Six Circles Ultra Short Duration Fund Holdings history

Fund Profile

Current holdings

Data for period

31 Dec 24

(Last reporting period)

Total assets

$689.85 mm

Liabilities

$7.26 mm

Net assets

$682.59 mm

Number of holdings

512.00

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.

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All historic holdings

Current

Data to display

$Value

#Units

%Holdings

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Holding	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Dec 23	Mar 24	Jun 24	Sep 24	Dec 24
3M COMPANY V/R 02/14/24
7-ELEVEN INC 0.625% 02/10/23
7-ELEVEN INC 0.8% 02/10/24
ABBVIE INC 3.6% 05/14/25
ABN AMRO BANK NV V/R 10/13/26
ADCB FINANCE V/R 10/25/22/AUD/
AERCAP IRELAND 1.65% 10/29/24
AERCAP IRELAND 1.75% 10/29/24
AERCAP IRELAND 4.25% 07/01/20
AERCAP IRELAND 4.45% 12/16/21
AERCAP IRELAND 4.125% 07/03/23
AERCAP IRELAND 4.625% 07/01/22
AERCAP IRELAND 4.625% 10/30/20
AERCAP IRELAND 4.875% 01/16/24
AERCAP IRELAND C 3.5% 01/15/25
AERCAP IRELAND C 4.5% 05/15/21
AERCAP IRELAND C 4.5% 09/15/23
AERCAP IRELAND CAP 5% 10/01/21
AES CORP/THE 3.3% 07/15/25
AESOP 2024-1A 5.36% 06/20/29
AFUND 2024- V/R 09/20/61 /GBP/
AHT1 2018-KEYS A V/R 06/15/20
AIA GROUP LTD V/R 09/20/21
AIR LEASE CORP V/R 12/15/22
AIRBUS GROUP F DISC 04/22/20
AIRCASTLE LTD 5.25% 08/11/25
AIRCASTLE LTD 5.5% 02/15/22
AIRCASTLE LTD 5% 04/01/23
ALASKA ST MUNI 0.243% 12/01/21
ALASKA ST MUNI 0.343% 12/01/22
ALBERTA T-BI ZCP 04/19/22/CAD/
ALBERTA T-BI ZCP 09/14/21/CAD/
ALBERTA T-BI ZCP 10/19/21/CAD/
ALGONQUIN PWR & S/UP 06/15/26
ALLY FINANCIAL 5.125% 09/30/24
ALTRIA GROUP IN 4.75% 05/05/21
ALTRIA GROUP INC 3.8% 02/14/24
AMAZON.COM INC 3.15% 08/22/27
AMCAR 2023-1 A2B V/R 10/19/26
AMEREN CORP 0% 10/10/23
AMEREN CORP DISC 10/12/2023
AMERICAN ELEC DISC 01/04/23
AMERICAN ELEC DISC 04/06/20
AMERICAN ELEC P DISC 10/16/23
AMERICAN ELEC PW DISC 04/11/23
AMERICAN ELEC PW DISC 08/07/23
AMERICAN ELEC PW DISC 08/08/23
AMERICAN ELEC PW DISC 10/23/23
AMERICAN ELECT 2.031% 03/15/24
AMERICAN EXPRESS V/R 03/04/25
AMERICAN HONDA 0.55% 07/12/24
AMERICAN HONDA 0.875% 07/07/23
AMERICAN HONDA DISC 07/21/23
AMERICAN HONDA F 1.7% 09/09/21
AMERICAN HONDA FI V/R 02/12/25
AMERICAN HONDA FI V/R 04/23/25
AMERICAN HONDA FI V/R 09/09/21
AMERICAN HONDA FI V/R 11/05/21
AMERICAN HONDA FIN 5% 05/23/25
AMERICAN INTL 3.375% 08/15/20
AMGEN INC 2.2% 02/21/27
AMMC 2013-12A AR V/R 11/10/30
AMXCA 2018-4 A 2.99% 05/15/21
AMXCA 2022-2 A 3.39% 05/15/25
ANCHC 2014-3RA A V/R 01/28/31
ANCHC 2015-7A AR V/R 01/28/31
ANCHC 2016-8A AR V/R 07/28/28
ANORI 2022- V/R 01/25/40 /EUR/
ANORI 2022- V/R 01/26/40 /EUR/
ANORI 2023- V/R 01/26/43 /EUR/ FCT AUTONORIA DE 2023 SER 2023-DE CL B V/R REGD REG S /EUR/ 3.99600000
ANORI 2023- V/R 01/26/43 /EUR/ FCT AUTONORIA DE 2023 SER 2023-DE CL A V/R REGD REG S /EUR/ 3.31600000
ANORI 2023- V/R 09/30/41 /EUR/ AUTONORIA SPAIN 2023 FT SER 2023-SP CL A V/R REGD REG S /EUR/ 3.54600000
ANORI 2023- V/R 09/30/41 /EUR/ AUTONORIA SPAIN 2023 FT SER 2023-SP CL B V/R REGD REG S /EUR/ 3.99600000
ANTHEM INC 3.125% 05/15/22
ANTHEM INC DISC 04/06/2020
AON GLOBAL LTD 3.875% 12/15/25
AOZORA BANK 1.05% 09/09/24
APID 2015-21A A1 V/R 07/18/27
AREIT 2018-CRE2 V/R 09/14/20
AREIT 2019-CRE3 V/R 01/14/22
AREIT 2021-CRE5 V/R 07/17/26
AREIT 2022-CRE6 V/R 11/17/24
ARES STRATEGIC I 5.7% 03/15/28
ARIFL 2017-A A 1.91% 04/15/26
ARROW ELECTRONI 3.25% 09/08/24
ASIMI 2024- V/R 09/16/31 /GBP/
AT&T INC DISC 04/18/22
AT&T INC DISC 02/21/24
AT&T INC 1.7% 03/25/26
AT&T INC 3.2% 03/01/22
AT&T INC DISC 12/14/2021
AT&T INC V/R 06/01/21
AT&T INC V/R 06/12/24
AT&T INC V/R 06/30/20
AT&T INC V/R 07/15/21
ATCLO 2013-1A AR V/R 11/17/27
ATRM 12A AR V/R 04/22/27
AUSGRID FINA V/R 10/30/24/AUD/
AUSGRID FINANCE 3.85% 05/01/23
AUST & NZ BANK 5.671% 10/03/25
AUST & NZ BANKIN 2.7% 11/16/20
AUST & NZ BANKING GROUP V/R 11/27/20
AUST & NZ BANKING V/R 11/09/20
AUTOF 2 A V/R 12/24/44 /EUR/
AUTOF 2 B V/R 12/24/44 /EUR/
AUTOF 3 A V/R 12/25/46 /EUR/
AUTOF 3 B V/R 12/25/46 /EUR/
AUTONATION INC DISC 10/11/23
AVERY 2015-6A AR V/R 08/05/27
AVIATION CAPIT 2.875% 01/20/22
AVIATION CAPIT 3.875% 05/01/23
AVIATION CAPITA 6.75% 04/06/21
AVIATION CAPITAL 5.5% 12/15/24
AVMT 2013-AVM A V/R 12/05/20
AVOLON HOLDING 2.875% 02/15/25
AVOLON HOLDINGS 3.95% 07/01/24
AVOLON HOLDINGS 5.25% 05/15/24
AVON 4A A V/R 09/28/26 /GBP/
AZURE 3 A V/R 06/20/34 /GBP/
B A T INTL FIN 0% 06/30/23
B2R 2016-1 A 2.567% 03/15/21
BAAT 2023-1A A 5.83% 05/15/26
BAAT 2023-2A A 5.85% 08/17/26
BABSN 2019-3A A1 V/R 04/20/31
BACARDI-MARTIN DISC 01/12/23
BACCT 2022-A2 A2 5% 11/15/25
BAE SYSTEMS PLC 5% 03/26/27
BAMLL 2018-DSNY V/R 09/15/20
BAMLL 2019-AHT A V/R 03/15/21
BAMLL 2019-RLJ A V/R 04/15/36
BANC 2019-CRE6 A V/R 06/15/22
BANCO BILBAO V 0.875% 09/18/23
BANCO SANTANDER 0% 04/07/25
BANCO SANTANDER 1.87% 10/15/20
BANCO SANTANDER C V/R 11/28/21
BANCO SANTANDER S V/R 07/15/28
BANK AMER SECS 0% 7/25/25
BANK MONTREAL C 1.15% 02/09/23
BANK NOVA S 0% 02/05/24/CAD/
BANK NOVA SCO 0% 08/11/23/CAD/
BANK NOVA SCOT 0% 11/09/23/CAD
BANK NOVA SCOTI 0% 05/16/23
BANK OF AMER V/R 03/15/23/CAD/
BANK OF AMERICA C V/R 01/23/22
BANK OF AMERICA C V/R 03/05/24
BANK OF AMERICA C V/R 04/19/21
BANK OF AMERICA C V/R 06/25/22
BANK OF AMERICA C V/R 07/21/21
BANK OF AMERICA C V/R 09/15/27
BANK OF AMERICA C V/R 10/01/21
BANK OF AMERICA C V/R 10/21/22
BANK OF MONTRE 2.414% 08/28/20
BANK OF MONTREA 4.25% 09/14/24
BANK OF MONTREAL V/R 03/10/23
BANK OF MONTREAL V/R 08/27/21
BANK OF MONTREAL V/R 10/06/21
BANK OF MONTREAL V/R 2/8/21
BANK OF NOVA S 0.2% 09/21/22
BANK OF NOVA S V/R 05/07/20
BANK OF NOVA SCOT V/R 09/08/28
BANK OF QUEE V/R 10/29/25/AUD/
BANQUE ET CAISSE DISC 9/24/20
BANQUE FED CRE 0.998% 02/04/25
BANQUE FED CRE 5.896% 07/13/26
BARCLAYS BANK 0.24% 04/08/22
BARCLAYS BANK 1.65% 03/03/23
BARCLAYS BANK P 5.14% 10/14/20
BARCLAYS BANK PLC NY V/R 5/07/20
BARCLAYS BANK PLC CD .7% 2/1/21
BARCLAYS BANK PLC NY V/R 07/30/21
BARCLAYS BANK PLC NY V/R 10/08/20
BARCLAYS BK PLC NEW YORK BRH 0.33% 02/01/22
BARCLAYS BK PLC NEW YORK BRH INSTL 0.27% 03/03/2022
BARCLAYS BK PLC NY 4% 07/13/23
BARCLAYS CAP I DISC 02/11/25
BARCLAYS PLC 2.875% 06/08/20
BARCLAYS PLC 3.25% 01/12/21
BARCLAYS PLC V/R 08/09/26
BAT CAPITAL CO 2.764% 08/15/22
BAT CAPITAL CO 3.215% 09/06/26
BAT CAPITAL CO 3.222% 08/15/24
BAT CAPITAL CORP 4.7% 04/02/27
BAT CAPITAL CORP V/R 08/14/20
BAT CAPITAL CORP V/R 08/15/22
BAT INTL FINAN 1.668% 03/25/26
BATLN 2016-10A A V/R 01/24/29
BATLN 2020-18A A V/R 10/15/32
BATLN 2020-18A A V/R 10/15/36
BAXTER INTERNA 1.322% 11/29/24
BAYER CORP DISC 07/09/24
BAYER CORP DISC 09/01/20
BAYER CORP DISC 07/10/2023
BAYER US FINAN 3.875% 12/15/23
BAYER US FINANC 4.25% 12/15/25
BAYER US FINANCE V/R 06/25/21
BAYER US FINANCE V/R 12/15/23
BAYERISCHE LANDE 4.6% 08/28/25
BBCMS 2024-5C 5.609% 12/15/29
BCARD 2018-1A A V/R 07/15/20
BDS 2022-FL12 A V/R 08/19/38
BECTON DICKINSON V/R 06/06/22
BELLSOUTH LLC 4.266% 04/26/20
BERRY GLOBAL I 4.875% 07/15/26
BERRY GLOBAL IN 0.95% 02/15/24 BERRY GLOBAL INC REGD 0.95000000
BERRY GLOBAL IN 0.95% 02/15/24 BERRY GLOBAL INC REGD 144A P/P 0.95000000
BG ENERGY CAPITAL 4% 10/15/21
BGCLO 19A A V/R 06/15/31
BGCLO 19A AR V/R 06/15/31
BHG 2022-B A 3.75% 06/18/35
BK NOVA SCOTIA 0% 1/8/21 /CAD/
BLACK HILLS CO 1.037% 08/23/24
BLCON 2024- V/R 03/25/27 /EUR/ COMPARTMENT BL CONSUMER CREDIT 2024 SER 2024-1 CL B V/R REGD /EUR/ 3.97900000
BLCON 2024- V/R 03/25/27 /EUR/ COMPARTMENT BL CONSUMER CREDIT 2024 SER 2024-1 CL A V/R REGD /EUR/ 3.70900000
BLUEM 2012-2A AR V/R 11/20/28
BMO 2024-5C8 A3 V/R 12/15/29
BMP 2024-MF23 A V/R 06/15/26
BMW FINANCE NV 2.25% 08/12/22
BMW US CAPITAL 3.25% 08/14/20
BMW US CAPITAL L 4.6% 08/13/27
BMW US CAPITAL LL V/R 04/01/25
BMW US CAPITAL LL V/R 04/12/21
BMW US CAPITAL LL V/R 08/12/24
BMW US CAPITAL LL V/R 08/13/21
BMW US CAPITAL LL V/R 08/13/26
BMW US CAPITAL LL V/R 08/14/20
BMWC 201 2.153% 01/20/21 /CAD/
BMWC 202 1.956% 10/20/21 /CAD/
BMWC 202 3.649% 02/20/24 /CAD/
BMWC 202 5.025% 04/20/26 /CAD/
BMWC 2023 5.43% 01/20/26 /CAD/
BMWLT 2023-1 A 5.27% 02/25/25
BMWOT 2016-A A 1.37% 03/25/20
BMWOT 2023-A A2B V/R 01/27/25
BNP PARIBAS V/R 06/09/26
BOC AVIATION L 2.375% 09/15/21
BOC AVIATION LTD V/R 05/04/21
BOEING CO 4.875% 05/01/25
BOEING CO DISC 11/18/2020
BOFA SECURITIE DISC 06/06/25
BP CAP MARKETS 3.017% 01/16/27
BP CAP MARKETS 5.017% 11/17/27
BP CAP MKTS PLC DISC 5/16/22
BP CAPITAL MARKETS DIS 10/9/20
BPCE DISC 06/04/24
BPCE DISC 07/01/21
BPCE DISC 08/20/21
BPCE SA 3% 05/22/22
BPCE SA 4% 04/15/24
BPCE SA V/R 01/14/25
BPCE SA V/R 05/22/22
BPCE SA V/R 06/05/25/AUD/
BPCE SA V/R 09/12/23
BPCE SA V/R 09/25/25
BPCE SA V/R 09/29/25/AUD/
BRACN 2024- V/R 02/17/29 /GBP/
BRASS 8A A1 V/R 11/16/66
BRICO 2024 V/R 02/24/42 /EUR/
BRISTOL-MYERS 1.125% 11/13/27
BRISTOL-MYERS 2.875% 08/15/20
BRISTOL-MYERS SQU V/R 05/16/22
BRISTOL-MYERS SQU V/R 11/16/20
BRITISH AEROSPACE DISC 6/8/20
BRITISH TELECOMM 4.5% 12/04/23
BROADCOM CRP / 2.2% 01/15/21
BROADCOM CRP / CA 3% 01/15/22
BROADCOM CRP / 3.625% 01/15/24
BROADCOM INC 3.15% 11/15/25
BROOKFIELD US 0.0% 04/04/22
BSKY GE13 A V/R 03/20/32 /EUR/
BSKY UK5 A V/R 04/20/31 /GBP/
BSP 2015-6BR A V/R 07/20/34
BSP 2015-8A A1AR V/R 01/20/31
BSP 2015-VIA A1R V/R 10/18/29
BSPRT 2021-FL7 A V/R 12/15/38
BSST 2021-SSCP A V/R 04/15/26
BUMP 2023-D V/R 06/23/26 /EUR/
BURBERRY 1.125% 09/21/25/GBP/
BURNH 2016-1A AR V/R 10/20/29
BWAY 2021-1450 A V/R 09/15/23
BWSTA 2018-1 A 3.09% 04/15/21
BX 2018-IND A V/R 10/15/20
BX 2021-XL2 A V/R 10/15/23
BX 2022-CSMO A V/R 06/15/27
BX 2022-IND A V/R 04/15/27
BX 2022-LP2 A V/R 02/15/24
BX 2024-BRBK A V/R 10/15/26
BX 2024-CNYN A V/R 04/15/41
BX 2024-MF A V/R 02/15/26
BX 2024-PAT A V/R 03/15/26
BX 2024-VLT4 A V/R 07/15/29
BX 2024-XL4 A V/R 02/15/26
BX 2024-XL5 A V/R 03/15/26
CAALT 2021-3A A 1% 07/15/24
CAMB 2019-LIFE A V/R 12/15/20
CAMPBELL SOUP CO DISC 04/06/20
CANADA HOU 1.25% 06/15/21/CAD/
CANADA T-BIL ZCP 01/03/25/CAD/
CANADA T-BIL ZCP 02/15/24/CAD/
CANADA T-BIL ZCP 04/14/22/CAD/
CANADA T-BIL ZCP 04/27/23/CAD/
CANADA T-BIL ZCP 06/20/24/CAD/
CANADA T-BIL ZCP 07/30/20/CAD/
CANADA T-BIL ZCP 08/01/24/CAD/
CANADA T-BIL ZCP 09/14/23/CAD/
CANADA T-BIL ZCP 10/15/20/CAD/
CANADA T-BIL ZCP 12/17/20/CAD/
CANADIAN IMPE 0.35% 11/02/22
CANADIAN IMPERIA 1.35% 2/13/23
CANADIAN IMPERIAL V/R 03/17/23
CANADIAN IMPERIAL V/R 10/02/26
CANADIAN PACIFI 1.35% 12/02/24
CANBY 1 A2 V/R 05/16/56 /GBP/
CAPITAL ONE BANK V/R 01/27/23
CAPITAL ONE FINA 2.4% 10/30/20
CAPITAL ONE FINAN V/R 05/09/25
CAR 2023-1F V/R 06/21/27 /EUR/ CARS ALLIANCE AUTO LEASES FRANCE V 2023-1 SER 2023-1FRV CL B V/R REGD REG S /EUR/ 4.09500000
CAR 2023-1F V/R 06/21/27 /EUR/ CARS ALLIANCE AUTO LEASES FRANCE V 2023-1 SER 2023-1FRV CL A V/R REGD REG S /EUR/ 3.44500000
CARD2 2019-1A A V/R 05/17/21
CARD2 2023-2A A V/R 07/15/25
CARMX 2017-1 A 1.98% 07/15/20
CARMX 2017-2 A 1.93% 11/16/20
CARMX 2017-3 A 1.97% 04/15/22
CARMX 2018-3 A 2.88% 10/15/21
CARMX 2018-4 A 3.36% 09/15/23
CARMX 2019-1 A 3.02% 07/15/22
CARMX 2019-3 A 2.18% 04/15/23
CARMX 2020-3 A2B V/R 03/15/22
CARMX 2021-2 A 0.52% 02/17/26
CARMX 2022-2 A2B V/R 05/15/25
CARMX 2022-4 A 5.34% 08/15/24
CARMX 2022-4 A2B V/R 08/15/24
CARMX 2023-3 A 5.72% 06/15/25
CARMX 2023-4 A 6.08% 08/15/25
CARMX 2023-4 A3 6% 04/15/27
CARMX 2024-1 A 4.92% 07/15/27
CARMX 2024-1 A2 5.3% 11/15/25
CARMX 2024-2 A 5.65% 02/16/26
CARS 2024-1 V/R 08/20/31 /GBP/
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD 5.23000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD 4.97000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD 4.73000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD 4.23000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD 2.98000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD 1.48000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD 0.23000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD -0.02000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD -0.02000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD 0.00000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BSP USD -0.03000000
CASH COLLATERAL CME CDS SAL USD CASH COLLATERAL CME CDS SAL USD 4.23000000
CASH COLLATERAL CME CDS SAL USD CASH COLLATERAL CME CDS SAL USD 2.98000000
CASH COLLATERAL CME CDS SAL USD CASH COLLATERAL CME CDS SAL USD 1.48000000
CASH COLLATERAL CME CDS SAL USD CASH COLLATERAL CME CDS SAL USD 0.23000000
CASH COLLATERAL CME CDS SAL USD CASH COLLATERAL CME CDS SAL USD -0.02000000
CASH COLLATERAL CME CDS SAL USD CASH COLLATERAL CME CDS SAL USD -0.02000000
CASH COLLATERAL CME CDS SAL USD CASH COLLATERAL CME CDS SAL USD 0.00000000
CASH COLLATERAL CME CDS SAL USD CASH COLLATERAL CME CDS SAL USD -0.03000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS 4.23000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 4.23000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 4.73000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000
CASH COLLATERAL ISDA BRC CASH COLLATERAL ISDA BRC 4.23000000
CASH COLLATERAL ISDA BRC CASH COLLATERAL ISDA BRC 5.23000000
CASH COLLATERAL ISDA BRC CASH COLLATERAL ISDA BRC 2.98000000
CASH COLLATERAL ISDA BRC CASH COLLATERAL ISDA BRC 1.48000000
CASH COLLATERAL ISDA BRC CASH COLLATERAL ISDA BRC 0.23000000
CASH COLLATERAL ISDA BRC CASH COLLATERAL ISDA BRC -0.02000000
CASH COLLATERAL ISDA BRC CASH COLLATERAL ISDA BRC 0.00000000
CASH COLLATERAL LCH FOB WFS
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD 5.23000000
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD 4.97000000
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD 4.73000000
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD 4.23000000
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD 2.98000000
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD 1.48000000
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD 0.23000000
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD -0.02000000
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD -0.02000000
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD 0.00000000
CASH COLLATERAL SAL USD CASH COLLATERAL SAL USD -0.03000000
CASH COLLATERAL V/R 12/31/49 CASH COLLATERAL USD 4.23000000
CASH COLLATERAL V/R 12/31/49 CASH COLLATERAL USD 4.97000000
CASH COLLATERAL V/R 12/31/49 CASH COLLATERAL USD 4.73000000
CASH COLLATERAL V/R 12/31/49 CASH COLLATERAL USD 4.23000000
CASH COLLATERAL V/R 12/31/49 CASH COLLATERAL USD 2.98000000
CASH COLLATERAL V/R 12/31/49 CASH COLLATERAL USD 1.48000000
CASH COLLATERAL V/R 12/31/49 CASH COLLATERAL ISDA MYC -0.02000000
CASH COLLATERAL V/R 12/31/49 CASH COLLATERAL USD -0.02000000
CASH COLLATERAL V/R 12/31/49 CASH COLLATERAL USD 0.00000000
CASH COLLATERAL V/R 12/31/49 CASH COLLATERAL USD -0.03000000
CATERPILLAR FINL V/R 05/17/21
CATERPILLAR FINL V/R 06/13/25
CATERPILLAR FINL V/R 06/19/20
CATERPILLAR FINL V/R 11/13/23
CATERPILLAR FINL S 5% 05/14/27
CBAM 2017-3A A V/R 10/17/29
CCART 2016-BA 1.87% 02/15/22
CCCIT 2017-A5 A5 V/R 04/22/24
CCCIT 2017-A8 1.86% 08/07/20
CCCIT 2018-A5 A5 V/R 08/07/25
CCCIT 2023-A1 5.23% 12/08/25
CEDR 2022-SNAI A V/R 02/15/27
CENOVUS ENERGY I 3.8% 09/15/23
CENT 2023-CITY A V/R 09/15/28
CENTRAL NIPPON 2.362% 05/28/21
CENTRAL NIPPON 2.381% 09/17/20
CENTRAL NIPPON EX V/R 11/02/21
CFCRE 2016-C4 3.091% 09/10/25
CFII 2018-2A A 3.23% 12/15/21
CFII 2019-1A A 2.94% 11/15/22
CFII 2020-1A A2 V/R 01/15/24
CGCMT 2013-GC15 V/R 09/10/23
CGCMT 2015-GC 2.674% 04/10/20
CGCMT 2019-SM 4.149% 01/10/24
CGCMT 2021-KEYS V/R 10/15/23
CHAIT 2018-A1 A1 V/R 04/15/21
CHARTER COMM O 3.579% 07/23/20
CHARTER COMM O 4.464% 07/23/22
CHARTER COMM OP 6.15% 11/10/26
CHARTER COMM OPT V/R 02/01/24
CHARTER COMM OPT 4.2% 03/15/28
CHARTER COMM OPT 4.5% 02/01/24
CHESH 2020- V/R 08/20/25 /GBP/
CHEVRON CORP 2.1% 05/16/21
CHEVRON CORP DISC 08/28/20
CHURCH & DWIGHT CO DIS 7/24/20
CIART 2023- V/R 12/15/32 /EUR/ CITIZEN IRISH AUTO RECEIVABLES TRUST SER 2023-1 CL A V/R REGD REG S /EUR/ 3.71400000
CIART 2023- V/R 12/15/32 /EUR/ CITIZEN IRISH AUTO RECEIVABLES TRUST SER 2023-1 CL B V/R REGD REG S /EUR/ 4.34400000
CIFC 2014-5A A1R V/R 10/17/31
CIGNA CORP 3.2% 09/17/20
CIGNA CORP 3.4% 09/17/21
CIGNA GROUP/THE 3% 07/15/23
CIT GROUP INC 5% 08/15/22
CITIBANK 5.89% 05/10/24/USD
CITIBANK NA 2.125% 10/20/20
CITIBANK NA 3.05% 05/01/20
CITIBANK NA 4.929% 08/06/26
CITIBANK NA 5.864% 09/29/25
CITIBANK NA NY 0.97% 2/2/23
CITIBANK NA NY 5.00% 09/21/23
CITIBANK NA V/R 12/04/26
CITIGROUP INC 2.65% 10/26/20
CITIGROUP INC V/R 04/08/26
CITIGROUP INC V/R 05/17/24
CITIGROUP INC V/R 07/24/23
CITIGROUP INC V/R 09/01/23
CITIGROUP INC V/R 12/08/21
CITIZENS BANK N 2.25% 10/30/20
CITIZENS BANK N 3.25% 02/14/22
CITM 2007-1 1A V/R 08/25/24
CITZN 2023-1 A 5.84% 06/15/26
CK HUTCH INTL 1 2.25% 09/29/20 CK HUTCH INTL 17 II LTD REGD 144A P/P 2.25000000
CK HUTCH INTL 1 2.25% 09/29/20 CK HUTCH INTL 17 II LTD REGD 2.25000000
CNH 2019-A A2 2.96% 05/16/22
CNH 2020-A A2 1.08% 07/17/23
CNH 2023-B A2 5.9% 07/15/25
CNH 2024-A A3 4.77% 06/15/29
CNH INDUSTRIAL 1.95% 07/02/23
CNH INDUSTRIAL N 4.5% 08/15/23
CNOOC FINANCE 2.625% 05/05/20
COCA-COLA CO/T 1.875% 10/27/20
COLD 2020-ICE5 A V/R 11/15/23
COLT 2020-1R A1 V/R 09/25/65
COMCAST CORP 3.15% 03/01/26
COMCAST CORP V/R 10/01/21
COMET 2017-A4 1.99% 09/15/20
COMET 2017-A5 A5 V/R 09/15/24
COMET 2019-A1 2.84% 02/15/22
COMET 2021-A3 1.04% 11/15/24
COMET 2022-A1 A 2.8% 03/15/25
COMET 2022-A2 3.49% 05/15/25
COMM 2013-CR1 4.046% 10/10/23
COMM 2013-CR1 4.258% 09/10/23
COMM 2013-CR8 A5 V/R 05/10/23
COMM 2013-GAM 3.367% 02/10/21
COMM 2014-UBS 3.472% 12/10/23
COMM 2014-UBS 3.819% 05/10/24
COMM 2015-CR2 2.223% 10/10/20
COMM 2015-CR2 2.852% 04/10/20
COMM 2015-LC1 2.793% 02/10/20
COMM 2015-LC19 3.04% 09/10/24
COMM 2024-WCL1 A V/R 06/15/26
COMMONWEALTH BK AUSTRALI V/R 4/2/20
COMMONWEALTH BK 2.4% 11/02/20
COMP 2024-1 V/R 09/28/38 /EUR/
CONAGRA BRANDS DISC 07/05/23
CONAGRA BRANDS I 3.8% 10/22/21
CONAGRA BRANDS IN V/R 10/09/20
CONAGRA FOODS DISC 04/08/22
CONAGRA FOODS IN DISC 10/19/23
CONE 2024-DFW1 A V/R 08/15/26
CONNECTICUT ST 4.25% 06/15/23
CONSOLIDATED EDI DISC 07/17/23
COOPERATIEVE 4.57% 10/20/25
COOPERATIEVE RABO V/R 12/15/27
CRED SUIS GP FU 3.45% 04/16/21
CRED SUIS GP FUN 3.8% 09/15/22
CREDIT AGRIC V/R 09/25/24/AUD/
CREDIT AGRICOLE CIB V/R 6/12/20
CREDIT AGRICOLE S V/R 03/11/27 CREDIT AGRICOLE SA REGD V/R REG S 5.29274600
CREDIT AGRICOLE S V/R 03/11/27 CREDIT AGRICOLE SA REGD V/R 144A P/P 5.29274600
CREDIT IND ET 5.5% 05/23/25
CREDIT SUISS 0.38% 11/01/22
CREDIT SUISS V/R 05/26/23/AUD/
CREDIT SUISSE 0.495% 02/02/24
CREDIT SUISSE 1.1% 2/2/23
CREDIT SUISSE AG 3.13% 6/9/23
CREDIT SUISSE AG V/R 11/18/2020
CREDIT SUISSE GR 3.8% 06/09/23
CREDIT SUISSE N 0.5% 10/28/22
CREDIT SUISSE N 0.52% 08/09/23
CREDIT SUISSE NEW 1% 05/05/23
CREDIT SUISSE NEW V/R 02/02/24
CREDIT SUISSE NEW YORK V/R 08/03/21
CREDIT SUISSE NEW YORK V/R 09/17/21
CREDIT SUISSE NEW YORK V/R 10/28/22
CRVNA 2023-P4 6.23% 01/11/27
CRVNA 2023-P5 5.77% 09/10/25
CRVNA 2024-P3 4.61% 04/10/26
CRVNA 2024-P4 4.64% 04/10/28
CSMC 2019-ICE4 A V/R 05/15/21
CSMC 2019-RPL4 A V/R 08/26/58
CSMC 2021-BHAR A V/R 11/15/23
CSMC 2021-RPL4 A V/R 12/27/60
CSMC 2022-NWPT A V/R 09/09/24
CTADL 2024- V/R 04/27/28 /GBP/
CTOTA 2 A V/R 02/25/34 /EUR/
CVS CAREMARK DISC 01/31/25
CVS HEALTH CORP 2.8% 07/20/20
CVS HEALTH CORP 3.5% 07/20/22
CVS HEALTH CORP 4% 12/05/23
CVS HEALTH CORP V/R 03/09/21
DAIMLER FINANCE 2.3% 02/12/21
DAIMLER FINANCE 2.7% 08/03/20
DAIMLER FINANCE 2.55% 08/15/22
DAIMLER FINANCE N V/R 02/22/21
DAIMLER FINANCE N V/R 11/05/21
DAIMLER FINANCE NA 3% 02/22/21
DAIMLER TRUCK 1.125% 12/14/23
DAIMLER TRUCK FI 5.2% 01/17/25
DANSKE BANK A/S V/R 01/09/26
DBGS 2018-BIOD A V/R 05/15/20
DCENT 2017-A5 A5 V/R 06/15/24
DEFT 2021-2 A3 0.53% 04/22/24
DEFT 2023-2 A2 5.84% 03/24/25
DEFT 2024-2 A2 4.69% 08/22/30
DELL INT LLC / 4.42% 06/15/21
DELL INT LLC / 5.45% 06/15/23 DELL INT LLC / EMC CORP REGD 5.45000000
DELL INT LLC / 5.45% 06/15/23 DELL INT LLC / EMC CORP REGD 144A P/P 5.45000000
DELL INT LLC / E 4.9% 10/01/26
DEUTSCHE BANK 0.898% 05/28/24
DEUTSCHE BANK 0.58% 08/11/21
DEUTSCHE BANK N 3.95% 02/27/23
DEUTSCHE BANK NY 3.7% 05/30/24
DEUTSCHE BANK NY V/R 04/01/25
DEUTSCHE BANK NY V/R 11/24/26
DEUTSCHE BANK NY V/R 11/26/25
DIAGEO CAP PLC 0% 10/16/23
DIAMONDBACK ENER 5.2% 04/18/27
DISCOVERY COMMU 2.95% 03/20/23
DISNEY (WALT) DISC 06/13/24
DLLST 2022-1A 1.56% 05/22/23
DNB BANK ASA V/R 10/09/26
DNB BANK ASA V/R 12/02/22
DOLPHIN ENERGY L 5.5% 12/15/21
DOMINION ENERG DISC 02/01/23
DOMINION ENERG DISC 04/07/22
DOMINION ENERG DISC 04/23/24
DOMINION ENERG DISC 10/26/23
DOMINION ENERGY I V/R 09/15/23
DOMINION RES INC 0% 10/11/23
DPF 2022-1 V/R 01/28/27 /EUR/
DRHM 2018-B V/R 03/31/54 /GBP/
DRIVE 2019-4 A 2.16% 05/15/23
DRSLF 2017-49A A V/R 07/18/30
DTAOT 2020-3A 0.54% 05/16/22
DTRT 2023-1 A2 6.03% 09/15/25
DUKE ENERGY CORP 0.9% 09/15/25
DUPONT DE NEMO 3.766% 11/15/20
DUPONT DE NEMOURS V/R 11/15/20
DUPONT DE NEMOURS V/R 11/15/23
DWSON 2021- V/R 10/20/24 /GBP/ DOWSON 2021-2 PLC SER 2021-2 CL B V/R REGD REG S /GBP/ 6.38825000
DWSON 2021- V/R 10/20/24 /GBP/ DOWSON 2021-2 PLC SER 2021-2 CL A V/R REGD REG S /GBP/ 5.16039000
DWSON 2022- V/R 05/20/25 /GBP/ DOWSON 2022-2 PLC SER 2022-2 CL B V/R REGD REG S /GBP/ 7.90232000
DWSON 2022- V/R 05/20/25 /GBP/ DOWSON 2022-1 PLC SER 2022-1 CL A V/R REGD REG S /GBP/ 6.11144000
ECAR 2024-1 V/R 11/25/35 /EUR/
EDISON INTERNA 4.125% 03/15/28
EFF 2018-2 A2 3.14% 06/20/21
EFF 2019-3 A2 2.06% 05/20/25
EFF 2023-1 A2 5.51% 03/20/26
ELECTRICI FRANCE DISC 01/20/23
ELECTRICITE DE 0% 07/14/23
ELECTRICITE DE DISC 08/03/23
ELECTRICITE DE DISC 08/04/23
ELECTRICITE DE DISC 10/23/23
ELEVANCE HEALTH 1.5% 03/15/26
ELFI 2021-A A 1.53% 12/26/46
ELM 2024-ELM A10 V/R 06/10/27
ELM 2024-ELM A15 V/R 06/10/27
EMI 2023-1 V/R 01/25/27 /GBP/
ENBRIDGE INC 5.25% 04/05/27
ENBRIDGE INC V/R 06/15/20
ENBRIDGE U S INC 0.0% 05/17/22
ENBRIDGE U S INC DISC 1/26/23
ENBRIDGE U S INC DISC COML PAP 0% 10/20/23
ENEL FIN AMER DISC 0% 09/01/23
ENEL FINANCE A DISC 02/22/22
ENEL FINANCE IN 2.65% 09/10/24
ENEL FINANCE INT 4.5% 06/15/25
ENI SPA 4% 09/12/23
ENTERGY CORP 0% 10/05/23
ENTERGY CORP DISC 05/06/22
ENTERGY CORPOR DISC 04/06/22
ENTERPRISE PRODU 5.2% 09/01/20
EQUIFAX INC V/R 08/15/21
EVERGY KANSAS CE 5.1% 07/15/20
EVERSOURCE ENE DISC 04/03/24
EXPORT-IMPORT 4.875% 01/11/26
EXPORT-IMPORT B 2.75% 08/12/20
EXPORT-IMPORT BAN V/R 06/01/21
EXPORT-IMPORT BK V/R 08/21/22
F/C 3 MONTH SOFR FUT DEC24
F/C 3 MONTH SOFR FUT JUN23
F/C 3 MONTH SOFR FUT JUN24
F/C 3 MONTH SOFR FUT JUN25 FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN25 0.00000000
F/C 3 MONTH SOFR FUT JUN25 FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN25 0.00000000
F/C 3 MONTH SOFR FUT JUN26
F/C 3 MONTH SOFR FUT MAR25
F/C 3 MONTH SOFR FUT SEP23 FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP23 0.00000000
F/C 3 MONTH SOFR FUT SEP23 FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP23 0.00000000
F/C 3 MONTH SOFR FUT SEP23 FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP23 0.00000000
F/C 90DAY EURO$ FUTR DEC22 FUTURE CONTRACT ON 90DAY EURO$ FUTR DEC22 0.00000000
F/C 90DAY EURO$ FUTR DEC22 FUTURE CONTRACT ON 90DAY EURO$ FUTR DEC22 0.00000000
F/C 90DAY EURO$ FUTR DEC22 FUTURE CONTRACT ON 90DAY EURO$ FUTR DEC22 0.00000000
F/C AUST 10Y BOND FUT DEC24
F/C AUST 10Y BOND FUT JUN24
F/C AUST 10Y BOND FUT MAR24
F/C AUST 10Y BOND FUT MAR25
F/C AUST 10Y BOND FUT SEP24
F/C AUST 3YR BOND FUT DEC24
F/C AUST 3YR BOND FUT MAR25
F/C BANK ACCEPT FUTR DEC22 FUTURE CONTRACT ON BANK ACCEPT FUTR DEC22 /CAD/ 0.00000000
F/C BANK ACCEPT FUTR DEC22 FUTURE CONTRACT ON BANK ACCEPT FUTR DEC22 /CAD/ 0.00000000
F/C BANK ACCEPT FUTR DEC22 FUTURE CONTRACT ON BANK ACCEPT FUTR DEC22 /CAD/ 0.00000000
F/C BANK ACCEPT FUTR MAR23 FUTURE CONTRACT ON BANK ACCEPT FUTR MAR23 /CAD/ 0.00000000
F/C BANK ACCEPT FUTR MAR23 FUTURE CONTRACT ON BANK ACCEPT FUTR MAR23 /CAD/ 0.00000000
F/C BANK ACCEPT FUTR MAR23 FUTURE CONTRACT ON BANK ACCEPT FUTR MAR23 /CAD/ 0.00000000
F/C BANK ACCEPT FUTR MAR23 FUTURE CONTRACT ON BANK ACCEPT FUTR MAR23 /CAD/ 0.00000000
F/C CAN 10YR BOND FUT MAR25
F/C EURO-SCHATZ FUT DEC23
F/C LONG GILT FUTURE DEC24
F/C LONG GILT FUTURE MAR25
F/C LONG GILT FUTURE SEP24
F/C US 10YR NOTE (CBT)DEC21
F/C US 10YR NOTE (CBT)DEC24
F/C US 10YR NOTE (CBT)JUN24
F/C US 10YR NOTE (CBT)MAR22
F/C US 10YR NOTE (CBT)MAR24
F/C US 10YR NOTE (CBT)MAR25
F/C US 10YR NOTE (CBT)SEP24
F/C US 10YR ULTRA FUT DEC21
F/C US 10YR ULTRA FUT DEC22
F/C US 10YR ULTRA FUT DEC23
F/C US 10YR ULTRA FUT DEC24
F/C US 10YR ULTRA FUT JUN21
F/C US 10YR ULTRA FUT JUN22
F/C US 10YR ULTRA FUT JUN23
F/C US 10YR ULTRA FUT JUN24
F/C US 10YR ULTRA FUT MAR22
F/C US 10YR ULTRA FUT MAR23
F/C US 10YR ULTRA FUT MAR24
F/C US 10YR ULTRA FUT MAR25
F/C US 10YR ULTRA FUT SEP21
F/C US 10YR ULTRA FUT SEP22
F/C US 10YR ULTRA FUT SEP23
F/C US 10YR ULTRA FUT SEP24
F/C US 2YR NOTE (CBT) DEC21
F/C US 2YR NOTE (CBT) DEC22
F/C US 2YR NOTE (CBT) DEC23 FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC23 0.00000000
F/C US 2YR NOTE (CBT) DEC23 FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC23 0.00000000
F/C US 2YR NOTE (CBT) DEC24
F/C US 2YR NOTE (CBT) JUN21
F/C US 2YR NOTE (CBT) JUN22 FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN22 0.00000000
F/C US 2YR NOTE (CBT) JUN22 FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN22 0.00000000
F/C US 2YR NOTE (CBT) JUN23
F/C US 2YR NOTE (CBT) JUN24 FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN24 0.00000000
F/C US 2YR NOTE (CBT) JUN24 FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN24 0.00000000
F/C US 2YR NOTE (CBT) MAR22 FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR22 0.00000000
F/C US 2YR NOTE (CBT) MAR22 FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR22 0.00000000
F/C US 2YR NOTE (CBT) MAR24 FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR24 0.00000000
F/C US 2YR NOTE (CBT) MAR24 FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR24 0.00000000
F/C US 2YR NOTE (CBT) MAR25
F/C US 2YR NOTE (CBT) SEP21
F/C US 2YR NOTE (CBT) SEP22 FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP22 0.00000000
F/C US 2YR NOTE (CBT) SEP22 FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP22 0.00000000
F/C US 2YR NOTE (CBT) SEP23 FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP23 0.00000000
F/C US 2YR NOTE (CBT) SEP23 FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP23 0.00000000
F/C US 2YR NOTE (CBT) SEP24 FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000
F/C US 2YR NOTE (CBT) SEP24 FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000
F/C US 5YR NOTE (CBT) DEC21
F/C US 5YR NOTE (CBT) DEC22
F/C US 5YR NOTE (CBT) DEC23
F/C US 5YR NOTE (CBT) DEC24 FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC24 0.00000000
F/C US 5YR NOTE (CBT) DEC24 FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC24 0.00000000
F/C US 5YR NOTE (CBT) JUN21
F/C US 5YR NOTE (CBT) JUN22
F/C US 5YR NOTE (CBT) JUN23
F/C US 5YR NOTE (CBT) JUN24 FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN24 0.00000000
F/C US 5YR NOTE (CBT) JUN24 FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN24 0.00000000
F/C US 5YR NOTE (CBT) MAR22
F/C US 5YR NOTE (CBT) MAR23
F/C US 5YR NOTE (CBT) MAR24
F/C US 5YR NOTE (CBT) MAR25 FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR25 0.00000000
F/C US 5YR NOTE (CBT) MAR25 FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR25 0.00000000
F/C US 5YR NOTE (CBT) SEP21
F/C US 5YR NOTE (CBT) SEP22
F/C US 5YR NOTE (CBT) SEP23
F/C US 5YR NOTE (CBT) SEP24
F/C US ULTRA BOND CBT DEC22
F/C US ULTRA BOND CBT DEC23
F/C US ULTRA BOND CBT DEC24
F/C US ULTRA BOND CBT JUN23
F/C US ULTRA BOND CBT JUN24
F/C US ULTRA BOND CBT MAR23
F/C US ULTRA BOND CBT MAR24
F/C US ULTRA BOND CBT MAR25
F/C US ULTRA BOND CBT SEP22
F/C US ULTRA BOND CBT SEP23
F/C US ULTRA BOND CBT SEP24
FASTR 20 1.162% 08/15/24 /CAD/
FASTR 20 2.321% 09/15/22 /CAD/
FASTR 20 3.724% 06/15/27 /CAD/
FED CAISSES DES 2.05% 02/10/25
FED CAISSES DESJ 0.7% 05/21/24
FED CAISSES DESJA V/R 05/21/24
FHLB 0.375% 05/17/24
FHLB 0.4% 05/24/24
FHLB 0.455% 09/10/24
FHLB 0.5% 03/12/24
FHLB 0.5% 04/22/24
FHLB 0.96% 03/05/26
FHLB 1.04% 06/14/24
FHLB 1.1% 08/20/26
FHLB 1.11% 07/27/26
FHLB 3.625% 02/28/24
FHLB 5.165% 03/08/24
FHLB 5.28% 05/06/24
FHLB 5.3% 12/06/24
FHLB 5.35% 05/17/24
FHLB 5.48% 02/26/25
FHLB 5.5% 02/20/26
FHLB 5.5% 04/01/24
FHLB 5.51% 04/01/24
FHLB 5.55% 04/05/24
FHLB 5.64% 04/02/25
FHLB 5.65% 05/28/25
FHLB 5.71% 03/14/25
FHLB D/N 05/21/21
FHLB D/N 06/16/21
FHLB D/N 08/27/21
FHLMC 0.25% 08/24/23
FHLMC 0.375% 06/08/22
FHLMC 0.41% 09/16/22
FHLMC 0.45% 05/26/23
FHLMC 0.55% 05/19/23
FHLMC 0.55% 06/01/23
FHLMC 0.6% 10/20/25
FHLMC 0.65% 10/27/25
FHLMC 0.7% 09/02/25
FHLMC 0.8% 07/30/25
FHLMC 0.9% 05/28/25
FHLMC 0.9% 06/30/25
FHLMC 1.5% 03/26/25
FHLMC 1.875% 03/05/25
FHLMC 1.97% 02/06/25
FHLMC 2% 02/11/25
FHLMC 4.05% 08/28/25
FHLMC 4.875% 09/27/29
FHLMC 5.05% 01/28/25
FHLMC 5.08% 10/25/24
FHLMC 5.36% 11/22/24
FHLMC 5.375% 04/24/25
FHLMC 5.52% 05/28/25
FHLMC 5.55% 05/09/25
FHLMC 5.55% 07/30/27
FHLMC 5.6% 03/06/26
FHLMC 5.65% 03/07/25
FHLMC 5.68% 04/03/25
FHLMC 5.7% 03/06/26
FHLMC 5.73% 04/03/25
FHLMC 5.82% 03/20/25
FHLMC 5.85% 08/23/27
FHLMC 5.95% 03/21/25
FHR 4950 A 2.5% 06/25/34
FHR 4961 LA 2.5% 07/25/34
FHR 5426 BF V/R 04/15/49
FHR 5480 FG V/R 12/25/54
FHR 5493 FK V/R 01/25/55
FIDELITY NATL IN 0.6% 03/01/24
FIFTH THIRD BANK V/R 10/30/20
FIRST ABU DH V/R 02/18/25/AUD/
FIRSTENERGY PENN 5.2% 04/01/28
FISERV INC 2.7% 06/01/20
FISERV INC 2.75% 07/01/24
FISERV INC DISC 01/17/23
FKH 2020-SFR2 1.266% 11/17/25
FLEX LTD 4.75% 06/15/25
FLORIDA GAS TRA 5.45% 07/15/20
FNCL 30YR TBA 5.5% NOV 11
FNMA 0.45% 06/01/23
FNMA 0.5% 05/05/23
FNMA 0.5% 05/25/23
FNMA 30YR TBA 2.5% 4/25/50
FNMA 30YR TBA 3.0% APR20
FNMA 30YR TBA 3.0% JUNE 20
FNMA 30YR TBA 4% MAY 20
FNMA 30YR TBA 5.5% JAN 25
FNMA 4% 02/28/25
FNMA TBA 30YR 3.0% MAY 20
FNR 2016-3 FB V/R 02/25/46
FNR 2018-82 W V/R 11/25/58
FNR 2018-86 FN V/R 12/25/48
FNR 2019-47 FD V/R 08/25/49
FNR 2020-29 FC V/R 05/25/50
FNR 2022-8 D 2% 08/25/38
FNR 2024-100 FA V/R 06/25/54
FNR 2024-101 FB V/R 01/25/55
FNR 2024-103 FC V/R 01/25/55
FNR 2024-104 FA V/R 01/25/55
FNR 2024-38 FA V/R 01/25/51
FNR 2024-95 KF V/R 12/25/54
FNR 2025-01 F 5.82428 01/25/55 FNR 2025-01 FC SOFR30A +120BP REGD 5.82428000
FNR 2025-01 F 5.82428 01/25/55 FNR 2025-01 FD SOFR30A +120BP REGD 5.82428000
FORD MOTOR CRE 2.343% 11/02/20
FORD MOTOR CRE 2.425% 06/12/20
FORD MOTOR CRE 3.375% 11/13/25
FORD MOTOR CRE 4.134% 08/04/25
FORD MOTOR CRE 5.125% 06/16/25
FORD MOTOR CRE 5.875% 08/02/21
FORD MOTOR CRED 7.35% 11/04/27
FORD MOTOR CREDI 2.3% 02/10/25
FORD MOTOR CREDI 2.7% 08/10/26
FORD MOTOR CREDI 5.8% 03/05/27
FORD MOTOR CREDIT V/R 03/06/26
FORD MOTOR CREDIT V/R 03/28/22
FORD MOTOR CREDIT V/R 11/02/20
FORDF 2018-3 A2 V/R 10/15/21
FORDF 2019-1 A 2.84% 03/15/22
FORDF 2019-3 A2 V/R 09/15/22
FORDF 2020-1 A1 0.7% 09/15/23
FORDF 2023-1 A2 V/R 05/15/26
FORDL 2020-B A2B V/R 12/15/21
FORDL 2022-A A2B V/R 10/15/23
FORDL 2023-B A2B V/R 01/15/25
FORDL 2024-B A2B V/R 01/15/26
FORDO 2017-B A 1.69% 11/15/21
FORDO 2019-B A 2.24% 11/15/22
FORDO 2022-B A 3.44% 02/15/25
FORDO 2022-D A 5.27% 02/15/26
FORDO 2023-A A2B V/R 12/15/24
FORDO 2024-B A2 5.4% 02/15/26
FORDO 2024-C A 4.07% 03/15/28
FORDO 2024-C A 4.32% 05/15/26
FORDR 2024-1 A S/UP 02/15/29
FRENCH DISCO ZCP 04/06/22/EUR/
FRENCH DISCO ZCP 05/07/25/EUR/
FRENCH DISCO ZCP 06/28/23/EUR/
FRESENIUS MED 4.125% 10/15/20
FRIAR 7 A V/R 10/21/70 /GBP/
FSQ 2017-2 V/R 09/12/65 /GBP/
FSQ 2018-2 V/R 09/12/68 /GBP/
FSQ 2019-3 V/R 12/16/69 /GBP/
FSQ 2020-2A V/R 06/16/70 /GBP/
FSRIA 2022-FL4 A V/R 01/19/39
FSRIA 2022-FL6 A V/R 05/17/27
GALXY 2017-23A A V/R 04/24/29
GATX CORP V/R 11/05/21
GCAT 2020-3 A1 V/R 09/25/23
GCCT 2021-1A A 1.14% 08/15/26
GCCT 2022-1A A 1.97% 01/15/27
GCOLT 20 4.981% 12/18/24 /CAD/
GCOLT 20 5.458% 04/21/25 /CAD/
GE CAPITAL INT 2.342% 11/15/20
GENERAL DYNAMI 2.625% 11/15/27
GENERAL ELE 4.6% 01/26/22/CAD/
GENERAL ELECTR 4.625% 01/07/21
GENERAL ELECTRI 3.15% 09/07/22
GENERAL ELECTRI 5.55% 05/04/20
GENERAL ELECTRIC 2.7% 10/09/22
GENERAL MILLS I 3.65% 02/15/24
GENERAL MOTORS 1.05% 03/08/24
GENERAL MOTORS 2.45% 11/06/20
GENERAL MOTORS 3.25% 01/05/23
GENERAL MOTORS 3.45% 04/10/22
GENERAL MOTORS 3.55% 07/08/22
GENERAL MOTORS 4.15% 06/19/23
GENERAL MOTORS F 3.5% 11/07/24
GENERAL MOTORS F 3.7% 05/09/23
GENERAL MOTORS F 3.7% 11/24/20
GENERAL MOTORS F 4.2% 03/01/21
GENERAL MOTORS FI V/R 03/08/24
GENERAL MOTORS FI V/R 04/07/25
GENERAL MOTORS FI V/R 04/09/21
GENERAL MOTORS FI V/R 06/30/22
GENERAL MOTORS FI V/R 11/06/20
GENERAL MOTORS FI V/R 11/06/21
GEORGIA-PACIFIC 5.4% 11/01/20
GFORT 2019-2 A 2.9% 04/15/24
GFORT 2024-4A 4.73% 11/15/27
GILBT 2017-1A A V/R 10/15/30
GILEAD SCIENCES 3.7% 04/01/24
GILEAD SCIENCES 2.55% 09/01/20
GLAXOSMITHKLIN 3.125% 05/14/21
GLAXOSMITHKLINE C V/R 05/14/21
GLDR 2019-U V/R 09/20/26 /GBP/
GLENCORE FDG LLC DISC 04/09/20
GLENCORE FUNDI 1.625% 04/27/26
GLENCORE FUNDI 1.625% 09/01/25
GLENCORE FUNDI 3.875% 10/27/27
GLENCORE FUNDI 6.125% 10/06/28
GLENCORE FUNDING L 4% 03/27/27
GLOBAL PAYMENT DISC 10/16/23
GLOBAL PAYMENT DISC 07/14/23
GLOBAL PAYMENTS 1.2% 03/01/26
GLP CAPITAL LP 5.375% 04/15/26
GMALT 2019-1 A 2.91% 07/20/20
GMALT 2020-3 A2B V/R 02/20/22
GMALT 2022-2 A 2.93% 10/21/24
GMALT 2022-3 A 4.01% 01/20/24
GMALT 2023-1 A 5.27% 08/20/24
GMALT 2023-2 A 5.44% 10/20/25
GMALT 2024-3 A 4.29% 04/20/26
GMCAR 2019-3 A 2.21% 04/17/23
GMCAR 2020-1 A 1.84% 06/16/23
GMCAR 2022-3 A2 3.5% 09/16/25
GMCAR 2022-3 A2B V/R 09/16/25
GMCAR 2023-2 A 4.47% 02/16/28
GMCAR 2023-2 A2 5.1% 05/18/26
GMCAR 2023-2 A2B V/R 05/18/26
GMCAR 2023-3 A2B V/R 04/16/25
GMCAR 2023-4 A 5.89% 06/16/25
GMCAR 2024-1 A 4.85% 12/18/28
GMCAR 2024-4 A 4.53% 07/16/26
GMCAR 2024-4 A3 4.4% 02/16/28
GNR 2015-H04 FA V/R 12/20/64
GNR 2017-121 PE 3% 07/20/46
GNR 2018-H18 FC V/R 08/20/65
GNR 2019-54 KF V/R 05/20/44
GNR 2021-H09 FG V/R 06/20/71
GNR 2022-5 FA V/R 01/20/52
GNR 2022-H01 FA V/R 01/20/72
GNR 2022-HJUL FA 0% 01/20/73
GNR 2023-H02 FA V/R 01/20/73
GNR 2023-H12 FA V/R 05/20/73
GNR 2023-H26 DF V/R 09/20/73
GNR 2023-H27 FD V/R 11/20/73
GNR 2024-H01 FB V/R 01/20/74
GNR 2024-H02 FH V/R 01/20/74
GNRL MTRS FINC DISC 06/11/24
GOLDB 2023- V/R 09/22/43 /EUR/
GOLDMAN SACHS BAN V/R 03/18/27
GOLDMAN SACHS BAN V/R 05/21/27 GOLDMAN SACHS BANK USA REGD V/R 5.22021600
GOLDMAN SACHS BAN V/R 05/21/27 GOLDMAN SACHS BANK USA REGD V/R 5.41400000
GOLDMAN SACHS G 2.35% 11/15/21
GOLDMAN SACHS G 2.75% 09/15/20
GOLDMAN SACHS G 5.75% 01/24/22
GOLDMAN SACHS GRO V/R 02/23/23
GOLDMAN SACHS GRO V/R 02/24/28
GOLDMAN SACHS GRO V/R 04/23/21
GOLDMAN SACHS GRO V/R 10/31/22
GOLDMAN SACHS GRO V/R 11/15/21
GOLDMAN SACHS GROU 3% 04/26/22
GPMT 2018-FL1 A V/R 12/19/20
GRCE 2014-GRC 3.368% 06/10/21
GS BK USA INSTL V/R 2/13/23
GSMBS 2021-GR2 A V/R 02/25/52
GSMBS 2021-RPL1 V/R 12/25/60
GSMS 2012-GCJ 2.773% 11/10/22
GSMS 2013-GC1 3.526% 06/10/20
GSMS 2013-GC1 4.271% 10/10/23
GSMS 2016-REN 3.203% 02/10/21
GSMS 2021-STAR A V/R 12/15/23
GSMS 2022-ECI A V/R 08/15/24
GSMS 2022-SHIP A V/R 08/15/23
HALEON UK CAPI 3.125% 03/24/25
HALEON US CAPI 3.024% 03/24/24
HALST 2021-C A 0.38% 01/15/24
HALST 2023-A A2 5.2% 07/15/24
HANA BANK V/R 10/02/22
HARLEY-DAVIDSON 3.35% 06/08/25
HAROT 2018-4 A 2.98% 05/15/20
HAROT 2018-4 A 3.16% 01/18/22
HAROT 2019-3 A 1.85% 10/17/22
HAROT 2020-1 A 1.61% 05/22/23
HAROT 2020-2 A 0.82% 07/17/23
HAROT 2022-2 A 3.81% 03/18/24
HAROT 2024-1 A 5.36% 08/15/25
HART 2020-B A2 0.38% 01/17/22
HART 2022-A A2B V/R 02/18/25
HART 2022-B A2 3.64% 05/15/25
HART 2023-A A2 5.19% 12/15/25
HART 2023-A A3 4.58% 04/15/27
HART 2023-B A2B V/R 05/15/26
HART 2024-A A3 4.99% 02/15/29
HART 2024-C A3 4.41% 05/15/29
HCA INC 3.125% 03/15/27
HCA INC 5.25% 04/15/25
HCA INC 5.375% 02/01/25
HCA INC 5.375% 09/01/26
HCA INC 5.875% 02/15/26
HCA INC 5% 03/15/24
HDMOT 2024-A A 5.65% 02/16/27
HDMOT 2024-B A 4.62% 03/16/26
HEAT 2005-8 M1 V/R 02/25/36
HERTZ 2022-3A 3.37% 03/25/24
HERTZ 2023-1A 5.49% 06/25/26
HILL 2024-1 V/R 02/18/32 /EUR/
HILL 2024-2 V/R 10/18/32 /EUR/
HLM 14A-19 A1 V/R 07/25/30
HMI 2023-1X V/R 01/15/28 /GBP/
HOME DEPOT INC 2.8% 09/14/27
HOPSH 1 A V/R 05/27/54 /GBP/
HP ENTERPRISE CO V/R 10/05/21
HSBC BANK USA NA V/R 10/23/20
HSBC HOLDINGS PLC V/R 05/18/21
HSBC HOLDINGS PLC V/R 05/18/24
HSBC HOLDINGS PLC V/R 05/25/21
HSBC HOLDINGS PLC V/R 08/14/27
HSBC USA INC DISC 08/23/23
HSBC USA INC DISC 10/11/24
HSBC USA INC 5.625% 03/17/25
HSBC USA INC DISC 07/25/25
HSBC USA INC DISC 06/24/24
HSBC USA INC DISC 08/22/24
HSBC USA INC DISC 09/09/24
HUMANA INC 0% 10/23/23/USD/
HUMANA INC 1.35% 02/03/27
HUMANA INC DISC 07/19/23
HUMANA INC DISC 01/10/23
HUNTINGTON ING 3.844% 05/01/25
HUNTINGTON INGALLS DISC 4/6/20
HUNTINGTON NAT 2.875% 08/20/20
HUTCH WHAMPOA I 3.25% 11/08/22
HYATT HOTELS COR 1.8% 10/01/24
HYUNDAI CAPITA 4.125% 06/08/23
HYUNDAI CAPITAL 0.8% 04/03/23
HYUNDAI CAPITAL 2.45% 06/15/21
HYUNDAI CAPITAL A V/R 01/08/27
HYUNDAI CAPITAL A V/R 03/12/21
HYUNDAI CAPITAL A V/R 04/03/20
HYUNDAI CAPITAL A V/R 08/04/25
HYUNDAI CAPITAL A V/R 09/18/20
HYUNDAI CAPITAL AM 1% 09/17/24
HYUNDAI CAPITAL AM 3% 03/18/21
IBM CORP 2.875% 11/09/22
IBM CREDIT LLC V/R 11/30/20
IBRD 0.65% 02/10/26
ICG 2015-1A A1R V/R 10/19/28
ILLUMINA INC 5.8% 12/12/25
ILPT 2022-LPF2 A V/R 10/15/24
IMPERIAL BRAND 3.125% 07/26/24
IMPERIAL BRANDS 3.5% 07/26/26
IMPERIAL BRANDS 2.95% 07/21/20
IMPERIAL BRANDS 3.75% 07/21/22
INCITEC PIV 4.3% 03/18/26/AUD/
ING BANK (AU V/R 05/26/25/AUD/
ING BANK (AU V/R 12/08/25/AUD/
ING GROEP NV V/R 03/28/26
ING GROEP NV V/R 03/29/22
INT FLAV&FRAGR 0.0% 06/03/22
INT FLAVOR&FRAGR 0.0% 05/23/22
INTEL CORP V/R 05/11/20
INTERCONTINENT DISC 09/23/21
INTERPUBLIC GROU 3.5% 10/01/20
INTL FLAVOR & 0.697% 09/15/22
INTL LEASE FIN 5.875% 08/15/22
INV 2024-IND A V/R 11/15/26
ISRAEL ELECTRI 6.875% 06/21/23
ISRAEL ELECTRIC CO 5% 11/12/24
ISRAEL MAKAM ZCP 03/02/23/ILS/
ISRAEL MAKAM ZCP 11/02/22/ILS/
JACKSON NATL LIFE V/R 03/16/21
JAPAN TREASU ZCP 01/06/22/JPY/
JAPAN TREASU ZCP 01/06/23/JPY/
JAPAN TREASU ZCP 01/11/22/JPY/
JAPAN TREASU ZCP 01/11/23/JPY/
JAPAN TREASU ZCP 01/16/23/JPY/
JAPAN TREASU ZCP 01/18/21/JPY/
JAPAN TREASU ZCP 01/20/22/JPY/
JAPAN TREASU ZCP 01/22/24/JPY/
JAPAN TREASU ZCP 01/23/23/JPY/
JAPAN TREASU ZCP 01/25/22/JPY/
JAPAN TREASU ZCP 01/29/24/JPY/
JAPAN TREASU ZCP 02/10/25/JPY/
JAPAN TREASU ZCP 02/25/21/JPY/
JAPAN TREASU ZCP 03/06/23/JPY/
JAPAN TREASU ZCP 03/25/24/JPY/
JAPAN TREASU ZCP 04/10/23/JPY/
JAPAN TREASU ZCP 04/19/21/JPY/
JAPAN TREASU ZCP 05/16/22/JPY/
JAPAN TREASU ZCP 05/17/21/JPY/
JAPAN TREASU ZCP 06/06/22/JPY/
JAPAN TREASU ZCP 06/10/21/JPY/
JAPAN TREASU ZCP 06/16/22/JPY/
JAPAN TREASU ZCP 07/26/21/JPY/
JAPAN TREASU ZCP 07/29/24/JPY/
JAPAN TREASU ZCP 07/31/23/JPY/
JAPAN TREASU ZCP 08/10/21/JPY/
JAPAN TREASU ZCP 08/10/22/JPY/
JAPAN TREASU ZCP 08/21/23/JPY/
JAPAN TREASU ZCP 09/14/20/JPY/
JAPAN TREASU ZCP 09/21/21/JPY/
JAPAN TREASU ZCP 09/26/22/JPY/
JAPAN TREASU ZCP 10/04/21/JPY/
JAPAN TREASU ZCP 10/12/20/JPY/
JAPAN TREASU ZCP 11/02/20/JPY/
JAPAN TREASU ZCP 11/08/21/JPY/
JAPAN TREASU ZCP 11/14/22/JPY/
JAPAN TREASU ZCP 11/20/23/JPY/
JAPAN TREASU ZCP 11/21/22/JPY/
JAPAN TREASU ZCP 11/22/21/JPY/
JAPAN TREASU ZCP 12/12/22/JPY/
JDE PEET'S NV 0.8% 09/24/24
JDOT 2020-B A2 0.41% 03/15/22
JDOT 2022-B A2 3.73% 06/16/25
JM SMUCKER CO 3.5% 03/15/25
JOHN DEERE CAPI 1.75% 03/09/27
JOHN DEERE CAPI 2.55% 01/08/21
JOHN DEERE CAPI 5.15% 03/03/25
JPMCC 2018-AO 4.128% 07/05/23
JT INTL FIN SERV 3.5% 09/28/23
JUPIT 1X AR V/R 07/20/55 /GBP/
KANSAI ELECTRIC 2.55% 09/17/24
KEURIG DR PEPPE 0.75% 03/15/24
KEURIG DR PEPPE DISC 07/19/24
KEURIG DR PEPPER DISC 04/28/20
KEURIG DR PEPPER DISC 07/05/23
KEY BANK NA V/R 06/14/24
KINDER MORGAN 5.625% 11/15/23
KOMATSU FINANC 0.849% 09/09/23
KOREA DEVELOPMENT V/R 10/30/22
KOREA EXPRESSW 3.625% 10/22/21
KOREA NATIONAL OI V/R 07/16/23
KOREA SOUTHE V/R 10/30/24/AUD/
KORIT 1 A V/R 02/26/35 /EUR/
KREF 2022-FL3 A V/R 02/17/39
KROGER CO 2.8% 08/01/22
KSA SUKUK LTD 2.894% 04/20/22
KVK 2018-1A A V/R 05/20/29
L3HARRIS TECH DISC 04/15/24
L3HARRIS TECH DISC 04/17/24
L3HARRIS TECH DISC 04/18/24
L3HARRIS TECH IN 5.4% 01/15/27
L3HARRIS TECH INC V/R 04/30/20
LAN 2019-1A 1A1 V/R 08/22/21
LAS VEGAS SANDS 3.2% 08/08/24
LAS VEGAS SANDS 5.9% 06/01/27
LEASEPLAN CORP 2.875% 10/24/24
LEIDOS INC 2.95% 05/15/23
LEIDOS INC DISC 07/10/23
LENNAR CORP 4.5% 04/30/24
LIFE 2021-BMR A V/R 03/15/23
LLOYDS BANK CORPORATE 0.46% 7/20/21
LLOYDS BANK PLC V/R 08/13/20
LLOYDS BANKING GR V/R 02/05/26
LLOYDS BANKING GR V/R 06/21/21
LMAT 2019-GS3 A1 V/R 04/25/59
LMAT 2021-GS3 A1 V/R 07/25/61
LOS ANGELES CA 0.419% 11/01/23
LUX 2023-LION A V/R 08/15/25
LVMH DISC 04/08/20
LVMH MOET HEN DISC 11/15/24
LWMC 2017-F V/R 11/15/49 /GBP/
LYB INT FINANCE I V/R 10/01/23
MACQUARIE BANK DISC 02/06/23
MACQUARIE BANK DISC 05/27/25
MACQUARIE BANK LIMITED V/R 7/9/20
MAD 2013-650M 3.843% 10/12/20
MARRIOTT INTER 3.125% 10/15/21
MARSH & MCLENN 3.875% 03/15/24
MARSH & MCLENNAN 4.8% 07/15/21
MARTIN MARIETTA 0.65% 07/15/23
MARYLAND ST DE 0.361% 08/01/23
MASSMUTUAL GLOBA 5.1% 04/09/27
MBALT 2019-A A 3.01% 04/15/20
MBALT 2024-B A 4.57% 01/15/26
MBART 2023-1 A 4.51% 08/15/26
MBART 2023-2 A 5.92% 11/16/26
MCCT 2021-1A A 0.53% 05/21/24
MCCT 2023-1A A 4.7% 12/21/25
MCDONALD'S CORP V/R 10/28/21
MDPK 2019-33A AR V/R 10/15/32
MERCEDES-BENZ 4.875% 07/31/26
MERCEDES-BENZ F 0.75% 03/01/24
MERCEDES-BENZ F 1.75% 03/10/23
MERCEDES-BENZ FI 4.9% 01/09/26
MERCEDES-BENZ FIN V/R 07/31/26
MET LIFE GLOB FUN V/R 01/08/21
MET TOWER GLOBAL V/R 01/17/23
MEX BONOS 7.25% 12/09/21/MXN/
MEXICO CETES ZCP 04/02/20/MXN/
MF1 2021-W10 A V/R 12/15/24
MF1 2021-W10 B V/R 12/15/24
MFRA 2021-RPL1 A V/R 07/25/60
MFT 2018-4A A 3.71% 12/15/28
MHC 2021-MHC A V/R 04/15/26
MICROCHIP TECHNO DISC 04/30/24
MITSUBISHI HC 3.637% 04/13/25
MITSUBISHI UFJ 2.75% 10/21/20
MITSUBISHI UFJ 2.652% 09/19/22
MITSUBISHI UFJ FI V/R 02/20/26
MITSUBISHI UFJ FI V/R 02/22/22
MITSUBISHI UFJ FI V/R 07/25/22
MITSUBISHI UFJ FI V/R 07/26/23
MITSUBISHI UFJ FI V/R 09/13/21
MIZUHO BANK V/R 02/21/25 /AUD/
MIZUHO BANK V/R 08/07/24 /AUD/
MIZUHO BANK V/R 09/14/26 /AUD/
MIZUHO FINANCI 2.632% 04/12/21
MIZUHO FINANCIAL V/R 02/28/22
MIZUHO FINANCIAL V/R 04/12/21
MIZUHO FINANCIAL V/R 05/25/24
MIZUHO FINANCIAL V/R 07/16/25
MIZUHO FINANCIAL V/R 09/11/22
MONDELEZ INT I DISC 05/18/20
MONDELEZ INTL HLDI 2% 10/28/21
MORGAN STANL V/R 02/03/23/CAD/
MORGAN STANLEY 2.5% 04/21/21
MORGAN STANLEY 2.625% 11/17/21
MORGAN STANLEY 2.8% 06/16/20
MORGAN STANLEY 5.479% 07/16/25
MORGAN STANLEY 5.882% 10/30/26
MORGAN STANLEY BA V/R 01/14/28
MORGAN STANLEY BA V/R 07/14/28
MORGAN STANLEY BA V/R 10/15/27 MORGAN STANLEY BANK NA REGD V/R 5.30577400
MORGAN STANLEY BA V/R 10/15/27 MORGAN STANLEY BANK NA REGD V/R 4.44700000
MORGAN STANLEY V/R 01/20/23
MORGAN STANLEY V/R 04/13/28
MORGAN STANLEY V/R 07/22/22
MORGAN STANLEY V/R 10/24/23
MSBAM 2013-C10 A V/R 01/15/23
MSBAM 2013-C11 A V/R 04/15/23
MSBAM 2014-C1 3.194% 10/15/19
MSBAM 2015-C2 2.982% 06/15/20
MSC 2012-C4 A 2.991% 08/15/21
MSC 2012-C4 A 3.773% 03/15/22
MSC 2014-CPT A V/R 07/13/21
MSC 2019-PLND A V/R 05/15/21
MTLRF 2023-1A 6.09% 07/15/30
MTN 2022-LPFL A V/R 03/15/27
MUFG BANK 0.27% 1/12/21 /CAD/
MUFG BANK L V/R 02/17/26 /AUD/
MUFG BANK LTD/NY V/R 03/10/23
MUFG BANK LTD/NY V/R 03/13/23
MUFG BK LTD 0.3% 10/25/22
MUFG UNION BANK N V/R 12/09/22
N/A EUR/USD FWD 20250319 000009605 USD
N/A CAD/USD FWD 20250115 000011553 USD
N/A IRS RSOFRP04.05 05/31/29 WFSL FLOAT
N/A IRS RSOFRP03.74 05/31/29 WFSL FLOAT
N/A GBP/USD FWD 20250319 000009605 USD
N/A EUR/USD FWD 20250507 000011343 USD
N/A CDX 2I65BYEG6 01.000 SP 12/20/2029 WFSLUS33XXX FIXED
N/A AUD/USD FWD 20250115 000011553 USD
N/A AUD/USD FWD 20250115 000003534 USD
N/A IRS RSOFRP03.86 02/28/29 WFSL FLOAT
N/A CAD/USD FWD 20250103 000003534 USD
N/A JPY/USD FWD 20250210 000011343 USD
N/A IRS RSOFRP04.06 05/31/29 WFSL FLOAT
N/A GBP/USD FWD 20250115 000011553 USD
N/A IRS R04.00PSO/N 09/18/29 WFSLUS33XXX FIXED
N/A JPY/USD FWD 20250210 000004066 USD
N/A GBP/USD FWD 20250115 000003534 USD
N/A CAD/USD FWD 20250115 000006038 USD
N/A GBP/USD FWD 20241002 000011553 USD
N/A AUD/USD FWD 20241002 000006038 USD
N/A AUD/USD FWD 20241002 000011553 USD
N/A CAD/USD FWD 20241002 000011553 USD
N/A CAD/USD FWD 20241002 000006038 USD
N/A AUD/USD FWD 20241002 000003534 USD
N/A GBP/USD FWD 20241218 000009605 USD
N/A EUR/USD FWD 20241218 000009605 USD
N/A AUD/USD FWD 20241104 000011553 USD
N/A EUR/USD FWD 20241218 000004562 USD
N/A AUD/USD FWD 20240702 000006038 USD
N/A CAD/USD FWD 20240702 000011553 USD
N/A JPY/USD FWD 20240729 000004562 USD
N/A AUD/USD FWD 20240702 000016440 USD
N/A GBP/USD FWD 20240702 000003534 USD
N/A CAD/USD FWD 20240801 000011343 USD
N/A AUD/USD FWD 20240702 000011553 USD
N/A AUD/USD FWD 20240802 000011553 USD
N/A GBP/USD FWD 20240918 000011343 USD
N/A GBP/USD FWD 20240918 000005208 USD
N/A EUR/USD FWD 20240918 000004066 USD
N/A EUR/USD FWD 20240918 000009605 USD
N/A AUD/USD FWD 20240402 000011553 USD
N/A GBP/USD FWD 20240620 000009605 USD
N/A EUR/USD FWD 20240620 000009605 USD
N/A GBP/USD FWD 20240402 000011553 USD
N/A JPY/USD FWD 20240502 000006038 USD
N/A AUD/USD FWD 20240502 000011553 USD
N/A AUD/USD FWD 20240502 000006038 USD
N/A CAD/USD FWD 20240402 000016440 USD
N/A AUD/USD FWD 20240402 000016440 USD
N/A GBP/USD FWD 20240502 000016440 USD
N/A AUD/USD FWD 20240402 000006038 USD
N/A AUD/USD FWD 20240402 000003534 USD
N/A GBP/USD FWD 20240402 000016440 USD
N/A JPY/USD FWD 20240402 000006038 USD
N/A GBP/USD FWD 20240620 000004562 USD
N/A EUR/USD FWD 20240620 000004066 USD
N/A CAD/USD FWD 20240502 000016440 USD
N/A GBP/USD FWD 20240402 000006038 USD
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N/A HUF/USD FWD 20240104 000001733 USD
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N/A JPY/USD FWD 20240122 000004562 USD
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N/A JPY/USD FWD 20240129 000003534 USD
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N/A AUD/USD FWD 20240109 000006038 USD
N/A EUR/USD FWD 20240320 000009605 USD
N/A JPY/USD FWD 20240325 000004066 USD
N/A GBP/USD FWD 20231220 000004066 USD
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N/A CDX 2I65BYEC5 01.000 SP 06/20/2028 SBNYUS33XXX FLOAT
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N/A AUD/USD FWD 20221116 000016440 USD
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N/A EUR/USD FWD 20220921 000011343 USD
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N/A EUR/USD FWD 20220615 000004066 USD
N/A CDX 2I65BYDX0 01.000 SP 12/20/2025 SBNYUS33XXX FLOAT
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N/A CDX 2I65BYDY8 01.000 BP 06/20/2026 SBNYUS33XXX FLOAT
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N/A CAD/USD FWD 20220404 000006038 USD
N/A JPY/USD FWD 20220616 000005208 USD
N/A EUR/USD FWD 20220406 000009605 USD
N/A CAD/USD FWD 20220419 000009605 USD
N/A CDX 2I65BYDZ5 01.000 BP 12/20/2026 SBNYUS33XXX FLOAT
N/A GBP/USD FWD 20220404 000011553 USD
N/A JPY/USD FWD 20220606 000004562 USD
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N/A IRS RUS3MPUS1M 01/13/23 SBNYUS33 FLOAT
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N/A CDX 2I65BYDX0 01.000 SP 12/20/2025 SBNYUS33XXX FLOAT
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N/A JPY/USD FWD 20220106 000016440 USD
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N/A JPY/USD FWD 20220120 000004562 USD
N/A JPY/USD FWD 20220125 000011343 USD
N/A EUR/USD FWD 20220316 000004562 USD
N/A IRS RUS3MPUS1M 01/13/23 SBNYUS33 FLOAT
N/A AUD/USD FWD 20220107 000016440 USD
N/A JPY/USD FWD 20220111 000009605 USD
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N/A EUR/USD FWD 20211215 000011343 USD
N/A CDX 2I65BYDX0 01.000 SP 12/20/2025 SBNYUS33XXX FLOAT
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N/A CAD/USD FWD 20211019 000011343 USD
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N/A CDX 2I65BYDZ5 01.000 BP 12/20/2026 SBNYUS33XXX FLOAT
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N/A JPY/USD FWD 20211122 000011343 USD
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N/A IRS RUS3MPUS1M 01/13/23 SBNYUS33 FLOAT
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N/A CAD/USD FWD 20211020 000011343 USD
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N/A JPY/USD FWD 20210921 000004066 USD
N/A CDX 2I65BYDX0 01.000 SP 12/20/2025 SBNYUS33XXX FLOAT
N/A CAD/USD FWD 20210914 000011343 USD
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N/A CDX 2I65BYDY8 01.000 BP 06/20/2026 SBNYUS33XXX FLOAT
N/A AUD/USD FWD 20210702 000006038 USD
N/A AUD/USD FWD 20210702 000016440 USD
N/A JPY/USD FWD 20210726 000004066 USD
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N/A JPY/USD FWD 20211122 000011343 USD
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N/A JPY/USD FWD 20210810 000000973 USD
N/A CAD/USD FWD 20210914 000004066 USD
N/A JPY/USD FWD 20210419 000016440 USD
N/A GBP/USD FWD 20210407 000006038 USD
N/A CDX 2I65BYDX0 01.000 SP 12/20/2025 SBNYUS33XXX FLOAT
N/A JPY/USD FWD 20210419 000011343 USD
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N/A GBP/USD FWD 20210517 000009722 USD
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N/A CDX 2I65BYDY8 01.000 BP 06/20/2026 SBNYUS33XXX FLOAT
N/A AUD/USD FWD 20210517 000006038 USD
N/A JPY/USD FWD 20210517 000011343 USD
N/A CAD/USD FWD 20210407 000011553 USD
N/A AUD/USD FWD 20210407 000006038 USD
N/A CAD/USD FWD 20210407 000006038 USD
N/A GBP/USD FWD 20210407 000016440 USD
N/A GBP/USD FWD 20210505 000006038 USD
N/A AUD/USD FWD 20210504 000016440 USD
N/A CAD/USD FWD 20210616 000011343 USD
N/A CAD/USD FWD 20210517 000006038 USD
N/A AUD/USD FWD 20210407 000005848 USD
N/A IRS RUS3MPUS1M 01/13/23 SBNYUS33 FLOAT
N/A AUD/USD FWD 20210407 1222 USD
N/A GBP/USD FWD 20210517 000020955 USD
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N/A JPY/USD FWD 20210517 000004066 USD
NALT 2022-A A2 3.45% 11/15/23
NALT 2024-B A3 4.92% 03/15/27
NAROT 2017-B A 1.75% 10/15/21
NAROT 2019-A A 2.82% 10/15/20
NAROT 2020-A A 1.38% 12/16/24
NATIONAL AUSTR 4.944% 01/12/28
NATIONAL AUSTRA 4.75% 12/10/25
NATIONAL AUSTRALI V/R 07/12/21
NATIONAL AUSTRALI V/R 6/25/20
NATIONAL BANK OF V/R 03/25/27
NATIONAL BK ZCP 01/04/24/HUF/
NATIONAL RURAL 4.12% 09/16/27
NATIONAL SECS DISC 06/03/20
NATIONWIDE BLDG 0.55% 01/22/24
NATIXIS N Y 0.3% 10/20/22
NATIXIS N Y BRH 4% 08/18/23
NATIXIS NEW YORK 3.06% 6/9/23
NATIXIS NY BRANCH V/R 6/5/20
NATL AUSTRALIA V/R 04/29/21
NATWEST GROUP 3.875% 09/12/23
NATWEST GROUP PLC V/R 03/22/25
NATWEST GROUP PLC V/R 05/15/23 NATWEST GROUP PLC REGD V/R 3.49800000
NATWEST GROUP PLC V/R 05/15/23 NATWEST GROUP PLC REGD V/R 1.97643000
NATWEST GROUP PLC V/R 06/25/24
NATWEST MARKET 3.479% 03/22/25
NATWEST MARKET 5.416% 05/17/27
NATWEST MARKET DISC 01/07/21
NATWEST MARKETS P 0% 01/28/22
NATWEST MARKETS P V/R 05/17/27
NATWEST MARKETS P V/R 09/29/22
NAVSL 2017-A A2B V/R 05/15/25
NAVSL 2018-A A 2.53% 08/16/21
NAVSL 2018-BX A2 V/R 09/15/26
NAVSL 2018-CA 3.01% 09/15/21
NAVSL 2018-EA 3.43% 05/15/22
NAVSL 2019-BA A2 V/R 02/15/28
NAVSL 2019-D A2B V/R 09/15/29
NAVSL 2019-GA A 2.4% 05/15/28
NAVSL 2020-A A2B V/R 07/15/28
NAVSL 2021-DA A V/R 04/15/32
NCMS 2022-RRI A V/R 03/15/24
NDFT 2024-1 V/R 03/15/27 /GBP/
NESTLE HOLDINGS IN 4% 09/12/25
NEUB 2017-26A A V/R 10/18/30
NEUB 2017-26A AR V/R 10/18/30
NEW YORK LIFE G 5.45% 09/18/26
NEWFOUNDLAND ZCP 01/10/22/CAD/
NEXTERA ENERGY 0.65% 03/01/23
NEXTERA ENERGY 2.94% 03/21/24
NEXTERA ENERGY 3.55% 05/01/27
NEXTERA ENERGY 4.255% 09/01/24
NEXTERA ENERGY 4.625% 07/15/27
NEXTERA ENERGY 5.749% 09/01/25
NEXTERA ENERGY C DISC 05/08/23
NEXTERA ENERGY C DISC 05/09/23
NEXTERA ENERGY CA V/R 03/01/23
NISSAN MOTOR A 1.125% 09/16/24
NISSAN MOTOR A 3.875% 09/21/23
NISSAN MOTOR AC 1.05% 03/08/24
NISSAN MOTOR AC 1.85% 09/16/26
NISSAN MOTOR ACCE V/R 01/13/22
NISSAN MOTOR ACCE V/R 03/08/24
NISSAN MOTOR ACCE V/R 03/15/21
NISSAN MOTOR ACCE V/R 07/13/22
NISSAN MOTOR ACCE V/R 09/28/22
NISSAN MOTOR C 3.522% 09/17/25
NISSAN MTR ACCEP DISC 06/12/20
NISSAN MTR ACCP CP DISC 4/7/20
NOMURA HOLDING 1.851% 07/16/25
NOMURA HOLDING 2.648% 01/16/25
NORDEA BANK AB 2.125% 05/29/20
NORDEA BANK AB V/R 06/05/2020
NORDEA BANK ABP V/R 03/19/27
NORDEA BANK ABP V/R 05/29/20
NORDEA BANK ABP V/R 08/30/23
NORFOLK SOUTHERN 2.9% 06/15/26
NORINCHUKIN BK 0.24% 05/11/21
NORTHROP GRUMA DISC 08/22/23
NORTHROP GRUMAN 0% 4/29/20
NORTHROP GRUMMA 2.08% 10/15/20
NORTHROP GRUMMA 3.25% 01/15/28
NORWICH CT 1.348% 08/01/22
NRZT 2018-3A A1 V/R 05/25/58
NRZT 2019-NQM5 A V/R 11/25/59
NRZT 2021-NQ2R A V/R 10/25/58
NSLT 2019-2A A V/R 09/25/32
NSLT 2021-CA AFL V/R 04/20/62
NTT FINANCE CO 0.373% 03/03/23
NTT FINANCE CO 1.162% 04/03/26
NTT FINANCE CO 4.142% 07/26/24
NTT FINANCE CO 5.104% 07/02/27
NUTRITION & BI 0.697% 09/15/22
NXP BV/NXP FUN 3.875% 09/01/22
NXP BV/NXP FUN 4.125% 06/01/21
NXP BV/NXP FUN 4.625% 06/01/23
NXP BV/NXP FUN 4.875% 03/01/24
OAKC 2020-6A AR V/R 07/20/34
OCBC/SYDNEY V/R 03/18/24/AUD/
OCBC/SYDNEY V/R 08/12/24/AUD/
OCCIDENTAL PETROL V/R 08/15/22
OCCIDENTAL PETROLE 5% 08/01/27
ODART 2022-1A A2 V/R 10/14/25
OMFIT 2023-2A A2 V/R 11/14/27
ONEOK INC 2.2% 09/15/25
ONTARIO T-BI ZCP 10/20/21/CAD/
OOREDOO INTL FINAN 5% 10/19/25
OPTUS FINAN 1.6% 07/01/25/AUD/
ORACLE CORP 2.8% 04/01/27
ORIX CORP 3.25% 12/04/24
OSCAR 2019-1A A 3.1% 03/10/21
OSCAR 2019-2A 2.68% 08/12/24
OSCAR 2021-1A A 0.4% 02/10/23
OSCAR 2021-2A 0.39% 07/10/23
OSCAR 2024-2A 4.63% 11/10/26
OZLM 2015-12A A1 V/R 04/30/27
OZLM 2015-14A A1 V/R 01/15/29
PACIFIC GAS & E 1.75% 06/16/22
PACIFIC GAS & E 3.25% 02/16/24
PACIFIC GAS & E 3.25% 06/15/23
PACIFIC GAS & E 3.45% 07/01/25
PACIFIC GAS & E 3.75% 02/15/24
PACIFIC GAS & E 3.85% 11/15/23
PACIFIC GAS & E 4.25% 08/01/23
PACIFIC GAS & EL 3.4% 08/15/24
PACIFIC GAS & ELE V/R 06/16/22
PACIFIC GAS & ELE V/R 11/15/21
PARK AEROSPACE 5.25% 08/15/22
PARKER-HANNIFIN 3.65% 06/15/24
PCLF 2022-1 V/R 07/15/24 /GBP/
PENAR 2018-2A A1 V/R 09/18/20
PENNSYLVANIA S 0.293% 06/15/22
PENSKE TRUCK LEA 2.7% 03/14/23
PENSKE TRUCK LEA 3.2% 07/15/20
PENSKE TRUCK LEA 3.9% 02/01/24
PFAST 2024-1A 4.44% 05/22/28
PFIZER INC DISC 09/23/2020
PFIZER INVESTME 4.65% 05/19/25
PFP 2019-5 A V/R 03/14/22
PFSFC 2018-C A V/R 04/15/20
PHILADELPHIA P 0.247% 01/01/22
PHILADELPHIA P 0.939% 04/15/24
PHILIP MORRIS I 4.75% 02/12/27
PHILIP MORRIS IN 2.9% 11/15/21
PHILLIPS 66 DISC 04/02/24
PHILLIPS 66 0.9% 02/15/24
PHILLIPS 66 V/R 04/15/20
PLMRS 2013-2A A1 V/R 10/17/31
PLRS 2019-1 V/R 04/27/57 /GBP/
PNC BANK NA 2.6% 07/21/20
PNC BANK NA V/R 01/15/27
PONY 2024-1 V/R 08/14/28 /EUR/ PONY SA COMPARTMENT GERMAN AUTO LOANS 2024-1 SER 2024-1 CL B V/R REGD REG S /EUR/ 3.75200000
PONY 2024-1 V/R 08/14/28 /EUR/ PONY SA COMPARTMENT GERMAN AUTO LOANS 2024-1 SER 2024-1 CL A V/R REGD REG S /EUR/ 3.42200000
PPSI 2005-WCW2 M V/R 07/25/35
PRDGY 2021-1A A V/R 07/25/51
PRET 2021-NPL3 A V/R 07/25/24
PRET 2021-NPL6 A V/R 11/25/54
PRET 2021-RN1 A1 V/R 07/25/24
PRK 2017-280P A V/R 09/15/19
PROGS 2020- V/R 11/21/25 /AUD/
PROTECTIVE LIF 4.335% 09/13/27
PSTAT 2018-5A A1 V/R 01/20/27
PWNE 2021-1 A2 1.1% 02/15/25
PWNE 2022-1 A 3.809% 03/15/23
PWNE 2022-1 A2 4.84% 05/15/24
QATARI DIAR FINANC 5% 07/21/20
QNB FINANCE LTD V/R 05/02/22
QNB FINANCE LTD V/R 05/31/21
QUALCOMM INC 3.25% 05/20/27
QUANTA SVCS INC 0% 01/17/24
QUANTA SVCS INC 0% 01/18/24
QUEBEC T-BIL ZCP 01/21/22/CAD/
QUEBEC T-BIL ZCP 08/12/22/CAD/
RAYTHEON TECHN DISC 12/01/22
RAYTHEON TECHNOL DISC 07/12/23
RC R/P BNP PA 2.950% 10/03/22
RC R/P BNP PA 4.100% 01/03/23
RC R/P BNP PA 4.920% 04/03/23
RC R/P BNP PA 5.110% 07/03/23
RC R/P BNP PA 5.430% 04/01/24
RC R/P BOFA S 0.100% 01/04/21
RC R/P BOFA S 4.950% 10/01/24
RC R/P THE BA 1.480% 07/01/22
RENESAS ELECTR 1.543% 11/26/24
REPUBLIC SERVIC 3.55% 06/01/22
RESI 2021-2NCA A V/R 02/03/53
REVOC 2024- V/R 02/21/37 /EUR/
REYNOLDS AMERI 6.875% 05/01/20
REYNOLDS AMERICAN 4% 06/12/22
RGTII 2013-2A A1 V/R 01/15/29
RIPON 1X A1 V/R 02/20/22 /GBP/
RIPON 1X A2 V/R 02/20/22 /GBP/
RNBAG 10 B V/R 12/15/27 /EUR/
RNBAG 8 B V/R 09/15/30 /EUR/
RNBAI 1 A V/R 09/28/25 /EUR/
RNBAI 2 A1 V/R 02/28/28 /EUR/
RNBAI 2 B V/R 02/28/28 /EUR/
ROCHE HOLDINGS 2.625% 05/15/26
ROCKT 2017-3A A V/R 10/20/30
ROCKWELL AUTOMA 0.35% 08/15/23
ROGERS COMMUNIC 2.95% 03/15/25 ROGERS COMMUNICATIONS IN REGD 2.95000000
ROGERS COMMUNIC 2.95% 03/15/25 ROGERS COMMUNICATIONS IN REGD 144A P/P 2.95000000
ROLLS-ROYCE PL 2.375% 10/14/20
ROYAL BANK OF 5.89% 6/27/24
ROYAL BANK OF CA 0% 1/15/21
ROYAL BANK OF CA 0% 1/8/21
ROYAL BANK OF CA 0% 4/1/21
ROYAL BANK OF CAN V/R 07/20/26
ROYAL BK CDA 0.37% 11/10/22
ROYAL BK CDA 0% 10/20/22
RPT 2017-ROSS B V/R 06/15/20
RRAM 2018-3A A1R V/R 01/15/30
RTX CORP 2.65% 11/01/26
RYDER SYSTEM I 2.875% 06/01/22
RYDER SYSTEM IN 3.65% 03/18/24
SABINE PASS LI 5.625% 03/01/25
SABINE PASS LI 5.625% 04/15/23
SABINE PASS LI 5.875% 06/30/26
SABINE PASS LIQU 4.2% 03/15/28
SALC 202 5.299% 10/15/26 /CAD/
SANOFI 4% 03/29/21
SANTANDER HOLDIN 3.4% 01/18/23
SANTANDER HOLDING V/R 05/31/27
SANTANDER UK G 3.571% 01/10/23
SANTANDER UK GROU V/R 01/05/24
SANTANDER UK GROU V/R 11/15/24
SANTANDER UK PLC 2.1% 01/13/23
SANTANDER UK PLC V/R 11/15/21
SAUDI ARABIAN 2.875% 04/16/24
SAUDI INTERNAT 2.375% 10/26/21
SBALT 2024-C A 4.56% 11/20/26
SCGC 2020-1 V/R 11/14/31 /EUR/
SCLP 2019-1 A 3.24% 02/25/28
SCLP 2019-3 A 2.9% 08/25/22
SDART 2020-4 A 0.48% 07/15/24
SDART 2021-2 A 0.28% 07/15/22
SDART 2022-2 A 2.12% 06/15/23
SDART 2022-4 A 4.05% 10/15/23
SDART 2023-4 A 6.18% 04/15/25
SEMPRA DISC 11/12/24
SEMPRA ENERGY V/R 01/15/21
SES SA 3.6% 04/04/23
SGSHR 1A A V/R 11/17/25 /GBP/
SHELL INTL FIN B DISC 02/16/21
SHELL INTL FIN B DISC 02/25/21
SHELL INTL FIN B DISC 9/28/20
SHINHAN BANK 2.875% 03/28/22
SHINHAN BANK V/R 11/16/25/AUD/
SHIRE ACQ INV 2.875% 09/23/23
SHIRE ACQ INV IR 2.4% 09/23/21
SIEMENS FINANCI 2.15% 05/27/20
SIEMENS FINANCIE 0.4% 03/11/23
SINOCHEM CORP 4.5% 11/12/20
SK BROADBAND C 3.875% 08/13/23
SK HYNIX INC 1% 01/19/24
SK TELECOM CO L 3.75% 04/16/23
SKANDINAVISKA 2.625% 03/15/21
SKANDINAVISKA 2.625% 11/17/20
SKANDINAVISKA EN 1.4% 11/19/25
SKANDINAVISKA ENS V/R 05/17/21
SKANDINAVISKA ENS V/R 12/12/22
SLFT 2017-AA A 2.68% 07/15/30
SLMA 2003-10A A3 V/R 12/15/27
SLMA 2004-10 A7B V/R 10/25/29
SMB 2015-A A2A 2.49% 04/15/23
SMB 2015-B A2A V/R 05/15/23
SMB 2016-B A2B V/R 08/15/25
SMB 2016-C A2A 2.34% 08/15/25
SMB 2017-A A2B V/R 09/15/34
SMB 2018-A A1 V/R 02/16/21
SMB 2018-C A1 V/R 10/15/20
SMB 2020-A A2B V/R 02/15/29
SMB 2020-PTA A1 V/R 09/15/54
SMB 2020-PTA A2 1.6% 09/15/54
SMB 2020-PTB A1 V/R 09/15/54
SMB 2021-A A2A1 V/R 01/15/53
SMB 2021-A APL V/R 01/15/53
SMB 2021-C A1 V/R 01/15/53
SMB 2021-D A1B V/R 08/15/30
SMB 2022-B A1B V/R 02/16/55
SMB 2022-C A1B V/R 11/15/31
SMB 2022-D A1B V/R 10/15/58
SMB 2023-A A1A 5.38% 01/15/53
SMBC AVIATION 4.125% 07/15/23
SMI 2019-1A 1A V/R 01/21/70
SMI 2022-1A 1A V/R 04/21/24
SMI 2022-1X V/R 04/21/27 /GBP/
SMI 2023-1 V/R 04/21/29 /GBP/
SMRT 2022-MINI A V/R 01/15/24
SNDPT 2017-1A AR V/R 01/23/29
SOCIETE GENERALE NY V/R 4/24/20
SOCIETE GENERALE V/R 01/21/26
SOCIETE GENRALE V/R 5/11/20
SOFI 2016-C A2 2.36% 01/25/25
SOFI 2018-A A2 2.39% 05/25/21
SOFI 2020-A A1 2.06% 04/15/23
SOUTHERN CAL ED 5.85% 11/01/27
SOUTHERN CAL EDI 0.7% 04/03/23
SOUTHERN CAL EDI 3.7% 08/01/25
SOUTHERN CAL EDI 4.4% 09/06/26
SOUTHERN CAL EDIS V/R 06/13/22
SOUTHERN CALIF DISC 10/02/23
SOUTHERN CO 2.75% 06/15/20
SOUTHERN CO 5.113% 08/01/27
SPRINT LLC 7.625% 03/01/26
SPRINT SPECTRUM 3.36% 09/20/21
SREIT 2021-IND A V/R 10/15/23
SSTRT 2018-2A 3.06% 04/27/20
STANDARD CHARTER V/R 07/28/23
STANDARD CHARTERE V/R 01/30/26
STANDARD CHARTERED BK/NY V/R 08/24/21
STANDARD CHRTRD BNKNY V/R 10/13/20
STAR 2020-3 A1 V/R 04/25/65
STAR 2020-INV1 A V/R 11/25/55
STAR 2021-2 A1 V/R 05/25/65
STARBUCKS CORP DISC 06/16/20
STATE BANK INDIA/ V/R 04/06/20
STATE OF QATAR 2.375% 06/02/21
STELLANTIS NV 5.25% 04/15/23
STRA 2021-2 V/R 07/20/60 /GBP/
STRAS 2020-2A A V/R 10/15/28
STRYKER CORP 0.6% 12/01/23
SUMITOMO MI V/R 11/07/25 /AUD/
SUMITOMO MITSU 0% 1/19/21/CAD/
SUMITOMO MITSU 0% 2/10/21/CAD/
SUMITOMO MITSUI 0.8% 09/16/24
SUMITOMO MITSUI BANK NY SER 0.7% 07/15/22
SUMITOMO MITSUI F V/R 03/09/21
SUMITOMO MITSUI F V/R 07/12/22
SUMITOMO MITSUI F V/R 07/13/26
SUMITOMO MITSUI T V/R 09/14/26 SUMITOMO MITSUI TR BK LT REGD V/R REG S 5.57274600
SUMITOMO MITSUI T V/R 09/14/26 SUMITOMO MITSUI TR BK LT REGD V/R 144A P/P 5.57274600
SUMITOMO MTSU BKG CORP 1.96% 04/13/20
SUNCOR ENERGY DISC 11/01/23
SVENSKA HAND V/R 03/04/26/AUD/
SVENSKA HANDEL 4.005% 8/16/23
SVENSKA HANDELS 2.45% 03/30/21
SVENSKA HANDELSB V/R 02/24/23
SVENSKA HANDELSBA V/R 09/08/20
SWEDBANK (SPARBANK) 1.77% 07/22/20
SWEDBANK AB 6.136% 09/12/26
SYDNEY AIRPORT 3.625% 04/28/26
SYDNEY AIRPORT F 3.9% 03/22/23
SYMP 2020-24A A V/R 01/23/32
SYNCHRONY BANK 3% 06/15/22
SYNCHRONY FINA 4.375% 03/19/24
SYNCHRONY FINAN 3.75% 08/15/21
SYNGENTA FINAN 3.698% 04/24/20
SYNGENTA WILMINGTO DISC 6/5/20
SYNIT 2023-A1 5.54% 07/15/26
T-MOBILE USA I 2.625% 04/15/26
T-MOBILE USA IN 2.25% 02/15/26
T-MOBILE USA IN 3.75% 04/15/27
T-MOBILE USA INC 1.5% 02/15/26
T-MOBILE USA INC 3.5% 04/15/25
TAKEDA PHARMACEU 4.4% 11/26/23
TAKEDA PHARMACEUTI 4% 11/26/21
TALNT 2020-1A 1.35% 05/27/25
TAOT 2016-C A4 1.32% 02/15/20
TAOT 2018-B A3 2.96% 09/15/22
TAOT 2019-A A2 2.83% 08/17/20
TAOT 2022-C A2 3.83% 04/15/24
TAOT 2022-C A2B V/R 04/15/24
TAOT 2022-C A3 3.76% 12/15/25
TAOT 2023-A A3 4.63% 05/15/26
TAOT 2023-C A2A 5.6% 04/15/25
TAOT 2024-A A3 4.83% 10/16/28
TARGA RES CORP 0% 10/23/23
TARGA RESOURCES 5.2% 07/01/27
TAURS 2019- V/R 11/17/21 /GBP/
TCCT 2023-3A A V/R 08/26/25
TCO 2022-DPM A V/R 05/15/24
TELUS CORP DISC 04/30/20
TESLA 2023-B A 6.02% 02/20/25
TESLA 2024-A A 5.37% 09/20/25
THERMO FISHER 1.215% 10/18/24
THLOG 2024- V/R 11/17/29 /EUR/
THOMSON REUTERS DISC 01/25/23
TLOT 2023-B A2 5.73% 08/20/25
TOMMI 4 A V/R 07/18/33 /EUR/
TOMMI 5 B V/R 05/18/35 /EUR/
TORONTO DOMINIO 0.27% 10/20/22
TORONTO DOMINION .34% 10/28/22
TORONTO DOMINION .73% 12/30/22
TORONTO DOMINION 0.43% 8/3/21
TORONTO DOMINION 1.15% 2/10/23
TORONTO-DOMINIO B V/R 9/28/20
TORONTO-DOMINIO 3.25% 03/11/24
TORONTO-DOMINION 2.02% 4/23/20
TOWN 2022-STAY A V/R 08/15/24
TOYOTA MOTOR CR 2.95% 04/13/21
TOYOTA MOTOR CRE 3.3% 01/12/22
TOYOTA MOTOR CRE 4.8% 01/05/26
TOYOTA MOTOR CRED V/R 01/11/24
TOYOTA MOTOR CRED V/R 04/13/21
TOYOTA MOTOR CRED V/R 09/11/25
TOYOTA MOTOR CRED V/R 12/29/23
TPAT 2021-SL1 A2 V/R 11/20/26
TPGI 2021-DGWD A V/R 06/15/26
TPMF 2019-A V/R 07/20/45 /GBP/
TPMF 2024-G V/R 10/20/29 /GBP/
TPMT 2019-HY2 A1 V/R 05/25/58
TRANSCANADA PIPE 3.8% 10/01/20
TRANSURBAN Q V/R 12/16/24/AUD/
TRINI 2015- V/R 07/15/51 /GBP/
TRTN 2021-2 V/R 02/09/53 /AUD/
TRUIST BANK V/R 05/17/22
TRUIST BANK V/R 08/02/24
TRUIST BANK V/R 10/26/21
TRUIST FIN CORP V/R 06/15/20
TSET 2024-1A A 5.08% 09/20/29
TSYMP 2016-1A AR V/R 10/13/29
TSYMP 2016-1A AR V/R 10/13/32
TYCO ELECTRONICS V/R 06/05/20
TYSON FOODS INC 4.5% 06/15/22
TYSON FOODS INC V/R 06/02/20
TYSON FOODS INC V/R 08/21/20
UBER TECHNOLOGIE 4.5% 08/15/29
UBS AG AUSTR V/R 02/26/26/AUD/
UBS AG AUSTR V/R 07/30/25/AUD/
UBS AG LONDON 0.375% 06/01/23
UBS AG LONDON 2.45% 12/01/20
UBS AG LONDON V/R 02/09/24
UBS AG LONDON V/R 06/08/20
UBS AG LONDON V/R 08/09/24
UBS AG STAMFOR 3.625% 09/09/24
UBS AG STAMFORD 3.7% 02/21/25
UBS GROUP AG 3% 04/15/21
UBS GROUP AG V/R 02/01/22
UBS GROUP AG V/R 04/14/21
UBS GROUP AG V/R 12/22/27
UBSC 2011-C1 3.187% 06/10/21
UKLOG 2024- V/R 05/17/29 /GBP/
UMBS P#AM9004 2.8% 06/01/25
UNICREDIT SPA 3.75% 04/12/22
UNION PACIFIC C 3.15% 03/01/24
UNITED PARCEL S 2.05% 04/01/21
UNITEDHEALTH GR 3.85% 06/15/28
UNITEDHEALTH GRO 4.7% 02/15/21
UNIV OF NORTH 0.285% 04/01/22
UNIV OF NORTH C 0.41% 04/01/23
UPS OF AMERICA 8.375% 04/01/20
US CASH MGMT BILL ZCP 03/08/22
US CASH MGMT BILL ZCP 03/16/21
US CASH MGMT BILL ZCP 09/08/20
US CASH MGMT BILL ZCP 09/28/21
US T BILL ZCP 01/30/25
US T BILL ZCP 02/02/23
US T BILL ZCP 02/04/21
US T BILL ZCP 02/08/24
US T BILL ZCP 02/10/22
US T BILL ZCP 02/16/23
US T BILL ZCP 02/29/24
US T BILL ZCP 03/02/23
US T BILL ZCP 03/27/25
US T BILL ZCP 03/28/24
US T BILL ZCP 04/06/23
US T BILL ZCP 04/09/24
US T BILL ZCP 04/14/22
US T BILL ZCP 04/29/21
US T BILL ZCP 06/06/24
US T BILL ZCP 06/20/24
US T BILL ZCP 07/07/22
US T BILL ZCP 07/10/25
US T BILL ZCP 07/12/22
US T BILL ZCP 07/13/21
US T BILL ZCP 07/14/22
US T BILL ZCP 07/28/22
US T BILL ZCP 09/04/25
US T BILL ZCP 09/12/23
US T BILL ZCP 09/19/24
US T BILL ZCP 09/24/24
US T BILL ZCP 10/01/24
US T BILL ZCP 10/03/24
US T BILL ZCP 10/08/24
US T BILL ZCP 10/10/24
US T BILL ZCP 10/24/24
US T BILL ZCP 10/27/22
US T BILL ZCP 10/30/25
US T BILL ZCP 11/05/20
US T BILL ZCP 11/28/25
US T BILL ZCP 12/14/23
US T BILL ZCP 12/19/24
US T BILL ZCP 12/26/25
US TIPS 0.125% 01/15/23
US TIPS 0.125% 10/15/24
US TIPS 0.375% 07/15/23
US TIPS 0.625% 04/15/23
US TIPS 2.125% 04/15/29
US TREAS BDS 0% 12/15/24
US TREAS BDS 1.75% 3/15/25
US TREAS NTS 0.125% 08/15/23
US TREAS NTS 0.25% 06/15/23
US TREAS NTS 0.375% 03/31/22
US TREAS NTS 0.375% 07/15/24
US TREAS NTS 0.375% 09/15/24
US TREAS NTS 0.75% 11/15/24
US TREAS NTS 0.75% 12/31/23
US TREAS NTS 1.375% 01/31/25
US TREAS NTS 1.375% 08/31/20
US TREAS NTS 1.5% 02/29/24
US TREAS NTS 1.5% 06/15/20
US TREAS NTS 1.5% 08/15/20
US TREAS NTS 1.5% 09/30/24
US TREAS NTS 1.625% 07/31/20
US TREAS NTS 1.875% 08/31/24
US TREAS NTS 2.25% 04/30/24
US TREAS NTS 2.625% 07/31/20
US TREAS NTS 2.75% 06/30/25
US TREAS NTS 2.75% 09/30/20
US TREAS NTS 2.875% 10/31/20
US TREAS NTS 2% 04/30/24
US TREAS NTS 2% 05/31/24
US TREAS NTS 2% 07/31/20
US TREAS NTS 3.25% 08/31/24
US TREAS NTS 3.875% 04/30/25
US TREAS NTS V/R 01/31/21
US TREAS NTS V/R 01/31/22
US TREAS NTS V/R 04/30/22
US TREAS NTS V/R 07/31/21
VALET 2018-2 A 3.05% 06/22/20
VALET 2023-1 A2 5.5% 12/21/26
VALET 2023-2 A 5.72% 10/20/25
VALET 2023-2 A2B V/R 10/20/25
VENTR 2014-18A A V/R 10/15/29
VENTR 2016-24A A V/R 10/20/28
VERIZON COMMUNIC 3.5% 11/01/24
VIRIF 1 B V/R 10/28/40 /EUR/
VISCI 2022- V/R 02/27/33 /EUR/
VMC 2018-FL2 A V/R 05/15/21
VMWARE INC 0.6% 08/15/23
VMWARE INC 2.3% 08/21/20
VMWARE LLC 1.4% 08/15/26
VODAFONE GRO V/R 12/13/22/AUD/
VOLKSWAGEN 3.1% 04/17/23/AUD/
VOLKSWAGEN GRO 0.875% 11/22/23
VOLKSWAGEN GROU 0.75% 11/23/22
VOLKSWAGEN GROU 4.25% 11/13/23
VOLKSWAGEN GROUP V/R 03/20/26
VOLKSWAGEN GROUP V/R 08/14/26
VOLKSWAGEN GROUP V/R 09/12/25
VOLKSWAGEN GROUP V/R 09/24/21
VOLKSWAGEN GROUP 2.7% 09/26/22
VOLKSWAGEN GROUP 2.9% 05/13/22
VOLKSWAGEN GROUP 5.8% 09/12/25
VOLKSWAGEN GROUP A 4% 11/12/21
VOLKSWAGEN INTL FI 4% 08/12/20
VOYA 2015-2A AR V/R 07/23/27
VOYA 2017-2A A1 V/R 06/07/30
VOYA 2017-2A A1R V/R 06/07/30
VOYA 2018-3A A1A V/R 10/15/31
VW CR INC DISC 07/24/23
VW CR INC DISC 08/21/24
VW CREDIT INC DISC 01/29/21
VW CREDIT INC DISC 02/16/22
VW CREDIT INC 0% 10/17/23 /USD/
VWALT 2022-A A 3.02% 01/20/24
VWALT 2023-A A 5.87% 01/20/26
VZMT 2024-6 A1B V/R 08/20/27
VZOT 2020-A A1B V/R 02/20/23
WALGREENS BOOT DISC 10/13/23
WARNERMEDIA HO 3.428% 03/15/24
WARNERMEDIA HO 3.638% 03/15/25
WEC ENERGY GROUP 0.8% 03/15/24
WELLS FARGO & 2.625% 07/22/22
WELLS FARGO & COM V/R 02/11/22
WELLS FARGO & COM V/R 04/25/26
WELLS FARGO & COM V/R 07/22/20
WELLS FARGO & COM V/R 10/31/23
WELLS FARGO & COM V/R 12/07/20
WELLS FARGO BA 4.811% 01/15/26
WELLS FARGO BA V/R 08/10/2020
WELLS FARGO BANK V/R 05/27/22
WELLS FARGO BANK V/R 07/23/21
WELLS FARGO BANK V/R 08/01/25
WEST RANKIN MS 0.274% 01/01/22
WESTPAC BANKING 2.6% 11/23/20
WESTPAC SECS NZ LTD 0% 05/16/25
WESTPAC SECS NZ V/R 2/8/21
WFCM 2010-C1 4.393% 10/15/20
WFCM 2012-LC5 2.528% 04/15/22
WFCM 2013-LC12 A V/R 05/15/23
WFCM 2015-NXS2 3.02% 03/15/20
WFCM 2016-NXS 2.711% 01/15/21
WFCM 2017-HSDB A V/R 12/13/20
WFRBS 2012-C9 2.87% 10/15/22
WFRBS 2013-C1 2.838% 12/15/22
WFRBS 2013-C1 3.071% 03/15/45
WFRBS 2013-C18 A V/R 12/15/23
WHLS 2017-1A A 1.88% 03/20/20
WI TREASURY SE 4.5% 05/31/29
WI TREASURY SEC 1.375% 10/31/20
WILLIAMS COMPA 4.125% 11/15/20
WILLIAMS COMPAN 4.55% 06/24/24
WILLIAMS COMPANI 3.6% 03/15/22
WINDR 2013-1A A1 V/R 07/20/30
WITEH 2014-1A AR V/R 05/01/26
WLAKE 2021-3A 0.95% 06/16/25
WM WRIGLEY JR 3.375% 10/21/20
WOART 2023-A A 5.18% 12/15/24
WOART 2023-B A 5.25% 02/18/25
WOART 2024-B A 5.48% 09/15/27
WOODSIDE FINANCE 3.7% 09/15/26
WOOLWORTHS 1.85% 05/20/25/AUD/
WOORI BANK V/R 02/01/23
WOSAT 2020-A A 0.47% 08/15/22
YOUIT 2024- V/R 03/25/29 /EUR/
ZF NA CAPITAL 4% 04/29/20