Debt Securities
as of 6/30/2019

Investment Table

 

# | 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 4,162 0.00 2/16/2024 4,128
1011778 BC / NEW RED FIN 3,940 5.00 10/15/2025 3,974
1011778 BC / NEW RED FIN 3,381 4.25 5/15/2024 3,413
1011778 BC / NEW RED FIN 1,000 4.63 1/15/2022 1,005
24 HOUR FIT WORLDWIDE 300 8.00 6/1/2022 296
3M COMPANY 3,000 3.63 10/15/2047 3,007
3M COMPANY 3,000 2.88 10/15/2027 3,057
3M COMPANY 3,000 3.38 3/1/2029 3,168
ABB / CON CISE OPTICAL GROUP 1,945 0.00 6/15/2023 1,826
ABB FINANCE USA INC 180 4.38 5/8/2042 206
ABBOTT LABORATORIES 5,000 2.55 3/15/2022 5,053
ABBOTT LABORATORIES 5,270 4.75 11/30/2036 6,235
ABBOTT LABORATORIES 2,092 3.75 11/30/2026 2,266
ABBOTT LABORATORIES 7,000 2.90 11/30/2021 7,114
ABBOTT LABORATORIES 510 4.90 11/30/2046 629
ABBVIE INC 10,000 2.90 11/6/2022 10,110
ABBVIE INC 4,300 4.40 11/6/2042 4,236
ABBVIE INC 3,300 3.60 5/14/2025 3,415
ABBVIE INC 10,000 2.50 5/14/2020 9,999
ABBVIE INC 3,000 3.20 11/6/2022 3,061
ABBVIE INC 7,000 4.30 5/14/2036 7,025
ABBVIE INC 3,000 2.85 5/14/2023 3,026
ABBVIE INC 3,000 4.88 11/14/2048 3,153
ABBVIE INC 3,000 4.25 11/14/2028 3,205
ABC SUPPLY CO INC 479 5.88 5/15/2026 500
ABC SUPPLY CO INC 157 5.75 12/15/2023 163
ABN AMRO BANK NV 260 2.45 6/4/2020 260
ABN AMRO BANK NV 650 4.75 7/28/2025 699
ABU DHABI GOVT INT L 1,490 2.50 10/11/2022 1,502
ACADEMY LTD 980 0.00 7/1/2022 697
ACADIA HEALTHCARE CO INC 570 5.13 7/1/2022 576
ACADIA HEALTHCARE CO INC 473 6.50 3/1/2024 493
ACADIA HEALTHCARE CO INC 500 5.63 2/15/2023 508
ACI WORLDWIDE INC 1,998 5.75 8/15/2026 2,086
ACRISURE LLC 1,929 0.00 11/22/2023 1,918
ACRISURE LLC 990 0.00 11/22/2023 981
ACRISURE LLC / FIN INC 1,183 8.13 2/15/2024 1,221
ACRISURE LLC / FIN INC 500 7.00 11/15/2025 453
ACTIVISION BLIZZARD 2,000 3.40 9/15/2026 2,037
ACTIVISION BLIZZARD 2,000 2.60 6/15/2022 2,014
ACTIVISION BLIZZARD 400 2.30 9/15/2021 399
ADIENT GLOBAL HOLDINGS 500 4.88 8/15/2026 396
ADIENT US LLC 100 7.00 5/15/2026 103
ADJUSTABLE RATE MORTGAGE TRUST 422 4.38 4/25/2035 422
ADLER REAL ESTATE AG 200 3.00 4/27/2026 236
ADLER REAL ESTATE AG 100 1.88 4/27/2023 115
ADT SEC CORP 117 3.50 7/15/2022 117
ADT SEC CORP 324 4.13 6/15/2023 324
ADT SEC CORP 595 4.88 7/15/2032 506
ADT SEC CORP 2,300 6.25 10/15/2021 2,444
ADTALEM GLOBAL ED INC 486 0.00 4/11/2025 485
ADVANCE AUTO PARTS 3,000 4.50 12/1/2023 3,217
ADVANCED MICRO DEVICES 175 7.50 8/15/2022 198
ADVISOR GROUP INC 993 0.00 8/15/2025 991
AECOM 300 5.13 3/15/2027 312
AEGIS ASSET BACKED SECURITIES 3,450 3.10 3/25/2035 3,374
AERCAP IRELAND CAP/GLOBA 5,500 4.63 10/30/2020 5,645
AERCAP IRELAND CAP/GLOBA 5,200 4.50 5/15/2021 5,363
AERCAP IRELAND CAP/GLOBA 3,000 3.50 5/26/2022 3,058
AERCAP IRELAND CAP/GLOBA 2,000 3.50 1/15/2025 2,023
AERCAP IRELAND CAP/GLOBA 3,000 4.13 7/3/2023 3,134
AERCAP IRELAND CAP/GLOBA 3,000 4.88 1/16/2024 3,215
AERCAP IRELAND CAP/GLOBA 2,000 4.45 4/3/2026 2,105
AERCAP IRELAND CAP/GLOBA 210 5.00 10/1/2021 220
AERCAP IRELAND CAP/GLOBA 300 3.30 1/23/2023 304
AES ANDRS/DMCN PWR/ITABO 369 7.95 5/11/2026 400
AES CORP/THE 3 4.50 3/15/2023 3
AES CORP/THE 77 4.88 5/15/2023 78
AES CORP/THE 455 5.50 4/15/2025 473
AES CORP/THE 46 6.00 5/15/2026 49
AES EL SALVADOR TRUST II 200 6.75 3/28/2023 195
AETNA INC 3,000 2.75 11/15/2022 3,017
AETNA INC 3,000 4.13 11/15/2042 2,819
AETNA INC 5,000 3.50 11/15/2024 5,157
AETNA INC 5,170 2.80 6/15/2023 5,194
AFLAC INC 3,000 2.88 10/15/2026 3,025
AFLAC INC 2,000 4.75 1/15/2049 2,351
AFRICAN DEVELOPMENT BANK 15,000 2.75 11/18/2020 15,004
AGATE BAY MORTGAGE LOAN TRUST 2,829 3.82 11/25/2044 2,937
AGILENT TECHNOLOGIES INC 2,000 3.20 10/1/2022 2,037
AHP HEALTH PARTNERS 208 9.75 7/15/2026 224
AHP HEALTH PARTNERS INC 218 0.00 6/30/2025 218
AI LADDER LUXEMBOURG SUBCO SRL 910 0.00 7/9/2025 884
AI MISTRAL ( LUXEMBOURG ) SUB 1,965 0.00 3/9/2024 1,712
AIR CANADA 2015 1A PTT 2,519 3.60 9/15/2028 2,592
AIR CANADA 2015 2AA PTT 1,711 3.75 6/15/2029 1,790
AIR CANADA 2017 1AA PTT 974 3.30 7/15/2031 980
AIR LEASE CORP 3,000 4.25 9/15/2024 3,173
AIR LEASE CORP 3,000 3.75 2/1/2022 3,080
AIR LEASE CORP 3,000 3.38 6/1/2021 3,045
AIR LEASE CORP 3,000 4.63 10/1/2028 3,208
AIR NEWCO LLC 1,627 0.00 5/31/2024 1,621
AIRBUS SE 3,000 3.15 4/10/2027 3,111
AIRBUS SE 3,000 3.95 4/10/2047 3,250
AIRCASTLE LTD 3,000 4.25 6/15/2026 3,034
AIRX HLDGS INC 500 0.00 4/27/2026 451
AIRXCEL INC 990 0.00 4/28/2025 931
AK STEEL CORP 550 7.63 10/1/2021 543
AK STEEL CORP 700 7.00 3/15/2027 564
AK STEEL CORP 300 6.38 10/15/2025 241
AKBANK TAS 348 7.20 3/16/2027 308
AKER BP ASA 542 4.75 6/15/2024 558
AKER BP ASA 350 5.88 3/31/2025 370
AKORN INC 1,602 0.00 4/16/2021 1,484
ALABAMA POWER CO 2,000 4.30 7/15/2048 2,243
ALBERTSONS COS LLC/SAFEW 1,100 5.75 3/15/2025 1,110
ALBERTSONS COS LLC/SAFEW 1,500 6.63 6/15/2024 1,554
ALBERTSONS COS LLC/SAFEW 300 7.50 3/15/2026 320
ALBERTSONS LLC 330 0.00 11/17/2025 328
ALBERTSONS LLC 1,030 0.00 6/22/2023 1,029
ALCOA NEDERLAND HOLDING 950 6.13 5/15/2028 993
ALCOA NEDERLAND HOLDING 790 6.75 9/30/2024 834
ALEXANDRIA REAL ESTATE E 3,000 4.50 7/30/2029 3,310
ALEXANDRIA REAL ESTATE E 2,000 3.45 4/30/2025 2,058
ALEXANDRIA REAL ESTATE E 2,000 4.00 1/15/2024 2,118
ALEXANDRIA REAL ESTATE E 2,000 3.80 4/15/2026 2,099
ALFA S.A. 8,000 5.25 3/25/2024 8,515
ALGECO GLOBAL FINANCE 1,015 8.00 2/15/2023 1,026
ALGECO GLOBAL FINANCE 200 6.50 2/15/2023 237
ALIBABA GROUP HOLDING 5,000 3.60 11/28/2024 5,216
ALIBABA GROUP HOLDING 3,000 3.40 12/6/2027 3,046
ALIBABA GROUP HOLDING 2,000 4.00 12/6/2037 2,045
ALIBABA GROUP HOLDING 3,000 2.80 6/6/2023 3,017
ALLEGHANY CORP 5,000 4.90 9/15/2044 5,448
ALLEGHENY TECHNOLOGIES 250 5.95 1/15/2021 257
ALLERGAN FUNDING SCS 2,340 4.75 3/15/2045 2,408
ALLERGAN FUNDING SCS 8,650 3.45 3/15/2022 8,819
ALLERGAN FUNDING SCS 560 3.80 3/15/2025 581
ALLERGAN FUNDING SCS 1,200 3.69 3/12/2020 1,208
ALLERGAN INC 100 3.38 9/15/2020 101
ALLERGAN SALES LLC 8,000 5.00 12/15/2021 8,399
ALLIANCE DATA SYSTEMS CO 340 5.88 11/1/2021 350
ALLIANT HLDGS I L P 3,385 0.00 5/9/2025 3,284
ALLIANT HOLD / CO ISSUER 2,357 8.25 8/1/2023 2,414
ALLIED IRISH BANKS PLC 310 4.13 11/26/2025 370
ALLIED UNIVERSAL 1,542 6.63 7/15/2026 1,565
ALLIED UNIVERSAL 250 9.75 7/15/2027 249
ALLIED UNIVERSAL HOLDCO LLC 155 0.00 7/10/2026 154
ALLIED UNIVERSAL HOLDCO LLC 1,567 0.00 7/10/2026 1,559
ALLISON TRANSMISSION INC 545 5.88 6/1/2029 574
ALLISON TRANSMISSION INC 535 5.00 10/1/2024 547
ALLSTATE CORP 7,000 3.15 6/15/2023 7,216
ALLSTATE CORP 2,000 4.50 6/15/2043 2,286
ALLY FINANCIAL INC 471 3.88 5/21/2024 482
ALLY FINANCIAL INC 5,288 8.00 11/1/2031 6,984
ALLY FINANCIAL INC 1,146 7.50 9/15/2020 1,206
ALLY FINANCIAL INC 1,500 5.75 11/20/2025 1,663
ALLY FINANCIAL INC 1,200 4.13 2/13/2022 1,229
ALLY FINANCIAL INC 1,000 4.63 5/19/2022 1,042
ALPHA 2 BV 388 8.75 6/1/2023 382
ALPHA 3 B V 3,021 0.00 1/31/2024 2,950
ALPHA 3 BV / US BIDCO 3,053 6.25 2/1/2025 3,038
ALPINE FIN MERGER SUB LLC 109 0.00 7/12/2024 107
ALTICE FINANCING SA 2,807 6.63 2/15/2023 2,877
ALTICE FINANCING SA 3,021 7.50 5/15/2026 3,037
ALTICE FINANCING SA 1,045 0.00 1/31/2026 990
ALTICE FINCO SA 360 8.13 1/15/2024 371
ALTICE FINCO SA 700 7.63 2/15/2025 672
ALTICE FING S A 1,909 0.00 7/15/2025 1,807
ALTICE FRANCE SA 1,739 0.00 8/14/2026 1,700
ALTICE FRANCE SA 2,148 8.13 2/1/2027 2,256
ALTICE FRANCE SA 100 5.88 2/1/2027 123
ALTICE FRANCE SA 434 6.25 5/15/2024 447
ALTICE FRANCE SA 6,806 7.38 5/1/2026 6,976
ALTICE FRANCE SA 2,700 0.00 1/31/2026 2,612
ALTICE LUXEMBOURG SA 3,045 10.50 5/15/2027 3,127
ALTICE LUXEMBOURG SA 2,224 7.63 2/15/2025 2,094
ALTICE LUXEMBOURG SA 2,333 7.75 5/15/2022 2,370
ALTICE LUXEMBOURG SA 116 8.00 5/15/2027 135
ALTISOURCE SARL 2,885 0.00 4/3/2024 2,829
AMAZON.COM INC 3,000 3.80 12/5/2024 3,231
AMAZON.COM INC 6,000 4.80 12/5/2034 7,367
AMAZON.COM INC 10,380 3.88 8/22/2037 11,442
AMAZON.COM INC 6,170 3.15 8/22/2027 6,482
AMAZON.COM INC 5,000 2.80 8/22/2024 5,145
AMAZON.COM INC 10,480 4.05 8/22/2047 11,851
AMAZON.COM INC 700 4.95 12/5/2044 882
AMC ENTERTAINMENT HLDGS 575 6.38 11/15/2024 714
AMC ENTERTAINMENT HLDGS 700 6.13 5/15/2027 626
AMC ENTERTAINMENT HLDGS 300 5.75 6/15/2025 278
AMC ENTERTAINMENT HOLDIN 600 5.88 11/15/2026 540
AMC ENTMT INC SYNDICATED LNS 1,941 0.00 4/22/2026 1,936
AMC NETWORKS INC 1,537 4.75 8/1/2025 1,563
AMC NETWORKS INC 88 4.75 12/15/2022 89
AMC NETWORKS INC 1,157 5.00 4/1/2024 1,191
AMER AIRLINE 16 1 AA PTT 8,806 3.58 7/15/2029 9,084
AMER AIRLINE 16 2 AA PTT 4,385 3.20 12/15/2029 4,418
AMER AIRLINE 17 1 AA PTT 2,700 3.65 2/15/2029 2,796
AMER AIRLINE 17 2 AA PTT 2,838 3.35 4/15/2031 2,857
AMER AIRLN 14 1 A PTT 2,256 3.70 4/1/2028 2,331
AMER AIRLN 15 1 A PTT 4,014 3.38 11/1/2028 4,090
AMER AIRLN 15 2 A PASS T 4,290 4.00 3/22/2029 4,453
AMER AIRLN 15 2 B PTT 2,085 4.40 3/22/2025 2,141
AMERICA MOVIL SAB DE CV 4,643 3.13 7/16/2022 4,734
AMERICA MOVIL SAB DE CV 202 5.00 3/30/2020 206
AMERICAN AIRLINES 2013 2 1,021 4.95 7/15/2024 1,071
AMERICAN AIRLINES GROUP 500 5.50 10/1/2019 502
AMERICAN AIRLINES GROUP 500 5.00 6/1/2022 514
AMERICAN AIRLS INC 465 0.00 12/14/2023 457
AMERICAN AIRLS INC 1,570 0.00 6/27/2025 1,526
AMERICAN AXLE + MFG INC 2,173 0.00 4/6/2024 2,124
AMERICAN AXLE + MFG INC 500 6.25 4/1/2025 498
AMERICAN AXLE + MFG INC 500 6.25 3/15/2026 493
AMERICAN BATH GROUP LLC 1,945 0.00 9/30/2023 1,928
AMERICAN BATH GROUP LLC 1,000 0.00 9/30/2024 995
AMERICAN BLDRS CONTRACTORS 3,220 0.00 10/31/2023 3,170
AMERICAN CAMPUS CMNTYS 5,000 4.13 7/1/2024 5,281
AMERICAN EXPRESS CO 5,749 2.65 12/2/2022 5,815
AMERICAN EXPRESS CO 5,000 3.70 11/5/2021 5,149
AMERICAN EXPRESS CO 5,000 3.40 2/22/2024 5,207
AMERICAN EXPRESS CO 3,000 3.13 5/20/2026 3,081
AMERICAN EXPRESS CO 6,830 3.40 2/27/2023 7,073
AMERICAN EXPRESS CREDIT 5,000 2.60 9/14/2020 5,019
AMERICAN EXPRESS CREDIT 5,000 3.30 5/3/2027 5,248
AMERICAN EXPRESS CREDIT 3,000 2.25 5/5/2021 3,000
AMERICAN EXPRESS CREDIT 4,000 2.70 3/3/2022 4,040
AMERICAN EXPRESS CREDIT 580 2.38 5/26/2020 580
AMERICAN EXPRESS CREDIT ACCOUN 10,000 1.93 9/15/2022 9,925
AMERICAN FINANCIAL GROUP 2,000 3.50 8/15/2026 2,016
AMERICAN FINANCIAL GROUP 2,000 4.50 6/15/2047 2,026
AMERICAN HOME MORTGAGE INVESTM 1,816 2.99 6/25/2045 1,791
AMERICAN HONDA FINANCE 15,000 2.67 6/16/2020 15,000
AMERICAN HONDA FINANCE 50,000 2.86 11/2/2020 50,000
AMERICAN HONDA FINANCE 50,000 2.70 5/22/2020 49,981
AMERICAN INTL GROUP 7,000 4.50 7/16/2044 7,387
AMERICAN INTL GROUP 4,000 3.90 4/1/2026 4,185
AMERICAN INTL GROUP 2,000 4.20 4/1/2028 2,133
AMERICAN INTL GROUP 2,000 4.75 4/1/2048 2,200
AMERICAN INTL GROUP 1,672 6.25 3/15/2087 1,700
AMERICAN TOWER CORP 5,000 3.45 9/15/2021 5,105
AMERICAN TOWER CORP 3,000 3.30 2/15/2021 3,039
AMERICAN TOWER CORP 2,400 3.00 6/15/2023 2,434
AMERICAN TOWER CORP 2,000 3.60 1/15/2028 2,043
AMERICAN TOWER CORP 2,000 3.80 8/15/2029 2,068
AMERICAN TOWER CORP 6,568 3.95 3/15/2029 6,863
AMERICAN TOWER TRUST I 2,000 3.65 3/15/2048 2,050
AMERICAN TRANSMISSION SY 5,000 5.25 1/15/2022 5,335
AMERICAN WATER CAPITAL C 3,290 4.15 6/1/2049 3,554
AMERICAN WOODMARK CORP 300 4.88 3/15/2026 296
AMERICREDIT AUTOMOBILE RECEIVA 4,462 2.86 11/18/2021 4,469
AMERIGAS PART/FIN CORP 500 5.50 5/20/2025 525
AMERIGAS PART/FIN CORP 800 5.75 5/20/2027 840
AMERIGAS PART/FIN CORP 500 5.88 8/20/2026 531
AMERIQUEST MORTGAGE SECURITIES 1,131 3.79 6/25/2033 1,123
AMERN AIRLINE 16 2 A PTT 2,631 3.65 12/15/2029 2,679
AMGEN INC 5,000 3.88 11/15/2021 5,154
AMGEN INC 8,000 3.63 5/15/2022 8,248
AMGEN INC 8,000 4.40 5/1/2045 8,496
AMGEN INC 7,000 2.70 5/1/2022 7,060
AMGEN INC 5,406 4.66 6/15/2051 5,907
AMGEN INC 130 2.13 5/1/2020 130
AMGEN INC 100 3.63 5/22/2024 105
AMGH HLDG CORP 331 0.00 4/28/2022 311
AMKOR TECHNOLOGY INC 1,000 6.63 9/15/2027 993
AMN HEALTHCARE INC 769 5.13 10/1/2024 784
AMSTED INDUSTRIES 261 5.63 7/1/2027 272
AMSTED INDUSTRIES 500 5.38 9/15/2024 512
AMWINS GROUP INC 393 7.75 7/1/2026 406
ANADARKO FINANCE CO 296 7.50 5/1/2031 391
ANADARKO PETROLEUM CORP 3,490 6.45 9/15/2036 4,293
ANADARKO PETROLEUM CORP 4,000 6.20 3/15/2040 4,807
ANADARKO PETROLEUM CORP 295 4.85 3/15/2021 305
ANADARKO PETROLEUM CORP 330 6.60 3/15/2046 430
ANADARKO PETROLEUM CORP 1,000 5.55 3/15/2026 1,123
ANALOG DEVICES INC 3,000 3.90 12/15/2025 3,170
ANCESTRY COM OPERATIONS INC 205 0.00 10/19/2023 204
ANDEAVOR LOGIS LP/CORP 300 6.38 5/1/2024 315
ANDEAVOR LOGIS LP/CORP 5,000 4.25 12/1/2027 5,282
ANDEAVOR LOGIS LP/CORP 200 3.50 12/1/2022 205
ANDEAVOR LOGIS LP/CORP 400 5.50 10/15/2019 402
ANGLO AMERICAN CAPITAL 3,440 4.00 9/11/2027 3,457
ANGLO AMERICAN CAPITAL 5,140 4.75 4/10/2027 5,431
ANGLO AMERICAN CAPITAL 3,000 4.50 3/15/2028 3,107
ANGLO AMERICAN CAPITAL 820 3.75 4/10/2022 840
ANGLO AMERICAN CAPITAL 450 3.63 9/11/2024 460
ANHEUSER BUSCH CO/INBEV 14,000 4.70 2/1/2036 15,370
ANHEUSER BUSCH CO/INBEV 15,880 4.90 2/1/2046 17,671
ANHEUSER BUSCH CO/INBEV 1,580 3.65 2/1/2026 1,661
ANHEUSER BUSCH INBEV FIN 5,000 4.63 2/1/2044 5,341
ANHEUSER BUSCH INBEV FIN 5,261 2.65 2/1/2021 5,288
ANHEUSER BUSCH INBEV FIN 935 3.30 2/1/2023 965
ANHEUSER BUSCH INBEV WOR 4,000 8.20 1/15/2039 6,074
ANHEUSER BUSCH INBEV WOR 2,000 8.00 11/15/2039 2,953
ANHEUSER BUSCH INBEV WOR 6,770 4.00 4/13/2028 7,298
ANHEUSER BUSCH INBEV WOR 8,000 4.60 4/15/2048 8,570
ANHEUSER BUSCH INBEV WOR 3,000 4.38 4/15/2038 3,172
ANHEUSER BUSCH INBEV WOR 3,000 5.55 1/23/2049 3,668
ANHEUSER BUSCH INBEV WOR 7,310 4.75 1/23/2029 8,289
ANHEUSER BUSCH INBEV WOR 4,305 5.45 1/23/2039 5,114
ANHEUSER BUSCH INBEV WOR 630 2.50 7/15/2022 634
ANHEUSER BUSCH INBEV WOR 650 4.15 1/23/2025 704
ANIXTER INC 366 6.00 12/1/2025 395
ANIXTER INC 300 5.13 10/1/2021 311
ANIXTER INC 300 5.50 3/1/2023 319
ANTERO MIDSTREAM PART/FI 943 5.38 9/15/2024 945
ANTERO MIDSTREAM PART/FI 500 5.75 1/15/2028 495
ANTERO RESOURCES CORP 468 5.13 12/1/2022 449
ANTERO RESOURCES CORP 461 5.63 6/1/2023 445
ANTERO RESOURCES CORP 860 5.38 11/1/2021 850
ANTHEM INC 10,180 3.70 8/15/2021 10,417
ANTHEM INC 5,000 3.30 1/15/2023 5,146
ANTHEM INC 5,000 4.63 5/15/2042 5,442
ANTHEM INC 3,670 3.65 12/1/2027 3,808
ANTHEM INC 5,000 4.38 12/1/2047 5,312
ANTHEM INC 340 2.95 12/1/2022 345
ANTHEM INC 490 3.13 5/15/2022 499
ANTHEM INC 180 3.35 12/1/2024 186
ANZ NEW ZEALAND INTL/LDN 17,190 2.60 9/23/2019 17,185
AON CORP 3,000 3.75 5/2/2029 3,127
AON PLC 3,000 3.88 12/15/2025 3,160
AP MOLLER MAERSK A/S 5,000 3.75 9/22/2024 5,058
AP MOLLER MAERSK A/S 3,000 3.88 9/28/2025 3,032
AP MOLLER MAERSK A/S 3,000 4.50 6/20/2029 3,048
APACHE CORP 225 3.63 2/1/2021 228
APACHE CORP 7,310 5.10 9/1/2040 7,350
APACHE CORP 1,847 3.25 4/15/2022 1,877
APACHE CORP 870 4.25 1/15/2044 790
APACHE CORP 1,130 4.38 10/15/2028 1,180
APERGY CORP 225 6.38 5/1/2026 227
APPLE INC 10,000 2.40 5/3/2023 10,106
APPLE INC 7,000 2.50 2/9/2025 7,074
APPLE INC 10,000 2.25 2/23/2021 10,032
APPLE INC 5,000 3.25 2/23/2026 5,230
APPLE INC 12,000 2.85 2/23/2023 12,295
APPLE INC 3,000 4.25 2/9/2047 3,365
APPLE INC 5,000 3.00 2/9/2024 5,165
APPLE INC 5,000 3.20 5/11/2027 5,213
APPLE INC 7,000 3.75 11/13/2047 7,346
APPLE INC 5,000 2.75 1/13/2025 5,111
APPLE INC 5,000 3.00 11/13/2027 5,151
APPLE INC 5,000 3.75 9/12/2047 5,235
APPLE INC 3,000 2.90 9/12/2027 3,067
APPLE INC 5,000 3.00 6/20/2027 5,147
APPLE INC 760 2.45 8/4/2026 757
APPLE INC 610 2.00 11/13/2020 610
APPLE INC 10,000 2.77 2/7/2020 10,007
APPLIED MATERIALS INC 2,000 4.30 6/15/2021 2,083
APPLIED MATERIALS INC 2,000 3.30 4/1/2027 2,084
APTIM CORP 350 7.75 6/15/2025 268
APTIV CORP 2,000 4.15 3/15/2024 2,108
APX GROUP INC 924 8.75 12/1/2020 877
APX GROUP INC 1,165 7.88 12/1/2022 1,118
ARAB REPUBLIC OF EGYPT 1,110 6.13 1/31/2022 1,145
ARAB REPUBLIC OF EGYPT 600 6.13 1/31/2022 619
ARAB REPUBLIC OF EGYPT 800 5.58 2/21/2023 814
ARAMARK INTL FINANCE 1,073 3.13 4/1/2025 1,262
ARAMARK SERVICES INC 3 4.75 6/1/2026 3
ARAMARK SERVICES INC 499 5.00 2/1/2028 513
ARAMARK SERVICES INC 390 5.00 4/1/2025 398
ARAMARK SERVICES INC 500 5.13 1/15/2024 514
ARAMARK SVCS INC 753 0.00 3/11/2025 750
ARCELORMITTAL 5,400 4.55 3/11/2026 5,698
ARCELORMITTAL 280 7.00 10/15/2039 332
ARCELORMITTAL 190 6.25 2/25/2022 206
ARCHER DANIELS MIDLAND C 2,000 3.75 9/15/2047 2,068
ARCHROCK PARTNERS LP/FIN 243 6.88 4/1/2027 254
ARCONIC INC 3,250 6.15 8/15/2020 3,364
ARCONIC INC 1,960 5.13 10/1/2024 2,066
ARCONIC INC 688 5.87 2/23/2022 731
ARCTIC LNG CARRIERS 3,062 0.00 5/18/2023 3,001
ARD FINANCE SA 1,025 7.13 9/15/2023 1,046
ARDAGH PKG FIN/HLDGS USA 374 4.75 7/15/2027 466
ARDAGH PKG FIN/HLDGS USA 2,289 4.63 5/15/2023 2,330
ARDAGH PKG FIN/HLDGS USA 5,273 7.25 5/15/2024 5,570
ARDAGH PKG FIN/HLDGS USA 125 4.13 5/15/2023 147
ARDAGH PKG FIN/HLDGS USA 3,050 6.00 2/15/2025 3,163
ARIZONA PUBLIC SERVICE 3,000 3.75 5/15/2046 3,003
ARROW ELECTRONICS INC 2,000 3.88 1/12/2028 1,980
ARROW ELECTRONICS INC 2,000 3.25 9/8/2024 1,988
ARROW ELECTRONICS INC 200 3.50 4/1/2022 203
ARROW GLOBAL FINANCE 100 5.13 9/15/2024 125
ASBURY AUTOMOTIVE GROUP 560 6.00 12/15/2024 582
ASCEND LEARNING LLC 1,086 6.88 8/1/2025 1,104
ASCEND LEARNING LLC 426 6.88 8/1/2025 433
ASCEND PERFORMANCE MATERIALS 3,562 0.00 8/12/2022 3,558
ASCENSION HEALTH 1,000 3.95 11/15/2046 1,080
ASCENT RESOURCES/ARU FIN 1,140 7.00 11/1/2026 1,043
ASCENT RESOURCES/ARU FIN 865 10.00 4/1/2022 917
ASHLAND LLC 600 6.88 5/15/2043 648
ASHLAND LLC 900 4.75 8/15/2022 941
ASIAN DEVELOPMENT BANK 5,000 1.88 2/18/2022 5,009
ASIAN DEVELOPMENT BANK 10,000 1.63 3/16/2021 9,959
ASIAN DEVELOPMENT BANK 5,000 1.88 8/10/2022 5,013
ASIAN DEVELOPMENT BANK 3,000 3.13 9/26/2028 3,257
ASP CHROMAFLO INTERMEDIATE 1,110 0.00 11/18/2023 1,078
ASP CHROMAFLO INTERMEDIATE 1,443 0.00 11/20/2023 1,402
ASP MSG ACQUISITION CO INC 2,167 0.00 8/16/2023 2,117
ASSET BACKED SECURITIES CORP H 900 2.63 11/25/2036 844
ASSICURAZIONI GENERALI 200 5.50 10/27/2047 261
ASSURANT INC 2,000 3.58 3/26/2021 2,002
ASSUREDPARTNERS INC 2,637 0.00 10/22/2024 2,607
ASTON MARTIN CAPITAL HOL 250 6.50 4/15/2022 248
ASTRAZENECA PLC 3,000 2.38 11/16/2020 3,003
ASTRAZENECA PLC 3,000 3.38 11/16/2025 3,137
ASTRAZENECA PLC 3,000 4.38 8/17/2048 3,362
ASTRAZENECA PLC 3,000 4.00 1/17/2029 3,280
ASURION LLC 744 0.00 8/4/2025 754
ASURION LLC 737 0.00 11/3/2024 735
ASURION LLC 1,085 0.00 8/4/2022 1,082
AT+T INC 4,000 3.88 8/15/2021 4,124
AT+T INC 3,270 4.45 5/15/2021 3,392
AT+T INC 7,064 4.30 12/15/2042 6,982
AT+T INC 5,000 4.80 6/15/2044 5,269
AT+T INC 11,950 3.40 5/15/2025 12,277
AT+T INC 5,000 3.00 6/30/2022 5,087
AT+T INC 5,000 2.45 6/30/2020 4,995
AT+T INC 5,000 4.50 5/15/2035 5,241
AT+T INC 5,000 3.90 3/11/2024 5,277
AT+T INC 9,500 4.45 4/1/2024 10,233
AT+T INC 7,000 5.25 3/1/2037 7,854
AT+T INC 3,588 4.50 3/9/2048 3,662
AT+T INC 8,611 4.10 2/15/2028 9,116
AT+T INC 4,137 4.30 2/15/2030 4,421
AT+T INC 15,500 4.35 3/1/2029 16,681
AT+T INC 5,000 4.85 3/1/2039 5,378
AT+T INC 3,000 4.65 6/1/2044 3,096
AT+T INC 8,270 6.10 7/15/2040 9,899
AT+T INC 4,000 5.38 10/15/2041 4,439
AT+T INC 260 4.25 3/1/2027 279
AT+T INC 1,010 4.35 6/15/2045 1,009
AT+T INC 400 3.27 6/1/2021 402
ATHENAHEALTH INC 6,129 0.00 2/11/2026 6,108
ATHENE HOLDING LTD 5,000 4.13 1/12/2028 5,039
ATKORE INTL INC 3,851 0.00 12/22/2023 3,834
ATLANTIC AVIATION FBO INC 1,170 0.00 12/6/2025 1,177
AUTOKINITON US HLDGS INC 1,402 0.00 5/22/2025 1,367
AUTOMATIC DATA PROCESSNG 3,000 3.38 9/15/2025 3,166
AUTOZONE INC 3,000 3.13 7/15/2023 3,075
AUTOZONE INC 2,000 2.50 4/15/2021 2,005
AVALONBAY COMMUNITIES 3,000 3.45 6/1/2025 3,145
AVALONBAY COMMUNITIES 3,000 2.95 5/11/2026 3,039
AVALONBAY COMMUNITIES 2,000 4.35 4/15/2048 2,245
AVANGRID INC 2,000 3.15 12/1/2024 2,034
AVANGRID INC 2,000 3.80 6/1/2029 2,093
AVANTOR INC 2,986 9.00 10/1/2025 3,326
AVANTOR INC 3,412 6.00 10/1/2024 3,632
AVANTOR INC 1,644 0.00 11/21/2024 1,650
AVIATION CAPITAL GROUP 6,000 3.50 11/1/2027 6,002
AVIATION CAPITAL GROUP 200 4.38 1/30/2024 210
AVIATION CAPITAL GROUP 900 2.88 1/20/2022 906
AVIS BUDGET CAR/FINANCE 745 5.75 7/15/2027 751
AVIS BUDGET CAR/FINANCE 409 5.25 3/15/2025 411
AVIS BUDGET CAR/FINANCE 696 6.38 4/1/2024 729
AVIS BUDGET CAR/FINANCE 400 5.50 4/1/2023 409
AVIS BUDGET FINANCE PLC 108 4.75 1/30/2026 129
AVIS BUDGET RENTAL CAR FUNDING 1,410 3.35 9/22/2025 1,453
AVOLON HOLDINGS FNDG LTD 2,000 4.38 5/1/2026 2,050
AVOLON HOLDINGS FNDG LTD 2,000 3.95 7/1/2024 2,048
AVOLON HOLDINGS FNDG LTD 500 5.13 10/1/2023 528
AVOLON TLB BORROWER 1 ( US ) 2,053 0.00 1/15/2025 2,049
AVON INTERNATIONAL CAPIT 188 6.50 8/15/2022 189
AVON PRODUCTS INC 750 6.60 3/15/2020 769
AVSC HLDG CORP 121 0.00 3/1/2025 117
AXA EQUITABLE HOLDINGS I 4,795 7.00 4/1/2028 5,731
AXA EQUITABLE HOLDINGS I 2,000 4.35 4/20/2028 2,103
AXA EQUITABLE HOLDINGS I 2,000 3.90 4/20/2023 2,084
AXA EQUITABLE HOLDINGS I 2,000 5.00 4/20/2048 2,062
AXALTA COATING SYSTEMS 719 4.88 8/15/2024 743
B+G FOODS INC 300 4.63 6/1/2021 301
B+G FOODS INC 200 5.25 4/1/2025 202
B+M EUROPEAN VALUE RET 100 4.13 2/1/2022 129
BACARDI LTD 200 4.50 1/15/2021 205
BAE SYSTEMS HOLDINGS INC 3,000 4.75 10/7/2044 3,353
BAE SYSTEMS HOLDINGS INC 3,000 2.85 12/15/2020 3,011
BAKER HUGHES LLC/CO OBL 3,000 3.34 12/15/2027 3,021
BAKER HUGHES LLC/CO OBL 3,000 4.08 12/15/2047 2,897
BALL CORP 250 4.88 3/15/2026 265
BALTIMORE GAS + ELECTRIC 2,000 3.75 8/15/2047 2,040
BANC OF AMERICA COMMERCIAL MOR 2,500 3.57 2/15/2050 2,647
BANC OF AMERICA MORTGAGE SECUR 89 5.50 3/25/2035 14
BANCO BPM SPA 100 2.50 6/21/2024 114
BANCO BPM SPA 120 1.75 4/24/2023 135
BANCO ESPIRITO SANTO SA 400 2.63 5/8/2017 114
BANCO ESPIRITO SANTO SA 900 4.75 1/15/2018 273
BANCO ESPIRITO SANTO SA 200 4.00 1/21/2019 65
BANCO SANTANDER MEXICO 8,000 4.13 11/9/2022 8,200
BANCO SANTANDER SA 3,000 4.25 4/11/2027 3,151
BANCO SANTANDER SA 2,000 3.13 2/23/2023 2,030
BANCO SANTANDER SA 2,200 3.80 2/23/2028 2,244
BANCO SANTANDER SA 4,200 4.38 4/12/2028 4,461
BANCO SANTANDER SA 3,800 3.85 4/12/2023 3,942
BANCO SANTANDER SA 400 3.72 4/12/2023 398
BANFF MERGER SUB INC 3,982 9.75 9/1/2026 3,454
BANFF MERGER SUB INC 160 8.38 9/1/2026 152
BANFF MERGER SUB INC 100 8.38 9/1/2026 95
BANK 18,922 0.95 9/15/2060 897
BANK 3,000 3.78 3/15/2061 3,234
BANK 2,432 3.63 5/15/2050 2,591
BANK 2,018 3.39 6/15/2060 2,113
BANK 1,553 4.22 8/15/2061 1,730
BANK OF AMERICA CORP 11,010 4.13 1/22/2024 11,768
BANK OF AMERICA CORP 7,440 4.20 8/26/2024 7,908
BANK OF AMERICA CORP 7,000 4.25 10/22/2026 7,481
BANK OF AMERICA CORP 8,340 4.00 1/22/2025 8,769
BANK OF AMERICA CORP 4,070 3.50 4/19/2026 4,253
BANK OF AMERICA CORP 5,190 4.45 3/3/2026 5,600
BANK OF AMERICA CORP 5,000 2.88 4/24/2023 5,058
BANK OF AMERICA CORP 5,000 4.24 4/24/2038 5,444
BANK OF AMERICA CORP 7,000 4.18 11/25/2027 7,426
BANK OF AMERICA CORP 3,000 3.82 1/20/2028 3,170
BANK OF AMERICA CORP 5,000 4.44 1/20/2048 5,660
BANK OF AMERICA CORP 3,000 3.12 1/20/2023 3,049
BANK OF AMERICA CORP 3,700 2.50 10/21/2022 3,709
BANK OF AMERICA CORP 5,000 2.15 11/9/2020 4,987
BANK OF AMERICA CORP 21,877 3.00 12/20/2023 22,258
BANK OF AMERICA CORP 3,000 3.97 3/5/2029 3,202
BANK OF AMERICA CORP 4,020 3.55 3/5/2024 4,166
BANK OF AMERICA CORP 5,000 3.50 5/17/2022 5,097
BANK OF AMERICA CORP 31,693 3.42 12/20/2028 32,604
BANK OF AMERICA CORP 3,450 4.33 3/15/2050 3,843
BANK OF AMERICA CORP 3,000 3.46 3/15/2025 3,113
BANK OF AMERICA CORP 7,000 4.27 7/23/2029 7,639
BANK OF AMERICA CORP 7,100 3.97 2/7/2030 7,602
BANK OF AMERICA CORP 814 5.80 12/29/2049 812
BANK OF AMERICA CORP 1,623 6.25 9/29/2049 1,758
BANK OF AMERICA CORP 279 6.50 10/29/2049 308
BANK OF AMERICA CORP 195 6.30 12/29/2049 217
BANK OF AMERICA CORP 1,630 6.10 12/29/2049 1,761
BANK OF AMERICA CORP 5,260 4.08 4/23/2040 5,602
BANK OF AMERICA CORP 610 3.30 1/11/2023 629
BANK OF AMERICA CORP 670 5.00 1/21/2044 814
BANK OF AMERICA CORP 1,150 4.00 4/1/2024 1,227
BANK OF AMERICA CORP 250 3.59 7/21/2028 260
BANK OF AMERICA CORP 750 5.88 12/31/2099 782
BANK OF AMERICA NA 12,000 2.77 8/28/2020 12,000
BANK OF CHINA/HONG KONG 2,780 3.88 6/30/2025 2,918
BANK OF GEORGIA JSC 200 6.00 7/26/2023 201
BANK OF MONTREAL 5,000 1.90 8/27/2021 4,965
BANK OF MONTREAL 3,000 3.10 4/13/2021 3,046
BANK OF MONTREAL 3,000 2.90 3/26/2022 3,046
BANK OF MONTREAL 70 3.80 12/15/2032 71
BANK OF MONTREAL 35,000 2.94 7/13/2020 35,000
BANK OF NEW YORK MELLON 10,000 2.80 12/4/2020 10,000
BANK OF NEW YORK MELLON 19,000 2.78 6/4/2021 19,000
BANK OF NOVA SCOTIA 5,000 2.80 7/21/2021 5,058
BANK OF NOVA SCOTIA 5,000 4.50 12/16/2025 5,397
BANK OF NOVA SCOTIA 5,000 2.35 10/21/2020 5,008
BANK OF NOVA SCOTIA 3,000 2.45 3/22/2021 3,013
BANK OF NOVA SCOTIA 3,000 3.13 4/20/2021 3,049
BANK OF NOVA SCOTIA 7,500 2.88 1/8/2021 7,503
BANK OF NY MELLON CORP 5,000 3.65 2/4/2024 5,279
BANK OF NY MELLON CORP 3,000 2.45 11/27/2020 3,012
BANK OF NY MELLON CORP 5,000 2.80 5/4/2026 5,049
BANQUE FED CRED MUTUEL 350 2.20 7/20/2020 350
BARCLAYS BANK PLC 740 10.18 6/12/2021 837
BARCLAYS COMMERCIAL MORTGAGE S 5,052 4.62 12/15/2051 5,656
BARCLAYS PLC 6,300 3.65 3/16/2025 6,332
BARCLAYS PLC 3,000 4.38 1/12/2026 3,114
BARCLAYS PLC 4,200 3.25 1/12/2021 4,232
BARCLAYS PLC 3,700 5.20 5/12/2026 3,885
BARCLAYS PLC 3,000 4.95 1/10/2047 3,140
BARCLAYS PLC 3,000 4.21 1/10/2023 3,006
BARCLAYS PLC 3,000 4.34 5/16/2024 3,098
BARCLAYS PLC 3,000 4.61 2/15/2023 3,105
BARCLAYS PLC 10,230 3.93 5/7/2025 10,410
BARCLAYS PLC 3,930 5.09 6/20/2030 4,021
BARCLAYS PLC 960 4.38 9/11/2024 984
BARCLAYS PLC 200 2.63 11/11/2025 231
BARCLAYS PLC 260 4.97 5/16/2029 277
BARCLAYS PLC 1,500 7.75 12/31/2099 1,537
BARRICK GOLD CORP 150 5.25 4/1/2042 177
BARRICK NA FINANCE LLC 4,390 5.70 5/30/2041 5,335
BARRICK NA FINANCE LLC 150 5.75 5/1/2043 187
BAUSCH HEALTH AMERICAS 5,597 8.50 1/31/2027 6,162
BAUSCH HEALTH AMERICAS 4,997 9.25 4/1/2026 5,596
BAUSCH HEALTH COMPANIES INC. 4,052 0.00 6/2/2025 4,049
BAUSCH HEALTH COMPANIES INC. 1,705 0.00 11/27/2025 1,693
BAUSCH HEALTH COS INC 1,103 7.00 1/15/2028 1,143
BAUSCH HEALTH COS INC 948 7.25 5/30/2029 985
BAUSCH HEALTH COS INC 582 5.75 8/15/2027 611
BAUSCH HEALTH COS INC 3,352 9.00 12/15/2025 3,748
BAUSCH HEALTH COS INC 2,650 5.50 11/1/2025 2,762
BAUSCH HEALTH COS INC 1,233 7.00 3/15/2024 1,310
BAUSCH HEALTH COS INC 789 4.50 5/15/2023 910
BAUSCH HEALTH COS INC 5,615 6.13 4/15/2025 5,738
BAUSCH HEALTH COS INC 440 4.50 5/15/2023 508
BAUSCH HEALTH COS INC 150 5.50 3/1/2023 152
BAUSCH HEALTH COS INC 720 5.88 5/15/2023 729
BAXALTA INC 893 4.00 6/23/2025 951
BAXALTA INC 90 2.88 6/23/2020 90
BAYER US FINANCE II LLC 3,000 3.38 7/15/2024 3,029
BAYER US FINANCE II LLC 3,000 3.88 12/15/2023 3,110
BAYER US FINANCE II LLC 3,000 4.38 12/15/2028 3,163
BAYER US FINANCE II LLC 1,800 2.75 7/15/2021 1,800
BAYLOR SCOTT + WHITE HOL 5,000 4.19 11/15/2045 5,496
BAYVIEW OPPORTUNITY MASTER FUN 2,557 3.97 3/28/2034 2,566
BBA US HOLDINGS INC 693 5.38 5/1/2026 724
BBCCRE TRUST 3,810 4.71 8/10/2033 3,566
BBVA USA 940 3.88 4/10/2025 971
BCD ACQUISITION INC 500 9.63 9/15/2023 525
BCP CC HLDGS MERGER SUB INC 678 0.00 12/26/2024 675
BCP RAPTOR II LLC 131 0.00 11/3/2025 124
BCP RENAISSANCE PARENT LLC 2,148 0.00 10/31/2024 2,140
BEACON ROOFING SUPPLY IN 229 4.88 11/1/2025 227
BEAM SUNTORY INC 2,000 3.25 5/15/2022 2,032
BEAR STEARNS ADJUSTABLE RATE M 344 4.53 7/25/2034 344
BEAR STEARNS ALT A TRUST 1,795 4.56 8/25/2034 1,795
BEAR STEARNS ASSET BACKED SECU 1,335 6.50 10/25/2036 964
BEAR STEARNS ASSET BACKED SECU 1,767 3.58 6/25/2043 1,756
BEAR STEARNS ASSET BACKED SECU 7,958 4.15 7/25/2037 2,165
BEAR STEARNS ASSET BACKED SECU 5,361 5.25 11/25/2035 1,370
BEAZER HOMES USA 15 7.25 2/1/2023 15
BEAZER HOMES USA 500 8.75 3/15/2022 522
BECTON DICKINSON AND CO 1,002 4.88 5/15/2044 1,086
BECTON DICKINSON AND CO 1,500 3.30 3/1/2023 1,517
BECTON DICKINSON AND CO 9,049 4.69 12/15/2044 10,032
BECTON DICKINSON AND CO 3,000 2.89 6/6/2022 3,040
BECTON DICKINSON AND CO 250 3.73 12/15/2024 262
BECTON DICKINSON AND CO 1,120 3.36 6/6/2024 1,156
BELDEN INC 100 4.13 10/15/2026 121
BELL CANADA 3,000 4.46 4/1/2048 3,295
BELRON S.A. 3,350 0.00 11/7/2024 3,344
BENCHMARK MORTGAGE TRUST 3,400 3.72 3/15/2062 3,668
BENCHMARK MORTGAGE TRUST 1,280 3.88 2/15/2051 1,391
BENCHMARK MORTGAGE TRUST 1,500 4.00 10/10/2051 1,651
BERKSHIRE HATHAWAY ENERG 6,689 6.13 4/1/2036 8,944
BERKSHIRE HATHAWAY ENERG 5,000 4.50 2/1/2045 5,620
BERKSHIRE HATHAWAY ENERG 3,000 3.25 4/15/2028 3,090
BERKSHIRE HATHAWAY ENERG 3,000 3.80 7/15/2048 3,051
BERKSHIRE HATHAWAY FIN 5,000 4.25 1/15/2021 5,165
BERKSHIRE HATHAWAY FIN 4,180 4.25 1/15/2049 4,699
BERKSHIRE HATHAWAY FIN 5,000 4.20 8/15/2048 5,583
BERKSHIRE HATHAWAY INC 5,000 3.75 8/15/2021 5,174
BERKSHIRE HATHAWAY INC 5,000 3.13 3/15/2026 5,177
BERKSHIRE HATHAWAY INC 10,000 2.75 3/15/2023 10,197
BERRY GLOBAL INC 1,664 4.88 7/15/2026 1,699
BERRY GLOBAL INC 103 4.50 2/15/2026 102
BERRY GLOBAL INC 500 5.50 5/15/2022 507
BERRY GLOBAL INC 500 5.13 7/15/2023 511
BERRY PETROLEUM CO LLC 174 7.00 2/15/2026 169
BERRY PLASTICS GROUP 2,500 0.00 7/1/2026 2,482
BERRY PLASTICS GROUP INC 400 0.00 10/1/2022 397
BG ENERGY CAPITAL PLC 800 4.00 12/9/2020 818
BG ENERGY CAPITAL PLC 400 4.00 10/15/2021 414
BHP BILLITON FIN USA LTD 1,490 6.75 10/19/2075 1,699
BHP BILLITON FIN USA LTD 69 2.88 2/24/2022 70
BHP BILLITON FIN USA LTD 760 5.00 9/30/2043 947
BIG RIVER STEEL/BRS FIN 387 7.25 9/1/2025 406
BIOGEN INC 5,000 2.90 9/15/2020 5,025
BIOGEN INC 5,000 4.05 9/15/2025 5,362
BLACKSTONE CQP HOLDCO LP 1,632 0.00 9/30/2024 1,634
BLITZ F18 675 GMBH 1,000 0.00 7/31/2025 1,145
BLOCK COMMUNICATIONS INC 189 6.88 2/15/2025 197
BLUE CUBE SPINCO LLC 1,086 9.75 10/15/2023 1,200
BLUE CUBE SPINCO LLC 885 10.00 10/15/2025 1,003
BLUE RACER MID LLC/FINAN 810 6.13 11/15/2022 823
BLUE RACER MID LLC/FINAN 800 6.63 7/15/2026 808
BMC EAST LLC 200 5.50 10/1/2024 203
BMW FLOORPLAN MASTER OWNER TRU 25,000 2.71 5/15/2023 25,004
BMW US CAPITAL LLC 140 1.85 9/15/2021 138
BMW VEHICLE LEASE TRUST 3,880 2.07 10/20/2020 3,874
BNP PARIBAS 8,000 5.00 1/15/2021 8,322
BNP PARIBAS 5,000 3.25 3/3/2023 5,161
BNP PARIBAS 3,000 2.95 5/23/2022 3,031
BNP PARIBAS 2,000 3.50 3/1/2023 2,055
BNP PARIBAS 800 4.63 3/13/2027 852
BNP PARIBAS 1,160 5.20 1/10/2030 1,326
BNP PARIBAS 2,670 4.71 1/10/2025 2,864
BNP PARIBAS 790 4.38 3/1/2033 814
BNP PARIBAS 2,120 4.40 8/14/2028 2,295
BNP PARIBAS 400 3.38 1/9/2025 407
BOARDWALK PIPELINES LP 1,000 5.95 6/1/2026 1,107
BOARDWALK PIPELINES LP 3,000 4.45 7/15/2027 3,067
BOARDWALK PIPELINES LP 2,000 4.80 5/3/2029 2,088
BOEING CAPITAL CORP 650 4.70 10/27/2019 654
BOEING CO 5,000 6.13 2/15/2033 6,569
BOEING CO 2,000 1.65 10/30/2020 1,982
BOEING CO 3,000 3.38 6/15/2046 2,870
BOEING CO 2,000 3.45 11/1/2028 2,109
BOEING CO 2,000 2.20 10/30/2022 1,989
BOEING CO 270 4.88 2/15/2020 274
BOEING CO 220 2.80 3/1/2027 221
BOEING CO 740 3.20 3/1/2029 766
BOEING CO 170 3.10 5/1/2026 175
BOING US HOLDCO INC 1,250 0.00 10/3/2025 1,231
BOING US HOLDCO INC 1,432 0.00 10/3/2024 1,426
BOISE CASCADE COMPANY 300 5.63 9/1/2024 307
BOMBARDIER INC 4,375 7.88 4/15/2027 4,380
BOMBARDIER INC 2,750 7.50 12/1/2024 2,812
BOMBARDIER INC 1,021 8.75 12/1/2021 1,114
BOMBARDIER INC 1,235 5.75 3/15/2022 1,255
BOMBARDIER INC 2,256 6.13 1/15/2023 2,268
BOMBARDIER INC 3,239 7.50 3/15/2025 3,252
BOOKING HOLDINGS INC 3,000 3.65 3/15/2025 3,169
BOOKING HOLDINGS INC 3,000 3.60 6/1/2026 3,164
BOOZ ALLEN HAMILTON INC 714 5.13 5/1/2025 725
BORAL FINANCE PTY LTD 700 3.00 11/1/2022 700
BOSTON PROPERTIES LP 6,000 4.13 5/15/2021 6,182
BOSTON PROPERTIES LP 5,000 5.63 11/15/2020 5,185
BOSTON PROPERTIES LP 3,000 4.50 12/1/2028 3,323
BOSTON PROPERTIES LP 3,000 3.40 6/21/2029 3,072
BOSTON SCIENTIFIC CORP 3,000 3.38 5/15/2022 3,087
BOSTON SCIENTIFIC CORP 3,000 3.75 3/1/2026 3,187
BOSTON SCIENTIFIC CORP 3,000 4.00 3/1/2029 3,248
BOYD GAMING CORP 1,217 6.00 8/15/2026 1,280
BOYD GAMING CORP 892 6.38 4/1/2026 943
BOYD GAMING CORP 346 0.00 9/15/2023 344
BOYD GAMING CORP 400 6.88 5/15/2023 414
BOYNE USA INC 1,401 7.25 5/1/2025 1,520
BP CAP MARKETS AMERICA 8,000 4.50 10/1/2020 8,216
BP CAP MARKETS AMERICA 5,210 3.12 5/4/2026 5,330
BP CAP MARKETS AMERICA 5,000 4.74 3/11/2021 5,210
BP CAP MARKETS AMERICA 5,500 3.94 9/21/2028 5,971
BP CAP MARKETS AMERICA 5,510 3.41 2/11/2026 5,784
BP CAP MARKETS AMERICA 1,060 3.22 11/28/2023 1,095
BP CAPITAL MARKETS PLC 5,000 3.81 2/10/2024 5,299
BP CAPITAL MARKETS PLC 3,000 3.72 11/28/2028 3,211
BP CAPITAL MARKETS PLC 5,000 3.28 9/19/2027 5,176
BP CAPITAL MARKETS PLC 900 3.51 3/17/2025 947
BP CAPITAL MARKETS PLC 60 3.56 11/1/2021 62
BP CAPITAL MARKETS PLC 230 3.54 11/4/2024 242
BPCE SA 3,000 3.00 5/22/2022 3,030
BPCE SA 3,000 3.25 1/11/2028 3,052
BPCE SA 360 5.15 7/21/2024 389
BRANCH BANKING + TRUST 5,000 2.85 4/1/2021 5,045
BRANCH BANKING + TRUST 5,000 3.63 9/16/2025 5,256
BRAND ENERGY AND INFRASTRUCTUR 5,297 0.00 6/21/2024 5,113
BRAND INDUSTRIAL SERVICE 1,451 8.50 7/15/2025 1,315
BRAZOS VAL LONGHRN/FIN 273 6.88 2/1/2025 260
BRICKMAN GROUP LTD 2,408 0.00 8/15/2025 2,402
BRIGHTHOUSE FINANCIAL IN 8,530 3.70 6/22/2027 8,108
BRIGHTHOUSE FINANCIAL IN 2,000 4.70 6/22/2047 1,671
BRISTOL MYERS SQUIBB CO 3,000 4.25 10/26/2049 3,315
BRISTOL MYERS SQUIBB CO 3,000 4.13 6/15/2039 3,233
BRISTOL MYERS SQUIBB CO 3,500 3.40 7/26/2029 3,666
BRISTOL MYERS SQUIBB CO 4,070 3.20 6/15/2026 4,230
BRISTOL MYERS SQUIBB CO 1,460 2.90 7/26/2024 1,494
BRISTOL MYERS SQUIBB CO 740 2.60 5/16/2022 749
BRITISH AIR 13 1 A PTT 2,250 4.63 12/20/2025 2,380
BRITISH COLUMBIA PROV OF 10,000 2.00 10/23/2022 10,042
BRITISH TELECOMMUNICATIO 6,250 9.63 12/15/2030 9,422
BRITISH TRA INTL FINANCE 600 0.00 11/4/2021 564
BROADCOM CRP / CAYMN FI 6,000 3.00 1/15/2022 6,018
BROADCOM CRP / CAYMN FI 5,000 3.63 1/15/2024 5,045
BROADCOM CRP / CAYMN FI 3,400 2.65 1/15/2023 3,354
BROADCOM CRP / CAYMN FI 400 3.13 1/15/2025 391
BROADCOM INC 5,000 3.63 10/15/2024 5,026
BROADCOM INC 5,600 3.13 10/15/2022 5,631
BROADCOM INC 800 3.13 4/15/2021 805
BROOKFIELD FINANCE INC 2,000 4.25 6/2/2026 2,113
BROOKFIELD FINANCE INC 2,000 3.90 1/25/2028 2,035
BROOKFIELD FINANCE INC 2,000 4.85 3/29/2029 2,185
BROOKFIELD PPTY REIT INC 280 5.75 5/15/2026 288
BROOKFIELD RESID PROPERT 828 6.13 7/1/2022 841
BROOKFIELD RESIDENTIAL 800 6.38 5/15/2025 808
BROOKFIELD WEC HLDGS INC 40 0.00 8/1/2025 40
BROOKLYN UNION GAS CO 3,000 3.41 3/10/2026 3,079
BROOKS AUTOMATION INC 3,436 0.00 10/4/2024 3,393
BRUIN E+P PARTNERS LLC 564 8.88 8/1/2023 481
BUCKEYE PARTNERS LP 3,000 5.60 10/15/2044 2,470
BUCKEYE PARTNERS LP 2,000 4.13 12/1/2027 1,761
BUILDERS FIRSTSOURCE INC 478 6.75 6/1/2027 506
BUILDERS FIRSTSOURCE INC 913 5.63 9/1/2024 941
BULLDOG PARENT INC 1,436 0.00 9/5/2025 1,416
BULLDOG PARENT INC 57 0.00 9/5/2025 56
BUNGE LTD FINANCE CORP 3,000 3.25 8/15/2026 2,905
BURLINGTN NORTH SANTA FE 3,000 4.55 9/1/2044 3,476
BURLINGTN NORTH SANTA FE 10,000 4.45 3/15/2043 11,420
BURLINGTN NORTH SANTA FE 5,000 3.00 3/15/2023 5,123
BURLINGTN NORTH SANTA FE 3,000 4.15 4/1/2045 3,332
BURLINGTN NORTH SANTA FE 3,000 3.90 8/1/2046 3,214
BURLINGTON RESOURCES LLC 4,000 7.40 12/1/2031 5,706
BWAY HLDG CO 273 0.00 4/3/2024 264
BWX TECHNOLOGIES INC 1,038 5.38 7/15/2026 1,074
BX TRUST 731 3.54 7/15/2034 731
BX TRUST 853 4.44 11/15/2035 857
C+W SENIOR FINANCING DAC 552 6.88 9/15/2027 571
C+W SENIOR FINANCING DAC 1,000 7.50 10/15/2026 1,047
CABLEVISION SYSTEMS CORP 500 8.00 4/15/2020 518
CABOT FINANCIAL LUXEMBOU 100 6.00 6/14/2024 115
CADENCE DESIGN SYS INC 3,000 4.38 10/15/2024 3,191
CAESARS RESORT COLLECTION LLC 5,349 0.00 12/22/2024 5,255
CAIXABANK SA 200 6.75 12/31/2099 246
CALFRAC HOLDINGS LP 973 8.50 6/15/2026 682
CALIFORNIA RESOURCES CORPORATI 586 0.00 12/31/2021 593
CALIFORNIA RESOURCES CRP 3,538 8.00 12/15/2022 2,666
CALIFORNIA ST DEPT OF WTR RESO 5,000 2.00 5/1/2022 5,005
CALIFORNIA ST UNIV REVENUE 3,000 3.90 11/1/2047 3,247
CALLAWAY GOLF CO 2,375 0.00 1/2/2026 2,395
CALLON PETROLEUM CO 646 6.38 7/1/2026 652
CALLON PETROLEUM CO 505 6.13 10/1/2024 510
CALPINE CORP 1,433 5.75 1/15/2025 1,424
CALPINE CORP 1,881 5.38 1/15/2023 1,905
CALPINE CORP 2,478 5.88 1/15/2024 2,542
CALPINE CORP 1,769 5.25 6/1/2026 1,801
CALPINE CORP 335 6.00 1/15/2022 338
CALUMET SPECIALTY PROD 800 7.63 1/15/2022 777
CAMDEN PROPERTY TRUST 3,000 2.95 12/15/2022 3,055
CAMPBELL SOUP CO 3,000 3.04 3/15/2021 2,986
CANADIAN IMPERIAL BANK 25,000 2.91 10/5/2020 25,034
CANADIAN NATL RESOURCES 5,000 3.45 11/15/2021 5,105
CANADIAN NATL RESOURCES 5,000 3.90 2/1/2025 5,227
CANADIAN NATL RESOURCES 5,000 4.95 6/1/2047 5,719
CANADIAN PACIFIC RAILWAY 3,000 5.95 5/15/2037 3,835
CANADIAN PACIFIC RAILWAY 3,000 4.80 8/1/2045 3,537
CANTOR FITZGERALD LP 3,000 4.88 5/1/2024 3,087
CAPITAL AUTOMOTIVE L P 3,450 0.00 3/24/2024 3,402
CAPITAL AUTOMOTIVE L P 690 0.00 3/24/2025 691
CAPITAL ONE FINANCIAL CO 5,000 3.20 2/5/2025 5,092
CAPITAL ONE FINANCIAL CO 5,000 4.20 10/29/2025 5,262
CAPITAL ONE FINANCIAL CO 5,000 3.40 3/9/2022 5,039
CAPITAL ONE FINANCIAL CO 3,000 3.80 1/31/2028 3,099
CAPITAL ONE FINANCIAL CO 2,000 3.90 1/29/2024 2,103
CAPITAL ONE NA 5,000 2.95 7/23/2021 5,052
CAPITAL ONE NA 3,000 3.73 1/30/2023 3,025
CARDINAL HEALTH INC 3,000 3.20 6/15/2022 3,042
CARDINAL HEALTH INC 2,500 3.75 9/15/2025 2,587
CARDINAL HEALTH INC 2,500 4.90 9/15/2045 2,439
CARDINAL HEALTH INC 2,000 4.37 6/15/2047 1,827
CARDINAL HEALTH INC 390 3.08 6/15/2024 393
CARDINAL HEALTH INC 330 2.62 6/15/2022 332
CARDS II TRUST 12,000 2.65 10/17/2022 12,001
CARDS II TRUST 13,740 2.74 4/17/2023 13,746
CARESTREAM HEALTH INC 1,650 0.00 2/28/2021 1,592
CARLSON TRAVEL INC 300 6.75 12/15/2023 304
CARRIZO OIL + GAS INC 471 8.25 7/15/2025 465
CARRIZO OIL + GAS INC 1,224 6.25 4/15/2023 1,186
CARVANA CO 76 8.88 10/1/2023 77
CASCADES INC 322 5.50 7/15/2022 324
CASCADES INC 500 5.75 7/15/2023 505
CASINO GUICHARD PERRACHO 200 4.56 1/25/2023 198
CASINO GUICHARD PERRACHO 200 4.50 3/7/2024 197
CATALENT PHARMA SOLUTION 938 5.00 7/15/2027 954
CATALENT PHARMA SOLUTION 487 4.88 1/15/2026 495
CATERPILLAR FINL SERVICE 9,749 1.93 10/1/2021 9,674
CATERPILLAR FINL SERVICE 3,000 2.40 6/6/2022 3,022
CATERPILLAR FINL SERVICE 2,000 3.45 5/15/2023 2,085
CATERPILLAR FINL SERVICE 2,000 3.65 12/7/2023 2,110
CATERPILLAR FINL SERVICE 3,000 3.15 9/7/2021 3,059
CATERPILLAR FINL SERVICE 2,000 2.85 5/17/2024 2,042
CATERPILLAR FINL SERVICE 25,000 2.77 8/26/2020 25,000
CATERPILLAR FINL SERVICE 5,000 2.65 11/29/2019 5,000
CATERPILLAR INC 5,000 5.20 5/27/2041 6,324
CB MAGNUM HUNTER RES 140 9.75 5/15/2020 -
CBAC BORROWER LLC 2,048 0.00 7/7/2024 2,036
CBRE SERVICES INC 375 5.25 3/15/2025 413
CBS CORP 5,000 3.70 8/15/2024 5,160
CBS CORP 5,000 4.60 1/15/2045 5,169
CC HOLDINGS GS V LLC/CRO 6,000 3.85 4/15/2023 6,267
CCO HLDGS LLC/CAP CORP 2,601 5.38 6/1/2029 2,686
CCO HLDGS LLC/CAP CORP 101 4.00 3/1/2023 102
CCO HLDGS LLC/CAP CORP 5,216 5.13 5/1/2027 5,402
CCO HLDGS LLC/CAP CORP 1,032 5.00 2/1/2028 1,053
CCO HLDGS LLC/CAP CORP 3 5.38 5/1/2025 3
CCO HLDGS LLC/CAP CORP 60 5.88 5/1/2027 63
CCO HLDGS LLC/CAP CORP 1,243 5.50 5/1/2026 1,302
CCO HLDGS LLC/CAP CORP 2,405 5.75 2/15/2026 2,530
CCO HLDGS LLC/CAP CORP 6,746 5.13 5/1/2023 6,894
CCO HLDGS LLC/CAP CORP 300 5.25 9/30/2022 305
CCO HLDGS LLC/CAP CORP 2,300 5.88 4/1/2024 2,403
CD COMMERCIAL MORTGAGE TRUST 6,812 5.65 10/15/2048 6,862
CD R HYDRA BUYER INC 500 0.00 4/20/2025 468
CD+R HYDRA BUYER INC 2,475 0.00 12/11/2024 2,459
CDK GLOBAL INC 731 5.25 5/15/2029 756
CDK GLOBAL INC 1,559 4.88 6/1/2027 1,614
CDK GLOBAL INC 800 5.88 6/15/2026 848
CDW LLC/CDW FINANCE 432 5.00 9/1/2025 450
CDW LLC/CDW FINANCE 762 5.50 12/1/2024 816
CDW LLC/CDW FINANCE 400 5.00 9/1/2023 409
CEDAR FAIR LP 1,110 5.25 7/15/2029 1,133
CELGENE CORP 3,000 3.25 8/15/2022 3,079
CELGENE CORP 8,000 3.95 10/15/2020 8,158
CELGENE CORP 5,000 4.63 5/15/2044 5,688
CELGENE CORP 4,530 3.55 8/15/2022 4,692
CELGENE CORP 3,000 2.88 8/15/2020 3,016
CELGENE CORP 800 3.88 8/15/2025 855
CELGENE CORP 160 5.00 8/15/2045 189
CELGENE CORP 50 5.25 8/15/2043 59
CELGENE CORP 510 2.25 8/15/2021 509
CELULOSA ARAUCO CONSTITU 3,000 5.50 4/30/2049 3,170
CELULOSA ARAUCO CONSTITU 3,000 4.25 4/30/2029 3,152
CELULOSA ARAUCO CONSTITU 5,000 4.50 8/1/2024 5,273
CEMEX FINANCE LLC 470 6.00 4/1/2024 484
CEMEX SAB DE CV 100 3.13 3/19/2026 117
CEMEX SAB DE CV 445 7.75 4/16/2026 490
CENOVUS ENERGY INC 3,500 3.00 8/15/2022 3,513
CENOVUS ENERGY INC 3,060 3.80 9/15/2023 3,145
CENOVUS ENERGY INC 3,000 5.25 6/15/2037 3,136
CENTENE CORP 5,247 5.38 6/1/2026 5,523
CENTENE CORP 526 4.75 1/15/2025 543
CENTENE CORP 280 4.75 5/15/2022 287
CENTENE CORP 150 5.63 2/15/2021 153
CENTENE CORP 680 6.13 2/15/2024 712
CENTENNIAL RESOURCE PROD 256 6.88 4/1/2027 258
CENTERPOINT ENER HOUSTON 5,000 2.25 8/1/2022 4,998
CENTERPOINT ENERGY INC 2,000 3.60 11/1/2021 2,054
CENTERPOINT ENERGY RESOU 5,000 5.85 1/15/2041 6,197
CENTRAL GARDEN + PET CO 250 6.13 11/15/2023 260
CENTRAL GARDEN + PET CO 250 5.13 2/1/2028 245
CENTRAL JAPAN RAILWAY CO 400 2.80 2/23/2022 404
CENTRAL NIPPON EXPRESSWY 600 2.36 5/28/2021 599
CENTRAL NIPPON EXPRESSWY 300 2.09 9/14/2021 298
CENTRL PUGET SOUND WA REGL TRA 5,000 5.49 11/1/2039 6,487
CENTURY COMMUNITIES 453 5.88 7/15/2025 455
CENTURY COMMUNITIES 908 6.75 6/1/2027 922
CENTURYLINK ESCROW LLC 3,368 0.00 1/31/2025 3,285
CENTURYLINK INC 1,832 7.65 3/15/2042 1,711
CENTURYLINK INC 387 6.75 12/1/2023 418
CENTURYLINK INC 574 5.63 4/1/2025 584
CENTURYLINK INC 2,937 7.50 4/1/2024 3,245
CENTURYLINK INC 855 6.45 6/15/2021 903
CENTURYLINK INC 2,075 5.80 3/15/2022 2,168
CENTURYLINK INC 750 5.63 4/1/2020 761
CENTURYLINK INC 500 7.60 9/15/2039 465
CERIDIAN HCM HLDG INC 2,980 0.00 4/30/2025 2,986
CF INDUSTRIES INC 3,000 5.38 3/15/2044 2,816
CF INDUSTRIES INC 2,000 4.50 12/1/2026 2,096
CF INDUSTRIES INC 1,700 5.15 3/15/2034 1,659
CFCRE COMMERCIAL MORTGAGE TRUS 860 5.94 12/15/2047 915
CFCRE COMMERCIAL MORTGAGE TRUS 8,300 5.94 12/15/2047 8,858
CGGS COMMERCIAL MORTGAGE TRUST 900 3.29 2/15/2037 899
CHANGE HEALTH / FIN INC 2,471 5.75 3/1/2025 2,507
CHANGE HEALTHCARE HLDGS INC 4,922 0.00 3/1/2024 4,881
CHAPARRAL ENERGY INC 312 8.75 7/15/2023 191
CHARLES RIVER LABORATORI 560 5.50 4/1/2026 590
CHARTER COMM OPT LLC/CAP 10,000 6.38 10/23/2035 11,719
CHARTER COMM OPT LLC/CAP 5,580 4.46 7/23/2022 5,859
CHARTER COMM OPT LLC/CAP 2,140 6.83 10/23/2055 2,543
CHARTER COMM OPT LLC/CAP 6,380 3.58 7/23/2020 6,436
CHARTER COMM OPT LLC/CAP 10,850 4.91 7/23/2025 11,774
CHARTER COMM OPT LLC/CAP 5,000 5.38 5/1/2047 5,265
CHARTER COMM OPT LLC/CAP 5,080 5.38 4/1/2038 5,454
CHARTER COMM OPT LLC/CAP 5,000 5.13 7/1/2049 5,105
CHARTER COMM OPT LLC/CAP 120 6.48 10/23/2045 143
CHARTER COMM OPT LLC/CAP 600 4.20 3/15/2028 623
CHARTER COMM OPT LLC/CAP 20 5.75 4/1/2048 22
CHARTER COMMUNICATIONS OPERAT 686 0.00 4/30/2025 685
CHARTER NEX US HOLDINGS INC 139 0.00 5/16/2024 138
CHASE MORTGAGE FINANCE CORPORA 4,926 4.00 4/25/2049 5,025
CHEMOURS CO 100 4.00 5/15/2026 114
CHEMOURS CO 994 5.38 5/15/2027 952
CHEMOURS CO 591 6.63 5/15/2023 611
CHEMOURS CO 750 7.00 5/15/2025 783
CHENIERE CORP CHRISTI HD 2,106 5.13 6/30/2027 2,289
CHENIERE CORP CHRISTI HD 3,364 5.88 3/31/2025 3,746
CHENIERE CORP CHRISTI HD 450 7.00 6/30/2024 518
CHENIERE ENERGY PARTNERS 2,036 5.63 10/1/2026 2,148
CHENIERE ENERGY PARTNERS 995 5.25 10/1/2025 1,029
CHESAPEAKE ENERGY CORP 274 8.00 3/15/2026 250
CHESAPEAKE ENERGY CORP 3,662 8.00 6/15/2027 3,225
CHESAPEAKE ENERGY CORP 2,901 8.00 1/15/2025 2,692
CHESAPEAKE ENERGY CORP 1,280 7.00 10/1/2024 1,150
CHESAPEAKE ENERGY CORP 67 5.75 3/15/2023 63
CHESAPEAKE ENERGY CORP 316 4.88 4/15/2022 300
CHESAPEAKE ENERGY CORP 898 6.63 8/15/2020 911
CHESAPEAKE ENERGY CORP 170 6.13 2/15/2021 172
CHESAPEAKE ENERGY CORP 2,000 7.50 10/1/2026 1,784
CHEVRON CORP 5,001 2.36 12/5/2022 5,040
CHEVRON CORP 5,000 2.43 6/24/2020 5,004
CHEVRON CORP 5,990 2.95 5/16/2026 6,183
CHEVRON CORP 5,000 2.10 5/16/2021 5,001
CHEVRON CORP 5,000 2.57 5/16/2023 5,078
CHEVRON PHILLIPS CHEM CO 2,000 2.45 5/1/2020 2,000
CHEVRON PHILLIPS CHEM CO 2,000 3.30 5/1/2023 2,047
CHEVRON PHILLIPS CHEM CO 2,000 3.70 6/1/2028 2,084
CHICAGO IL MET WTR RECLAMATION 2,000 5.72 12/1/2038 2,606
CHICAGO IL O HARE INTERNATIONA 3,000 6.85 1/1/2038 3,062
CHICAGO IL O HARE INTERNATIONA 3,000 4.57 1/1/2054 3,595
CHICAGO IL TRANSIT AUTH SALES 5,000 6.20 12/1/2040 6,534
CHINA GOVERNMENT BOND 5,000 3.39 5/21/2025 735
CHINA GOVERNMENT BOND 23,500 3.31 11/30/2025 3,427
CHINA GOVERNMENT BOND 3,000 3.38 11/21/2024 442
CHINA OVERSEA FIN KY III 1,550 5.38 10/29/2023 1,700
CHINA OVERSEA FIN KY III 200 5.38 10/29/2023 219
CHOBANI LLC/FINANCE CORP 489 7.50 4/15/2025 457
CHS/COMMUNITY HEALTH SYS 2,143 8.00 3/15/2026 2,063
CHS/COMMUNITY HEALTH SYS 903 8.63 1/15/2024 908
CHS/COMMUNITY HEALTH SYS 500 6.25 3/31/2023 481
CHS/COMMUNITY HEALTH SYS 1,050 9.88 6/30/2023 852
CHS/COMMUNITY HEALTH SYS 500 5.13 8/1/2021 492
CHUBB INA HOLDINGS INC 5,000 2.70 3/13/2023 5,076
CHUBB INA HOLDINGS INC 5,000 3.15 3/15/2025 5,220
CHUBB INA HOLDINGS INC 2,270 3.35 5/3/2026 2,378
CHUBB INA HOLDINGS INC 2,290 2.30 11/3/2020 2,291
CHURCH + DWIGHT CO INC 3,000 3.95 8/1/2047 3,024
CHURCHILL DOWNS INC 915 5.50 4/1/2027 959
CHURCHILL DOWNS INC 471 4.75 1/15/2028 473
CIA BRASILEIRA DE ALUMIN 6,000 4.75 6/17/2024 6,269
CIGNA CORP 5,100 4.38 10/15/2028 5,503
CIGNA CORP 7,180 3.75 7/15/2023 7,472
CIGNA CORP 6,440 3.40 9/17/2021 6,565
CIGNA CORP 5,000 4.90 12/15/2048 5,460
CIGNA CORP 340 4.13 11/15/2025 362
CIGNA CORP 400 3.06 9/17/2021 400
CIGNA CORP 200 3.49 7/15/2023 200
CIMAREX ENERGY CO 3,420 3.90 5/15/2027 3,511
CIMAREX ENERGY CO 3,000 4.38 3/15/2029 3,180
CIMAREX ENERGY CO 350 4.38 6/1/2024 370
CIMPRESS NV 500 7.00 6/15/2026 510
CINCINNATI BELL INC 173 8.00 10/15/2025 148
CINCINNATI BELL INC 1,293 7.00 7/15/2024 1,141
CINEMARK USA INC 200 4.88 6/1/2023 203
CINTAS CORPORATION NO. 2 510 3.70 4/1/2027 543
CINTAS CORPORATION NO. 2 470 2.90 4/1/2022 477
CIRSA FINANCE INTER 212 7.88 12/20/2023 225
CISCO SYSTEMS INC 5,000 3.63 3/4/2024 5,333
CISCO SYSTEMS INC 5,000 2.90 3/4/2021 5,062
CISCO SYSTEMS INC 5,000 2.20 2/28/2021 5,005
CISCO SYSTEMS INC 3,000 2.60 2/28/2023 3,050
CISCO SYSTEMS INC 5,000 1.85 9/20/2021 4,970
CIT GROUP INC 454 6.13 3/9/2028 518
CIT GROUP INC 437 5.80 12/31/2099 440
CIT GROUP INC 1,586 5.00 8/1/2023 1,698
CIT GROUP INC 7,000 5.00 8/15/2022 7,425
CIT GROUP INC 380 5.25 3/7/2025 417
CIT GROUP INC 330 4.75 2/16/2024 351
CIT GROUP INC 100 4.13 3/9/2021 102
CITIBANK CREDIT CARD ISSUANCE 5,063 1.92 4/7/2022 5,051
CITIBANK NA 22,426 2.66 9/18/2019 22,428
CITIBANK NA 29,800 2.89 10/20/2020 29,799
CITIBANK NA 10,000 3.16 7/23/2021 10,000
CITIBANK NA 25,000 3.03 3/13/2021 25,000
CITIGROUP COMMERCIAL MORTGAGE 3,460 4.89 12/15/2036 3,462
CITIGROUP COMMERCIAL MORTGAGE 5,000 3.68 9/10/2045 5,154
CITIGROUP COMMERCIAL MORTGAGE 5,000 4.19 6/10/2048 5,320
CITIGROUP COMMERCIAL MORTGAGE 4,000 5.39 9/10/2046 4,238
CITIGROUP COMMERCIAL MORTGAGE 5,500 4.13 11/10/2046 5,886
CITIGROUP COMMERCIAL MORTGAGE 3,700 3.74 3/10/2051 3,976
CITIGROUP COMMERCIAL MORTGAGE 3,000 3.31 4/10/2049 3,131
CITIGROUP COMMERCIAL MORTGAGE 3,000 3.71 4/14/2050 3,214
CITIGROUP COMMERCIAL MORTGAGE 3,400 3.47 9/15/2050 3,585
CITIGROUP INC 3,000 4.05 7/30/2022 3,131
CITIGROUP INC 5,000 4.00 8/5/2024 5,274
CITIGROUP INC 5,320 4.30 11/20/2026 5,619
CITIGROUP INC 4,442 5.30 5/6/2044 5,328
CITIGROUP INC 5,000 3.88 3/26/2025 5,214
CITIGROUP INC 4,000 3.30 4/27/2025 4,134
CITIGROUP INC 6,091 4.65 7/30/2045 7,000
CITIGROUP INC 5,000 3.70 1/12/2026 5,264
CITIGROUP INC 4,000 2.65 10/26/2020 4,013
CITIGROUP INC 7,430 4.40 6/10/2025 7,937
CITIGROUP INC 9,490 4.45 9/29/2027 10,225
CITIGROUP INC 5,000 2.70 3/30/2021 5,025
CITIGROUP INC 9,500 4.60 3/9/2026 10,274
CITIGROUP INC 2,000 2.75 4/25/2022 2,019
CITIGROUP INC 5,000 3.40 5/1/2026 5,176
CITIGROUP INC 10,000 2.35 8/2/2021 9,993
CITIGROUP INC 7,000 3.67 7/24/2028 7,302
CITIGROUP INC 10,000 3.20 10/21/2026 10,205
CITIGROUP INC 10,000 3.89 1/10/2028 10,566
CITIGROUP INC 5,000 4.08 4/23/2029 5,372
CITIGROUP INC 13,870 3.98 3/20/2030 14,823
CITIGROUP INC 10,000 4.65 7/23/2048 11,645
CITIGROUP INC 5,000 3.35 4/24/2025 5,163
CITIGROUP INC 10,940 3.50 5/15/2023 11,274
CITIGROUP INC 60 8.13 7/15/2039 96
CITIGROUP INC 590 5.95 7/29/2049 610
CITIGROUP INC 210 5.90 12/29/2049 217
CITIGROUP INC 2,200 5.95 12/29/2049 2,295
CITIGROUP INC 130 4.75 5/18/2046 147
CITIGROUP INC 570 5.35 12/31/2049 574
CITIGROUP INC 890 6.30 12/29/2049 927
CITIGROUP INC 3,500 5.50 9/13/2025 3,963
CITIGROUP MORTGAGE LOAN TRUST 297 4.99 11/25/2035 297
CITIGROUP MORTGAGE LOAN TRUST 406 4.48 8/25/2035 416
CITIGROUP MORTGAGE LOAN TRUST 539 4.82 10/25/2035 539
CITIGROUP MORTGAGE LOAN TRUST 2,293 2.68 6/25/2037 2,279
CITIZENS BANK NA/RI 2,000 3.70 3/29/2023 2,082
CITYCENTER HLDGS LLC 589 0.00 4/18/2024 586
CLARK CNTY NV ARPT REVENUE 2,000 6.82 7/1/2045 3,139
CLARK CNTY NV ARPT REVENUE 3,500 6.88 7/1/2042 3,501
CLEAN HARBORS INC 300 5.13 7/15/2029 306
CLEAN HARBORS INC 868 4.88 7/15/2027 882
CLEAN HARBORS INC 600 5.13 6/1/2021 602
CLEAR CHANNEL INTL BV 834 8.75 12/15/2020 855
CLEAR CHANNEL WORLDWIDE 4,152 9.25 2/15/2024 4,505
CLEAR CHANNEL WORLDWIDE 1,130 6.50 11/15/2022 1,155
CLEAR CHANNEL WORLDWIDE 1,266 6.50 11/15/2022 1,297
CLEARWATER PAPER CORP 350 5.38 2/1/2025 318
CLEARWATER SEAFOODS INC 510 6.88 5/1/2025 512
CLEARWAY ENERGY OP LLC 422 5.75 10/15/2025 430
CLEARWAY ENERGY OP LLC 961 5.38 8/15/2024 978
CLEVELAND CLIFFS INC 1,314 4.88 1/15/2024 1,334
CLEVELAND CLIFFS INC 390 5.75 3/1/2025 388
CLEVELAND CLIFFS INC 1,000 5.88 6/1/2027 974
CLOUD CRANE LLC 350 10.13 8/1/2024 378
CME GROUP INC 3,000 4.15 6/15/2048 3,378
CMS ENERGY CORP 5,000 4.70 3/31/2043 5,557
CNA FINANCIAL CORP 3,000 4.50 3/1/2026 3,236
CNA FINANCIAL CORP 2,000 3.90 5/1/2029 2,099
CNH EQUIPMENT TRUST 3,034 2.07 5/16/2022 3,028
CNH INDUSTRIAL CAP LLC 500 4.38 11/6/2020 511
CNH INDUSTRIAL CAP LLC 3,000 3.88 10/15/2021 3,070
CNH INDUSTRIAL CAP LLC 400 4.88 4/1/2021 414
CNH INDUSTRIAL CAPITAL L 800 3.38 7/15/2019 800
CNH INDUSTRIAL NV 3,000 3.85 11/15/2027 2,996
CNO FINANCIAL GROUP INC 3,589 5.25 5/30/2029 3,884
CNX RESOURCES CORP 2,527 5.88 4/15/2022 2,453
COCA COLA CO/THE 5,000 3.30 9/1/2021 5,135
COCA COLA CO/THE 10,000 2.88 10/27/2025 10,344
COCA COLA EUROPEAN PARTN 5,000 3.50 9/15/2020 5,060
COLFAX CORP 975 6.00 2/15/2024 1,031
COLFAX CORP 699 6.38 2/15/2026 751
COLOMBIA TELECOMM SA ESP 8,000 5.38 9/27/2022 8,125
COLUMBIA PIPELINE GROUP 5,000 3.30 6/1/2020 5,034
COLUMBIA PIPELINE GROUP 5,000 4.50 6/1/2025 5,376
COMCAST CABLE COMMUNICAT 3,575 9.46 11/15/2022 4,403
COMCAST CORP 3,000 4.50 1/15/2043 3,351
COMCAST CORP 3,000 4.25 1/15/2033 3,354
COMCAST CORP 10,000 4.75 3/1/2044 11,598
COMCAST CORP 6,910 4.00 11/1/2049 7,272
COMCAST CORP 7,000 3.90 3/1/2038 7,371
COMCAST CORP 7,390 4.15 10/15/2028 8,142
COMCAST CORP 5,000 4.60 10/15/2038 5,724
COMCAST CORP 7,210 3.70 4/15/2024 7,652
COMCAST CORP 10,000 3.45 10/1/2021 10,289
COMCAST CORP 7,140 4.70 10/15/2048 8,371
COMCAST CORP 5,110 3.38 8/15/2025 5,343
COMCAST CORP 650 4.20 8/15/2034 721
COMCAST CORP 2,600 4.25 10/15/2030 2,900
COMCAST CORP 1,570 3.95 10/15/2025 1,695
COMFORT HLDG LLC 2,199 0.00 2/5/2024 2,195
COMM MORTGAGE TRUST 2,774 4.60 4/10/2047 2,961
COMM MORTGAGE TRUST 1,710 5.17 3/10/2047 1,338
COMM MORTGAGE TRUST 150 4.76 10/10/2046 157
COMM MORTGAGE TRUST 70 5.25 10/10/2046 74
COMM MORTGAGE TRUST 170 4.30 10/10/2046 180
COMM MORTGAGE TRUST 22,641 0.86 7/10/2046 165
COMM MORTGAGE TRUST 5,000 3.98 5/10/2047 5,350
COMM MORTGAGE TRUST 1,468 3.45 7/15/2047 1,504
COMM MORTGAGE TRUST 3,715 3.83 7/15/2047 3,944
COMM MORTGAGE TRUST 2,000 3.71 7/10/2048 2,130
COMM MORTGAGE TRUST 7,093 3.28 1/10/2046 7,276
COMM MORTGAGE TRUST 2,000 5.06 11/10/2046 2,115
COMM MORTGAGE TRUST 1,650 4.79 2/10/2047 1,718
COMM MORTGAGE TRUST 5,000 4.53 2/10/2047 5,371
COMMERCIAL METALS CO 440 5.75 4/15/2026 446
COMMONSPIRIT HEALTH 120 4.35 11/1/2042 121
COMMONWEALTH BANK AUST 2,290 3.90 7/12/2047 2,467
COMMONWEALTH EDISON CO 5,000 4.00 8/1/2020 5,071
COMMONWEALTH OF BAHAMAS 4,510 6.63 5/15/2033 4,882
COMMSCOPE INC 1,910 5.50 3/1/2024 1,960
COMMSCOPE INC 2,226 6.00 3/1/2026 2,282
COMMSCOPE INC 937 8.25 3/1/2027 957
COMMSCOPE INC 2,351 0.00 4/6/2026 2,341
COMMSCOPE INC 1,000 5.00 6/15/2021 1,000
COMMSCOPE TECH LLC 2,000 5.00 3/15/2027 1,744
COMMSCOPE TECH LLC 900 6.00 6/15/2025 843
COMPASS GROUP DIVERSIFIE 2,000 8.00 5/1/2026 2,085
COMPASS GROUP DIVERSIFIED HLD 1,767 0.00 4/18/2025 1,764
COMSTOCK RESOURCES INC 1,355 9.75 8/15/2026 1,040
CON EDISON CO OF NY INC 100 2.75 6/25/2021 100
CONAGRA BRANDS INC 3,788 3.20 1/25/2023 3,867
CONAGRA BRANDS INC 200 3.25 9/15/2022 203
CONCENTRA INC 332 0.00 6/1/2023 334
CONCHO RESOURCES INC 3,000 4.88 10/1/2047 3,383
CONCHO RESOURCES INC 2,000 4.85 8/15/2048 2,250
CONCHO RESOURCES INC 2,980 4.30 8/15/2028 3,214
CONNECTICUT LIGHT + PWR 2,000 4.00 4/1/2048 2,191
CONNECTICUT ST 7,005 5.85 3/15/2032 8,846
CONOCO FUNDING CO 3,000 7.25 10/15/2031 4,224
CONOCOPHILLIPS HLDG CO 9,640 6.95 4/15/2029 12,975
CONSOLIDATED COMMUNICATI 1,085 6.50 10/1/2022 1,013
CONSOLIDATED ENERGY FIN 500 6.88 6/15/2025 513
CONSOLIDATED ENERGY FIN 300 6.50 5/15/2026 298
CONSTELLATION BRANDS INC 3,580 4.25 5/1/2023 3,804
CONSTELLATION BRANDS INC 2,000 4.50 5/9/2047 2,090
CONSTELLATION BRANDS INC 4,000 3.20 2/15/2023 4,089
CONSTELLATION BRANDS INC 1,480 4.75 11/15/2024 1,628
CONSTELLATION BRANDS INC 600 2.25 11/6/2020 599
CONSTELLIUM SE 2,473 5.88 2/15/2026 2,542
CONSTELLIUM SE 1,250 5.75 5/15/2024 1,283
CONSTELLIUM SE 1,000 6.63 3/1/2025 1,042
CONTINENTAL RESOURCES 1,621 5.00 9/15/2022 1,635
CONTINENTAL RESOURCES 420 4.50 4/15/2023 441
CONTINENTAL RESOURCES 230 3.80 6/1/2024 237
CONTINENTAL RESOURCES 390 4.38 1/15/2028 410
CONTL AIRLINES 2010 A 1,320 4.75 7/12/2022 1,356
CONTL AIRLINES 2012 1 A 2,114 4.15 10/11/2025 2,216
CONTL AIRLINES 2012 2 A 3,618 4.00 4/29/2026 3,782
CONTOURGLOBAL POWER HLDG 100 3.38 8/1/2023 118
COOPER STANDARD AUTOMOTI 2,825 5.63 11/15/2026 2,509
COOPERAT RABOBANK UA/NY 5,000 3.38 5/21/2025 5,250
COOPERAT RABOBANK UA/NY 250 2.25 1/14/2020 250
COOPERATIEVE RABOBANK UA 3,530 5.25 8/4/2045 4,260
COOPERATIEVE RABOBANK UA 4,410 4.38 8/4/2025 4,694
COOPERATIEVE RABOBANK UA 3,000 3.75 7/21/2026 3,067
COOPERATIEVE RABOBANK UA 440 4.75 1/15/2020 446
COOPERATIEVE RABOBANK UA 1,535 11.00 12/29/2049 1,535
COOPERATIEVE RABOBANK UA 250 4.63 12/1/2023 268
COOPERATIEVE RABOBANK UA 50,000 2.73 1/17/2020 50,000
COOPERATIEVE RABOBANK UA 500 5.50 1/22/2049 593
CORE + MAIN LP 1,370 6.13 8/15/2025 1,387
CORNERSTONE BUILDING 250 8.00 4/15/2026 243
CORNERSTONE CHEMICAL CO 500 6.75 8/15/2024 469
CORNING INC 3,000 2.90 5/15/2022 3,046
CORP ANDINA DE FOMENTO 2,000 2.75 1/6/2023 2,015
CORP ANDINA DE FOMENTO 2,000 2.20 7/18/2020 1,992
CORP ANDINA DE FOMENTO 3,000 2.13 9/27/2021 2,978
CORRAL PETROLEUM HOLDING 475 11.75 5/15/2021 573
CORTES NP ACQUISITION CORP 3,224 0.00 11/30/2023 3,063
COTT HOLDINGS INC 450 5.50 4/1/2025 459
COTY INC 164 6.50 4/15/2026 160
COUNTRYWIDE ASSET BACKED CERTI 2,930 3.33 12/25/2035 2,914
COUNTRYWIDE HOME EQUITY LOAN T 1,571 2.53 1/15/2037 1,453
COUNTRYWIDE HOME LOANS 234 5.50 6/25/2035 206
COUNTRYWIDE HOME LOANS 826 5.50 10/25/2035 720
COUNTRYWIDE HOME LOANS 2,835 5.50 7/25/2035 2,550
COUNTRYWIDE HOME LOANS 373 4.69 2/19/2034 373
COVANTA HOLDING CORP 250 5.88 3/1/2024 258
COVANTA HOLDING CORP 300 5.88 7/1/2025 312
COVEY PARK ENERGY LLC/FI 285 7.50 5/15/2025 205
COX COMMUNICATIONS INC 3,000 3.25 12/15/2022 3,062
CPG MERGER SUB LLC 414 8.00 10/1/2021 419
CPI CARD GROUP COLORADO INC. 345 0.00 8/17/2022 272
CPI INTL INC 1,703 0.00 7/26/2024 1,690
CPI INTL INC 525 0.00 7/26/2025 499
CPM HLDGS INC 711 0.00 11/15/2025 701
CPUK FINANCE LTD 100 4.25 2/28/2047 128
CRED SUIS GP FUN LTD 6,000 3.75 3/26/2025 6,255
CRED SUIS GP FUN LTD 3,000 3.45 4/16/2021 3,047
CRED SUIS GP FUN LTD 7,000 4.55 4/17/2026 7,599
CRED SUIS GP FUN LTD 750 4.88 5/15/2045 877
CREDIT ACCEPTANC 264 6.63 3/15/2026 279
CREDIT AGRICOLE SA 100 6.50 4/29/2049 125
CREDIT AGRICOLE SA 1,500 8.38 10/29/2049 1,519
CREDIT AGRICOLE SA 1,960 8.38 10/29/2049 1,985
CREDIT SUISSE EUROPEAN MORTGAG 2,076 3.41 3/12/2020 2,622
CREDIT SUISSE EUROPEAN MORTGAG 711 4.67 3/12/2020 898
CREDIT SUISSE FIRST BOSTON MOR 937 6.00 12/25/2034 951
CREDIT SUISSE GROUP AG 3,000 3.57 1/9/2023 3,064
CREDIT SUISSE GROUP AG 5,000 4.28 1/9/2028 5,273
CREDIT SUISSE GROUP AG 3,000 4.21 6/12/2024 3,145
CREDIT SUISSE GROUP AG 1,200 7.50 12/31/2099 1,281
CREDIT SUISSE GROUP AG 490 6.25 12/29/2049 511
CREDIT SUISSE GROUP AG 780 3.87 1/12/2029 803
CREDIT SUISSE MORTGAGE TRUST 487 5.37 12/15/2039 74
CREDIT SUISSE MORTGAGE TRUST 208 5.87 9/15/2040 158
CREDIT SUISSE MORTGAGE TRUST 3,491 4.40 8/27/2036 3,176
CREDIT SUISSE MORTGAGE TRUST 650 3.95 9/15/2037 689
CREDIT SUISSE MORTGAGE TRUST 570 4.37 9/15/2037 536
CREDIT SUISSE MORTGAGE TRUST 1,260 4.37 9/15/2037 1,158
CREDIT SUISSE MORTGAGE TRUST 6,570 3.37 5/15/2036 6,577
CREDIT SUISSE MORTGAGE TRUST 10,053 3.50 2/25/2048 10,148
CREDIT SUISSE MORTGAGE TRUST 4,100 8.01 7/15/2032 4,063
CREDIT SUISSE MORTGAGE TRUST 73 6.70 6/15/2038 37
CREDIT SUISSE MORTGAGE TRUST 1,770 5.63 8/15/2020 1,770
CREDIT SUISSE NEW YORK 10,000 4.38 8/5/2020 10,212
CRESTWOOD MID PARTNER LP 692 5.63 5/1/2027 690
CRH AMERICA INC 3,000 5.75 1/15/2021 3,139
CROWN AMER/CAP CORP IV 3 4.50 1/15/2023 3
CROWN AMER/CAP CORP V 831 4.25 9/30/2026 848
CROWN AMER/CAP CORP VI 457 4.75 2/1/2026 470
CROWN CASTLE INTL CORP 1,000 3.40 2/15/2021 1,014
CROWN CASTLE INTL CORP 1,000 3.70 6/15/2026 1,040
CROWN CASTLE INTL CORP 3,000 4.00 3/1/2027 3,153
CROWN CASTLE INTL CORP 1,800 2.25 9/1/2021 1,792
CROWN CASTLE INTL CORP 200 4.88 4/15/2022 212
CROWN CORK + SEAL CO INC 750 7.38 12/15/2026 871
CROWN EURO HOLDINGS SA 100 2.25 2/1/2023 120
CROWN EURO HOLDINGS SA 106 3.38 5/15/2025 134
CROWNROCK LP/CROWNROCK F 2,085 5.63 10/15/2025 2,090
CSAIL COMMERCIAL MORTGAGE TRUS 3,942 4.53 11/15/2049 4,019
CSAIL COMMERCIAL MORTGAGE TRUS 211 3.50 6/15/2057 221
CSAIL COMMERCIAL MORTGAGE TRUS 4,000 3.45 8/15/2048 4,142
CSC HOLDINGS LLC 310 7.75 7/15/2025 335
CSC HOLDINGS LLC 1,132 5.38 7/15/2023 1,163
CSC HOLDINGS LLC 1,661 5.50 5/15/2026 1,744
CSC HOLDINGS LLC 943 5.13 12/15/2021 943
CSC HOLDINGS LLC 1,923 6.50 2/1/2029 2,096
CSC HOLDINGS LLC 950 5.38 2/1/2028 986
CSC HOLDINGS LLC 1,464 6.63 10/15/2025 1,566
CSC HOLDINGS LLC 3,294 10.88 10/15/2025 3,774
CSC HOLDINGS LLC 3,708 5.25 6/1/2024 3,852
CSC HOLDINGS LLC 1,236 0.00 1/25/2026 1,219
CSC HOLDINGS LLC 250 6.75 11/15/2021 268
CSC HOLDINGS LLC 1,500 5.50 4/15/2027 1,575
CSC HOLDINGS LLC 1,000 7.50 4/1/2028 1,100
CSFV SUNSET MEZZ, LLC 134,786 5.18 1/5/2020 127,991
CSX CORP 5,000 4.10 3/15/2044 5,247
CSX CORP 2,000 3.25 6/1/2027 2,063
CSX CORP 4,000 2.60 11/1/2026 3,960
CSX CORP 3,000 3.80 11/1/2046 3,034
CSX CORP 4,000 4.75 11/15/2048 4,649
CSX CORP 2,000 4.25 3/15/2029 2,225
CUMULUS MEDIA NEW HLDGS 1,244 6.75 7/1/2026 1,242
CURATORS OF THE UNIV OF MISSOU 5,000 5.96 11/1/2039 6,459
CVR PARTNERS/CVR NITROGE 250 9.25 6/15/2023 261
CVR REF LLC/COFF FIN INC 1,400 6.50 11/1/2022 1,424
CVS HEALTH CORP 2,000 3.38 8/12/2024 2,046
CVS HEALTH CORP 10,200 5.13 7/20/2045 10,876
CVS HEALTH CORP 5,000 3.50 7/20/2022 5,137
CVS HEALTH CORP 4,000 2.80 7/20/2020 4,011
CVS HEALTH CORP 7,000 3.70 3/9/2023 7,232
CVS HEALTH CORP 12,250 5.05 3/25/2048 13,063
CVS HEALTH CORP 5,620 4.10 3/25/2025 5,928
CVS HEALTH CORP 5,000 4.78 3/25/2038 5,214
CVS HEALTH CORP 16,420 4.30 3/25/2028 17,319
CVS HEALTH CORP 9,265 2.88 6/1/2026 9,094
CVS HEALTH CORP 2,490 2.75 12/1/2022 2,501
CVS HEALTH CORP 418 3.88 7/20/2025 436
CVS HEALTH CORP 400 3.35 3/9/2021 406
CVS HEALTH CORP 200 3.17 3/9/2021 201
CVS PASS THROUGH TRUST 277 5.88 1/10/2028 302
CVS PASS THROUGH TRUST 185 6.04 12/10/2028 205
CWGS GROUP LLC 239 0.00 11/8/2023 220
CYBG PLC 465 8.00 12/29/2049 577
CYPRESS INTER HLDGS III INC 61 0.00 4/27/2025 61
CYRUSONE LP/CYRUSONE FIN 764 5.38 3/15/2027 805
D.R. HORTON INC 5,000 5.75 8/15/2023 5,493
D.R. HORTON INC 1,000 4.38 9/15/2022 1,041
DAE FUNDING LLC 8,891 5.75 11/15/2023 9,333
DAIMLER FINANCE NA LLC 5,150 2.45 5/18/2020 5,144
DAIMLER FINANCE NA LLC 1,650 3.40 2/22/2022 1,683
DAIMLER FINANCE NA LLC 750 3.75 11/5/2021 769
DAIMLER FINANCE NA LLC 400 3.35 5/4/2021 406
DAIMLER FINANCE NA LLC 2,200 2.97 2/12/2021 2,198
DAIMLER FINANCE NA LLC 300 2.00 7/6/2021 297
DAIMLER FINANCE NA LLC 300 2.20 10/30/2021 297
DAIMLER FINANCE NA LLC 600 2.85 1/6/2022 604
DAIMLER FINANCE NA LLC 400 2.88 3/10/2021 402
DAIMLER TRUCKS RETAIL TRUST 5,153 3.03 11/15/2024 5,203
DANA FINANCING LUX SARL 500 6.50 6/1/2026 527
DANA INC 400 6.00 9/15/2023 410
DANONE SA 1,280 2.08 11/2/2021 1,272
DANONE SA 2,140 2.59 11/2/2023 2,150
DANONE SA 220 2.95 11/2/2026 220
DANONE SA 200 1.69 10/30/2019 199
DANSKE BANK A/S 6,940 5.00 1/12/2022 7,258
DANSKE BANK A/S 1,690 5.38 1/12/2024 1,819
DARLING INGREDIENTS INC 490 5.25 4/15/2027 512
DAVITA INC 1,950 5.13 7/15/2024 1,952
DAVITA INC 2,335 5.00 5/1/2025 2,306
DAVITA INC 1,000 5.75 8/15/2022 1,013
DAYCO PRODS LLC 1,549 0.00 5/19/2023 1,498
DBCG MORTGAGE TRUST 1,265 3.09 6/15/2034 1,259
DBUBS MORTGAGE TRUST 9,505 5.88 11/10/2046 9,952
DCP MIDSTREAM LP 500 7.38 12/31/2099 484
DCP MIDSTREAM OPERATING 537 5.13 5/15/2029 555
DCP MIDSTREAM OPERATING 556 5.38 7/15/2025 586
DCP MIDSTREAM OPERATING 592 6.45 11/3/2036 621
DCP MIDSTREAM OPERATING 697 6.75 9/15/2037 744
DEERE + COMPANY 5,000 2.60 6/8/2022 5,059
DELL INC 500 7.10 4/15/2028 559
DELL INC 1,000 6.50 4/15/2038 1,044
DELL INT LLC / EMC CORP 8,185 6.02 6/15/2026 9,013
DELL INT LLC / EMC CORP 8,200 5.45 6/15/2023 8,837
DELL INT LLC / EMC CORP 12,150 4.42 6/15/2021 12,512
DELL INT LLC / EMC CORP 3,000 4.00 7/15/2024 3,071
DELL INT LLC / EMC CORP 3,000 4.90 10/1/2026 3,130
DELL INT LLC / EMC CORP 3,235 7.13 6/15/2024 3,415
DELL INT LLC / EMC CORP 829 5.30 10/1/2029 873
DELL INT LLC / EMC CORP 1,259 5.88 6/15/2021 1,279
DELL INTL LLC 419 0.00 9/7/2023 417
DELTA AIR LINES 2007 1 A 894 6.82 2/10/2024 984
DELTA AIR LINES 2015 1AA 2,546 3.63 1/30/2029 2,672
DELTA AIR LINES INC 3,000 3.63 3/15/2022 3,049
DELTA AIR LINES INC 2,000 3.80 4/19/2023 2,053
DELTA AIR LINES INC 2,535 4.38 4/19/2028 2,586
DELTA AIR LINES INC 300 2.60 12/4/2020 300
DENBURY RESOURCES INC 806 9.25 3/31/2022 761
DENBURY RESOURCES INC 500 4.63 7/15/2023 254
DENBURY RESOURCES INC 750 9.00 5/15/2021 739
DENBURY RESOURCES INC 750 7.75 2/15/2024 624
DEUT PFANDBRIEFBANK AG 100 4.60 2/22/2027 124
DEUTSCHE BANK AG 1,500 4.30 5/24/2028 1,384
DEUTSCHE BANK COMMERCIAL MORTG 2,000 2.89 8/10/2049 2,037
DEUTSCHE BANK NY 2,000 4.10 1/13/2026 1,974
DEUTSCHE BANK NY 5,000 3.13 1/13/2021 4,956
DEUTSCHE BANK NY 5,000 3.70 5/30/2024 4,912
DEUTSCHE TELEKOM INT FIN 6,000 4.88 3/6/2042 6,667
DEVON ENERGY CORPORATION 3,800 5.60 7/15/2041 4,549
DEVON ENERGY CORPORATION 5,000 4.00 7/15/2021 5,173
DEVON ENERGY CORPORATION 1,070 5.00 6/15/2045 1,228
DEVON ENERGY CORPORATION 1,430 5.85 12/15/2025 1,705
DEVON ENERGY CORPORATION 30 4.75 5/15/2042 33
DEVON ENERGY CORPORATION 410 3.25 5/15/2022 423
DIAGEO CAPITAL PLC 5,000 2.63 4/29/2023 5,066
DIAGEO CAPITAL PLC 2,680 4.83 7/15/2020 2,748
DIAMOND OFFSHORE DRILL 311 4.88 11/1/2043 196
DIAMOND OFFSHORE DRILL 500 3.45 11/1/2023 422
DIAMOND OFFSHORE DRILL 800 7.88 8/15/2025 760
DIAMONDBACK ENERGY INC 1,055 5.38 5/31/2025 1,110
DIAMONDBACK ENERGY INC 500 4.75 11/1/2024 514
DIGICEL GROUP ONE LTD 405 8.25 12/30/2022 223
DIGICEL GROUP TWO LTD 751 8.25 9/30/2022 195
DIGICEL INTL FINANCE LTD 615 8.75 5/25/2024 580
DIGICEL LTD 256 6.00 4/15/2021 191
DIGICERT HLDGS INC 1,745 0.00 10/31/2024 1,737
DIGITAL REALTY TRUST LP 2,000 3.70 8/15/2027 2,060
DIGITAL REALTY TRUST LP 2,000 2.75 2/1/2023 2,000
DIGITAL REALTY TRUST LP 3,000 3.60 7/1/2029 3,042
DISCOVER BANK 5,000 3.20 8/9/2021 5,078
DISCOVER CARD EXECUTION NOTE T 5,110 1.39 3/15/2022 5,099
DISCOVER CARD EXECUTION NOTE T 7,500 2.62 12/15/2023 7,500
DISCOVER FINANCIAL SVS 3,000 3.95 11/6/2024 3,157
DISCOVERY COMMUNICATIONS 2,000 3.30 5/15/2022 2,039
DISCOVERY COMMUNICATIONS 5,000 3.25 4/1/2023 5,091
DISCOVERY COMMUNICATIONS 3,000 4.88 4/1/2043 3,022
DISCOVERY COMMUNICATIONS 2,000 3.45 3/15/2025 2,027
DISCOVERY COMMUNICATIONS 6,000 3.95 3/20/2028 6,176
DISCOVERY COMMUNICATIONS 3,000 5.20 9/20/2047 3,167
DISH DBS CORP 2,580 5.88 11/15/2024 2,433
DISH DBS CORP 2,719 5.88 7/15/2022 2,762
DISH DBS CORP 2,852 5.00 3/15/2023 2,738
DISH DBS CORP 2,847 6.75 6/1/2021 2,986
DISH DBS CORP 530 7.75 7/1/2026 518
DISH DBS CORP 1,100 5.13 5/1/2020 1,106
DISH DBS CORP 1,300 7.88 9/1/2019 1,310
DIVIDEND SOLAR LOANS LLC 7,114 4.29 7/20/2038 7,359
DIVIDEND SOLAR LOANS LLC 2,865 2.61 7/20/2038 2,850
DKT FINANCE APS 289 9.38 6/17/2023 313
DOLE FOOD CO INC 250 7.25 6/15/2025 243
DOMINICAN REPUBLIC 2,370 5.50 1/27/2025 2,519
DOMINION ENERGY GAS HLDG 3,000 4.80 11/1/2043 3,418
DOMINION ENERGY GAS HLDG 3,000 3.55 11/1/2023 3,090
DOMINION ENERGY GAS HLDG 3,000 3.60 12/15/2024 3,125
DOMINION ENERGY GAS HLDG 400 3.01 6/15/2021 402
DOMINION ENERGY INC 5,000 6.30 3/15/2033 6,442
DOMINION ENERGY INC 2,000 2.00 8/15/2021 1,981
DOMINION ENERGY INC 2,000 3.07 8/15/2024 2,016
DOMINION ENERGY INC 2,000 2.72 8/15/2021 2,003
DONNELLEY FINANCIAL SOL 250 8.25 10/15/2024 259
DOW CHEMICAL CO/THE 9,000 5.25 11/15/2041 10,039
DOW CHEMICAL CO/THE 2,000 5.55 11/30/2048 2,375
DOW CHEMICAL CO/THE 3,000 4.80 11/30/2028 3,373
DOW CHEMICAL CO/THE 3,000 3.63 5/15/2026 3,111
DOW CHEMICAL CO/THE 3,800 4.13 11/15/2021 3,934
DOWNSTREAM DEVELOPMENT 300 10.50 2/15/2023 316
DP WORLD PLC 1,140 5.63 9/25/2048 1,266
DPL INC 877 7.25 10/15/2021 943
DTE ELECTRIC CO 5,000 3.90 6/1/2021 5,139
DTE ELECTRIC CO 2,000 4.05 5/15/2048 2,209
DTE ELECTRIC CO 3,000 3.95 3/1/2049 3,264
DTE ENERGY CO 3,000 3.70 8/1/2023 3,136
DUKE ENERGY CAROLINAS 3,000 3.35 5/15/2022 3,100
DUKE ENERGY CAROLINAS 3,000 3.95 11/15/2028 3,287
DUKE ENERGY CORP 5,000 3.55 9/15/2021 5,111
DUKE ENERGY CORP 3,000 3.75 4/15/2024 3,164
DUKE ENERGY CORP 2,000 3.40 6/15/2029 2,046
DUKE ENERGY CORP 210 3.95 8/15/2047 213
DUKE ENERGY CORP 800 3.03 5/14/2021 802
DUKE ENERGY INDIANA LLC 5,000 6.45 4/1/2039 6,996
DUKE ENERGY INDIANA LLC 3,000 3.75 5/15/2046 3,062
DUKE ENERGY OHIO INC 2,000 4.30 2/1/2049 2,237
DUKE ENERGY OHIO INC 740 3.65 2/1/2029 795
DUKE ENERGY PROGRESS INC 5,000 4.10 3/15/2043 5,362
DUKE ENERGY PROGRESS LLC 2,000 3.00 9/15/2021 2,033
DUKE ENERGY PROGRESS LLC 3,000 4.15 12/1/2044 3,249
DUKE ENERGY PROGRESS LLC 3,000 4.20 8/15/2045 3,287
DUKE ENERGY PROGRESS LLC 3,000 3.60 9/15/2047 2,997
DUKE ENERGY PROGRESS LLC 2,000 3.45 3/15/2029 2,108
DUKE REALTY LP 5,000 3.88 2/15/2021 5,108
DUKE REALTY LP 2,000 3.38 12/15/2027 2,042
DUKE UNIVERSITY HEALTH 500 3.92 6/1/2047 548
DUN + BRADSTREET CORP 512 0.00 2/8/2026 512
DUN + BRADSTREET CORP 1,522 6.88 8/15/2026 1,608
DUPONT DE NEMOURS INC 5,000 4.73 11/15/2028 5,647
DUPONT DE NEMOURS INC 5,000 4.21 11/15/2023 5,354
DUPONT DE NEMOURS INC 3,000 3.77 11/15/2020 3,057
DUPONT DE NEMOURS INC 5,000 4.49 11/15/2025 5,534
DUPONT DE NEMOURS INC 5,000 5.42 11/15/2048 6,082
DUQUESNE LIGHT HOLDINGS 200 6.40 9/15/2020 208
DXC TECHNOLOGY CO 3,000 4.25 4/15/2024 3,137
DYNACAST INTL LLC 1,768 0.00 1/28/2022 1,701
EAGLE HOLDING CO II LLC 573 7.75 5/15/2022 581
EAGLE HOLDING CO II LLC 486 7.63 5/15/2022 491
EASTMAN CHEMICAL CO 1,945 3.60 8/15/2022 1,999
EASTMAN CHEMICAL CO 3,000 4.65 10/15/2044 3,109
EASTMAN CHEMICAL CO 2,000 3.50 12/1/2021 2,046
EATON CORP 3,000 4.00 11/2/2032 3,321
EATON CORP 3,000 3.10 9/15/2027 3,047
EATON CORP 2,290 2.75 11/2/2022 2,320
EATON CORP 600 4.15 11/2/2042 635
EBAY INC 2,000 3.45 8/1/2024 2,058
EBAY INC 5,600 3.80 3/9/2022 5,787
EBAY INC 3,000 2.75 1/30/2023 3,016
EBAY INC 200 3.45 1/30/2023 201
EBAY INC 200 2.60 7/15/2022 201
ECOLAB INC 3,264 4.35 12/8/2021 3,426
ECOLAB INC 3,217 3.95 12/1/2047 3,465
ECOPETROL SA 3,000 5.88 9/18/2023 3,322
ECOPETROL SA 5,000 4.13 1/16/2025 5,175
ECOPETROL SA 2,760 5.88 5/28/2045 3,053
EDELMAN FINL CTR LLC 567 0.00 7/21/2025 565
EDISON INTERNATIONAL 580 5.75 6/15/2027 623
EDWARDS LIFESCIENCES COR 3,000 4.30 6/15/2028 3,247
EG DUTCH FINCO B V 2,184 0.00 2/7/2025 2,145
EG GLOBAL FINANCE PLC 663 6.75 2/7/2025 658
EG GLOBAL FINANCE PLC 111 4.38 2/7/2025 126
EG GLOBAL FINANCE PLC 100 3.63 2/7/2024 113
EIRCOM FINANCE DAC 100 3.50 5/15/2026 118
EL PASO NATURAL GAS 400 8.63 1/15/2022 456
ELANCO ANIMAL HEALTH INC 467 4.90 8/28/2028 519
ELDORADO RESORTS INC 675 6.00 9/15/2026 737
ELDORADO RESORTS INC 408 6.00 4/1/2025 429
ELECTRICITE DE FRANCE SA 3,000 3.63 10/13/2025 3,167
ELECTRONIC ARTS INC 3,000 3.70 3/1/2021 3,056
ELECTRONIC ARTS INC 5,400 4.80 3/1/2026 6,011
ELEMENT SOLUTIONS INC 3,493 5.88 12/1/2025 3,634
ELEMENTIA SA 200 5.50 1/15/2025 193
ELI LILLY + CO 2,000 3.38 3/15/2029 2,132
ELI LILLY + CO 2,000 3.95 3/15/2049 2,165
ELI LILLY + CO 2,000 3.88 3/15/2039 2,171
ELI LILLY + CO 210 3.10 5/15/2027 219
EMBARQ CORP 750 8.00 6/1/2036 726
EMBRAER NETHERLANDS FINA 6,000 5.40 2/1/2027 6,658
EMC CORP 2,400 2.65 6/1/2020 2,384
EMD FINANCE LLC 5,000 2.95 3/19/2022 5,041
EMERA US FINANCE LP 4,100 2.70 6/15/2021 4,114
EMERA US FINANCE LP 3,000 3.55 6/15/2026 3,061
EMPLOYBRIDGE LLC 1,210 0.00 4/18/2025 1,207
EMPRESA DE TRANSPORTE ME 4,000 4.75 2/4/2024 4,317
ENBRIDGE INC 3,000 3.70 7/15/2027 3,113
ENBRIDGE INC 2,000 5.50 7/15/2077 1,915
ENBRIDGE INC 200 2.90 7/15/2022 203
ENCANA CORP 5,373 6.63 8/15/2037 6,606
ENCOMPASS HEALTH CORP 1,128 5.75 11/1/2024 1,148
ENCOMPASS HEALTH CORP 300 5.75 9/15/2025 312
ENDEAVOR ENERGY RESOURCE 1,104 5.75 1/30/2028 1,165
ENDEAVOR ENERGY RESOURCE 1,151 5.50 1/30/2026 1,194
ENDO DAC/FIN LLC/FINCO 200 6.00 2/1/2025 134
ENDO LUXEMBOURG FIN CO I S A 492 0.00 4/29/2024 460
ENEL FINANCE INTL NV 600 2.88 5/25/2022 602
ENERGIZER GAMMA ACQ BV 274 4.63 7/15/2026 327
ENERGIZER HOLDINGS INC 645 6.38 7/15/2026 665
ENERGIZER HOLDINGS INC 617 7.75 1/15/2027 667
ENERGY ACQUISITION CO INC 1,733 0.00 6/26/2025 1,577
ENERGY ACQUISITION CO INC 1,250 0.00 6/26/2026 1,163
ENERGY TRANSFER OPERATNG 5,000 7.50 7/1/2038 6,387
ENERGY TRANSFER OPERATNG 5,000 6.63 10/15/2036 5,877
ENERGY TRANSFER OPERATNG 3,000 4.15 10/1/2020 3,051
ENERGY TRANSFER OPERATNG 3,000 6.13 12/15/2045 3,418
ENERGY TRANSFER OPERATNG 3,220 5.25 4/15/2029 3,597
ENERGY TRANSFER OPERATNG 3,325 6.25 4/15/2049 3,936
ENERGY TRANSFER OPERATNG 470 4.50 4/15/2024 500
ENERGY TRANSFER OPERATNG 130 4.95 6/15/2028 142
ENERGY TRANSFER OPERATNG 1,800 5.88 1/15/2024 2,004
ENERGY TRANSFER OPERATNG 400 7.50 10/15/2020 424
ENERGY TRANSFER OPERATNG 600 4.25 3/15/2023 626
ENLINK MIDSTREAM LLC 837 5.38 6/1/2029 859
ENLINK MIDSTREAM PARTNER 2,430 5.60 4/1/2044 2,152
ENLINK MIDSTREAM PARTNER 352 5.45 6/1/2047 302
ENLINK MIDSTREAM PARTNER 587 5.05 4/1/2045 496
ENLINK MIDSTREAM PARTNER 410 4.40 4/1/2024 414
ENLINK MIDSTREAM PARTNER 612 4.85 7/15/2026 616
ENLINK MIDSTREAM PARTNER 536 4.15 6/1/2025 527
ENPRO INDUSTRIES INC 392 5.75 10/15/2026 401
ENRGY TRANS PT/REG FIN 10,630 5.88 3/1/2022 11,403
ENRGY TRANS PT/REG FIN 430 4.50 11/1/2023 455
ENSCO PLC 2,118 5.20 3/15/2025 1,559
ENSCO ROWAN PLC 1,120 7.75 2/1/2026 834
ENSCO ROWAN PLC 52 4.50 10/1/2024 39
ENSCO ROWAN PLC 662 5.75 10/1/2044 384
ENSIGN DRILLING INC 700 9.25 4/15/2024 687
ENTEGRIS INC 1,416 4.63 2/10/2026 1,427
ENTERCOM MEDIA CORP 598 6.50 5/1/2027 622
ENTERCOM MEDIA CORP 280 7.25 11/1/2024 295
ENTERCOM MEDIA CORP 296 0.00 11/18/2024 295
ENTERGY CORP 5,200 4.00 7/15/2022 5,407
ENTERGY LOUISIANA LLC 4,000 5.40 11/1/2024 4,583
ENTERGY LOUISIANA LLC 3,000 3.25 4/1/2028 3,092
ENTERGY LOUISIANA LLC 2,000 4.20 4/1/2050 2,219
ENTERGY TEXAS INC 3,303 4.00 3/30/2029 3,555
ENTERPRISE MERGER SUB INC 1,406 0.00 10/10/2025 1,239
ENTERPRISE PRODUCTS OPER 4,000 6.65 10/15/2034 5,288
ENTERPRISE PRODUCTS OPER 5,000 5.70 2/15/2042 6,052
ENTERPRISE PRODUCTS OPER 2,000 4.85 3/15/2044 2,221
ENTERPRISE PRODUCTS OPER 4,000 3.70 2/15/2026 4,229
ENTERPRISE PRODUCTS OPER 3,000 3.95 2/15/2027 3,210
ENTERPRISE PRODUCTS OPER 2,000 4.88 8/16/2077 1,879
ENTERPRISE PRODUCTS OPER 2,000 5.25 8/16/2077 1,909
ENTERPRISE PRODUCTS OPER 2,000 5.38 2/15/2078 1,858
ENTERPRISE PRODUCTS OPER 2,000 4.20 1/31/2050 2,056
ENTERPRISE PRODUCTS OPER 900 4.15 10/16/2028 979
ENTERTAINMENT ONE LTD 100 4.63 7/15/2026 131
ENTERTAINMENT ONE LTD 272 4.63 7/15/2026 356
ENVISION HEALTHCARE CORP 1,543 8.75 10/15/2026 1,076
EOG RESOURCES INC 3,000 2.63 3/15/2023 3,033
EOG RESOURCES INC 3,000 3.15 4/1/2025 3,082
EOG RESOURCES INC 370 4.15 1/15/2026 403
EPICOR SOFTWARE COMPANY 3,035 0.00 6/1/2022 3,013
EQT CORP 3,000 3.90 10/1/2027 2,845
EQT CORP 3,000 3.00 10/1/2022 2,976
EQT CORP 200 3.36 10/1/2020 200
EQUATE PETROCHEMICAL BV 780 4.25 11/3/2026 821
EQUINIX INC 200 2.88 3/15/2024 238
EQUINIX INC 535 5.38 5/15/2027 574
EQUINIX INC 1,004 5.88 1/15/2026 1,069
EQUINIX INC 500 5.38 1/1/2022 513
ERAC USA FINANCE LLC 5,000 3.30 12/1/2026 5,058
ERAC USA FINANCE LLC 200 4.50 8/16/2021 208
ERP OPERATING LP 2,000 3.00 4/15/2023 2,048
ERP OPERATING LP 3,000 3.38 6/1/2025 3,137
ERSTE GROUP BANK AG 200 6.50 12/31/2099 261
ESH HOSPITALITY INC 1,390 5.25 5/1/2025 1,423
ESH HOSPITALITY INC 3,655 0.00 8/30/2023 3,648
ESSEX PORTFOLIO LP 5,000 3.88 5/1/2024 5,248
EUROPCAR MOBILITY 100 4.00 4/30/2026 116
EUROPEAN BK RECON + DEV 3,000 1.88 7/15/2021 3,003
EUROPEAN INVESTMENT BANK 5,000 2.88 9/15/2020 5,054
EUROPEAN INVESTMENT BANK 5,000 2.00 3/15/2021 5,011
EUROPEAN INVESTMENT BANK 5,000 1.63 12/15/2020 4,980
EUROPEAN INVESTMENT BANK 5,000 2.13 4/13/2026 5,058
EUROPEAN INVESTMENT BANK 5,000 1.63 6/15/2021 4,980
EUROPEAN INVESTMENT BANK 4,000 2.88 6/13/2025 4,221
EUROPEAN INVESTMENT BANK 3,000 2.38 5/24/2027 3,090
EUROPEAN INVESTMENT BANK 5,000 2.88 8/15/2023 5,209
EVERGREEN CREDIT CARD TRUST 57,500 2.74 7/15/2022 57,538
EVERGREEN CREDIT CARD TRUST 16,000 2.87 1/17/2023 16,000
EVERGY INC 3,000 4.85 6/1/2021 3,106
EVERSOURCE ENERGY 2,000 4.25 4/1/2029 2,198
EXELA INTERMED/EXELA FIN 800 10.00 7/15/2023 650
EXELON CORP 11,300 5.63 6/15/2035 13,632
EXELON CORP 5,000 4.45 4/15/2046 5,351
EXELON CORP 3,000 3.50 6/1/2022 3,073
EXELON GENERATION CO LLC 5,000 5.75 10/1/2041 5,477
EXPORT IMPORT BANK KOREA 4,970 2.63 12/30/2020 4,998
EXPORT IMPORT BANK KOREA 10,000 2.13 2/11/2021 9,977
EXPORT IMPORT BANK KOREA 3,000 3.46 1/25/2022 3,026
EXPORT IMPORT BK INDIA 2,310 3.88 10/2/2019 2,317
EXPRESS SCRIPTS HOLDING 2,000 3.90 2/15/2022 2,066
EXPRESS SCRIPTS HOLDING 7,000 3.50 6/15/2024 7,216
EXPRESS SCRIPTS HOLDING 5,000 3.40 3/1/2027 5,073
EXTRACTION OIL + GAS INC 723 5.63 2/1/2026 583
EXTRACTION OIL + GAS INC 1,151 7.38 5/15/2024 997
EXXON MOBIL CORPORATION 3,000 3.57 3/6/2045 3,149
EXXON MOBIL CORPORATION 10,160 4.11 3/1/2046 11,688
EXXON MOBIL CORPORATION 3,000 2.73 3/1/2023 3,063
EXXON MOBIL CORPORATION 890 3.04 3/1/2026 922
FAGE INTL / FAGE USA 250 5.63 8/15/2026 221
FAIR ISAAC CORP 500 5.25 5/15/2026 524
FAIRSTONE FINANCIAL INC 161 7.88 7/15/2024 164
FANNIE MAE 4,000 6.25 5/15/2029 5,405
FANNIE MAE 113,500 2.63 9/6/2024 117,830
FANNIE MAE 54,600 2.13 4/24/2026 54,879
FANNIE MAE 2,487 4.00 7/25/2040 2,597
FANNIE MAE 2,693 5.50 7/25/2041 3,008
FANNIE MAE 58,440 0.00 10/9/2019 58,069
FANNIE MAE 4,370 6.63 11/15/2030 6,247
FANNIE MAE 557 3.50 12/25/2039 49
FANNIE MAE 1,046 3.75 3/25/2042 148
FANNIE MAE 1,510 6.50 7/25/2042 1,746
FANNIE MAE 606 5.50 4/25/2042 670
FANNIE MAE 113 4.25 2/25/2041 10
FANNIE MAE 1,020 5.50 4/25/2035 1,153
FANNIE MAE 112 7.00 5/25/2042 130
FANNIE MAE 584 4.13 1/25/2041 114
FANNIE MAE 573 4.25 3/25/2042 90
FANNIE MAE 100 0.01 3/25/2042 91
FANNIE MAE 447 4.15 10/25/2041 76
FANNIE MAE 97 6.50 6/25/2039 104
FANNIE MAE 377 6.00 5/25/2042 428
FANNIE MAE 50 0.00 3/25/2042 46
FANNIE MAE 605 3.00 9/25/2027 44
FANNIE MAE 875 3.71 11/25/2047 132
FANNIE MAE 25,000 2.53 4/30/2020 25,000
FANNIE MAE 45,000 2.51 10/30/2020 45,000
FANNIE MAE 14,848 2.74 6/25/2037 14,789
FANNIE MAE 6,391 3.13 6/25/2040 6,469
FANNIE MAE 768 2.70 3/25/2036 765
FANNIE MAE 17,083 2.70 2/25/2040 16,997
FANNIE MAE 15,746 2.80 5/25/2039 15,686
FANNIE MAE 15,193 2.91 3/25/2047 15,190
FANNIE MAE 50,000 2.88 9/12/2023 52,097
FANNIE MAE 2,939 2.80 3/25/2049 2,928
FANNIE MAE CAS 1,753 3.15 2/25/2030 1,753
FANNIE MAE CAS 3,909 3.05 5/25/2030 3,909
FANNIE MAE CAS 2,528 3.08 10/25/2030 2,528
FANNIEMAE ACES 67,216 0.24 1/25/2025 480
FANNIEMAE ACES 26,465 0.48 9/25/2022 268
FANNIEMAE ACES 8,180 3.61 2/25/2031 8,871
FANNIEMAE ACES 1,280 3.27 1/25/2029 1,353
FANNIEMAE ACES 1,410 3.45 1/1/2029 1,511
FANNIEMAE ACES 270 3.30 12/25/2037 281
FANNIEMAE ACES 12,790 2.36 8/25/2022 12,877
FANNIEMAE ACES 4,000 2.94 1/25/2026 4,132
FANNIEMAE ACES 4,574 3.55 2/25/2030 4,906
FANNIEMAE ACES 3,200 2.53 9/25/2024 3,241
FANNIEMAE ACES 5,000 2.70 2/25/2026 5,096
FANNIEMAE ACES 2,000 3.09 12/25/2027 2,076
FANNIEMAE ACES 3,000 3.00 1/25/2028 3,093
FANNIEMAE ACES 2,400 3.14 3/25/2028 2,501
FANNIEMAE ACES 2,017 2.48 3/25/2026 2,028
FANNIEMAE ACES 3,000 2.49 5/25/2026 3,016
FANNIEMAE ACES 5,000 2.29 6/25/2026 4,959
FANNIEMAE ACES 4,000 2.37 7/25/2026 3,982
FANNIEMAE ACES 5,000 2.50 10/25/2026 4,994
FANNIEMAE ACES 5,656 3.04 9/25/2027 5,837
FANNIEMAE ACES 2,000 3.50 7/25/2028 2,138
FANNIEMAE ACES 1,000 3.78 8/25/2030 1,091
FANNIEMAE STRIP 54 5.50 1/25/2039 10
FANNIEMAE STRIP 78 5.00 1/25/2039 15
FANNIEMAE STRIP 59 5.00 1/25/2038 11
FANNIEMAE STRIP 38 5.00 1/25/2039 9
FANNIEMAE STRIP 126 6.00 7/25/2038 27
FANNIEMAE STRIP 175 6.00 1/25/2038 41
FANNIEMAE STRIP 840 3.00 4/25/2027 57
FANNIEMAE STRIP 961 3.00 11/25/2026 64
FANNIEMAE STRIP 819 3.50 11/25/2041 146
FANNIEMAE STRIP 380 5.00 1/25/2038 71
FARMERS INS EXCH 3,000 4.75 11/1/2057 2,902
FED HM LN PC POOL A38162 3,613 5.00 10/1/2035 3,909
FED HM LN PC POOL A69955 8 6.50 12/1/2037 9
FED HM LN PC POOL A87187 12 4.50 7/1/2039 13
FED HM LN PC POOL A90994 5,919 4.50 2/1/2040 6,363
FED HM LN PC POOL A91666 5,862 5.00 4/1/2040 6,338
FED HM LN PC POOL A91946 19,021 5.00 4/1/2040 20,567
FED HM LN PC POOL A92587 2,698 5.00 6/1/2040 2,918
FED HM LN PC POOL A93562 3,950 4.50 8/1/2040 4,244
FED HM LN PC POOL A95803 25,509 4.00 12/1/2040 26,951
FED HM LN PC POOL A95822 16,080 4.00 12/1/2040 16,989
FED HM LN PC POOL A97040 1,600 4.00 2/1/2041 1,690
FED HM LN PC POOL A97485 12,299 4.00 3/1/2041 12,996
FED HM LN PC POOL C01361 482 6.00 5/1/2032 547
FED HM LN PC POOL C01444 753 6.00 1/1/2033 855
FED HM LN PC POOL C01605 1,328 4.50 7/1/2033 1,404
FED HM LN PC POOL C01676 1,987 6.00 11/1/2033 2,273
FED HM LN PC POOL C01726 2,585 6.00 12/1/2033 2,955
FED HM LN PC POOL C01753 786 5.00 1/1/2034 850
FED HM LN PC POOL C02529 880 6.00 5/1/2036 1,008
FED HM LN PC POOL C64440 782 6.00 2/1/2032 884
FED HM LN PC POOL C91981 721 3.00 2/1/2038 734
FED HM LN PC POOL C91987 643 3.00 4/1/2038 655
FED HM LN PC POOL C91999 25,114 3.50 6/1/2038 25,910
FED HM LN PC POOL D96256 105 4.50 9/1/2023 110
FED HM LN PC POOL G01834 593 6.50 4/1/2035 688
FED HM LN PC POOL G02235 2,074 5.50 4/1/2034 2,257
FED HM LN PC POOL G02419 130 6.50 10/1/2036 152
FED HM LN PC POOL G03066 3,978 6.00 5/1/2037 4,574
FED HM LN PC POOL G04222 1,055 5.50 4/1/2038 1,155
FED HM LN PC POOL G05469 2,906 6.50 5/1/2035 3,333
FED HM LN PC POOL G05570 12,385 4.50 8/1/2039 13,315
FED HM LN PC POOL G05731 14,229 4.50 11/1/2039 15,299
FED HM LN PC POOL G06172 86 5.50 12/1/2038 94
FED HM LN PC POOL G06669 92 6.50 9/1/2039 107
FED HM LN PC POOL G06808 12,238 4.00 11/1/2041 12,975
FED HM LN PC POOL G07206 1,827 5.00 10/1/2041 1,965
FED HM LN PC POOL G07335 58 7.00 3/1/2039 69
FED HM LN PC POOL G07509 260 6.50 9/1/2039 306
FED HM LN PC POOL G07560 2,867 4.00 11/1/2043 3,012
FED HM LN PC POOL G07792 12,010 4.50 8/1/2044 12,993
FED HM LN PC POOL G08147 124 6.50 8/1/2036 145
FED HM LN PC POOL G08674 31 4.50 10/1/2045 33
FED HM LN PC POOL G08720 1,956 4.50 8/1/2046 2,066
FED HM LN PC POOL G08729 581 4.50 9/1/2046 613
FED HM LN PC POOL G08747 1,843 3.00 2/1/2047 1,869
FED HM LN PC POOL G08759 70,262 4.50 4/1/2047 74,088
FED HM LN PC POOL G08771 2,213 4.00 7/1/2047 2,306
FED HM LN PC POOL G08778 95 3.00 9/1/2047 96
FED HM LN PC POOL G08779 7,452 3.50 9/1/2047 7,673
FED HM LN PC POOL G08780 51,400 4.00 9/1/2047 53,557
FED HM LN PC POOL G08793 86 4.00 12/1/2047 90
FED HM LN PC POOL G08800 1,525 3.50 2/1/2048 1,571
FED HM LN PC POOL G08836 9,605 4.00 9/1/2048 9,959
FED HM LN PC POOL G08841 3,626 3.50 10/1/2048 3,718
FED HM LN PC POOL G08844 502 5.00 10/1/2048 531
FED HM LN PC POOL G08856 6,153 3.50 1/1/2049 6,308
FED HM LN PC POOL G08871 590 3.50 4/1/2049 604
FED HM LN PC POOL G08875 1,089 3.00 3/1/2049 1,101
FED HM LN PC POOL G08877 3,541 4.00 5/1/2049 3,670
FED HM LN PC POOL G08880 103 3.00 4/1/2049 104
FED HM LN PC POOL G08882 4,865 4.00 6/1/2049 5,041
FED HM LN PC POOL G15804 12,708 3.50 3/1/2031 13,201
FED HM LN PC POOL G15963 8,286 2.50 10/1/2031 8,359
FED HM LN PC POOL G16136 4,875 3.00 2/1/2032 4,981
FED HM LN PC POOL G16350 87 2.50 10/1/2032 87
FED HM LN PC POOL G16528 5,917 4.00 5/1/2033 6,207
FED HM LN PC POOL G16568 3,740 2.50 4/1/2033 3,770
FED HM LN PC POOL G30978 20,150 3.00 11/1/2036 20,587
FED HM LN PC POOL G31024 11,740 4.00 9/1/2037 12,409
FED HM LN PC POOL G31099 25,408 4.00 1/1/2038 26,989
FED HM LN PC POOL G60306 5,269 4.00 3/1/2044 5,562
FED HM LN PC POOL G60722 5,916 3.00 10/1/2046 6,001
FED HM LN PC POOL G60783 24,973 4.50 8/1/2045 26,781
FED HM LN PC POOL G60819 5,713 4.50 7/1/2045 6,126
FED HM LN PC POOL G61286 5,944 4.00 7/1/2046 6,282
FED HM LN PC POOL G61578 32,820 4.50 8/1/2048 34,591
FED HM LN PC POOL G61587 650 3.00 4/1/2047 659
FED HM LN PC POOL G61588 18,007 3.50 7/1/2043 18,669
FED HM LN PC POOL G61786 13,618 5.00 11/1/2048 14,949
FED HM LN PC POOL G67700 28,903 3.50 8/1/2046 30,034
FED HM LN PC POOL G67701 4,068 3.00 10/1/2046 4,127
FED HM LN PC POOL G67706 43,601 3.50 12/1/2047 45,300
FED HM LN PC POOL G67709 5,655 3.50 3/1/2048 5,876
FED HM LN PC POOL J31246 683 2.50 4/1/2030 690
FED HM LN PC POOL J32230 1,517 2.50 7/1/2030 1,532
FED HM LN PC POOL J32759 1,908 2.50 9/1/2030 1,927
FED HM LN PC POOL J34245 15,842 3.00 4/1/2031 16,184
FED HM LN PC POOL J34888 70 2.50 7/1/2031 71
FED HM LN PC POOL J35529 2,255 3.00 10/1/2031 2,304
FED HM LN PC POOL J35718 26,321 2.50 11/1/2031 26,553
FED HM LN PC POOL J36940 3,824 3.50 5/1/2032 3,978
FED HM LN PC POOL J36952 2,756 3.50 5/1/2032 2,867
FED HM LN PC POOL J38136 979 4.00 12/1/2032 1,027
FED HM LN PC POOL J38659 1,107 4.00 3/1/2033 1,161
FED HM LN PC POOL J38867 8,026 3.50 4/1/2033 8,330
FED HM LN PC POOL J38960 962 4.00 5/1/2033 1,009
FED HM LN PC POOL K92324 3,096 3.00 1/1/2035 3,169
FED HM LN PC POOL K92327 2,221 3.00 1/1/2035 2,277
FED HM LN PC POOL K92402 4,709 3.00 2/1/2035 4,821
FED HM LN PC POOL K92405 1,570 3.00 2/1/2035 1,609
FED HM LN PC POOL K92752 12,838 3.00 5/1/2035 13,131
FED HM LN PC POOL Q00739 7,944 5.00 5/1/2041 8,544
FED HM LN PC POOL Q01798 2,036 4.50 7/1/2041 2,184
FED HM LN PC POOL Q03505 44,760 4.00 9/1/2041 47,295
FED HM LN PC POOL Q03620 4,578 4.00 10/1/2041 4,854
FED HM LN PC POOL Q04127 2,183 4.00 10/1/2041 2,304
FED HM LN PC POOL Q04651 19,359 4.00 11/1/2041 20,524
FED HM LN PC POOL Q06999 3,991 4.00 3/1/2042 4,203
FED HM LN PC POOL Q09246 653 3.50 6/1/2042 678
FED HM LN PC POOL Q09324 930 3.50 7/1/2042 965
FED HM LN PC POOL Q09325 442 3.50 7/1/2042 461
FED HM LN PC POOL Q09594 600 3.50 7/1/2042 623
FED HM LN PC POOL Q09826 9,086 4.00 8/1/2042 9,568
FED HM LN PC POOL Q10339 891 3.00 8/1/2042 913
FED HM LN PC POOL Q10374 465 3.00 8/1/2042 474
FED HM LN PC POOL Q10413 1,644 3.50 8/1/2042 1,707
FED HM LN PC POOL Q10646 821 3.50 8/1/2042 853
FED HM LN PC POOL Q10671 312 3.50 9/1/2042 325
FED HM LN PC POOL Q10672 1,918 3.50 9/1/2042 1,991
FED HM LN PC POOL Q10774 622 3.50 9/1/2042 646
FED HM LN PC POOL Q10775 595 3.50 9/1/2042 618
FED HM LN PC POOL Q10784 746 3.00 9/1/2042 761
FED HM LN PC POOL Q10785 1,093 3.00 9/1/2042 1,114
FED HM LN PC POOL Q10861 365 3.50 9/1/2042 379
FED HM LN PC POOL Q10877 594 3.50 9/1/2042 619
FED HM LN PC POOL Q10879 944 3.50 9/1/2042 980
FED HM LN PC POOL Q11056 2,397 3.00 9/1/2042 2,446
FED HM LN PC POOL Q11133 356 3.50 9/1/2042 371
FED HM LN PC POOL Q11135 655 3.50 9/1/2042 680
FED HM LN PC POOL Q11155 894 3.50 9/1/2042 928
FED HM LN PC POOL Q11308 570 3.50 9/1/2042 592
FED HM LN PC POOL Q11580 444 3.50 10/1/2042 463
FED HM LN PC POOL Q11583 1,327 3.50 10/1/2042 1,378
FED HM LN PC POOL Q11586 679 3.00 10/1/2042 692
FED HM LN PC POOL Q12022 756 3.00 10/1/2042 770
FED HM LN PC POOL Q12024 506 3.00 10/1/2042 516
FED HM LN PC POOL Q12257 874 3.50 10/1/2042 912
FED HM LN PC POOL Q12296 812 3.50 10/1/2042 846
FED HM LN PC POOL Q12817 667 3.00 11/1/2042 680
FED HM LN PC POOL Q13115 2,658 4.00 11/1/2042 2,799
FED HM LN PC POOL Q14088 1,675 3.00 12/1/2042 1,708
FED HM LN PC POOL Q14133 918 3.00 12/1/2042 935
FED HM LN PC POOL Q14219 1,929 3.00 1/1/2043 1,956
FED HM LN PC POOL Q14236 1,509 3.00 1/1/2043 1,539
FED HM LN PC POOL Q14791 903 3.00 1/1/2043 918
FED HM LN PC POOL Q14792 348 3.00 1/1/2043 353
FED HM LN PC POOL Q14918 668 3.00 1/1/2043 682
FED HM LN PC POOL Q14919 1,370 3.00 1/1/2043 1,396
FED HM LN PC POOL Q14923 901 3.00 1/1/2043 919
FED HM LN PC POOL Q14925 2,354 3.00 1/1/2043 2,400
FED HM LN PC POOL Q15045 363 3.00 1/1/2043 371
FED HM LN PC POOL Q15102 3,534 4.00 2/1/2043 3,722
FED HM LN PC POOL Q15207 2,468 3.00 2/1/2043 2,516
FED HM LN PC POOL Q15245 1,367 3.00 1/1/2043 1,394
FED HM LN PC POOL Q15246 736 3.00 1/1/2043 750
FED HM LN PC POOL Q15253 1,180 3.00 1/1/2043 1,203
FED HM LN PC POOL Q15254 1,019 3.00 1/1/2043 1,039
FED HM LN PC POOL Q15255 2,964 3.00 1/1/2043 3,022
FED HM LN PC POOL Q15508 979 3.50 2/1/2043 1,025
FED HM LN PC POOL Q15535 1,373 3.50 2/1/2043 1,433
FED HM LN PC POOL Q15536 2,148 3.00 2/1/2043 2,189
FED HM LN PC POOL Q15537 2,272 3.50 2/1/2043 2,367
FED HM LN PC POOL Q15659 1,387 3.50 2/1/2043 1,451
FED HM LN PC POOL Q16096 1,239 3.00 2/1/2043 1,263
FED HM LN PC POOL Q16103 979 3.00 3/1/2043 998
FED HM LN PC POOL Q16369 513 3.00 3/1/2043 524
FED HM LN PC POOL Q16378 897 3.00 3/1/2043 912
FED HM LN PC POOL Q16398 874 3.00 3/1/2043 890
FED HM LN PC POOL Q16459 1,035 3.00 3/1/2043 1,055
FED HM LN PC POOL Q16503 541 3.00 3/1/2043 552
FED HM LN PC POOL Q16558 3,321 4.00 3/1/2043 3,489
FED HM LN PC POOL Q16804 1,033 3.50 3/1/2043 1,078
FED HM LN PC POOL Q17050 798 3.00 4/1/2043 813
FED HM LN PC POOL Q17167 982 3.00 4/1/2043 1,001
FED HM LN PC POOL Q17202 608 3.00 4/1/2043 618
FED HM LN PC POOL Q17287 2,820 3.00 4/1/2043 2,875
FED HM LN PC POOL Q17351 3,871 3.00 4/1/2043 3,945
FED HM LN PC POOL Q17357 346 3.00 4/1/2043 353
FED HM LN PC POOL Q17461 1,956 3.00 4/1/2043 1,998
FED HM LN PC POOL Q17826 1,691 3.00 4/1/2043 1,723
FED HM LN PC POOL Q17923 1,200 3.00 5/1/2043 1,226
FED HM LN PC POOL Q17933 1,659 3.00 5/1/2043 1,691
FED HM LN PC POOL Q17963 1,435 3.00 5/1/2043 1,462
FED HM LN PC POOL Q18350 1,456 3.50 5/1/2043 1,523
FED HM LN PC POOL Q18387 886 3.50 5/1/2043 925
FED HM LN PC POOL Q18388 428 3.50 5/1/2043 445
FED HM LN PC POOL Q18397 763 3.00 5/1/2043 777
FED HM LN PC POOL Q18473 48 4.00 5/1/2043 52
FED HM LN PC POOL Q18474 653 3.00 6/1/2043 667
FED HM LN PC POOL Q18578 1,965 3.50 5/1/2043 2,043
FED HM LN PC POOL Q18690 505 3.00 5/1/2043 515
FED HM LN PC POOL Q18702 675 3.50 5/1/2043 702
FED HM LN PC POOL Q18758 2,054 3.50 6/1/2043 2,136
FED HM LN PC POOL Q18816 907 3.50 6/1/2043 948
FED HM LN PC POOL Q19067 2,828 3.50 5/1/2043 2,951
FED HM LN PC POOL Q19131 61 4.00 6/1/2043 65
FED HM LN PC POOL Q19134 36 4.00 6/1/2043 38
FED HM LN PC POOL Q19135 50 4.00 6/1/2043 54
FED HM LN PC POOL Q19236 46 4.00 6/1/2043 49
FED HM LN PC POOL Q19254 49 4.00 6/1/2043 52
FED HM LN PC POOL Q19313 733 3.00 6/1/2043 749
FED HM LN PC POOL Q19580 1,820 3.00 6/1/2043 1,859
FED HM LN PC POOL Q19611 399 4.00 7/1/2043 428
FED HM LN PC POOL Q19615 405 4.00 7/1/2043 431
FED HM LN PC POOL Q20121 439 4.00 7/1/2043 468
FED HM LN PC POOL Q27927 3,028 3.50 8/1/2044 3,138
FED HM LN PC POOL Q28711 5,966 3.50 9/1/2044 6,230
FED HM LN PC POOL Q29920 223 4.50 11/1/2044 241
FED HM LN PC POOL Q31000 41,077 3.50 1/1/2045 42,732
FED HM LN PC POOL Q31194 2,244 3.50 2/1/2045 2,335
FED HM LN PC POOL Q31213 3,594 3.50 2/1/2045 3,739
FED HM LN PC POOL Q31214 3,067 3.50 2/1/2045 3,191
FED HM LN PC POOL Q31215 2,454 3.50 2/1/2045 2,563
FED HM LN PC POOL Q31587 899 3.50 2/1/2045 935
FED HM LN PC POOL Q31816 1,607 3.50 2/1/2045 1,672
FED HM LN PC POOL Q31927 670 3.50 2/1/2045 697
FED HM LN PC POOL Q32839 1,747 3.50 4/1/2045 1,818
FED HM LN PC POOL Q35225 3,198 3.50 8/1/2045 3,296
FED HM LN PC POOL Q35370 9,213 3.50 8/1/2045 9,588
FED HM LN PC POOL Q35497 6,015 3.50 8/1/2045 6,259
FED HM LN PC POOL Q35520 10,168 3.50 8/1/2045 10,581
FED HM LN PC POOL Q36814 1,418 4.00 10/1/2045 1,483
FED HM LN PC POOL Q38892 297 4.00 2/1/2046 310
FED HM LN PC POOL Q39385 10,252 3.50 3/1/2046 10,656
FED HM LN PC POOL Q39829 14,090 3.50 4/1/2046 14,647
FED HM LN PC POOL Q40356 488 4.00 5/1/2046 510
FED HM LN PC POOL Q41024 1,554 3.00 6/1/2046 1,577
FED HM LN PC POOL Q41209 435 3.50 6/1/2046 450
FED HM LN PC POOL Q41771 1,108 3.00 6/1/2046 1,124
FED HM LN PC POOL Q41945 113 4.50 7/1/2046 119
FED HM LN PC POOL Q42805 1,233 4.00 9/1/2046 1,288
FED HM LN PC POOL Q43884 38,963 3.50 10/1/2046 40,141
FED HM LN PC POOL Q44027 2,547 3.00 9/1/2046 2,584
FED HM LN PC POOL Q44454 78,810 3.00 11/1/2046 79,950
FED HM LN PC POOL Q45049 9,966 3.00 12/1/2046 10,136
FED HM LN PC POOL Q45070 11,021 3.50 12/1/2046 11,453
FED HM LN PC POOL Q45638 1,924 3.00 1/1/2047 1,952
FED HM LN PC POOL Q46017 3,093 3.50 2/1/2047 3,214
FED HM LN PC POOL Q46691 79 4.50 2/1/2047 84
FED HM LN PC POOL Q47619 17,425 4.00 4/1/2047 18,522
FED HM LN PC POOL Q47835 769 4.50 5/1/2047 811
FED HM LN PC POOL Q48584 882 3.50 6/1/2047 916
FED HM LN PC POOL Q48660 448 4.50 5/1/2047 472
FED HM LN PC POOL Q48739 6,061 3.50 6/1/2047 6,297
FED HM LN PC POOL Q48752 332 3.50 6/1/2047 343
FED HM LN PC POOL Q48900 3,179 3.50 6/1/2047 3,303
FED HM LN PC POOL Q50219 2,186 4.00 8/1/2047 2,317
FED HM LN PC POOL Q50553 6,362 3.50 9/1/2047 6,587
FED HM LN PC POOL Q53451 1,619 4.00 12/1/2047 1,686
FED HM LN PC POOL Q53534 10,743 3.00 1/1/2048 10,871
FED HM LN PC POOL Q53815 1,424 4.00 1/1/2048 1,484
FED HM LN PC POOL Q54277 9,897 4.50 2/1/2048 10,436
FED HM LN PC POOL Q55401 431 5.00 4/1/2048 456
FED HM LN PC POOL Q55429 457 4.00 4/1/2048 474
FED HM LN PC POOL Q55895 13,023 4.50 5/1/2048 13,657
FED HM LN PC POOL Q55896 545 5.00 5/1/2048 578
FED HM LN PC POOL Q55997 2,396 4.00 5/1/2048 2,484
FED HM LN PC POOL Q56364 21,256 4.00 5/1/2048 22,041
FED HM LN PC POOL Q56639 1,877 5.00 6/1/2048 1,990
FED HM LN PC POOL Q57173 5,801 4.50 7/1/2048 6,089
FED HM LN PC POOL Q57294 24,932 4.50 7/1/2048 26,277
FED HM LN PC POOL Q57869 73,309 4.00 8/1/2048 76,241
FED HM LN PC POOL Q57958 1,151 5.00 8/1/2048 1,218
FED HM LN PC POOL Q58218 2,589 5.00 9/1/2048 2,745
FED HM LN PC POOL Q58477 47,216 4.00 9/1/2048 49,159
FED HM LN PC POOL Q58919 6,865 5.00 10/1/2048 7,279
FED HM LN PC POOL Q59125 343 5.00 10/1/2048 363
FED HM LN PC POOL Q59238 22,182 4.00 10/1/2048 23,001
FED HM LN PC POOL Q59799 256 5.00 11/1/2048 271
FED HM LN PC POOL Q60182 1,847 5.00 12/1/2048 1,958
FED HM LN PC POOL Q60918 11,537 5.00 1/1/2049 12,233
FED HM LN PC POOL Q61216 3,937 5.00 12/1/2048 4,174
FED HM LN PC POOL Q61331 5,062 5.00 2/1/2049 5,367
FED HM LN PC POOL Q61437 3,925 4.50 2/1/2049 4,105
FED HM LN PC POOL Q61574 3,109 5.50 2/1/2049 3,450
FED HM LN PC POOL Q61794 3,413 5.00 3/1/2049 3,621
FED HM LN PC POOL Q61996 4,247 5.00 3/1/2049 4,505
FED HM LN PC POOL Q62017 11,137 4.00 3/1/2049 11,550
FED HM LN PC POOL Q62104 594 3.00 3/1/2049 600
FED HM LN PC POOL Q62107 1,969 3.50 3/1/2049 2,015
FED HM LN PC POOL Q62315 1,003 5.00 2/1/2049 1,064
FED HM LN PC POOL Q62573 3,156 3.50 12/1/2048 3,236
FED HM LN PC POOL Q62858 24,569 4.00 4/1/2049 25,459
FED HM LN PC POOL Q63546 54,906 4.00 5/1/2049 56,894
FED HM LN PC POOL QA0237 25,939 4.00 6/1/2049 26,862
FED HM LN PC POOL SB8005 13,894 4.00 7/1/2034 14,522
FED HM LN PC POOL U90245 441 3.50 10/1/2042 457
FED HM LN PC POOL U90316 141 4.00 10/1/2042 149
FED HM LN PC POOL U91254 501 4.00 4/1/2043 529
FED HM LN PC POOL U92272 184 4.50 12/1/2043 198
FED HM LN PC POOL U95137 272 4.00 8/1/2043 287
FED HM LN PC POOL U99045 1,819 3.50 3/1/2043 1,886
FED HM LN PC POOL U99076 1,441 4.50 12/1/2043 1,544
FED HM LN PC POOL U99084 1,243 4.50 2/1/2044 1,332
FED HM LN PC POOL U99091 350 4.50 3/1/2044 376
FED HM LN PC POOL U99114 178 3.50 2/1/2044 185
FED HM LN PC POOL V62006 774 2.50 4/1/2033 780
FED HM LN PC POOL V62176 16,586 4.50 10/1/2033 17,871
FED HM LN PC POOL V62315 8,496 4.00 3/1/2034 8,917
FED HM LN PC POOL V81087 5,134 4.00 2/1/2041 5,424
FED HM LN PC POOL V83092 2,067 3.50 3/1/2047 2,148
FED HM LN PC POOL V84194 6,262 3.50 4/1/2048 6,518
FED HM LN PC POOL V84260 2,605 3.50 6/1/2048 2,694
FED HM LN PC POOL V84639 109,530 4.00 9/1/2048 113,910
FED HM LN PC POOL V85283 594 3.50 3/1/2049 611
FED HM LN PC POOL ZS4785 19,417 4.00 8/1/2048 20,122
FED REPUBLIC OF BRAZIL 9,370 2.63 1/5/2023 9,294
FED REPUBLIC OF BRAZIL 3,000 5.63 2/21/2047 3,201
FED REPUBLIC OF BRAZIL 5,300 4.25 1/7/2025 5,582
FED REPUBLIC OF BRAZIL 1,690 5.63 1/7/2041 1,810
FED REPUBLIC OF BRAZIL 880 4.63 1/13/2028 923
FED REPUBLIC OF BRAZIL 1,650 5.00 1/27/2045 1,629
FEDERAL FARM CREDIT BANK 30,000 2.50 7/22/2020 30,000
FEDERAL FARM CREDIT BANK 27,000 2.24 11/8/2021 27,001
FEDERAL FARM CREDIT BANK 25,000 2.25 12/13/2021 25,000
FEDERAL FARM CREDIT BANK 15,000 2.46 9/10/2020 15,000
FEDERAL FARM CREDIT BANK 15,000 1.00 7/2/2020 15,000
FEDERAL FARM CREDIT BANK 15,000 2.37 3/12/2020 15,000
FEDERAL FARM CREDIT BANK 25,000 2.26 1/19/2021 25,000
FEDERAL FARM CREDIT BANK 15,000 2.50 12/13/2021 14,989
FEDERAL FARM CREDIT BANK 15,000 2.50 4/23/2021 15,000
FEDERAL FARM CREDIT BANK 20,000 2.37 5/16/2022 20,000
FEDERAL FARM CREDIT BANK 15,000 2.33 5/26/2021 15,000
FEDERAL FARM CREDIT BANK 30,000 3.50 12/20/2023 32,074
FEDERAL HOME LOAN BANK 520 2.13 2/11/2020 520
FEDERAL HOME LOAN BANK 25,000 2.47 2/21/2020 25,000
FEDERAL HOME LOAN BANK 25,000 2.65 12/18/2020 25,000
FEDERAL HOME LOAN BANK 25,000 2.50 11/15/2019 25,000
FEDERAL HOME LOAN BANK 10,000 2.36 12/13/2019 10,000
FEDERAL HOME LOAN BANK 15,000 2.35 4/17/2020 15,000
FEDERAL HOME LOAN BANK 30,000 2.51 4/2/2020 30,000
FEDERAL HOME LOAN BANK 35,000 2.60 1/5/2021 35,000
FEDERAL HOME LOAN BANK 18,000 2.54 10/1/2020 18,000
FEDERAL HOME LOAN BANK 34,970 2.65 5/23/2022 34,980
FEDERAL HOME LOAN BANK 8,950 2.63 11/9/2021 8,953
FEDERAL HOME LOAN BANK 52,000 2.43 12/11/2019 52,000
FEDERAL HOME LOAN BANK 15,000 2.40 6/17/2020 15,000
FEDERAL HOME LOAN BANK 25,000 2.51 6/11/2021 25,000
FEDERAL HOME LOAN BANK 31,000 2.47 6/19/2020 31,000
FEDERAL HOME LOAN BANK 40,000 3.25 11/16/2028 43,474
FEDERAL HOME LOAN BANK 37,000 1.38 9/28/2020 36,754
FEDEX CORP 5,000 3.90 2/1/2035 5,026
FEDEX CORP 10,000 4.10 2/1/2045 9,623
FEDEX CORP 5,000 4.55 4/1/2046 5,124
FELCOR LODGING LP 100 6.00 6/1/2025 105
FEMUR BUYER INC 590 0.00 3/5/2026 591
FERRELLGAS LP/FERRELLGAS 725 6.50 5/1/2021 658
FERRO CORP 1,481 0.00 2/14/2024 1,468
FHLMC MULTIFAMILY STRUCTURED 83,592 3.56 1/25/2029 90,811
FHLMC MULTIFAMILY STRUCTURED P 5,097 3.42 2/25/2029 5,479
FHLMC MULTIFAMILY STRUCTURED P 5,264 3.29 11/25/2027 5,591
FHLMC MULTIFAMILY STRUCTURED P 2,028 1.73 7/25/2021 50
FHLMC MULTIFAMILY STRUCTURED P 773 1.64 10/25/2021 21
FHLMC MULTIFAMILY STRUCTURED P 26,033 0.84 1/25/2024 723
FHLMC MULTIFAMILY STRUCTURED P 5,190 3.51 3/25/2029 5,619
FHLMC MULTIFAMILY STRUCTURED P 9,999 0.85 4/25/2029 607
FHLMC MULTIFAMILY STRUCTURED P 26,000 3.30 4/25/2029 27,715
FHLMC MULTIFAMILY STRUCTURED P 1,500 3.54 3/25/2034 1,621
FHLMC MULTIFAMILY STRUCTURED P 3,000 3.06 12/25/2024 3,124
FHLMC MULTIFAMILY STRUCTURED P 1,500 3.21 3/25/2025 1,575
FHLMC MULTIFAMILY STRUCTURED P 895 3.51 4/25/2030 962
FHLMC MULTIFAMILY STRUCTURED P 5,000 3.28 6/25/2025 5,278
FHLMC MULTIFAMILY STRUCTURED P 3,350 3.33 8/25/2025 3,548
FHLMC MULTIFAMILY STRUCTURED P 4,000 2.75 1/25/2026 4,107
FHLMC MULTIFAMILY STRUCTURED P 700 3.42 4/25/2032 753
FHLMC MULTIFAMILY STRUCTURED P 4,500 3.44 12/25/2027 4,832
FHLMC MULTIFAMILY STRUCTURED P 3,000 3.35 1/25/2028 3,197
FHLMC MULTIFAMILY STRUCTURED P 2,000 3.60 1/25/2028 2,170
FHLMC MULTIFAMILY STRUCTURED P 2,780 2.67 3/25/2026 2,842
FHLMC MULTIFAMILY STRUCTURED P 5,000 2.65 8/25/2026 5,096
FHLMC MULTIFAMILY STRUCTURED P 1,470 3.12 10/25/2031 1,525
FHLMC MULTIFAMILY STRUCTURED P 2,000 3.24 8/25/2027 2,116
FHLMC MULTIFAMILY STRUCTURED P 5,000 3.19 9/25/2027 5,271
FHLMC MULTIFAMILY STRUCTURED P 3,500 3.14 10/25/2024 3,648
FHLMC MULTIFAMILY STRUCTURED P 5,100 3.75 11/25/2032 5,645
FHLMC MULTIFAMILY STRUCTURED P 8,000 3.93 6/25/2028 8,898
FHLMC MULTIFAMILY STRUCTURED P 5,000 3.90 8/25/2028 5,557
FHLMC MULTIFAMILY STRUCTURED P 4,500 3.90 10/25/2033 5,025
FHLMC MULTIFAMILY STRUCTURED P 2,000 4.06 10/25/2028 2,249
FIAT CHRYSLER AUTOMOBILE 1,000 4.50 4/15/2020 1,012
FIBRIA OVERSEAS FINANCE 3,000 5.50 1/17/2027 3,223
FIBRIA OVERSEAS FINANCE 2,000 4.00 1/14/2025 2,014
FIDELITY + GUARANTY LIFE 500 5.50 5/1/2025 520
FIDELITY NATIONAL INFORM 3,000 4.25 5/15/2028 3,283
FIFTH THIRD BANCORP 5,000 3.50 3/15/2022 5,145
FIFTH THIRD BANCORP 5,000 4.30 1/16/2024 5,337
FIFTH THIRD BANCORP 5,000 2.88 7/27/2020 5,024
FIFTH THIRD BANCORP 520 3.65 1/25/2024 546
FINANCIAL RISK US HLDGS INC 5,456 0.00 10/1/2025 5,287
FINCO I LLC 2,397 0.00 12/27/2022 2,392
FIRST ABU DHABI BANK PJS 2,220 2.25 2/11/2020 2,214
FIRST DATA CORP 33 0.00 7/8/2022 33
FIRST DATA CORP 1,606 0.00 4/26/2024 1,604
FIRST DATA CORP 1,006 0.00 10/26/2023 1,004
FIRST DATA CORPORATION 1,475 5.75 1/15/2024 1,518
FIRST DATA CORPORATION 5,053 5.00 1/15/2024 5,178
FIRST FRANKLIN MTG LOAN ASSET 3,460 3.18 5/25/2035 3,431
FIRST QUANTUM MINERALS L 934 6.88 3/1/2026 865
FIRST QUANTUM MINERALS L 1,100 7.25 4/1/2023 1,067
FIRST QUANTUM MINERALS L 486 7.00 2/15/2021 493
FIRST QUANTUM MINERALS L 1,100 7.50 4/1/2025 1,042
FIRSTENERGY CORP 4,290 3.90 7/15/2027 4,501
FIRSTENERGY CORP 2,000 4.85 7/15/2047 2,255
FIRSTENERGY CORP 5,765 7.38 11/15/2031 7,892
FIRSTENERGY CORP 1,780 4.25 3/15/2023 1,880
FISERV INC 3,000 3.85 6/1/2025 3,175
FISERV INC 3,000 3.80 10/1/2023 3,156
FISERV INC 3,000 4.20 10/1/2028 3,244
FISERV INC 6,960 3.20 7/1/2026 7,119
FISERV INC 2,185 4.40 7/1/2049 2,295
FISERV INC 5,700 3.50 7/1/2029 5,859
FIVE POINT OP CO LP/FIVE 228 7.88 11/15/2025 229
FLAGSTAR MORTGAGE TRUST 4,413 4.13 10/25/2047 4,721
FLAGSTAR MORTGAGE TRUST 4,046 3.50 4/25/2048 4,086
FLEX ACQUISITION CO INC 3,252 0.00 12/29/2023 3,085
FLEX ACQUISITION CO INC 300 7.88 7/15/2026 277
FLEX ACQUISITION CO INC 500 6.88 1/15/2025 453
FLEX LTD 2,000 4.75 6/15/2025 2,077
FLEX LTD 2,000 4.88 6/15/2029 2,035
FLEXENTIAL INTERMEDIATE CORP 105 0.00 8/1/2025 87
FLEXI VAN LEASNG 237 10.00 2/15/2023 220
FLIGHT BIDCO INC 438 0.00 7/23/2026 430
FLIGHT BIDCO INC 924 0.00 7/23/2025 912
FLORIDA POWER + LIGHT CO 5,000 4.13 2/1/2042 5,529
FLORIDA POWER + LIGHT CO 5,000 4.05 6/1/2042 5,456
FLY LEASING LTD 450 6.38 10/15/2021 461
FLYNN RESTAURANT GROUP LP 2,427 0.00 6/27/2025 2,347
FLYNN RESTAURANT GROUP LP 532 0.00 6/29/2026 509
FMG RESOURCES AUG 2006 500 5.13 5/15/2024 519
FMG RESOURCES AUG 2006 500 5.13 3/15/2023 517
FNMA POOL 190352 5,534 5.50 8/1/2034 6,020
FNMA POOL 254377 527 6.00 7/1/2032 595
FNMA POOL 254981 1,451 6.00 11/1/2033 1,654
FNMA POOL 257597 3 5.00 2/1/2024 3
FNMA POOL 357957 2,196 5.50 9/1/2035 2,391
FNMA POOL 555415 2,530 6.00 4/1/2033 2,869
FNMA POOL 676740 1,298 6.00 1/1/2033 1,477
FNMA POOL 725162 1,858 6.00 2/1/2034 2,109
FNMA POOL 730533 2,103 5.00 8/1/2033 2,273
FNMA POOL 730781 1,391 5.50 8/1/2033 1,513
FNMA POOL 745334 4,932 6.00 6/1/2035 5,617
FNMA POOL 759332 1,701 5.50 1/1/2034 1,850
FNMA POOL 772644 2,241 5.50 3/1/2034 2,438
FNMA POOL 807959 1,036 5.50 1/1/2035 1,127
FNMA POOL 831539 245 6.00 6/1/2036 281
FNMA POOL 838927 5,831 6.00 8/1/2035 6,696
FNMA POOL 852523 72 5.50 2/1/2036 78
FNMA POOL 888673 5,172 6.00 4/1/2035 5,867
FNMA POOL 889117 84 5.00 10/1/2035 90
FNMA POOL 889442 5,349 5.50 4/1/2038 5,864
FNMA POOL 890604 1,288 4.50 10/1/2044 1,388
FNMA POOL 890843 4,965 3.00 9/1/2047 5,034
FNMA POOL 890876 96 3.50 2/1/2049 99
FNMA POOL 915154 233 5.00 4/1/2037 251
FNMA POOL 930473 5,129 4.50 1/1/2039 5,463
FNMA POOL 930923 11,808 4.50 4/1/2039 12,688
FNMA POOL 931996 11,382 5.00 9/1/2039 12,267
FNMA POOL 992262 7 5.00 1/1/2039 8
FNMA POOL 995072 126 5.50 8/1/2038 138
FNMA POOL 995752 6,315 4.50 5/1/2039 6,786
FNMA POOL AA1078 7,327 4.50 1/1/2035 7,742
FNMA POOL AA6016 7,511 4.50 5/1/2039 8,070
FNMA POOL AA9342 18,499 4.50 8/1/2039 19,877
FNMA POOL AA9347 1,431 5.00 8/1/2039 1,542
FNMA POOL AB0133 423 5.00 1/1/2039 455
FNMA POOL AB0731 3,580 4.00 6/1/2039 3,748
FNMA POOL AB1228 31 5.00 7/1/2040 33
FNMA POOL AB2077 19,589 4.00 1/1/2041 20,684
FNMA POOL AB2457 11,814 4.00 3/1/2041 12,485
FNMA POOL AB3116 11,063 5.00 6/1/2041 12,225
FNMA POOL AB3271 17,022 4.50 7/1/2041 18,369
FNMA POOL AB6504 5,195 3.00 10/1/2042 5,292
FNMA POOL AB7364 3,168 3.00 12/1/2042 3,228
FNMA POOL AB9594 48 4.00 6/1/2043 52
FNMA POOL AB9597 47 4.00 6/1/2043 50
FNMA POOL AB9683 386 4.00 6/1/2043 407
FNMA POOL AC8517 29 5.00 12/1/2039 31
FNMA POOL AD0218 2,029 6.00 9/1/2036 2,298
FNMA POOL AD0493 4,921 4.50 2/1/2039 5,201
FNMA POOL AD0716 5,855 6.50 12/1/2030 6,589
FNMA POOL AD6510 33 5.00 5/1/2040 36
FNMA POOL AE0082 1,286 5.00 5/1/2040 1,386
FNMA POOL AE0088 12,591 4.50 3/1/2040 13,529
FNMA POOL AE0091 13,127 5.50 1/1/2038 14,276
FNMA POOL AE0758 320 7.00 2/1/2039 376
FNMA POOL AE2566 1,402 4.00 9/1/2040 1,480
FNMA POOL AE3007 8,226 5.00 9/1/2040 8,851
FNMA POOL AE6057 2,446 4.00 10/1/2040 2,582
FNMA POOL AH0924 2,229 4.00 12/1/2040 2,353
FNMA POOL AH2739 119 5.00 1/1/2041 128
FNMA POOL AH3431 1,401 3.50 1/1/2026 1,446
FNMA POOL AH5139 29 5.00 2/1/2041 31
FNMA POOL AH6782 25,483 4.00 3/1/2041 26,909
FNMA POOL AH7030 727 4.50 3/1/2041 779
FNMA POOL AH8382 4 4.50 3/1/2041 4
FNMA POOL AH9719 4,214 4.50 4/1/2041 4,517
FNMA POOL AI0511 101 5.00 4/1/2041 110
FNMA POOL AI1863 191 5.00 5/1/2041 207
FNMA POOL AI1892 1,065 5.00 5/1/2041 1,155
FNMA POOL AI2433 349 5.00 5/1/2041 378
FNMA POOL AI2443 147 5.00 5/1/2041 160
FNMA POOL AI2462 204 5.00 5/1/2041 222
FNMA POOL AI2469 6,027 5.00 5/1/2041 6,478
FNMA POOL AI2636 1,694 5.00 6/1/2041 1,871
FNMA POOL AI3278 827 4.00 5/1/2042 875
FNMA POOL AI4261 205 5.00 6/1/2041 222
FNMA POOL AI4594 3,066 5.00 7/1/2041 3,388
FNMA POOL AI7748 2,283 5.00 8/1/2041 2,523
FNMA POOL AJ2600 485 4.00 5/1/2042 513
FNMA POOL AJ2601 480 4.00 5/1/2042 507
FNMA POOL AJ2613 690 4.00 5/1/2042 730
FNMA POOL AJ2615 207 4.00 5/1/2042 219
FNMA POOL AJ2620 834 4.00 6/1/2042 883
FNMA POOL AJ2636 993 3.50 6/1/2042 1,031
FNMA POOL AJ2650 346 3.50 7/1/2042 359
FNMA POOL AJ3120 2,289 4.50 10/1/2041 2,453
FNMA POOL AJ4190 8,724 4.00 12/1/2041 9,212
FNMA POOL AK4615 760 4.00 6/1/2042 807
FNMA POOL AK4652 1,080 3.50 9/1/2042 1,120
FNMA POOL AK7733 591 4.00 5/1/2042 627
FNMA POOL AK8441 133 4.00 4/1/2042 140
FNMA POOL AL0069 328 5.00 11/1/2040 354
FNMA POOL AL0070 15 5.00 7/1/2039 17
FNMA POOL AL0476 793 5.00 11/1/2040 857
FNMA POOL AL0484 431 5.50 5/1/2040 471
FNMA POOL AL1950 2,452 4.00 6/1/2042 2,589
FNMA POOL AL3026 78 3.50 12/1/2042 80
FNMA POOL AL3508 156 4.00 4/1/2043 166
FNMA POOL AL4324 1,549 6.50 5/1/2040 1,816
FNMA POOL AL4471 3,148 4.00 9/1/2043 3,335
FNMA POOL AL4741 104 4.50 1/1/2044 112
FNMA POOL AL5081 6,406 3.00 8/1/2043 6,526
FNMA POOL AL5082 32 4.50 3/1/2044 34
FNMA POOL AL5376 1,814 4.00 5/1/2044 1,924
FNMA POOL AL6308 396 5.00 8/1/2038 428
FNMA POOL AL6404 162 4.50 1/1/2045 174
FNMA POOL AL6620 7,961 4.50 8/1/2042 8,548
FNMA POOL AL7274 4,462 4.00 8/1/2045 4,737
FNMA POOL AL7828 23,281 4.50 11/1/2044 24,943
FNMA POOL AL8176 12,547 3.50 8/1/2030 13,013
FNMA POOL AL8600 33,002 3.50 4/1/2031 34,151
FNMA POOL AL8950 29,610 4.50 6/1/2044 31,741
FNMA POOL AL9470 46,766 4.00 7/1/2046 49,649
FNMA POOL AL9475 16,729 4.50 11/1/2045 18,024
FNMA POOL AL9487 22,838 3.50 12/1/2046 23,717
FNMA POOL AL9500 80,069 3.00 8/1/2043 81,743
FNMA POOL AL9883 30,386 3.00 4/1/2043 30,958
FNMA POOL AL9884 75,898 3.00 6/1/2043 77,314
FNMA POOL AL9885 61,264 3.50 6/1/2043 63,567
FNMA POOL AL9886 65,033 3.50 7/1/2043 67,854
FNMA POOL AL9887 81,464 3.50 7/1/2043 84,811
FNMA POOL AL9888 44,858 4.50 6/1/2045 48,333
FNMA POOL AM8674 220 2.81 4/1/2025 226
FNMA POOL AN4073 260 3.07 1/1/2029 271
FNMA POOL AO2315 1,169 3.00 12/1/2042 1,191
FNMA POOL AO2342 677 4.00 5/1/2042 717
FNMA POOL AO2348 586 4.00 6/1/2042 623
FNMA POOL AO2353 760 4.00 5/1/2042 804
FNMA POOL AO2489 696 3.50 5/1/2042 722
FNMA POOL AO2711 91 4.00 5/1/2042 96
FNMA POOL AO4170 57 4.00 6/1/2042 60
FNMA POOL AO4472 886 4.00 5/1/2042 938
FNMA POOL AO4479 329 4.00 5/1/2042 350
FNMA POOL AO5234 4,014 3.50 7/1/2042 4,166
FNMA POOL AO5239 1,084 4.00 6/1/2042 1,151
FNMA POOL AO5380 474 4.00 6/1/2042 502
FNMA POOL AO5381 581 4.00 6/1/2042 617
FNMA POOL AO5685 417 4.00 7/1/2042 442
FNMA POOL AO5709 728 4.00 6/1/2042 773
FNMA POOL AO5711 962 4.00 6/1/2042 1,018
FNMA POOL AO5724 323 4.00 7/1/2042 343
FNMA POOL AO6086 32 4.00 6/1/2042 34
FNMA POOL AO6730 6,470 3.50 6/1/2042 6,704
FNMA POOL AO6908 34 4.00 6/1/2042 36
FNMA POOL AO7314 879 4.00 7/1/2042 934
FNMA POOL AO7328 1,068 3.50 8/1/2042 1,109
FNMA POOL AO7340 1,003 3.50 8/1/2042 1,041
FNMA POOL AO7358 593 3.50 9/1/2042 615
FNMA POOL AO7370 1,329 3.50 9/1/2042 1,379
FNMA POOL AO7392 582 3.50 10/1/2042 604
FNMA POOL AO7501 50 4.00 6/1/2042 53
FNMA POOL AO7709 665 3.50 6/1/2042 691
FNMA POOL AO7710 558 4.00 6/1/2042 593
FNMA POOL AO7711 424 4.00 6/1/2042 448
FNMA POOL AO8388 1,261 3.50 7/1/2042 1,309
FNMA POOL AO8392 1,318 4.00 7/1/2042 1,400
FNMA POOL AO8951 831 3.50 7/1/2042 863
FNMA POOL AO9073 578 4.00 7/1/2042 611
FNMA POOL AO9315 631 3.50 7/1/2042 655
FNMA POOL AO9694 458 4.00 7/1/2042 487
FNMA POOL AO9859 43 4.00 7/1/2042 45
FNMA POOL AO9915 979 3.50 9/1/2042 1,016
FNMA POOL AP0300 753 4.00 7/1/2042 797
FNMA POOL AP0692 65 4.00 7/1/2042 68
FNMA POOL AP1118 662 3.50 7/1/2042 687
FNMA POOL AP1190 466 3.50 8/1/2042 484
FNMA POOL AP1468 305 3.50 7/1/2042 317
FNMA POOL AP1919 73 4.50 7/1/2042 78
FNMA POOL AP2191 1,210 3.50 9/1/2042 1,255
FNMA POOL AP2373 564 4.00 8/1/2042 597
FNMA POOL AP2530 66 4.00 8/1/2042 69
FNMA POOL AP2958 62 4.00 8/1/2042 65
FNMA POOL AP3007 694 3.50 8/1/2042 720
FNMA POOL AP4339 1,023 3.50 8/1/2042 1,061
FNMA POOL AP4374 363 3.50 9/1/2042 377
FNMA POOL AP4485 597 3.50 9/1/2042 620
FNMA POOL AP4532 64 4.00 9/1/2042 68
FNMA POOL AP4903 89 4.00 9/1/2042 94
FNMA POOL AP5392 560 3.50 9/1/2042 582
FNMA POOL AP5858 690 3.00 1/1/2043 703
FNMA POOL AP6193 146 3.00 8/1/2042 149
FNMA POOL AP6292 367 3.50 9/1/2042 380
FNMA POOL AP6406 552 3.50 9/1/2042 572
FNMA POOL AP6760 726 3.50 9/1/2042 754
FNMA POOL AP7399 167 4.00 9/1/2042 176
FNMA POOL AP7645 392 3.00 11/1/2042 399
FNMA POOL AP8912 1,200 4.50 10/1/2042 1,283
FNMA POOL AP9067 538 3.50 9/1/2042 558
FNMA POOL AP9071 683 3.50 9/1/2042 709
FNMA POOL AP9229 65 4.00 10/1/2042 69
FNMA POOL AP9633 520 2.50 10/1/2042 519
FNMA POOL AP9862 34 4.00 10/1/2042 36
FNMA POOL AQ0100 58 4.00 10/1/2042 61
FNMA POOL AQ1068 1,272 3.00 12/1/2042 1,296
FNMA POOL AQ1079 1,283 3.00 12/1/2042 1,307
FNMA POOL AQ1641 56 4.00 10/1/2042 59
FNMA POOL AQ2186 2,082 3.00 11/1/2042 2,109
FNMA POOL AQ3524 979 3.00 1/1/2043 998
FNMA POOL AQ3599 54 4.00 11/1/2042 57
FNMA POOL AQ4078 192 4.00 6/1/2043 204
FNMA POOL AQ4080 172 4.00 6/1/2043 183
FNMA POOL AQ4555 361 4.00 12/1/2042 380
FNMA POOL AQ4573 90 4.00 12/1/2042 95
FNMA POOL AQ5137 29 4.00 11/1/2042 31
FNMA POOL AQ6332 448 3.00 11/1/2042 457
FNMA POOL AQ6547 1,113 3.00 12/1/2042 1,134
FNMA POOL AQ6744 121 4.00 11/1/2042 127
FNMA POOL AQ7003 133 4.00 12/1/2042 140
FNMA POOL AQ7048 43 4.00 12/1/2042 45
FNMA POOL AQ7082 209 4.00 1/1/2043 220
FNMA POOL AQ7110 813 3.00 12/1/2042 828
FNMA POOL AQ7661 21 4.00 12/1/2042 22
FNMA POOL AQ7990 767 3.00 12/1/2042 782
FNMA POOL AQ8060 700 3.00 2/1/2043 713
FNMA POOL AQ9344 14,898 3.00 1/1/2043 15,178
FNMA POOL AQ9817 610 3.00 12/1/2042 621
FNMA POOL AQ9856 1,618 3.00 1/1/2043 1,648
FNMA POOL AR0535 570 3.00 12/1/2042 581
FNMA POOL AR0539 469 3.00 12/1/2042 477
FNMA POOL AR1511 399 3.00 12/1/2042 406
FNMA POOL AR2126 1,073 3.00 1/1/2043 1,093
FNMA POOL AR2145 608 3.50 2/1/2043 632
FNMA POOL AR2651 778 3.00 2/1/2043 793
FNMA POOL AR3241 879 3.00 1/1/2043 895
FNMA POOL AR5295 497 3.00 1/1/2043 506
FNMA POOL AR5792 813 3.00 3/1/2043 828
FNMA POOL AR5968 464 3.50 2/1/2043 481
FNMA POOL AS0070 269 4.00 8/1/2043 284
FNMA POOL AS0560 169 4.50 9/1/2043 180
FNMA POOL AS2244 196 4.50 4/1/2044 208
FNMA POOL AS2282 3,571 4.50 4/1/2044 3,830
FNMA POOL AS2796 1,430 2.50 7/1/2029 1,444
FNMA POOL AS3451 1,740 4.00 9/1/2044 1,825
FNMA POOL AS4271 109 4.50 1/1/2045 119
FNMA POOL AS4347 475 4.00 1/1/2045 504
FNMA POOL AS4354 718 4.50 1/1/2045 781
FNMA POOL AS4427 618 4.50 2/1/2045 673
FNMA POOL AS4431 367 4.50 2/1/2045 401
FNMA POOL AS4658 8,219 2.50 3/1/2030 8,298
FNMA POOL AS5075 3,261 2.50 5/1/2030 3,293
FNMA POOL AS5141 2,588 3.50 6/1/2045 2,665
FNMA POOL AS5385 2,812 4.00 7/1/2045 2,940
FNMA POOL AS5460 3,064 3.50 7/1/2045 3,156
FNMA POOL AS6328 5,099 3.50 12/1/2045 5,252
FNMA POOL AS6340 787 3.50 12/1/2045 815
FNMA POOL AS6520 3,371 3.50 1/1/2046 3,472
FNMA POOL AS6541 714 3.50 1/1/2046 742
FNMA POOL AS6562 714 3.50 1/1/2046 739
FNMA POOL AS6675 3,445 4.00 2/1/2046 3,602
FNMA POOL AS7313 8,401 3.50 6/1/2046 8,694
FNMA POOL AS7363 23,437 3.00 6/1/2046 23,816
FNMA POOL AS7491 9,111 3.50 7/1/2046 9,381
FNMA POOL AS7533 2,223 3.00 7/1/2046 2,254
FNMA POOL AS7738 1,294 3.00 8/1/2046 1,312
FNMA POOL AS8064 6,240 2.50 10/1/2031 6,292
FNMA POOL AS8269 10,277 3.00 11/1/2046 10,419
FNMA POOL AS8301 17,132 3.00 11/1/2046 17,369
FNMA POOL AS8526 37,463 3.50 12/1/2046 38,573
FNMA POOL AS8551 25,274 3.00 12/1/2036 25,840
FNMA POOL AS8823 3,678 4.00 2/1/2047 3,840
FNMA POOL AS8847 1,953 3.00 2/1/2037 1,994
FNMA POOL AS8934 7,993 3.00 3/1/2047 8,125
FNMA POOL AS9453 2,359 4.00 4/1/2047 2,476
FNMA POOL AS9586 16,798 4.00 5/1/2047 17,795
FNMA POOL AS9588 251 4.00 5/1/2047 263
FNMA POOL AT0534 28 4.50 9/1/2043 30
FNMA POOL AT3870 51 4.00 6/1/2043 55
FNMA POOL AT3874 92 4.00 6/1/2043 98
FNMA POOL AT4281 58 4.00 6/1/2043 62
FNMA POOL AT5981 1,460 3.00 5/1/2043 1,491
FNMA POOL AT6546 58 4.00 6/1/2043 62
FNMA POOL AT6549 46 4.00 6/1/2043 49
FNMA POOL AT7208 48 4.00 6/1/2043 51
FNMA POOL AT7288 1,098 3.50 6/1/2043 1,142
FNMA POOL AT7299 1,433 3.50 6/1/2043 1,489
FNMA POOL AT7698 152 4.00 6/1/2043 162
FNMA POOL AT8394 387 4.00 6/1/2043 412
FNMA POOL AT9627 58 4.00 7/1/2043 61
FNMA POOL AT9637 614 4.00 7/1/2043 652
FNMA POOL AT9653 525 4.00 7/1/2043 559
FNMA POOL AT9657 384 4.00 7/1/2043 405
FNMA POOL AT9839 53 4.00 6/1/2043 57
FNMA POOL AU6423 96 4.50 10/1/2043 102
FNMA POOL AU8619 158 4.50 10/1/2043 168
FNMA POOL AU9537 58 4.50 10/1/2043 61
FNMA POOL AV0663 88 4.50 12/1/2043 93
FNMA POOL AV5979 1,692 4.00 12/1/2043 1,802
FNMA POOL AV6366 7 4.50 1/1/2044 7
FNMA POOL AV6910 45 4.50 6/1/2044 48
FNMA POOL AV7116 69 4.50 3/1/2044 74
FNMA POOL AV8895 1,087 3.50 2/1/2045 1,137
FNMA POOL AW0690 1,858 4.00 5/1/2044 1,948
FNMA POOL AW9527 867 3.50 3/1/2045 901
FNMA POOL AX0147 26 4.50 9/1/2044 27
FNMA POOL AX1131 1,467 3.50 1/1/2045 1,535
FNMA POOL AX3140 129 4.50 10/1/2044 137
FNMA POOL AX4300 1,731 2.50 1/1/2030 1,747
FNMA POOL AX4317 1,904 3.50 2/1/2045 1,980
FNMA POOL AX5892 566 3.50 12/1/2044 592
FNMA POOL AX5903 870 3.50 1/1/2045 905
FNMA POOL AX7598 4,607 3.00 1/1/2030 4,709
FNMA POOL AX7915 648 3.50 1/1/2045 674
FNMA POOL AX9545 964 3.50 2/1/2030 998
FNMA POOL AX9627 874 3.50 3/1/2045 909
FNMA POOL AX9900 1,141 3.50 4/1/2030 1,182
FNMA POOL AY0766 2,840 3.50 3/1/2045 2,954
FNMA POOL AY1131 3,496 3.50 4/1/2045 3,636
FNMA POOL AY1201 860 3.50 1/1/2045 895
FNMA POOL AY1219 940 3.50 1/1/2045 977
FNMA POOL AY2059 836 3.50 1/1/2045 870
FNMA POOL AY2392 1,271 3.50 1/1/2045 1,322
FNMA POOL AY2535 1,094 3.50 1/1/2045 1,145
FNMA POOL AY2537 1,296 3.50 1/1/2045 1,348
FNMA POOL AY2932 1,405 3.50 4/1/2045 1,461
FNMA POOL AY2982 3,538 3.50 6/1/2045 3,680
FNMA POOL AY2990 3,372 3.50 6/1/2045 3,506
FNMA POOL AY3709 1,495 3.50 2/1/2045 1,550
FNMA POOL AY3722 726 3.50 2/1/2045 753
FNMA POOL AY4223 992 3.50 5/1/2030 1,026
FNMA POOL AY5144 2,126 2.50 4/1/2030 2,146
FNMA POOL AY5864 642 3.50 4/1/2045 668
FNMA POOL AY6949 1,889 3.50 4/1/2045 1,965
FNMA POOL AY7502 1,757 3.50 4/1/2045 1,822
FNMA POOL AY7816 752 3.50 4/1/2045 782
FNMA POOL AY9042 12,654 3.00 5/1/2035 12,902
FNMA POOL AY9358 1,616 3.50 5/1/2045 1,681
FNMA POOL AZ0454 807 3.50 4/1/2030 836
FNMA POOL AZ1362 865 3.50 6/1/2030 895
FNMA POOL AZ2142 5,255 3.50 7/1/2045 5,413
FNMA POOL AZ2675 5,910 3.50 11/1/2045 6,146
FNMA POOL AZ3224 1,546 3.50 6/1/2030 1,602
FNMA POOL AZ3315 725 2.50 6/1/2030 732
FNMA POOL AZ4221 846 3.50 8/1/2045 880
FNMA POOL AZ4619 2,480 3.50 7/1/2030 2,566
FNMA POOL AZ4998 879 3.50 8/1/2045 914
FNMA POOL AZ7635 759 3.50 8/1/2030 788
FNMA POOL AZ7636 448 3.50 8/1/2030 464
FNMA POOL AZ9241 8,593 3.50 10/1/2045 8,880
FNMA POOL AZ9537 5,584 4.00 11/1/2045 5,928
FNMA POOL BA0119 526 3.50 8/1/2030 545
FNMA POOL BA1135 784 3.50 10/1/2045 815
FNMA POOL BA2896 2,313 3.50 11/1/2030 2,405
FNMA POOL BA2925 6,700 4.00 12/1/2045 6,977
FNMA POOL BA4711 4,994 3.50 12/1/2030 5,185
FNMA POOL BA4712 3,719 3.50 12/1/2030 3,857
FNMA POOL BA4794 6,509 3.50 2/1/2046 6,741
FNMA POOL BC0184 2,445 2.50 1/1/2031 2,468
FNMA POOL BC0884 945 3.00 5/1/2046 958
FNMA POOL BC4761 42,923 3.50 10/1/2046 44,194
FNMA POOL BC9086 7,612 3.00 12/1/2046 7,737
FNMA POOL BD2440 29,367 3.50 1/1/2047 30,236
FNMA POOL BD3089 5,968 4.00 7/1/2046 6,325
FNMA POOL BD3312 1,040 3.00 10/1/2046 1,051
FNMA POOL BD6350 3,816 4.00 9/1/2046 4,056
FNMA POOL BD6380 2,588 4.00 9/1/2046 2,751
FNMA POOL BD6405 2,914 4.00 9/1/2046 3,097
FNMA POOL BD6418 1,912 4.00 10/1/2046 2,032
FNMA POOL BD7081 5,102 4.00 3/1/2047 5,313
FNMA POOL BD8104 1,017 3.00 10/1/2046 1,031
FNMA POOL BE2932 10,296 4.00 12/1/2046 10,942
FNMA POOL BE2940 2,946 4.00 12/1/2046 3,080
FNMA POOL BE2941 2,817 4.00 12/1/2046 2,994
FNMA POOL BE7555 3,913 3.50 2/1/2047 4,063
FNMA POOL BE9366 960 3.50 3/1/2032 995
FNMA POOL BE9678 971 3.50 2/1/2032 1,007
FNMA POOL BE9785 1,737 3.50 3/1/2032 1,801
FNMA POOL BE9858 1,921 3.50 3/1/2032 1,992
FNMA POOL BF0104 899 4.00 2/1/2056 948
FNMA POOL BF0109 3,855 4.00 2/1/2056 4,092
FNMA POOL BF0183 471 4.00 1/1/2057 497
FNMA POOL BF0191 1,085 4.00 6/1/2057 1,135
FNMA POOL BF0194 5,077 4.50 7/1/2040 5,441
FNMA POOL BF0222 1,905 4.50 9/1/2057 2,010
FNMA POOL BH1265 1,192 3.50 5/1/2032 1,236
FNMA POOL BH1814 1,106 3.50 5/1/2032 1,147
FNMA POOL BH2623 2,476 4.00 8/1/2047 2,578
FNMA POOL BH2859 548 3.50 5/1/2032 568
FNMA POOL BH4304 1,032 3.50 4/1/2032 1,071
FNMA POOL BH7645 4,133 3.50 9/1/2047 4,277
FNMA POOL BH7700 38,659 4.00 1/1/2048 40,255
FNMA POOL BH9110 15,568 3.50 9/1/2047 16,109
FNMA POOL BH9254 28,379 4.00 2/1/2048 29,550
FNMA POOL BH9283 6,788 3.50 2/1/2048 7,090
FNMA POOL BJ1882 5,661 3.50 10/1/2047 5,826
FNMA POOL BJ2544 622 3.00 12/1/2037 633
FNMA POOL BJ2681 3,109 5.00 4/1/2048 3,288
FNMA POOL BJ3609 8,534 3.50 1/1/2048 8,862
FNMA POOL BJ7066 3,606 4.00 8/1/2048 3,736
FNMA POOL BJ8078 86 3.50 3/1/2048 89
FNMA POOL BK0751 90 3.50 3/1/2048 93
FNMA POOL BK3960 9,837 4.00 4/1/2048 10,177
FNMA POOL BK4134 31,445 4.50 11/1/2048 33,101
FNMA POOL BK7307 8,365 5.00 1/1/2049 8,846
FNMA POOL BK8099 4,969 4.00 7/1/2048 5,150
FNMA POOL BL0410 1,000 3.80 1/1/2029 1,096
FNMA POOL BL1085 490 3.82 1/1/2029 538
FNMA POOL BL1144 490 3.82 1/1/2029 538
FNMA POOL BL1151 497 3.60 1/1/2029 537
FNMA POOL BL1224 3,360 3.54 1/1/2029 3,618
FNMA POOL BL1280 1,600 3.66 2/1/2029 1,737
FNMA POOL BL1367 540 3.83 1/1/2029 592
FNMA POOL BL2040 200 3.19 5/1/2029 210
FNMA POOL BL2201 150 3.35 5/1/2029 159
FNMA POOL BL2225 200 3.30 4/1/2029 212
FNMA POOL BL2379 600 3.09 5/1/2029 626
FNMA POOL BL2431 200 3.31 5/1/2031 211
FNMA POOL BL2454 400 3.16 5/1/2029 418
FNMA POOL BL2456 399 3.26 5/1/2029 423
FNMA POOL BL2457 280 3.26 5/1/2029 296
FNMA POOL BL2465 720 3.24 5/1/2029 758
FNMA POOL BL2576 1,000 3.04 6/1/2029 1,039
FNMA POOL BM1105 5,938 5.00 7/1/2041 6,419
FNMA POOL BM1226 32,861 4.00 5/1/2047 34,812
FNMA POOL BM1712 14,879 3.50 9/1/2047 15,396
FNMA POOL BM1867 9,054 3.50 10/1/2047 9,369
FNMA POOL BM1882 9,125 4.50 6/1/2044 9,780
FNMA POOL BM3254 19,636 4.00 1/1/2038 20,915
FNMA POOL BM3305 6,516 4.00 1/1/2048 6,930
FNMA POOL BM3327 9,269 3.50 12/1/2047 9,659
FNMA POOL BM3330 9,387 3.50 1/1/2048 9,713
FNMA POOL BM3378 5,603 3.00 7/1/2045 5,708
FNMA POOL BM3566 22,823 4.00 2/1/2038 24,230
FNMA POOL BM3589 14,114 3.50 3/1/2048 14,634
FNMA POOL BM3626 23,145 3.00 3/1/2048 23,457
FNMA POOL BM3904 77 5.00 5/1/2048 81
FNMA POOL BM4031 14,147 3.50 2/1/2047 14,646
FNMA POOL BM4585 52,694 3.50 9/1/2048 54,525
FNMA POOL BM4608 15,539 4.00 10/1/2038 16,392
FNMA POOL BM4610 20,512 5.00 11/1/2038 21,735
FNMA POOL BM4644 4,647 5.00 9/1/2048 4,914
FNMA POOL BM4729 36,242 4.50 10/1/2038 38,658
FNMA POOL BM4750 96 3.50 2/1/2045 99
FNMA POOL BM4751 736 3.50 3/1/2043 762
FNMA POOL BM4866 15,850 4.00 10/1/2033 16,622
FNMA POOL BM4897 1,032 3.50 12/1/2046 1,069
FNMA POOL BM5115 9,106 4.50 5/1/2048 9,595
FNMA POOL BM5126 204,278 3.50 1/1/2048 212,116
FNMA POOL BM5127 95,154 3.50 1/1/2049 98,931
FNMA POOL BM5315 15,308 5.00 2/1/2049 16,949
FNMA POOL BM5331 9,104 5.00 5/1/2048 9,660
FNMA POOL BM5368 16,808 3.00 10/1/2047 17,041
FNMA POOL BM5521 3,060 3.50 7/1/2048 3,151
FNMA POOL BM5526 5,438 3.50 2/1/2048 5,596
FNMA POOL BM5694 29,114 4.00 6/1/2048 30,316
FNMA POOL BM5787 35,402 4.00 8/1/2047 36,956
FNMA POOL BM5980 54,108 4.00 5/1/2049 56,074
FNMA POOL BN0352 29,181 5.00 12/1/2048 32,309
FNMA POOL BN0978 3,843 5.00 1/1/2049 4,078
FNMA POOL BN1237 2,538 5.00 2/1/2049 2,694
FNMA POOL BN1625 16,171 5.00 11/1/2048 17,747
FNMA POOL BN2474 71,620 5.00 12/1/2048 76,320
FNMA POOL BN3386 10,373 5.00 1/1/2049 10,969
FNMA POOL BN3960 9,304 4.50 1/1/2049 9,724
FNMA POOL BN4052 1,410 5.00 1/1/2049 1,494
FNMA POOL BN4536 1,659 5.00 1/1/2049 1,758
FNMA POOL BN4700 24,370 5.00 2/1/2049 25,969
FNMA POOL BN4739 31,857 4.00 5/1/2049 33,118
FNMA POOL BN5246 5,687 5.50 2/1/2049 6,310
FNMA POOL BN5424 4,548 3.50 4/1/2049 4,665
FNMA POOL BN6395 1,740 5.00 2/1/2049 1,844
FNMA POOL BN8494 13,042 4.00 4/1/2049 13,506
FNMA POOL BN8504 299 4.00 4/1/2049 309
FNMA POOL BN8508 1,076 4.00 4/1/2049 1,114
FNMA POOL BN9357 4,329 3.50 7/1/2049 4,466
FNMA POOL BN9359 7,792 3.50 7/1/2049 8,039
FNMA POOL BO0106 4,938 4.00 5/1/2049 5,113
FNMA POOL BO0955 100 3.50 6/1/2049 102
FNMA POOL CA0241 8,475 4.00 8/1/2047 8,825
FNMA POOL CA0667 123 3.00 4/1/2047 125
FNMA POOL CA0858 638 3.50 12/1/2047 656
FNMA POOL CA0907 272 3.50 12/1/2047 281
FNMA POOL CA1111 1,478 4.00 1/1/2033 1,549
FNMA POOL CA1234 8,473 4.00 2/1/2038 8,995
FNMA POOL CA1238 8,191 4.00 2/1/2038 8,725
FNMA POOL CA1306 1,372 4.00 3/1/2033 1,438
FNMA POOL CA1457 3,515 4.00 3/1/2033 3,686
FNMA POOL CA1639 15,896 4.00 4/1/2033 16,670
FNMA POOL CA1720 16,494 5.00 5/1/2048 17,576
FNMA POOL CA1830 1,521 4.00 5/1/2033 1,595
FNMA POOL CA2055 6,066 4.50 7/1/2048 6,385
FNMA POOL CA2058 79,558 4.50 7/1/2048 83,414
FNMA POOL CA2222 4,642 5.00 8/1/2048 5,062
FNMA POOL CA2289 18,526 4.00 8/1/2033 19,428
FNMA POOL CA2357 26,363 4.00 9/1/2038 27,735
FNMA POOL CA2652 1,496 5.00 11/1/2048 1,585
FNMA POOL CA2926 9,210 3.50 12/1/2048 9,519
FNMA POOL CA2973 4,458 5.00 12/1/2048 4,861
FNMA POOL CA3109 2,094 5.00 2/1/2049 2,283
FNMA POOL CA3243 2,091 5.00 3/1/2049 2,281
FNMA POOL CA3471 794 3.50 5/1/2049 817
FNMA POOL CA3478 597 3.50 5/1/2049 613
FNMA POOL CA3634 599 3.50 6/1/2049 618
FNMA POOL CA3635 24,888 3.50 6/1/2049 25,601
FNMA POOL CA3637 599 3.50 6/1/2049 615
FNMA POOL MA0591 50 5.00 11/1/2040 54
FNMA POOL MA0699 137 4.00 4/1/2041 144
FNMA POOL MA0913 211 4.50 11/1/2031 224
FNMA POOL MA0939 244 4.50 12/1/2031 259
FNMA POOL MA0968 54 4.50 12/1/2031 57
FNMA POOL MA1177 248 3.50 9/1/2042 257
FNMA POOL MA1213 560 3.50 10/1/2042 580
FNMA POOL MA1221 41 4.50 9/1/2042 44
FNMA POOL MA1253 48 4.00 11/1/2042 50
FNMA POOL MA1510 54 4.00 7/1/2043 57
FNMA POOL MA1547 176 4.00 8/1/2043 185
FNMA POOL MA1591 276 4.50 9/1/2043 295
FNMA POOL MA1629 224 4.50 10/1/2043 239
FNMA POOL MA1664 177 4.50 11/1/2043 189
FNMA POOL MA1711 220 4.50 12/1/2043 235
FNMA POOL MA2995 9,639 4.00 5/1/2047 10,037
FNMA POOL MA3027 3,703 4.00 6/1/2047 3,855
FNMA POOL MA3186 20,188 4.00 11/1/2037 21,131
FNMA POOL MA3237 677 3.00 1/1/2048 685
FNMA POOL MA3284 33,423 3.50 2/1/2033 34,563
FNMA POOL MA3383 2,513 3.50 6/1/2048 2,575
FNMA POOL MA3425 980 3.00 6/1/2048 991
FNMA POOL MA3476 17,993 4.50 9/1/2038 18,949
FNMA POOL MA3493 16,374 4.50 10/1/2038 17,244
FNMA POOL MA3501 1,505 5.00 10/1/2048 1,592
FNMA POOL MA3611 14,009 4.00 3/1/2034 14,629
FNMA POOL MA3686 6,971 3.50 6/1/2049 7,130
FNMA POOL MA3687 7,381 4.00 6/1/2049 7,644
FNMA POOL MA3693 7,420 4.00 7/1/2049 7,683
FNMA POOL MA3730 24,000 4.00 6/1/2034 25,083
FNMA TBA 15 YR 3 79,200 3.00 7/18/2034 80,748
FNMA TBA 15 YR 3.5 37,450 3.50 7/18/2034 38,652
FNMA TBA 15 YR 3.5 25,000 3.50 8/19/2034 25,795
FNMA TBA 15 YR 4 10,000 4.00 7/18/2034 10,380
FNMA TBA 30 YR 3 23,200 3.00 7/15/2049 23,317
FNMA TBA 30 YR 3 (130,000) 3.00 8/13/2049 (130,989)
FNMA TBA 30 YR 3.5 48,934 3.50 7/15/2049 50,021
FNMA TBA 30 YR 4 2,700 4.00 7/15/2049 2,796
FNMA TBA 30 YR 4 32,900 4.00 8/13/2049 34,000
FNMA TBA 30 YR 4.5 78,900 4.50 7/15/2049 82,433
FNMA TBA 30 YR 5 8,600 5.00 7/15/2049 9,088
FOCUS FINL PARTNERS LLC 50 0.00 7/3/2024 50
FORD CREDIT AUTO LEASE TRUST 4,286 2.17 2/15/2021 4,281
FORD CREDIT AUTO OWNER TRUST 437 2.51 9/15/2020 437
FORD CREDIT AUTO OWNER TRUST/F 4,098 3.19 7/15/2031 4,202
FORD CREDIT FLOORPLAN MASTER O 3,220 4.06 11/15/2030 3,430
FORD HOLDINGS LLC 7,650 9.30 3/1/2030 9,877
FORD MOTOR COMPANY 320 4.75 1/15/2043 278
FORD MOTOR CREDIT CO LLC 8,200 5.88 8/2/2021 8,646
FORD MOTOR CREDIT CO LLC 3,000 3.22 1/9/2022 3,002
FORD MOTOR CREDIT CO LLC 3,000 3.82 11/2/2027 2,870
FORD MOTOR CREDIT CO LLC 3,000 3.23 6/12/2020 2,996
FORD MOTOR CREDIT CO LLC 2,000 3.41 4/5/2021 1,972
FORD MOTOR CREDIT CO LLC 5,000 5.11 5/3/2029 5,109
FORD MOTOR CREDIT CO LLC 150 1.51 2/17/2023 172
FORD MOTOR CREDIT CO LLC 100 2.39 2/17/2026 114
FORD MOTOR CREDIT CO LLC 5,000 4.39 1/8/2026 5,016
FORD MOTOR CREDIT CO LLC 670 3.20 1/15/2021 673
FORD MOTOR CREDIT CO LLC 400 3.75 2/15/2023 388
FORD MOTOR CREDIT CO LLC 300 2.43 6/12/2020 299
FORD MOTOR CREDIT CO LLC 1,300 2.60 11/4/2019 1,299
FORD MOTOR CREDIT CO LLC 900 8.13 1/15/2020 925
FORTIVE CORPORATION 3,000 3.15 6/15/2026 3,002
FORTIVE CORPORATION 3,000 4.30 6/15/2046 3,037
FORTRESS TRANS + INFRAST 116 6.50 10/1/2025 119
FORTRESS TRANS + INFRAST 107 6.75 3/15/2022 111
FORTUNE BRANDS HOME + SE 3,000 4.00 9/21/2023 3,159
FOUNDATION BLDG MATLS HLDG CO 1,888 0.00 8/13/2025 1,879
FOUR SEASONS HLDGS INC 305 0.00 11/30/2023 305
FOX CORP 3,240 5.58 1/25/2049 3,942
FOX CORP 5,000 3.67 1/25/2022 5,166
FOX CORP 1,850 4.71 1/25/2029 2,068
FOX CORP 480 4.03 1/25/2024 510
FOX CORP 380 5.48 1/25/2039 448
FREDDIE MAC 78,200 2.38 1/13/2022 79,322
FREDDIE MAC 3,466 2.50 8/15/2027 228
FREDDIE MAC 281 3.86 9/15/2042 40
FREDDIE MAC 869 3.47 10/15/2041 118
FREDDIE MAC 512 3.50 6/15/2027 38
FREDDIE MAC 2,406 3.00 8/15/2048 2,392
FREDDIE MAC 810 3.64 9/15/2037 127
FREDDIE MAC 440 3.90 11/15/2036 81
FREDDIE MAC 276 3.81 5/15/2039 25
FREDDIE MAC 25,000 2.60 4/1/2021 25,000
FREDDIE MAC 35,000 2.70 4/5/2022 35,000
FREDDIE MAC 10,000 2.75 4/12/2022 10,000
FREDDIE MAC 50,000 2.65 4/8/2021 50,000
FREDDIE MAC 50,000 2.70 10/29/2021 50,000
FREDDIE MAC 15,000 2.51 4/2/2020 15,000
FREDDIE MAC 75,000 2.44 6/9/2020 75,000
FREDDIE MAC 40,000 2.50 6/4/2020 40,007
FREDDIE MAC 10,000 2.48 4/8/2020 10,000
FREDDIE MAC 23,325 2.75 4/29/2022 23,325
FREDDIE MAC 35,000 2.40 6/12/2020 35,000
FREDDIE MAC 22,672 2.79 9/15/2045 22,595
FREDDIE MAC 50,000 2.75 6/19/2023 51,819
FREDDIE MAC 52,000 6.25 7/15/2032 74,642
FREDDIE MAC 2,165 2.69 7/15/2048 2,151
FREDDIE MAC STACR 4,398 3.15 3/25/2030 4,401
FREDDIE MAC STACR 5,556 3.70 4/25/2029 5,567
FREDDIE MAC STACR 2,621 3.78 3/25/2029 2,633
FREDDIE MAC STACR 3,030 7.35 7/25/2029 3,384
FREDDIE MAC STACR 1,594 5.33 7/25/2028 1,611
FREDDIE MAC STACR 1,357 4.43 12/25/2028 1,362
FREDDIE MAC STACR 2,780 5.88 10/25/2029 2,944
FREDDIE MAC MULTIFAMILY STRUCT 430 3.10 11/25/2027 444
FREDDIE MAC REFERENCE REMIC 151 6.00 5/15/2036 170
FREDDIE MAC WHOLE LOAN SECURIT 1,104 3.84 7/25/2046 1,099
FREDDIEMAC STRIP 3,688 3.61 12/15/2046 611
FREDDIEMAC STRIP 13,791 2.85 10/15/2037 13,752
FREDDIEMAC STRIP 9,598 2.94 9/15/2040 9,591
FREEPORT MCMORAN INC 2,195 4.55 11/14/2024 2,245
FREEPORT MCMORAN INC 1,284 4.00 11/14/2021 1,305
FREEPORT MCMORAN INC 2,443 3.55 3/1/2022 2,443
FREEPORT MCMORAN INC 4,092 5.45 3/15/2043 3,750
FREEPORT MCMORAN INC 5,637 3.88 3/15/2023 5,637
FREEPORT MCMORAN INC 1,300 5.40 11/14/2034 1,239
FREMF MORTGAGE TRUST 19,118 0.20 5/25/2045 86
FRESENIUS MED CARE II 360 5.88 1/31/2022 387
FRONTDOOR INC 866 6.75 8/15/2026 928
FRONTIER COMMUNICATIONS 2,633 8.00 4/1/2027 2,741
FRONTIER COMMUNICATIONS 1,269 11.00 9/15/2025 791
FRONTIER COMMUNICATIONS 1,476 10.50 9/15/2022 1,000
FRONTIER COMMUNICATIONS 500 6.88 1/15/2025 280
FRONTIER COMMUNICATIONS 600 7.63 4/15/2024 340
FRONTIER COMMUNICATIONS 750 8.50 4/15/2020 610
FRONTIER COMMUNICATIONS 500 7.13 1/15/2023 300
FRONTIER COMMUNICATIONS 750 8.50 4/1/2026 728
FS ENERGY + POWER FUND 147 7.50 8/15/2023 149
FXI HOLDINGS INC 250 7.88 11/1/2024 233
GALAXY FINCO LTD 100 7.88 11/15/2021 125
GAP INC/THE 8,000 5.95 4/12/2021 8,353
GARFUNKELUX HOLDCO 3 SA 100 4.50 9/1/2023 96
GARRETT BORROWING LLC 1,985 0.00 9/27/2025 1,948
GARTNER INC 421 5.13 4/1/2025 433
GATES GLOBAL LLC 1,075 6.00 7/15/2022 1,074
GATEWAY CASINOS ENTMT LTD 1,015 0.00 3/13/2025 997
GATEWAY CASINOS + ENTERT 750 8.25 3/1/2024 792
GATX CORP 600 4.85 6/1/2021 624
GAVILAN RES LLC 194 0.00 3/1/2024 99
GCI LLC 556 6.63 6/15/2024 581
GCI LLC 285 6.88 4/15/2025 297
GCP APPLIED TECHNOLOGIES 413 5.50 4/15/2026 420
GE CAPITAL INTL FUNDING 12,775 4.42 11/15/2035 12,644
GE CAPITAL INTL FUNDING 2,757 3.37 11/15/2025 2,793
GE CAPITAL INTL FUNDING 937 2.34 11/15/2020 932
GE COMMERCIAL MORTGAGE CORPORA 120 5.68 12/10/2049 25
GENERAL DYNAMICS CORP 3,000 3.00 5/11/2021 3,048
GENERAL DYNAMICS CORP 2,000 3.38 5/15/2023 2,089
GENERAL DYNAMICS CORP 3,000 3.75 5/15/2028 3,274
GENERAL ELECTRIC CO 7,170 6.75 3/15/2032 8,834
GENERAL ELECTRIC CO 5,000 2.70 10/9/2022 4,993
GENERAL ELECTRIC CO 80 5.50 1/8/2020 81
GENERAL ELECTRIC CO 324 5.30 2/11/2021 336
GENERAL ELECTRIC CO 190 4.38 9/16/2020 194
GENERAL ELECTRIC CO 1,376 6.88 1/10/2039 1,725
GENERAL ELECTRIC CO 120 6.15 8/7/2037 140
GENERAL ELECTRIC CO 120 5.88 1/14/2038 136
GENERAL ELECTRIC CO 400 4.50 3/11/2044 390
GENERAL ELECTRIC CO 140 4.65 10/17/2021 146
GENERAL MILLS INC 3,000 3.15 12/15/2021 3,050
GENERAL MILLS INC 2,500 4.15 2/15/2043 2,465
GENERAL MILLS INC 2,200 3.70 10/17/2023 2,306
GENERAL MILLS INC 2,000 4.20 4/17/2028 2,160
GENERAL MOTORS CO 3,000 4.88 10/2/2023 3,182
GENERAL MOTORS CO 7,170 6.25 10/2/2043 7,593
GENERAL MOTORS CO 2,000 5.15 4/1/2038 1,979
GENERAL MOTORS CO 210 5.95 4/1/2049 221
GENERAL MOTORS FINL CO 8,000 4.25 5/15/2023 8,276
GENERAL MOTORS FINL CO 5,130 3.45 4/10/2022 5,199
GENERAL MOTORS FINL CO 6,250 4.38 9/25/2021 6,452
GENERAL MOTORS FINL CO 3,000 3.20 7/6/2021 3,022
GENERAL MOTORS FINL CO 3,000 3.70 11/24/2020 3,038
GENERAL MOTORS FINL CO 3,000 4.15 6/19/2023 3,092
GENERAL MOTORS FINL CO 5,000 3.55 7/8/2022 5,087
GENERAL MOTORS FINL CO 493 5.75 12/31/2099 460
GENERAL MOTORS FINL CO 5,180 5.10 1/17/2024 5,539
GENERAL MOTORS FINL CO 240 2.45 11/6/2020 239
GENERAL MOTORS FINL CO 500 3.20 7/13/2020 502
GENESIS ENERGY LP/FIN 1,050 6.25 5/15/2026 1,013
GENESIS ENERGY LP/FIN 165 6.50 10/1/2025 162
GENESIS ENERGY LP/GENESI 1,430 5.63 6/15/2024 1,384
GENESIS ENERGY LP/GENESI 430 6.00 5/15/2023 428
GENESIS ENERGY LP/GENESI 500 6.75 8/1/2022 507
GENESYS/GREENEDEN LUX/US 2,151 10.00 11/30/2024 2,339
GENTIVA HEALTH SVCS INC 346 0.00 7/2/2025 346
GENTIVA HEALTH SVCS INC 85 0.00 7/2/2026 86
GENWORTH HOLDINGS INC 275 4.52 11/15/2066 145
GENWORTH HOLDINGS INC 1,000 7.63 9/24/2021 980
GENWORTH HOLDINGS INC 2,000 4.80 2/15/2024 1,701
GEORGIA POWER CO 4,000 3.25 4/1/2026 4,055
GETTY IMAGES INC 632 9.75 3/1/2027 651
GFL ENVIRONMENTAL INC 760 8.50 5/1/2027 817
GFL ENVIRONMENTAL INC 2,986 0.00 5/30/2025 2,935
GFL ENVIRONMENTAL INC 624 7.00 6/1/2026 638
GFL ENVIRONMENTAL INC 100 5.63 5/1/2022 101
GFL ENVIRONMENTAL INC 250 5.38 3/1/2023 248
GHX ULTIMATE PARENT CORP 2,029 0.00 6/28/2024 1,988
GILEAD SCIENCES INC 5,000 5.65 12/1/2041 6,243
GILEAD SCIENCES INC 5,000 3.50 2/1/2025 5,240
GILEAD SCIENCES INC 3,000 4.50 2/1/2045 3,286
GILEAD SCIENCES INC 5,540 3.70 4/1/2024 5,857
GILEAD SCIENCES INC 2,000 4.80 4/1/2044 2,270
GILEAD SCIENCES INC 3,000 4.60 9/1/2035 3,367
GILEAD SCIENCES INC 160 2.55 9/1/2020 160
GILEAD SCIENCES INC 740 3.65 3/1/2026 782
GILEAD SCIENCES INC 530 4.75 3/1/2046 603
GKN HOLDINGS LTD 100 3.38 5/12/2032 126
GLASS CONTAINER ACQUISITION L 2,629 0.00 12/7/2023 2,365
GLASS CONTAINER ACQUISITION L 750 0.00 12/7/2024 530
GLAXOSMITHKLINE CAP INC 5,000 3.88 5/15/2028 5,463
GLAXOSMITHKLINE CAP INC 5,000 3.63 5/15/2025 5,318
GLAXOSMITHKLINE CAPITAL 7,330 2.85 5/8/2022 7,454
GLENCORE CANADA CORP 2,000 6.20 6/15/2035 2,218
GLENCORE FINANCE CANADA 1,690 4.25 10/25/2022 1,768
GLENCORE FUNDING LLC 3,000 4.63 4/29/2024 3,175
GLENCORE FUNDING LLC 5,020 4.00 3/27/2027 5,062
GLENCORE FUNDING LLC 2,000 4.88 3/12/2029 2,104
GLENCORE FUNDING LLC 170 2.88 4/16/2020 170
GLENCORE FUNDING LLC 30 4.13 5/30/2023 31
GLENCORE FUNDING LLC 1,170 4.13 3/12/2024 1,212
GLOBAL BRASS + COPPER INC 1,468 0.00 5/29/2025 1,466
GLOBE LIFE INC 3,000 4.55 9/15/2028 3,277
GLP CAPITAL LP / FIN II 505 5.25 6/1/2025 541
GLP CAPITAL LP / FIN II 604 5.38 11/1/2023 650
GLP CAPITAL LP / FIN II 1,795 5.38 4/15/2026 1,941
GM FINANCIAL AUTOMOBILE LEASIN 6,125 3.70 7/20/2022 6,212
GNMA II POOL 003428 1,267 5.00 8/20/2033 1,339
GNMA II POOL 003475 971 6.50 11/20/2033 1,137
GNMA II POOL 003651 8,112 5.00 12/20/2034 8,574
GNMA II POOL 003805 185 5.00 1/20/2036 196
GNMA II POOL 003817 88 5.00 2/20/2036 93
GNMA II POOL 003829 2,862 5.00 3/20/2036 3,029
GNMA II POOL 003840 17 5.00 4/20/2036 18
GNMA II POOL 003890 15 6.00 8/20/2036 17
GNMA II POOL 004049 11 6.00 11/20/2037 13
GNMA II POOL 004291 12 6.00 11/20/2038 14
GNMA II POOL 004540 7,962 4.50 9/20/2039 8,468
GNMA II POOL 004602 21 6.00 12/20/2039 25
GNMA II POOL 004617 219 4.50 1/20/2040 233
GNMA II POOL 004696 278 4.50 5/20/2040 296
GNMA II POOL 004699 16 6.00 5/20/2040 19
GNMA II POOL 004747 12 5.00 7/20/2040 13
GNMA II POOL 004774 12 6.00 8/20/2040 14
GNMA II POOL 004802 81 5.00 9/20/2040 88
GNMA II POOL 004837 333 6.00 10/20/2040 390
GNMA II POOL 004855 13 5.00 11/20/2040 14
GNMA II POOL 004923 52 4.50 1/20/2041 55
GNMA II POOL 004924 6,878 5.00 1/20/2041 7,474
GNMA II POOL 004945 14,361 4.00 2/20/2041 15,152
GNMA II POOL 004961 129 6.00 2/20/2041 151
GNMA II POOL 004978 2,057 4.50 3/20/2041 2,188
GNMA II POOL 005085 80 6.00 6/20/2041 93
GNMA II POOL 005189 198 6.00 9/20/2041 230
GNMA II POOL 005240 31 6.00 11/20/2041 36
GNMA II POOL 005269 99 6.00 12/20/2041 116
GNMA II POOL 005309 202 6.00 2/20/2042 235
GNMA II POOL 737851 30,938 4.00 1/20/2041 32,744
GNMA II POOL 782058 2,830 6.50 2/20/2036 3,333
GNMA II POOL 783050 777 5.00 7/20/2040 844
GNMA II POOL 783368 325 4.50 7/20/2041 345
GNMA II POOL 784474 4,965 3.50 2/20/2048 5,163
GNMA II POOL AO0282 2,308 3.00 8/20/2045 2,364
GNMA II POOL AO0283 4,027 3.00 8/20/2045 4,126
GNMA II POOL AT7138 100,454 3.50 6/20/2046 104,065
GNMA II POOL BC4732 1,079 3.50 10/20/2047 1,119
GNMA II POOL BD0384 863 3.50 10/20/2047 895
GNMA II POOL BG9981 7,341 4.00 5/20/2048 7,809
GNMA II POOL BH0029 5,799 4.00 5/20/2048 6,168
GNMA II POOL BI3325 6,434 4.00 9/20/2048 6,843
GNMA II POOL BJ1835 336 4.50 9/20/2048 351
GNMA II POOL BJ1853 430 4.50 9/20/2048 448
GNMA II POOL MA0087 1,676 3.00 5/20/2042 1,725
GNMA II POOL MA0153 37 3.00 6/20/2042 38
GNMA II POOL MA0219 159 3.00 7/20/2042 164
GNMA II POOL MA0317 631 3.00 8/20/2042 650
GNMA II POOL MA0391 756 3.00 9/20/2042 779
GNMA II POOL MA0461 810 3.00 10/20/2042 834
GNMA II POOL MA0533 19,031 3.00 11/20/2042 19,593
GNMA II POOL MA0624 4,377 3.00 12/20/2042 4,506
GNMA II POOL MA0698 6,901 3.00 1/20/2043 7,104
GNMA II POOL MA0851 1,876 3.00 3/20/2043 1,929
GNMA II POOL MA0933 23,677 3.00 4/20/2043 24,336
GNMA II POOL MA1011 2,678 3.00 5/20/2043 2,753
GNMA II POOL MA1012 46,353 3.50 5/20/2043 48,398
GNMA II POOL MA1089 3,897 3.00 6/20/2043 4,005
GNMA II POOL MA1156 8,973 3.00 7/20/2043 9,223
GNMA II POOL MA1223 2,683 3.00 8/20/2043 2,758
GNMA II POOL MA1374 389 3.00 10/20/2043 400
GNMA II POOL MA1995 1,094 3.50 6/20/2044 1,142
GNMA II POOL MA2678 156 3.50 3/20/2045 163
GNMA II POOL MA2754 2,794 3.50 4/20/2045 2,905
GNMA II POOL MA2892 677 3.50 6/20/2045 704
GNMA II POOL MA2962 4,633 4.00 7/20/2045 4,878
GNMA II POOL MA3034 4,050 3.50 8/20/2045 4,211
GNMA II POOL MA3172 45,598 3.00 10/20/2045 46,716
GNMA II POOL MA3309 5,210 3.00 12/20/2045 5,337
GNMA II POOL MA3310 92,246 3.50 12/20/2045 95,911
GNMA II POOL MA3312 4,605 4.50 12/20/2045 4,907
GNMA II POOL MA3376 25,951 3.50 1/20/2046 26,982
GNMA II POOL MA3520 40,074 3.00 3/20/2046 41,007
GNMA II POOL MA3521 9,745 3.50 3/20/2046 10,095
GNMA II POOL MA3522 35,918 4.00 3/20/2046 37,819
GNMA II POOL MA3597 26,109 3.50 4/20/2046 27,047
GNMA II POOL MA3736 3,573 3.50 6/20/2046 3,702
GNMA II POOL MA3803 9,538 3.50 7/20/2046 9,880
GNMA II POOL MA3936 20,871 3.00 9/20/2046 21,357
GNMA II POOL MA4003 10,051 3.00 10/20/2046 10,285
GNMA II POOL MA4126 14,560 3.00 12/20/2046 14,899
GNMA II POOL MA4195 3,998 3.00 1/20/2047 4,092
GNMA II POOL MA4261 9,872 3.00 2/20/2047 10,101
GNMA II POOL MA4262 20,739 3.50 2/20/2047 21,485
GNMA II POOL MA4320 5,310 3.00 3/20/2047 5,433
GNMA II POOL MA4509 167,350 3.00 6/20/2047 171,117
GNMA II POOL MA4512 4,168 4.50 6/20/2047 4,399
GNMA II POOL MA4585 54,642 3.00 7/20/2047 55,872
GNMA II POOL MA4718 2,092 3.00 9/20/2047 2,139
GNMA II POOL MA4836 5,280 3.00 11/20/2047 5,399
GNMA II POOL MA4837 175 3.50 11/20/2047 181
GNMA II POOL MA4838 3,058 4.00 11/20/2047 3,194
GNMA II POOL MA4899 3,449 3.00 12/20/2047 3,526
GNMA II POOL MA4901 1,312 4.00 12/20/2047 1,370
GNMA II POOL MA5018 86 3.00 2/20/2048 88
GNMA II POOL MA5078 1,189 4.00 3/20/2048 1,241
GNMA II POOL MA5193 40,126 4.50 5/20/2048 41,868
GNMA II POOL MA5330 13,372 4.00 7/20/2048 13,873
GNMA II POOL MA5529 30,821 4.50 10/20/2048 32,159
GNMA II POOL MA5652 2,335 4.50 12/20/2048 2,436
GNMA II POOL MA5653 1,658 5.00 12/20/2048 1,736
GNMA II POOL MA5710 98 4.00 1/20/2049 102
GNMA II POOL MA5711 85,373 4.50 1/20/2049 89,080
GNMA II POOL MA5712 1,470 5.00 1/20/2049 1,540
GNMA II POOL MA5764 27,951 4.50 2/20/2049 29,165
GNMA II POOL MA5818 16,953 4.50 3/20/2049 17,690
GNMA II TBA 30 YR 3 9,500 3.00 7/22/2049 9,705
GNMA II TBA 30 YR 3 (50,000) 3.00 8/21/2049 (51,006)
GNMA II TBA 30 YR 3.5 117,900 3.50 7/22/2049 121,779
GNMA II TBA 30 YR 4 24,400 4.00 7/22/2049 25,293
GNMA II TBA 30 YR 4.5 10,900 4.50 7/22/2049 11,361
GNMA POOL 553453 15,162 3.50 1/15/2042 15,788
GNMA POOL 605813 1,015 5.00 12/15/2034 1,084
GNMA POOL 614323 622 3.50 1/15/2043 649
GNMA POOL 614326 1,022 3.50 2/15/2043 1,067
GNMA POOL 614328 1,361 3.50 1/15/2043 1,422
GNMA POOL 617790 3 6.00 11/15/2037 3
GNMA POOL 651861 23 6.00 6/15/2036 27
GNMA POOL 655342 17 6.00 5/15/2036 18
GNMA POOL 656153 97 6.00 7/15/2036 112
GNMA POOL 658058 26 6.00 8/15/2036 30
GNMA POOL 658182 2 6.00 11/15/2036 2
GNMA POOL 658805 23 6.00 7/15/2037 25
GNMA POOL 662397 44 6.00 5/15/2037 51
GNMA POOL 670006 2,340 3.00 5/15/2045 2,395
GNMA POOL 672369 23 6.00 11/15/2037 27
GNMA POOL 672392 13 6.00 12/15/2037 14
GNMA POOL 674452 12 6.00 9/15/2037 12
GNMA POOL 677567 15 6.00 11/15/2037 17
GNMA POOL 714517 3,561 4.50 5/15/2039 3,800
GNMA POOL 717098 1 5.00 5/15/2039 1
GNMA POOL 719260 6,737 4.50 8/15/2040 7,253
GNMA POOL 726326 4,767 4.50 9/15/2039 5,087
GNMA POOL 733600 43 5.00 4/15/2040 46
GNMA POOL 733627 111 5.00 5/15/2040 120
GNMA POOL 737183 9,487 5.00 4/15/2040 10,212
GNMA POOL 737526 8,773 4.50 10/15/2040 9,444
GNMA POOL 737529 2,676 4.50 10/15/2040 2,881
GNMA POOL 738640 18,159 4.00 8/15/2041 19,400
GNMA POOL 765107 94 5.00 5/15/2041 102
GNMA POOL 781881 596 5.00 3/15/2035 636
GNMA POOL 782126 70 6.00 11/15/2036 82
GNMA POOL 782145 138 6.00 4/15/2037 160
GNMA POOL 783403 2,783 3.50 9/15/2041 2,910
GNMA POOL 783706 10,241 3.50 10/15/2042 10,695
GNMA POOL 784571 2,592 3.50 6/15/2048 2,700
GNMA POOL 794600 2,075 3.50 4/15/2042 2,167
GNMA POOL 799360 607 3.50 8/15/2042 634
GNMA POOL AA0578 2,912 3.50 6/15/2042 3,041
GNMA POOL AA5649 394 3.00 9/15/2042 404
GNMA POOL AA6007 1,153 3.50 1/15/2043 1,205
GNMA POOL AA6084 1,783 3.50 2/15/2043 1,862
GNMA POOL AB2761 5,230 3.50 8/15/2042 5,462
GNMA POOL AB2892 1,267 3.00 9/15/2042 1,300
GNMA POOL AB3901 1,125 3.50 2/15/2043 1,175
GNMA POOL AB8191 598 3.00 3/15/2043 614
GNMA POOL AB8192 669 3.00 3/15/2043 688
GNMA POOL AB9108 1,568 3.00 10/15/2042 1,608
GNMA POOL AB9205 1,854 3.00 11/15/2042 1,902
GNMA POOL AC1075 874 3.50 2/15/2043 913
GNMA POOL AC1094 3,136 3.50 4/15/2043 3,275
GNMA POOL AC7565 635 3.50 3/15/2043 663
GNMA POOL AC7567 511 3.50 3/15/2043 532
GNMA POOL AD1721 2,923 3.50 2/15/2043 3,055
GNMA POOL AD1722 1,191 3.50 2/15/2043 1,245
GNMA POOL AD2147 268 3.50 1/15/2043 280
GNMA POOL AD7575 1,238 3.50 5/15/2043 1,293
GNMA POOL AD7578 1,099 3.50 5/15/2043 1,148
GNMA POOL AD9097 4,488 3.50 5/15/2043 4,688
GNMA POOL AE8300 3,445 3.50 4/15/2044 3,587
GNMA POOL AI4805 3,270 4.00 11/15/2044 3,516
GNMA POOL AI4888 528 4.00 11/15/2044 568
GNMA POOL AI4950 2,315 4.00 12/15/2044 2,489
GNMA POOL AJ1884 2,713 4.00 8/15/2044 2,917
GNMA POOL AJ1889 7,888 4.00 8/15/2044 8,482
GNMA POOL AJ6697 983 4.00 10/15/2044 1,057
GNMA POOL AK6421 1,341 4.00 12/15/2044 1,442
GNMA POOL AK6889 1,459 3.00 2/15/2045 1,496
GNMA POOL AL1749 1,190 4.00 1/15/2045 1,279
GNMA POOL AL1751 4,140 4.00 1/15/2045 4,451
GNMA POOL AL1803 7,894 3.50 1/15/2045 8,249
GNMA POOL AL1810 1,968 3.50 1/15/2045 2,057
GNMA POOL AL2194 1,446 3.50 2/15/2045 1,511
GNMA POOL AL4761 858 3.50 2/15/2045 894
GNMA POOL AL5263 1,829 3.50 2/15/2045 1,911
GNMA POOL AL5266 1,463 4.00 2/15/2045 1,573
GNMA POOL AL5267 2,813 4.00 2/15/2045 3,025
GNMA POOL AL5268 6,332 3.50 2/15/2045 6,616
GNMA POOL AL5350 1,606 3.50 3/15/2045 1,672
GNMA POOL AL9293 774 3.50 4/15/2045 808
GNMA POOL AL9553 2,954 4.00 3/15/2045 3,174
GNMA POOL AL9554 814 3.50 3/15/2045 848
GNMA POOL AM0471 1,304 4.00 4/15/2045 1,402
GNMA POOL AM2478 576 3.50 4/15/2045 601
GNMA POOL AM2786 2,714 3.50 4/15/2045 2,835
GNMA POOL AM2836 2,530 3.50 4/15/2045 2,644
GNMA POOL AM2853 3,289 4.00 4/15/2045 3,534
GNMA POOL AM4113 1,262 3.50 4/15/2045 1,314
GNMA POOL AM4162 2,279 3.50 4/15/2045 2,382
GNMA POOL AM4163 2,032 3.50 4/15/2045 2,125
GNMA POOL AM4165 2,105 4.00 4/15/2045 2,262
GNMA POOL AM4166 5,961 3.50 4/15/2045 6,228
GNMA POOL AM4169 6,459 3.50 4/15/2045 6,755
GNMA POOL AM7416 1,922 4.00 4/15/2045 2,066
GNMA POOL AM7537 663 3.50 5/15/2045 693
GNMA POOL AM7538 1,259 4.00 5/15/2045 1,353
GNMA POOL AM8520 1,467 4.00 5/15/2045 1,577
GNMA POOL AM8593 1,869 4.00 6/15/2045 2,008
GNMA POOL AM8919 2,610 4.00 7/15/2045 2,804
GNMA POOL AM8933 1,035 4.00 7/15/2045 1,112
GNMA POOL AM8992 3,135 4.00 7/15/2045 3,369
GNMA POOL AN1012 920 4.00 5/15/2045 988
GNMA POOL AN1601 794 3.50 6/15/2045 830
GNMA POOL AN7729 740 4.00 7/15/2045 795
GNMA POOL AO2178 2,100 3.00 8/15/2045 2,150
GNMA POOL AO9608 1,182 4.00 8/15/2045 1,271
GNMA POOL AO9611 5,557 3.50 8/15/2045 5,788
GNMA POOL AP0117 1,583 3.50 10/15/2045 1,648
GO DADDY OPCO/FINCO 508 5.25 12/1/2027 526
GO DADDY OPER CO LLC 1,477 0.00 2/15/2024 1,477
GOGO INTERMEDIATE/FINANC 636 9.88 5/1/2024 653
GOLDEN CREDIT CARD TRUST 10,000 2.71 5/15/2023 10,000
GOLDEN ENTERTAINMENT INC 500 7.63 4/15/2026 513
GOLDEN NUGGET INC 2,021 6.75 10/15/2024 2,082
GOLDEN NUGGET INC 750 8.75 10/1/2025 788
GOLDEN NUGGET, INC. 4,098 0.00 10/4/2023 4,060
GOLDMAN SACHS BANK USA 25,000 3.00 6/10/2021 25,000
GOLDMAN SACHS BANK USA 15,000 3.00 12/3/2020 15,000
GOLDMAN SACHS CAPITAL II 5 4.00 12/29/2049 4
GOLDMAN SACHS GROUP INC 4,000 5.95 1/15/2027 4,682
GOLDMAN SACHS GROUP INC 5,330 6.75 10/1/2037 6,975
GOLDMAN SACHS GROUP INC 10,490 5.25 7/27/2021 11,091
GOLDMAN SACHS GROUP INC 6,900 6.00 6/15/2020 7,128
GOLDMAN SACHS GROUP INC 6,000 5.75 1/24/2022 6,486
GOLDMAN SACHS GROUP INC 10,000 4.80 7/8/2044 11,502
GOLDMAN SACHS GROUP INC 5,990 4.00 3/3/2024 6,353
GOLDMAN SACHS GROUP INC 5,000 2.60 4/23/2020 5,010
GOLDMAN SACHS GROUP INC 5,000 4.75 10/21/2045 5,746
GOLDMAN SACHS GROUP INC 24,470 4.25 10/21/2025 25,954
GOLDMAN SACHS GROUP INC 5,000 3.75 5/22/2025 5,231
GOLDMAN SACHS GROUP INC 8,000 3.85 1/26/2027 8,359
GOLDMAN SACHS GROUP INC 8,000 3.00 4/26/2022 8,072
GOLDMAN SACHS GROUP INC 4,000 2.60 12/27/2020 4,004
GOLDMAN SACHS GROUP INC 5,810 3.69 6/5/2028 5,998
GOLDMAN SACHS GROUP INC 10,000 2.35 11/15/2021 9,980
GOLDMAN SACHS GROUP INC 5,000 3.27 9/29/2025 5,106
GOLDMAN SACHS GROUP INC 5,000 3.81 4/23/2029 5,198
GOLDMAN SACHS GROUP INC 6,190 3.63 2/20/2024 6,456
GOLDMAN SACHS GROUP INC 210 5.00 5/10/2066 201
GOLDMAN SACHS GROUP INC 565 5.38 12/29/2049 567
GOLDMAN SACHS GROUP INC 1,010 5.38 3/15/2020 1,031
GOLDMAN SACHS GROUP INC 1,640 6.25 2/1/2041 2,192
GOLDMAN SACHS GROUP INC 700 3.50 11/16/2026 717
GOLDMAN SACHS GROUP INC 1,040 5.15 5/22/2045 1,188
GOLDMAN SACHS GROUP INC 570 3.85 7/8/2024 598
GOLDMAN SACHS GROUP INC 630 3.20 2/23/2023 645
GOLDMAN SACHS GROUP INC 2,450 4.22 5/1/2029 2,622
GOODYEAR TIRE + RUBBER 415 5.00 5/31/2026 410
GOODYEAR TIRE + RUBBER 500 7.00 3/15/2028 540
GOODYEAR TIRE + RUBBER 1,000 5.13 11/15/2023 1,012
GOVERNMENT NATIONAL MORTGAGE A 868 2.89 12/20/2060 868
GOVERNMENT NATIONAL MORTGAGE A 859 2.97 3/20/2061 861
GOVERNMENT NATIONAL MORTGAGE A 638 2.99 3/20/2061 638
GOVERNMENT NATIONAL MORTGAGE A 67 4.27 1/20/2040 7
GOVERNMENT NATIONAL MORTGAGE A 42 4.02 3/20/2039 2
GOVERNMENT NATIONAL MORTGAGE A 347 3.71 8/16/2042 64
GOVERNMENT NATIONAL MORTGAGE A 17,751 0.66 11/16/2055 551
GOVERNMENT NATIONAL MORTGAGE A 1,915 0.79 7/16/2058 123
GOVERNMENT NATIONAL MORTGAGE A 398 3.50 2/20/2038 25
GOVERNMENT NATIONAL MORTGAGE A 970 3.25 10/20/2068 963
GOVERNMENT NATIONAL MORTGAGE A 903 2.77 5/20/2068 900
GOVERNMENT NATIONAL MORTGAGE A 287 4.65 7/16/2044 292
GOVERNMENT NATIONAL MORTGAGE A 46 4.10 4/20/2040 8
GOVERNMENT NATIONAL MORTGAGE A 519 4.00 10/16/2026 45
GOVERNMENT NATIONAL MORTGAGE A 1,793 2.17 11/20/2067 204
GOVERNMENT NATIONAL MORTGAGE A 1,283 2.78 2/20/2049 1,283
GOVERNMENT NATIONAL MORTGAGE A 502 3.03 8/20/2068 494
GOVERNMENT NATIONAL MORTGAGE A 601 2.74 10/20/2043 600
GOVERNOR + CO OF THE BAN 200 7.38 12/29/2049 241
GRAFTECH INTL LTD 3,234 0.00 2/12/2025 3,170
GRAHAM HOLDINGS CO 951 5.75 6/1/2026 1,005
GRAPHIC PACKAGING INTERN 226 4.75 7/15/2027 232
GRAY TELEVISION INC 1,687 7.00 5/15/2027 1,829
GRAY TELEVISION INC 503 5.13 10/15/2024 512
GRAY TELEVISION INC 250 5.88 7/15/2026 259
GREAT WST PTRLM/GRT FNCE 900 9.00 9/30/2021 732
GREIF INC 148 6.50 3/1/2027 153
GREYSTAR REAL ESTATE PAR 714 5.75 12/1/2025 729
GRIFFON CORPORATION 600 5.25 3/1/2022 599
GRIFOLS WORLDWIDE OPERATIONS 1,247 0.00 1/31/2025 1,243
GRINDING MED/MOLY COP 706 7.38 12/15/2023 677
GROUP 1 AUTOMOTIVE INC 327 5.25 12/15/2023 335
GRUBHUB HOLDINGS INC 229 5.50 7/1/2027 235
GRUPO BIMBO SAB DE CV 4,000 4.88 6/30/2020 4,084
GRUPO BIMBO SAB DE CV 3,000 4.50 1/25/2022 3,112
GRUPO POSADAS SAB CV 165 7.88 6/30/2022 166
GRUPO TELEVISA SAB 5,000 6.63 1/15/2040 6,011
GRUPO TELEVISA SAB 2,000 5.00 5/13/2045 2,020
GRUPO TELEVISA SAB 2,000 5.25 5/24/2049 2,067
GS MORTGAGE SECURITIES CORP. 3,045 2.59 9/26/2037 2,966
GS MORTGAGE SECURITIES TRUST 3,640 3.30 5/10/2034 3,651
GS MORTGAGE SECURITIES TRUST 368 5.62 11/10/2039 270
GS MORTGAGE SECURITIES TRUST 1,190 3.78 5/10/2050 1,247
GS MORTGAGE SECURITIES TRUST 320 5.16 11/10/2046 351
GS MORTGAGE SECURITIES TRUST 2,434 6.01 8/10/2045 1,363
GS MORTGAGE SECURITIES TRUST 4,000 3.16 7/10/2052 4,120
GS MORTGAGE SECURITIES TRUST 3,500 3.96 11/10/2047 3,702
GS MORTGAGE SECURITIES TRUST 2,750 4.22 11/10/2047 2,901
GS MORTGAGE SECURITIES TRUST 5,000 3.93 9/10/2047 5,343
GS MORTGAGE SECURITIES TRUST 2,675 3.65 9/10/2047 2,769
GS MORTGAGE SECURITIES TRUST 4,295 3.40 2/10/2048 4,495
GS MORTGAGE SECURITIES TRUST 4,694 3.55 11/10/2048 4,898
GS MORTGAGE SECURITIES TRUST 3,300 5.21 8/10/2044 3,472
GS MORTGAGE SECURITIES TRUST 5,000 4.09 5/10/2045 5,201
GS MORTGAGE SECURITIES TRUST 2,968 3.81 11/10/2046 3,063
GS MORTGAGE SECURITIES TRUST 4,564 3.80 1/10/2047 4,787
GS MORTGAGE SECURITIES TRUST 6,215 4.00 4/10/2047 6,626
GS MORTGAGE SECURITIES TRUST 1,050 2.85 10/10/2049 1,068
GS MORTGAGE SECURITIES TRUST 2,500 3.67 3/10/2050 2,673
GS MORTGAGE SECURITIES TRUST 1,500 3.97 2/10/2052 1,646
GTCR AP FINANCE INC 361 8.00 5/15/2027 363
GTLK EUROPE DAC 200 5.95 7/19/2021 207
GTT COMMUNICATIONS INC 2,000 7.88 12/31/2024 1,635
GULFPORT ENERGY CORP 1,301 6.38 1/15/2026 985
GULFPORT ENERGY CORP 1,259 6.00 10/15/2024 973
GULFPORT ENERGY CORP 500 6.38 5/15/2025 387
GVC HOLDINGS PLC 879 0.00 3/29/2024 875
H B FULLER CO 2,393 0.00 10/20/2024 2,349
H.B. FULLER CO 1,000 4.00 2/15/2027 921
H+E EQUIPMENT SERVICES 650 5.63 9/1/2025 668
HALLIBURTON CO 2,000 4.50 11/15/2041 2,015
HALLIBURTON CO 3,000 3.25 11/15/2021 3,060
HALLIBURTON CO 5,000 3.50 8/1/2023 5,169
HALLIBURTON CO 5,100 5.00 11/15/2045 5,557
HALLIBURTON CO 4,000 3.80 11/15/2025 4,197
HALLIBURTON CO 100 4.85 11/15/2035 107
HANESBRANDS INC 810 4.63 5/15/2024 841
HANESBRANDS INC 730 4.88 5/15/2026 757
HANJIN INTL CORP 2,000 0.00 10/18/2020 1,975
HARBOURVEST PARTNERS L P 1,596 0.00 3/1/2025 1,581
HARLAND CLARKE HOLDINGS 1,391 8.38 8/15/2022 1,180
HARLAND CLARKE HOLDINGS 712 6.88 3/1/2020 703
HARLAND CLARKE HOLDINGS 250 9.25 3/1/2021 243
HARLEY DAVIDSON FINL SER 400 2.85 1/15/2021 401
HARLEY DAVIDSON INC 3,000 3.50 7/28/2025 3,029
HARMAN INTL IND 3,000 4.15 5/15/2025 3,192
HARTFORD FINL SVCS GRP 5,000 5.13 4/15/2022 5,361
HARTFORD FINL SVCS GRP 3,000 4.40 3/15/2048 3,269
HASBRO INC 5,000 5.10 5/15/2044 5,162
HASBRO INC 2,000 3.50 9/15/2027 2,028
HC GROUP HOLDINGS II INC 744 0.00 5/21/2026 741
HCA HEALTHCARE INC 3,000 6.25 2/15/2021 3,140
HCA INC 5,000 5.13 6/15/2039 5,197
HCA INC 5,000 4.13 6/15/2029 5,141
HCA INC 1,798 5.88 2/1/2029 1,967
HCA INC 4,831 5.38 9/1/2026 5,204
HCA INC 2,686 5.63 9/1/2028 2,903
HCA INC 2,118 5.38 2/1/2025 2,286
HCA INC 2,323 5.88 5/1/2023 2,525
HCA INC 1,845 5.88 2/15/2026 2,037
HCA INC 455 7.50 2/15/2022 503
HCA INC 310 4.50 2/15/2027 331
HCA INC 530 5.25 6/15/2026 586
HCA INC 400 5.00 3/15/2024 436
HCA INC 840 5.50 6/15/2047 901
HCA INC 100 4.25 10/15/2019 100
HCA INC 100 6.50 2/15/2020 102
HCA INC 1,300 5.88 3/15/2022 1,424
HCA INC 200 4.75 5/1/2023 214
HCA INC. 407 0.00 3/13/2025 407
HCP INC 5,000 3.15 8/1/2022 5,085
HCP INC 3,000 3.40 2/1/2025 3,067
HCP INC 2,000 3.50 7/15/2029 2,011
HCP INC 2,000 3.25 7/15/2026 2,015
HD SUPPLY INC 2,400 5.38 10/15/2026 2,531
HEATHROW FUNDING LTD 5,400 4.88 7/15/2023 5,615
HERC HOLDINGS INC 951 5.50 7/15/2027 957
HERC RENTALS INC 401 7.50 6/1/2022 416
HERSHEY COMPANY 2,000 3.38 5/15/2023 2,092
HERSHEY COMPANY 2,000 3.10 5/15/2021 2,032
HERTZ CORP 1,602 7.63 6/1/2022 1,664
HERTZ CORP 800 6.25 10/15/2022 808
HERTZ CORP 800 5.50 10/15/2024 765
HERTZ CORP 500 5.88 10/15/2020 501
HERTZ HOLDGS NETHERLANDS 100 5.50 3/30/2023 120
HERTZ VEHICLE FINANCING LLC 4,927 4.03 7/25/2024 5,152
HERTZ VEHICLE FINANCING LLC 2,465 5.33 9/25/2021 2,479
HESS CORP 5,000 6.00 1/15/2040 5,522
HESS INF PART / FIN CORP 878 5.63 2/15/2026 905
HEXCEL CORP 2,000 4.70 8/15/2025 2,144
HIGHPOINT OPERATING CORP 300 8.75 6/15/2025 287
HILL ROM HOLDINGS INC 100 5.75 9/1/2023 103
HILTON DOMESTIC OPERATIN 800 5.13 5/1/2026 834
HILTON DOMESTIC OPERATIN 2,656 4.88 1/15/2030 2,737
HILTON DOMESTIC OPERATIN 387 4.25 9/1/2024 393
HILTON GRAND VACA LLC/IN 300 6.13 12/1/2024 320
HILTON WORLDWIDE FIN LLC 634 4.63 4/1/2025 649
HILTON WORLDWIDE FIN LLC 1,279 4.88 4/1/2027 1,322
HILTON WORLDWIDE FINANCE LLC 2,363 0.00 6/22/2026 2,363
HLF FIN SARL LLC/HERBALI 500 7.25 8/15/2026 502
HOLCIM US FINANCE SARL + 600 6.00 12/30/2019 608
HOLOGIC INC 274 4.63 2/1/2028 278
HOLOGIC INC 319 4.38 10/15/2025 323
HOME DEPOT INC 9,000 5.88 12/16/2036 11,962
HOME DEPOT INC 5,000 3.75 2/15/2024 5,345
HOME DEPOT INC 2,000 2.63 6/1/2022 2,034
HOME DEPOT INC 2,000 3.00 4/1/2026 2,068
HOME DEPOT INC 5,000 3.50 9/15/2056 4,935
HOME DEPOT INC 3,000 3.90 12/6/2028 3,306
HOME DEPOT INC 3,000 4.50 12/6/2048 3,538
HOME DEPOT INC 3,000 2.95 6/15/2029 3,077
HONDA AUTO RECEIVABLES OWNER T 4,954 1.33 11/18/2022 4,934
HORIZON PHARMA USA INC 118 6.63 5/1/2023 122
HORNBECK OFFSHORE SERV 300 5.00 3/1/2021 154
HORNBLOWER SUB LLC 3,105 0.00 4/27/2025 3,101
HOSPITALITY PROP TRUST 4,000 4.95 2/15/2027 4,027
HOSPITALITY PROP TRUST 2,000 3.95 1/15/2028 1,878
HOST HOTELS + RESORTS LP 1,875 4.75 3/1/2023 1,990
HOST HOTELS + RESORTS LP 2,000 3.75 10/15/2023 2,049
HOST HOTELS + RESORTS LP 5,000 4.00 6/15/2025 5,177
HOWARD HUGHES CORP 412 5.38 3/15/2025 425
HP ENTERPRISE CO 9,000 4.40 10/15/2022 9,493
HP ENTERPRISE CO 4,000 3.60 10/15/2020 4,052
HP ENTERPRISE CO 3,000 3.50 10/5/2021 3,061
HP ENTERPRISE CO 1,200 3.32 10/5/2021 1,200
HP INC 1,761 3.75 12/1/2020 1,790
HP INC 4,800 4.30 6/1/2021 4,962
HSBC BANK PLC 2,290 4.75 1/19/2021 2,373
HSBC BANK USA NA 5,440 4.88 8/24/2020 5,585
HSBC HOLDINGS PLC 8,000 4.00 3/30/2022 8,336
HSBC HOLDINGS PLC 5,000 5.10 4/5/2021 5,224
HSBC HOLDINGS PLC 5,890 4.25 3/14/2024 6,216
HSBC HOLDINGS PLC 6,940 3.40 3/8/2021 7,049
HSBC HOLDINGS PLC 5,000 4.04 3/13/2028 5,245
HSBC HOLDINGS PLC 5,000 3.26 3/13/2023 5,087
HSBC HOLDINGS PLC 3,000 3.90 5/25/2026 3,137
HSBC HOLDINGS PLC 5,000 3.60 5/25/2023 5,201
HSBC HOLDINGS PLC 5,000 4.38 11/23/2026 5,292
HSBC HOLDINGS PLC 2,000 3.03 11/22/2023 2,026
HSBC HOLDINGS PLC 7,380 4.58 6/19/2029 8,059
HSBC HOLDINGS PLC 15,160 4.29 9/12/2026 16,135
HSBC HOLDINGS PLC 4,580 3.97 5/22/2030 4,781
HSBC HOLDINGS PLC 573 6.00 12/31/2099 586
HSBC HOLDINGS PLC 960 4.25 8/18/2025 1,010
HSBC HOLDINGS PLC 520 4.30 3/8/2026 557
HSBC HOLDINGS PLC 1,520 6.25 12/31/2099 1,566
HSBC HOLDINGS PLC 1,020 6.50 12/31/2099 1,068
HSBC USA INC 5,000 5.00 9/27/2020 5,148
HSI ASSET SECURITIZATION CORPO 335 2.58 2/25/2036 333
HUB INTERNATIONAL LTD 3,383 7.00 5/1/2026 3,430
HUB INTL LTD 2,970 0.00 4/25/2025 2,893
HUDBAY MINERALS INC 250 7.63 1/15/2025 258
HUDBAY MINERALS INC 200 7.25 1/15/2023 206
HUGHES SATELLITE SYSTEMS 1,062 5.25 8/1/2026 1,092
HUGHES SATELLITE SYSTEMS 750 6.63 8/1/2026 788
HUMANA INC 3,400 4.63 12/1/2042 3,557
HUMANA INC 3,220 3.15 12/1/2022 3,280
HUMANA INC 90 3.95 3/15/2027 94
HUMANA INC 30 4.80 3/15/2047 33
HUMANA INC 100 4.95 10/1/2044 111
HUMANA INC 800 2.90 12/15/2022 811
HUNGARY 2,170 5.75 11/22/2023 2,460
HUNTINGTON BANCSHARES 3,000 3.15 3/14/2021 3,038
HUNTINGTON BANCSHARES 500 5.70 12/31/2099 502
HUNTSMAN INTERNATIONAL L 600 5.13 11/15/2022 634
HUTCH WHAMPOA INT 14 LTD 3,340 3.63 10/31/2024 3,496
HYDRO QUEBEC 2,000 8.05 7/7/2024 2,546
HYLAND SOFTWARE INC 1,935 0.00 7/7/2025 1,940
HYLAND SOFTWARE INC 2,438 0.00 7/1/2024 2,419
HYUNDAI CAPITAL SERVICES 7,000 2.88 3/16/2021 7,011
HYUNDAI CAPITAL SERVICES 2,370 2.63 9/29/2020 2,368
IAA INC 627 5.50 6/15/2027 652
IAMGOLD CORP 500 7.00 4/15/2025 517
IBM CORP 5,000 2.88 11/9/2022 5,104
IBM CORP 5,000 3.50 5/15/2029 5,230
IBM CORP 10,000 3.30 5/15/2026 10,358
IBM CORP 12,150 3.00 5/15/2024 12,474
IBM CORP 7,000 2.85 5/13/2022 7,121
IBM CREDIT LLC 25,000 2.85 1/20/2021 25,004
ICAHN ENTERPRISES/FIN 1,011 6.25 5/15/2026 1,021
ICAHN ENTERPRISES/FIN 759 6.38 12/15/2025 776
ICAHN ENTERPRISES/FIN 501 6.75 2/1/2024 523
ICAHN ENTERPRISES/FIN 300 6.00 8/1/2020 301
ICAHN ENTERPRISES/FIN 1,500 5.88 2/1/2022 1,517
ICICI BANK LTD/DUBAI 1,970 3.13 8/12/2020 1,976
ICICI BANK LTD/DUBAI 200 3.13 8/12/2020 201
IG INVTS HLDGS LLC 2,857 0.00 5/23/2025 2,827
IHEARTCOMMUNICATIONS INC. 870 0.00 5/1/2026 871
IHEARTCOMMUNICATIONS INC 270 6.38 5/1/2026 287
IHO VERWALTUNGS GMBH 100 3.63 5/15/2025 116
IHO VERWALTUNGS GMBH 101 3.88 5/15/2027 117
IHS NETHERLANDS HOLDCO 385 9.50 10/27/2021 400
IMMUCOR INC 1,152 0.00 6/15/2021 1,147
IMMUCOR INC 159 11.13 2/15/2022 162
INDIANA MICHIGAN POWER 2,000 4.25 8/15/2048 2,201
INDIANA UNIV HEALTH INC 1,000 3.97 11/1/2048 1,080
INDIGO NATURAL RES LLC 467 6.88 2/15/2026 420
INDUSTRIAL BANK OF KOREA 5,000 2.00 4/23/2020 4,988
INDUSTRIAL SENIOR TRUST 100 5.50 11/1/2022 102
INDYMAC INDA MORTGAGE LOAN TRU 164 4.67 11/25/2035 164
INDYMAC INDA MORTGAGE LOAN TRU 1,174 4.18 1/25/2036 1,140
INEOS GROUP HOLDINGS SA 700 5.63 8/1/2024 714
INEOS US FIN LLC 2,454 0.00 3/31/2024 2,420
INFOR (US) INC 2,720 0.00 2/1/2022 2,711
INFOR US INC 5,936 6.50 5/15/2022 6,041
INFORMATICA LLC 1,655 7.13 7/15/2023 1,683
ING BANK NV 840 2.50 10/1/2019 840
ING BANK NV 1,510 5.80 9/25/2023 1,668
ING GROEP NV 2,000 3.95 3/29/2027 2,103
ING GROEP NV 3,000 3.48 3/29/2022 3,037
ING GROEP NV 3,000 4.63 1/6/2026 3,268
ING GROEP NV 3,000 4.05 4/9/2029 3,191
ING GROEP NV 471 6.50 12/29/2049 487
INGERSOLL RAND LUX FINAN 2,000 4.65 11/1/2044 2,167
INGERSOLL RAND LUX FINAN 3,000 3.55 11/1/2024 3,125
INGEVITY CORP 500 4.50 2/1/2026 486
INGLES MARKETS INC 300 5.75 6/15/2023 306
INMARSAT FINANCE PLC 250 4.88 5/15/2022 252
INMARSAT FINANCE PLC 800 6.50 10/1/2024 839
INOVALON HLDGS INC 2,385 0.00 4/2/2025 2,381
INSTALLED BLDG PRODS INC 2,948 0.00 4/15/2025 2,903
INTEL CORP 5,000 3.30 10/1/2021 5,139
INTEL CORP 7,180 3.70 7/29/2025 7,702
INTEL CORP 5,000 2.45 7/29/2020 5,012
INTEL CORP 5,000 3.10 7/29/2022 5,149
INTEL CORP 3,000 3.15 5/11/2027 3,122
INTEL CORP 5,000 4.10 5/11/2047 5,469
INTEL CORP 206 3.73 12/8/2047 214
INTELSAT JACKSON HLDG 4,410 8.50 10/15/2024 4,367
INTELSAT JACKSON HLDG 2,305 9.75 7/15/2025 2,359
INTELSAT JACKSON HLDG 2,400 5.50 8/1/2023 2,196
INTELSAT JACKSON HLDG 145 8.00 2/15/2024 151
INTELSAT JACKSON HLDGS S A 474 0.00 11/27/2023 469
INTELSAT JACKSON HLDGS S A 2,024 0.00 1/2/2024 2,030
INTELSAT JACKSON HLDGS S A 1,005 0.00 1/2/2024 1,007
INTER AMERICAN DEVEL BK 5,000 1.38 7/15/2020 4,968
INTER AMERICAN DEVEL BK 5,000 1.75 4/14/2022 4,993
INTER AMERICAN DEVEL BK 3,000 3.00 9/26/2022 3,112
INTERCONTINENTALEXCHANGE 2,000 3.75 9/21/2028 2,152
INTERCONTINENTALEXCHANGE 2,000 4.25 9/21/2048 2,245
INTERNATIONAL GAME TECH 100 3.50 6/15/2026 118
INTERNATIONAL GAME TECH 585 3.50 7/15/2024 710
INTERNATIONAL GAME TECH 1,500 6.25 1/15/2027 1,640
INTERNATIONAL GAME TECH 500 6.25 2/15/2022 528
INTERNATIONAL GAME TECH 1,000 6.50 2/15/2025 1,094
INTERNATIONAL PAPER CO 2,298 4.75 2/15/2022 2,426
INTERNATIONAL PAPER CO 2,000 5.00 9/15/2035 2,199
INTERNATIONAL PAPER CO 5,000 4.40 8/15/2047 4,883
INTERNATIONAL PAPER CO 3,000 4.35 8/15/2048 2,939
INTERNATIONAL SEAWAYS OPERAT 1,922 0.00 6/22/2022 1,917
INTERPUBLIC GROUP COS 8,000 4.20 4/15/2024 8,607
INTERTAPE POLYMER GROUP 212 7.00 10/15/2026 219
INTERXION HOLDING NV 100 4.75 6/15/2025 124
INTERXION HOLDING NV 220 4.75 6/15/2025 273
INTESA SANPAOLO SPA 200 7.00 12/29/2049 240
INTESA SANPAOLO SPA 200 5.71 1/15/2026 202
INTESA SANPAOLO SPA 2,970 5.02 6/26/2024 2,976
INTESA SANPAOLO SPA 390 3.38 1/12/2023 388
INTESA SANPAOLO SPA 700 3.13 7/14/2022 693
INTL BK RECON + DEVELOP 5,000 2.13 2/13/2023 5,061
INTL BK RECON + DEVELOP 5,000 1.88 10/7/2022 5,012
INTL BK RECON + DEVELOP 10,000 1.75 4/19/2023 9,983
INTL BK RECON + DEVELOP 10,000 1.63 3/9/2021 9,961
INTL BK RECON + DEVELOP 3,000 3.13 11/20/2025 3,214
INTL BK RECON + DEVELOP 5,000 2.75 7/23/2021 5,095
INTL BK RECON + DEVELOP 25,000 2.65 6/7/2022 25,000
INTL FINANCE CORP 5,000 2.13 4/7/2026 5,053
INTL FINANCE CORP 3,000 2.00 10/24/2022 3,022
INTL FINANCE CORP 5,000 1.55 11/4/2021 4,953
INTL LEASE FINANCE CORP 3,150 5.88 8/15/2022 3,439
INTL LEASE FINANCE CORP 1,610 8.63 1/15/2022 1,837
INTRAWEST RESORTS HLDGS INC 4,622 0.00 7/31/2024 4,599
INVERSIONES CMPC SA 3,000 4.38 4/4/2027 3,138
INVESCO FINANCE PLC 5,000 3.75 1/15/2026 5,230
INVICTUS 75 0.00 3/30/2026 74
IQVIA INC 100 3.25 3/15/2025 117
IQVIA INC 721 5.00 5/15/2027 744
IQVIA INC 210 3.25 3/15/2025 246
IQVIA INC 932 5.00 10/15/2026 966
IQVIA INC 100 3.50 10/15/2024 117
IRB HLDG CORP 2,883 0.00 2/5/2025 2,844
IRB HOLDING CORP 287 6.75 2/15/2026 288
IRON MOUNTAIN INC 100 3.00 1/15/2025 117
IRON MOUNTAIN INC 1,171 4.88 9/15/2027 1,160
IRON MOUNTAIN INC 490 5.25 3/15/2028 492
IRON MOUNTAIN INC 1,250 5.75 8/15/2024 1,262
IRON MOUNTAIN INC 500 4.38 6/1/2021 505
IRON MOUNTAIN UK PLC 100 3.88 11/15/2025 126
IRSA PROPIEDADES COM 155 8.75 3/23/2023 149
ISTAR INC 1,876 5.25 9/15/2022 1,921
ISTAR INC 56 4.63 9/15/2020 57
ISTAR INC 347 6.00 4/1/2022 356
ISTAR INC 3,303 0.00 6/28/2023 3,294
ITRON INC 38 5.00 1/15/2026 39
IVORY COAST 1,837 5.75 12/31/2032 1,785
IVORY MERGER SUB INC. 1,689 0.00 3/7/2025 1,598
IWH UK MIDCO LIMITED 1,000 0.00 1/31/2025 1,127
J2 CLOUD LLC/GLOBAL INC 736 6.00 7/15/2025 771
JABIL INC 1,000 4.70 9/15/2022 1,043
JABIL INC 3,000 3.95 1/12/2028 2,937
JACKSON NATL LIFE GLOBAL 50,000 2.91 5/27/2021 50,000
JACOBS ENTERTAINMENT INC 250 7.88 2/1/2024 267
JAGUAR HL / PPDI 2,891 6.38 8/1/2023 2,990
JAGUAR HLDG CO II 395 0.00 8/18/2022 393
JAGUAR LAND ROVER AUTOMO 100 4.50 1/15/2026 101
JAGUAR LAND ROVER AUTOMO 100 2.20 1/15/2024 98
JAGUAR LAND ROVER AUTOMO 300 5.63 2/1/2023 297
JAGUAR LAND ROVER AUTOMO 300 4.25 11/15/2019 300
JAGUAR LAND ROVER AUTOMO 450 3.50 3/15/2020 447
JAMES HARDIE INTL FIN 200 4.75 1/15/2025 204
JAMESTOWN CLO LTD 231 3.29 7/15/2026 231
JANE STR GROUP LLC 808 0.00 8/25/2022 802
JASON INCORPORATED 997 0.00 6/30/2021 934
JB POINDEXTER + CO INC 250 7.13 4/15/2026 255
JBS USA LLC/JBS USA FINA 1,949 5.88 7/15/2024 2,005
JBS USA LLC/JBS USA FINA 3,045 5.75 6/15/2025 3,166
JBS USA LUX SA 1,505 0.00 5/1/2026 1,501
JBS USA LUX/JBS USA FIN 1,634 6.75 2/15/2028 1,774
JBS USA/FOOD/FINANCE 1,047 6.50 4/15/2029 1,137
JC PENNEY CORP INC 8 5.65 6/1/2020 7
JC PENNEY CORP INC 500 5.88 7/1/2023 419
JC PENNEY CORP INC 250 8.63 3/15/2025 125
JEFFERIES FIN LLC / JFIN 300 7.25 8/15/2024 295
JEFFERIES FINANCE LLC 328 0.00 6/3/2026 327
JEFFERIES GROUP LLC 3,000 6.88 4/15/2021 3,208
JEFFERIES GROUP LLC 1,000 5.13 1/20/2023 1,072
JEFFERIES GRP LLC / CAP 3,000 4.85 1/15/2027 3,104
JEFFERSON BIDCO INC 2,950 0.00 9/7/2023 2,924
JEFFERSON BIDCO INC 271 0.00 9/7/2024 265
JELD WEN INC 18 4.88 12/15/2027 17
JELD WEN INC 214 4.63 12/15/2025 210
JERROLD FINCO PLC 100 6.25 9/15/2021 130
JM SMUCKER CO 3,000 4.25 3/15/2035 3,081
JOHN DEERE CAPITAL CORP 2,500 3.90 7/12/2021 2,584
JOHN DEERE CAPITAL CORP 5,000 2.80 1/27/2023 5,094
JOHN DEERE CAPITAL CORP 2,000 2.80 9/8/2027 2,024
JOHN DEERE CAPITAL CORP 3,500 3.13 9/10/2021 3,569
JOHN DEERE CAPITAL CORP 2,000 3.45 3/7/2029 2,137
JOHN DEERE CAPITAL CORP 3,000 3.20 1/10/2022 3,072
JOHN DEERE CAPITAL CORP 240 1.70 1/15/2020 239
JOHN DEERE CAPITAL CORP 25,000 2.68 3/12/2021 25,019
JOHN DEERE CAPITAL CORP 15,000 2.77 1/7/2020 15,000
JOHN DEERE OWNER TRUST 4,291 1.82 10/15/2021 4,278
JOHNSON + JOHNSON 450 3.63 3/3/2037 482
JOHNSON CONTROLS INTL PL 2,000 4.50 2/15/2047 2,032
JOHNSON CONTROLS INTL PL 2,000 4.63 7/2/2044 2,059
JOSEPH T RYERSON + SON I 250 11.00 5/15/2022 265
JOSTENS 1,041 0.00 12/19/2025 1,028
JP MORGAN CHASE BANK NA 30,000 3.09 4/26/2021 30,087
JP MORGAN CHASE BANK NA 15,000 2.89 2/19/2021 15,000
JP MORGAN CHASE BANK NA 30,000 3.04 2/19/2021 30,000
JP MORGAN CHASE BANK NA 15,000 2.75 9/1/2020 15,000
JP MORGAN CHASE BANK NA 35,523 2.87 2/1/2021 35,537
JP MORGAN CHASE BANK NA 25,000 2.93 4/26/2021 25,009
JP MORGAN CHASE BANK NA 20,000 2.98 10/19/2020 20,009
JP MORGAN CHASE COMMERCIAL MOR 6,121 4.27 6/15/2045 6,410
JP MORGAN CHASE COMMERCIAL MOR 408 6.00 2/12/2049 244
JP MORGAN CHASE COMMERCIAL MOR 10 6.58 2/15/2051 10
JP MORGAN CHASE COMMERCIAL MOR 925 6.28 4/17/2045 374
JP MORGAN CHASE COMMERCIAL MOR 660 4.75 7/15/2047 694
JP MORGAN CHASE COMMERCIAL MOR 410 3.14 6/15/2045 410
JP MORGAN CHASE COMMERCIAL MOR 1,000 3.39 6/13/2052 1,048
JP MORGAN CHASE COMMERCIAL MOR 2,731 3.80 7/15/2047 2,895
JP MORGAN CHASE COMMERCIAL MOR 2,000 3.91 1/15/2049 2,157
JP MORGAN CHASE COMMERCIAL MOR 3,000 3.48 6/15/2045 3,071
JP MORGAN CHASE COMMERCIAL MOR 3,045 4.26 12/15/2047 3,161
JP MORGAN CHASE COMMERCIAL MOR 2,500 2.82 8/15/2049 2,534
JP MORGAN CHASE COMMERCIAL MOR 5,000 3.65 12/15/2049 5,322
JP MORGAN CHASE COMMERCIAL MOR 1,750 3.47 12/15/2049 1,834
JP MORGAN CHASE COMMERCIAL MOR 1,500 3.72 3/15/2050 1,605
JP MORGAN MORTGAGE ACQUISITION 700 2.64 8/25/2036 687
JP MORGAN MORTGAGE TRUST 441 4.56 4/25/2035 447
JP MORGAN MORTGAGE TRUST 3,687 4.00 12/25/2048 3,760
JP MORGAN MORTGAGE TRUST 1,403 2.75 9/25/2044 1,396
JP MORGAN MORTGAGE TRUST 5,140 2.78 1/25/2045 5,135
JP MORGAN MORTGAGE TRUST 345 4.47 8/25/2035 351
JP MORGAN MORTGAGE TRUST 535 4.31 11/25/2035 509
JP MORGAN MORTGAGE TRUST 327 4.35 9/25/2035 333
JP MORGAN MORTGAGE TRUST 1,025 6.00 4/25/2036 1,071
JP MORGAN MORTGAGE TRUST 2,417 3.54 3/25/2043 2,412
JP MORGAN MORTGAGE TRUST 3,083 3.50 5/25/2046 3,099
JP MORGAN MORTGAGE TRUST 1,982 2.65 12/25/2046 1,978
JP MORGAN MORTGAGE TRUST 6,741 3.50 10/25/2048 6,815
JP MORGAN MORTGAGE TRUST 5,171 3.50 9/25/2048 5,217
JP MORGAN MORTGAGE TRUST 2,014 3.50 10/25/2048 2,038
JPMBB COMMERCIAL MORTGAGE SECU 790 4.77 8/15/2048 853
JPMBB COMMERCIAL MORTGAGE SECU 180 5.05 1/15/2047 195
JPMBB COMMERCIAL MORTGAGE SECU 5,035 4.00 4/15/2047 5,385
JPMBB COMMERCIAL MORTGAGE SECU 1,600 3.93 9/15/2047 1,708
JPMBB COMMERCIAL MORTGAGE SECU 1,500 3.66 9/15/2047 1,555
JPMBB COMMERCIAL MORTGAGE SECU 1,455 3.64 11/15/2047 1,533
JPMBB COMMERCIAL MORTGAGE SECU 2,000 3.80 1/15/2048 2,107
JPMBB COMMERCIAL MORTGAGE SECU 4,864 3.23 10/15/2048 5,039
JPMBB COMMERCIAL MORTGAGE SECU 2,520 2.91 10/15/2048 2,569
JPMBB COMMERCIAL MORTGAGE SECU 5,000 3.82 7/15/2048 5,321
JPMBB COMMERCIAL MORTGAGE SECU 2,000 5.37 11/15/2045 2,163
JPMDB COMMERCIAL MORTGAGE SECU 3,000 4.21 6/15/2051 3,334
JPMORGAN CHASE + CO 10,000 5.60 7/15/2041 12,982
JPMORGAN CHASE + CO 10,220 4.35 8/15/2021 10,628
JPMORGAN CHASE + CO 5,060 4.50 1/24/2022 5,333
JPMORGAN CHASE + CO 5,000 4.63 5/10/2021 5,205
JPMORGAN CHASE + CO 5,000 3.25 9/23/2022 5,137
JPMORGAN CHASE + CO 5,000 4.85 2/1/2044 5,969
JPMORGAN CHASE + CO 8,000 3.63 5/13/2024 8,423
JPMORGAN CHASE + CO 5,000 4.13 12/15/2026 5,355
JPMORGAN CHASE + CO 5,000 3.20 6/15/2026 5,151
JPMORGAN CHASE + CO 5,000 2.30 8/15/2021 4,993
JPMORGAN CHASE + CO 5,000 3.30 4/1/2026 5,175
JPMORGAN CHASE + CO 3,000 3.54 5/1/2028 3,122
JPMORGAN CHASE + CO 5,000 2.70 5/18/2023 5,052
JPMORGAN CHASE + CO 14,500 3.63 12/1/2027 14,965
JPMORGAN CHASE + CO 5,000 3.88 7/24/2038 5,234
JPMORGAN CHASE + CO 3,000 2.78 4/25/2023 3,029
JPMORGAN CHASE + CO 5,000 3.96 11/15/2048 5,285
JPMORGAN CHASE + CO 11,195 4.01 4/23/2029 12,063
JPMORGAN CHASE + CO 5,000 3.56 4/23/2024 5,183
JPMORGAN CHASE + CO 5,000 3.90 1/23/2049 5,250
JPMORGAN CHASE + CO 5,000 3.51 1/23/2029 5,184
JPMORGAN CHASE + CO 3,000 3.51 6/18/2022 3,065
JPMORGAN CHASE + CO 5,400 4.45 12/5/2029 6,004
JPMORGAN CHASE + CO 6,980 4.02 12/5/2024 7,413
JPMORGAN CHASE + CO 3,000 3.80 7/23/2024 3,142
JPMORGAN CHASE + CO 8,580 4.20 7/23/2029 9,372
JPMORGAN CHASE + CO 3,000 3.70 5/6/2030 3,163
JPMORGAN CHASE + CO 187 5.15 12/29/2049 190
JPMORGAN CHASE + CO 1,070 5.00 12/29/2049 1,065
JPMORGAN CHASE + CO 395 6.10 10/29/2049 422
JPMORGAN CHASE + CO 225 6.00 12/31/2049 237
JPMORGAN CHASE + CO 140 6.75 1/29/2049 154
JPMORGAN CHASE + CO 189 6.05 12/29/2049 189
JPMORGAN CHASE + CO 250 4.25 10/1/2027 270
JPMORGAN CHASE + CO 1,650 3.88 9/10/2024 1,734
JPN BANK FOR INT L COOP 3,000 2.38 4/20/2026 3,023
JPN BANK FOR INT L COOP 1,500 2.13 7/21/2020 1,500
JPN BANK FOR INT L COOP 1,000 2.88 7/21/2027 1,038
JPN BANK FOR INT L COOP 3,000 3.13 7/20/2021 3,071
JPN BANK FOR INT L COOP 3,500 3.25 7/20/2023 3,658
JUBILEE CDO BV 1,270 0.48 12/15/2029 1,437
JYSKE REALKREDIT A/S 14,700 1.00 4/1/2020 2,270
K HOVNANIAN ENTERPRISES 300 10.00 7/15/2022 253
K MAC HOLDINGS CORP 2,767 0.00 3/14/2025 2,732
KAISER FOUNDATION HOSPIT 3,000 3.15 5/1/2027 3,090
KAISER FOUNDATION HOSPIT 5,000 4.15 5/1/2047 5,572
KANSAS CITY POWER + LT 5,000 5.30 10/1/2041 6,021
KANSAS CITY SOUTHERN 4,000 4.95 8/15/2045 4,539
KANSAS CITY SOUTHERN 4,000 4.30 5/15/2043 4,145
KAR AUCTION SERVICES INC 352 5.13 6/1/2025 359
KAZMUNAYGAS NATIONAL CO 360 6.38 10/24/2048 429
KAZMUNAYGAS NATIONAL CO 200 5.38 4/24/2030 221
KB HOME 500 7.63 5/15/2023 560
KB HOME 500 6.88 6/15/2027 533
KELLOGG CO 2,000 3.25 5/14/2021 2,035
KENAN ADVANTAGE GROUP 500 7.88 7/31/2023 452
KENNEDY WILSON INC 1,000 5.88 4/1/2024 1,026
KERR MCGEE CORP 7,110 6.95 7/1/2024 8,345
KEURIG DR PEPPER INC 3,000 4.50 11/15/2045 3,033
KEURIG DR PEPPER INC 2,000 4.99 5/25/2038 2,203
KEURIG DR PEPPER INC 3,000 4.06 5/25/2023 3,151
KEURIG DR PEPPER INC 3,000 4.60 5/25/2028 3,287
KEY BANK NA 3,000 3.40 5/20/2026 3,087
KEY BANK NA 2,000 3.35 6/15/2021 2,041
KEYCORP 5,000 2.90 9/15/2020 5,030
KEYCORP 3,000 4.10 4/30/2028 3,265
KFC HLD/PIZZA HUT/TACO 472 4.75 6/1/2027 485
KFC HLD/PIZZA HUT/TACO 99 5.25 6/1/2026 104
KFC HLD/PIZZA HUT/TACO 97 5.00 6/1/2024 100
KFW 5,000 2.00 10/4/2022 5,032
KFW 5,000 2.75 10/1/2020 5,048
KFW 10,000 1.88 11/30/2020 9,994
KFW 5,000 2.00 11/30/2021 5,025
KFW 5,000 2.13 6/15/2022 5,049
KFW 5,000 2.88 4/3/2028 5,319
KFW 5,000 2.00 9/29/2022 5,033
KFW 10,000 3.13 12/15/2021 10,318
KILROY REALTY LP 2,000 4.38 10/1/2025 2,136
KIMCO REALTY CORP 2,000 3.40 11/1/2022 2,054
KIMCO REALTY CORP 3,000 4.45 9/1/2047 3,137
KINDER MORGAN ENER PART 500 6.50 4/1/2020 515
KINDER MORGAN ENER PART 7,345 6.95 1/15/2038 9,405
KINDER MORGAN ENER PART 5,000 5.00 8/15/2042 5,306
KINDER MORGAN ENER PART 1,050 5.00 10/1/2021 1,100
KINDER MORGAN ENER PART 4,000 6.38 3/1/2041 4,861
KINDER MORGAN ENER PART 3,000 4.70 11/1/2042 3,042
KINDER MORGAN ENER PART 3,000 3.50 3/1/2021 3,043
KINDER MORGAN ENER PART 5,000 5.40 9/1/2044 5,584
KINDER MORGAN ENER PART 4,000 5.63 9/1/2041 4,500
KINDER MORGAN ENER PART 740 3.50 9/1/2023 761
KINDER MORGAN INC 3,000 4.30 6/1/2025 3,204
KINDER MORGAN INC 2,000 5.20 3/1/2048 2,256
KINDER MORGAN INC 2,000 4.30 3/1/2028 2,140
KINDER MORGAN INC 530 5.30 12/1/2034 599
KINDER MORGAN INC/DELAWA 500 7.80 8/1/2031 668
KINDER MORGAN INC/DELAWA 230 7.75 1/15/2032 316
KINETIC CONCEPT/KCI USA 525 7.88 2/15/2021 538
KIRBY CORPORATION 2,000 4.20 3/1/2028 2,071
KKR GROUP FIN CO II 210 5.50 2/1/2043 240
KLA CORP 3,000 4.65 11/1/2024 3,285
KLEOPATRA HOLDINGS 1 SCA 327 8.50 6/30/2023 209
KLOCKNER PENTAPLAST AMER INC 1,728 0.00 6/30/2022 1,527
KOC HOLDING AS 350 5.25 3/15/2023 344
KOHL S CORPORATION 2,000 3.25 2/1/2023 2,009
KOHL S CORPORATION 546 4.75 12/15/2023 581
KOMATSU FINANCE AMERICA 300 2.12 9/11/2020 299
KOMATSU FINANCE AMERICA 1,200 2.44 9/11/2022 1,200
KOMMUNALBANKEN AS 3,000 1.38 10/26/2020 2,976
KOMMUNINVEST I SVERIGE 3,000 1.88 6/1/2021 2,998
KONINKLIJKE KPN NV 350 7.00 3/28/2073 373
KOREA DEVELOPMENT BANK 1,500 3.23 2/27/2022 1,508
KOREA DEVELOPMENT BANK 3,000 3.31 7/6/2022 3,018
KOREA EAST WEST POWER CO 2,000 2.50 6/2/2020 2,003
KRAFT HEINZ FOODS CO 5,010 3.50 6/6/2022 5,141
KRAFT HEINZ FOODS CO 3,000 6.50 2/9/2040 3,505
KRAFT HEINZ FOODS CO 3,150 5.00 7/15/2035 3,317
KRAFT HEINZ FOODS CO 5,200 3.50 7/15/2022 5,321
KRAFT HEINZ FOODS CO 3,000 4.38 6/1/2046 2,842
KRAFT HEINZ FOODS CO 2,400 3.12 2/10/2021 2,384
KRAFT HEINZ FOODS CO 330 3.95 7/15/2025 343
KRAFT HEINZ FOODS CO 595 5.38 2/10/2020 605
KRAFT HEINZ FOODS CO 280 3.00 6/1/2026 273
KRAFT HEINZ FOODS CO 40 4.00 6/15/2023 42
KRATOS DEFENSE + SEC 858 6.50 11/30/2025 923
KROGER CO 7,000 4.00 2/1/2024 7,406
KROGER CO 2,000 2.95 11/1/2021 2,023
KROGER CO 3,000 3.50 2/1/2026 3,062
KROGER CO 3,000 2.60 2/1/2021 3,009
KROGER CO 2,000 4.65 1/15/2048 2,010
KROGER CO 850 6.15 1/15/2020 866
KRONOS ACQUISITION HOLDI 700 9.00 8/15/2023 618
KRONOS INC 874 0.00 11/1/2024 902
KRONOS INC 2,383 0.00 11/1/2023 2,377
KUWAIT INTL BOND 2,110 3.50 3/20/2027 2,247
KVK CLO LTD 1,240 3.50 1/14/2028 1,235
L BRANDS INC 1,812 6.88 11/1/2035 1,611
L BRANDS INC 300 6.95 3/1/2033 249
L BRANDS INC 600 7.60 7/15/2037 519
L BRANDS INC 500 6.75 7/1/2036 436
L BRANDS INC 400 5.25 2/1/2028 366
L3 TECHNOLOGIES INC 684 3.95 5/28/2024 716
L3 TECHNOLOGIES INC 3,000 3.85 12/15/2026 3,151
L3 TECHNOLOGIES INC 3,000 3.85 6/15/2023 3,132
L3HARRIS TECH INC 3,000 3.83 4/27/2025 3,158
L3HARRIS TECH INC 320 5.05 4/27/2045 375
LA FINAC ATALIAN SA 630 4.00 5/15/2024 538
LABL ESCROW ISSUER LLC 874 6.75 7/15/2026 881
LABL ESCROW ISSUER LLC 300 10.50 7/15/2027 301
LABORATORY CORP OF AMER 5,000 3.60 2/1/2025 5,168
LADDER CAP FIN LLLP/CORP 402 5.25 10/1/2025 404
LAM RESEARCH CORP 3,000 3.75 3/15/2026 3,156
LAM RESEARCH CORP 2,000 4.00 3/15/2029 2,131
LAMAR MEDIA CORP 750 5.75 2/1/2026 790
LAMB WESTON HLD 2,060 4.88 11/1/2026 2,143
LAND O LAKES INC 2,500 6.00 11/15/2022 2,614
LATITUDE MANAGEMENT REAL ESTAT 291 3.42 2/22/2032 291
LAUREATE EDUCATION INC 695 8.25 5/1/2025 760
LBM BORROWER LLC 3,350 0.00 8/19/2022 3,341
LEAR CORP 2,000 4.25 5/15/2029 2,018
LEAR CORP 2,000 5.25 5/15/2049 1,976
LEARNING CARE GROUP 2,338 0.00 3/13/2025 2,298
LEE ENTERPRISES INC 400 9.50 3/15/2022 408
LEGGETT + PLATT INC 3,000 3.80 11/15/2024 3,085
LEGGETT + PLATT INC 3,000 4.40 3/15/2029 3,140
LENNAR CORP 4,385 4.75 11/29/2027 4,614
LENNAR CORP 173 6.63 5/1/2020 178
LENNAR CORP 1,020 6.25 12/15/2021 1,084
LENNAR CORP 45 5.25 6/1/2026 48
LENNAR CORP 1,395 4.75 5/30/2025 1,477
LENNAR CORP 1,150 4.50 4/30/2024 1,209
LENNAR CORP 40 5.00 6/15/2027 42
LENNAR CORP 400 4.75 11/15/2022 419
LENNAR CORP 700 5.38 10/1/2022 744
LENNAR CORP 500 4.88 12/15/2023 528
LEVEL 3 FINANCING INC 1,592 5.25 3/15/2026 1,650
LEVEL 3 FINANCING INC 540 5.38 8/15/2022 542
LEVEL 3 FINANCING INC 463 5.63 2/1/2023 468
LEVEL 3 FINANCING INC 36 5.38 5/1/2025 37
LEVEL 3 FINANCING INC 5,732 0.00 2/22/2024 5,683
LEVEL 3 FINANCING INC 2,000 6.13 1/15/2021 2,010
LEVEL 3 FINANCING INC 750 5.13 5/1/2023 758
LEVEL 3 PARENT LLC 1,126 5.75 12/1/2022 1,136
LEVI STRAUSS + CO 400 5.00 5/1/2025 415
LG+E AND KU ENERGY LLC 400 3.75 11/15/2020 406
LHC THREE PLC 319 4.13 8/15/2024 373
LIBERTY MUTUAL GROUP INC 3,000 4.57 2/1/2029 3,298
LIBERTY MUTUAL GROUP INC 2,000 4.50 6/15/2049 2,108
LIBERTY PROPERTY LP 3,000 3.25 10/1/2026 3,008
LIBERTY PROPERTY LP 2,000 4.38 2/1/2029 2,161
LIFESCAN GLOBAL CORP 556 0.00 10/1/2024 530
LINCOLN FINANCING SARL 100 3.88 4/1/2024 115
LINCOLN FINANCING SARL 297 3.63 4/1/2024 350
LINCOLN NATIONAL CORP 3,000 7.00 6/15/2040 4,142
LINCOLN NATIONAL CORP 4,000 4.85 6/24/2021 4,184
LINCOLN NATIONAL CORP 2,000 3.80 3/1/2028 2,098
LINCOLN NATIONAL CORP 2,000 4.35 3/1/2048 2,101
LIONS GATE CAPITAL HOLD 293 6.38 2/1/2024 308
LIONS GATE CAPITAL HOLD 1,344 5.88 11/1/2024 1,383
LIQUID TELECOM FINANCE 480 8.50 7/13/2022 481
LIVE NATION ENTERTAINMEN 348 4.88 11/1/2024 358
LLOYDS BANK PLC 1,200 2.70 8/17/2020 1,204
LLOYDS BANKING GROUP PLC 5,000 4.65 3/24/2026 5,215
LLOYDS BANKING GROUP PLC 2,000 4.58 12/10/2025 2,088
LLOYDS BANKING GROUP PLC 5,000 3.00 1/11/2022 5,048
LLOYDS BANKING GROUP PLC 6,000 3.75 1/11/2027 6,107
LLOYDS BANKING GROUP PLC 3,230 4.38 3/22/2028 3,434
LLOYDS BANKING GROUP PLC 3,000 4.45 5/8/2025 3,191
LLOYDS BANKING GROUP PLC 12,710 3.90 3/12/2024 13,234
LLOYDS BANKING GROUP PLC 3,000 4.05 8/16/2023 3,129
LLOYDS BANKING GROUP PLC 3,220 4.55 8/16/2028 3,469
LLOYDS BANKING GROUP PLC 870 4.50 11/4/2024 909
LLOYDS BANKING GROUP PLC 200 3.57 11/7/2028 200
LLOYDS BANKING GROUP PLC 1,500 6.75 12/31/2099 1,534
LLOYDS BANKING GROUP PLC 400 3.19 6/21/2021 400
LOCKHEED MARTIN CORP 3,000 3.35 9/15/2021 3,074
LOCKHEED MARTIN CORP 5,700 4.07 12/15/2042 6,279
LOCKHEED MARTIN CORP 6,410 3.55 1/15/2026 6,816
LOCKHEED MARTIN CORP 5,699 4.09 9/15/2052 6,331
LOCKHEED MARTIN CORP 160 4.50 5/15/2036 184
LOCKHEED MARTIN CORP 60 3.10 1/15/2023 62
LOS ANGELES CA DEPT WTR PWR 3,000 5.72 7/1/2039 4,024
LOS ANGELES CA UNIF SCH DIST 5,000 5.75 7/1/2034 6,372
LOS ANGELES CA UNIF SCH DIST 4,940 6.76 7/1/2034 6,784
LOUISIANA PACIFIC CORP 250 4.88 9/15/2024 254
LOWE S COS INC 4,000 4.65 4/15/2042 4,291
LOWE S COS INC 3,000 3.88 9/15/2023 3,170
LOWE S COS INC 5,000 3.70 4/15/2046 4,711
LOWE S COS INC 5,000 2.50 4/15/2026 4,908
LOWER CADENCE HOLDINGS LLC 1,830 0.00 5/22/2026 1,819
LPL HLDGS INC 149 0.00 9/23/2024 149
LSC COMMUNICATIONS INC 500 8.75 10/15/2023 475
LSTAR COMMERCIAL MORTGAGE TRUS 1,276 2.73 4/20/2048 1,284
LTI HLDGS INC 58 0.00 9/6/2025 55
LUKOIL INTL FINANCE BV 2,910 4.56 4/24/2023 3,020
LYB INTERNATIONAL FINANC 3,000 3.50 3/2/2027 3,053
LYB INTL FINANCE BV 3,000 5.25 7/15/2043 3,348
LYB INTL FINANCE BV 2,000 4.88 3/15/2044 2,130
LYONDELLBASELL IND NV 1,410 6.00 11/15/2021 1,512
M A COM TECHNOLOGY SOLUTIONS 1,970 0.00 5/17/2024 1,753
M/I HOMES INC 300 5.63 8/1/2025 305
MA FINANCECO LLC 20 0.00 6/21/2024 20
MA FINANCECO LLC 1,859 0.00 11/19/2021 1,837
MACQUARIE GROUP LTD 3,000 4.15 3/27/2024 3,132
MACYS RETAIL HLDGS INC 2,000 2.88 2/15/2023 1,966
MACYS RETAIL HLDGS INC 3,000 5.13 1/15/2042 2,658
MAGELLAN MIDSTREAM PARTN 3,000 5.15 10/15/2043 3,403
MAGELLAN MIDSTREAM PARTN 3,000 5.00 3/1/2026 3,333
MAGNOLIA OIL GAS/MAG FIN 342 6.00 8/1/2026 349
MALLINCKRODT FIN/SB 529 5.75 8/1/2022 453
MALLINCKRODT FIN/SB 250 4.88 4/15/2020 241
MANITOBA (PROVINCE OF) 7,000 2.05 11/30/2020 7,005
MANITOBA (PROVINCE OF) 2,000 2.13 5/4/2022 2,010
MANITOWOC COMPANY INC 407 9.00 4/1/2026 408
MANUF + TRADERS TRUST CO 2,000 2.50 5/18/2022 2,011
MANULIFE FINANCIAL CORP 3,000 4.15 3/4/2026 3,233
MARATHON CLO LTD 1,260 3.39 11/21/2027 1,252
MARATHON OIL CORP 5,000 3.85 6/1/2025 5,183
MARATHON PETROLEUM CORP 5,000 4.75 9/15/2044 5,197
MARATHON PETROLEUM CORP 5,000 3.63 9/15/2024 5,180
MARATHON PETROLEUM CORP 2,000 4.50 4/1/2048 2,007
MARATHON PETROLEUM CORP 3,000 4.75 12/15/2023 3,235
MARATHON PETROLEUM CORP 2,000 3.80 4/1/2028 2,035
MARRIOTT INTERNATIONAL 2,000 3.75 10/1/2025 2,083
MARRIOTT INTERNATIONAL 2,000 3.75 3/15/2025 2,084
MARRIOTT INTERNATIONAL 2,000 4.65 12/1/2028 2,206
MARRIOTT OWNERSHIP/ILG 1,068 6.50 9/15/2026 1,145
MARS INC 530 2.70 4/1/2025 541
MARS INC 260 3.20 4/1/2030 270
MARSH + MCLENNAN COS INC 2,000 4.80 7/15/2021 2,085
MARSH + MCLENNAN COS INC 2,000 2.75 1/30/2022 2,020
MARSH + MCLENNAN COS INC 3,000 4.35 1/30/2047 3,249
MARSH + MCLENNAN COS INC 2,000 3.50 12/29/2020 2,033
MARSH + MCLENNAN COS INC 3,000 4.38 3/15/2029 3,311
MARSH + MCLENNAN COS INC 3,000 4.75 3/15/2039 3,435
MARTIN MARIETTA MATERIAL 3,000 4.25 7/2/2024 3,185
MARTIN MARIETTA MATERIAL 2,000 4.25 12/15/2047 1,867
MASCO CORP 3,000 4.45 4/1/2025 3,202
MASCO CORP 3,100 3.50 4/1/2021 3,148
MASONITE INTERNATIONAL C 340 5.75 9/15/2026 352
MASONITE INTERNATIONAL C 565 5.63 3/15/2023 582
MASTEC INC 250 4.88 3/15/2023 253
MASTER CREDIT CARD TRUST 15,000 2.72 1/21/2022 15,000
MASTER CREDIT CARD TRUST 19,155 2.86 7/21/2022 19,206
MASTR ADJUSTABLE RATE MORTGAGE 337 4.60 12/25/2033 337
MASTR ALTERNATIVE LOANS TRUST 1,039 5.50 4/25/2034 1,039
MASTR ALTERNATIVE LOANS TRUST 11 5.50 5/25/2034 11
MASTR ASSET BACKED SECURITIES 1,103 3.18 2/25/2034 1,093
MASTR REPERFORMING LOAN TRUST 113 7.00 8/25/2034 115
MATADOR RESOURCES CO 627 5.88 9/15/2026 636
MATTAMY GROUP CORP 50 6.50 10/1/2025 53
MATTAMY GROUP CORP 281 6.88 12/15/2023 293
MATTEL INC 1,160 6.75 12/31/2025 1,193
MATTERHORN TELECOM SA 100 3.88 5/1/2022 115
MATTHEWS INTERNATIONAL C 186 5.25 12/1/2025 183
MATTHORN TEL HLD 276 4.88 5/1/2023 318
MAUSER PACKAGING SOLUT 2,794 5.50 4/15/2024 2,794
MAUSER PACKAGING SOLUT 1,500 7.25 4/15/2025 1,447
MCAFEE LLC 448 0.00 9/30/2024 447
MCDERMOTT TEC AMR/US INC 1,300 10.63 5/1/2024 1,216
MCDERMOTT TECHNOLOGY (AMERICAS 1,804 0.00 5/9/2025 1,773
MCDONALD S CORP 7,000 2.75 12/9/2020 7,043
MCDONALD S CORP 3,000 3.35 4/1/2023 3,114
MCDONALD S CORP 780 3.70 1/30/2026 829
MCDONALD S CORP 530 3.50 3/1/2027 557
MCDONALD S CORP 230 3.80 4/1/2028 247
MCDONALD S CORP 800 3.01 10/28/2021 799
MCGRAW HILL GLOBAL ED 250 7.88 5/15/2024 232
MCKESSON CORP 6,000 2.85 3/15/2023 6,033
MCLAREN FINANCE PLC 250 5.75 8/1/2022 241
MDC HOLDINGS INC 794 6.00 1/15/2043 743
MDC PARTNERS INC 447 6.50 5/1/2024 411
MEAD JOHNSON NUTRITION C 3,000 4.13 11/15/2025 3,246
MEDIACOM BRDBND LLC/CORP 125 5.50 4/15/2021 125
MEDNAX INC 1,936 6.25 1/15/2027 1,904
MEDNAX INC 796 5.25 12/1/2023 787
MEDPLAST HLDGS INC 444 0.00 7/2/2025 442
MEDTRONIC GLOBAL HLDINGS 520 3.35 4/1/2027 552
MEDTRONIC INC 3,000 2.75 4/1/2023 3,073
MEDTRONIC INC 7,874 4.63 3/15/2045 9,521
MEDTRONIC INC 7,000 3.15 3/15/2022 7,196
MEDTRONIC INC 7,000 4.38 3/15/2035 8,036
MEDTRONIC INC 1,430 3.50 3/15/2025 1,515
MEDTRONIC INC 60 3.13 3/15/2022 62
MEG ENERGY CORP 1,746 6.50 1/15/2025 1,755
MEG ENERGY CORP 975 6.38 1/30/2023 929
MEG ENERGY CORP 1,060 7.00 3/31/2024 1,011
MERCEDES BENZ AUTO LEASE TRUST 649 1.79 4/15/2020 648
MERCEDES BENZ MASTER OWNER TRU 31,700 2.65 5/16/2022 31,696
MERCER INTL INC 433 5.50 1/15/2026 431
MERCER INTL INC 583 6.50 2/1/2024 603
MERCER INTL INC 250 7.38 1/15/2025 266
MERCK + CO INC 5,000 3.88 1/15/2021 5,115
MERCK + CO INC 5,000 2.40 9/15/2022 5,052
MERCK + CO INC 2,000 3.70 2/10/2045 2,109
MERCK + CO INC 3,000 3.40 3/7/2029 3,187
MERCK + CO INC 3,000 3.90 3/7/2039 3,275
MERCK + CO INC 4,630 4.00 3/7/2049 5,143
MERCK + CO INC 370 2.75 2/10/2025 379
MEREDITH CORP 2,706 6.88 2/1/2026 2,876
MERIT SECURITIES CORPORATION 566 3.11 4/28/2027 552
MERITAGE HOMES CORP 145 5.13 6/6/2027 147
MERITAGE HOMES CORP 407 6.00 6/1/2025 438
MERITAGE HOMES CORP 550 7.00 4/1/2022 597
MERITOR INC 800 6.25 2/15/2024 824
MERLIN ENTERTAINMENTS PL 500 5.75 6/15/2026 526
MERRILL LYNCH MORTGAGE INVESTO 1,751 6.75 11/15/2026 1,755
MESSER INDS GMBH 2,041 0.00 3/1/2026 2,012
MET LIFE GLOB FUNDING I 7,000 2.64 9/19/2019 7,000
MET LIFE GLOB FUNDING I 25,000 2.82 1/8/2021 24,966
MET LIFE GLOB FUNDING I 25,000 3.26 1/15/2021 25,000
MET LIFE GLOB FUNDING I 3,000 2.91 5/28/2021 3,000
MET TRANSPRTN AUTH NY REVENUE 5,000 6.67 11/15/2039 6,987
MET WASHINGTON DC ARPTS AUTH D 7,000 7.46 10/1/2046 11,132
METLIFE CAPITAL TRUST IV 400 7.88 12/15/2067 506
METLIFE INC 5,000 4.13 8/13/2042 5,390
METLIFE INC 3,290 5.88 2/6/2041 4,317
METLIFE INC 5,000 3.05 12/15/2022 5,118
METLIFE INC 5,000 3.00 3/1/2025 5,137
METLIFE INC 3,000 4.60 5/13/2046 3,467
METLIFE INC 930 6.40 12/15/2066 1,064
METRO GOLDWYN MAYER INC 602 0.00 7/3/2026 582
METRO GOLDWYN MAYER INC 861 0.00 7/3/2025 851
MEX BONOS DESARR FIX RT 95,900 8.00 6/11/2020 5,001
MEX BONOS DESARR FIX RT 27,020 10.00 12/5/2024 1,573
MEX BONOS DESARR FIX RT 199,380 8.00 11/7/2047 10,548
MEX BONOS DESARR FIX RT 279,800 6.50 6/9/2022 14,223
MEX BONOS DESARR FIX RT 180,609 7.75 11/13/2042 9,320
MGM GROWTH PPTYS OPER PARTNER 3,835 0.00 3/21/2025 3,808
MGM GROWTH/MGM FINANCE 1,122 4.50 1/15/2028 1,115
MGM GROWTH/MGM FINANCE 3,019 5.63 5/1/2024 3,253
MGM GROWTH/MGM FINANCE 905 4.50 9/1/2026 926
MGM RESORTS INTL 665 7.75 3/15/2022 742
MGM RESORTS INTL 3,367 6.63 12/15/2021 3,638
MGM RESORTS INTL 322 4.63 9/1/2026 324
MGM RESORTS INTL 1,255 5.50 4/15/2027 1,316
MGM RESORTS INTL 1,500 5.75 6/15/2025 1,622
MGM RESORTS INTL 1,250 6.00 3/15/2023 1,355
MGM RESORTS INTL 400 5.25 3/31/2020 407
MGM RESORTS INTL 500 6.75 10/1/2020 523
MH SUB I LLC 3,293 0.00 9/13/2024 3,231
MHP LUX SA 211 6.95 4/3/2026 214
MICHAEL BAKER INTL 300 8.75 3/1/2023 306
MICHAELS STORES INC 333 0.00 1/30/2023 322
MICHAELS STORES INC 500 8.00 7/15/2027 498
MICHAELS STORES INC 500 5.88 12/15/2020 501
MICROCHIP TECHNOLOGY INC 2,395 0.00 5/29/2025 2,379
MICROSOFT CORP 5,000 4.00 2/12/2055 5,610
MICROSOFT CORP 5,000 2.38 2/12/2022 5,052
MICROSOFT CORP 11,950 2.40 8/8/2026 12,013
MICROSOFT CORP 5,050 3.45 8/8/2036 5,337
MICROSOFT CORP 5,000 2.00 8/8/2023 4,993
MICROSOFT CORP 7,000 3.70 8/8/2046 7,570
MICROSOFT CORP 5,000 4.25 2/6/2047 5,896
MICROSOFT CORP 7,940 3.30 2/6/2027 8,435
MICROSOFT CORP 4,000 4.10 2/6/2037 4,565
MICROSOFT CORP 4,290 2.88 2/6/2024 4,444
MICROSOFT CORP 320 2.70 2/12/2025 329
MICROSOFT CORP 200 3.95 8/8/2056 223
MID AMERICA APARTMENTS 2,000 4.20 6/15/2028 2,149
MID ATLANTIC INTERSTATE 2,000 4.10 5/15/2028 2,133
MIDAMERICAN ENERGY CO 3,000 3.95 8/1/2047 3,247
MIDAMERICAN ENERGY CO 3,000 3.10 5/1/2027 3,084
MIDAMERICAN ENERGY CO 2,000 3.65 8/1/2048 2,061
MIDAMERICAN ENERGY CO 2,000 4.25 7/15/2049 2,271
MIDAMERICAN ENERGY CO 2,000 3.65 4/15/2029 2,158
MIDCOAST ENERGY LLC 304 0.00 7/31/2025 304
MIDCONTINENT COMM + FIN 532 6.88 8/15/2023 552
MIDWEST CONNECTOR CAPIT 200 3.63 4/1/2022 205
MILLER S ALE HOUSE INC 1,489 0.00 5/26/2025 1,444
MINERAL RESOURCES LTD 883 8.13 5/1/2027 919
MISSISSIPPI POWER CO 3,290 3.95 3/30/2028 3,463
MITCHELL INTERNATIONAL INC 295 0.00 12/1/2025 285
MITCHELL INTL INC 1,842 0.00 11/29/2024 1,754
MITSUBISHI UFJ FIN GRP 1,726 2.95 3/1/2021 1,741
MITSUBISHI UFJ FIN GRP 5,000 2.53 9/13/2023 4,991
MITSUBISHI UFJ FIN GRP 3,000 3.96 3/2/2028 3,255
MITSUBISHI UFJ FIN GRP 3,000 4.05 9/11/2028 3,292
MITSUBISHI UFJ FIN GRP 3,000 3.54 7/26/2021 3,067
MITSUBISHI UFJ FIN GRP 980 3.00 2/22/2022 994
MITSUBISHI UFJ LEASE+FIN 400 3.41 2/28/2022 408
MITSUBISHI UFJ TR + BANK 3,000 2.65 10/19/2020 3,010
MIZUHO FINANCIAL GROUP 6,000 2.27 9/13/2021 5,978
MIZUHO FINANCIAL GROUP 2,000 4.02 3/5/2028 2,180
MIZUHO FINANCIAL GROUP 5,000 4.25 9/11/2029 5,514
MIZUHO FINANCIAL GROUP 3,000 3.46 2/28/2022 3,024
ML CFC COMMERCIAL MORTGAGE TRU 349 5.45 8/12/2048 216
ML CFC COMMERCIAL MORTGAGE TRU 208 6.19 9/12/2049 89
ML CFC COMMERCIAL MORTGAGE TRU 27 5.45 8/12/2048 17
MOBILE MINI INC 1,069 5.88 7/1/2024 1,105
MOHAWK INDUSTRIES INC 3,000 3.85 2/1/2023 3,120
MOHEGAN GAMING + ENT 800 7.88 10/15/2024 783
MOLINA HEALTHCARE INC 402 4.88 6/15/2025 408
MOLINA HEALTHCARE INC 287 5.38 11/15/2022 300
MOLSON COORS BREWING CO 3,000 4.20 7/15/2046 2,885
MOLSON COORS BREWING CO 2,000 3.00 7/15/2026 1,976
MOLSON COORS BREWING CO 130 3.50 5/1/2022 133
MOMENTIVE PERFORMANCE MATLS IN 193 0.00 5/15/2024 191
MONDELEZ INTL HLDINGS NE 800 2.00 10/28/2021 793
MONITCHEM HOLDCO 3 S.A. 100 5.25 6/15/2021 114
MOODY S CORPORATION 2,000 3.25 1/15/2028 2,040
MORGAN STANLEY 5,000 5.50 7/28/2021 5,309
MORGAN STANLEY 2,500 5.00 11/24/2025 2,769
MORGAN STANLEY 7,000 4.10 5/22/2023 7,364
MORGAN STANLEY 10,000 3.88 4/29/2024 10,607
MORGAN STANLEY 11,000 3.75 2/25/2023 11,487
MORGAN STANLEY 5,000 4.35 9/8/2026 5,361
MORGAN STANLEY 7,000 3.70 10/23/2024 7,379
MORGAN STANLEY 5,000 4.00 7/23/2025 5,359
MORGAN STANLEY 3,000 3.88 1/27/2026 3,192
MORGAN STANLEY 3,000 2.50 4/21/2021 3,005
MORGAN STANLEY 3,000 3.13 7/27/2026 3,053
MORGAN STANLEY 3,000 3.77 1/20/2022 3,031
MORGAN STANLEY 5,000 4.38 1/22/2047 5,563
MORGAN STANLEY 7,000 3.63 1/20/2027 7,333
MORGAN STANLEY 10,000 3.59 7/22/2028 10,381
MORGAN STANLEY 10,620 3.77 1/24/2029 11,190
MORGAN STANLEY 10,000 4.46 4/22/2039 11,074
MORGAN STANLEY 3,150 4.43 1/23/2030 3,484
MORGAN STANLEY 457 5.45 12/31/2049 456
MORGAN STANLEY 125 5.55 12/29/2049 126
MORGAN STANLEY 3,000 6.38 7/24/2042 4,181
MORGAN STANLEY 11,400 4.88 11/1/2022 12,194
MORGAN STANLEY 110 5.50 7/24/2020 114
MORGAN STANLEY 1,420 3.74 4/24/2024 1,481
MORGAN STANLEY BAML TRUST 4,919 4.44 8/15/2045 5,184
MORGAN STANLEY BAML TRUST 4,000 3.86 11/15/2052 4,282
MORGAN STANLEY BAML TRUST 3,372 3.74 8/15/2047 3,568
MORGAN STANLEY BAML TRUST 1,500 3.34 3/15/2048 1,563
MORGAN STANLEY BAML TRUST 2,000 3.64 10/15/2048 2,125
MORGAN STANLEY BAML TRUST 5,000 3.53 10/15/2048 5,264
MORGAN STANLEY BAML TRUST 1,500 3.32 10/15/2048 1,551
MORGAN STANLEY BAML TRUST 5,000 3.56 12/15/2047 5,213
MORGAN STANLEY BAML TRUST 3,500 3.54 1/15/2049 3,704
MORGAN STANLEY BAML TRUST 5,000 3.29 1/15/2049 5,162
MORGAN STANLEY BAML TRUST 7,076 3.48 11/15/2045 7,266
MORGAN STANLEY BAML TRUST 2,000 3.21 2/15/2046 2,044
MORGAN STANLEY BAML TRUST 5,140 3.77 2/15/2046 5,276
MORGAN STANLEY BAML TRUST 1,000 3.33 5/15/2049 1,044
MORGAN STANLEY BAML TRUST 1,250 3.51 12/15/2049 1,312
MORGAN STANLEY CAPITAL I TRUST 4,566 3.09 11/15/2034 4,562
MORGAN STANLEY CAPITAL I TRUST 310 5.40 12/15/2043 249
MORGAN STANLEY CAPITAL I TRUST 24 5.44 3/15/2044 24
MORGAN STANLEY CAPITAL I TRUST 2,500 3.42 6/15/2052 2,614
MORGAN STANLEY CAPITAL I TRUST 2,900 4.31 12/15/2051 3,258
MORGAN STANLEY CAPITAL I TRUST 1,000 3.53 6/15/2050 1,062
MORGAN STANLEY MORTGAGE LOAN T 3,788 5.62 4/25/2034 4,020
MORGAN STANLEY REREMIC TRUST 2,115 3.25 4/26/2047 2,104
MOSAIC CO 3,000 5.63 11/15/2043 3,303
MOSS CREEK RESOURCES HLD 112 10.50 5/15/2027 107
MOSS CREEK RESOURCES HLD 964 7.50 1/15/2026 825
MOTO FINANCE PLC 380 4.50 10/1/2022 480
MPH ACQUISITION HLDGS LLC 1,704 0.00 6/7/2023 1,627
MPH ACQUISITION HOLDINGS 1,057 7.13 6/1/2024 990
MPLX LP 6,000 4.13 3/1/2027 6,275
MPLX LP 3,000 5.20 3/1/2047 3,221
MPLX LP 5,000 4.00 3/15/2028 5,184
MPLX LP 5,000 4.50 4/15/2038 5,050
MPLX LP 3,780 4.80 2/15/2029 4,159
MPLX LP 3,460 5.50 2/15/2049 3,919
MPLX LP 2,280 4.88 6/1/2025 2,480
MPLX LP 690 4.70 4/15/2048 702
MPT OPER PARTNERSP/FINL 3,650 5.50 5/1/2024 3,751
MPT OPER PARTNERSP/FINL 2,559 5.00 10/15/2027 2,636
MPT OPER PARTNERSP/FINL 100 6.38 3/1/2024 105
MSCG TRUST 890 3.58 6/7/2035 918
MSCI INC 69 4.75 8/1/2026 72
MSCI INC 500 5.25 11/15/2024 518
MSCI INC 500 5.75 8/15/2025 525
MTN INFRASTRUCTURE TOPCO INC 1,646 0.00 11/15/2024 1,633
MUELLER WATER PRODUCTS 540 5.50 6/15/2026 560
MUFG BANK LTD 3,000 3.75 3/10/2024 3,161
MULHACEN PTE LTD 115 6.50 8/1/2023 126
MUNICIPALITY FINANCE PLC 5,000 1.38 9/21/2021 4,946
MURPHY OIL CORP 306 5.75 8/15/2025 317
MURPHY OIL CORP 284 5.88 12/1/2042 254
MURPHY OIL CORP 1,000 6.88 8/15/2024 1,051
MURPHY OIL CORPORATION 26 7.05 5/1/2029 29
MURPHY OIL USA INC 400 6.00 8/15/2023 412
MYLAN INC 4,000 3.13 1/15/2023 3,877
MYLAN NV 5,600 3.15 6/15/2021 5,592
MYLAN NV 200 3.75 12/15/2020 202
MYRIAD INTL HLDS 1,970 5.50 7/21/2025 2,164
MYRIAD INTL HLDS 1,600 4.85 7/6/2027 1,718
N TX TOLLWAY AUTH REVENUE 7,000 6.72 1/1/2049 10,858
NABORS INDUSTRIES INC 870 4.63 9/15/2021 847
NABORS INDUSTRIES INC 500 5.50 1/15/2023 468
NABORS INDUSTRIES INC 700 5.75 2/1/2025 621
NACIONAL FINANCIERA SNC 5,000 3.38 11/5/2020 5,016
NASDAQ INC 3,000 4.25 6/1/2024 3,211
NATIONAL AUSTRALIA BK/NY 16,090 1.38 7/12/2019 16,084
NATIONAL CINEMEDIA LLC 1,000 5.75 8/15/2026 957
NATIONAL RURAL UTIL COOP 2,000 8.00 3/1/2032 2,907
NATIONAL RURAL UTIL COOP 2,000 3.90 11/1/2028 2,164
NATIONAL RURAL UTIL COOP 2,000 4.40 11/1/2048 2,282
NATIONSTAR MORT/CAP CORP 700 6.50 7/1/2021 701
NATIONSTAR MTG HLD INC 2,116 8.13 7/15/2023 2,156
NATIONSTAR MTG HLD INC 1,222 9.13 7/15/2026 1,238
NATURGY FINANCE BV 100 4.13 11/29/2049 124
NATURGY FINANCE BV 100 3.38 12/29/2049 120
NAVIENT CORP 1,809 6.75 6/15/2026 1,876
NAVIENT CORP 1,089 6.50 6/15/2022 1,158
NAVIENT CORP 204 6.75 6/25/2025 211
NAVIENT CORP 344 5.00 10/26/2020 352
NAVIENT CORP 147 5.88 10/25/2024 149
NAVIENT CORP 716 5.50 1/25/2023 735
NAVIENT CORP 1,414 6.63 7/26/2021 1,504
NAVIENT CORP 9,320 7.25 1/25/2022 10,085
NAVIENT CORP 1,100 8.00 3/25/2020 1,138
NAVIENT STUDENT LOAN TRUST 3,350 3.13 2/15/2068 3,423
NAVIOS MARITIME PARTNERS L P 1,893 0.00 9/14/2020 1,879
NAVISTAR INTL CORP 1,435 6.63 11/1/2025 1,503
NBCUNIVERSAL MEDIA LLC 5,680 4.38 4/1/2021 5,889
NBCUNIVERSAL MEDIA LLC 6,000 5.95 4/1/2041 7,904
NBM US HOLDINGS INC 500 7.00 5/14/2026 526
NCL CORP LTD 1,251 4.75 12/15/2021 1,269
NCR CORP 550 5.00 7/15/2022 554
NCR CORP 300 4.63 2/15/2021 301
NCR CORP 300 5.88 12/15/2021 304
NCR CORP 300 6.38 12/15/2023 309
NEDER WATERSCHAPSBANK 3,000 2.38 3/24/2026 3,061
NEDER WATERSCHAPSBANK 3,000 2.13 11/15/2021 3,019
NEDER WATERSCHAPSBANK 3,000 3.13 12/5/2022 3,125
NEG HOLDINGS LLC 219 0.00 10/17/2022 219
NEIMAN MARCUS GROUP LTD LLC 369 0.00 10/25/2023 315
NES GLOBAL TALENT FIN US LLC 1,617 0.00 5/11/2023 1,609
NESTLE HOLDINGS INC 5,000 3.90 9/24/2038 5,443
NESTLE HOLDINGS INC 5,000 4.00 9/24/2048 5,537
NESTLE HOLDINGS INC 5,000 3.63 9/24/2028 5,413
NETAPP INC 200 3.38 6/15/2021 202
NETFLIX INC 1,523 5.38 11/15/2029 1,620
NETFLIX INC 149 3.88 11/15/2029 184
NETFLIX INC 2,133 5.88 11/15/2028 2,363
NETFLIX INC 1,073 4.88 4/15/2028 1,109
NETFLIX INC 640 5.75 3/1/2024 693
NETFLIX INC 680 6.38 5/15/2029 772
NETFLIX INC 450 5.38 2/1/2021 467
NETFLIX INC 250 4.38 11/15/2026 256
NEW ALBERTSONS LP 500 7.45 8/1/2029 485
NEW ARCLIN U S HLDG CORP 950 0.00 2/14/2024 948
NEW ARCLIN U S HLDG CORP 476 0.00 2/14/2025 474
NEW ENTERPRISE STONE + L 111 6.25 3/15/2026 113
NEW ENTERPRISE STONE + L 955 10.13 4/1/2022 978
NEW GOLD INC 500 6.25 11/15/2022 462
NEW GOLD INC 100 6.38 5/15/2025 83
NEW JERSEY ST TURNPIKE AUTH 5,000 7.10 1/1/2041 7,536
NEW RESIDENTIAL MORTGAGE LOAN 2,497 4.25 12/25/2057 2,602
NEW RESIDENTIAL MORTGAGE LOAN 5,175 4.00 3/25/2057 5,400
NEW RESIDENTIAL MORTGAGE LOAN 4,042 4.00 2/25/2057 4,203
NEW RESIDENTIAL MORTGAGE LOAN 1,448 3.75 11/25/2054 1,502
NEW YORK CITY NY MUNI WTR FIN 3,000 6.01 6/15/2042 4,257
NEW YORK LIFE GLOBAL FDG 20,000 2.69 1/21/2020 20,000
NEW YORK ST DORM AUTH ST PERSO 5,000 5.63 3/15/2039 6,289
NEWCREST FINANCE PTY LTD 200 4.45 11/15/2021 207
NEWDAY BONDCO PLC 400 7.38 2/1/2024 492
NEWELL BRANDS INC 3,000 5.50 4/1/2046 2,899
NEWELL BRANDS INC 3,000 5.38 4/1/2036 2,963
NEWELL BRANDS INC 485 3.15 4/1/2021 487
NEWELL BRANDS INC 500 3.85 4/1/2023 508
NEWELL BRANDS INC 280 4.20 4/1/2026 277
NEWMARK GROUP INC 162 6.13 11/15/2023 171
NEWMONT GOLDCORP CORP 3,000 3.63 6/9/2021 3,056
NEWMONT GOLDCORP CORP 400 5.13 10/1/2019 402
NEWPORT GROUP HLDGS II INC 578 0.00 9/13/2025 571
NEXSTAR BROADCASTING INC 910 0.00 6/19/2026 907
NEXSTAR BROADCASTING INC 100 5.88 11/15/2022 102
NEXSTAR BROADCASTING INC 1,000 5.63 8/1/2024 1,035
NEXSTAR ESCROW INC 938 5.63 7/15/2027 961
NEXTERA ENERGY CAPITAL 5,000 4.50 6/1/2021 5,175
NEXTERA ENERGY CAPITAL 400 2.92 8/21/2020 400
NEXTERA ENERGY CAPITAL 900 2.84 9/3/2019 900
NEXTERA ENERGY OPERATING 2,884 4.25 7/15/2024 2,902
NEXTERA ENERGY OPERATING 149 4.25 9/15/2024 150
NEXTERA ENERGY OPERATING 230 4.50 9/15/2027 229
NFP CORP 3,269 0.00 1/8/2024 3,175
NGL ENRGY PART LP/FIN CO 600 7.50 11/1/2023 626
NGL ENRGY PART LP/FIN CO 400 6.13 3/1/2025 397
NGL ENRGY PART LP/FIN CO 700 7.50 4/15/2026 729
NGPL PIPECO LLC 1,054 4.88 8/15/2027 1,117
NGPL PIPECO LLC 912 7.77 12/15/2037 1,161
NGPL PIPECO LLC 250 4.38 8/15/2022 258
NH HOTEL GROUP SA 90 3.75 10/1/2023 105
NIDDA BONDCO GMBH 100 7.25 9/30/2025 120
NIDDA BONDCO GMBH 102 5.00 9/30/2025 114
NIDDA HEALTHCARE HOLDING 210 3.50 9/30/2024 247
NIELSEN CO LUX SARL/THE 127 5.00 2/1/2025 125
NIELSEN FINANCE LLC/CO 2,541 5.00 4/15/2022 2,541
NIELSEN FINANCE LLC/CO 200 4.50 10/1/2020 200
NIKE INC 5,000 3.88 11/1/2045 5,382
NINE ENERGY SERVICE INC 182 8.75 11/1/2023 178
NISOURCE INC 6,000 5.65 2/1/2045 7,317
NISOURCE INC 2,000 3.95 3/30/2048 2,006
NISSAN AUTO LEASE TRUST 310 2.60 12/16/2019 310
NISSAN MASTER OWNER TRUST RECE 25,000 2.71 10/17/2022 25,004
NISSAN MOTOR ACCEPTANCE 3,000 2.15 7/13/2020 2,987
NISSAN MOTOR ACCEPTANCE 200 2.65 7/13/2022 200
NISSAN MOTOR ACCEPTANCE 200 3.02 9/28/2022 199
NISSAN MOTOR ACCEPTANCE 400 2.15 9/28/2020 398
NOBLE ENERGY INC 5,000 6.00 3/1/2041 5,740
NOBLE ENERGY INC 2,000 3.90 11/15/2024 2,086
NOBLE ENERGY INC 230 5.25 11/15/2043 248
NOBLE ENERGY INC 40 4.15 12/15/2021 41
NOBLE ENERGY INC 270 4.95 8/15/2047 287
NOBLE ENERGY INC 560 3.85 1/15/2028 571
NOBLE HOLDING INTL LTD 1,670 7.88 2/1/2026 1,437
NOBLE HOLDING INTL LTD 1,025 7.75 1/15/2024 787
NOBLE HOLDING INTL LTD 152 5.25 3/15/2042 81
NOBLE HOLDING INTL LTD 1,000 7.95 4/1/2025 721
NOKIA OYJ 109 4.38 6/12/2027 112
NOKIA OYJ 787 6.63 5/15/2039 865
NOMAD FOODS BONDCO PLC 100 3.25 5/15/2024 118
NOMAD FOODS EUROPE MIDCO LTD 2,208 0.00 5/15/2024 2,178
NOMURA ASSET ACCEPTANCE CORPOR 2,000 5.66 3/25/2035 2,018
NOMURA ASSET ACCEPTANCE CORPOR 1,587 4.76 6/25/2036 1,540
NORANDA ALUMINUM ACQUISITION C 1,303 0.00 2/28/2020 3
NORDEA BANK ABP 5,000 4.25 9/21/2022 5,203
NORDEA BANK ABP 1,980 4.88 5/13/2021 2,055
NORDEA KREDIT REALKREDIT 31,500 2.00 4/1/2020 4,900
NORDIC INVESTMENT BANK 6,350 2.25 9/30/2021 6,409
NORFOLK SOUTHERN CORP 3,000 3.95 10/1/2042 3,083
NORFOLK SOUTHERN CORP 2,000 3.25 12/1/2021 2,038
NORFOLK SOUTHERN CORP 2,000 4.80 8/15/2043 2,234
NORFOLK SOUTHERN CORP 3,000 3.94 11/1/2047 3,119
NORTHERN OIL AND GAS INC 647 9.50 5/15/2023 669
NORTHERN STATES PWR MINN 2,000 3.60 9/15/2047 2,034
NORTHERN STATES PWR WISC 3,000 4.20 9/1/2048 3,249
NORTHROP GRUMMAN CORP 3,500 4.75 6/1/2043 4,050
NORTHROP GRUMMAN CORP 3,000 3.25 8/1/2023 3,102
NORTHROP GRUMMAN CORP 5,000 4.03 10/15/2047 5,332
NORTHROP GRUMMAN CORP 6,570 3.25 1/15/2028 6,747
NORTHROP GRUMMAN CORP 560 2.93 1/15/2025 570
NORTHWELL HEALTHCARE INC 2,000 4.26 11/1/2047 2,130
NOTA DO TESOURO NACIONAL 66,872 10.00 1/1/2021 18,419
NOTA DO TESOURO NACIONAL 2,185 10.00 1/1/2027 650
NOTA DO TESOURO NACIONAL 14,386 10.00 1/1/2023 4,122
NOVA CHEMICALS CORP 123 4.88 6/1/2024 128
NOVARTIS CAPITAL CORP 5,000 2.40 9/21/2022 5,046
NOVARTIS CAPITAL CORP 5,000 3.40 5/6/2024 5,263
NOVELIS CORP 3,023 6.25 8/15/2024 3,166
NOVELIS CORP 2,451 5.88 9/30/2026 2,488
NRG ENERGY INC 1,249 5.25 6/15/2029 1,333
NRG ENERGY INC 248 3.75 6/15/2024 255
NRG ENERGY INC 560 4.45 6/15/2029 583
NRG ENERGY INC 515 5.75 1/15/2028 553
NRG ENERGY INC 2,457 6.63 1/15/2027 2,668
NRG ENERGY INC 724 7.25 5/15/2026 797
NTPC LTD 1,170 4.75 10/3/2022 1,231
NTPC LTD 200 4.75 10/3/2022 210
NTT FINANCE CORP 2,700 1.90 7/21/2021 2,676
NUANCE COMMUNICATIONS 494 5.63 12/15/2026 515
NUANCE COMMUNICATIONS 525 6.00 7/1/2024 545
NUFARM AUSTRALIA/AMERICA 1,350 5.75 4/30/2026 1,279
NUMERICABLE U S LLC 843 0.00 7/31/2025 801
NUSTAR LOGISTICS LP 523 6.00 6/1/2026 542
NUSTAR LOGISTICS LP 500 4.80 9/1/2020 508
NUSTAR LOGISTICS LP 400 5.63 4/28/2027 403
NUTRIEN LTD 2,000 5.88 12/1/2036 2,380
NUTRIEN LTD 5,000 3.15 10/1/2022 5,078
NUTRIEN LTD 3,000 4.90 6/1/2043 3,272
NUTRIEN LTD 3,000 4.20 4/1/2029 3,243
NUVEEN FINANCE LLC 3,000 4.13 11/1/2024 3,231
NVA HOLDINGS 280 6.88 4/1/2026 293
NVENT FINANCE SARL 2,000 3.95 4/15/2023 2,026
NVR INC 3,080 3.95 9/15/2022 3,191
NXP BV/NXP FUNDING LLC 3,000 4.88 3/1/2024 3,218
NXP BV/NXP FUNDING LLC 6,989 5.35 3/1/2026 7,735
NXP BV/NXP FUNDING LLC 4,450 4.13 6/1/2021 4,552
NXP BV/NXP FUNDING LLC 1,450 4.63 6/1/2023 1,528
NXP BV/NXP FUNDING LLC 400 4.63 6/15/2022 419
NY + PRESBYTERIAN HOSPIT 3,000 3.56 8/1/2036 3,027
NYKREDIT REALKREDIT AS 61,600 1.00 4/1/2020 9,512
NYKREDIT REALKREDIT AS 46,200 2.00 4/1/2020 7,187
O REILLY AUTOMOTIVE INC 3,000 4.35 6/1/2028 3,250
OASIS PETROLEUM INC 450 6.25 5/1/2026 435
OASIS PETROLEUM INC 1,412 6.88 3/15/2022 1,409
OASIS PETROLEUM INC 1,542 6.88 1/15/2023 1,542
OBERTHUR TECHNOLOGIES S.A. 3,266 0.00 1/10/2024 3,124
OCCIDENTAL PETROLEUM COR 4,000 4.10 2/1/2021 4,091
OCCIDENTAL PETROLEUM COR 4,500 2.70 2/15/2023 4,545
OCCIDENTAL PETROLEUM COR 580 3.13 2/15/2022 588
OCCIDENTAL PETROLEUM COR 750 4.10 2/15/2047 743
OCCIDENTAL PETROLEUM COR 440 3.00 2/15/2027 436
OCCIDENTAL PETROLEUM COR 220 4.63 6/15/2045 234
OCCIDENTAL PETROLEUM COR 170 4.40 4/15/2046 175
OCCIDENTAL PETROLEUM COR 320 4.20 3/15/2048 323
OCI NV 100 5.00 4/15/2023 121
OCI PARTNERS LP 988 0.00 3/13/2025 986
OCWEN LN SERVICING LLC 341 0.00 12/4/2020 340
OEKB OEST. KONTROLLBANK 5,000 1.88 1/20/2021 4,996
OEKB OEST. KONTROLLBANK 2,500 2.88 9/7/2021 2,555
OFFICE CHERIFIEN DES PHO 2,290 4.50 10/22/2025 2,351
OFSI FUND LTD 286 3.25 3/20/2025 286
OHIO POWER COMPANY 5,099 6.60 2/15/2033 6,914
OHIO POWER COMPANY 3,000 4.15 4/1/2048 3,264
OHIO ST UNIV 3,000 3.80 12/1/2046 3,224
OI EUROPEAN GROUP BV 505 4.00 3/15/2023 507
OKLAHOMA G+E CO 3,960 3.30 3/15/2030 4,014
OLD REPUBLIC INTL CORP 2,000 3.88 8/26/2026 2,053
OMEGA HLTHCARE INVESTORS 3,000 4.50 1/15/2025 3,125
OMEGA HLTHCARE INVESTORS 3,000 5.25 1/15/2026 3,257
OMNICOM GP/OMNICOM CAP 12,000 3.63 5/1/2022 12,379
OMNIMAX INTERNATIONAL 4,500 12.00 8/15/2020 4,551
ON SEMICONDUCTOR CORP 131 0.00 3/31/2023 129
ONCOR ELECTRIC DELIVERY 4,000 2.95 4/1/2025 4,104
ONCOR ELECTRIC DELIVERY 2,000 4.10 11/15/2048 2,232
ONEOK INC 2,000 4.95 7/13/2047 2,116
ONEOK INC 2,000 4.00 7/13/2027 2,083
ONEOK INC 2,000 4.35 3/15/2029 2,138
ONEOK PARTNERS LP 5,000 6.65 10/1/2036 6,101
ONSLOW BAY FINANCIAL LLC 78 3.05 6/25/2057 78
ONTARIO (PROVINCE OF) 10,000 3.20 5/16/2024 10,538
ONTARIO (PROVINCE OF) 3,000 2.55 2/12/2021 3,027
OOREDOO INTL FINANCE 2,200 5.00 10/19/2025 2,423
OPEN TEXT CORP 350 5.63 1/15/2023 359
ORACLE CORP 5,000 6.50 4/15/2038 6,995
ORACLE CORP 10,000 5.38 7/15/2040 12,678
ORACLE CORP 2,000 3.63 7/15/2023 2,109
ORACLE CORP 3,000 4.30 7/8/2034 3,412
ORACLE CORP 3,000 2.80 7/8/2021 3,040
ORACLE CORP 5,000 3.40 7/8/2024 5,239
ORACLE CORP 7,000 2.50 5/15/2022 7,070
ORACLE CORP 3,000 2.95 5/15/2025 3,088
ORACLE CORP 5,000 2.40 9/15/2023 5,035
ORACLE CORP 5,000 2.65 7/15/2026 5,020
ORACLE CORP 5,000 3.25 11/15/2027 5,230
ORANGE SA 3,000 5.50 2/6/2044 3,719
ORANO SA 100 3.38 4/23/2026 118
ORBIA ADVANCE CORP SAB 8,400 4.88 9/19/2022 8,816
ORTHO CLINICAL INC/SA 2,535 6.63 5/15/2022 2,447
OSHKOSH CORP 3,000 4.60 5/15/2028 3,161
OUTFRONT MEDIA CAP LLC/C 1,137 5.00 8/15/2027 1,163
OUTFRONT MEDIA CAP LLC/C 180 5.88 3/15/2025 186
OUTFRONT MEDIA CAP LLC/C 300 5.25 2/15/2022 304
OWENS + MINOR INC 1,570 4.38 12/15/2024 1,164
OWENS BROCKWAY 250 5.88 8/15/2023 268
OWENS CORNING 3,000 4.20 12/15/2022 3,131
OWENS CORNING 3,000 4.30 7/15/2047 2,549
OWL ROCK CAPITAL CORP 318 5.25 4/15/2024 329
OWNIT MORTGAGE LOAN ASSET BACK 221 4.20 7/25/2035 222
PACIFIC DRILLING SA 2,029 8.38 10/1/2023 2,015
PACIFICORP 2,000 4.13 1/15/2049 2,200
PACKAGING CORP OF AMERIC 3,000 4.50 11/1/2023 3,210
PALMER SQUARE LOAN FUNDING LTD 1,012 3.25 7/15/2026 1,007
PANTHER BF AGGREGATOR 2 2,945 8.50 5/15/2027 3,026
PANTHER BF AGGREGATOR 2 2,329 6.25 5/15/2026 2,420
PANTHER BF AGGREGATOR 2 134 4.38 5/15/2026 158
PANTHER BF AGGREGATOR 2 LP 5,815 0.00 4/30/2026 5,768
PAPREC HOLDING SA 100 4.00 3/31/2025 110
PAR PHARMACEUTICAL INC 2,183 7.50 4/1/2027 2,144
PARK AEROSPACE HOLDINGS 1,750 5.25 8/15/2022 1,847
PARK AEROSPACE HOLDINGS 780 5.50 2/15/2024 840
PARK AEROSPACE HOLDINGS 330 4.50 3/15/2023 341
PARK AEROSPACE HOLDINGS 200 3.63 3/15/2021 202
PARK OHIO INDUSTRIES INC 200 6.63 4/15/2027 200
PARKER HANNIFIN CORP 3,000 3.50 9/15/2022 3,104
PARKER HANNIFIN CORP 3,000 4.20 11/21/2034 3,302
PARKLAND FUEL CORP 616 5.88 7/15/2027 626
PARSLEY ENERGY LLC/FINAN 2,102 5.63 10/15/2027 2,199
PARSLEY ENERGY LLC/FINAN 1,057 5.38 1/15/2025 1,083
PARSLEY ENERGY LLC/FINAN 146 5.25 8/15/2025 148
PARSLEY ENERGY LLC/FINAN 264 6.25 6/1/2024 275
PARTY CITY HLDGS INC 395 0.00 8/19/2022 392
PARTY CITY HOLDINGS INC 500 6.63 8/1/2026 484
PATTERN ENERGY GROUP INC 732 5.88 2/1/2024 747
PBF HOLDING CO LLC 700 7.25 6/15/2025 731
PBF HOLDING CO LLC 500 7.00 11/15/2023 518
PCI GAMING AUTHORITY 1,200 0.00 5/29/2026 1,201
PDC ENERGY INC 582 5.75 5/15/2026 577
PDC ENERGY INC 500 6.13 9/15/2024 503
PECO ENERGY CO 2,000 3.70 9/15/2047 2,066
PECO ENERGY CO 300 1.70 9/15/2021 297
PENNSYLVANIA ST 3,705 4.65 2/15/2026 4,052
PENSKE AUTOMOTIVE GROUP 140 5.50 5/15/2026 146
PEPSICO INC 5,000 2.15 10/14/2020 5,005
PEPSICO INC 5,000 4.45 4/14/2046 5,972
PEPSICO INC 3,000 2.85 2/24/2026 3,081
PEPSICO INC 2,000 4.00 5/2/2047 2,251
PEPSICO INC 5,000 2.75 3/1/2023 5,111
PEPSICO INC 1,400 2.75 3/5/2022 1,429
PERFORMANCE FOOD GROUP I 250 5.50 6/1/2024 255
PERNOD RICARD SA 7,300 5.75 4/7/2021 7,710
PERNOD RICARD SA 2,930 4.45 1/15/2022 3,069
PERNOD RICARD SA 330 5.50 1/15/2042 385
PERNOD RICARD SA 300 4.25 7/15/2022 315
PERRIGO FINANCE UNLIMITE 510 4.38 3/15/2026 510
PERSHING SQUARE HOLDINGS 1,000 5.50 7/15/2022 1,044
PES HLDGS LLC 912 0.00 12/31/2022 807
PES HLDGS LLC 2,791 0.00 12/31/2022 1,312
PES HOLDINGS LLC 644 0.00 12/31/2022 579
PETROBRAS GLOBAL FINANCE 5,005 6.25 3/17/2024 5,503
PETROBRAS GLOBAL FINANCE 14,071 5.30 1/27/2025 14,928
PETROBRAS GLOBAL FINANCE 600 8.75 5/23/2026 741
PETROBRAS GLOBAL FINANCE 1,090 6.85 12/31/2099 1,132
PETROBRAS GLOBAL FINANCE 1,500 7.38 1/17/2027 1,726
PETROBRAS GLOBAL FINANCE 1,000 5.75 2/1/2029 1,044
PETROBRAS GLOBAL FINANCE 1,167 6.00 1/27/2028 1,239
PETROLEOS MEXICANOS 5,000 6.63 6/15/2038 4,451
PETROLEOS MEXICANOS 3,308 6.63 6/15/2035 3,046
PETROLEOS MEXICANOS 5,000 5.50 6/27/2044 4,017
PETROLEOS MEXICANOS 10,000 5.50 1/21/2021 10,127
PETROLEOS MEXICANOS 5,000 6.50 6/2/2041 4,429
PETROLEOS MEXICANOS 6,805 3.50 1/30/2023 6,464
PETROLEOS MEXICANOS 5,000 6.75 9/21/2047 4,427
PETROLEOS MEXICANOS 7,000 6.50 3/13/2027 6,902
PETROLEOS MEXICANOS 3,500 6.50 1/23/2029 3,387
PETROLEOS MEXICANOS 8,000 6.38 1/23/2045 6,842
PETROLEOS MEXICANOS 5,000 6.88 8/4/2026 5,050
PETROLEOS MEXICANOS 500 5.35 2/12/2028 454
PETSMART INC 1,977 5.88 6/1/2025 1,918
PFIZER INC 5,000 3.00 12/15/2026 5,157
PFIZER INC 3,000 4.10 9/15/2038 3,306
PFIZER INC 3,000 3.60 9/15/2028 3,240
PGT ESCROW ISSUER INC 658 6.75 8/1/2026 698
PHARMACIA LLC 5,000 6.60 12/1/2028 6,522
PHHMC MORTGAGE PASS THROUGH CE 525 6.00 5/25/2038 525
PHILLIPS 66 5,000 4.65 11/15/2034 5,567
PHILLIPS 66 3,000 3.12 2/26/2021 3,000
PHILLIPS 66 PARTNERS LP 3,000 3.75 3/1/2028 3,063
PHOENIX PARENT HLDGS INC SYN 872 0.00 3/5/2026 867
PILGRIM S PRIDE CORP 1,300 5.88 9/30/2027 1,345
PILGRIM S PRIDE CORP 1,050 5.75 3/15/2025 1,066
PINNACLE BIDCO PLC 100 6.38 2/15/2025 135
PIONEER ENERGY SERVICES CORP. 1,184 0.00 11/8/2022 1,113
PIONEER HOLDING/FINANCE 282 9.00 11/1/2022 289
PITNEY BOWES INC 181 3.88 10/1/2021 178
PLAINS ALL AMER PIPELINE 3,000 4.90 2/15/2045 3,008
PLAINS ALL AMER PIPELINE 600 3.65 6/1/2022 614
PLASTIPAK HOLDINGS INC 250 6.25 10/15/2025 231
PMHC II INC 401 0.00 3/30/2026 347
PNC BANK NA 3,000 4.20 11/1/2025 3,250
PNC BANK NA 3,000 2.30 6/1/2020 3,001
PNC BANK NA 5,000 3.25 6/1/2025 5,187
PNC BANK NA 3,000 2.45 11/5/2020 3,006
PNC BANK NA 2,000 3.50 6/8/2023 2,086
PNC BANK NA 3,000 4.05 7/26/2028 3,272
PNC BANK NA 40,000 2.76 6/10/2021 40,000
PNC FINANCIAL SERVICES 5,000 3.90 4/29/2024 5,272
POLAR US BORROWER, LLC 2,985 0.00 10/15/2025 2,944
POLARIS INTERMEDIATE 1,112 8.50 12/1/2022 982
POLYONE CORP 500 5.25 3/15/2023 531
PORT AUTH OF NEW YORK NEW JE 7,000 4.93 10/1/2051 8,921
PORT AUTH OF NEW YORK NEW JE 3,000 5.31 8/1/2046 3,349
PORT AUTH OF NEW YORK NEW JE 3,000 4.03 9/1/2048 3,411
POST HLDGS INC 2,085 0.00 5/24/2024 2,074
POST HOLDINGS INC 411 5.50 12/15/2029 412
POST HOLDINGS INC 1,078 5.63 1/15/2028 1,108
POST HOLDINGS INC 454 5.75 3/1/2027 468
POST HOLDINGS INC 814 5.50 3/1/2025 842
POST HOLDINGS INC 1,303 5.00 8/15/2026 1,323
POTOMAC ELECTRIC POWER 5,000 3.60 3/15/2024 5,258
PPG INDUSTRIES INC 3,000 3.60 11/15/2020 3,048
PPG INDUSTRIES INC 2,000 3.20 3/15/2023 2,053
PPL CAPITAL FUNDING INC 2,000 4.00 9/15/2047 1,930
PPL ELECTRIC UTILITIES 2,000 5.20 7/15/2041 2,397
PPL ELECTRIC UTILITIES 5,000 4.15 10/1/2045 5,500
PPL WEM LTD/WESTERN PWR 3,000 5.38 5/1/2021 3,105
PQ CORP 2,761 0.00 2/8/2025 2,747
PQ CORP 1,134 5.75 12/15/2025 1,150
PQ CORP 500 6.75 11/15/2022 518
PRECISION DRILLING CORP 489 7.13 1/15/2026 475
PRECISION DRILLING CORP 524 5.25 11/15/2024 486
PRECISION DRILLING CORP 118 6.50 12/15/2021 118
PREGIS HOLDING I CORPORATION 2,805 0.00 5/15/2021 2,804
PREMIER DENTAL SVCS INC 3,638 0.00 6/30/2023 3,584
PRES + FELLOWS OF HARVAR 2,000 3.62 10/1/2037 2,121
PRESTIGE BRANDS INC 300 5.38 12/15/2021 302
PRESTIGE BRANDS INC 500 6.38 3/1/2024 523
PRESTIGEBIDCO GMBH 263 6.25 12/15/2023 315
PRIME CUT MERGER SUB INC 964 0.00 4/7/2025 963
PRIME SECSRVC BRW/FINANC 785 5.75 4/15/2026 811
PRIME SECSRVC BRW/FINANC 1,047 5.25 4/15/2024 1,066
PRIME SECSRVC BRW/FINANC 502 9.25 5/15/2023 527
PRIME SECURITY SRVCS BORROWER 1,444 0.00 5/2/2022 1,434
PRINCE MINERALS INC 1,622 0.00 3/31/2025 1,470
PRINCIPAL FINANCIAL GRP 3,000 3.70 5/15/2029 3,141
PRISO ACQUISITION CORP 2,877 0.00 5/8/2022 2,731
PRISO ACQUISITION CORP 2,300 9.00 5/15/2023 2,160
PROAMPAC PG BORROWER LLC 2,298 0.00 11/18/2023 2,202
PROGRESS ENERGY INC 5,000 6.00 12/1/2039 6,245
PROJECT LEOPARD HLDGS INC 702 0.00 7/7/2023 700
PROJECT RUBY ULTIMATE PARENT 1,224 0.00 2/9/2024 1,213
PROSPECT MED HLDGS INC 2,334 0.00 2/22/2024 2,196
PROVINCE OF ALBERTA 5,000 3.30 3/15/2028 5,356
PROVINCE OF ALBERTA 5,000 3.35 11/1/2023 5,275
PROVINCE OF QUEBEC 5,000 2.75 8/25/2021 5,090
PROVINCE OF QUEBEC 3,000 2.88 10/16/2024 3,127
PROVINCE OF QUEBEC 5,000 2.50 4/20/2026 5,106
PROVINCE OF QUEBEC 5,000 2.38 1/31/2022 5,062
PROVINCE OF QUEBEC 3,000 2.75 4/12/2027 3,113
PROVINCIA DE BUENOS AIRE 600 6.50 2/15/2023 499
PROVINCIA DE BUENOS AIRE 520 7.88 6/15/2027 385
PRUDENTIAL FINANCIAL INC 5,000 4.50 11/16/2021 5,253
PRUDENTIAL FINANCIAL INC 3,000 5.38 5/15/2045 3,143
PRUDENTIAL FINANCIAL INC 2,000 4.50 9/15/2047 2,001
PRUDENTIAL FINANCIAL INC 3,869 3.94 12/7/2049 4,055
PRUDENTIAL FINANCIAL INC 2,000 3.88 3/27/2028 2,176
PSEG POWER LLC 5,000 8.63 4/15/2031 6,887
PSEG POWER LLC 1,753 5.13 4/15/2020 1,789
PT PELABUHAN INDO II 4,800 4.25 5/5/2025 4,982
PTC INC 643 6.00 5/15/2024 675
PUBLIC SERVICE COLORADO 2,000 4.75 8/15/2041 2,282
PUBLIC SERVICE COLORADO 2,000 4.10 6/15/2048 2,207
PUBLIC SERVICE ELECTRIC 3,000 4.15 11/1/2045 3,210
PUBLIC SERVICE ELECTRIC 3,000 3.80 3/1/2046 3,166
PUBLIC SERVICE ELECTRIC 5,260 3.85 5/1/2049 5,634
PUBLIC SERVICE ENTERPRIS 3,000 2.88 6/15/2024 3,036
PUGET ENERGY INC 3,000 6.00 9/1/2021 3,214
PUGET SOUND ENERGY INC 5,000 5.76 10/1/2039 6,478
PUGET SOUND ENERGY INC 3,000 4.22 6/15/2048 3,344
PULTE GROUP INC 120 6.00 2/15/2035 124
PULTE GROUP INC 720 6.38 5/15/2033 767
PULTEGROUP INC 1,000 5.00 1/15/2027 1,049
QEP RESOURCES INC 1,339 5.63 3/1/2026 1,258
QEP RESOURCES INC 733 5.38 10/1/2022 712
QEP RESOURCES INC 842 5.25 5/1/2023 811
QEP RESOURCES INC 815 6.88 3/1/2021 840
QORVO INC 1,040 5.50 7/15/2026 1,101
QTS LP/FINANCE 837 4.75 11/15/2025 829
QUAD GRAPHICS INC 300 7.00 5/1/2022 304
QUALCOMM INC 10,000 3.00 5/20/2022 10,186
QUALCOMM INC 7,000 3.25 5/20/2027 7,133
QUEBECOR MEDIA INC 987 5.75 1/15/2023 1,056
QUEST DIAGNOSTICS INC 7,910 3.45 6/1/2026 8,174
QUICKEN LOANS INC 2,000 5.75 5/1/2025 2,063
QUORUM HEALTH CORP 311 0.00 4/29/2022 307
QVC INC 3,000 4.85 4/1/2024 3,101
QVC INC 40 5.95 3/15/2043 39
QVC INC 400 4.38 3/15/2023 406
QVC INC 300 5.13 7/2/2022 312
QWEST CAPITAL FUNDING 435 6.88 7/15/2028 401
QWEST CAPITAL FUNDING 435 7.75 2/15/2031 405
QWEST CORP 3 6.75 12/1/2021 3
RACKSPACE HOSTIN 998 8.63 11/15/2024 918
RADIATE HOLDCO / FINANCE 93 6.88 2/15/2023 93
RADIATE HOLDCO / FINANCE 525 6.63 2/15/2025 510
RAIN CII CARBON LLC/CII 500 7.25 4/1/2025 463
RANGE RESOURCES CORP 490 5.88 7/1/2022 489
RANGE RESOURCES CORP 747 5.00 8/15/2022 713
RANGE RESOURCES CORP 910 4.88 5/15/2025 798
RANGE RESOURCES CORP 1,050 5.00 3/15/2023 990
RAVAGO HLDGS AMER INC 2,183 0.00 6/30/2023 2,128
RAYTHEON COMPANY 5,000 3.13 10/15/2020 5,055
RBS GLOBAL + REXNORD LLC 852 4.88 12/15/2025 863
REALOGY GROUP/CO ISSUER 450 5.25 12/1/2021 439
REALOGY GROUP/CO ISSUER 250 9.38 4/1/2027 220
REALTY INCOME CORP 5,000 3.88 7/15/2024 5,305
RECKITT BENCKISER TSY 500 2.38 6/24/2022 499
REFINITIV US HOLDINGS 605 4.50 5/15/2026 704
REFINITIV US HOLDINGS 3,334 8.25 11/15/2026 3,432
REFINITIV US HOLDINGS 1,688 6.25 5/15/2026 1,737
REFINITIV US HOLDINGS 100 6.88 11/15/2026 116
REFINITIV US HOLDINGS 112 4.50 5/15/2026 130
REGENCY CENTERS LP 2,000 3.75 6/15/2024 2,082
REGENCY CENTERS LP 2,000 4.13 3/15/2028 2,133
REGIONALCARE HOSPITAL PARTNERS 1,485 0.00 11/17/2025 1,475
REGIONS BANK 6,000 6.45 6/26/2037 7,590
REINSURANCE GRP OF AMER 3,000 4.70 9/15/2023 3,242
REINSURANCE GRP OF AMER 3,000 3.90 5/15/2029 3,112
RELIANCE STAND LIFE II 190 2.50 1/15/2020 190
RELX CAPITAL INC 200 3.50 3/16/2023 207
RENAISSANCE HLDG CORP 84 0.00 5/30/2025 81
RENT A CENTER INC 250 4.75 5/1/2021 250
REPSOL INTL FINANCE 100 3.88 12/29/2049 120
REPSOL INTL FINANCE 100 4.50 3/25/2075 129
REPUBLIC OF ARGENTINA 2,590 2.50 12/31/2038 1,514
REPUBLIC OF ARGENTINA 47,450 18.20 10/3/2021 766
REPUBLIC OF ARGENTINA 910 7.50 4/22/2026 762
REPUBLIC OF ARGENTINA 3,600 7.13 7/6/2036 2,771
REPUBLIC OF ARGENTINA 1,610 5.63 1/26/2022 1,353
REPUBLIC OF ARGENTINA 3,320 68.47 6/21/2020 76
REPUBLIC OF CHILE 5,288 3.13 3/27/2025 5,505
REPUBLIC OF CHILE 3,226 3.50 1/25/2050 3,288
REPUBLIC OF COLOMBIA 4,000 6.13 1/18/2041 4,967
REPUBLIC OF COLOMBIA 5,000 4.38 7/12/2021 5,179
REPUBLIC OF COLOMBIA 2,000 4.00 2/26/2024 2,095
REPUBLIC OF COLOMBIA 5,000 2.63 3/15/2023 4,985
REPUBLIC OF COLOMBIA 7,000 5.00 6/15/2045 7,738
REPUBLIC OF COLOMBIA 3,000 4.50 3/15/2029 3,278
REPUBLIC OF COLOMBIA 550 7.38 9/18/2037 749
REPUBLIC OF COLOMBIA 2,390 5.63 2/26/2044 2,830
REPUBLIC OF ECUADOR 730 7.88 1/23/2028 724
REPUBLIC OF ECUADOR 1,300 8.75 6/2/2023 1,423
REPUBLIC OF GHANA 1,080 10.75 10/14/2030 1,368
REPUBLIC OF INDONESIA 3,000 3.50 1/11/2028 3,025
REPUBLIC OF INDONESIA 3,000 4.35 1/11/2048 3,111
REPUBLIC OF INDONESIA 450 4.88 5/5/2021 467
REPUBLIC OF INDONESIA 1,200 5.13 1/15/2045 1,353
REPUBLIC OF INDONESIA 4,430 4.13 1/15/2025 4,659
REPUBLIC OF INDONESIA 810 5.25 1/8/2047 935
REPUBLIC OF INDONESIA 1,185 5.88 1/15/2024 1,329
REPUBLIC OF INDONESIA 280 3.75 4/25/2022 287
REPUBLIC OF INDONESIA 430 3.75 4/25/2022 441
REPUBLIC OF INDONESIA 390 3.85 7/18/2027 403
REPUBLIC OF INDONESIA 200 4.75 7/18/2047 216
REPUBLIC OF KENYA 660 6.88 6/24/2024 703
REPUBLIC OF KENYA 200 6.88 6/24/2024 213
REPUBLIC OF KENYA 370 7.25 2/28/2028 385
REPUBLIC OF NIGERIA 200 7.14 2/23/2030 202
REPUBLIC OF NIGERIA 1,640 7.88 2/16/2032 1,714
REPUBLIC OF PANAMA 3,000 6.70 1/26/2036 4,090
REPUBLIC OF PANAMA 3,000 4.00 9/22/2024 3,199
REPUBLIC OF PANAMA 5,000 3.88 3/17/2028 5,347
REPUBLIC OF PANAMA 5,000 4.50 5/15/2047 5,646
REPUBLIC OF PANAMA 3,000 4.50 4/16/2050 3,375
REPUBLIC OF PERU 690 5.63 11/18/2050 952
REPUBLIC OF PERU 896 8.75 11/21/2033 1,448
REPUBLIC OF PERU 1,129 6.55 3/14/2037 1,595
REPUBLIC OF PHILIPPINES 2,000 3.95 1/20/2040 2,233
REPUBLIC OF PHILIPPINES 5,000 3.70 3/1/2041 5,431
REPUBLIC OF PHILIPPINES 2,550 4.20 1/21/2024 2,748
REPUBLIC OF POLAND 9,000 3.00 3/17/2023 9,250
REPUBLIC OF POLAND 5,000 3.25 4/6/2026 5,289
REPUBLIC OF POLAND 2,960 4.00 1/22/2024 3,187
REPUBLIC OF SRI LANKA 1,080 6.20 5/11/2027 1,027
REPUBLIC SERVICES INC 7,000 5.25 11/15/2021 7,460
REPUBLIC SERVICES INC 3,000 3.95 5/15/2028 3,252
REPUBLICA ORIENT URUGUAY 5,000 4.13 11/20/2045 5,108
REPUBLICA ORIENT URUGUAY 3,000 4.50 8/14/2024 3,204
REPUBLICA ORIENT URUGUAY 5,000 5.10 6/18/2050 5,631
REPUBLICA ORIENT URUGUAY 5,000 4.38 10/27/2027 5,404
REPUBLICA ORIENT URUGUAY 3,000 4.98 4/20/2055 3,317
RESIDENTIAL ASSET MORTGAGE PRO 323 3.53 8/25/2033 322
RESIDENTIAL ASSET MORTGAGE PRO 355 8.00 5/25/2032 294
RESOLUTE FOREST PRODUCTS 1,420 5.88 5/15/2023 1,430
REYNOLDS GROUP HLDGS INC 4,986 0.00 2/5/2023 4,945
REYNOLDS GRP ISS/REYNOLD 680 5.13 7/15/2023 693
REYNOLDS GRP ISS/REYNOLD 1,393 7.00 7/15/2024 1,439
REYNOLDS GRP ISS/REYNOLD 1,027 5.75 10/15/2020 1,030
REYNOLDS GRP ISS/REYNOLD 281 6.88 2/15/2021 281
RHP HOTEL PPTY/RHP FINAN 400 5.00 4/15/2021 401
RIO TINTO ALCAN INC 4,000 6.13 12/15/2033 5,352
RIO TINTO FIN USA LTD 4,000 7.13 7/15/2028 5,345
RITCHIE BROS AUCTIONEERS 603 5.38 1/15/2025 625
RITE AID CORP 1,497 6.13 4/1/2023 1,262
RIVERBED TECHNOLOGY INC 500 8.88 3/1/2023 337
RIVERS PITTSBURGH LP/FIN 495 6.13 8/15/2021 503
RMAT 766 4.09 5/25/2048 765
ROCHE HOLDINGS INC 7,000 2.88 9/29/2021 7,099
ROCHE HOLDINGS INC 5,000 2.63 5/15/2026 5,028
ROCKWELL COLLINS INC 3,000 4.35 4/15/2047 3,290
ROCKWELL COLLINS INC 5,000 3.50 3/15/2027 5,222
ROGERS COMMUNICATIONS IN 5,000 3.00 3/15/2023 5,097
ROGERS COMMUNICATIONS IN 5,000 5.00 3/15/2044 5,798
ROLLS ROYCE PLC 200 2.38 10/14/2020 200
ROMANIA 1,880 4.38 8/22/2023 1,994
ROPER TECHNOLOGIES INC 3,000 3.00 12/15/2020 3,020
ROSSINI SARL 180 6.75 10/30/2025 223
ROWAN COMPANIES INC 757 4.88 6/1/2022 698
ROWAN COMPANIES INC 1,000 4.75 1/15/2024 759
ROWAN COMPANIES INC 200 5.40 12/1/2042 116
ROWAN COMPANIES INC 200 7.38 6/15/2025 156
ROYAL BANK OF CANADA 5,000 2.35 10/30/2020 5,010
ROYAL BANK OF CANADA 5,000 4.65 1/27/2026 5,469
ROYAL BANK OF CANADA 8,580 3.20 4/30/2021 8,735
ROYAL BANK OF CANADA 510 2.15 10/26/2020 510
ROYAL BANK OF CANADA 15,000 2.76 8/29/2019 15,000
ROYAL BANK OF CANADA 50,000 2.89 7/22/2020 50,000
ROYAL BANK OF CANADA 5,000 2.97 4/30/2021 5,002
ROYAL BK SCOTLND GRP PLC 2,230 6.13 12/15/2022 2,405
ROYAL BK SCOTLND GRP PLC 3,470 5.13 5/28/2024 3,661
ROYAL BK SCOTLND GRP PLC 5,000 4.80 4/5/2026 5,343
ROYAL BK SCOTLND GRP PLC 5,000 3.88 9/12/2023 5,133
ROYAL BK SCOTLND GRP PLC 2,400 4.52 6/25/2024 2,500
ROYAL BK SCOTLND GRP PLC 5,000 4.45 5/8/2030 5,178
ROYAL BK SCOTLND GRP PLC 275 7.65 12/31/2049 358
ROYAL BK SCOTLND GRP PLC 1,000 8.63 12/29/2049 1,075
ROYAL BK SCOTLND GRP PLC 7,461 4.27 3/22/2025 7,715
ROYAL BK SCOTLND GRP PLC 1,190 6.10 6/10/2023 1,292
ROYAL BK SCOTLND GRP PLC 1,490 6.00 12/19/2023 1,624
ROYAL BK SCOTLND GRP PLC 260 4.89 5/18/2029 277
ROYAL BK SCOTLND GRP PLC 500 5.08 1/27/2030 542
ROYAL BK SCOTLND GRP PLC 300 3.90 6/25/2024 299
ROYAL CARIBBEAN CRUISES 2,000 3.70 3/15/2028 2,014
RP CROWN PARENT LLC 1,270 7.38 10/15/2024 1,324
RPG BYTY SRO 107 3.38 10/15/2024 127
RPI FIN TR 297 0.00 3/27/2023 298
RR DONNELLEY + SONS CO 300 6.50 11/15/2023 297
RR DONNELLEY + SONS CO 600 7.88 3/15/2021 615
RURAL ALLIANCE INC CA SF MTGE 60 7.00 10/1/2032 60
RUSSIA GOVT BOND OFZ 533,205 7.05 1/19/2028 8,344
RUSSIA GOVT BOND OFZ 83,160 7.00 1/25/2023 1,312
RUSSIA GOVT BOND OFZ 30,400 7.75 9/16/2026 495
RUSSIA GOVT BOND OFZ 198,960 7.00 8/16/2023 3,131
RUSSIA GOVT BOND OFZ 166,840 8.15 2/3/2027 2,784
RUSSIA GOVT BOND OFZ 148,410 6.90 5/23/2029 2,291
RUSSIA GOVT BOND OFZ 281,350 7.65 4/10/2030 4,569
RWE AG 48 2.75 4/21/2075 56
RYDER SYSTEM INC 200 2.50 9/1/2022 200
S+P GLOBAL INC 3,000 4.00 6/15/2025 3,253
SABINE PASS LIQUEFACTION 2,400 5.63 2/1/2021 2,493
SABINE PASS LIQUEFACTION 1,000 6.25 3/15/2022 1,085
SABINE PASS LIQUEFACTION 2,240 5.75 5/15/2024 2,491
SABINE PASS LIQUEFACTION 3,750 5.63 3/1/2025 4,198
SABINE PASS LIQUEFACTION 3,500 5.00 3/15/2027 3,839
SABINE PASS LIQUEFACTION 10,000 4.20 3/15/2028 10,499
SABINE PASS LIQUEFACTION 250 5.88 6/30/2026 286
SABLE INTL FINANCE LTD 500 5.75 9/7/2027 504
SABLE INTL FINANCE LTD 200 6.88 8/1/2022 207
SABRE GLBL INC 1,070 5.25 11/15/2023 1,102
SABRE GLBL INC 500 5.38 4/15/2023 513
SABRE INC 1,581 0.00 2/22/2024 1,577
SACRAMENTO CA MUNI UTILITY DIS 3,000 6.16 5/15/2036 3,960
SALESFORCE.COM INC 3,180 3.70 4/11/2028 3,426
SALESFORCE.COM INC 2,570 3.25 4/11/2023 2,665
SALLY HOLDINGS/SALLY CAP 500 5.50 11/1/2023 501
SALLY HOLDINGS/SALLY CAP 100 5.63 12/1/2025 98
SAMMONS FINANCIAL GROUP 2,000 4.45 5/12/2027 2,048
SAN DIEGO G + E 5,000 3.60 9/1/2023 5,185
SAN DIEGO G + E 3,000 2.50 5/15/2026 2,924
SAN DIEGO G + E 2,000 4.15 5/15/2048 2,086
SANDS CHINA LTD 960 4.60 8/8/2023 1,010
SANDS CHINA LTD 1,180 5.13 8/8/2025 1,275
SANTA CLARA VLY CA TRANSPRTN A 5,000 5.88 4/1/2032 6,175
SANTANDER HOLDINGS USA 3,220 4.50 7/17/2025 3,423
SANTANDER HOLDINGS USA 3,000 3.70 3/28/2022 3,069
SANTANDER HOLDINGS USA 2,000 4.45 12/3/2021 2,078
SANTANDER UK GROUP HLDGS 2,000 3.37 1/5/2024 2,017
SANTANDER UK GROUP HLDGS 1,200 3.57 1/10/2023 1,221
SANTANDER UK PLC 3,000 3.40 6/1/2021 3,049
SANTANDER UK PLC 3,000 3.14 6/1/2021 3,005
SANTANDER UK PLC 2,525 3.75 11/15/2021 2,593
SANTANDER UK PLC 1,170 5.00 11/7/2023 1,238
SANTANDER UK PLC 300 2.38 3/16/2020 300
SAPPI PAPIER HOLDNG GMBH 705 7.50 6/15/2032 711
SAXON ASSET SECURITIES TRUST 1,000 2.69 9/25/2036 926
SBA COMMUNICATIONS CORP 2,430 4.88 9/1/2024 2,500
SBA COMMUNICATIONS CORP 300 4.00 10/1/2022 304
SBERBANK (SB CAP SA) 200 6.13 2/7/2022 213
SCHLUMBERGER HLDGS CORP 5,000 4.30 5/1/2029 5,347
SCHLUMBERGER HLDGS CORP 850 4.00 12/21/2025 899
SCHLUMBERGER HLDGS CORP 786 3.90 5/17/2028 817
SCIENTIFIC GAMES INTERNA 2,246 8.25 3/15/2026 2,354
SCIENTIFIC GAMES INTERNA 200 3.38 2/15/2026 228
SCIENTIFIC GAMES INTERNA 3,078 5.00 10/15/2025 3,108
SCIENTIFIC GAMES INTERNA 500 6.25 9/1/2020 500
SCIENTIFIC GAMES INTERNA 955 10.00 12/1/2022 1,004
SCIENTIFIC GAMES INTL INC 1,247 0.00 8/14/2024 1,227
SEADRILL PARTNERS FINCO LLC 1,233 0.00 2/21/2021 878
SEAGATE HDD CAYMAN 3,000 4.75 6/1/2023 3,090
SEAGATE HDD CAYMAN 3,000 4.88 6/1/2027 2,995
SEALED AIR CORP 100 4.50 9/15/2023 129
SEALED AIR CORP 250 6.88 7/15/2033 278
SEATTLE SPINCO INC 137 0.00 6/21/2024 134
SEDGWICK CLAIMS MGMT SVCS INC 1,048 0.00 12/31/2025 1,032
SELECT MEDICAL CORP 750 6.38 6/1/2021 751
SEMPRA ENERGY 5,000 6.00 10/15/2039 6,038
SEMPRA ENERGY 3,000 3.55 6/15/2024 3,096
SEMPRA ENERGY 2,000 3.25 6/15/2027 1,993
SEMPRA ENERGY 2,000 4.00 2/1/2048 1,956
SEMPRA ENERGY 830 1.63 10/7/2019 827
SEMPRA ENERGY 4,800 2.40 2/1/2020 4,795
SEMPRA ENERGY 400 2.86 3/15/2021 398
SENSATA TECH UK FIN CO 1,280 6.25 2/15/2026 1,361
SENSATA TECHNOLOGIES BV 124 5.63 11/1/2024 134
SENSATA TECHNOLOGIES BV 717 5.00 10/1/2025 748
SENSATA TECHNOLOGIES BV 750 4.88 10/15/2023 783
SEQUA MEZZANINE HLDGS LLC 1,629 0.00 11/28/2021 1,591
SEQUOIA MORTGAGE TRUST 3,887 4.00 12/25/2047 4,025
SEQUOIA MORTGAGE TRUST 4,688 4.50 10/25/2048 4,998
SEQUOIA MORTGAGE TRUST 2,050 4.00 8/25/2047 2,175
SEQUOIA MORTGAGE TRUST 3,942 4.25 9/25/2048 4,085
SEQUOIA MORTGAGE TRUST 4,382 3.64 2/25/2043 4,459
SERTA SIMMONS BEDDING LLC 2,450 0.00 11/8/2023 1,577
SERTA SIMMONS BEDDING LLC 925 0.00 11/8/2024 405
SERVICE CORP INTL 483 5.13 6/1/2029 509
SERVICE CORP INTL 170 7.50 4/1/2027 204
SERVICE CORP INTL 800 4.50 11/15/2020 800
SERVICE CORP INTL 850 5.38 5/15/2024 875
SERVICEMASTER COMPANY LL 744 5.13 11/15/2024 767
SERVPRO BORROWER LLC 1,496 0.00 3/26/2026 1,489
SES GLOBAL AMERICAS HLDG 2,000 5.30 3/25/2044 1,935
SES SA 100 4.63 12/29/2049 120
SESI LLC 250 7.75 9/15/2024 161
SEVEN GENERATIONS ENERGY 162 5.38 9/30/2025 156
SEVEN GENERATIONS ENERGY 35 6.88 6/30/2023 36
SFAVE COMMERCIAL MORTGAGE SECU 1,769 4.53 1/5/2043 1,605
SFAVE COMMERCIAL MORTGAGE SECU 3,590 4.53 1/5/2043 3,409
SHELF DRILL HOLD LTD 2,000 8.25 2/15/2025 1,855
SHELL INTERNATIONAL FIN 2,000 2.38 8/21/2022 2,015
SHELL INTERNATIONAL FIN 8,000 3.40 8/12/2023 8,357
SHELL INTERNATIONAL FIN 10,000 3.25 5/11/2025 10,456
SHELL INTERNATIONAL FIN 7,000 4.13 5/11/2035 7,766
SHELL INTERNATIONAL FIN 6,000 3.75 9/12/2046 6,353
SHELL INTERNATIONAL FIN 10,200 4.00 5/10/2046 11,199
SHELL INTERNATIONAL FIN 5,000 3.88 11/13/2028 5,471
SHELL INTERNATIONAL FIN 5,500 3.50 11/13/2023 5,780
SHELL INTERNATIONAL FIN 800 4.38 3/25/2020 812
SHELL INTERNATIONAL FIN 760 4.38 5/11/2045 874
SHELL INTERNATIONAL FIN 990 2.88 5/10/2026 1,010
SHELL INTERNATIONAL FIN 390 4.55 8/12/2043 456
SHERWIN WILLIAMS CO 5,000 2.75 6/1/2022 5,051
SHERWIN WILLIAMS CO 4,000 4.50 6/1/2047 4,266
SHERWIN WILLIAMS CO 4,000 3.45 6/1/2027 4,107
SHIRE ACQ INV IRELAND DA 5,200 2.40 9/23/2021 5,192
SHIRE ACQ INV IRELAND DA 2,400 2.88 9/23/2023 2,424
SIEMENS FINANCIERINGSMAT 5,000 3.40 3/16/2027 5,215
SIGMA ALIMENTOS SA 2,000 4.13 5/2/2026 2,024
SIGMA HOLDCO BV 250 7.88 5/15/2026 232
SILGAN HOLDINGS INC 100 3.25 3/15/2025 118
SIMMONS FOODS INC 465 7.75 1/15/2024 501
SIMMONS FOODS INC 500 5.75 11/1/2024 456
SIMON PROPERTY GROUP LP 5,000 3.38 10/1/2024 5,209
SIMON PROPERTY GROUP LP 5,000 4.25 10/1/2044 5,500
SIMON PROPERTY GROUP LP 2,000 3.50 9/1/2025 2,097
SIMON PROPERTY GROUP LP 2,000 2.35 1/30/2022 2,003
SINCLAIR TELEVISION GROU 500 6.13 10/1/2022 509
SINCLAIR TELEVISION GROU 500 5.63 8/1/2024 513
SINCLAIR TELEVISION GROU 500 5.88 3/15/2026 511
SIRIUS XM RADIO INC 1,437 4.63 7/15/2024 1,470
SIRIUS XM RADIO INC 1,643 5.50 7/1/2029 1,685
SIRIUS XM RADIO INC 913 5.00 8/1/2027 930
SIRIUS XM RADIO INC 702 5.38 7/15/2026 728
SIRIUS XM RADIO INC 3 5.38 4/15/2025 3
SIRIUS XM RADIO INC 1,225 6.00 7/15/2024 1,263
SITE CENTERS CORP 1,568 4.63 7/15/2022 1,631
SITEONE LANDSCAPE SUPPLY HLDG 1,273 0.00 10/29/2024 1,265
SIX FLAGS ENTERTAINMENT 78 5.50 4/15/2027 81
SIX FLAGS ENTERTAINMENT 3,354 4.88 7/31/2024 3,409
SLM STUDENT LOAN TRUST 5,529 2.85 9/25/2043 5,484
SLM STUDENT LOAN TRUST 1,278 3.00 11/25/2027 1,280
SLM STUDENT LOAN TRUST 5,024 3.05 12/27/2038 5,015
SLM STUDENT LOAN TRUST 415 3.50 10/28/2029 412
SLM STUDENT LOAN TRUST 140 4.64 6/16/2042 142
SM ENERGY CO 673 5.00 1/15/2024 624
SM ENERGY CO 82 6.13 11/15/2022 82
SM ENERGY CO 1,367 6.75 9/15/2026 1,282
SM ENERGY CO 1,173 5.63 6/1/2025 1,066
SM ENERGY CO 100 6.63 1/15/2027 93
SMALL BUSINESS ADMINISTRATION 590 2.98 4/1/2039 607
SMB PRIVATE EDUCATION LOAN TRU 3 0.01 9/18/2046 2,576
SMITHFIELD FOODS INC 2,000 4.25 2/1/2027 2,036
SMITHFIELD FOODS INC 3,000 3.35 2/1/2022 3,029
SOCIAL PROFESSIONAL LOAN PROGR 1,390 3.60 2/25/2048 1,451
SOCIALIST REP OF VIETNAM 1,810 4.80 11/19/2024 1,929
SOCIETE GENERALE 1,000 7.38 12/31/2099 1,043
SOFTBANK GROUP CORP 150 4.00 4/20/2023 185
SOFTBANK GROUP CORP 100 4.75 7/30/2025 128
SOLAR STAR FUNDING LLC 4,622 5.38 6/30/2035 4,703
SOLARWINDS HLDGS INC 997 0.00 2/5/2024 992
SOLENIS INTL L P 380 0.00 6/26/2026 372
SOLERA HOLDINGS INC. 1,176 0.00 3/3/2023 1,166
SOLERA LLC / SOLERA FINA 4,139 10.50 3/1/2024 4,485
SOLVAY FINANCE 100 5.87 12/29/2049 134
SONIC AUTOMOTIVE INC 250 5.00 5/15/2023 253
SOPHIA LP/FIN INC 831 9.00 9/30/2023 859
SOTERA HEALTH HLDGS LLC 726 6.50 5/15/2023 734
SOTERA HEALTH HOLDINGS LLC 4,292 0.00 5/15/2022 4,227
SOTHEBY S 2,500 4.88 12/15/2025 2,542
SOUTHERN CAL EDISON 4,000 4.50 9/1/2040 4,216
SOUTHERN CAL EDISON 5,000 3.90 12/1/2041 4,722
SOUTHERN CAL EDISON 5,000 3.60 2/1/2045 4,649
SOUTHERN CAL EDISON 2,000 3.40 6/1/2023 2,035
SOUTHERN CALIF GAS CO 2,000 4.30 1/15/2049 2,198
SOUTHERN CO 5,000 2.95 7/1/2023 5,073
SOUTHERN CO 3,000 4.40 7/1/2046 3,167
SOUTHERN CO 1,000 2.75 6/15/2020 1,003
SOUTHERN CO 300 2.35 7/1/2021 300
SOUTHERN CO GAS CAPITAL 5,000 5.88 3/15/2041 6,090
SOUTHERN COPPER CORP 2,000 5.38 4/16/2020 2,043
SOUTHERN COPPER CORP 2,000 6.75 4/16/2040 2,519
SOUTHERN COPPER CORP 2,000 3.88 4/23/2025 2,073
SOUTHERN COPPER CORP 2,980 5.25 11/8/2042 3,277
SOUTHERN GRAPHICS INC 454 0.00 12/31/2023 327
SOUTHERN GRAPHICS INC 2,734 0.00 12/31/2022 2,268
SOUTHERN POWER CO 4,450 5.15 9/15/2041 4,872
SOUTHERN POWER CO 7,000 4.15 12/1/2025 7,448
SOUTHERN POWER CO 5,000 2.50 12/15/2021 5,001
SOUTHERN POWER CO 200 2.94 12/20/2020 200
SOUTHERN STAR CENT CORP 250 5.13 7/15/2022 252
SOUTHWESTERN ELEC POWER 5,000 3.90 4/1/2045 4,974
SOUTHWESTERN ENERGY CO 2 7.50 4/1/2026 2
SOUTHWESTERN ENERGY CO 396 7.75 10/1/2027 380
SOUTHWESTERN ENERGY CO 1,420 6.20 1/23/2025 1,300
SPECTRA ENERGY PARTNERS 3,000 4.75 3/15/2024 3,252
SPECTRA ENERGY PARTNERS 2,000 3.38 10/15/2026 2,038
SPECTRUM BRANDS INC 1,355 5.75 7/15/2025 1,408
SPECTRUM BRANDS INC 250 6.13 12/15/2024 260
SPIE SA 100 2.63 6/18/2026 117
SPIE SA 100 3.13 3/22/2024 123
SPIRIT AEROSYSTEMS INC 3,000 3.85 6/15/2026 3,022
SPIRIT AEROSYSTEMS INC 200 3.21 6/15/2021 199
SPRINGLEAF FINANCE CORP 870 6.63 1/15/2028 914
SPRINGLEAF FINANCE CORP 543 6.13 3/15/2024 584
SPRINGLEAF FINANCE CORP 1,683 7.13 3/15/2026 1,840
SPRINGLEAF FINANCE CORP 1,510 6.88 3/15/2025 1,655
SPRINGLEAF FINANCE CORP 1,048 5.63 3/15/2023 1,113
SPRINGLEAF FINANCE CORP 500 7.75 10/1/2021 547
SPRINGLEAF FINANCE CORP 200 6.13 5/15/2022 215
SPRINT CAPITAL CORP 1,767 8.75 3/15/2032 2,044
SPRINT CAPITAL CORP 1,500 6.88 11/15/2028 1,541
SPRINT COMMUNICATIONS 400 11.50 11/15/2021 464
SPRINT COMMUNICATIONS 2,000 6.00 11/15/2022 2,085
SPRINT COMMUNICATIONS 700 7.00 8/15/2020 726
SPRINT COMMUNICATIONS INC 382 0.00 2/2/2024 378
SPRINT COMMUNICATIONS INC 4,552 0.00 2/2/2024 4,478
SPRINT CORP 3,523 7.63 3/1/2026 3,752
SPRINT CORP 5,490 7.88 9/15/2023 5,961
SPRINT CORP 4,383 7.13 6/15/2024 4,650
SPRINT CORP 210 7.63 2/15/2025 224
SPRINT CORP 3,270 7.25 9/15/2021 3,477
SPRINT INDL HLDGS LLC 1,454 0.00 8/15/2019 1,410
SPRINT INDUSTRIAL ACQUISITION 696 0.00 11/14/2019 223
SPRINT SPECTRUM / SPEC I 7,313 3.36 3/20/2023 7,333
SPRINT SPECTRUM / SPEC I 10,249 4.74 9/20/2029 10,640
SPX FLOW INC 520 5.63 8/15/2024 542
SPX FLOW INC 669 5.88 8/15/2026 708
SRS DISTRIBUTION INC 232 8.25 7/1/2026 227
SRS DISTRIBUTION INC 517 0.00 5/23/2025 495
SS C TECHNOLOGIES INC 755 0.00 4/16/2025 752
SS C TECHNOLOGIES INC 2,137 0.00 4/16/2025 2,127
SS C TECHNOLOGIES INC 1,449 0.00 4/16/2025 1,443
SS+C TECHNOLOGIES INC 2,526 5.50 9/30/2027 2,624
ST MARYS CEMENT INC 5,000 5.75 1/28/2027 5,468
STANDARD CHARTERED PLC 210 3.95 1/11/2023 215
STANDARD CHARTERED PLC 795 5.70 3/26/2044 922
STANDARD INDUSTRIES INC 641 5.38 11/15/2024 663
STANDARD INDUSTRIES INC 1,845 6.00 10/15/2025 1,957
STANDARD INDUSTRIES INC 750 5.00 2/15/2027 759
STANDARD INDUSTRIES INC 200 5.50 2/15/2023 206
STANFORD HEALTH CARE 2,000 3.80 11/15/2048 2,146
STAPLES INC 4,137 7.50 4/15/2026 4,108
STAPLES INC 1,617 10.75 4/15/2027 1,597
STARBUCKS CORP 5,000 2.45 6/15/2026 4,947
STARBUCKS CORP 3,000 4.45 8/15/2049 3,285
STARBUCKS CORP 5,000 3.85 10/1/2023 5,284
STARFRUIT FINCO B V 4,324 0.00 10/1/2025 4,250
STARFRUIT FINCO/STAR US 500 8.00 10/1/2026 514
STARS GROUP HLDGS BV 4,861 0.00 7/10/2025 4,858
STARWOOD PROPERTY TRUST 400 5.00 12/15/2021 412
STATE GRID OVERSEAS INV 2,140 4.13 5/7/2024 2,277
STATE OF ISRAEL 3,000 4.50 1/30/2043 3,443
STATE OF ISRAEL 5,000 3.15 6/30/2023 5,186
STATE OF ISRAEL 5,000 2.88 3/16/2026 5,167
STATE OF ISRAEL 1,000 4.13 1/17/2048 1,095
STATE OF QATAR 2,660 4.82 3/14/2049 3,053
STATE OF QATAR 1,210 4.00 3/14/2029 1,306
STATE STREET CORP 5,000 3.70 11/20/2023 5,297
STATE STREET CORP 3,000 2.55 8/18/2020 3,013
STATE STREET CORP 3,000 4.14 12/3/2029 3,319
STATE STREET CORP 340 3.41 6/1/2077 260
STATION CASINOS LLC 1,059 5.00 10/1/2025 1,063
STATION CASINOS LLC 161 0.00 6/8/2023 160
STEEL DYNAMICS INC 619 4.13 9/15/2025 620
STEEL DYNAMICS INC 544 5.00 12/15/2026 568
STEEL DYNAMICS INC 478 5.50 10/1/2024 495
STEEL DYNAMICS INC 560 5.13 10/1/2021 566
STEELCASE INC 3,000 5.13 1/18/2029 3,276
STERICYCLE INC 449 5.38 7/15/2024 468
STEVENS HOLDING CO INC 1,031 6.13 10/1/2026 1,086
STONEGATE PUB CO FIN PLC 100 7.04 3/15/2022 128
STORA ENSO OYJ 500 7.25 4/15/2036 590
STRATEGIC MATLS HLDG CORP 293 0.00 11/5/2025 211
STRIP PRINC 4,720 0.00 2/15/2043 2,587
STRIP PRINC 100,000 0.00 11/15/2021 95,894
STRUCTURED ASSET SECURITIES CO 1,182 4.75 10/25/2034 1,193
STRYKER CORP 5,000 4.63 3/15/2046 5,737
STRYKER CORP 5,000 2.63 3/15/2021 5,022
SUBURBAN PROPANE PARTNRS 500 5.50 6/1/2024 505
SUBURBAN PROPANE PARTNRS 500 5.88 3/1/2027 502
SUMITOMO MITSUI BANKING 5,000 3.20 7/18/2022 5,127
SUMITOMO MITSUI BANKING 5,000 2.45 10/20/2020 5,004
SUMITOMO MITSUI FINL GRP 5,000 2.93 3/9/2021 5,047
SUMITOMO MITSUI FINL GRP 5,000 3.55 1/11/2022 5,045
SUMITOMO MITSUI FINL GRP 3,000 3.54 1/17/2028 3,158
SUMITOMO MITSUI FINL GRP 3,000 3.10 1/17/2023 3,066
SUMITOMO MITSUI FINL GRP 3,000 3.75 7/19/2023 3,144
SUMITOMO MITSUI FINL GRP 5,000 3.94 7/19/2028 5,429
SUMITOMO MITSUI FINL GRP 750 2.06 7/14/2021 746
SUMMER BIDCO BV 100 9.00 11/15/2025 119
SUMMIT MATERIALS LLC 1,746 0.00 11/21/2024 1,735
SUMMIT MATERIALS LLC/FIN 5 5.13 6/1/2025 5
SUMMIT MATERIALS LLC/FIN 100 6.13 7/15/2023 102
SUMMIT MID HLDS LLC / FI 550 5.75 4/15/2025 482
SUMMIT PROPERTIES LTD 100 2.00 1/31/2025 109
SUNCOKE ENRGY PART LP/FI 956 7.50 6/15/2025 933
SUNCOR ENERGY INC 5,000 6.80 5/15/2038 6,836
SUNCOR ENERGY INC 5,000 5.95 12/1/2034 6,431
SUNCOR ENERGY INC 2,000 5.95 5/15/2035 2,480
SUNOCO LOGISTICS PARTNER 5,000 4.40 4/1/2021 5,146
SUNOCO LOGISTICS PARTNER 3,000 5.40 10/1/2047 3,187
SUNOCO LOGISTICS PARTNER 3,000 4.65 2/15/2022 3,143
SUNOCO LOGISTICS PARTNER 200 5.50 2/15/2020 203
SUNOCO LP/FINANCE CORP 68 6.00 4/15/2027 71
SUNOCO LP/FINANCE CORP 756 5.88 3/15/2028 784
SUNOCO LP/FINANCE CORP 927 5.50 2/15/2026 965
SUNOCO LP/FINANCE CORP 583 4.88 1/15/2023 597
SUNTRUST BANK 5,000 2.75 5/1/2023 5,050
SUNTRUST BANK 2,000 3.20 4/1/2024 2,062
SUNTRUST BANK 3,000 3.53 10/26/2021 3,045
SUNTRUST BANKS INC 500 5.13 12/31/2099 490
SUPERIOR PLUS/GEN PRTNR 570 7.00 7/15/2026 586
SURGERY CENTER HOLDINGS 486 10.00 4/15/2027 485
SURGERY CENTER HOLDINGS 1,009 6.75 7/1/2025 890
SURGERY CTR HLDGS INC 1,259 0.00 9/2/2024 1,213
SUTTER HEALTH 2,000 4.09 8/15/2048 2,157
SUZANO AUSTRIA GMBH 3,000 5.00 1/15/2030 3,032
SUZANO AUSTRIA GMBH 300 5.75 7/14/2026 327
SUZANO AUSTRIA GMBH 1,000 6.00 1/15/2029 1,092
SVENSKA HANDELSBANKEN AB 760 3.35 5/24/2021 774
SWEDISH EXPORT CREDIT 10,000 1.88 6/23/2020 9,980
SWEDISH EXPORT CREDIT 5,000 1.75 3/10/2021 4,985
SWISS RE FINANCE LUX 3,000 5.00 4/2/2049 3,214
SYMANTEC CORP 1,538 5.00 4/15/2025 1,577
SYNCHRONY CREDIT CARD MASTER N 4,810 2.37 3/15/2023 4,809
SYNCHRONY FINANCIAL 6,000 4.25 8/15/2024 6,237
SYNCHRONY FINANCIAL 2,000 3.95 12/1/2027 1,997
SYNEOS HEALTH INC 1,500 0.00 3/25/2024 1,463
SYNEOS HEALTH INC 150 7.50 10/1/2024 157
SYNGENTA FINANCE NV 2,050 3.93 4/23/2021 2,084
SYNGENTA FINANCE NV 400 4.44 4/24/2023 415
SYNIVERSE HLDGS INC 206 0.00 3/11/2024 150
SYSCO CORPORATION 2,000 4.85 10/1/2045 2,269
SYSCO CORPORATION 3,000 3.75 10/1/2025 3,184
SYSCO CORPORATION 3,000 4.50 4/1/2046 3,254
T MOBILE USA INC 789 4.75 2/1/2028 813
T MOBILE USA INC 1,376 4.50 2/1/2026 1,410
T MOBILE USA INC 98 5.13 4/15/2025 102
T MOBILE USA INC 1,610 6.50 1/15/2026 1,736
T MOBILE USA INC 750 6.00 3/1/2023 767
TACALA LLC 1,920 0.00 1/31/2025 1,896
TAKEDA PHARMACEUTICAL 2,000 3.80 11/26/2020 2,037
TAKEDA PHARMACEUTICAL 5,400 4.40 11/26/2023 5,774
TAKEDA PHARMACEUTICAL 5,000 5.00 11/26/2028 5,671
TALEN ENERGY SUPPLY LLC 403 7.25 5/15/2027 413
TALEN ENERGY SUPPLY LLC 809 6.63 1/15/2028 803
TALEN ENERGY SUPPLY LLC 384 10.50 1/15/2026 379
TALEN ENERGY SUPPLY LLC 84 6.50 6/1/2025 70
TALLGRASS NRG PRTNR/FIN 224 4.75 10/1/2023 227
TALLGRASS NRG PRTNR/FIN 1,299 5.50 1/15/2028 1,313
TALLGRASS NRG PRTNR/FIN 808 5.50 9/15/2024 834
TALOS