Current holdings
Data for period
31 Jul 22
(Last reporting period)
Total assets
$577.96 mm
Liabilities
$32.39 mm
Net assets
$545.56 mm
Number of holdings
299.00
Holding trends
Total assets and liabilities
Assets
Liabilities
Total number of holdings
Holdings history data
$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.
Holding | Oct 19 | Jan 20 | Apr 20 | Jul 20 | Oct 20 | Jan 21 | Apr 21 | Jul 21 | Oct 21 | Jan 22 | Apr 22 | Jul 22 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
3M CO | ||||||||||||
7-ELEVEN INC | ||||||||||||
ABBOTT LABORATORIES | ||||||||||||
ABBVIE INC | ||||||||||||
ADOBE INC | ||||||||||||
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP SR UNSEC 2.45% 10-29-26 | ||||||||||||
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP SR UNSEC 3.0% 10-29-28 | ||||||||||||
AETNA INC | ||||||||||||
AFFIRM ASSET SECURITIZATION TRUST 21-Z2 | ||||||||||||
AFFIRM ASSET SECURITIZATION TRUST AFFRM_20-A | ||||||||||||
AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-A | ||||||||||||
AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-B | ||||||||||||
AIR PRODUCTS & CHEMICALS INC | ||||||||||||
AIRBUS FINANCE BV | ||||||||||||
ALEXANDRIA REAL ESTATE EQ INC | ||||||||||||
ALLEGRO CLO I ALLEG_16-1A | ||||||||||||
ALLEGRO CLO I LTD ALLEG_17-1A | ||||||||||||
ALLSTATE CORP/THE | ||||||||||||
ALPHABET INC | ||||||||||||
ALTRIA GROUP INC | ||||||||||||
AMAZON.COM INC | ||||||||||||
AMEREN CORPORATION | ||||||||||||
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP | ||||||||||||
AMERICAN HONDA FINANCE CORPORATION | ||||||||||||
AMERICAN INTERNATIONAL GROUP INC | ||||||||||||
AMERICAN TOWER CORP | ||||||||||||
AMERISOURCEBERGEN CORP | ||||||||||||
AMGEN INC | ||||||||||||
ANALOG DEVICES INC | ||||||||||||
ANHEUSER-BUSCH INBEV WORLDWIDE INC | ||||||||||||
ANTHEM INC | ||||||||||||
APPLE INC | ||||||||||||
ARES CLO LTD ARES_17-42A | ||||||||||||
ASIAN DEVELOPMENT BANK | ||||||||||||
ASTRAZENECA FINANCE LLC | ||||||||||||
ASTRAZENECA PLC | ||||||||||||
AT&T INC | ||||||||||||
AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC | ||||||||||||
AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A | ||||||||||||
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 AESOP 20-2A B 144A 2.96% 02-20-27/26 | ||||||||||||
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 AESOP 20-2 A 144A 2.02% 02-20-27/26 | ||||||||||||
AVOLON HOLDINGS FUNDING LTD | ||||||||||||
BALLY 2019-2A | ||||||||||||
BANK BANK_22-BNK40 | ||||||||||||
BANK OF AMERICA CORP | ||||||||||||
BAT CAPITAL CORP | ||||||||||||
BAXTER INTERNATIONAL INC | ||||||||||||
BAYER US FINANCE II LLC | ||||||||||||
BECTON DICKINSON AND CO | ||||||||||||
BELLEMEADE RE LTD BMIR_19-3 | ||||||||||||
BHG SECURITIZATION TRUST BHG_21-A | ||||||||||||
BHG SECURITIZATION TRUST BHG_21-B | ||||||||||||
BMW US CAPITAL LLC | ||||||||||||
BNP PARIBAS | ||||||||||||
BOARDWALK PIPELINES LP | ||||||||||||
BOEING CO | ||||||||||||
BOSTON SCIENTIFIC CORP | ||||||||||||
BP CAPITAL MARKETS AMERICA INC | ||||||||||||
BRISTOL-MYERS SQUIBB CO | ||||||||||||
BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.625% 01-15-24 | ||||||||||||
BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.875% 01-15-27 | ||||||||||||
BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.0% 01-15-22 | ||||||||||||
BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD BROADCOM CORP CAYMAN FINANCE SR UNSEC 2.375% 01-15-20 | ||||||||||||
BROADCOM INC | ||||||||||||
BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-1 BHLD 19-1 A1 144A 3.613% 10-26-48/03-25-22 | ||||||||||||
BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-1 BHLD 19-1 A3 144A 3.919% 10-26-48/03-25-22 | ||||||||||||
BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF | ||||||||||||
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR BX 21-SOAR A 144A FRN (L+67) 06-15-38/23 | ||||||||||||
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR BX 21-SOAR B 144A FRN (L+87) 06-15-38/23 | ||||||||||||
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR BX 21-SOAR C 144A FRN (L+110) 06-15-38/23 | ||||||||||||
BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT BX 21-VOLT B 144A FRN (L+95) 09-15-36/23 | ||||||||||||
BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT BX 21-VOLT A 144A FRN (L+70) 09-15-36/23 | ||||||||||||
BX TRUST BX_21-ARIA | ||||||||||||
CALIFORNIA (STATE OF) CA ST GO HI SPEED TRAIN TAXABLE 17A 2.367% 04-01-22 | ||||||||||||
CALIFORNIA (STATE OF) CA ST GO HI SPEED TRAIN TAXABLE 17B (MPT) SF 2.193% 04-01-47/20 | ||||||||||||
CANADA (GOVERNMENT OF) | ||||||||||||
CANADIAN NATURAL RESOURCES LTD | ||||||||||||
CANADIAN PACIFIC RAILWAY CO | ||||||||||||
CAPITAL GROUP CENTRAL CASH FUND | ||||||||||||
CARMAX AUTO OWNER TRUST CARMX_19-2 CARMX 19-2 A3 2.68% 03-15-24/12-15-22 | ||||||||||||
CARMAX AUTO OWNER TRUST CARMX_19-2 CARMX 19-2 A4 2.77% 12-16-24/04-17-23 | ||||||||||||
CARMAX AUTO OWNER TRUST CARMX_19-2 CARMX 19-2 C 3.16% 02-18-25/04-17-23 | ||||||||||||
CARMAX AUTO OWNER TRUST CARMX_19-2 CARMX 19-2 B 3.01% 12-16-24/04-17-23 | ||||||||||||
CARMAX AUTO OWNER TRUST CARMX_19-2 CARMX 19-2 A2A 2.69% 07-15-22/03-15-21 | ||||||||||||
CARMAX AUTO OWNER TRUST CARMX_20-1 | ||||||||||||
CARRIER GLOBAL CORP | ||||||||||||
CASCADE FUNDING MORTGAGE TRUST CFMT_19-HB1 | ||||||||||||
CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB3 | ||||||||||||
CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4 | ||||||||||||
CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6 | ||||||||||||
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1 | ||||||||||||
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R | ||||||||||||
CDX HIGH GRADE ISSUER CDX NA IG S36 5Y 1.0% 06-20-26 0.40 REC ICE | ||||||||||||
CDX HIGH GRADE ISSUER CDX NA IG S36 5Y 1.0% 06-20-26 0.40 REC ICE | ||||||||||||
CDX HIGH GRADE ISSUER CDX NA IG S35 5Y 1.0% 12-20-25 0.40 REC ICE | ||||||||||||
CELANESE US HOLDINGS LLC | ||||||||||||
CENOVUS ENERGY INC | ||||||||||||
CENT CLO LP CECLO_14-21A | ||||||||||||
CF HIPPOLYTA ISSUER LLC SORT_21-1 | ||||||||||||
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM CCO SR SEC 4.908% 07-23-25 | ||||||||||||
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM CCO SEC 1ST LIEN 2.8% 04-01-31 | ||||||||||||
CHUBB INA HOLDINGS INC | ||||||||||||
CIGNA CORP | ||||||||||||
CISCO SYSTEMS INC | ||||||||||||
CITIGROUP INC | ||||||||||||
CLI FUNDING LLC CLIF_20-1 | ||||||||||||
CLI FUNDING LLC CLIF_20-2 | ||||||||||||
CLI FUNDING LLC CLIF_20-3 | ||||||||||||
CLIF FUNDING VII LLC CLIF_21-1 | ||||||||||||
CME CHICAGO MERCANTILE EXCHANGE | ||||||||||||
COCA-COLA CO | ||||||||||||
COMCAST CORP | ||||||||||||
CONCHO RESOURCES INC | ||||||||||||
CONNECTICUT LIGHT AND POWER COMPANY (THE) | ||||||||||||
CONOCOPHILLIPS | ||||||||||||
CONOCOPHILLIPS CO | ||||||||||||
CONSTELLATION BRANDS INC | ||||||||||||
CONSUMERS ENERGY COMPANY | ||||||||||||
COREBRIDGE FINANCIAL INC | ||||||||||||
CORPORATE OFFICE PROPERTIES LP | ||||||||||||
COSTCO WHOLESALE CORP | ||||||||||||
CPS AUTO RECEIVABLES TRUST CPS_22-B | ||||||||||||
CPS AUTO TRUST CPS_19-B | ||||||||||||
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD | ||||||||||||
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3 | ||||||||||||
CVS HEALTH CORP | ||||||||||||
DAIMLER FINANCE NORTH AMERICA LLC | ||||||||||||
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC | ||||||||||||
DENMARK (KINGDOM OF) | ||||||||||||
DEUTSCHE BANK AG (NEW YORK BRANCH) | ||||||||||||
DEUTSCHE TELEKOM AG | ||||||||||||
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV | ||||||||||||
DORMITORY AUTHORITY OF STATE OF NEW YORK | ||||||||||||
DOW CHEMICAL COMPANY (THE) | ||||||||||||
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3 DRIVE 19-3 B 2.65% 02-15-24/11-15-21 | ||||||||||||
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3 DRIVE 19-3 A3 2.49% 06-15-23/04-15-21 | ||||||||||||
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1 DRIVE 20-1 C 2.36% 03-16-26/02-15-23 | ||||||||||||
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1 DRIVE 20-1 B 2.08% 07-15-24/04-18-22 | ||||||||||||
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1 DRIVE 20-1 A2 1.99% 12-15-22/03-15-21 | ||||||||||||
DRYDEN SENIOR LOAN FUND DRSLF_17-47A | ||||||||||||
DT AUTO OWNER TRUST DTAOT_19-2 DTAOT 19-2A B 144A 2.99% 04-17-23/05-17-21 | ||||||||||||
DT AUTO OWNER TRUST DTAOT_19-2 DTAOT 19-2A A 144A 2.85% 09-15-22/05-17-21 | ||||||||||||
DT AUTO OWNER TRUST DTAOT_20-1 DTAOT 20-1 B 144A 2.16% 05-15-24/02-15-22 | ||||||||||||
DT AUTO OWNER TRUST DTAOT_20-1 DTAOT 20-1 A 144A 1.94% 09-15-23/08-16-21 | ||||||||||||
DUKE ENERGY CAROLINAS LLC | ||||||||||||
DUKE ENERGY CORP | ||||||||||||
DUKE ENERGY PROGRESS LLC | ||||||||||||
DUPONT DE NEMOURS INC | ||||||||||||
EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A | ||||||||||||
EMERSON ELECTRIC CO | ||||||||||||
ENBRIDGE ENERGY PARTNERS LP | ||||||||||||
ENEL FINANCE INTERNATIONAL NV | ||||||||||||
ENERGY NORTHWEST | ||||||||||||
ENERGY TRANSFER OPERATING LP | ||||||||||||
ENTERGY LOUISIANA LLC | ||||||||||||
ENTERPRISE FLEET FINANCING LLC EFF_17-1 | ||||||||||||
ENTERPRISE FLEET FINANCING LLC EFF_22-1 | ||||||||||||
EOG RESOURCES INC | ||||||||||||
EQUINIX INC | ||||||||||||
EQUINOR ASA | ||||||||||||
ERP OPERATING LP | ||||||||||||
ESSEX PORTFOLIO LP | ||||||||||||
EUROPEAN INVESTMENT BANK | ||||||||||||
EVERSOURCE ENERGY | ||||||||||||
EXELON CORP | ||||||||||||
EXETER AUTOMOBILE RECEIVABLES TRUST EART_17-1A | ||||||||||||
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2 EART 19-2 C 144A 3.3% 03-15-24/04-15-22 | ||||||||||||
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2 EART 19-2 B 144A 3.06% 05-15-23/06-15-21 | ||||||||||||
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2 EART 19-2 A 144A 2.93% 07-15-22/10-15-20 | ||||||||||||
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-4 | ||||||||||||
EXTENDED STAY AMERICA TRUST ESA_21-ESH ESA 21-ESH A 144A FRN (L+108) 07-15-38/26 | ||||||||||||
EXTENDED STAY AMERICA TRUST ESA_21-ESH ESA 21-ESH B 144A FRN (L+138) 07-15-38/26 | ||||||||||||
EXXON MOBIL CORP | ||||||||||||
FANNIE MAE ACES FNMA_16-M1 FNA 16-M1 A1 (MF) 2.428% 01-25-26 | ||||||||||||
FANNIE MAE ACES FNMA_16-M1 FNA 16-M1 ASQ2 (MF) FRN 02-25-21 | ||||||||||||
FANNIE MAE ACES FNMA_16-M3 | ||||||||||||
FANNIE MAE ACES FNMA_16-M4 | ||||||||||||
FANNIE MAE ACES FNMA_16-M7 | ||||||||||||
FANNIE MAE ACES FNMA_16-M9 | ||||||||||||
FANNIE MAE ACES FNMA_17-M12 | ||||||||||||
FANNIE MAE ACES FNMA_17-M13 | ||||||||||||
FANNIE MAE ACES FNMA_17-M15 FNA 17-M15 AV2 (MF) FRN 11-15-24 | ||||||||||||
FANNIE MAE ACES FNMA_17-M15 FNA 17-M15 ATS1 (MF) 2.987% 11-25-27 | ||||||||||||
FANNIE MAE ACES FNMA_17-M15 FNMA 17-M15 AV1 (MF) FRN 11-25-24 | ||||||||||||
FANNIE MAE ACES FNMA_17-M3 FNA 17-M3 AV2 (MF) FRN 05-25-24 | ||||||||||||
FANNIE MAE ACES FNMA_17-M3 FNA 17-M3 A1 (MF) FRN 12-25-26 | ||||||||||||
FANNIE MAE ACES FNMA_17-M3 FNA 17-M3 AV1 (MF) FRN 05-25-24 | ||||||||||||
FANNIE MAE ACES FNMA_17-M4 | ||||||||||||
FANNIE MAE ACES FNMA_17-M8 | ||||||||||||
FANNIE MAE FNMA_12-M13 | ||||||||||||
FANNIE MAE FNMA_15-M16 | ||||||||||||
FANNIE MAE-ACES FNA_18-M5 | ||||||||||||
FANNIE MAE-ACES FNMA_16-M5 | ||||||||||||
FANNIEMAE-ACES FNA_17-M7 | ||||||||||||
FANNIEMAE-ACES FNMA_11-M9 | ||||||||||||
FANNIEMAE-ACES FNMA_13-M12 | ||||||||||||
FANNIEMAE-ACES FNMA_15-M1 | ||||||||||||
FANNIEMAE-ACES FNMA_15-M12 | ||||||||||||
FANNIEMAE-ACES FNMA_15-M13 | ||||||||||||
FANNIEMAE-ACES FNMA_15-M15 | ||||||||||||
FANNIEMAE-ACES FNMA_15-M4 | ||||||||||||
FANNIEMAE-ACES FNMA_15-M8 | ||||||||||||
FANNIEMAE-ACES FNMA_16-M11 | ||||||||||||
FANNIEMAE-ACES FNMA_16-M12 | ||||||||||||
FANNIEMAE-ACES FNMA_16-M13 | ||||||||||||
FANNIEMAE-ACES FNMA_16-M2 | ||||||||||||
FANNIEMAE-ACES FNMA_16-M6 | ||||||||||||
FANNIEMAE-ACES FNMA_17-M1 | ||||||||||||
FANNIEMAE-ACES FNMA_17-M2 | ||||||||||||
FEDERAL FARM CREDIT BANKS FUNDING CORP | ||||||||||||
FEDERAL HOME LOAN BANKS | ||||||||||||
FEDERAL HOME LOAN MORTGAGE CORP | ||||||||||||
FEDERAL HOME LOAN MORTGAGE CORP - GOLD FGLMC 3.5 G60138 110K MAX 08-01-45 | ||||||||||||
FEDERAL HOME LOAN MORTGAGE CORP - GOLD FGLMC 3.5 Q62107 03-01-49 | ||||||||||||
FEDERAL NATIONAL MORTGAGE ASSOCIATION | ||||||||||||
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070 | ||||||||||||
FIDELITY NATIONAL INFORMATION SERVICES INC | ||||||||||||
FINANCE OF AMERICA STRUCTURED FASST_19-HB1 FASST 19-HB1 A 144A FRN 04-25-29/04-26-21 | ||||||||||||
FINANCE OF AMERICA STRUCTURED FASST_19-HB1 FASST 19-HB1 M1 144A FRN 04-25-29 | ||||||||||||
FINANCE OF AMERICA STRUCTURED FASST_19-JR2 | ||||||||||||
FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-1 | ||||||||||||
FIRSTENERGY CORP | ||||||||||||
FIRSTENERGY TRANSMISSION LLC | ||||||||||||
FIRSTKEY HOMES FKH_20-SFR2 | ||||||||||||
FISERV INC | ||||||||||||
FLORIDA POWER & LIGHT CO | ||||||||||||
FNMA_17-M10 FNA 17-M10 AV2 (MF) FRN 07-25-24 | ||||||||||||
FNMA_17-M10 FNA 17-M10 AV1 (MF) FRN 07-25-24 | ||||||||||||
FORD CREDIT AUTO OWNER TRUST FORDO_20-A | ||||||||||||
FORD CREDIT AUTO OWNER TRUST FORDR_18-1 | ||||||||||||
FORD CREDIT AUTO OWNER TRUST FORDR_18-2 | ||||||||||||
FORD CREDIT AUTO OWNER TRUST FORDR_20-1 | ||||||||||||
FORD CREDIT AUTO OWNER TRUST FORDR_21-1 | ||||||||||||
FORD MOTOR CREDIT COMPANY LLC | ||||||||||||
FORTINET INC | ||||||||||||
FOX CORP | ||||||||||||
GCAT TRUST GCAT_21-NQM6 | ||||||||||||
GCI FUNDING I LLC GCI_2020 | ||||||||||||
GCI FUNDING I LLC GCI_21-1 | ||||||||||||
GE CAPITAL FUNDING LLC | ||||||||||||
GENERAL DYNAMICS CORP | ||||||||||||
GENERAL ELECTRIC CO | ||||||||||||
GENERAL MOTORS CO | ||||||||||||
GENERAL MOTORS FINANCIAL CO INC | ||||||||||||
GINNIE MAE II POOL G2SF 3.0 TBA 08-01-52 | ||||||||||||
GINNIE MAE II POOL G2RF 4.853 776095 02-20-64 | ||||||||||||
GINNIE MAE II POOL G2RF 5.665 694836 09-20-59 | ||||||||||||
GINNIE MAE II POOL G2RF 6.64 AA7554 07-20-64 | ||||||||||||
GLAXOSMITHKLINE CAPITAL PLC | ||||||||||||
GLOBAL SC FINANCE SRL SEACO_14-1A | ||||||||||||
GLOBAL SC FINANCE SRL SEACO_17-1A | ||||||||||||
GLOBAL SC FINANCE SRL SEACO_21-1A | ||||||||||||
GLOBAL SC FINANCE VII SRL | ||||||||||||
GLP CAPITAL LP | ||||||||||||
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_19-2 GMALT 19-2 A4 2.72% 03-20-23 | ||||||||||||
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_19-2 GMALT 19-2 A3 2.67% 03-21-22 | ||||||||||||
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2 GMALT 20-2 A3 0.80% 07-20-23/10-20-22 | ||||||||||||
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2 GMALT 20-2 A2A 0.71% 10-20-22/02-22-22 | ||||||||||||
GOLDEN ST TOB SECURITIZATION CORP CALIF | ||||||||||||
GOLDMAN SACHS GROUP INC | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 3.0 TBA 05-01-52 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 2.0 TBA 06-01-52 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II GNMA2 30YR TBA(REG C) 2.0 TBA 02-01-52 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II GNMA2 30YR TBA(REG C) 2.0 TBA 11-01-51 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II GNMA2 30YR TBA(REG C) 2.0 TBA 12-01-51 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II GNMA2 30YR TBA(REG C) 2.0 TBA 08-01-51 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II GNMA2 30YR TBA(REG C) 2.0 TBA 09-01-51 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 2.0 TBA 05-01-51 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 2.0 TBA 03-01-51 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 2.0 TBA 04-01-51 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 4.0 TBA 11-01-50 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF MA6040 07-20-49 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 4.5 004617 01-20-40 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 4.5 MA5764 02-20-49 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF MA3939 09-20-46 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 4.5 MA5877 04-20-49 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 4.5 MA6041 07-20-49 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 4.5 MA6092 08-20-49 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II G2SF 4.5 MA6156 09-20-49 | ||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II GNMA2 30YR TBA(REG C) 4.5 TBA 05-01-50 | ||||||||||||
HAWAII HOTEL TRUST 2019-MAUI HHT_19-MAUI | ||||||||||||
HCA INC | ||||||||||||
HERTZ VEHICLE FINANCING III LLC HERTZ_22-1 | ||||||||||||
HERTZ VEHICLE FINANCING III LLC HERTZ_22-2 | ||||||||||||
HERTZ VEHICLE FINANCING III LLC HERTZ_22-4 | ||||||||||||
HERTZ VEHICLE FINANCING III LLC HERTZ_22-5 | ||||||||||||
HERTZ VEHICLE FINANCING LLC HERTZ_21-1 HERTZ 21-1A A 144A 1.21% 12-26-25/24 | ||||||||||||
HERTZ VEHICLE FINANCING LLC HERTZ_21-1 HERTZ 21-1A B 144A 1.56% 12-26-25/24 | ||||||||||||
HERTZ VEHICLE FINANCING LLC HERTZ_21-2 HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26 | ||||||||||||
HERTZ VEHICLE FINANCING LLC HERTZ_21-2 HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26 | ||||||||||||
HOME DEPOT INC | ||||||||||||
HOME PARTNERS OF AMERICA TRUST HPA_21-2 | ||||||||||||
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-2 | ||||||||||||
HONEYWELL INTERNATIONAL INC | ||||||||||||
HUSKY ENERGY INC | ||||||||||||
HYUNDAI CAPITAL AMERICA | ||||||||||||
INDUSTRY CALIF PUB FACS AUTH | ||||||||||||
INTER-AMERICAN DEVELOPMENT BANK | ||||||||||||
INTERNATIONAL BUSINESS MACHINES CORP | ||||||||||||
INTESA SANPAOLO SPA | ||||||||||||
INTUIT INC | ||||||||||||
JAPAN BANK FOR INTERNATIONAL COOPERATION | ||||||||||||
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JPMORGAN CHASE & CO | ||||||||||||
KEURIG DR PEPPER INC | ||||||||||||
KFW | ||||||||||||
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KIMCO REALTY CORP | ||||||||||||
KINDER MORGAN INC | ||||||||||||
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LEGACY MORTGAGE ASSET TRUST LMAT_19-GS2 | ||||||||||||
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LLOYDS BANKING GROUP PLC | ||||||||||||
LOCKHEED MARTIN CORP | ||||||||||||
LONGFELLOW PLACE CLO LTD LONGF_13-1A | ||||||||||||
LUXE_21-TRIP | ||||||||||||
LYB INTERNATIONAL FINANCE III LLC LYB INTERNATIONAL FINANCE III SR UNSEC 2.25% 10-01-30 | ||||||||||||
LYB INTERNATIONAL FINANCE III LLC LYB INTERNATIONAL FINANCE III SR UNSEC 1.25% 10-01-25 | ||||||||||||
MADISON PARK FUNDING LTD MDPK_15-17A | ||||||||||||
MAGALLANES INC | ||||||||||||
MANHATTAN WEST OMW_20-OMW | ||||||||||||
MANITOBA PROVINCE OF | ||||||||||||
MARATHON CLO LTD MCLO_17-9A | ||||||||||||
MARSH & MCLENNAN COMPANIES INC | ||||||||||||
MASCO CORP | ||||||||||||
MCDONALDS CORP | ||||||||||||
MELLO WAREHOUSE SECURITIZATION TRUST MWST_19-2 MWST 19-2 A 144A FRN (L+75) 11-25-52/10-25-21 | ||||||||||||
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MELLO WAREHOUSE SECURITIZATION TRUST MWST_20-1 | ||||||||||||
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MERCK & CO INC | ||||||||||||
MERCURY FINANCIAL MFCC_21-1 | ||||||||||||
METROPOLITAN LIFE GLOBAL FUNDING I | ||||||||||||
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | ||||||||||||
MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC | ||||||||||||
MICROSOFT CORP | ||||||||||||
MISSION LANE CREDIT MASTER TRUST MLANE_21-A | ||||||||||||
MOLSON COORS BEVERAGE CO | ||||||||||||
MORGAN STANLEY | ||||||||||||
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MOTEL 6 TRUST MOTEL_21-MTL6 | ||||||||||||
MPLX LP | ||||||||||||
MRAIT_20-10 MRAIT 20-10 A3 144A FRN (L+130) 10-15-22 | ||||||||||||
MRAIT_20-10 MRAIT 20-10 A 144A FRN (L+170) 01-18-22 | ||||||||||||
NATIONAL AUSTRALIA BANK LTD | ||||||||||||
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NESTLE HOLDINGS INC. | ||||||||||||
NETFLIX INC | ||||||||||||
NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1 | ||||||||||||
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY | ||||||||||||
NEW YORK LIFE GLOBAL FUNDING | ||||||||||||
NEWARK BSL CLO NBCLO_17-1A | ||||||||||||
NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1 | ||||||||||||
NEXTERA ENERGY CAPITAL HOLDINGS INC | ||||||||||||
NIKE INC | ||||||||||||
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-A | ||||||||||||
NORTHROP GRUMMAN CORP | ||||||||||||
NORTHWESTERN MUTUAL GLOBAL FUNDING | ||||||||||||
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ONEOK INC | ||||||||||||
ONTARIO (PROVINCE OF) | ||||||||||||
ONTARIO TEACHERS FINANCE TRUST | ||||||||||||
OPORTUN FUNDING LLC OPTN_21-B | ||||||||||||
ORACLE CORP | ||||||||||||
OSW STRUCTURED ASSET TRUST OSAT_20-RPL1 | ||||||||||||
OTIS WORLDWIDE CORP | ||||||||||||
PACIFIC GAS AND ELECTRIC CO | ||||||||||||
PALMER SQUARE CLO LTD PLMRS_15-1A | ||||||||||||
PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4 | ||||||||||||
PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1 | ||||||||||||
PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4 PSTAT 21-4A A1 CLO 144A FRN (L+80) 10-15-29 | ||||||||||||
PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4 PSTAT 21-4A A2 CLO 144A FRN (L+140) 10-15-29 | ||||||||||||
PAYPAL HOLDINGS INC | ||||||||||||
PEPSICO INC | ||||||||||||
PETROLEOS MEXICANOS | ||||||||||||
PFIZER INC | ||||||||||||
PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A | ||||||||||||
PHILIP MORRIS INTERNATIONAL INC | ||||||||||||
PHILLIPS 66 | ||||||||||||
PHILLIPS 66 PARTNERS LP | ||||||||||||
PIONEER NATURAL RESOURCES CO | ||||||||||||
PROCTER & GAMBLE CO | ||||||||||||
PROG 2018-SFR2 | ||||||||||||
PROGRESS RESIDENTIAL TRUST PROG_18-SFR3 | ||||||||||||
PROGRESS RESIDENTIAL TRUST PROG_18SRF1 | ||||||||||||
PUBLIC SERVICE ELECTRIC AND GAS COMPANY | ||||||||||||
PUBLIC STORAGE | ||||||||||||
QUEBEC (PROVINCE OF) | ||||||||||||
RACE POINT CLO LTD RACEP_15-9A | ||||||||||||
RAYTHEON TECHNOLOGIES CORP | ||||||||||||
REPUBLIC SERVICES INC | ||||||||||||
REYNOLDS AMERICAN INC | ||||||||||||
RISKLESS ISSUER OIS PAYFIX USD 0.0795% 07-13-20/07-13-25 LCH | ||||||||||||
RISKLESS ISSUER OIS PAYFIX USD 0.12% 09-03-20/09-03-25 LCH | ||||||||||||
RISKLESS ISSUER OIS PAYFIX USD 0.0795% 07-13-20/07-13-25 LCH | ||||||||||||
RMF PROPRIETARY ISSUANCE TRUST RMF_19-1 | ||||||||||||
ROCKWELL COLLINS INC | ||||||||||||
ROYAL BANK OF CANADA | ||||||||||||
SA GLOBAL SUKUK LTD | ||||||||||||
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_16-1 | ||||||||||||
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_16-2 | ||||||||||||
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-3 SDART 19-3 C 2.49% 10-15-25/09-15-22 | ||||||||||||
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-3 SDART 19-3 B 2.28% 09-15-23/10-15-21 | ||||||||||||
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-3 SDART 19-3 A2A 2.28% 02-15-22/09-15-20 | ||||||||||||
SASKATCHEWAN (PROVINCE OF) | ||||||||||||
SAUDI ARABIA (KINGDOM OF) | ||||||||||||
SAUDI ARABIAN OIL CO | ||||||||||||
SBA TOWER TRUST | ||||||||||||
SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2 SCENTRE GROUP 144A LIFE SR UNSEC 3.5% 02-12-25 | ||||||||||||
SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2 SCENTRE GROUP 144A LIFE SR UNSEC 2.375% 11-05-19 | ||||||||||||
SCHLUMBERGER HOLDINGS CORP | ||||||||||||
SEACO_20-1 | ||||||||||||
SEASONED CREDIT RISK TRANSFER SCRT_17-1 | ||||||||||||
SEASONED CREDIT RISK TRANSFER SCRT_17-2 SCRT 17-2 HA FRN 08-25-56 | ||||||||||||
SEASONED CREDIT RISK TRANSFER SCRT_17-2 SCRT 17-2 MA 3.0% 08-25-56 | ||||||||||||
SEASONED CREDIT RISK TRANSFER SCRT_17-4 SCRT 17-4 MT 3.5% 06-25-57 | ||||||||||||
SEASONED CREDIT RISK TRANSFER SCRT_17-4 SCRT 17-4 HT FRN% 06-25-57 | ||||||||||||
SEASONED CREDIT RISK TRANSFER SCRT_18-2 | ||||||||||||
SEASONED CREDIT RISK TRANSFER SCRT_19-2 | ||||||||||||
SEASONED CREDIT RISK TRANSFER SCRT_19-4 | ||||||||||||
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SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1 SLST 20-1 A1D 2.0% 07-25-30 | ||||||||||||
SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1 SLST 20-1 A2D 2.0% 07-25-30 | ||||||||||||
SHELL INTERNATIONAL FINANCE BV | ||||||||||||
SHERWIN-WILLIAMS CO | ||||||||||||
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC | ||||||||||||
SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. | ||||||||||||
SIMON PROPERTY GROUP LP | ||||||||||||
SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A SMB 21-A APT2 144A 1.07% 01-15-53 | ||||||||||||
SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A SMB 21-A A1 144A FRN (L+50) 01-15-53 | ||||||||||||
SOLRR AIRCRAFT LLC SOLRR_21-1 | ||||||||||||
SORT_20-1 SORT 20-1 A1 144A 1.69% 07-15-60/25 | ||||||||||||
SORT_20-1 SORT 20-1 A2 144A 1.99% 07-15-60/27 | ||||||||||||
SORT_20-1 SORT 20-1 B1 144A 2.28% 07-15-60/25 | ||||||||||||
SORT_20-1 SORT 20-1 B2 144A 2.6% 07-15-60/27 | ||||||||||||
SOUND POINT CLO LTD SNDPT_15-1RA | ||||||||||||
SOUND POINT CLO LTD SNDPT_17-2A | ||||||||||||
SOUND POINT CLO LTD SNDPT_17-3A | ||||||||||||
SOUTHERN CALIFORNIA EDISON CO | ||||||||||||
SPRITE LIMITED SPRTE_21-1 | ||||||||||||
SREIT TRUST SREIT_21-MFP | ||||||||||||
STARBUCKS CORP | ||||||||||||
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STATION PLACE SECURITIZATION TRUST SPST 20-WL1 | ||||||||||||
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STELLANTIS FINANCE US INC | ||||||||||||
STELLAR JAY US LLC STELLAR_21-1 | ||||||||||||
STONEPEAK 2021-1 ABS SALTT_21-1A | ||||||||||||
SUN COMMUNITIES OPERATING LP | ||||||||||||
SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1 | ||||||||||||
SYNCHRONY CARD ISSUANCE TRUST SYNIT_19-1 | ||||||||||||
SYNIT_18-A1 | ||||||||||||
T-MOBILE USA INC | ||||||||||||
TAKE-TWO INTERACTIVE SOFTWARE INC | ||||||||||||
TAL ADVANTAGE LLC TAL_13-2A | ||||||||||||
TAL ADVANTAGE LLC TAL_17-1A | ||||||||||||
TAL ADVANTAGE LLC TAL_20-1A | ||||||||||||
TAMPA ELECTRIC COMPANY | ||||||||||||
TC PIPELINES LP | ||||||||||||
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | ||||||||||||
TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2 | ||||||||||||
TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1 | ||||||||||||
TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2 | ||||||||||||
THERMO FISHER SCIENTIFIC INC | ||||||||||||
TORONTO DOMINION BANK (THE) | ||||||||||||
TOTAL CAPITAL INTERNATIONAL SA | ||||||||||||
TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1 | ||||||||||||
TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1A | ||||||||||||
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-B TAOT 19-B A3 2.57% 08-15-23/07-15-22 | ||||||||||||
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-B TAOT 19-B A2A 2.59% 02-15-22/12-15-20 | ||||||||||||
TOYOTA MOTOR CREDIT CORP | ||||||||||||
TRANSCANADA PIPELINES LTD | ||||||||||||
TRICON RESIDENTIAL TCN_21-SFR1 | ||||||||||||
TRITON CONTAINER FINANCE LLC TCF_20-1 | ||||||||||||
TRITON CONTAINER FINANCE LLC TCF_21-1 | ||||||||||||
TRITON INTERNAL FINANCE TIF_21-1A | ||||||||||||
TRUIST FINANCIAL CORP | ||||||||||||
UNICREDIT SPA | ||||||||||||
UNION PACIFIC CORP | ||||||||||||
UNITED STATES TREASURY | ||||||||||||
UNITEDHEALTH GROUP INC | ||||||||||||
UPJOHN INC | ||||||||||||
US BANK NATIONAL ASSOCIATION | ||||||||||||
VALE OVERSEAS LTD | ||||||||||||
VERIZON COMMUNICATIONS INC | ||||||||||||
VERIZON OWNER TRUST VZOT_17-1 | ||||||||||||
VERIZON OWNER TRUST VZOT_19-C | ||||||||||||
VERIZON OWNER TRUST VZOT_20-A | ||||||||||||
VIATRIS INC | ||||||||||||
VINCI SA | ||||||||||||
VIRGINIA ELECTRIC AND POWER COMPANY | ||||||||||||
VODAFONE GROUP PLC | ||||||||||||
VOLKSWAGEN AUTO LEASE TRUST VWALT_19-A VWALT 19-A A3 1.99% 11-21-22 | ||||||||||||
VOLKSWAGEN AUTO LEASE TRUST VWALT_19-A VWALT 19-A A2A 2.0% 03-21-22 | ||||||||||||
WALMART INC | ||||||||||||
WALT DISNEY CO | ||||||||||||
WALT DISNEY COMPANY (THE) | ||||||||||||
WASTE MANAGEMENT INC | ||||||||||||
WEA FINANCE LLC /WESTFIELD UK & EUROPE FINANCE PLC | ||||||||||||
WELLS FARGO & CO | ||||||||||||
WELLTOWER INC | ||||||||||||
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_17-2 | ||||||||||||
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-2 WLAKE 19-2A B 144A 2.62% 07-15-24 | ||||||||||||
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-2 WLAKE 19-2A A2 144A 2.57% 02-15-23 | ||||||||||||
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-3 | ||||||||||||
WILLIAMS COMPANIES INC (THE) | ||||||||||||
WOODSIDE FINANCE LTD | ||||||||||||
WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_18-B | ||||||||||||
WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_19-A | ||||||||||||
WORLD OMNI SELECT AUTO TRUST WOSAT_19-A | ||||||||||||
XCEL ENERGY INC | ||||||||||||
ZIMMER BIOMET HOLDINGS INC |