Ultra-Short Term Fixed Income Fund Holdings history

Fund Profile

Current holdings

Data for period

31 Aug 24

(Last reporting period)

Total assets

$331.01 mm

Liabilities

$15.92 mm

Net assets

$315.09 mm

Number of holdings

280.00

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	Nov 19	Feb 20	May 20	Aug 20	Nov 20	Feb 21	May 21	Aug 21	Nov 21	Feb 22	May 22	Aug 22	Nov 22	Feb 23	May 23	Aug 23	Feb 24	May 24	Aug 24
7-ELEVEN INC 0.8% 02/10/24
A10 2020-C A 2.021% 08/15/40
ABN AMRO BANK NV V/R 07/19/22
ABN AMRO BANK NV V/R 09/18/27
ACE 2004-OP1 M1 V/R 04/25/34
ACREC 2023-FL2 A V/R 05/19/27
ADCB FINANCE V/R 10/25/22/AUD/
AERCAP IRELAND 4.45% 12/16/21
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
AESOP 2019-3A 2.36% 03/20/25
AG 2024-NLP A V/R 08/15/26
AHPT 2018-ATRM A V/R 06/15/35
AIR LEASE CORP 3.5% 01/15/22
AIRCASTLE LTD 4.4% 09/25/23
AIRCASTLE LTD 5.125% 03/15/21
AIRCASTLE LTD 5% 04/01/23
AIRCASTLE LTD 7.625% 04/15/20
ALLERGAN FUNDING V/R 03/12/20
ALLERGAN FUNDING S 3% 03/12/20
ALLY FINANCIAL 4.125% 02/13/22
ALLY FINANCIAL 5.125% 09/30/24
ALLY FINANCIAL I 7.5% 09/15/20
ALLYA 2023-1 A 5.76% 11/15/26
AMCOR FLEXIBLES 0% 09/27/2023
AMERICAN ELEC DISC 01/04/23
AMERICAN ELEC DISC 03/18/24
AMERICAN ELEC DISC 06/26/23
AMERICAN ELEC DISC 12/12/22
AMERICAN ELEC P DISC 10/16/23
AMERICAN EXPRESS V/R 07/26/28
AMERICAN HONDA DISC 06/03/20
AMERICAN HONDA DISC 07/20/20
AMERICAN HONDA DISC 09/03/20
AMERICAN HONDA FI V/R 02/12/25
AMERICAN HONDA FI V/R 04/23/25
AMERICAN HONDA FI V/R 06/27/22
AMERICAN HONDA FI V/R 09/09/21
AMERICAN INTL GR 3.3% 03/01/21
AMMC 2015-16A AR V/R 04/14/29
ANCHC 2015-6A AR V/R 04/22/34
ANCHC 2015-6A AR V/R 07/15/30
AOZORA BANK 1.05% 09/09/24
AOZORA BANK 2.75% 03/09/20
APID 2013-12A AR V/R 04/15/31
APID 2013-16A A1 V/R 01/19/25
APID 2017-26A A1 V/R 07/18/29
APTIV PLC / AP 2.396% 02/18/25
ARBR 4A A2R V/R 01/15/30 /EUR/
ARCLO 2021-FL3 A V/R 07/15/26
ARES 2018-50A AR V/R 01/15/32
ARIFL 2024-B A 5.54% 02/15/27
AROUNDTOWN 4.5% 05/14/25/AUD/
ARROW ELECTRONIC 3.5% 04/01/22
ARROW ELECTRONIC DISC 06/21/23
ARROWS ELECTRO DISC 03/09/20
ARROWS ELECTRO DISC 03/11/24
ASSURANT INC V/R 03/26/21
ASTRAZENECA PLC 0% 10/28/20
AT&T INC DISC 01/03/23
AT&T INC DISC 06/26/24
AT&T INC DISC 11/21/23
AT&T INC 0% 06/25/24
AT&T INC DISC 12/15/2022
AT&T INC V/R 06/12/24
AT&T INC V/R 06/30/20
AT&T INC V/R 09/19/23/AUD/
ATCLO 2018-9A A V/R 04/20/28
ATHENE GLOBAL F 2.75% 04/20/20
ATHENE GLOBAL FUN V/R 03/25/27
ATHENE GLOBAL FUN V/R 07/01/22
AUSGRID FI 3.75% 10/30/24/AUD/
AUSGRID FINA V/R 10/30/24/AUD/
AUSGRID FINANCE 3.85% 05/01/23
AUTONATION INC 5.5% 02/01/20
AUTONATION INC DISC 03/06/24
AUTONATION INC DISC 06/21/23
AVIATION CAPIT 2.875% 01/20/22
AVIATION CAPIT 3.875% 05/01/23
AVIATION CAPITA 6.75% 04/06/21
AVIATION CAPITAL V/R 06/01/21
AVIATION CAPITAL V/R 07/30/21
AVIATION CAPITAL 5.5% 12/15/24
AVOLON HOLDING 2.125% 02/21/26
AVOLON HOLDING 2.875% 02/15/25
AVOLON HOLDING 5.125% 10/01/23
AVOLON HOLDINGS 5.5% 01/15/23
AVOLON HOLDINGS 3.95% 07/01/24
AVON 2A A V/R 09/20/23 /GBP/
AWPT 2017-8A A1R V/R 10/25/30
AXIS BANK/DUBAI 3.25% 05/21/20
BAAT 2023-1A A 5.83% 05/15/26
BACARDI-MARTIN DISC 06/01/23
BALTA 2004-10 V/R 09/25/34
BAMLL 2019-AHT A V/R 03/15/21
BAMLL 2019-RLJ A V/R 04/15/36
BAMLL 2020-BHP3 V/R 03/15/25
BANC 2018-CRE4 A V/R 08/15/21
BANC 2019-CRE6 A V/R 06/15/22
BANCO BILBAO V 0.875% 09/18/23
BANCO SANTANDE 3.892% 05/24/24
BANCO SANTANDER C V/R 11/28/21
BANDM 2014-1A A1 V/R 04/16/26
BANGKOK BANK P 3.875% 09/27/22
BANGKOK BANK PCL 4.8% 10/18/20
BANK OF AMER V/R 03/15/23/CAD/
BANK OF AMERICA C V/R 01/23/26
BANK OF AMERICA C V/R 03/05/24
BANK OF AMERICA C V/R 10/01/21
BANQUE FED CRED M V/R 07/13/26
BARC 2024-NQM1 A V/R 01/25/28
BARCLAYS BANK PLC V/R 01/11/21
BARCLAYS PLC 3.2% 08/10/21
BARCLAYS PLC V/R 02/15/23
BARCLAYS PLC V/R 05/07/26
BARCLAYS PLC V/R 08/10/21
BARRY CALLEBAUT 5.5% 06/15/23
BAT CAPITAL CO 2.789% 09/06/24
BAT CAPITAL CO 3.222% 08/15/24
BAT CAPITAL CORP V/R 08/14/20
BAT CAPITAL CORP V/R 08/15/22
BAXTER INTERNA 1.322% 11/29/24
BAYER CORP DISC 08/03/20
BAYER US FINAN 3.375% 10/08/24
BAYER US FINANC 4.25% 12/15/25
BAYER US FINANCE V/R 06/25/21
BAYER US FINANCE V/R 12/15/23
BAYER US FINANCE L 3% 10/08/21
BCCE 2018-2 V/R 01/20/32 /EUR/
BECTON DICKINSON V/R 12/29/20
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
BGC PARTNERS I 5.375% 07/24/23
BGCLO 19A AR V/R 06/15/31
BLACK 2017- V/R 01/20/32 /EUR/
BLUEM 2018-3A A1 V/R 10/25/30
BMW US CAPITAL LL V/R 08/13/21
BMW US CAPITAL LL V/R 08/13/26
BMWC 202 3.649% 02/20/24 /CAD/
BMWC 2023 5.43% 01/20/26 /CAD/
BMWLT 2023-1 A 5.27% 02/25/25
BMWLT 2023-2 A 5.95% 01/27/25
BMWLT 2023-2 A 5.99% 12/26/25
BMWLT 2024-1 A2B V/R 07/27/26
BNP PARIBAS 3.375% 01/09/25
BOC AVIATION LT 2.75% 09/18/22 BOC AVIATION LTD REGD 144A P/P MTN 2.75000000
BOC AVIATION LT 2.75% 09/18/22 BOC AVIATION LTD REGD REG S EMTN 2.75000000
BOC AVIATION LTD 3% 03/30/20
BOC AVIATION LTD 3% 05/23/22
BOC AVIATION LTD V/R 05/04/21 BOC AVIATION LTD REGD V/R REG S EMTN 1.25188000
BOC AVIATION LTD V/R 05/04/21 BOC AVIATION LTD REGD V/R 144A P/P MTN 1.25188000
BOC AVIATION LTD V/R 09/26/23
BOC AVIATION U 1.625% 04/29/24
BOEING CO 2.6% 10/30/25
BOMFT 2019-RN2 A V/R 03/28/34
BOMFT 2019-SBR1 V/R 06/28/34
BP CAP MARKETS AM V/R 09/19/22
BP CAP MKTS P DISC 02/10/23
BP CAPITAL MAR DISC 08/03/20
BP CAPITAL MARK DISC 09/08/20
BP CAPITAL MKTS 0.00% 07/01/20
BRASS 8A A1 V/R 11/16/66
BRIGHTHSE FIN GLB V/R 04/12/24
BRITISH TELECOMM 4.5% 12/04/23
BROADCOM CORPORA DISC 03/17/20
BROADCOM CRP / CA 3% 01/15/22
BROADCOM CRP / 2.375% 01/15/20
BROADCOM INC 3.125% 04/15/21 BROADCOM INC REGD 3.12500000
BROADCOM INC 3.125% 04/15/21 BROADCOM INC REGD 144A P/P 3.12500000
BROADCOM INC 3.125% 10/15/22
BRUEG 2021- V/R 08/22/26 /EUR/
BSABS 2005-CL1 A V/R 09/25/34
BSP 2017-12A A1R V/R 10/15/30
BSSLT 2007-SV1A V/R 01/25/36
BVSTAT 2024-1A A V/R 07/20/32
BWAY 2021-1450 A V/R 09/15/23
BXMT 2020-FL3 A V/R 11/15/37
CAMPBELL SOUP CO V/R 03/15/21
CANADIAN IMPERIAL V/R 10/02/26
CANBY 1 A2 V/R 05/16/56 /GBP/
CANTOR FITZGER 4.875% 05/01/24
CARD2 2018-1A A V/R 04/15/20
CARD2 2023-2A A V/R 07/15/25
CARMX 2022-4 A2B V/R 08/15/24
CARMX 2024-1 A2B V/R 11/15/25
CARMX 2024-3 A2B V/R 05/15/26
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BPS USD 5.23000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BPS USD 2.23000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BPS USD -0.02000000
CASH COLL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BPS USD -0.02000000
CASH COLLATE 0.08% 12/31/2060
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 CME WFS CASH COLLATERAL CME WFS 5.23000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS 4.73000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 4.73000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS 4.48000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 4.48000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS 3.73000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 3.73000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS 2.23000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 2.23000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS 0.73000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 0.73000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS -0.02000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 -0.02000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS -0.02000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 -0.02000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS -0.02000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 -0.02000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 -0.04000000
CASH COLLATERAL CME WFS CASH COLLATERAL CME WFS /CCWFSXUS7 -0.03000000
CASH COLLATERAL ISDA
CASH COLLATERAL ISDA BOS CASH COLLATERAL ISDA BOS 4.73000000
CASH COLLATERAL ISDA BOS CASH COLLATERAL ISDA BOS 4.48000000
CASH COLLATERAL ISDA BOS CASH COLLATERAL ISDA BOS 2.23000000
CASH COLLATERAL ISDA BOS CASH COLLATERAL ISDA BOS -0.02000000
CASH COLLATERAL ISDA BOS CASH COLLATERAL ISDA BOS -0.02000000
CASH COLLATERAL ISDA BOS CASH COLLATERAL ISDA BOS -0.02000000
CASH COLLATERAL ISDA BRC
CASH COLLATERAL ISDA JPM USD CASH COLLATERAL ISDA JPM USD 0.00000000
CASH COLLATERAL ISDA JPM USD CASH COLLATERAL ISDA JPM USD 0.00000000
CASH COLLATERAL ISDA JPM USD CASH COLLATERAL ISDA JPM USD 0.00000000
CASH COLLATERAL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BPS USD 4.73000000
CASH COLLATERAL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BPS USD 4.48000000
CASH COLLATERAL ISDA V/R 12/31/49 CASH COLLATERAL ISDA BPS USD -0.02000000
CATLK 2015-2A A1 V/R 07/16/29
CCCIT 2017-A5 A5 V/R 04/22/24
CCCIT 2018-A4 A4 V/R 06/07/23
CCG 2023-1 A1 5.395% 12/14/23
CD 2006-CD3 A 5.648% 10/15/16
CECLO 2013-19A A V/R 10/29/25
CENTRAL NIPPON 2.567% 11/02/21
CENTRAL NIPPON EX V/R 03/03/22
CENTRAL NIPPON EX V/R 09/14/21
CENTRICA PLC V/R 09/25/20
CFII 2024-1A A 5.52% 09/15/27
CGCMT 2017-1500 V/R 07/15/19
CGCMT 2021-KEYS V/R 10/15/23
CGMS 2018-2A A1R V/R 10/15/31
CHAOT 2024-2A 5.66% 12/25/25
CHARTER COMM O 3.579% 07/23/20
CHARTER COMM O 4.464% 07/23/22
CHARTER COMM OPT V/R 02/01/24
CHIBA BANK LTD 2.75% 07/29/20
CHUGOKU ELECTR 2.401% 08/27/24
CHUGOKU ELECTR 2.701% 03/16/20
CIFC 2017-4A A1R V/R 10/24/30
CIGNA CORP V/R 09/17/21
CIGNA HOLDING 5.125% 06/15/20
CIT GROUP INC 5% 08/15/22
CITIBANK NA V/R 05/20/22
CITIBANK NA V/R 08/06/26
CITIGROUP INC V/R 04/08/26
CITIGROUP INC V/R 05/17/24
CITIGROUP INC V/R 06/01/24
CITIGROUP INC V/R 07/24/23
CITIGROUP INC V/R 09/01/23
CITZN 2024-1 A2B V/R 07/15/25
CK HUTCHISON I 2.875% 04/05/22
CLECO POWER LLC V/R 06/15/23
CLP POWER HK FI 4.75% 03/19/20
CMLTI 2019-B A1 V/R 04/25/66
CMLTI 2019-C A1 V/R 09/25/59
CMLTI 2021-INV3 V/R 05/25/51
CNH 2023-B A2 5.9% 07/15/25
CNH INDUSTRIAL 1.95% 07/02/23
CNH INDUSTRIAL 3.875% 10/15/21
CNH INDUSTRIAL N 4.5% 08/15/23
CNHC 201 2.103% 02/15/22 /CAD/
CNHC 202 0.386% 03/15/24 /CAD/
CNO GLOBAL FUND 1.65% 01/06/25
CNOOC FINANCE 2.625% 05/05/20
CNOOC FINANCE 2 4.25% 01/26/21
CNPC HK OVERSEAS 4.5% 04/28/21
COLT 2020-1R A1 V/R 09/25/65
COMM 2013-CR6 A3 V/R 12/10/22
COMM 2021-2400 A V/R 12/15/23
CONAGRA BRANDS I 3.8% 10/22/21
CONAGRA BRANDS IN V/R 10/09/20
CONAGRA FOODS DISC 06/01/21
CONSTELLATION 0.00% 06/17/24
CONSTELLATION 0.00% 06/21/24
CONSTELLATION DISC 06/07/24
CONSTELLATION DISC 09/22/22
CONSTELLATION BRA V/R 11/15/21
CONSTELLATION BRANDS INC 0% 03/04/24
CONSTELLATION BRANDS INC 0% 03/05/24
CONSTELLATION EN DISC 03/12/24
COOPERAT RABOBANK V/R 01/10/22
COOPERATIEVE RABO V/R 12/15/27
COPAR 2022-2 A 3.74% 05/15/24
COX COMMUNICATI 3.15% 08/15/24
CRED SUIS GP FUN V/R 04/16/21
CREDIT AGRICOLE L V/R 03/22/24
CREDIT SUISS V/R 05/26/23/AUD/
CREDIT SUISSE GRO V/R 06/12/24 CREDIT SUISSE GROUP AG REGD V/R 144A P/P 6.39371000
CREDIT SUISSE GRO V/R 06/12/24 CREDIT SUISSE GROUP AG REGD V/R REG S 3.12725000
CRMN 2016-1A A1R V/R 01/18/29
CRVNA 2021-P2 A 0.8% 09/10/25
CRVNA 2022-P3 4.42% 06/10/24
CRVNA 2023-P5 5.77% 09/10/25
CSMC 2019-RPL4 A V/R 08/26/58
CSMC 2019-RPL8 A V/R 10/25/58
CSMC 2019-RPL9 A V/R 10/27/59
CSMC 2021-INV1 A V/R 07/25/56
CSMC 2021-RPL4 A V/R 12/27/60
CSMC 2022-RPL4 A V/R 03/01/62
CVS HEALTH CORP 0% 04/01/24
CVS HEALTH CORP V/R 03/09/21
CWL 2004-5 M1 V/R 08/25/34
DAE FUNDING LLC 4% 08/01/20
DAE FUNDING LLC 5.25% 11/15/21
DAIMLER FINANCE N V/R 02/12/21
DAIMLER FINANCE N V/R 02/15/22
DAIMLER FINANCE N V/R 02/22/22
DANSKE BANK A/S 2.75% 09/17/20
DANSKE BANK A/S 2.8% 03/10/21
DANSKE BANK A/S 2% 09/08/21
DANSKE BANK A/S V/R 01/09/26
DBS GROUP HOLDING V/R 07/25/22 DBS GROUP HOLDINGS LTD REGD V/R 144A P/P MTN 0.83475000
DBS GROUP HOLDING V/R 07/25/22 DBS GROUP HOLDINGS LTD REGD V/R REG S EMTN 1.61138000
DELL INT LLC / 4.42% 06/15/21 DELL INT LLC / EMC CORP REGD 4.42000000
DELL INT LLC / 4.42% 06/15/21 DELL INT LLC / EMC CORP REGD P/P 4.42000000
DELL INT LLC / 5.45% 06/15/23
DELTA AIR LINE 2.875% 03/13/20
DELTA AIR LINES 2.9% 10/28/24
DEUTSCHE BAN V/R 01/30/23/AUD/
DEUTSCHE BANK 0.898% 05/28/24
DEUTSCHE BANK 0.962% 11/08/23
DEUTSCHE BANK N 3.95% 02/27/23
DEUTSCHE BANK N 4.25% 10/14/21
DEUTSCHE BANK NY 3.3% 11/16/22
DEUTSCHE BANK NY 3.7% 05/30/24
DEUTSCHE BANK NY V/R 02/27/23
DEUTSCHE BANK NY V/R 04/01/25
DEUTSCHE BANK NY V/R 07/14/26
DEUTSCHE BANK NY V/R 09/18/24
DEUTSCHE BANK NY V/R 11/16/22
DEUTSCHE BANK NY V/R 11/26/25
DILSK 2 A V/R 12/20/57 /EUR/
DLLAA 2023-1A 5.93% 07/20/26
DLLAD 2024-1A A 5.5% 06/20/26
DLLST 2024-1A 5.33% 07/20/25
DNB BANK ASA V/R 06/02/21
DNB BANK ASA V/R 09/16/26
DNB BANK ASA V/R 12/02/22
DOMINION ENERGY I V/R 09/15/23
DORPK 2015-1A AR V/R 04/20/28
DRSLF 2014-36A A V/R 04/15/29
DRSLF 2015-38A A V/R 07/15/30
DRSLF 2017-54A A V/R 10/19/29
DRYD 2016-4 V/R 01/15/30 /EUR/
DRYD 2017-2 V/R 04/15/33 /EUR/
DRYD 2017-5 V/R 05/15/34 /EUR/
DTAOT 2020-3A 0.54% 05/16/22
DUKE ENERGY CORP V/R 05/14/21
ECMC 2017-2A A V/R 05/25/67
ECMC 2018-1A A V/R 02/25/30
ECMC 2019-1A A1B V/R 04/25/30
EFSV 2010-1 A2 V/R 07/25/27
EKSPORTFINANS ASA V/R 11/10/20
ELFI 2021-A A 1.53% 12/26/46
EMIRATES NBD BANK V/R 01/26/20
ENBRIDGE (US) DISC 03/08/23
ENBRIDGE (US) DISC 06/15/23
ENBRIDGE INC V/R 02/18/22
ENBRIDGE U S INC DISC 06/20/23
ENBRIDGE US INC DISC 12/05/22
ENEL FIN AMER LL DISC 01/12/23
ENEL FINANCE A DISC 10/24/22
ENEL FINANCE IN 2.65% 09/10/24 ENEL FINANCE INTL N REGD REG S 2.65000000
ENEL FINANCE IN 2.65% 09/10/24 ENEL FINANCE INTL NV REGD 144A P/P 2.65000000
ENEL FINANCE INT 4.5% 06/15/25
ENERGY TRANSFE DISC 06/03/24
ENERGY TRANSFER 2.9% 05/15/25
ENI SPA 4% 09/12/23
ENRGY TRANS LP/REG 5% 10/01/22
ENTERGY CORP DISC 05/02/2024
EQT CORP 2.5% 10/01/20
EQUIFAX INC 2.3% 06/01/21
EQUIFAX INC 2.6% 12/01/24
EQUIFAX INC V/R 08/15/21
ERAC USA FINANCE 4.5% 08/16/21
ESA 2021-ESH A V/R 07/15/26
EVGRN 2019-1 A V/R 01/15/21
EXELON GENERATI 2.95% 01/15/20
EXELON GENERATION 4% 10/01/20
EXPORT-IMPOR V/R 10/08/24/AUD/
EXPORT-IMPORT B 2.75% 04/01/20
EXPORT-IMPORT BAN V/R 01/25/22
EXPORT-IMPORT BAN V/R 06/01/23
EXPORT-IMPORT BK V/R 08/21/22
F/C 1 MONTH SOFR FUT APR22
F/C 3 MONTH SOFR FUT DEC24
F/C 3 MONTH SOFR FUT JUN26
F/C 3 MONTH SOFR FUT SEP24
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 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 US 10YR NOTE (CBT)DEC22
F/C US 10YR NOTE (CBT)DEC23
F/C US 10YR NOTE (CBT)DEC24
F/C US 10YR NOTE (CBT)JUN22
F/C US 10YR NOTE (CBT)JUN23
F/C US 10YR NOTE (CBT)JUN24
F/C US 10YR NOTE (CBT)MAR22
F/C US 10YR NOTE (CBT)MAR23
F/C US 10YR NOTE (CBT)SEP22
F/C US 10YR NOTE (CBT)SEP23
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 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
F/C US 2YR NOTE (CBT) DEC24
F/C US 2YR NOTE (CBT) JUN21
F/C US 2YR NOTE (CBT) JUN22
F/C US 2YR NOTE (CBT) JUN23
F/C US 2YR NOTE (CBT) JUN24
F/C US 2YR NOTE (CBT) MAR22
F/C US 2YR NOTE (CBT) MAR23
F/C US 2YR NOTE (CBT) SEP21
F/C US 2YR NOTE (CBT) SEP22
F/C US 2YR NOTE (CBT) SEP23
F/C US 2YR NOTE (CBT) SEP24
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
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
F/C US 5YR NOTE (CBT) MAR22
F/C US 5YR NOTE (CBT) MAR23
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 SEP22
F/C US ULTRA BOND CBT SEP23
F/C US ULTRA BOND CBT SEP24
FASTR 20 0.516% 09/15/21 /CAD/
FASTR 20 0.887% 04/15/23 /CAD/
FASTR 20 1.162% 08/15/24 /CAD/
FASTR 20 4.956% 10/15/23 /CAD/
FCAT 2019-2 A 2.83% 11/15/21
FHLB 0.75% 02/24/26
FHLB 0.8% 11/27/23
FHLB 0.83% 02/10/27
FHLB 0.85% 02/17/27
FHLB 0.9% 02/26/27
FHLB 0.92% 02/26/27
FHLB 0.96% 03/05/26
FHLB 1.02% 02/24/27
FHLB 1.05% 08/13/26
FHLB 1.07% 05/28/26
FHLB 1.1% 08/20/26
FHLB 1.1% 11/15/24
FHLB 1.115% 02/26/27
FHLB 1% 03/23/26
FHLB 1% 07/27/26
FHLB 2% 02/20/25
FHLB 5.4% 11/21/24
FHLB 5.48% 02/26/25
FHLB 5.65% 05/28/25
FHLB 5.71% 03/14/25
FHLB 6% 05/03/27
FHLMC 0.6% 10/15/25
FHLMC 0.69% 08/05/25
FHLMC 0.7% 09/02/25
FHLMC 0.8% 07/30/25
FHLMC 0.8% 10/28/26
FHLMC 1.97% 02/06/25
FHLMC 2.8% 06/03/24
FHLMC 5.375% 04/24/25
FHLMC 5.52% 05/28/25
FHLMC 5.65% 03/06/26
FHLMC 5.68% 04/03/25
FHLMC 5.7% 03/06/26
FHLMC 5.73% 04/03/25
FHLMC 5.8% 07/03/25
FHLMC 5.82% 03/20/25
FHLMC 5.88% 08/08/25
FHLMC 5.95% 03/21/25
FHLT 2005-A M3 V/R 01/25/35
FHR 4344 FA V/R 12/15/37
FHR 4351 FA V/R 05/15/38
FHR 4906 WF V/R 12/15/38
FHR 4950 A 2.5% 06/25/34
FIG 2013-2A A1RR V/R 06/20/27
FINA 2004-2 M1 V/R 08/25/34
FIRST ABU DH V/R 02/18/25/AUD/
FIRST ABU DHABI B V/R 04/16/22
FISERV INC DISC 12/06/22
FITAT 2023-1 A2 5.8% 04/15/25
FLEX LTD 5% 02/15/23
FNBA 2004-AR1 A2 V/R 08/19/34
FNCL 30YR TBA 4.0% FEB 19
FNCL 30YR TBA 4.0% MARCH 20
FNMA 0.875% 12/18/26
FNMA 30YR TBA 4.0% APR 20
FNMA 30YR TBA 5.5% OCT 24
FNMA 30YR TBA 5.5% SEP 24
FNR 2017-108 AF V/R 01/25/48
FNR 2019-9 FA V/R 03/25/49
FORD MOTOR CRE 2.343% 11/02/20
FORD MOTOR CRE 2.979% 08/03/22
FORD MOTOR CRE 3.087% 01/09/23
FORD MOTOR CRE 3.096% 05/04/23
FORD MOTOR CRE 3.219% 01/09/22
FORD MOTOR CRE 4.134% 08/04/25
FORD MOTOR CRE 4.389% 01/08/26
FORD MOTOR CRE 4.687% 06/09/25
FORD MOTOR CRE 5.125% 06/16/25
FORD MOTOR CRE 5.596% 01/07/22
FORD MOTOR CRE 5.875% 08/02/21
FORD MOTOR CRE 8.125% 01/15/20
FORD MOTOR CRED 3.35% 11/01/22
FORD MOTOR CRED 3.37% 11/17/23
FORD MOTOR CRED 4.14% 02/15/23
FORD MOTOR CREDI 2.3% 02/10/25
FORD MOTOR CREDIT V/R 01/07/22
FORD MOTOR CREDIT V/R 01/09/20
FORD MOTOR CREDIT V/R 04/05/21
FORD MOTOR CREDIT V/R 10/12/21
FORDF 2018-3 A2 V/R 10/15/21
FORDF 2019-3 A2 V/R 09/15/22
FORDL 2023-B A2B V/R 01/15/25
FORDL 2024-A A2B V/R 07/15/25
FORDO 2022-D A2B V/R 06/15/24
FOX CORP 4.03% 01/25/24
FS KKR CAPITAL 1.65% 10/12/24
FSQ 2019-1 V/R 06/16/69 /GBP/
FSQ 2020-1A V/R 03/16/70 /GBP/
FSQ 2021-1G V/R 12/16/67 /GBP/
GA GLOBAL FUNDIN 0.8% 09/13/24
GALL 2017-1A A1R V/R 07/15/31
GATX CORP V/R 11/05/21
GCAR 2020-3A A 0.69% 10/16/23
GCAT 2021-NQM3 A V/R 05/25/66
GCAT 2022-HX1 A1 V/R 12/27/66
GCOLT 20 0.561% 11/22/21 /CAD/
GCOLT 20 5.458% 04/21/25 /CAD/
GEN DYNAMICS C DISC 07/20/20
GENERAL DYNAMICS DISC 03/05/24
GENERAL DYNAMICS DISC 06/29/23
GENERAL DYNAMICS DISC 06/30/23
GENERAL ELECTRIC V/R 03/28/20
GENERAL ELECTRIC 2.1% 12/11/19
GENERAL MOTORS 3.25% 01/05/23
GENERAL MOTORS 3.55% 07/08/22
GENERAL MOTORS 3.95% 04/13/24
GENERAL MOTORS 4.15% 06/19/23
GENERAL MOTORS 4.35% 04/09/25
GENERAL MOTORS CO 4% 04/01/25
GENERAL MOTORS CO V/R 08/07/20
GENERAL MOTORS CO V/R 09/10/21
GENERAL MOTORS F 2.9% 02/26/25
GENERAL MOTORS F 3.2% 07/13/20
GENERAL MOTORS F 3.8% 04/07/25
GENERAL MOTORS F 5.1% 01/17/24
GENERAL MOTORS FI V/R 01/14/22
GENERAL MOTORS FI V/R 04/07/25
GENERAL MOTORS FI V/R 04/09/21
GENERAL MOTORS FI V/R 05/08/27
GENERAL MOTORS FI V/R 06/30/22
GENERAL MOTORS FI V/R 11/06/21
GENERAL MOTORS FI V/R 11/17/23
GFORT 2017-2 A2 V/R 07/15/20
GFORT 2018-3 A V/R 09/15/20
GFORT 2018-4 A1 3.5% 09/15/21
GFORT 2019-2 A 2.9% 04/15/24
GFUND 2017-1A A1 V/R 09/19/22
GLGE 5A A1R V/R 12/15/31 /EUR/
GLGE 6A A V/R 10/15/32 /EUR/
GLM 2017-1A AR V/R 04/20/29
GLM 2017-2A AR V/R 11/20/30
GLM 2019-4A ARR V/R 04/24/31
GLME 4A A V/R 07/20/31 /EUR/
GLOBAL PMTS INC 0% 09/26/23
GLOBAL PMTS INC DISC 06/01/23
GMALT 2022-3 A2B V/R 01/20/24
GMALT 2023-1 A2B V/R 08/20/24
GMCAR 2023-2 A2B V/R 05/18/26
GMCAR 2023-3 A 5.74% 04/16/25
GNR 2016-H06 FD V/R 07/20/65
GNR 2016-H11 F V/R 05/20/66
GNR 2017-H15 FE V/R 07/20/67
GNR 2020-17 EU 2.5% 10/20/49
GNR 2020-21 AC 2.5% 01/20/49
GNR 2021-122 FA V/R 07/20/51
GNR 2021-97 FA V/R 06/20/51
GNR 2023-H11 FC V/R 05/20/73
GNR 2023-H24 FA V/R 10/20/73
GNR 2023-H27 FD V/R 11/20/73
GNR 2024-H01 FB V/R 01/20/74
GOLDMAN SACHS BAN V/R 05/24/21
GOLDMAN SACHS GRO V/R 04/26/22
GOLDMAN SACHS GRO V/R 09/29/25
GOLDMAN SACHS GRO V/R 10/31/22
GOLDMAN SACHS GRO V/R 11/15/21
GRUPO BIMBO SA 4.875% 06/30/20
GSMBS 2021-GR2 A V/R 02/25/52
GSMBS 2021-INV1 V/R 12/25/43
GSMBS 2021-RPL1 V/R 12/25/60
GSMBS 2021-RPL1 1.75% 11/01/60
GSMBS 2024-PJ7 A V/R 11/25/54
GSMS 2014-GC1 3.648% 10/10/23
GSMS 2022-GTWY A V/R 08/15/39
GSTNE 2019-FL2 A V/R 08/15/23
GWT 2017-WOLF A V/R 09/15/19
HALEON US CAPI 3.024% 03/24/24
HALST 2023-A A2B V/R 07/15/24
HALST 2024-A A2B V/R 09/15/25
HANA BANK 3.375% 01/30/22
HANA BANK V/R 07/26/23
HANA BANK V/R 09/14/22
HARLEY-DAVIDSON 2.4% 06/15/20
HARLEY-DAVIDSON 2.15% 02/26/20
HARLEY-DAVIDSON 3.35% 06/08/25
HARLEY-DAVIDSON 3.55% 05/21/21
HARLEY-DAVIDSON 4.05% 02/04/22
HAROT 2023-2 A 5.41% 03/17/25
HART 2023-B A2 5.77% 05/15/26
HARVT 16A A V/R 10/15/31 /EUR/
HARVT 21A A V/R 07/15/31 /EUR/
HAYEM 4A A V/R 02/15/33 /EUR/
HCA INC 5.25% 04/15/25
HCA INC 5.375% 02/01/25
HCA INC 5.875% 05/01/23
HCA INC 5% 03/15/24
HEATHROW FUNDI 4.875% 07/15/21
HERTZ 2022-3A 3.37% 03/25/24
HERTZ 2023-1A 5.49% 06/25/26
HFLF 2018-1 A2 3.23% 03/10/21
HMI 2018-1A A2 V/R 10/15/20
HOF 2020-2 A1 V/R 05/25/65
HOLCIM US FINANCE 6% 12/30/19
HSBC HOLDINGS PLC V/R 01/05/22
HSBC HOLDINGS PLC V/R 03/10/26
HSBC HOLDINGS PLC V/R 05/18/24
HSBC HOLDINGS PLC V/R 09/11/21
HUMANA INC 0% 03/05/24
HUMANA INC 0% 03/26/24
HUMANA INC DISC 03/04/24
HUNTINGTON ING 3.844% 05/01/25
HUTCH WHAMPOA 4.625% 01/13/22
HUTCH WHAMPOA I 3.25% 11/08/22
HWKSM 2019- V/R 05/25/53 /GBP/ HAWKSMOOR MORTGAGE FUNDING 2019-1 PLC SER 2019-1X CL A V/R REGD REG S /GBP/ 1.98915000
HWKSM 2019- V/R 05/25/53 /GBP/ HAWKSMOOR MORTGAGES SER 2019-1A CL A V/R REGD 144A P/P /GBP/ 1.98915000
HYATT HOTELS COR 1.3% 10/01/23
HYUNDAI CAPITA 0.875% 06/14/24
HYUNDAI CAPITA 2.625% 09/29/20
HYUNDAI CAPITAL 0.8% 04/03/23
HYUNDAI CAPITAL 1.25% 09/18/23
HYUNDAI CAPITAL 2.45% 06/15/21
HYUNDAI CAPITAL 3.25% 09/20/22
HYUNDAI CAPITAL 3.45% 03/12/21
HYUNDAI CAPITAL 3.75% 07/08/21
HYUNDAI CAPITAL 5.75% 04/06/23 HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.75000000
HYUNDAI CAPITAL 5.75% 04/06/23 HYUNDAI CAPITAL AMERICA REGD REG S 5.75000000
HYUNDAI CAPITAL A V/R 01/08/27
HYUNDAI CAPITAL A V/R 03/12/21
HYUNDAI CAPITAL A V/R 07/08/21
HYUNDAI CAPITAL A V/R 08/04/25
HYUNDAI CAPITAL A V/R 09/18/20
IBERDROLA INTL 5.81% 03/15/25
IBRD 0.85% 02/10/27
ICICI BANK LTD 3.125% 08/12/20
ICICI BANK LTD/ 5.75% 11/16/20
IMM 2004-10 1A1 V/R 03/25/35
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 PIVOT FIN 6% 12/10/19 INCITEC PIVOT FIN LLC REGD REG S 6.00000000
INCITEC PIVOT FIN 6% 12/10/19 INCITEC PIVOT FIN LLC REGD 144A P/P 6.00000000
ING GROEP NV V/R 03/28/26
ING GROEP NV V/R 03/29/22
INTERCONTINENTAL EXCHANGE INC 4/A2 DISC 0% 03/05/24
INTERCONTINENTALE V/R 06/15/23
INTERNATIONA INC DISC 06/02/23
INTL LEASE FIN 8.625% 01/15/22
INTL LEASE FINA 8.25% 12/15/20
ISRAEL ELECTRI 6.875% 06/21/23
ISRAEL ELECTRIC CO 5% 11/12/24
JACKSON NATL LIFE V/R 06/28/24
JDE PEET'S NV 0.8% 09/24/24
JPMCC 2018-LAQ A V/R 06/15/25
JPMCC 2019-FL12 V/R 04/15/21
JPMMT 2019-INV3 V/R 06/01/42
JPMMT 2021-12 A1 V/R 02/25/52
JPMORGAN CHASE & V/R 02/24/26
JPMORGAN CHASE & V/R 06/18/22
JUBIL 2015- V/R 12/15/29 /EUR/
KCOT 2023-1A A2 5.4% 05/15/25
KEB HANA BANK V/R 10/02/22
KEURIG DR PEP DISC 04/22/24
KINBN 2022- V/R 09/25/62 /EUR/
KINDER MORGAN E 6.85% 02/15/20
KKR 11 AR V/R 01/15/31
KKR 18 AR V/R 07/18/30
KOREA DEVELOPMENT V/R 10/30/22
KOREA EXPRES V/R 09/02/23/AUD/
KOREA NATIONAL OI V/R 07/16/23
KOREA SOUTHE V/R 10/30/24/AUD/
KRAFT HEINZ FO 3.375% 06/15/21
KRAFT HEINZ FOODS V/R 02/10/21
KRAFT HEINZ FOODS V/R 08/10/22
L3HARRIS TECH DISC 06/13/24
L3HARRIS TECH DISC 06/17/24
L3HARRIS TECHNO DISC 03/20/24
LADAR 2023-2A 5.93% 04/15/25
LADAR 2023-3A 6.09% 11/15/24
LAN 2019-1A 1A1 V/R 08/22/21
LAS VEGAS SANDS 3.2% 08/08/24
LAS VEGAS SANDS 3.5% 08/18/26
LAUR 2016-1 V/R 10/20/31 /EUR/
LCM 13A AR3 V/R 07/19/27
LCM 31A AR V/R 07/20/34
LCMLF 1A A V/R 04/20/31
LEASEPLAN CORP 2.875% 10/24/24
LEIDOS INC 2.95% 05/15/23
LENNAR CORP 4.75% 11/15/22
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 2019-GS6 A1 V/R 06/25/59
LMAT 2021-GS5 A1 V/R 07/25/67
LMAT 2021-SL2 A V/R 10/25/68
LPCC 2018-1 A V/R 08/20/24
LUXE 2021-MLBH A V/R 11/15/24
LUXE 2021-TRIP A V/R 10/15/24
LWMC 2017-F V/R 11/15/49 /GBP/
M360 2021-CRE3 A V/R 11/22/38
MABS 2004-OPT2 A V/R 09/25/34
MAGNE 2015-14RA V/R 10/18/31
MARRIOTT INTER 3.125% 10/15/21
MARSH & MCLENNAN V/R 12/29/21
MCCORMICK & C DISC 0% 12/13/22
MCCT 2018-1A A V/R 01/21/23
MCCT 2023-2A A V/R 07/21/25
MCCT 2024-1A A V/R 01/21/26
MCDONALD'S CORP V/R 10/28/21
MCLO 2013-5A A1R V/R 11/21/27
MCLO 2019-2A A1A V/R 01/20/33
MCMLT 2019-GS2 A V/R 08/25/59
MCMLT 2021-NMR1 V/R 11/25/60
MDPK 2015-16A A1 V/R 04/20/26
MDPK 2017-26A AR V/R 07/29/30
MDPK 2018-30A A V/R 04/15/29
MERCEDES-BENZ DISC 03/21/23
MERCEDES-BENZ FIN V/R 07/31/26
MEX BONOS 7.25% 12/09/21/MXN/
MF1 2019-FL2 A V/R 09/25/24
MF1 2020-FL3 A V/R 07/15/35
MF1 2020-FL4 A V/R 10/15/25
MF1 2021-FL5 A V/R 07/15/36
MFRA 2020-NQM1 A V/R 03/25/65
MFRA 2020-NQM2 A V/R 04/25/65
MGM RESORTS INT 7.75% 03/15/22
MICROCHIP TECH 4.333% 06/01/23
MICROCHIP TECHNO DISC 03/07/24
MICROCHIP TECHNO DISC 04/19/24
MICROCHIP TECHNOLOGY 03/22/24
MIDO 2013-2A ARR V/R 01/29/30
MIDWEST CONNECTO 3.9% 04/01/24
MINMETALS BOUNTE 3.5% 07/30/20
MIRAE ASSET SE 4.125% 11/07/21
MISSISSIPPI POWER V/R 03/27/20
MITSUBISHI HC C 3.96% 09/19/23
MITSUBISHI UFJ 2.652% 09/19/22
MITSUBISHI UFJ L 2.5% 03/09/20
MIZUHO BANK V/R 08/07/24 /AUD/
MIZUHO FINANCIAL V/R 05/25/24
MIZUHO FINANCIAL V/R 07/16/23
MIZUHO FINANCIAL V/R 09/08/24
MIZUHO FINANCIAL V/R 09/11/22
MIZUHO FINANCIAL V/R 09/13/23
MMAF 2018-A A2 2.92% 07/12/21
MMAF 2022-B A2 5.57% 12/09/24
MMAF 2023-A A2 5.79% 12/13/25
MMAF 2024-A A2 5.2% 09/13/27
MNCLO 2018-1A A1 V/R 01/25/28
MONDELEZ 0.00% 12/14/22/
MONDELEZ INTL I DISC 06/27/23
MOTEL 2017-MTL6 V/R 08/15/19
MSAC 2004-HE4 M1 V/R 05/25/34
MTLRF 2023-1A 6.09% 07/15/30
MVEW 2017-1A AR V/R 10/16/29
MVEW 2019-1A A1 V/R 04/15/29
MVW 2015-10A AR V/R 10/13/27
N/A GBP/USD FWD 20231003 000009049 USD
N/A CAD/USD FWD 20231208 000005198 USD
N/A AUD/USD FWD 20231115 000018337 USD
N/A GBP/USD FWD 20230905 000004066 USD
N/A CAD/USD FWD 20230905 000009049 USD
N/A CDX 2I65BYEC5 01.000 SP 06/20/2028 WFSLUS33XXX FLOAT
N/A CAD/USD FWD 20230905 000004066 USD
N/A EUR/USD FWD 20230905 000009049 USD
N/A GBP/USD FWD 20230905 000009049 USD
N/A CAD/USD FWD 20240208 000003534 USD
N/A CAD/USD FWD 20230905 000004334 USD
N/A EUR/USD FWD 20231003 000009049 USD
N/A EUR/USD FWD 20230905 000004334 USD
N/A EUR/USD FWD 20230905 000018337 USD
N/A CAD/USD FWD 20240208 000005198 USD
N/A MXN/USD FWD 20230621 000004066 USD
N/A AUD/USD FWD 20230816 000005198 USD
N/A EUR/USD FWD 20230602 000004066 USD
N/A MXN/USD FWD 20230621 000003534 USD
N/A EUR/USD FWD 20230602 000018337 USD
N/A GBP/USD FWD 20230602 000004334 USD
N/A GBP/USD FWD 20230705 000009049 USD
N/A GBP/USD FWD 20230602 000009049 USD
N/A CDX 2I65BYEC5 01.000 SP 06/20/2028 WFSLUS33XXX FLOAT
N/A EUR/USD FWD 20230705 000004066 USD
N/A CAD/USD FWD 20230705 000005198 USD
N/A GBP/USD FWD 20230602 000005198 USD
N/A CAD/USD FWD 20230602 000005198 USD
N/A GBP/USD FWD 20230404 000005198 USD
N/A EUR/USD FWD 20230302 000005198 USD
N/A MXN/USD FWD 20230321 000005198 USD
N/A MXN/USD FWD 20230621 000004066 USD
N/A CAD/USD FWD 20230302 000009049 USD
N/A MXN/USD FWD 20230621 000003534 USD
N/A GBP/USD FWD 20230302 000005198 USD
N/A GBP/USD FWD 20230302 000004066 USD
N/A AUD/USD FWD 20230516 000005198 USD
N/A CDX 2I65BYEB7 01.000 SP 12/20/2027 WFSLUS33XXX FLOAT
N/A MXN/USD FWD 20230321 000004066 USD
N/A EUR/USD FWD 20230302 000009049 USD
N/A EUR/USD FWD 20230404 000009049 USD
N/A MXN/USD FWD 20230321 000005198 USD
N/A MXN/USD FWD 20230221 000004334 USD
N/A EUR/USD FWD 20221202 000009049 USD
N/A CAD/USD FWD 20230110 000009049 USD
N/A EUR/USD FWD 20230110 000009049 USD
N/A CAD/USD FWD 20221202 000009049 USD
N/A CAD/USD FWD 20221202 000005198 USD
N/A GBP/USD FWD 20221202 000004334 USD
N/A MXN/USD FWD 20221221 000005198 USD
N/A CDX 2I65BYEB7 01.000 SP 12/20/2027 WFSLUS33XXX FLOAT
N/A GBP/USD FWD 20221202 000005198 USD
N/A AUD/USD FWD 20230216 000018337 USD
N/A GBP/USD FWD 20230110 000004334 USD
N/A CDX 2I65BYDZ5 01.000 SP 12/20/2026 WFSLUS33XXX FLOAT
N/A CAD/USD FWD 20221202 000018337 USD
N/A CDX 2I65BYEA9 01.000 SP 06/20/2027 WFSLUS33XXX FLOAT
N/A CAD/USD FWD 20230110 000018337 USD
N/A EUR/USD FWD 20221202 000005198 USD
N/A MXN/USD FWD 20220915 000004066 USD
N/A EUR/USD FWD 20220902 000009049 USD
N/A AUD/USD FWD 20221116 000005198 USD
N/A GBP/USD FWD 20220902 000005198 USD
N/A CAD/USD FWD 20220902 000004334 USD
N/A AUD/USD FWD 20221116 000011553 USD
N/A GBP/USD FWD 20220902 000009049 USD
N/A GBP/USD FWD 20221004 000005198 USD
N/A CAD/USD FWD 20220902 000005198 USD
N/A AUD/USD FWD 20221116 000018337 USD
N/A CAD/USD FWD 20221004 000004334 USD
N/A GBP/USD FWD 20220902 000004066 USD
N/A CDX 2I65BYDZ5 01.000 SP 12/20/2026 WFSLUS33XXX FLOAT
N/A CDX 2I65BYEA9 01.000 SP 06/20/2027 WFSLUS33XXX FLOAT
N/A EUR/USD FWD 20220902 000004066 USD
N/A CAD/USD FWD 20220602 000009049 USD
N/A GBP/USD FWD 20220705 000005198 USD
N/A AUD/USD FWD 20220816 000004066 USD
N/A CAD/USD FWD 20220602 000005198 USD
N/A GBP/USD FWD 20220606 000004066 USD
N/A GBP/USD FWD 20220606 000003534 USD
N/A GBP/USD FWD 20220606 000005198 USD
N/A CAD/USD FWD 20220602 000018337 USD
N/A IRS R02.68PSOFR 03/31/24 WFSL FIXED
N/A MXN/USD FWD 20220701 000004066 USD
N/A IRS R02.61PSOFR 05/12/24 WFSLUS33XXX FIXED
N/A CDX 2I65BYDZ5 01.000 SP 12/20/2026 WFSLUS33XXX FLOAT
N/A CDX 2I65BYEA9 01.000 SP 06/20/2027 WFSLUS33XXX FLOAT
N/A EUR/USD FWD 20220705 000009049 USD
N/A EUR/USD FWD 20220602 000009049 USD
N/A AUD/USD FWD 20220816 000009049 USD
N/A EUR/USD FWD 20220602 000003534 USD
N/A CAD/USD FWD 20220705 000005198 USD
N/A MXN/USD FWD 20220304 000005198 USD
N/A AUD/USD FWD 20220404 000004334 USD
N/A AUD/USD FWD 20220302 000004334 USD
N/A AUD/USD FWD 20220302 000009049 USD
N/A AUD/USD FWD 20220302 000003534 USD
N/A AUD/USD FWD 20220302 000004066 USD
N/A CAD/USD FWD 20220302 000005198 USD
N/A EUR/USD FWD 20220302 000018337 USD
N/A MXN/USD FWD 20220701 000004066 USD
N/A CDX 2I65BYDZ5 01.000 SP 12/20/2026 WFSLUS33XXX FLOAT
N/A CAD/USD FWD 20220404 000005198 USD
N/A CAD/USD FWD 20220302 000009049 USD
N/A EUR/USD FWD 20220302 000004066 USD
N/A MXN/USD FWD 20220304 000004066 USD
N/A CAD/USD FWD 20220302 000003534 USD
N/A CAD/USD FWD 20220302 000004334 USD
N/A GBP/USD FWD 20220302 000018337 USD
N/A EUR/USD FWD 20211202 000003731 USD
N/A AUD/USD FWD 20211202 000004334 USD
N/A CAD/USD FWD 20211202 000006219 USD
N/A AUD/USD FWD 20211202 000004066 USD
N/A CAD/USD FWD 20220107 000003534 USD
N/A AUD/USD FWD 20211202 000003534 USD
N/A GBP/USD FWD 20211202 000004066 USD
N/A AUD/USD FWD 20220107 000003731 USD
N/A MXN/USD FWD 20220112 000004066 USD
N/A CAD/USD FWD 20220107 000004334 USD
N/A AUD/USD FWD 20220107 000004334 USD
N/A USD/CAD FWD 20211202 000004334 USD
N/A GBP/USD FWD 20211202 000003731 USD
N/A AUD/USD FWD 20211202 000003731 USD
N/A CAD/USD FWD 20211202 000004066 USD
N/A CAD/USD FWD 20211202 000004334 USD
N/A AUD/USD FWD 20211202 000005198 USD
N/A CDX 2I65BYDZ5 01.000 SP 12/20/2026 WFSLUS33XXX FLOAT
N/A AUD/USD FWD 20211202 000006219 USD
N/A CAD/USD FWD 20211202 000005198 USD
N/A AUD/USD FWD 20211005 000005198 USD
N/A AUD/USD FWD 20210902 000003731 USD
N/A EUR/USD FWD 20210902 000003731 USD
N/A MXN/USD FWD 20211005 000004066 USD
N/A CAD/USD FWD 20210902 000004066 USD
N/A MXN/USD FWD 20210903 000006219 USD
N/A GBP/USD FWD 20210902 000004334 USD
N/A CAD/USD FWD 20210902 000005198 USD
N/A MXN/USD FWD 20210903 000004066 USD
N/A AUD/USD FWD 20211005 000003731 USD
N/A EUR/USD FWD 20210902 000004334 USD
N/A GBP/USD FWD 20210902 000005198 USD
N/A CAD/USD FWD 20211004 000005198 USD
N/A AUD/USD FWD 20210902 000004066 USD
N/A CDX 2I65BYDY8 01.000 BP 06/20/2026 WFSLUS33XXX FLOAT
N/A GBP/USD FWD 20210902 000003731 USD
N/A GBP/USD FWD 20210902 000004066 USD
N/A GBP/USD FWD 20211004 000003731 USD
N/A AUD/USD FWD 20210902 000005198 USD
N/A GBP/USD FWD 20210702 000003731 USD
N/A EUR/USD FWD 20210602 000003731 USD
N/A GBP/USD FWD 20210602 000006219 USD
N/A AUD/USD FWD 20210702 000004066 USD
N/A AUD/USD FWD 20210602 000003731 USD
N/A AUD/USD FWD 20210602 000004066 USD
N/A CAD/USD FWD 20210602 000006219 USD
N/A MXN/USD FWD 20210903 000006219 USD
N/A AUD/USD FWD 20210602 000011553 USD
N/A AUD/USD FWD 20210602 000006219 USD
N/A GBP/USD FWD 20210602 000004334 USD
N/A AUD/USD FWD 20210602 000005198 USD
N/A GBP/USD FWD 20210602 000003731 USD
N/A CAD/USD FWD 20210602 000005198 USD
N/A CAD/USD FWD 20210602 000004066 USD
N/A AUD/USD FWD 20210302 000005198 USD
N/A GBP/USD FWD 20210407 000005198 USD
N/A MXN/USD FWD 20210310 000006219 USD
N/A CAD/USD FWD 20210302 000004066 USD
N/A EUR/USD FWD 20210302 000003731 USD
N/A GBP/USD FWD 20210302 000005198 USD
N/A CAD/USD FWD 20210302 000005198 USD
N/A CAD/USD FWD 20210407 000005198 USD
N/A CAD/USD FWD 20210302 000006219 USD
N/A CAD/USD FWD 20210407 000004066 USD
N/A GBP/USD FWD 20210302 000004066 USD
N/A GBP/USD FWD 20201202 000011553 USD
NATIONAL BANK OF V/R 03/25/27
NATIONWIDE BLDG S V/R 08/01/24
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 1.69100000
NATWEST GROUP PLC V/R 06/25/24
NATWEST MARKETS P V/R 03/22/25
NATWEST MARKETS P V/R 09/29/22
NATWEST MARKETS P V/R 09/29/26
NAVIENT CORP 5.5% 01/25/23
NAVIENT CORP 6.5% 06/15/22
NAVSL 2015-AA 2.65% 03/15/23
NAVSL 2015-BA A3 V/R 05/15/27
NAVSL 2018-1A A2 V/R 01/25/23
NAVSL 2018-2A A2 V/R 03/27/23
NAVSL 2019-A A 3.03% 01/15/22
NAVSL 2020-A A1 V/R 06/15/22
NAVSL 2020-A A2B V/R 07/15/28
NAVSL 2020-GA 1.17% 02/15/28
NAVSL 2020-IA 1.33% 12/15/29
NAVSL 2021-FA 1.11% 05/15/29
NCMS 2021-APPL A V/R 08/15/23
NEWELL BRANDS IN 4.1% 04/01/23
NEXTERA ENERGY 6.051% 03/01/25
NEXTERA ENERGY C DISC 06/26/23
NEXTERA ENERGY C DISC 06/26/24
NEXTERA ENERGY C DISC 09/23/24
NEXTERA ENERGY CA V/R 08/21/20
NEXTERA ENERGY CA V/R 08/28/21
NEXTERA ENERGY CAP 0% 09/19/24
NHEL 2005-4 M1 V/R 01/25/36
NISSAN MOTOR A 3.875% 09/21/23
NISSAN MOTOR AC 2.65% 07/13/22
NISSAN MOTOR AC 3.15% 03/15/21
NISSAN MOTOR AC 3.65% 09/21/21
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 ACCEPTANCE REGD V/R 144A P/P MTN 0.73650000
NISSAN MOTOR ACCE V/R 03/15/21 NISSAN MOTOR ACCEPTANCE REGD V/R REG S EMTN 0.73650000
NISSAN MOTOR ACCE V/R 07/13/20
NISSAN MOTOR ACCE V/R 09/21/21
NISSAN MOTOR ACCE V/R 09/28/20
NISSAN MOTOR ACCE V/R 09/28/22
NISSAN MOTOR ACCEP 2% 03/09/26 NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.00000000
NISSAN MOTOR ACCEP 2% 03/09/26 NISSAN MOTOR ACCEPTANCE REGD 2.00000000
NISSAN MOTOR C 3.522% 09/17/25
NOMURA HOLDING 2.648% 01/16/25
NORDEA BANK ABP V/R 06/06/25
NORDEA BANK ABP V/R 08/30/23
NORTHWEST AIRL 6.264% 11/20/21
NRZT 2018-3A A1 V/R 05/25/58
NRZT 2018-RPL1 A V/R 12/25/57
NRZT 2019-RPL3 A V/R 07/25/59
NRZT 2020-RPL1 A V/R 11/25/59
NSLT 2017-3A A V/R 06/25/37
NSLT 2018-3A A2 V/R 10/25/24
NSLT 2019-2A A V/R 09/25/32
NSLT 2019-3A A V/R 09/25/28
NTT FINANCE CORP V/R 06/29/20
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 FUNDING LLC REGD 144A P/P 4.62500000
NXP BV/NXP FUN 4.625% 06/01/23 NXP BV/NXP FUNDING LLC REGD REG S 4.62500000
NXP BV/NXP FUN 4.625% 06/15/22
NYMT 2021-SP1 A S/UP 08/25/24
NYO 2021-1290 A V/R 11/15/28
OBX 2024-NQM5 A1 V/R 03/25/28
OBX 2024-NQM6 A1 V/R 02/25/64
OCCIDENTAL PETROL V/R 08/15/22
OCP 2015-10A A1R V/R 10/26/27
OCP 2015-9A A1R V/R 07/15/27
OCPE 2020-4 V/R 09/22/34 /EUR/
OCT39 2018-3A AR V/R 10/20/30
ONEMAIN FINANCE 7.75% 10/01/21
ORIX CORP 2.65% 04/13/21
ORIX CORP 2.9% 07/18/22
ORIX CORP 3.2% 01/19/22
OSCAR 2018-1A 2.91% 03/10/20
OSCAR 2018-2A 3.15% 07/10/20
OSCAR 2019-1A A 3.1% 03/10/21
OSCAR 2024-1A 5.48% 01/12/26
OSD 2021-23A A V/R 04/17/31
OZLM 2014-9A A1A V/R 10/20/31
PACIFIC GAS & E 1.75% 06/16/22
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 1.7% 11/15/23
PACIFIC GAS & EL 3.4% 08/15/24
PACIFIC GAS & ELE V/R 06/16/22
PACIFIC GAS & ELE V/R 11/15/21
PACIFIC LIFE GF I V/R 06/04/26
PACIFIC NATION 4.625% 09/23/20
PACIFIC NATIONAL F 6% 04/07/23
PAID 2024-1 A 6.66% 07/15/31
PARK AEROSPACE 5.25% 08/15/22
PARK AEROSPACE 3.625% 03/15/21
PARK AEROSPACE H 4.5% 03/15/23
PARK AEROSPACE H 5.5% 02/15/24
PARKER-HANNIFIN 0% 3/3/22
PARKER-HANNIFIN 0% 4/22/22
PENAR 2019-1A A1 V/R 07/18/21
PENNSYLVANIA ELE 5.2% 04/01/20
PENSKE TRUCK LEA 3.2% 07/15/20
PERMM 2018-1A 1A V/R 10/15/20
PFP 2019-6 A V/R 06/14/22
PFP 2021-7 A V/R 04/14/38
PFP 2021-8 A V/R 08/09/37
PFSFC 2019-A A1 V/R 04/15/22
PFSFC 2020-F A 0.93% 08/15/22
PFSFC 2023-D A V/R 08/15/25
PHEAA 2006-2 A3 V/R 10/25/36
PHILLIPS 66 V/R 04/15/20
PLAINS ALL AMER 3.65% 06/01/22
PLAINS ALL AMER 5.75% 01/15/20
PPL WEM LTD/WE 5.375% 05/01/21
PRET 2021-NPL1 A V/R 09/27/60
PSTAT 2018-3A A1 V/R 08/15/26
PSTAT 2021-4A A1 V/R 10/15/29
PSTET 2021- V/R 04/15/31 /EUR/
PWNE 2022-1 A2 4.84% 05/15/24
QATARI DIAR FINANC 5% 07/21/20
QNB FINANCE V/R 02/01/23/AUD/
QNB FINANCE LTD V/R 03/21/24
QNB FINANCE LTD V/R 05/02/22
QNB FINANCE LTD V/R 05/28/21
QNB FINANCE LTD V/R 07/18/21
QNB FINANCE LTD V/R 08/11/21
QNB FINANCE LTD V/R 12/06/21
QUANTA SERVICE DISC 12/08/22
QUANTA SERVICE DISC 12/12/22
QUANTA SVCS INC DISC 12/09/22
RAYTHEON TECHN DISC 12/01/22
RBSSP 2009-12 16 V/R 10/25/35
RC R/P BNP PA 5.320% 03/01/24
RC R/P NOMURA 3.860% 12/01/22
RC R/P NOMURA SECURITIES/FIXED INCOME 0% 06/01/2021
RC R/P ROYAL 4.680% 03/01/23
RC R/P THE BA 4.740% 02/03/25
REACH 2021-1A 1.07% 05/15/29
RECKITT BENCKISER V/R 06/24/22
REG15 2018-4A A1 V/R 10/25/31
RELIANCE INDUSTR 5.4% 02/14/22
RELX CAPITAL INC 3.5% 03/16/23
RENESAS ELECTR 1.543% 11/26/24
RESI 2021-2NCA A V/R 02/03/53
REYNOLDS AMERIC 4.45% 06/12/25
RIPON 1A A1 V/R 02/20/22 /GBP/
RIPON 1X A1 V/R 02/20/22 /GBP/
RMAC 2018-1 V/R 06/12/46 /GBP/
RMS 31 A V/R 09/20/21 /GBP/
RMS 32A A V/R 06/20/70 /GBP/
ROCKIES EXPRES 5.625% 04/15/20
SABINE PASS LI 5.625% 02/01/21
SABINE PASS LI 5.625% 03/01/25
SABINE PASS LI 5.625% 04/15/23
SABINE PASS LIQ 5.75% 05/15/24
SABINE PASS LIQ 6.25% 03/15/22
SALTT 2021-1A 2.301% 12/15/27
SANTANDER HOLDI 3.45% 06/02/25
SANTANDER HOLDI 4.45% 12/03/21
SANTANDER HOLDIN 3.4% 01/18/23
SANTANDER UK G 2.875% 10/16/20
SANTANDER UK GROU V/R 11/15/24
SANTANDER UK P 2.375% 03/16/20
SANTANDER UK PLC V/R 06/01/21
SAUDI ARABIAN 2.875% 04/16/24
SAUDI INTERNAT 2.375% 10/26/21
SBALT 2024-B A 5.67% 10/20/25
SCFT 2019-AA A 3.2% 05/27/36
SCHLUMBERGER INVT 0% 10/27/20
SCLP 2017-3 A 2.77% 01/25/22
SCLP 2017-4 A 2.5% 05/26/26
SCLP 2018-2 A1 2.93% 05/25/20
SCLP 2022-1S A 6.21% 04/15/31
SCLP 2023-1S A 5.81% 10/15/24
SEMPRA ENERGY DISC 04/22/20
SEMPRA ENERGY V/R 03/15/21
SES SA 3.6% 04/04/23
SFAST 2024-2A 5.71% 10/20/27
SHELL INTNL FN DISC 01/19/21
SHELL INTNL FN DISC 02/03/21
SINOCHEM CORP 4.5% 11/12/20
SINOPEC GRP OVE 2.25% 09/13/20
SINOPEC GRP OVER 2.5% 04/28/20
SK HYNIX INC 5.5% 01/16/27
SLCLT 2006-1 A5 V/R 06/15/18
SLCLT 2007-1 A4 V/R 05/15/19
SLM CORP 8% 03/25/20
SLMA 2003-10A A3 V/R 12/15/27
SLMA 2004-10 A7B V/R 10/25/29
SLMA 2005-5 A4 V/R 10/25/28
SLMA 2008-5 A4 V/R 07/25/23
SLMA 2008-7 A4 V/R 07/25/23
SLMA 2008-8 A4 V/R 01/25/17
SMB 2015-B A2B V/R 05/15/23
SMB 2020-PTA A1 V/R 09/15/54
SMB 2020-PTA A2 1.6% 09/15/54
SMB 2021-D A1A 1.34% 08/15/30
SMB 2023-C A1B V/R 10/15/33
SMB 2024-D A1B V/R 07/15/53
SMBC AVIATION 4.125% 07/15/23
SMBC AVIATION C 2.65% 07/15/21 SMBC AVIATION CAPITAL FI REGD 144A P/P 2.65000000
SMBC AVIATION C 2.65% 07/15/21 SMBC AVIATION CAPITAL FI REGD REG S 2.65000000
SMBC AVIATION C 3.55% 04/15/24
SMBC AVIATION CAPI 3% 07/15/22
SMI 2019-1A 1A V/R 01/21/70
SMI 2019-1A V/R 10/21/23 /GBP/
SMPT 2017-MONT A V/R 08/20/19
SNDPT 2015-3A AR V/R 01/20/28
SNDPT 2016-2A AR V/R 10/20/28
SNDPT 2016-3A AR V/R 01/23/29 SOUND POINT CLO XIV LTD SER 2016-3A CL AR2 V/R REGD 144A P/P 6.59718000
SNDPT 2016-3A AR V/R 01/23/29 SOUND POINT CLO XIV LTD SER 2016-3A CL AR V/R REGD 144A P/P 1.35913000
SNDPT 2020-3A A1 V/R 01/25/32
SOCIETE GENERA 2.625% 01/22/25
SOFI 2018-A A2 2.39% 05/25/21
SOUTHERN CAL EDI 1.1% 04/01/24
SOUTHERN CAL EDIS V/R 12/02/22
SOUTHERN CALIF ED 0% 09/04/24
SOUTHERN POWER CO V/R 12/20/20
SPECTRA ENERGY PA V/R 06/05/20
SPIRIT AEROSYSTEM V/R 06/15/21
SPRINT CORP 7.25% 09/15/21
SPRINT LLC 7.125% 06/15/24
SSTRT 2018-2A 3.06% 04/27/20
STANDARD CHARTERE V/R 01/20/23
STANDARD CHARTERE V/R 03/30/26
STANDARD CHARTERE V/R 05/21/25
STATE BANK INDIA/ V/R 04/06/20
STATE BANK INDIA/L 4% 01/24/22
STELLANTIS NV 5.25% 04/15/23
STRA 2021-2 V/R 07/20/60 /GBP/
STWD 2021-HTS A V/R 04/15/24
STWH 2019-NPB1 A V/R 08/15/22
SUMITOMO MIT V/R 10/16/24/AUD/
SUMITOMO MITSUI 0.8% 09/16/24
SUMITOMO MITSUI B V/R 10/16/20
SUMITOMO MITSUI F V/R 07/12/22
SUMITOMO MITSUI F V/R 10/18/22
SVHE 2005-OPT1 M V/R 06/25/35
SWEDBANK AB 5.337% 09/20/27
SYNCHRONY BANK V/R 03/30/20
SYNCHRONY FINAN 4.25% 08/15/24
SYNGENTA FINAN 3.698% 04/24/20 SYNGENTA FINANCE NV REGD REG S 3.69800000
SYNGENTA FINAN 3.698% 04/24/20 SYNGENTA FINANCE NV REGD 144A P/P 3.69800000
SYNGENTA FINAN 3.933% 04/23/21
SYNGENTA WILM DISC 12/13/19
SYNGENTA WILMI DISC 12/16/19
SYNGENTA WILMINGTO DISC 6/5/20
T-MOBILE USA INC 3.5% 04/15/25
TAMPA ELEC CO 0% 12/15/22
TAOT 2022-C A2B V/R 04/15/24
TAOT 2022-C A3 3.76% 12/15/25
TAOT 2023-C A2A 5.6% 04/15/25
TARGA RES C DISC 0% 12/14/2022
TARGA RES CORP DISC 09/01/23
TARGA RES CORP DISC 09/05/23
TCCT 2018-1A A V/R 02/26/20
TCCT 2019-1A A V/R 01/26/21
TCCT 2023-3A A V/R 08/26/25
TCCT 2024-1A A V/R 12/26/25
TCW 2018-1A A1R V/R 04/25/31
TD SYNNEX CORP 1.25% 08/09/24
TEVA PHARMACEUTI 2.2% 07/21/21
TEVT 2023-1 A2B V/R 12/21/26
TEXTRON INC V/R 11/10/20
THPT 2018-THL A V/R 11/11/19
THRM 2021-1A A 1.21% 12/15/27
TIA 2018-1A A1AR V/R 01/20/32
TIME WARNER CABLE 5% 02/01/20
TIME WARNER EN 8.375% 03/15/23
TLOT 2023-B A2B V/R 08/20/25
TORONTO DOM NY V/R 04/21/2023_
TOYOTA MOTOR C DISC 07/31/20
TPAT 2021-SL1 A2 V/R 11/20/26
TPMF 2019-A V/R 07/20/45 /GBP/
TPMF 2019-G V/R 10/20/51 /GBP/
TPMF 2020-A V/R 05/20/45 /GBP/
TPMT 2017-5 A1 V/R 02/25/57
TPMT 2018-3 A1 V/R 05/25/58
TPMT 2019-HY2 A1 V/R 05/25/58
TPMT 2019-HY3 A1 V/R 07/25/27
TPMT 2020-1 A1 V/R 01/25/60
TPMT 2020-2 A1A V/R 04/25/60
TPMT 2021-SJ2 A1 V/R 12/25/61
TPMT 2024-CES1 A V/R 09/25/31
TRANSURBAN Q V/R 12/16/24/AUD/
TRINI 2015- V/R 07/15/51 /GBP/
TRINI 2021- V/R 07/15/59 /GBP/
TRNTS 2020-12A A V/R 04/25/33
TWIN 2018-1 V/R 09/12/50 /GBP/
UBS AG AUSTR V/R 07/30/25/AUD/
UBS AG NEW YORK 4.75% 08/09/24
UBS AG STAMFOR 3.625% 09/09/24
UBS GROUP AG V/R 04/14/21
UBS GROUP AG V/R 09/11/25
UMBS P#BH4101 3.5% 10/01/47
UMBS P#MA3521 4% 11/01/48
UMBS P#MA3536 4% 12/01/48
UMBS P#MA3664 4% 05/01/49
UMBS P#MA3774 3% 09/01/49
UMBS P#MA3937 3% 02/01/50
UMBS P#SD0251 4% 06/01/49
UMBS P#SD8006 4% 08/01/49
UMBS P#SD8012 4% 09/01/49
UNITED TECHNOLOGI V/R 08/16/21
UNITEDHEALTH GROU V/R 07/15/26
UPST 2019-1 A 3.45% 04/20/26
US CASH MGMT BILL ZCP 08/24/21
US CASH MGMT BILL ZCP 09/06/22
US CASH MGMT BILL ZCP 09/13/22
US CASH MGMT BILL ZCP 12/20/22
US CASH MGMT BILL ZCP 12/28/21
US T BILL ZCP 01/05/21
US T BILL ZCP 01/12/21
US T BILL ZCP 01/19/21
US T BILL ZCP 01/28/20
US T BILL ZCP 02/03/22
US T BILL ZCP 02/16/23
US T BILL ZCP 03/02/23
US T BILL ZCP 03/03/22
US T BILL ZCP 03/31/20
US T BILL ZCP 04/07/20
US T BILL ZCP 04/26/22
US T BILL ZCP 04/27/21
US T BILL ZCP 04/29/21
US T BILL ZCP 05/23/24
US T BILL ZCP 06/01/23
US T BILL ZCP 06/10/21
US T BILL ZCP 06/22/21
US T BILL ZCP 06/23/20
US T BILL ZCP 06/27/23
US T BILL ZCP 06/28/22
US T BILL ZCP 06/29/21
US T BILL ZCP 07/28/20
US T BILL ZCP 08/18/22
US T BILL ZCP 08/22/24
US T BILL ZCP 08/25/22
US T BILL ZCP 08/29/24
US T BILL ZCP 08/31/23
US T BILL ZCP 09/15/20
US T BILL ZCP 09/22/20
US T BILL ZCP 09/29/20
US T BILL ZCP 09/30/21
US T BILL ZCP 10/12/23
US T BILL ZCP 10/25/22
US T BILL ZCP 10/29/20
US T BILL ZCP 11/12/20
US T BILL ZCP 11/16/23
US T BILL ZCP 11/29/24
US T BILL ZCP 12/01/22
US T BILL ZCP 12/26/23
US T BILL ZCP 12/27/22
US TIPS 0.125% 04/15/25
US TIPS 0.125% 10/15/24
US TIPS 0.125% 10/15/25
US TIPS 0.375% 07/15/25
US TIPS 0.625% 01/15/26
US TIPS 0.625% 04/15/23
US TIPS 0.75% 07/15/28
US TIPS 2.125% 04/15/29
US TREAS BDS 0% 12/15/24
US TREAS NTS 0.125% 04/30/23
US TREAS NTS 0.375% 01/31/26
US TREAS NTS 0.625% 05/15/30
US TREAS NTS 0.75% 01/31/28
US TREAS NTS 0.75% 11/15/24
US TREAS NTS 1.5% 10/31/24
US TREAS NTS SE 0.25% 1/15/25
USAOT 2023-A A 5.83% 02/15/25
USBR 2017-1 A V/R 01/25/57
UTAH ACQUISITIO 3.15% 06/15/21
UTAH ACQUISITIO 3.75% 12/15/20
VALERO ENERGY COR V/R 09/15/23
VALET 2023-1 A2 5.5% 12/21/26
VENTR 2014-16A A V/R 01/15/28
VENTR 2014-17A A V/R 04/15/27
VENTR 2017-26A A V/R 01/20/29
VENTR 2019-36A A V/R 04/20/32
VERIZON COMM V/R 02/17/23/AUD/
VERIZON COMMUNI DISC 03/21/23
VERUS 2023-5 A1 V/R 06/25/68
VICTORIA POW V/R 08/23/24/AUD/
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME BCY VM CASH CCP CME BCY 0.00000000
VM CASH CCP CME WFS USD
VM CASH CCP ICE WFS USD VM CASH CCP ICE WFS USD 0.00000000
VM CASH CCP ICE WFS USD VM CASH CCP ICE WFS USD 0.00000000
VM CASH CCP ICE WFS USD VM CASH CCP ICE WFS USD 0.00000000
VM CASH CCP ICE WFS USD VM CASH CCP ICE WFS USD 0.00000000
VM CASH CCP ICE WFS USD VM CASH CCP ICE WFS USD 0.00000000
VM CASH CCP ICE WFS USD VM CASH CCP ICE WFS USD 0.00000000
VM CASH CCP ICE WFS USD VM CASH CCP ICE WFS USD 0.00000000
VM CASH CCP ICE WFS USD VM CASH CCP ICE WFS USD 0.00000000
VM CASH CCP ICE WFS USD VM CASH CCP ICE WFS USD 0.00000000
VM CASH FUT FOR WFS /CAD/ VM CASH FUT FOR WFS /CAD/ /XXWFS2CA5/ 0.00000000
VM CASH FUT FOR WFS /CAD/ VM CASH FUT FOR WFS /CAD/ /XXWFS2CA5/ 0.00000000
VM CASH FUT FOR WFS /CAD/ VM CASH FUT FOR WFS /CAD/ /XXWFS2CA5/ 0.00000000
VM CASH FUT FOR WFS /CAD/ VM CASH FUT FOR WFS /CAD/ /XXWFS2CA5/ 0.00000000
VMC 2019-FL3 A V/R 09/15/36
VMWARE INC 1% 08/15/24
VMWARE LLC 4.5% 05/15/25
VODAFONE GRO V/R 12/13/22/AUD/
VOLKSWAGEN F V/R 09/14/22/AUD/
VOLKSWAGEN GRO 3.875% 11/13/20
VOLKSWAGEN GROUP V/R 03/20/26
VOLKSWAGEN GROUP V/R 11/12/21
VOLKSWAGEN GROUP V/R 11/13/20
VOLKSWAGEN GROUP 2.9% 05/13/22
VOLT 2017-NPL9 A V/R 09/25/47
VOYA 2014-3A A1R V/R 07/25/26
VULCAN MATERIALS V/R 06/15/20
VW CR INC DISC 03/15/23
VW CREDIT 2.65% 06/27/22/CAD/
VW CREDIT INC DISC 03/01/24
VW CREDIT INC DISC 03/06/24
VW CREDIT INC DISC 03/07/23
VW CREDIT INC DISC 03/07/24
VW CREDIT INC DISC 06/03/22
VWALT 2023-A A2B V/R 01/20/26
VZMT 2024-1 A1B V/R 12/20/28
WALGREENS BOOTS 0% 10/03/23
WALGREENS BOOTS DISC 10/02/23
WAMU 2005-AR13 A V/R 10/25/45
WARNERMEDIA HO 3.428% 03/15/24 WARNERMEDIA HOLDINGS INC REGD SER WI 3.42800000
WARNERMEDIA HO 3.428% 03/15/24 WARNERMEDIA HOLDINGS INC REGD 144A P/P 3.42800000
WARNERMEDIA HOLDI V/R 03/15/24 WARNERMEDIA HOLDINGS INC REGD V/R SER WI 6.70056500
WARNERMEDIA HOLDI V/R 03/15/24 WARNERMEDIA HOLDINGS INC REGD V/R 144A P/P 6.20325700
WARW 1 A V/R 09/21/49 /GBP/
WELF 2015-1A AR4 V/R 07/20/29
WELLS FARGO & COM V/R 02/11/22
WELLS FARGO & COM V/R 02/11/26
WELLS FARGO & COM V/R 10/31/23
WELLS FARGO BANK V/R 05/27/22
WESTINGHOUSE AIR V/R 09/15/21
WFCM 2013-LC12 A V/R 06/15/23
WFCM 2017-HSDB A V/R 12/13/20
WFCM 2018-BXI A V/R 12/15/19
WFRBS 2012-C10 A V/R 09/15/22
WFRBS 2012-C7 AF V/R 06/15/45
WGL HOLDINGS INC V/R 03/12/20
WINDR 2012-1A AR V/R 01/15/26
WINDR 2019-3A AR V/R 04/15/31
WOART 2022-C A 3.73% 08/15/24
WOART 2023-A A2B V/R 12/15/24
WOART 2023-B A 5.25% 02/18/25
WOART 2023-D A 5.91% 09/15/25
WOODSIDE FINANC 3.65% 03/05/25
WOODSIDE FINANCE 4.6% 05/10/21
XAN 2020-RSO9 A V/R 03/15/23
ZF NA CAPITAL 4% 04/29/20
ZIMMER BIOMET HOL V/R 03/19/21