786
GE COMMERCIAL MORTGAGE CORPORA 130 5.68 12/10/2049 68
GENERAC POWER SYSTEMS INC 674 0.00 5/31/2023 673
GENERAL CABLE CORP 300 5.75 10/1/2022 298
GENERAL ELECTRIC CO 5,000 2.70 10/9/2022 5,080
GENERAL ELECTRIC CO 50 4.38 9/16/2020 54
GENERAL ELECTRIC CO 10,400 4.50 3/11/2044 11,555
GENERAL ELECTRIC CO 140 4.65 10/17/2021 154
GENERAL ELECTRIC CO 324 5.30 2/11/2021 358
GENERAL ELECTRIC CO 1,518 5.50 1/8/2020 1,652
GENERAL ELECTRIC CO 10,880 6.75 3/15/2032 14,906
GENERAL ELECTRIC CO 1,376 6.88 1/10/2039 1,991
GENERAL MILLS INC 5,000 3.15 12/15/2021 5,146
GENERAL MILLS INC 5,500 4.15 2/15/2043 5,490
GENERAL MOTORS CO 6,000 4.88 10/2/2023 6,440
GENERAL MOTORS CO 5,190 5.00 4/1/2035 5,223
GENERAL MOTORS CO 7,170 6.25 10/2/2043 7,992
GENERAL MOTORS FINL CO 3,000 2.09 4/13/2020 3,014
GENERAL MOTORS FINL CO 3,000 2.40 5/9/2019 3,007
GENERAL MOTORS FINL CO 3,000 3.20 7/6/2021 3,036
GENERAL MOTORS FINL CO 210 3.25 5/15/2018 212
GENERAL MOTORS FINL CO 5,130 3.45 4/10/2022 5,209
GENERAL MOTORS FINL CO 3,000 3.70 11/24/2020 3,100
GENERAL MOTORS FINL CO 3,000 3.95 4/13/2024 3,041
GENERAL MOTORS FINL CO 5,000 4.00 10/6/2026 4,969
GENERAL MOTORS FINL CO 11,000 4.25 5/15/2023 11,503
GENERAL MOTORS FINL CO 6,250 4.38 9/25/2021 6,600
GENERAL MOTORS FINL CO 5,000 5.25 3/1/2026 5,398
GENESIS ENERGY LP/GENESI 300 5.63 6/15/2024 285
GENESIS ENERGY LP/GENESI 599 5.75 2/15/2021 599
GENESIS ENERGY LP/GENESI 500 6.75 8/1/2022 500
GENESYS/GREENEDEN LUX/US 2,630 10.00 11/30/2024 2,956
GENWORTH HOLDINGS INC 275 3.18 11/15/2066 103
GENWORTH HOLDINGS INC 3,000 4.80 2/15/2024 2,473
GEO GROUP INC/THE 509 5.13 4/1/2023 512
GEO GROUP INC/THE 535 5.88 1/15/2022 554
GEO GROUP INC/THE 860 5.88 10/15/2024 890
GEO GROUP INC/THE 192 6.00 4/15/2026 200
GEORGIA POWER CO 4,000 3.25 4/1/2026 3,979
GESTAMP FUND LUX SA 100 3.50 5/15/2023 119
GFL ENVIRONMENTAL INC 504 5.63 5/1/2022 515
GFL ENVIRONMENTAL INC 673 9.88 2/1/2021 730
GHX ULTIMATE PARENT CORP 1,070 0.00 5/31/2024 1,069
GIBRALTAR INDUSTRIES INC 250 6.25 2/1/2021 259
GIBSON ENERGY INC 132 6.75 7/15/2021 137
GILEAD SCIENCES INC 5,000 3.50 2/1/2025 5,136
GILEAD SCIENCES INC 5,240 3.65 3/1/2026 5,389
GILEAD SCIENCES INC 540 3.70 4/1/2024 563
GILEAD SCIENCES INC 5,000 4.40 12/1/2021 5,389
GILEAD SCIENCES INC 5,000 4.50 2/1/2045 5,283
GILEAD SCIENCES INC 3,000 4.60 9/1/2035 3,241
GILEAD SCIENCES INC 530 4.75 3/1/2046 581
GILEAD SCIENCES INC 2,000 4.80 4/1/2044 2,196
GILEAD SCIENCES INC 5,000 5.65 12/1/2041 6,051
GIM CHANNELVIEW COGENERATION L 829 0.00 5/8/2020 761
GLASS CONTAINER ACQUISITION L 1,700 0.00 12/7/2023 1,708
GLAXOSMITHKLINE CAP INC 1,540 5.65 5/15/2018 1,594
GLAXOSMITHKLINE CAPITAL 12,330 2.85 5/8/2022 12,600
GLENCORE CANADA CORP 2,000 6.20 6/15/2035 2,227
GLENCORE FINANCE CANADA 1,660 2.70 10/25/2017 1,663
GLENCORE FINANCE CANADA 1,690 4.25 10/25/2022 1,750
GLENCORE FUNDING LLC 5,860 4.00 4/16/2025 5,855
GLENCORE FUNDING LLC 6,520 4.00 3/27/2027 6,427
GLENCORE FUNDING LLC 110 4.13 5/30/2023 113
GLENCORE FUNDING LLC 5,000 4.63 4/29/2024 5,223
GLOBAL BRASS + COPPER INC. 1,498 0.00 7/18/2023 1,498
GLOBAL PORTS FINANCE 200 6.87 1/25/2022 211
GLP CAPITAL LP / FIN II 2,500 4.88 11/1/2020 2,667
GLP CAPITAL LP / FIN II 1,520 5.38 11/1/2023 1,654
GLP CAPITAL LP / FIN II 2,388 5.38 4/15/2026 2,602
GLP FING LLC 3,361 0.00 10/29/2018 3,344
GM FINANCIAL AUTOMOBILE LEASIN 4,100 1.61 12/20/2019 4,092
GNMA II POOL 003428 1,838 5.00 8/20/2033 2,001
GNMA II POOL 003475 1,282 6.50 11/20/2033 1,482
GNMA II POOL 003488 1,394 5.50 12/20/2033 1,545
GNMA II POOL 003544 3,190 5.50 4/20/2034 3,535
GNMA II POOL 003556 1,767 5.50 5/20/2034 1,958
GNMA II POOL 003624 1,361 5.50 10/20/2034 1,508
GNMA II POOL 003651 12,148 5.00 12/20/2034 13,258
GNMA II POOL 003652 1,884 5.50 12/20/2034 2,088
GNMA II POOL 003805 250 5.00 1/20/2036 273
GNMA II POOL 003817 147 5.00 2/20/2036 161
GNMA II POOL 003829 4,150 5.00 3/20/2036 4,537
GNMA II POOL 003840 26 5.00 4/20/2036 28
GNMA II POOL 003841 1,201 5.50 4/20/2036 1,330
GNMA II POOL 003851 1,567 5.50 5/20/2036 1,736
GNMA II POOL 003890 22 6.00 8/20/2036 25
GNMA II POOL 004049 16 6.00 11/20/2037 18
GNMA II POOL 004291 18 6.00 11/20/2038 20
GNMA II POOL 004540 11,789 4.50 9/20/2039 12,583
GNMA II POOL 004602 31 6.00 12/20/2039 35
GNMA II POOL 004617 322 4.50 1/20/2040 343
GNMA II POOL 004696 420 4.50 5/20/2040 450
GNMA II POOL 004699 24 6.00 5/20/2040 27
GNMA II POOL 004747 18 5.00 7/20/2040 20
GNMA II POOL 004774 19 6.00 8/20/2040 21
GNMA II POOL 004802 116 5.00 9/20/2040 125
GNMA II POOL 004837 483 6.00 10/20/2040 553
GNMA II POOL 004855 19 5.00 11/20/2040 20
GNMA II POOL 004923 75 4.50 1/20/2041 80
GNMA II POOL 004924 10,215 5.00 1/20/2041 11,061
GNMA II POOL 004945 20,654 4.00 2/20/2041 21,916
GNMA II POOL 004961 158 6.00 2/20/2041 178
GNMA II POOL 004978 3,014 4.50 3/20/2041 3,229
GNMA II POOL 005085 153 6.00 6/20/2041 173
GNMA II POOL 005189 327 6.00 9/20/2041 374
GNMA II POOL 005240 54 6.00 11/20/2041 60
GNMA II POOL 005269 160 6.00 12/20/2041 180
GNMA II POOL 005309 305 6.00 2/20/2042 343
GNMA II POOL 737851 43,034 4.00 1/20/2041 45,663
GNMA II POOL 782058 3,760 6.50 2/20/2036 4,332
GNMA II POOL 783050 1,167 5.00 7/20/2040 1,264
GNMA II POOL 783368 485 4.50 7/20/2041 519
GNMA II POOL AO0282 3,003 3.00 8/20/2045 3,038
GNMA II POOL AO0283 5,282 3.00 8/20/2045 5,345
GNMA II POOL AR3713 31,067 4.00 11/20/2045 32,744
GNMA II POOL AT7138 124,314 3.50 6/20/2046 128,869
GNMA II POOL MA0856 408 5.50 3/20/2043 452
GNMA II POOL MA1157 7,154 3.50 7/20/2043 7,439
GNMA II POOL MA1525 929 5.50 12/20/2043 1,029
GNMA II POOL MA2754 4,304 3.50 4/20/2045 4,463
GNMA II POOL MA2892 1,017 3.50 6/20/2045 1,054
GNMA II POOL MA3034 5,872 3.50 8/20/2045 6,090
GNMA II POOL MA3310 3,734 3.50 12/20/2045 3,873
GNMA II POOL MA3936 20,042 3.00 9/20/2046 20,268
GNMA II POOL MA4263 34,411 4.00 2/20/2047 36,293
GNMA II POOL MA4321 2,478 3.50 3/20/2047 2,570
GNMA II POOL MA4384 27,822 4.50 4/20/2047 29,643
GNMA II POOL MA4451 147,681 3.50 5/20/2047 153,126
GNMA II POOL MA4452 44,211 4.00 5/20/2047 46,630
GNMA II POOL MA4509 230,700 3.00 6/20/2047 233,310
GNMA II POOL MA4510 172,000 3.50 6/20/2047 178,342
GNMA II TBA 30 YR 3 181,500 3.00 2/20/2047 183,386
GNMA II TBA 30 YR 3 18,600 3.00 8/21/2047 18,772
GNMA II TBA 30 YR 3.5 16,000 3.50 12/20/2046 16,572
GNMA II TBA 30 YR 3.5 14,200 3.50 8/21/2047 14,686
GNMA II TBA 30 YR 4 11,800 4.00 5/20/2046 12,417
GNMA POOL 389800 259 5.50 1/15/2033 288
GNMA POOL 403390 429 5.50 9/15/2033 477
GNMA POOL 425003 87 5.50 9/15/2033 97
GNMA POOL 429665 40 5.50 11/15/2033 45
GNMA POOL 429797 36 5.50 12/15/2033 40
GNMA POOL 429810 72 5.50 12/15/2033 80
GNMA POOL 510400 1,057 5.50 1/15/2035 1,171
GNMA POOL 510835 531 5.50 2/15/2035 589
GNMA POOL 520212 100 5.50 5/15/2034 111
GNMA POOL 531085 59 5.50 9/15/2033 65
GNMA POOL 534399 487 5.50 4/15/2035 540
GNMA POOL 544116 110 5.50 4/15/2035 122
GNMA POOL 553056 350 5.50 2/15/2033 389
GNMA POOL 553453 21,161 3.50 1/15/2042 22,055
GNMA POOL 562480 413 5.50 2/15/2034 458
GNMA POOL 563477 75 5.50 9/15/2033 83
GNMA POOL 569569 515 6.00 1/15/2032 587
GNMA POOL 582361 238 5.50 10/15/2032 265
GNMA POOL 587843 264 5.50 10/15/2033 293
GNMA POOL 587858 152 5.50 12/15/2033 168
GNMA POOL 589477 184 5.50 9/15/2032 206
GNMA POOL 592278 117 5.50 2/15/2033 130
GNMA POOL 592663 286 6.00 5/15/2033 324
GNMA POOL 593726 358 5.50 8/15/2033 398
GNMA POOL 594170 95 5.50 11/15/2033 106
GNMA POOL 595646 132 5.50 6/15/2033 146
GNMA POOL 595760 33 5.50 6/15/2035 36
GNMA POOL 598720 671 5.50 7/15/2033 745
GNMA POOL 599608 511 5.50 10/15/2035 567
GNMA POOL 600242 25 5.50 8/15/2033 27
GNMA POOL 600756 237 5.50 2/15/2034 263
GNMA POOL 603224 83 5.50 3/15/2034 92
GNMA POOL 603390 32 5.50 1/15/2033 36
GNMA POOL 603408 375 5.50 2/15/2033 417
GNMA POOL 603566 223 5.50 4/15/2033 247
GNMA POOL 604046 134 5.50 2/15/2033 149
GNMA POOL 604245 37 5.50 4/15/2033 41
GNMA POOL 604624 44 5.50 9/15/2033 49
GNMA POOL 604713 27 5.50 10/15/2033 30
GNMA POOL 604724 17 5.50 10/15/2033 19
GNMA POOL 604872 130 5.50 12/15/2033 144
GNMA POOL 604901 99 5.50 1/15/2034 110
GNMA POOL 605373 52 5.50 9/15/2034 58
GNMA POOL 605385 95 5.50 4/15/2034 106
GNMA POOL 605462 80 5.50 6/15/2034 89
GNMA POOL 605774 659 5.50 11/15/2034 731
GNMA POOL 605813 1,426 5.00 12/15/2034 1,559
GNMA POOL 606945 56 5.50 11/15/2033 62
GNMA POOL 606949 50 5.50 11/15/2033 56
GNMA POOL 607146 131 5.50 9/15/2033 145
GNMA POOL 607332 123 5.50 6/15/2033 136
GNMA POOL 608285 166 5.50 9/15/2033 185
GNMA POOL 609390 31 5.50 4/15/2033 35
GNMA POOL 611286 56 5.50 9/15/2033 62
GNMA POOL 611439 371 5.50 4/15/2033 411
GNMA POOL 611521 55 5.50 5/15/2033 61
GNMA POOL 611958 71 5.50 6/15/2033 79
GNMA POOL 612038 70 5.50 9/15/2033 78
GNMA POOL 612859 225 5.50 6/15/2033 250
GNMA POOL 614323 966 3.50 1/15/2043 1,005
GNMA POOL 614326 1,330 3.50 2/15/2043 1,383
GNMA POOL 614328 1,617 3.50 1/15/2043 1,683
GNMA POOL 614503 92 5.50 6/15/2033 102
GNMA POOL 615284 1,219 5.50 7/15/2033 1,354
GNMA POOL 615534 179 5.50 9/15/2033 198
GNMA POOL 616004 70 5.50 10/15/2033 78
GNMA POOL 616018 561 5.50 10/15/2033 623
GNMA POOL 616087 100 5.50 11/15/2033 111
GNMA POOL 616144 401 5.50 12/15/2033 446
GNMA POOL 616268 695 6.00 2/15/2034 800
GNMA POOL 616778 1,262 5.50 12/15/2034 1,399
GNMA POOL 617790 6 6.00 11/15/2037 6
GNMA POOL 618881 143 5.50 8/15/2033 159
GNMA POOL 619368 106 5.50 12/15/2033 117
GNMA POOL 620510 60 5.50 8/15/2033 66
GNMA POOL 620583 45 5.50 9/15/2033 50
GNMA POOL 620662 987 5.50 9/15/2033 1,096
GNMA POOL 621393 124 5.50 2/15/2034 138
GNMA POOL 621414 119 5.50 7/15/2034 132
GNMA POOL 621822 59 5.50 12/15/2033 66
GNMA POOL 621823 66 5.50 12/15/2033 74
GNMA POOL 621834 147 5.50 12/15/2033 163
GNMA POOL 622351 50 5.50 10/15/2033 55
GNMA POOL 622489 32 5.50 10/15/2033 35
GNMA POOL 622492 78 5.50 10/15/2033 87
GNMA POOL 622653 122 5.50 11/15/2033 135
GNMA POOL 624353 69 5.50 10/15/2033 77
GNMA POOL 625603 50 5.50 12/15/2033 55
GNMA POOL 625653 171 5.50 1/15/2034 190
GNMA POOL 625667 500 5.50 1/15/2034 554
GNMA POOL 625669 111 5.50 1/15/2034 123
GNMA POOL 626477 256 5.50 2/15/2034 284
GNMA POOL 626921 814 3.00 3/15/2045 825
GNMA POOL 627002 944 3.00 10/15/2045 956
GNMA POOL 632861 43 5.50 12/15/2034 48
GNMA POOL 634644 51 5.50 11/15/2034 57
GNMA POOL 636243 820 5.50 3/15/2035 910
GNMA POOL 644861 965 5.50 6/15/2035 1,070
GNMA POOL 649164 13 5.50 1/15/2036 14
GNMA POOL 650351 22 5.50 11/15/2035 25
GNMA POOL 651861 36 6.00 6/15/2036 41
GNMA POOL 655342 19 6.00 5/15/2036 21
GNMA POOL 656153 146 6.00 7/15/2036 167
GNMA POOL 658058 38 6.00 8/15/2036 43
GNMA POOL 658182 3 6.00 11/15/2036 3
GNMA POOL 658805 30 6.00 7/15/2037 35
GNMA POOL 662397 67 6.00 5/15/2037 76
GNMA POOL 670006 3,549 3.00 5/15/2045 3,595
GNMA POOL 672369 32 6.00 11/15/2037 36
GNMA POOL 672392 18 6.00 12/15/2037 20
GNMA POOL 674452 35 6.00 9/15/2037 40
GNMA POOL 677567 17 6.00 11/15/2037 20
GNMA POOL 704268 3,896 5.50 2/15/2039 4,304
GNMA POOL 704521 2,219 5.50 5/15/2039 2,451
GNMA POOL 711494 4,636 5.00 2/15/2040 5,071
GNMA POOL 711505 5,251 5.00 4/15/2040 5,743
GNMA POOL 711731 29,162 3.00 3/15/2043 29,609
GNMA POOL 714517 4,800 4.50 5/15/2039 5,174
GNMA POOL 717098 2 5.00 5/15/2039 2
GNMA POOL 719260 10,435 4.50 8/15/2040 11,253
GNMA POOL 726326 6,523 4.50 9/15/2039 7,032
GNMA POOL 733428 1,214 3.50 6/15/2045 1,259
GNMA POOL 733600 60 5.00 4/15/2040 65
GNMA POOL 733627 167 5.00 5/15/2040 182
GNMA POOL 737183 13,745 5.00 4/15/2040 15,034
GNMA POOL 737526 11,827 4.50 10/15/2040 12,754
GNMA POOL 737529 4,162 4.50 10/15/2040 4,489
GNMA POOL 738640 23,772 4.00 8/15/2041 25,055
GNMA POOL 758916 4,937 3.50 7/15/2043 5,137
GNMA POOL 763854 22 3.00 7/15/2043 22
GNMA POOL 765107 322 5.00 5/15/2041 354
GNMA POOL 777576 427 3.00 2/15/2045 432
GNMA POOL 777624 472 3.00 6/15/2045 479
GNMA POOL 781588 160 5.50 4/15/2033 178
GNMA POOL 781590 1,928 5.50 4/15/2033 2,140
GNMA POOL 781881 896 5.00 3/15/2035 999
GNMA POOL 781889 2,051 6.00 3/15/2035 2,380
GNMA POOL 782052 3,230 6.00 4/15/2034 3,732
GNMA POOL 782126 108 6.00 11/15/2036 125
GNMA POOL 782127 243 5.50 12/15/2036 276
GNMA POOL 782145 203 6.00 4/15/2037 234
GNMA POOL 782248 341 5.50 10/15/2034 379
GNMA POOL 782411 135 5.50 6/15/2036 150
GNMA POOL 782455 444 5.50 11/15/2038 492
GNMA POOL 782894 11,963 5.50 11/15/2039 13,217
GNMA POOL 783403 3,924 3.50 9/15/2041 4,090
GNMA POOL 783654 3,157 5.50 12/15/2035 3,500
GNMA POOL 783706 13,986 3.50 10/15/2042 14,555
GNMA POOL 783716 59,627 3.00 2/15/2043 60,597
GNMA POOL 783745 66,423 3.50 3/15/2043 69,127
GNMA POOL 794600 3,446 3.50 4/15/2042 3,586
GNMA POOL 799360 1,083 3.50 8/15/2042 1,127
GNMA POOL AA0578 3,941 3.50 6/15/2042 4,102
GNMA POOL AA5944 2,589 3.50 12/15/2042 2,695
GNMA POOL AA6007 1,560 3.50 1/15/2043 1,623
GNMA POOL AA6084 2,356 3.50 2/15/2043 2,451
GNMA POOL AB2761 7,225 3.50 8/15/2042 7,519
GNMA POOL AB3901 1,642 3.50 2/15/2043 1,708
GNMA POOL AB8191 938 3.00 3/15/2043 953
GNMA POOL AB8192 834 3.00 3/15/2043 847
GNMA POOL AC1075 1,357 3.50 2/15/2043 1,412
GNMA POOL AC1094 4,762 3.50 4/15/2043 4,955
GNMA POOL AC4305 512 3.00 12/15/2045 519
GNMA POOL AC7565 1,015 3.50 3/15/2043 1,056
GNMA POOL AC7567 748 3.50 3/15/2043 778
GNMA POOL AD1721 4,115 3.50 2/15/2043 4,281
GNMA POOL AD1722 1,452 3.50 2/15/2043 1,511
GNMA POOL AD2147 418 3.50 1/15/2043 435
GNMA POOL AD7529 1,011 3.50 5/15/2043 1,052
GNMA POOL AD7575 1,368 3.50 5/15/2043 1,423
GNMA POOL AD7578 1,393 3.50 5/15/2043 1,449
GNMA POOL AD9097 6,083 3.50 5/15/2043 6,328
GNMA POOL AI4805 4,416 4.00 11/15/2044 4,663
GNMA POOL AI4888 1,030 4.00 11/15/2044 1,088
GNMA POOL AI4950 3,153 4.00 12/15/2044 3,330
GNMA POOL AJ1884 4,096 4.00 8/15/2044 4,325
GNMA POOL AJ1889 10,591 4.00 8/15/2044 11,183
GNMA POOL AJ4151 2,861 4.00 9/15/2044 3,021
GNMA POOL AJ6697 1,181 4.00 10/15/2044 1,247
GNMA POOL AK6421 1,783 4.00 12/15/2044 1,882
GNMA POOL AK6889 2,506 3.00 2/15/2045 2,538
GNMA POOL AL1538 3,583 3.50 5/15/2045 3,714
GNMA POOL AL1749 1,883 4.00 1/15/2045 1,982
GNMA POOL AL1751 5,790 4.00 1/15/2045 6,114
GNMA POOL AL1803 10,799 3.50 1/15/2045 11,196
GNMA POOL AL1810 2,828 3.50 1/15/2045 2,932
GNMA POOL AL2194 2,156 3.50 2/15/2045 2,235
GNMA POOL AL3167 484 3.00 7/15/2045 491
GNMA POOL AL5263 2,574 3.50 2/15/2045 2,669
GNMA POOL AL5266 1,996 4.00 2/15/2045 2,101
GNMA POOL AL5267 4,858 4.00 2/15/2045 5,113
GNMA POOL AL5268 9,441 3.50 2/15/2045 9,789
GNMA POOL AL5709 1,146 3.00 4/15/2045 1,161
GNMA POOL AL9293 1,142 3.50 4/15/2045 1,184
GNMA POOL AL9553 3,373 4.00 3/15/2045 3,551
GNMA POOL AM0471 1,702 4.00 4/15/2045 1,792
GNMA POOL AM2478 821 3.50 4/15/2045 851
GNMA POOL AM2786 4,063 3.50 4/15/2045 4,212
GNMA POOL AM2836 3,279 3.50 4/15/2045 3,400
GNMA POOL AM4113 1,600 3.50 4/15/2045 1,659
GNMA POOL AM4162 2,921 3.50 4/15/2045 3,029
GNMA POOL AM4163 2,676 3.50 4/15/2045 2,775
GNMA POOL AM4165 3,175 4.00 4/15/2045 3,342
GNMA POOL AM4166 8,079 3.50 4/15/2045 8,376
GNMA POOL AM4169 8,066 3.50 4/15/2045 8,362
GNMA POOL AM6422 1,040 3.00 4/15/2045 1,054
GNMA POOL AM7416 2,837 4.00 4/15/2045 2,987
GNMA POOL AM7473 1,786 3.50 5/15/2045 1,852
GNMA POOL AM7537 868 3.50 5/15/2045 900
GNMA POOL AM7538 1,318 4.00 5/15/2045 1,388
GNMA POOL AM8520 2,012 4.00 5/15/2045 2,118
GNMA POOL AM8593 3,051 4.00 6/15/2045 3,211
GNMA POOL AM8919 3,483 4.00 7/15/2045 3,666
GNMA POOL AM8933 1,392 4.00 7/15/2045 1,465
GNMA POOL AM8992 4,169 4.00 7/15/2045 4,388
GNMA POOL AN1012 1,134 4.00 5/15/2045 1,194
GNMA POOL AN1601 835 3.50 6/15/2045 866
GNMA POOL AN6687 257 3.00 7/15/2045 261
GNMA POOL AN7729 1,249 4.00 7/15/2045 1,315
GNMA POOL AO2178 2,615 3.00 8/15/2045 2,648
GNMA POOL AO2219 1,680 4.00 9/15/2045 1,768
GNMA POOL AO3598 5,518 4.00 8/15/2045 5,808
GNMA POOL AO4548 951 3.00 7/15/2045 963
GNMA POOL AO9608 1,690 4.00 8/15/2045 1,779
GNMA POOL AO9611 7,359 3.50 8/15/2045 7,629
GNMA POOL AP0117 1,656 3.50 10/15/2045 1,717
GNMA POOL AQ7377 290 3.00 12/15/2045 294
GOLDCORP INC 3,000 3.63 6/9/2021 3,107
GOLDEN CREDIT CARD TRUST 6,000 1.39 7/15/2019 6,001
GOLDMAN SACHS CAPITAL II 5 4.00 12/29/2049 4
GOLDMAN SACHS GROUP INC 10,000 2.35 11/15/2021 9,867
GOLDMAN SACHS GROUP INC 1,450 2.38 1/22/2018 1,455
GOLDMAN SACHS GROUP INC 9,000 2.60 4/23/2020 9,080
GOLDMAN SACHS GROUP INC 40 2.90 7/19/2018 40
GOLDMAN SACHS GROUP INC 8,000 3.00 4/26/2022 8,061
GOLDMAN SACHS GROUP INC 700 3.50 11/16/2026 695
GOLDMAN SACHS GROUP INC 5,000 3.69 6/5/2028 5,032
GOLDMAN SACHS GROUP INC 5,000 3.75 5/22/2025 5,110
GOLDMAN SACHS GROUP INC 570 3.85 7/8/2024 592
GOLDMAN SACHS GROUP INC 10,000 3.85 1/26/2027 10,179
GOLDMAN SACHS GROUP INC 10,990 4.00 3/3/2024 11,494
GOLDMAN SACHS GROUP INC 20,852 4.25 10/21/2025 21,540
GOLDMAN SACHS GROUP INC 10,000 4.80 7/8/2044 11,098
GOLDMAN SACHS GROUP INC 1,040 5.15 5/22/2045 1,153
GOLDMAN SACHS GROUP INC 10,490 5.25 7/27/2021 11,504
GOLDMAN SACHS GROUP INC 33,110 5.38 3/15/2020 35,714
GOLDMAN SACHS GROUP INC 830 5.38 12/29/2049 870
GOLDMAN SACHS GROUP INC 664 5.70 12/31/2049 692
GOLDMAN SACHS GROUP INC 6,000 5.75 1/24/2022 6,754
GOLDMAN SACHS GROUP INC 5,300 5.95 1/15/2027 6,174
GOLDMAN SACHS GROUP INC 6,900 6.00 6/15/2020 7,614
GOLDMAN SACHS GROUP INC 20 6.15 4/1/2018 21
GOLDMAN SACHS GROUP INC 1,640 6.25 2/1/2041 2,143
GOLDMAN SACHS GROUP INC 10,330 6.75 10/1/2037 13,409
GOODYEAR TIRE + RUBBER 1,200 5.00 5/31/2026 1,245
GOODYEAR TIRE + RUBBER 2,010 5.13 11/15/2023 2,105
GOVERNMENT NATIONAL MORTGAGE A 22,037 0.79 11/16/2055 1,078
GOVERNMENT NATIONAL MORTGAGE A 1,155 1.39 12/20/2060 1,152
GOVERNMENT NATIONAL MORTGAGE A 1,132 1.47 3/20/2061 1,130
GOVERNMENT NATIONAL MORTGAGE A 824 1.49 3/20/2061 823
GOVERNMENT NATIONAL MORTGAGE A 704 3.50 2/20/2038 63
GOVERNMENT NATIONAL MORTGAGE A 999 4.00 10/16/2026 99
GOVERNMENT NATIONAL MORTGAGE A 479 4.65 7/16/2044 498
GOVERNMENT NATIONAL MORTGAGE A 514 4.93 8/16/2042 91
GOVERNMENT NATIONAL MORTGAGE A 70 5.27 4/20/2040 12
GOVERNMENT NATIONAL MORTGAGE A 110 5.29 3/20/2039 8
GOVERNMENT NATIONAL MORTGAGE A 115 5.44 1/20/2040 15
GOVERNOR + CO OF THE BAN 180 4.25 6/11/2024 216
GRAY TELEVISION INC 500 5.13 10/15/2024 505
GRAY TELEVISION INC 500 5.88 7/15/2026 510
GREAT PLAINS ENERGY INC 3,000 3.15 4/1/2022 3,032
GREAT PLAINS ENERGY INC 3,000 3.90 4/1/2027 3,046
GREAT PLAINS ENERGY INC 3,000 4.85 6/1/2021 3,189
GREAT WEST LIFECO FINANC 5,925 4.15 6/3/2047 5,935
GREAT WST PTRLM/GRT FNCE 758 9.00 9/30/2021 749
GREATBATCH LTD 1,095 0.00 10/27/2022 1,098
GREEKTOWN HLDGS LLC 470 0.00 3/21/2024 469
GREEN ENERGY PARTNERS 190 0.00 11/13/2021 175
GREENEDEN US HLDGS II LLC 5,544 0.00 12/1/2023 5,556
GREENPOINT MANUFACTURED HOUSIN 375 4.39 3/13/2032 350
GREENPOINT MANUFACTURED HOUSIN 225 4.49 2/20/2032 211
GREENPOINT MANUFACTURED HOUSIN 400 4.66 3/18/2029 371
GREENPOINT MANUFACTURED HOUSIN 300 4.89 6/19/2029 283
GRIFFON CORPORATION 400 5.25 3/1/2022 408
GRIFOLS WORLDWIDE OPERATIONS 2,221 0.00 1/31/2025 2,223
GRINDING MED/MOLY COP 771 7.38 12/15/2023 835
GROUP 1 AUTOMOTIVE INC 266 5.00 6/1/2022 270
GROUP 1 AUTOMOTIVE INC 300 5.25 12/15/2023 301
GROUPAMA SA 100 6.00 1/23/2027 135
GRUPO ANTOLIN IRAUSA SA 100 3.25 4/30/2024 116
GRUPO BIMBO SAB DE CV 3,000 4.50 1/25/2022 3,198
GRUPO BIMBO SAB DE CV 4,000 4.88 6/30/2020 4,280
GRUPO BIMBO SAB DE CV 5,000 4.88 6/27/2044 5,001
GRUPO KUO SAB DE CV 3,400 6.25 12/4/2022 3,544
GRUPO POSADAS SAB CV 165 7.88 6/30/2022 171
GRUPO TELEVISA SAB 2,000 5.00 5/13/2045 1,948
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GS MORTGAGE SECURITIES TRUST 2,000 2.77 11/10/2045 2,019
GS MORTGAGE SECURITIES TRUST 1,000 2.85 10/10/2049 978
GS MORTGAGE SECURITIES TRUST 3,523 2.86 5/10/2034 3,536
GS MORTGAGE SECURITIES TRUST 6,770 2.93 6/5/2031 6,872
GS MORTGAGE SECURITIES TRUST 4,390 3.30 5/10/2034 4,392
GS MORTGAGE SECURITIES TRUST 1,580 3.38 5/10/2050 1,149
GS MORTGAGE SECURITIES TRUST 3,000 3.40 2/10/2048 3,065
GS MORTGAGE SECURITIES TRUST 7,694 3.55 11/10/2048 8,027
GS MORTGAGE SECURITIES TRUST 3,113 3.65 1/10/2047 3,273
GS MORTGAGE SECURITIES TRUST 2,675 3.65 9/10/2047 2,815
GS MORTGAGE SECURITIES TRUST 2,500 3.67 3/10/2050 2,606
GS MORTGAGE SECURITIES TRUST 1,190 3.78 5/10/2050 1,225
GS MORTGAGE SECURITIES TRUST 3,300 3.81 11/10/2046 3,481
GS MORTGAGE SECURITIES TRUST 5,000 3.93 9/10/2047 5,294
GS MORTGAGE SECURITIES TRUST 3,500 3.96 11/10/2047 3,633
GS MORTGAGE SECURITIES TRUST 6,000 4.00 4/10/2047 6,347
GS MORTGAGE SECURITIES TRUST 5,000 4.09 5/10/2045 5,239
GS MORTGAGE SECURITIES TRUST 1,120 4.64 11/10/2047 1,124
GS MORTGAGE SECURITIES TRUST 160 4.92 8/10/2046 122
GS MORTGAGE SECURITIES TRUST 320 5.16 11/10/2046 346
GS MORTGAGE SECURITIES TRUST 476 5.62 11/10/2039 448
GS MORTGAGE SECURITIES TRUST 4,960 5.98 8/10/2045 2,253
GSCCRE COMMERCIAL MORTGAGE TRU 5,890 3.43 8/15/2032 5,908
GTLK EUROPE DAC 200 5.95 7/19/2021 210
GTT COMMUNICATIONS INC 234 7.88 12/31/2024 251
GULFPORT ENERGY CORP 3,178 6.00 10/15/2024 3,086
GULFPORT ENERGY CORP 2,787 6.38 5/15/2025 2,735
GW HONOS SECURITY CORP 160 8.75 5/15/2025 168
GYP HLDGS III CORP 1,621 0.00 4/1/2023 1,624
HALCON RESOURCES CORP 1,691 6.75 2/15/2025 1,524
HALCON RESOURCES CORP 193 12.00 2/15/2022 224
HALLIBURTON CO 3,000 3.25 11/15/2021 3,079
HALLIBURTON CO 6,000 3.80 11/15/2025 6,147
HALLIBURTON CO 2,000 4.50 11/15/2041 2,001
HALLIBURTON CO 100 4.85 11/15/2035 106
HALLIBURTON CO 5,100 5.00 11/15/2045 5,435
HALLIBURTON COMPANY 5,000 3.50 8/1/2023 5,139
HANESBRANDS INC 2,275 4.63 5/15/2024 2,313
HANESBRANDS INC 750 4.88 5/15/2026 761
HARLAND CLARKE HOLDINGS 250 6.88 3/1/2020 258
HARLAND CLARKE HOLDINGS 850 8.38 8/15/2022 904
HARLAND CLARKE HOLDINGS 250 9.25 3/1/2021 244
HARLEY DAVIDSON INC 3,000 3.50 7/28/2025 3,068
HARMAN INTL IND 3,000 4.15 5/15/2025 3,124
HARRIS CORPORATION 3,000 2.70 4/27/2020 3,030
HARRIS CORPORATION 3,000 3.83 4/27/2025 3,099
HARRIS CORPORATION 320 5.05 4/27/2045 360
HARTFORD FINL SVCS GRP 10,000 5.13 4/15/2022 11,093
HARTFORD FINL SVCS GRP 5,000 5.50 3/30/2020 5,418
HASBRO INC 5,000 5.10 5/15/2044 5,354
HCA HEALTHCARE INC 3,000 6.25 2/15/2021 3,268
HCA INC 1,000 3.75 3/15/2019 1,020
HCA INC 500 4.25 10/15/2019 518
HCA INC 666 4.50 2/15/2027 684
HCA INC 1,164 4.75 5/1/2023 1,230
HCA INC 1,846 5.00 3/15/2024 1,952
HCA INC 1,997 5.25 4/15/2025 2,154
HCA INC 2,262 5.25 6/15/2026 2,437
HCA INC 1,060 5.38 2/1/2025 1,116
HCA INC 1,741 5.50 6/15/2047 1,803
HCA INC 162 5.88 3/15/2022 180
HCA INC 1,605 5.88 5/1/2023 1,745
HCA INC 6,709 5.88 2/15/2026 7,246
HCA INC 2,400 6.50 2/15/2020 2,616
HCA INC 799 7.50 2/15/2022 920
HCA INC. 2,110 0.00 2/15/2024 2,120
HCP INC 5,000 3.15 8/1/2022 5,015
HCP INC 3,000 3.40 2/1/2025 2,951
HD SUPPLY INC 2,796 5.25 12/15/2021 2,939
HD SUPPLY INC 2,647 5.75 4/15/2024 2,824
HEALTHSOUTH CORP 1,865 5.75 11/1/2024 1,916
HEALTHSOUTH CORP 2,297 5.75 9/15/2025 2,426
HEARTHSIDE GROUP HLDGS LLC 378 0.00 6/2/2021 380
HEARTHSIDE GROUP HLDS/FI 400 6.50 5/1/2022 405
HEARTLAND DENTAL CARE LLC 2,405 0.00 12/21/2018 2,405
HEATHROW FUNDING LTD 5,000 4.88 7/15/2023 5,380
HERC RENTALS INC 775 7.50 6/1/2022 819
HERC RENTALS INC 391 7.75 6/1/2024 412
HERTZ CORP 602 5.50 10/15/2024 494
HERTZ CORP 1,000 5.88 10/15/2020 966
HERTZ CORP 500 6.25 10/15/2022 438
HERTZ CORP 6,343 7.63 6/1/2022 6,328
HERTZ HOLDGS NETHERLANDS 100 4.13 10/15/2021 111
HERTZ VEHICLE FINANCING LLC 4,753 2.73 3/25/2021 4,724
HESS CORP 3,000 4.30 4/1/2027 2,938
HESS CORP 5,000 6.00 1/15/2040 5,097
HEXCEL CORP 2,000 4.70 8/15/2025 2,140
HEXION INC 700 6.63 4/15/2020 639
HEXION INC 500 10.00 4/15/2020 493
HEXION INC 903 10.38 2/1/2022 891
HEXION INC 300 13.75 2/1/2022 267
HFOTCO LLC 681 0.00 8/19/2021 675
HII HLDG CORP 1,983 0.00 12/20/2019 1,991
HILCORP ENERGY I/HILCORP 519 5.75 10/1/2025 489
HILL ROM HOLDINGS INC 100 5.75 9/1/2023 105
HILTON DOMESTIC OPERATIN 334 4.25 9/1/2024 338
HILTON GRAND VACA LLC/IN 300 6.13 12/1/2024 327
HILTON USA TRUST 5,700 4.12 11/5/2035 5,808
HILTON WORLDWIDE FIN LLC 4,422 0.00 10/25/2023 4,434
HILTON WORLDWIDE FIN LLC 500 4.63 4/1/2025 515
HILTON WORLDWIDE FIN LLC 500 4.88 4/1/2027 522
HOLLY ENERGY PARTNERS LP 1,900 6.00 8/1/2024 1,983
HOLLYFRONTIER CORP 5,824 5.88 4/1/2026 6,176
HOLOGIC INC 496 2.00 3/1/2042 727
HOLOGIC INC 250 5.25 7/15/2022 262
HOME DEPOT INC 2,000 2.63 6/1/2022 2,030
HOME DEPOT INC 5,000 3.00 4/1/2026 5,028
HOME DEPOT INC 5,000 3.50 9/15/2056 4,545
HOME DEPOT INC 5,000 3.75 2/15/2024 5,323
HOME DEPOT INC 12,000 5.88 12/16/2036 15,637
HOMEVI 351 6.88 8/15/2021 416
HONDA AUTO RECEIVABLES OWNER T 3,142 1.01 10/18/2018 3,139
HONDA AUTO RECEIVABLES OWNER T 7,190 1.04 4/18/2019 7,174
HORIZON HOLDINGS I SASU 100 7.25 8/1/2023 121
HORIZON PARENT HOLDINGS 150 8.25 2/15/2022 179
HORIZON PHARMA INC 250 6.63 5/1/2023 236
HORNBECK OFFSHORE SERV 500 5.00 3/1/2021 267
HOSPITALITY PROP TRUST 5,000 4.95 2/15/2027 5,209
HOST HOTELS + RESORTS LP 5,310 3.75 10/15/2023 5,410
HOST HOTELS + RESORTS LP 5,000 4.00 6/15/2025 5,066
HOST HOTELS + RESORTS LP 2,000 4.50 2/1/2026 2,083
HOST HOTELS + RESORTS LP 1,875 4.75 3/1/2023 2,001
HOWARD HUGHES CORP 357 5.38 3/15/2025 366
HP ENTERPRISE CO 4,000 2.85 10/5/2018 4,045
HP ENTERPRISE CO 4,000 3.60 10/15/2020 4,128
HP ENTERPRISE CO 9,000 4.40 10/15/2022 9,541
HP INC 1,761 3.75 12/1/2020 1,839
HP INC 4,800 4.30 6/1/2021 5,096
HP PELZER HOLDING GMBH 150 4.13 4/1/2024 176
HRG GROUP INC 10,700 7.75 1/15/2022 11,253
HRG GROUP INC 420 7.88 7/15/2019 431
HSBC BANK PLC 2,290 4.75 1/19/2021 2,469
HSBC BANK USA NA 5,000 4.88 8/24/2020 5,368
HSBC BANK USA NA 5,000 5.63 8/15/2035 6,030
HSBC FINANCE CORP 5,633 6.68 1/15/2021 6,355
HSBC HOLDINGS PLC 5,000 3.26 3/13/2023 5,101
HSBC HOLDINGS PLC 6,940 3.40 3/8/2021 7,128
HSBC HOLDINGS PLC 5,000 3.60 5/25/2023 5,161
HSBC HOLDINGS PLC 3,000 3.90 5/25/2026 3,095
HSBC HOLDINGS PLC 8,000 4.00 3/30/2022 8,429
HSBC HOLDINGS PLC 5,000 4.04 3/13/2028 5,181
HSBC HOLDINGS PLC 5,890 4.25 3/14/2024 6,091
HSBC HOLDINGS PLC 1,330 4.25 8/18/2025 1,366
HSBC HOLDINGS PLC 520 4.30 3/8/2026 552
HSBC HOLDINGS PLC 5,000 4.38 11/23/2026 5,184
HSBC HOLDINGS PLC 7,000 5.10 4/5/2021 7,607
HSBC HOLDINGS PLC 573 6.00 12/31/2099 593
HSBC USA INC 5,000 2.38 11/13/2019 5,038
HSBC USA INC 5,000 5.00 9/27/2020 5,384
HSI ASSET SECURITIZATION CORPO 543 1.40 2/25/2036 538
HUB HOLDINGS LLC/HUB HOL 250 8.13 7/15/2019 250
HUB INTERNATIONAL LTD 4,427 7.88 10/1/2021 4,616
HUB INTL LTD 2,985 0.00 10/2/2020 2,990
HUDBAY MINERALS INC 200 7.25 1/15/2023 207
HUDBAY MINERALS INC 250 7.63 1/15/2025 262
HUGHES SATELLITE SYSTEMS 1,184 5.25 8/1/2026 1,238
HUGHES SATELLITE SYSTEMS 1,105 6.63 8/1/2026 1,186
HUGHES SATELLITE SYSTEMS 4,002 7.63 6/15/2021 4,541
HUMANA INC 2,000 2.63 10/1/2019 2,020
HUMANA INC 3,220 3.15 12/1/2022 3,267
HUMANA INC 2,000 3.85 10/1/2024 2,085
HUMANA INC 90 3.95 3/15/2027 94
HUMANA INC 3,400 4.63 12/1/2042 3,608
HUMANA INC 30 4.80 3/15/2047 33
HUMANA INC 100 4.95 10/1/2044 112
HUNGARY 1,940 5.75 11/22/2023 2,218
HUNTINGTON BANCSHARES 3,000 3.15 3/14/2021 3,061
HUNTINGTON INGALLS INDUS 750 5.00 11/15/2025 805
HUNTINGTON NATIONAL BANK 3,000 2.20 11/6/2018 3,009
HUNTSMAN INTERNATIONAL L 493 4.88 11/15/2020 520
HUNTSMAN INTERNATIONAL L 480 5.13 11/15/2022 515
HUSKY ENERGY INC 7,000 6.15 6/15/2019 7,480
HUTCH WHAMPOA INT 14 LTD 3,080 3.63 10/31/2024 3,179
HYATT HOTEL PORTFOLIO TRUST 1,790 7.38 11/15/2019 1,805
HYDRO QUEBEC 5,000 8.05 7/7/2024 6,568
HYLAND SOFTWARE INC 3,864 0.00 7/1/2022 3,885
HYLAND SOFTWARE INC 380 0.00 7/1/2022 382
HYLAND SOFTWARE INC 1,185 0.00 7/7/2025 1,203
HYUNDAI CAPITAL SERVICES 2,170 2.63 9/29/2020 2,160
HYUNDAI CAPITAL SERVICES 7,000 2.88 3/16/2021 7,008
IAC/INTERACTIVECORP 236 4.88 11/30/2018 239
IAMGOLD CORP 500 7.00 4/15/2025 515
IASIS HEALTHCARE LLC 870 0.00 2/16/2021 873
IASIS HEALTHCARE/CAP CRP 719 8.38 5/15/2019 722
IBM CORP 10,000 1.63 8/18/2017 10,000
IBM CORP 5,000 2.88 11/9/2022 5,090
IBM CORP 5,900 7.63 10/15/2018 6,334
ICAHN ENTERPRISES/FIN 1,274 4.88 3/15/2019 1,286
ICAHN ENTERPRISES/FIN 1,640 5.88 2/1/2022 1,677
ICAHN ENTERPRISES/FIN 300 6.00 8/1/2020 309
ICAHN ENTERPRISES/FIN 519 6.25 2/1/2022 542
ICAHN ENTERPRISES/FIN 816 6.75 2/1/2024 851
ICICI BANK LTD/DUBAI 1,970 3.13 8/12/2020 1,982
IG INVTS HLDGS LLC 3,705 0.00 10/31/2021 3,731
IHEARTCOMMUNICATIONS INC 1,297 9.00 12/15/2019 1,021
IHEARTCOMMUNICATIONS INC 628 9.00 3/1/2021 472
IHEARTCOMMUNICATIONS INC 1,320 9.00 9/15/2022 983
IHEARTCOMMUNICATIONS INC 582 10.63 3/15/2023 438
IHEARTCOMMUNICATIONS INC. 1,800 0.00 1/30/2019 1,465
IHO VERWALTUNGS GMBH 200 2.75 9/15/2021 232
IHO VERWALTUNGS GMBH 150 3.25 9/15/2023 175
IHO VERWALTUNGS GMBH 150 3.75 9/15/2026 177
IHO VERWALTUNGS GMBH 1,176 4.13 9/15/2021 1,199
IHO VERWALTUNGS GMBH 455 4.50 9/15/2023 462
IHS MARKIT LTD 250 5.00 11/1/2022 270
IHS NETHERLANDS HOLDCO 385 9.50 10/27/2021 395
IMMUCOR INC 2,061 0.00 8/17/2018 2,061
IMMUCOR INC 55 0.00 6/15/2021 55
IMPERA HOLDINGS SA 175 5.38 9/15/2022 207
INDIANA MICHIGAN POWER 5,000 7.00 3/15/2019 5,393
INDIGO MERGER SUB I INC 235 0.00 7/8/2021 237
INDIGO MERGER SUB I INC 429 0.00 7/8/2021 432
INDIGO MERGER SUB I INC 2,785 0.00 7/8/2021 2,802
INDONESIA GOVERNMENT 229,222,000 8.25 5/15/2036 18,360
INDONESIA GOVERNMENT 113,094,000 8.38 9/15/2026 9,336
INDUSTRIAL BANK OF KOREA 10,000 2.00 4/23/2020 9,861
INDUSTRIAL SENIOR TRUST 100 5.50 11/1/2022 102
INDYMAC IMSC MORTGAGE LOAN TRU 2,784 1.53 7/25/2047 1,866
INDYMAC INDA MORTGAGE LOAN TRU 1,664 3.40 1/25/2036 1,596
INDYMAC INDA MORTGAGE LOAN TRU 306 3.69 11/25/2035 299
INEOS FINANCE PLC 226 4.00 5/1/2023 266
INEOS GROUP HOLDINGS SA 100 5.38 8/1/2024 121
INEOS GROUP HOLDINGS SA 700 5.63 8/1/2024 723
INEOS STYROLUTION GROUP GMBH 1,217 0.00 4/1/2024 1,225
INEOS US FIN LLC 1,332 0.00 3/31/2022 1,334
INEOS US FIN LLC 1,990 0.00 4/1/2024 1,993
INFINITY ACQ LLC/FI CORP 2,040 7.25 8/1/2022 1,963
INFOR (US) INC 5,084 0.00 2/1/2022 5,048
INFOR SOFTWARE PARENT 1,194 7.13 5/1/2021 1,232
INFOR US INC 9,016 6.50 5/15/2022 9,329
INFORMATICA CORPORATION 1,938 0.00 8/5/2022 1,935
INFORMATICA LLC 4,949 7.13 7/15/2023 5,040
ING BANK NV 3,000 2.00 11/26/2018 3,003
ING BANK NV 1,510 5.80 9/25/2023 1,705
ING GROEP NV 5,000 2.45 3/29/2022 5,079
ING GROEP NV 5,000 3.95 3/29/2027 5,197
ING GROEP NV 471 6.50 12/29/2049 495
INGERSOLL RAND GL HLD CO 3,000 2.88 1/15/2019 3,044
INGERSOLL RAND LUX FINAN 3,000 3.55 11/1/2024 3,075
INGERSOLL RAND LUX FINAN 2,000 4.65 11/1/2044 2,162
INGREDION INC 3,000 3.20 10/1/2026 2,955
INMARSAT FINANCE PLC 2,120 4.88 5/15/2022 2,149
INMARSAT FINANCE PLC 500 6.50 10/1/2024 534
INRETAIL CONSUMER 801 5.25 10/10/2021 829
INRETAIL SHOPPING MALLS 106 6.50 7/9/2021 112
INSTALLED BLDG PRODS INC 3,000 0.00 4/15/2024 3,006
INTEL CORP 5,000 2.45 7/29/2020 5,080
INTEL CORP 5,000 3.10 7/29/2022 5,173
INTEL CORP 3,000 3.15 5/11/2027 3,012
INTEL CORP 5,000 3.30 10/1/2021 5,221
INTEL CORP 7,180 3.70 7/29/2025 7,536
INTEL CORP 5,000 4.10 5/11/2047 5,193
INTEL CORP 190 4.90 7/29/2045 220
INTELSAT JACKSON HLDG 1,129 5.50 8/1/2023 933
INTELSAT JACKSON HLDG 446 7.25 4/1/2019 447
INTELSAT JACKSON HLDG 739 7.25 10/15/2020 698
INTELSAT JACKSON HLDG 1,650 7.50 4/1/2021 1,525
INTELSAT JACKSON HLDG 805 8.00 2/15/2024 868
INTELSAT JACKSON HLDG 1,290 9.75 7/15/2025 1,288
INTELSAT JACKSON HLDGS S A 3,498 0.00 6/30/2019 3,465
INTER AMERICAN DEVEL BK 5,000 1.00 5/13/2019 4,954
INTER AMERICAN DEVEL BK 5,000 1.38 7/15/2020 4,945
INTER AMERICAN DEVEL BK 5,000 1.38 10/15/2020 5,028
INTER AMERICAN DEVEL BK 5,000 1.75 4/14/2022 4,938
INTERIOR LOGIC GROUP INC 1,347 0.00 3/1/2024 1,336
INTERNAP CORPORATION 1,200 0.00 4/6/2022 1,214
INTERNATIONAL GAME TECH 150 4.75 2/15/2023 186
INTERNATIONAL GAME TECH 1,000 5.63 2/15/2020 1,063
INTERNATIONAL GAME TECH 7,725 6.25 2/15/2022 8,444
INTERNATIONAL GAME TECH 500 6.50 2/15/2025 551
INTERNATIONAL PAPER CO 5,000 4.40 8/15/2047 5,044
INTERNATIONAL PAPER CO 10,159 4.75 2/15/2022 11,074
INTERNATIONAL PAPER CO 5,000 5.00 9/15/2035 5,512
INTERNATIONAL SEAWAYS INC. 2,000 0.00 5/30/2022 1,970
INTERPUBLIC GROUP COS 8,000 4.20 4/15/2024 8,428
INTERSTAR MILLENNIUM TRUST 134 1.64 3/14/2036 134
INTESA SANPAOLO SPA 2,770 5.02 6/26/2024 2,813
INTESA SANPAOLO SPA 100 5.15 7/16/2020 127
INTESA SANPAOLO SPA 200 7.00 12/29/2049 240
INTL BK RECON + DEVELOP 10,000 1.00 10/5/2018 9,950
INTL BK RECON + DEVELOP 10,000 1.25 7/26/2019 9,941
INTL BK RECON + DEVELOP 5,000 1.38 3/30/2020 4,961
INTL BK RECON + DEVELOP 25,000 1.40 8/19/2019 25,053
INTL BK RECON + DEVELOP 10,000 1.63 3/9/2021 9,922
INTL BK RECON + DEVELOP 10,000 1.75 4/19/2023 9,772
INTL BK RECON + DEVELOP 5,000 1.88 10/7/2022 4,951
INTL BK RECON + DEVELOP 5,000 2.13 2/13/2023 4,986
INTL BK RECON + DEVELOP 10,129 3.38 1/25/2022 7,474
INTL BK RECON + DEVELOP 7,432 3.50 4/29/2019 5,846
INTL BK RECON + DEVELOP 20,059 3.50 1/22/2021 14,952
INTL BK RECON + DEVELOP 9,715 4.63 2/26/2019 7,358
INTL FINANCE CORP 3,500 1.25 11/27/2018 3,490
INTL FINANCE CORP 5,000 1.55 11/4/2021 4,901
INTL FINANCE CORP 5,000 1.75 3/30/2020 5,009
INTL FINANCE CORP 5,000 2.13 4/7/2026 4,875
INTL FINANCE CORP 19,020 3.63 5/20/2020 14,235
INTL FLAVOR + FRAGRANCES 2,000 4.38 6/1/2047 2,043
INTL LEASE FINANCE CORP 8,320 3.88 4/15/2018 8,447
INTL LEASE FINANCE CORP 3,150 5.88 8/15/2022 3,556
INTL LEASE FINANCE CORP 1,610 8.63 1/15/2022 1,983
INTRAWEST OPERATIONS GROUP LLC 3,241 0.00 12/9/2020 3,245
INTRAWEST RESORTS HOLDINGS INC 2,700 0.00 6/28/2024 2,687
INTRAWEST RESORTS HOLDINGS INC 1,426 0.00 6/28/2024 1,419
INTRUM JUSTITIA AB 100 2.63 7/15/2022 115
INVENTIV GROUP HLDGS INC 283 0.00 11/9/2023 283
INVENTIV GRP HLDGS INC 1,094 7.50 10/1/2024 1,187
INVERSIONES CMPC SA 3,000 4.38 4/4/2027 3,041
INVESCO FINANCE PLC 5,000 3.75 1/15/2026 5,179
IPAYMENT INC 1,036 0.00 4/6/2023 1,044
IPREO HOLDINGS LLC 3,700 0.00 8/6/2021 3,669
IPS INTERMEDIATE HLDGS CORP 2,985 0.00 12/20/2023 2,985
IPS INTERMEDIATE HLDGS CORP 500 0.00 12/14/2024 495
IRON MOUNTAIN INC 1,014 4.38 6/1/2021 1,054
IRON MOUNTAIN INC 500 5.75 8/15/2024 512
IRON MOUNTAIN INC 2,310 6.00 10/1/2020 2,392
IRSA PROPIEDADES COM 155 8.75 3/23/2023 175
ISTAR INC 300 5.00 7/1/2019 303
ISTAR INC 399 6.00 4/1/2022 408
IVORY COAST 1,766 5.75 12/31/2032 1,693
J C PENNEY CORP INC 1,022 0.00 6/23/2023 1,007
J.D. POWER + ASSOCIATES 333 0.00 9/7/2024 336
JABIL INC 1,000 4.70 9/15/2022 1,061
JACOBS ENTERTAINMENT INC 499 7.88 2/1/2024 542
JAGUAR HL / PPDI 2,495 6.38 8/1/2023 2,628
JAGUAR HLDG CO II 2,276 0.00 8/18/2022 2,277
JAGUAR LAND ROVER AUTOMO 450 3.50 3/15/2020 457
JAGUAR LAND ROVER AUTOMO 300 4.25 11/15/2019 309
JAPAN GOVT CPI LINKED 774,000 0.10 9/10/2023 7,147
JAPAN GOVT CPI LINKED 384,750 0.10 3/10/2024 3,556
JAPAN GOVT CPI LINKED 99,909 0.10 3/10/2026 929
JBS USA LLC 2,147 0.00 10/30/2022 2,091
JBS USA LLC/JBS USA FINA 2,428 5.75 6/15/2025 2,282
JBS USA LLC/JBS USA FINA 828 5.88 7/15/2024 781
JBS USA LUX/JBS USA FIN 500 8.25 2/1/2020 500
JC PENNEY CORP INC 1,300 5.65 6/1/2020 1,280
JC PENNEY CORP INC 500 5.88 7/1/2023 496
JC PENNEY CORP INC 453 6.38 10/15/2036 326
JC PENNEY CORP INC 13 7.40 4/1/2037 10
JC PENNEY CORP INC 91 8.13 10/1/2019 100
JEFFERIES FIN LLC / JFIN 1,535 6.88 4/15/2022 1,527
JEFFERIES FIN LLC / JFIN 500 7.38 4/1/2020 513
JEFFERIES FIN LLC / JFIN 500 7.50 4/15/2021 519
JEFFERIES GROUP LLC 5,000 4.85 1/15/2027 5,227
JEFFERIES GROUP LLC 1,000 5.13 1/20/2023 1,088
JEFFERIES GROUP LLC 3,000 6.88 4/15/2021 3,418
JEFFERIES LOANCORE/FINAN 2,500 6.88 6/1/2020 2,516
JEFFERSON BIDCO INC 1,510 0.00 9/7/2023 1,516
JERROLD FINCO PLC 100 6.25 9/15/2021 135
JH HOLDING FINANCE SA 125 8.25 12/1/2022 157
JLL / DELTA DUTCH NEWCO B V 5,203 0.00 4/20/2024 5,209
JM SMUCKER CO 3,000 2.50 3/15/2020 3,026
JM SMUCKER CO 3,000 3.50 3/15/2025 3,073
JO ANN STORES HLDS INC 400 9.75 10/15/2019 394
JO ANN STORES INC. 400 0.00 10/21/2023 398
JO ANN STORES LLC 479 0.00 10/20/2023 477
JOHN DEERE CAPITAL CORP 10,000 1.43 10/15/2018 10,000
JOHN DEERE CAPITAL CORP 240 1.70 1/15/2020 239
JOHN DEERE CAPITAL CORP 3,000 1.95 12/13/2018 3,012
JOHN DEERE CAPITAL CORP 5,000 2.05 3/10/2020 5,019
JOHN DEERE CAPITAL CORP 5,370 2.25 4/17/2019 5,419
JOHN DEERE CAPITAL CORP 5,000 2.80 1/27/2023 5,061
JOHN DEERE CAPITAL CORP 5,000 3.90 7/12/2021 5,312
JOHNSON + JOHNSON 5,000 2.05 3/1/2023 4,942
JOHNSON + JOHNSON 450 3.63 3/3/2037 471
JOHNSON CONTROLS INTL PL 2,000 4.50 2/15/2047 2,127
JOHNSON CONTROLS INTL PL 2,000 4.63 7/2/2044 2,141
JOSEPH T RYERSON + SON I 250 11.00 5/15/2022 283
JP MORGAN CHASE COMMERCIAL MOR 2,500 2.82 8/15/2049 2,436
JP MORGAN CHASE COMMERCIAL MOR 1,782 3.07 12/15/2046 1,808
JP MORGAN CHASE COMMERCIAL MOR 3,013 3.42 10/15/2045 3,079
JP MORGAN CHASE COMMERCIAL MOR 3,750 3.47 12/15/2049 3,892
JP MORGAN CHASE COMMERCIAL MOR 5,000 3.65 12/15/2049 5,202
JP MORGAN CHASE COMMERCIAL MOR 1,500 3.72 3/15/2050 1,564
JP MORGAN CHASE COMMERCIAL MOR 4,148 3.74 7/15/2050 4,268
JP MORGAN CHASE COMMERCIAL MOR 7,731 3.80 7/15/2047 8,100
JP MORGAN CHASE COMMERCIAL MOR 2,000 3.91 1/15/2049 2,114
JP MORGAN CHASE COMMERCIAL MOR 7,045 4.29 12/15/2047 6,981
JP MORGAN CHASE COMMERCIAL MOR 1,060 4.72 7/15/2047 1,070
JP MORGAN CHASE COMMERCIAL MOR 408 5.37 5/15/2047 407
JP MORGAN CHASE COMMERCIAL MOR 1,120 5.41 5/15/2047 787
JP MORGAN CHASE COMMERCIAL MOR 1,950 5.50 6/12/2047 1,684
JP MORGAN CHASE COMMERCIAL MOR 490 5.98 2/12/2049 381
JP MORGAN CHASE COMMERCIAL MOR 2,600 6.14 4/17/2045 2,159
JP MORGAN CHASE COMMERCIAL MOR 90 6.26 2/15/2051 88
JP MORGAN CHASE COMMERCIAL MOR 1,000 7.38 10/15/2019 1,004
JP MORGAN MORTGAGE TRUST 3,466 2.61 12/25/2046 3,468
JP MORGAN MORTGAGE TRUST 3,178 2.82 7/25/2044 3,176
JP MORGAN MORTGAGE TRUST 2,448 2.82 9/25/2044 2,450
JP MORGAN MORTGAGE TRUST 2,795 3.00 3/25/2043 2,745
JP MORGAN MORTGAGE TRUST 873 3.07 11/25/2035 847
JP MORGAN MORTGAGE TRUST 931 3.25 9/25/2035 901
JP MORGAN MORTGAGE TRUST 696 3.37 8/25/2035 707
JP MORGAN MORTGAGE TRUST 737 3.45 4/25/2035 746
JP MORGAN MORTGAGE TRUST 2,929 3.49 3/25/2043 3,002
JP MORGAN MORTGAGE TRUST 3,516 3.50 5/25/2045 3,581
JP MORGAN MORTGAGE TRUST 2,224 3.50 10/25/2045 2,251
JP MORGAN MORTGAGE TRUST 4,817 3.50 5/25/2046 4,871
JP MORGAN MORTGAGE TRUST 2,228 3.50 1/25/2047 2,284
JP MORGAN MORTGAGE TRUST 5,868 3.50 5/25/2047 6,001
JP MORGAN MORTGAGE TRUST 1,564 6.00 4/25/2036 1,663
JPMBB COMMERCIAL MORTGAGE SECU 4,816 1.25 1/15/2047 4,810
JPMBB COMMERCIAL MORTGAGE SECU 3,383 1.25 2/15/2047 3,373
JPMBB COMMERCIAL MORTGAGE SECU 7,670 2.91 10/15/2048 7,595
JPMBB COMMERCIAL MORTGAGE SECU 3,864 3.23 10/15/2048 3,901
JPMBB COMMERCIAL MORTGAGE SECU 8,500 3.27 7/15/2045 8,614
JPMBB COMMERCIAL MORTGAGE SECU 1,560 3.36 9/15/2047 941
JPMBB COMMERCIAL MORTGAGE SECU 5,415 3.43 8/15/2047 5,632
JPMBB COMMERCIAL MORTGAGE SECU 6,000 3.66 9/15/2047 6,337
JPMBB COMMERCIAL MORTGAGE SECU 11,750 3.76 8/15/2046 12,340
JPMBB COMMERCIAL MORTGAGE SECU 2,000 3.80 1/15/2048 2,069
JPMBB COMMERCIAL MORTGAGE SECU 620 3.80 8/15/2048 647
JPMBB COMMERCIAL MORTGAGE SECU 5,000 3.82 7/15/2048 5,244
JPMBB COMMERCIAL MORTGAGE SECU 1,600 3.93 9/15/2047 1,695
JPMBB COMMERCIAL MORTGAGE SECU 2,485 4.00 4/15/2047 2,632
JPMBB COMMERCIAL MORTGAGE SECU 1,090 4.77 8/15/2048 1,102
JPMBB COMMERCIAL MORTGAGE SECU 180 5.05 1/15/2047 193
JPMBB COMMERCIAL MORTGAGE SECU 2,310 5.23 11/15/2045 2,413
JPMORGAN CHASE + CO 5,000 1.77 3/9/2021 4,995
JPMORGAN CHASE + CO 5,000 1.85 3/22/2019 4,995
JPMORGAN CHASE + CO 5,000 2.20 10/22/2019 5,018
JPMORGAN CHASE + CO 5,000 2.25 1/23/2020 5,015
JPMORGAN CHASE + CO 5,000 2.70 5/18/2023 4,945
JPMORGAN CHASE + CO 3,000 2.78 4/25/2023 3,006
JPMORGAN CHASE + CO 5,000 3.20 6/15/2026 4,936
JPMORGAN CHASE + CO 5,000 3.25 9/23/2022 5,128
JPMORGAN CHASE + CO 5,000 3.30 4/1/2026 4,966
JPMORGAN CHASE + CO 3,000 3.54 5/1/2028 3,019
JPMORGAN CHASE + CO 15,000 3.63 5/13/2024 15,467
JPMORGAN CHASE + CO 5,000 3.63 12/1/2027 4,949
JPMORGAN CHASE + CO 1,650 3.88 9/10/2024 1,704
JPMORGAN CHASE + CO 10,000 4.13 12/15/2026 10,349
JPMORGAN CHASE + CO 250 4.25 10/1/2027 260
JPMORGAN CHASE + CO 18,390 4.35 8/15/2021 19,665
JPMORGAN CHASE + CO 10,000 4.40 7/22/2020 10,637
JPMORGAN CHASE + CO 5,060 4.50 1/24/2022 5,477
JPMORGAN CHASE + CO 5,000 4.63 5/10/2021 5,387
JPMORGAN CHASE + CO 5,000 4.85 2/1/2044 5,782
JPMORGAN CHASE + CO 1,070 5.00 12/29/2049 1,092
JPMORGAN CHASE + CO 325 5.15 12/29/2049 334
JPMORGAN CHASE + CO 10,000 5.60 7/15/2041 12,383
JPMORGAN CHASE + CO 5,000 6.30 4/23/2019 5,381
JPN BANK FOR INT L COOP 2,000 1.68 6/1/2020 1,999
JPN BANK FOR INT L COOP 1,500 1.88 4/20/2021 1,475
JPN BANK FOR INT L COOP 3,000 2.38 4/20/2026 2,909
JPN BANK FOR INT L COOP 5,000 2.75 1/21/2026 5,008
K HOVNANIAN ENTERPRISES 600 7.25 10/15/2020 611
KAISER ALUMINUM CORP 305 5.88 5/15/2024 322
KAISER FOUNDATION HOSPIT 3,000 3.15 5/1/2027 3,006
KAISER FOUNDATION HOSPIT 3,000 4.15 5/1/2047 3,094
KANSAS CITY POWER + LT 5,000 5.30 10/1/2041 5,822
KANSAS CITY SOUTHERN 3,000 2.35 5/15/2020 2,996
KANSAS CITY SOUTHERN 4,000 4.30 5/15/2043 3,975
KANSAS CITY SOUTHERN 4,000 4.95 8/15/2045 4,354
KAR AUCTION SERVICES INC 2,681 5.13 6/1/2025 2,735
KAZMUNAYGAS NATIONAL CO 100 7.00 5/5/2020 109
KB HOME 200 7.00 12/15/2021 224
KB HOME 250 7.63 5/15/2023 281
KB HOME 900 8.00 3/15/2020 1,014
KCA DEUTAG GMBH 687 0.00 5/15/2020 616
KENAN ADVANTAGE GROUP 300 7.88 7/31/2023 315
KENNEDY WILSON INC 500 5.88 4/1/2024 516
KERR MCGEE CORP 7,110 6.95 7/1/2024 8,348
KEY BANK NA 5,000 2.25 3/16/2020 5,020
KEY BANK NA 3,000 2.50 12/15/2019 3,032
KEY BANK NA 3,000 3.30 6/1/2025 3,044
KEY BANK NA 5,000 3.40 5/20/2026 4,960
KEYCORP 5,000 2.90 9/15/2020 5,090
KEYSIGHT TECHNOLOGIES 5,000 3.30 10/30/2019 5,086
KFC HLD/PIZZA HUT/TACO 277 4.75 6/1/2027 282
KFC HLD/PIZZA HUT/TACO 97 5.00 6/1/2024 101
KFW 10,000 1.13 11/16/2018 9,955
KFW 7,000 1.50 4/20/2020 6,958
KFW 8,000 1.63 3/15/2021 7,929
KFW 7,000 1.75 10/15/2019 7,021
KFW 10,000 1.88 11/30/2020 10,011
KFW 5,000 2.00 11/30/2021 5,003
KFW 10,000 2.00 10/4/2022 9,945
KFW 5,000 2.13 6/15/2022 5,013
KFW 5,000 2.75 10/1/2020 5,147
KFW 9,500 6.00 8/20/2020 8,088
KIK CUSTOM PRODUCTS INC. 457 0.00 8/26/2022 461
KILROY REALTY LP 2,000 4.38 10/1/2025 2,094
KIMCO REALTY CORP 2,000 3.40 11/1/2022 2,039
KIMCO REALTY CORP 3,000 3.80 4/1/2027 3,002
KINDER MORGAN ENER PART 3,000 2.65 2/1/2019 3,022
KINDER MORGAN ENER PART 3,000 3.50 3/1/2021 3,073
KINDER MORGAN ENER PART 740 3.50 9/1/2023 746
KINDER MORGAN ENER PART 3,000 4.25 9/1/2024 3,099
KINDER MORGAN ENER PART 3,000 4.70 11/1/2042 2,830
KINDER MORGAN ENER PART 1,050 5.00 10/1/2021 1,131
KINDER MORGAN ENER PART 5,000 5.00 8/15/2042 4,891
KINDER MORGAN ENER PART 5,000 5.40 9/1/2044 5,097
KINDER MORGAN ENER PART 4,000 5.63 9/1/2041 4,139
KINDER MORGAN ENER PART 7,000 6.38 3/1/2041 7,891
KINDER MORGAN ENER PART 500 6.50 4/1/2020 550
KINDER MORGAN ENER PART 7,345 6.95 1/15/2038 8,803
KINDER MORGAN INC/DELAWA 3,000 4.30 6/1/2025 3,112
KINDER MORGAN INC/DELAWA 530 5.30 12/1/2034 547
KINDER MORGAN INC/DELAWA 230 7.75 1/15/2032 291
KINDER MORGAN INC/DELAWA 1,500 7.80 8/1/2031 1,893
KINDRED HEALTHCARE INC 750 6.38 4/15/2022 738
KINDRED HEALTHCARE INC 500 8.00 1/15/2020 528
KINDRED HEALTHCARE INC 480 8.75 1/15/2023 504
KINETIC CONCEPT/KCI USA 600 7.88 2/15/2021 636
KINGPIN INTER HLDGS LLC 540 0.00 6/28/2024 542
KINROSS GOLD CORP 145 6.88 9/1/2041 153
KKR GROUP FIN CO II 210 5.50 2/1/2043 233
KKR GROUP FINANCE CO III 4,045 5.13 6/1/2044 4,275
KLA TENCOR CORP 3,000 4.65 11/1/2024 3,238
KLX INC 2,191 5.88 12/1/2022 2,302
KOHL S CORPORATION 2,000 4.75 12/15/2023 2,065
KOMMUNALBANKEN AS 3,000 1.38 10/26/2020 2,960
KOMMUNINVEST I SVERIGE 4,000 1.50 4/23/2019 3,991
KOMMUNINVEST I SVERIGE 3,000 1.88 6/1/2021 2,987
KONINKLIJKE KPN NV 116 6.13 3/29/2049 140
KONINKLIJKE KPN NV 100 6.88 3/14/2073 145
KONINKLIJKE KPN NV 350 7.00 3/28/2073 389
KOPPERS INC 468 6.00 2/15/2025 497
KOREA DEVELOPMENT BANK 3,000 1.00 7/6/2022 2,998
KOREA DEVELOPMENT BANK 2,500 1.65 2/27/2020 2,499
KOREA DEVELOPMENT BANK 1,500 1.91 2/27/2022 1,500
KOREA DEVELOPMENT BANK 3,000 3.00 3/17/2019 3,044
KOREA EAST WEST POWER CO 2,000 2.50 6/2/2020 1,993
KOREA HOUSING FINANCE CO 2,100 1.63 9/15/2018 2,086
KRAFT HEINZ FOODS CO 3,000 2.80 7/2/2020 3,042
KRAFT HEINZ FOODS CO 5,110 3.00 6/1/2026 4,888
KRAFT HEINZ FOODS CO 8,400 3.50 6/6/2022 8,677
KRAFT HEINZ FOODS CO 5,190 3.50 7/15/2022 5,351
KRAFT HEINZ FOODS CO 5,380 3.95 7/15/2025 5,541
KRAFT HEINZ FOODS CO 4,330 5.00 7/15/2035 4,675
KRAFT HEINZ FOODS CO 180 5.20 7/15/2045 194
KRAFT HEINZ FOODS CO 4,783 5.38 2/10/2020 5,155
KRAFT HEINZ FOODS CO 5,500 6.50 2/9/2040 6,837
KRATOS DEFENSE + SEC 924 7.00 5/15/2019 944
KROGER CO 3,000 2.60 2/1/2021 3,000
KROGER CO 2,000 2.95 11/1/2021 2,015
KROGER CO 3,000 3.50 2/1/2026 2,976
KROGER CO 7,000 4.00 2/1/2024 7,261
KROGER CO 850 6.15 1/15/2020 928
KRONOS ACQUISITION HOLDI 500 9.00 8/15/2023 499
KRONOS INC 4,969 0.00 11/1/2023 4,998
KRONOS INC 4,001 0.00 11/1/2024 4,150
KUWAIT INTL BOND 1,580 3.50 3/20/2027 1,613
L BRANDS INC 2,000 5.63 10/15/2023 2,137
L BRANDS INC 700 6.63 4/1/2021 776
L BRANDS INC 1,861 6.88 11/1/2035 1,800
L BRANDS INC 600 7.60 7/15/2037 600
L3 TECHNOLOGIES INC 3,000 3.85 12/15/2026 3,083
L3 TECHNOLOGIES INC 684 3.95 5/28/2024 708
L3 TECHNOLOGIES INC 3,000 4.75 7/15/2020 3,205
LA FINAC ATALIAN SA 125 4.00 5/15/2024 147
LA FINAC ATALIAN SA 630 4.00 5/15/2024 743
LA QUINTA INTERMEDIATE HLDGS 4,291 0.00 4/14/2021 4,305
LABORATORY CORP OF AMER 5,000 3.60 2/1/2025 5,068
LADDER CAP FIN LLLP/CORP 646 5.25 3/15/2022 665
LAFARGEHOLCIM FINANCE US 2,000 3.50 9/22/2026 1,972
LAMAR MEDIA CORP 500 5.75 2/1/2026 540
LAMAR MEDIA CORP 500 5.88 2/1/2022 515
LAMB WESTON HLD 100 4.63 11/1/2024 103
LAMB WESTON HLD 2,160 4.88 11/1/2026 2,237
LAND O LAKES INC 2,500 6.00 11/15/2022 2,762
LANDRY S INC 1,140 6.75 10/15/2024 1,167
LANDRYS INC 3,220 0.00 10/4/2023 3,208
LANTHEUS MED IMAGING INC 778 0.00 6/30/2022 779
LANXESS AG 75 5.00 12/6/2076 94
LAREDO PETROLEUM INC 100 7.38 5/1/2022 101
LATAM FINANCE LTD 436 6.88 4/11/2024 443
LAUREATE EDUCATION INC 708 8.25 5/1/2025 755
LAUREATE EDUCATION INC. 1,192 0.00 4/26/2024 1,197
LBM BORROWER, LLC 3,420 0.00 8/20/2022 3,432
LDISCOVERY LLC 741 0.00 12/9/2022 698
LEE ENTERPRISES INC 400 9.50 3/15/2022 413
LEGGETT + PLATT INC 3,000 3.80 11/15/2024 3,058
LEHMAN BROTHERS HOLDINGS 130,000 0.00 5/25/2049 8,613
LEHMAN BROTHERS HOLDINGS 25,000 1.00 12/23/2008 1,656
LEHMAN BROTHERS HOLDINGS 20,000 1.00 1/23/2009 1,250
LEHMAN BROTHERS HOLDINGS 25,000 1.00 3/23/2009 1,656
LEHMAN BROTHERS HOLDINGS 50,000 1.00 4/3/2009 3,125
LEHMAN BROTHERS HOLDINGS 71,000 1.00 4/3/2009 4,704
LEHMAN BROTHERS HOLDINGS 25,000 1.00 8/21/2009 1,563
LEHMAN BROTHERS HOLDINGS 25,000 1.00 11/16/2009 1,656
LEHMAN BROTHERS HOLDINGS 180,000 1.00 3/23/2049 11,250
LEHMAN BROTHERS HOLDINGS 5,000 5.75 1/3/2017 11
LEHMAN BROTHERS HOLDINGS 20,000 6.50 7/19/2017 43
LEHMAN BROTHERS HOLDINGS 21,000 6.75 12/28/2017 46
LENNAR CORP 253 4.13 1/15/2022 262
LENNAR CORP 228 4.50 6/15/2019 236
LENNAR CORP 655 4.50 4/30/2024 677
LENNAR CORP 400 4.75 11/15/2022 424
LENNAR CORP 1,000 4.75 5/30/2025 1,044
LENNAR CORP 1,330 4.88 12/15/2023 1,404
LESLIES POOLMART INC 923 0.00 8/16/2023 926
LEVEL 3 COMMUNICATIONS 1,000 5.75 12/1/2022 1,039
LEVEL 3 FINANCING INC 6,102 0.00 2/22/2024 6,113
LEVEL 3 FINANCING INC 3,231 5.13 5/1/2023 3,350
LEVEL 3 FINANCING INC 2,903 5.25 3/15/2026 3,010
LEVEL 3 FINANCING INC 930 5.38 8/15/2022 956
LEVEL 3 FINANCING INC 428 5.38 1/15/2024 447
LEVEL 3 FINANCING INC 945 5.38 5/1/2025 994
LEVEL 3 FINANCING INC 893 5.63 2/1/2023 928
LEVEL 3 FINANCING INC 2,000 6.13 1/15/2021 2,061
LEVI STRAUSS + CO 100 3.38 3/15/2027 114
LEVI STRAUSS + CO 750 5.00 5/1/2025 785
LIBBEY GLASS INC 177 0.00 4/9/2021 160
LIBERTY INTERACTIVE LLC 52 8.25 2/1/2030 56
LIBERTY INTERACTIVE LLC 201 8.50 7/15/2029 222
LIBERTY MUTUAL GROUP INC 7,000 4.15 3/7/2067 6,860
LIBERTY MUTUAL GROUP INC 3,000 4.95 5/1/2022 3,289
LIBERTY MUTUAL GROUP INC 1,625 7.80 3/7/2087 2,031
LIBERTY PROPERTY LP 3,000 3.25 10/1/2026 2,903
LIFEPOINT HEALTH INC 500 5.38 5/1/2024 518
LIFEPOINT HEALTH INC 750 5.50 12/1/2021 776
LIFEPOINT HEALTH INC 500 5.88 12/1/2023 528
LIN TELEVISION CORP 100 5.88 11/15/2022 105
LINCOLN NATIONAL CORP 4,000 4.85 6/24/2021 4,322
LINCOLN NATIONAL CORP 3,000 7.00 6/15/2040 4,017
LINEAGE LOGISTICS LLC 1,359 0.00 4/7/2021 1,358
LIONS GATE ENTERTAINMENT 1,202 5.88 11/1/2024 1,261
LIONS GATE ENTERTAINMENT CORP. 2,130 0.00 12/8/2023 2,141
LIVE NATION ENTERTAINMEN 300 4.88 11/1/2024 304
LIVE NATION ENTERTAINMEN 250 5.38 6/15/2022 259
LKQ CORP 3,400 4.75 5/15/2023 3,479
LKQ ITALIA BONDCO SPA 150 3.88 4/1/2024 184
LLOYDS BANKING GROUP PLC 5,000 3.00 1/11/2022 5,038
LLOYDS BANKING GROUP PLC 6,000 3.75 1/11/2027 6,039
LLOYDS BANKING GROUP PLC 870 4.50 11/4/2024 906
LLOYDS BANKING GROUP PLC 2,000 4.58 12/10/2025 2,073
LLOYDS BANKING GROUP PLC 5,000 4.65 3/24/2026 5,209
LOCKHEED MARTIN CORP 3,000 1.85 11/23/2018 3,006
LOCKHEED MARTIN CORP 2,500 2.90 3/1/2025 2,487
LOCKHEED MARTIN CORP 60 3.10 1/15/2023 61
LOCKHEED MARTIN CORP 3,000 3.35 9/15/2021 3,119
LOCKHEED MARTIN CORP 5,910 3.55 1/15/2026 6,123
LOCKHEED MARTIN CORP 5,700 4.07 12/15/2042 5,847
LOCKHEED MARTIN CORP 160 4.50 5/15/2036 175
LOCKHEED MARTIN CORP 3,000 4.70 5/15/2046 3,369
LOCKHEED MARTIN CORP 2,000 4.85 9/15/2041 2,262
LONESTAR INTERMEDIATE SUPER 200 0.00 8/31/2021 206
LOS ANGELES CA DEPT WTR PWR 3,000 5.72 7/1/2039 3,806
LOS ANGELES CA UNIF SCH DIST 5,000 5.75 7/1/2034 6,310
LOS ANGELES CA UNIF SCH DIST 5,290 5.76 7/1/2029 6,487
LOS ANGELES CA UNIF SCH DIST 7,425 6.76 7/1/2034 10,178
LOUISIANA PACIFIC CORP 250 4.88 9/15/2024 255
LOWE S COMPANIES INC 2,000 3.88 9/15/2023 2,149
LOWE S COS INC 5,000 2.50 4/15/2026 4,804
LOWE S COS INC 5,000 3.70 4/15/2046 4,814
LOWE S COS INC 7,000 4.65 4/15/2042 7,723
LOXAM SAS 100 3.50 5/3/2023 118
LPL HLDGS INC 2,083 0.00 3/11/2024 2,087
LPL HOLDINGS INC 244 5.75 9/15/2025 255
LSC COMMUNICATIONS INC 500 8.75 10/15/2023 523
LSTAR COMMERCIAL MORTGAGE TRUS 2,776 2.73 4/20/2048 2,806
LTS BUYER LLC 4,323 0.00 4/13/2020 4,336
LUKOIL INTL FINANCE BV 2,390 4.56 4/24/2023 2,447
LYB INTERNATIONAL FINANC 3,000 3.50 3/2/2027 2,959
LYB INTL FINANCE BV 2,000 4.88 3/15/2044 2,123
LYB INTL FINANCE BV 3,000 5.25 7/15/2043 3,342
LYONDELLBASELL IND NV 4,193 5.00 4/15/2019 4,383
LYONDELLBASELL IND NV 4,000 5.75 4/15/2024 4,582
LYONDELLBASELL IND NV 1,410 6.00 11/15/2021 1,595
MA FINANCECO. LLC 4,005 0.00 11/19/2021 3,997
MA FINANCECO. LLC 366 0.00 6/21/2024 367
MACDERMID INC 1,584 0.00 6/7/2020 1,588
MACQUARIE GROUP LTD 5,000 6.00 1/14/2020 5,427
MACQUARIE GROUP LTD 5,000 7.63 8/13/2019 5,520
MACYS RETAIL HLDGS INC 2,000 2.88 2/15/2023 1,832
MACYS RETAIL HLDGS INC 3,000 5.13 1/15/2042 2,567
MACYS RETAIL HLDGS INC 1,000 6.38 3/15/2037 1,017
MACYS RETAIL HLDGS INC 2,000 7.00 2/15/2028 2,137
MADISON PARK FUNDING LTD 250 6.42 7/26/2021 251
MAGELLAN MIDSTREAM PARTN 3,000 5.00 3/1/2026 3,317
MAGELLAN MIDSTREAM PARTN 3,000 5.15 10/15/2043 3,261
MAGNOLIA FINANCE X LIMITED 726 1.00 12/3/2020 936
MAGNOLIA FINANCE X LIMITED 2,119 3.02 12/3/2020 2,732
MAJAPAHIT HOLDING BV 1,450 7.75 1/20/2020 1,624
MAJAPAHIT HOLDING BV 170 7.75 1/20/2020 190
MALAYSIA GOVERNMENT 28,760 3.88 3/10/2022 6,765
MALAYSIA GOVERNMENT 28,720 4.76 4/7/2037 6,869
MALLINCKRODT FIN/SB 1,133 4.88 4/15/2020 1,103
MALLINCKRODT FIN/SB 612 5.50 4/15/2025 533
MALLINCKRODT FIN/SB 600 5.63 10/15/2023 547
MALLINCKRODT FIN/SB 595 5.75 8/1/2022 559
MALLINCKRODT INTL FIN 250 3.50 4/15/2018 250
MANITOBA (PROVINCE OF) 7,000 2.05 11/30/2020 7,027
MANITOBA (PROVINCE OF) 2,000 2.13 5/4/2022 1,990
MANUF + TRADERS TRUST CO 2,000 2.50 5/18/2022 1,996
MANULIFE FINANCIAL CORP 3,000 4.15 3/4/2026 3,170
MARATHON OIL CORP 5,000 3.85 6/1/2025 4,892
MARATHON OIL CORP 3,980 5.20 6/1/2045 3,825
MARATHON PETROLEUM CORP 5,000 3.63 9/15/2024 5,044
MARATHON PETROLEUM CORP 5,000 4.75 9/15/2044 4,748
MARRIOTT INTERNATIONAL 3,000 3.13 6/15/2026 2,957
MARRIOTT INTERNATIONAL 5,000 3.75 3/15/2025 5,134
MARRIOTT INTERNATIONAL 2,000 3.75 10/1/2025 2,057
MARSH + MCLENNAN COS INC 2,000 2.75 1/30/2022 2,018
MARSH + MCLENNAN COS INC 3,000 3.75 3/14/2026 3,122
MARSH + MCLENNAN COS INC 3,000 4.35 1/30/2047 3,189
MARSH + MCLENNAN COS INC 2,000 4.80 7/15/2021 2,172
MARTIN MARIETTA MATERIAL 5,000 4.25 7/2/2024 5,249
MASCO CORP 3,000 3.50 4/1/2021 3,084
MASCO CORP 3,000 4.38 4/1/2026 3,188
MASCO CORP 3,000 4.45 4/1/2025 3,221
MASONITE INTERNATIONAL C 697 5.63 3/15/2023 729
MASSACHUSETTS ST 4,530 4.20 12/1/2021 4,837
MASTEC INC 400 4.88 3/15/2023 399
MASTER CREDIT CARD TRUST 5,000 1.96 9/23/2019 5,000
MASTR ADJUSTABLE RATE MORTGAGE 642 3.30 12/25/2033 648
MASTR ALTERNATIVE LOANS TRUST 1,501 5.50 4/25/2034 1,582
MASTR ALTERNATIVE LOANS TRUST 15 5.50 5/25/2034 16
MASTR ASSET BACKED SECURITIES 5,031 1.82 5/25/2037 4,720
MASTR REPERFORMING LOAN TRUST 141 7.00 8/25/2034 143
MATADOR RESOURCES CO 1,957 6.88 4/15/2023 2,005
MATALAN FINANCE PLC 585 6.88 6/1/2019 710
MATCH GROUP INC 171 0.00 11/16/2022 171
MATCH GROUP INC 300 6.38 6/1/2024 327
MATCH GROUP INC 300 6.75 12/15/2022 313
MATTAMY GROUP CORP 225 6.88 12/15/2023 229
MATTERHORN TELECOM SA 244 3.88 5/1/2022 285
MCCLATCHY CO 1,000 9.00 12/15/2022 1,037
MCDONALD S CORP 1,000 2.10 12/7/2018 1,005
MCDONALD S CORP 7,000 2.75 12/9/2020 7,133
MCDONALD S CORP 10 3.50 3/1/2027 10
MCDONALD S CORP 780 3.70 1/30/2026 809
MCDONALD S CORP 300 5.35 3/1/2018 307
MCGRAW HILL GLOBAL ED 499 7.88 5/15/2024 485
MCKESSON CORP 6,000 2.85 3/15/2023 5,989
MDC PARTNERS INC 927 6.50 5/1/2024 923
MEAD JOHNSON NUTRITION C 3,000 4.13 11/15/2025 3,226
MEDIACOM BRDBND LLC/CORP 500 5.50 4/15/2021 513
MEDNAX INC 1,053 5.25 12/1/2023 1,086
MEDTRONIC GLOBAL HLDINGS 3,520 3.35 4/1/2027 3,589
MEDTRONIC INC 3,000 2.75 4/1/2023 3,015
MEDTRONIC INC 60 3.13 3/15/2022 62
MEDTRONIC INC 7,000 3.15 3/15/2022 7,243
MEDTRONIC INC 1,430 3.50 3/15/2025 1,487
MEDTRONIC INC 2,450 4.00 4/1/2043 2,476
MEDTRONIC INC 11,300 4.38 3/15/2035 12,342
MEDTRONIC INC 12,000 4.63 3/15/2045 13,509
MEDTRONIC INC 2,000 5.55 3/15/2040 2,429
MEG ENERGY CORP 1,237 0.00 12/31/2023 1,204
MEG ENERGY CORP 986 6.38 1/30/2023 764
MEG ENERGY CORP 1,981 6.50 1/15/2025 1,790
MEG ENERGY CORP 3,021 7.00 3/31/2024 2,333
MELCO RESORTS FINANCE 230 4.88 6/6/2025 230
MERCEDES BENZ AUTO LEASE TRUST 6,272 1.35 8/15/2019 6,256
MERCEDES BENZ AUTO LEASE TRUST 3,382 1.72 7/16/2018 3,382
MERCEDES BENZ MASTER OWNER TRU 3,000 1.74 5/15/2020 3,000
MERCER INTL INC 583 6.50 2/1/2024 608
MERCK + CO INC 2,000 1.85 2/10/2020 2,004
MERCK + CO INC 5,000 2.40 9/15/2022 5,042
MERCK + CO INC 370 2.75 2/10/2025 368
MERCK + CO INC 2,000 3.70 2/10/2045 1,987
MERCK + CO INC 5,000 3.88 1/15/2021 5,298
MERCURY BONDCO 270 8.25 5/30/2021 323
MERGERMARKET USA INC 2,365 0.00 2/4/2021 2,362
MERGERMARKET USA INC 1,250 0.00 2/4/2022 1,247
MERIT SECURITIES CORPORATION 839 1.84 4/28/2027 811
MERITAGE HOMES CORP 441 5.13 6/6/2027 442
MERITAGE HOMES CORP 550 7.00 4/1/2022 626
MERITAGE HOMES CORP 40 7.15 4/15/2020 44
MERITOR INC 800 6.25 2/15/2024 832
MET LIFE GLOB FUNDING I 7,500 1.70 12/19/2018 7,534
MET TRANSPRTN AUTH NY REVENUE 5,000 6.67 11/15/2039 6,893
MET WASHINGTON DC ARPTS AUTH D 7,000 7.46 10/1/2046 10,087
METALLOINVEST FINANCE 200 5.63 4/17/2020 212
METLIFE CAPITAL TRUST IV 400 7.88 12/15/2067 538
METLIFE INC 5,000 3.00 3/1/2025 5,017
METLIFE INC 5,000 3.05 12/15/2022 5,102
METLIFE INC 3,000 3.60 11/13/2025 3,111
METLIFE INC 3,000 4.60 5/13/2046 3,301
METLIFE INC 840 4.75 2/8/2021 912
METLIFE INC 5,000 5.70 6/15/2035 6,170
METLIFE INC 3,290 5.88 2/6/2041 4,159
METLIFE INC 930 6.40 12/15/2066 1,075
METROPOLITAN EDISON CO 5,000 7.70 1/15/2019 5,392
MEX BONOS DESARR FIX RT 191,260 6.50 6/9/2022 10,515
MEX BONOS DESARR FIX RT 164,079 7.75 11/13/2042 9,626
MEX BONOS DESARR FIX RT 27,020 10.00 12/5/2024 1,780
MEXICHEM SAB DE CV 8,400 4.88 9/19/2022 8,939
MEXICO CITY ARPT TRUST 2,000 4.25 10/31/2026 2,047
MGIC INVESTMENT CORP 182 5.75 8/15/2023 196
MGM GROWTH PPTYS OPER PARTNER 3,466 0.00 4/25/2023 3,469
MGM GROWTH/MGM FINANCE 813 4.50 9/1/2026 820
MGM GROWTH/MGM FINANCE 4,349 5.63 5/1/2024 4,734
MGM RESORTS INTL 3,900 0.00 4/25/2021 3,900
MGM RESORTS INTL 518 4.63 9/1/2026 523
MGM RESORTS INTL 2,640 6.00 3/15/2023 2,919
MGM RESORTS INTL 3,422 6.63 12/15/2021 3,838
MGM RESORTS INTL 1,805 6.75 10/1/2020 2,001
MGM RESORTS INTL 500 7.75 3/15/2022 586
MHP SA 200 8.25 4/2/2020 212
MICHAEL BAKER INTL INC 3,725 8.25 10/15/2018 3,708
MICHAELS STORES INC 2,155 0.00 1/30/2023 2,148
MICHAELS STORES INC 500 5.88 12/15/2020 513
MICROCHIP TECHNOLOGY INC 128 1.63 2/15/2025 193
MICROCHIP TECHNOLOGY INC 135 2.13 12/15/2037 440
MICRON TECHNOLOGY INC 1,540 3.00 11/15/2043 1,733
MICRON TECHNOLOGY INC 1,001 5.25 8/1/2023 1,041
MICRON TECHNOLOGY INC 750 5.25 1/15/2024 773
MICRON TECHNOLOGY INC 500 5.88 2/15/2022 523
MICROSEMI CORP 46 9.13 4/15/2023 53
MICROSOFT CORP 7,000 2.00 11/3/2020 7,021
MICROSOFT CORP 5,000 2.00 8/8/2023 4,872
MICROSOFT CORP 5,000 2.38 2/12/2022 5,035
MICROSOFT CORP 6,950 2.40 8/8/2026 6,685
MICROSOFT CORP 320 2.70 2/12/2025 318
MICROSOFT CORP 4,290 2.88 2/6/2024 4,360
MICROSOFT CORP 6,940 3.30 2/6/2027 7,147
MICROSOFT CORP 5,050 3.45 8/8/2036 5,048
MICROSOFT CORP 200 3.95 8/8/2056 199
MICROSOFT CORP 4,000 4.10 2/6/2037 4,318
MICROSOFT CORP 10,910 4.45 11/3/2045 12,120
MIDAMERICAN ENERGY CO 3,000 3.10 5/1/2027 3,020
MIDAMERICAN ENERGY CO 3,000 3.95 8/1/2047 3,080
MIDAMERICAN ENERGY CO 5,000 5.75 11/1/2035 6,236
MIDCONTINENT COMM + FIN 1,007 6.25 8/1/2021 1,041
MIDCONTINENT COMM + FIN 3,050 6.88 8/15/2023 3,286
MIDCONTINENT COMMUNICATIONS 934 0.00 12/31/2023 940
MIRANT MID ATLANTIC TRST 1,773 10.06 12/30/2028 1,668
MISSION BROADCASTING INC 354 0.00 1/17/2024 355
MISSISSIPPI POWER CO 900 4.25 3/15/2042 794
MISYS EUROPE SA 4,426 0.00 6/13/2024 4,424
MITSUBISHI UFJ FIN GRP 5,000 2.53 9/13/2023 4,898
MITSUBISHI UFJ FIN GRP 3,000 2.95 3/1/2021 3,048
MITSUBISHI UFJ FIN GRP 980 3.00 2/22/2022 995
MITSUBISHI UFJ INVESTOR 600 4.17 12/15/2050 378
MITSUBISHI UFJ TR + BANK 3,000 2.65 10/19/2020 3,019
MIZUHO FINANCIAL GROUP 3,000 2.14 2/28/2022 3,013
MIZUHO FINANCIAL GROUP 6,000 2.27 9/13/2021 5,898
MIZUHO FINANCIAL GROUP 3,000 3.66 2/28/2027 3,095
ML CFC COMMERCIAL MORTGAGE TRU 51 5.45 8/12/2048 44
ML CFC COMMERCIAL MORTGAGE TRU 653 5.45 8/12/2048 562
ML CFC COMMERCIAL MORTGAGE TRU 890 5.86 9/12/2049 898
ML CFC COMMERCIAL MORTGAGE TRU 1,296 6.19 9/12/2049 1,038
MLCC MORTGAGE INVESTORS INC 961 3.37 9/25/2037 984
MOBILE MINI INC 1,004 5.88 7/1/2024 1,042
MOHAWK INDUSTRIES INC 3,000 3.85 2/1/2023 3,097
MOHEGAN GAMING + ENT 500 7.88 10/15/2024 520
MOHEGAN TRIBAL GAMING AUTH 771 0.00 10/13/2023 779
MOLINA HEALTHCARE INC 193 4.88 6/15/2025 194
MOLSON COORS BREWING CO 3,000 1.45 7/15/2019 2,963
MOLSON COORS BREWING CO 5,000 3.00 7/15/2026 4,823
MOLSON COORS BREWING CO 130 3.50 5/1/2022 135
MOLSON COORS BREWING CO 5,000 4.20 7/15/2046 4,918
MOMENTIVE PERFORMANCE 2,024 3.88 10/24/2021 2,005
MONDELEZ INTERNATIONAL 3,000 1.69 2/1/2019 3,008
MONITRONICS INTL INC 680 0.00 9/30/2022 686
MONSANTO CO 3,000 3.38 7/15/2024 3,044
MOODY S CORPORATION 2,000 3.25 1/15/2028 1,977
MORGAN STANLEY 5,000 1.98 2/14/2020 5,020
MORGAN STANLEY 4,000 2.20 12/7/2018 4,017
MORGAN STANLEY 3,000 2.34 1/20/2022 3,029
MORGAN STANLEY 5,000 2.50 1/24/2019 5,041
MORGAN STANLEY 3,000 2.50 4/21/2021 2,995
MORGAN STANLEY 5,000 2.65 1/27/2020 5,050
MORGAN STANLEY 3,000 3.13 7/27/2026 2,913
MORGAN STANLEY 7,000 3.63 1/20/2027 7,055
MORGAN STANLEY 10,000 3.70 10/23/2024 10,261
MORGAN STANLEY 11,000 3.75 2/25/2023 11,442
MORGAN STANLEY 10,000 3.88 4/29/2024 10,391
MORGAN STANLEY 3,000 3.88 1/27/2026 3,085
MORGAN STANLEY 10,800 4.00 7/23/2025 11,271
MORGAN STANLEY 12,000 4.10 5/22/2023 12,506
MORGAN STANLEY 10,000 4.35 9/8/2026 10,388
MORGAN STANLEY 5,000 4.38 1/22/2047 5,238
MORGAN STANLEY 11,400 4.88 11/1/2022 12,369
MORGAN STANLEY 2,500 5.00 11/24/2025 2,713
MORGAN STANLEY 457 5.45 12/31/2049 473
MORGAN STANLEY 5,000 5.50 7/28/2021 5,540
MORGAN STANLEY 955 5.55 12/29/2049 1,002
MORGAN STANLEY 19,000 5.63 9/23/2019 20,409
MORGAN STANLEY 3,000 6.38 7/24/2042 4,009
MORGAN STANLEY 240 6.63 4/1/2018 248
MORGAN STANLEY BAML TRUST 273 1.86 2/15/2046 274
MORGAN STANLEY BAML TRUST 945 1.87 11/15/2045 945
MORGAN STANLEY BAML TRUST 1,120 3.10 11/15/2049 1,113
MORGAN STANLEY BAML TRUST 2,000 3.13 12/15/2048 2,039
MORGAN STANLEY BAML TRUST 10,000 3.21 2/15/2046 10,143
MORGAN STANLEY BAML TRUST 5,000 3.29 1/15/2049 5,152
MORGAN STANLEY BAML TRUST 1,500 3.32 10/15/2048 1,550
MORGAN STANLEY BAML TRUST 1,000 3.33 5/15/2049 1,013
MORGAN STANLEY BAML TRUST 9,076 3.48 11/15/2045 9,317
MORGAN STANLEY BAML TRUST 1,250 3.51 12/15/2049 1,304
MORGAN STANLEY BAML TRUST 5,000 3.53 10/15/2048 5,143
MORGAN STANLEY BAML TRUST 5,000 3.54 1/15/2049 5,127
MORGAN STANLEY BAML TRUST 5,000 3.56 12/15/2047 5,228
MORGAN STANLEY BAML TRUST 2,000 3.64 10/15/2048 2,069
MORGAN STANLEY BAML TRUST 2,332 3.74 8/15/2047 2,441
MORGAN STANLEY BAML TRUST 3,390 3.77 2/15/2046 3,428
MORGAN STANLEY BAML TRUST 880 4.78 11/15/2045 839
MORGAN STANLEY CAPITAL BARCLAY 6,175 2.20 9/13/2031 6,109
MORGAN STANLEY CAPITAL I TRUST 1,000 3.53 6/15/2050 1,030
MORGAN STANLEY CAPITAL I TRUST 1,080 3.60 12/15/2049 1,116
MORGAN STANLEY CAPITAL I TRUST 850 5.40 12/15/2043 680
MORGAN STANLEY CAPITAL I TRUST 1,111 5.44 3/15/2044 1,067
MORGAN STANLEY CAPITAL I TRUST 1,867 5.81 12/12/2049 1,872
MORGAN STANLEY CAPITAL I TRUST 1,406 6.50 1/11/2043 1,427
MORGAN STANLEY REREMIC TRUST 3,789 1.46 4/26/2047 3,684
MORTGAGE REPURCHASE AGREEMENT 2,860 2.32 5/10/2019 2,860
MOSAIC CO 3,000 4.25 11/15/2023 3,157
MOSAIC CO 3,000 5.63 11/15/2043 3,062
MOXIE PATRIOT LLC 462 0.00 12/19/2020 422
MPH ACQUISITION HLDGS LLC 2,193 0.00 6/7/2023 2,192
MPH ACQUISITION HOLDINGS 6,724 7.13 6/1/2024 7,169
MPLX LP 3,000 4.13 3/1/2027 3,019
MPLX LP 1,780 4.88 6/1/2025 1,890
MPLX LP 3,000 5.20 3/1/2047 3,093
MPM ESCROW LLC 2,019 8.88 10/15/2020 -
MPT OPER PARTNERSP/FINL 3,650 5.50 5/1/2024 3,821
MPT OPER PARTNERSP/FINL 100 6.38 3/1/2024 109
MSCG TRUST 890 3.58 6/7/2035 885
MSCI INC 500 5.25 11/15/2024 531
MSCI INC 500 5.75 8/15/2025 542
MTL PUBLISHING LLC 3,801 0.00 8/21/2023 3,801
MTN MAURITIUS INVSTMENTS 500 6.50 10/13/2026 525
MUNICIPALITY FINANCE PLC 5,000 1.38 9/21/2021 4,848
MURPHY OIL CORP 272 4.70 12/1/2022 262
MURPHY OIL CORP 146 6.13 12/1/2042 138
MURPHY OIL CORP 1,000 6.88 8/15/2024 1,045
MURPHY OIL USA INC 331 5.63 5/1/2027 345
MURPHY OIL USA INC 400 6.00 8/15/2023 422
MURRAY ENERGY CORPORATION 802 0.00 4/16/2020 782
MYLAN INC 3,000 2.55 3/28/2019 3,020
MYLAN INC 4,000 3.13 1/15/2023 3,981
MYLAN NV 4,000 3.15 6/15/2021 4,069
MYLAN NV 3,000 3.95 6/15/2026 3,043
MYRIAD INTL HOLDINGS BV 1,070 4.85 7/6/2027 1,070
MYRIAD INTL HOLDINGS BV 1,970 5.50 7/21/2025 2,100
N TX TOLLWAY AUTH REVENUE 7,000 6.72 1/1/2049 10,185
NABORS INDUSTRIES INC 871 0.75 1/15/2024 693
NABORS INDUSTRIES INC 3,000 4.63 9/15/2021 2,882
NABORS INDUSTRIES INC 4,000 5.50 1/15/2023 3,788
NACIONAL FINANCIERA SNC 5,000 3.38 11/5/2020 5,145
NASDAQ INC 3,000 4.25 6/1/2024 3,171
NASDAQ INC 8,000 5.55 1/15/2020 8,645
NATIONAL AUSTRALIA BANK 7,042 1.25 3/8/2018 7,025
NATIONAL BANK OF CANADA 2,830 1.45 11/7/2017 2,829
NATIONAL CINEMEDIA LLC 2,000 6.00 4/15/2022 2,039
NATIONAL COLLEGIATE STUDENT LO 6,878 2.07 3/25/2038 4,264
NATIONAL RURAL UTIL COOP 3,000 1.65 2/8/2019 2,992
NATIONAL RURAL UTIL COOP 3,000 2.35 6/15/2020 3,021
NATIONAL RURAL UTIL COOP 5,000 3.25 11/1/2025 5,062
NATIONAL RURAL UTIL COOP 2,000 8.00 3/1/2032 2,922
NATIONAL RURAL UTIL COOP 4,000 10.38 11/1/2018 4,442
NATIONSTAR MORT/CAP CORP 1,630 6.50 7/1/2021 1,669
NATIONSTAR MORT/CAP CORP 250 7.88 10/1/2020 258
NATIONWIDE BLDG SOCIETY 310 6.88 12/29/2049 414
NATURE S BOUNTY CO/THE 905 7.63 5/15/2021 959
NAVIENT CORP 930 4.88 6/17/2019 965
NAVIENT CORP 968 5.00 10/26/2020 1,003
NAVIENT CORP 1,139 5.50 1/25/2023 1,156
NAVIENT CORP 220 5.63 8/1/2033 185
NAVIENT CORP 240 5.88 10/25/2024 243
NAVIENT CORP 351 6.13 3/25/2024 362
NAVIENT CORP 566 6.50 6/15/2022 601
NAVIENT CORP 1,485 6.63 7/26/2021 1,595
NAVIENT CORP 352 6.75 6/25/2025 363
NAVIENT CORP 9,320 7.25 1/25/2022 10,185
NAVIENT CORP 3,300 8.00 3/25/2020 3,688
NAVIOS MARITIME ACQ CORP 580 8.13 11/15/2021 493
NAVIOS MARITIME PARTNERS L.P. 1,975 0.00 9/4/2020 1,966
NAVISTAR INTL CORP 1,692 8.25 11/1/2021 1,708
NBCUNIVERSAL ENTERPRISE 3,000 1.97 4/15/2019 3,010
NBCUNIVERSAL MEDIA LLC 5,680 4.38 4/1/2021 6,123
NBCUNIVERSAL MEDIA LLC 5,000 5.15 4/30/2020 5,444
NBCUNIVERSAL MEDIA LLC 8,000 5.95 4/1/2041 10,214
NBCUNIVERSAL MEDIA LLC 5,000 6.40 4/30/2040 6,721
NCI BLDG SYS INC 2,437 0.00 6/24/2019 2,447
NCL CORP LTD 1,550 4.75 12/15/2021 1,605
NCL CORPORATION LTD 1,420 4.63 11/15/2020 1,460
NCR CORP 300 4.63 2/15/2021 306
NCR CORP 1,400 5.00 7/15/2022 1,434
NCR CORP 300 5.88 12/15/2021 313
NCUA GUARANTEED NOTES 2,338 1.64 12/8/2020 2,348
NEDER WATERSCHAPSBANK 5,000 2.38 3/24/2026 4,914
NEFF RENTAL LLC 2,345 0.00 6/9/2021 2,345
NEG HOLDINGS LLC 195 0.00 10/17/2022 195
NEIMAN MARCUS GROUP LTD 1,415 8.00 10/15/2021 775
NEIMAN MARCUS GROUP LTD INC 982 0.00 10/25/2020 735
NEMEAN BONDCO PLC 1,400 7.38 2/1/2024 1,773
NEPTUNE FINCO CORP 4,596 0.00 7/17/2025 4,561
NES GLOBAL TALENT FIN US LLC 2,199 0.00 10/3/2019 1,979
NETFLIX INC 100 3.63 5/15/2027 116
NETFLIX INC 1,314 4.38 11/15/2026 1,315
NETFLIX INC 300 5.38 2/1/2021 324
NETFLIX INC 5,112 5.50 2/15/2022 5,557
NETFLIX INC 300 5.75 3/1/2024 328
NETFLIX INC 2,200 5.88 2/15/2025 2,434
NEVADA POWER CO 2,000 5.38 9/15/2040 2,349
NEVADA POWER CO 7,080 6.65 4/1/2036 9,528
NEVADA POWER CO 5,000 7.13 3/15/2019 5,431
NEW ALBERTSONS INC 500 7.45 8/1/2029 488
NEW ARCLIN U S HLDG CORP 995 0.00 2/14/2024 1,005
NEW ARCLIN U S HLDG CORP 700 0.00 2/14/2025 711
NEW AREVA HOLDING SA 200 4.88 9/23/2024 251
NEW CENTURY HOME EQUITY LOAN T 5,961 2.15 11/25/2034 5,601
NEW ENTERPRISE STONE + L 348 10.13 4/1/2022 377
NEW GOLD INC 500 6.25 11/15/2022 515
NEW GOLD INC 100 6.38 5/15/2025 103
NEW JERSEY ST TURNPIKE AUTH 5,000 7.10 1/1/2041 7,322
NEW LOOK SECURED ISSUER 298 6.50 7/1/2022 285
NEW RESIDENTIAL MORTGAGE LOAN 2,908 3.75 5/25/2054 2,974
NEW RESIDENTIAL MORTGAGE LOAN 2,421 3.75 11/25/2054 2,479
NEW RESIDENTIAL MORTGAGE LOAN 13,796 4.00 2/25/2057 14,337
NEW RESIDENTIAL MORTGAGE LOAN 5,243 4.00 3/25/2057 5,448
NEW YORK CITY NY MUNI WTR FIN 3,000 6.01 6/15/2042 4,070
NEW YORK CITY NY TRANSITIONAL 3,660 5.77 8/1/2036 4,498
NEW YORK LIFE GLOBAL FDG 10,000 1.53 12/15/2017 10,000
NEW YORK LIFE GLOBAL FDG 10,000 1.55 4/6/2018 10,000
NEW YORK ST DORM AUTH ST PERSO 5,000 5.63 3/15/2039 6,114
NEW ZEALAND INDEX LINKED 3,000 2.07 9/20/2025 2,344
NEWCO SAB MIDCO SASU 100 5.38 4/15/2025 120
NEWELL BRANDS INC 3,330 3.15 4/1/2021 3,411
NEWELL BRANDS INC 550 3.85 4/1/2023 578
NEWELL BRANDS INC 370 4.20 4/1/2026 393
NEWELL BRANDS INC 5,000 5.38 4/1/2036 5,806
NEWELL BRANDS INC 5,000 5.50 4/1/2046 6,015
NEWFIELD EXPLORATION CO 503 5.63 7/1/2024 524
NEWFIELD EXPLORATION CO 1,100 5.75 1/30/2022 1,158
NEWSTAR FINANCIAL INC 1,000 7.25 5/1/2020 1,025
NEXEO SOLUTIONS LLC 3,461 0.00 6/9/2023 3,484
NEXSTAR BROADCASTING INC 3,584 0.00 1/17/2024 3,589
NEXSTAR BROADCASTING INC 472 5.63 8/1/2024 477
NEXTEER AUTO GROUP LTD 250 5.88 11/15/2021 262
NEXTERA ENERGY CAPITAL 5,000 4.50 6/1/2021 5,355
NFP CORP 3,445 0.00 1/8/2024 3,450
NFP CORP 6,375 6.88 7/15/2025 6,439
NFP CORP 500 9.00 7/15/2021 525
NFP CORP. 643 0.00 1/8/2024 640
NGL ENRGY PART LP/FIN CO 400 5.13 7/15/2019 399
NGL ENRGY PART LP/FIN CO 400 6.13 3/1/2025 368
NGL ENRGY PART LP/FIN CO 140 6.88 10/15/2021 139
NGL ENRGY PART LP/FIN CO 901 7.50 11/1/2023 889
NGPL PIPECO LLC 1,006 7.12 12/15/2017 1,025
NGPL PIPECO LLC 1,005 7.77 12/15/2037 1,185
NH HOTEL GROUP SA 100 3.75 10/1/2023 120
NIELSEN CO LUX SARL/THE 383 5.00 2/1/2025 394
NIELSEN CO LUX SARL/THE 1,700 5.50 10/1/2021 1,758
NIELSEN FINANCE LLC/CO 200 4.50 10/1/2020 203
NIELSEN FINANCE LLC/CO 7,550 5.00 4/15/2022 7,831
NIKE INC 5,000 3.88 11/1/2045 5,033
NISOURCE FINANCE CORP 6,000 5.65 2/1/2045 7,212
NISSAN AUTO LEASE TRUST 2,459 1.54 8/15/2018 2,459
NITROGENMUVEK VEGYIPARI 200 7.88 5/21/2020 207
NOBLE ENERGY INC 5,000 3.90 11/15/2024 5,121
NOBLE ENERGY INC 40 4.15 12/15/2021 42
NOBLE ENERGY INC 230 5.25 11/15/2043 238
NOBLE ENERGY INC 5,000 6.00 3/1/2041 5,604
NOBLE ENERGY INC 1,490 8.25 3/1/2019 1,632
NOBLE GROUP LTD 800 6.75 1/29/2020 304
NOBLE HOLDING INTL LTD 877 4.63 3/1/2021 717
NOBLE HOLDING INTL LTD 500 7.70 4/1/2025 385
NOBLE HOLDING INTL LTD 1,051 7.75 1/15/2024 831
NOBLE HOLDING/NOBLE DRI 305 7.50 3/15/2019 309
NOKIA OYJ 194 3.38 6/12/2022 195
NOKIA OYJ 272 4.38 6/12/2027 277
NOKIA OYJ 599 6.63 5/15/2039 689
NOMAD FOODS EUROPE MIDCO LTD 770 0.00 4/18/2024 771
NOMURA ASSET ACCEPTANCE CORPOR 1,872 3.87 6/25/2036 1,667
NOMURA HOLDINGS INC 7,000 2.75 3/19/2019 7,057
NOMURA HOLDINGS INC 5,000 6.70 3/4/2020 5,533
NORANDA ALUM ACQUISITION CORP 1,459 0.00 2/28/2019 51
NORBORD INC 1,477 5.38 12/1/2020 1,553
NORBORD INC 100 6.25 4/15/2023 107
NORD ANGLIA EDUCATION FIN LLC 1,163 0.00 3/31/2021 1,168
NORDEA BANK AB 5,000 4.25 9/21/2022 5,292
NORDEA BANK AB 5,000 4.88 1/27/2020 5,345
NORDEA BANK AB 1,980 4.88 5/13/2021 2,126
NORDIC INVESTMENT BANK 6,350 2.25 9/30/2021 6,421
NORDSTROM INC 1,000 5.00 1/15/2044 956
NORFOLK SOUTHERN CORP 2,000 3.25 12/1/2021 2,062
NORFOLK SOUTHERN CORP 5,000 3.85 1/15/2024 5,278
NORFOLK SOUTHERN CORP 3,000 3.95 10/1/2042 2,988
NORFOLK SOUTHERN CORP 2,000 4.80 8/15/2043 2,252
NORTH CAROLINA ST TURNPIKE AUT 3,000 6.70 1/1/2039 3,203
NORTHERN STATES PWR MINN 3,000 3.60 5/15/2046 2,902
NORTHROP GRUMMAN CORP 3,000 3.25 8/1/2023 3,099
NORTHROP GRUMMAN CORP 3,500 4.75 6/1/2043 3,940
NOTA DO TESOURO NACIONAL 28,595 10.00 1/1/2021 8,615
NOTA DO TESOURO NACIONAL 14,386 10.00 1/1/2023 4,276
NOVA CHEMICALS CORP 491 4.88 6/1/2024 488
NOVA CHEMICALS CORP 797 5.25 6/1/2027 794
NOVARTIS CAPITAL CORP 5,000 2.40 9/21/2022 5,021
NOVARTIS CAPITAL CORP 5,000 3.40 5/6/2024 5,219
NOVELIS CORP 3,273 5.88 9/30/2026 3,375
NOVELIS CORP 3,471 6.25 8/15/2024 3,643
NRG ENERGY INC 1,021 6.25 5/1/2024 1,034
NRG ENERGY INC 1,110 6.63 3/15/2023 1,142
NRG ENERGY INC 1,860 6.63 1/15/2027 1,864
NRG ENERGY INC 1,419 7.25 5/15/2026 1,472
NRG REMA LLC 260 9.68 7/2/2026 193
NRG YIELD OPERATING LLC 710 5.38 8/15/2024 745
NTPC LTD 1,170 4.75 10/3/2022 1,253
NUANCE COMMUNICATIONS 832 5.38 8/15/2020 845
NUANCE COMMUNICATIONS 223 5.63 12/15/2026 237
NUANCE COMMUNICATIONS 815 6.00 7/1/2024 868
NUMERICABLE U S LLC 5,721 0.00 1/14/2025 5,709
NUMERICABLE U S LLC 860 0.00 7/31/2025 852
NUOVO TRASPORTO VIAGGIAT 522 3.50 6/1/2023 603
NUSTAR LOGISTICS LP 500 4.80 9/1/2020 520
NUVEEN FINANCE LLC 3,000 4.13 11/1/2024 3,099
NVA HLDGS INC 7,400 0.00 8/14/2022 7,465
NVR INC 3,080 3.95 9/15/2022 3,221
NXP BV/NXP FUNDING LLC 352 3.88 9/1/2022 367
NXP BV/NXP FUNDING LLC 1,392 4.13 6/1/2021 1,464
NXP BV/NXP FUNDING LLC 1,167 4.63 6/1/2023 1,259
NY + PRESBYTERIAN HOSPIT 3,000 3.56 8/1/2036 2,907
NYRSTAR NETHERLANDS HOLD 100 6.88 3/15/2024 115
OASIS PETROLEUM INC 470 2.63 9/15/2023 461
OASIS PETROLEUM INC 1,352 6.50 11/1/2021 1,318
OASIS PETROLEUM INC 903 6.88 3/15/2022 880
OASIS PETROLEUM INC 1,087 6.88 1/15/2023 1,052
OBERTHUR TECHNOLOGIES S.A. 1,133 0.00 12/15/2023 1,140
OBERTHUR TECHNOLOGIES S.A. 699 0.00 1/10/2024 704
OBRASCON HUARTE LAIN SA 1,245 4.75 3/15/2022 1,227
OBRASCON HUARTE LAIN SA 116 5.50 3/15/2023 114
OCADO GROUP PLC 325 4.00 6/15/2024 414
OCCIDENTAL PETROLEUM COR 4,500 2.70 2/15/2023 4,498
OCCIDENTAL PETROLEUM COR 440 3.00 2/15/2027 429
OCCIDENTAL PETROLEUM COR 580 3.13 2/15/2022 596
OCCIDENTAL PETROLEUM COR 5,000 3.40 4/15/2026 5,036
OCCIDENTAL PETROLEUM COR 4,000 4.10 2/1/2021 4,227
OCCIDENTAL PETROLEUM COR 610 4.10 2/15/2047 608
OCCIDENTAL PETROLEUM COR 170 4.40 4/15/2046 177
OCCIDENTAL PETROLEUM COR 220 4.63 6/15/2045 234
OCWEN LN SERVICING LLC 500 0.00 12/5/2020 496
OEKB OEST. KONTROLLBANK 5,000 1.88 1/20/2021 4,987
OFFICE CHERIFIEN DES PHO 2,090 4.50 10/22/2025 2,106
OHIO POWER COMPANY 5,099 6.60 2/15/2033 6,494
OHIO ST UNIV 3,000 3.80 12/1/2046 3,070
OI EUROPEAN GROUP BV 100 3.13 11/15/2024 115
OLD MUTUAL PLC 100 8.00 6/3/2021 150
OLD REPUBLIC INTL CORP 2,000 3.88 8/26/2026 1,999
OMEGA HLTHCARE INVESTORS 3,000 4.50 1/15/2025 3,038
OMEGA HLTHCARE INVESTORS 3,000 5.25 1/15/2026 3,187
OMNICOM GROUP INC 17,000 3.63 5/1/2022 17,737
OMNIMAX INTERNATIONAL 2,250 12.00 8/15/2020 2,446
OMNITRACS INC 900 0.00 5/25/2021 899
OMNITRACS LLC 980 0.00 11/25/2020 982
ON SEMICONDUCTOR CORP 1,470 0.00 1/2/2018 1,468
ON SEMICONDUCTOR CORP 2,341 0.00 3/31/2023 2,342
ONCOR ELECTRIC DELIVERY 4,000 2.95 4/1/2025 3,993
ONEMAIN FIN HOLDINGS INC 329 6.75 12/15/2019 345
ONEMAIN FIN HOLDINGS INC 326 7.25 12/15/2021 343
ONEOK INC 75 6.00 6/15/2035 80
ONEOK INC 1,223 7.50 9/1/2023 1,459
ONEOK PARTNERS LP 5,000 6.65 10/1/2036 6,005
ONTARIO (PROVINCE OF) 5,000 2.00 1/30/2019 5,027
ONTARIO (PROVINCE OF) 10,000 3.20 5/16/2024 10,421
ONTARIO (PROVINCE OF) 5,000 4.00 10/7/2019 5,242
ONTARIO (PROVINCE OF) 5,000 4.40 4/14/2020 5,332
OOREDOO INTL FINANCE 1,800 5.00 10/19/2025 1,937
OPEN TEXT CORP 350 5.63 1/15/2023 365
OPENLINK INTL INC SYNDICATED 2,857 0.00 7/29/2019 2,871
OPPENHEIMER HOLDINGS INC 465 8.75 4/15/2018 467
ORACLE CORP 1,320 1.20 10/15/2017 1,319
ORACLE CORP 5,000 1.74 1/15/2019 5,039
ORACLE CORP 5,000 2.40 9/15/2023 4,935
ORACLE CORP 7,000 2.50 5/15/2022 7,067
ORACLE CORP 5,000 2.65 7/15/2026 4,832
ORACLE CORP 3,000 2.80 7/8/2021 3,076
ORACLE CORP 7,000 2.95 5/15/2025 7,022
ORACLE CORP 5,000 3.40 7/8/2024 5,196
ORACLE CORP 2,000 3.63 7/15/2023 2,113
ORACLE CORP 3,000 4.30 7/8/2034 3,251
ORACLE CORP 5,000 5.00 7/8/2019 5,323
ORACLE CORP 10,000 5.38 7/15/2040 12,154
ORACLE CORP 5,000 6.50 4/15/2038 6,838
ORANGE SA 5,000 2.75 2/6/2019 5,058
ORANGE SA 100 4.00 10/29/2049 124
ORANGE SA 3,000 5.50 2/6/2044 3,576
ORIGIN ENERGY FINANCE 100 4.00 9/16/2074 116
ORTHO CLINICAL DIAGNOSTICS SA 60 0.00 6/30/2021 59
ORTHO CLINICAL INC/SA 1,648 6.63 5/15/2022 1,575
OSG BULK SHIPS INC. 1,500 0.00 8/5/2019 1,421
OTE PLC 200 3.50 7/9/2020 236
OUTFRONT MEDIA CAP LLC/C 565 5.25 2/15/2022 585
OWENS BROCKWAY 730 5.00 1/15/2022 770
OWENS BROCKWAY 365 5.38 1/15/2025 389
OWENS BROCKWAY 250 5.88 8/15/2023 276
OWENS CORNING 3,000 4.20 12/15/2022 3,165
OWENS CORNING 3,000 4.30 7/15/2047 2,904
OWENS CORNING 3,000 7.00 12/1/2036 3,850
OWNIT MORTGAGE LOAN ASSET BACK 340 3.02 7/25/2035 339
OXEA FIN + CY S C A 2,422 0.00 1/15/2020 2,386
PACIFIC DRILLING S A 880 0.00 6/4/2018 399
PACIFIC GAS + ELECTRIC 3,000 2.95 3/1/2026 2,975
PACIFIC GAS + ELECTRIC 3,000 3.50 6/15/2025 3,097
PACIFIC GAS + ELECTRIC 5,000 3.85 11/15/2023 5,288
PACIFIC GAS + ELECTRIC 1,150 5.80 3/1/2037 1,460
PACIFIC GAS + ELECTRIC 1,210 6.05 3/1/2034 1,561
PACIFIC GAS + ELECTRIC 10,000 6.25 3/1/2039 13,193
PACIFIC GAS + ELECTRIC 3,000 8.25 10/15/2018 3,235
PACKAGING CORP OF AMERIC 3,000 3.65 9/15/2024 3,059
PACKAGING CORP OF AMERIC 3,000 4.50 11/1/2023 3,230
PANDA TEMPLE POWER LLC 834 0.00 3/4/2022 585
PAPREC HOLDING SA 100 5.25 4/1/2022 119
PARAGON OFFSHORE FIN CO 632 0.00 7/18/2021 242
PARK AEROSPACE HOLDINGS 3,132 5.25 8/15/2022 3,279
PARK AEROSPACE HOLDINGS 3,440 5.50 2/15/2024 3,595
PARK OHIO INDUSTRIES INC 200 6.63 4/15/2027 210
PARKER DRILLING CO 176 7.50 8/1/2020 153
PARKER HANNIFIN CORP 3,000 3.50 9/15/2022 3,151
PARKER HANNIFIN CORP 3,000 4.20 11/21/2034 3,187
PARSLEY ENERGY LLC/FINAN 1,917 5.25 8/15/2025 1,918
PARSLEY ENERGY LLC/FINAN 609 5.38 1/15/2025 613
PARSLEY ENERGY LLC/FINAN 126 6.25 6/1/2024 132
PARTY CITY HLDGS INC 2,102 0.00 8/19/2022 2,103
PATTERN ENERGY GROUP INC 549 5.88 2/1/2024 577
PBF HOLDING CO LLC 880 7.00 11/15/2023 876
PBF HOLDING CO LLC 861 7.25 6/15/2025 831
PCF GMBH 165 7.88 8/1/2019 192
PDC ENERGY INC 2,126 6.13 9/15/2024 2,158
PENN ENGINEERING AND MFG CORP 2,500 0.00 5/30/2024 2,500
PENNSYLVANIA ST 4,950 4.65 2/15/2026 5,379
PENNSYLVANIA ST 4,345 5.35 5/1/2030 4,636
PENSKE AUTO GROUP INC 177 5.75 10/1/2022 182
PENSKE AUTOMOTIVE GROUP 140 5.50 5/15/2026 140
PENTAIR FINANCE SA 6,660 1.88 9/15/2017 6,659
PEPSICO INC 5,000 1.34 4/30/2018 5,008
PEPSICO INC 10,000 1.51 10/13/2017 10,000
PEPSICO INC 5,000 2.15 10/14/2020 5,032
PEPSICO INC 5,000 2.38 10/6/2026 4,765
PEPSICO INC 1,400 2.75 3/5/2022 1,431
PEPSICO INC 5,000 2.75 3/1/2023 5,058
PEPSICO INC 3,000 2.85 2/24/2026 2,989
PEPSICO INC 5,000 4.45 4/14/2046 5,446
PEPSICO INC 3,000 4.50 1/15/2020 3,195
PERFORMANCE FOOD GROUP I 250 5.50 6/1/2024 258
PERNOD RICARD SA 830 4.45 1/15/2022 890
PERNOD RICARD SA 330 5.50 1/15/2042 390
PERNOD RICARD SA 10,000 5.75 4/7/2021 11,121
PERSHING SQUARE HOLDINGS 1,000 5.50 7/15/2022 1,049
PERSTORP HOLDING AB 500 8.50 6/30/2021 535
PERTAMINA PERSERO PT 1,160 4.30 5/20/2023 1,203
PET ACQUISITION MERGER SUB LLC 1,383 0.00 1/26/2023 1,246
PETRO CANADA 5,000 5.95 5/15/2035 5,950
PETRO CANADA 5,000 6.80 5/15/2038 6,528
PETROBRAS GLOBAL FINANCE 5,000 4.38 5/20/2023 4,717
PETROBRAS GLOBAL FINANCE 16,175 5.38 1/27/2021 16,475
PETROBRAS GLOBAL FINANCE 1,000 6.13 1/17/2022 1,033
PETROBRAS GLOBAL FINANCE 7,005 6.25 3/17/2024 7,145
PETROBRAS GLOBAL FINANCE 1,090 6.85 12/31/2099 966
PETROBRAS GLOBAL FINANCE 1,000 7.38 1/17/2027 1,059
PETROBRAS GLOBAL FINANCE 1,000 8.38 5/23/2021 1,121
PETROBRAS GLOBAL FINANCE 600 8.75 5/23/2026 691
PETROLEOS DE VENEZUELA S 730 9.00 11/17/2021 357
PETROLEOS DE VENEZUELA S 620 9.00 11/17/2021 303
PETROLEOS MEXICANOS 2,000 3.13 1/23/2019 2,015
PETROLEOS MEXICANOS 6,805 3.50 1/30/2023 6,527
PETROLEOS MEXICANOS 261 5.38 3/13/2022 275
PETROLEOS MEXICANOS 10,000 5.50 1/21/2021 10,465
PETROLEOS MEXICANOS 4,000 5.50 6/27/2044 3,527
PETROLEOS MEXICANOS 5,000 6.00 3/5/2020 5,367
PETROLEOS MEXICANOS 7,000 6.50 3/13/2027 7,519
PETROLEOS MEXICANOS 4,000 6.50 6/2/2041 3,982
PETROLEOS MEXICANOS 8,008 6.63 6/15/2035 8,282
PETROLEOS MEXICANOS 10,000 6.75 9/21/2047 10,086
PETSMART INC 2,700 0.00 3/11/2022 2,508
PETSMART INC 1,083 5.88 6/1/2025 1,045
PETSMART INC 1,300 7.13 3/15/2023 1,158
PETSMART INC 250 8.88 6/1/2025 231
PF CHANGS CHINA BISTRO 200 10.25 6/30/2020 204
PFIZER INC 5,000 3.00 12/15/2026 5,018
PGT INC 2,933 0.00 2/16/2022 2,962
PHARMACIA LLC 5,000 6.60 12/1/2028 6,559
PHH CORP 500 6.38 8/15/2021 512
PHHMC MORTGAGE PASS THROUGH CE 893 6.00 5/25/2038 953
PHILADELPHIA ENERGY SOLUTIONS 3,388 0.00 4/4/2018 3,066
PHILLIPS 66 8,000 4.65 11/15/2034 8,433
PHILLIPS 66 PARTNERS LP 3,000 2.65 2/15/2020 3,012
PHOENIX GROUP HOLDINGS 680 6.63 12/18/2025 1,011
PILGRIM S PRIDE CORP 500 5.75 3/15/2025 502
PINN FOODS FIN LLC/CORP 1,450 5.88 1/15/2024 1,550
PINNACLE ENTERTAINMENT I 700 5.63 5/1/2024 729
PINNACLE FOODS FIN LLC 1,990 0.00 2/2/2024 1,995
PINNACLE HOLDCO SARL 1,906 0.00 7/30/2019 1,654
PIONEER ENERGY SERVICES 900 6.13 3/15/2022 705
PIONEER NATURAL RESOURCE 3,000 6.88 5/1/2018 3,117
PIZZAEXPRESS FINANCING 2 340 6.63 8/1/2021 439
PLAINS ALL AMER PIPELINE 4,670 3.60 11/1/2024 4,553
PLAINS ALL AMER PIPELINE 3,000 4.90 2/15/2045 2,786
PLASTIPAK HOLDINGS INC 250 6.50 10/1/2021 258
PLATFORM SPECIALTY PROD 2,873 6.50 2/1/2022 2,968
PLATFORM SPECIALTY PROD 152 10.38 5/1/2021 168
PLAYA HOTELS RESORTS BV 3,000 0.00 4/5/2024 2,999
PLY GEM INDUSTRIES INC 899 6.50 2/1/2022 944
PNC BANK NA 3,000 1.80 11/5/2018 3,003
PNC BANK NA 3,000 2.30 6/1/2020 3,016
PNC BANK NA 3,000 2.45 11/5/2020 3,021
PNC BANK NA 5,000 3.25 6/1/2025 5,073
PNC BANK NA 7,000 4.20 11/1/2025 7,526
PNC FINANCIAL SERVICES 5,000 3.90 4/29/2024 5,229
POLYONE CORP 500 5.25 3/15/2023 522
PORT AUTH OF NEW YORK NEW JE 7,000 4.93 10/1/2051 8,218
PORT AUTH OF NEW YORK NEW JE 3,000 5.31 8/1/2046 3,289
POST HLDGS INC 2,063 0.00 5/24/2024 2,065
POST HOLDINGS INC 6,409 5.00 8/15/2026 6,390
POST HOLDINGS INC 5,763 5.50 3/1/2025 5,947
POST HOLDINGS INC 250 5.75 3/1/2027 258
POST HOLDINGS INC 535 6.00 12/15/2022 566
POTASH CORP SASKATCHEWAN 2,000 5.88 12/1/2036 2,350
POTOMAC ELECTRIC POWER 5,000 3.60 3/15/2024 5,212
PPG INDUSTRIES INC 3,000 3.60 11/15/2020 3,123
PPL ELECTRIC UTILITIES 5,000 4.15 10/1/2045 5,294
PPL ELECTRIC UTILITIES 2,000 5.20 7/15/2041 2,363
PPL WEM LTD/WESTERN PWR 3,000 5.38 5/1/2021 3,221
PQ CORP 407 0.00 11/4/2022 411
PQ CORP 1,267 6.75 11/15/2022 1,364
PRECISION DRILLING CORP 540 5.25 11/15/2024 475
PRECISION DRILLING CORP 370 6.50 12/15/2021 362
PRECISION DRILLING CORP 84 6.63 11/15/2020 83
PRECISION DRILLING CORP 180 7.75 12/15/2023 182
PREGIS HLDG I CORP 2,862 0.00 5/15/2021 2,859
PREMIER DENTAL SVCS INC 2,936 0.00 11/1/2018 2,921
PRES + FELLOWS OF HARVAR 2,000 3.62 10/1/2037 2,082
PRESTIGE BRANDS INC 300 5.38 12/15/2021 309
PRESTIGE BRANDS INC 792 6.38 3/1/2024 845
PRESTIGE BRANDS INC DEL 1,141 0.00 1/26/2024 1,145
PRESTIGEBIDCO GMBH 263 6.25 12/15/2023 324
PRICELINE GROUP INC/THE 3,000 3.60 6/1/2026 3,036
PRICELINE GROUP INC/THE 3,000 3.65 3/15/2025 3,076
PRIME SECSRVC BRW/FINANC 10,258 9.25 5/15/2023 11,137
PRINTPACK HLDGS INC 457 0.00 7/26/2023 460
PRISO ACQUISITION CORP 2,977 0.00 5/8/2022 2,972
PRISO ACQUISITION CORP 500 9.00 5/15/2023 520
PROAMPAC PG BORROWER LLC 2,346 0.00 11/18/2023 2,368
PROAMPAC PG BORROWER LLC 250 0.00 11/18/2024 254
PROGRESS ENERGY INC 5,000 6.00 12/1/2039 6,277
PROGROUP AG 131 5.13 5/1/2022 158
PROJECT ALPHA INTERMEDIATE 1,826 0.00 4/26/2024 1,812
PROJECT LEOPARD HOLDINGS, INC 649 0.00 7/7/2023 650
PROJECT RUBY ULTIMATE PARENT 1,249 0.00 2/9/2024 1,249
PROLOGIS LP 3,000 3.35 2/1/2021 3,095
PROLOGIS LP 3,000 4.25 8/15/2023 3,242
PROSPECT MED HLDGS INC 1,980 0.00 6/30/2022 1,995
PROV OF NEW BRUNSWICK 5,000 2.75 6/15/2018 5,058
PROVIDENT FDG/PFG FIN 3,650 6.38 6/15/2025 3,741
PROVINCE OF ALBERTA 3,000 1.90 12/6/2019 3,006
PROVINCE OF QUEBEC 5,000 2.38 1/31/2022 5,042
PROVINCE OF QUEBEC 5,000 2.50 4/20/2026 4,917
PROVINCE OF QUEBEC 5,000 2.75 8/25/2021 5,124
PROVINCE OF QUEBEC 3,000 2.75 4/12/2027 2,986
PROVINCE OF QUEBEC 5,000 2.88 10/16/2024 5,091
PROVINCIA DE BUENOS AIRE 600 6.50 2/15/2023 612
PROVINCIA DE BUENOS AIRE 520 7.88 6/15/2027 540
PRUDENTIAL FINANCIAL INC 5,000 4.50 11/16/2021 5,418
PRUDENTIAL FINANCIAL INC 3,000 5.38 5/15/2045 3,239
PRUDENTIAL FINANCIAL INC 3,000 5.63 5/12/2041 3,655
PRUDENTIAL FINANCIAL INC 6,000 6.63 6/21/2040 8,115
PRUDENTIAL FINANCIAL INC 5,000 7.38 6/15/2019 5,510
PSEG POWER LLC 5,000 8.63 4/15/2031 6,448
PSPC ESCROW CORP 150 6.00 2/1/2023 179
PT PELABUHAN INDO II 1,545 4.25 5/5/2025 1,568
PTC INC 4,191 6.00 5/15/2024 4,575
PUBLIC SERVICE COLORADO 5,000 4.75 8/15/2041 5,606
PUBLIC SERVICE ELECTRIC 2,000 1.90 3/15/2021 1,978
PUBLIC SERVICE ELECTRIC 3,000 3.80 3/1/2046 3,044
PUBLIC SERVICE ELECTRIC 3,000 4.15 11/1/2045 3,166
PUGET ENERGY INC 5,000 6.00 9/1/2021 5,538
PUGET SOUND ENERGY INC 5,000 5.76 10/1/2039 6,179
PULTE GROUP INC 120 6.00 2/15/2035 121
PULTE GROUP INC 960 6.38 5/15/2033 1,004
PULTEGROUP INC 1,000 5.00 1/15/2027 1,027
QCP SNF WEST REIT LLC 2,462 0.00 10/31/2022 2,472
QCP SNF WEST/CENTRAL/EAS 500 8.13 11/1/2023 512
QEP RESOURCES INC 600 5.25 5/1/2023 572
QEP RESOURCES INC 626 5.38 10/1/2022 603
QEP RESOURCES INC 630 6.88 3/1/2021 654
QGOG CONSTELLATION SA 375 6.25 11/9/2019 274
QORVO INC 300 6.75 12/1/2023 329
QUAD GRAPHICS INC 300 7.00 5/1/2022 305
QUALCOMM INC 5,000 1.65 5/20/2020 5,023
QUALCOMM INC 10,000 3.00 5/20/2022 10,254
QUALCOMM INC 7,000 3.25 5/20/2027 7,014
QUALCOMM INC 3,000 4.30 5/20/2047 3,062
QUEBECOR MEDIA INC 1,100 5.75 1/15/2023 1,165
QUEST DIAGNOSTICS INC 7,860 3.45 6/1/2026 7,870
QUICKEN LOANS INC 2,990 5.75 5/1/2025 3,092
QUIKRETE HLDGS INC 985 0.00 11/15/2023 982
QUINTILES IMS INC 100 3.25 3/15/2025 116
QUINTILES IMS INC 500 5.00 10/15/2026 515
QVC INC 6,000 4.85 4/1/2024 6,132
QVC INC 40 5.95 3/15/2043 38
RAAC SERIES 484 1.52 6/25/2044 410
RACKSPACE HOSTIN 1,696 8.63 11/15/2024 1,806
RADIAN GROUP INC 133 7.00 3/15/2021 149
RADIATE HOLDCO / FINANCE 1,169 6.63 2/15/2025 1,174
RADIATE HOLDCO LLC 2,475 0.00 2/1/2024 2,438
RADIO ONE INC 459 0.00 4/18/2023 452
RADNET INC 747 0.00 3/25/2021 749
RADNET MGMT INC 940 0.00 6/30/2023 944
RAIN CII CARBON LLC/CII 500 7.25 4/1/2025 516
RAIN CII CARBON LLC/CII 290 8.25 1/15/2021 301
RANGE RESOURCES CORP 1,034 4.88 5/15/2025 980
RANGE RESOURCES CORP 927 5.00 8/15/2022 910
RANGE RESOURCES CORP 1,802 5.00 3/15/2023 1,761
RANGE RESOURCES CORP 1,110 5.88 7/1/2022 1,125
RAVAGO HLDGS AMER INC 2,228 0.00 6/30/2023 2,230
RAYTHEON COMPANY 5,000 3.13 10/15/2020 5,179
RAYTHEON COMPANY 3,000 4.40 2/15/2020 3,189
REALOGY GROUP/CO ISSUER 1,037 4.88 6/1/2023 1,045
REALOGY GROUP/CO ISSUER 1,123 5.25 12/1/2021 1,176
REALTY INCOME CORP 5,000 3.88 7/15/2024 5,159
REGAL ENTERTAINMENT GRP 5,000 5.75 3/15/2022 5,224
REGENCY CENTERS LP 5,000 3.75 6/15/2024 5,103
REGENCY ENERGY PART/FINA 1,000 5.50 4/15/2023 1,036
REGENCY ENERGY PART/FINA 10,630 5.88 3/1/2022 11,710
REGENCY ENERGY PART/FINA 1,767 6.50 7/15/2021 1,811
REGENCY ENERGY PARTNERS 430 4.50 11/1/2023 446
REGIONAL SAECA 150 8.13 1/24/2019 159
REGIONALCARE HOSPITAL PR 7,970 8.25 5/1/2023 8,571
REGIONS BANK 6,000 6.45 6/26/2037 7,224
REINSURANCE GRP OF AMER 3,000 4.70 9/15/2023 3,254
RELIANCE INTERMEDIATE 4,750 6.50 4/1/2023 5,094
RENT A CENTER INC 500 4.75 5/1/2021 450
RENTPATH INC. 558 0.00 12/17/2021 555
REPSOL INTL FINANCE 100 3.88 12/29/2049 118
REPSOL INTL FINANCE 100 4.50 3/25/2075 117
REPUBLIC OF ARGENTINA 1,220 5.63 1/26/2022 1,251
REPUBLIC OF ARGENTINA 810 6.88 4/22/2021 867
REPUBLIC OF ARGENTINA 2,320 7.13 7/6/2036 2,303
REPUBLIC OF ARGENTINA 540 7.50 4/22/2026 582
REPUBLIC OF ARGENTINA 40,270 18.20 10/3/2021 2,568
REPUBLIC OF CHILE 5,288 3.13 3/27/2025 5,404
REPUBLIC OF COLOMBIA 5,000 2.63 3/15/2023 4,888
REPUBLIC OF COLOMBIA 2,000 4.00 2/26/2024 2,074
REPUBLIC OF COLOMBIA 7,500 4.38 7/12/2021 7,993
REPUBLIC OF COLOMBIA 10,000 5.00 6/15/2045 10,067
REPUBLIC OF COLOMBIA 1,880 5.63 2/26/2044 2,055
REPUBLIC OF COLOMBIA 5,000 6.13 1/18/2041 5,764
REPUBLIC OF COLOMBIA 3,000 7.38 3/18/2019 3,272
REPUBLIC OF COLOMBIA 550 7.38 9/18/2037 708
REPUBLIC OF INDONESIA 280 3.75 4/25/2022 287
REPUBLIC OF INDONESIA 430 3.75 4/25/2022 441
REPUBLIC OF INDONESIA 2,970 4.13 1/15/2025 3,063
REPUBLIC OF INDONESIA 450 4.88 5/5/2021 483
REPUBLIC OF INDONESIA 1,185 5.88 1/15/2024 1,351
REPUBLIC OF NIGERIA 1,520 6.38 7/12/2023 1,564
REPUBLIC OF PANAMA 1,000 3.88 3/17/2028 1,025
REPUBLIC OF PANAMA 3,000 4.00 9/22/2024 3,146
REPUBLIC OF PANAMA 3,000 4.50 5/15/2047 3,043
REPUBLIC OF PANAMA 5,000 6.70 1/26/2036 6,432
REPUBLIC OF PERU 840 5.63 11/18/2050 1,019
REPUBLIC OF PERU 259 6.55 3/14/2037 340
REPUBLIC OF PERU 896 8.75 11/21/2033 1,373
REPUBLIC OF PHILIPPINES 2,000 3.95 1/20/2040 2,085
REPUBLIC OF PHILIPPINES 2,300 4.20 1/21/2024 2,515
REPUBLIC OF POLAND 9,000 3.00 3/17/2023 9,150
REPUBLIC OF POLAND 5,000 3.25 4/6/2026 5,084
REPUBLIC OF POLAND 2,450 4.00 1/22/2024 2,619
REPUBLIC OF PORTUGAL 1,240 5.13 10/15/2024 1,263
REPUBLIC OF SOUTH AFRICA 10,000 4.88 4/14/2026 10,025
REPUBLIC OF TURKEY 5,000 3.25 3/23/2023 4,693
REPUBLIC OF TURKEY 5,000 6.00 3/25/2027 5,325
REPUBLIC OF TURKEY 6,000 7.00 3/11/2019 6,393
REPUBLIC OF VENEZUELA 2,706 7.75 10/13/2019 1,373
REPUBLIC OF VENEZUELA 169 9.38 1/13/2034 76
REPUBLIC SERVICES INC 7,000 5.25 11/15/2021 7,770
REPUBLIC SERVICES INC 3,000 5.50 9/15/2019 3,218
REPUBLICA ORIENT URUGUAY 5,000 4.13 11/20/2045 4,599
REPUBLICA ORIENT URUGUAY 8,000 4.38 10/27/2027 8,497
REPUBLICA ORIENT URUGUAY 3,000 4.50 8/14/2024 3,246
RESIDENTIAL ASSET MORTGAGE PRO 323 2.34 8/25/2033 300
RESIDENTIAL ASSET MORTGAGE PRO 492 8.00 5/25/2032 429
RESOLUTE ENERGY CORP 563 8.50 5/1/2020 560
RESOLUTE ENERGY CORP 130 8.50 5/1/2020 130
RESOLUTE FOREST PRODUCTS 700 5.88 5/15/2023 678
REVLON CONSUMER PRODS CORP 2,097 0.00 9/7/2023 1,953
REVLON CONSUMER PRODUCTS 100 6.25 8/1/2024 87
REXEL SA 125 2.63 6/15/2024 144
REXEL SA 270 3.50 6/15/2023 322
REXNORD LLC 4,149 0.00 8/21/2023 4,148
REYNOLDS GROUP HLDGS INC 6,492 0.00 2/5/2023 6,497
REYNOLDS GRP ISS/REYNOLD 3,709 4.66 7/15/2021 3,783
REYNOLDS GRP ISS/REYNOLD 1,930 5.13 7/15/2023 2,002
REYNOLDS GRP ISS/REYNOLD 6,950 5.75 10/15/2020 7,110
REYNOLDS GRP ISS/REYNOLD 525 6.88 2/15/2021 540
REYNOLDS GRP ISS/REYNOLD 1,361 7.00 7/15/2024 1,457
RHP HOTEL PPTY/RHP FINAN 400 5.00 4/15/2021 410
RIALTO HLDS LLC/CORP 535 7.00 12/1/2018 542
RIO TINTO ALCAN INC 5,000 6.13 12/15/2033 6,126
RIO TINTO FIN USA LTD 10,000 7.13 7/15/2028 13,257
RITCHIE BROS AUCTIONEERS 351 5.38 1/15/2025 368
RITE AID CORP 2,550 6.13 4/1/2023 2,506
RITE AID CORP 780 6.75 6/15/2021 803
RITE AID CORP 331 7.70 2/15/2027 333
RIVERBED TECHNOLOGY INC 4,103 0.00 4/24/2022 4,038
RIVERBED TECHNOLOGY INC 1,092 8.88 3/1/2023 1,112
ROCHE HOLDINGS INC 5,000 2.63 5/15/2026 4,866
ROCHE HOLDINGS INC 7,000 2.88 9/29/2021 7,160
ROCKIES EXPRESS PIPELINE 880 5.63 4/15/2020 935
ROCKIES EXPRESS PIPELINE 350 6.00 1/15/2019 364
ROCKIES EXPRESS PIPELINE 415 6.85 7/15/2018 432
ROCKIES EXPRESS PIPELINE 797 6.88 4/15/2040 869
ROCKWELL COLLINS INC 5,000 3.50 3/15/2027 5,072
ROCKWELL COLLINS INC 3,000 4.35 4/15/2047 3,134
ROGERS COMMUNICATIONS IN 5,000 3.00 3/15/2023 5,031
ROGERS COMMUNICATIONS IN 5,000 5.00 3/15/2044 5,685
ROGERS COMMUNICATIONS IN 370 6.80 8/15/2018 390
ROMANIA 1,550 4.38 8/22/2023 1,643
ROPER TECHNOLOGIES INC 3,000 2.05 10/1/2018 3,004
ROPER TECHNOLOGIES INC 3,000 3.00 12/15/2020 3,070
ROWAN COMPANIES INC 1,125 4.75 1/15/2024 954
ROWAN COMPANIES INC 155 4.88 6/1/2022 144
ROWAN COMPANIES INC 200 5.40 12/1/2042 142
ROWAN COMPANIES INC 1,236 7.38 6/15/2025 1,153
ROYAL BANK OF CANADA 5,000 2.00 12/10/2018 5,016
ROYAL BANK OF CANADA 5,000 2.15 3/6/2020 5,009
ROYAL BANK OF CANADA 5,000 2.35 10/30/2020 5,022
ROYAL BANK OF CANADA 5,000 2.50 1/19/2021 5,036
ROYAL BANK OF CANADA 5,000 4.65 1/27/2026 5,364
ROYAL BK SCOTLND GRP PLC 8,000 3.88 9/12/2023 8,168
ROYAL BK SCOTLND GRP PLC 5,000 4.80 4/5/2026 5,317
ROYAL BK SCOTLND GRP PLC 4,175 5.13 5/28/2024 4,387
ROYAL BK SCOTLND GRP PLC 1,490 6.00 12/19/2023 1,642
ROYAL BK SCOTLND GRP PLC 1,690 6.10 6/10/2023 1,861
ROYAL BK SCOTLND GRP PLC 2,230 6.13 12/15/2022 2,443
ROYAL BK SCOTLND GRP PLC 275 7.65 12/31/2049 338
RP CROWN PARENT LLC 747 7.38 10/15/2024 776
RPI FIN TR 835 0.00 3/27/2023 837
RR DONNELLEY + SONS CO 600 7.88 3/15/2021 648
RSI HOME PRODUCTS INC 300 6.50 3/15/2023 316
RSP PERMIAN INC 1,067 5.25 1/15/2025 1,069
RSP PERMIAN INC 735 6.63 10/1/2022 766
RURAL ALLIANCE INC CA SF MTGE 60 7.00 10/1/2032 60
RUSSIA GOVT BOND OFZ 100,520 7.00 8/16/2023 1,636
RUSSIA GOVT BOND OFZ 334,040 7.05 1/19/2028 5,360
RUSSIA GOVT BOND OFZ 30,400 7.75 9/16/2026 513
RUSSIA GOVT BOND OFZ 115,880 8.15 2/3/2027 2,033
S+P GLOBAL INC 3,000 4.00 6/15/2025 3,148
S+P GLOBAL INC 3,000 4.40 2/15/2026 3,222
SABINE PASS LIQUEFACTION 10,000 4.20 3/15/2028 10,090
SABINE PASS LIQUEFACTION 4,050 5.00 3/15/2027 4,311
SABINE PASS LIQUEFACTION 1,485 5.63 2/1/2021 1,617
SABINE PASS LIQUEFACTION 4,675 5.63 3/1/2025 5,157
SABINE PASS LIQUEFACTION 2,240 5.75 5/15/2024 2,491
SABINE PASS LIQUEFACTION 667 5.88 6/30/2026 747
SABINE PASS LIQUEFACTION 1,000 6.25 3/15/2022 1,132
SABLE INTL FINANCE LTD 500 6.88 8/1/2022 540
SABRA HEALTH/CAPTL CORP 500 5.50 2/1/2021 520
SABRE GLBL INC 869 5.25 11/15/2023 904
SABRE GLBL INC 500 5.38 4/15/2023 520
SABRE INC 1,613 0.00 2/22/2024 1,623
SACRAMENTO CA MUNI UTILITY DIS 3,000 6.16 5/15/2036 3,788
SAIPEM FINANCE INTL BV 100 2.75 4/5/2022 114
SALLY HOLDINGS LLC 380 0.00 7/5/2024 380
SALLY HOLDINGS LLC 430 0.00 7/5/2024 430
SALLY HOLDINGS/SALLY CAP 500 5.50 11/1/2023 509
SALLY HOLDINGS/SALLY CAP 100 5.63 12/1/2025 102
SALLY HOLDINGS/SALLY CAP 4,300 5.75 6/1/2022 4,424
SAMMONS FINANCIAL GROUP 2,000 4.45 5/12/2027 2,039
SAMVARDHANA MOTHERSON AU 124 4.13 7/15/2021 144
SAN DIEGO G + E 3,000 2.50 5/15/2026 2,890
SAN DIEGO G + E 5,000 3.60 9/1/2023 5,260
SANCHEZ ENERGY CORP 2,758 6.13 1/15/2023 2,201
SANCHEZ ENERGY CORP 1,930 7.75 6/15/2021 1,760
SANTA CLARA VLY CA TRANSPRTN A 5,000 5.88 4/1/2032 6,105
SANTANDER HOLDINGS USA 7,000 2.65 4/17/2020 6,981
SANTANDER HOLDINGS USA 3,000 2.70 5/24/2019 3,022
SANTANDER HOLDINGS USA 3,000 3.70 3/28/2022 3,034
SANTANDER HOLDINGS USA 3,220 4.50 7/17/2025 3,315
SANTANDER UK GROUP HLDGS 9,030 3.57 1/10/2023 9,204
SAPPI PAPIER HOLDNG GMBH 100 4.00 4/1/2023 119
SAPPI PAPIER HOLDNG GMBH 955 7.50 6/15/2032 963
SBA COMMUNICATIONS CORP 551 4.88 9/1/2024 560
SBERBANK (SB CAP SA) 2,350 5.50 2/26/2024 2,393
SBERBANK (SB CAP SA) 200 6.13 2/7/2022 218
SBERBANK (SB CAP SA) 200 6.13 2/7/2022 218
SCHLUMBERGER HLDGS CORP 5,780 3.00 12/21/2020 5,882
SCHLUMBERGER HLDGS CORP 5,850 4.00 12/21/2025 6,128
SCIENTIFIC GAMES INTERNA 500 6.25 9/1/2020 492
SCIENTIFIC GAMES INTERNA 8,737 7.00 1/1/2022 9,304
SCIENTIFIC GAMES INTERNA 2,901 10.00 12/1/2022 3,181
SCIENTIFIC GAMES INTL INC 1,213 0.00 10/1/2021 1,225
SCRIPPS NETWORKS INTERAC 2,000 2.75 11/15/2019 2,022
SEADRILL PARTNERS FINCO LLC 2,906 0.00 2/21/2021 1,848
SEAGATE HDD CAYMAN 3,000 4.75 6/1/2023 3,117
SEAGATE HDD CAYMAN 3,500 4.75 1/1/2025 3,526
SEAGATE HDD CAYMAN 3,000 4.88 6/1/2027 2,998
SEALED AIR CORP 215 4.50 9/15/2023 274
SEALED AIR CORP 542 4.88 12/1/2022 576
SEALED AIR CORP 250 6.88 7/15/2033 288
SEATTLE SPINCO 2,473 0.00 6/21/2024 2,476
SECURUS TECH HOLDINGS 770 0.00 8/25/2024 768
SEDGWICK INC 2,045 0.00 3/1/2021 2,050
SELECT MEDICAL CORP 6,650 6.38 6/1/2021 6,854
SEMPRA ENERGY 2,000 3.25 6/15/2027 1,973
SEMPRA ENERGY 3,000 3.55 6/15/2024 3,073
SEMPRA ENERGY 5,000 6.00 10/15/2039 6,321
SENSATA TECH UK FIN CO 3,650 6.25 2/15/2026 3,978
SENSATA TECHNOLOGIES BV 750 4.88 10/15/2023 764
SENSATA TECHNOLOGIES BV 1,047 5.00 10/1/2025 1,094
SENVION HOLDING GMBH 100 3.88 10/25/2022 116
SENVION HOLDING GMBH 993 3.88 10/25/2022 1,154
SEQUA MEZZANINE HLDGS LLC 1,907 0.00 11/28/2021 1,916
SEQUA MEZZANINE HLDGS LLC 110 0.00 4/28/2022 112
SEQUOIA MORTGAGE TRUST 2,543 2.50 4/25/2043 2,464
SEQUOIA MORTGAGE TRUST 3,458 2.50 5/25/2043 3,349
SEQUOIA MORTGAGE TRUST 2,344 2.50 5/25/2043 2,275
SEQUOIA MORTGAGE TRUST 6,610 3.50 2/25/2047 6,750<