ETF constituents for JSCP

Below, a list of constituents for JSCP (JPMorgan Short Duration Core Plus ETF) is shown. In total, JSCP consists of 705 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 16078473.0 16084904.71 United States USD 0.0 nan 06/23/2017 nan 0.0 9.3% 10.12%
T UNITED 0.375% 10/23 TREASURY NOTES 8030000.0 8007729.28 United States USD 0.375 10/31/2023 10/31/2021 nan 0.0 4.63% 5.04%
FNCI TBA UMBS SINGLE 1.5% UMBS TBA 6870000.0 6886101.63 United States USD 1.5 12/25/2036 12/01/2021 nan 0.0 3.98% 4.33%
T UNITED 0.125% 07/23 TREASURY NOTES 5890000.0 5857328.88 United States USD 0.125 07/31/2023 07/31/2021 nan 0.0 3.39% 3.69%
T UNITED 0.625% 10/24 TREASURY NOTES 4935000.0 4907240.63 United States USD 0.625 10/15/2024 10/15/2021 nan 0.0 2.84% 3.09%
T UNITED 0.375% 09/24 TREASURY NOTES 4005000.0 3958066.41 United States USD 0.375 09/15/2024 09/15/2021 nan 0.0 2.29% 2.49%
FNCI TBA UMBS SINGLE FAMILY 2% UMBS TBA 3610000.0 3691507.05 United States USD 2.0 12/25/2036 12/01/2021 nan 0.0 2.14% 2.32%
T UNITED 0.125% 01/24 TREASURY NOTES 2390000.0 2364979.69 United States USD 0.125 01/15/2024 01/15/2021 nan 0.0 1.37% 1.49%
T UNITED 0.375% 07/24 TREASURY NOTES 2285000.0 2261882.22 United States USD 0.375 07/15/2024 07/15/2021 nan 0.0 1.31% 1.42%
T UNITED 1.125% 10/26 TREASURY NOTES 1635000.0 1626952.73 United States USD 1.125 10/31/2026 10/31/2021 nan 0.0 0.94% 1.02%
T UNITED 0.125% 02/24 TREASURY NOTES 1635000.0 1616861.72 United States USD 0.125 02/15/2024 02/15/2021 nan 0.0 0.94% 1.02%
T UNITED 0.375% 08/24 TREASURY NOTES 1585000.0 1567849.81 United States USD 0.375 08/15/2024 08/15/2021 nan 0.0 0.91% 0.99%
T UNITED 0.25% 09/23 TREASURY NOTES 1540000.0 1533202.35 United States USD 0.25 09/30/2023 09/30/2021 nan 0.0 0.89% 0.96%
SANUK SANTANDER UK VAR 08/26 CORPORATE BONDS 955000.0 941861.35 United Kingdom USD 1.532 08/21/2026 08/21/2020 nan 0.0 0.54% 0.59%
T UNITED 0.125% 08/23 TREASURY NOTES 940000.0 934125.0 United States USD 0.125 08/31/2023 08/31/2021 nan 0.0 0.54% 0.59%
T UNITED 0.25% 06/24 TREASURY NOTES 930000.0 918338.67 United States USD 0.25 06/15/2024 06/15/2021 nan 0.0 0.53% 0.58%
T UNITED 0.125% 06/23 TREASURY NOTES 870000.0 865785.94 United States USD 0.125 06/30/2023 06/30/2021 nan 0.0 0.5% 0.54%
ACAFP CREDIT 4.375% 03/25 CORPORATE BONDS 775000.0 838205.44 France USD 4.375 03/17/2025 03/17/2015 nan 0.0 0.48% 0.53%
SOCGEN SOCIETE 4.25% 04/25 CORPORATE BONDS 770000.0 823570.54 France USD 4.25 04/14/2025 04/14/2015 nan 0.0 0.48% 0.52%
ARES ARES XL CLO LTD FLT 01/29 CDO/COLLATERALIZED DEBT OBLIGATION 793000.0 793000.0 Cayman Islands USD 0.0 01/15/2029 11/30/2021 nan 0.0 0.46% 0.5%
MIZUHO MIZUHO 4.6% 03/24 CORPORATE BONDS 690000.0 737948.34 Japan USD 4.6 03/27/2024 03/27/2014 nan 0.0 0.43% 0.46%
BACR BARCLAYS PLC VAR 05/25 CORPORATE BONDS 600000.0 635889.71 United Kingdom USD 3.932 05/07/2025 05/07/2019 nan 0.0 0.37% 0.4%
G2 GNMA II MORTPASS 3% 10/51 GNMA II 597256.0 622836.42 United States USD 3.0 10/20/2051 10/01/2021 nan 0.0 0.36% 0.39%
NEUB NEUBERGER FLT 10/29 CDO/COLLATERALIZED DEBT OBLIGATION 608000.0 608424.99 Cayman Islands USD 1.04375 10/15/2029 09/21/2021 nan 0.0 0.35% 0.38%
BAC BANK OF VAR 02/26 CORPORATE BONDS 585000.0 594907.89 United States USD 2.015 02/13/2026 02/13/2020 nan 0.0 0.34% 0.37%
G2 GNMA II MORTPASS 3% 11/51 GNMA II 570000.0 594013.22 United States USD 3.0 11/20/2051 11/01/2021 nan 0.0 0.34% 0.37%
BNP BNP PARIBAS SA VAR 01/25 CORPORATE BONDS 515000.0 552595.16 France USD 4.705 01/10/2025 01/10/2019 nan 0.0 0.32% 0.35%
nan PRETIUM VAR 11/61 CMO/REMIC 550000.0 550000.0 United States USD 0.0 11/26/2061 11/18/2021 nan 0.0 0.32% 0.35%
BPCEGP BPCE SA 2.375% 01/25 CORPORATE BONDS 500000.0 511564.53 France USD 2.375 01/14/2025 01/14/2020 nan 0.0 0.3% 0.32%
DRSLF DRYDEN 49 FLT 07/30 CDO/COLLATERALIZED DEBT OBLIGATION 500000.0 500687.5 Cayman Islands USD 1.07225 07/18/2030 04/19/2021 nan 0.0 0.29% 0.32%
VOLT VOLT CV LLC STEP 11/51 CMO/REMIC 500000.0 500000.0 United States USD 2.4872 11/27/2051 11/12/2021 nan 0.0 0.29% 0.31%
AER AERCAP 2.45% 10/26 CORPORATE BONDS 490000.0 493883.57 Ireland USD 2.45 10/29/2026 10/29/2021 nan 0.0 0.29% 0.31%
AL AIR LEASE 2.3% 02/25 CORPORATE BONDS 480000.0 490054.29 United States USD 2.3 02/01/2025 01/14/2020 nan 0.0 0.28% 0.31%
GRYOAK GRAY OAK 2.6% 10/25 CORPORATE BONDS 475000.0 483775.48 United States USD 2.6 10/15/2025 09/15/2020 nan 0.0 0.28% 0.3%
AER AERCAP 4.875% 01/24 CORPORATE BONDS 450000.0 483005.97 Ireland USD 4.875 01/16/2024 01/16/2019 nan 0.0 0.28% 0.3%
EART EXETER 1.96% 01/28 ASSET BACKED 480000.0 479967.36 United States USD 1.96 01/17/2028 11/17/2021 nan 0.0 0.28% 0.3%
G2 GNMA II 2.5% 11/51 GNMA II 460000.0 472531.84 United States USD 2.5 11/20/2051 11/01/2021 nan 0.0 0.27% 0.3%
G2 GNMA II MORTPASS 3% 08/51 GNMA II 451113.0 468963.3 United States USD 3.0 08/20/2051 08/01/2021 nan 0.0 0.27% 0.3%
ACAR AMERICAN 3.32% 03/26 ASSET BACKED 450000.0 462017.07 United States USD 3.32 03/13/2026 02/13/2020 nan 0.0 0.27% 0.29%
CGCMT CITIGROUP VAR 02/48 COMMERCIAL MORTGAGE BACKED SECURITIES 440000.0 457797.38 United States USD 4.41859 02/10/2048 02/01/2015 nan 0.0 0.26% 0.29%
F FORD MOTOR 4.271% 01/27 CORPORATE BONDS 425000.0 453050.0 United States USD 4.271 01/09/2027 01/09/2020 nan 0.0 0.26% 0.29%
FHR FHLMC REMICS 3.5% 01/27 CMO/REMIC 425000.0 452651.22 United States USD 3.5 01/15/2027 01/01/2012 nan 0.0 0.26% 0.28%
WLAKE WESTLAKE 2.12% 01/27 ASSET BACKED 450000.0 449930.07 United States USD 2.12 01/15/2027 11/18/2021 nan 0.0 0.26% 0.28%
T UNITED 0.25% 05/24 TREASURY NOTES 450000.0 444796.88 United States USD 0.25 05/15/2024 05/15/2021 nan 0.0 0.26% 0.28%
ABNANV ABN AMRO 4.75% 07/25 CORPORATE BONDS 400000.0 438600.0 Netherlands USD 4.75 07/28/2025 07/28/2015 nan 0.0 0.25% 0.28%
BPCEGP BPCE SA 5.7% 10/23 CORPORATE BONDS 400000.0 434553.04 France USD 5.7 10/22/2023 10/22/2013 nan 0.0 0.25% 0.27%
SUMIBK SUMITOMO 4.436% 04/24 CORPORATE BONDS 400000.0 427024.54 Japan USD 4.436 04/02/2024 04/02/2014 nan 0.0 0.25% 0.27%
GM GENERAL 3.95% 04/24 CORPORATE BONDS 400000.0 423526.32 United States USD 3.95 04/13/2024 04/13/2017 nan 0.0 0.24% 0.27%
B UNITED STATES ZERO 12/21 TREASURY BILLS 423000.0 422969.75 United States USD 0.0 12/23/2021 nan nan 0.0 0.24% 0.27%
CGCMT CITIGROUP VAR 04/48 COMMERCIAL MORTGAGE BACKED SECURITIES 400000.0 418392.52 United States USD 4.14921 04/10/2048 04/01/2015 nan 0.0 0.24% 0.26%
FG FHLMCGLD 4.5% 05/49 FHLMC GOLD 386083.0 417291.46 United States USD 4.5 05/01/2049 04/01/2019 nan 0.0 0.24% 0.26%
SANTAN BANCO 2.746% 05/25 CORPORATE BONDS 400000.0 415003.18 Spain USD 2.746 05/28/2025 05/28/2020 nan 0.0 0.24% 0.26%
T UNITED 0.875% 09/26 TREASURY NOTES 420000.0 413043.75 United States USD 0.875 09/30/2026 09/30/2021 nan 0.0 0.24% 0.26%
FHF FHF TRUST 0.83% 12/26 ASSET BACKED 414384.0 412681.33 United States USD 0.83 12/15/2026 09/09/2021 nan 0.0 0.24% 0.26%
JPMBB JPMBB VAR 03/49 COMMERCIAL MORTGAGE BACKED SECURITIES 400000.0 407989.56 United States USD 4.23333 03/15/2049 03/01/2016 nan 0.0 0.24% 0.26%
LCM LCM XIV LP 14A FLT 07/31 CDO/COLLATERALIZED DEBT OBLIGATION 400000.0 400512.4 Cayman Islands USD 1.1715 07/20/2031 06/06/2018 nan 0.0 0.23% 0.25%
UBS UBS GROUP AG VAR 07/24 CORPORATE BONDS 400000.0 400306.35 Switzerland USD 1.008 07/30/2024 07/30/2020 nan 0.0 0.23% 0.25%
AMSR AMSR 2.966% 12/38 ASSET BACKED 400000.0 399996.36 United States USD 2.966 12/09/2038 11/23/2021 nan 0.0 0.23% 0.25%
SNDPT SOUND POINT CLO FLT 01/32 CDO/COLLATERALIZED DEBT OBLIGATION 400000.0 399899.2 Cayman Islands USD 1.2115 01/20/2032 08/05/2021 nan 0.0 0.23% 0.25%
VOLT VOLT CIII LLC STEP 08/51 ASSET BACKED 386993.0 385659.2 United States USD 1.9918 08/25/2051 08/24/2021 nan 0.0 0.22% 0.24%
GS GOLDMAN SACHS VAR 10/27 CORPORATE BONDS 385000.0 383886.47 United States USD 1.948 10/21/2027 10/21/2021 nan 0.0 0.22% 0.24%
FHR FHLMC REMICS 3% 02/47 CMO/REMIC 368042.0 381647.7 United States USD 3.0 02/15/2047 09/01/2017 nan 0.0 0.22% 0.24%
BX BX COMMERCIAL FLT 10/36 COMMERCIAL MORTGAGE BACKED SECURITIES 384767.0 379175.99 United States USD 1.9455 10/15/2036 10/26/2021 nan 0.0 0.22% 0.24%
COMM COMM 2019-WCM FLT 10/34 COMMERCIAL MORTGAGE BACKED SECURITIES 385000.0 377819.44 United States USD 2.79 10/15/2034 10/30/2019 nan 0.0 0.22% 0.24%
APAAU APT PIPELINES 4.2% 03/25 CORPORATE BONDS 350000.0 377032.03 Australia USD 4.2 03/23/2025 03/23/2015 nan 0.0 0.22% 0.24%
STANLN STANDARD 5.2% 01/24 CORPORATE BONDS 350000.0 376305.59 United Kingdom USD 5.2 01/26/2024 09/26/2013 nan 0.0 0.22% 0.24%
AUTOC ACC AUTO 1.08% 04/27 ASSET BACKED 369939.0 369540.41 United States USD 1.08 04/15/2027 07/30/2021 nan 0.0 0.21% 0.23%
VST VISTRA 3.55% 07/24 CORPORATE BONDS 350000.0 364336.01 United States USD 3.55 07/15/2024 06/11/2019 nan 0.0 0.21% 0.23%
AVOL PARK 4.5% 03/23 CORPORATE BONDS 350000.0 363473.46 Cayman Islands USD 4.5 03/15/2023 09/25/2017 nan 0.0 0.21% 0.23%
FN UMBS MORTPASS 3% 12/31 UMBS FNMA 343802.0 360934.85 United States USD 3.0 12/01/2031 12/01/2019 nan 0.0 0.21% 0.23%
TRTN TRITON 2.05% 04/26 CORPORATE BONDS 359000.0 359394.9 Bermuda USD 2.05 04/15/2026 04/15/2021 nan 0.0 0.21% 0.23%
VCC VELOCITY VAR 08/51 COMMERCIAL MORTGAGE BACKED SECURITIES 363301.0 357880.73 United States USD 1.36 08/25/2051 07/01/2021 nan 0.0 0.21% 0.23%
NEUB NEUBERGER FLT 07/31 CDO/COLLATERALIZED DEBT OBLIGATION 354000.0 354180.54 Cayman Islands USD 1.1015 07/20/2031 06/25/2021 nan 0.0 0.2% 0.22%
MLANE MISSION LANE 1.59% 09/26 ASSET BACKED 355000.0 353260.22 United States USD 1.59 09/15/2026 07/22/2021 nan 0.0 0.2% 0.22%
AIMCO AIMCO CLO 10 FLT 07/32 CDO/COLLATERALIZED DEBT OBLIGATION 350000.0 349999.3 Cayman Islands USD 1.18825 07/22/2032 08/16/2021 nan 0.0 0.2% 0.22%
PRPM PRPM 2021-6 STEP 07/26 CMO/REMIC 351146.0 349097.07 United States USD 1.793 07/25/2026 08/06/2021 nan 0.0 0.2% 0.22%
PROG PROGRESS 2.382% 10/38 ASSET BACKED 350000.0 343152.85 United States USD 2.382 10/17/2038 09/09/2021 nan 0.0 0.2% 0.22%
BJETS BUSINESS JET 2.162% 04/36 ASSET BACKED 341623.0 341854.68 United States USD 2.162 04/15/2036 03/15/2021 nan 0.0 0.2% 0.22%
PAID PAGAYA AI 1.22% 01/29 ASSET BACKED 342078.0 341247.6 United States USD 1.22 01/16/2029 05/26/2021 nan 0.0 0.2% 0.21%
BCC BAIN CAPITAL FLT 07/30 CDO/COLLATERALIZED DEBT OBLIGATION 337000.0 337221.07 Cayman Islands USD 1.1015 07/20/2030 05/20/2021 nan 0.0 0.2% 0.21%
AREIT AREIT 2021-CRE5 FLT 08/26 COMMERCIAL MORTGAGE BACKED SECURITIES 336000.0 336159.03 United States USD 2.33588 08/17/2026 10/05/2021 nan 0.0 0.19% 0.21%
LLOYDS LLOYDS 4.65% 03/26 CORPORATE BONDS 300000.0 332076.32 United Kingdom USD 4.65 03/24/2026 03/24/2016 nan 0.0 0.19% 0.21%
MS MORGAN STANLEY VAR 07/27 CORPORATE BONDS 335000.0 328960.31 United States USD 1.512 07/20/2027 07/20/2021 nan 0.0 0.19% 0.21%
COF CAPITAL ONE VAR 11/27 CORPORATE BONDS 330000.0 328676.0 United States USD 1.878 11/02/2027 11/02/2021 nan 0.0 0.19% 0.21%
BHCCN BAUSCH 9.25% 04/26 CORPORATE BONDS 310000.0 328600.0 United States USD 9.25 04/01/2026 03/26/2018 nan 0.0 0.19% 0.21%
DISH DISH DBS 7.75% 07/26 CORPORATE BONDS 310000.0 328212.5 United States USD 7.75 07/01/2026 06/13/2016 nan 0.0 0.19% 0.21%
AALLC ACCELERATED 1.9% 10/40 ASSET BACKED 326638.0 322327.16 United States USD 1.9 10/20/2040 09/29/2021 nan 0.0 0.19% 0.2%
NYMT NYMT LOAN STEP 08/61 CMO/REMIC 320790.0 317913.37 United States USD 1.6696 08/25/2061 08/01/2021 nan 0.0 0.18% 0.2%
ATH ATHENE GLOBAL 2.5% 01/25 CORPORATE BONDS 308000.0 317728.76 United States USD 2.5 01/14/2025 01/14/2020 nan 0.0 0.18% 0.2%
CSAIL CSAIL 2015-C4 VAR 11/48 COMMERCIAL MORTGAGE BACKED SECURITIES 325000.0 316868.76 United States USD 3.56095 11/15/2048 11/01/2015 nan 0.0 0.18% 0.2%
BPCEGP BPCE SA 5.15% 07/24 CORPORATE BONDS 285000.0 311188.65 France USD 5.15 07/21/2024 01/21/2014 nan 0.0 0.18% 0.2%
AQFIT AQUA FINANCE 2.4% 07/46 ASSET BACKED 313000.0 310742.17 United States USD 2.4 07/17/2046 10/06/2021 nan 0.0 0.18% 0.2%
VCAT VCAT 2021-NPL4 STEP 08/51 ASSET BACKED 310188.0 309374.11 United States USD 1.8677 08/25/2051 08/27/2021 nan 0.0 0.18% 0.19%
UPSPT UPSTART 1.75% 10/29 ASSET BACKED 305466.0 303850.13 United States USD 1.75 10/20/2029 09/10/2021 nan 0.0 0.18% 0.19%
DANBNK DANSKE BANK VAR 09/25 CORPORATE BONDS 305000.0 301620.6 Denmark USD 0.976 09/10/2025 09/10/2021 nan 0.0 0.17% 0.19%
SDART SANTANDER 1.33% 09/27 ASSET BACKED 300000.0 296930.46 United States USD 1.33 09/15/2027 07/21/2021 nan 0.0 0.17% 0.19%
PRPM PRPM 2021-7 STEP 08/26 CMO/REMIC 298409.0 296197.91 United States USD 1.867 08/25/2026 09/02/2021 nan 0.0 0.17% 0.19%
CHTR CCO HOLDINGS 4.75% 03/30 CORPORATE BONDS 285000.0 295939.73 United States USD 4.75 03/01/2030 10/01/2019 nan 0.0 0.17% 0.19%
AMSR AMSR 2.327% 10/38 ASSET BACKED 300000.0 294596.4 United States USD 2.327 10/17/2038 09/21/2021 nan 0.0 0.17% 0.19%
DEXT DEXT ABS 1.12% 02/28 ASSET BACKED 294000.0 293998.15 United States USD 1.12 02/15/2028 11/17/2021 nan 0.0 0.17% 0.18%
ATH ATHENE 0.914% 08/24 CORPORATE BONDS 295000.0 292094.22 United States USD 0.914 08/19/2024 08/19/2021 nan 0.0 0.17% 0.18%
CNC CENTENE 4.625% 12/29 CORPORATE BONDS 265000.0 286862.5 United States USD 4.625 12/15/2029 12/06/2019 nan 0.0 0.17% 0.18%
MFCC MERCURY 1.54% 03/26 ASSET BACKED 284000.0 284335.49 United States USD 1.54 03/20/2026 03/17/2021 nan 0.0 0.16% 0.18%
FR UMBS MORTPASS 2.5% 04/28 UMBS FHLMC 272183.0 284133.71 United States USD 2.5 04/01/2028 09/01/2018 nan 0.0 0.16% 0.18%
FNR FNMA REMICS 3.5% 12/42 CMO/REMIC 270000.0 283874.63 United States USD 3.5 12/25/2042 11/01/2012 nan 0.0 0.16% 0.18%
JPMCC JPMCC VAR 03/50 COMMERCIAL MORTGAGE BACKED SECURITIES 275000.0 276000.01 United States USD 4.60092 03/15/2050 03/01/2017 nan 0.0 0.16% 0.17%
ANZ AUSTRALIA & 4.4% 05/26 CORPORATE BONDS 250000.0 275486.7 Australia USD 4.4 05/19/2026 05/19/2016 nan 0.0 0.16% 0.17%
CGCMT CITIGROUP FLT 10/36 COMMERCIAL MORTGAGE BACKED SECURITIES 275000.0 274997.8 United States USD 3.85 10/15/2036 11/02/2021 nan 0.0 0.16% 0.17%
BX BX COMMERCIAL FLT 09/36 COMMERCIAL MORTGAGE BACKED SECURITIES 275000.0 274918.82 United States USD 1.74025 09/15/2036 09/29/2021 nan 0.0 0.16% 0.17%
UPST UPSTART 1.75% 06/31 ASSET BACKED 275000.0 273486.76 United States USD 1.75 06/20/2031 05/11/2021 nan 0.0 0.16% 0.17%
LBZZ LENDBUZZ 1.46% 06/26 ASSET BACKED 272000.0 271742.14 United States USD 1.46 06/15/2026 10/28/2021 nan 0.0 0.16% 0.17%
HSBC HSBC HOLDINGS VAR 08/24 CORPORATE BONDS 270000.0 268631.81 United Kingdom USD 0.732 08/17/2024 08/17/2021 nan 0.0 0.16% 0.17%
LLEND LL ABS TRUST 1.07% 05/29 ASSET BACKED 267470.0 266578.06 United States USD 1.07 05/15/2029 08/24/2021 nan 0.0 0.15% 0.17%
UBS UBS GROUP AG VAR 08/27 CORPORATE BONDS 270000.0 264387.56 Switzerland USD 1.494 08/10/2027 08/10/2021 nan 0.0 0.15% 0.17%
HSBC HSBC HOLDINGS VAR 03/25 CORPORATE BONDS 250000.0 264164.6 United Kingdom USD 3.803 03/11/2025 03/11/2019 nan 0.0 0.15% 0.17%
LUMN LUMEN 4% 02/27 CORPORATE BONDS 260000.0 262925.0 United States USD 4.0 02/15/2027 01/24/2020 nan 0.0 0.15% 0.17%
CGCMT CITIGROUP VAR 03/47 COMMERCIAL MORTGAGE BACKED SECURITIES 250000.0 262092.5 United States USD 5.07394 03/10/2047 03/01/2014 nan 0.0 0.15% 0.16%
ADC ALIGNED DATA 1.937% 08/46 ASSET BACKED 263000.0 260330.29 United States USD 1.937 08/15/2046 08/25/2021 nan 0.0 0.15% 0.16%
WLAKE WESTLAKE 0.95% 03/26 ASSET BACKED 260000.0 259362.71 United States USD 0.95 03/16/2026 03/17/2021 nan 0.0 0.15% 0.16%
ATH ATHENE 0.95% 01/24 CORPORATE BONDS 259000.0 258467.24 United States USD 0.95 01/08/2024 01/08/2021 nan 0.0 0.15% 0.16%
CFG CITIZENS 2.25% 04/25 CORPORATE BONDS 250000.0 258080.54 United States USD 2.25 04/28/2025 04/30/2020 nan 0.0 0.15% 0.16%
CGCMT CITIGROUP VAR 06/48 COMMERCIAL MORTGAGE BACKED SECURITIES 250000.0 257315.48 United States USD 4.05061 06/10/2048 07/01/2015 nan 0.0 0.15% 0.16%
HYNMTR HYUNDAI 2.65% 02/25 CORPORATE BONDS 250000.0 256956.97 United States USD 2.65 02/10/2025 02/10/2020 nan 0.0 0.15% 0.16%
CS CREDIT SUISSE VAR 09/25 CORPORATE BONDS 250000.0 256237.64 Switzerland USD 2.593 09/11/2025 09/11/2019 nan 0.0 0.15% 0.16%
PETM PETSMART INC 4.75% 02/28 CORPORATE BONDS 250000.0 255900.0 United States USD 4.75 02/15/2028 02/12/2021 nan 0.0 0.15% 0.16%
CHTR CCO HOLDINGS 5% 02/28 CORPORATE BONDS 245000.0 254731.4 United States USD 5.0 02/01/2028 08/08/2017 nan 0.0 0.15% 0.16%
CS CREDIT SUISSE VAR 06/26 CORPORATE BONDS 250000.0 252861.31 Switzerland USD 2.193 06/05/2026 06/05/2020 nan 0.0 0.15% 0.16%
UPST UPSTART 3.829% 01/30 ASSET BACKED 250000.0 252554.63 United States USD 3.829 01/21/2030 12/03/2019 nan 0.0 0.15% 0.16%
ACAFP CREDIT VAR 06/26 CORPORATE BONDS 250000.0 252182.34 France USD 1.907 06/16/2026 06/16/2020 nan 0.0 0.15% 0.16%
PRET PRETIUM STEP 06/60 ASSET BACKED 252544.0 250475.65 United States USD 1.9917 06/27/2060 06/23/2021 nan 0.0 0.14% 0.16%
GALXY GALAXY XXI CLO FLT 04/31 CDO/COLLATERALIZED DEBT OBLIGATION 250000.0 250310.25 Cayman Islands USD 1.1515 04/20/2031 03/01/2018 nan 0.0 0.14% 0.16%
CIFC CIFC FUNDING FLT 04/32 CDO/COLLATERALIZED DEBT OBLIGATION 250000.0 250307.25 Cayman Islands USD 1.2315 04/20/2032 04/20/2021 nan 0.0 0.14% 0.16%
LCM LCM 26 LTD 26A FLT 01/31 CDO/COLLATERALIZED DEBT OBLIGATION 250000.0 250130.5 Cayman Islands USD 1.2015 01/20/2031 01/23/2018 nan 0.0 0.14% 0.16%
GALXY GALAXY XIX CLO FLT 07/30 CDO/COLLATERALIZED DEBT OBLIGATION 250000.0 249937.25 Cayman Islands USD 1.07388 07/24/2030 03/30/2021 nan 0.0 0.14% 0.16%
BALLY BALLYROCK CLO FLT 07/32 CDO/COLLATERALIZED DEBT OBLIGATION 250000.0 249937.0 Cayman Islands USD 1.15375 07/15/2032 07/15/2021 nan 0.0 0.14% 0.16%
SYMP SYMPHONY CLO FLT 07/33 CDO/COLLATERALIZED DEBT OBLIGATION 250000.0 249937.0 Cayman Islands USD 1.22388 07/23/2033 06/28/2021 nan 0.0 0.14% 0.16%
MHC MHC COMMERCIAL FLT 04/38 COMMERCIAL MORTGAGE BACKED SECURITIES 250000.0 249850.9 United States USD 1.69121 04/15/2038 04/22/2021 nan 0.0 0.14% 0.16%
UPSPT UPSTART 1.7% 11/29 ASSET BACKED 251000.0 249849.67 United States USD 1.7 11/20/2029 10/08/2021 nan 0.0 0.14% 0.16%
CNP CENTERPOINT 0.7% 03/23 CORPORATE BONDS 250000.0 249626.8 United States USD 0.7 03/02/2023 03/02/2021 nan 0.0 0.14% 0.16%
WLAKE WESTLAKE 1.23% 04/26 ASSET BACKED 250000.0 247832.03 United States USD 1.23 04/15/2026 03/17/2021 nan 0.0 0.14% 0.16%
CAALT CREDIT 1.63% 09/30 ASSET BACKED 250000.0 247754.33 United States USD 1.63 09/16/2030 05/20/2021 nan 0.0 0.14% 0.16%
STANLN STANDARD VAR 01/25 CORPORATE BONDS 250000.0 247581.2 United Kingdom USD 0.991 01/12/2025 01/14/2021 nan 0.0 0.14% 0.16%
NSANY NISSAN MOTOR 1.85% 09/26 CORPORATE BONDS 255000.0 247453.37 United States USD 1.85 09/16/2026 09/16/2021 nan 0.0 0.14% 0.16%
ACGCAP AVIATION 1.95% 01/26 CORPORATE BONDS 250000.0 247180.68 United States USD 1.95 01/30/2026 01/15/2021 nan 0.0 0.14% 0.16%
DTAOT DT AUTO OWNER 1.16% 11/26 ASSET BACKED 250000.0 246878.63 United States USD 1.16 11/16/2026 01/27/2021 nan 0.0 0.14% 0.16%
DTAOT DT AUTO OWNER 1.31% 05/27 ASSET BACKED 250000.0 245119.15 United States USD 1.31 05/17/2027 08/12/2021 nan 0.0 0.14% 0.15%
F FORD MOTOR 9.625% 04/30 CORPORATE BONDS 165000.0 244579.5 United States USD 9.625 04/22/2030 04/22/2020 nan 0.0 0.14% 0.15%
CPS CPS AUTO 1.21% 06/27 ASSET BACKED 244000.0 241695.79 United States USD 1.21 06/15/2027 07/28/2021 nan 0.0 0.14% 0.15%
BKIR BANK OF VAR 09/27 CORPORATE BONDS 245000.0 241564.9 Ireland USD 2.029 09/30/2027 09/30/2021 nan 0.0 0.14% 0.15%
GSMS GS MORTGAGE VAR 03/50 COMMERCIAL MORTGAGE BACKED SECURITIES 250000.0 240495.05 United States USD 3.509 03/10/2050 03/01/2017 nan 0.0 0.14% 0.15%
TCN TRICON 2.794% 07/38 ASSET BACKED 240000.0 239868.96 United States USD 2.794 07/17/2038 11/09/2021 nan 0.0 0.14% 0.15%
PRET PRET 2021-NPL3 STEP 07/51 ASSET BACKED 233788.0 232718.83 United States USD 1.8677 07/25/2051 07/20/2021 nan 0.0 0.13% 0.15%
SGCMS SG 3.933% 10/48 COMMERCIAL MORTGAGE BACKED SECURITIES 225000.0 232367.33 United States USD 3.933 10/10/2048 07/01/2016 nan 0.0 0.13% 0.15%
FRTKL FRTKL 2.172% 09/38 ASSET BACKED 238000.0 232215.24 United States USD 2.172 09/17/2038 08/27/2021 nan 0.0 0.13% 0.15%
WFRBS WFRBS VAR 09/57 COMMERCIAL MORTGAGE BACKED SECURITIES 225000.0 231210.56 United States USD 3.75719 09/15/2057 09/01/2014 nan 0.0 0.13% 0.15%
FN UMBS MORTPASS 4.5% 05/47 UMBS FNMA 210949.0 230781.65 United States USD 4.5 05/01/2047 05/01/2017 nan 0.0 0.13% 0.15%
NFLX NETFLIX INC 4.875% 06/30 CORPORATE BONDS 195000.0 228881.25 United States USD 4.875 06/15/2030 10/25/2019 nan 0.0 0.13% 0.14%
LFT LENDMARK 2.78% 04/28 ASSET BACKED 225000.0 228812.65 United States USD 2.78 04/20/2028 10/30/2019 nan 0.0 0.13% 0.14%
UPST UPSTART 1.84% 09/31 ASSET BACKED 231000.0 228171.15 United States USD 1.84 09/20/2031 09/24/2021 nan 0.0 0.13% 0.14%
BAC BANK OF VAR 07/27 CORPORATE BONDS 230000.0 228101.33 United States USD 1.734 07/22/2027 04/22/2021 nan 0.0 0.13% 0.14%
EQH EQUITABLE 0.8% 08/24 CORPORATE BONDS 230000.0 227994.52 United States USD 0.8 08/12/2024 08/12/2021 nan 0.0 0.13% 0.14%
PAID PAGAYA AI 1.15% 05/29 ASSET BACKED 228000.0 227306.56 United States USD 1.15 05/15/2029 09/16/2021 nan 0.0 0.13% 0.14%
UPST UPSTART 0.83% 07/31 ASSET BACKED 227435.0 227069.19 United States USD 0.83 07/20/2031 07/29/2021 nan 0.0 0.13% 0.14%
AFFRM AFFIRM ASSET 2.1% 02/25 ASSET BACKED 225000.0 225883.98 United States USD 2.1 02/18/2025 08/05/2020 nan 0.0 0.13% 0.14%
UPSPT UPSTART 2% 07/27 ASSET BACKED 226840.0 225578.26 United States USD 2.0 07/20/2027 06/04/2021 nan 0.0 0.13% 0.14%
PRPM PRPM 2021-5 STEP 06/26 CMO/REMIC 226033.0 224640.06 United States USD 1.793 06/25/2026 06/23/2021 nan 0.0 0.13% 0.14%
IGT INTERNATIONAL 6.25% 01/27 CORPORATE BONDS 200000.0 224000.0 United Kingdom USD 6.25 01/15/2027 09/26/2018 nan 0.0 0.13% 0.14%
SANTAN BANCO 5.179% 11/25 CORPORATE BONDS 200000.0 223573.07 Spain USD 5.179 11/19/2025 11/19/2015 nan 0.0 0.13% 0.14%
BA BOEING 4.875% 05/25 CORPORATE BONDS 200000.0 220061.21 United States USD 4.875 05/01/2025 05/04/2020 nan 0.0 0.13% 0.14%
FCAT FLAGSHIP 1.27% 03/27 ASSET BACKED 225000.0 219992.72 United States USD 1.27 03/15/2027 02/11/2021 nan 0.0 0.13% 0.14%
STWD STWD 2021-LIH FLT 11/36 COMMERCIAL MORTGAGE BACKED SECURITIES 220000.0 219312.06 United States USD 0.0 11/15/2036 11/22/2021 nan 0.0 0.13% 0.14%
OILGAS OIL AND GAS 7.625% 11/24 CORPORATE BONDS 200000.0 217850.0 Bahrain USD 7.625 11/07/2024 11/07/2018 nan 0.0 0.13% 0.14%
BNP BNP PARIBAS 4.375% 09/25 CORPORATE BONDS 200000.0 217672.45 France USD 4.375 09/28/2025 09/28/2015 nan 0.0 0.13% 0.14%
OXY OCCIDENTAL 6.125% 01/31 CORPORATE BONDS 180000.0 217386.0 United States USD 6.125 01/01/2031 12/22/2020 nan 0.0 0.13% 0.14%
BPCEGP BPCE SA 4.5% 03/25 CORPORATE BONDS 200000.0 217232.61 France USD 4.5 03/15/2025 09/15/2014 nan 0.0 0.13% 0.14%
GHIT GOLDMAN HOME 1.15% 06/51 ASSET BACKED 219423.0 217015.63 United States USD 1.15 06/25/2051 08/19/2021 nan 0.0 0.13% 0.14%
AFRFIN AFRICA 4.375% 04/26 INTERNATIONAL AUTHORITY 200000.0 217000.0 Supranational USD 4.375 04/17/2026 04/17/2019 nan 0.0 0.13% 0.14%
MIZUHO MIZUHO 4.353% 10/25 CORPORATE BONDS 200000.0 216730.62 Japan USD 4.353 10/20/2025 10/20/2015 nan 0.0 0.13% 0.14%
AVOL AVOLON 5.25% 05/24 CORPORATE BONDS 200000.0 216010.55 Cayman Islands USD 5.25 05/15/2024 03/01/2019 nan 0.0 0.12% 0.14%
COMM COMM VAR 10/48 COMMERCIAL MORTGAGE BACKED SECURITIES 200000.0 215597.36 United States USD 4.47809 10/10/2048 10/01/2015 nan 0.0 0.12% 0.14%
AA ALCOA 6.125% 05/28 CORPORATE BONDS 200000.0 214979.0 Netherlands USD 6.125 05/15/2028 05/17/2018 nan 0.0 0.12% 0.14%
EFNCN ELEMENT 3.85% 06/25 CORPORATE BONDS 200000.0 213853.24 Canada USD 3.85 06/15/2025 06/02/2020 nan 0.0 0.12% 0.13%
CSCHLD CSC HOLDINGS 6.5% 02/29 CORPORATE BONDS 200000.0 213750.0 United States USD 6.5 02/01/2029 01/31/2019 nan 0.0 0.12% 0.13%
COMM COMM 2015-PC1 VAR 07/50 COMMERCIAL MORTGAGE BACKED SECURITIES 200000.0 213599.32 United States USD 4.3207 07/10/2050 07/01/2015 nan 0.0 0.12% 0.13%
GS GOLDMAN SACHS 3.5% 01/25 CORPORATE BONDS 200000.0 212379.43 United States USD 3.5 01/23/2025 01/23/2015 nan 0.0 0.12% 0.13%
KENINT REPUBLIC OF 7% 05/27 SOVEREIGN DEBT 200000.0 212250.0 Kenya USD 7.0 05/22/2027 05/22/2019 nan 0.0 0.12% 0.13%
AIB AIB GROUP PLC VAR 04/25 SOVEREIGN DEBT 200000.0 212131.16 Ireland USD 4.263 04/10/2025 04/10/2019 nan 0.0 0.12% 0.13%
SOCGEN SOCIETE 3.875% 03/24 CORPORATE BONDS 200000.0 211742.82 France USD 3.875 03/28/2024 03/28/2019 nan 0.0 0.12% 0.13%
ACGCAP AVIATION 4.375% 01/24 CORPORATE BONDS 200000.0 211731.16 United States USD 4.375 01/30/2024 12/03/2018 nan 0.0 0.12% 0.13%
VW VOLKSWAGEN 3.35% 05/25 CORPORATE BONDS 200000.0 211326.68 Germany USD 3.35 05/13/2025 05/13/2020 nan 0.0 0.12% 0.13%
NWIDE NATIONWIDE VAR 08/24 CORPORATE BONDS 200000.0 211156.96 United Kingdom USD 4.363 08/01/2024 08/01/2018 nan 0.0 0.12% 0.13%
NWG NATWEST GROUP VAR 06/24 CORPORATE BONDS 200000.0 211004.84 United Kingdom USD 4.519 06/25/2024 06/25/2018 nan 0.0 0.12% 0.13%
FREMF FREMF 2017-K62 VAR 01/50 CMO/REMIC 200000.0 210877.62 United States USD 3.87367 01/25/2050 02/01/2017 nan 0.0 0.12% 0.13%
COMM COMM VAR 08/46 COMMERCIAL MORTGAGE BACKED SECURITIES 200000.0 210685.72 United States USD 4.517 08/10/2046 08/01/2013 nan 0.0 0.12% 0.13%
NRG NRG ENERGY 3.75% 06/24 CORPORATE BONDS 200000.0 210395.81 United States USD 3.75 06/15/2024 05/28/2019 nan 0.0 0.12% 0.13%
VCAT VCAT 2021-NPL3 STEP 05/51 ASSET BACKED 212037.0 210391.77 United States USD 1.743 05/25/2051 06/03/2021 nan 0.0 0.12% 0.13%
C CITIGROUP INC VAR 04/26 CORPORATE BONDS 200000.0 210337.85 United States USD 3.106 04/08/2026 04/08/2020 nan 0.0 0.12% 0.13%
MSBAM MORGAN 3.257% 05/48 COMMERCIAL MORTGAGE BACKED SECURITIES 220000.0 210313.07 United States USD 3.257 05/15/2048 08/01/2015 nan 0.0 0.12% 0.13%
FREMF FREMF 2018-K732 VAR 05/25 CMO/REMIC 200000.0 210226.08 United States USD 4.05674 05/25/2025 06/01/2018 nan 0.0 0.12% 0.13%
NSANY NISSAN 3.522% 09/25 CORPORATE BONDS 200000.0 209646.12 Japan USD 3.522 09/17/2025 09/17/2020 nan 0.0 0.12% 0.13%
BAC BANK OF VAR 07/24 CORPORATE BONDS 200000.0 209641.55 United States USD 3.864 07/23/2024 07/23/2018 nan 0.0 0.12% 0.13%
CGCMT CITIGROUP VAR 07/47 COMMERCIAL MORTGAGE BACKED SECURITIES 200000.0 209604.26 United States USD 4.42896 07/10/2047 08/01/2014 nan 0.0 0.12% 0.13%
PRET PRETIUM STEP 09/60 ASSET BACKED 209962.0 209337.28 United States USD 2.2395 09/27/2060 03/30/2021 nan 0.0 0.12% 0.13%
STACR FREDDIE MAC FLT 07/50 CMO/REMIC 200000.0 209266.4 United States USD 5.83925 07/25/2050 07/28/2020 nan 0.0 0.12% 0.13%
HSBC HSBC HOLDINGS VAR 05/24 CORPORATE BONDS 200000.0 208967.29 United Kingdom USD 3.95 05/18/2024 05/18/2018 nan 0.0 0.12% 0.13%
IMBLN IMPERIAL 3.125% 07/24 CORPORATE BONDS 200000.0 208361.72 United Kingdom USD 3.125 07/26/2024 07/26/2019 nan 0.0 0.12% 0.13%
MS MORGAN STANLEY VAR 04/24 CORPORATE BONDS 200000.0 208101.3 United States USD 3.737 04/24/2024 04/24/2018 nan 0.0 0.12% 0.13%
MIZUHO MIZUHO VAR 07/25 CORPORATE BONDS 200000.0 208038.61 Japan USD 2.839 07/16/2025 07/16/2019 nan 0.0 0.12% 0.13%
JORDAN HASHEMITE 4.95% 07/25 SOVEREIGN DEBT 200000.0 208000.0 Jordan USD 4.95 07/07/2025 07/07/2020 nan 0.0 0.12% 0.13%
BRASKM BRASKEM 4.5% 01/30 CORPORATE BONDS 200000.0 207875.0 Brazil USD 4.5 01/31/2030 11/01/2019 nan 0.0 0.12% 0.13%
STANLN STANDARD VAR 03/24 CORPORATE BONDS 200000.0 207445.61 United Kingdom USD 3.885 03/15/2024 03/15/2018 nan 0.0 0.12% 0.13%
CGCMT CITIGROUP 3.772% 02/48 COMMERCIAL MORTGAGE BACKED SECURITIES 200000.0 207316.1 United States USD 3.772 02/10/2048 02/01/2015 nan 0.0 0.12% 0.13%
EART EXETER 1.4% 04/27 ASSET BACKED 210000.0 207220.57 United States USD 1.4 04/15/2027 06/02/2021 nan 0.0 0.12% 0.13%
NWIDE NATIONWIDE VAR 03/24 CORPORATE BONDS 200000.0 207182.43 United Kingdom USD 3.766 03/08/2024 03/08/2018 nan 0.0 0.12% 0.13%
ESKOM ESKOM 6.75% 08/23 SOVEREIGN DEBT 200000.0 207162.5 South Africa USD 6.75 08/06/2023 08/06/2013 nan 0.0 0.12% 0.13%
COSTAR REPUBLIC OF 4.375% 04/25 SOVEREIGN DEBT 200000.0 207100.0 Costa Rica USD 4.375 04/30/2025 04/30/2013 nan 0.0 0.12% 0.13%
NWG NATWEST GROUP VAR 06/27 CORPORATE BONDS 210000.0 207089.45 United Kingdom USD 1.642 06/14/2027 06/14/2021 nan 0.0 0.12% 0.13%
AER AERCAP 2.875% 08/24 CORPORATE BONDS 200000.0 207051.81 Ireland USD 2.875 08/14/2024 08/14/2019 nan 0.0 0.12% 0.13%
GENTMK GOHL CAPITAL 4.25% 01/27 CORPORATE BONDS 200000.0 206975.0 United Kingdom USD 4.25 01/24/2027 01/24/2017 nan 0.0 0.12% 0.13%
STANLN STANDARD VAR 01/26 CORPORATE BONDS 200000.0 206332.7 United Kingdom USD 2.819 01/30/2026 01/14/2020 nan 0.0 0.12% 0.13%
WFCM WELLS FARGO VAR 09/58 COMMERCIAL MORTGAGE BACKED SECURITIES 205000.0 206296.17 United States USD 4.55691 09/15/2058 09/01/2015 nan 0.0 0.12% 0.13%
STLA STELLANTIS 1.711% 01/27 CORPORATE BONDS 210000.0 206186.22 Netherlands USD 1.711 01/29/2027 09/15/2021 nan 0.0 0.12% 0.13%
MVWOT MVW 2021-1W 1.14% 01/41 ASSET BACKED 208769.0 206157.0 United States USD 1.14 01/22/2041 05/20/2021 nan 0.0 0.12% 0.13%
ANZ AUSTRALIA & VAR 07/30 CORPORATE BONDS 200000.0 205749.42 Australia USD 2.95 07/22/2030 01/22/2020 nan 0.0 0.12% 0.13%
SUMIBK SUMITOMO 2.348% 01/25 CORPORATE BONDS 200000.0 205600.79 Japan USD 2.348 01/15/2025 01/15/2020 nan 0.0 0.12% 0.13%
SANUK SANTANDER UK VAR 01/24 CORPORATE BONDS 200000.0 205459.43 United Kingdom USD 3.373 01/05/2024 01/05/2018 nan 0.0 0.12% 0.13%
JPMCC JP MORGAN CHASE VAR 12/46 COMMERCIAL MORTGAGE BACKED SECURITIES 200000.0 205378.0 United States USD 5.00673 12/15/2046 11/01/2013 nan 0.0 0.12% 0.13%
VCAT VCAT 2021-NPL2 STEP 03/51 ASSET BACKED 205288.0 205365.18 United States USD 2.115 03/27/2051 03/30/2021 nan 0.0 0.12% 0.13%
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 0.12% 0.13%
LLOYDS LLOYDS BANKING VAR 02/26 CORPORATE BONDS 200000.0 205182.71 United Kingdom USD 2.438 02/05/2026 02/05/2020 nan 0.0 0.12% 0.13%
MUFG MITSUBISHI 2.193% 02/25 CORPORATE BONDS 200000.0 205004.61 Japan USD 2.193 02/25/2025 02/25/2020 nan 0.0 0.12% 0.13%
OGN ORGANON & 5.125% 04/31 CORPORATE BONDS 200000.0 204750.0 United States USD 5.125 04/30/2031 04/22/2021 nan 0.0 0.12% 0.13%
OMAN OMAN 4.75% 06/26 SOVEREIGN DEBT 200000.0 204475.0 Oman USD 4.75 06/15/2026 06/15/2016 nan 0.0 0.12% 0.13%
IRAQ REPUBLIC OF 6.752% 03/23 SOVEREIGN DEBT 200000.0 203975.0 Iraq USD 6.752 03/09/2023 08/09/2017 nan 0.0 0.12% 0.13%
ZILLO ZH TRUST 2.2525% 02/27 CMO/REMIC 205883.0 203822.93 United States USD 2.2525 02/18/2027 08/11/2021 nan 0.0 0.12% 0.13%
CCDJ FEDERATION 2.05% 02/25 CORPORATE BONDS 200000.0 203738.0 Canada USD 2.05 02/10/2025 02/10/2020 nan 0.0 0.12% 0.13%
ARGID ARDAGH 4.125% 08/26 CORPORATE BONDS 200000.0 203500.0 Supranational USD 4.125 08/15/2026 08/12/2019 nan 0.0 0.12% 0.13%
UPST UPSTART 3.093% 04/30 ASSET BACKED 200000.0 202963.58 United States USD 3.093 04/22/2030 02/19/2020 nan 0.0 0.12% 0.13%
CLUB CONSUMER LOAN 3.48% 12/26 ASSET BACKED 200000.0 202953.08 United States USD 3.48 12/15/2026 11/21/2019 nan 0.0 0.12% 0.13%
NWG NATWEST GROUP VAR 05/23 CORPORATE BONDS 200000.0 202703.82 United Kingdom USD 3.498 05/15/2023 05/15/2017 nan 0.0 0.12% 0.13%
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 0.12% 0.13%
BACR BARCLAYS PLC VAR 02/23 CORPORATE BONDS 200000.0 201969.04 United Kingdom USD 4.61 02/15/2023 11/15/2018 nan 0.0 0.12% 0.13%
LDPT LENDINGPOINT 1.46% 12/28 ASSET BACKED 203000.0 201638.78 United States USD 1.46 12/15/2028 07/21/2021 nan 0.0 0.12% 0.13%
MIZUHO MIZUHO VAR 07/24 CORPORATE BONDS 200000.0 201246.71 Japan USD 1.241 07/10/2024 07/10/2020 nan 0.0 0.12% 0.13%
GRFSM GRIFOLS 4.75% 10/28 CORPORATE BONDS 200000.0 200750.0 Spain USD 4.75 10/15/2028 10/05/2021 nan 0.0 0.12% 0.13%
NOMURA NOMURA 1.851% 07/25 CORPORATE BONDS 200000.0 200617.59 Japan USD 1.851 07/16/2025 07/13/2020 nan 0.0 0.12% 0.13%
DANBNK DANSKE BANK VAR 12/23 CORPORATE BONDS 200000.0 200414.19 Denmark USD 1.171 12/08/2023 09/11/2020 nan 0.0 0.12% 0.13%
EART EXETER 3.11% 08/25 ASSET BACKED 195000.0 200349.06 United States USD 3.11 08/15/2025 07/24/2019 nan 0.0 0.12% 0.13%
ATCLO ATLAS SENIOR FLT 04/31 CDO/COLLATERALIZED DEBT OBLIGATION 200000.0 199949.6 Cayman Islands USD 1.20825 04/22/2031 04/22/2021 nan 0.0 0.12% 0.13%
ACI ALBERTSONS 4.625% 01/27 CORPORATE BONDS 190000.0 199737.5 United States USD 4.625 01/15/2027 11/22/2019 nan 0.0 0.12% 0.13%
HYNMTR HYUNDAI 1.8% 10/25 CORPORATE BONDS 200000.0 199673.62 United States USD 1.8 10/15/2025 09/18/2020 nan 0.0 0.12% 0.13%
HSBC HSBC HOLDINGS VAR 04/26 CORPORATE BONDS 200000.0 199630.24 United Kingdom USD 1.645 04/18/2026 08/18/2020 nan 0.0 0.12% 0.13%
VITRRA VITERRA FINANCE 2% 04/26 CORPORATE BONDS 200000.0 199521.34 Netherlands USD 2.0 04/21/2026 04/21/2021 nan 0.0 0.12% 0.13%
GS GOLDMAN SACHS VAR 03/24 CORPORATE BONDS 200000.0 199464.91 United States USD 0.673 03/08/2024 03/08/2021 nan 0.0 0.12% 0.13%
INTNED ING GROEP NV VAR 04/27 CORPORATE BONDS 200000.0 199339.49 Netherlands USD 1.726 04/01/2027 04/01/2021 nan 0.0 0.12% 0.13%
CPS CPS AUTO 2.31% 12/27 ASSET BACKED 200000.0 199285.54 United States USD 2.31 12/15/2027 11/03/2021 nan 0.0 0.12% 0.13%
LUNESS LUNDIN ENERGY 2% 07/26 CORPORATE BONDS 200000.0 199112.85 Netherlands USD 2.0 07/15/2026 06/23/2021 nan 0.0 0.12% 0.13%
STYRO INEOS 3.375% 01/26 CORPORATE BONDS 200000.0 199000.0 United Kingdom USD 3.375 01/15/2026 01/29/2021 nan 0.0 0.12% 0.13%
SUMITR SUMITOMO 0.85% 03/24 CORPORATE BONDS 200000.0 198983.07 Japan USD 0.85 03/25/2024 03/25/2021 nan 0.0 0.12% 0.13%
PROG PROGRESS 2.538% 05/26 ASSET BACKED 200000.0 198654.9 United States USD 2.538 05/17/2026 04/22/2021 nan 0.0 0.11% 0.12%
GRNKEN GREENKO 3.85% 03/26 CORPORATE BONDS 197000.0 198231.25 Mauritius USD 3.85 03/29/2026 03/29/2021 nan 0.0 0.11% 0.12%
TRTN TRITON 1.15% 06/24 CORPORATE BONDS 200000.0 197975.0 Bermuda USD 1.15 06/07/2024 06/07/2021 nan 0.0 0.11% 0.12%
NBNAUS NBN CO LTD 1.45% 05/26 SOVEREIGN DEBT 200000.0 197569.79 Australia USD 1.45 05/05/2026 05/05/2021 nan 0.0 0.11% 0.12%
PKSTAN ISLAMIC 6% 04/26 SOVEREIGN DEBT 200000.0 197522.0 Pakistan USD 6.0 04/08/2026 04/08/2021 nan 0.0 0.11% 0.12%
HCA HCA INC 5.375% 09/26 CORPORATE BONDS 175000.0 197520.73 United States USD 5.375 09/01/2026 08/23/2018 nan 0.0 0.11% 0.12%
MUFG MITSUBISHI UFJ VAR 07/27 CORPORATE BONDS 200000.0 197196.75 Japan USD 1.538 07/20/2027 07/20/2021 nan 0.0 0.11% 0.12%
GCAR GLS AUTO 1.48% 07/27 ASSET BACKED 200000.0 197115.64 United States USD 1.48 07/15/2027 09/20/2021 nan 0.0 0.11% 0.12%
NOMURA NOMURA 1.653% 07/26 CORPORATE BONDS 200000.0 196806.01 Japan USD 1.653 07/14/2026 07/12/2021 nan 0.0 0.11% 0.12%
SANTAN BANCO VAR 09/27 CORPORATE BONDS 200000.0 196537.44 Spain USD 1.722 09/14/2027 09/14/2021 nan 0.0 0.11% 0.12%
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 0.11% 0.12%
ENELIM ENEL 1.375% 07/26 CORPORATE BONDS 200000.0 196434.45 Italy USD 1.375 07/12/2026 07/12/2021 nan 0.0 0.11% 0.12%
CNART CARNOW AUTO 2.16% 02/26 ASSET BACKED 196000.0 195979.5 United States USD 2.16 02/17/2026 04/21/2021 nan 0.0 0.11% 0.12%
SOCGEN SOCIETE VAR 12/26 CORPORATE BONDS 200000.0 195781.72 France USD 1.488 12/14/2026 12/14/2020 nan 0.0 0.11% 0.12%
FREMF FREMF 2016-K57 VAR 08/49 CMO/REMIC 185000.0 195099.41 United States USD 3.91609 08/25/2049 09/01/2016 nan 0.0 0.11% 0.12%
OPI OFFICE 2.4% 02/27 CORPORATE BONDS 200000.0 195018.42 United States USD 2.4 02/01/2027 08/13/2021 nan 0.0 0.11% 0.12%
LIFE LIFE 2021-BMR FLT 03/38 COMMERCIAL MORTGAGE BACKED SECURITIES 195000.0 194767.62 United States USD 1.191 03/15/2038 03/30/2021 nan 0.0 0.11% 0.12%
DTAOT DT AUTO OWNER 2.55% 11/25 ASSET BACKED 190000.0 194135.73 United States USD 2.55 11/17/2025 02/05/2020 nan 0.0 0.11% 0.12%
CAS FANNIE MAE FLT 01/31 CMO/REMIC 191770.0 193693.15 United States USD 2.43925 01/25/2031 08/03/2018 nan 0.0 0.11% 0.12%
UPSPT UPSTART 2% 07/27 ASSET BACKED 194432.0 193362.05 United States USD 2.0 07/20/2027 05/14/2021 nan 0.0 0.11% 0.12%
SFRFP ALTICE 5.125% 07/29 CORPORATE BONDS 200000.0 192000.0 France USD 5.125 07/15/2029 04/27/2021 nan 0.0 0.11% 0.12%
DTAOT DT AUTO OWNER 5.54% 06/25 ASSET BACKED 185000.0 191012.33 United States USD 5.54 06/16/2025 06/14/2018 nan 0.0 0.11% 0.12%
MFIT MARINER 1.86% 03/36 ASSET BACKED 192000.0 190888.65 United States USD 1.86 03/20/2036 03/11/2021 nan 0.0 0.11% 0.12%
SFRFP ALTICE FRANCE 6% 02/28 CORPORATE BONDS 200000.0 190000.0 France USD 6.0 02/15/2028 02/06/2020 nan 0.0 0.11% 0.12%
SDART SANTANDER 1.13% 11/26 ASSET BACKED 190000.0 189287.52 United States USD 1.13 11/16/2026 02/17/2021 nan 0.0 0.11% 0.12%
EGYPT ARAB 3.875% 02/26 SOVEREIGN DEBT 200000.0 188000.0 Egypt USD 3.875 02/16/2026 02/16/2021 nan 0.0 0.11% 0.12%
LHOME LHOME MORTGAGE VAR 09/26 CMO/REMIC 188000.0 187288.89 United States USD 2.09 09/25/2026 03/23/2021 nan 0.0 0.11% 0.12%
LONGF LONGFELLOW FLT 04/29 CDO/COLLATERALIZED DEBT OBLIGATION 187021.0 186974.11 Cayman Islands USD 1.12375 04/15/2029 04/15/2021 nan 0.0 0.11% 0.12%
CARMX CARMAX AUTO 3.37% 07/24 ASSET BACKED 185000.0 186529.99 United States USD 3.37 07/15/2024 01/24/2018 nan 0.0 0.11% 0.12%
STACR FREDDIE MAC FLT 01/50 CMO/REMIC 185246.0 185719.4 United States USD 1.78925 01/25/2050 01/28/2020 nan 0.0 0.11% 0.12%
PSTAT PALMER SQUARE FLT 05/29 CDO/COLLATERALIZED DEBT OBLIGATION 185056.0 185009.99 Cayman Islands USD 0.93088 05/20/2029 04/20/2021 nan 0.0 0.11% 0.12%
FREED FREED ABS 1.41% 03/28 ASSET BACKED 185000.0 184735.54 United States USD 1.41 03/20/2028 02/10/2021 nan 0.0 0.11% 0.12%
LMREC LMREC 2021-CRE4 FLT 04/37 CDO/COLLATERALIZED DEBT OBLIGATION 184000.0 184037.63 United States USD 1.137 04/22/2037 05/17/2021 nan 0.0 0.11% 0.12%
CIFC CIFC FUNDING FLT 01/28 CDO/COLLATERALIZED DEBT OBLIGATION 183679.0 183553.19 Cayman Islands USD 0.9315 01/20/2028 12/04/2017 nan 0.0 0.11% 0.12%
COGARD COUNTRY 3.125% 10/25 CORPORATE BONDS 200000.0 183000.0 Cayman Islands USD 3.125 10/22/2025 10/22/2020 nan 0.0 0.11% 0.12%
IPT INDEPENDENCE 3.763% 07/35 COMMERCIAL MORTGAGE BACKED SECURITIES 175000.0 181758.92 United States USD 3.763 07/10/2035 06/01/2018 nan 0.0 0.11% 0.11%
MSBAM MORGAN STANLEY VAR 02/47 COMMERCIAL MORTGAGE BACKED SECURITIES 175023.0 180691.17 United States USD 5.04935 02/15/2047 02/01/2014 nan 0.0 0.1% 0.11%
SCLP SOFI CONSUMER 4.76% 11/27 ASSET BACKED 175000.0 179478.22 United States USD 4.76 11/26/2027 11/09/2018 nan 0.0 0.1% 0.11%
WLAKE WESTLAKE 2.8% 06/25 ASSET BACKED 175000.0 179182.41 United States USD 2.8 06/16/2025 03/17/2020 nan 0.0 0.1% 0.11%
GCAR GLS AUTO 3.06% 08/25 ASSET BACKED 175000.0 178992.56 United States USD 3.06 08/15/2025 11/05/2019 nan 0.0 0.1% 0.11%
BSST BEAST 2021-1818 FLT 03/36 COMMERCIAL MORTGAGE BACKED SECURITIES 179000.0 178935.43 United States USD 1.7 03/15/2036 03/30/2021 nan 0.0 0.1% 0.11%
NMEF NMEF FUNDING 1.85% 12/27 ASSET BACKED 178000.0 177768.51 United States USD 1.85 12/15/2027 03/17/2021 nan 0.0 0.1% 0.11%
SKOP SKOPOS AUTO 3.63% 09/24 ASSET BACKED 175000.0 177123.05 United States USD 3.63 09/16/2024 09/16/2019 nan 0.0 0.1% 0.11%
THC TENET 4.25% 06/29 CORPORATE BONDS 175000.0 176069.25 United States USD 4.25 06/01/2029 06/02/2021 nan 0.0 0.1% 0.11%
REPS REPUBLIC 3.43% 11/27 ASSET BACKED 175000.0 175396.18 United States USD 3.43 11/22/2027 10/17/2019 nan 0.0 0.1% 0.11%
OPTN OPORTUN 1.21% 03/28 ASSET BACKED 172000.0 172155.16 United States USD 1.21 03/08/2028 03/08/2021 nan 0.0 0.1% 0.11%
SIRI SIRIUS XM 5.5% 07/29 CORPORATE BONDS 160000.0 171950.4 United States USD 5.5 07/01/2029 06/07/2019 nan 0.0 0.1% 0.11%
PHM PULTEGROUP 5.5% 03/26 CORPORATE BONDS 150000.0 171724.5 United States USD 5.5 03/01/2026 03/01/2016 nan 0.0 0.1% 0.11%
VOLT VOLT XCVII LLC STEP 04/51 ASSET BACKED 172103.0 171506.91 United States USD 2.2395 04/25/2051 03/23/2021 nan 0.0 0.1% 0.11%
BHCCN BAUSCH 4.875% 06/28 CORPORATE BONDS 170000.0 171275.0 Canada USD 4.875 06/01/2028 06/08/2021 nan 0.0 0.1% 0.11%
CHCOCH CHENIERE 5.125% 06/27 CORPORATE BONDS 150000.0 170642.8 United States USD 5.125 06/30/2027 05/19/2017 nan 0.0 0.1% 0.11%
GSMS GS MORTGAGE VAR 10/49 COMMERCIAL MORTGAGE BACKED SECURITIES 165000.0 170430.2 United States USD 4.00376 10/10/2049 09/01/2016 nan 0.0 0.1% 0.11%
DB DEUTSCHE BANK VAR 11/27 CORPORATE BONDS 170000.0 169943.91 Germany USD 1.0 11/16/2027 11/16/2021 nan 0.0 0.1% 0.11%
NGLS TARGA 6.875% 01/29 CORPORATE BONDS 150000.0 169018.5 United States USD 6.875 01/15/2029 01/17/2019 nan 0.0 0.1% 0.11%
WFRBS WFRBS VAR 11/47 COMMERCIAL MORTGAGE BACKED SECURITIES 160000.0 168425.89 United States USD 4.236 11/15/2047 12/01/2014 nan 0.0 0.1% 0.11%
CHTR CCO HOLDINGS 4.5% 05/32 CORPORATE BONDS 165000.0 167260.5 United States USD 4.5 05/01/2032 05/01/2021 nan 0.0 0.1% 0.11%
DOMREP DOMINICAN 6% 07/28 SOVEREIGN DEBT 150000.0 167203.13 Dominican Republic USD 6.0 07/19/2028 07/19/2018 nan 0.0 0.1% 0.11%
ACGCAP AVIATION 5.5% 12/24 CORPORATE BONDS 150000.0 165897.24 United States USD 5.5 12/15/2024 07/10/2020 nan 0.0 0.1% 0.1%
PFP PFP 2021-7 LTD FLT 04/38 COMMERCIAL MORTGAGE BACKED SECURITIES 166491.0 165458.44 United States USD 1.73588 04/14/2038 03/25/2021 nan 0.0 0.1% 0.1%
LEN LENNAR CORP 4.75% 05/25 CORPORATE BONDS 150000.0 165039.0 United States USD 4.75 05/30/2025 04/28/2015 nan 0.0 0.1% 0.1%
FIAOT FIRST 3.44% 03/24 ASSET BACKED 163000.0 165032.14 United States USD 3.44 03/15/2024 11/22/2017 nan 0.0 0.1% 0.1%
MPLX MPLX LP 4.875% 12/24 CORPORATE BONDS 150000.0 164085.68 United States USD 4.875 12/01/2024 06/01/2016 nan 0.0 0.09% 0.1%
BATSLN REYNOLDS 4.45% 06/25 CORPORATE BONDS 150000.0 163286.45 United States USD 4.45 06/12/2025 06/12/2015 nan 0.0 0.09% 0.1%
URI UNITED 4.875% 01/28 CORPORATE BONDS 155000.0 162886.4 United States USD 4.875 01/15/2028 08/11/2017 nan 0.0 0.09% 0.1%
CVS CVS HEALTH 4.1% 03/25 CORPORATE BONDS 150000.0 162771.76 United States USD 4.1 03/25/2025 03/09/2018 nan 0.0 0.09% 0.1%
AVGO BROADCOM 3.875% 01/27 CORPORATE BONDS 150000.0 162260.75 Supranational USD 3.875 01/15/2027 01/15/2018 nan 0.0 0.09% 0.1%
AVOL PARK 5.5% 02/24 CORPORATE BONDS 150000.0 162258.1 Cayman Islands USD 5.5 02/15/2024 02/03/2017 nan 0.0 0.09% 0.1%
BMW BMW US 3.9% 04/25 CORPORATE BONDS 150000.0 162246.47 Germany USD 3.9 04/09/2025 04/09/2020 nan 0.0 0.09% 0.1%
JXN JACKSON 3.875% 06/25 CORPORATE BONDS 150000.0 162180.62 United States USD 3.875 06/11/2025 06/11/2018 nan 0.0 0.09% 0.1%
VOLT VOLT XCIX LLC STEP 04/51 ASSET BACKED 162518.0 162168.88 United States USD 2.1157 04/25/2051 04/12/2021 nan 0.0 0.09% 0.1%
ECOPET ECOPETROL 5.375% 06/26 SOVEREIGN DEBT 150000.0 161587.5 Colombia USD 5.375 06/26/2026 06/26/2015 nan 0.0 0.09% 0.1%
FFIN FOUNDATION 1.27% 05/41 ASSET BACKED 163349.0 161435.44 United States USD 1.27 05/15/2041 03/26/2021 nan 0.0 0.09% 0.1%
THC TENET 5.125% 11/27 CORPORATE BONDS 155000.0 161393.75 United States USD 5.125 11/01/2027 08/26/2019 nan 0.0 0.09% 0.1%
BTUN BANQUE 5.75% 01/25 SOVEREIGN DEBT 200000.0 161250.0 Tunisia USD 5.75 01/30/2025 01/30/2015 nan 0.0 0.09% 0.1%
PRPM PRPM 2021-2 LLC VAR 03/26 CMO/REMIC 161744.0 161037.37 United States USD 2.115 03/25/2026 03/25/2021 nan 0.0 0.09% 0.1%
FCRT FOURSIGHT 6.82% 04/25 ASSET BACKED 160000.0 161002.3 United States USD 6.82 04/15/2025 03/21/2018 nan 0.0 0.09% 0.1%
GM GENERAL MOTORS 4% 01/25 CORPORATE BONDS 150000.0 160298.06 United States USD 4.0 01/15/2025 01/12/2015 nan 0.0 0.09% 0.1%
MS MORGAN STANLEY VAR 04/24 CORPORATE BONDS 160000.0 159817.05 United States USD 0.731 04/05/2024 04/22/2021 nan 0.0 0.09% 0.1%
PAID PAGAYA AI 1.18% 11/27 ASSET BACKED 159816.0 159736.0 United States USD 1.18 11/15/2027 03/12/2021 nan 0.0 0.09% 0.1%
AL AIR LEASE 4.25% 02/24 CORPORATE BONDS 150000.0 159314.45 United States USD 4.25 02/01/2024 01/23/2019 nan 0.0 0.09% 0.1%
TMUS T-MOBILE USA 3.5% 04/25 CORPORATE BONDS 150000.0 159232.12 United States USD 3.5 04/15/2025 04/15/2021 nan 0.0 0.09% 0.1%
COF CAPITAL ONE 3.2% 02/25 CORPORATE BONDS 150000.0 158391.8 United States USD 3.2 02/05/2025 02/05/2015 nan 0.0 0.09% 0.1%
FHR FHLMC REMICS 5.5% 09/33 CMO/REMIC 139340.0 157732.24 United States USD 5.5 09/15/2033 09/01/2003 nan 0.0 0.09% 0.1%
STZ CONSTELLATION 4.25% 05/23 CORPORATE BONDS 150000.0 157512.87 United States USD 4.25 05/01/2023 05/14/2013 nan 0.0 0.09% 0.1%
HYNMTR HYUNDAI 4.125% 06/23 CORPORATE BONDS 150000.0 157084.8 United States USD 4.125 06/08/2023 06/08/2018 nan 0.0 0.09% 0.1%
JPMBB JPMBB VAR 08/48 COMMERCIAL MORTGAGE BACKED SECURITIES 150000.0 156989.37 United States USD 4.62073 08/15/2048 08/01/2015 nan 0.0 0.09% 0.1%
AXTA AXALTA 4.75% 06/27 CORPORATE BONDS 150000.0 155767.5 Supranational USD 4.75 06/15/2027 06/15/2020 nan 0.0 0.09% 0.1%
IPT INDEPENDENCE 4.158% 07/35 COMMERCIAL MORTGAGE BACKED SECURITIES 150000.0 155107.34 United States USD 4.158 07/10/2035 06/01/2018 nan 0.0 0.09% 0.1%
MQGAU MACQUARIE 2.3% 01/25 CORPORATE BONDS 150000.0 154423.15 Australia USD 2.3 01/22/2025 01/22/2020 nan 0.0 0.09% 0.1%
AMT AMERICAN 2.4% 03/25 CORPORATE BONDS 150000.0 154220.54 United States USD 2.4 03/15/2025 01/10/2020 nan 0.0 0.09% 0.1%
WSTP WESTPAC VAR 02/30 CORPORATE BONDS 150000.0 153909.82 Australia USD 2.894 02/04/2030 01/31/2020 nan 0.0 0.09% 0.1%
MS MORGAN STANLEY VAR 04/26 CORPORATE BONDS 150000.0 153416.58 United States USD 2.188 04/28/2026 04/28/2020 nan 0.0 0.09% 0.1%
WFC WELLS FARGO & VAR 02/26 CORPORATE BONDS 150000.0 153071.77 United States USD 2.164 02/11/2026 02/11/2020 nan 0.0 0.09% 0.1%
DB DEUTSCHE BANK VAR 09/24 CORPORATE BONDS 150000.0 152687.91 Germany USD 2.222 09/18/2024 09/18/2020 nan 0.0 0.09% 0.1%
FHF FHF TRUST 1.27% 03/27 ASSET BACKED 151885.0 151302.21 United States USD 1.27 03/15/2027 03/25/2021 nan 0.0 0.09% 0.1%
NZES NRZ EXCESS 2.981% 03/26 ASSET BACKED 151503.0 150676.09 United States USD 2.981 03/25/2026 03/30/2021 nan 0.0 0.09% 0.09%
EIX SOUTHERN 1.1% 04/24 CORPORATE BONDS 150000.0 150236.73 United States USD 1.1 04/01/2024 04/01/2021 nan 0.0 0.09% 0.09%
VENTR VENTURE 32 CLO FLT 07/31 CDO/COLLATERALIZED DEBT OBLIGATION 150000.0 150052.2 Cayman Islands USD 1.19225 07/18/2031 07/18/2018 nan 0.0 0.09% 0.09%
OPI OFFICE 2.65% 06/26 CORPORATE BONDS 150000.0 149631.61 United States USD 2.65 06/15/2026 05/18/2021 nan 0.0 0.09% 0.09%
DB DEUTSCHE 1.686% 03/26 CORPORATE BONDS 150000.0 149374.72 Germany USD 1.686 03/19/2026 03/19/2021 nan 0.0 0.09% 0.09%
FCRT FOURSIGHT 6.48% 06/26 ASSET BACKED 145000.0 149152.64 United States USD 6.48 06/15/2026 11/08/2018 nan 0.0 0.09% 0.09%
nan CDI CDX.NA 5 USD1226 INDEX SWAPS (IS) 1600000.0 148780.4 United States USV 0.0 nan nan nan 0.0 0.09% 0.09%
MCAS MULTIFAMILY FLT 10/49 COMMERCIAL MORTGAGE BACKED SECURITIES 148350.0 147939.08 United States USD 1.78925 10/15/2049 10/30/2019 nan 0.0 0.09% 0.09%
CASHSG CALIFORNIA VAR 11/35 COMMERCIAL MORTGAGE BACKED SECURITIES 2181702.0 147492.06 United States USD 0.79587 11/20/2035 03/01/2021 nan 0.0 0.09% 0.09%
BACOPY BANCO 2.75% 12/25 CORPORATE BONDS 150000.0 147375.0 Paraguay USD 2.75 12/10/2025 12/10/2020 nan 0.0 0.09% 0.09%
EFNCN ELEMENT FLEET 1.6% 04/24 CORPORATE BONDS 145000.0 146066.37 Canada USD 1.6 04/06/2024 04/06/2021 nan 0.0 0.08% 0.09%
S SPRINT CORP 7.625% 03/26 CORPORATE BONDS 120000.0 144153.6 United States USD 7.625 03/01/2026 02/22/2018 nan 0.0 0.08% 0.09%
VERUS VERUS VAR 02/66 CMO/REMIC 144000.0 143198.93 United States USD 2.187 02/25/2066 04/01/2021 nan 0.0 0.08% 0.09%
VEROS VEROS AUTO 0.92% 10/26 ASSET BACKED 142998.0 142932.14 United States USD 0.92 10/15/2026 05/26/2021 nan 0.0 0.08% 0.09%
PSTAT PALMER SQUARE FLT 02/28 CDO/COLLATERALIZED DEBT OBLIGATION 142691.0 142870.63 Cayman Islands USD 0.93088 02/20/2028 02/24/2020 nan 0.0 0.08% 0.09%
GHANA REPUBLIC OF ZERO 04/25 SOVEREIGN DEBT 200000.0 141500.0 Ghana USD 0.0 04/07/2025 04/07/2021 nan 0.0 0.08% 0.09%
USAUT US AUTO 1.49% 03/25 ASSET BACKED 142000.0 141162.51 United States USD 1.49 03/17/2025 08/11/2021 nan 0.0 0.08% 0.09%
FCAT FLAGSHIP 1.46% 09/27 ASSET BACKED 143000.0 140997.59 United States USD 1.46 09/15/2027 08/19/2021 nan 0.0 0.08% 0.09%
AVOL AVOLON 5.5% 01/26 CORPORATE BONDS 125000.0 140181.91 Cayman Islands USD 5.5 01/15/2026 09/29/2020 nan 0.0 0.08% 0.09%
MADIAQ MADISON IAQ 4.125% 06/28 CORPORATE BONDS 140000.0 139099.8 United States USD 4.125 06/30/2028 06/21/2021 nan 0.0 0.08% 0.09%
T UNITED 1.25% 09/28 TREASURY NOTES 140000.0 138053.13 United States USD 1.25 09/30/2028 09/30/2021 nan 0.0 0.08% 0.09%
FCITL FCI FUNDING 1.13% 04/33 ASSET BACKED 137848.0 137457.83 United States USD 1.13 04/15/2033 04/15/2021 nan 0.0 0.08% 0.09%
EHC ENCOMPASS 4.75% 02/30 CORPORATE BONDS 135000.0 137193.75 United States USD 4.75 02/01/2030 09/18/2019 nan 0.0 0.08% 0.09%
MQGAU MACQUARIE VAR 09/27 CORPORATE BONDS 140000.0 137039.87 Australia USD 1.629 09/23/2027 06/23/2021 nan 0.0 0.08% 0.09%
LMAT LEGACY STEP 07/61 CMO/REMIC 137330.0 136506.67 United States USD 1.75 07/25/2061 06/04/2021 nan 0.0 0.08% 0.09%
VOLT VOLT XCVIII STEP 04/51 ASSET BACKED 136121.0 135994.09 United States USD 2.1157 04/25/2051 03/30/2021 nan 0.0 0.08% 0.09%
VOLT VOLT XCVI LLC STEP 03/51 ASSET BACKED 136199.0 135756.86 United States USD 2.1157 03/27/2051 03/09/2021 nan 0.0 0.08% 0.09%
OFC CORPORATE 2% 01/29 CORPORATE BONDS 140000.0 135618.78 United States USD 2.0 01/15/2029 08/11/2021 nan 0.0 0.08% 0.09%
GT GOODYEAR 5.25% 04/31 CORPORATE BONDS 124000.0 132525.0 United States USD 5.25 04/30/2031 04/06/2021 nan 0.0 0.08% 0.08%
PCG PACIFIC GAS 1.367% 03/23 CORPORATE BONDS 130000.0 129860.96 United States USD 1.367 03/10/2023 03/11/2021 nan 0.0 0.08% 0.08%
KIND KKR INDUSTRIAL FLT 12/37 COMMERCIAL MORTGAGE BACKED SECURITIES 131250.0 128945.47 United States USD 1.34025 12/15/2037 01/28/2021 nan 0.0 0.07% 0.08%
HIMARK HIGHMARK INC 1.45% 05/26 CORPORATE BONDS 130000.0 127797.29 United States USD 1.45 05/10/2026 05/10/2021 nan 0.0 0.07% 0.08%
BHCCN BAUSCH HEALTH 8.5% 01/27 CORPORATE BONDS 120000.0 126152.4 United States USD 8.5 01/31/2027 06/01/2018 nan 0.0 0.07% 0.08%
BA BOEING 2.196% 02/26 CORPORATE BONDS 125000.0 125123.93 United States USD 2.196 02/04/2026 02/04/2021 nan 0.0 0.07% 0.08%
NCR NCR CORP 6.125% 09/29 CORPORATE BONDS 115000.0 124471.4 United States USD 6.125 09/01/2029 08/21/2019 nan 0.0 0.07% 0.08%
MRVL MARVELL 1.65% 04/26 CORPORATE BONDS 125000.0 124104.69 Bermuda USD 1.65 04/15/2026 04/12/2021 nan 0.0 0.07% 0.08%
XROAD CROSSROADS 1.44% 01/26 ASSET BACKED 125000.0 124066.59 United States USD 1.44 01/20/2026 02/03/2021 nan 0.0 0.07% 0.08%
RCO RCO VII STEP 05/26 CMO/REMIC 123419.0 123095.57 United States USD 1.8677 05/26/2026 06/10/2021 nan 0.0 0.07% 0.08%
TYZ1 COMB Comdty US 10YR NOTE 12/21/2021 INTEREST RATE FUTURES -59.0 122020.48 United States USQ 0.0 12/21/2021 nan 100000.0 1.0 0.07% 0.08%
CAS FANNIE MAE FLT 05/30 CMO/REMIC 119122.0 120314.17 United States USD 2.58925 05/25/2030 11/21/2017 nan 0.0 0.07% 0.08%
WFRBS WFRBS VAR 03/45 COMMERCIAL MORTGAGE BACKED SECURITIES 117000.0 119744.96 United States USD 4.18343 03/15/2045 02/01/2013 nan 0.0 0.07% 0.08%
MGM MGM RESORTS 5.5% 04/27 CORPORATE BONDS 110000.0 117555.9 United States USD 5.5 04/15/2027 04/10/2019 nan 0.0 0.07% 0.07%
NXST NEXSTAR 5.625% 07/27 CORPORATE BONDS 110000.0 116050.0 United States USD 5.625 07/15/2027 07/03/2019 nan 0.0 0.07% 0.07%
FREMF FREMF 2016-K58 VAR 09/49 CMO/REMIC 110000.0 115987.33 United States USD 3.73787 09/25/2049 11/01/2016 nan 0.0 0.07% 0.07%
CCL CARNIVAL 9.875% 08/27 CORPORATE BONDS 100000.0 115875.0 Panama USD 9.875 08/01/2027 08/18/2020 nan 0.0 0.07% 0.07%
NEE NEXTERA 0.65% 03/23 CORPORATE BONDS 115000.0 115017.14 United States USD 0.65 03/01/2023 03/17/2021 nan 0.0 0.07% 0.07%
S SPRINT 8.75% 03/32 CORPORATE BONDS 75000.0 112593.75 United States USD 8.75 03/15/2032 03/14/2002 nan 0.0 0.07% 0.07%
ET ENERGY 4.05% 03/25 CORPORATE BONDS 105000.0 112166.62 United States USD 4.05 03/15/2025 03/12/2015 nan 0.0 0.06% 0.07%
nan CDI CDX.NA 5 USD1226 INDEX SWAPS (IS) 1205000.0 112050.24 United States USV 0.0 nan nan nan 0.0 0.06% 0.07%
SUZANO FIBRIA 5.5% 01/27 CORPORATE BONDS 100000.0 111425.0 Brazil USD 5.5 01/17/2027 01/17/2017 nan 0.0 0.06% 0.07%
BWY MAUSER 5.5% 04/24 CORPORATE BONDS 110000.0 110324.5 United States USD 5.5 04/15/2024 04/03/2017 nan 0.0 0.06% 0.07%
PRSESE PRIME 5.75% 04/26 CORPORATE BONDS 100000.0 107750.0 United States USD 5.75 04/15/2026 04/04/2019 nan 0.0 0.06% 0.07%
FCX FREEPORT-MCM 4.625% 08/30 CORPORATE BONDS 100000.0 107670.0 United States USD 4.625 08/01/2030 07/27/2020 nan 0.0 0.06% 0.07%
CQP CHENIERE 4.5% 10/29 CORPORATE BONDS 100000.0 106750.0 United States USD 4.5 10/01/2029 04/01/2020 nan 0.0 0.06% 0.07%
GS GOLDMAN SACHS 3.5% 04/25 CORPORATE BONDS 100000.0 106395.53 United States USD 3.5 04/01/2025 03/30/2020 nan 0.0 0.06% 0.07%
FHMS FREDDIE MAC VAR 06/41 COMMERCIAL MORTGAGE BACKED SECURITIES 4629000.0 105787.46 United States USD 1.66162 06/25/2041 06/01/2013 nan 0.0 0.06% 0.07%
GSMS GS MORTGAGE VAR 05/49 COMMERCIAL MORTGAGE BACKED SECURITIES 100000.0 105340.66 United States USD 3.759 05/10/2049 05/01/2016 nan 0.0 0.06% 0.07%
UKRAIN UKRAINE BOND 7.75% 09/23 SOVEREIGN DEBT 100000.0 105112.5 Ukraine USD 7.75 09/01/2023 09/01/2015 nan 0.0 0.06% 0.07%
UKRAIN UKRAINE BOND 7.75% 09/24 SOVEREIGN DEBT 100000.0 104862.5 Ukraine USD 7.75 09/01/2024 09/01/2015 nan 0.0 0.06% 0.07%
LLEND LL ABS TRUST 3.52% 03/27 ASSET BACKED 103603.0 103985.86 United States USD 3.52 03/15/2027 11/13/2019 nan 0.0 0.06% 0.07%
WLAKE WESTLAKE 3.59% 03/25 ASSET BACKED 100000.0 103332.69 United States USD 3.59 03/17/2025 10/22/2019 nan 0.0 0.06% 0.07%
COMM COMMSCOPE 4.75% 09/29 CORPORATE BONDS 105000.0 102243.75 United States USD 4.75 09/01/2029 08/23/2021 nan 0.0 0.06% 0.06%
COMM COMM VAR 11/47 COMMERCIAL MORTGAGE BACKED SECURITIES 100000.0 102135.6 United States USD 4.50405 11/10/2047 10/01/2014 nan 0.0 0.06% 0.06%
STACR FREDDIE MAC FLT 08/33 CMO/REMIC 100000.0 101863.44 United States USD 2.34867 08/25/2033 03/09/2021 nan 0.0 0.06% 0.06%
G2 GNMA II 2.5% 08/51 GNMA II 98684.0 101372.52 United States USD 2.5 08/20/2051 08/01/2021 nan 0.0 0.06% 0.06%
PEMEX PETROLEOS 4.25% 01/25 SOVEREIGN DEBT 100000.0 101050.0 Mexico USD 4.25 01/15/2025 01/15/2016 nan 0.0 0.06% 0.06%
PEMEX PETROLEOS 4.5% 01/26 SOVEREIGN DEBT 100000.0 100200.0 Mexico USD 4.5 01/23/2026 01/23/2016 nan 0.0 0.06% 0.06%
ENLK ENLINK 4.15% 06/25 CORPORATE BONDS 95000.0 98325.0 United States USD 4.15 06/01/2025 05/12/2015 nan 0.0 0.06% 0.06%
DTMINC DT 4.125% 06/29 CORPORATE BONDS 95000.0 96966.03 United States USD 4.125 06/15/2029 06/09/2021 nan 0.0 0.06% 0.06%
LYV LIVE NATION 4.75% 10/27 CORPORATE BONDS 95000.0 96900.0 United States USD 4.75 10/15/2027 10/17/2019 nan 0.0 0.06% 0.06%
DCP DCP 5.625% 07/27 CORPORATE BONDS 85000.0 96475.0 United States USD 5.625 07/15/2027 06/24/2020 nan 0.0 0.06% 0.06%
CPN CALPINE CORP 4.5% 02/28 CORPORATE BONDS 95000.0 96056.4 United States USD 4.5 02/15/2028 12/20/2019 nan 0.0 0.06% 0.06%
RAD RITE AID CORP 8% 11/26 CORPORATE BONDS 95000.0 95475.0 United States USD 8.0 11/15/2026 07/27/2020 nan 0.0 0.06% 0.06%
FHMS FREDDIE MAC VAR 09/48 COMMERCIAL MORTGAGE BACKED SECURITIES 460000.0 94340.8 United States USD 2.72727 09/25/2048 11/01/2020 nan 0.0 0.05% 0.06%
WYNFIN WYNN RESORTS 7.75% 04/25 CORPORATE BONDS 90000.0 94335.75 United States USD 7.75 04/15/2025 04/14/2020 nan 0.0 0.05% 0.06%
IEP ICAHN 5.25% 05/27 CORPORATE BONDS 90000.0 94050.0 United States USD 5.25 05/15/2027 12/12/2019 nan 0.0 0.05% 0.06%
FHMS FREDDIE MAC VAR 04/48 COMMERCIAL MORTGAGE BACKED SECURITIES 405000.0 93724.45 United States USD 3.17647 04/25/2048 07/01/2020 nan 0.0 0.05% 0.06%
FHMS FREDDIE MAC VAR 02/49 COMMERCIAL MORTGAGE BACKED SECURITIES 460000.0 93570.26 United States USD 2.65369 02/25/2049 02/01/2021 nan 0.0 0.05% 0.06%
BMCAUS STANDARD 4.75% 01/28 CORPORATE BONDS 90000.0 92493.0 United States USD 4.75 01/15/2028 12/18/2017 nan 0.0 0.05% 0.06%
FHMS FREDDIE MAC VAR 06/48 COMMERCIAL MORTGAGE BACKED SECURITIES 380000.0 92465.44 United States USD 3.40407 06/25/2048 06/01/2020 nan 0.0 0.05% 0.06%
USAUT US AUTO 0.79% 07/24 ASSET BACKED 92486.0 92403.7 United States USD 0.79 07/15/2024 08/11/2021 nan 0.0 0.05% 0.06%
FHMS FREDDIE MAC VAR 09/48 COMMERCIAL MORTGAGE BACKED SECURITIES 430000.0 92379.52 United States USD 2.95833 09/25/2048 09/01/2020 nan 0.0 0.05% 0.06%
FHR FHLMC REMICS 3% 10/50 INTEREST ONLY (IO) 553473.0 89856.83 United States USD 3.0 10/25/2050 09/01/2020 nan 0.0 0.05% 0.06%
ARNC ARCONIC 6.125% 02/28 CORPORATE BONDS 85000.0 89578.1 United States USD 6.125 02/15/2028 02/07/2020 nan 0.0 0.05% 0.06%
GLENLN GLENCORE 1.625% 09/25 CORPORATE BONDS 90000.0 89305.71 United States USD 1.625 09/01/2025 09/01/2020 nan 0.0 0.05% 0.06%
FYBR FRONTIER 5.875% 10/27 CORPORATE BONDS 85000.0 88978.85 United States USD 5.875 10/15/2027 10/08/2020 nan 0.0 0.05% 0.06%
MVWOT MVW 2021-1W 1.44% 01/41 ASSET BACKED 89600.0 88632.88 United States USD 1.44 01/22/2041 05/20/2021 nan 0.0 0.05% 0.06%
HNDLIN NOVELIS CORP 4.75% 01/30 CORPORATE BONDS 85000.0 88187.5 United States USD 4.75 01/30/2030 01/16/2020 nan 0.0 0.05% 0.06%
FHS FHLMC STRIPS FLT 08/43 INTEREST ONLY (IO) 519611.0 86690.87 United States USD 5.85975 08/15/2043 08/15/2013 nan 0.0 0.05% 0.05%
OMF ONEMAIN 7.125% 03/26 CORPORATE BONDS 75000.0 86080.5 United States USD 7.125 03/15/2026 05/11/2018 nan 0.0 0.05% 0.05%
LADR LADDER 5.25% 10/25 CORPORATE BONDS 85000.0 86062.5 United States USD 5.25 10/01/2025 09/25/2017 nan 0.0 0.05% 0.05%
TEP TALLGRASS 6% 12/30 CORPORATE BONDS 85000.0 85636.31 United States USD 6.0 12/31/2030 12/22/2020 nan 0.0 0.05% 0.05%
CYH CHS/COMMUNITY 4.75% 02/31 CORPORATE BONDS 85000.0 85425.0 United States USD 4.75 02/15/2031 02/09/2021 nan 0.0 0.05% 0.05%
IT GARTNER INC 3.625% 06/29 CORPORATE BONDS 85000.0 85425.0 United States USD 3.625 06/15/2029 06/18/2021 nan 0.0 0.05% 0.05%
HLT HILTON 4.875% 01/30 CORPORATE BONDS 80000.0 85400.0 United States USD 4.875 01/15/2030 06/20/2019 nan 0.0 0.05% 0.05%
C CITIGROUP INC VAR 05/25 CORPORATE BONDS 85000.0 84643.47 United States USD 0.981 05/01/2025 05/04/2021 nan 0.0 0.05% 0.05%
IM IMOLA MERGER 4.75% 05/29 CORPORATE BONDS 82000.0 84631.38 United States USD 4.75 05/15/2029 04/22/2021 nan 0.0 0.05% 0.05%
HOLX HOLOGIC INC 3.25% 02/29 CORPORATE BONDS 85000.0 84476.4 United States USD 3.25 02/15/2029 09/28/2020 nan 0.0 0.05% 0.05%
KDP KEURIG DR 0.75% 03/24 CORPORATE BONDS 85000.0 84234.57 United States USD 0.75 03/15/2024 03/15/2021 nan 0.0 0.05% 0.05%
FHMS FREDDIE MAC VAR 08/27 COMMERCIAL MORTGAGE BACKED SECURITIES 3654204.0 83920.26 United States USD 0.42977 08/25/2027 10/01/2017 nan 0.0 0.05% 0.05%
FCX FREEPORT-MCM 4.375% 08/28 CORPORATE BONDS 80000.0 83200.0 United States USD 4.375 08/01/2028 07/27/2020 nan 0.0 0.05% 0.05%
NSM NATIONSTAR 6% 01/27 CORPORATE BONDS 80000.0 83200.0 United States USD 6.0 01/15/2027 01/16/2020 nan 0.0 0.05% 0.05%
ACC ACC TRUST 2020-A 6% 03/23 ASSET BACKED 81972.0 83171.76 United States USD 6.0 03/20/2023 04/21/2020 nan 0.0 0.05% 0.05%
C CITIGROUP INC VAR 01/27 CORPORATE BONDS 85000.0 82931.68 United States USD 1.122 01/28/2027 01/28/2021 nan 0.0 0.05% 0.05%
CYH CHS/COMMUNITY 6% 01/29 CORPORATE BONDS 75000.0 79687.5 United States USD 6.0 01/15/2029 12/28/2020 nan 0.0 0.05% 0.05%
TMUS T-MOBILE USA 4.75% 02/28 CORPORATE BONDS 75000.0 78932.25 United States USD 4.75 02/01/2028 01/25/2018 nan 0.0 0.05% 0.05%
T UNITED 0.75% 05/26 TREASURY NOTES 80000.0 78465.62 United States USD 0.75 05/31/2026 05/31/2021 nan 0.0 0.05% 0.05%
POST POST 5.625% 01/28 CORPORATE BONDS 75000.0 78402.75 United States USD 5.625 01/15/2028 12/01/2017 nan 0.0 0.05% 0.05%
T UNITED 0.75% 08/26 TREASURY NOTES 80000.0 78256.25 United States USD 0.75 08/31/2026 08/31/2021 nan 0.0 0.05% 0.05%
IRM IRON 4.875% 09/27 CORPORATE BONDS 75000.0 77504.63 United States USD 4.875 09/15/2027 09/18/2017 nan 0.0 0.04% 0.05%
STGW MIDAS OPCO 5.625% 08/29 CORPORATE BONDS 75000.0 77423.63 United States USD 5.625 08/15/2029 08/20/2021 nan 0.0 0.04% 0.05%
WCC WESCO 7.25% 06/28 CORPORATE BONDS 70000.0 77297.5 United States USD 7.25 06/15/2028 06/12/2020 nan 0.0 0.04% 0.05%
KW KENNEDY-WILSO 4.75% 03/29 CORPORATE BONDS 75000.0 76912.5 United States USD 4.75 03/01/2029 02/11/2021 nan 0.0 0.04% 0.05%
ON ON 3.875% 09/28 CORPORATE BONDS 75000.0 76687.5 United States USD 3.875 09/01/2028 08/21/2020 nan 0.0 0.04% 0.05%
DAL DELTA AIR 4.75% 10/28 CORPORATE BONDS 70000.0 76574.14 Supranational USD 4.75 10/20/2028 09/23/2020 nan 0.0 0.04% 0.05%
RHP RHP HOTEL 4.75% 10/27 CORPORATE BONDS 75000.0 76500.0 United States USD 4.75 10/15/2027 04/15/2020 nan 0.0 0.04% 0.05%
HCA HCA INC 5.625% 09/28 CORPORATE BONDS 65000.0 76375.0 United States USD 5.625 09/01/2028 08/23/2018 nan 0.0 0.04% 0.05%
GTN GRAY ESCROW 5.375% 11/31 CORPORATE BONDS 75000.0 76358.63 United States USD 5.375 11/15/2031 11/09/2021 nan 0.0 0.04% 0.05%
DVA DAVITA INC 4.625% 06/30 CORPORATE BONDS 75000.0 76305.75 United States USD 4.625 06/01/2030 06/09/2020 nan 0.0 0.04% 0.05%
NCX NOVA 4.25% 05/29 CORPORATE BONDS 75000.0 75024.38 Canada USD 4.25 05/15/2029 05/11/2021 nan 0.0 0.04% 0.05%
GM GENERAL 1.05% 03/24 CORPORATE BONDS 75000.0 74763.74 United States USD 1.05 03/08/2024 04/09/2021 nan 0.0 0.04% 0.05%
NWSA NEWS CORP 3.875% 05/29 CORPORATE BONDS 74000.0 74748.51 United States USD 3.875 05/15/2029 04/15/2021 nan 0.0 0.04% 0.05%
OI OWENS-BROCKW 6.625% 05/27 CORPORATE BONDS 70000.0 74699.1 United States USD 6.625 05/13/2027 05/13/2020 nan 0.0 0.04% 0.05%
EBS EMERGENT 3.875% 08/28 CORPORATE BONDS 80000.0 74053.6 United States USD 3.875 08/15/2028 08/07/2020 nan 0.0 0.04% 0.05%
SPR SPIRIT 7.5% 04/25 CORPORATE BONDS 70000.0 73863.34 United States USD 7.5 04/15/2025 04/17/2020 nan 0.0 0.04% 0.05%
SATS HUGHES 6.625% 08/26 CORPORATE BONDS 65000.0 73775.0 United States USD 6.625 08/01/2026 02/01/2017 nan 0.0 0.04% 0.05%
EPC EDGEWELL 5.5% 06/28 CORPORATE BONDS 70000.0 73384.85 United States USD 5.5 06/01/2028 05/22/2020 nan 0.0 0.04% 0.05%
CE CELANESE US 1.4% 08/26 CORPORATE BONDS 75000.0 73325.2 United States USD 1.4 08/05/2026 08/05/2021 nan 0.0 0.04% 0.05%
HESM HESS 5.625% 02/26 CORPORATE BONDS 70000.0 72450.0 United States USD 5.625 02/15/2026 08/15/2019 nan 0.0 0.04% 0.05%
LVLT LEVEL 3 4.625% 09/27 CORPORATE BONDS 70000.0 71837.5 United States USD 4.625 09/15/2027 09/25/2019 nan 0.0 0.04% 0.05%
IHRT IHEARTCOMMUNI 5.25% 08/27 CORPORATE BONDS 70000.0 71743.0 United States USD 5.25 08/15/2027 08/07/2019 nan 0.0 0.04% 0.05%
VST VISTRA 5% 07/27 CORPORATE BONDS 70000.0 71295.0 United States USD 5.0 07/31/2027 06/21/2019 nan 0.0 0.04% 0.04%
ESI ELEMENT 3.875% 09/28 CORPORATE BONDS 70000.0 70350.0 United States USD 3.875 09/01/2028 08/18/2020 nan 0.0 0.04% 0.04%
CLVTSC CLARIVATE 3.875% 07/28 CORPORATE BONDS 70000.0 69293.0 United States USD 3.875 07/01/2028 06/24/2021 nan 0.0 0.04% 0.04%
GPK GRAPHIC 1.512% 04/26 CORPORATE BONDS 70000.0 68919.66 United States USD 1.512 04/15/2026 03/08/2021 nan 0.0 0.04% 0.04%
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 0.04% 0.04%
ACHC ACADIA 5.5% 07/28 CORPORATE BONDS 65000.0 67925.0 United States USD 5.5 07/01/2028 06/24/2020 nan 0.0 0.04% 0.04%
FHR FHLMC REMICS FLT 12/49 INTEREST ONLY (IO) 381615.0 67780.52 United States USD 5.96075 12/25/2049 11/25/2019 nan 0.0 0.04% 0.04%
ARMK ARAMARK 5% 02/28 CORPORATE BONDS 65000.0 67275.0 United States USD 5.0 02/01/2028 01/18/2018 nan 0.0 0.04% 0.04%
WEEKHM WEEKLEY 4.875% 09/28 CORPORATE BONDS 65000.0 67138.5 United States USD 4.875 09/15/2028 09/23/2020 nan 0.0 0.04% 0.04%
COMM COMMSCOPE INC 6% 03/26 CORPORATE BONDS 65000.0 66462.5 United States USD 6.0 03/01/2026 02/19/2019 nan 0.0 0.04% 0.04%
VICI VICI 3.5% 02/25 CORPORATE BONDS 65000.0 66218.75 United States USD 3.5 02/15/2025 02/05/2020 nan 0.0 0.04% 0.04%
PCG PG&E CORP 5% 07/28 CORPORATE BONDS 63000.0 65598.75 United States USD 5.0 07/01/2028 06/23/2020 nan 0.0 0.04% 0.04%
BKFS BLACK 3.625% 09/28 CORPORATE BONDS 65000.0 65163.15 United States USD 3.625 09/01/2028 08/26/2020 nan 0.0 0.04% 0.04%
NGLS TARGA 4.875% 02/31 CORPORATE BONDS 60000.0 65100.0 United States USD 4.875 02/01/2031 08/18/2020 nan 0.0 0.04% 0.04%
ACI ALBERTSONS 3.5% 03/29 CORPORATE BONDS 65000.0 64998.7 United States USD 3.5 03/15/2029 08/31/2020 nan 0.0 0.04% 0.04%
BCULC 1011778 BC 3.875% 01/28 CORPORATE BONDS 65000.0 64991.55 Canada USD 3.875 01/15/2028 09/24/2019 nan 0.0 0.04% 0.04%
EQT EQT CORP 3.9% 10/27 CORPORATE BONDS 60000.0 64200.0 United States USD 3.9 10/01/2027 10/04/2017 nan 0.0 0.04% 0.04%
UBER UBER 7.5% 05/25 CORPORATE BONDS 60000.0 63681.6 United States USD 7.5 05/15/2025 05/15/2020 nan 0.0 0.04% 0.04%
RDIO CD&R SMOKEY 6.75% 07/25 CORPORATE BONDS 60000.0 63525.0 United States USD 6.75 07/15/2025 07/01/2020 nan 0.0 0.04% 0.04%
CNX CNX RESOURCES 6% 01/29 CORPORATE BONDS 60000.0 63300.0 United States USD 6.0 01/15/2029 11/30/2020 nan 0.0 0.04% 0.04%
NSUS NUSTAR 5.625% 04/27 CORPORATE BONDS 60000.0 63221.4 United States USD 5.625 04/28/2027 04/28/2017 nan 0.0 0.04% 0.04%
POWSOL CLARIOS 6.75% 05/25 CORPORATE BONDS 60000.0 63150.0 Canada USD 6.75 05/15/2025 05/20/2020 nan 0.0 0.04% 0.04%
CZR CAESARS 6.25% 07/25 CORPORATE BONDS 60000.0 63075.0 United States USD 6.25 07/01/2025 07/06/2020 nan 0.0 0.04% 0.04%
GEF GREIF INC 6.5% 03/27 CORPORATE BONDS 60000.0 62526.3 United States USD 6.5 03/01/2027 02/11/2019 nan 0.0 0.04% 0.04%
HRI HERC HOLDINGS 5.5% 07/27 CORPORATE BONDS 60000.0 62401.2 United States USD 5.5 07/15/2027 07/09/2019 nan 0.0 0.04% 0.04%
AVTR AVANTOR 4.625% 07/28 CORPORATE BONDS 60000.0 62394.0 United States USD 4.625 07/15/2028 07/17/2020 nan 0.0 0.04% 0.04%
TDG TRANSDIGM 6.25% 03/26 CORPORATE BONDS 60000.0 62337.6 United States USD 6.25 03/15/2026 02/13/2019 nan 0.0 0.04% 0.04%
WMG WMG 3.875% 07/30 CORPORATE BONDS 60000.0 62250.0 United States USD 3.875 07/15/2030 06/29/2020 nan 0.0 0.04% 0.04%
APU AMERIGAS 5.875% 08/26 CORPORATE BONDS 55000.0 61462.5 United States USD 5.875 08/20/2026 06/27/2016 nan 0.0 0.04% 0.04%
WES WESTERN 4.75% 08/28 CORPORATE BONDS 55000.0 61336.0 United States USD 4.75 08/15/2028 08/09/2018 nan 0.0 0.04% 0.04%
LAMR LAMAR MEDIA 4% 02/30 CORPORATE BONDS 60000.0 61088.16 United States USD 4.0 02/15/2030 06/15/2020 nan 0.0 0.04% 0.04%
GPOR GULFPORT ENERGY 8% 05/26 CORPORATE BONDS 55000.0 61050.0 United States USD 8.0 05/17/2026 05/17/2021 nan 0.0 0.04% 0.04%
SBGI SINCLAIR 4.125% 12/30 CORPORATE BONDS 65000.0 60937.5 United States USD 4.125 12/01/2030 12/04/2020 nan 0.0 0.04% 0.04%
TPX TEMPUR SEALY 4% 04/29 CORPORATE BONDS 60000.0 60921.9 United States USD 4.0 04/15/2029 03/25/2021 nan 0.0 0.04% 0.04%
BWXT BWX 4.125% 04/29 CORPORATE BONDS 60000.0 60785.4 United States USD 4.125 04/15/2029 04/13/2021 nan 0.0 0.04% 0.04%
TMUS T-MOBILE USA 2.25% 02/26 CORPORATE BONDS 60000.0 60300.0 United States USD 2.25 02/15/2026 01/14/2021 nan 0.0 0.03% 0.04%
ELSALV REPUBLIC OF 5.875% 01/25 SOVEREIGN DEBT 80000.0 60165.0 El Salvador USD 5.875 01/30/2025 12/05/2012 nan 0.0 0.03% 0.04%
ADAHEA ADAPTHEALTH 4.625% 08/29 CORPORATE BONDS 60000.0 60112.2 United States USD 4.625 08/01/2029 01/04/2021 nan 0.0 0.03% 0.04%
SRCL STERICYCLE 3.875% 01/29 CORPORATE BONDS 60000.0 59841.0 United States USD 3.875 01/15/2029 11/24/2020 nan 0.0 0.03% 0.04%
UVN UNIVISION 4.5% 05/29 CORPORATE BONDS 59000.0 59785.88 United States USD 4.5 05/01/2029 05/21/2021 nan 0.0 0.03% 0.04%
GWCN GARDA WORLD 4.625% 02/27 CORPORATE BONDS 60000.0 59550.0 Canada USD 4.625 02/15/2027 01/30/2020 nan 0.0 0.03% 0.04%
AAL AMERICAN 5.75% 04/29 CORPORATE BONDS 54750.0 59540.63 Supranational USD 5.75 04/20/2029 03/24/2021 nan 0.0 0.03% 0.04%
NLSN NIELSEN 5.625% 10/28 CORPORATE BONDS 55000.0 57488.75 United States USD 5.625 10/01/2028 09/24/2020 nan 0.0 0.03% 0.04%
SABHLD SABRE GLBL 9.25% 04/25 CORPORATE BONDS 50000.0 57250.0 United States USD 9.25 04/15/2025 04/17/2020 nan 0.0 0.03% 0.04%
SIRI SIRIUS XM RADIO 5% 08/27 CORPORATE BONDS 55000.0 57206.05 United States USD 5.0 08/01/2027 07/05/2017 nan 0.0 0.03% 0.04%
HWM HOWMET 5.9% 02/27 CORPORATE BONDS 50000.0 56875.0 United States USD 5.9 02/01/2027 01/25/2007 nan 0.0 0.03% 0.04%
DTV DIRECTV 5.875% 08/27 CORPORATE BONDS 55000.0 56761.93 United States USD 5.875 08/15/2027 08/02/2021 nan 0.0 0.03% 0.04%
GFLCN GFL 3.75% 08/25 CORPORATE BONDS 55000.0 56375.0 Canada USD 3.75 08/01/2025 08/24/2020 nan 0.0 0.03% 0.04%
CMLP CRESTWOOD 5.625% 05/27 CORPORATE BONDS 55000.0 56021.35 United States USD 5.625 05/01/2027 04/15/2019 nan 0.0 0.03% 0.04%
ACOM ARCHES BUYER 4.25% 06/28 CORPORATE BONDS 55000.0 55819.5 United States USD 4.25 06/01/2028 12/04/2020 nan 0.0 0.03% 0.04%
BBDBCN BOMBARDIER INC 6% 02/28 CORPORATE BONDS 55000.0 55789.25 Canada USD 6.0 02/15/2028 08/12/2021 nan 0.0 0.03% 0.04%
SIX SIX FLAGS 4.875% 07/24 CORPORATE BONDS 55000.0 55403.43 United States USD 4.875 07/31/2024 06/16/2016 nan 0.0 0.03% 0.03%
GPI GROUP 1 4% 08/28 CORPORATE BONDS 55000.0 55275.0 United States USD 4.0 08/15/2028 08/17/2020 nan 0.0 0.03% 0.03%
STX SEAGATE HDD 4.875% 06/27 CORPORATE BONDS 50000.0 55250.0 Cayman Islands USD 4.875 06/01/2027 05/14/2015 nan 0.0 0.03% 0.03%
UAL UNITED 4.375% 04/26 CORPORATE BONDS 53000.0 55053.75 United States USD 4.375 04/15/2026 04/21/2021 nan 0.0 0.03% 0.03%
PGTI PGT 4.375% 10/29 CORPORATE BONDS 55000.0 54994.5 United States USD 4.375 10/01/2029 09/24/2021 nan 0.0 0.03% 0.03%
VAC MARRIOTT 4.5% 06/29 CORPORATE BONDS 55000.0 54959.85 United States USD 4.5 06/15/2029 06/21/2021 nan 0.0 0.03% 0.03%
SWCH SWITCH LTD 4.125% 06/29 CORPORATE BONDS 55000.0 54862.5 United States USD 4.125 06/15/2029 06/07/2021 nan 0.0 0.03% 0.03%
RCL ROYAL 9.125% 06/23 CORPORATE BONDS 50000.0 54125.0 United States USD 9.125 06/15/2023 06/09/2020 nan 0.0 0.03% 0.03%
LW LAMB WESTON 4.875% 05/28 CORPORATE BONDS 50000.0 53812.5 United States USD 4.875 05/15/2028 05/12/2020 nan 0.0 0.03% 0.03%
MGMGPO MGM GROWTH 5.625% 05/24 CORPORATE BONDS 50000.0 53750.0 United States USD 5.625 05/01/2024 11/01/2016 nan 0.0 0.03% 0.03%
LVIATH LEVIATHAN 6.125% 06/25 CORPORATE BONDS 50000.0 53640.0 Israel USD 6.125 06/30/2025 08/18/2020 nan 0.0 0.03% 0.03%
REYNOL PACTIV 4% 10/27 CORPORATE BONDS 55000.0 53617.85 United States USD 4.0 10/15/2027 10/01/2020 nan 0.0 0.03% 0.03%
SPB SPECTRUM BRANDS 5% 10/29 CORPORATE BONDS 50000.0 53250.0 United States USD 5.0 10/01/2029 09/24/2019 nan 0.0 0.03% 0.03%
MEGCN MEG ENERGY 7.125% 02/27 CORPORATE BONDS 50000.0 52760.0 Canada USD 7.125 02/01/2027 01/31/2020 nan 0.0 0.03% 0.03%
XPO XPO 6.25% 05/25 CORPORATE BONDS 50000.0 52735.0 United States USD 6.25 05/01/2025 04/28/2020 nan 0.0 0.03% 0.03%
DAN DANA INC 5.375% 11/27 CORPORATE BONDS 50000.0 52505.5 United States USD 5.375 11/15/2027 11/20/2019 nan 0.0 0.03% 0.03%
CQP CHENIERE 3.25% 01/32 CORPORATE BONDS 53000.0 52392.09 United States USD 3.25 01/31/2032 09/27/2021 nan 0.0 0.03% 0.03%
GFF GRIFFON CORP 5.75% 03/28 CORPORATE BONDS 50000.0 52250.0 United States USD 5.75 03/01/2028 02/19/2020 nan 0.0 0.03% 0.03%
AXL AMERICAN AXLE 6.5% 04/27 CORPORATE BONDS 50000.0 52212.5 United States USD 6.5 04/01/2027 10/01/2017 nan 0.0 0.03% 0.03%
PFGC PERFORMANCE 5.5% 10/27 CORPORATE BONDS 50000.0 52173.5 United States USD 5.5 10/15/2027 09/27/2019 nan 0.0 0.03% 0.03%
MDP MEREDITH 6.875% 02/26 CORPORATE BONDS 50000.0 51800.0 United States USD 6.875 02/01/2026 02/01/2019 nan 0.0 0.03% 0.03%
HLT HILTON 4.875% 04/27 CORPORATE BONDS 50000.0 51687.5 United States USD 4.875 04/01/2027 03/16/2017 nan 0.0 0.03% 0.03%
DISH DISH DBS 5.875% 11/24 CORPORATE BONDS 50000.0 51476.0 United States USD 5.875 11/15/2024 11/20/2014 nan 0.0 0.03% 0.03%
ENDP PAR 7.5% 04/27 CORPORATE BONDS 50000.0 51250.0 United States USD 7.5 04/01/2027 03/28/2019 nan 0.0 0.03% 0.03%
DY DYCOM 4.5% 04/29 CORPORATE BONDS 50000.0 50969.25 United States USD 4.5 04/15/2029 04/01/2021 nan 0.0 0.03% 0.03%
PSDO PRESIDIO 4.875% 02/27 CORPORATE BONDS 50000.0 50875.0 United States USD 4.875 02/01/2027 01/22/2020 nan 0.0 0.03% 0.03%
RKTRM ROCKET 3.625% 03/29 CORPORATE BONDS 50000.0 50017.5 United States USD 3.625 03/01/2029 09/14/2020 nan 0.0 0.03% 0.03%
OXY OCCIDENTAL 5.875% 09/25 CORPORATE BONDS 45000.0 49822.8 United States USD 5.875 09/01/2025 08/26/2020 nan 0.0 0.03% 0.03%
PSD PUGET 2.379% 06/28 CORPORATE BONDS 50000.0 49679.48 United States USD 2.379 06/15/2028 06/14/2021 nan 0.0 0.03% 0.03%
BBWI BATH & BODY 5.25% 02/28 CORPORATE BONDS 45000.0 49194.0 United States USD 5.25 02/01/2028 01/23/2018 nan 0.0 0.03% 0.03%
APA APACHE CORP 4.875% 11/27 CORPORATE BONDS 45000.0 48825.0 United States USD 4.875 11/15/2027 08/17/2020 nan 0.0 0.03% 0.03%
ENR ENERGIZER 4.375% 03/29 CORPORATE BONDS 50000.0 48375.0 United States USD 4.375 03/31/2029 09/30/2020 nan 0.0 0.03% 0.03%
SCI SERVICE 5.125% 06/29 CORPORATE BONDS 45000.0 48375.0 United States USD 5.125 06/01/2029 05/21/2019 nan 0.0 0.03% 0.03%
SWN SOUTHWESTERN 5.375% 02/29 CORPORATE BONDS 45000.0 47493.0 United States USD 5.375 02/01/2029 08/01/2021 nan 0.0 0.03% 0.03%
SUN SUNOCO LP / 5.875% 03/28 CORPORATE BONDS 45000.0 47403.9 United States USD 5.875 03/15/2028 09/15/2018 nan 0.0 0.03% 0.03%
CGPHLC CAESARS 5.75% 07/25 CORPORATE BONDS 45000.0 47282.85 United States USD 5.75 07/01/2025 07/06/2020 nan 0.0 0.03% 0.03%
CAR AVIS BUDGET 5.75% 07/27 CORPORATE BONDS 45000.0 47029.95 United States USD 5.75 07/15/2027 07/03/2019 nan 0.0 0.03% 0.03%
QBRCN VIDEOTRON 5.125% 04/27 CORPORATE BONDS 45000.0 46615.95 Canada USD 5.125 04/15/2027 04/13/2017 nan 0.0 0.03% 0.03%
SGMS SCIENTIFIC 5% 10/25 CORPORATE BONDS 45000.0 46359.0 United States USD 5.0 10/15/2025 10/17/2017 nan 0.0 0.03% 0.03%
MTZ MASTEC INC 4.5% 08/28 CORPORATE BONDS 45000.0 46344.38 United States USD 4.5 08/15/2028 08/04/2020 nan 0.0 0.03% 0.03%
VST VISTRA 5.5% 09/26 CORPORATE BONDS 45000.0 46264.81 United States USD 5.5 09/01/2026 08/22/2018 nan 0.0 0.03% 0.03%
TGNA TEGNA INC 5% 09/29 CORPORATE BONDS 45000.0 45705.6 United States USD 5.0 09/15/2029 09/13/2019 nan 0.0 0.03% 0.03%
SPLS STAPLES INC 7.5% 04/26 CORPORATE BONDS 45000.0 45693.45 United States USD 7.5 04/15/2026 04/16/2019 nan 0.0 0.03% 0.03%
BWXT BWX 4.125% 06/28 CORPORATE BONDS 45000.0 45675.0 United States USD 4.125 06/30/2028 06/12/2020 nan 0.0 0.03% 0.03%
ENR ENERGIZER 4.75% 06/28 CORPORATE BONDS 45000.0 44973.45 United States USD 4.75 06/15/2028 07/01/2020 nan 0.0 0.03% 0.03%
GPS GAP INC/THE 3.625% 10/29 CORPORATE BONDS 45000.0 44887.5 United States USD 3.625 10/01/2029 09/27/2021 nan 0.0 0.03% 0.03%
GFLCN GFL 4% 08/28 CORPORATE BONDS 45000.0 44401.5 Canada USD 4.0 08/01/2028 11/23/2020 nan 0.0 0.03% 0.03%
NWL NEWELL BRANDS 4.7% 04/26 CORPORATE BONDS 40000.0 43724.0 United States USD 4.7 04/01/2026 03/30/2016 nan 0.0 0.03% 0.03%
ZAYO ZAYO GROUP 4% 03/27 CORPORATE BONDS 45000.0 43593.75 United States USD 4.0 03/01/2027 03/09/2020 nan 0.0 0.03% 0.03%
EQM EQM MIDSTREAM 6% 07/25 CORPORATE BONDS 40000.0 43400.0 United States USD 6.0 07/01/2025 06/18/2020 nan 0.0 0.03% 0.03%
SBAC SBA 3.125% 02/29 CORPORATE BONDS 45000.0 43368.75 United States USD 3.125 02/01/2029 01/29/2021 nan 0.0 0.03% 0.03%
ALSN ALLISON 5.875% 06/29 CORPORATE BONDS 40000.0 43340.0 United States USD 5.875 06/01/2029 03/29/2019 nan 0.0 0.03% 0.03%
PRSESE PRIME 3.375% 08/27 CORPORATE BONDS 45000.0 43312.5 United States USD 3.375 08/31/2027 08/20/2020 nan 0.0 0.03% 0.03%
SQ SQUARE INC 3.5% 06/31 CORPORATE BONDS 42000.0 43102.5 United States USD 3.5 06/01/2031 05/20/2021 nan 0.0 0.02% 0.03%
UXYZ1 COMB Comdty US 10YR ULTRA 12/21/2021 INTEREST RATE FUTURES -26.0 43073.15 United States USQ 0.0 12/21/2021 nan 100000.0 1.0 0.02% 0.03%
CHK CHESAPEAKE 5.875% 02/29 CORPORATE BONDS 40000.0 42750.0 United States USD 5.875 02/01/2029 02/05/2021 nan 0.0 0.02% 0.03%
CLF CLEVELAND-CLI 6.75% 03/26 CORPORATE BONDS 40000.0 42450.0 United States USD 6.75 03/15/2026 03/13/2020 nan 0.0 0.02% 0.03%
ECUA REPUBLIC OF STEP 07/30 SOVEREIGN DEBT 50000.0 42312.5 Ecuador USD 5.0 07/31/2030 08/31/2020 nan 0.0 0.02% 0.03%
ST SENSATA 4.375% 02/30 CORPORATE BONDS 40000.0 42210.42 United States USD 4.375 02/15/2030 09/20/2019 nan 0.0 0.02% 0.03%
RRC RANGE 4.875% 05/25 CORPORATE BONDS 40000.0 41893.2 United States USD 4.875 05/15/2025 11/15/2015 nan 0.0 0.02% 0.03%
CC CHEMOURS 5.75% 11/28 CORPORATE BONDS 40000.0 41800.0 United States USD 5.75 11/15/2028 11/27/2020 nan 0.0 0.02% 0.03%
CLR CONTINENTAL 5.75% 01/31 CORPORATE BONDS 35000.0 41739.95 United States USD 5.75 01/15/2031 11/25/2020 nan 0.0 0.02% 0.03%
CIT CIT GROUP 6.125% 03/28 CORPORATE BONDS 35000.0 41737.5 United States USD 6.125 03/09/2028 03/09/2018 nan 0.0 0.02% 0.03%
PBH PRESTIGE 5.125% 01/28 CORPORATE BONDS 40000.0 41700.0 United States USD 5.125 01/15/2028 12/02/2019 nan 0.0 0.02% 0.03%
SMG SCOTTS 4.5% 10/29 CORPORATE BONDS 40000.0 41678.0 United States USD 4.5 10/15/2029 10/22/2019 nan 0.0 0.02% 0.03%
HRC HILL-ROM 4.375% 09/27 CORPORATE BONDS 40000.0 41600.0 United States USD 4.375 09/15/2027 09/19/2019 nan 0.0 0.02% 0.03%
LABL LABL INC 6.75% 07/26 CORPORATE BONDS 40000.0 41350.0 United States USD 6.75 07/15/2026 07/01/2019 nan 0.0 0.02% 0.03%
BIGSKY BOYNE USA 4.75% 05/29 CORPORATE BONDS 40000.0 41031.6 United States USD 4.75 05/15/2029 04/26/2021 nan 0.0 0.02% 0.03%
ABG ASBURY 4.5% 03/28 CORPORATE BONDS 40000.0 40600.0 United States USD 4.5 03/01/2028 09/01/2020 nan 0.0 0.02% 0.03%
BPL BUCKEYE 4.125% 12/27 CORPORATE BONDS 40000.0 40435.0 United States USD 4.125 12/01/2027 11/20/2017 nan 0.0 0.02% 0.03%
SSP SCRIPPS 3.875% 01/29 CORPORATE BONDS 40000.0 40041.2 United States USD 3.875 01/15/2029 12/30/2020 nan 0.0 0.02% 0.03%
CRL CHARLES 3.75% 03/29 CORPORATE BONDS 40000.0 40000.0 United States USD 3.75 03/15/2029 03/23/2021 nan 0.0 0.02% 0.03%
TITIM TELECOM 6.375% 11/33 CORPORATE BONDS 35000.0 39812.5 Italy USD 6.375 11/15/2033 05/15/2004 nan 0.0 0.02% 0.03%
BLL BALL CORP 4.875% 03/26 CORPORATE BONDS 35000.0 38441.55 United States USD 4.875 03/15/2026 03/09/2018 nan 0.0 0.02% 0.02%
NAVI NAVIENT CORP 7.25% 09/23 CORPORATE BONDS 35000.0 38095.4 United States USD 7.25 09/25/2023 09/16/2016 nan 0.0 0.02% 0.02%
POWSOL CLARIOS 6.25% 05/26 CORPORATE BONDS 36000.0 37665.0 Supranational USD 6.25 05/15/2026 04/01/2019 nan 0.0 0.02% 0.02%
LAD LITHIA 4.375% 01/31 CORPORATE BONDS 35000.0 37464.35 United States USD 4.375 01/15/2031 10/09/2020 nan 0.0 0.02% 0.02%
SWN SOUTHWESTERN 5.375% 03/30 CORPORATE BONDS 35000.0 37231.25 United States USD 5.375 03/15/2030 08/30/2021 nan 0.0 0.02% 0.02%
NCX NOVA CHEMICALS 5% 05/25 CORPORATE BONDS 35000.0 37100.0 Canada USD 5.0 05/01/2025 10/28/2014 nan 0.0 0.02% 0.02%
LAD LITHIA 4.625% 12/27 CORPORATE BONDS 35000.0 36925.7 United States USD 4.625 12/15/2027 12/09/2019 nan 0.0 0.02% 0.02%
MTN VAIL RESORTS 6.25% 05/25 CORPORATE BONDS 35000.0 36872.5 United States USD 6.25 05/15/2025 05/04/2020 nan 0.0 0.02% 0.02%
MSCI MSCI INC 4% 11/29 CORPORATE BONDS 35000.0 36793.75 United States USD 4.0 11/15/2029 11/07/2019 nan 0.0 0.02% 0.02%
SSNC SS&C 5.5% 09/27 CORPORATE BONDS 35000.0 36793.75 United States USD 5.5 09/30/2027 03/28/2019 nan 0.0 0.02% 0.02%
SUMMAT SUMMIT 5.25% 01/29 CORPORATE BONDS 35000.0 36715.0 United States USD 5.25 01/15/2029 08/11/2020 nan 0.0 0.02% 0.02%
UNSEAM ALLIED 6.625% 07/26 CORPORATE BONDS 35000.0 36662.5 United States USD 6.625 07/15/2026 07/12/2019 nan 0.0 0.02% 0.02%
CRI WILLIAM 5.625% 03/27 CORPORATE BONDS 35000.0 36400.0 United States USD 5.625 03/15/2027 03/14/2019 nan 0.0 0.02% 0.02%
CDK CDK GLOBAL 4.875% 06/27 CORPORATE BONDS 35000.0 36356.25 United States USD 4.875 06/01/2027 12/01/2017 nan 0.0 0.02% 0.02%
CDWC CDW LLC / 4.25% 04/28 CORPORATE BONDS 35000.0 36312.5 United States USD 4.25 04/01/2028 09/26/2019 nan 0.0 0.02% 0.02%
CAR AVIS BUDGET 4.75% 04/28 CORPORATE BONDS 35000.0 36241.45 United States USD 4.75 04/01/2028 03/23/2021 nan 0.0 0.02% 0.02%
BCO BRINK'S 4.625% 10/27 CORPORATE BONDS 35000.0 36184.75 United States USD 4.625 10/15/2027 10/20/2017 nan 0.0 0.02% 0.02%
CNK CINEMARK 5.875% 03/26 CORPORATE BONDS 35000.0 35875.0 United States USD 5.875 03/15/2026 03/16/2021 nan 0.0 0.02% 0.02%
CENT CENTRAL 4.125% 10/30 CORPORATE BONDS 35000.0 35764.23 United States USD 4.125 10/15/2030 10/16/2020 nan 0.0 0.02% 0.02%
BLDR BUILDERS 4.25% 02/32 CORPORATE BONDS 35000.0 35709.45 United States USD 4.25 02/01/2032 07/23/2021 nan 0.0 0.02% 0.02%
BAH BOOZ ALLEN 3.875% 09/28 CORPORATE BONDS 35000.0 35700.0 United States USD 3.875 09/01/2028 08/24/2020 nan 0.0 0.02% 0.02%
CENT CENTRAL 4.125% 04/31 CORPORATE BONDS 35000.0 35700.0 United States USD 4.125 04/30/2031 04/30/2021 nan 0.0 0.02% 0.02%
FVZ1 COMB Comdty US 5YR NOTE 12/31/2021 INTEREST RATE FUTURES -44.0 35548.02 United States USQ 0.0 12/31/2021 nan 100000.0 1.0 0.02% 0.02%
FAIRIC FAIR ISAAC CORP 4% 06/28 CORPORATE BONDS 35000.0 35350.0 United States USD 4.0 06/15/2028 12/06/2019 nan 0.0 0.02% 0.02%
NRG NRG ENERGY 6.625% 01/27 CORPORATE BONDS 34000.0 35225.36 United States USD 6.625 01/15/2027 01/15/2017 nan 0.0 0.02% 0.02%
POST POST 4.625% 04/30 CORPORATE BONDS 35000.0 34969.55 United States USD 4.625 04/15/2030 02/26/2020 nan 0.0 0.02% 0.02%
ACCO ACCO BRANDS 4.25% 03/29 CORPORATE BONDS 35000.0 34819.75 United States USD 4.25 03/15/2029 03/15/2021 nan 0.0 0.02% 0.02%
GNR GNMA 2021-9 MI 2.5% 01/51 INTEREST ONLY (IO) 286699.0 34395.09 United States USD 2.5 01/20/2051 01/01/2021 nan 0.0 0.02% 0.02%
EQM EQM MIDSTREAM 6.5% 07/27 CORPORATE BONDS 30000.0 33187.5 United States USD 6.5 07/01/2027 06/18/2020 nan 0.0 0.02% 0.02%
OLN OLIN CORP 5.625% 08/29 CORPORATE BONDS 30000.0 32962.5 United States USD 5.625 08/01/2029 07/16/2019 nan 0.0 0.02% 0.02%
POLY PLANTRONICS 4.75% 03/29 CORPORATE BONDS 35000.0 32833.78 United States USD 4.75 03/01/2029 03/04/2021 nan 0.0 0.02% 0.02%
PEMEX PETROLEOS 6.875% 08/26 SOVEREIGN DEBT 30000.0 32460.0 Mexico USD 6.875 08/04/2026 08/04/2016 nan 0.0 0.02% 0.02%
YUM YUM BRANDS 4.75% 01/30 CORPORATE BONDS 30000.0 32400.0 United States USD 4.75 01/15/2030 09/11/2019 nan 0.0 0.02% 0.02%
AR ANTERO 7.625% 02/29 CORPORATE BONDS 29000.0 32226.25 United States USD 7.625 02/01/2029 01/26/2021 nan 0.0 0.02% 0.02%
CC CHEMOURS 5.375% 05/27 CORPORATE BONDS 30000.0 31950.0 United States USD 5.375 05/15/2027 05/23/2017 nan 0.0 0.02% 0.02%
CCO CLEAR 7.75% 04/28 CORPORATE BONDS 30000.0 31869.0 United States USD 7.75 04/15/2028 02/17/2021 nan 0.0 0.02% 0.02%
YUM YUM BRANDS 7.75% 04/25 CORPORATE BONDS 30000.0 31837.5 United States USD 7.75 04/01/2025 04/01/2020 nan 0.0 0.02% 0.02%
NRG NRG ENERGY 5.25% 06/29 CORPORATE BONDS 30000.0 31815.3 United States USD 5.25 06/15/2029 05/14/2019 nan 0.0 0.02% 0.02%
SEE SEALED AIR CORP 4% 12/27 CORPORATE BONDS 30000.0 31623.0 United States USD 4.0 12/01/2027 11/26/2019 nan 0.0 0.02% 0.02%
ATI ALLEGHENY 5.875% 12/27 CORPORATE BONDS 30000.0 31425.0 United States USD 5.875 12/01/2027 11/22/2019 nan 0.0 0.02% 0.02%
AM ANTERO 5.375% 06/29 CORPORATE BONDS 30000.0 31405.5 United States USD 5.375 06/15/2029 06/08/2021 nan 0.0 0.02% 0.02%
FMGAU FMG RESOURCES 4.5% 09/27 CORPORATE BONDS 30000.0 31350.0 Australia USD 4.5 09/15/2027 09/16/2019 nan 0.0 0.02% 0.02%
MAT MATTEL INC 3.75% 04/29 CORPORATE BONDS 30000.0 31200.0 United States USD 3.75 04/01/2029 03/19/2021 nan 0.0 0.02% 0.02%
FUN CEDAR FAIR LP 5.5% 05/25 CORPORATE BONDS 30000.0 31125.0 United States USD 5.5 05/01/2025 04/27/2020 nan 0.0 0.02% 0.02%
EQM EQM MIDSTREAM 4% 08/24 CORPORATE BONDS 30000.0 31050.0 United States USD 4.0 08/01/2024 08/01/2014 nan 0.0 0.02% 0.02%
NUAN NUANCE 5.625% 12/26 CORPORATE BONDS 30000.0 30975.0 United States USD 5.625 12/15/2026 12/22/2016 nan 0.0 0.02% 0.02%
CCO CLEAR 5.125% 08/27 CORPORATE BONDS 30000.0 30842.1 United States USD 5.125 08/15/2027 08/23/2019 nan 0.0 0.02% 0.02%
FUN CEDAR FAIR 5.375% 04/27 CORPORATE BONDS 30000.0 30825.0 United States USD 5.375 04/15/2027 04/15/2018 nan 0.0 0.02% 0.02%
PAG PENSKE 3.5% 09/25 CORPORATE BONDS 30000.0 30804.0 United States USD 3.5 09/01/2025 08/20/2020 nan 0.0 0.02% 0.02%
IT GARTNER INC 3.75% 10/30 CORPORATE BONDS 30000.0 30552.45 United States USD 3.75 10/01/2030 09/28/2020 nan 0.0 0.02% 0.02%
NGL NGL ENERGY 7.5% 02/26 CORPORATE BONDS 30000.0 30524.1 United States USD 7.5 02/01/2026 02/04/2021 nan 0.0 0.02% 0.02%
BBWI BATH & BODY 6.75% 07/36 CORPORATE BONDS 25000.0 30388.5 United States USD 6.75 07/01/2036 06/16/2016 nan 0.0 0.02% 0.02%
KALU KAISER 4.625% 03/28 CORPORATE BONDS 30000.0 30375.0 United States USD 4.625 03/01/2028 11/26/2019 nan 0.0 0.02% 0.02%
MEDIND MOZART DEBT 5.25% 10/29 CORPORATE BONDS 30000.0 30293.7 United States USD 5.25 10/01/2029 10/15/2021 nan 0.0 0.02% 0.02%
CNK CINEMARK USA 5.25% 07/28 CORPORATE BONDS 30000.0 30000.0 United States USD 5.25 07/15/2028 06/15/2021 nan 0.0 0.02% 0.02%
AXL AMERICAN AXLE & 5% 10/29 CORPORATE BONDS 30000.0 28982.4 United States USD 5.0 10/01/2029 08/19/2021 nan 0.0 0.02% 0.02%
VST VISTRA 4.375% 05/29 CORPORATE BONDS 29000.0 28710.0 United States USD 4.375 05/01/2029 05/10/2021 nan 0.0 0.02% 0.02%
OMF ONEMAIN 6.625% 01/28 CORPORATE BONDS 25000.0 28312.5 United States USD 6.625 01/15/2028 05/09/2019 nan 0.0 0.02% 0.02%
TPHLTT TRINIDAD 9.75% 06/26 SOVEREIGN DEBT 25000.0 27364.06 Trinidad And Tobago USD 9.75 06/15/2026 06/28/2019 nan 0.0 0.02% 0.02%
WDC WESTERN 4.75% 02/26 CORPORATE BONDS 25000.0 27281.25 United States USD 4.75 02/15/2026 02/13/2018 nan 0.0 0.02% 0.02%
BYD BOYD GAMING 8.625% 06/25 CORPORATE BONDS 25000.0 27072.5 United States USD 8.625 06/01/2025 05/21/2020 nan 0.0 0.02% 0.02%
OMF ONEMAIN 5.375% 11/29 CORPORATE BONDS 25000.0 27000.0 United States USD 5.375 11/15/2029 11/07/2019 nan 0.0 0.02% 0.02%
TEP TALLGRASS 7.5% 10/25 CORPORATE BONDS 25000.0 26843.75 United States USD 7.5 10/01/2025 09/16/2020 nan 0.0 0.02% 0.02%
AR ANTERO 5.375% 03/30 CORPORATE BONDS 25000.0 26531.75 United States USD 5.375 03/01/2030 06/01/2021 nan 0.0 0.02% 0.02%
IHRT IHEARTCOMMUN 8.375% 05/27 CORPORATE BONDS 25000.0 26512.5 United States USD 8.375 05/01/2027 05/01/2019 nan 0.0 0.02% 0.02%
BLDR BUILDERS 6.75% 06/27 CORPORATE BONDS 25000.0 26455.0 United States USD 6.75 06/01/2027 05/30/2019 nan 0.0 0.02% 0.02%
ENS ENERSYS 4.375% 12/27 CORPORATE BONDS 25000.0 26187.5 United States USD 4.375 12/15/2027 12/11/2019 nan 0.0 0.02% 0.02%
MOGA MOOG INC 4.25% 12/27 CORPORATE BONDS 25000.0 25718.75 United States USD 4.25 12/15/2027 12/13/2019 nan 0.0 0.01% 0.02%
OII OCEANEERING 4.65% 11/24 CORPORATE BONDS 25000.0 25346.0 United States USD 4.65 11/15/2024 11/21/2014 nan 0.0 0.01% 0.02%
PAG PENSKE 3.75% 06/29 CORPORATE BONDS 25000.0 24917.5 United States USD 3.75 06/15/2029 06/15/2021 nan 0.0 0.01% 0.02%
GFLCN GFL 3.5% 09/28 CORPORATE BONDS 25000.0 24875.0 Canada USD 3.5 09/01/2028 12/21/2020 nan 0.0 0.01% 0.02%
T UNITED 0.375% 04/24 TREASURY NOTES 25000.0 24808.59 United States USD 0.375 04/15/2024 04/15/2021 nan 0.0 0.01% 0.02%
SRSDIS SRS 4.625% 07/28 CORPORATE BONDS 23000.0 23220.8 United States USD 4.625 07/01/2028 06/04/2021 nan 0.0 0.01% 0.01%
OUT OUTFRONT 6.25% 06/25 CORPORATE BONDS 22000.0 23100.0 United States USD 6.25 06/15/2025 05/15/2020 nan 0.0 0.01% 0.01%
BBWI BATH & BODY 7.5% 06/29 CORPORATE BONDS 20000.0 22700.0 United States USD 7.5 06/15/2029 06/20/2019 nan 0.0 0.01% 0.01%
AM ANTERO 7.875% 05/26 CORPORATE BONDS 20000.0 21852.8 United States USD 7.875 05/15/2026 11/10/2020 nan 0.0 0.01% 0.01%
RRC RANGE 9.25% 02/26 CORPORATE BONDS 20000.0 21630.0 United States USD 9.25 02/01/2026 08/01/2020 nan 0.0 0.01% 0.01%
CLF CLEVELAND-CL 4.625% 03/29 CORPORATE BONDS 20000.0 20520.0 United States USD 4.625 03/01/2029 02/17/2021 nan 0.0 0.01% 0.01%
JWN NORDSTROM INC 2.3% 04/24 CORPORATE BONDS 20000.0 20019.6 United States USD 2.3 04/08/2024 04/08/2021 nan 0.0 0.01% 0.01%
RKTRM ROCKET 2.875% 10/26 CORPORATE BONDS 19000.0 18928.75 United States USD 2.875 10/15/2026 10/05/2021 nan 0.0 0.01% 0.01%
SQ SQUARE INC 2.75% 06/26 CORPORATE BONDS 17000.0 17196.35 United States USD 2.75 06/01/2026 05/20/2021 nan 0.0 0.01% 0.01%
T UNITED STATES 0.5% 02/26 TREASURY NOTES 15000.0 14590.43 United States USD 0.5 02/28/2026 02/28/2021 nan 0.0 0.01% 0.01%
MAT MATTEL INC 3.375% 04/26 CORPORATE BONDS 14000.0 14408.8 United States USD 3.375 04/01/2026 03/19/2021 nan 0.0 0.01% 0.01%
AAL AMERICAN 5.5% 04/26 CORPORATE BONDS 12000.0 12612.6 Supranational USD 5.5 04/20/2026 03/24/2021 nan 0.0 0.01% 0.01%
ENOIGA ENERGEAN 4.5% 03/24 CORPORATE BONDS 12000.0 12135.0 Israel USD 4.5 03/30/2024 03/24/2021 nan 0.0 0.01% 0.01%
ENOIGA ENERGEAN 4.875% 03/26 CORPORATE BONDS 10000.0 10000.0 Israel USD 4.875 03/30/2026 03/24/2021 nan 0.0 0.01% 0.01%
NCR NCR CORP 5.125% 04/29 CORPORATE BONDS 9000.0 9216.77 United States USD 5.125 04/15/2029 04/06/2021 nan 0.0 0.01% 0.01%
YUM YUM BRANDS 4.625% 01/32 CORPORATE BONDS 8000.0 8343.71 United States USD 4.625 01/31/2032 04/01/2021 nan 0.0 0.0% 0.01%
COIN COINBASE 3.375% 10/28 CORPORATE BONDS 8000.0 7680.0 United States USD 3.375 10/01/2028 09/17/2021 nan 0.0 0.0% 0.0%
COIN COINBASE 3.625% 10/31 CORPORATE BONDS 8000.0 7590.96 United States USD 3.625 10/01/2031 09/17/2021 nan 0.0 0.0% 0.0%
RKTRM ROCKET MORTGAGE 4% 10/33 CORPORATE BONDS 5000.0 4987.5 United States USD 4.0 10/15/2033 10/05/2021 nan 0.0 0.0% 0.0%
nan CDI CDX.NA 5 USD1226 INDEX SWAPS (IS) -1600000.0 0.0 United States USV 0.0 nan nan nan 0.0 0.0% 0.0%
nan CDI CDX.NA 5 USD1226 INDEX SWAPS (IS) -1205000.0 0.0 United States USV 0.0 nan nan nan 0.0 0.0% 0.0%
G2 GNMA II 2.5% 07/51 GNMA II 0.0 0.0 United States USD 2.5 07/20/2051 07/01/2021 nan 0.0 0.0% 0.0%
TUZ1 COMB Comdty US 2YR NOTE 12/31/2021 INTEREST RATE FUTURES 33.0 -32990.35 United States USQ 0.0 12/31/2021 nan 200000.0 1.0 -0.02% -0.02%
nan CASH OR CASH COLLATERAL CASH OR CASH COLLATERAL -1832372.0 -1832372.63 United States USD 0.0 nan nan nan 0.0 -1.06% -1.15%