Current holdings
Data for period
30 Jun 24
(Last reporting period)
Total assets
$55.81 mm
Liabilities
$12.83 mm
Net assets
$42.98 mm
Number of holdings
332.00
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 21 | Mar 22 | Jun 22 | Sep 22 | Dec 22 | Mar 23 | Jun 23 | Sep 23 | Mar 24 | Jun 24 |
---|---|---|---|---|---|---|---|---|---|---|
1011778 BC ULC | ||||||||||
1211 Avenue of the Americas Trust | ||||||||||
AbbVie, Inc. | ||||||||||
ACEA SpA | ||||||||||
AEP Texas, Inc. | ||||||||||
Aetna, Inc. | ||||||||||
Agilent Technologies, Inc. | ||||||||||
AGL Core CLO 4 Ltd. | ||||||||||
Albertsons Cos., Inc. Albertsons Cos., Inc. | ||||||||||
Albertsons Cos., Inc. Albertsons Cos., Inc. | ||||||||||
Alexandria Real Estate Equities, Inc. | ||||||||||
Algonquin Power & Utilities Corp. | ||||||||||
Alternative Loan Trust Alternative Loan Trust, Series 2006-OA6, Class 1A1A | ||||||||||
Alternative Loan Trust Alternative Loan Trust, Series 2006-OC10, Class 2A3 | ||||||||||
Amazon.com, Inc. | ||||||||||
American Builders & Contractors Supply Co., Inc. | ||||||||||
American Express Co. | ||||||||||
American International Group, Inc. | ||||||||||
American Municipal Power, Inc. | ||||||||||
American Tower Corp. | ||||||||||
American Transmission Systems, Inc. | ||||||||||
Amgen, Inc. | ||||||||||
Analog Devices, Inc. | ||||||||||
Anchorage Capital CLO 8 Ltd. | ||||||||||
Anglo American Capital plc | ||||||||||
Anheuser-Busch Cos. LLC Anheuser-Busch Cos. LLC | ||||||||||
Anheuser-Busch Cos. LLC Anheuser-Busch Cos. LLC | ||||||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||||
AOMT | ||||||||||
Aon Corp. Aon Corp. | ||||||||||
Aon Corp. Aon Corp. | ||||||||||
Aon North America, Inc. | ||||||||||
Apple, Inc. | ||||||||||
Applied Materials, Inc. | ||||||||||
Aramark Services, Inc. | ||||||||||
Arbor Realty Commercial Real Estate Notes Ltd. | ||||||||||
ARES Commercial Mortgage Trust | ||||||||||
AstraZeneca plc | ||||||||||
AT&T, Inc. | ||||||||||
Atlantic City Electric Co. | ||||||||||
Atmos Energy Corp. | ||||||||||
Autodesk, Inc. | ||||||||||
Baltimore Gas & Electric Co. | ||||||||||
Banco de Sabadell SA | ||||||||||
Banco Santander SA | ||||||||||
BANK | ||||||||||
Bank of America Corp. | ||||||||||
Bank of New York Mellon Corp. (The) | ||||||||||
BANK5 Trust | ||||||||||
Banque Federative du Credit Mutuel SA | ||||||||||
Barclays plc | ||||||||||
Bausch Health Americas, Inc. | ||||||||||
Bausch Health Cos., Inc. | ||||||||||
Baxter International, Inc. | ||||||||||
Bay Area Toll Authority | ||||||||||
BBCMS Mortgage Trust | ||||||||||
Becton Dickinson & Co. | ||||||||||
Benchmark Mortgage Trust | ||||||||||
Berry Global, Inc. | ||||||||||
Biogen, Inc. | ||||||||||
BlackRock Liquidity Funds | ||||||||||
Blackstone Mortgage Trust, Inc. | ||||||||||
Blackstone Private Credit Fund | ||||||||||
Blackstone Secured Lending Fund | ||||||||||
BMO Mortgage Trust | ||||||||||
BMP | ||||||||||
BNP Paribas SA | ||||||||||
Booz Allen Hamilton, Inc. | ||||||||||
Boston Scientific Corp. | ||||||||||
Bridge Street CLO II Ltd. | ||||||||||
Bristol-Myers Squibb Co. | ||||||||||
Broadcom, Inc. | ||||||||||
Broadridge Financial Solutions, Inc. | ||||||||||
BSST Mortgage Trust | ||||||||||
Burlington Northern Santa Fe LLC Burlington Northern Santa Fe LLC | ||||||||||
Burlington Northern Santa Fe LLC Burlington Northern Santa Fe LLC | ||||||||||
Burlington Northern Santa Fe LLC Burlington Northern Santa Fe LLC | ||||||||||
Burlington Northern Santa Fe LLC Burlington Northern Santa Fe LLC | ||||||||||
Burlington Northern Santa Fe LLC Burlington Northern Santa Fe LLC | ||||||||||
Burlington Northern Santa Fe LLC Burlington Northern Santa Fe LLC | ||||||||||
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2024-KING, Class A | ||||||||||
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2022-LP2, Class A | ||||||||||
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2020-VKNG, Class A | ||||||||||
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2024-MDHS, Class A | ||||||||||
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2022-CSMO, Class B | ||||||||||
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2021-SOAR, Class A | ||||||||||
BX Trust BX Trust, Series 2021-MFM1, Class C | ||||||||||
BX Trust BX Trust, Series 2024-VLT4, Class F | ||||||||||
BX Trust BX Trust, Series 2024-VLT4, Class E | ||||||||||
BX Trust BX Trust, Series 2022-IND, Class A | ||||||||||
BX Trust BX Trust, Series 2021-ARIA, Class C | ||||||||||
BX Trust BX Trust, Series 2021-ARIA, Class B | ||||||||||
BX Trust BX Trust, Series 2024-VLT4, Class A | ||||||||||
BXP Trust | ||||||||||
CaixaBank SA | ||||||||||
Cameron LNG LLC | ||||||||||
Canadian Pacific Railway Co. | ||||||||||
Capital One Financial Corp. | ||||||||||
Carrier Global Corp. | ||||||||||
CCO Holdings LLC CCO Holdings LLC | ||||||||||
CCO Holdings LLC CCO Holdings LLC | ||||||||||
Cedar Fair LP Cedar Fair LP | ||||||||||
Cedar Fair LP Cedar Fair LP | ||||||||||
Cedar Fair LP Cedar Fair LP | ||||||||||
Centene Corp. | ||||||||||
CenterPoint Energy Houston Electric LLC | ||||||||||
Charles Schwab Corp. (The) | ||||||||||
Charter Communications Operating LLC Charter Communications Operating LLC | ||||||||||
Charter Communications Operating LLC Charter Communications Operating LLC | ||||||||||
Charter Communications Operating LLC Charter Communications Operating LLC | ||||||||||
Charter Communications Operating LLC Charter Communications Operating LLC | ||||||||||
Charter Communications Operating LLC Charter Communications Operating LLC | ||||||||||
Charter Communications Operating LLC Charter Communications Operating LLC | ||||||||||
Charter Communications Operating LLC Charter Communications Operating LLC | ||||||||||
Cheniere Corpus Christi Holdings LLC | ||||||||||
CIFC Funding Ltd. | ||||||||||
Cigna Corp. | ||||||||||
Cisco Systems, Inc. | ||||||||||
Citigroup, Inc. | ||||||||||
Citizens Financial Group, Inc. | ||||||||||
City of San Antonio Electric & Gas Systems | ||||||||||
Clear Channel Outdoor Holdings, Inc. | ||||||||||
CNH Industrial Capital LLC | ||||||||||
CNH Industrial NV | ||||||||||
Cold Storage Trust | ||||||||||
Comcast Corp. | ||||||||||
COMM Mortgage Trust Commercial Mortgage Trust, Series 2024-WCL1, Class A | ||||||||||
COMM Mortgage Trust Commercial Mortgage Trust, Series 2024-WCL1, Class E | ||||||||||
COMM Mortgage Trust Commercial Mortgage Trust, Series 2024-WCL1, Class B | ||||||||||
Commercial Metals Co. | ||||||||||
Commercial Mortgage Trust | ||||||||||
Commerzbank AG | ||||||||||
Commonwealth Edison Co. | ||||||||||
Connecticut Avenue Securities Trust | ||||||||||
Connecticut Light & Power Co. (The) | ||||||||||
Consolidated Edison Co. of New York, Inc. | ||||||||||
Cox Communications, Inc. | ||||||||||
Credit Suisse AG Credit Suisse AG | ||||||||||
Credit Suisse AG Credit Suisse AG | ||||||||||
Credit Suisse Group AG | ||||||||||
Credit Suisse Mortgage Capital Certificates | ||||||||||
Crown Castle, Inc. | ||||||||||
CSX Corp. | ||||||||||
CVS Health Corp. | ||||||||||
Darling Ingredients, Inc. | ||||||||||
DBGS Mortgage Trust | ||||||||||
Dell International LLC Dell International LLC | ||||||||||
Dell International LLC Dell International LLC | ||||||||||
Dell International LLC Dell International LLC | ||||||||||
Deutsche Bank AG | ||||||||||
Diameter Capital CLO 1 Ltd. | ||||||||||
Discover Financial Services | ||||||||||
DTE Electric Co. | ||||||||||
Duke Realty LP | ||||||||||
DuPont de Nemours, Inc. | ||||||||||
DXC Technology Co. | ||||||||||
E.ON SE | ||||||||||
Eaton Corp. | ||||||||||
eBay, Inc. | ||||||||||
Ecolab, Inc. | ||||||||||
Edison International | ||||||||||
Electricite de France SA | ||||||||||
Electronic Arts, Inc. | ||||||||||
Elevance Health, Inc. | ||||||||||
Eli Lilly & Co. | ||||||||||
Elis SA | ||||||||||
ELM Trust | ||||||||||
Enbridge, Inc. | ||||||||||
Engie SA | ||||||||||
Entergy Louisiana LLC | ||||||||||
Entergy Mississippi LLC | ||||||||||
Enterprise Products Operating LLC | ||||||||||
Equifax, Inc. | ||||||||||
Equinix, Inc. | ||||||||||
Eurogrid GmbH | ||||||||||
European Investment Bank | ||||||||||
European Union | ||||||||||
Eversource Energy | ||||||||||
Exelon Corp. | ||||||||||
Expedia Group, Inc. | ||||||||||
Extra Space Storage LP | ||||||||||
FactSet Research Systems, Inc. | ||||||||||
Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX | ||||||||||
Federal Home Loan Mortgage Corp. STACR REMIC Trust | ||||||||||
Federal National Mortgage Association | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | ||||||||||
Federal Republic of Germany | ||||||||||
Federative Republic of Brazil | ||||||||||
FedEx Corp. | ||||||||||
Fidelity National Information Services, Inc. | ||||||||||
FirstEnergy Transmission LLC | ||||||||||
Fiserv, Inc. | ||||||||||
Florida Power & Light Co. | ||||||||||
FMG Resources August 2006 Pty. Ltd. | ||||||||||
Ford Motor Co. | ||||||||||
Ford Motor Credit Co. LLC | ||||||||||
French Republic | ||||||||||
Gartner, Inc. | ||||||||||
GATX Corp. | ||||||||||
General Motors Co. | ||||||||||
General Motors Financial Co., Inc. | ||||||||||
Gilbert Park CLO Ltd. | ||||||||||
Gilead Sciences, Inc. | ||||||||||
GITSIT Mortgage Loan Trust | ||||||||||
Global Payments, Inc. | ||||||||||
GLP Capital LP GLP Capital LP | ||||||||||
GLP Capital LP GLP Capital LP | ||||||||||
GLP Capital LP GLP Capital LP | ||||||||||
GoldentTree Loan Management US CLO 1 Ltd. GoldentTree Loan Management US CLO 1 Ltd., Series 2021-11A, Class A | ||||||||||
GoldentTree Loan Management US CLO 1 Ltd. GoldentTree Loan Management US CLO 1 Ltd., Series 2021-11A, Class E | ||||||||||
Goldman Sachs Group, Inc. (The) | ||||||||||
Government National Mortgage Association | ||||||||||
Grace Trust | ||||||||||
GS Mortgage Securities Corp. Trust | ||||||||||
GWT | ||||||||||
Hartford Financial Services Group, Inc. (The) | ||||||||||
Hasbro, Inc. | ||||||||||
HCA, Inc. | ||||||||||
Herc Holdings, Inc. | ||||||||||
Hewlett Packard Enterprise Co. | ||||||||||
HLTN Commercial Mortgage Trust | ||||||||||
Home Depot, Inc. (The) | ||||||||||
Home Partners of America Trust | ||||||||||
HP, Inc. | ||||||||||
HSBC Holdings plc | ||||||||||
Humana, Inc. | ||||||||||
Hyundai Capital America | ||||||||||
ICADE | ||||||||||
iHeartCommunications, Inc. | ||||||||||
IHS Markit Ltd. | ||||||||||
Impac Secured Assets Trust | ||||||||||
ING Groep NV | ||||||||||
Ingersoll Rand, Inc. | ||||||||||
Intel Corp. | ||||||||||
Intercontinental Exchange, Inc. | ||||||||||
International Business Machines Corp. | ||||||||||
Interpublic Group of Cos., Inc. (The) | ||||||||||
Intesa Sanpaolo SpA | ||||||||||
Intuit, Inc. | ||||||||||
Invitation Homes Operating Partnership LP | ||||||||||
Invitation Homes, Inc. | ||||||||||
Iren SpA | ||||||||||
J.P. Morgan Chase Commercial Mortgage Securities Trust J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NXSS, Class A | ||||||||||
J.P. Morgan Chase Commercial Mortgage Securities Trust J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class D | ||||||||||
J.P. Morgan Chase Commercial Mortgage Securities Trust J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D | ||||||||||
Japan | ||||||||||
JPMorgan Chase & Co. | ||||||||||
Juniper Networks, Inc. | ||||||||||
JW Commercial Mortgage Trust JW Commercial Mortgage Trust, Series 2024-MRCO, Class A | ||||||||||
JW Commercial Mortgage Trust JW Commercial Mortgage Trust, Series 2024-MRCO, Class D | ||||||||||
KAR Auction Services, Inc. | ||||||||||
KBC Group NV | ||||||||||
KeyCorp | ||||||||||
Kingdom of Belgium | ||||||||||
Kingdom of the Netherlands | ||||||||||
KLA Corp. | ||||||||||
Kreditanstalt fuer Wiederaufbau | ||||||||||
L3Harris Technologies, Inc. | ||||||||||
Lam Research Corp. | ||||||||||
Lamar Media Corp. | ||||||||||
LBA Trust | ||||||||||
Legacy Mortgage Asset Trust | ||||||||||
Lendmark Funding Trust | ||||||||||
Level 3 Financing, Inc. | ||||||||||
Long Beach Mortgage Loan Trust | ||||||||||
Los Angeles Community College District | ||||||||||
Los Angeles Unified School District | ||||||||||
Lowe's Cos., Inc. | ||||||||||
LYB International Finance III LLC | ||||||||||
Madison Park Funding XIX Ltd. | ||||||||||
Madison Park Funding XVIII Ltd. | ||||||||||
Mariner Finance Issuance Trust | ||||||||||
Marriott International, Inc. | ||||||||||
Marsh & McLennan Cos., Inc. | ||||||||||
Masonite International Corp. | ||||||||||
McDonald's Corp. | ||||||||||
MCR Mortgage Trust MCR Mortgage Trust, Series 2024-TWA, Class E | ||||||||||
MCR Mortgage Trust MCR Mortgage Trust, Series 2024-TWA, Class A | ||||||||||
MCR Mortgage Trust MCR Mortgage Trust, Series 2024-TWA, Class XA | ||||||||||
MCR Mortgage Trust MCR Mortgage Trust, Series 2024-HTL, Class C | ||||||||||
Medline Borrower LP | ||||||||||
Merck & Co., Inc. | ||||||||||
Meta Platforms, Inc. | ||||||||||
Metropolitan Transportation Authority | ||||||||||
MF1 LLC | ||||||||||
MF1 Multifamily Housing Mortgage Loan Trust | ||||||||||
MHC Commercial Mortgage Trust | ||||||||||
Micron Technology, Inc. | ||||||||||
Microsoft Corp. | ||||||||||
MidAmerican Energy Co. | ||||||||||
Mitsubishi UFJ Financial Group, Inc. | ||||||||||
Moody's Corp. | ||||||||||
Morgan Stanley | ||||||||||
Morgan Stanley Capital I Trust | ||||||||||
Morgan Stanley Domestic Holdings, Inc. | ||||||||||
Mosaic Solar Loans LLC | ||||||||||
Motorola Solutions, Inc. | ||||||||||
MSCI, Inc. | ||||||||||
MSD Netherlands Capital BV | ||||||||||
Municipal Electric Authority of Georgia | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Schatz | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Bobl | ||||||||||
N/A U.S. Treasury Long Bond | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A CDS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A iShares Russell 2000 ETF | ||||||||||
N/A OIS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 5-Year Note | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A RPI | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A IRS | ||||||||||
N/A Euro-Bund | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Canada 10-Year Bond | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury Ultra Bond | ||||||||||
N/A SOP | ||||||||||
N/A USCPI | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A HICPXT | ||||||||||
N/A SOP | ||||||||||
N/A CDI | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury 10-Year Note | ||||||||||
N/A SOP | ||||||||||
N/A USD Currency | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A U.S. Treasury 2-Year Note | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Euro-Schatz | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 10-Year Note | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Bobl | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A CDS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury Ultra Bond | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 2-Year Note | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A U.S. Treasury Long Bond | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Bund | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 10-Year Ultra Note | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A CDI | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A USD Currency | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury 5-Year Note | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Schatz | ||||||||||
N/A SOP | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A OIS | ||||||||||
N/A Euro-Bobl | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Australia 3-Year Bond | ||||||||||
N/A Canada 10-Year Bonds | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 10-Year Note | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A CDS | ||||||||||
N/A U.S. Treasury Long Bond | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 10-Year Ultra Note | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 2-Year Note | ||||||||||
N/A SOP | ||||||||||
N/A HICPXT | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury Ultra Bond | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A Euro-Bund | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A U.S. Treasury 5 Year Note | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A CDI | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A IRS | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A U.S. Treasury 10 Year Note | ||||||||||
N/A USCPI | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A USCPI | ||||||||||
N/A USCPI | ||||||||||
N/A 3 Month SONIA Index | ||||||||||
N/A U.S. Treasury Ultra Bond | ||||||||||
N/A IRS | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A Euro-Schatz | ||||||||||
N/A USCPI | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A Euro-Bobl | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A HICPXT | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Dual Binary Option: Payout at expiration if the USDJPY is below 128.506 and JPY Tonar 10y is above 0.888 | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A HICPXT | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 2 Year Note | ||||||||||
N/A Japan 10 Year Bond | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Euro-Bund | ||||||||||
N/A IRS | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A U.S. Treasury 5 Year Note | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury Long Bond | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A CDS | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 10 Year Ultra Note | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A HICPXT | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Japan 10 Year Bond | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A Euro-Schatz | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A 3 Month SOFR Options | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A Euro-BTP | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A TRSIBOXX | ||||||||||
N/A EUR Currency | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury 10 Year Ultra Note | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A TRSIBOXX | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury 5 Year Note | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A 3 Month SOFR Interest Futures | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury Long Bond | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A 3 Month SOFR Options | ||||||||||
N/A OIS | ||||||||||
N/A EUR Currency | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury 10 Year Note | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury Ultra Bond | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A CDS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Bobl | ||||||||||
N/A OIS | ||||||||||
N/A Euro-Bund | ||||||||||
N/A U.S. Treasury 2 Year Note | ||||||||||
N/A Euro-Schatz | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury 10 Year Note | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury Ultra Bond | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury 2 Year Note | ||||||||||
N/A Euro-Bund | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury Long Bond | ||||||||||
N/A Euro-Bobl | ||||||||||
N/A U.S. Treasury 5 Year Note | ||||||||||
N/A OIS | ||||||||||
N/A CDS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury 10 Year Ultra Note | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A 3 Month SOFTR Interest Futures | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A CDI | ||||||||||
N/A IRS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A IRS | ||||||||||
N/A 3 Month SOFTR Interest Futures | ||||||||||
N/A SOP | ||||||||||
N/A 3 Month SOFTR Interest Futures | ||||||||||
N/A SOP | ||||||||||
N/A Euro-BTP | ||||||||||
N/A OIS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A U.S. Treasury 10 Year Note | ||||||||||
N/A OIS | ||||||||||
N/A EUR Currency | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 2 Year Note | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A Euro-OAT | ||||||||||
N/A Euro-Bobl | ||||||||||
N/A EUR Currency | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A U.S. Treasury Long Bond | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury 10 Year Ultra Note | ||||||||||
N/A OIS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Euro-Buxl | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury 5 Year Note | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A Long Gilt | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Schatz | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A U.S. Treasury Ultra Bond | ||||||||||
N/A Euro-Bund | ||||||||||
N/A SOP | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A IRS | ||||||||||
N/A CDS | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A U.S. Treasury 5 Year Note | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 2 Year Note | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A Euro-OAT | ||||||||||
N/A USD Currency | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A USD Currency | ||||||||||
N/A Euro-Bund | ||||||||||
N/A USD Currency | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury Ultra Bond | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Schatz | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A Long Gilt | ||||||||||
N/A OIS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A USD Currency | ||||||||||
N/A SOP | ||||||||||
N/A U.S. Treasury 10 Year Ultra Note | ||||||||||
N/A Euro-Bobl | ||||||||||
N/A Euro-BTP | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A SOP | ||||||||||
N/A USD Currency | ||||||||||
N/A SOP | ||||||||||
N/A OIS | ||||||||||
N/A USD Currency | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Buxl | ||||||||||
N/A U.S. Treasury 10 Year Note | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A CDS | ||||||||||
N/A IRS | ||||||||||
N/A 3 Month SOFTR Interest Futures | ||||||||||
N/A OIS | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury Long Bond | ||||||||||
N/A OIS | ||||||||||
N/A SOP | ||||||||||
N/A IRS | ||||||||||
N/A SOP | ||||||||||
N/A USCPI | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Bobl | ||||||||||
N/A USCPI | ||||||||||
N/A USCPI | ||||||||||
N/A U.S. Treasury 10 Year Note | ||||||||||
N/A USCPI | ||||||||||
N/A Long Gilt | ||||||||||
N/A USCPI | ||||||||||
N/A OIS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A USCPI | ||||||||||
N/A U.S. Treasury 10 Year Note | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Euro-Bund | ||||||||||
N/A IRS | ||||||||||
N/A OIS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A OIS | ||||||||||
N/A U.S. Treasury Ultra Bond | ||||||||||
N/A Euro-BTP | ||||||||||
N/A USCPI | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A USCPI | ||||||||||
N/A U.S. Treasury Long Bond | ||||||||||
N/A Euro-OAT | ||||||||||
N/A USCPI | ||||||||||
N/A SOP | ||||||||||
N/A USCPI | ||||||||||
N/A U.S. Treasury 10 Year Ultra Note | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A U.S. Treasury 2 Year Note | ||||||||||
N/A USCPI | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A CDS | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A USCPI | ||||||||||
N/A U.S. Treasury 5 Year Note | ||||||||||
N/A Euro-Schatz | ||||||||||
N/A Euro-OAT | ||||||||||
N/A Long Gilt | ||||||||||
N/A USCPI | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A U.S. Treasury Long Bond | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A USCPI | ||||||||||
N/A SOP | ||||||||||
N/A USCPI | ||||||||||
N/A USCPI | ||||||||||
N/A Euro-buxl 30y Bnd Bond | ||||||||||
N/A 3 Month Eurodollar | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A U.S. Treasury 10 Year Note | ||||||||||
N/A USCPI | ||||||||||
N/A U.S. Treasury 10 Year Ultra Note | ||||||||||
N/A Euro-Bund | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A USD/CNH One-touch barrier option; Barrier price USD 6.70000 | ||||||||||
N/A Euro-Schatz | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A U.S. Treasury Ultra Bond | ||||||||||
N/A USD/RUB One-touch barrier option; Barrier price USD 67.00000 | ||||||||||
N/A USCPI | ||||||||||
N/A U.S. Treasury 2 Year Note | ||||||||||
N/A USCPI | ||||||||||
N/A Forward Foreign Currency Contract | ||||||||||
N/A SOP | ||||||||||
N/A Euro-Bobl | ||||||||||
N/A U.S. Treasury 5 Year Note | ||||||||||
N/A USD/RUB Instant-One-touch barrier option; Barrier price USD 65.00000 | ||||||||||
N/A USCPI | ||||||||||
N/A Mid-Curve 1-Year Eurodollar | ||||||||||
N/A USCPI | ||||||||||
Nasdaq, Inc. | ||||||||||
National Grid North America, Inc. | ||||||||||
National Grid plc | ||||||||||
Navient Corp. | ||||||||||
Navient Private Education Loan Trust | ||||||||||
Navient Private Education Refi Loan Trust | ||||||||||
Neuberger Berman Loan Advisers CLO 35 Ltd. | ||||||||||
New Jersey Turnpike Authority | ||||||||||
New York City Municipal Water Finance Authority | ||||||||||
Newmont Corp. Newmont Corp. | ||||||||||
Newmont Corp. Newmont Corp. | ||||||||||
Nexstar Media, Inc. | ||||||||||
NextEra Energy Capital Holdings, Inc. | ||||||||||
NNN REIT, Inc. | ||||||||||
Nomura Holdings, Inc. | ||||||||||
Norfolk Southern Corp. | ||||||||||
Northern States Power Co. | ||||||||||
Northern Trust Corp. | ||||||||||
NRG Energy, Inc. | ||||||||||
NSTAR Electric Co. | ||||||||||
Nucor Corp. | ||||||||||
NVIDIA Corp. | ||||||||||
NXP BV NXP BV | ||||||||||
NXP BV NXP BV | ||||||||||
NXP BV NXP BV | ||||||||||
NXP BV NXP BV | ||||||||||
NXP BV NXP BV | ||||||||||
NXP BV NXP BV | ||||||||||
NXP BV NXP BV | ||||||||||
OHA Loan Funding Ltd. | ||||||||||
Ohio Power Co. | ||||||||||
Omnicom Group, Inc. | ||||||||||
Oncor Electric Delivery Co. LLC | ||||||||||
ONE Gas, Inc. | ||||||||||
One New York Plaza Trust One New York Plaza Trust, Series 2020-1NYP, Class A | ||||||||||
One New York Plaza Trust One New York Plaza Trust, Series 2020-1NYP, Class AJ | ||||||||||
Oracle Corp. | ||||||||||
Oriental Republic of Uruguay | ||||||||||
Otis Worldwide Corp. | ||||||||||
Outfront Media Capital LLC | ||||||||||
Owens Corning | ||||||||||
Owens-Brockway Glass Container, Inc. | ||||||||||
Pacific Gas & Electric Co. | ||||||||||
Palmer Square CLO Ltd. | ||||||||||
Paramount Global | ||||||||||
Parker-Hannifin Corp. | ||||||||||
PECO Energy Co. | ||||||||||
Penske Truck Leasing Co. LP Penske Truck Leasing Co. LP | ||||||||||
Penske Truck Leasing Co. LP Penske Truck Leasing Co. LP | ||||||||||
Penske Truck Leasing Co. LP Penske Truck Leasing Co. LP | ||||||||||
Pfizer Investment Enterprises Pte. Ltd. | ||||||||||
Pfizer, Inc. | ||||||||||
PGA National Resort Commercial Mortgage Trust | ||||||||||
Piedmont Natural Gas Co., Inc. | ||||||||||
Pikes Peak CLO 8 | ||||||||||
Pilgrim's Pride Corp. | ||||||||||
Port Authority of New York & New Jersey | ||||||||||
Post Holdings, Inc. | ||||||||||
PRET LLC | ||||||||||
Prodigy Finance DAC | ||||||||||
Progress Residential Trust | ||||||||||
Prologis LP | ||||||||||
Public Service Co. of New Hampshire | ||||||||||
Public Service Electric & Gas Co. | ||||||||||
QUALCOMM, Inc. | ||||||||||
Ready Capital Mortgage Financing LLC | ||||||||||
Realty Income Corp. | ||||||||||
Redwood Funding Trust | ||||||||||
Regional Management Issuance Trust Regional Management Issuance Trust, Series 2021-1, Class A | ||||||||||
Regional Management Issuance Trust Regional Management Issuance Trust, Series 2020-1, Class A | ||||||||||
Regional Management Issuance Trust Regional Management Issuance Trust, Series 2022-1, Class A | ||||||||||
RELX Capital, Inc. | ||||||||||
Republic of Ireland | ||||||||||
Republic of Panama | ||||||||||
Republic of Peru | ||||||||||
Republic Services, Inc. | ||||||||||
RFMSI Trust | ||||||||||
RHP Hotel Properties LP | ||||||||||
Rogers Communications, Inc. Rogers Communications, Inc. | ||||||||||
Rogers Communications, Inc. Rogers Communications, Inc. | ||||||||||
RPM International, Inc. | ||||||||||
Ryder System, Inc. | ||||||||||
S&P Global, Inc. | ||||||||||
Salesforce, Inc. | ||||||||||
San Diego Gas & Electric Co. | ||||||||||
Santander Holdings USA, Inc. | ||||||||||
Sartorius Finance BV | ||||||||||
Select Medical Corp. | ||||||||||
ServiceNow, Inc. | ||||||||||
Sherwin-Williams Co. (The) | ||||||||||
Sirius XM Radio, Inc. | ||||||||||
Sky Group Finance Ltd. | ||||||||||
Snam SpA | ||||||||||
Societe Generale SA | ||||||||||
Solventum Corp. | ||||||||||
Southern California Edison Co. | ||||||||||
Southwestern Public Service Co. | ||||||||||
Spire Missouri, Inc. | ||||||||||
Sprint LLC | ||||||||||
SSE plc | ||||||||||
Standard Industries, Inc. | ||||||||||
Starbucks Corp. | ||||||||||
State of California | ||||||||||
State of Illinois | ||||||||||
State of Texas | ||||||||||
State Street Corp. | ||||||||||
STWD Mortgage Trust | ||||||||||
Subway Funding LLC | ||||||||||
SUMIT Mortgage Trust | ||||||||||
Synchrony Financial | ||||||||||
T-Mobile USA, Inc. | ||||||||||
Takeda Pharmaceutical Co. Ltd. | ||||||||||
TCW CLO AMR Ltd. | ||||||||||
TEGNA, Inc. | ||||||||||
Tenet Healthcare Corp. | ||||||||||
Texas Eastern Transmission LP | ||||||||||
Texas Instruments, Inc. | ||||||||||
Thermo Fisher Scientific, Inc. | ||||||||||
Toronto-Dominion Bank (The) | ||||||||||
Transcontinental Gas Pipe Line Co. LLC Transcontinental Gas Pipe Line Co. LLC | ||||||||||
Transcontinental Gas Pipe Line Co. LLC Transcontinental Gas Pipe Line Co. LLC | ||||||||||
TRESTLES CLO V Ltd. | ||||||||||
Tricon Residential Trust | ||||||||||
Trimaran CAVU Ltd. | ||||||||||
TVC Mortgage Trust | ||||||||||
UBS AG UBS AG | ||||||||||
UBS AG UBS AG | ||||||||||
UBS Group AG | ||||||||||
Union Electric Co. | ||||||||||
Union Pacific Corp. | ||||||||||
United Kingdom of Great Britain and Northern Ireland | ||||||||||
United Mexican States | ||||||||||
United States of America | ||||||||||
UnitedHealth Group, Inc. | ||||||||||
University of California | ||||||||||
Velocity Commercial Capital Loan Trust | ||||||||||
Verisk Analytics, Inc. | ||||||||||
Verizon Communications, Inc. | ||||||||||
VICI Properties LP VICI Properties LP | ||||||||||
VICI Properties LP VICI Properties LP | ||||||||||
VICI Properties LP VICI Properties LP | ||||||||||
VICI Properties LP VICI Properties LP | ||||||||||
VMware, Inc. | ||||||||||
Vodafone Group plc | ||||||||||
Vonovia SE | ||||||||||
Walmart, Inc. | ||||||||||
Walt Disney Co. (The) | ||||||||||
Waste Management, Inc. | ||||||||||
Waste Pro USA, Inc. | ||||||||||
Wells Fargo & Co. | ||||||||||
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series 2015-C26, Class AS | ||||||||||
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class A4 | ||||||||||
Western Digital Corp. | ||||||||||
William Carter Co. (The) | ||||||||||
WP Carey, Inc. |