Invesco Core Plus Bond Fund
as of 03/31/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
United States Treasury Note/Bond
0.50
03/31/2025
3.18
Fannie Mae or Freddie Mac
2.50
04/01/2034
3.17
Fannie Mae Pool
3.00
04/01/2049
2.13
Fannie Mae or Freddie Mac
2.50
04/01/2050
2.10
United States Treasury Note/Bond
2.38
11/15/2049
2.10
Ginnie Mae II Pool
3.00
04/01/2049
1.44
Corning Inc
5.45
11/15/2079
1.05
Freddie Mac Multifamily Structured
3.42
02/25/2029
1.02
Fannie Mae Pool
4.50
10/01/2048
1.00
Freddie Mac Multifamily Structured
3.21
02/25/2026
0.96
Fannie Mae Pool
3.50
05/01/2047
0.90
Fannie Mae or Freddie Mac
3.00
04/01/2034
0.85
STIT - Treasury Portfolio
0.84
Wells Fargo & Co Conv Pfd
0.80
STIT - Government & Agency Portfoli
0.74
Fannie Mae Pool
4.00
12/01/2048
0.73
Fannie Mae Pool
4.00
12/01/2048
0.72
Golub Capital Partners CLO 41 B Ltd
3.19
04/20/2029
0.69
AT&T Inc
5.15
02/15/2050
0.69
United States Treasury Note/Bond
0.62
03/31/2027
0.68
Sprint Spectrum Co LLC / Sprint Spe
5.15
03/20/2028
0.68
United States Treasury Note/Bond
1.50
02/15/2030
0.67
United States Treasury Note/Bond
0.50
03/15/2023
0.67
Sprint Spectrum Co LLC / Sprint Spe
4.74
03/20/2025
0.63
Invitation Homes 2018-SFR1 Trust
1.50
03/17/2037
0.62
INVESCO LIQUID ASSET CASH MF
0.59
United States Treasury Note/Bond
0.38
03/31/2022
0.58
Avery Point VI CLO Ltd
2.79
08/05/2027
0.53
Chase Home Lending Mortgage Trust 2
3.50
07/25/2049
0.53
Freddie Mac Multifamily Structured
3.76
01/25/2029
0.52
One Bryant Park Trust 2019-OBP
2.52
09/15/2054
0.51
Saudi Arabian Oil Co
2.88
04/16/2024
0.51
CSAIL 2020-C19 Commercial Mortgage
2.56
03/15/2053
0.50
ASTERIX INC
3.90
03/31/2023
0.50
Bristol-Myers Squibb Co
2.90
07/26/2024
0.48
Freddie Mac Multifamily Structured
3.60
02/25/2025
0.48
AbbVie Inc
2.60
11/21/2024
0.46
MDC Holdings Inc
6.00
01/15/2043
0.46
Morgan Stanley Capital I Trust 2019
4.07
03/15/2052
0.46
Africa Finance Corp
4.38
04/17/2026
0.46
AbbVie Inc
2.30
11/21/2022
0.45
Golub Capital Partners CLO 35B Ltd
3.01
07/20/2029
0.45
Global Atlantic Fin Co
4.40
10/15/2029
0.43
UBS Commercial Mortgage Trust 2019-
3.60
04/15/2052
0.43
Benchmark 2019-B14 Mortgage Trust
3.05
12/15/2062
0.41
Morgan Stanley Capital I Trust 2017
1.40
11/15/2034
0.41
Angel Oak Mortgage Trust I LLC 2019
3.63
03/25/2049
0.40
Verus Securitization Trust 2019-INV
3.40
12/25/2059
0.40
Domino's Pizza Master Issuer LLC
3.67
10/25/2049
0.40
MDC Holdings Inc
3.85
01/15/2030
0.40
OCP CLO 2014-7 Ltd
2.94
07/20/2029
0.39
Jimmy Johns Funding LLC
3.61
07/30/2047
0.38
Williams Cos Inc/The
4.12
11/15/2020
0.38
Verus Securitization Trust 2020-1
2.42
01/25/2060
0.37
Citigroup Inc
5.00
12/31/2049
0.37
Starwood Waypoint Homes 2017-1 Trus
2.65
01/17/2035
0.37
Taconic Park CLO Ltd
2.25
01/20/2029
0.36
Goldentree Loan Management US Clo 2
2.97
11/28/2030
0.36
InTown Hotel Portfolio Trust 2018-S
1.40
01/15/2033
0.34
Hertz Vehicle Financing II LP
3.42
05/25/2025
0.34
Micron Technology Inc
4.18
02/15/2027
0.34
AerCap Global Aviation Trust 144A
6.50
06/15/2045
0.33
Occidental Petroleum Corp
4.10
02/01/2021
0.33
CGDBB Commercial Mortgage Trust 201
1.75
07/15/2032
0.33
Oracle Corp
3.60
04/01/2050
0.33
Carrier Global Corp
2.24
02/15/2025
0.32
Saudi Government International Bond
3.75
01/21/2055
0.32
United States Treasury Bill
0.00
04/09/2020
0.31
Progress Residential 2020-SFR1 Trus
1.73
04/17/2037
0.31
New Residential Mortgage Loan Trust
2.46
01/26/2060
0.31
COLT 2020-1 Mortgage Loan Trust
2.49
02/25/2050
0.31
GCAT 2019-NQM2 Trust
2.85
09/25/2059
0.31
Fomento Economico Mexicano SAB de C
3.50
01/16/2050
0.30
Verus Securitization Trust 2019-1
3.84
02/25/2059
0.30
POSCO
2.50
01/17/2025
0.30
Norwegian Air Shuttle ASA 2016-1 Cl
7.50
11/10/2023
0.30
Freddie Mac Multifamily Structured
3.29
11/25/2027
0.30
Apollo Management Holdings LP
4.95
01/14/2050
0.29
Homeward Opportunities Fund I Trust
3.45
01/25/2059
0.29
Hertz Vehicle Financing II LP
3.71
03/25/2023
0.29
NXP BV / NXP Funding LLC 144A
3.88
09/01/2022
0.29
Ellington Financial Mortgage Trust
2.74
11/25/2059
0.28
Ford Motor Credit Co LLC
5.08
01/07/2021
0.28
Oracle Corp
3.85
04/01/2060
0.27
JPMBB Commercial Mortgage Securitie
4.89
01/15/2047
0.27
MPLX LP
1.90
09/09/2021
0.27
Fannie Mae Pool
4.50
12/01/2048
0.27
JPMorgan Chase & Co
2.70
07/23/2024
0.26
MAD Mortgage Trust 2017-330M
3.08
08/15/2034
0.26
GE Capital International Funding Co
4.42
11/15/2035
0.26
Race Point VIII CLO Ltd
3.24
02/20/2030
0.26
Citigroup Mortgage Loan Trust 2019-
2.72
07/25/2049
0.26
Benchmark 2019-B15 Mortgage Trust
3.56
12/15/2072
0.26
JOL Air Ltd
3.97
04/15/2044
0.26
Carrier Global Corp
2.72
02/15/2030
0.26
Athene Holding Ltd
4.12
01/12/2028
0.26
ICG US CLO 2016-1 Ltd
2.91
07/29/2028
0.26
Interpublic Group of Cos Inc/The
4.75
03/30/2030
0.26
Benchmark 2019-B14 Mortgage Trust
3.78
12/15/2062
0.25
Morgan Stanley Capital I Trust 2019
3.49
11/15/2052
0.25
Goldman Sachs Group Inc/The
2.60
12/27/2020
0.25
MVW 2019-2 LLC
2.22
10/20/2038
0.25
Freddie Mac Gold Pool
4.50
02/01/2040
0.25
Race Point VIII CLO Ltd
3.60
02/20/2030
0.25
Toyota Motor Credit Corp
3.00
04/01/2025
0.24
Sumitomo Mitsui Financial Group Inc
3.04
07/16/2029
0.24
CGDBB Commercial Mortgage Trust 201
1.49
07/15/2032
0.24
Anglo American Capital PLC
5.38
04/01/2025
0.24
DB Master Finance LLC
4.02
05/20/2049
0.24
Federation des Caisses Desjardins d
2.05
02/10/2025
0.24
Galton Funding Mortgage Trust 2019-
2.66
10/25/2059
0.24
DT Auto Owner Trust 2019-3
2.96
04/15/2025
0.24
Sprint Spectrum Co LLC / Sprint Spe
3.36
09/20/2021
0.23
Neuberger Berman Loan Advisers CLO
1.80
04/19/2030
0.23
OHA Loan Funding 2016-1 Ltd
2.99
01/20/2033
0.23
Wendy's Funding LLC
3.88
03/15/2048
0.23
Athene Holding Ltd
6.15
04/03/2030
0.23
DB Master Finance LLC
4.35
05/20/2049
0.23
United Airlines 2018-1 Class AA Pas
3.50
03/01/2030
0.22
Fannie Mae Connecticut Avenue Secur
4.48
11/25/2029
0.22
Freddie Mac Multifamily Structured
3.03
09/25/2026
0.22
New Residential Mortgage Loan Trust
2.49
09/25/2059
0.22
KeyCorp
2.25
04/06/2027
0.22
Spirit Realty LP
3.40
01/15/2030
0.22
Dell International LLC / EMC Corp 1
8.35
07/15/2046
0.22
MVW Owner Trust 2019-1
2.89
11/20/2036
0.22
AT&T Inc
2.88
12/31/2059
0.22
Freddie Mac Multifamily Structured
3.63
01/25/2029
0.22
Sonic Capital LLC
3.85
01/20/2050
0.22
CSWF 2018-TOP
2.00
08/15/2035
0.22
Grand Parkway Transportation Corp
3.24
10/01/2052
0.22
Perusahaan Listrik Negara PT
1.88
11/05/2031
0.22
CASH & EQUIVALENTS
0.00
0.22
Drax Finco PLC
6.62
11/01/2025
0.21
Horizon Aircraft Finance III Ltd
3.42
11/15/2039
0.21
BNP Paribas SA
4.50
12/31/2059
0.21
TICP CLO XV Ltd
2.92
04/20/2033
0.21
Delta Air Lines 2020-1 Class AA Pas
2.00
06/10/2028
0.21
Jimmy Johns Funding LLC
4.85
07/30/2047
0.21
Citigroup Inc
4.45
09/29/2027
0.21
HMH Trust 2017-NSS
3.06
07/05/2031
0.21
Triton Container Finance VI LLC
4.19
06/22/2043
0.21
Trust Fibra Uno
4.87
01/15/2030
0.21
Delta Air Lines Inc
2.90
10/28/2024
0.21
PPM CLO 3 Ltd
3.24
07/17/2030
0.20
Morgan Stanley
2.70
01/22/2031
0.20
GS Mortgage Securities Trust 2020-G
2.91
02/13/2053
0.20
Broadcom Corp / Broadcom Cayman Fin
3.00
01/15/2022
0.20
Ginnie Mae II Pool
4.00
03/20/2048
0.20
Cigna Corp
3.40
09/17/2021
0.20
Israel Government International Bon
2.75
07/03/2030
0.20
Freddie Mac Multifamily Structured
3.59
01/25/2025
0.20
Diamond Sports Group LLC / Diamond
5.38
08/15/2026
0.20
Anglo American Capital PLC
5.62
04/01/2030
0.20
Morgan Stanley Capital I Trust 2017
1.55
11/15/2034
0.20
Apex Credit CLO 2017 Ltd
3.60
04/24/2029
0.20
Chase Mortgage Finance Corp
3.75
12/25/2045
0.20
JP Morgan Trust 2015-3 144A
3.66
05/25/2045
0.20
Apple Inc
2.05
09/11/2026
0.19
Lowe's Cos Inc
5.00
04/15/2040
0.19
MPLX LP
2.10
09/09/2022
0.19
Ford Motor Credit Co LLC
3.81
10/12/2021
0.19
Freddie Mac Gold Pool
4.50
05/01/2041
0.19
Deephaven Residential Mortgage Trus
2.79
10/25/2059
0.19
Continental Resources Inc/OK
5.00
09/15/2022
0.19
Kinder Morgan Inc/DE
7.75
01/15/2032
0.19
CenterPoint Energy Inc
6.12
12/31/2049
0.19
Zimmer Biomet Holdings Inc
1.80
03/19/2021
0.19
Lowe's Cos Inc
4.50
04/15/2030
0.19
Citigroup Inc
4.41
03/31/2031
0.19
JPMorgan Chase & Co
2.29
08/15/2021
0.19
Mars Inc
2.70
04/01/2025
0.19
SMBC Aviation Capital Finance DAC
4.12
07/15/2023
0.19
Home Depot Inc/The
3.35
04/15/2050
0.19
Wells Fargo & Co
5.38
11/02/2043
0.19
JPMorgan Chase & Co
2.69
05/15/2047
0.19
Freeport-McMoRan Inc
5.00
09/01/2027
0.18
HSBC Holdings PLC
6.00
12/31/2049
0.18
InTown Hotel Portfolio Trust 2018-S
1.75
01/15/2033
0.18
Starwood Mortgage Residential Trust
2.27
02/25/2050
0.18
Freddie Mac Structured Agency Credi
4.28
12/25/2029
0.18
Trust Fibra Uno 144A
5.25
01/30/2026
0.18
Hertz Vehicle Financing II LP
3.29
02/25/2024
0.18
Lamar Media Corp
3.75
02/15/2028
0.18
Goldman Sachs Group Inc/The
3.50
04/01/2025
0.18
Standard Chartered PLC
2.10
09/10/2022
0.18
Volkswagen Group of America Finance
2.65
11/12/2021
0.18
Fairfax Financial Holdings Ltd
4.85
04/17/2028
0.18
Freeport-McMoRan Inc
4.12
03/01/2028
0.18
Delta Air Lines Inc
2.60
12/04/2020
0.18
Carlyle Finance LLC
5.65
09/15/2048
0.18
Morgan Stanley
3.62
04/01/2031
0.18
Freeport-McMoRan Inc
4.25
03/01/2030
0.18
Home Depot Inc/The
3.30
04/15/2040
0.18
Connecticut Avenue Securities Trust
3.73
09/25/2039
0.17
Global Bank Corp 144A
4.50
10/20/2021
0.17
CVS Health Corp
4.12
04/01/2040
0.17
Cigna Corp
2.72
07/15/2023
0.17
Toyota Motor Credit Corp
3.38
04/01/2030
0.17
Connecticut Avenue Securities Trust
3.78
09/25/2031
0.17
Bayer US Finance II LLC
3.88
12/15/2023
0.17
Teck Resources Ltd
6.12
10/01/2035
0.17
Match Group Inc
5.62
02/15/2029
0.17
Dell International LLC / EMC Corp 1
4.42
06/15/2021
0.17
0.17
Braskem Idesa SAPI
7.45
11/15/2029
0.17
Netflix Inc
3.88
11/15/2029
0.17
Home Partners of America 2018-1 Tru
1.90
07/17/2037
0.17
Saudi Arabian Oil Co
2.75
04/16/2022
0.17
Alibaba Group Holding Ltd
4.40
12/06/2057
0.17
Corp Nacional del Cobre de Chile
3.15
01/14/2030
0.17
DT Auto Owner Trust 2019-3
2.74
04/15/2025
0.17
BOC Aviation Ltd
2.36
09/26/2023
0.17
Castlelake Aircraft Structured Trus
3.97
04/15/2039
0.16
GCAT 2019-NQM3 Trust
2.69
11/25/2059
0.16
MACH 1 Cayman 2019-1 Ltd
4.33
10/15/2039
0.16
COLT 2020-1 Mortgage Loan Trust
2.69
02/25/2050
0.16
Citigroup Inc
6.25
12/29/2049
0.16
QVC Inc
5.45
08/15/2034
0.16
Aviation Capital Group LLC
3.50
11/01/2027
0.16
Bayer US Finance II LLC
1.75
12/15/2023
0.16
VMware Inc
2.30
08/21/2020
0.16
PayPal Holdings Inc
2.65
10/01/2026
0.15
Goldman Sachs Group Inc/The
3.27
09/29/2025
0.15
Goldman Sachs Group Inc/The
5.00
12/31/2049
0.15
Credit Suisse Group AG
4.19
04/01/2031
0.15
Alibaba Group Holding Ltd
4.20
12/06/2047
0.15
Twitter Inc
3.88
12/15/2027
0.15
Citigroup Inc
5.50
09/13/2025
0.15
Comcast Corp
4.60
10/15/2038
0.15
Angel Oak Mortgage Trust I LLC 2018
3.26
04/27/2048
0.15
Verus Securitization Trust 2018-1
2.93
02/25/2048
0.15
Athene Global Funding
2.50
01/14/2025
0.15
American Equity Investment Life Hol
5.00
06/15/2027
0.15
Morgan Stanley Pfd
0.15
Ford Motor Credit Co LLC
5.60
01/07/2022
0.15
DAE Funding LLC
4.00
08/01/2020
0.15
Amgen Inc
3.15
02/21/2040
0.15
Oman Government International Bond
4.12
01/17/2023
0.15
CASH & EQUIVALENTS
0.00
0.15
BNP Paribas SA
2.38
05/21/2020
0.14
PPM CLO 3 Ltd
3.79
07/17/2030
0.14
ABN AMRO Bank NV 144A
2.45
06/04/2020
0.14
Toyota Motor Credit Corp
2.15
02/13/2030
0.14
OBX 2019-EXP1 Trust
4.00
01/25/2059
0.14
Dominion Energy Inc
3.38
04/01/2030
0.14
Angel Oak Mortgage Trust I LLC 2018
3.65
09/25/2048
0.14
Suzano Austria GmbH
6.00
01/15/2029
0.14
Natixis Commercial Mortgage Securit
3.79
11/15/2032
0.14
Southwest Airlines Co
2.62
02/10/2030
0.14
NGPL PipeCo LLC
7.77
12/15/2037
0.14
American Airlines 2017-2 Class A Pa
3.60
10/15/2029
0.14
VEON Holdings BV
4.00
04/09/2025
0.14
MetLife Inc
5.25
12/31/2049
0.14
XLIT Ltd
5.50
03/31/2045
0.14
Westpac Banking Corp
2.89
02/04/2030
0.14
United States Treasury Bill
0.00
09/03/2020
0.14
Angel Oak Mortgage Trust 2020-1
2.47
12/25/2059
0.14
Banco del Estado de Chile
2.70
01/09/2025
0.14
WFRBS Commercial Mortgage Trust 201
4.70
04/15/2045
0.13
Morgan Stanley Capital I Trust 2017
1.70
11/15/2034
0.13
Newmont Corp
2.25
10/01/2030
0.13
PepsiCo Inc
2.75
03/19/2030
0.13
General Motors Financial Co Inc
2.73
04/09/2021
0.13
Freddie Mac Multifamily Structured
4.03
10/25/2028
0.13
Freddie Mac Multifamily Structured
4.06
10/25/2028
0.13
Targa Resources Partners LP / Targa
5.25
05/01/2023
0.13
Home Depot Inc/The
2.70
04/15/2030
0.13
Oklahoma Gas & Electric Co
3.25
04/01/2030
0.13
Standard Chartered PLC 144A
7.75
12/31/2049
0.13
Fannie Mae Pool
3.50
10/01/2046
0.13
Weyerhaeuser Co
4.00
04/15/2030
0.13
Cascades Inc/Cascades USA Inc
5.38
01/15/2028
0.13
Home Partners of America 2018-1 Tru
1.70
07/17/2037
0.13
Carrier Global Corp
2.49
02/15/2027
0.13
Welltower Inc
3.10
01/15/2030
0.13
Ford Motor Credit Co LLC
3.09
01/09/2023
0.13
Occidental Petroleum Corp
2.60
08/13/2021
0.13
Invitation Homes 2017-SFR2 Trust
2.25
12/17/2036
0.13
Hershey Co/The
3.12
11/15/2049
0.13
Dell International LLC / EMC Corp 1
6.02
06/15/2026
0.13
ALM VII Ltd
3.00
07/15/2029
0.13
Nationwide Financial Services Inc
3.90
11/30/2049
0.13
Residential Mortgage Loan Trust 201
2.63
09/25/2059
0.13
Freddie Mac Gold Pool
4.50
10/01/2046
0.13
Mastercard Inc
3.30
03/26/2027
0.13
Israel Government International Bon
3.88
07/03/2050
0.12
British Airways 2019-1 Class A Pass
3.35
06/15/2029
0.12
Freddie Mac Structured Agency Credi
5.53
04/25/2029
0.12
Tencent Holdings Ltd
2.98
01/19/2023
0.12
Banco do Brasil SA/Cayman
8.50
12/31/2049
0.12
Goldman Sachs Group Inc/The
3.75
05/22/2025
0.12
AIG Global Funding 144A
2.70
12/15/2021
0.12
Apollo Management Holdings LP 144A
4.00
05/30/2024
0.12
Residential Mortgage Loan Trust 202
2.38
02/25/2024
0.12
Ukraine Government International Bo
4.38
01/27/2030
0.12
COMM 2015-CCRE25 Mortgage Trust
4.54
08/10/2048
0.12
Hyundai Capital America
4.30
02/01/2024
0.12
Fannie Mae Pool
3.50
12/01/2030
0.12
Invitation Homes 2017-SFR2 Trust
1.65
12/17/2036
0.12
Australia & New Zealand Banking Gro
6.75
12/31/2049
0.12
Deutsche Mortgage Securities Inc Re
3.80
06/27/2037
0.12
Deephaven Residential Mortgage Trus
2.98
12/25/2057
0.12
JPMBB Commercial Mortgage Securitie
4.74
03/15/2049
0.12
ING Bank NV 144A
2.75
03/22/2021
0.12
Oztel Holdings SPC Ltd
5.62
10/24/2023
0.12
Micron Technology Inc
4.97
02/06/2026
0.12
WFRBS Commercial Mortgage Trust 201
5.66
11/15/2044
0.12
Enterprise Products Operating LLC
2.80
01/31/2030
0.12
Thunderbolt II Aircraft Lease Ltd
5.07
09/15/2038
0.12
Verus Securitization Trust 2019-2
3.21
05/25/2059
0.12
Morgan Stanley
4.35
09/08/2026
0.12
Fannie Mae Pool
3.50
11/01/2046
0.12
United Airlines 2019-2 Class B Pass
3.50
05/01/2028
0.12
JP Morgan Chase Commercial Mortgage
3.81
12/15/2047
0.12
JPMorgan Chase & Co
5.24
12/31/2049
0.11
CFCRE Commercial Mortgage Trust 201
5.74
12/15/2047
0.11
JPMorgan Chase & Co
3.62
12/01/2027
0.11
NXP BV / NXP Funding LLC 144A
4.62
06/01/2023
0.11
Brighthouse Financial Inc
4.70
06/22/2047
0.11
Netflix Inc
5.38
11/15/2029
0.11
Constellation Brands Inc
2.39
11/15/2021
0.11
CVS Health Corp
3.75
04/01/2030
0.11
Credit Acceptance Corp
6.62
03/15/2026
0.11
Wendy's Funding LLC
4.08
06/15/2049
0.11
Prudential Financial Inc
5.62
06/15/2043
0.11
PayPal Holdings Inc
2.85
10/01/2029
0.11
Corp Nacional del Cobre de Chile
3.70
01/30/2050
0.11
BAT Capital Corp
4.91
04/02/2030
0.11
Synovus Financial Corp
3.12
11/01/2022
0.11
TransJamaican Highway Ltd
5.75
10/10/2036
0.11
Banc of America Commercial Mortgage
3.99
09/15/2048
0.11
Fannie Mae Pool
3.50
10/01/2046
0.11
Latam Airlines 2015-1 Pass Through
4.20
11/15/2027
0.10
COMM 2016-GCT Mortgage Trust
3.09
08/10/2029
0.10
Australia & New Zealand Banking Gro
2.95
07/22/2030
0.10
Archer-Daniels-Midland Co
3.25
03/27/2030
0.10
Comcast Corp
3.95
10/15/2025
0.10
UBS-Citigroup Commercial Mortgage T
6.05
01/10/2045
0.10
Bank of America Corp
4.20
08/26/2024
0.10
Lowe's Cos Inc
5.12
04/15/2050
0.10
AutoZone Inc
3.62
04/15/2025
0.10
Aviation Capital Group LLC
2.44
07/30/2021
0.10
NIKE Inc
3.38
03/27/2050
0.10
Dell International LLC / EMC Corp
4.90
10/01/2026
0.10
Cibanco SA Ibm / PLA Administradora
4.96
07/18/2029
0.10
Verus Securitization Trust 2017-SG1
2.69
11/25/2047
0.10
Aviation Capital Group LLC
4.12
08/01/2025
0.10
Regency Centers LP
4.12
03/15/2028
0.10
Plains All American Pipeline LP
6.12
12/31/2099
0.10
American Airlines 2019-1 Class AA P
3.15
02/15/2032
0.10
AT&T Inc
4.75
05/15/2046
0.10
American Airlines 2017-2 Class B Pa
3.70
10/15/2025
0.10
CGDBB Commercial Mortgage Trust 201
2.30
07/15/2032
0.10
Invitation Homes 2017-SFR2 Trust
2.60
12/17/2036
0.10
AEP Transmission Co LLC
3.65
04/01/2050
0.10
Verus Securitization Trust 2018-3
4.11
10/25/2058
0.10
Fannie Mae Connecticut Avenue Secur
3.98
01/25/2031
0.09
Mastercard Inc
3.35
03/26/2030
0.09
CenturyLink Inc
4.00
02/15/2027
0.09
Berkshire Hathaway Finance Corp
1.85
03/12/2030
0.09
Fannie Mae Pool
3.50
10/01/2046
0.09
Ameriprise Financial Inc
3.00
04/02/2025
0.09
Zions Bancorp NA
3.25
10/29/2029
0.09
UBS AG/Stamford CT
4.88
08/04/2020
0.09
Alexandria Real Estate Equities Inc
3.38
08/15/2031
0.09
Parkland Fuel Corp
5.88
07/15/2027
0.09
Spirit Realty LP
4.00
07/15/2029
0.09
Albertsons Cos Inc / Safeway Inc /
4.88
02/15/2030
0.09
Fannie Mae Pool
3.50
10/01/2046
0.09
NIKE Inc
3.25
03/27/2040
0.09
WFRBS Commercial Mortgage Trust 201
4.49
08/15/2046
0.09
O'Reilly Automotive Inc
4.20
04/01/2030
0.09
Credit Suisse Group AG
5.10
12/31/2059
0.09
Morgan Stanley
5.50
07/28/2021
0.09
Delta Air Lines Inc
3.80
04/19/2023
0.09
Alpek SAB de CV
4.25
09/18/2029
0.09
Symphony CLO XXII Ltd
3.01
04/18/2033
0.09
Raymond James Financial Inc
4.65
04/01/2030
0.09
SMBC Aviation Capital Finance DAC
3.00
07/15/2022
0.09
Chase Mortgage Finance Corp
3.75
12/25/2045
0.09
Ashtead Capital Inc
4.00
05/01/2028
0.09
BAT Capital Corp
5.28
04/02/2050
0.09
Southern Co/The
5.50
03/15/2057
0.09
Towd Point Mortgage Trust 2017-2 14
2.75
04/25/2057
0.09
Pfizer Inc
2.62
04/01/2030
0.09
Ameren Corp
3.50
01/15/2031
0.09
Altria Group Inc
4.40
02/14/2026
0.08
Fannie Mae Pool
3.00
08/01/2043
0.08
San Diego Gas & Electric Co
3.32
04/15/2050
0.08
Standard Chartered PLC
2.97
01/20/2023
0.08
Israel Government International Bon
4.50
04/03/2120
0.08
Royal Bank of Scotland Group PLC
3.75
11/01/2029
0.08
TICP CLO XV Ltd
3.34
04/20/2033
0.08
Indonesia Asahan Aluminium Persero
5.23
11/15/2021
0.08
Verus Securitization Trust 2020-1
2.64
01/25/2060
0.08
CGDBB Commercial Mortgage Trust 201
1.67
07/15/2032
0.08
Fannie Mae Pool
3.50
09/01/2046
0.08
Blackstone Holdings Finance Co LLC
5.00
06/15/2044
0.08
Angel Oak Mortgage Trust 2019-3
2.93
05/25/2059
0.08
American Airlines 2017-1 Class B Pa
4.95
02/15/2025
0.08
Alliance Data Systems Corp
4.75
12/15/2024
0.08
Mattamy Group Corp
4.62
03/01/2030
0.08
Home Partners of America 2018-1 Tru
2.05
07/17/2037
0.08
Benchmark 2019-B11 Mortgage Trust
3.00
05/15/2052
0.08
Fannie Mae Pool
3.50
11/01/2046
0.08
Deephaven Residential Mortgage Trus
2.58
10/25/2047
0.08
WFRBS Commercial Mortgage Trust 201
5.03
09/15/2046
0.07
Morgan Stanley Capital I Trust 2014
4.30
09/09/2032
0.07
QVC Inc
4.75
02/15/2027
0.07
BAT Capital Corp
4.70
04/02/2027
0.07
Galton Funding Mortgage Trust 2017-
3.50
11/25/2057
0.07
AT&T Inc
5.10
11/25/2048
0.07
McDonald's Corp
3.50
07/01/2027
0.07
Enterprise Products Operating LLC
4.88
08/16/2077
0.07
Adani Abbot Point Terminal Pty Ltd
4.45
12/15/2022
0.07
McDonald's Corp
4.20
04/01/2050
0.07
Invitation Homes 2017-SFR2 Trust
1.95
12/17/2036
0.07
Hyundai Capital America
2.38
02/10/2023
0.07
Carlyle Holdings II Finance LLC 144
5.62
03/30/2043
0.07
Freddie Mac Structured Agency Credi
5.43
03/25/2029
0.06
Union Pacific Corp
2.15
02/05/2027
0.06
Credit Acceptance Corp
5.12
12/31/2024
0.06
Truist Bank
1.50
03/10/2025
0.06
Societe Generale SA 144A
7.38
12/29/2049
0.06
Enterprise Products Operating LLC
3.70
01/31/2051
0.06
Crown Castle International Corp
4.15
07/01/2050
0.06
3M Co
3.05
04/15/2030
0.06
HSBC Holdings PLC
2.69
05/18/2024
0.06
Freddie Mac Whole Loan Securities T
3.50
05/25/2047
0.06
Lamar Media Corp
4.00
02/15/2030
0.06
Home Depot Inc/The
2.50
04/15/2027
0.06
Apple Inc
2.51
08/19/2024
0.06
Target Corp
2.25
04/15/2025
0.06
Truist Bank
2.25
03/11/2030
0.06
CVS Health Corp
4.25
04/01/2050
0.06
NIKE Inc
2.75
03/27/2027
0.06
HSBC Holdings PLC
3.20
12/05/2023
0.06
Fox Corp
3.50
04/08/2030
0.06
Kinder Morgan Inc/DE
7.80
08/01/2031
0.06
Cox Communications Inc 144A
3.35
09/15/2026
0.06
Park Aerospace Holdings Ltd 144A
5.25
08/15/2022
0.06
Iron Mountain Inc
4.88
09/15/2029
0.05
Visa Inc
2.70
04/15/2040
0.05
Energy Transfer Operating LP
2.90
05/15/2025
0.05
Western Midstream Operating LP
3.10
02/01/2025
0.05
Freddie Mac Gold Pool
3.00
02/01/2032
0.05
Barclays PLC
4.84
05/09/2028
0.05
Chase Mortgage Finance Corp 144A
3.75
04/25/2045
0.05
CCO Holdings LLC / CCO Holdings Cap
5.75
02/15/2026
0.05
Globo Comunicacao e Participacoes S
4.88
01/22/2030
0.05
COMM 2016-GCT Mortgage Trust
3.46
08/10/2029
0.05
L Brands Inc
5.62
02/15/2022
0.05
McDonald's Corp
3.60
07/01/2030
0.05
June 21 Calls on SPXSPX US 06/18/21
06/18/2021
0.04
Diversified Healthcare Trust
6.75
12/15/2021
0.04
Archer-Daniels-Midland Co
2.75
03/27/2025
0.04
NIKE Inc
2.40
03/27/2025
0.04
Healthpeak Properties Inc
4.25
11/15/2023
0.04
Exelon Corp
4.70
04/15/2050
0.04
Target Corp
2.65
09/15/2030
0.04
General Mills Inc
2.88
04/15/2030
0.04
OCP SA 144A
4.50
10/22/2025
0.04
Unifin Financiera SAB de CV
7.38
02/12/2026
0.04
Delta Air Lines 2019-1 Class A Pass
3.40
04/25/2024
0.04
Shellpoint Asset Funding Trust 2013
3.75
07/25/2043
0.04
T-Mobile USA Inc
6.50
01/15/2026
0.04
Avianca Holdings SA
9.00
05/10/2023
0.04
CGRBS Commercial Mortgage Trust 201
3.37
03/13/2035
0.04
Cantor Fitzgerald LP 144A
6.50
06/17/2022
0.04
Freeport-McMoRan Inc
5.40
11/14/2034
0.04
Fannie Mae Pool
5.50
04/01/2033
0.04
BBVA Bancomer SA/Texas 144A
7.25
04/22/2020
0.04
Service Properties Trust
4.95
02/15/2027
0.04
Netflix Inc
5.88
11/15/2028
0.04
WFRBS Commercial Mortgage Trust 201
3.34
06/15/2046
0.04
State Street Corp
2.90
03/30/2026
0.03
Deere & Co
2.75
04/15/2025
0.03
Freddie Mac Gold Pool
4.50
06/01/2041
0.03
Western Midstream Operating LP
2.70
01/13/2023
0.03
Angel Oak Mortgage Trust LLC
2.71
11/25/2047
0.03
Bank of America Corp Conv Pfd
0.03
BBVA Bancomer SA/Texas 144A
4.38
04/10/2024
0.03
Bear Stearns ALT-A Trust 2004-11
3.78
11/25/2034
0.03
Freddie Mac Gold Pool
5.00
11/01/2039
0.03
Prologis LP
3.00
04/15/2050
0.03
3M Co
2.65
04/15/2025
0.03
Citigroup Inc
5.95
12/31/2049
0.03
Citigroup Commercial Mortgage Trust
4.29
09/10/2045
0.03
Albertsons Cos Inc / Safeway Inc /
3.50
02/15/2023
0.03
Citigroup Commercial Mortgage Trust
3.14
02/10/2048
0.03
Freddie Mac Gold Pool
5.50
07/01/2040
0.03
Freddie Mac STACR Trust 2019-HQA2
2.33
04/25/2049
0.03
Molson Coors International LP
3.44
07/15/2026
0.03
CSAIL 2015-C3 Commercial Mortgage T
3.72
08/15/2048
0.03
Sequoia Mortgage Trust 2013-3
2.00
03/25/2043
0.03
Prologis LP
2.12
04/15/2027
0.03
CASH & EQUIVALENTS
0.00
0.03
JPMBB Commercial Mortgage Securitie
3.80
08/15/2048
0.03
Consolidated Edison Co of New York
3.35
04/01/2030
0.03
Sequoia Mortgage Trust 2013-7
3.00
06/25/2043
0.02
Structured Adjustable Rate Mortgage
3.95
07/25/2034
0.02
CSFB Mortgage-Backed Pass-Through C
3.99
06/25/2034
0.02
HCA Inc
5.25
04/15/2025
0.02
State Street Corp
3.15
03/30/2031
0.02
HCA Inc
5.50
06/15/2047
0.02
Equinix Inc
5.88
01/15/2026
0.02
CVS Health Corp
4.10
03/25/2025
0.02
Adjustable Rate Mortgage Trust 2004
4.06
02/25/2035
0.02
Sequoia Mortgage Trust 2013-4
1.55
04/25/2043
0.02
Navient Corp
7.25
09/25/2023
0.02
Navient Corp
7.25
01/25/2022
0.02
NRG Energy Inc
6.62
01/15/2027
0.02
Reynolds Group Issuer Inc / Reynold
7.00
07/15/2024
0.02
Deephaven Residential Mortgage Trus
2.71
10/25/2047
0.02
National Australia Bank Ltd
3.93
08/02/2034
0.02
Ally Financial Inc
5.12
09/30/2024
0.02
AES Corp/VA
5.50
04/15/2025
0.02
Freddie Mac Gold Pool
5.00
09/01/2039
0.02
Merrill Lynch Mortgage Investors Tr
4.30
06/25/2035
0.02
Freddie Mac Multifamily Structured
1.13
03/25/2024
0.02
Dell International LLC / EMC Corp 1
7.12
06/15/2024
0.02
0.02
Lennar Corp
5.25
06/01/2026
0.02
Adjustable Rate Mortgage Trust 2005
3.96
05/25/2035
0.02
Level 3 Financing Inc
5.38
05/01/2025
0.02
International Paper Co
5.00
09/15/2035
0.02
Bausch Health Cos Inc
9.00
12/15/2025
0.02
SBA Communications Corp
4.88
09/01/2024
0.02
Thornburg Mortgage Securities Trust
3.71
04/25/2045
0.02
Equinix Inc
3.20
11/18/2029
0.02
Ryder System Inc
2.90
12/01/2026
0.02
1011778 BC ULC / New Red Finance In
5.00
10/15/2025
0.02
United Rentals North America Inc
5.50
05/15/2027
0.02
Moody's Corp
4.88
02/15/2024
0.02
Telecom Italia Capital SA
7.20
07/18/2036
0.02
Credit Suisse Group Funding Guernse
3.75
03/26/2025
0.02
Energy Transfer Operating LP
4.75
01/15/2026
0.02
Municipal Electric Authority of Geo
6.66
04/01/2057
0.02
Ally Financial Inc
4.62
03/30/2025
0.02
Virgin Media Secured Finance PLC 14
5.50
08/15/2026
0.02
Merrill Lynch Mortgage Investors Tr
4.01
11/25/2035
0.02
MPT Operating Partnership LP / MPT
5.00
10/15/2027
0.02
Affiliated Managers Group Inc
4.25
02/15/2024
0.02
Constellation Brands Inc
4.65
11/15/2028
0.02
O'Reilly Automotive Inc
3.90
06/01/2029
0.02
December 21 Calls on SPXSPX US 12/1
12/17/2021
0.02
JPMorgan Chase & Co
3.78
02/01/2028
0.02
Lowe's Cos Inc
3.65
04/05/2029
0.02
AmeriGas Partners LP / AmeriGas Fin
5.88
08/20/2026
0.02
Citigroup Commercial Mortgage Trust
4.42
04/10/2046
0.02
Empresa Nacional de Telecomunicacio
4.88
10/30/2024
0.02
Suburban Propane Partners LP/Suburb
5.50
06/01/2024
0.02
Sirius XM Radio Inc 144A
5.38
07/15/2026
0.02
OCP SA REGS
4.50
10/22/2025
0.02
Level 3 Financing Inc
5.25
03/15/2026
0.02
Hughes Satellite Systems Corp
5.25
08/01/2026
0.02
BNP Paribas SA
4.38
03/01/2033
0.02
Synchrony Financial
4.50
07/23/2025
0.02
Freddie Mac Gold Pool
7.00
05/01/2030
0.02
Centene Corp
5.38
06/01/2026
0.01
Cigna Corp
4.12
11/15/2025
0.01
Electricite de France SA
4.88
09/21/2038
0.01
PNC Financial Services Group Inc/Th
0.01
L3Harris Technologies Inc
3.85
12/15/2026
0.01
Fannie Mae Pool
5.00
12/01/2039
0.01
DBUBS 2011-LC1 Mortgage Trust 144A
5.69
11/10/2046
0.01
Targa Resources Partners LP / Targa
5.88
04/15/2026
0.01
HSBC Holdings PLC
4.38
11/23/2026
0.01
JB Poindexter & Co Inc
7.12
04/15/2026
0.01
Dolphin Energy Ltd LLC REGS
5.50
12/15/2021
0.01
Schweitzer-Mauduit International In
6.88
10/01/2026
0.01
Structured Adjustable Rate Mortgage
3.83
09/25/2034
0.01
Volkswagen Group of America Finance
3.20
09/26/2026
0.01
EQM Midstream Partners LP
4.00
08/01/2024
0.01
Hanesbrands Inc 144A
4.88
05/15/2026
0.01
Host Hotels & Resorts LP
4.50
02/01/2026
0.01
Energy Transfer Operating LP
5.88
01/15/2024
0.01
Cleaver-Brooks Inc
7.88
03/01/2023
0.01
Penske Automotive Group Inc
5.50
05/15/2026
0.01
EnPro Industries Inc
5.75
10/15/2026
0.01
Iron Mountain US Holdings Inc 144A
5.38
06/01/2026
0.01
Lam Research Corp
4.00
03/15/2029
0.01
JP Morgan Mortgage Trust 2005-A3
4.21
06/25/2035
0.01
iStar Inc
4.75
10/01/2024
0.01
DISH DBS Corp
5.88
11/15/2024
0.01
Albertsons Cos Inc / Safeway Inc /
6.62
06/15/2024
0.01
American Financial Group Inc/OH
3.50
08/15/2026
0.01
Prime Healthcare Foundation Inc
7.00
12/01/2027
0.01
Targa Resources Partners LP / Targa
5.12
02/01/2025
0.01
Comcast Corp
3.40
07/15/2046
0.01
Delta Air Lines Inc
3.62
03/15/2022
0.01
Iron Mountain Inc
5.25
03/15/2028
0.01
CSC Holdings LLC 144A
10.88
10/15/2025
0.01
CenturyLink Inc
7.50
04/01/2024
0.01
UBS-Barclays Commercial Mortgage Tr
2.85
12/10/2045
0.01
Mueller Industries Inc
6.00
03/01/2027
0.01
JP Morgan Mortgage Trust 2007-A4
3.81
06/25/2037
0.01
Pitney Bowes Inc
5.70
04/01/2023
0.01
Sunoco LP / Sunoco Finance Corp
5.88
03/15/2028
0.01
Dow Chemical Co/The
4.55
11/30/2025
0.01
WFRBS Commercial Mortgage Trust 201
4.81
11/15/2045
0.01
SunCoke Energy Partners LP / SunCok
7.50
06/15/2025
0.01
EnerSys 144A
5.00
04/30/2023
0.01
Williams Cos Inc/The
4.55
06/24/2024
0.01
CIT Group Inc
5.00
08/01/2023
0.01
Freddie Mac Gold Pool
7.50
05/01/2030
0.01
Lloyds Banking Group PLC
4.65
03/24/2026
0.01
CenturyLink Inc
6.45
06/15/2021
0.01
Dollar Tree Inc
4.00
05/15/2025
0.01
Owens Corning
4.20
12/01/2024
0.01
Anheuser-Busch Cos LLC / Anheuser-B
3.65
02/01/2026
0.01
GS Mortgage Securities Trust 2013-G
2.06
04/10/2031
0.01
First Quantum Minerals Ltd 144A
7.50
04/01/2025
0.01
Murphy Oil USA Inc
5.62
05/01/2027
0.01
MPLX LP
4.00
03/15/2028
0.01
Penske Truck Leasing Co Lp / PTL Fi
3.90
02/01/2024
0.01
NuStar Logistics LP
6.00
06/01/2026
0.01
CommScope Inc
6.00
03/01/2026
0.01
Lamb Weston Holdings Inc 144A
4.62
11/01/2024
0.01
Freddie Mac Gold Pool
3.50
08/01/2026
0.01
Analog Devices Inc
3.12
12/05/2023
0.01
GMACM Mortgage Loan Trust 2006-AR1
3.78
04/19/2036
0.01
Industrial Senior Trust REGS
5.50
11/01/2022
0.01
Concho Resources Inc
4.38
01/15/2025
0.01
Standard Industries Inc/NJ 144A
6.00
10/15/2025
0.01
L Brands Inc
6.88
11/01/2035
0.01
Pilgrim's Pride Corp
5.88
09/30/2027
0.01
Ball Corp
5.25
07/01/2025
0.01
MGM Resorts International
6.00
03/15/2023
0.01
BMC East LLC 144A
5.50
10/01/2024
0.01
HCA Inc
5.88
02/15/2026
0.01
Avnet Inc
4.62
04/15/2026
0.01
KB Home
4.80
11/15/2029
0.01
Altria Group Inc
6.20
02/14/2059
0.01
Norbord Inc
5.75
07/15/2027
0.01
Verizon Communications Inc
5.25
03/16/2037
0.01
Saudi Government International Bond
4.38
04/16/2029
0.01
Deephaven Residential Mortgage Trus
2.71
06/25/2047
0.01
Antero Midstream Partners LP / Ante
5.38
09/15/2024
0.01
DCP Midstream Operating LP
5.12
05/15/2029
0.01
OCP SA REGS
6.88
04/25/2044
0.01
Wynn Las Vegas LLC / Wynn Las Vegas
5.50
03/01/2025
0.01
Fannie Mae Pool
7.00
02/01/2034
0.01
CNOOC Finance 2015 USA LLC
3.50
05/05/2025
0.01
AT&T Inc
5.25
03/01/2037
0.01
Tempo Acquisition LLC / Tempo Acqui
6.75
06/01/2025
0.01
WaMu Mortgage Pass-Through Certific
4.06
11/25/2036
0.01
JP Morgan Mortgage Trust 2005-A3
3.84
06/25/2035
0.01
CSC Holdings LLC
7.75
07/15/2025
0.01
Deephaven Residential Mortgage Trus
2.61
06/25/2047
0.01
Charles River Laboratories Internat
4.25
05/01/2028
0.01
United Rentals North America Inc
5.25
01/15/2030
0.01
Paraguay Government International B
5.40
03/30/2050
0.01
Thornburg Mortgage Securities Trust
1.45
12/25/2033
0.01
Petrobras Global Finance BV
5.75
02/01/2029
0.01
Guatemala Government Bond
6.12
06/01/2050
0.01
Superior Plus LP / Superior General
7.00
07/15/2026
0.01
Bear Stearns ARM Trust 2004-10
4.19
01/25/2035
0.01
Ashton Woods USA LLC / Ashton Woods
9.88
04/01/2027
0.01
Bear Stearns ARM Trust 2006-1
3.84
02/25/2036
0.01
Hudbay Minerals Inc 144A
7.62
01/15/2025
0.01
GCP Applied Technologies Inc
5.50
04/15/2026
0.01
0.01
Qatar Government International Bond
4.82
03/14/2049
0.01
Teleflex Inc
4.62
11/15/2027
0.01
Taylor Morrison Communities Inc
6.62
07/15/2027
0.01
Fannie Mae Pool
7.50
03/01/2031
0.01
Telenet Finance Luxembourg Notes Sa
5.50
03/01/2028
0.01
Bahamas Government International Bo
6.00
11/21/2028
0.01
Discovery Communications LLC
5.20
09/20/2047
0.01
United Rentals North America Inc
5.88
09/15/2026
0.01
Cheniere Energy Partners LP
5.62
10/01/2026
0.01
Tenet Healthcare Corp
8.12
04/01/2022
0.01
Royal Caribbean Cruises Ltd
3.70
03/15/2028
0.01
Gazprom PJSC Via Gaz Capital SA
5.15
02/11/2026
0.01
Kraft Heinz Foods Co
4.38
06/01/2046
0.01
United Rentals North America Inc
6.50
12/15/2026
0.01
Banco de Bogota SA
4.38
08/03/2027
0.01
Southwestern Energy Co
7.75
10/01/2027
0.01
Trinidad Generation UnLtd REGS
5.25
11/04/2027
0.01
MTS Systems Corp
5.75
08/15/2027
0.01
SPARC EM SPC Panama Metro Line 2 SP
0.00
12/05/2022
0.01
Qatar Government International Bond
4.00
03/14/2029
0.01
JP Morgan Mortgage Trust 2005-A5
4.02
08/25/2035
0.01
B&G Foods Inc
5.25
04/01/2025
0.01
Six Flags Entertainment Corp 144A
4.88
07/31/2024
0.01
Autoridad del Canal de Panama REGS
4.95
07/29/2035
0.01
Allstate Corp/The
4.20
12/15/2046
0.01
Petroleos del Peru SA
4.75
06/19/2032
0.01
Dell International LLC / EMC Corp 1
8.10
07/15/2036
0.01
Kraft Heinz Foods Co
6.88
01/26/2039
0.01
Alcoa Nederland Holding BV 144A
6.75
09/30/2024
0.01
Reinsurance Group of America Inc
4.70
09/15/2023
0.01
Raymond James Financial Inc
4.95
07/15/2046
0.01
Slovenia Government International B
5.25
02/18/2024
0.01
Meredith Corp
6.88
02/01/2026
0.01
US Foods Inc 144A
5.88
06/15/2024
0.01
Hess Midstream Operations LP
5.62
02/15/2026
0.01
General Motors Co
4.88
10/02/2023
0.01
QNB Finance Ltd
2.12
09/07/2021
0.01
Discover Bank
3.45
07/27/2026
0.01
Nationwide Building Society
4.12
10/18/2032
0.01
Apple Inc
4.25
02/09/2047
0.01
Calumet Specialty Products Partners
7.62
01/15/2022
0.01
Office Properties Income Trust
4.50
02/01/2025
0.01
El Salvador Government Internationa
7.12
01/20/2050
0.01
Jefferies Group LLC / Jefferies Gro
4.15
01/23/2030
0.01
Hudson Pacific Properties LP
3.95
11/01/2027
0.01
Aircastle Ltd
5.00
04/01/2023
0.01
Microsoft Corp
4.25
02/06/2047
0.01
Embarq Corp
8.00
06/01/2036
0.01
Northrop Grumman Corp
3.25
01/15/2028
0.01
QVC Inc
4.45
02/15/2025
0.01
Hadrian Merger Sub Inc
8.50
05/01/2026
0.01
MMC Norilsk Nickel OJSC Via MMC Fin
6.62
10/14/2022
0.01
Spectrum Brands Inc
5.75
07/15/2025
0.01
Lennar Corp
4.75
11/15/2022
0.01
Meritage Homes Corp
5.12
06/06/2027
0.01
Physicians Realty LP
4.30
03/15/2027
0.01
Minmetals Bounteous Finance BVI Ltd
3.12
07/27/2021
0.01
Minmetals Bounteous Finance BVI Ltd
3.50
07/30/2020
0.01
TransDigm UK Holdings PLC
6.88
05/15/2026
0.01
Banco del Estado de Chile
4.12
10/07/2020
0.01
HLF Financing Sarl LLC / Herbalife
7.25
08/15/2026
0.01
CNAC HK Finbridge Co Ltd
3.00
07/19/2020
0.01
Colombia Government International B
3.88
04/25/2027
0.01
Albertsons Cos Inc / Safeway Inc /
4.62
01/15/2027
0.01
MPH Acquisition Holdings LLC 144A
7.12
06/01/2024
0.01
Credit Suisse Group AG 144A
7.50
12/31/2049
0.01
Development Bank of Kazakhstan JSC
4.12
12/10/2022
0.01
AT&T Inc
5.35
12/15/2043
0.01
Simmons Foods Inc
5.75
11/01/2024
0.01
Eagle Intermediate Global Holding B
7.50
05/01/2025
0.01
Molson Coors Beverage Co
5.00
05/01/2042
0.01
Charter Communications Operating LL
5.38
04/01/2038
0.01
AT&T Inc
3.40
05/15/2025
0.01
Serbia International Bond
1.50
06/26/2029
0.01
COMM 2013-SFS Mortgage Trust 144A
1.87
04/12/2035
0.01
Valmont Industries Inc
5.00
10/01/2044
0.01
Fondo MIVIVIENDA SA REGS
3.50
01/31/2023
0.01
Navient Corp
5.00
03/15/2027
0.01
Freddie Mac Gold Pool
6.00
02/01/2034
0.01
Triumph Group Inc
7.75
08/15/2025
0.01
Air Lease Corp
3.62
12/01/2027
0.01
Prime Security Services Borrower LL
5.75
04/15/2026
0.01
iHeartCommunications Inc
8.38
05/01/2027
0.01
Charter Communications Operating LL
4.91
07/23/2025
0.01
Alpek SAB de CV REGS
4.50
11/20/2022
0.01
Saudi Government International Bond
2.88
03/04/2023
0.01
Qatar Government International Bond
5.10
04/23/2048
0.01
Flex Acquisition Co Inc
7.88
07/15/2026
0.01
Diamond Sports Group LLC / Diamond
6.62
08/15/2027
0.01
Herc Holdings Inc
5.50
07/15/2027
0.01
Itron Inc
5.00
01/15/2026
0.01
Charter Communications Operating LL
4.46
07/23/2022
0.01
Element Solutions Inc
5.88
12/01/2025
0.01
Centene Corp
5.25
04/01/2025
0.01
Genesis Energy LP / Genesis Energy
6.25
05/15/2026
0.01
Jabil Inc
3.95
01/12/2028
0.01
Broadcom Corp / Broadcom Cayman Fin
3.50
01/15/2028
0.01
JBS USA LUX SA / JBS USA Food Co /
5.50
01/15/2030
0.01
Centene Corp
4.62
12/15/2029
0.01
TreeHouse Foods Inc 144A
6.00
02/15/2024
0.01
Kraft Heinz Foods Co
5.00
06/04/2042
0.01
T-Mobile USA Inc
6.38
03/01/2025
0.01
Titan International Inc
6.50
11/30/2023
0.01
Cumulus Media New Holdings Inc
6.75
07/01/2026
0.01
UBS-Barclays Commercial Mortgage Tr
3.09
08/10/2049
0.01
ViacomCBS Inc
3.50
01/15/2025
0.01
Citigroup Mortgage Loan Trust Inc
3.74
08/25/2034
0.01
Avis Budget Car Rental LLC / Avis B
5.25
03/15/2025
0.01
L Brands Inc
6.75
07/01/2036
0.01
Service Properties Trust
4.95
10/01/2029
0.01
PBF Holding Co LLC / PBF Finance Co
6.00
02/15/2028
0.01
Banco BTG Pactual SA/Cayman Islands
7.75
02/15/2029
0.01
ServiceMaster Co LLC/The 144A
5.12
11/15/2024
0.01
Walt Disney Co/The
6.55
03/15/2033
0.01
AMC Networks Inc
4.75
08/01/2025
0.01
Hughes Satellite Systems Corp
7.62
06/15/2021
0.01
eG Global Finance PLC
6.75
02/07/2025
0.01
Lions Gate Capital Holdings LLC
6.38
02/01/2024
0.01
Reliance Industries Ltd REGS
4.12
01/28/2025
0.01
Enviva Partners LP / Enviva Partner
6.50
01/15/2026
0.01
Taseko Mines Ltd
8.75
06/15/2022
0.01
Chemours Co/The
7.00
05/15/2025
0.01
MGM Resorts International
4.62
09/01/2026
0.01
Republic of South Africa Government
4.85
09/30/2029
0.01
Waste Pro USA Inc
5.50
02/15/2026
0.01
Par Pharmaceutical Inc
7.50
04/01/2027
0.01
Chile Government International Bond
3.50
01/25/2050
0.01
Targa Resources Partners LP / Targa
5.00
01/15/2028
0.01
Cardtronics Inc / Cardtronics USA I
5.50
05/01/2025
0.01
Taylor Morrison Communities Inc
5.75
01/15/2028
0.01
Russian Foreign Bond - Eurobond
5.25
06/23/2047
0.01
Banco Safra SA/Cayman Islands
4.12
02/08/2023
0.01
Parkland Fuel Corp
6.00
04/01/2026
0.01
POSCO
4.00
08/01/2023
0.01
Globo Comunicacao e Participacoes S
5.12
03/31/2027
0.01
Wells Fargo Mortgage Backed Securit
4.84
08/25/2035
0.01
Michaels Stores Inc
8.00
07/15/2027
0.01
Albertsons Cos Inc / Safeway Inc /
5.88
02/15/2028
0.01
0.01
Indonesia Government International
5.35
02/11/2049
0.01
Petrobras Global Finance BV
6.90
03/19/2049
0.01
Empresa Nacional del Petroleo
5.25
11/06/2029
0.01
IRB Holding Corp
6.75
02/15/2026
0.01
Petroleos Mexicanos
6.88
08/04/2026
0.01
Sixsigma Networks Mexico SA de CV
7.50
05/02/2025
0.01
CSC Holdings LLC
5.75
01/15/2030
0.01
NBM US Holdings Inc
7.00
05/14/2026
0.01
Ziggo BV 144A
5.50
01/15/2027
0.01
Fannie Mae Pool
7.50
06/01/2030
0.01
Sunoco LP / Sunoco Finance Corp
4.88
01/15/2023
0.01
Brink's Co/The
4.62
10/15/2027
0.01
Altice France Holding SA
10.50
05/15/2027
0.01
Dominican Republic International Bo
6.40
06/05/2049
0.01
Indonesia Government International
5.25
01/08/2047
0.01
EnLink Midstream Partners LP
4.85
07/15/2026
0.01
Jamaica Government International Bo
8.00
03/15/2039
0.01
Philippine Government International
3.95
01/20/2040
0.01
Qatar Government International Bond
4.50
04/23/2028
0.01
Sinopec Group Overseas Development
3.68
08/08/2049
0.01
Abu Dhabi Government International
4.12
10/11/2047
0.01
Axiata SPV2 Bhd REGS
4.36
03/24/2026
0.01
Indonesia Government International
4.75
02/11/2029
0.01
Westinghouse Air Brake Technologies
4.95
09/15/2028
0.01
Flex Acquisition Co Inc 144A
6.88
01/15/2025
0.00
Jamaica Government International Bo
7.88
07/28/2045
0.00
CNOOC Curtis Funding No 1 Pty Ltd R
4.50
10/03/2023
0.00
State Grid Overseas Investment 2016
3.50
05/04/2027
0.00
Freddie Mac Gold Pool
6.50
08/01/2036
0.00
CLP Power Hong Kong Financing Ltd R
3.12
05/06/2025
0.00
Korea East-West Power Co Ltd
3.88
07/19/2023
0.00
AT&T Inc
4.45
04/01/2024
0.00
Alibaba Group Holding Ltd
3.60
11/28/2024
0.00
Hong Kong Government International
2.50
05/28/2024
0.00
Novelis Corp
4.75
01/30/2030
0.00
CHL Mortgage Pass-Through Trust 200
6.00
08/25/2037
0.00
Perusahaan Listrik Negara PT
5.45
05/21/2028
0.00
Credit Agricole SA REGS
8.12
12/31/2049
0.00
SABIC Capital II BV
4.50
10/10/2028
0.00
Abu Dhabi National Energy Co PJSC
4.88
04/23/2030
0.00
Erste Group Bank AG
6.50
04/15/2024
0.00
Rayonier AM Products Inc 144A
5.50
06/01/2024
0.00
CSC Holdings LLC
5.50
05/15/2026
0.00
Sinopec Group Overseas Development
2.95
08/08/2029
0.00
Korea Hydro & Nuclear Power Co Ltd
3.00
09/19/2022
0.00
Emirates Semb Corp Water & Power Co
4.45
08/01/2035
0.00
Shinhan Financial Group Co Ltd
3.34
02/05/2030
0.00
TransDigm Inc
6.50
05/15/2025
0.00
Trivium Packaging Finance BV
5.50
08/15/2026
0.00
Brazilian Government International
4.50
05/30/2029
0.00
Mexico Government International Bon
4.50
04/22/2029
0.00
Crown Castle International Corp
3.80
02/15/2028
0.00
Israel Electric Corp Ltd
4.25
08/14/2028
0.00
Indonesia Asahan Aluminium Persero
5.71
11/15/2023
0.00
Barclays Bank PLC
7.62
11/21/2022
0.00
VTR Finance BV 144A
6.88
01/15/2024
0.00
CITIC Ltd REGS
3.12
02/28/2022
0.00
Empresa de Transmision Electrica SA
5.12
05/02/2049
0.00
Turk Telekomunikasyon AS
6.88
02/28/2025
0.00
KSA Sukuk Ltd 144A
3.63
04/20/2027
0.00
Altice France SA/France 144A
7.38
05/01/2026
0.00
Genesis Energy LP / Genesis Energy
7.75
02/01/2028
0.00
Kohl's Corp
5.55
07/17/2045
0.00
Peru Enhanced Pass-Through Finance
0.00
06/02/2025
0.00
Indonesia Government International
3.50
02/14/2050
0.00
ALROSA Finance SA
4.65
04/09/2024
0.00
Ardagh Packaging Finance PLC / Arda
6.00
02/15/2025
0.00
Intelsat Jackson Holdings SA
8.50
10/15/2024
0.00
Panama Government International Bon
3.16
01/23/2030
0.00
Lehman Mortgage Trust 2006-1
5.50
02/25/2036
0.00
Arab Petroleum Investments Corp
4.12
09/18/2023
0.00
Sinopec Group Overseas Development
2.50
08/08/2024
0.00
ZAR Sovereign Capital Fund Pty Ltd
3.90
06/24/2020
0.00
Saudi Arabian Oil Co
4.25
04/16/2039
0.00
Pertamina Persero PT REGS
4.30
05/20/2023
0.00
SABIC Capital II BV
4.00
10/10/2023
0.00
Gray Television Inc
7.00
05/15/2027
0.00
Virgin Media Finance PLC 144A
6.00
10/15/2024
0.00
Ginnie Mae I Pool
7.00
09/15/2032
0.00
DIB Sukuk Ltd
3.66
02/14/2022
0.00
Saudi Arabian Oil Co
3.50
04/16/2029
0.00
QEP Resources Inc
6.88
03/01/2021
0.00
Standard Chartered PLC REGS
7.50
12/31/2049
0.00
Mattamy Group Corp
5.25
12/15/2027
0.00
Corp Nacional del Cobre de Chile
3.62
08/01/2027
0.00
Abu Dhabi Crude Oil Pipeline LLC
3.65
11/02/2029
0.00
Morocco Government International Bo
1.50
11/27/2031
0.00
JBS Investments II GmbH
5.75
01/15/2028
0.00
Suzano Austria GmbH
7.00
03/16/2047
0.00
Indonesia Government International
2.85
02/14/2030
0.00
OCI NV
6.62
04/15/2023
0.00
Guatemala Government Bond
4.90
06/01/2030
0.00
Colbun SA
3.95
10/11/2027
0.00
Huarong Finance II Co Ltd
2.88
12/29/2049
0.00
DP World PLC REGS
6.85
07/02/2037
0.00
Bermuda Government International Bo
3.72
01/25/2027
0.00
Centene Corp
5.38
08/15/2026
0.00
Export-Import Bank of India REGS
3.38
08/05/2026
0.00
MetLife Inc
5.88
12/31/2099
0.00
MDGH - GMTN BV
2.50
11/07/2024
0.00
Tengizchevroil Finance Co Internati
4.00
08/15/2026
0.00
Eskom Holdings SOC Ltd
6.35
08/10/2028
0.00
Suntrust Alternative Loan Trust Ser
6.00
12/25/2035
0.00
Celulosa Arauco y Constitucion SA
4.50
08/01/2024
0.00
MDGH - GMTN BV
2.88
11/07/2029
0.00
UPC Holding BV
5.50
01/15/2028
0.00
Standard Industries Inc/NJ 144A
5.00
02/15/2027
0.00
TV Azteca SAB de CV
8.25
08/09/2024
0.00
Panther BF Aggregator 2 LP / Panthe
8.50
05/15/2027
0.00
Banque Ouest Africaine de Developpe
5.00
07/27/2027
0.00
QEP Resources Inc
5.62
03/01/2026
0.00
Egypt Government International Bond
6.20
03/01/2024
0.00
Societe Generale SA REGS
7.38
12/31/2099
0.00
Bausch Health Cos Inc 144A
6.12
04/15/2025
0.00
Trust Fibra Uno
6.39
01/15/2050
0.00
Bharti Airtel Ltd REGS
4.38
06/10/2025
0.00
Trinidad & Tobago Government Intern
4.50
08/04/2026
0.00
KOC Holding AS
6.50
03/11/2025
0.00
Multibank Inc
4.38
11/09/2022
0.00
Kenya Government International Bond
8.00
05/22/2032
0.00
Freddie Mac Gold Pool
5.50
04/01/2037
0.00
Brazilian Government International
4.75
01/14/2050
0.00
Freddie Mac Gold Pool
5.50
01/01/2038
0.00
GSR Mortgage Loan Trust 2005-AR6
4.05
09/25/2035
0.00
Perusahaan Listrik Negara PT
3.38
02/05/2030
0.00
Colombia Government International B
3.00
01/30/2030
0.00
Empresa Electrica Cochrane SpA
5.50
05/14/2027
0.00
Ukraine Government International Bo
6.75
06/20/2026
0.00
LPL Holdings Inc
5.75
09/15/2025
0.00
ServiceMaster Co LLC/The
7.45
08/15/2027
0.00
Pertamina Persero PT
3.10
08/25/2030
0.00
Centrais Eletricas Brasileiras SA
3.62
02/04/2025
0.00
Centrais Eletricas Brasileiras SA
4.62
02/04/2030
0.00
Frontier Communications Corp
11.00
09/15/2025
0.00
Adani Transmission Ltd 144A
4.00
08/03/2026
0.00
Cable Onda SA
4.50
01/30/2030
0.00
PolyOne Corp
5.25
03/15/2023
0.00
Rede D'or Finance Sarl
4.50
01/22/2030
0.00
Petrobras Global Finance BV
7.25
03/17/2044
0.00
Empresas Publicas de Medellin ESP
4.25
07/18/2029
0.00
SACI Falabella
3.75
10/30/2027
0.00
Studio City Finance Ltd
7.25
02/11/2024
0.00
Kenan Advantage Group Inc/The 144A
7.88
07/31/2023
0.00
Hidrovias International Finance SAR
5.95
01/24/2025
0.00
Minera Mexico SA de CV
4.50
01/26/2050
0.00
CDW LLC / CDW Finance Corp
5.00
09/01/2025
0.00
Turkiye Vakiflar Bankasi TAO
5.25
02/05/2025
0.00
Crestwood Midstream Partners LP / C
5.75
04/01/2025
0.00
IHS Markit Ltd 144A
5.00
11/01/2022
0.00
Republic of Poland Government Inter
4.00
01/22/2024
0.00
Moog Inc
4.25
12/15/2027
0.00
Vale SA
3.75
01/10/2023
0.00
Lennar Corp
5.38
10/01/2022
0.00
DISH DBS Corp
7.75
07/01/2026
0.00
Nufarm Australia Ltd / Nufarm Ameri
5.75
04/30/2026
0.00
AES Gener SA
7.12
03/26/2079
0.00
Usiminas International Sarl
5.88
07/18/2026
0.00
Bausch Health Cos Inc REGS
7.00
03/15/2024
0.00
Panther BF Aggregator 2 LP / Panthe
6.25
05/15/2026
0.00
Banco Mercantil del Norte SA/Grand
6.75
12/31/2059
0.00
NGL Energy Partners LP / NGL Energy
7.50
04/15/2026
0.00
Boyd Gaming Corp
6.38
04/01/2026
0.00
Southwestern Energy Co
7.50
04/01/2026
0.00
GLP Capital LP / GLP Financing II I
5.38
04/15/2026
0.00
Embotelladora Andina SA
3.95
01/21/2050
0.00
AMC Networks Inc
5.00
04/01/2024
0.00
Advanced Drainage Systems Inc
5.00
09/30/2027
0.00
Gulfport Energy Corp
6.00
10/15/2024
0.00
Ghana Government International Bond
6.38
02/11/2027
0.00
Endo Dac / Endo Finance LLC / Endo
6.00
07/15/2023
0.00
Republic of South Africa Government
5.75
09/30/2049
0.00
Freddie Mac Gold Pool
7.00
07/01/2022
0.00
Dana Inc
5.38
11/15/2027
0.00
Oman Government International Bond
6.00
08/01/2029
0.00
Latvia Government International Bon
1.88
02/19/2049
0.00
Iron Mountain Inc
6.00
08/15/2023
0.00
Banco Internacional del Peru SAA In
3.38
01/18/2023
0.00
AMC Entertainment Holdings Inc
6.12
05/15/2027
0.00
AMC Entertainment Holdings Inc
5.75
06/15/2025
0.00
Ghana Government International Bond
7.88
02/11/2035
0.00
Rutas 2 and 7 Finance Ltd
0.00
09/30/2036
0.00
Bausch Health Cos Inc
5.50
11/01/2025
0.00
Adient Global Holdings Ltd
4.88
08/15/2026
0.00
Fannie Mae Pool
4.20
05/01/2035
0.00
Koppers Inc 144A
6.00
02/15/2025
0.00
United Rentals North America Inc
5.50
07/15/2025
0.00
Hilcorp Energy I LP / Hilcorp Finan
6.25
11/01/2028
0.00
EnLink Midstream Partners LP
5.60
04/01/2044
0.00
AMN Healthcare Inc 144A
5.12
10/01/2024
0.00
HCA Inc
5.38
02/01/2025
0.00
Apple Inc
06/18/2021
0.00
Tenneco Inc
5.00
07/15/2026
0.00
Station Casinos LLC
4.50
02/15/2028
0.00
Spectrum Brands Inc
5.00
10/01/2029
0.00
0.00
Lam Research Corp
3.75
03/15/2026
0.00
Molina Healthcare Inc 144A
4.88
06/15/2025
0.00
AmWINS Group Inc
7.75
07/01/2026
0.00
Camelot Finance SA
4.50
11/01/2026
0.00
AmeriGas Partners LP / AmeriGas Fin
5.62
05/20/2024
0.00
TransDigm Inc
6.50
07/15/2024
0.00
EnerSys
4.38
12/15/2027
0.00
Petrobras Global Finance BV
5.09
01/15/2030
0.00
Boyd Gaming Corp
6.00
08/15/2026
0.00
Lithia Motors Inc
4.62
12/15/2027
0.00
Ginnie Mae I Pool
6.56
01/15/2027
0.00
Ascent Resources Utica Holdings LLC
10.00
04/01/2022
0.00
Provident Home Equity Loan Trust 20
2.17
08/25/2031
0.00
Aramark Services Inc 144A
5.00
04/01/2025
0.00
Bear Stearns ARM Trust 2003-6
4.03
08/25/2033
0.00
MGM Resorts International
7.75
03/15/2022
0.00
Antero Resources Corp
5.62
06/01/2023
0.00
Freddie Mac Gold Pool
6.50
09/01/2036
0.00
Quatrim SASU
5.88
01/15/2024
0.00
Serbia International Bond
1.50
06/26/2029
0.00
VICI Properties LP / VICI Note Co I
4.12
08/15/2030
0.00
VICI Properties LP / VICI Note Co I
3.75
02/15/2027
0.00
Saudi Government International Bond
0.75
07/09/2027
0.00
Taylor Morrison Communities Inc / T
5.88
04/15/2023
0.00
Chile Government International Bond
0.83
07/02/2031
0.00
Saudi Government International Bond
2.00
07/09/2039
0.00
Mexico Government International Bon
2.88
04/08/2039
0.00
Latam Finance Ltd
7.00
03/01/2026
0.00
VICI Properties LP / VICI Note Co I
3.50
02/15/2025
0.00
Williams Cos Inc/The
7.88
09/01/2021
0.00
Energy Transfer Operating LP
6.25
12/31/2099
0.00
Argentine Republic Government Inter
6.88
04/22/2021
0.00
Cincinnati Bell Inc 144A
7.00
07/15/2024
0.00
Ensign Drilling Inc
9.25
04/15/2024
0.00
Iceland Bondco PLC
4.62
03/15/2025
0.00
Vedanta Resources Ltd 144A
6.38
07/30/2022
0.00
Spirit AeroSystems Inc
4.60
06/15/2028
0.00
Petroleos Mexicanos
5.95
01/28/2031
0.00
Trinidad Petroleum Holdings Ltd
9.75
06/15/2026
0.00
AECOM
5.12
03/15/2027
0.00
Holly Energy Partners LP / Holly En
5.00
02/01/2028
0.00
PQ Corp 144A
6.75
11/15/2022
0.00
Mercer International Inc
6.50
02/01/2024
0.00
Freddie Mac Gold Pool
5.00
07/01/2034
0.00
Freddie Mac Non Gold Pool
4.75
05/01/2037
0.00
Peruvian Government International B
2.84
06/20/2030
0.00
Ecopetrol SA
5.88
05/28/2045
0.00
Trinseo Materials Operating SCA / T
5.38
09/01/2025
0.00
Puma International Financing SA
5.00
01/24/2026
0.00
Scientific Games International Inc
8.25
03/15/2026
0.00
Precision Drilling Corp
5.25
11/15/2024
0.00
Berry Global Inc
5.50
05/15/2022
0.00
CCO Holdings LLC / CCO Holdings Cap
4.50
08/15/2030
0.00
Bioceanico Sovereign Certificate Lt
0.00
06/05/2034
0.00
Meritage Homes Corp
6.00
06/01/2025
0.00
OI European Group BV
4.00
03/15/2023
0.00
Mercer International Inc
5.50
01/15/2026
0.00
Fannie Mae Pool
7.50
08/01/2037
0.00
Telecom Argentina SA
8.00
07/18/2026
0.00
Gulfport Energy Corp
6.62
05/01/2023
0.00
Lithia Motors Inc
5.25
08/01/2025
0.00
Dun & Bradstreet Corp/The
10.25
02/15/2027
0.00
EQT Corp
3.90
10/01/2027
0.00
Nationstar Mortgage Holdings Inc
6.00
01/15/2027
0.00
Amazon.com Inc
06/18/2021
0.00
Petroleos Mexicanos
6.50
01/23/2029
0.00
XPO Logistics Inc 144A
6.50
06/15/2022
0.00
Freddie Mac Non Gold Pool
4.01
12/01/2036
0.00
Digicel Group One Ltd
8.25
12/30/2022
0.00
EQT Corp
7.00
02/01/2030
0.00
Fannie Mae Pool
8.00
04/01/2033
0.00
Fannie Mae Pool
8.50
10/01/2032
0.00
Acadia Healthcare Co Inc
6.50
03/01/2024
0.00
Asbury Automotive Group Inc
4.75
03/01/2030
0.00
Ginnie Mae I Pool
5.50
06/15/2035
0.00
Fannie Mae Pool
3.68
01/01/2037
0.00
Targa Resources Partners LP / Targa
5.50
03/01/2030
0.00
Aircastle Ltd
7.62
04/15/2020
0.00
Global Atlantic Fin Co 144A
8.62
04/15/2021
0.00
Ginnie Mae I Pool
5.00
08/15/2035
0.00
Team Health Holdings Inc 144A
6.38
02/01/2025
0.00
Gran Tierra Energy Inc
7.75
05/23/2027
0.00
Ginnie Mae I Pool
6.50
09/15/2034
0.00
Ecuador Social Bond Sarl
0.00
01/30/2035
0.00
First Horizon Alternative Mortgage
5.00
11/25/2020
0.00
Callon Petroleum Co
6.12
10/01/2024
0.00
Microsoft Corp
03/19/2021
0.00
DPL Inc
4.35
04/15/2029
0.00
Freddie Mac Gold Pool
7.50
05/01/2035
0.00
Transocean Inc
8.00
02/01/2027
0.00
Lehman Brothers Holdings Inc
5.62
12/31/2049
0.00
Freddie Mac Gold Pool
5.00
06/01/2040
0.00
Reynolds Group Issuer Inc / Reynold
5.12
07/15/2023
0.00
Fannie Mae Pool
7.00
02/01/2033
0.00
CASH & EQUIVALENTS
0.00
Lennar Corp
8.38
01/15/2021
0.00
Petroleos Mexicanos
6.49
01/23/2027
0.00
Freddie Mac Gold Pool
8.50
08/01/2031
0.00
Envision Healthcare Corp
8.75
10/15/2026
0.00
UnitedHealth Group Inc
01/15/2021
0.00
Teleflex Inc
4.88
06/01/2026
0.00
Fannie Mae Pool
3.82
03/01/2038
0.00
Fannie Mae Pool
7.50
08/01/2030
0.00
Telecom Italia Capital SA
6.38
11/15/2033
0.00
Ginnie Mae I Pool
6.00
02/15/2033
0.00
Cincinnati Bell Inc
8.00
10/15/2025
0.00
Hillman Group Inc/The 144A
6.38
07/15/2022
0.00
Hanesbrands Inc 144A
4.62
05/15/2024
0.00
Freddie Mac Gold Pool
8.00
08/01/2032
0.00
QEP Resources Inc
5.25
05/01/2023
0.00
Specialty Underwriting & Residentia
2.17
05/25/2035
0.00
Berry Global Inc
6.00
10/15/2022
0.00
Freddie Mac Gold Pool
5.50
01/01/2034
0.00
Petroleos Mexicanos
6.84
01/23/2030
0.00
Fannie Mae Pool
7.00
09/01/2032
0.00
Beazer Homes USA Inc
5.88
10/15/2027
0.00
Whiting Petroleum Corp Conv Bnd
1.25
04/01/2020
0.00
Petroleos Mexicanos
7.69
01/23/2050
0.00
Digicel Group Two Ltd
8.25
09/30/2022
0.00
Fannie Mae Pool
5.50
06/01/2040
0.00
Ashland LLC
4.75
08/15/2022
0.00
HarborView Mortgage Loan Trust 2005
1.22
06/20/2035
0.00
Health Care Select Sector SPDR Fund
01/15/2021
0.00
Ginnie Mae II Pool
4.00
01/20/2025
0.00
Callon Petroleum Co
6.38
07/01/2026
0.00
PulteGroup Inc
6.38
05/15/2033
0.00
Fannie Mae Pool
7.00
10/01/2032
0.00
Ginnie Mae I Pool
6.00
02/15/2033
0.00
Consumer Discretionary Select Secto
01/15/2021
0.00
Freddie Mac Non Gold Pool
4.09
02/01/2037
0.00
Fannie Mae Pool
6.50
07/01/2028
0.00
Fannie Mae Pool
6.50
10/01/2032
0.00
Ginnie Mae I Pool
6.50
02/15/2033
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Freddie Mac Gold Pool
6.00
03/01/2029
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
6.00
10/01/2039
0.00
Ginnie Mae I Pool
8.00
09/15/2026
0.00
Fannie Mae Pool
6.50
12/01/2030
0.00
Frontier Communications Corp
10.50
09/15/2022
0.00
Fannie Mae Pool
6.50
10/01/2035
0.00
Freddie Mac Gold Pool
6.00
10/01/2032
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Whiting Petroleum Corp
6.25
04/01/2023
0.00
Ginnie Mae I Pool
8.00
06/15/2026
0.00
Ginnie Mae II Pool
3.88
05/20/2025
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
9.50
04/01/2030
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Fannie Mae Pool
6.00
03/01/2038
0.00
Fannie Mae Pool
6.50
09/01/2031
0.00
Ginnie Mae I Pool
7.00
02/15/2031
0.00
Ginnie Mae I Pool
6.50
01/15/2029
0.00
Ginnie Mae I Pool
9.00
09/15/2024
0.00
Ginnie Mae II Pool
3.88
06/20/2025
0.00
Ginnie Mae I Pool
5.00
07/15/2035
0.00
Fannie Mae Pool
6.50
10/01/2032
0.00
Ginnie Mae I Pool
7.50
06/15/2023
0.00
Ginnie Mae I Pool
8.50
02/15/2025
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Freddie Mac Gold Pool
7.00
06/01/2032
0.00
Fannie Mae Pool
6.00
03/01/2022
0.00
Ginnie Mae I Pool
7.50
05/15/2031
0.00
Ginnie Mae I Pool
8.00
02/15/2026
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Ginnie Mae I Pool
7.00
06/15/2029
0.00
Freddie Mac Gold Pool
7.00
10/01/2034
0.00
Ginnie Mae I Pool
6.00
11/15/2028
0.00
Ginnie Mae I Pool
6.50
12/15/2031
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Ginnie Mae I Pool
7.00
08/15/2031
0.00
Ginnie Mae I Pool
6.50
05/15/2032
0.00
Ginnie Mae I Pool
6.00
12/15/2031
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Ginnie Mae I Pool
6.50
07/15/2032
0.00
Westrock Co
0.00
QUALCOMM Inc
01/15/2021
0.00
Freddie Mac Gold Pool
7.00
03/01/2032
0.00
Ginnie Mae I Pool
6.00
01/15/2032
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Fannie Mae Pool
7.00
07/01/2032
0.00
Ginnie Mae I Pool
6.50
05/15/2032
0.00
Ginnie Mae I Pool
7.50
05/15/2032
0.00
Fannie Mae REMICS
7.00
05/25/2033
0.00
Freddie Mac Gold Pool
7.00
04/01/2032
0.00
Fannie Mae REMICS
6.00
07/25/2033
0.00
Ginnie Mae I Pool
7.00
04/15/2031
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Fannie Mae Pool
7.50
04/01/2032
0.00
Freddie Mac Gold Pool
6.50
07/01/2032
0.00
Ginnie Mae I Pool
7.00
10/15/2028
0.00
CASH & EQUIVALENTS
0.00
Ginnie Mae I Pool
8.00
08/15/2025
0.00
Fannie Mae Pool
7.00
07/01/2032
0.00
Freddie Mac Gold Pool
7.00
05/01/2028
0.00
Ginnie Mae I Pool
9.00
10/15/2024
0.00
Fannie Mae Pool
7.50
03/01/2021
0.00
Fannie Mae Pool
7.00
03/01/2032
0.00
Ginnie Mae I Pool
6.50
01/15/2032
0.00
Ginnie Mae I Pool
6.50
08/15/2031
0.00
Ginnie Mae I Pool
7.00
01/15/2032
0.00
Freddie Mac Gold Pool
7.50
12/01/2030
0.00
Fannie Mae Pool
7.50
05/01/2032
0.00
Ingevity Corp
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Freddie Mac Gold Pool
7.50
03/01/2032
0.00
Fannie Mae Pool
7.00
09/01/2031
0.00
Ginnie Mae I Pool
7.50
05/15/2032
0.00
Ginnie Mae I Pool
6.50
03/15/2031
0.00
Freddie Mac Gold Pool
7.50
02/01/2031
0.00
Ginnie Mae I Pool
7.00
08/15/2031
0.00
Fannie Mae Pool
7.50
02/01/2030
0.00
Ginnie Mae I Pool
6.50
06/15/2032
0.00
Freddie Mac Gold Pool
6.00
05/01/2031
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Fannie Mae Pool
6.00
04/01/2037
0.00
Fannie Mae Pool
6.50
01/01/2037
0.00
Freddie Mac Gold Pool
5.50
02/01/2037
0.00
Fannie Mae Pool
5.50
03/01/2021
0.00
CASH & EQUIVALENTS
0.00
EXIDE CORP C.B. ESCROW
0.00
SM Energy Co
6.12
11/15/2022
0.00
OFFSHORE GROUP INVESTMENT LTD/VANTA
0.00
12/31/2049
0.00
CASH & EQUIVALENTS
0.00
-0.00
QUALCOMM Inc
01/15/2021
-0.00
UnitedHealth Group Inc
01/15/2021
-0.00
Health Care Select Sector SPDR Fund
01/15/2021
-0.00
January 21 Calls on SPXSPX US 01/15
01/15/2021
-0.00
June 21 Calls on SPXSPX US 06/18/21
06/18/2021
-0.01
CASH & EQUIVALENTS
0.00
-0.32
as of 03/31/2020
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| United States Treasury Note/Bond | 0.50 | 03/31/2025 | 3.18 |
| Fannie Mae or Freddie Mac | 2.50 | 04/01/2034 | 3.17 |
| Fannie Mae Pool | 3.00 | 04/01/2049 | 2.13 |
| Fannie Mae or Freddie Mac | 2.50 | 04/01/2050 | 2.10 |
| United States Treasury Note/Bond | 2.38 | 11/15/2049 | 2.10 |
| Ginnie Mae II Pool | 3.00 | 04/01/2049 | 1.44 |
| Corning Inc | 5.45 | 11/15/2079 | 1.05 |
| Freddie Mac Multifamily Structured | 3.42 | 02/25/2029 | 1.02 |
| Fannie Mae Pool | 4.50 | 10/01/2048 | 1.00 |
| Freddie Mac Multifamily Structured | 3.21 | 02/25/2026 | 0.96 |
| Fannie Mae Pool | 3.50 | 05/01/2047 | 0.90 |
| Fannie Mae or Freddie Mac | 3.00 | 04/01/2034 | 0.85 |
| STIT - Treasury Portfolio | 0.84 | ||
| Wells Fargo & Co Conv Pfd | 0.80 | ||
| STIT - Government & Agency Portfoli | 0.74 | ||
| Fannie Mae Pool | 4.00 | 12/01/2048 | 0.73 |
| Fannie Mae Pool | 4.00 | 12/01/2048 | 0.72 |
| Golub Capital Partners CLO 41 B Ltd | 3.19 | 04/20/2029 | 0.69 |
| AT&T Inc | 5.15 | 02/15/2050 | 0.69 |
| United States Treasury Note/Bond | 0.62 | 03/31/2027 | 0.68 |
| Sprint Spectrum Co LLC / Sprint Spe | 5.15 | 03/20/2028 | 0.68 |
| United States Treasury Note/Bond | 1.50 | 02/15/2030 | 0.67 |
| United States Treasury Note/Bond | 0.50 | 03/15/2023 | 0.67 |
| Sprint Spectrum Co LLC / Sprint Spe | 4.74 | 03/20/2025 | 0.63 |
| Invitation Homes 2018-SFR1 Trust | 1.50 | 03/17/2037 | 0.62 |
| INVESCO LIQUID ASSET CASH MF | 0.59 | ||
| United States Treasury Note/Bond | 0.38 | 03/31/2022 | 0.58 |
| Avery Point VI CLO Ltd | 2.79 | 08/05/2027 | 0.53 |
| Chase Home Lending Mortgage Trust 2 | 3.50 | 07/25/2049 | 0.53 |
| Freddie Mac Multifamily Structured | 3.76 | 01/25/2029 | 0.52 |
| One Bryant Park Trust 2019-OBP | 2.52 | 09/15/2054 | 0.51 |
| Saudi Arabian Oil Co | 2.88 | 04/16/2024 | 0.51 |
| CSAIL 2020-C19 Commercial Mortgage | 2.56 | 03/15/2053 | 0.50 |
| ASTERIX INC | 3.90 | 03/31/2023 | 0.50 |
| Bristol-Myers Squibb Co | 2.90 | 07/26/2024 | 0.48 |
| Freddie Mac Multifamily Structured | 3.60 | 02/25/2025 | 0.48 |
| AbbVie Inc | 2.60 | 11/21/2024 | 0.46 |
| MDC Holdings Inc | 6.00 | 01/15/2043 | 0.46 |
| Morgan Stanley Capital I Trust 2019 | 4.07 | 03/15/2052 | 0.46 |
| Africa Finance Corp | 4.38 | 04/17/2026 | 0.46 |
| AbbVie Inc | 2.30 | 11/21/2022 | 0.45 |
| Golub Capital Partners CLO 35B Ltd | 3.01 | 07/20/2029 | 0.45 |
| Global Atlantic Fin Co | 4.40 | 10/15/2029 | 0.43 |
| UBS Commercial Mortgage Trust 2019- | 3.60 | 04/15/2052 | 0.43 |
| Benchmark 2019-B14 Mortgage Trust | 3.05 | 12/15/2062 | 0.41 |
| Morgan Stanley Capital I Trust 2017 | 1.40 | 11/15/2034 | 0.41 |
| Angel Oak Mortgage Trust I LLC 2019 | 3.63 | 03/25/2049 | 0.40 |
| Verus Securitization Trust 2019-INV | 3.40 | 12/25/2059 | 0.40 |
| Domino's Pizza Master Issuer LLC | 3.67 | 10/25/2049 | 0.40 |
| MDC Holdings Inc | 3.85 | 01/15/2030 | 0.40 |
| OCP CLO 2014-7 Ltd | 2.94 | 07/20/2029 | 0.39 |
| Jimmy Johns Funding LLC | 3.61 | 07/30/2047 | 0.38 |
| Williams Cos Inc/The | 4.12 | 11/15/2020 | 0.38 |
| Verus Securitization Trust 2020-1 | 2.42 | 01/25/2060 | 0.37 |
| Citigroup Inc | 5.00 | 12/31/2049 | 0.37 |
| Starwood Waypoint Homes 2017-1 Trus | 2.65 | 01/17/2035 | 0.37 |
| Taconic Park CLO Ltd | 2.25 | 01/20/2029 | 0.36 |
| Goldentree Loan Management US Clo 2 | 2.97 | 11/28/2030 | 0.36 |
| InTown Hotel Portfolio Trust 2018-S | 1.40 | 01/15/2033 | 0.34 |
| Hertz Vehicle Financing II LP | 3.42 | 05/25/2025 | 0.34 |
| Micron Technology Inc | 4.18 | 02/15/2027 | 0.34 |
| AerCap Global Aviation Trust 144A | 6.50 | 06/15/2045 | 0.33 |
| Occidental Petroleum Corp | 4.10 | 02/01/2021 | 0.33 |
| CGDBB Commercial Mortgage Trust 201 | 1.75 | 07/15/2032 | 0.33 |
| Oracle Corp | 3.60 | 04/01/2050 | 0.33 |
| Carrier Global Corp | 2.24 | 02/15/2025 | 0.32 |
| Saudi Government International Bond | 3.75 | 01/21/2055 | 0.32 |
| United States Treasury Bill | 0.00 | 04/09/2020 | 0.31 |
| Progress Residential 2020-SFR1 Trus | 1.73 | 04/17/2037 | 0.31 |
| New Residential Mortgage Loan Trust | 2.46 | 01/26/2060 | 0.31 |
| COLT 2020-1 Mortgage Loan Trust | 2.49 | 02/25/2050 | 0.31 |
| GCAT 2019-NQM2 Trust | 2.85 | 09/25/2059 | 0.31 |
| Fomento Economico Mexicano SAB de C | 3.50 | 01/16/2050 | 0.30 |
| Verus Securitization Trust 2019-1 | 3.84 | 02/25/2059 | 0.30 |
| POSCO | 2.50 | 01/17/2025 | 0.30 |
| Norwegian Air Shuttle ASA 2016-1 Cl | 7.50 | 11/10/2023 | 0.30 |
| Freddie Mac Multifamily Structured | 3.29 | 11/25/2027 | 0.30 |
| Apollo Management Holdings LP | 4.95 | 01/14/2050 | 0.29 |
| Homeward Opportunities Fund I Trust | 3.45 | 01/25/2059 | 0.29 |
| Hertz Vehicle Financing II LP | 3.71 | 03/25/2023 | 0.29 |
| NXP BV / NXP Funding LLC 144A | 3.88 | 09/01/2022 | 0.29 |
| Ellington Financial Mortgage Trust | 2.74 | 11/25/2059 | 0.28 |
| Ford Motor Credit Co LLC | 5.08 | 01/07/2021 | 0.28 |
| Oracle Corp | 3.85 | 04/01/2060 | 0.27 |
| JPMBB Commercial Mortgage Securitie | 4.89 | 01/15/2047 | 0.27 |
| MPLX LP | 1.90 | 09/09/2021 | 0.27 |
| Fannie Mae Pool | 4.50 | 12/01/2048 | 0.27 |
| JPMorgan Chase & Co | 2.70 | 07/23/2024 | 0.26 |
| MAD Mortgage Trust 2017-330M | 3.08 | 08/15/2034 | 0.26 |
| GE Capital International Funding Co | 4.42 | 11/15/2035 | 0.26 |
| Race Point VIII CLO Ltd | 3.24 | 02/20/2030 | 0.26 |
| Citigroup Mortgage Loan Trust 2019- | 2.72 | 07/25/2049 | 0.26 |
| Benchmark 2019-B15 Mortgage Trust | 3.56 | 12/15/2072 | 0.26 |
| JOL Air Ltd | 3.97 | 04/15/2044 | 0.26 |
| Carrier Global Corp | 2.72 | 02/15/2030 | 0.26 |
| Athene Holding Ltd | 4.12 | 01/12/2028 | 0.26 |
| ICG US CLO 2016-1 Ltd | 2.91 | 07/29/2028 | 0.26 |
| Interpublic Group of Cos Inc/The | 4.75 | 03/30/2030 | 0.26 |
| Benchmark 2019-B14 Mortgage Trust | 3.78 | 12/15/2062 | 0.25 |
| Morgan Stanley Capital I Trust 2019 | 3.49 | 11/15/2052 | 0.25 |
| Goldman Sachs Group Inc/The | 2.60 | 12/27/2020 | 0.25 |
| MVW 2019-2 LLC | 2.22 | 10/20/2038 | 0.25 |
| Freddie Mac Gold Pool | 4.50 | 02/01/2040 | 0.25 |
| Race Point VIII CLO Ltd | 3.60 | 02/20/2030 | 0.25 |
| Toyota Motor Credit Corp | 3.00 | 04/01/2025 | 0.24 |
| Sumitomo Mitsui Financial Group Inc | 3.04 | 07/16/2029 | 0.24 |
| CGDBB Commercial Mortgage Trust 201 | 1.49 | 07/15/2032 | 0.24 |
| Anglo American Capital PLC | 5.38 | 04/01/2025 | 0.24 |
| DB Master Finance LLC | 4.02 | 05/20/2049 | 0.24 |
| Federation des Caisses Desjardins d | 2.05 | 02/10/2025 | 0.24 |
| Galton Funding Mortgage Trust 2019- | 2.66 | 10/25/2059 | 0.24 |
| DT Auto Owner Trust 2019-3 | 2.96 | 04/15/2025 | 0.24 |
| Sprint Spectrum Co LLC / Sprint Spe | 3.36 | 09/20/2021 | 0.23 |
| Neuberger Berman Loan Advisers CLO | 1.80 | 04/19/2030 | 0.23 |
| OHA Loan Funding 2016-1 Ltd | 2.99 | 01/20/2033 | 0.23 |
| Wendy's Funding LLC | 3.88 | 03/15/2048 | 0.23 |
| Athene Holding Ltd | 6.15 | 04/03/2030 | 0.23 |
| DB Master Finance LLC | 4.35 | 05/20/2049 | 0.23 |
| United Airlines 2018-1 Class AA Pas | 3.50 | 03/01/2030 | 0.22 |
| Fannie Mae Connecticut Avenue Secur | 4.48 | 11/25/2029 | 0.22 |
| Freddie Mac Multifamily Structured | 3.03 | 09/25/2026 | 0.22 |
| New Residential Mortgage Loan Trust | 2.49 | 09/25/2059 | 0.22 |
| KeyCorp | 2.25 | 04/06/2027 | 0.22 |
| Spirit Realty LP | 3.40 | 01/15/2030 | 0.22 |
| Dell International LLC / EMC Corp 1 | 8.35 | 07/15/2046 | 0.22 |
| MVW Owner Trust 2019-1 | 2.89 | 11/20/2036 | 0.22 |
| AT&T Inc | 2.88 | 12/31/2059 | 0.22 |
| Freddie Mac Multifamily Structured | 3.63 | 01/25/2029 | 0.22 |
| Sonic Capital LLC | 3.85 | 01/20/2050 | 0.22 |
| CSWF 2018-TOP | 2.00 | 08/15/2035 | 0.22 |
| Grand Parkway Transportation Corp | 3.24 | 10/01/2052 | 0.22 |
| Perusahaan Listrik Negara PT | 1.88 | 11/05/2031 | 0.22 |
| CASH & EQUIVALENTS | 0.00 | 0.22 | |
| Drax Finco PLC | 6.62 | 11/01/2025 | 0.21 |
| Horizon Aircraft Finance III Ltd | 3.42 | 11/15/2039 | 0.21 |
| BNP Paribas SA | 4.50 | 12/31/2059 | 0.21 |
| TICP CLO XV Ltd | 2.92 | 04/20/2033 | 0.21 |
| Delta Air Lines 2020-1 Class AA Pas | 2.00 | 06/10/2028 | 0.21 |
| Jimmy Johns Funding LLC | 4.85 | 07/30/2047 | 0.21 |
| Citigroup Inc | 4.45 | 09/29/2027 | 0.21 |
| HMH Trust 2017-NSS | 3.06 | 07/05/2031 | 0.21 |
| Triton Container Finance VI LLC | 4.19 | 06/22/2043 | 0.21 |
| Trust Fibra Uno | 4.87 | 01/15/2030 | 0.21 |
| Delta Air Lines Inc | 2.90 | 10/28/2024 | 0.21 |
| PPM CLO 3 Ltd | 3.24 | 07/17/2030 | 0.20 |
| Morgan Stanley | 2.70 | 01/22/2031 | 0.20 |
| GS Mortgage Securities Trust 2020-G | 2.91 | 02/13/2053 | 0.20 |
| Broadcom Corp / Broadcom Cayman Fin | 3.00 | 01/15/2022 | 0.20 |
| Ginnie Mae II Pool | 4.00 | 03/20/2048 | 0.20 |
| Cigna Corp | 3.40 | 09/17/2021 | 0.20 |
| Israel Government International Bon | 2.75 | 07/03/2030 | 0.20 |
| Freddie Mac Multifamily Structured | 3.59 | 01/25/2025 | 0.20 |
| Diamond Sports Group LLC / Diamond | 5.38 | 08/15/2026 | 0.20 |
| Anglo American Capital PLC | 5.62 | 04/01/2030 | 0.20 |
| Morgan Stanley Capital I Trust 2017 | 1.55 | 11/15/2034 | 0.20 |
| Apex Credit CLO 2017 Ltd | 3.60 | 04/24/2029 | 0.20 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.20 |
| JP Morgan Trust 2015-3 144A | 3.66 | 05/25/2045 | 0.20 |
| Apple Inc | 2.05 | 09/11/2026 | 0.19 |
| Lowe's Cos Inc | 5.00 | 04/15/2040 | 0.19 |
| MPLX LP | 2.10 | 09/09/2022 | 0.19 |
| Ford Motor Credit Co LLC | 3.81 | 10/12/2021 | 0.19 |
| Freddie Mac Gold Pool | 4.50 | 05/01/2041 | 0.19 |
| Deephaven Residential Mortgage Trus | 2.79 | 10/25/2059 | 0.19 |
| Continental Resources Inc/OK | 5.00 | 09/15/2022 | 0.19 |
| Kinder Morgan Inc/DE | 7.75 | 01/15/2032 | 0.19 |
| CenterPoint Energy Inc | 6.12 | 12/31/2049 | 0.19 |
| Zimmer Biomet Holdings Inc | 1.80 | 03/19/2021 | 0.19 |
| Lowe's Cos Inc | 4.50 | 04/15/2030 | 0.19 |
| Citigroup Inc | 4.41 | 03/31/2031 | 0.19 |
| JPMorgan Chase & Co | 2.29 | 08/15/2021 | 0.19 |
| Mars Inc | 2.70 | 04/01/2025 | 0.19 |
| SMBC Aviation Capital Finance DAC | 4.12 | 07/15/2023 | 0.19 |
| Home Depot Inc/The | 3.35 | 04/15/2050 | 0.19 |
| Wells Fargo & Co | 5.38 | 11/02/2043 | 0.19 |
| JPMorgan Chase & Co | 2.69 | 05/15/2047 | 0.19 |
| Freeport-McMoRan Inc | 5.00 | 09/01/2027 | 0.18 |
| HSBC Holdings PLC | 6.00 | 12/31/2049 | 0.18 |
| InTown Hotel Portfolio Trust 2018-S | 1.75 | 01/15/2033 | 0.18 |
| Starwood Mortgage Residential Trust | 2.27 | 02/25/2050 | 0.18 |
| Freddie Mac Structured Agency Credi | 4.28 | 12/25/2029 | 0.18 |
| Trust Fibra Uno 144A | 5.25 | 01/30/2026 | 0.18 |
| Hertz Vehicle Financing II LP | 3.29 | 02/25/2024 | 0.18 |
| Lamar Media Corp | 3.75 | 02/15/2028 | 0.18 |
| Goldman Sachs Group Inc/The | 3.50 | 04/01/2025 | 0.18 |
| Standard Chartered PLC | 2.10 | 09/10/2022 | 0.18 |
| Volkswagen Group of America Finance | 2.65 | 11/12/2021 | 0.18 |
| Fairfax Financial Holdings Ltd | 4.85 | 04/17/2028 | 0.18 |
| Freeport-McMoRan Inc | 4.12 | 03/01/2028 | 0.18 |
| Delta Air Lines Inc | 2.60 | 12/04/2020 | 0.18 |
| Carlyle Finance LLC | 5.65 | 09/15/2048 | 0.18 |
| Morgan Stanley | 3.62 | 04/01/2031 | 0.18 |
| Freeport-McMoRan Inc | 4.25 | 03/01/2030 | 0.18 |
| Home Depot Inc/The | 3.30 | 04/15/2040 | 0.18 |
| Connecticut Avenue Securities Trust | 3.73 | 09/25/2039 | 0.17 |
| Global Bank Corp 144A | 4.50 | 10/20/2021 | 0.17 |
| CVS Health Corp | 4.12 | 04/01/2040 | 0.17 |
| Cigna Corp | 2.72 | 07/15/2023 | 0.17 |
| Toyota Motor Credit Corp | 3.38 | 04/01/2030 | 0.17 |
| Connecticut Avenue Securities Trust | 3.78 | 09/25/2031 | 0.17 |
| Bayer US Finance II LLC | 3.88 | 12/15/2023 | 0.17 |
| Teck Resources Ltd | 6.12 | 10/01/2035 | 0.17 |
| Match Group Inc | 5.62 | 02/15/2029 | 0.17 |
| Dell International LLC / EMC Corp 1 | 4.42 | 06/15/2021 | 0.17 |
| 0.17 | |||
| Braskem Idesa SAPI | 7.45 | 11/15/2029 | 0.17 |
| Netflix Inc | 3.88 | 11/15/2029 | 0.17 |
| Home Partners of America 2018-1 Tru | 1.90 | 07/17/2037 | 0.17 |
| Saudi Arabian Oil Co | 2.75 | 04/16/2022 | 0.17 |
| Alibaba Group Holding Ltd | 4.40 | 12/06/2057 | 0.17 |
| Corp Nacional del Cobre de Chile | 3.15 | 01/14/2030 | 0.17 |
| DT Auto Owner Trust 2019-3 | 2.74 | 04/15/2025 | 0.17 |
| BOC Aviation Ltd | 2.36 | 09/26/2023 | 0.17 |
| Castlelake Aircraft Structured Trus | 3.97 | 04/15/2039 | 0.16 |
| GCAT 2019-NQM3 Trust | 2.69 | 11/25/2059 | 0.16 |
| MACH 1 Cayman 2019-1 Ltd | 4.33 | 10/15/2039 | 0.16 |
| COLT 2020-1 Mortgage Loan Trust | 2.69 | 02/25/2050 | 0.16 |
| Citigroup Inc | 6.25 | 12/29/2049 | 0.16 |
| QVC Inc | 5.45 | 08/15/2034 | 0.16 |
| Aviation Capital Group LLC | 3.50 | 11/01/2027 | 0.16 |
| Bayer US Finance II LLC | 1.75 | 12/15/2023 | 0.16 |
| VMware Inc | 2.30 | 08/21/2020 | 0.16 |
| PayPal Holdings Inc | 2.65 | 10/01/2026 | 0.15 |
| Goldman Sachs Group Inc/The | 3.27 | 09/29/2025 | 0.15 |
| Goldman Sachs Group Inc/The | 5.00 | 12/31/2049 | 0.15 |
| Credit Suisse Group AG | 4.19 | 04/01/2031 | 0.15 |
| Alibaba Group Holding Ltd | 4.20 | 12/06/2047 | 0.15 |
| Twitter Inc | 3.88 | 12/15/2027 | 0.15 |
| Citigroup Inc | 5.50 | 09/13/2025 | 0.15 |
| Comcast Corp | 4.60 | 10/15/2038 | 0.15 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.26 | 04/27/2048 | 0.15 |
| Verus Securitization Trust 2018-1 | 2.93 | 02/25/2048 | 0.15 |
| Athene Global Funding | 2.50 | 01/14/2025 | 0.15 |
| American Equity Investment Life Hol | 5.00 | 06/15/2027 | 0.15 |
| Morgan Stanley Pfd | 0.15 | ||
| Ford Motor Credit Co LLC | 5.60 | 01/07/2022 | 0.15 |
| DAE Funding LLC | 4.00 | 08/01/2020 | 0.15 |
| Amgen Inc | 3.15 | 02/21/2040 | 0.15 |
| Oman Government International Bond | 4.12 | 01/17/2023 | 0.15 |
| CASH & EQUIVALENTS | 0.00 | 0.15 | |
| BNP Paribas SA | 2.38 | 05/21/2020 | 0.14 |
| PPM CLO 3 Ltd | 3.79 | 07/17/2030 | 0.14 |
| ABN AMRO Bank NV 144A | 2.45 | 06/04/2020 | 0.14 |
| Toyota Motor Credit Corp | 2.15 | 02/13/2030 | 0.14 |
| OBX 2019-EXP1 Trust | 4.00 | 01/25/2059 | 0.14 |
| Dominion Energy Inc | 3.38 | 04/01/2030 | 0.14 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.65 | 09/25/2048 | 0.14 |
| Suzano Austria GmbH | 6.00 | 01/15/2029 | 0.14 |
| Natixis Commercial Mortgage Securit | 3.79 | 11/15/2032 | 0.14 |
| Southwest Airlines Co | 2.62 | 02/10/2030 | 0.14 |
| NGPL PipeCo LLC | 7.77 | 12/15/2037 | 0.14 |
| American Airlines 2017-2 Class A Pa | 3.60 | 10/15/2029 | 0.14 |
| VEON Holdings BV | 4.00 | 04/09/2025 | 0.14 |
| MetLife Inc | 5.25 | 12/31/2049 | 0.14 |
| XLIT Ltd | 5.50 | 03/31/2045 | 0.14 |
| Westpac Banking Corp | 2.89 | 02/04/2030 | 0.14 |
| United States Treasury Bill | 0.00 | 09/03/2020 | 0.14 |
| Angel Oak Mortgage Trust 2020-1 | 2.47 | 12/25/2059 | 0.14 |
| Banco del Estado de Chile | 2.70 | 01/09/2025 | 0.14 |
| WFRBS Commercial Mortgage Trust 201 | 4.70 | 04/15/2045 | 0.13 |
| Morgan Stanley Capital I Trust 2017 | 1.70 | 11/15/2034 | 0.13 |
| Newmont Corp | 2.25 | 10/01/2030 | 0.13 |
| PepsiCo Inc | 2.75 | 03/19/2030 | 0.13 |
| General Motors Financial Co Inc | 2.73 | 04/09/2021 | 0.13 |
| Freddie Mac Multifamily Structured | 4.03 | 10/25/2028 | 0.13 |
| Freddie Mac Multifamily Structured | 4.06 | 10/25/2028 | 0.13 |
| Targa Resources Partners LP / Targa | 5.25 | 05/01/2023 | 0.13 |
| Home Depot Inc/The | 2.70 | 04/15/2030 | 0.13 |
| Oklahoma Gas & Electric Co | 3.25 | 04/01/2030 | 0.13 |
| Standard Chartered PLC 144A | 7.75 | 12/31/2049 | 0.13 |
| Fannie Mae Pool | 3.50 | 10/01/2046 | 0.13 |
| Weyerhaeuser Co | 4.00 | 04/15/2030 | 0.13 |
| Cascades Inc/Cascades USA Inc | 5.38 | 01/15/2028 | 0.13 |
| Home Partners of America 2018-1 Tru | 1.70 | 07/17/2037 | 0.13 |
| Carrier Global Corp | 2.49 | 02/15/2027 | 0.13 |
| Welltower Inc | 3.10 | 01/15/2030 | 0.13 |
| Ford Motor Credit Co LLC | 3.09 | 01/09/2023 | 0.13 |
| Occidental Petroleum Corp | 2.60 | 08/13/2021 | 0.13 |
| Invitation Homes 2017-SFR2 Trust | 2.25 | 12/17/2036 | 0.13 |
| Hershey Co/The | 3.12 | 11/15/2049 | 0.13 |
| Dell International LLC / EMC Corp 1 | 6.02 | 06/15/2026 | 0.13 |
| ALM VII Ltd | 3.00 | 07/15/2029 | 0.13 |
| Nationwide Financial Services Inc | 3.90 | 11/30/2049 | 0.13 |
| Residential Mortgage Loan Trust 201 | 2.63 | 09/25/2059 | 0.13 |
| Freddie Mac Gold Pool | 4.50 | 10/01/2046 | 0.13 |
| Mastercard Inc | 3.30 | 03/26/2027 | 0.13 |
| Israel Government International Bon | 3.88 | 07/03/2050 | 0.12 |
| British Airways 2019-1 Class A Pass | 3.35 | 06/15/2029 | 0.12 |
| Freddie Mac Structured Agency Credi | 5.53 | 04/25/2029 | 0.12 |
| Tencent Holdings Ltd | 2.98 | 01/19/2023 | 0.12 |
| Banco do Brasil SA/Cayman | 8.50 | 12/31/2049 | 0.12 |
| Goldman Sachs Group Inc/The | 3.75 | 05/22/2025 | 0.12 |
| AIG Global Funding 144A | 2.70 | 12/15/2021 | 0.12 |
| Apollo Management Holdings LP 144A | 4.00 | 05/30/2024 | 0.12 |
| Residential Mortgage Loan Trust 202 | 2.38 | 02/25/2024 | 0.12 |
| Ukraine Government International Bo | 4.38 | 01/27/2030 | 0.12 |
| COMM 2015-CCRE25 Mortgage Trust | 4.54 | 08/10/2048 | 0.12 |
| Hyundai Capital America | 4.30 | 02/01/2024 | 0.12 |
| Fannie Mae Pool | 3.50 | 12/01/2030 | 0.12 |
| Invitation Homes 2017-SFR2 Trust | 1.65 | 12/17/2036 | 0.12 |
| Australia & New Zealand Banking Gro | 6.75 | 12/31/2049 | 0.12 |
| Deutsche Mortgage Securities Inc Re | 3.80 | 06/27/2037 | 0.12 |
| Deephaven Residential Mortgage Trus | 2.98 | 12/25/2057 | 0.12 |
| JPMBB Commercial Mortgage Securitie | 4.74 | 03/15/2049 | 0.12 |
| ING Bank NV 144A | 2.75 | 03/22/2021 | 0.12 |
| Oztel Holdings SPC Ltd | 5.62 | 10/24/2023 | 0.12 |
| Micron Technology Inc | 4.97 | 02/06/2026 | 0.12 |
| WFRBS Commercial Mortgage Trust 201 | 5.66 | 11/15/2044 | 0.12 |
| Enterprise Products Operating LLC | 2.80 | 01/31/2030 | 0.12 |
| Thunderbolt II Aircraft Lease Ltd | 5.07 | 09/15/2038 | 0.12 |
| Verus Securitization Trust 2019-2 | 3.21 | 05/25/2059 | 0.12 |
| Morgan Stanley | 4.35 | 09/08/2026 | 0.12 |
| Fannie Mae Pool | 3.50 | 11/01/2046 | 0.12 |
| United Airlines 2019-2 Class B Pass | 3.50 | 05/01/2028 | 0.12 |
| JP Morgan Chase Commercial Mortgage | 3.81 | 12/15/2047 | 0.12 |
| JPMorgan Chase & Co | 5.24 | 12/31/2049 | 0.11 |
| CFCRE Commercial Mortgage Trust 201 | 5.74 | 12/15/2047 | 0.11 |
| JPMorgan Chase & Co | 3.62 | 12/01/2027 | 0.11 |
| NXP BV / NXP Funding LLC 144A | 4.62 | 06/01/2023 | 0.11 |
| Brighthouse Financial Inc | 4.70 | 06/22/2047 | 0.11 |
| Netflix Inc | 5.38 | 11/15/2029 | 0.11 |
| Constellation Brands Inc | 2.39 | 11/15/2021 | 0.11 |
| CVS Health Corp | 3.75 | 04/01/2030 | 0.11 |
| Credit Acceptance Corp | 6.62 | 03/15/2026 | 0.11 |
| Wendy's Funding LLC | 4.08 | 06/15/2049 | 0.11 |
| Prudential Financial Inc | 5.62 | 06/15/2043 | 0.11 |
| PayPal Holdings Inc | 2.85 | 10/01/2029 | 0.11 |
| Corp Nacional del Cobre de Chile | 3.70 | 01/30/2050 | 0.11 |
| BAT Capital Corp | 4.91 | 04/02/2030 | 0.11 |
| Synovus Financial Corp | 3.12 | 11/01/2022 | 0.11 |
| TransJamaican Highway Ltd | 5.75 | 10/10/2036 | 0.11 |
| Banc of America Commercial Mortgage | 3.99 | 09/15/2048 | 0.11 |
| Fannie Mae Pool | 3.50 | 10/01/2046 | 0.11 |
| Latam Airlines 2015-1 Pass Through | 4.20 | 11/15/2027 | 0.10 |
| COMM 2016-GCT Mortgage Trust | 3.09 | 08/10/2029 | 0.10 |
| Australia & New Zealand Banking Gro | 2.95 | 07/22/2030 | 0.10 |
| Archer-Daniels-Midland Co | 3.25 | 03/27/2030 | 0.10 |
| Comcast Corp | 3.95 | 10/15/2025 | 0.10 |
| UBS-Citigroup Commercial Mortgage T | 6.05 | 01/10/2045 | 0.10 |
| Bank of America Corp | 4.20 | 08/26/2024 | 0.10 |
| Lowe's Cos Inc | 5.12 | 04/15/2050 | 0.10 |
| AutoZone Inc | 3.62 | 04/15/2025 | 0.10 |
| Aviation Capital Group LLC | 2.44 | 07/30/2021 | 0.10 |
| NIKE Inc | 3.38 | 03/27/2050 | 0.10 |
| Dell International LLC / EMC Corp | 4.90 | 10/01/2026 | 0.10 |
| Cibanco SA Ibm / PLA Administradora | 4.96 | 07/18/2029 | 0.10 |
| Verus Securitization Trust 2017-SG1 | 2.69 | 11/25/2047 | 0.10 |
| Aviation Capital Group LLC | 4.12 | 08/01/2025 | 0.10 |
| Regency Centers LP | 4.12 | 03/15/2028 | 0.10 |
| Plains All American Pipeline LP | 6.12 | 12/31/2099 | 0.10 |
| American Airlines 2019-1 Class AA P | 3.15 | 02/15/2032 | 0.10 |
| AT&T Inc | 4.75 | 05/15/2046 | 0.10 |
| American Airlines 2017-2 Class B Pa | 3.70 | 10/15/2025 | 0.10 |
| CGDBB Commercial Mortgage Trust 201 | 2.30 | 07/15/2032 | 0.10 |
| Invitation Homes 2017-SFR2 Trust | 2.60 | 12/17/2036 | 0.10 |
| AEP Transmission Co LLC | 3.65 | 04/01/2050 | 0.10 |
| Verus Securitization Trust 2018-3 | 4.11 | 10/25/2058 | 0.10 |
| Fannie Mae Connecticut Avenue Secur | 3.98 | 01/25/2031 | 0.09 |
| Mastercard Inc | 3.35 | 03/26/2030 | 0.09 |
| CenturyLink Inc | 4.00 | 02/15/2027 | 0.09 |
| Berkshire Hathaway Finance Corp | 1.85 | 03/12/2030 | 0.09 |
| Fannie Mae Pool | 3.50 | 10/01/2046 | 0.09 |
| Ameriprise Financial Inc | 3.00 | 04/02/2025 | 0.09 |
| Zions Bancorp NA | 3.25 | 10/29/2029 | 0.09 |
| UBS AG/Stamford CT | 4.88 | 08/04/2020 | 0.09 |
| Alexandria Real Estate Equities Inc | 3.38 | 08/15/2031 | 0.09 |
| Parkland Fuel Corp | 5.88 | 07/15/2027 | 0.09 |
| Spirit Realty LP | 4.00 | 07/15/2029 | 0.09 |
| Albertsons Cos Inc / Safeway Inc / | 4.88 | 02/15/2030 | 0.09 |
| Fannie Mae Pool | 3.50 | 10/01/2046 | 0.09 |
| NIKE Inc | 3.25 | 03/27/2040 | 0.09 |
| WFRBS Commercial Mortgage Trust 201 | 4.49 | 08/15/2046 | 0.09 |
| O'Reilly Automotive Inc | 4.20 | 04/01/2030 | 0.09 |
| Credit Suisse Group AG | 5.10 | 12/31/2059 | 0.09 |
| Morgan Stanley | 5.50 | 07/28/2021 | 0.09 |
| Delta Air Lines Inc | 3.80 | 04/19/2023 | 0.09 |
| Alpek SAB de CV | 4.25 | 09/18/2029 | 0.09 |
| Symphony CLO XXII Ltd | 3.01 | 04/18/2033 | 0.09 |
| Raymond James Financial Inc | 4.65 | 04/01/2030 | 0.09 |
| SMBC Aviation Capital Finance DAC | 3.00 | 07/15/2022 | 0.09 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.09 |
| Ashtead Capital Inc | 4.00 | 05/01/2028 | 0.09 |
| BAT Capital Corp | 5.28 | 04/02/2050 | 0.09 |
| Southern Co/The | 5.50 | 03/15/2057 | 0.09 |
| Towd Point Mortgage Trust 2017-2 14 | 2.75 | 04/25/2057 | 0.09 |
| Pfizer Inc | 2.62 | 04/01/2030 | 0.09 |
| Ameren Corp | 3.50 | 01/15/2031 | 0.09 |
| Altria Group Inc | 4.40 | 02/14/2026 | 0.08 |
| Fannie Mae Pool | 3.00 | 08/01/2043 | 0.08 |
| San Diego Gas & Electric Co | 3.32 | 04/15/2050 | 0.08 |
| Standard Chartered PLC | 2.97 | 01/20/2023 | 0.08 |
| Israel Government International Bon | 4.50 | 04/03/2120 | 0.08 |
| Royal Bank of Scotland Group PLC | 3.75 | 11/01/2029 | 0.08 |
| TICP CLO XV Ltd | 3.34 | 04/20/2033 | 0.08 |
| Indonesia Asahan Aluminium Persero | 5.23 | 11/15/2021 | 0.08 |
| Verus Securitization Trust 2020-1 | 2.64 | 01/25/2060 | 0.08 |
| CGDBB Commercial Mortgage Trust 201 | 1.67 | 07/15/2032 | 0.08 |
| Fannie Mae Pool | 3.50 | 09/01/2046 | 0.08 |
| Blackstone Holdings Finance Co LLC | 5.00 | 06/15/2044 | 0.08 |
| Angel Oak Mortgage Trust 2019-3 | 2.93 | 05/25/2059 | 0.08 |
| American Airlines 2017-1 Class B Pa | 4.95 | 02/15/2025 | 0.08 |
| Alliance Data Systems Corp | 4.75 | 12/15/2024 | 0.08 |
| Mattamy Group Corp | 4.62 | 03/01/2030 | 0.08 |
| Home Partners of America 2018-1 Tru | 2.05 | 07/17/2037 | 0.08 |
| Benchmark 2019-B11 Mortgage Trust | 3.00 | 05/15/2052 | 0.08 |
| Fannie Mae Pool | 3.50 | 11/01/2046 | 0.08 |
| Deephaven Residential Mortgage Trus | 2.58 | 10/25/2047 | 0.08 |
| WFRBS Commercial Mortgage Trust 201 | 5.03 | 09/15/2046 | 0.07 |
| Morgan Stanley Capital I Trust 2014 | 4.30 | 09/09/2032 | 0.07 |
| QVC Inc | 4.75 | 02/15/2027 | 0.07 |
| BAT Capital Corp | 4.70 | 04/02/2027 | 0.07 |
| Galton Funding Mortgage Trust 2017- | 3.50 | 11/25/2057 | 0.07 |
| AT&T Inc | 5.10 | 11/25/2048 | 0.07 |
| McDonald's Corp | 3.50 | 07/01/2027 | 0.07 |
| Enterprise Products Operating LLC | 4.88 | 08/16/2077 | 0.07 |
| Adani Abbot Point Terminal Pty Ltd | 4.45 | 12/15/2022 | 0.07 |
| McDonald's Corp | 4.20 | 04/01/2050 | 0.07 |
| Invitation Homes 2017-SFR2 Trust | 1.95 | 12/17/2036 | 0.07 |
| Hyundai Capital America | 2.38 | 02/10/2023 | 0.07 |
| Carlyle Holdings II Finance LLC 144 | 5.62 | 03/30/2043 | 0.07 |
| Freddie Mac Structured Agency Credi | 5.43 | 03/25/2029 | 0.06 |
| Union Pacific Corp | 2.15 | 02/05/2027 | 0.06 |
| Credit Acceptance Corp | 5.12 | 12/31/2024 | 0.06 |
| Truist Bank | 1.50 | 03/10/2025 | 0.06 |
| Societe Generale SA 144A | 7.38 | 12/29/2049 | 0.06 |
| Enterprise Products Operating LLC | 3.70 | 01/31/2051 | 0.06 |
| Crown Castle International Corp | 4.15 | 07/01/2050 | 0.06 |
| 3M Co | 3.05 | 04/15/2030 | 0.06 |
| HSBC Holdings PLC | 2.69 | 05/18/2024 | 0.06 |
| Freddie Mac Whole Loan Securities T | 3.50 | 05/25/2047 | 0.06 |
| Lamar Media Corp | 4.00 | 02/15/2030 | 0.06 |
| Home Depot Inc/The | 2.50 | 04/15/2027 | 0.06 |
| Apple Inc | 2.51 | 08/19/2024 | 0.06 |
| Target Corp | 2.25 | 04/15/2025 | 0.06 |
| Truist Bank | 2.25 | 03/11/2030 | 0.06 |
| CVS Health Corp | 4.25 | 04/01/2050 | 0.06 |
| NIKE Inc | 2.75 | 03/27/2027 | 0.06 |
| HSBC Holdings PLC | 3.20 | 12/05/2023 | 0.06 |
| Fox Corp | 3.50 | 04/08/2030 | 0.06 |
| Kinder Morgan Inc/DE | 7.80 | 08/01/2031 | 0.06 |
| Cox Communications Inc 144A | 3.35 | 09/15/2026 | 0.06 |
| Park Aerospace Holdings Ltd 144A | 5.25 | 08/15/2022 | 0.06 |
| Iron Mountain Inc | 4.88 | 09/15/2029 | 0.05 |
| Visa Inc | 2.70 | 04/15/2040 | 0.05 |
| Energy Transfer Operating LP | 2.90 | 05/15/2025 | 0.05 |
| Western Midstream Operating LP | 3.10 | 02/01/2025 | 0.05 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.05 |
| Barclays PLC | 4.84 | 05/09/2028 | 0.05 |
| Chase Mortgage Finance Corp 144A | 3.75 | 04/25/2045 | 0.05 |
| CCO Holdings LLC / CCO Holdings Cap | 5.75 | 02/15/2026 | 0.05 |
| Globo Comunicacao e Participacoes S | 4.88 | 01/22/2030 | 0.05 |
| COMM 2016-GCT Mortgage Trust | 3.46 | 08/10/2029 | 0.05 |
| L Brands Inc | 5.62 | 02/15/2022 | 0.05 |
| McDonald's Corp | 3.60 | 07/01/2030 | 0.05 |
| June 21 Calls on SPXSPX US 06/18/21 | 06/18/2021 | 0.04 | |
| Diversified Healthcare Trust | 6.75 | 12/15/2021 | 0.04 |
| Archer-Daniels-Midland Co | 2.75 | 03/27/2025 | 0.04 |
| NIKE Inc | 2.40 | 03/27/2025 | 0.04 |
| Healthpeak Properties Inc | 4.25 | 11/15/2023 | 0.04 |
| Exelon Corp | 4.70 | 04/15/2050 | 0.04 |
| Target Corp | 2.65 | 09/15/2030 | 0.04 |
| General Mills Inc | 2.88 | 04/15/2030 | 0.04 |
| OCP SA 144A | 4.50 | 10/22/2025 | 0.04 |
| Unifin Financiera SAB de CV | 7.38 | 02/12/2026 | 0.04 |
| Delta Air Lines 2019-1 Class A Pass | 3.40 | 04/25/2024 | 0.04 |
| Shellpoint Asset Funding Trust 2013 | 3.75 | 07/25/2043 | 0.04 |
| T-Mobile USA Inc | 6.50 | 01/15/2026 | 0.04 |
| Avianca Holdings SA | 9.00 | 05/10/2023 | 0.04 |
| CGRBS Commercial Mortgage Trust 201 | 3.37 | 03/13/2035 | 0.04 |
| Cantor Fitzgerald LP 144A | 6.50 | 06/17/2022 | 0.04 |
| Freeport-McMoRan Inc | 5.40 | 11/14/2034 | 0.04 |
| Fannie Mae Pool | 5.50 | 04/01/2033 | 0.04 |
| BBVA Bancomer SA/Texas 144A | 7.25 | 04/22/2020 | 0.04 |
| Service Properties Trust | 4.95 | 02/15/2027 | 0.04 |
| Netflix Inc | 5.88 | 11/15/2028 | 0.04 |
| WFRBS Commercial Mortgage Trust 201 | 3.34 | 06/15/2046 | 0.04 |
| State Street Corp | 2.90 | 03/30/2026 | 0.03 |
| Deere & Co | 2.75 | 04/15/2025 | 0.03 |
| Freddie Mac Gold Pool | 4.50 | 06/01/2041 | 0.03 |
| Western Midstream Operating LP | 2.70 | 01/13/2023 | 0.03 |
| Angel Oak Mortgage Trust LLC | 2.71 | 11/25/2047 | 0.03 |
| Bank of America Corp Conv Pfd | 0.03 | ||
| BBVA Bancomer SA/Texas 144A | 4.38 | 04/10/2024 | 0.03 |
| Bear Stearns ALT-A Trust 2004-11 | 3.78 | 11/25/2034 | 0.03 |
| Freddie Mac Gold Pool | 5.00 | 11/01/2039 | 0.03 |
| Prologis LP | 3.00 | 04/15/2050 | 0.03 |
| 3M Co | 2.65 | 04/15/2025 | 0.03 |
| Citigroup Inc | 5.95 | 12/31/2049 | 0.03 |
| Citigroup Commercial Mortgage Trust | 4.29 | 09/10/2045 | 0.03 |
| Albertsons Cos Inc / Safeway Inc / | 3.50 | 02/15/2023 | 0.03 |
| Citigroup Commercial Mortgage Trust | 3.14 | 02/10/2048 | 0.03 |
| Freddie Mac Gold Pool | 5.50 | 07/01/2040 | 0.03 |
| Freddie Mac STACR Trust 2019-HQA2 | 2.33 | 04/25/2049 | 0.03 |
| Molson Coors International LP | 3.44 | 07/15/2026 | 0.03 |
| CSAIL 2015-C3 Commercial Mortgage T | 3.72 | 08/15/2048 | 0.03 |
| Sequoia Mortgage Trust 2013-3 | 2.00 | 03/25/2043 | 0.03 |
| Prologis LP | 2.12 | 04/15/2027 | 0.03 |
| CASH & EQUIVALENTS | 0.00 | 0.03 | |
| JPMBB Commercial Mortgage Securitie | 3.80 | 08/15/2048 | 0.03 |
| Consolidated Edison Co of New York | 3.35 | 04/01/2030 | 0.03 |
| Sequoia Mortgage Trust 2013-7 | 3.00 | 06/25/2043 | 0.02 |
| Structured Adjustable Rate Mortgage | 3.95 | 07/25/2034 | 0.02 |
| CSFB Mortgage-Backed Pass-Through C | 3.99 | 06/25/2034 | 0.02 |
| HCA Inc | 5.25 | 04/15/2025 | 0.02 |
| State Street Corp | 3.15 | 03/30/2031 | 0.02 |
| HCA Inc | 5.50 | 06/15/2047 | 0.02 |
| Equinix Inc | 5.88 | 01/15/2026 | 0.02 |
| CVS Health Corp | 4.10 | 03/25/2025 | 0.02 |
| Adjustable Rate Mortgage Trust 2004 | 4.06 | 02/25/2035 | 0.02 |
| Sequoia Mortgage Trust 2013-4 | 1.55 | 04/25/2043 | 0.02 |
| Navient Corp | 7.25 | 09/25/2023 | 0.02 |
| Navient Corp | 7.25 | 01/25/2022 | 0.02 |
| NRG Energy Inc | 6.62 | 01/15/2027 | 0.02 |
| Reynolds Group Issuer Inc / Reynold | 7.00 | 07/15/2024 | 0.02 |
| Deephaven Residential Mortgage Trus | 2.71 | 10/25/2047 | 0.02 |
| National Australia Bank Ltd | 3.93 | 08/02/2034 | 0.02 |
| Ally Financial Inc | 5.12 | 09/30/2024 | 0.02 |
| AES Corp/VA | 5.50 | 04/15/2025 | 0.02 |
| Freddie Mac Gold Pool | 5.00 | 09/01/2039 | 0.02 |
| Merrill Lynch Mortgage Investors Tr | 4.30 | 06/25/2035 | 0.02 |
| Freddie Mac Multifamily Structured | 1.13 | 03/25/2024 | 0.02 |
| Dell International LLC / EMC Corp 1 | 7.12 | 06/15/2024 | 0.02 |
| 0.02 | |||
| Lennar Corp | 5.25 | 06/01/2026 | 0.02 |
| Adjustable Rate Mortgage Trust 2005 | 3.96 | 05/25/2035 | 0.02 |
| Level 3 Financing Inc | 5.38 | 05/01/2025 | 0.02 |
| International Paper Co | 5.00 | 09/15/2035 | 0.02 |
| Bausch Health Cos Inc | 9.00 | 12/15/2025 | 0.02 |
| SBA Communications Corp | 4.88 | 09/01/2024 | 0.02 |
| Thornburg Mortgage Securities Trust | 3.71 | 04/25/2045 | 0.02 |
| Equinix Inc | 3.20 | 11/18/2029 | 0.02 |
| Ryder System Inc | 2.90 | 12/01/2026 | 0.02 |
| 1011778 BC ULC / New Red Finance In | 5.00 | 10/15/2025 | 0.02 |
| United Rentals North America Inc | 5.50 | 05/15/2027 | 0.02 |
| Moody's Corp | 4.88 | 02/15/2024 | 0.02 |
| Telecom Italia Capital SA | 7.20 | 07/18/2036 | 0.02 |
| Credit Suisse Group Funding Guernse | 3.75 | 03/26/2025 | 0.02 |
| Energy Transfer Operating LP | 4.75 | 01/15/2026 | 0.02 |
| Municipal Electric Authority of Geo | 6.66 | 04/01/2057 | 0.02 |
| Ally Financial Inc | 4.62 | 03/30/2025 | 0.02 |
| Virgin Media Secured Finance PLC 14 | 5.50 | 08/15/2026 | 0.02 |
| Merrill Lynch Mortgage Investors Tr | 4.01 | 11/25/2035 | 0.02 |
| MPT Operating Partnership LP / MPT | 5.00 | 10/15/2027 | 0.02 |
| Affiliated Managers Group Inc | 4.25 | 02/15/2024 | 0.02 |
| Constellation Brands Inc | 4.65 | 11/15/2028 | 0.02 |
| O'Reilly Automotive Inc | 3.90 | 06/01/2029 | 0.02 |
| December 21 Calls on SPXSPX US 12/1 | 12/17/2021 | 0.02 | |
| JPMorgan Chase & Co | 3.78 | 02/01/2028 | 0.02 |
| Lowe's Cos Inc | 3.65 | 04/05/2029 | 0.02 |
| AmeriGas Partners LP / AmeriGas Fin | 5.88 | 08/20/2026 | 0.02 |
| Citigroup Commercial Mortgage Trust | 4.42 | 04/10/2046 | 0.02 |
| Empresa Nacional de Telecomunicacio | 4.88 | 10/30/2024 | 0.02 |
| Suburban Propane Partners LP/Suburb | 5.50 | 06/01/2024 | 0.02 |
| Sirius XM Radio Inc 144A | 5.38 | 07/15/2026 | 0.02 |
| OCP SA REGS | 4.50 | 10/22/2025 | 0.02 |
| Level 3 Financing Inc | 5.25 | 03/15/2026 | 0.02 |
| Hughes Satellite Systems Corp | 5.25 | 08/01/2026 | 0.02 |
| BNP Paribas SA | 4.38 | 03/01/2033 | 0.02 |
| Synchrony Financial | 4.50 | 07/23/2025 | 0.02 |
| Freddie Mac Gold Pool | 7.00 | 05/01/2030 | 0.02 |
| Centene Corp | 5.38 | 06/01/2026 | 0.01 |
| Cigna Corp | 4.12 | 11/15/2025 | 0.01 |
| Electricite de France SA | 4.88 | 09/21/2038 | 0.01 |
| PNC Financial Services Group Inc/Th | 0.01 | ||
| L3Harris Technologies Inc | 3.85 | 12/15/2026 | 0.01 |
| Fannie Mae Pool | 5.00 | 12/01/2039 | 0.01 |
| DBUBS 2011-LC1 Mortgage Trust 144A | 5.69 | 11/10/2046 | 0.01 |
| Targa Resources Partners LP / Targa | 5.88 | 04/15/2026 | 0.01 |
| HSBC Holdings PLC | 4.38 | 11/23/2026 | 0.01 |
| JB Poindexter & Co Inc | 7.12 | 04/15/2026 | 0.01 |
| Dolphin Energy Ltd LLC REGS | 5.50 | 12/15/2021 | 0.01 |
| Schweitzer-Mauduit International In | 6.88 | 10/01/2026 | 0.01 |
| Structured Adjustable Rate Mortgage | 3.83 | 09/25/2034 | 0.01 |
| Volkswagen Group of America Finance | 3.20 | 09/26/2026 | 0.01 |
| EQM Midstream Partners LP | 4.00 | 08/01/2024 | 0.01 |
| Hanesbrands Inc 144A | 4.88 | 05/15/2026 | 0.01 |
| Host Hotels & Resorts LP | 4.50 | 02/01/2026 | 0.01 |
| Energy Transfer Operating LP | 5.88 | 01/15/2024 | 0.01 |
| Cleaver-Brooks Inc | 7.88 | 03/01/2023 | 0.01 |
| Penske Automotive Group Inc | 5.50 | 05/15/2026 | 0.01 |
| EnPro Industries Inc | 5.75 | 10/15/2026 | 0.01 |
| Iron Mountain US Holdings Inc 144A | 5.38 | 06/01/2026 | 0.01 |
| Lam Research Corp | 4.00 | 03/15/2029 | 0.01 |
| JP Morgan Mortgage Trust 2005-A3 | 4.21 | 06/25/2035 | 0.01 |
| iStar Inc | 4.75 | 10/01/2024 | 0.01 |
| DISH DBS Corp | 5.88 | 11/15/2024 | 0.01 |
| Albertsons Cos Inc / Safeway Inc / | 6.62 | 06/15/2024 | 0.01 |
| American Financial Group Inc/OH | 3.50 | 08/15/2026 | 0.01 |
| Prime Healthcare Foundation Inc | 7.00 | 12/01/2027 | 0.01 |
| Targa Resources Partners LP / Targa | 5.12 | 02/01/2025 | 0.01 |
| Comcast Corp | 3.40 | 07/15/2046 | 0.01 |
| Delta Air Lines Inc | 3.62 | 03/15/2022 | 0.01 |
| Iron Mountain Inc | 5.25 | 03/15/2028 | 0.01 |
| CSC Holdings LLC 144A | 10.88 | 10/15/2025 | 0.01 |
| CenturyLink Inc | 7.50 | 04/01/2024 | 0.01 |
| UBS-Barclays Commercial Mortgage Tr | 2.85 | 12/10/2045 | 0.01 |
| Mueller Industries Inc | 6.00 | 03/01/2027 | 0.01 |
| JP Morgan Mortgage Trust 2007-A4 | 3.81 | 06/25/2037 | 0.01 |
| Pitney Bowes Inc | 5.70 | 04/01/2023 | 0.01 |
| Sunoco LP / Sunoco Finance Corp | 5.88 | 03/15/2028 | 0.01 |
| Dow Chemical Co/The | 4.55 | 11/30/2025 | 0.01 |
| WFRBS Commercial Mortgage Trust 201 | 4.81 | 11/15/2045 | 0.01 |
| SunCoke Energy Partners LP / SunCok | 7.50 | 06/15/2025 | 0.01 |
| EnerSys 144A | 5.00 | 04/30/2023 | 0.01 |
| Williams Cos Inc/The | 4.55 | 06/24/2024 | 0.01 |
| CIT Group Inc | 5.00 | 08/01/2023 | 0.01 |
| Freddie Mac Gold Pool | 7.50 | 05/01/2030 | 0.01 |
| Lloyds Banking Group PLC | 4.65 | 03/24/2026 | 0.01 |
| CenturyLink Inc | 6.45 | 06/15/2021 | 0.01 |
| Dollar Tree Inc | 4.00 | 05/15/2025 | 0.01 |
| Owens Corning | 4.20 | 12/01/2024 | 0.01 |
| Anheuser-Busch Cos LLC / Anheuser-B | 3.65 | 02/01/2026 | 0.01 |
| GS Mortgage Securities Trust 2013-G | 2.06 | 04/10/2031 | 0.01 |
| First Quantum Minerals Ltd 144A | 7.50 | 04/01/2025 | 0.01 |
| Murphy Oil USA Inc | 5.62 | 05/01/2027 | 0.01 |
| MPLX LP | 4.00 | 03/15/2028 | 0.01 |
| Penske Truck Leasing Co Lp / PTL Fi | 3.90 | 02/01/2024 | 0.01 |
| NuStar Logistics LP | 6.00 | 06/01/2026 | 0.01 |
| CommScope Inc | 6.00 | 03/01/2026 | 0.01 |
| Lamb Weston Holdings Inc 144A | 4.62 | 11/01/2024 | 0.01 |
| Freddie Mac Gold Pool | 3.50 | 08/01/2026 | 0.01 |
| Analog Devices Inc | 3.12 | 12/05/2023 | 0.01 |
| GMACM Mortgage Loan Trust 2006-AR1 | 3.78 | 04/19/2036 | 0.01 |
| Industrial Senior Trust REGS | 5.50 | 11/01/2022 | 0.01 |
| Concho Resources Inc | 4.38 | 01/15/2025 | 0.01 |
| Standard Industries Inc/NJ 144A | 6.00 | 10/15/2025 | 0.01 |
| L Brands Inc | 6.88 | 11/01/2035 | 0.01 |
| Pilgrim's Pride Corp | 5.88 | 09/30/2027 | 0.01 |
| Ball Corp | 5.25 | 07/01/2025 | 0.01 |
| MGM Resorts International | 6.00 | 03/15/2023 | 0.01 |
| BMC East LLC 144A | 5.50 | 10/01/2024 | 0.01 |
| HCA Inc | 5.88 | 02/15/2026 | 0.01 |
| Avnet Inc | 4.62 | 04/15/2026 | 0.01 |
| KB Home | 4.80 | 11/15/2029 | 0.01 |
| Altria Group Inc | 6.20 | 02/14/2059 | 0.01 |
| Norbord Inc | 5.75 | 07/15/2027 | 0.01 |
| Verizon Communications Inc | 5.25 | 03/16/2037 | 0.01 |
| Saudi Government International Bond | 4.38 | 04/16/2029 | 0.01 |
| Deephaven Residential Mortgage Trus | 2.71 | 06/25/2047 | 0.01 |
| Antero Midstream Partners LP / Ante | 5.38 | 09/15/2024 | 0.01 |
| DCP Midstream Operating LP | 5.12 | 05/15/2029 | 0.01 |
| OCP SA REGS | 6.88 | 04/25/2044 | 0.01 |
| Wynn Las Vegas LLC / Wynn Las Vegas | 5.50 | 03/01/2025 | 0.01 |
| Fannie Mae Pool | 7.00 | 02/01/2034 | 0.01 |
| CNOOC Finance 2015 USA LLC | 3.50 | 05/05/2025 | 0.01 |
| AT&T Inc | 5.25 | 03/01/2037 | 0.01 |
| Tempo Acquisition LLC / Tempo Acqui | 6.75 | 06/01/2025 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 4.06 | 11/25/2036 | 0.01 |
| JP Morgan Mortgage Trust 2005-A3 | 3.84 | 06/25/2035 | 0.01 |
| CSC Holdings LLC | 7.75 | 07/15/2025 | 0.01 |
| Deephaven Residential Mortgage Trus | 2.61 | 06/25/2047 | 0.01 |
| Charles River Laboratories Internat | 4.25 | 05/01/2028 | 0.01 |
| United Rentals North America Inc | 5.25 | 01/15/2030 | 0.01 |
| Paraguay Government International B | 5.40 | 03/30/2050 | 0.01 |
| Thornburg Mortgage Securities Trust | 1.45 | 12/25/2033 | 0.01 |
| Petrobras Global Finance BV | 5.75 | 02/01/2029 | 0.01 |
| Guatemala Government Bond | 6.12 | 06/01/2050 | 0.01 |
| Superior Plus LP / Superior General | 7.00 | 07/15/2026 | 0.01 |
| Bear Stearns ARM Trust 2004-10 | 4.19 | 01/25/2035 | 0.01 |
| Ashton Woods USA LLC / Ashton Woods | 9.88 | 04/01/2027 | 0.01 |
| Bear Stearns ARM Trust 2006-1 | 3.84 | 02/25/2036 | 0.01 |
| Hudbay Minerals Inc 144A | 7.62 | 01/15/2025 | 0.01 |
| GCP Applied Technologies Inc | 5.50 | 04/15/2026 | 0.01 |
| 0.01 | |||
| Qatar Government International Bond | 4.82 | 03/14/2049 | 0.01 |
| Teleflex Inc | 4.62 | 11/15/2027 | 0.01 |
| Taylor Morrison Communities Inc | 6.62 | 07/15/2027 | 0.01 |
| Fannie Mae Pool | 7.50 | 03/01/2031 | 0.01 |
| Telenet Finance Luxembourg Notes Sa | 5.50 | 03/01/2028 | 0.01 |
| Bahamas Government International Bo | 6.00 | 11/21/2028 | 0.01 |
| Discovery Communications LLC | 5.20 | 09/20/2047 | 0.01 |
| United Rentals North America Inc | 5.88 | 09/15/2026 | 0.01 |
| Cheniere Energy Partners LP | 5.62 | 10/01/2026 | 0.01 |
| Tenet Healthcare Corp | 8.12 | 04/01/2022 | 0.01 |
| Royal Caribbean Cruises Ltd | 3.70 | 03/15/2028 | 0.01 |
| Gazprom PJSC Via Gaz Capital SA | 5.15 | 02/11/2026 | 0.01 |
| Kraft Heinz Foods Co | 4.38 | 06/01/2046 | 0.01 |
| United Rentals North America Inc | 6.50 | 12/15/2026 | 0.01 |
| Banco de Bogota SA | 4.38 | 08/03/2027 | 0.01 |
| Southwestern Energy Co | 7.75 | 10/01/2027 | 0.01 |
| Trinidad Generation UnLtd REGS | 5.25 | 11/04/2027 | 0.01 |
| MTS Systems Corp | 5.75 | 08/15/2027 | 0.01 |
| SPARC EM SPC Panama Metro Line 2 SP | 0.00 | 12/05/2022 | 0.01 |
| Qatar Government International Bond | 4.00 | 03/14/2029 | 0.01 |
| JP Morgan Mortgage Trust 2005-A5 | 4.02 | 08/25/2035 | 0.01 |
| B&G Foods Inc | 5.25 | 04/01/2025 | 0.01 |
| Six Flags Entertainment Corp 144A | 4.88 | 07/31/2024 | 0.01 |
| Autoridad del Canal de Panama REGS | 4.95 | 07/29/2035 | 0.01 |
| Allstate Corp/The | 4.20 | 12/15/2046 | 0.01 |
| Petroleos del Peru SA | 4.75 | 06/19/2032 | 0.01 |
| Dell International LLC / EMC Corp 1 | 8.10 | 07/15/2036 | 0.01 |
| Kraft Heinz Foods Co | 6.88 | 01/26/2039 | 0.01 |
| Alcoa Nederland Holding BV 144A | 6.75 | 09/30/2024 | 0.01 |
| Reinsurance Group of America Inc | 4.70 | 09/15/2023 | 0.01 |
| Raymond James Financial Inc | 4.95 | 07/15/2046 | 0.01 |
| Slovenia Government International B | 5.25 | 02/18/2024 | 0.01 |
| Meredith Corp | 6.88 | 02/01/2026 | 0.01 |
| US Foods Inc 144A | 5.88 | 06/15/2024 | 0.01 |
| Hess Midstream Operations LP | 5.62 | 02/15/2026 | 0.01 |
| General Motors Co | 4.88 | 10/02/2023 | 0.01 |
| QNB Finance Ltd | 2.12 | 09/07/2021 | 0.01 |
| Discover Bank | 3.45 | 07/27/2026 | 0.01 |
| Nationwide Building Society | 4.12 | 10/18/2032 | 0.01 |
| Apple Inc | 4.25 | 02/09/2047 | 0.01 |
| Calumet Specialty Products Partners | 7.62 | 01/15/2022 | 0.01 |
| Office Properties Income Trust | 4.50 | 02/01/2025 | 0.01 |
| El Salvador Government Internationa | 7.12 | 01/20/2050 | 0.01 |
| Jefferies Group LLC / Jefferies Gro | 4.15 | 01/23/2030 | 0.01 |
| Hudson Pacific Properties LP | 3.95 | 11/01/2027 | 0.01 |
| Aircastle Ltd | 5.00 | 04/01/2023 | 0.01 |
| Microsoft Corp | 4.25 | 02/06/2047 | 0.01 |
| Embarq Corp | 8.00 | 06/01/2036 | 0.01 |
| Northrop Grumman Corp | 3.25 | 01/15/2028 | 0.01 |
| QVC Inc | 4.45 | 02/15/2025 | 0.01 |
| Hadrian Merger Sub Inc | 8.50 | 05/01/2026 | 0.01 |
| MMC Norilsk Nickel OJSC Via MMC Fin | 6.62 | 10/14/2022 | 0.01 |
| Spectrum Brands Inc | 5.75 | 07/15/2025 | 0.01 |
| Lennar Corp | 4.75 | 11/15/2022 | 0.01 |
| Meritage Homes Corp | 5.12 | 06/06/2027 | 0.01 |
| Physicians Realty LP | 4.30 | 03/15/2027 | 0.01 |
| Minmetals Bounteous Finance BVI Ltd | 3.12 | 07/27/2021 | 0.01 |
| Minmetals Bounteous Finance BVI Ltd | 3.50 | 07/30/2020 | 0.01 |
| TransDigm UK Holdings PLC | 6.88 | 05/15/2026 | 0.01 |
| Banco del Estado de Chile | 4.12 | 10/07/2020 | 0.01 |
| HLF Financing Sarl LLC / Herbalife | 7.25 | 08/15/2026 | 0.01 |
| CNAC HK Finbridge Co Ltd | 3.00 | 07/19/2020 | 0.01 |
| Colombia Government International B | 3.88 | 04/25/2027 | 0.01 |
| Albertsons Cos Inc / Safeway Inc / | 4.62 | 01/15/2027 | 0.01 |
| MPH Acquisition Holdings LLC 144A | 7.12 | 06/01/2024 | 0.01 |
| Credit Suisse Group AG 144A | 7.50 | 12/31/2049 | 0.01 |
| Development Bank of Kazakhstan JSC | 4.12 | 12/10/2022 | 0.01 |
| AT&T Inc | 5.35 | 12/15/2043 | 0.01 |
| Simmons Foods Inc | 5.75 | 11/01/2024 | 0.01 |
| Eagle Intermediate Global Holding B | 7.50 | 05/01/2025 | 0.01 |
| Molson Coors Beverage Co | 5.00 | 05/01/2042 | 0.01 |
| Charter Communications Operating LL | 5.38 | 04/01/2038 | 0.01 |
| AT&T Inc | 3.40 | 05/15/2025 | 0.01 |
| Serbia International Bond | 1.50 | 06/26/2029 | 0.01 |
| COMM 2013-SFS Mortgage Trust 144A | 1.87 | 04/12/2035 | 0.01 |
| Valmont Industries Inc | 5.00 | 10/01/2044 | 0.01 |
| Fondo MIVIVIENDA SA REGS | 3.50 | 01/31/2023 | 0.01 |
| Navient Corp | 5.00 | 03/15/2027 | 0.01 |
| Freddie Mac Gold Pool | 6.00 | 02/01/2034 | 0.01 |
| Triumph Group Inc | 7.75 | 08/15/2025 | 0.01 |
| Air Lease Corp | 3.62 | 12/01/2027 | 0.01 |
| Prime Security Services Borrower LL | 5.75 | 04/15/2026 | 0.01 |
| iHeartCommunications Inc | 8.38 | 05/01/2027 | 0.01 |
| Charter Communications Operating LL | 4.91 | 07/23/2025 | 0.01 |
| Alpek SAB de CV REGS | 4.50 | 11/20/2022 | 0.01 |
| Saudi Government International Bond | 2.88 | 03/04/2023 | 0.01 |
| Qatar Government International Bond | 5.10 | 04/23/2048 | 0.01 |
| Flex Acquisition Co Inc | 7.88 | 07/15/2026 | 0.01 |
| Diamond Sports Group LLC / Diamond | 6.62 | 08/15/2027 | 0.01 |
| Herc Holdings Inc | 5.50 | 07/15/2027 | 0.01 |
| Itron Inc | 5.00 | 01/15/2026 | 0.01 |
| Charter Communications Operating LL | 4.46 | 07/23/2022 | 0.01 |
| Element Solutions Inc | 5.88 | 12/01/2025 | 0.01 |
| Centene Corp | 5.25 | 04/01/2025 | 0.01 |
| Genesis Energy LP / Genesis Energy | 6.25 | 05/15/2026 | 0.01 |
| Jabil Inc | 3.95 | 01/12/2028 | 0.01 |
| Broadcom Corp / Broadcom Cayman Fin | 3.50 | 01/15/2028 | 0.01 |
| JBS USA LUX SA / JBS USA Food Co / | 5.50 | 01/15/2030 | 0.01 |
| Centene Corp | 4.62 | 12/15/2029 | 0.01 |
| TreeHouse Foods Inc 144A | 6.00 | 02/15/2024 | 0.01 |
| Kraft Heinz Foods Co | 5.00 | 06/04/2042 | 0.01 |
| T-Mobile USA Inc | 6.38 | 03/01/2025 | 0.01 |
| Titan International Inc | 6.50 | 11/30/2023 | 0.01 |
| Cumulus Media New Holdings Inc | 6.75 | 07/01/2026 | 0.01 |
| UBS-Barclays Commercial Mortgage Tr | 3.09 | 08/10/2049 | 0.01 |
| ViacomCBS Inc | 3.50 | 01/15/2025 | 0.01 |
| Citigroup Mortgage Loan Trust Inc | 3.74 | 08/25/2034 | 0.01 |
| Avis Budget Car Rental LLC / Avis B | 5.25 | 03/15/2025 | 0.01 |
| L Brands Inc | 6.75 | 07/01/2036 | 0.01 |
| Service Properties Trust | 4.95 | 10/01/2029 | 0.01 |
| PBF Holding Co LLC / PBF Finance Co | 6.00 | 02/15/2028 | 0.01 |
| Banco BTG Pactual SA/Cayman Islands | 7.75 | 02/15/2029 | 0.01 |
| ServiceMaster Co LLC/The 144A | 5.12 | 11/15/2024 | 0.01 |
| Walt Disney Co/The | 6.55 | 03/15/2033 | 0.01 |
| AMC Networks Inc | 4.75 | 08/01/2025 | 0.01 |
| Hughes Satellite Systems Corp | 7.62 | 06/15/2021 | 0.01 |
| eG Global Finance PLC | 6.75 | 02/07/2025 | 0.01 |
| Lions Gate Capital Holdings LLC | 6.38 | 02/01/2024 | 0.01 |
| Reliance Industries Ltd REGS | 4.12 | 01/28/2025 | 0.01 |
| Enviva Partners LP / Enviva Partner | 6.50 | 01/15/2026 | 0.01 |
| Taseko Mines Ltd | 8.75 | 06/15/2022 | 0.01 |
| Chemours Co/The | 7.00 | 05/15/2025 | 0.01 |
| MGM Resorts International | 4.62 | 09/01/2026 | 0.01 |
| Republic of South Africa Government | 4.85 | 09/30/2029 | 0.01 |
| Waste Pro USA Inc | 5.50 | 02/15/2026 | 0.01 |
| Par Pharmaceutical Inc | 7.50 | 04/01/2027 | 0.01 |
| Chile Government International Bond | 3.50 | 01/25/2050 | 0.01 |
| Targa Resources Partners LP / Targa | 5.00 | 01/15/2028 | 0.01 |
| Cardtronics Inc / Cardtronics USA I | 5.50 | 05/01/2025 | 0.01 |
| Taylor Morrison Communities Inc | 5.75 | 01/15/2028 | 0.01 |
| Russian Foreign Bond - Eurobond | 5.25 | 06/23/2047 | 0.01 |
| Banco Safra SA/Cayman Islands | 4.12 | 02/08/2023 | 0.01 |
| Parkland Fuel Corp | 6.00 | 04/01/2026 | 0.01 |
| POSCO | 4.00 | 08/01/2023 | 0.01 |
| Globo Comunicacao e Participacoes S | 5.12 | 03/31/2027 | 0.01 |
| Wells Fargo Mortgage Backed Securit | 4.84 | 08/25/2035 | 0.01 |
| Michaels Stores Inc | 8.00 | 07/15/2027 | 0.01 |
| Albertsons Cos Inc / Safeway Inc / | 5.88 | 02/15/2028 | 0.01 |
| 0.01 | |||
| Indonesia Government International | 5.35 | 02/11/2049 | 0.01 |
| Petrobras Global Finance BV | 6.90 | 03/19/2049 | 0.01 |
| Empresa Nacional del Petroleo | 5.25 | 11/06/2029 | 0.01 |
| IRB Holding Corp | 6.75 | 02/15/2026 | 0.01 |
| Petroleos Mexicanos | 6.88 | 08/04/2026 | 0.01 |
| Sixsigma Networks Mexico SA de CV | 7.50 | 05/02/2025 | 0.01 |
| CSC Holdings LLC | 5.75 | 01/15/2030 | 0.01 |
| NBM US Holdings Inc | 7.00 | 05/14/2026 | 0.01 |
| Ziggo BV 144A | 5.50 | 01/15/2027 | 0.01 |
| Fannie Mae Pool | 7.50 | 06/01/2030 | 0.01 |
| Sunoco LP / Sunoco Finance Corp | 4.88 | 01/15/2023 | 0.01 |
| Brink's Co/The | 4.62 | 10/15/2027 | 0.01 |
| Altice France Holding SA | 10.50 | 05/15/2027 | 0.01 |
| Dominican Republic International Bo | 6.40 | 06/05/2049 | 0.01 |
| Indonesia Government International | 5.25 | 01/08/2047 | 0.01 |
| EnLink Midstream Partners LP | 4.85 | 07/15/2026 | 0.01 |
| Jamaica Government International Bo | 8.00 | 03/15/2039 | 0.01 |
| Philippine Government International | 3.95 | 01/20/2040 | 0.01 |
| Qatar Government International Bond | 4.50 | 04/23/2028 | 0.01 |
| Sinopec Group Overseas Development | 3.68 | 08/08/2049 | 0.01 |
| Abu Dhabi Government International | 4.12 | 10/11/2047 | 0.01 |
| Axiata SPV2 Bhd REGS | 4.36 | 03/24/2026 | 0.01 |
| Indonesia Government International | 4.75 | 02/11/2029 | 0.01 |
| Westinghouse Air Brake Technologies | 4.95 | 09/15/2028 | 0.01 |
| Flex Acquisition Co Inc 144A | 6.88 | 01/15/2025 | 0.00 |
| Jamaica Government International Bo | 7.88 | 07/28/2045 | 0.00 |
| CNOOC Curtis Funding No 1 Pty Ltd R | 4.50 | 10/03/2023 | 0.00 |
| State Grid Overseas Investment 2016 | 3.50 | 05/04/2027 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2036 | 0.00 |
| CLP Power Hong Kong Financing Ltd R | 3.12 | 05/06/2025 | 0.00 |
| Korea East-West Power Co Ltd | 3.88 | 07/19/2023 | 0.00 |
| AT&T Inc | 4.45 | 04/01/2024 | 0.00 |
| Alibaba Group Holding Ltd | 3.60 | 11/28/2024 | 0.00 |
| Hong Kong Government International | 2.50 | 05/28/2024 | 0.00 |
| Novelis Corp | 4.75 | 01/30/2030 | 0.00 |
| CHL Mortgage Pass-Through Trust 200 | 6.00 | 08/25/2037 | 0.00 |
| Perusahaan Listrik Negara PT | 5.45 | 05/21/2028 | 0.00 |
| Credit Agricole SA REGS | 8.12 | 12/31/2049 | 0.00 |
| SABIC Capital II BV | 4.50 | 10/10/2028 | 0.00 |
| Abu Dhabi National Energy Co PJSC | 4.88 | 04/23/2030 | 0.00 |
| Erste Group Bank AG | 6.50 | 04/15/2024 | 0.00 |
| Rayonier AM Products Inc 144A | 5.50 | 06/01/2024 | 0.00 |
| CSC Holdings LLC | 5.50 | 05/15/2026 | 0.00 |
| Sinopec Group Overseas Development | 2.95 | 08/08/2029 | 0.00 |
| Korea Hydro & Nuclear Power Co Ltd | 3.00 | 09/19/2022 | 0.00 |
| Emirates Semb Corp Water & Power Co | 4.45 | 08/01/2035 | 0.00 |
| Shinhan Financial Group Co Ltd | 3.34 | 02/05/2030 | 0.00 |
| TransDigm Inc | 6.50 | 05/15/2025 | 0.00 |
| Trivium Packaging Finance BV | 5.50 | 08/15/2026 | 0.00 |
| Brazilian Government International | 4.50 | 05/30/2029 | 0.00 |
| Mexico Government International Bon | 4.50 | 04/22/2029 | 0.00 |
| Crown Castle International Corp | 3.80 | 02/15/2028 | 0.00 |
| Israel Electric Corp Ltd | 4.25 | 08/14/2028 | 0.00 |
| Indonesia Asahan Aluminium Persero | 5.71 | 11/15/2023 | 0.00 |
| Barclays Bank PLC | 7.62 | 11/21/2022 | 0.00 |
| VTR Finance BV 144A | 6.88 | 01/15/2024 | 0.00 |
| CITIC Ltd REGS | 3.12 | 02/28/2022 | 0.00 |
| Empresa de Transmision Electrica SA | 5.12 | 05/02/2049 | 0.00 |
| Turk Telekomunikasyon AS | 6.88 | 02/28/2025 | 0.00 |
| KSA Sukuk Ltd 144A | 3.63 | 04/20/2027 | 0.00 |
| Altice France SA/France 144A | 7.38 | 05/01/2026 | 0.00 |
| Genesis Energy LP / Genesis Energy | 7.75 | 02/01/2028 | 0.00 |
| Kohl's Corp | 5.55 | 07/17/2045 | 0.00 |
| Peru Enhanced Pass-Through Finance | 0.00 | 06/02/2025 | 0.00 |
| Indonesia Government International | 3.50 | 02/14/2050 | 0.00 |
| ALROSA Finance SA | 4.65 | 04/09/2024 | 0.00 |
| Ardagh Packaging Finance PLC / Arda | 6.00 | 02/15/2025 | 0.00 |
| Intelsat Jackson Holdings SA | 8.50 | 10/15/2024 | 0.00 |
| Panama Government International Bon | 3.16 | 01/23/2030 | 0.00 |
| Lehman Mortgage Trust 2006-1 | 5.50 | 02/25/2036 | 0.00 |
| Arab Petroleum Investments Corp | 4.12 | 09/18/2023 | 0.00 |
| Sinopec Group Overseas Development | 2.50 | 08/08/2024 | 0.00 |
| ZAR Sovereign Capital Fund Pty Ltd | 3.90 | 06/24/2020 | 0.00 |
| Saudi Arabian Oil Co | 4.25 | 04/16/2039 | 0.00 |
| Pertamina Persero PT REGS | 4.30 | 05/20/2023 | 0.00 |
| SABIC Capital II BV | 4.00 | 10/10/2023 | 0.00 |
| Gray Television Inc | 7.00 | 05/15/2027 | 0.00 |
| Virgin Media Finance PLC 144A | 6.00 | 10/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 09/15/2032 | 0.00 |
| DIB Sukuk Ltd | 3.66 | 02/14/2022 | 0.00 |
| Saudi Arabian Oil Co | 3.50 | 04/16/2029 | 0.00 |
| QEP Resources Inc | 6.88 | 03/01/2021 | 0.00 |
| Standard Chartered PLC REGS | 7.50 | 12/31/2049 | 0.00 |
| Mattamy Group Corp | 5.25 | 12/15/2027 | 0.00 |
| Corp Nacional del Cobre de Chile | 3.62 | 08/01/2027 | 0.00 |
| Abu Dhabi Crude Oil Pipeline LLC | 3.65 | 11/02/2029 | 0.00 |
| Morocco Government International Bo | 1.50 | 11/27/2031 | 0.00 |
| JBS Investments II GmbH | 5.75 | 01/15/2028 | 0.00 |
| Suzano Austria GmbH | 7.00 | 03/16/2047 | 0.00 |
| Indonesia Government International | 2.85 | 02/14/2030 | 0.00 |
| OCI NV | 6.62 | 04/15/2023 | 0.00 |
| Guatemala Government Bond | 4.90 | 06/01/2030 | 0.00 |
| Colbun SA | 3.95 | 10/11/2027 | 0.00 |
| Huarong Finance II Co Ltd | 2.88 | 12/29/2049 | 0.00 |
| DP World PLC REGS | 6.85 | 07/02/2037 | 0.00 |
| Bermuda Government International Bo | 3.72 | 01/25/2027 | 0.00 |
| Centene Corp | 5.38 | 08/15/2026 | 0.00 |
| Export-Import Bank of India REGS | 3.38 | 08/05/2026 | 0.00 |
| MetLife Inc | 5.88 | 12/31/2099 | 0.00 |
| MDGH - GMTN BV | 2.50 | 11/07/2024 | 0.00 |
| Tengizchevroil Finance Co Internati | 4.00 | 08/15/2026 | 0.00 |
| Eskom Holdings SOC Ltd | 6.35 | 08/10/2028 | 0.00 |
| Suntrust Alternative Loan Trust Ser | 6.00 | 12/25/2035 | 0.00 |
| Celulosa Arauco y Constitucion SA | 4.50 | 08/01/2024 | 0.00 |
| MDGH - GMTN BV | 2.88 | 11/07/2029 | 0.00 |
| UPC Holding BV | 5.50 | 01/15/2028 | 0.00 |
| Standard Industries Inc/NJ 144A | 5.00 | 02/15/2027 | 0.00 |
| TV Azteca SAB de CV | 8.25 | 08/09/2024 | 0.00 |
| Panther BF Aggregator 2 LP / Panthe | 8.50 | 05/15/2027 | 0.00 |
| Banque Ouest Africaine de Developpe | 5.00 | 07/27/2027 | 0.00 |
| QEP Resources Inc | 5.62 | 03/01/2026 | 0.00 |
| Egypt Government International Bond | 6.20 | 03/01/2024 | 0.00 |
| Societe Generale SA REGS | 7.38 | 12/31/2099 | 0.00 |
| Bausch Health Cos Inc 144A | 6.12 | 04/15/2025 | 0.00 |
| Trust Fibra Uno | 6.39 | 01/15/2050 | 0.00 |
| Bharti Airtel Ltd REGS | 4.38 | 06/10/2025 | 0.00 |
| Trinidad & Tobago Government Intern | 4.50 | 08/04/2026 | 0.00 |
| KOC Holding AS | 6.50 | 03/11/2025 | 0.00 |
| Multibank Inc | 4.38 | 11/09/2022 | 0.00 |
| Kenya Government International Bond | 8.00 | 05/22/2032 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 04/01/2037 | 0.00 |
| Brazilian Government International | 4.75 | 01/14/2050 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 01/01/2038 | 0.00 |
| GSR Mortgage Loan Trust 2005-AR6 | 4.05 | 09/25/2035 | 0.00 |
| Perusahaan Listrik Negara PT | 3.38 | 02/05/2030 | 0.00 |
| Colombia Government International B | 3.00 | 01/30/2030 | 0.00 |
| Empresa Electrica Cochrane SpA | 5.50 | 05/14/2027 | 0.00 |
| Ukraine Government International Bo | 6.75 | 06/20/2026 | 0.00 |
| LPL Holdings Inc | 5.75 | 09/15/2025 | 0.00 |
| ServiceMaster Co LLC/The | 7.45 | 08/15/2027 | 0.00 |
| Pertamina Persero PT | 3.10 | 08/25/2030 | 0.00 |
| Centrais Eletricas Brasileiras SA | 3.62 | 02/04/2025 | 0.00 |
| Centrais Eletricas Brasileiras SA | 4.62 | 02/04/2030 | 0.00 |
| Frontier Communications Corp | 11.00 | 09/15/2025 | 0.00 |
| Adani Transmission Ltd 144A | 4.00 | 08/03/2026 | 0.00 |
| Cable Onda SA | 4.50 | 01/30/2030 | 0.00 |
| PolyOne Corp | 5.25 | 03/15/2023 | 0.00 |
| Rede D'or Finance Sarl | 4.50 | 01/22/2030 | 0.00 |
| Petrobras Global Finance BV | 7.25 | 03/17/2044 | 0.00 |
| Empresas Publicas de Medellin ESP | 4.25 | 07/18/2029 | 0.00 |
| SACI Falabella | 3.75 | 10/30/2027 | 0.00 |
| Studio City Finance Ltd | 7.25 | 02/11/2024 | 0.00 |
| Kenan Advantage Group Inc/The 144A | 7.88 | 07/31/2023 | 0.00 |
| Hidrovias International Finance SAR | 5.95 | 01/24/2025 | 0.00 |
| Minera Mexico SA de CV | 4.50 | 01/26/2050 | 0.00 |
| CDW LLC / CDW Finance Corp | 5.00 | 09/01/2025 | 0.00 |
| Turkiye Vakiflar Bankasi TAO | 5.25 | 02/05/2025 | 0.00 |
| Crestwood Midstream Partners LP / C | 5.75 | 04/01/2025 | 0.00 |
| IHS Markit Ltd 144A | 5.00 | 11/01/2022 | 0.00 |
| Republic of Poland Government Inter | 4.00 | 01/22/2024 | 0.00 |
| Moog Inc | 4.25 | 12/15/2027 | 0.00 |
| Vale SA | 3.75 | 01/10/2023 | 0.00 |
| Lennar Corp | 5.38 | 10/01/2022 | 0.00 |
| DISH DBS Corp | 7.75 | 07/01/2026 | 0.00 |
| Nufarm Australia Ltd / Nufarm Ameri | 5.75 | 04/30/2026 | 0.00 |
| AES Gener SA | 7.12 | 03/26/2079 | 0.00 |
| Usiminas International Sarl | 5.88 | 07/18/2026 | 0.00 |
| Bausch Health Cos Inc REGS | 7.00 | 03/15/2024 | 0.00 |
| Panther BF Aggregator 2 LP / Panthe | 6.25 | 05/15/2026 | 0.00 |
| Banco Mercantil del Norte SA/Grand | 6.75 | 12/31/2059 | 0.00 |
| NGL Energy Partners LP / NGL Energy | 7.50 | 04/15/2026 | 0.00 |
| Boyd Gaming Corp | 6.38 | 04/01/2026 | 0.00 |
| Southwestern Energy Co | 7.50 | 04/01/2026 | 0.00 |
| GLP Capital LP / GLP Financing II I | 5.38 | 04/15/2026 | 0.00 |
| Embotelladora Andina SA | 3.95 | 01/21/2050 | 0.00 |
| AMC Networks Inc | 5.00 | 04/01/2024 | 0.00 |
| Advanced Drainage Systems Inc | 5.00 | 09/30/2027 | 0.00 |
| Gulfport Energy Corp | 6.00 | 10/15/2024 | 0.00 |
| Ghana Government International Bond | 6.38 | 02/11/2027 | 0.00 |
| Endo Dac / Endo Finance LLC / Endo | 6.00 | 07/15/2023 | 0.00 |
| Republic of South Africa Government | 5.75 | 09/30/2049 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 07/01/2022 | 0.00 |
| Dana Inc | 5.38 | 11/15/2027 | 0.00 |
| Oman Government International Bond | 6.00 | 08/01/2029 | 0.00 |
| Latvia Government International Bon | 1.88 | 02/19/2049 | 0.00 |
| Iron Mountain Inc | 6.00 | 08/15/2023 | 0.00 |
| Banco Internacional del Peru SAA In | 3.38 | 01/18/2023 | 0.00 |
| AMC Entertainment Holdings Inc | 6.12 | 05/15/2027 | 0.00 |
| AMC Entertainment Holdings Inc | 5.75 | 06/15/2025 | 0.00 |
| Ghana Government International Bond | 7.88 | 02/11/2035 | 0.00 |
| Rutas 2 and 7 Finance Ltd | 0.00 | 09/30/2036 | 0.00 |
| Bausch Health Cos Inc | 5.50 | 11/01/2025 | 0.00 |
| Adient Global Holdings Ltd | 4.88 | 08/15/2026 | 0.00 |
| Fannie Mae Pool | 4.20 | 05/01/2035 | 0.00 |
| Koppers Inc 144A | 6.00 | 02/15/2025 | 0.00 |
| United Rentals North America Inc | 5.50 | 07/15/2025 | 0.00 |
| Hilcorp Energy I LP / Hilcorp Finan | 6.25 | 11/01/2028 | 0.00 |
| EnLink Midstream Partners LP | 5.60 | 04/01/2044 | 0.00 |
| AMN Healthcare Inc 144A | 5.12 | 10/01/2024 | 0.00 |
| HCA Inc | 5.38 | 02/01/2025 | 0.00 |
| Apple Inc | 06/18/2021 | 0.00 | |
| Tenneco Inc | 5.00 | 07/15/2026 | 0.00 |
| Station Casinos LLC | 4.50 | 02/15/2028 | 0.00 |
| Spectrum Brands Inc | 5.00 | 10/01/2029 | 0.00 |
| 0.00 | |||
| Lam Research Corp | 3.75 | 03/15/2026 | 0.00 |
| Molina Healthcare Inc 144A | 4.88 | 06/15/2025 | 0.00 |
| AmWINS Group Inc | 7.75 | 07/01/2026 | 0.00 |
| Camelot Finance SA | 4.50 | 11/01/2026 | 0.00 |
| AmeriGas Partners LP / AmeriGas Fin | 5.62 | 05/20/2024 | 0.00 |
| TransDigm Inc | 6.50 | 07/15/2024 | 0.00 |
| EnerSys | 4.38 | 12/15/2027 | 0.00 |
| Petrobras Global Finance BV | 5.09 | 01/15/2030 | 0.00 |
| Boyd Gaming Corp | 6.00 | 08/15/2026 | 0.00 |
| Lithia Motors Inc | 4.62 | 12/15/2027 | 0.00 |
| Ginnie Mae I Pool | 6.56 | 01/15/2027 | 0.00 |
| Ascent Resources Utica Holdings LLC | 10.00 | 04/01/2022 | 0.00 |
| Provident Home Equity Loan Trust 20 | 2.17 | 08/25/2031 | 0.00 |
| Aramark Services Inc 144A | 5.00 | 04/01/2025 | 0.00 |
| Bear Stearns ARM Trust 2003-6 | 4.03 | 08/25/2033 | 0.00 |
| MGM Resorts International | 7.75 | 03/15/2022 | 0.00 |
| Antero Resources Corp | 5.62 | 06/01/2023 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 09/01/2036 | 0.00 |
| Quatrim SASU | 5.88 | 01/15/2024 | 0.00 |
| Serbia International Bond | 1.50 | 06/26/2029 | 0.00 |
| VICI Properties LP / VICI Note Co I | 4.12 | 08/15/2030 | 0.00 |
| VICI Properties LP / VICI Note Co I | 3.75 | 02/15/2027 | 0.00 |
| Saudi Government International Bond | 0.75 | 07/09/2027 | 0.00 |
| Taylor Morrison Communities Inc / T | 5.88 | 04/15/2023 | 0.00 |
| Chile Government International Bond | 0.83 | 07/02/2031 | 0.00 |
| Saudi Government International Bond | 2.00 | 07/09/2039 | 0.00 |
| Mexico Government International Bon | 2.88 | 04/08/2039 | 0.00 |
| Latam Finance Ltd | 7.00 | 03/01/2026 | 0.00 |
| VICI Properties LP / VICI Note Co I | 3.50 | 02/15/2025 | 0.00 |
| Williams Cos Inc/The | 7.88 | 09/01/2021 | 0.00 |
| Energy Transfer Operating LP | 6.25 | 12/31/2099 | 0.00 |
| Argentine Republic Government Inter | 6.88 | 04/22/2021 | 0.00 |
| Cincinnati Bell Inc 144A | 7.00 | 07/15/2024 | 0.00 |
| Ensign Drilling Inc | 9.25 | 04/15/2024 | 0.00 |
| Iceland Bondco PLC | 4.62 | 03/15/2025 | 0.00 |
| Vedanta Resources Ltd 144A | 6.38 | 07/30/2022 | 0.00 |
| Spirit AeroSystems Inc | 4.60 | 06/15/2028 | 0.00 |
| Petroleos Mexicanos | 5.95 | 01/28/2031 | 0.00 |
| Trinidad Petroleum Holdings Ltd | 9.75 | 06/15/2026 | 0.00 |
| AECOM | 5.12 | 03/15/2027 | 0.00 |
| Holly Energy Partners LP / Holly En | 5.00 | 02/01/2028 | 0.00 |
| PQ Corp 144A | 6.75 | 11/15/2022 | 0.00 |
| Mercer International Inc | 6.50 | 02/01/2024 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2034 | 0.00 |
| Freddie Mac Non Gold Pool | 4.75 | 05/01/2037 | 0.00 |
| Peruvian Government International B | 2.84 | 06/20/2030 | 0.00 |
| Ecopetrol SA | 5.88 | 05/28/2045 | 0.00 |
| Trinseo Materials Operating SCA / T | 5.38 | 09/01/2025 | 0.00 |
| Puma International Financing SA | 5.00 | 01/24/2026 | 0.00 |
| Scientific Games International Inc | 8.25 | 03/15/2026 | 0.00 |
| Precision Drilling Corp | 5.25 | 11/15/2024 | 0.00 |
| Berry Global Inc | 5.50 | 05/15/2022 | 0.00 |
| CCO Holdings LLC / CCO Holdings Cap | 4.50 | 08/15/2030 | 0.00 |
| Bioceanico Sovereign Certificate Lt | 0.00 | 06/05/2034 | 0.00 |
| Meritage Homes Corp | 6.00 | 06/01/2025 | 0.00 |
| OI European Group BV | 4.00 | 03/15/2023 | 0.00 |
| Mercer International Inc | 5.50 | 01/15/2026 | 0.00 |
| Fannie Mae Pool | 7.50 | 08/01/2037 | 0.00 |
| Telecom Argentina SA | 8.00 | 07/18/2026 | 0.00 |
| Gulfport Energy Corp | 6.62 | 05/01/2023 | 0.00 |
| Lithia Motors Inc | 5.25 | 08/01/2025 | 0.00 |
| Dun & Bradstreet Corp/The | 10.25 | 02/15/2027 | 0.00 |
| EQT Corp | 3.90 | 10/01/2027 | 0.00 |
| Nationstar Mortgage Holdings Inc | 6.00 | 01/15/2027 | 0.00 |
| Amazon.com Inc | 06/18/2021 | 0.00 | |
| Petroleos Mexicanos | 6.50 | 01/23/2029 | 0.00 |
| XPO Logistics Inc 144A | 6.50 | 06/15/2022 | 0.00 |
| Freddie Mac Non Gold Pool | 4.01 | 12/01/2036 | 0.00 |
| Digicel Group One Ltd | 8.25 | 12/30/2022 | 0.00 |
| EQT Corp | 7.00 | 02/01/2030 | 0.00 |
| Fannie Mae Pool | 8.00 | 04/01/2033 | 0.00 |
| Fannie Mae Pool | 8.50 | 10/01/2032 | 0.00 |
| Acadia Healthcare Co Inc | 6.50 | 03/01/2024 | 0.00 |
| Asbury Automotive Group Inc | 4.75 | 03/01/2030 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2035 | 0.00 |
| Fannie Mae Pool | 3.68 | 01/01/2037 | 0.00 |
| Targa Resources Partners LP / Targa | 5.50 | 03/01/2030 | 0.00 |
| Aircastle Ltd | 7.62 | 04/15/2020 | 0.00 |
| Global Atlantic Fin Co 144A | 8.62 | 04/15/2021 | 0.00 |
| Ginnie Mae I Pool | 5.00 | 08/15/2035 | 0.00 |
| Team Health Holdings Inc 144A | 6.38 | 02/01/2025 | 0.00 |
| Gran Tierra Energy Inc | 7.75 | 05/23/2027 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2034 | 0.00 |
| Ecuador Social Bond Sarl | 0.00 | 01/30/2035 | 0.00 |
| First Horizon Alternative Mortgage | 5.00 | 11/25/2020 | 0.00 |
| Callon Petroleum Co | 6.12 | 10/01/2024 | 0.00 |
| Microsoft Corp | 03/19/2021 | 0.00 | |
| DPL Inc | 4.35 | 04/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.00 |
| Transocean Inc | 8.00 | 02/01/2027 | 0.00 |
| Lehman Brothers Holdings Inc | 5.62 | 12/31/2049 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2040 | 0.00 |
| Reynolds Group Issuer Inc / Reynold | 5.12 | 07/15/2023 | 0.00 |
| Fannie Mae Pool | 7.00 | 02/01/2033 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | ||
| Lennar Corp | 8.38 | 01/15/2021 | 0.00 |
| Petroleos Mexicanos | 6.49 | 01/23/2027 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.00 |
| Envision Healthcare Corp | 8.75 | 10/15/2026 | 0.00 |
| UnitedHealth Group Inc | 01/15/2021 | 0.00 | |
| Teleflex Inc | 4.88 | 06/01/2026 | 0.00 |
| Fannie Mae Pool | 3.82 | 03/01/2038 | 0.00 |
| Fannie Mae Pool | 7.50 | 08/01/2030 | 0.00 |
| Telecom Italia Capital SA | 6.38 | 11/15/2033 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2033 | 0.00 |
| Cincinnati Bell Inc | 8.00 | 10/15/2025 | 0.00 |
| Hillman Group Inc/The 144A | 6.38 | 07/15/2022 | 0.00 |
| Hanesbrands Inc 144A | 4.62 | 05/15/2024 | 0.00 |
| Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.00 |
| QEP Resources Inc | 5.25 | 05/01/2023 | 0.00 |
| Specialty Underwriting & Residentia | 2.17 | 05/25/2035 | 0.00 |
| Berry Global Inc | 6.00 | 10/15/2022 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 01/01/2034 | 0.00 |
| Petroleos Mexicanos | 6.84 | 01/23/2030 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2032 | 0.00 |
| Beazer Homes USA Inc | 5.88 | 10/15/2027 | 0.00 |
| Whiting Petroleum Corp Conv Bnd | 1.25 | 04/01/2020 | 0.00 |
| Petroleos Mexicanos | 7.69 | 01/23/2050 | 0.00 |
| Digicel Group Two Ltd | 8.25 | 09/30/2022 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2040 | 0.00 |
| Ashland LLC | 4.75 | 08/15/2022 | 0.00 |
| HarborView Mortgage Loan Trust 2005 | 1.22 | 06/20/2035 | 0.00 |
| Health Care Select Sector SPDR Fund | 01/15/2021 | 0.00 | |
| Ginnie Mae II Pool | 4.00 | 01/20/2025 | 0.00 |
| Callon Petroleum Co | 6.38 | 07/01/2026 | 0.00 |
| PulteGroup Inc | 6.38 | 05/15/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2033 | 0.00 |
| Consumer Discretionary Select Secto | 01/15/2021 | 0.00 | |
| Freddie Mac Non Gold Pool | 4.09 | 02/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 02/15/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2039 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 09/15/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2030 | 0.00 |
| Frontier Communications Corp | 10.50 | 09/15/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2035 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Whiting Petroleum Corp | 6.25 | 04/01/2023 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 06/15/2026 | 0.00 |
| Ginnie Mae II Pool | 3.88 | 05/20/2025 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 9.50 | 04/01/2030 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2029 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 09/15/2024 | 0.00 |
| Ginnie Mae II Pool | 3.88 | 06/20/2025 | 0.00 |
| Ginnie Mae I Pool | 5.00 | 07/15/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 06/15/2023 | 0.00 |
| Ginnie Mae I Pool | 8.50 | 02/15/2025 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 06/01/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 05/15/2031 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 02/15/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2034 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 11/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 05/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2031 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 07/15/2032 | 0.00 |
| Westrock Co | 0.00 | ||
| QUALCOMM Inc | 01/15/2021 | 0.00 | |
| Freddie Mac Gold Pool | 7.00 | 03/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 01/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 05/15/2032 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 05/15/2032 | 0.00 |
| Fannie Mae REMICS | 7.00 | 05/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 04/01/2032 | 0.00 |
| Fannie Mae REMICS | 6.00 | 07/25/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2031 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
| Fannie Mae Pool | 7.50 | 04/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2028 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | ||
| Ginnie Mae I Pool | 8.00 | 08/15/2025 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 05/01/2028 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2024 | 0.00 |
| Fannie Mae Pool | 7.50 | 03/01/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 03/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 7.50 | 05/01/2032 | 0.00 |
| Ingevity Corp | 0.00 | ||
| Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 03/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 05/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 03/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2031 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2030 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 06/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 05/01/2031 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2037 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 02/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2021 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | ||
| EXIDE CORP C.B. ESCROW | 0.00 | ||
| SM Energy Co | 6.12 | 11/15/2022 | 0.00 |
| OFFSHORE GROUP INVESTMENT LTD/VANTA | 0.00 | 12/31/2049 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | -0.00 | |
| QUALCOMM Inc | 01/15/2021 | -0.00 | |
| UnitedHealth Group Inc | 01/15/2021 | -0.00 | |
| Health Care Select Sector SPDR Fund | 01/15/2021 | -0.00 | |
| January 21 Calls on SPXSPX US 01/15 | 01/15/2021 | -0.00 | |
| June 21 Calls on SPXSPX US 06/18/21 | 06/18/2021 | -0.01 | |
| CASH & EQUIVALENTS | 0.00 | -0.32 |
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