Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Nov 30, 2020 → Feb 28, 2021
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY NOTE 0.125% 05-31-22 | 0 | 9,200,000 | 9,200,000 | 0.98% | $9.20M |
| US TREASURY NOTE 0.125% 01-31-23 | 0 | 9,100,000 | 9,100,000 | 0.97% | $9.10M |
| Uniform Mortgage-Backed Security, TBA | 0 | 8,000,000 | 8,000,000 | 0.86% | $8.05M |
| United States Treasury Note/Bond | 0 | 7,750,000 | 7,750,000 | 0.82% | $7.71M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,000,000 | 6,000,000 | 0.66% | $6.20M |
| FR SD8134 | 0 | 5,500,000 | 5,500,000 | 0.59% | $5.54M |
| US TREASURY N/B | 0 | 4,600,000 | 4,600,000 | 0.48% | $4.51M |
| US TREASURY N/B | 0 | 3,460,000 | 3,460,000 | 0.37% | $3.50M |
| INDONESIA (REP) | 0 | 2,700,000 | 2,700,000 | 0.27% | $2.56M |
| CCL 5.75 03/01/27 144A | 0 | 1,965,000 | 1,965,000 | 0.21% | $1.99M |
| SR SECURED 144A 02/26 7.5 | 0 | 1,925,000 | 1,925,000 | 0.21% | $1.99M |
| CALPINE CORP SR SECURED 144A 03/31 3.75 | 0 | 1,945,000 | 1,945,000 | 0.20% | $1.88M |
| DVA 4.625 06/01/30 144A | 0 | 1,791,000 | 1,791,000 | 0.19% | $1.82M |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A | 0 | 1,650,000 | 1,650,000 | 0.18% | $1.66M |
| POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5 | 0 | 1,655,000 | 1,655,000 | 0.18% | $1.65M |
| TRINET GROUP INC REGD 144A P/P 3.50000000 | 0 | 1,655,000 | 1,655,000 | 0.18% | $1.64M |
| CALIFORNIA RESOURCES CRP REGD 144A P/P 7.12500000 | 0 | 1,625,000 | 1,625,000 | 0.17% | $1.63M |
| COMMERCIAL METALS CO REGD 3.87500000 | 0 | 1,627,000 | 1,627,000 | 0.17% | $1.63M |
| MPH Acquisition Holdings LLC | 0 | 1,635,000 | 1,635,000 | 0.17% | $1.62M |
| CHS/Community Health Systems Inc | 0 | 1,525,000 | 1,525,000 | 0.17% | $1.61M |
| CSWHOL 5 12/15/28 144A | 0 | 1,620,000 | 1,620,000 | 0.17% | $1.59M |
| H&E EQUIPMENT SERVICES INC 144A 3.875000% 12/15/2028 | 0 | 1,625,000 | 1,625,000 | 0.17% | $1.56M |
| Fannie Mae Pool | 0 | 1,467,077 | 1,467,077 | 0.16% | $1.53M |
| Indigo Natural Resources LLC | 0 | 1,494,000 | 1,494,000 | 0.16% | $1.49M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,500,000 | 1,500,000 | 0.16% | $1.47M |
| HILCRP 6 02/01/31 144A | 0 | 1,437,000 | 1,437,000 | 0.16% | $1.46M |
| EPC 4 1/8 04/01/29 | 0 | 1,425,000 | 1,425,000 | 0.15% | $1.42M |
| MPEL 5 3/8 12/04/29 | 0 | 1,334,000 | 1,334,000 | 0.15% | $1.41M |
| FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A | 0 | 1,319,000 | 1,319,000 | 0.15% | $1.38M |
| Genting New York LLC / GENNY Capital Inc | 0 | 1,363,000 | 1,363,000 | 0.15% | $1.37M |
| KW 4 3/4 03/01/29 | 0 | 1,299,000 | 1,299,000 | 0.14% | $1.34M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,300,000 | 1,300,000 | 0.14% | $1.31M |
| Presidencia da Republica | 0 | 1,300,000 | 1,300,000 | 0.14% | $1.29M |
| Bahrain Government International Bond | 0 | 1,300,000 | 1,300,000 | 0.14% | $1.29M |
| LYV 4.75 10/15/27 144A | 0 | 1,266,000 | 1,266,000 | 0.14% | $1.28M |
| Republic of Angola | 0 | 1,200,000 | 1,200,000 | 0.14% | $1.27M |
| Turkiye Cumhuriyeti Basbakanlik | 0 | 1,250,000 | 1,250,000 | 0.13% | $1.24M |
| REP OF NIGERIA | 0 | 1,080,000 | 1,080,000 | 0.13% | $1.23M |
| KRAFT HEINZ FOOD | 0 | 1,055,000 | 1,055,000 | 0.13% | $1.23M |
| Bahrain Government International Bond | 0 | 1,200,000 | 1,200,000 | 0.13% | $1.18M |
| Presidencia da Republica | 0 | 1,250,000 | 1,250,000 | 0.13% | $1.17M |
| Republic of Cameroon International Bond | 0 | 1,080,000 | 1,080,000 | 0.12% | $1.17M |
| Federative Republic of Brazil | 0 | 1,100,000 | 1,100,000 | 0.12% | $1.16M |
| GENESIS ENERGY LP SR UNSEC 8.0% 01-15-27 | 0 | 1,140,000 | 1,140,000 | 0.12% | $1.15M |
| Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd | 0 | 1,091,081 | 1,091,081 | 0.12% | $1.15M |
| RACKSPACE TECHNOLOGY SR SECURED 144A 02/28 3.5 | 0 | 1,140,000 | 1,140,000 | 0.12% | $1.12M |
| SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625 | 0 | 1,086,000 | 1,086,000 | 0.12% | $1.10M |
| SERVICE PROPS. TRU 4.375% | 0 | 1,164,000 | 1,164,000 | 0.12% | $1.08M |
| AR 7.625 02/01/29 144A | 0 | 1,002,000 | 1,002,000 | 0.11% | $1.07M |
| G2 MA7052 | 0 | 994,129 | 994,129 | 0.11% | $1.03M |
| Fannie Mae Pool | 0 | 966,401 | 966,401 | 0.11% | $1.00M |
| Range Resources Corporation 8.250%, Due 01/15/2029 | 0 | 903,000 | 903,000 | 0.10% | $970.45K |
| APACHE CORP | 0 | 969,000 | 969,000 | 0.10% | $947.21K |
| HUDBAY MINERALS INC REGD 144A P/P 4.50000000 | 0 | 905,000 | 905,000 | 0.10% | $917.47K |
| Athene Global Funding | 0 | 760,000 | 760,000 | 0.10% | $900.75K |
| OCCIDENTAL PETE | 0 | 780,000 | 780,000 | 0.09% | $864.82K |
| CLEVELAND-CLIFFS INC REGD 144A P/P 4.62500000 | 0 | 839,000 | 839,000 | 0.09% | $821.38K |
| CYH 6.875 04/15/29 144A | 0 | 794,000 | 794,000 | 0.09% | $815.84K |
| HILCRP 5.75 02/01/29 144A | 0 | 702,000 | 702,000 | 0.08% | $716.04K |
| ROYAL BANK OF SCOTLAND GROUP PLC | 0 | 550,000 | 550,000 | 0.07% | $699.93K |
| GE Capital European Funding Unlimited Co | 0 | 340,000 | 340,000 | 0.07% | $641.98K |
| CaixaBank SA | 0 | 500,000 | 500,000 | 0.07% | $624.39K |
| CSTM 3.75 04/15/29 144A | 0 | 628,000 | 628,000 | 0.07% | $623.42K |
| Scentre Group Trust 1/Scentre Group Trust 2 | 0 | 480,000 | 480,000 | 0.07% | $609.62K |
| FCE Bank plc | 0 | 500,000 | 500,000 | 0.06% | $604.29K |
| BNP Paribas SA | 0 | 500,000 | 500,000 | 0.06% | $600.01K |
| LIBMUT 4.3 02/01/61 144A | 0 | 654,000 | 654,000 | 0.06% | $598.27K |
| Fortum Oyj | 0 | 465,000 | 465,000 | 0.06% | $597.52K |
| U.S. Treasury Notes/Bonds | 0 | 600,000 | 600,000 | 0.06% | $597.33K |
| Credit Agricole SA | 0 | 500,000 | 500,000 | 0.06% | $591.10K |
| Yunda Holding Investment Ltd | 0 | 580,000 | 580,000 | 0.06% | $573.91K |
| TTM TECHS. INC 4.00% | 0 | 562,000 | 562,000 | 0.06% | $567.79K |
| BNP PARIBAS | 0 | 567,000 | 567,000 | 0.06% | $560.07K |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27 | 0 | 530,000 | 530,000 | 0.06% | $555.52K |
| Stryker Corp | 0 | 450,000 | 450,000 | 0.06% | $553.52K |
| Credit Suisse Group AG | 0 | 400,000 | 400,000 | 0.06% | $539.98K |
| Periama Holdings LLC/DE | 0 | 500,000 | 500,000 | 0.06% | $530.25K |
| E.ON INTL FIN BV | 0 | 275,000 | 275,000 | 0.06% | $523.31K |
| Goldman Sachs Group Inc/The | 0 | 390,000 | 390,000 | 0.05% | $502.91K |
| NCL CORPORATION LTD REGD 144A P/P 5.87500000 | 0 | 500,000 | 500,000 | 0.05% | $502.66K |
| URW SE | 0 | 400,000 | 400,000 | 0.05% | $496.96K |
| Galaxy Pipeline Assets Bidco Ltd. | 0 | 500,000 | 500,000 | 0.05% | $491.13K |
| Deutsche Bank AG | 0 | 400,000 | 400,000 | 0.05% | $490.10K |
| DELTA AIR LINES INC SR UNSECURED 04/28 4.375 | 0 | 447,000 | 447,000 | 0.05% | $462.15K |
| UBS Group AG | 0 | 380,000 | 380,000 | 0.05% | $452.20K |
| COVESTRO AG | 0 | 350,000 | 350,000 | 0.05% | $449.09K |
| EXPEDIA GROUP INC /EUR/ REGD 2.50000000 | 0 | 360,000 | 360,000 | 0.05% | $442.99K |
| AEGON NV | 0 | 335,000 | 335,000 | 0.05% | $438.22K |
| BANK LOAN NOTE | 0 | 412,830 | 412,830 | 0.04% | $413.35K |
| BANK OF AMERICA CORP EUR REG S SR UNSEC 3.648% 03-31-29/28 | 0 | 275,000 | 275,000 | 0.04% | $403.21K |
| ELECTRICITE DE FRANCE SA | 0 | 200,000 | 200,000 | 0.04% | $401.65K |
| ACEA SPA 1.5% 06/08/2027 REGS | 0 | 310,000 | 310,000 | 0.04% | $400.89K |
| BOOKING HOLDINGS INC /EUR/ REGD 1.80000000 | 0 | 300,000 | 300,000 | 0.04% | $392.28K |
| MARRIOTT INTL | 0 | 343,000 | 343,000 | 0.04% | $388.63K |
| Iridium Satellite LLC 2021 Term Loan B | 0 | 381,518 | 381,518 | 0.04% | $383.22K |
| GEORGIA POWER | 0 | 379,000 | 379,000 | 0.04% | $379.98K |
| Dell Bank International DAC | 0 | 300,000 | 300,000 | 0.04% | $376.15K |
| JOHN DEERE CAP | 0 | 382,000 | 382,000 | 0.04% | $375.18K |
| BP CAPITAL PLC | 0 | 300,000 | 300,000 | 0.04% | $371.75K |
| ALBEMARLE NEW HOLDING GMBH | 0 | 290,000 | 290,000 | 0.04% | $370.28K |
| Banco de Sabadell SA | 0 | 300,000 | 300,000 | 0.04% | $369.29K |
| CAR 5 3/8 03/01/29 | 0 | 359,000 | 359,000 | 0.04% | $367.11K |
| American Tower Corp | 0 | 290,000 | 290,000 | 0.04% | $364.64K |
| Verizon Communications Inc | 0 | 290,000 | 290,000 | 0.04% | $361.79K |
| JPMorgan Chase & Co | 0 | 275,000 | 275,000 | 0.04% | $356.78K |
| TERM LOAN | 0 | 354,197 | 354,197 | 0.04% | $356.68K |
| Bayer AG | 0 | 280,000 | 280,000 | 0.04% | $356.08K |
| TOTALENERGIES SE EUR PRP REG S SUB (H) (B) 1.75% 12-31-79/04-04-24 | 0 | 290,000 | 290,000 | 0.04% | $356.02K |
| Apple, Inc. | 0 | 270,000 | 270,000 | 0.04% | $355.81K |
| DIGITAL DUTCH FINCO BV 0.625000% 07/15/2025 | 0 | 290,000 | 290,000 | 0.04% | $355.75K |
| RCI Banque SA | 0 | 275,000 | 275,000 | 0.04% | $350.09K |
| NTT Finance Corp | 0 | 290,000 | 290,000 | 0.04% | $348.54K |
| DELTA AIR LINES | 0 | 340,000 | 340,000 | 0.04% | $337.42K |
| MEG Energy Corp 5.88 02/01/2029 | 0 | 325,000 | 325,000 | 0.04% | $329.97K |
| Prime Security Services Borrower, LLC, Term Loan | 0 | 327,215 | 327,215 | 0.03% | $327.34K |
| Public Storage Operating Co. | 0 | 270,000 | 270,000 | 0.03% | $325.97K |
| Discovery Communications LLC | 0 | 250,000 | 250,000 | 0.03% | $322.69K |
| Credit Agricole SA | 0 | 336,000 | 336,000 | 0.03% | $316.23K |
| Connect Finco Sarl 2021 Term Loan B | 0 | 305,690 | 305,690 | 0.03% | $306.67K |
| SERVICE PROPERTIES TRUST 5.25% 02/15/2026 | 0 | 302,000 | 302,000 | 0.03% | $305.78K |
| BANK LOAN NOTE | 0 | 303,025 | 303,025 | 0.03% | $303.03K |
| Alimentation Couche-Tard, Inc. | 0 | 230,000 | 230,000 | 0.03% | $295.07K |
| SERVICE PROPS. TRUS 4.75% | 0 | 297,000 | 297,000 | 0.03% | $292.54K |
| T/L SOTHEBY'S REGD 0.00000000 | 0 | 287,430 | 287,430 | 0.03% | $290.42K |
| MET LIFE GLOB | 0 | 215,000 | 215,000 | 0.03% | $287.94K |
| OHNAT 5.55 01/24/30 | 0 | 268,000 | 268,000 | 0.03% | $285.91K |
| CARRIER GLOBAL | 0 | 275,000 | 275,000 | 0.03% | $282.58K |
| Athene Global Funding | 0 | 200,000 | 200,000 | 0.03% | $278.68K |
| LYV 3.75 01/15/28 144A | 0 | 275,000 | 275,000 | 0.03% | $275.60K |
| CLEVELAND-CLIFFS INC REGD 144A P/P 4.87500000 | 0 | 258,000 | 258,000 | 0.03% | $252.61K |
| Holcim US Finance (Luxembourg) S.A. | 0 | 215,000 | 215,000 | 0.03% | $252.34K |
| US TREASURY N/B | 0 | 307,000 | 307,000 | 0.03% | $251.93K |
| Volkswagen International Finance NV | 0 | 200,000 | 200,000 | 0.03% | $251.56K |
| NATIONAL BANK OF CANADA MTN 0.550000% 11/15/2024 | 0 | 250,000 | 250,000 | 0.03% | $250.25K |
| DEUTSCHE BANK AG MTN 1.750000% 11/19/2030 | 0 | 200,000 | 200,000 | 0.03% | $250.20K |
| BAYER AG 1.375% 07/06/2032 REGS | 0 | 200,000 | 200,000 | 0.03% | $247.85K |
| Expedia Group Inc | 0 | 249,000 | 249,000 | 0.03% | $244.82K |
| CHEVRON USA INC | 0 | 182,000 | 182,000 | 0.03% | $243.18K |
| NATL GAS TRANSM | 0 | 185,000 | 185,000 | 0.03% | $239.84K |
| CHARTER NEX US, INC. | 0 | 233,666 | 233,666 | 0.03% | $235.42K |
| SYSCO CORP | 0 | 198,000 | 198,000 | 0.02% | $224.83K |
| VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625 | 0 | 223,000 | 223,000 | 0.02% | $224.45K |
| Catalent Pharma Solutions Inc | 0 | 223,000 | 223,000 | 0.02% | $220.32K |
| HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26 | 0 | 215,000 | 215,000 | 0.02% | $211.39K |
| BP CAP MKTS AMER | 0 | 221,000 | 221,000 | 0.02% | $207.71K |
| Principal Life Global Funding II | 0 | 207,000 | 207,000 | 0.02% | $206.89K |
| Societe Generale SA | 0 | 210,000 | 210,000 | 0.02% | $206.54K |
| GFL Environmental Inc. 2020 Term Loan | 0 | 203,827 | 203,827 | 0.02% | $204.70K |
| NTT FINANCE | 0 | 204,000 | 204,000 | 0.02% | $202.62K |
| SYSCO CORP | 0 | 177,000 | 177,000 | 0.02% | $201.04K |
| FORD MOTOR CRED | 0 | 203,000 | 203,000 | 0.02% | $200.97K |
| SVELEV 1.8 02/10/31 144A | 0 | 205,000 | 205,000 | 0.02% | $195.97K |
| HUNT INGALLS IND | 0 | 170,000 | 170,000 | 0.02% | $194.20K |
| CAN IMPERIAL BK | 0 | 193,000 | 193,000 | 0.02% | $193.07K |
| INTERPUBLIC GRP | 0 | 182,000 | 182,000 | 0.02% | $183.13K |
| CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/15/2051 144A | 0 | 200,000 | 200,000 | 0.02% | $179.36K |
| SVC 4.95 10/01/29 | 0 | 185,000 | 185,000 | 0.02% | $178.52K |
| CANHEA TL 1L USD | 0 | 174,237 | 174,237 | 0.02% | $174.29K |
| JOHN DEERE CAP | 0 | 160,000 | 160,000 | 0.02% | $172.18K |
| NATIONAL HEALTH | 0 | 169,000 | 169,000 | 0.02% | $163.13K |
| Zaxby's Operating Company LLC 1st Lien Term Loan | 0 | 156,274 | 156,274 | 0.02% | $157.12K |
| MASCO CORP | 0 | 156,000 | 156,000 | 0.02% | $152.17K |
| TMH 6.375 02/01/25 144A | 0 | 168,000 | 168,000 | 0.02% | $151.30K |
| ENERGY TRANSFER | 0 | 138,000 | 138,000 | 0.02% | $147.25K |
| SCRIPPS ESCROW SSP 5 3/8 01/15/31 | 0 | 144,000 | 144,000 | 0.02% | $146.34K |
| US LBM TERM | 0 | 138,324 | 138,324 | 0.01% | $138.60K |
| CHEVRON USA INC 4.2% 10/15/2049 | 0 | 116,000 | 116,000 | 0.01% | $135.29K |
| COLORADO INT GAS CO/ISS COMPANY GUAR 144A 08/26 4.15 | 0 | 118,000 | 118,000 | 0.01% | $132.10K |
| SPIRIT REALTY LP | 0 | 131,000 | 131,000 | 0.01% | $129.12K |
| HALLIBURTON CO | 0 | 114,000 | 114,000 | 0.01% | $126.03K |
| NATIONAL FUEL GA | 0 | 127,000 | 127,000 | 0.01% | $125.11K |
| Asurion LLC 2020 Term Loan B8 | 0 | 124,672 | 124,672 | 0.01% | $124.24K |
| SOUTHERN CAL ED | 0 | 135,000 | 135,000 | 0.01% | $122.12K |
| ONEOK INC | 0 | 83,000 | 83,000 | 0.01% | $104.32K |
| GATX CORP | 0 | 77,000 | 77,000 | 0.01% | $72.49K |
| CHARTER COMM OPT | 0 | 75,000 | 75,000 | 0.01% | $72.11K |
| CANO HEALTH LLC DELAYED DRAW TERM LOAN | 0 | 63,524 | 63,524 | 0.01% | $63.54K |
| ALEXANDRIA REAL | 0 | 62,000 | 62,000 | 0.01% | $59.99K |
| UKG INC TL-B 1ST LIEN (L+325) (FLR 0.75) 4.0% 05-04-26 | 0 | 55,609 | 55,609 | 0.01% | $55.89K |
| KENNAMETAL INC | 0 | 48,000 | 48,000 | 0.01% | $47.91K |
| T/L LBM ACQUISITION LLC REGD 0.00000000 | 0 | 30,739 | 30,739 | 0.00% | $30.80K |
| HI CRUSH INC. | 0 | 37,863 | 37,863 | 0.00% | $6.44K |
| HELLA S II DEFAULTED. | 0 | 560,000 | 560,000 | 0.00% | $0 |
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.15M |
| Republic of Costa Rica | 3,750,000 | 0 | -3,750,000 | 0.00% | -$3.31M |
| Hilcorp Energy I LP / Hilcorp Finance Co | 3,353,000 | 0 | -3,353,000 | 0.00% | -$3.27M |
| JACKSON PARK TRUST 2019-LIC JAX 2019-LIC A | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.63M |
| SPRINT LLC SR UNSEC 7.625% 03-01-26 | 1,954,000 | 0 | -1,954,000 | 0.00% | -$2.43M |
| Golden Nugget Inc | 2,325,000 | 0 | -2,325,000 | 0.00% | -$2.27M |
| Republic of Indonesia | 1,350,000 | 0 | -1,350,000 | 0.00% | -$2.14M |
| ROMANIA REPUBLIC OF 3% 02/14/2031 144A | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.14M |
| CENOVUS ENERGY | 2,004,000 | 0 | -2,004,000 | 0.00% | -$2.14M |
| Uniform Mortgage-Backed Security, TBA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.10M |
| REPUBLIC OF BELARUS REG S 6.875% 02-28-23 | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.95M |
| GM FINANCIAL SR UNSEC 0.2% 09-02-22 | 1,575,000 | 0 | -1,575,000 | 0.00% | -$1.88M |
| URUGUAY | 1,360,000 | 0 | -1,360,000 | 0.00% | -$1.85M |
| VOLKSWAGEN INTL FINANCE NV 3.75% PERP | 1,535,000 | 0 | -1,535,000 | 0.00% | -$1.85M |
| REPUBLIC OF EL SALVADOR SR UNSECURED 144A 07/52 9.5 | 1,930,000 | 0 | -1,930,000 | 0.00% | -$1.83M |
| Presidio Holdings Inc | 1,535,000 | 0 | -1,535,000 | 0.00% | -$1.67M |
| Lamb Weston Holdings, Inc. | 1,565,000 | 0 | -1,565,000 | 0.00% | -$1.63M |
| Dell International LLC | 1,565,000 | 0 | -1,565,000 | 0.00% | -$1.62M |
| Republic of Belarus International Bond | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.61M |
| ENERSYS | 1,513,000 | 0 | -1,513,000 | 0.00% | -$1.58M |
| H&E EQUIPMENT SERVICES REGD SER WI 5.62500000 | 1,508,000 | 0 | -1,508,000 | 0.00% | -$1.58M |
| FIRST QUANTUM 144A LIFE SR UNSEC 7.25% 04-01-23 | 1,542,000 | 0 | -1,542,000 | 0.00% | -$1.58M |
| CARE CAPITAL | 1,428,000 | 0 | -1,428,000 | 0.00% | -$1.58M |
| Garda World Security Corp | 1,383,000 | 0 | -1,383,000 | 0.00% | -$1.54M |
| HCA INC | 1,375,000 | 0 | -1,375,000 | 0.00% | -$1.54M |
| ATHENE GLOBAL FU | 1,215,000 | 0 | -1,215,000 | 0.00% | -$1.49M |
| US TREASURY N/B | 1,595,700 | 0 | -1,595,700 | 0.00% | -$1.47M |
| Republic of El Salvador | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.40M |
| REPUBLIC OF BELARUS SR UNSECURED 144A 02/31 6.378 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| PANAMA | 1,380,000 | 0 | -1,380,000 | 0.00% | -$1.40M |
| COGENT COMMUNICATIONS GR REGD P/P 5.37500000 | 1,359,000 | 0 | -1,359,000 | 0.00% | -$1.39M |
| REPUBLIC OF PERU | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.39M |
| BNP Paribas SA | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.32M |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc. | 1,271,000 | 0 | -1,271,000 | 0.00% | -$1.32M |
| KRAFT FOODS GROUP INC 144A SR UNSEC 4.875% 10-01-49 | 1,055,000 | 0 | -1,055,000 | 0.00% | -$1.19M |
| ILPT TRUST 2019-SURF 4.145% 02/11/2041 144A | 960,000 | 0 | -960,000 | 0.00% | -$1.09M |
| National CineMedia LLC 5.875% 04/15/2028 | 1,370,000 | 0 | -1,370,000 | 0.00% | -$1.07M |
| G2 MA6709 | 978,590 | 0 | -978,590 | 0.00% | -$1.03M |
| NatWest Markets PLC | 775,000 | 0 | -775,000 | 0.00% | -$1.02M |
| STRYKER CORP EUR SR UNSEC 1.0% 12-03-31 | 825,000 | 0 | -825,000 | 0.00% | -$1.02M |
| Digital Dutch Finco BV | 830,000 | 0 | -830,000 | 0.00% | -$1.02M |
| TURKIYE REP OF | 1,010,000 | 0 | -1,010,000 | 0.00% | -$1.00M |
| SOUTHWESTERN ENERGY SR UNSEC 7.5% 04-01-26 | 960,000 | 0 | -960,000 | 0.00% | -$1.00M |
| ITALY BUONI POLIENNALI DEL TESORO | 525,000 | 0 | -525,000 | 0.00% | -$987.16K |
| ARGID 5.25% Sr Unsecured Nts due 2027 144A | 910,000 | 0 | -910,000 | 0.00% | -$948.99K |
| Commercial Metals Co | 910,000 | 0 | -910,000 | 0.00% | -$946.40K |
| Silgan Holdings, Inc. | 925,000 | 0 | -925,000 | 0.00% | -$945.23K |
| Centrica PLC | 750,000 | 0 | -750,000 | 0.00% | -$899.02K |
| VAR.RT. CORP. BONDS | 855,000 | 0 | -855,000 | 0.00% | -$857.88K |
| NIELSEN 144A LIFE SR UNSEC 5.0% 02-01-25 | 820,000 | 0 | -820,000 | 0.00% | -$843.58K |
| Ministry of Finance of the Russian Federation | 600,000 | 0 | -600,000 | 0.00% | -$814.87K |
| CHILE | 710,000 | 0 | -710,000 | 0.00% | -$808.52K |
| BOISE CASCADE COMPANY REGD 144A P/P 4.87500000 | 726,000 | 0 | -726,000 | 0.00% | -$787.71K |
| UBS AG MTN 4.750000% 02/12/2026 | 650,000 | 0 | -650,000 | 0.00% | -$781.03K |
| Intesa Sanpaolo SpA | 600,000 | 0 | -600,000 | 0.00% | -$774.46K |
| Tempo Acquisition LLC / Tempo Acquisition Finance Corp | 750,000 | 0 | -750,000 | 0.00% | -$768.75K |
| UNICREDIT SPA 2.2%/VAR 07/22/2027 REGS | 600,000 | 0 | -600,000 | 0.00% | -$757.82K |
| Genesis Energy LP / Genesis Energy Finance Corp | 775,000 | 0 | -775,000 | 0.00% | -$751.71K |
| Optus Finance Pty. Ltd. | 595,000 | 0 | -595,000 | 0.00% | -$745.26K |
| Electricite de France SA | 400,000 | 0 | -400,000 | 0.00% | -$721.03K |
| Telefonica Emisiones SA | 400,000 | 0 | -400,000 | 0.00% | -$707.11K |
| SPRINT LLC 7.875000% 09/15/2023 | 600,000 | 0 | -600,000 | 0.00% | -$692.01K |
| Expand Energy Corp | 615,000 | 0 | -615,000 | 0.00% | -$677.27K |
| CENTRICA PLC MTN 4.375000% 03/13/2029 | 400,000 | 0 | -400,000 | 0.00% | -$655.64K |
| Saudi Government International Bonds | 500,000 | 0 | -500,000 | 0.00% | -$636.25K |
| GENERAL ELECTRIC CO /EUR/ REGD 1.87500000 | 500,000 | 0 | -500,000 | 0.00% | -$633.90K |
| CRH FUNDING | 465,000 | 0 | -465,000 | 0.00% | -$622.67K |
| Deutsche Bank AG | 500,000 | 0 | -500,000 | 0.00% | -$621.30K |
| NINE ENERGY SERVICE INC COMPANY GUAR 144A 11/23 8.75 | 1,993,000 | 0 | -1,993,000 | 0.00% | -$608.06K |
| CNOOC FIN 2013 L | 580,000 | 0 | -580,000 | 0.00% | -$605.17K |
| BNP PARIBAS SA 144A 01/31 VAR | 557,000 | 0 | -557,000 | 0.00% | -$604.68K |
| Skandinaviska Enskilda Banken AB | 500,000 | 0 | -500,000 | 0.00% | -$602.89K |
| Air Products and Chemicals Inc | 475,000 | 0 | -475,000 | 0.00% | -$601.18K |
| HEINEKEN NV 1.75% 05/07/2040 REGS | 450,000 | 0 | -450,000 | 0.00% | -$600.06K |
| ANHEUSER BUSCH INBEV SA NV 3.7% 04/02/2040 REGS | 340,000 | 0 | -340,000 | 0.00% | -$566.76K |
| Nielsen Finance LLC | 547,000 | 0 | -547,000 | 0.00% | -$547.00K |
| UNITED KINGDOM G.B. and N.IRELAND 1.5% 07/22/2026 REGS | 375,000 | 0 | -375,000 | 0.00% | -$541.12K |
| JOHN DEERE CAPITAL CORP REGD MTN 2.95000000 | 518,000 | 0 | -518,000 | 0.00% | -$536.64K |
| G1279MM37 BP CAPITAL MAR V/R /PERP//EUR | 410,000 | 0 | -410,000 | 0.00% | -$533.70K |
| BNP PARIBAS SR UNSECURED 144A 01/25 VAR | 476,000 | 0 | -476,000 | 0.00% | -$528.52K |
| GE CAPITAL FUNDING 144A SR UNSEC 4.4% 05-15-30 | 453,000 | 0 | -453,000 | 0.00% | -$521.89K |
| AT&T Inc | 340,000 | 0 | -340,000 | 0.00% | -$510.30K |
| Delta Air Lines Inc / SkyMiles IP Ltd. | 474,958 | 0 | -474,958 | 0.00% | -$501.38K |
| SUNOCO LP FINANCE CORP 144A SR UNSEC 4.5% 05-15-29 | 486,000 | 0 | -486,000 | 0.00% | -$501.20K |
| National Westminster Bank PLC | 430,000 | 0 | -430,000 | 0.00% | -$496.26K |
| Goldman Sachs Group, Inc. (The) | 400,000 | 0 | -400,000 | 0.00% | -$495.95K |
| WESTLAKE CORP 3.375% 06/15/2030 | 451,000 | 0 | -451,000 | 0.00% | -$493.83K |
| Banco Bilbao Vizcaya Argentaria, S.A. | 400,000 | 0 | -400,000 | 0.00% | -$489.67K |
| UK TSY GILT 4.500000% 09/07/2034 | 240,000 | 0 | -240,000 | 0.00% | -$488.40K |
| Kinder Morgan Inc | 400,000 | 0 | -400,000 | 0.00% | -$485.99K |
| Georgia Government International Bond | 477,000 | 0 | -477,000 | 0.00% | -$483.22K |
| HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.75000000 | 468,000 | 0 | -468,000 | 0.00% | -$478.53K |
| GEORGIA PACIFIC LLC SR UNSECURED 144A 07/23 3.734 | 443,000 | 0 | -443,000 | 0.00% | -$476.83K |
| T-Mobile USA Inc | 463,000 | 0 | -463,000 | 0.00% | -$469.74K |
| Verizon Communications Inc | 325,000 | 0 | -325,000 | 0.00% | -$441.51K |
| CREDIT AGRICOLE ASSURANCES SA 4.750000% 09/27/2048 | 300,000 | 0 | -300,000 | 0.00% | -$438.52K |
| HSBC HOLDINGS PLC | 350,000 | 0 | -350,000 | 0.00% | -$431.92K |
| CHARTER NEX US INC 5/16/2024 | 431,947 | 0 | -431,947 | 0.00% | -$429.43K |
| CARRIER GLOBAL CORP 144A SR UNSEC 3.377% 04-05-40 | 375,000 | 0 | -375,000 | 0.00% | -$413.08K |
| T/L RACKSPACE HOSTING INC REGD 0.00000000 | 412,704 | 0 | -412,704 | 0.00% | -$409.44K |
| G2 MA5817 | 378,706 | 0 | -378,706 | 0.00% | -$403.51K |
| AGEAS | 300,000 | 0 | -300,000 | 0.00% | -$402.65K |
| BANK LOAN NOTE | 413,872 | 0 | -413,872 | 0.00% | -$398.15K |
| DELTA/SKYMILES | 353,000 | 0 | -353,000 | 0.00% | -$379.82K |
| T/L GREENEDEN U S HOLDINGS I LLC REGD 3.39775000 | 376,710 | 0 | -376,710 | 0.00% | -$375.86K |
| Tullow Oil PLC | 500,000 | 0 | -500,000 | 0.00% | -$372.50K |
| T/L FINANCIAL & RISK US HOLDINGS INC REGD 3.39550000 | 370,076 | 0 | -370,076 | 0.00% | -$367.24K |
| T/L ION MEDIA NETWORKS INC REGD 0.00000000 | 366,679 | 0 | -366,679 | 0.00% | -$364.62K |
| TSMC GLOBAL LTD 144A 1.375000% 09/28/2030 | 363,000 | 0 | -363,000 | 0.00% | -$354.92K |
| NOBLE ENERGY INC | 256,000 | 0 | -256,000 | 0.00% | -$354.84K |
| TRUIST BANK | 336,000 | 0 | -336,000 | 0.00% | -$353.05K |
| NATL RURAL UTIL | 354,000 | 0 | -354,000 | 0.00% | -$350.90K |
| HSBC HOLDINGS | 308,000 | 0 | -308,000 | 0.00% | -$348.73K |
| TEMPO ACQUISITION LLC/TEMPO FIN | 321,000 | 0 | -321,000 | 0.00% | -$341.86K |
| AmWINS Group Inc | 329,143 | 0 | -329,143 | 0.00% | -$327.70K |
| NAVSL 2020-FA A | 319,010 | 0 | -319,010 | 0.00% | -$320.95K |
| ADVANCE AUTO PAR | 279,000 | 0 | -279,000 | 0.00% | -$320.65K |
| GFL Environmental Inc - Senior | 319,376 | 0 | -319,376 | 0.00% | -$318.58K |
| MASCO CORP | 311,000 | 0 | -311,000 | 0.00% | -$315.53K |
| QUANTA SERVICES | 294,000 | 0 | -294,000 | 0.00% | -$314.64K |
| CARMX 2020-3 D | 300,000 | 0 | -300,000 | 0.00% | -$308.79K |
| CNH INDUSTRIAL | 299,000 | 0 | -299,000 | 0.00% | -$306.18K |
| Connect Finco Sarl Term Loan B | 306,460 | 0 | -306,460 | 0.00% | -$305.89K |
| NVIDIA CORP | 237,000 | 0 | -237,000 | 0.00% | -$305.49K |
| Delta Air Lines Inc | 302,976 | 0 | -302,976 | 0.00% | -$305.39K |
| SR UNSECURED 144A 05/23 3.491 | 293,000 | 0 | -293,000 | 0.00% | -$305.12K |
| COCA-COLA CO/THE | 292,000 | 0 | -292,000 | 0.00% | -$303.64K |
| TAKEDA PHARM | 283,000 | 0 | -283,000 | 0.00% | -$303.13K |
| Arches Buyer Inc | 303,025 | 0 | -303,025 | 0.00% | -$302.08K |
| VERIZON COMM INC | 281,000 | 0 | -281,000 | 0.00% | -$296.07K |
| UBS GROUP | 250,000 | 0 | -250,000 | 0.00% | -$294.27K |
| MYLAN INC | 245,000 | 0 | -245,000 | 0.00% | -$290.68K |
| HOST HOTELS | 287,000 | 0 | -287,000 | 0.00% | -$288.65K |
| Telecom Italia Capital S.A. | 209,000 | 0 | -209,000 | 0.00% | -$285.95K |
| ABB Finance USA, Inc. | 266,000 | 0 | -266,000 | 0.00% | -$284.35K |
| OMNICOM GROUP | 266,000 | 0 | -266,000 | 0.00% | -$282.28K |
| HUNTINGTON INGALLS INDUSTRIES SR UNSECURED 144A 05/30 4.2 | 232,000 | 0 | -232,000 | 0.00% | -$275.29K |
| SYSCO CORP | 262,000 | 0 | -262,000 | 0.00% | -$273.87K |
| ION Media Networks Inc | 316 | 0 | -316 | 0.00% | -$273.48K |
| DIAGEO CAP PLC | 256,000 | 0 | -256,000 | 0.00% | -$270.82K |
| PEPSICO INC | 242,000 | 0 | -242,000 | 0.00% | -$270.58K |
| WELLS FARGO CO | 186,000 | 0 | -186,000 | 0.00% | -$265.62K |
| JAB HOLDINGS | 263,000 | 0 | -263,000 | 0.00% | -$263.91K |
| BRANCH BKG & TR | 250,000 | 0 | -250,000 | 0.00% | -$261.73K |
| T/L BROOKFIELD WEC HOLDINGS INC AKA WESTINGHOUSE ELECTRIC COMPANY LLC 3.75000000 | 261,860 | 0 | -261,860 | 0.00% | -$258.97K |
| BROADCOM INC | 218,000 | 0 | -218,000 | 0.00% | -$253.18K |
| BORGWARNER INC | 227,000 | 0 | -227,000 | 0.00% | -$242.06K |
| AMNEAL PHARMACEUTICALS LLC TERM LOAN B | 249,548 | 0 | -249,548 | 0.00% | -$241.20K |
| GATX CORP | 203,000 | 0 | -203,000 | 0.00% | -$237.94K |
| Shinhan Bank Co. Ltd. | 210,000 | 0 | -210,000 | 0.00% | -$237.24K |
| KOREA DEVELOPMENT BANK SR UNSECURED 10/23 0.5 | 235,000 | 0 | -235,000 | 0.00% | -$235.37K |
| SABINE PASS LIQUEFACTION 144A SEC 4.5% 05-15-30 | 198,000 | 0 | -198,000 | 0.00% | -$232.03K |
| Viking Cruises Ltd | 188,000 | 0 | -188,000 | 0.00% | -$220.90K |
| ACTIVISION BLIZZ | 228,000 | 0 | -228,000 | 0.00% | -$219.94K |
| AUTONATION INC | 181,000 | 0 | -181,000 | 0.00% | -$217.76K |
| T/L ALIXPARTNERS LLP REGD 2.64550000 | 215,533 | 0 | -215,533 | 0.00% | -$211.03K |
| LOWE'S COS INC | 190,000 | 0 | -190,000 | 0.00% | -$204.05K |
| UNITEDHEALTH GRP | 173,000 | 0 | -173,000 | 0.00% | -$200.42K |
| LEIDOS INC REGD 144A P/P 2.30000000 | 197,000 | 0 | -197,000 | 0.00% | -$200.31K |
| NOBLE ENERGY INC SR UNSEC 4.2% 10-15-49 | 159,000 | 0 | -159,000 | 0.00% | -$199.96K |
| BERKSHIRE HATH | 172,000 | 0 | -172,000 | 0.00% | -$188.20K |
| Crosby US Acquisition Corp Term Loan B | 191,249 | 0 | -191,249 | 0.00% | -$184.87K |
| WELLS FARGO CO | 136,000 | 0 | -136,000 | 0.00% | -$181.49K |
| Entergy Louisiana LLC | 7,075 | 0 | -7,075 | 0.00% | -$177.79K |
| BRISTOL-MYERS | 129,000 | 0 | -129,000 | 0.00% | -$175.93K |
| TALEN ENERGY CORP TL-B 1ST LIEN (L+375) 8.31971% 07-08-26 | 178,483 | 0 | -178,483 | 0.00% | -$174.02K |
| NUTRIEN LTD REGD 3.95000000 | 143,000 | 0 | -143,000 | 0.00% | -$171.73K |
| CARRIER GLOBAL CORP 144A SR UNSEC 2.722% 02-15-30 | 158,000 | 0 | -158,000 | 0.00% | -$168.33K |
| T/L ASURION LLC REGD 6.64550000 | 165,723 | 0 | -165,723 | 0.00% | -$166.72K |
| BROADCOM INC | 132,000 | 0 | -132,000 | 0.00% | -$159.80K |
| VMWARE LLC | 128,000 | 0 | -128,000 | 0.00% | -$156.19K |
| Pernod Ricard International Finance LLC | 151,000 | 0 | -151,000 | 0.00% | -$149.29K |
| AMERICAN WATER | 125,000 | 0 | -125,000 | 0.00% | -$148.85K |
| PACIFIC LIFECORP SR UNSECURED 144A 09/50 3.35 | 130,000 | 0 | -130,000 | 0.00% | -$146.22K |
| AEP TEXAS | 117,000 | 0 | -117,000 | 0.00% | -$144.16K |
| Carrier Global Corporation | 134,000 | 0 | -134,000 | 0.00% | -$143.09K |
| CPI Property Group SA | 115,000 | 0 | -115,000 | 0.00% | -$138.97K |
| ONEOK INC | 136,000 | 0 | -136,000 | 0.00% | -$137.29K |
| YARA INTERNATIONAL ASA SR UNSECURED 144A 06/30 3.148 | 122,000 | 0 | -122,000 | 0.00% | -$131.99K |
| REXFORD INDUS RE | 128,000 | 0 | -128,000 | 0.00% | -$128.57K |
| JPMORGAN CHASE | 112,000 | 0 | -112,000 | 0.00% | -$125.13K |
| ALEXANDRIA REAL | 125,000 | 0 | -125,000 | 0.00% | -$123.36K |
| COLONIAL ENT IN 3.25 5/30 | 109,000 | 0 | -109,000 | 0.00% | -$122.07K |
| CHARTER NEX US INC 2024 1st LIEN TERM LOAN B | 119,666 | 0 | -119,666 | 0.00% | -$119.37K |
| ASTRAZENECA PLC | 110,000 | 0 | -110,000 | 0.00% | -$104.03K |
| Citibank Credit Card Issuance Trust, Series 2018-A1, Class A1 | 100,000 | 0 | -100,000 | 0.00% | -$100.31K |
| ENERGY TRANSFER | 85,000 | 0 | -85,000 | 0.00% | -$97.93K |
| WILLIS NORTH AME | 61,000 | 0 | -61,000 | 0.00% | -$85.83K |
| CHARTER COMM OPT | 75,000 | 0 | -75,000 | 0.00% | -$78.38K |
| OMNICOM GROUP | 64,000 | 0 | -64,000 | 0.00% | -$77.19K |
| T/L DELTA AIR LINES INC REGD 0.00000000 | 66,185 | 0 | -66,185 | 0.00% | -$67.60K |
| The Ultimate Software Group, Inc. - Senior | 55,748 | 0 | -55,748 | 0.00% | -$55.80K |
| Hi-Crush Partners L.P. | 1,816,000 | 0 | -1,816,000 | 0.00% | -$47.67K |
| ALTERRA MOUNTAIN COMPANY 2020 TERM LOAN | 37,641 | 0 | -37,641 | 0.00% | -$37.36K |
| EQUINOR ASA | 27,000 | 0 | -27,000 | 0.00% | -$29.91K |
| Crown Finance US Inc 2018 USD Term Loan | 0 | 0 | -0 | 0.00% | -$0 |
| RP Crown Parent LLC | 0 | 0 | -0 | 0.00% | -$0 |
| Hellas Telecommunications Luxembourg II SCA | 560,000 | 0 | -560,000 | 0.00% | $0 |
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| State Street Navigator Securities Lending Portfolio II | 64,733,832 | 93,532,814 | 28,798,982 | 9.98% | $28.80M |
| HCA INC | 484,000 | 3,065,000 | 2,581,000 | 0.34% | $2.67M |
| HARVEST MIDSTREAM I LP SR UNSECURED 144A 09/28 7.5 | 1,891,000 | 2,170,000 | 279,000 | 0.25% | $347.08K |
| ENOVA INTERNATIONAL INC REGD 144A P/P 8.50000000 | 2,137,000 | 2,254,000 | 117,000 | 0.24% | $279.32K |
| FEDERAL REP OF ETHIOPIA 6.625000% 12/11/2024 | 1,030,000 | 2,380,000 | 1,350,000 | 0.24% | $1.20M |
| Pakistan Government International Bond | 1,550,000 | 1,990,000 | 440,000 | 0.23% | $522.46K |
| VOC ESCROW LTD SR SECURED 144A 02/28 5 | 1,635,000 | 2,196,000 | 561,000 | 0.23% | $583.92K |
| Tenet Healthcare Corp | 1,974,000 | 2,044,000 | 70,000 | 0.23% | $142.60K |
| ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5 | 1,110,000 | 1,841,000 | 731,000 | 0.21% | $807.29K |
| SAUDI INT BOND | 800,000 | 1,700,000 | 900,000 | 0.21% | $934.40K |
| MOOG INC REGD 144A P/P 4.25000000 | 1,150,000 | 1,850,000 | 700,000 | 0.20% | $715.97K |
| REPUBLIC OF COLOMBIA SR UNSECURED 04/31 3.125 | 775,000 | 1,848,000 | 1,073,000 | 0.20% | $1.03M |
| LD Holdings Group LLC | 1,233,000 | 1,605,000 | 372,000 | 0.18% | $403.57K |
| TRONOX 144A LIFE SR UNSEC 6.5% 04-15-26 | 1,064,000 | 1,560,000 | 496,000 | 0.17% | $505.69K |
| NRG ENERGY INC REGD 144A P/P 3.62500000 | 1,445,000 | 1,635,000 | 190,000 | 0.17% | $99.52K |
| FIRSTCASH INC REGD 144A P/P 4.62500000 | 1,254,000 | 1,529,000 | 275,000 | 0.17% | $300.02K |
| CMG Media Corp | 1,120,000 | 1,480,000 | 360,000 | 0.17% | $374.92K |
| Garda World Security Corp | 509,000 | 1,565,000 | 1,056,000 | 0.17% | $1.04M |
| Allison Transmission, Inc. | 1,178,000 | 1,619,000 | 441,000 | 0.17% | $359.86K |
| SR UNSECURED 144A 06/25 6.875 | 1,460,000 | 1,461,000 | 1,000 | 0.16% | $53.64K |
| LLAKES 7.45 03/15/28 | 1,115,000 | 1,152,000 | 37,000 | 0.14% | $65.59K |
| Mong Duong Finance Holdings BV | 800,000 | 1,200,000 | 400,000 | 0.13% | $375.83K |
| UNITED AIRLINES HOLDINGS INC 4.875% 01/15/2025 | 621,000 | 1,036,000 | 415,000 | 0.11% | $463.01K |
| CONTINENTAL RESOURCES REGD 144A P/P 5.75000000 | 554,000 | 899,000 | 345,000 | 0.11% | $421.70K |
| GE CAPITAL INTL | 800,000 | 890,000 | 90,000 | 0.11% | $86.48K |
| UNITED AIRLINES HOLDINGS INC 5.000000% 02/01/2024 | 801,000 | 972,000 | 171,000 | 0.11% | $218.54K |
| JPMORGAN CHASE | 801,000 | 881,000 | 80,000 | 0.09% | $15.29K |
| GEORGIA-PACIFIC | 499,000 | 768,000 | 269,000 | 0.08% | $254.18K |
| CHUBB INA HOLDINGS LLC /EUR/ REGD 1.55000000 | 385,000 | 550,000 | 165,000 | 0.08% | $213.19K |
| FIRST HORIZON | 250,000 | 500,000 | 250,000 | 0.07% | $319.53K |
| REGIONS FINL | 383,000 | 395,000 | 12,000 | 0.06% | $462 |
| SOUTH CAROL E&G | 352,000 | 363,000 | 11,000 | 0.05% | -$47.99K |
| STANLN 3.265 02/18/36 | 265,000 | 472,000 | 207,000 | 0.05% | $195.60K |
| BARCLAYS PLC | 247,000 | 454,000 | 207,000 | 0.05% | $205.40K |
| VERIZON COMMUNICATIONS REGD 144A P/P 2.98700000 | 467,000 | 510,000 | 43,000 | 0.05% | -$41.15K |
| FORD MOTOR CRED | 412,000 | 419,000 | 7,000 | 0.05% | $13.13K |
| HOST HOTELS | 263,000 | 414,000 | 151,000 | 0.04% | $148.30K |
| UPJOHN 144A SR UNSEC 4.0% 06-22-50 | 173,000 | 405,000 | 232,000 | 0.04% | $218.94K |
| T-MOBILE 144A SEC 3.0% 02-15-41 | 49,000 | 358,000 | 309,000 | 0.04% | $283.50K |
| ENERGY TRANSFER | 183,000 | 241,000 | 58,000 | 0.03% | $69.77K |
| DIAMONDBACK ENER | 222,000 | 244,000 | 22,000 | 0.03% | $23.39K |
| SMITHFIELD FOODS INC COMPANY GUAR 144A 04/29 5.2 | 210,000 | 217,000 | 7,000 | 0.03% | $1.16K |
| Hornblower Sub LLC | 210,536 | 285,520 | 74,984 | 0.03% | $69.37K |
| Albemarle Wodgina Pty Ltd | 153,000 | 231,000 | 78,000 | 0.03% | $84.09K |
| ThermaSys Corp., Term Loan | 415,444 | 428,184 | 12,740 | 0.02% | -$129.60K |
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FG G67708 | 8,543,408 | 7,635,136 | -908,272 | 0.88% | -$982.59K |
| FN MA4096 | 4,861,197 | 4,473,143 | -388,054 | 0.49% | -$473.52K |
| Freddie Mac Gold Pool | 3,968,573 | 3,615,615 | -352,958 | 0.41% | -$372.78K |
| FNMA POOL BH2623 FN 08/47 FIXED 4 | 4,098,047 | 3,450,374 | -647,673 | 0.40% | -$667.29K |
| Freddie Mac Gold Pool | 3,297,171 | 2,947,566 | -349,605 | 0.34% | -$371.72K |
| Fannie Mae Pool | 3,202,294 | 2,862,920 | -339,375 | 0.33% | -$378.75K |
| FN MA4208 | 3,000,000 | 2,966,275 | -33,725 | 0.32% | -$118.27K |
| FN MA4055 | 3,281,811 | 2,884,506 | -397,305 | 0.32% | -$459.09K |
| Fannie Mae Pool | 2,798,147 | 2,627,325 | -170,822 | 0.32% | -$184.23K |
| Fannie Mae Pool | 2,943,648 | 2,734,991 | -208,657 | 0.31% | -$232.95K |
| FANNIE MAE POOL | 3,247,815 | 2,746,751 | -501,064 | 0.31% | -$507.87K |
| FN MA3210 | 3,278,813 | 2,705,213 | -573,600 | 0.31% | -$589.50K |
| G2 MA3662 | 3,160,687 | 2,707,306 | -453,381 | 0.31% | -$496.25K |
| Freddie Mac Pool | 2,738,027 | 2,505,343 | -232,685 | 0.30% | -$249.05K |
| GINNIE MAE II POOL P#MA3175 4.50000000 | 2,704,190 | 2,417,170 | -287,020 | 0.29% | -$298.53K |
| Fannie Mae Pool | 2,762,989 | 2,464,178 | -298,811 | 0.28% | -$313.29K |
| G2 MA6656 | 2,912,261 | 2,495,497 | -416,764 | 0.28% | -$455.23K |
| Coty Inc 6.500% 04/15/2026 | 3,176,000 | 2,506,000 | -670,000 | 0.26% | -$625.43K |
| MEG Energy Corp | 2,850,000 | 2,250,000 | -600,000 | 0.25% | -$586.69K |
| FN MA2956 | 2,425,303 | 2,142,104 | -283,200 | 0.24% | -$281.34K |
| Egypt Government International Bonds | 2,600,000 | 2,000,000 | -600,000 | 0.24% | -$690.25K |
| Uniform Mortgage-Backed Securities | 2,224,956 | 2,038,060 | -186,895 | 0.23% | -$188.94K |
| FNR 2018-27 EA | 2,107,129 | 1,961,392 | -145,736 | 0.22% | -$158.50K |
| Fannie Mae Pool | 2,178,067 | 1,915,619 | -262,448 | 0.22% | -$264.43K |
| LADR 4.25 02/01/27 144A | 2,664,000 | 2,130,000 | -534,000 | 0.22% | -$405.42K |
| FG G18662 | 2,239,567 | 1,951,145 | -288,422 | 0.22% | -$294.58K |
| G2 MA3596 | 2,213,267 | 1,879,859 | -333,408 | 0.21% | -$364.86K |
| STATE OF QATAR 4.817000% 03/14/2049 | 2,600,000 | 1,600,000 | -1,000,000 | 0.21% | -$1.63M |
| FNMA 30YR 4% 01/49#CA2944 | 2,206,054 | 1,824,412 | -381,641 | 0.21% | -$395.46K |
| FN AS8650 | 2,127,049 | 1,840,672 | -286,377 | 0.21% | -$288.09K |
| Fannie Mae Pool | 1,914,012 | 1,837,413 | -76,598 | 0.20% | -$114.97K |
| FN MA3522 | 2,093,457 | 1,738,137 | -355,319 | 0.20% | -$383.45K |
| Fannie Mae Pool | 1,828,875 | 1,702,427 | -126,448 | 0.20% | -$127.81K |
| Freddie Mac Pool | 1,973,011 | 1,705,062 | -267,949 | 0.20% | -$281.63K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 1,944,145 | 1,684,002 | -260,143 | 0.19% | -$305.96K |
| Fannie Mae Pool | 1,782,788 | 1,600,432 | -182,357 | 0.19% | -$199.56K |
| FN MA3058 | 1,942,687 | 1,603,634 | -339,053 | 0.18% | -$352.83K |
| FREDDIE MAC POOL | 1,876,084 | 1,559,028 | -317,056 | 0.18% | -$330.05K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 1,728,006 | 1,510,138 | -217,867 | 0.18% | -$235.94K |
| FN MA3283 | 1,820,060 | 1,567,972 | -252,088 | 0.18% | -$252.84K |
| SOTHEBY'S SR SECURED 144A 10/27 7.375 | 2,315,000 | 1,515,000 | -800,000 | 0.17% | -$794.55K |
| DELTA AIR LINES INC SR SECURED 144A 05/25 7 | 2,007,000 | 1,407,000 | -600,000 | 0.17% | -$658.67K |
| Pactiv LLC 7.950% Due 12/15/2025 | 2,095,000 | 1,595,000 | -500,000 | 0.17% | -$490.30K |
| WILLIAM MORRIS ENDEAVOR TLB 2.75 | 1,722,891 | 1,718,294 | -4,596 | 0.17% | $66.02K |
| INTERTAPE POLYMER GROUP REGD 144A P/P 7.00000000 | 1,938,000 | 1,538,000 | -400,000 | 0.17% | -$435.54K |
| Fannie Mae REMICS | 1,676,269 | 1,497,179 | -179,089 | 0.17% | -$188.74K |
| ALTICE (NUMERICABLE GRP SA) 144A LIFE SR SEC 1ST LIEN 7.375% 05-01-26 | 2,176,000 | 1,511,000 | -665,000 | 0.17% | -$708.52K |
| FNMA POOL MA3612 FN 03/39 FIXED 4 | 1,792,436 | 1,459,605 | -332,832 | 0.17% | -$347.19K |
| ALTICE FING SA 5% 01/15/2028 144A | 1,831,000 | 1,551,000 | -280,000 | 0.17% | -$318.02K |
| NETFLIX INC | 2,640,000 | 1,325,000 | -1,315,000 | 0.16% | -$1.53M |
| EW Scripps Co/The | 2,530,000 | 1,425,000 | -1,105,000 | 0.15% | -$1.09M |
| UMBS | 1,395,702 | 1,289,424 | -106,278 | 0.15% | -$108.91K |
| FNMA POOL BN3940 FN 01/49 FIXED 4 | 1,552,001 | 1,263,876 | -288,125 | 0.14% | -$299.17K |
| BLOCK COMMUNICATIONS INC REGD 144A P/P 4.87500000 | 1,928,000 | 1,228,000 | -700,000 | 0.13% | -$744.67K |
| SOUTH AFRICA | 2,760,000 | 1,260,000 | -1,500,000 | 0.13% | -$1.53M |
| FNMA POOL FM3241 FN 03/50 FIXED VAR | 1,326,526 | 1,178,842 | -147,684 | 0.13% | -$154.99K |
| BANFF MERGER SUB 144A LIFE SR UNSEC 9.75% 09-01-26 | 2,005,000 | 1,165,000 | -840,000 | 0.13% | -$903.90K |
| FN MA3831 | 1,429,153 | 1,163,436 | -265,717 | 0.13% | -$275.54K |
| Fannie Mae Pool | 1,332,689 | 1,137,012 | -195,677 | 0.13% | -$197.67K |
| UMBS | 1,214,394 | 1,083,726 | -130,667 | 0.12% | -$129.35K |
| KOMMUNEKREDIT 0% 08/27/2030 REGS | 1,025,000 | 950,000 | -75,000 | 0.12% | -$105.21K |
| Freddie Mac Gold Pool | 1,243,083 | 1,066,905 | -176,178 | 0.12% | -$180.39K |
| Freddie Mac Gold Pool | 1,139,403 | 1,066,615 | -72,788 | 0.12% | -$81.19K |
| CORPBOND | 1,553,000 | 1,053,000 | -500,000 | 0.12% | -$522.30K |
| RGCARE 4.375 02/15/27 144A | 1,704,000 | 1,109,000 | -595,000 | 0.12% | -$610.09K |
| TRIVIUM PACKAGING FINANCE BV COMPANY GUAR 144A 08/27 8.5 | 1,518,000 | 1,018,000 | -500,000 | 0.12% | -$551.43K |
| LLPL Capital Pte. Ltd. | 939,000 | 912,000 | -27,000 | 0.12% | -$8.83K |
| PROVINCE OF QUEBEC CANADA | 1,245,000 | 900,000 | -345,000 | 0.11% | -$421.52K |
| KOMMUNALBANKEN AS 0.05% 10/24/2029 REGS | 1,230,000 | 850,000 | -380,000 | 0.11% | -$472.98K |
| Endo Dac / Endo Finance LLC / Endo Finco Inc. | 1,688,000 | 1,113,000 | -575,000 | 0.10% | -$356.31K |
| G2 MA4718 | 1,046,362 | 900,470 | -145,892 | 0.10% | -$157.74K |
| AT&T INC | 1,135,000 | 805,000 | -330,000 | 0.10% | -$454.73K |
| SUZANO AUSTRIA | 929,000 | 833,000 | -96,000 | 0.09% | -$99.35K |
| SYNCHRONY FINANC | 1,074,000 | 762,000 | -312,000 | 0.09% | -$359.13K |
| FNMA UMBS, 15 Year | 867,123 | 800,370 | -66,752 | 0.09% | -$68.25K |
| Fannie Mae REMICS | 878,680 | 785,365 | -93,316 | 0.09% | -$105.62K |
| VIACOM INC | 961,000 | 704,000 | -257,000 | 0.08% | -$329.13K |
| WELLS FARGO CO | 939,000 | 666,000 | -273,000 | 0.08% | -$329.14K |
| FNMA UMBS, 15 Year | 855,976 | 707,490 | -148,485 | 0.08% | -$150.55K |
| Romanian Government International Bond | 1,920,000 | 730,000 | -1,190,000 | 0.08% | -$1.31M |
| TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 7.25% 05-15-27 | 1,243,000 | 643,000 | -600,000 | 0.07% | -$631.23K |
| General Motors Financial Co Inc | 575,000 | 550,000 | -25,000 | 0.07% | -$13.01K |
| JPMORGAN CHASE | 914,000 | 649,000 | -265,000 | 0.07% | -$283.99K |
| AMGEN INC | 1,058,000 | 641,000 | -417,000 | 0.07% | -$490.54K |
| Envision Healthcare Corporation, Term Loan, First Lien | 738,364 | 736,485 | -1,879 | 0.07% | $29.87K |
| MORGAN STANLEY | 789,000 | 560,000 | -229,000 | 0.07% | -$275.46K |
| UniCredit SpA | 600,000 | 500,000 | -100,000 | 0.07% | -$120.18K |
| BANKUNITED INC 5.125% | 648,000 | 531,000 | -117,000 | 0.07% | -$115.97K |
| BP CAP MKTS AMER | 765,000 | 543,000 | -222,000 | 0.06% | -$256.93K |
| IBM CREDIT LLC | 796,000 | 565,000 | -231,000 | 0.06% | -$249.52K |
| Industrial Bank of Korea | 801,000 | 568,000 | -233,000 | 0.06% | -$243.37K |
| Tesco Corporate Treasury Services PLC | 605,000 | 450,000 | -155,000 | 0.06% | -$184.95K |
| New Immo Holding SA | 500,000 | 400,000 | -100,000 | 0.06% | -$127.95K |
| T/L BASS PRO GROUP LLC REGD 5.75000000 | 552,408 | 550,985 | -1,424 | 0.06% | -$734 |
| JAB HOLDINGS BV 2.5% 06/25/2029 REGS | 500,000 | 400,000 | -100,000 | 0.06% | -$130.15K |
| NATL RURAL UTIL | 722,000 | 512,000 | -210,000 | 0.06% | -$236.50K |
| BANKUNITED INC | 747,000 | 475,000 | -272,000 | 0.06% | -$317.03K |
| GOLDMAN SACHS GP | 518,000 | 368,000 | -150,000 | 0.06% | -$260.87K |
| BECTON DICKINSON | 500,000 | 400,000 | -100,000 | 0.06% | -$119.85K |
| Takeda Pharmaceutical Co Ltd | 510,000 | 410,000 | -100,000 | 0.06% | -$134.57K |
| Teck Resources Ltd | 556,000 | 395,000 | -161,000 | 0.05% | -$180.33K |
| AVANGRID INC | 668,000 | 474,000 | -194,000 | 0.05% | -$220.27K |
| BANCO SANTANDER SA 1.375% 01/05/2026 REGS | 700,000 | 400,000 | -300,000 | 0.05% | -$378.44K |
| FG G08693 | 545,685 | 459,467 | -86,218 | 0.05% | -$88.39K |
| ORACLE CORP | 658,000 | 467,000 | -191,000 | 0.05% | -$212.19K |
| BANCO SABADELL | 500,000 | 400,000 | -100,000 | 0.05% | -$121.15K |
| Barclays PLC | 500,000 | 400,000 | -100,000 | 0.05% | -$115.05K |
| BANK OF AMER CRP | 610,000 | 433,000 | -177,000 | 0.05% | -$215.94K |
| AROUNDTOWN SA | 500,000 | 400,000 | -100,000 | 0.05% | -$115.56K |
| CORNING INC | 513,000 | 375,000 | -138,000 | 0.05% | -$222.24K |
| T/L CSC HOLDINGS LLC REGD 0.00000000 | 484,068 | 482,849 | -1,219 | 0.05% | $8.79K |
| Uniform Mortgage-Backed Securities | 504,177 | 436,771 | -67,407 | 0.05% | -$69.49K |
| HP ENTERPRISE | 644,000 | 457,000 | -187,000 | 0.05% | -$196.24K |
| Kestrel Bidco Inc Term Loan B | 479,754 | 478,546 | -1,208 | 0.05% | $13.12K |
| PRUDENTIAL FINL INC 1.5% 03/10/2026 | 640,000 | 454,000 | -186,000 | 0.05% | -$196.02K |
| Fannie Mae Pool | 514,599 | 429,765 | -84,834 | 0.05% | -$89.57K |
| ENTERGY TEXAS | 555,000 | 394,000 | -161,000 | 0.05% | -$238.84K |
| ION TRADING TERM B 1LN NEW 11/21/2024 | 446,675 | 445,504 | -1,171 | 0.05% | $4.99K |
| Danske Bank A/S | 635,000 | 365,000 | -270,000 | 0.05% | -$322.29K |
| ANHEUSER-BUSCH | 525,000 | 373,000 | -152,000 | 0.05% | -$241.02K |
| Buckeye Partners LP | 445,334 | 444,215 | -1,119 | 0.05% | $3.26K |
| US Silica 4/18 Cov-Lite TLB 5/1/2025 | 468,953 | 467,740 | -1,212 | 0.05% | $35.20K |
| Hexion Inc | 444,225 | 443,101 | -1,125 | 0.05% | $1.10K |
| FIRSTENERGY CORP SR UNSECURED 11/31 7.375 | 569,000 | 319,000 | -250,000 | 0.05% | -$341.80K |
| UNICREDIT SPA SUBORDINATED 144A 06/35 VAR | 608,000 | 408,000 | -200,000 | 0.05% | -$226.81K |
| T/L NATURES BOUNTY CO THE REGD 0.00000000 | 439,798 | 438,665 | -1,134 | 0.05% | $7.31K |
| Standard Chartered plc | 850,000 | 350,000 | -500,000 | 0.05% | -$613.40K |
| NUMERICABLE / ALTICE FRANCE TERM B-13 1LN 08/14/2026 | 436,100 | 434,988 | -1,112 | 0.05% | $3.20K |
| Caesars Resort Collection, LLC, Term Loan B, First Lien | 439,098 | 437,970 | -1,129 | 0.05% | $9.15K |
| Bright Bidco BV Term Loan B | 569,124 | 567,655 | -1,469 | 0.05% | $119.63K |
| Project Boost Purchaser LLC, 1st Lien Term Loan B | 433,297 | 432,202 | -1,094 | 0.05% | $9.29K |
| Mavis Tire Express Services Corp., First Lien Term Loan | 431,725 | 430,621 | -1,105 | 0.05% | $6.87K |
| NEP/NCP Holdco Inc 2018 1st Lien Term Loan | 437,237 | 436,125 | -1,113 | 0.05% | $16.12K |
| BANK OF AMER CRP | 583,000 | 414,000 | -169,000 | 0.05% | -$172.30K |
| International Finance Corporation 0.5%, Due 03/20/2023 | 588,000 | 417,000 | -171,000 | 0.04% | -$172.27K |
| HSBC Holdings PLC | 450,000 | 275,000 | -175,000 | 0.04% | -$249.45K |
| Golden Nugget (fka Landry's) Term Loan B 275 2023-10-01 | 417,824 | 416,649 | -1,176 | 0.04% | $15.71K |
| ANHEUSER-BUSCH | 505,000 | 358,000 | -147,000 | 0.04% | -$229.72K |
| ENSTAR GROUP LTD | 509,000 | 361,000 | -148,000 | 0.04% | -$154.21K |
| DTE ELECTRIC CO | 490,000 | 348,000 | -142,000 | 0.04% | -$225.99K |
| T/L BLACKSTONE CQP HOLDCO LP REGD 3.72538000 | 410,251 | 409,213 | -1,039 | 0.04% | $3.90K |
| INT BK RECON&DEV | 596,000 | 423,000 | -173,000 | 0.04% | -$187.78K |
| T/L TERRIER MEDIA BUYER INC REGD 4.39550000 | 410,348 | 409,315 | -1,034 | 0.04% | $4.61K |
| FISERV INC 1.625% 07/01/2030 | 775,000 | 315,000 | -460,000 | 0.04% | -$607.69K |
| NATL GRID PLC | 535,000 | 335,000 | -200,000 | 0.04% | -$249.03K |
| INTNED V1.4 07/01/26 144A | 604,000 | 404,000 | -200,000 | 0.04% | -$207.10K |
| CRECN TL B 1L USD | 410,271 | 407,641 | -2,630 | 0.04% | $3.71K |
| KOHL'S CORP | 359,000 | 352,000 | -7,000 | 0.04% | $49.45K |
| Allianz SE | 700,000 | 300,000 | -400,000 | 0.04% | -$529.41K |
| Verra Mobility Corp., Term Loan B-1 | 401,412 | 400,360 | -1,053 | 0.04% | $5.77K |
| TERM LOAN B | 411,267 | 399,959 | -11,308 | 0.04% | -$4.37K |
| Alliant Holdings Intermediate, LLC, First Lien Term Loan | 401,501 | 400,474 | -1,027 | 0.04% | $6.21K |
| CHEVRON CORP | 546,000 | 387,000 | -159,000 | 0.04% | -$171.24K |
| TI Group Automotive Systems L.L.C., Term Loan B | 394,761 | 393,774 | -987 | 0.04% | $1.56K |
| FN AL7468 | 371,893 | 340,006 | -31,887 | 0.04% | -$36.07K |
| HUB INTL LTD TERM LOAN B 1 | 397,696 | 396,679 | -1,017 | 0.04% | $4.72K |
| HESS CORP | 439,000 | 321,000 | -118,000 | 0.04% | -$142.02K |
| BAE SYSTEMS HLDG | 494,000 | 351,000 | -143,000 | 0.04% | -$168.70K |
| FN MA2833 | 426,568 | 365,895 | -60,674 | 0.04% | -$58.85K |
| Societe Generale SA (pfd) 7.88% 06/18/2172 Perpetual | 551,000 | 351,000 | -200,000 | 0.04% | -$221.17K |
| CHI Overhead Doors, Inc., 1st Lien Term Loan | 384,934 | 383,971 | -962 | 0.04% | $1.44K |
| AVIVA PLC 6.125%/VAR PERP | 410,000 | 260,000 | -150,000 | 0.04% | -$203.24K |
| EG America LLC 2018 USD Term Loan | 387,346 | 386,354 | -993 | 0.04% | $5.57K |
| Cushman & Wakefield U.S. Borrower, LLC, Term Loan B | 388,519 | 387,543 | -976 | 0.04% | $8.67K |
| Light & Wonder, Inc., First Lien Term Loan | 390,820 | 389,818 | -1,002 | 0.04% | $7.24K |
| BP CAPITAL PLC | 400,000 | 260,000 | -140,000 | 0.04% | -$194.26K |
| T/L NIELSEN FINANCE LLC REGD 0.00000000 | 382,713 | 381,721 | -991 | 0.04% | $2.05K |
| VBR TL 1LD | 396,740 | 395,722 | -1,019 | 0.04% | $11.85K |
| West Corporation, Term Loan B1 | 389,617 | 388,620 | -996 | 0.04% | $12.23K |
| Medallion Midland Acquisition, LLC | 382,769 | 381,785 | -984 | 0.04% | $12.50K |
| TERM LOAN B | 382,619 | 381,630 | -989 | 0.04% | $9.57K |
| Team Health Holdings Inc | 406,794 | 405,740 | -1,054 | 0.04% | $22.18K |
| G2 MA3803 | 405,454 | 353,058 | -52,396 | 0.04% | -$58.74K |
| CCC Information Services, Inc. 2017 1st Lien Term Loan | 377,700 | 376,724 | -976 | 0.04% | $1.93K |
| MISYS TL-B 1ST LIEN (L+350) (FLR 1.0) 9.231% 06-13-24 | 381,216 | 380,940 | -277 | 0.04% | $7.89K |
| BWAY Holdings Term Loan B 325 2024-03-11 | 383,578 | 382,587 | -991 | 0.04% | $11.08K |
| WILLIAMS COS INC | 411,000 | 301,000 | -110,000 | 0.04% | -$143.83K |
| EURO BK RECON&DV | 504,000 | 358,000 | -146,000 | 0.04% | -$152.43K |
| AmeriCredit Automobile Receivables Trust, Series 2019-1, Class A3 | 484,880 | 365,642 | -119,237 | 0.04% | -$121.41K |
| PI US MergerCo, Inc. USD 2017 1st Lien Term Loan | 368,480 | 367,535 | -945 | 0.04% | $5.60K |
| Vertical Midco Gmbh 7/30/2027 | 364,525 | 363,613 | -911 | 0.04% | $3.14K |
| KKR Apple Bidco LLC | 366,165 | 365,243 | -922 | 0.04% | $680 |
| AI Ladder (Luxembourg) Subco S.a r.l - Senior | 363,744 | 362,135 | -1,609 | 0.04% | $7.25K |
| APPSYS TL B 1L USD | 362,105 | 361,172 | -933 | 0.04% | $767 |
| JPM V6.125 PERP U | 470,000 | 334,000 | -136,000 | 0.04% | -$145.74K |
| AES CORP 144A SR UNSEC 2.45% 01-15-31 | 518,000 | 368,000 | -150,000 | 0.04% | -$167.72K |
| FHLMC | 359,653 | 329,597 | -30,056 | 0.04% | -$31.42K |
| SeaWorld Parks & Entertainment, Inc. | 362,444 | 361,505 | -939 | 0.04% | $9.87K |
| IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 2020 Replacement Term B Loan | 356,976 | 356,061 | -915 | 0.04% | $5.22K |
| NEW YORK COMMUNITY BANCORP INC | 479,000 | 340,000 | -139,000 | 0.04% | -$142.41K |
| Freddie Mac Gold Pool | 349,076 | 324,915 | -24,160 | 0.04% | -$26.49K |
| Diamond (BC) B.V. USD Term Loan | 357,705 | 356,786 | -920 | 0.04% | $4.58K |
| Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B | 356,080 | 355,160 | -920 | 0.04% | $8.53K |
| Fannie Mae Pool | 375,620 | 337,564 | -38,056 | 0.04% | -$38.68K |
| TIME WARNER CABL | 364,000 | 258,000 | -106,000 | 0.04% | -$155.26K |
| DELL INT LLC / EMC CORP REGD P/P 8.10000000 | 333,000 | 236,000 | -97,000 | 0.04% | -$130.99K |
| EXXON MOBIL CORP | 525,000 | 290,000 | -235,000 | 0.04% | -$300.97K |
| AROUNDTOWN SA | 400,000 | 230,000 | -170,000 | 0.04% | -$242.69K |
| DANSKE BANK AS (UNGTD) 3.244%/VAR 12/20/2025 144A | 522,000 | 322,000 | -200,000 | 0.04% | -$212.59K |
| Freddie Mac Gold Pool | 319,977 | 317,291 | -2,687 | 0.04% | -$3.37K |
| Barclays PLC | 400,000 | 230,000 | -170,000 | 0.04% | -$233.47K |
| MONEYGRAM INTERNATIONAL TL-B (L+600) (FLR 1.00) 7.0% 06-30-23 | 344,618 | 343,746 | -872 | 0.04% | $1.92K |
| MARATHON OIL COR | 374,000 | 265,000 | -109,000 | 0.04% | -$101.09K |
| STSOPE TL 1L | 353,830 | 352,920 | -910 | 0.04% | $6.29K |
| MCAFEE TL-B 1ST LIEN (L+375) 3.87075% 09-30-24 | 376,794 | 338,655 | -38,139 | 0.04% | -$36.43K |
| Carnival Corp | 328,616 | 327,793 | -824 | 0.04% | -$1.40K |
| FPCHOL TL 1LD | 338,702 | 337,842 | -860 | 0.04% | $10.15K |
| FNMA, 30 Year | 349,196 | 308,031 | -41,164 | 0.04% | -$43.11K |
| PF CHANG'S TERM B 1LN 09/03/2029 | 351,539 | 350,647 | -892 | 0.04% | $32.25K |
| SUNSHINE LUXEMBOURG TL-B1 (L+400) 5.0% 10-01-26 | 333,079 | 332,240 | -839 | 0.04% | $911 |
| Samsonite IP Holdings Sarl | 331,170 | 330,340 | -830 | 0.04% | $8.68K |
| CAN IMPERIAL BK | 449,000 | 319,000 | -130,000 | 0.04% | -$142.55K |
| VERIZON COMM INC | 497,000 | 353,000 | -144,000 | 0.04% | -$159.20K |
| T/L ATHENAHEALTH INC REGD 4.75025000 | 329,165 | 328,329 | -835 | 0.04% | $3.69K |
| NATWEST GROUP | 519,000 | 319,000 | -200,000 | 0.04% | -$207.85K |
| DANSKE BANK A/S | 400,000 | 230,000 | -170,000 | 0.04% | -$224.16K |
| VOLKSWAGEN INTL FINANCE NV 4.125% 11/16/2038 REGS | 300,000 | 200,000 | -100,000 | 0.04% | -$181.25K |
| TEACLL TL B 1L USD | 329,053 | 328,228 | -825 | 0.04% | $5.12K |
| Fannie Mae Pool | 341,292 | 300,831 | -40,461 | 0.03% | -$46.49K |
| GOLDMAN SACHS GP | 419,000 | 297,000 | -122,000 | 0.03% | -$144.01K |
| MYOB US BORROWER LLC | 327,929 | 327,099 | -830 | 0.03% | $5.73K |
| STANLEY BLACK | 415,000 | 304,000 | -111,000 | 0.03% | -$117.72K |
| T/L SOLERA LLC REGD 2.89550000 | 322,468 | 321,623 | -844 | 0.03% | $3.19K |
| PUBLIC SERV COLO | 471,000 | 334,000 | -137,000 | 0.03% | -$183.66K |
| CHAMPIONX HOLDING INC 1 TERM B 06/03/2027 | 318,782 | 314,747 | -4,035 | 0.03% | -$1.31K |
| Graham Packaging Company Inc. Term Loan | 325,532 | 318,911 | -6,621 | 0.03% | -$5.76K |
| Tiger Merger Sub Co | 317,669 | 316,875 | -794 | 0.03% | $3.17K |
| 2020 TERM LOAN B | 328,346 | 315,878 | -12,468 | 0.03% | -$7.19K |
| SEDGWICK CMS INC | 318,856 | 318,045 | -811 | 0.03% | $4.59K |
| Nouryon Finance B.V. - Senior | 317,036 | 316,210 | -826 | 0.03% | $4.49K |
| Valero Energy Partners LP | 388,000 | 275,000 | -113,000 | 0.03% | -$128.92K |
| Whirlpool EMEA Finance Sarl | 535,000 | 255,000 | -280,000 | 0.03% | -$342.84K |
| CHARTER COMM OPT | 374,000 | 336,000 | -38,000 | 0.03% | -$77.67K |
| LOGICOR FIN | 1,190,000 | 250,000 | -940,000 | 0.03% | -$1.14M |
| BNP PARIBAS 3.375% 01/23/2026 REGS | 400,000 | 200,000 | -200,000 | 0.03% | -$290.13K |
| WAL-MART STORES SR UNSEC 2.55% 04-11-23 | 413,000 | 293,000 | -120,000 | 0.03% | -$127.21K |
| CITIGROUP INC | 322,000 | 229,000 | -93,000 | 0.03% | -$141.41K |
| PATRIOT CONTAINER CORP TLB 3.75 | 307,503 | 306,714 | -788 | 0.03% | $5.75K |
| Caterpillar Financial Services Corp. | 427,000 | 303,000 | -124,000 | 0.03% | -$124.88K |
| Gray Oak Pipeline LLC | 422,000 | 299,000 | -123,000 | 0.03% | -$121.91K |
| CARMX 2018-4 A3 | 364,629 | 297,248 | -67,381 | 0.03% | -$69.78K |
| Creative Artists Agency, LLC , Term Loan B | 304,830 | 304,063 | -768 | 0.03% | $2.45K |
| USD/TWD FORWARD | 13 | 7 | -6 | 0.03% | $796.68K |
| APACHE CORP SR UNSECURED 11/27 4.875 | 311,000 | 287,000 | -24,000 | 0.03% | -$23.49K |
| Station Casinos LLC 2020 Term Loan B | 305,000 | 303,995 | -1,005 | 0.03% | $4.62K |
| Navicure, Inc. - Senior | 300,337 | 299,586 | -751 | 0.03% | $1.50K |
| Banff Merger Sub Inc. - Senior | 337,284 | 300,016 | -37,268 | 0.03% | -$32.95K |
| GATX CORP | 382,000 | 271,000 | -111,000 | 0.03% | -$123.16K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4 | 383,000 | 272,000 | -111,000 | 0.03% | -$126.21K |
| JPMORGAN CHASE & CO 0.653000% 09/16/2024 | 414,000 | 294,000 | -120,000 | 0.03% | -$120.15K |
| USIC Holding, Inc., First Lien Term Loan | 296,180 | 295,437 | -744 | 0.03% | $3.14K |
| Verizon Communications Inc | 300,000 | 200,000 | -100,000 | 0.03% | -$154.74K |
| AFRICAN DEVELOPMENT BANK SR UNSECURED 04/23 0.75 | 408,000 | 290,000 | -118,000 | 0.03% | -$119.90K |
| RegionalCare Hospital Partners Holdings Inc 2018 Term Loan B | 335,619 | 290,442 | -45,177 | 0.03% | -$40.38K |
| AT&T INC | 344,000 | 244,000 | -100,000 | 0.03% | -$142.30K |
| CAMELOT FIN S A 1 TERM B 10/31/2026 | 289,449 | 288,719 | -729 | 0.03% | $2.17K |
| BRIGHTHOUSE FINA | 331,000 | 235,000 | -96,000 | 0.03% | -$121.62K |
| BANK OF AMER CRP | 378,000 | 268,000 | -110,000 | 0.03% | -$117.49K |
| Epicor Software Corporation 2020 Term Loan | 282,000 | 281,295 | -705 | 0.03% | $598 |
| T/L TECH DATA CORPORATION REGD 3.64550000 | 277,922 | 277,227 | -695 | 0.03% | $1.19K |
| Columbia Property Trust Operating Partnership LP | 358,000 | 263,000 | -95,000 | 0.03% | -$97.61K |
| CITIGROUP INC | 354,000 | 251,000 | -103,000 | 0.03% | -$123.07K |
| CNH INDUSTRIAL | 345,000 | 253,000 | -92,000 | 0.03% | -$98.96K |
| Bank of Montreal | 379,000 | 269,000 | -110,000 | 0.03% | -$114.59K |
| CVS HEALTH CORP | 321,000 | 228,000 | -93,000 | 0.03% | -$131.69K |
| DCert Buyer, Inc. | 276,222 | 275,528 | -694 | 0.03% | $2.07K |
| Zayo Group Holdings Inc USD Term Loan | 308,460 | 276,153 | -32,306 | 0.03% | -$27.13K |
| BP CAP MKTS AMER | 442,000 | 314,000 | -128,000 | 0.03% | -$167.13K |
| CommScope Inc 2019 Term Loan B | 274,996 | 274,302 | -694 | 0.03% | $3.73K |
| PUBLIC SERV COLO | 331,000 | 243,000 | -88,000 | 0.03% | -$113.66K |
| BRISTOL-MYERS | 388,000 | 275,000 | -113,000 | 0.03% | -$115.40K |
| CITIGROUP INC | 334,000 | 237,000 | -97,000 | 0.03% | -$119.44K |
| FEDEX 2020-1 AA | 395,000 | 272,514 | -122,486 | 0.03% | -$132.08K |
| FNMA POOL BE3619 FN 05/47 FIXED 4 | 302,603 | 250,946 | -51,657 | 0.03% | -$53.57K |
| FEDERAL RLTY INV | 383,000 | 272,000 | -111,000 | 0.03% | -$113.63K |
| SYSCO CORP | 270,000 | 192,000 | -78,000 | 0.03% | -$127.52K |
| MASTERCARD INC | 363,000 | 258,000 | -105,000 | 0.03% | -$115.73K |
| MERRILL LYNCH | 296,000 | 196,000 | -100,000 | 0.03% | -$166.01K |
| Shellpoint Co-Originator Trust 2017-2 | 366,217 | 263,888 | -102,329 | 0.03% | -$107.54K |
| ULTIMATE SOFTWARE TERM 1LN 05/04/2026 | 264,419 | 263,752 | -668 | 0.03% | $2.43K |
| NORFOLK SOUTHERN | 327,000 | 232,000 | -95,000 | 0.03% | -$154.57K |
| Cornerstone OnDemand, Inc., Term Loan | 293,740 | 262,199 | -31,541 | 0.03% | -$29.64K |
| CITIZENS FIN GRP | 361,000 | 265,000 | -96,000 | 0.03% | -$114.15K |
| ENERGY TRANSFER | 331,000 | 243,000 | -88,000 | 0.03% | -$82.68K |
| BANK OF AMER CRP | 330,000 | 234,000 | -96,000 | 0.03% | -$115.34K |
| BPLN V4.875 PERP | 330,000 | 242,000 | -88,000 | 0.03% | -$104.14K |
| Upjohn Finance BV | 300,000 | 200,000 | -100,000 | 0.03% | -$137.53K |
| WALT DISNEY CO | 391,000 | 277,000 | -114,000 | 0.03% | -$142.57K |
| Electricite de France SA | 500,000 | 200,000 | -300,000 | 0.03% | -$387.50K |
| CNH Industrial Finance Europe SA | 400,000 | 200,000 | -200,000 | 0.03% | -$247.21K |
| UNITEDHEALTH GRP | 358,000 | 254,000 | -104,000 | 0.03% | -$112.30K |
| FG G08687 | 279,397 | 235,786 | -43,610 | 0.03% | -$45.01K |
| PRUDENTIAL FINANCIAL INC SUB (H) 5.625% 06-15-43/23 | 324,000 | 237,000 | -87,000 | 0.03% | -$94.00K |
| CVS HEALTH CORP | 285,000 | 202,000 | -83,000 | 0.03% | -$131.60K |
| RTE RESEAU DE TR | 700,000 | 200,000 | -500,000 | 0.03% | -$667.28K |
| Freddie Mac Gold Pool | 254,548 | 237,451 | -17,096 | 0.03% | -$17.59K |
| Asurion LLC 2018 Term Loan B6 | 370,785 | 249,469 | -121,316 | 0.03% | -$117.73K |
| CHANGE HEALTHCARE HOLDINGS INC. 3/1/2024 | 249,490 | 246,705 | -2,785 | 0.03% | -$98 |
| GLENCORE FIN DAC | 400,000 | 200,000 | -200,000 | 0.03% | -$240.14K |
| Wand NewCo 3 Inc 2020 Term Loan | 248,444 | 247,818 | -626 | 0.03% | $4.66K |
Top 300 of 536, by weight.
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FORD MOTOR CO | 3,419,000 | 3,419,000 | 0 | 0.37% | $95.56K |
| Russian Foreign Bond - Eurobond | 3,000,000 | 3,000,000 | 0 | 0.36% | -$78.64K |
| FORD MOTOR COMPANY SR UNSECURED 10/28 6.625 | 2,726,000 | 2,726,000 | 0 | 0.34% | $71.56K |
| SAUDI INTERNATIONAL BOND | 2,900,000 | 2,900,000 | 0 | 0.33% | -$85.66K |
| OMAN GOV INTERNTL BOND SR UNSECURED 144A 10/27 6.75 | 2,700,000 | 2,700,000 | 0 | 0.32% | $169.13K |
| UVN 6.625 06/01/27 144A | 2,750,000 | 2,750,000 | 0 | 0.31% | -$68.75K |
| HUGHES SATELLITE SYSTEMS CORP SR UNSEC 6.625% 08-01-26 | 2,513,000 | 2,513,000 | 0 | 0.30% | $9.80K |
| American Airlines, Inc. | 2,300,000 | 2,300,000 | 0 | 0.29% | $193.20K |
| United Arab Emirates Government Bond | 2,390,000 | 2,390,000 | 0 | 0.28% | -$54.97K |
| Ingram Micro Inc | 2,285,000 | 2,285,000 | 0 | 0.28% | $154.81K |
| UNITED MEXICAN | 2,410,000 | 2,410,000 | 0 | 0.28% | -$287.01K |
| Ukraine Government International Bond | 2,200,000 | 2,200,000 | 0 | 0.28% | -$15.37K |
| CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A | 2,351,000 | 2,351,000 | 0 | 0.26% | $2.94K |
| Banijay Entertainment SASU | 2,390,000 | 2,390,000 | 0 | 0.26% | $11.95K |
| Oman Government International Bond | 2,130,000 | 2,130,000 | 0 | 0.25% | $155.89K |
| Ahern Rentals Inc | 2,767,000 | 2,767,000 | 0 | 0.25% | $408.13K |
| TELSAT 6.5 10/15/27 144A | 2,232,000 | 2,232,000 | 0 | 0.25% | $4.53K |
| Holly Energy Partners LP / Holly Energy Finance Corp | 2,249,000 | 2,249,000 | 0 | 0.24% | $51.41K |
| BREAD FINANCIAL HOLDINGS INC 144A 4.750000% 12/15/2024 | 2,195,000 | 2,195,000 | 0 | 0.24% | $134.44K |
| SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp | 2,101,000 | 2,101,000 | 0 | 0.23% | $110.93K |
| NCL CORPORATION LTD REGD 144A P/P 3.62500000 | 2,315,000 | 2,315,000 | 0 | 0.23% | $95.96K |
| CTR Partnership LP / CareTrust Capital Corp | 2,074,000 | 2,074,000 | 0 | 0.23% | -$13.48K |
| ISATLN 6.75 10/01/26 144A | 2,059,000 | 2,059,000 | 0 | 0.23% | $566 |
| Eldorado Resorts, Inc. | 2,000,000 | 2,000,000 | 0 | 0.23% | -$11.60K |
| Federal Home Loan Banks | 2,000,000 | 2,000,000 | 0 | 0.23% | -$95.00K |
| Clearway Energy Operating LLC | 1,945,000 | 1,945,000 | 0 | 0.22% | -$7.14K |
| BRINK'S CO/THE REGD 144A P/P 4.62500000 | 2,005,000 | 2,005,000 | 0 | 0.22% | -$45.93K |
| Republic of Cote d'Ivoire | 1,900,000 | 1,900,000 | 0 | 0.22% | -$47.50K |
| CSC HOLDINGS LLC REGD 144A P/P 5.50000000 | 1,922,000 | 1,922,000 | 0 | 0.22% | -$8.17K |
| Osaic Holdings, Inc. | 1,885,000 | 1,885,000 | 0 | 0.21% | $84.82K |
| Saudi Government International Bonds | 1,850,000 | 1,850,000 | 0 | 0.21% | -$54.65K |
| AerCap Global Aviation Trust | 1,860,000 | 1,860,000 | 0 | 0.21% | $153.71K |
| REPUBLIC OF KENYA 7.000000% 05/22/2027 | 1,750,000 | 1,750,000 | 0 | 0.21% | $32.19K |
| REPUBLIC OF COLOMBIA SR UNSECURED 01/33 10.375 | 1,200,000 | 1,200,000 | 0 | 0.20% | -$1.50K |
| EG GLOBAL FINANCE PLC REGD 144A P/P 6.75000000 | 1,835,000 | 1,835,000 | 0 | 0.20% | -$14.04K |
| GENESIS ENERGY SR UNSEC 5.625% 06-15-24 | 1,915,000 | 1,915,000 | 0 | 0.20% | $76.60K |
| Credit Acceptance Corp | 1,781,000 | 1,781,000 | 0 | 0.20% | -$22.26K |
| NVRI 5.75 07/31/27 144A | 1,784,000 | 1,784,000 | 0 | 0.20% | -$26.80K |
| CLW 4.75 08/15/28 144A | 1,805,000 | 1,805,000 | 0 | 0.20% | -$30.99K |
| Starwood Property Trust, Inc. | 1,792,000 | 1,792,000 | 0 | 0.20% | -$7.84K |
| Mineral Resources Ltd | 1,649,000 | 1,649,000 | 0 | 0.19% | $4.62K |
| ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.87500000 | 1,729,000 | 1,729,000 | 0 | 0.19% | $28.13K |
| OCCIDENTAL PETE | 1,632,000 | 1,632,000 | 0 | 0.19% | $147.70K |
| Zayo Group Holdings Inc | 1,754,000 | 1,754,000 | 0 | 0.19% | -$38.23K |
| CSAIL 2019-C17 Commercial Mortgage Trust | 1,675,000 | 1,675,000 | 0 | 0.19% | -$817 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | 1,677,000 | 1,677,000 | 0 | 0.19% | -$31.00K |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 5.88 10/01/2028 | 1,655,000 | 1,655,000 | 0 | 0.18% | -$10.34K |
| FAIRSTONE FINANCIAL INC 144A LIFE SR UNSEC 7.875% 07-15-24 | 1,629,000 | 1,629,000 | 0 | 0.18% | -$13.29K |
| DAVE + BUSTER S INC SR SECURED 144A 11/25 7.625 | 1,610,000 | 1,610,000 | 0 | 0.18% | $36.22K |
| MPW 5 10/15/27 | 1,599,000 | 1,599,000 | 0 | 0.18% | $10.22K |
| Reworld Holding Corp 5.00 09/01/2030 | 1,638,000 | 1,638,000 | 0 | 0.18% | -$45.04K |
| Spirit AeroSystems Inc | 1,594,000 | 1,594,000 | 0 | 0.18% | -$18.94K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 1,565,000 | 1,565,000 | 0 | 0.18% | -$23.13K |
| HLF Financing Sarl LLC / Herbalife International Inc | 1,622,000 | 1,622,000 | 0 | 0.18% | -$21.19K |
| WYNN MACAU LTD REGD 144A P/P 5.12500000 | 1,640,000 | 1,640,000 | 0 | 0.18% | $28.70K |
| SILVERSEA CRUISE FINANCE REGD 144A P/P 7.25000000 | 1,615,000 | 1,615,000 | 0 | 0.18% | $15.32K |
| STATE OF QATAR 4.400000% 04/16/2050 | 1,420,000 | 1,420,000 | 0 | 0.18% | -$215.39K |
| FYBR 5 05/01/28 144A | 1,608,000 | 1,608,000 | 0 | 0.18% | $28.14K |
| MUSA 4 3/4 09/15/29 | 1,544,000 | 1,544,000 | 0 | 0.18% | $15.44K |
| OMAN INTRNL BOND | 1,600,000 | 1,600,000 | 0 | 0.18% | $83.76K |
| SEAWORLD PARKS & ENTERTA REGD 144A P/P 8.75000000 | 1,515,000 | 1,515,000 | 0 | 0.17% | $15.15K |
| Vistra Operations Co. LLC | 1,554,000 | 1,554,000 | 0 | 0.17% | -$17.25K |
| PRSESE 5.25 04/15/24 144A | 1,512,000 | 1,512,000 | 0 | 0.17% | $9.45K |
| SS&C Technologies, Inc. | 1,515,000 | 1,515,000 | 0 | 0.17% | -$18.48K |
| PHILIPPINES(REP) | 1,080,000 | 1,080,000 | 0 | 0.17% | -$61.29K |
| OCI NV 144A SEC 5.25% 11-01-24 | 1,540,000 | 1,540,000 | 0 | 0.17% | -$9.62K |
| Egypt Government International Bond | 1,500,000 | 1,500,000 | 0 | 0.17% | $8.49K |
| US Foods, Inc. | 1,475,000 | 1,475,000 | 0 | 0.17% | $3.99K |
| OPENLANE, Inc. | 1,549,000 | 1,549,000 | 0 | 0.17% | -$24.71K |
| CHILE | 1,550,000 | 1,550,000 | 0 | 0.17% | -$71.28K |
| MGMGPO 5 3/4 02/01/27 | 1,387,000 | 1,387,000 | 0 | 0.17% | $21.39K |
| WYNDHAM WORLDWID | 1,400,000 | 1,400,000 | 0 | 0.17% | $28.00K |
| GRIFFON CORPORATION REGD 5.75000000 | 1,478,000 | 1,478,000 | 0 | 0.17% | -$14.78K |
| BUCKEYE PARTNERS MLP 4.5% 03/01/2028 144A | 1,531,000 | 1,531,000 | 0 | 0.17% | $19.14K |
| KORN/FERRY INTL | 1,486,000 | 1,486,000 | 0 | 0.17% | -$7.06K |
| United Arab Emirates Government Bond | 1,600,000 | 1,600,000 | 0 | 0.16% | -$195.92K |
| GRUBHUB HOLDINGS INC REGD 144A P/P 5.50000000 | 1,476,000 | 1,476,000 | 0 | 0.16% | -$8.71K |
| Six Flags Operations Inc. | 1,495,000 | 1,495,000 | 0 | 0.16% | $24.13K |
| Altice France Holding SA | 1,555,000 | 1,555,000 | 0 | 0.16% | -$56.29K |
| Petroleos Mexicanos | 1,600,000 | 1,600,000 | 0 | 0.16% | $46.01K |
| FED REPUBLIC OF BRAZIL SR UNSECURED 01/45 5 | 1,550,000 | 1,550,000 | 0 | 0.16% | -$200.72K |
| EXTENDED STAY AMERICA SR UNSEC 144A LIFE 4.625% 10-01-27 | 1,485,000 | 1,485,000 | 0 | 0.16% | -$2.79K |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc | 1,412,000 | 1,412,000 | 0 | 0.16% | $56.48K |
| CWK 6.75 05/15/28 144A | 1,346,000 | 1,346,000 | 0 | 0.16% | -$3.63K |
| Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc. | 1,395,000 | 1,395,000 | 0 | 0.16% | -$6.98K |
| REPUBLIC OF GHANA 8.627000% 06/16/2049 | 1,500,000 | 1,500,000 | 0 | 0.15% | -$12.44K |
| goeasy Ltd. | 1,395,000 | 1,395,000 | 0 | 0.15% | -$5.23K |
| CHINA (PEOPLE'S) | 1,600,000 | 1,600,000 | 0 | 0.15% | -$156.15K |
| PEGI 4.5 08/15/28 144A | 1,385,000 | 1,385,000 | 0 | 0.15% | -$40.84K |
| CENTURYLINK SR UNSEC 7.5% 04-01-24 | 1,279,000 | 1,279,000 | 0 | 0.15% | $3.20K |
| TURKIYE REP OF | 1,270,000 | 1,270,000 | 0 | 0.15% | $20.03K |
| MTX 5 07/01/28 | 1,365,000 | 1,365,000 | 0 | 0.15% | $3.90K |
| Republic of Kenya | 1,280,000 | 1,280,000 | 0 | 0.15% | $36.24K |
| TARGA RESOURCES 144A SR UNSEC 4.875% 02-01-31 | 1,382,000 | 1,382,000 | 0 | 0.15% | -$52.86K |
| Lumen Technologies, Inc. | 1,345,000 | 1,345,000 | 0 | 0.15% | -$4.06K |
| SPRINGLEAF FINANCE CORP | 1,311,000 | 1,311,000 | 0 | 0.15% | -$45.88K |
| Philippine National Bank | 1,300,000 | 1,300,000 | 0 | 0.15% | $12.01K |
| UNITED MEXICAN | 1,425,000 | 1,425,000 | 0 | 0.15% | -$53.62K |
| CORP. NOTE | 1,305,000 | 1,305,000 | 0 | 0.15% | $66.56K |
| REP OF PAKISTAN | 1,275,000 | 1,275,000 | 0 | 0.15% | $51.00K |
| REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/31 4.95 | 1,200,000 | 1,200,000 | 0 | 0.14% | -$66.01K |
| NextEra Energy Operating Partners LP | 1,275,000 | 1,275,000 | 0 | 0.14% | $6.34K |
| APACHE CORP | 1,310,000 | 1,310,000 | 0 | 0.14% | -$9.82K |
| REPUBLIC OF COLOMBIA REGD 4.50000000 | 1,200,000 | 1,200,000 | 0 | 0.14% | -$42.59K |
| INDONESIA (REP) | 1,200,000 | 1,200,000 | 0 | 0.14% | -$78.07K |
| Abu Dhabi Government International Bond | 1,250,000 | 1,250,000 | 0 | 0.14% | -$10.94K |
| Prime Security Services Borrower LLC / Prime Finance Inc | 1,276,000 | 1,276,000 | 0 | 0.14% | -$14.36K |
| The Democratic Socialist Republic of Sri Lanka | 2,310,000 | 2,310,000 | 0 | 0.14% | -$35.78K |
| Conn's Inc. | 1,314,000 | 1,314,000 | 0 | 0.14% | $39.42K |
| ENR 4.375 03/31/29 144A | 1,315,000 | 1,315,000 | 0 | 0.14% | -$30.18K |
| SRI LANKA (REPUBLIC OF) | 2,300,000 | 2,300,000 | 0 | 0.14% | -$35.63K |
| REPUBLIC OF GHANA 10.750000% 10/14/2030 | 1,000,000 | 1,000,000 | 0 | 0.14% | $11.85K |
| JB Poindexter & Company, Inc. | 1,220,000 | 1,220,000 | 0 | 0.14% | -$7.62K |
| Donnelley Financial Solutions Inc | 1,225,000 | 1,225,000 | 0 | 0.14% | -$24.50K |
| TGNA 7 3/4 06/01/27 | 1,105,000 | 1,105,000 | 0 | 0.14% | -$5.52K |
| FORTESCUE TREASURY PTY LTD COMPANY GUAR 144A 09/27 4.5 | 1,153,000 | 1,153,000 | 0 | 0.14% | $2.81K |
| ROMANIA REPUBLIC OF 4% 02/14/2051 144A | 1,300,000 | 1,300,000 | 0 | 0.13% | -$160.16K |
| PFGC 5.5 10/15/27 144A | 1,194,000 | 1,194,000 | 0 | 0.13% | -$14.87K |
| NMI Holdings, Inc. | 1,110,000 | 1,110,000 | 0 | 0.13% | $25.41K |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 04/01/2026 | 1,211,000 | 1,211,000 | 0 | 0.13% | -$2.66K |
| Republic of Kazakhstan | 850,000 | 850,000 | 0 | 0.13% | -$126.90K |
| PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375 | 1,275,000 | 1,275,000 | 0 | 0.13% | -$16.09K |
| HAT HOLDINGS I LLC / II LLC 6% 04/15/2025 144A | 1,180,000 | 1,180,000 | 0 | 0.13% | -$20.65K |
| ACHC 5.5 07/01/28 144A | 1,163,000 | 1,163,000 | 0 | 0.13% | -$10.18K |
| PBF Holding Company, LLC/PBF Finance Corporation | 1,889,000 | 1,889,000 | 0 | 0.13% | $207.79K |
| LNG 4 5/8 10/15/28 | 1,149,000 | 1,149,000 | 0 | 0.13% | $5.96K |
| STANDRD INDS NY | 1,245,000 | 1,245,000 | 0 | 0.13% | -$57.84K |
| TURKIYE REP OF | 1,200,000 | 1,200,000 | 0 | 0.13% | $19.08K |
| Sri Lanka Government International Bond | 1,975,000 | 1,975,000 | 0 | 0.13% | -$136.71K |
| TGNA 7.25 09/15/27 | 1,030,000 | 1,030,000 | 0 | 0.13% | $10.30K |
| Diebold Nixdorf Inc | 1,159,000 | 1,159,000 | 0 | 0.13% | $24.64K |
| COMPANY GUAR 144A 09/27 5.875 | 1,099,000 | 1,099,000 | 0 | 0.13% | -$2.36K |
| ENDP 7 1/2 04/01/27 | 1,095,000 | 1,095,000 | 0 | 0.13% | -$5.48K |
| Newmark Group, Inc. | 1,080,000 | 1,080,000 | 0 | 0.12% | -$1.92K |
| CALLON PETROLEUM CO REGD SER WI 6.37500000 | 1,480,000 | 1,480,000 | 0 | 0.12% | $648.76K |
| CITIGROUP COMMERCIAL VAR | 1,000,000 | 1,000,000 | 0 | 0.12% | -$24.59K |
| OCCIDENTAL PETE | 1,058,000 | 1,058,000 | 0 | 0.12% | $79.56K |
| CAMELOT FIN. SA 4.50% | 1,105,000 | 1,105,000 | 0 | 0.12% | -$9.67K |
| FED HOME LN BANK | 1,000,000 | 1,000,000 | 0 | 0.12% | -$52.34K |
| CHENIERE ENERGYP | 1,085,000 | 1,085,000 | 0 | 0.12% | $7.30K |
| BOC Aviation Ltd. | 1,165,000 | 1,165,000 | 0 | 0.12% | -$23.75K |
| FREEPORT-MCMORAN | 1,061,000 | 1,061,000 | 0 | 0.12% | -$7.96K |
| NUSTAR LOGISTICS LP REGD 6.37500000 | 1,006,000 | 1,006,000 | 0 | 0.12% | $20.33K |
| Republic of Cote d'Ivoire | 1,000,000 | 1,000,000 | 0 | 0.12% | -$16.37K |
| MEG Energy Corp | 1,050,000 | 1,050,000 | 0 | 0.12% | $79.83K |
| JAGUAR HOLDING COMPANY II 144A LIFE SR UNSEC 5.0% 06-15-28 | 1,045,000 | 1,045,000 | 0 | 0.12% | -$13.75K |
| Huarong Finance II Co Ltd | 1,000,000 | 1,000,000 | 0 | 0.12% | -$7.85K |
| PHILIPPINES(REP) | 1,155,000 | 1,155,000 | 0 | 0.12% | -$136.68K |
| Tenet Healthcare Corp | 1,075,000 | 1,075,000 | 0 | 0.12% | -$2.69K |
| Cleveland-Cliffs, Inc. | 1,016,000 | 1,016,000 | 0 | 0.12% | -$7.62K |
| Petrobras Global Finance BV | 1,000,000 | 1,000,000 | 0 | 0.12% | -$51.50K |
| Bahrain Government International Bond | 945,000 | 945,000 | 0 | 0.11% | -$28.48K |
| BYD 6.375 04/01/26 | 1,041,000 | 1,041,000 | 0 | 0.11% | -$5.85K |
| BYD 4 3/4 12/01/27 | 1,055,000 | 1,055,000 | 0 | 0.11% | $1.00K |
| Banco de Credito e Inversiones SA | 970,000 | 970,000 | 0 | 0.11% | $8.85K |
| CLIFFS NATURAL RESOURCES SR UNSEC 5.75% 03-01-25 | 1,044,000 | 1,044,000 | 0 | 0.11% | $29.96K |
| Dana Inc | 1,021,000 | 1,021,000 | 0 | 0.11% | -$19.14K |
| Egypt Government International Bonds | 1,024,000 | 1,024,000 | 0 | 0.11% | -$42.98K |
| Energuate Trust | 1,000,000 | 1,000,000 | 0 | 0.11% | $21.25K |
| DP WORLD LTD/UNITED ARAB EMIRATES MTN 4.700000% 09/30/2049 | 1,000,000 | 1,000,000 | 0 | 0.11% | -$42.70K |
| MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 5.625% 08-10-37 | 1,000,000 | 1,000,000 | 0 | 0.11% | $0 |
| FREEPORT-MCMORAN | 956,000 | 956,000 | 0 | 0.11% | -$1.63K |
| Grupo Aval Ltd. | 1,000,000 | 1,000,000 | 0 | 0.11% | $5.70K |
| STATE OF QATAR SR UNSECURED 144A 04/30 3.75 | 900,000 | 900,000 | 0 | 0.11% | -$39.50K |
| QATAR STATE OF | 860,000 | 860,000 | 0 | 0.11% | -$130.44K |
| State of Qatar | 780,000 | 780,000 | 0 | 0.11% | -$122.66K |
| MATTAMY GROUP CORP REGD 144A P/P 5.25000000 | 940,000 | 940,000 | 0 | 0.11% | -$7.05K |
| TRAVEL + LEISURE CO SR SECURED 144A 07/26 6.625 | 860,000 | 860,000 | 0 | 0.10% | $5.42K |
| EAT 5 10/01/24 | 932,000 | 932,000 | 0 | 0.10% | $12.55K |
| BENCHMARK 2019-B9 MTG TR 3.9325% 03/15/2052 | 850,000 | 850,000 | 0 | 0.10% | -$15.78K |
| SAUDI INTERNATIONAL BOND | 850,000 | 850,000 | 0 | 0.10% | -$120.56K |
| Egypt Government International Bonds | 930,000 | 930,000 | 0 | 0.10% | -$22.39K |
| Qatar Government International Bond | 865,000 | 865,000 | 0 | 0.10% | -$6.49K |
| PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27 | 900,000 | 900,000 | 0 | 0.10% | $36.68K |
| Nielsen Finance LLC / Nielsen Finance Co | 860,000 | 860,000 | 0 | 0.10% | -$15.05K |
| CABLEVISION LIGHTPATH SR SECURED 144A 09/27 3.875 | 935,000 | 935,000 | 0 | 0.10% | -$17.39K |
| ENDENR 5.75 01/30/28 144A | 863,000 | 863,000 | 0 | 0.10% | -$7.09K |
| Republic of Angola | 940,000 | 940,000 | 0 | 0.10% | $100.28K |
| SAUDI INT BOND | 750,000 | 750,000 | 0 | 0.10% | -$92.52K |
| MEGLOBAL CANADA ULC REGD 144A P/P MTN 5.00000000 | 800,000 | 800,000 | 0 | 0.09% | $96 |
| Diebold Nixdorf Inc | 793,000 | 793,000 | 0 | 0.09% | $15.86K |
| INDONESIA (REP) | 800,000 | 800,000 | 0 | 0.09% | -$12.66K |
| PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 | 1,000,000 | 1,000,000 | 0 | 0.09% | $19.00K |
| Presidencia de la Republica Dominicana | 900,000 | 900,000 | 0 | 0.09% | -$60.75K |
| DCP MIDSTREAM OP | 792,000 | 792,000 | 0 | 0.09% | -$214 |
| ECOPETROL SA SR UNSECURED 04/30 6.875 | 700,000 | 700,000 | 0 | 0.09% | -$31.92K |
| UNITED MEXICAN | 830,000 | 830,000 | 0 | 0.09% | -$98.56K |
| El Salvador Government International Bond | 850,000 | 850,000 | 0 | 0.09% | $84.15K |
| Republic of Kenya Government International Bonds | 750,000 | 750,000 | 0 | 0.09% | -$11.12K |
| Empresas Publicas de Medellin ESP | 805,000 | 805,000 | 0 | 0.09% | -$33.21K |
| Talen Energy Supply LLC | 788,000 | 788,000 | 0 | 0.09% | $7.88K |
| CHALCO HONG KONG INVESTMENT CO LTD 4.250000% MATURITY: PERPETUAL | 800,000 | 800,000 | 0 | 0.09% | $3.16K |
| BCP V3.125 07/01/30 144A | 780,000 | 780,000 | 0 | 0.08% | $6.23K |
| COLOMBIA TELECOMUNICACIO REGD 144A P/P 4.95000000 | 739,000 | 739,000 | 0 | 0.08% | -$26.42K |
| PANAMA | 800,000 | 800,000 | 0 | 0.08% | -$141.01K |
| Ukraine Government International Bond | 750,000 | 750,000 | 0 | 0.08% | -$7.99K |
| PETROLEOS MEXICANOS SR UNSEC 6.375% 01-23-45 | 920,000 | 920,000 | 0 | 0.08% | $16.10K |
| SAUDI INT BOND | 710,000 | 710,000 | 0 | 0.08% | -$8.89K |
| RUMO LUXEMBOURG SARL | 730,000 | 730,000 | 0 | 0.08% | -$13.32K |
| FREEPORT-MCMORAN | 695,000 | 695,000 | 0 | 0.08% | -$1.74K |
| Endo Designated Activity Company | 760,000 | 760,000 | 0 | 0.08% | -$3.76K |
| ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.87500000 | 709,000 | 709,000 | 0 | 0.08% | -$10.64K |
| Clearway Energy Operating LLC | 721,000 | 721,000 | 0 | 0.08% | $0 |
| FREEPORT-MCMORAN | 695,000 | 695,000 | 0 | 0.08% | -$3.34K |
| Republic of El Salvador | 700,000 | 700,000 | 0 | 0.08% | $70.35K |
| BANK, Series 2019-BN16, Class A2 | 680,000 | 680,000 | 0 | 0.08% | -$2.06K |
| GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875 | 700,000 | 700,000 | 0 | 0.08% | -$1.22K |
| MPW 3 1/2 03/15/31 | 714,000 | 714,000 | 0 | 0.08% | $921 |
| LPL HOLDINGS INC 144A LIFE 5.75% 09-15-25 | 697,000 | 697,000 | 0 | 0.08% | -$3.36K |
| Hi-Crush Inc | 718,000 | 718,000 | 0 | 0.08% | $0 |
| NUSTAR LOGISTICS LP REGD 5.75000000 | 669,000 | 669,000 | 0 | 0.08% | $8.36K |
| Ukraine Government International Bonds | 700,000 | 700,000 | 0 | 0.08% | -$31.30K |
| SPIC Luxembourg Latin America Renewable Energy Investment Co Sarl | 650,000 | 650,000 | 0 | 0.08% | $23 |
| BX TRUST | 700,000 | 700,000 | 0 | 0.07% | $21.02K |
| SOUTH AFRICA | 660,000 | 660,000 | 0 | 0.07% | -$3.70K |
| Prime Security Services Borrower LLC/ Prime Finance, Inc. | 640,000 | 640,000 | 0 | 0.07% | -$4.80K |
| Catalent Pharma Solutions Inc | 650,000 | 650,000 | 0 | 0.07% | -$4.06K |
| MIZUHO FINANCIAL | 643,000 | 643,000 | 0 | 0.07% | -$1.04K |
| COOPERATIEVE RABOBANK UA T1Y+NA 09/24/2026 144A | 680,000 | 680,000 | 0 | 0.07% | -$7.51K |
| PANAMA | 500,000 | 500,000 | 0 | 0.07% | -$62.50K |
| ONE BRYANT PK TR 2019-OBP 2.51641% 09/15/2054 144A | 640,000 | 640,000 | 0 | 0.07% | -$21.67K |
| SIGNATURE BK NY | 636,000 | 636,000 | 0 | 0.07% | $13.72K |
| Infraestructura Energetica Nova SAPI de CV | 650,000 | 650,000 | 0 | 0.07% | $20.31K |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 600,000 | 600,000 | 0 | 0.07% | -$72.00K |
| Shandong Iron And Steel Xinheng International Co Ltd | 620,000 | 620,000 | 0 | 0.07% | $11.17K |
| NATWEST GROUP | 649,000 | 649,000 | 0 | 0.07% | -$18.55K |
| Saka Energi Indonesia PT | 700,000 | 700,000 | 0 | 0.07% | -$26.09K |
| Pertamina Persero PT | 500,000 | 500,000 | 0 | 0.07% | -$34.96K |
| Domtar, Corp.6.75% Due 2/15/2044 | 483,000 | 483,000 | 0 | 0.07% | $55.08K |
| AROUNDTOWN SA 1.45% 07/09/2028 REGS | 500,000 | 500,000 | 0 | 0.07% | $1.95K |
| Huarong Finance 2019 Co Ltd | 590,000 | 590,000 | 0 | 0.07% | $7.58K |
| Mattamy Homes Limited | 600,000 | 600,000 | 0 | 0.07% | -$5.25K |
| ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.62500000 | 626,000 | 626,000 | 0 | 0.07% | -$2.44K |
| MDGH GMTN RSC Ltd. | 600,000 | 600,000 | 0 | 0.07% | -$70.77K |
| Indonesia Asahan Aluminium PT/Mineral Industri Indonesia Persero PT | 500,000 | 500,000 | 0 | 0.07% | -$10.89K |
| Herbalife Nutrition Ltd / HLF Financing Inc | 565,000 | 565,000 | 0 | 0.07% | -$8.48K |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 6.500000% 10/01/2025 | 625,000 | 625,000 | 0 | 0.06% | $31.44K |
| BUCKEYE PARTNERS MLP 4.125% 03/01/2025 144A | 591,000 | 591,000 | 0 | 0.06% | $14.78K |
| Ukraine Government International Bond | 550,000 | 550,000 | 0 | 0.06% | -$5.83K |
| TELESAT CANADA/TELESAT L REGD 144A P/P 4.87500000 | 571,000 | 571,000 | 0 | 0.06% | $9.99K |
| Nielsen Finance LLC / Nielsen Finance Co | 544,000 | 544,000 | 0 | 0.06% | -$4.60K |
| URUGUAY | 496,323 | 496,323 | 0 | 0.06% | -$26.68K |
| Sri Lanka Government International Bonds | 1,000,000 | 1,000,000 | 0 | 0.06% | -$18.43K |
| MALAYAN BANKING BHD 3.905000% 10/29/2026 | 550,000 | 550,000 | 0 | 0.06% | -$720 |
| NRG ENERGY INC REGD 144A P/P 3.37500000 | 569,000 | 569,000 | 0 | 0.06% | -$21.34K |
| PHILIPPINES(REP) | 500,000 | 500,000 | 0 | 0.06% | -$22.81K |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 03/35 7.253 | 550,000 | 550,000 | 0 | 0.06% | -$24.59K |
| MTRO COMMERCIAL MORTGAGE TRUST 2019-TECH MTRO 2019-TECH A | 550,000 | 550,000 | 0 | 0.06% | $2.86K |
| EQUATE PETROCHEMICAL CO KSC 4.25% 11/03/2026 REGS | 500,000 | 500,000 | 0 | 0.06% | -$1.79K |
| ECOPETROL SA SR UNSECURED 05/45 5.875 | 500,000 | 500,000 | 0 | 0.06% | -$53.96K |
| CSAIL 2015-C1 A4 | 490,000 | 490,000 | 0 | 0.06% | -$1.97K |
| ReNew Power Pvt Ltd | 510,000 | 510,000 | 0 | 0.06% | $4.34K |
| ReNew Power Synthetic | 500,000 | 500,000 | 0 | 0.06% | -$4.49K |
| FAIRFAX FINANCIAL HOLDINGS LTD 2.750000% 03/29/2028 | 400,000 | 400,000 | 0 | 0.06% | $13.89K |
| BRF SA SR UNSECURED 144A 01/30 4.875 | 500,000 | 500,000 | 0 | 0.06% | -$12.38K |
| CHINALCO CAPITAL HOLDINGS LTD 4.100000% MATURITY: PERPETUAL | 500,000 | 500,000 | 0 | 0.06% | $6.29K |
| US TREASURY N/B | 500,000 | 500,000 | 0 | 0.06% | -$6.43K |
| Yingde Gases Investment Ltd | 500,000 | 500,000 | 0 | 0.05% | $1.46K |
| OmGrid Funding Ltd. | 500,000 | 500,000 | 0 | 0.05% | $31.45K |
| BA Credit Card Trust, Series 2019-A1, Class A1 | 500,000 | 500,000 | 0 | 0.05% | -$1.55K |
| REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75 | 533,000 | 533,000 | 0 | 0.05% | -$13.26K |
| Heathrow Funding Ltd. | 400,000 | 400,000 | 0 | 0.05% | -$682 |
| CHINA MINMETALS CORP 3.750000% MATURITY: PERPETUAL | 485,000 | 485,000 | 0 | 0.05% | $3.41K |
| DCP MIDSTREAM OP | 465,000 | 465,000 | 0 | 0.05% | $47.66K |
| CHENIERE ENERGY PARTNERS 1ST LIEN 5.25% 10-01-25 | 462,000 | 462,000 | 0 | 0.05% | $716 |
| Klabin Austria GmbH | 379,000 | 379,000 | 0 | 0.05% | -$1.71K |
| ONEMAIN FINANCE CORP COMPANY GUAR 03/25 6.875 | 415,000 | 415,000 | 0 | 0.05% | -$6.07K |
| First Niagara Financial Group Inc | 431,000 | 431,000 | 0 | 0.05% | -$6.86K |
| Toyota Auto Loan Extended Note Trust 2019-1 | 425,000 | 425,000 | 0 | 0.05% | -$3.17K |
| Rocket Mortgage LLC | 423,000 | 423,000 | 0 | 0.05% | -$1.04K |
| PANAMA | 400,000 | 400,000 | 0 | 0.05% | -$67.40K |
| WELLS FARGO CO | 425,000 | 425,000 | 0 | 0.05% | -$31.11K |
| HANWHA ENERGY USA HOLDN COMPANY GUAR 144A 07/22 2.375 | 420,000 | 420,000 | 0 | 0.05% | -$844 |
| Sophia LP | 428,392 | 428,392 | 0 | 0.05% | $4.55K |
| Chase Mortgage Finance Corp., Series 2016-SH2, Class M2 | 411,467 | 411,467 | 0 | 0.05% | $1.61K |
| EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A | 385,000 | 385,000 | 0 | 0.05% | -$54.08K |
| T/L PODS INC REGD 3.75000000 | 410,609 | 410,609 | 0 | 0.04% | $5.34K |
| DCP MIDSTREAM OPER LP 6.75% 09/15/2037 144A | 363,000 | 363,000 | 0 | 0.04% | $30.86K |
| CHINALCO CAPITAL HOLDINGS LTD 4.250000% 04/21/2022 | 400,000 | 400,000 | 0 | 0.04% | $1.06K |
| SRI LANKA (REPUBLIC OF) | 700,000 | 700,000 | 0 | 0.04% | -$27.91K |
| UNICREDIT SPA 144A LIFE SR UNSEC 6.572% 01-14-22 | 377,000 | 377,000 | 0 | 0.04% | -$3.78K |
| CONTINENTAL RESO | 374,000 | 374,000 | 0 | 0.04% | $20.47K |
| HSBC HOLDINGS | 394,000 | 394,000 | 0 | 0.04% | -$4.54K |
| SHELL INTERNATIONAL FINANCE BV EUR REG S SR UNSEC (B) 1.5% 04-07-28 | 300,000 | 300,000 | 0 | 0.04% | -$5.21K |
| WESTLAKE CORP /EUR/ REGD 1.62500000 | 315,000 | 315,000 | 0 | 0.04% | $3.96K |
| KINGDOM OF BAHRAIN 6.000000% 09/19/2044 | 400,000 | 400,000 | 0 | 0.04% | -$20.24K |
| LPL HOLDINGS INC REGD 144A P/P 4.62500000 | 375,000 | 375,000 | 0 | 0.04% | -$825 |
| UNICREDIT SPA REGD V/R 144A P/P 2.56900000 | 377,000 | 377,000 | 0 | 0.04% | -$3.76K |
| CARDINAL HEALTH | 337,000 | 337,000 | 0 | 0.04% | -$16.23K |
| ENVA 8.5 09/15/25 144A | 365,000 | 365,000 | 0 | 0.04% | $26.64K |
| NESTLE HOLDINGS INC 144A 3.500000% 09/24/2025 | 335,000 | 335,000 | 0 | 0.04% | -$7.06K |
| WINTERSHALL FIN | 300,000 | 300,000 | 0 | 0.04% | $3.52K |
| FORD MOTOR CO | 285,000 | 285,000 | 0 | 0.04% | $11.76K |
| Osum Production Corp. Extended Term Loan | 370,749 | 370,749 | 0 | 0.04% | $27.81K |
| BRASKM 4 1/2 01/31/30 | 360,000 | 360,000 | 0 | 0.04% | $1.76K |
| INTELSAT JACKSON TL-B3 (PRIME+475) (FLR 3.25) 8.0% 11-27-23 | 355,000 | 355,000 | 0 | 0.04% | $1.48K |
| BMW Vehicle Lease Trust 2019-1 | 350,000 | 350,000 | 0 | 0.04% | -$1.78K |
| CCL 7.625 03/01/26 144A | 331,000 | 331,000 | 0 | 0.04% | -$1.24K |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1 1.26% 08/20/2026 | 340,000 | 340,000 | 0 | 0.04% | -$1.21K |
| ENEL FIN INTL NV | 278,000 | 278,000 | 0 | 0.04% | -$29.77K |
Top 300 of 393, by weight.
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