ETF constituents for JPIE

Below, a list of constituents for JPIE (JPMorgan Income ETF) is shown. In total, JPIE consists of 298 securities.

Note: The data shown here is as of date 11/12/2021 (the latest that can be sourced directly from the fund provider).

Click here to go back to the full list of ETFs.

Join the Alphalerts Newsletter

Lot's of cool shit - financial research, unusual stock/option/crypto picks,
tutorials on how to build a fintech SaaS, free data and feature updates.



Ticker Security Description Security Type Shares/Par Market Value (USD) Country Currency Coupon Maturity Date Effective Date Contract Size Strike Price % of Market Value % of Net Assets
nan JPMORGAN PRIME VAR 12/49 MONEY MARKET 17754117.0 17761219.06 United States USD 0.0 nan 06/23/2017 nan 0.0 16.72% 16.62%
G2 GNMA II MORTPASS 3% 11/51 GNMA II 5000000.0 5210642.3 United States USD 3.0 11/20/2051 11/01/2021 nan 0.0 4.91% 4.87%
JNK SPDR BLOOMBERG HIGH EXCHANGE TRADED FUND 36846.0 3999264.84 United States USD 0.0 nan nan nan 0.0 3.76% 3.74%
STACR FREDDIE MAC FLT 08/33 CMO/REMIC 2000000.0 2022341.8 United States USD 2.29867 08/25/2033 02/23/2021 nan 0.0 1.9% 1.89%
CAS CONNECTICUT FLT 10/41 CMO/REMIC 2000000.0 1997490.0 United States USD 6.05 10/25/2041 10/27/2021 nan 0.0 1.88% 1.87%
HONK DRIVEN 2.791% 10/51 ASSET BACKED 2000000.0 1979452.0 United States USD 2.791 10/20/2051 09/29/2021 nan 0.0 1.86% 1.85%
DTAOT DT AUTO OWNER 1.99% 09/27 ASSET BACKED 1929000.0 1922576.82 United States USD 1.99 09/15/2027 11/10/2021 nan 0.0 1.81% 1.8%
CAS FANNIE MAE FLT 11/29 CMO/REMIC 1500000.0 1649854.2 United States USD 5.13925 11/25/2029 05/31/2017 nan 0.0 1.55% 1.54%
DTAOT DT AUTO OWNER 3.34% 07/28 ASSET BACKED 1600000.0 1591651.2 United States USD 3.34 07/17/2028 11/10/2021 nan 0.0 1.5% 1.49%
JPMCC JP MORGAN CHASE VAR 12/46 COMMERCIAL MORTGAGE BACKED SECURITIES 1500000.0 1540335.0 United States USD 5.00673 12/15/2046 11/01/2013 nan 0.0 1.45% 1.44%
CAS CONNECTICUT FLT 07/31 CMO/REMIC 1500000.0 1536166.95 United States USD 4.43925 07/25/2031 02/13/2019 nan 0.0 1.45% 1.44%
DIN APPLEBEE'S 4.194% 06/49 ASSET BACKED 1485000.0 1498278.87 United States USD 4.194 06/05/2049 06/05/2019 nan 0.0 1.41% 1.4%
UPST UPSTART 3.61% 06/31 ASSET BACKED 1500000.0 1493822.55 United States USD 3.61 06/20/2031 05/11/2021 nan 0.0 1.41% 1.4%
MSBAM MORGAN STANLEY VAR 04/47 COMMERCIAL MORTGAGE BACKED SECURITIES 1337000.0 1368544.78 United States USD 4.89822 04/15/2047 04/01/2014 nan 0.0 1.29% 1.28%
CAS FANNIE MAE FLT 07/29 CMO/REMIC 1000000.0 1102631.0 United States USD 5.83925 07/25/2029 01/26/2017 nan 0.0 1.04% 1.03%
CAS FANNIE MAE FLT 09/29 CMO/REMIC 1000000.0 1100234.7 United States USD 5.58925 09/25/2029 03/22/2017 nan 0.0 1.04% 1.03%
UPST UPSTART 6.25% 11/30 ASSET BACKED 1000000.0 1063965.6 United States USD 6.25 11/20/2030 10/08/2020 nan 0.0 1.0% 1.0%
FREED FREED ABS 4.37% 03/27 ASSET BACKED 1000000.0 1016992.7 United States USD 4.37 03/18/2027 01/30/2020 nan 0.0 0.96% 0.95%
FHMS FREDDIE MAC VAR 02/49 COMMERCIAL MORTGAGE BACKED SECURITIES 5000000.0 1001008.5 United States USD 2.62015 02/25/2049 02/01/2021 nan 0.0 0.94% 0.94%
SRLN SPDR BLACKSTONE SENIOR EXCHANGE TRADED FUND 21800.0 1000402.0 United States USD 0.0 nan nan nan 0.0 0.94% 0.94%
GCAR GLS AUTO 3.2% 10/28 ASSET BACKED 1000000.0 992515.4 United States USD 3.2 10/16/2028 09/20/2021 nan 0.0 0.93% 0.93%
DTAOT DT AUTO OWNER 4.46% 05/26 ASSET BACKED 750000.0 780783.98 United States USD 4.46 05/15/2026 05/14/2019 nan 0.0 0.74% 0.73%
FHMS FREDDIE MAC VAR 06/49 COMMERCIAL MORTGAGE BACKED SECURITIES 4500000.0 761936.4 United States USD 2.95453 06/25/2049 06/01/2021 nan 0.0 0.72% 0.71%
BX BX COMMERCIAL VAR 03/44 COMMERCIAL MORTGAGE BACKED SECURITIES 750000.0 760123.73 United States USD 3.66704 03/11/2044 05/01/2020 nan 0.0 0.72% 0.71%
FHMS FREDDIE MAC VAR 04/28 COMMERCIAL MORTGAGE BACKED SECURITIES 5000000.0 732958.0 United States USD 2.59543 04/25/2028 05/01/2021 nan 0.0 0.69% 0.69%
ME ME FUNDING 6.448% 07/49 ASSET BACKED 588000.0 618954.08 United States USD 6.448 07/30/2049 06/18/2019 nan 0.0 0.58% 0.58%
GNR GOVERNMENT VAR 02/63 COMMERCIAL MORTGAGE BACKED SECURITIES 6972287.0 615963.21 United States USD 1.00501 02/16/2063 07/01/2021 nan 0.0 0.58% 0.58%
GNR GOVERNMENT VAR 11/60 COMMERCIAL MORTGAGE BACKED SECURITIES 6879432.0 558898.83 United States USD 0.91354 11/16/2060 12/01/2020 nan 0.0 0.53% 0.52%
GNR GNMA 2021-188 IJ 3% 10/51 INTEREST ONLY (IO) 3500000.0 505210.3 United States USD 3.0 10/20/2051 10/01/2021 nan 0.0 0.48% 0.47%
GNR GOVERNMENT VAR 11/63 COMMERCIAL MORTGAGE BACKED SECURITIES 6027257.0 502430.41 United States USD 0.87834 11/16/2063 06/01/2021 nan 0.0 0.47% 0.47%
FREMF FREMF ZERO 06/29 COMMERCIAL MORTGAGE BACKED SECURITIES 790000.0 498469.54 United States USD 0.0 06/25/2029 07/01/2019 nan 0.0 0.47% 0.47%
GNR GOVERNMENT VAR 05/62 COMMERCIAL MORTGAGE BACKED SECURITIES 6524562.0 497830.65 United States USD 0.84699 05/16/2062 07/01/2020 nan 0.0 0.47% 0.47%
F FORD MOTOR 4.125% 08/27 CORPORATE BONDS 465000.0 494667.0 United States USD 4.125 08/17/2027 08/17/2020 nan 0.0 0.47% 0.46%
DISH DISH DBS 5.875% 11/24 CORPORATE BONDS 455000.0 468431.6 United States USD 5.875 11/15/2024 11/20/2014 nan 0.0 0.44% 0.44%
CHTR CCO HOLDINGS 5% 02/28 CORPORATE BONDS 405000.0 421086.6 United States USD 5.0 02/01/2028 08/08/2017 nan 0.0 0.4% 0.39%
BHCCN BAUSCH 9.25% 04/26 CORPORATE BONDS 395000.0 418700.0 United States USD 9.25 04/01/2026 03/26/2018 nan 0.0 0.39% 0.39%
CHTR CCO 5.375% 06/29 CORPORATE BONDS 390000.0 418275.0 United States USD 5.375 06/01/2029 05/23/2019 nan 0.0 0.39% 0.39%
GNR GNMA 2021-117 FLT 07/51 INTEREST ONLY (IO) 2083263.0 405516.68 United States USD 6.21437 07/20/2051 07/20/2021 nan 0.0 0.38% 0.38%
CAFL COREVEST VAR 06/52 ASSET BACKED 350000.0 374893.26 United States USD 5.1857 06/15/2052 07/01/2019 nan 0.0 0.35% 0.35%
CAFL COREVEST VAR 10/52 ASSET BACKED 350000.0 366691.85 United States USD 4.7498 10/15/2052 11/01/2019 nan 0.0 0.35% 0.34%
CHTR CCO HOLDINGS 4.75% 03/30 CORPORATE BONDS 340000.0 353050.9 United States USD 4.75 03/01/2030 10/01/2019 nan 0.0 0.33% 0.33%
S SPRINT 8.75% 03/32 CORPORATE BONDS 235000.0 352793.75 United States USD 8.75 03/15/2032 03/14/2002 nan 0.0 0.33% 0.33%
ACI ALBERTSONS 4.625% 01/27 CORPORATE BONDS 335000.0 352168.75 United States USD 4.625 01/15/2027 11/22/2019 nan 0.0 0.33% 0.33%
CNC CENTENE 4.625% 12/29 CORPORATE BONDS 325000.0 351812.5 United States USD 4.625 12/15/2029 12/06/2019 nan 0.0 0.33% 0.33%
HCA HCA INC 5.875% 02/29 CORPORATE BONDS 295000.0 351418.75 United States USD 5.875 02/01/2029 01/30/2019 nan 0.0 0.33% 0.33%
LUMN LUMEN 4% 02/27 CORPORATE BONDS 345000.0 348881.25 United States USD 4.0 02/15/2027 01/24/2020 nan 0.0 0.33% 0.33%
THC TENET 5.125% 11/27 CORPORATE BONDS 335000.0 348818.75 United States USD 5.125 11/01/2027 08/26/2019 nan 0.0 0.33% 0.33%
S SPRINT CORP 7.625% 03/26 CORPORATE BONDS 290000.0 348371.2 United States USD 7.625 03/01/2026 02/22/2018 nan 0.0 0.33% 0.33%
HCA HCA INC 5.875% 02/26 CORPORATE BONDS 305000.0 345412.5 United States USD 5.875 02/15/2026 11/13/2015 nan 0.0 0.33% 0.32%
THC TENET 4.625% 06/28 CORPORATE BONDS 335000.0 344212.5 United States USD 4.625 06/15/2028 06/16/2020 nan 0.0 0.32% 0.32%
CAFL COREVEST 5.488702% 03/52 ASSET BACKED 300000.0 326200.35 United States USD 5.4887 03/15/2052 04/01/2019 nan 0.0 0.31% 0.31%
ACAFP CREDIT AGRICOLE SA VAR CORPORATE BONDS 250000.0 298925.0 France USD 8.125 12/31/2164 01/19/2016 nan 0.0 0.28% 0.28%
ST SENSATA 3.75% 02/31 CORPORATE BONDS 285000.0 283575.0 United States USD 3.75 02/15/2031 08/17/2020 nan 0.0 0.27% 0.27%
F FORD MOTOR 3.375% 11/25 CORPORATE BONDS 275000.0 282909.0 United States USD 3.375 11/13/2025 11/13/2020 nan 0.0 0.27% 0.26%
NXST NEXSTAR 4.75% 11/28 CORPORATE BONDS 275000.0 282903.5 United States USD 4.75 11/01/2028 09/25/2020 nan 0.0 0.27% 0.26%
NCX NOVA 5.25% 06/27 CORPORATE BONDS 265000.0 282415.8 Canada USD 5.25 06/01/2027 06/09/2017 nan 0.0 0.27% 0.26%
SIRI SIRIUS XM RADIO 4% 07/28 CORPORATE BONDS 280000.0 282322.6 United States USD 4.0 07/15/2028 06/21/2021 nan 0.0 0.27% 0.26%
LVLT LEVEL 3 4.625% 09/27 CORPORATE BONDS 275000.0 282218.75 United States USD 4.625 09/15/2027 09/25/2019 nan 0.0 0.27% 0.26%
IHRT IHEARTCOMMUNI 5.25% 08/27 CORPORATE BONDS 275000.0 281847.5 United States USD 5.25 08/15/2027 08/07/2019 nan 0.0 0.27% 0.26%
ALSN ALLISON 5.875% 06/29 CORPORATE BONDS 260000.0 281710.0 United States USD 5.875 06/01/2029 03/29/2019 nan 0.0 0.27% 0.26%
POST POST HOLDINGS 5.5% 12/29 CORPORATE BONDS 265000.0 280900.0 United States USD 5.5 12/15/2029 07/03/2019 nan 0.0 0.26% 0.26%
VICI VICI 4.25% 12/26 CORPORATE BONDS 270000.0 280881.0 United States USD 4.25 12/01/2026 11/26/2019 nan 0.0 0.26% 0.26%
TMUS T-MOBILE USA 4.75% 02/28 CORPORATE BONDS 265000.0 278893.95 United States USD 4.75 02/01/2028 01/25/2018 nan 0.0 0.26% 0.26%
BHCCN BAUSCH HEALTH 8.5% 01/27 CORPORATE BONDS 265000.0 278586.55 United States USD 8.5 01/31/2027 06/01/2018 nan 0.0 0.26% 0.26%
URI UNITED 4.875% 01/28 CORPORATE BONDS 265000.0 278483.2 United States USD 4.875 01/15/2028 08/11/2017 nan 0.0 0.26% 0.26%
NFLX NETFLIX INC 5.875% 11/28 CORPORATE BONDS 230000.0 278247.1 United States USD 5.875 11/15/2028 04/26/2018 nan 0.0 0.26% 0.26%
CSCHLD CSC HOLDINGS 6.5% 02/29 CORPORATE BONDS 260000.0 277875.0 United States USD 6.5 02/01/2029 01/31/2019 nan 0.0 0.26% 0.26%
CCO CLEAR 5.125% 08/27 CORPORATE BONDS 270000.0 277578.9 United States USD 5.125 08/15/2027 08/23/2019 nan 0.0 0.26% 0.26%
PETM PETSMART INC 4.75% 02/28 CORPORATE BONDS 270000.0 276372.0 United States USD 4.75 02/15/2028 02/12/2021 nan 0.0 0.26% 0.26%
NAB NATIONAL VAR 08/34 CORPORATE BONDS 250000.0 266872.36 Australia USD 3.933 08/02/2034 08/02/2019 nan 0.0 0.25% 0.25%
TRIVIU TRIVIUM 8.5% 08/27 CORPORATE BONDS 250000.0 262631.25 Netherlands USD 8.5 08/15/2027 08/02/2019 nan 0.0 0.25% 0.25%
CHEPDE CHEPLAPHARM 5.5% 01/28 CORPORATE BONDS 250000.0 256250.0 Germany USD 5.5 01/15/2028 10/15/2020 nan 0.0 0.24% 0.24%
WFC WELLS FARGO & CO VAR CORPORATE BONDS 250000.0 255375.0 United States USD 3.9 12/31/2164 01/26/2021 nan 0.0 0.24% 0.24%
BAC BANK OF VAR 04/27 CORPORATE BONDS 225000.0 241370.37 United States USD 3.559 04/23/2027 04/23/2019 nan 0.0 0.23% 0.23%
SFRFP ALTICE 5.125% 07/29 CORPORATE BONDS 250000.0 240000.0 France USD 5.125 07/15/2029 04/27/2021 nan 0.0 0.23% 0.22%
PEMEX PETROLEOS 7.69% 01/50 SOVEREIGN DEBT 250000.0 235312.5 Mexico USD 7.69 01/23/2050 07/23/2020 nan 0.0 0.22% 0.22%
NDASS NORDEA BANK VAR 12/99 CORPORATE BONDS 200000.0 227750.0 Finland USD 6.625 12/31/2164 03/26/2019 nan 0.0 0.21% 0.21%
LLOYDS LLOYDS BANKING GROUP VAR CORPORATE BONDS 200000.0 226680.03 United Kingdom USD 7.5 12/31/2164 10/10/2018 nan 0.0 0.21% 0.21%
UBS UBS GROUP AG VAR CORPORATE BONDS 200000.0 225000.0 Switzerland USD 6.875 12/31/2164 08/07/2015 nan 0.0 0.21% 0.21%
PARGUY PARAGUAY 5.4% 03/50 SOVEREIGN DEBT 200000.0 224975.0 Paraguay USD 5.4 03/30/2050 02/07/2019 nan 0.0 0.21% 0.21%
GS GOLDMAN SACHS VAR 10/27 CORPORATE BONDS 225000.0 224349.23 United States USD 1.948 10/21/2027 10/21/2021 nan 0.0 0.21% 0.21%
GNR GNMA 2021-107 XI 3% 06/51 INTEREST ONLY (IO) 1829863.0 223211.64 United States USD 3.0 06/20/2051 06/01/2021 nan 0.0 0.21% 0.21%
C CITIGROUP INC VAR 06/27 CORPORATE BONDS 225000.0 221016.02 United States USD 1.462 06/09/2027 06/09/2021 nan 0.0 0.21% 0.21%
MS MORGAN STANLEY VAR 07/27 CORPORATE BONDS 225000.0 220943.49 United States USD 1.512 07/20/2027 07/20/2021 nan 0.0 0.21% 0.21%
NWG NATWEST GROUP PLC VAR CORPORATE BONDS 200000.0 220246.0 United Kingdom USD 6.0 12/31/2164 06/29/2020 nan 0.0 0.21% 0.21%
KENINT REPUBLIC OF 8% 05/32 SOVEREIGN DEBT 200000.0 218250.0 Kenya USD 8.0 05/22/2032 05/22/2019 nan 0.0 0.21% 0.2%
INTNED ING GROEP NV VAR CORPORATE BONDS 200000.0 217000.0 Netherlands USD 6.75 12/31/2164 02/26/2019 nan 0.0 0.2% 0.2%
SFRFP ALTICE 10.5% 05/27 CORPORATE BONDS 200000.0 216750.0 France USD 10.5 05/15/2027 11/15/2019 nan 0.0 0.2% 0.2%
SANTAN BANCO SANTANDER SA VAR CORPORATE BONDS 200000.0 216000.0 Spain USD 7.5 12/31/2164 02/08/2019 nan 0.0 0.2% 0.2%
CS CREDIT SUISSE VAR 12/49 CORPORATE BONDS 200000.0 214500.0 Switzerland USD 6.25 12/31/2164 06/18/2014 nan 0.0 0.2% 0.2%
NGLS TARGA RESOURCES 4% 01/32 CORPORATE BONDS 205000.0 213828.88 United States USD 4.0 01/15/2032 02/02/2021 nan 0.0 0.2% 0.2%
ENR ENERGIZER 4.375% 03/29 CORPORATE BONDS 220000.0 212850.0 United States USD 4.375 03/31/2029 09/30/2020 nan 0.0 0.2% 0.2%
GT GOODYEAR TIRE & 5% 07/29 CORPORATE BONDS 200000.0 212750.0 United States USD 5.0 07/15/2029 05/18/2021 nan 0.0 0.2% 0.2%
HLT HILTON 4.875% 04/27 CORPORATE BONDS 205000.0 211918.75 United States USD 4.875 04/01/2027 03/16/2017 nan 0.0 0.2% 0.2%
IM IMOLA MERGER 4.75% 05/29 CORPORATE BONDS 205000.0 211578.45 United States USD 4.75 05/15/2029 04/22/2021 nan 0.0 0.2% 0.2%
SIX SIX FLAGS 4.875% 07/24 CORPORATE BONDS 210000.0 211540.35 United States USD 4.875 07/31/2024 06/16/2016 nan 0.0 0.2% 0.2%
LW LAMB WESTON 4.125% 01/30 CORPORATE BONDS 210000.0 211428.0 United States USD 4.125 01/31/2030 11/08/2021 nan 0.0 0.2% 0.2%
IVYCST REPUBLIC OF 6.125% 06/33 SOVEREIGN DEBT 200000.0 211287.5 Ci USD 6.125 06/15/2033 06/15/2017 nan 0.0 0.2% 0.2%
CYH CHS/COMMUNITY 8% 03/26 CORPORATE BONDS 200000.0 210750.0 United States USD 8.0 03/15/2026 03/06/2019 nan 0.0 0.2% 0.2%
BMCAUS STANDARD 4.75% 01/28 CORPORATE BONDS 205000.0 210678.5 United States USD 4.75 01/15/2028 12/18/2017 nan 0.0 0.2% 0.2%
BWY MAUSER 5.5% 04/24 CORPORATE BONDS 210000.0 210619.5 United States USD 5.5 04/15/2024 04/03/2017 nan 0.0 0.2% 0.2%
OXY OCCIDENTAL 8.875% 07/30 CORPORATE BONDS 155000.0 210412.5 United States USD 8.875 07/15/2030 07/13/2020 nan 0.0 0.2% 0.2%
DVA DAVITA INC 3.75% 02/31 CORPORATE BONDS 220000.0 210375.0 United States USD 3.75 02/15/2031 08/11/2020 nan 0.0 0.2% 0.2%
CAR AVIS BUDGET 5.375% 03/29 CORPORATE BONDS 200000.0 210216.0 United States USD 5.375 03/01/2029 03/01/2021 nan 0.0 0.2% 0.2%
NCR NCR CORP 5.125% 04/29 CORPORATE BONDS 205000.0 209937.43 United States USD 5.125 04/15/2029 04/06/2021 nan 0.0 0.2% 0.2%
COMM COMMSCOPE INC 6% 03/26 CORPORATE BONDS 205000.0 209612.5 United States USD 6.0 03/01/2026 02/19/2019 nan 0.0 0.2% 0.2%
REYNOL PACTIV 4% 10/27 CORPORATE BONDS 215000.0 209597.05 United States USD 4.0 10/15/2027 10/01/2020 nan 0.0 0.2% 0.2%
FYBR FRONTIER 5.875% 10/27 CORPORATE BONDS 200000.0 209362.0 United States USD 5.875 10/15/2027 10/08/2020 nan 0.0 0.2% 0.2%
ESKOM ESKOM 7.125% 02/25 SOVEREIGN DEBT 200000.0 209225.0 South Africa USD 7.125 02/11/2025 02/11/2015 nan 0.0 0.2% 0.2%
NGLS TARGA 6.5% 07/27 CORPORATE BONDS 195000.0 209137.5 United States USD 6.5 07/15/2027 01/17/2019 nan 0.0 0.2% 0.2%
LYV LIVE NATION 4.75% 10/27 CORPORATE BONDS 205000.0 209100.0 United States USD 4.75 10/15/2027 10/17/2019 nan 0.0 0.2% 0.2%
AXL AMERICAN AXLE 6.5% 04/27 CORPORATE BONDS 200000.0 208850.0 United States USD 6.5 04/01/2027 10/01/2017 nan 0.0 0.2% 0.2%
VST VISTRA 5% 07/27 CORPORATE BONDS 205000.0 208792.5 United States USD 5.0 07/31/2027 06/21/2019 nan 0.0 0.2% 0.2%
IT GARTNER INC 4.5% 07/28 CORPORATE BONDS 200000.0 208636.0 United States USD 4.5 07/01/2028 06/22/2020 nan 0.0 0.2% 0.2%
OXY OCCIDENTAL 3.4% 04/26 CORPORATE BONDS 205000.0 208587.5 United States USD 3.4 04/15/2026 04/04/2016 nan 0.0 0.2% 0.2%
LYV LIVE NATION 6.5% 05/27 CORPORATE BONDS 190000.0 208525.0 United States USD 6.5 05/15/2027 05/20/2020 nan 0.0 0.2% 0.2%
SMG SCOTTS 4.5% 10/29 CORPORATE BONDS 200000.0 208390.0 United States USD 4.5 10/15/2029 10/22/2019 nan 0.0 0.2% 0.19%
MEDIND MOZART DEBT 3.875% 04/29 CORPORATE BONDS 210000.0 208131.0 United States USD 3.875 04/01/2029 10/15/2021 nan 0.0 0.2% 0.19%
SIRI SIRIUS XM RADIO 5% 08/27 CORPORATE BONDS 200000.0 208022.0 United States USD 5.0 08/01/2027 07/05/2017 nan 0.0 0.2% 0.19%
AXTA AXALTA 4.75% 06/27 CORPORATE BONDS 200000.0 207690.0 Supranational USD 4.75 06/15/2027 06/15/2020 nan 0.0 0.2% 0.19%
SPB SPECTRUM BRANDS 5% 10/29 CORPORATE BONDS 195000.0 207675.0 United States USD 5.0 10/01/2029 09/24/2019 nan 0.0 0.2% 0.19%
IQV IQVIA INC 5% 05/27 CORPORATE BONDS 200000.0 207500.0 United States USD 5.0 05/15/2027 05/10/2019 nan 0.0 0.2% 0.19%
F FORD MOTOR 3.664% 09/24 CORPORATE BONDS 200000.0 207466.0 United States USD 3.664 09/08/2024 09/08/2014 nan 0.0 0.2% 0.19%
BA BOEING CO/THE 3.2% 03/29 CORPORATE BONDS 200000.0 207055.56 United States USD 3.2 03/01/2029 02/15/2019 nan 0.0 0.19% 0.19%
TRIVIU TRIVIUM 5.5% 08/26 CORPORATE BONDS 200000.0 207000.0 Netherlands USD 5.5 08/15/2026 08/02/2019 nan 0.0 0.19% 0.19%
OGN ORGANON & 4.125% 04/28 CORPORATE BONDS 205000.0 206873.7 United States USD 4.125 04/30/2028 04/22/2021 nan 0.0 0.19% 0.19%
WYNFIN WYNN 5.125% 10/29 CORPORATE BONDS 205000.0 206244.12 United States USD 5.125 10/01/2029 09/20/2019 nan 0.0 0.19% 0.19%
RAD RITE AID CORP 8% 11/26 CORPORATE BONDS 205000.0 206025.0 United States USD 8.0 11/15/2026 07/27/2020 nan 0.0 0.19% 0.19%
EGUATE ENERGUATE 5.875% 05/27 CORPORATE BONDS 200000.0 205810.0 Cayman Islands USD 5.875 05/03/2027 05/03/2017 nan 0.0 0.19% 0.19%
COSICE INSTITUTO 6.75% 10/31 SOVEREIGN DEBT 200000.0 205287.5 Costa Rica USD 6.75 10/07/2031 10/07/2021 nan 0.0 0.19% 0.19%
JORDAN HASHEMITE 5.85% 07/30 SOVEREIGN DEBT 200000.0 205250.0 Jordan USD 5.85 07/07/2030 07/07/2020 nan 0.0 0.19% 0.19%
JAZZ JAZZ 4.375% 01/29 CORPORATE BONDS 200000.0 205250.0 Ireland USD 4.375 01/15/2029 04/29/2021 nan 0.0 0.19% 0.19%
SCHW CHARLES SCHWAB VAR CORPORATE BONDS 200000.0 205125.0 United States USD 4.0 12/31/2164 03/18/2021 nan 0.0 0.19% 0.19%
BAKIDE BRASKEM 6.99% 02/32 CORPORATE BONDS 200000.0 204750.0 Mexico USD 6.99 02/20/2032 10/20/2021 nan 0.0 0.19% 0.19%
RWANDA REPUBLIC OF 5.5% 08/31 SOVEREIGN DEBT 200000.0 204287.5 Rwanda USD 5.5 08/09/2031 08/09/2021 nan 0.0 0.19% 0.19%
SOCGEN SOCIETE GENERALE SA VAR CORPORATE BONDS 200000.0 203920.0 France USD 4.75 12/31/2164 05/26/2021 nan 0.0 0.19% 0.19%
NGERIA FEDERAL 6.5% 11/27 SOVEREIGN DEBT 200000.0 202350.0 Nigeria USD 6.5 11/28/2027 11/28/2017 nan 0.0 0.19% 0.19%
ISPIM INTESA 4.198% 06/32 CORPORATE BONDS 200000.0 202347.83 Italy USD 4.198 06/01/2032 06/01/2021 nan 0.0 0.19% 0.19%
ANGOL REPUBLIC OF 8% 11/29 SOVEREIGN DEBT 200000.0 201162.5 Aoa USD 8.0 11/26/2029 11/26/2019 nan 0.0 0.19% 0.19%
ARGID ARDAGH 5.25% 08/27 CORPORATE BONDS 200000.0 201134.0 Supranational USD 5.25 08/15/2027 08/12/2019 nan 0.0 0.19% 0.19%
BHCCN BAUSCH 5.25% 01/30 CORPORATE BONDS 230000.0 200675.0 Canada USD 5.25 01/30/2030 12/30/2019 nan 0.0 0.19% 0.19%
SENEGL REPUBLIC OF 6.75% 03/48 SOVEREIGN DEBT 200000.0 200350.0 Ci USD 6.75 03/13/2048 03/13/2018 nan 0.0 0.19% 0.19%
HSBC HSBC HOLDINGS PLC VAR CORPORATE BONDS 200000.0 199564.0 United Kingdom USD 4.6 12/31/2164 12/17/2020 nan 0.0 0.19% 0.19%
UKRAIN UKRAINE 6.876% 05/29 SOVEREIGN DEBT 200000.0 199000.0 Ukraine USD 6.876 05/21/2029 04/30/2021 nan 0.0 0.19% 0.19%
BHRAIN KINGDOM OF 5.45% 09/32 SOVEREIGN DEBT 200000.0 197750.0 Bahrain USD 5.45 09/16/2032 09/16/2020 nan 0.0 0.19% 0.19%
PKSTAN ISLAMIC 6% 04/26 SOVEREIGN DEBT 200000.0 197522.0 Pakistan USD 6.0 04/08/2026 04/08/2021 nan 0.0 0.19% 0.18%
UCGIM UNICREDIT SPA VAR 06/27 CORPORATE BONDS 200000.0 196495.03 Italy USD 1.982 06/03/2027 06/03/2021 nan 0.0 0.18% 0.18%
NGERIA FEDERAL 8.25% 09/51 SOVEREIGN DEBT 200000.0 196250.0 Nigeria USD 8.25 09/28/2051 09/28/2021 nan 0.0 0.18% 0.18%
SIGHCO SIGMA 7.875% 05/26 CORPORATE BONDS 200000.0 196006.0 Netherlands USD 7.875 05/15/2026 05/09/2018 nan 0.0 0.18% 0.18%
MEDCIJ MEDCO BELL 6.375% 01/27 CORPORATE BONDS 200000.0 195750.0 Singapore USD 6.375 01/30/2027 01/30/2020 nan 0.0 0.18% 0.18%
OMAN OMAN 6.5% 03/47 SOVEREIGN DEBT 200000.0 195725.0 Oman USD 6.5 03/08/2047 03/08/2017 nan 0.0 0.18% 0.18%
EFIRME ELECTRICIDAD 4.9% 11/26 CORPORATE BONDS 200000.0 195220.0 Mexico USD 4.9 11/20/2026 09/20/2021 nan 0.0 0.18% 0.18%
IRAQ REPUBLIC OF 5.8% 01/28 SOVEREIGN DEBT 203125.0 195101.56 Iraq USD 5.8 01/15/2028 01/01/2006 nan 0.0 0.18% 0.18%
GNFPSO GUARA NORTE 5.198% 06/34 CORPORATE BONDS 196458.0 192479.73 Luxembourg USD 5.198 06/15/2034 02/11/2021 nan 0.0 0.18% 0.18%
MONGOL GOVERNMENT 4.45% 07/31 SOVEREIGN DEBT 200000.0 192022.0 Mongolia USD 4.45 07/07/2031 07/07/2021 nan 0.0 0.18% 0.18%
TURKEY REPUBLIC OF 4.25% 04/26 SOVEREIGN DEBT 200000.0 190725.0 Turkey USD 4.25 04/14/2026 04/14/2015 nan 0.0 0.18% 0.18%
TERMOC TERMOCANDELA 7.875% 01/29 CORPORATE BONDS 185000.0 189312.81 Cayman Islands USD 7.875 01/30/2029 01/30/2019 nan 0.0 0.18% 0.18%
EGYPT ARAB 7.0529% 01/32 SOVEREIGN DEBT 200000.0 189000.0 Egypt USD 7.0529 01/15/2032 11/20/2019 nan 0.0 0.18% 0.18%
EPC EDGEWELL 5.5% 06/28 CORPORATE BONDS 175000.0 183462.13 United States USD 5.5 06/01/2028 05/22/2020 nan 0.0 0.17% 0.17%
TSE TRINSEO 5.125% 04/29 CORPORATE BONDS 180000.0 181036.8 Luxembourg USD 5.125 04/01/2029 03/24/2021 nan 0.0 0.17% 0.17%
WCC WESCO 7.125% 06/25 CORPORATE BONDS 170000.0 180922.5 United States USD 7.125 06/15/2025 06/12/2020 nan 0.0 0.17% 0.17%
EGYPT ARAB 7.903% 02/48 SOVEREIGN DEBT 200000.0 179250.0 Egypt USD 7.903 02/21/2048 02/21/2018 nan 0.0 0.17% 0.17%
GHANA REPUBLIC OF 6.375% 02/27 SOVEREIGN DEBT 200000.0 178500.0 Ghana USD 6.375 02/11/2027 02/11/2020 nan 0.0 0.17% 0.17%
FHMS FREDDIE MAC VAR 09/44 COMMERCIAL MORTGAGE BACKED SECURITIES 1575428.0 169740.39 United States USD 2.11316 09/25/2044 09/01/2017 nan 0.0 0.16% 0.16%
MADIAQ MADISON IAQ 4.125% 06/28 CORPORATE BONDS 170000.0 168906.9 United States USD 4.125 06/30/2028 06/21/2021 nan 0.0 0.16% 0.16%
PERLNG PERU LNG 5.375% 03/30 CORPORATE BONDS 200000.0 168400.0 Peru USD 5.375 03/22/2030 03/22/2018 nan 0.0 0.16% 0.16%
RHP RHP HOTEL 4.75% 10/27 CORPORATE BONDS 165000.0 168300.0 United States USD 4.75 10/15/2027 04/15/2020 nan 0.0 0.16% 0.16%
SPLS STAPLES INC 7.5% 04/26 CORPORATE BONDS 165000.0 167542.65 United States USD 7.5 04/15/2026 04/16/2019 nan 0.0 0.16% 0.16%
POWSOL CLARIOS 6.25% 05/26 CORPORATE BONDS 160000.0 167400.0 Supranational USD 6.25 05/15/2026 04/01/2019 nan 0.0 0.16% 0.16%
SHIMAO SHIMAO GROUP 5.6% 07/26 CORPORATE BONDS 200000.0 166040.0 Cayman Islands USD 5.6 07/15/2026 07/15/2019 nan 0.0 0.16% 0.16%
GHANA REPUBLIC OF 8.75% 03/61 SOVEREIGN DEBT 200000.0 166000.0 Ghana USD 8.75 03/11/2061 02/11/2020 nan 0.0 0.16% 0.16%
GNR GOVERNMENT VAR 08/63 COMMERCIAL MORTGAGE BACKED SECURITIES 1785603.0 163019.49 United States USD 1.16244 08/16/2063 04/01/2021 nan 0.0 0.15% 0.15%
GNR GOVERNMENT VAR 11/63 COMMERCIAL MORTGAGE BACKED SECURITIES 1600000.0 159292.32 United States USD 1.14873 11/16/2063 10/01/2021 nan 0.0 0.15% 0.15%
GNR GNMA 2021-78 IB 3% 05/51 INTEREST ONLY (IO) 1306134.0 156441.53 United States USD 3.0 05/20/2051 05/01/2021 nan 0.0 0.15% 0.15%
AER AERCAP 3.85% 10/41 CORPORATE BONDS 150000.0 155590.01 Ireland USD 3.85 10/29/2041 10/29/2021 nan 0.0 0.15% 0.15%
HCA HCA INC 4.125% 06/29 CORPORATE BONDS 140000.0 154566.54 United States USD 4.125 06/15/2029 06/12/2019 nan 0.0 0.15% 0.14%
DOMREP DOMINICAN 5.3% 01/41 SOVEREIGN DEBT 150000.0 148078.13 Dominican Republic USD 5.3 01/21/2041 01/21/2021 nan 0.0 0.14% 0.14%
BPLN BP CAPITAL MARKETS VAR CORPORATE BONDS 140000.0 147938.0 United Kingdom USD 4.375 12/31/2164 06/22/2020 nan 0.0 0.14% 0.14%
C CITIGROUP INC VAR CORPORATE BONDS 145000.0 147204.0 United States USD 4.0 12/31/2164 12/10/2020 nan 0.0 0.14% 0.14%
DOMREP DOMINICAN 5.875% 01/60 SOVEREIGN DEBT 150000.0 144750.0 Dominican Republic USD 5.875 01/30/2060 01/30/2020 nan 0.0 0.14% 0.14%
BPL BUCKEYE 3.95% 12/26 CORPORATE BONDS 140000.0 143150.0 United States USD 3.95 12/01/2026 11/07/2016 nan 0.0 0.13% 0.13%
ON ON 3.875% 09/28 CORPORATE BONDS 140000.0 143150.0 United States USD 3.875 09/01/2028 08/21/2020 nan 0.0 0.13% 0.13%
DTMINC DT 4.125% 06/29 CORPORATE BONDS 140000.0 142897.3 United States USD 4.125 06/15/2029 06/09/2021 nan 0.0 0.13% 0.13%
EHC ENCOMPASS 4.5% 02/28 CORPORATE BONDS 140000.0 142422.0 United States USD 4.5 02/01/2028 09/18/2019 nan 0.0 0.13% 0.13%
ARNC ARCONIC 6.125% 02/28 CORPORATE BONDS 135000.0 142271.1 United States USD 6.125 02/15/2028 02/07/2020 nan 0.0 0.13% 0.13%
NWL NEWELL BRANDS 4.7% 04/26 CORPORATE BONDS 130000.0 142103.0 United States USD 4.7 04/01/2026 03/30/2016 nan 0.0 0.13% 0.13%
GRA WR GRACE 5.625% 08/29 CORPORATE BONDS 140000.0 142100.0 United States USD 5.625 08/15/2029 08/25/2021 nan 0.0 0.13% 0.13%
SSNC SS&C 5.5% 09/27 CORPORATE BONDS 135000.0 141918.75 United States USD 5.5 09/30/2027 03/28/2019 nan 0.0 0.13% 0.13%
AAL AMERICAN 5.5% 04/26 CORPORATE BONDS 135000.0 141891.75 Supranational USD 5.5 04/20/2026 03/24/2021 nan 0.0 0.13% 0.13%
UBER UBER 4.5% 08/29 CORPORATE BONDS 140000.0 141778.0 United States USD 4.5 08/15/2029 08/12/2021 nan 0.0 0.13% 0.13%
T AT&T INC 4.3% 02/30 CORPORATE BONDS 125000.0 141640.9 United States USD 4.3 02/15/2030 08/15/2018 nan 0.0 0.13% 0.13%
AM ANTERO 5.75% 01/28 CORPORATE BONDS 135000.0 141581.25 United States USD 5.75 01/15/2028 06/28/2019 nan 0.0 0.13% 0.13%
OMF ONEMAIN 6.625% 01/28 CORPORATE BONDS 125000.0 141562.5 United States USD 6.625 01/15/2028 05/09/2019 nan 0.0 0.13% 0.13%
CPN CALPINE CORP 4.5% 02/28 CORPORATE BONDS 140000.0 141556.8 United States USD 4.5 02/15/2028 12/20/2019 nan 0.0 0.13% 0.13%
UNSEAM ALLIED 6.625% 07/26 CORPORATE BONDS 135000.0 141412.5 United States USD 6.625 07/15/2026 07/12/2019 nan 0.0 0.13% 0.13%
CENT CENTRAL 5.125% 02/28 CORPORATE BONDS 135000.0 141130.35 United States USD 5.125 02/01/2028 12/14/2017 nan 0.0 0.13% 0.13%
ADT ADT 4.875% 07/32 CORPORATE BONDS 140000.0 141078.0 United States USD 4.875 07/15/2032 05/02/2016 nan 0.0 0.13% 0.13%
CC CHEMOURS 5.75% 11/28 CORPORATE BONDS 135000.0 141075.0 United States USD 5.75 11/15/2028 11/27/2020 nan 0.0 0.13% 0.13%
EQM EQM MIDSTREAM 6% 07/25 CORPORATE BONDS 130000.0 141050.0 United States USD 6.0 07/01/2025 06/18/2020 nan 0.0 0.13% 0.13%
NRG NRG ENERGY 3.375% 02/29 CORPORATE BONDS 145000.0 141012.5 United States USD 3.375 02/15/2029 12/02/2020 nan 0.0 0.13% 0.13%
PFGC PERFORMANCE 5.5% 10/27 CORPORATE BONDS 135000.0 140868.45 United States USD 5.5 10/15/2027 09/27/2019 nan 0.0 0.13% 0.13%
FCX FREEPORT-MCM 4.375% 08/28 CORPORATE BONDS 135000.0 140400.0 United States USD 4.375 08/01/2028 07/27/2020 nan 0.0 0.13% 0.13%
YUM YUM BRANDS 4.75% 01/30 CORPORATE BONDS 130000.0 140400.0 United States USD 4.75 01/15/2030 09/11/2019 nan 0.0 0.13% 0.13%
AVTR AVANTOR 4.625% 07/28 CORPORATE BONDS 135000.0 140386.5 United States USD 4.625 07/15/2028 07/17/2020 nan 0.0 0.13% 0.13%
WMG WMG 3.875% 07/30 CORPORATE BONDS 135000.0 140062.5 United States USD 3.875 07/15/2030 06/29/2020 nan 0.0 0.13% 0.13%
BCULC 1011778 BC 3.875% 01/28 CORPORATE BONDS 140000.0 139981.8 Canada USD 3.875 01/15/2028 09/24/2019 nan 0.0 0.13% 0.13%
MAT MATTEL INC 5.875% 12/27 CORPORATE BONDS 130000.0 139912.5 United States USD 5.875 12/15/2027 11/20/2019 nan 0.0 0.13% 0.13%
QBRCN VIDEOTRON 5.125% 04/27 CORPORATE BONDS 135000.0 139847.85 Canada USD 5.125 04/15/2027 04/13/2017 nan 0.0 0.13% 0.13%
SCI SERVICE 5.125% 06/29 CORPORATE BONDS 130000.0 139750.0 United States USD 5.125 06/01/2029 05/21/2019 nan 0.0 0.13% 0.13%
HESM HESS 5.625% 02/26 CORPORATE BONDS 135000.0 139725.0 United States USD 5.625 02/15/2026 08/15/2019 nan 0.0 0.13% 0.13%
RKTRM ROCKET 3.875% 03/31 CORPORATE BONDS 140000.0 139650.0 United States USD 3.875 03/01/2031 09/14/2020 nan 0.0 0.13% 0.13%
TEP TALLGRASS 7.5% 10/25 CORPORATE BONDS 130000.0 139587.5 United States USD 7.5 10/01/2025 09/16/2020 nan 0.0 0.13% 0.13%
PRSESE PRIME 3.375% 08/27 CORPORATE BONDS 145000.0 139562.5 United States USD 3.375 08/31/2027 08/20/2020 nan 0.0 0.13% 0.13%
LABL LABL INC 6.75% 07/26 CORPORATE BONDS 135000.0 139556.25 United States USD 6.75 07/15/2026 07/01/2019 nan 0.0 0.13% 0.13%
ELAN ELANCO ANIMAL 5.9% 08/28 CORPORATE BONDS 120000.0 139500.0 United States USD 5.9 08/28/2028 02/28/2019 nan 0.0 0.13% 0.13%
SBAC SBA 3.875% 02/27 CORPORATE BONDS 135000.0 139286.25 United States USD 3.875 02/15/2027 08/15/2020 nan 0.0 0.13% 0.13%
ACCO ACCO BRANDS 4.25% 03/29 CORPORATE BONDS 140000.0 139279.0 United States USD 4.25 03/15/2029 03/15/2021 nan 0.0 0.13% 0.13%
HOLX HOLOGIC INC 3.25% 02/29 CORPORATE BONDS 140000.0 139137.6 United States USD 3.25 02/15/2029 09/28/2020 nan 0.0 0.13% 0.13%
ADNT ADIENT US LLC 9% 04/25 CORPORATE BONDS 130000.0 139111.7 United States USD 9.0 04/15/2025 04/23/2020 nan 0.0 0.13% 0.13%
CRK COMSTOCK 6.75% 03/29 CORPORATE BONDS 130000.0 138775.0 United States USD 6.75 03/01/2029 03/04/2021 nan 0.0 0.13% 0.13%
FUN CEDAR FAIR 5.375% 04/27 CORPORATE BONDS 135000.0 138712.5 United States USD 5.375 04/15/2027 04/15/2018 nan 0.0 0.13% 0.13%
CLVTSC CLARIVATE 3.875% 07/28 CORPORATE BONDS 140000.0 138586.0 United States USD 3.875 07/01/2028 06/24/2021 nan 0.0 0.13% 0.13%
FHMS FREDDIE MAC VAR 07/45 COMMERCIAL MORTGAGE BACKED SECURITIES 1304230.0 138580.18 United States USD 2.18199 07/25/2045 07/01/2017 nan 0.0 0.13% 0.13%
CLF CLEVELAND-CL 4.625% 03/29 CORPORATE BONDS 135000.0 138510.0 United States USD 4.625 03/01/2029 02/17/2021 nan 0.0 0.13% 0.13%
GFLCN GFL 3.75% 08/25 CORPORATE BONDS 135000.0 138375.0 Canada USD 3.75 08/01/2025 08/24/2020 nan 0.0 0.13% 0.13%
NRG NRG ENERGY 5.75% 01/28 CORPORATE BONDS 130000.0 137408.7 United States USD 5.75 01/15/2028 07/15/2018 nan 0.0 0.13% 0.13%
GNR GNMA 2019-52 SA FLT 04/49 INTEREST ONLY (IO) 1122535.0 134178.7 United States USD 6.01437 04/20/2049 04/20/2019 nan 0.0 0.13% 0.13%
COMM COMMSCOPE 8.25% 03/27 CORPORATE BONDS 135000.0 132975.0 United States USD 8.25 03/01/2027 02/19/2019 nan 0.0 0.13% 0.12%
DISH DISH DBS 7.75% 07/26 CORPORATE BONDS 125000.0 132343.75 United States USD 7.75 07/01/2026 06/13/2016 nan 0.0 0.12% 0.12%
GNR GNMA 2017-134 FLT 09/47 INTEREST ONLY (IO) 720096.0 127531.69 United States USD 6.11437 09/20/2047 09/20/2017 nan 0.0 0.12% 0.12%
GNR GNMA 2014-181 FLT 12/44 INTEREST ONLY (IO) 694607.0 126791.24 United States USD 5.51437 12/20/2044 12/20/2014 nan 0.0 0.12% 0.12%
DROT DIAMOND 4.53% 01/31 ASSET BACKED 123922.0 126577.35 United States USD 4.53 01/21/2031 08/20/2018 nan 0.0 0.12% 0.12%
CHTR CHARTER 5.375% 04/38 CORPORATE BONDS 100000.0 119918.9 United States USD 5.375 04/01/2038 04/17/2018 nan 0.0 0.11% 0.11%
BAC BANK OF VAR 04/32 CORPORATE BONDS 115000.0 116446.36 United States USD 2.687 04/22/2032 04/22/2021 nan 0.0 0.11% 0.11%
BBWI BATH & BODY 6.75% 07/36 CORPORATE BONDS 95000.0 115476.3 United States USD 6.75 07/01/2036 06/16/2016 nan 0.0 0.11% 0.11%
DQE DUQUESNE 2.775% 01/32 CORPORATE BONDS 115000.0 114879.01 United States USD 2.775 01/07/2032 07/07/2021 nan 0.0 0.11% 0.11%
VIAC VIACOMCBS INC VAR 02/57 CORPORATE BONDS 100000.0 114095.0 United States USD 6.25 02/28/2057 02/28/2017 nan 0.0 0.11% 0.11%
TFC TRUIST FINANCIAL VAR CORPORATE BONDS 100000.0 112125.0 United States USD 5.1 12/31/2164 06/19/2020 nan 0.0 0.11% 0.1%
CQP CHENIERE 4.5% 10/29 CORPORATE BONDS 105000.0 112087.5 United States USD 4.5 10/01/2029 04/01/2020 nan 0.0 0.11% 0.1%
ZAYO ZAYO GROUP 4% 03/27 CORPORATE BONDS 115000.0 111406.25 United States USD 4.0 03/01/2027 03/09/2020 nan 0.0 0.1% 0.1%
NSUS NUSTAR 5.625% 04/27 CORPORATE BONDS 105000.0 110637.45 United States USD 5.625 04/28/2027 04/28/2017 nan 0.0 0.1% 0.1%
NLSN NIELSEN 5.625% 10/28 CORPORATE BONDS 105000.0 109751.25 United States USD 5.625 10/01/2028 09/24/2020 nan 0.0 0.1% 0.1%
AMT AMERICAN 3.8% 08/29 CORPORATE BONDS 100000.0 109706.68 United States USD 3.8 08/15/2029 06/13/2019 nan 0.0 0.1% 0.1%
TRPCN TRANSCANADA VAR 09/79 CORPORATE BONDS 100000.0 108620.0 Canada USD 5.5 09/15/2079 09/12/2019 nan 0.0 0.1% 0.1%
AVGO BROADCOM CORP 3.5% 01/28 CORPORATE BONDS 100000.0 107134.66 Supranational USD 3.5 01/15/2028 10/17/2017 nan 0.0 0.1% 0.1%
ATENTO ATENTO LUXCO 1 8% 02/26 CORPORATE BONDS 100000.0 105570.0 Luxembourg USD 8.0 02/10/2026 02/10/2021 nan 0.0 0.1% 0.1%
FREMF FREMF 0.1% 05/29 COMMERCIAL MORTGAGE BACKED SECURITIES 19991232.0 105349.8 United States USD 0.1 05/25/2029 07/01/2019 nan 0.0 0.1% 0.1%
AVOL PARK 4.5% 03/23 CORPORATE BONDS 100000.0 103849.56 Cayman Islands USD 4.5 03/15/2023 09/25/2017 nan 0.0 0.1% 0.1%
ECUA REPUBLIC OF STEP 07/30 SOVEREIGN DEBT 120000.0 101550.0 Ecuador USD 5.0 07/31/2030 08/31/2020 nan 0.0 0.1% 0.1%
MPLX MPLX LP 4.5% 04/38 CORPORATE BONDS 90000.0 101130.09 United States USD 4.5 04/15/2038 02/08/2018 nan 0.0 0.1% 0.09%
AVOL AVOLON 3.625% 05/22 CORPORATE BONDS 100000.0 100937.18 Cayman Islands USD 3.625 05/01/2022 04/16/2019 nan 0.0 0.1% 0.09%
GM GENERAL MOTORS 5% 04/35 CORPORATE BONDS 85000.0 100816.74 United States USD 5.0 04/01/2035 11/12/2014 nan 0.0 0.09% 0.09%
FHMS FREDDIE MAC VAR 11/28 COMMERCIAL MORTGAGE BACKED SECURITIES 751485.0 100545.84 United States USD 2.24122 11/25/2028 11/01/2018 nan 0.0 0.09% 0.09%
C CITIGROUP INC VAR CORPORATE BONDS 100000.0 100500.0 United States USD 3.875 12/31/2164 02/18/2021 nan 0.0 0.09% 0.09%
GS GOLDMAN SACHS GROUP VAR CORPORATE BONDS 95000.0 99512.5 United States USD 4.95 12/31/2164 11/15/2019 nan 0.0 0.09% 0.09%
VOD VODAFONE GROUP VAR 06/81 CORPORATE BONDS 100000.0 99500.0 United Kingdom USD 4.125 06/04/2081 06/04/2021 nan 0.0 0.09% 0.09%
ELSALV REPUBLIC 7.1246% 01/50 SOVEREIGN DEBT 150000.0 99403.13 El Salvador USD 7.1246 01/20/2050 08/06/2019 nan 0.0 0.09% 0.09%
PEMEX PETROLEOS 5.35% 02/28 SOVEREIGN DEBT 100000.0 99200.0 Mexico USD 5.35 02/12/2028 08/12/2018 nan 0.0 0.09% 0.09%
VOD VODAFONE GROUP VAR 06/81 CORPORATE BONDS 100000.0 99006.0 United Kingdom USD 3.25 06/04/2081 06/04/2021 nan 0.0 0.09% 0.09%
GS GOLDMAN SACHS GROUP VAR CORPORATE BONDS 100000.0 98970.0 United States USD 3.65 12/31/2164 07/28/2021 nan 0.0 0.09% 0.09%
C CITIGROUP INC VAR CORPORATE BONDS 95000.0 98206.25 United States USD 5.0 12/31/2164 09/12/2019 nan 0.0 0.09% 0.09%
GLENLN GLENCORE 2.5% 09/30 CORPORATE BONDS 100000.0 97399.7 United States USD 2.5 09/01/2030 09/01/2020 nan 0.0 0.09% 0.09%
BAC BANK OF AMERICA CORP VAR CORPORATE BONDS 85000.0 97337.75 United States USD 6.3 12/31/2164 03/10/2016 nan 0.0 0.09% 0.09%
ABBV ABBVIE INC 4.5% 05/35 CORPORATE BONDS 80000.0 95163.64 United States USD 4.5 05/14/2035 05/14/2015 nan 0.0 0.09% 0.09%
PETBRA PETROBRAS 5.5% 06/51 CORPORATE BONDS 100000.0 90500.0 Brazil USD 5.5 06/10/2051 06/10/2021 nan 0.0 0.09% 0.08%
BATSLN BAT CAPITAL 4.39% 08/37 CORPORATE BONDS 80000.0 85734.38 United States USD 4.39 08/15/2037 08/15/2018 nan 0.0 0.08% 0.08%
NMG NMG HOLDING 7.125% 04/26 CORPORATE BONDS 80000.0 84797.6 United States USD 7.125 04/01/2026 03/30/2021 nan 0.0 0.08% 0.08%
FHMS FREDDIE MAC VAR 11/46 COMMERCIAL MORTGAGE BACKED SECURITIES 621062.0 84228.37 United States USD 2.29044 11/25/2046 11/01/2018 nan 0.0 0.08% 0.08%
BPLN BP CAPITAL MARKETS VAR CORPORATE BONDS 75000.0 81487.5 United Kingdom USD 4.875 12/31/2164 06/22/2020 nan 0.0 0.08% 0.08%
GTN GRAY 4.75% 10/30 CORPORATE BONDS 75000.0 74156.25 United States USD 4.75 10/15/2030 10/19/2020 nan 0.0 0.07% 0.07%
CCO CLEAR CHANNEL 7.5% 06/29 CORPORATE BONDS 70000.0 73938.9 United States USD 7.5 06/01/2029 06/01/2021 nan 0.0 0.07% 0.07%
IRM IRON 4.875% 09/27 CORPORATE BONDS 70000.0 72337.65 United States USD 4.875 09/15/2027 09/18/2017 nan 0.0 0.07% 0.07%
CCL CARNIVAL CORP 6% 05/29 CORPORATE BONDS 70000.0 71575.0 Panama USD 6.0 05/01/2029 11/02/2021 nan 0.0 0.07% 0.07%
DISCA DISCOVERY 4.95% 05/42 CORPORATE BONDS 60000.0 71313.04 United States USD 4.95 05/15/2042 05/17/2012 nan 0.0 0.07% 0.07%
ET ENERGY 5.35% 05/45 CORPORATE BONDS 60000.0 70501.43 United States USD 5.35 05/15/2045 11/17/2014 nan 0.0 0.07% 0.07%
CCL CARNIVAL 9.875% 08/27 CORPORATE BONDS 60000.0 69525.0 Panama USD 9.875 08/01/2027 08/18/2020 nan 0.0 0.07% 0.07%
TITIM TELECOM 6.375% 11/33 CORPORATE BONDS 60000.0 68250.0 Italy USD 6.375 11/15/2033 05/15/2004 nan 0.0 0.06% 0.06%
IVYCST REPUBLIC OF STEP 12/32 SOVEREIGN DEBT 68194.0 68015.49 Cote D'Ivoire (Ivory Coast) USD 5.75 12/31/2032 12/31/2009 nan 0.0 0.06% 0.06%
LNG CHENIERE 4.625% 10/28 CORPORATE BONDS 65000.0 67810.28 United States USD 4.625 10/15/2028 04/15/2021 nan 0.0 0.06% 0.06%
MGM MGM RESORTS 4.625% 09/26 CORPORATE BONDS 65000.0 67762.5 United States USD 4.625 09/01/2026 08/19/2016 nan 0.0 0.06% 0.06%
DTV DIRECTV 5.875% 08/27 CORPORATE BONDS 65000.0 67082.28 United States USD 5.875 08/15/2027 08/02/2021 nan 0.0 0.06% 0.06%
CGCMT CITIGROUP VAR 06/51 COMMERCIAL MORTGAGE BACKED SECURITIES 1648804.0 60987.63 United States USD 0.53608 06/10/2051 06/01/2018 nan 0.0 0.06% 0.06%
FREMF FREMF 0.1% 06/29 COMMERCIAL MORTGAGE BACKED SECURITIES 10000000.0 58682.0 United States USD 0.1 06/25/2029 07/01/2019 nan 0.0 0.06% 0.05%
CGCMT CITIGROUP VAR 11/51 COMMERCIAL MORTGAGE BACKED SECURITIES 1183904.0 56486.56 United States USD 0.77637 11/10/2051 12/01/2018 nan 0.0 0.05% 0.05%
PEMEX PETROLEOS 6.875% 08/26 SOVEREIGN DEBT 50000.0 54100.0 Mexico USD 6.875 08/04/2026 08/04/2016 nan 0.0 0.05% 0.05%
LVIATH LEVIATHAN 6.75% 06/30 CORPORATE BONDS 50000.0 54009.38 Israel USD 6.75 06/30/2030 08/18/2020 nan 0.0 0.05% 0.05%
ENOIGA ENERGEAN 5.375% 03/28 CORPORATE BONDS 50000.0 50000.0 Israel USD 5.375 03/30/2028 03/24/2021 nan 0.0 0.05% 0.05%
T AT&T INC 3.5% 09/53 CORPORATE BONDS 50000.0 49809.06 United States USD 3.5 09/15/2053 03/15/2021 nan 0.0 0.05% 0.05%
TEVA TEVA 3.15% 10/26 CORPORATE BONDS 50000.0 47250.0 Israel USD 3.15 10/01/2026 07/21/2016 nan 0.0 0.04% 0.04%
ELSALV REPUBLIC OF 7.75% 01/23 SOVEREIGN DEBT 50000.0 42306.25 El Salvador USD 7.75 01/24/2023 10/24/2002 nan 0.0 0.04% 0.04%
GNR GNMA 2021-142 XI 3% 08/51 INTEREST ONLY (IO) 179990.0 25223.33 United States USD 3.0 08/20/2051 08/01/2021 nan 0.0 0.02% 0.02%
TYZ1 COMB Comdty US 10YR NOTE 12/21/2021 INTEREST RATE FUTURES -60.0 16389.0 United States USQ 0.0 12/21/2021 nan 100000.0 1.0 0.02% 0.02%
UXYZ1 COMB Comdty US 10YR ULTRA 12/21/2021 INTEREST RATE FUTURES 14.0 6755.35 United States USQ 0.0 12/21/2021 nan 100000.0 1.0 0.01% 0.01%
USZ1 COMB Comdty US LONG 12/21/2021 INTEREST RATE FUTURES 2.0 1683.7 United States USQ 0.0 12/21/2021 nan 100000.0 1.0 0.0% 0.0%
TUZ1 COMB Comdty US 2YR NOTE 12/31/2021 INTEREST RATE FUTURES 4.0 -444.3 United States USQ 0.0 12/31/2021 nan 200000.0 1.0 0.0% 0.0%
FVZ1 COMB Comdty US 5YR NOTE 12/31/2021 INTEREST RATE FUTURES 30.0 -7786.89 United States USQ 0.0 12/31/2021 nan 100000.0 1.0 -0.01% -0.01%
WNZ1 COMB Comdty US ULTRA BOND 12/21/2021 INTEREST RATE FUTURES -25.0 -18548.75 United States USQ 0.0 12/21/2021 nan 100000.0 1.0 -0.02% -0.02%
nan CASH OR CASH COLLATERAL CASH OR CASH COLLATERAL -493072.0 -493072.1 United States USD 0.0 nan nan nan 0.0 -0.46% -0.46%