Current holdings
Data for period
30 Jun 23
(Last reporting period)
Total assets
$1.31 bn
Liabilities
$11.29 mm
Net assets
$1.30 bn
Number of holdings
417.00
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 | Dec 20 | Mar 21 | Jun 21 | Sep 21 | Dec 21 | Mar 22 | Jun 22 | Sep 22 | Dec 22 | Mar 23 | Jun 23 |
---|---|---|---|---|---|---|---|---|---|---|---|
/US/99TNPMY2T | |||||||||||
7-ELEVEN INC | |||||||||||
99TPMT3CL | |||||||||||
ABBOTT LABORATORIES | |||||||||||
ABBVIE INC | |||||||||||
ABN AMRO BANK NV | |||||||||||
ACRE COMMERCIAL MORTGAGE TRUST ACRE Commercial Mortgage 2021-FL4 Ltd | |||||||||||
ACRE COMMERCIAL MORTGAGE TRUST ACRE Commercial Mortgage 2021-FL4 Ltd | |||||||||||
ACTIVISION BLIZZARD | |||||||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||||||
AIB Group PLC | |||||||||||
AIR LEASE CORP | |||||||||||
Ajax Mortgage Loan Trust | |||||||||||
AKER BP ASA | |||||||||||
ALEXANDER FUNDING TRUST | |||||||||||
ALEXANDRIA REAL ESTATE E | |||||||||||
ALIMENTATION COUCHE-TARD | |||||||||||
ALTRIA GROUP INC | |||||||||||
AMAZON.COM INC | |||||||||||
AMER AIRLINE 16-2 AA PTT | |||||||||||
AMER AIRLINE 19-1AA PTT | |||||||||||
AMER AIRLINE 21-1A EETC | |||||||||||
AMER AIRLINE 21-1B PTT | |||||||||||
AMERICA MOVIL SAB DE CV | |||||||||||
AMERICAN CAMPUS CMNTYS | |||||||||||
American Credit Acceptance Receivables Trust | |||||||||||
AMERICAN EXPRESS CO | |||||||||||
American Homes 4 Rent | |||||||||||
AMERICAN HONDA FINANCE | |||||||||||
AMERICAN INTL GROUP | |||||||||||
AMERICAN TOWER CORP | |||||||||||
AmeriCredit Automobile Receivables Trust | |||||||||||
AMERN AIRLINE 16-2 A PTT | |||||||||||
AMGEN INC | |||||||||||
AMSR Trust AMSR 2021-SFR3 Trust | |||||||||||
AMSR Trust AMSR 2021-SFR1 Trust | |||||||||||
AMSR Trust AMSR 2022-SFR3 Trust | |||||||||||
AMSR Trust AMSR 2020-SFR4 Trust | |||||||||||
AMSR Trust AMSR 2020-SFR4 Trust | |||||||||||
ANALOG DEVICES INC | |||||||||||
Anchor Mortgage Trust | |||||||||||
ANGLO AMERICAN CAPITAL | |||||||||||
ANHEUSER-BUSCH INBEV WOR | |||||||||||
Antler Mortgage Trust 2018-RTL1 | |||||||||||
APA INFRASTRUCTURE LTD | |||||||||||
Appalachian Power Co | |||||||||||
APPLE INC | |||||||||||
Aqua Finance Trust | |||||||||||
AstraZeneca PLC | |||||||||||
AT&T INC | |||||||||||
ATHENE GLOBAL FUNDING | |||||||||||
ATMOS ENERGY CORP | |||||||||||
AUST & NZ BANKING GROUP | |||||||||||
AUTOZONE INC | |||||||||||
AVIATION CAPITAL GROUP | |||||||||||
AVOLON HOLDINGS FNDG LTD | |||||||||||
BAE SYSTEMS PLC | |||||||||||
BAKER HUGHES LLC/CO-OBL | |||||||||||
BALTIMORE GAS & ELECTRIC | |||||||||||
Banc of America Merrill Lynch Large Loan Inc | |||||||||||
BANCO SANTANDER SA | |||||||||||
BANK OF AMERICA CORP | |||||||||||
BANK OF IRELAND GROUP | |||||||||||
BANK OF MONTREAL | |||||||||||
BANK OF NOVA SCOTIA | |||||||||||
BANNER HEALTH | |||||||||||
BANQUE FED CRED MUTUEL | |||||||||||
BAPTIST HEALTHCARE | |||||||||||
BARCLAYS PLC | |||||||||||
BAT CAPITAL CORP | |||||||||||
BECTON DICKINSON AND CO | |||||||||||
BERKSHIRE HATHAWAY ENERG | |||||||||||
BERKSHIRE HATHAWAY FIN | |||||||||||
BG ENERGY CAPITAL PLC | |||||||||||
BIOGEN INC | |||||||||||
BNP PARIBAS | |||||||||||
Boardwalk Pipelines LP | |||||||||||
BOEING CO | |||||||||||
BON SECOURS MERCY | |||||||||||
Boston Scientific Corp | |||||||||||
BP CAP MARKETS AMERICA | |||||||||||
BPCE SA | |||||||||||
BPR Trust | |||||||||||
BRISTOL-MYERS SQUIBB CO | |||||||||||
BRIXMOR OPERATING PART | |||||||||||
BROADCOM INC | |||||||||||
BROOKFIELD FINANCE INC | |||||||||||
BROWN & BROWN INC | |||||||||||
BUNGE LTD FINANCE CORP | |||||||||||
BURLINGTN NORTH SANTA FE | |||||||||||
Business Jet Securities, LLC Business Jet Securities 2021-1 LLC | |||||||||||
Business Jet Securities, LLC Business Jet Securities 2020-1 LLC | |||||||||||
Business Jet Securities, LLC Business Jet Securities 2019-1 LLC | |||||||||||
BVRT FINANCING TRU | |||||||||||
BVRT Financing Trust | |||||||||||
CAMDEN PROPERTY TRUST | |||||||||||
CANADIAN PACIFIC RAILWAY | |||||||||||
Capital Automotive LP | |||||||||||
CAPITAL ONE FINANCIAL CO | |||||||||||
Carvana Auto Receivables Trust | |||||||||||
Cascade Funding Mortgage Trust CFMT 2021-HB5 LLC | |||||||||||
Cascade Funding Mortgage Trust CFMT 2020-HB4 LLC | |||||||||||
Cascade MH Asset Trust Cascade MH Asset Trust 2021-MH1 | |||||||||||
Cascade MH Asset Trust Cascade MH Asset Trust 2022-MH1 | |||||||||||
CASTLELAKE FRN | |||||||||||
CENTERPOINT ENERGY RES | |||||||||||
CF Industries Inc | |||||||||||
CFIN 2022-RTL1 ISSUER LLC | |||||||||||
CGI INC | |||||||||||
CHARLES SCHWAB CORP | |||||||||||
CHARTER COMM OPT LLC/CAP Charter Communications Operating LLC / Charter Communications Operating Capital | |||||||||||
CHARTER COMM OPT LLC/CAP Charter Communications Operating LLC / Charter Communications Operating Capital | |||||||||||
CHARTER COMM OPT LLC/CAP Charter Communications Operating LLC / Charter Communications Operating Capital | |||||||||||
CHENIERE CORP CHRISTI HD | |||||||||||
CHEVRON CORP | |||||||||||
CHEVRON USA INC | |||||||||||
CHILDREN'S HOSPITAL/PHIL | |||||||||||
CIGNA CORP | |||||||||||
Cimarex Energy Co | |||||||||||
CITIGROUP INC | |||||||||||
CITRIX SYSTEMS INC | |||||||||||
COMCAST CORP | |||||||||||
COMM Mortgage Trust | |||||||||||
COMMONSPIRIT HEALTH | |||||||||||
COMMONWEALTH BANK AUST | |||||||||||
Commonwealth Edison Co | |||||||||||
CONAGRA BRANDS INC | |||||||||||
Concho Resources Inc | |||||||||||
CONOCOPHILLIPS | |||||||||||
Constellation Brands Inc | |||||||||||
CONSTELLATION EN GEN LLC | |||||||||||
Consumer Receivables Asset Investment Trust | |||||||||||
Consumers Energy Co | |||||||||||
Continental Credit Card llc Continental Finance Credit Card ABS Master Trust | |||||||||||
Continental Credit Card llc Continental Finance Credit Card ABS Master Trust | |||||||||||
COREBRIDGE FINANCIAL INC | |||||||||||
Corning Inc | |||||||||||
CORPORATE OFFICE PROP LP | |||||||||||
COTERRA ENERGY INC | |||||||||||
COX COMMUNICATIONS INC | |||||||||||
Credit Acceptance Auto Loan Trust Credit Acceptance Auto Loan Trust 2021-2 | |||||||||||
Credit Acceptance Auto Loan Trust Credit Acceptance Auto Loan Trust 2020-2 | |||||||||||
CREDIT AGRICOLE SA | |||||||||||
CREDIT SUISSE AG CAYMAN ISLAND CREDIT SUISSE AG CAYMAN ISLAND | |||||||||||
CREDIT SUISSE AG CAYMAN ISLAND CREDIT SUISSE AG CAYMAN ISLAND | |||||||||||
CREDIT SUISSE GROUP AG | |||||||||||
Credit Suisse Mortgage Trust CSMC 2020-RPL5 Trust | |||||||||||
Credit Suisse Mortgage Trust CSMC 2021-RPL1 Trust | |||||||||||
CREDIT SUISSE NEW YORK | |||||||||||
CREDIT SUISSE ZILLOW | |||||||||||
Credito Real USA Auto Receivables Trust | |||||||||||
CRH America Inc | |||||||||||
Crossroads Asset Trust | |||||||||||
CROWN CASTLE INC | |||||||||||
CSX Corp | |||||||||||
CUBESMART LP | |||||||||||
CVS Health Corp | |||||||||||
CVS PASS-THROUGH TR 2014 | |||||||||||
DAIMLER FINANCE NA LLC | |||||||||||
DANAHER CORP | |||||||||||
DANSKE BANK A/S | |||||||||||
DataBank Issuer LLC | |||||||||||
DELL INT LLC / EMC CORP Dell International LLC / EMC Corp | |||||||||||
DELL INT LLC / EMC CORP Dell International LLC / EMC Corp | |||||||||||
DELTA AIR LINES 2020-A | |||||||||||
DELTA AIRLINES 2015B | |||||||||||
DEUTSCHE BANK NY | |||||||||||
DEUTSCHE TELEKOM AG | |||||||||||
DH EUROPE FINANCE II | |||||||||||
Diamond Resorts Owner Trust | |||||||||||
DIAMONDBACK ENERGY INC | |||||||||||
Digital Realty Trust LP | |||||||||||
Discover Bank | |||||||||||
DISCOVERY COMMUNICATIONS | |||||||||||
Diversified ABS Phase VI LLC | |||||||||||
DNB BANK ASA | |||||||||||
DOLLAR GENERAL CORP | |||||||||||
DOMINION ENERGY INC | |||||||||||
Drive Auto Receivables Trust | |||||||||||
DT Auto Owner Trust DT Auto Owner Trust 2019-3 | |||||||||||
DT Auto Owner Trust DT Auto Owner Trust 2021-2 | |||||||||||
DT MIDSTREAM INC | |||||||||||
DTE ELECTRIC CO | |||||||||||
DTE ENERGY CO | |||||||||||
Duke Energy Corp | |||||||||||
DUKE ENERGY INDIANA LLC | |||||||||||
Dupont De Nemours Inc | |||||||||||
DUQUESNE LIGHT HOLDINGS | |||||||||||
Eaton Corp | |||||||||||
Ecopetrol SA | |||||||||||
EDISON INTERNATIONAL | |||||||||||
EIDP INC | |||||||||||
ELEMENT FLEET MANAGEMENT | |||||||||||
ELEVANCE HEALTH INC | |||||||||||
Emera US Finance LP | |||||||||||
EMERSON ELECTRIC CO | |||||||||||
EMPOWER FINANCE 2020 LP | |||||||||||
ENABLE MIDSTREAM PARTNER | |||||||||||
ENBRIDGE INC | |||||||||||
ENEL FINANCE INTL NV | |||||||||||
ENERGY TRANSFER LP | |||||||||||
ENERGY TRANSFER OPERATNG | |||||||||||
Eni SpA | |||||||||||
ENTERGY ARKANSAS LLC | |||||||||||
Entergy Louisiana LLC | |||||||||||
ENTERGY MISSISSIPPI LLC | |||||||||||
ENTERPRISE PRODUCTS OPER | |||||||||||
EQUINIX INC | |||||||||||
EVERGY INC | |||||||||||
EVERSOURCE ENERGY | |||||||||||
Exeter Automobile Receivables Trust | |||||||||||
EXXON MOBIL CORPORATION | |||||||||||
F&G GLOBAL FUNDING | |||||||||||
Fannie Mae Fannie Mae Pool | |||||||||||
Fannie Mae Fannie Mae REMICS | |||||||||||
FED CAISSES DESJARDINS | |||||||||||
FEDERAL REALTY OP LP | |||||||||||
FELLS POINT FUNDING TR | |||||||||||
FHF Trust 2021-1 | |||||||||||
FHLMC Multifamily Structured Pass Through Certs. Freddie Mac Multifamily Structured Pass Through Certificates | |||||||||||
FHLMC Multifamily Structured Pass Through Certs. Freddie Mac Multifamily Structured Pass Through Certificates | |||||||||||
FHLMC Multifamily Structured Pass Through Certs. Freddie Mac Multifamily Structured Pass Through Certificates | |||||||||||
FHLMC Multifamily Structured Pass Through Certs. Freddie Mac Multifamily Structured Pass Through Certificates | |||||||||||
FHLMC Multifamily WI Certificates Freddie Mac Multifamily WI Certificates Series WI-K153 | |||||||||||
FHLMC Multifamily WI Certificates Freddie Mac Multifamily WI Certificates Series WI-K150 | |||||||||||
FHLMC Multifamily WI Certificates Freddie Mac Multifamily WI Certificates Series WI-K151 | |||||||||||
FHLMC Multifamily WI Certificates Freddie Mac Multifamily WI Certificates Series WI-K146 | |||||||||||
FHLMC Multifamily WI Certificates Freddie Mac Multifamily WI Certificates Series WI-K137 | |||||||||||
FHLMC Multifamily WI Certificates Freddie Mac Multifamily WI Certificates Series WI-K142 | |||||||||||
Finance of America HECM Buyout Finance of America HECM Buyout 2021-HB1 | |||||||||||
Finance of America HECM Buyout Finance of America HECM Buyout 2021-HB1 | |||||||||||
FIRSTENERGY TRANSMISSION | |||||||||||
Firstkey Homes Trust FirstKey Homes 2021-SFR1 Trust | |||||||||||
Firstkey Homes Trust FirstKey Homes 2022-SFR1 Trust | |||||||||||
Fixed Income Clearing Corp | |||||||||||
Flagship Credit Auto Trust Flagship Credit Auto Trust 2022-3 | |||||||||||
Flagship Credit Auto Trust Flagship Credit Auto Trust 2020-4 | |||||||||||
Flagship Credit Auto Trust Flagship Credit Auto Trust 2020-4 | |||||||||||
FLEX INTERMEDIATE HOLDCO | |||||||||||
FMC GMSR ISSUER TR | |||||||||||
FMC GMSR Issuer Trust FMC GMSR Issuer Trust | |||||||||||
FMC GMSR Issuer Trust FMC GMSR Issuer Trust | |||||||||||
FMC GMSR Issuer Trust FMC GMSR Issuer Trust | |||||||||||
FMC GMSR Issuer Trust FMC GMSR Issuer Trust | |||||||||||
FMC GMSR ISSUER TRUST | |||||||||||
FN ROYAL PALMS 10/9.5 | |||||||||||
FN WEST ENDLODGE | |||||||||||
FNCHELSEA 2NDLIEN | |||||||||||
FORTIS INC | |||||||||||
Freddie Mac | |||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust Series 2020-3 | |||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust Series 2020-3 | |||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust Series 2020-3 | |||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust Series 2022-1 | |||||||||||
FREEDOM 2021 SAVF 1 FRN FREEDOM 2021 SAVF 1 FRN | |||||||||||
FREEDOM 2021 SAVF 1 FRN FREEDOM 2021 SAVF 1 FRN | |||||||||||
FREEDOM 2021 SAVF 1 FRN FREEDOM 2021 SAVF 1 FRN | |||||||||||
FREEDOM 2021 SAVF 1 FRN FREEDOM 2021 SAVF 1 FRN | |||||||||||
FREEDOM 2021 SAVF 1 FRN FREEDOM 2021 SAVF 1 FRN | |||||||||||
FREEDOM 2021 SAVF 1 FRN FREEDOM 2021 SAVF 1 FRN | |||||||||||
FREEDOM 2021 SAVF 1 FRN FREEDOM 2021 SAVF 1 FRN FREEDOM 2021 SAVF 1 FRN | |||||||||||
FREEDOM 2021 SAVF 1 FRN + TWO | |||||||||||
Freedom Financial | |||||||||||
FREMF Mortgage Trust FREMF 2014-K39 Mortgage Trust | |||||||||||
FREMF Mortgage Trust FREMF 2018-KBX1 Mortgage Trust | |||||||||||
FREMF Mortgage Trust FREMF 2016-K54 Mortgage Trust | |||||||||||
FREMF Mortgage Trust FREMF 2017-K62 Mortgage Trust | |||||||||||
FRR Re-Remic Trust | |||||||||||
GALAXY PIPELINE ASSETS | |||||||||||
GE CAPITAL FUNDING LLC | |||||||||||
GE CAPITAL INTL FUNDING | |||||||||||
GENERAL ELECTRIC CO | |||||||||||
GENERAL MOTORS CO | |||||||||||
GENERAL MOTORS FINL CO | |||||||||||
Genesis Sales Finance Master Trust | |||||||||||
GILEAD SCIENCES INC | |||||||||||
GLENCORE FUNDING LLC | |||||||||||
GLOBAL PAYMENTS INC | |||||||||||
GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2020-4 | |||||||||||
GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2022-3 | |||||||||||
GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2020-4 | |||||||||||
GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2022-3 | |||||||||||
GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2020-4 | |||||||||||
GOLDMAN SACHS GROUP INC | |||||||||||
Goodgreen Trust | |||||||||||
Government National Mortgage Association | |||||||||||
GRAPHIC PACKAGING INTERN | |||||||||||
GRAY OAK PIPELINE LLC | |||||||||||
HALEON US CAPITAL LLC | |||||||||||
HASBRO INC | |||||||||||
HCA Inc | |||||||||||
HEALTHCARE RLTY HLDGS LP | |||||||||||
HEALTHPEAK OP LLC | |||||||||||
HF SINCLAIR CORP HF Sinclair Corp | |||||||||||
HF SINCLAIR CORP HF Sinclair Corp | |||||||||||
HF SINCLAIR CORP HF Sinclair Corp | |||||||||||
HF SINCLAIR CORP HF Sinclair Corp | |||||||||||
Hilton Grand Vacations Trust | |||||||||||
HOLLYFRONTIER CORP | |||||||||||
HOME DEPOT INC | |||||||||||
HSBC HOLDINGS PLC | |||||||||||
HUNTINGTON NATIONAL BANK | |||||||||||
HUTCH WHAMPOA INT 14 LTD | |||||||||||
HYUNDAI CAPITAL AMERICA | |||||||||||
IBM CORP | |||||||||||
IHS Markit Ltd | |||||||||||
ING GROEP NV | |||||||||||
INTEL CORP | |||||||||||
INTESA SANPAOLO SPA | |||||||||||
INTL FLAVOR & FRAGRANCES | |||||||||||
ITC HOLDINGS CORP | |||||||||||
JERSEY CENTRAL PWR & LT | |||||||||||
JETBLUE 2020-1 CLASS B | |||||||||||
JONAH 7.8 10NOV37 144A JONAH 7.8 10NOV37 144A | |||||||||||
JONAH 7.8 10NOV37 144A JONAH 7.8 10NOV37 144A | |||||||||||
JONAH 7.8 10NOV37 144A JONAH 7.8 10NOV37 144A | |||||||||||
Jonah Energy LLC | |||||||||||
KANSAS CITY SOUTHERN | |||||||||||
KELLOGG CO | |||||||||||
KEURIG DR PEPPER INC | |||||||||||
KEYCORP | |||||||||||
KIA CORP | |||||||||||
Kilroy Realty LP | |||||||||||
Kimberly-Clark Corp | |||||||||||
KINDER MORGAN INC | |||||||||||
KLA CORP | |||||||||||
KOHL'S CORPORATION | |||||||||||
Kraft Heinz Foods Co | |||||||||||
KROGER CO | |||||||||||
L3HARRIS TECH INC | |||||||||||
LEAR CORP | |||||||||||
LEIDOS INC | |||||||||||
LendingPoint Asset Securitization Trust | |||||||||||
Lennar Corp | |||||||||||
LFT CRE 2021-FL1, LLC | |||||||||||
LHOME Mortgage Trust | |||||||||||
LIFE STORAGE LP | |||||||||||
LLOYDS BANKING GROUP PLC | |||||||||||
LOCKHEED MARTIN CORP | |||||||||||
LOWE'S COS INC | |||||||||||
LP LMS 2021 1 ASSET | |||||||||||
LP LMS 2021-2 Asset Securitization Trust | |||||||||||
LSEGA FINANCING PLC | |||||||||||
LUNDIN ENERGY FI | |||||||||||
LYB INT FINANCE III LYB International Finance III LLC | |||||||||||
LYB INT FINANCE III LYB International Finance III LLC | |||||||||||
MACQUARIE GROUP LTD | |||||||||||
MAGELLAN MIDSTREAM PARTN | |||||||||||
Mariner Finance Issuance Trust | |||||||||||
MARTIN MARIETTA MATERIAL | |||||||||||
MASCO CORP | |||||||||||
MASSACHUSETTS ELECTRIC | |||||||||||
MASSMUTUAL GLOBAL FUNDIN | |||||||||||
MDC HOLDINGS INC | |||||||||||
MEDSTAR HEALTH INC | |||||||||||
MERCK & CO INC | |||||||||||
Mercury Financial Credit Card Master Trust | |||||||||||
META PLATFORMS INC | |||||||||||
MHC Commercial Mortgage Trust | |||||||||||
MICROCHIP TECHNOLOGY INC | |||||||||||
MID-AMERICA APARTMENTS | |||||||||||
MITSUBISHI UFJ FIN GRP | |||||||||||
MIZUHO FINANCIAL GROUP | |||||||||||
MONDELEZ INTERNATIONAL | |||||||||||
MORGAN STANLEY | |||||||||||
MPLX LP | |||||||||||
MRA Issuance Trust MRA Issuance Trust 2021-EBO7 | |||||||||||
MRA Issuance Trust MRA Issuance Trust 2021-EBO5 | |||||||||||
MULTICARE HEALTH SYSTEM | |||||||||||
Multifamily Structured Credit Risk | |||||||||||
MVW Owner Trust | |||||||||||
MYMICHIGAN HEALTH | |||||||||||
NASDAQ INC | |||||||||||
NATIONAL AUSTRALIA BANK | |||||||||||
NATIONAL RETAIL PROP INC | |||||||||||
NATIONAL RURAL UTIL COOP | |||||||||||
NATIONWIDE CHILDREN HOSP | |||||||||||
NATWEST GROUP PLC | |||||||||||
NATWEST MARKETS PLC | |||||||||||
NEW ENGLAND POWER CO | |||||||||||
New Residential Mortgage Loan Trust | |||||||||||
NEW YORK LIFE INSURANCE | |||||||||||
NGPL PIPECO LLC | |||||||||||
NISOURCE INC | |||||||||||
NISSAN MOTOR ACCEPTANCE | |||||||||||
NISSAN MOTOR CO | |||||||||||
NOBLE ENERGY INC | |||||||||||
NORDEA BANK ABP | |||||||||||
NORDSTROM INC | |||||||||||
NORFOLK SOUTHERN CORP | |||||||||||
Northrop Grumman Corp | |||||||||||
NORTHWESTERN MUTUAL GLBL | |||||||||||
NRG ENERGY INC | |||||||||||
NRZ Excess Spread Collateralized Notes NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 | |||||||||||
NRZ Excess Spread Collateralized Notes NRZ Excess Spread-Collateralized Notes | |||||||||||
NRZ Excess Spread Collateralized Notes NRZ Excess Spread-Collateralized Notes | |||||||||||
NRZ Excess Spread Collateralized Notes NRZ Excess Spread-Collateralized Notes | |||||||||||
Nutrien Ltd | |||||||||||
NUTRITION & BIOSCIENCES Nutrition & Biosciences Inc | |||||||||||
NUTRITION & BIOSCIENCES Nutrition & Biosciences Inc | |||||||||||
NXP BV/NXP FDG/NXP USA NXP BV / NXP Funding LLC / NXP USA Inc | |||||||||||
NXP BV/NXP FDG/NXP USA NXP BV / NXP Funding LLC / NXP USA Inc | |||||||||||
NXP BV/NXP FDG/NXP USA NXP BV / NXP Funding LLC / NXP USA Inc | |||||||||||
NXP BV/NXP FDG/NXP USA NXP BV / NXP Funding LLC / NXP USA Inc | |||||||||||
O'Reilly Automotive Inc | |||||||||||
Octane Receivables Trust Octane Receivables Trust 2022-2 | |||||||||||
Octane Receivables Trust Octane Receivables Trust 2020-1 | |||||||||||
OFFICE PPTY INCOME TRST Office Properties Income Trust | |||||||||||
OFFICE PPTY INCOME TRST Office Properties Income Trust | |||||||||||
OGE ENERGY CORP | |||||||||||
OHIO POWER COMPANY | |||||||||||
Oklahoma Development Finance Authority | |||||||||||
OKLAHOMA G&E CO | |||||||||||
OneMain Financial Issuance Trust | |||||||||||
ONEOK INC | |||||||||||
Oportun Funding LLC | |||||||||||
ORACLE CORP | |||||||||||
OTIS WORLDWIDE CORP | |||||||||||
PACIFIC GAS & ELECTRIC | |||||||||||
PACIFICORP | |||||||||||
Pagaya AI Debt Selection Trust | |||||||||||
Pagaya AI Technology in Housing Trust 2021-1 | |||||||||||
PARAMOUNT GLOBAL | |||||||||||
PARK AEROSPACE HOLDINGS | |||||||||||
PEACEHEALTH OBLIGATED GR | |||||||||||
PENSKE TRUCK LEASING/PTL | |||||||||||
PEPSICO INC | |||||||||||
Pfizer Inc | |||||||||||
PFIZER INVESTMENT ENTER | |||||||||||
PFP III | |||||||||||
PG&E RECOVERY FND LLC | |||||||||||
PG&E WILDFIRE RECOVERY PG&E Wildfire Recovery Funding LLC | |||||||||||
PG&E WILDFIRE RECOVERY PG&E Wildfire Recovery Funding LLC | |||||||||||
PG&E WILDFIRE RECOVERY PG&E Wildfire Recovery Funding LLC | |||||||||||
PHILLIPS 66 | |||||||||||
PHILLIPS 66 CO | |||||||||||
Phillips 66 Partners LP | |||||||||||
PHYSICIANS REALTY LP | |||||||||||
PIEDMONT HEALTHCARE INC | |||||||||||
PIONEER NATURAL RESOURCE | |||||||||||
PLAINS ALL AMER PIPELINE Plains All American Pipeline LP / PAA Finance Corp | |||||||||||
PLAINS ALL AMER PIPELINE Plains All American Pipeline LP / PAA Finance Corp | |||||||||||
PNC FINANCIAL SERVICES | |||||||||||
Pnmac Gmsr Issuer Trust | |||||||||||
PPG INDUSTRIES INC | |||||||||||
PPL Capital Funding Inc | |||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2021-1 LLC | |||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2021-2 LLC | |||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2020-5 LLC | |||||||||||
Pretium Mortgage Credit Partners LLC Pretium Mortgage Credit Partners I 2021-NPL1 LLC | |||||||||||
Pretium Mortgage Credit Partners LLC PRET 2021-RN4 LLC | |||||||||||
Pretium Mortgage Credit Partners LLC Pretium Mortgage Credit Partners I 2020-NPL3 LLC | |||||||||||
Progress Residential Trust Progress Residential 2021-SFR3 | |||||||||||
Progress Residential Trust Progress Residential 2022-SFR3 Trust | |||||||||||
Progress Residential Trust Progress Residential Trust | |||||||||||
Progress Residential Trust Progress Residential 2021-SFR9 Trust | |||||||||||
Progress Residential Trust Progress Residential 2021-SFR1 | |||||||||||
Progress Residential Trust Progress Residential 2021-SFR2 Trust | |||||||||||
Progress Residential Trust Progress Residential 2021-SFR4 | |||||||||||
Progress Residential Trust Progress Residential 2017-SFR1 Trust | |||||||||||
Progress Residential Trust Progress Residential 2017-SFR1 Trust | |||||||||||
PUBLIC SERVICE OKLAHOMA | |||||||||||
PUBLIC STORAGE | |||||||||||
PUGET ENERGY INC | |||||||||||
QUALCOMM INC | |||||||||||
QUANTA SERVICES INC | |||||||||||
QUEST DIAGNOSTICS INC | |||||||||||
RAYTHEON TECH CORP | |||||||||||
Reach Financial LLC | |||||||||||
REALTY INCOME CORP | |||||||||||
REGENERON PHARMACEUTICAL | |||||||||||
Regents of the University of California Medical Center Pooled Revenue | |||||||||||
Regional Management Issuance Trust Regional Management Issuance Trust 2020-1 | |||||||||||
Regional Management Issuance Trust Regional Management Issuance Trust 2021-1 | |||||||||||
Regional Management Issuance Trust Regional Management Issuance Trust 2021-1 | |||||||||||
REPUBLIC OF CHILE | |||||||||||
Republic of Colombia | |||||||||||
Republic of Panama | |||||||||||
Republic of Peru | |||||||||||
Revolving Single Family Home Notes Series 2021-1 | |||||||||||
ROGERS COMMUNICATIONS IN | |||||||||||
ROPER TECHNOLOGIES INC | |||||||||||
ROYALTY PHARMA PLC | |||||||||||
S&P GLOBAL INC | |||||||||||
SABINE PASS LIQUEFACTION | |||||||||||
SABRA HEALTH CARE LP | |||||||||||
SAFEHOLD OPERATING PARTN | |||||||||||
SAN DIEGO G & E | |||||||||||
Santander Consumer Auto Receivables Trust | |||||||||||
Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust 2022-5 | |||||||||||
Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust 2022-4 | |||||||||||
SANTANDER UK GROUP HLDGS | |||||||||||
SAUDI ARABIAN OIL CO | |||||||||||
SAUDI INTERNATIONAL BOND | |||||||||||
SCE RECOVERY FUNDING LLC SCE Recovery Funding LLC | |||||||||||
SCE RECOVERY FUNDING LLC SCE Recovery Funding LLC | |||||||||||
SCENTRE GROUP TRUST 1/2 | |||||||||||
SCF Equipment Trust Llc | |||||||||||
SCHLUMBERGER HLDGS CORP | |||||||||||
SHELL INTERNATIONAL FIN | |||||||||||
SIEMENS FINANCIERINGSMAT | |||||||||||
Sierra Receivables Funding Co LLC | |||||||||||
SIGECO SECURITIZATION I | |||||||||||
SLG Office Trust | |||||||||||
SMITHFIELD FOODS INC | |||||||||||
SOCIETE GENERALE | |||||||||||
SOUTHERN CAL EDISON | |||||||||||
SOUTHERN CALIF GAS CO | |||||||||||
SOUTHERN CO GAS CAPITAL | |||||||||||
Southern Power Co | |||||||||||
Sprint Capital Corp | |||||||||||
SPRINT LLC | |||||||||||
STANDARD CHARTERED PLC | |||||||||||
STARBUCKS CORP | |||||||||||
State of California | |||||||||||
STEEL DYNAMICS INC | |||||||||||
STELLANTIS FIN US INC | |||||||||||
SUMITOMO MITSUI FINL GRP | |||||||||||
SUMITOMO MITSUI TR BK LT | |||||||||||
Suncor Energy Inc | |||||||||||
SUNOCO LOGISTICS PARTNER | |||||||||||
SYSCO CORPORATION | |||||||||||
T-MOBILE USA INC | |||||||||||
TAKE-TWO INTERACTIVE SOF | |||||||||||
TAKEDA PHARMACEUTICAL | |||||||||||
TARGA RESOURCES CORP | |||||||||||
TEACHERS INSUR & ANNUITY | |||||||||||
TECK RESOURCES LIMITED | |||||||||||
TENNESSEE GAS PIPELINE | |||||||||||
TEXAS INSTRUMENTS INC | |||||||||||
Texas Natural Gas Securitization Finance Corp TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE | |||||||||||
Texas Natural Gas Securitization Finance Corp TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE | |||||||||||
THERMO FISHER SCIENTIFIC | |||||||||||
TOTALENERGIES CAPITAL | |||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2021-R1 | |||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust | |||||||||||
TOYOTA MOTOR CREDIT CORP | |||||||||||
TRACTOR SUPPLY CO | |||||||||||
TRANSCANADA PIPELINES | |||||||||||
Tricolor Auto Securitization Trust | |||||||||||
TRILLION CAPITAL III SENIOR WH TRILLION CAPITAL III SENIOR WH | |||||||||||
TRILLION CAPITAL III SENIOR WH TRILLION CAPITAL III SENIOR WH | |||||||||||
TRITON CONTAINER | |||||||||||
TRUIST FINANCIAL CORP | |||||||||||
TSMC GLOBAL LTD | |||||||||||
TWO 2021 FNTMSR 1 TWO 2021 FNTMSR 1 | |||||||||||
TWO 2021 FNTMSR 1 TWO 2021 FNTMSR 1 | |||||||||||
TWO 2021 FNTMSR 1 TWO 2021 FNTMSR 1 | |||||||||||
TWO 2021 FNTMSR 1 TWO 2021 FNTMSR 1 | |||||||||||
Tyson Foods Inc | |||||||||||
UBS GROUP AG | |||||||||||
UDR INC | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||
UniCredit SpA | |||||||||||
UNION ELECTRIC CO | |||||||||||
UNION PACIFIC CORP | |||||||||||
UNITED AIR 2016-1 B PTT | |||||||||||
UNITED AIR 2016-2 A PTT | |||||||||||
UNITED AIR 2016-2 B PTT | |||||||||||
UNITED AIR 2018-1 A PTT | |||||||||||
United Auto Credit Securitization Trust | |||||||||||
UNITED MEXICAN STATES | |||||||||||
United States Treasury | |||||||||||
UNITEDHEALTH GROUP INC | |||||||||||
UNIVERSAL HEALTH SVCS | |||||||||||
UNIVERSITY OF MIAMI | |||||||||||
Upstart Securitization Trust Upstart Securitization Trust 2022-4 | |||||||||||
Upstart Securitization Trust Upstart Securitization Trust 2021-1 | |||||||||||
US/99TWBZVGJ | |||||||||||
UTAH ACQUISITION SUB | |||||||||||
VALE OVERSEAS LIMITED | |||||||||||
VCAT Asset Securitization, LLC | |||||||||||
Vericrest Opportunity Loan Transferee VOLT XCIV LLC | |||||||||||
Vericrest Opportunity Loan Transferee VOLT XCVII LLC | |||||||||||
Vericrest Opportunity Loan Transferee VOLT XCIII LLC | |||||||||||
Vericrest Opportunity Loan Transferee VOLT XCII LLC | |||||||||||
Vericrest Opportunity Loan Transferee VOLT XCVI LLC | |||||||||||
Vericrest Opportunity Loan Transferee VOLT XCIX LLC | |||||||||||
Vericrest Opportunity Loan Transferee VOLT XCVIII LLC | |||||||||||
Vericrest Opportunity Loan Transferee Vericrest Opportunity Loan Trust 2020-NPL2 | |||||||||||
VERISK ANALYTICS INC | |||||||||||
VERIZON COMMUNICATIONS | |||||||||||
VIATRIS INC | |||||||||||
VISTRA OPERATIONS CO LLC | |||||||||||
VMWARE INC | |||||||||||
VOLKSWAGEN GROUP AMERICA | |||||||||||
WALT DISNEY COMPANY/THE | |||||||||||
WEC ENERGY GROUP INC | |||||||||||
WELLS FARGO & COMPANY | |||||||||||
Wells Fargo Commercial Mortgage Trust | |||||||||||
WELLTOWER OP LLC | |||||||||||
WESLEY APARTMENTS | |||||||||||
WEST VA HEALTH SYS OBL | |||||||||||
Westlake Automobile Receivables Trust Westlake Automobile Receivables Trust 2022-2 | |||||||||||
Westlake Automobile Receivables Trust Westlake Automobile Receivables Trust 2022-3 | |||||||||||
WESTPAC BANKING CORP | |||||||||||
WORKDAY INC | |||||||||||
WP CAREY INC | |||||||||||
XILINX INC | |||||||||||
ZIMMER BIOMET HOLDINGS | |||||||||||
ZOETIS INC |