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 |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 31,800,000 | 31,800,000 | 1.88% | $31.99M |
| Uniform Mortgage-Backed Security, TBA | 0 | 27,000,000 | 27,000,000 | 1.64% | $27.89M |
| FR SD8134 | 0 | 21,275,000 | 21,275,000 | 1.26% | $21.42M |
| G2 MA7052 | 0 | 15,906,060 | 15,906,060 | 0.97% | $16.48M |
| Uniform Mortgage-Backed Security, TBA | 0 | 8,000,000 | 8,000,000 | 0.48% | $8.26M |
| US TREASURY N/B | 0 | 6,970,000 | 6,970,000 | 0.41% | $7.04M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,000,000 | 6,000,000 | 0.37% | $6.27M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,000,000 | 6,000,000 | 0.34% | $5.87M |
| Fannie Mae Pool | 0 | 4,890,258 | 4,890,258 | 0.30% | $5.09M |
| Uniform Mortgage-Backed Security, TBA | 0 | 5,000,000 | 5,000,000 | 0.30% | $5.05M |
| US TREASURY N/B | 0 | 5,002,000 | 5,002,000 | 0.28% | $4.74M |
| BNP PARIBAS | 0 | 3,500,000 | 3,500,000 | 0.20% | $3.46M |
| LIBMUT 4.3 02/01/61 144A | 0 | 2,844,000 | 2,844,000 | 0.15% | $2.60M |
| INDONESIA (REP) | 0 | 2,400,000 | 2,400,000 | 0.13% | $2.28M |
| MARRIOTT INTL | 0 | 2,001,000 | 2,001,000 | 0.13% | $2.27M |
| JOHN DEERE CAP | 0 | 2,294,000 | 2,294,000 | 0.13% | $2.25M |
| US TREASURY N/B | 0 | 2,733,000 | 2,733,000 | 0.13% | $2.24M |
| GEORGIA POWER | 0 | 2,205,000 | 2,205,000 | 0.13% | $2.21M |
| OHNAT 5.55 01/24/30 | 0 | 2,048,000 | 2,048,000 | 0.13% | $2.18M |
| BROADCOM INC | 0 | 2,107,000 | 2,107,000 | 0.12% | $2.07M |
| Turkiye Cumhuriyeti Basbakanlik | 0 | 1,900,000 | 1,900,000 | 0.11% | $1.89M |
| CARRIER GLOBAL | 0 | 1,716,000 | 1,716,000 | 0.10% | $1.76M |
| Credit Agricole SA | 0 | 1,567,000 | 1,567,000 | 0.09% | $1.47M |
| CHEVRON USA INC | 0 | 1,100,000 | 1,100,000 | 0.09% | $1.47M |
| Expedia Group Inc | 0 | 1,480,000 | 1,480,000 | 0.09% | $1.46M |
| SYSCO CORP | 0 | 1,173,000 | 1,173,000 | 0.08% | $1.33M |
| NATIONAL BANK OF CANADA MTN 0.550000% 11/15/2024 | 0 | 1,258,000 | 1,258,000 | 0.07% | $1.26M |
| Principal Life Global Funding II | 0 | 1,238,000 | 1,238,000 | 0.07% | $1.24M |
| BP CAP MKTS AMER | 0 | 1,304,000 | 1,304,000 | 0.07% | $1.23M |
| SYSCO CORP | 0 | 1,063,000 | 1,063,000 | 0.07% | $1.21M |
| Bahrain Government International Bond | 0 | 1,220,000 | 1,220,000 | 0.07% | $1.21M |
| HUNT INGALLS IND | 0 | 1,017,000 | 1,017,000 | 0.07% | $1.16M |
| CAN IMPERIAL BK | 0 | 1,153,000 | 1,153,000 | 0.07% | $1.15M |
| INTERPUBLIC GRP | 0 | 1,040,000 | 1,040,000 | 0.06% | $1.05M |
| JOHN DEERE CAP | 0 | 954,000 | 954,000 | 0.06% | $1.03M |
| Presidencia da Republica | 0 | 1,000,000 | 1,000,000 | 0.06% | $995.00K |
| CCL 5.75 03/01/27 144A | 0 | 955,000 | 955,000 | 0.06% | $969.32K |
| SR SECURED 144A 02/26 7.5 | 0 | 925,000 | 925,000 | 0.06% | $953.95K |
| CALPINE CORP SR SECURED 144A 03/31 3.75 | 0 | 970,000 | 970,000 | 0.05% | $936.05K |
| NTT FINANCE | 0 | 906,000 | 906,000 | 0.05% | $899.87K |
| MPH Acquisition Holdings LLC | 0 | 905,000 | 905,000 | 0.05% | $898.21K |
| MASCO CORP | 0 | 914,000 | 914,000 | 0.05% | $891.56K |
| DVA 4.625 06/01/30 144A | 0 | 869,000 | 869,000 | 0.05% | $883.12K |
| SVELEV 1.8 02/10/31 144A | 0 | 897,000 | 897,000 | 0.05% | $857.50K |
| HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26 | 0 | 847,000 | 847,000 | 0.05% | $832.80K |
| ENERGY TRANSFER | 0 | 761,000 | 761,000 | 0.05% | $812.03K |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A | 0 | 800,000 | 800,000 | 0.05% | $806.50K |
| POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5 | 0 | 805,000 | 805,000 | 0.05% | $804.04K |
| CALIFORNIA RESOURCES CRP REGD 144A P/P 7.12500000 | 0 | 800,000 | 800,000 | 0.05% | $800.50K |
| TRINET GROUP INC REGD 144A P/P 3.50000000 | 0 | 805,000 | 805,000 | 0.05% | $798.71K |
| CSWHOL 5 12/15/28 144A | 0 | 810,000 | 810,000 | 0.05% | $795.82K |
| COMMERCIAL METALS CO REGD 3.87500000 | 0 | 793,000 | 793,000 | 0.05% | $792.44K |
| CHS/Community Health Systems Inc | 0 | 750,000 | 750,000 | 0.05% | $789.89K |
| CHEVRON USA INC 4.2% 10/15/2049 | 0 | 676,000 | 676,000 | 0.05% | $788.42K |
| H&E EQUIPMENT SERVICES INC 144A 3.875000% 12/15/2028 | 0 | 810,000 | 810,000 | 0.05% | $779.22K |
| COLORADO INT GAS CO/ISS COMPANY GUAR 144A 08/26 4.15 | 0 | 693,000 | 693,000 | 0.05% | $775.82K |
| SPIRIT REALTY LP | 0 | 749,000 | 749,000 | 0.04% | $738.26K |
| Federative Republic of Brazil | 0 | 700,000 | 700,000 | 0.04% | $735.36K |
| HALLIBURTON CO | 0 | 665,000 | 665,000 | 0.04% | $735.20K |
| SOUTHERN CAL ED | 0 | 809,000 | 809,000 | 0.04% | $731.81K |
| NATIONAL FUEL GA | 0 | 742,000 | 742,000 | 0.04% | $730.98K |
| NATIONAL HEALTH | 0 | 748,000 | 748,000 | 0.04% | $722.00K |
| HILCRP 6 02/01/31 144A | 0 | 706,000 | 706,000 | 0.04% | $717.49K |
| Indigo Natural Resources LLC | 0 | 713,000 | 713,000 | 0.04% | $709.44K |
| MPEL 5 3/8 12/04/29 | 0 | 666,000 | 666,000 | 0.04% | $704.81K |
| EPC 4 1/8 04/01/29 | 0 | 700,000 | 700,000 | 0.04% | $696.50K |
| ONEOK INC | 0 | 519,000 | 519,000 | 0.04% | $652.33K |
| LYV 4.75 10/15/27 144A | 0 | 638,000 | 638,000 | 0.04% | $644.51K |
| KW 4 3/4 03/01/29 | 0 | 624,000 | 624,000 | 0.04% | $643.16K |
| Societe Generale SA | 0 | 635,000 | 635,000 | 0.04% | $624.54K |
| Genting New York LLC / GENNY Capital Inc | 0 | 617,000 | 617,000 | 0.04% | $619.21K |
| Bahrain Government International Bond | 0 | 630,000 | 630,000 | 0.04% | $617.40K |
| FORD MOTOR CRED | 0 | 606,000 | 606,000 | 0.04% | $599.94K |
| Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd | 0 | 524,286 | 524,286 | 0.03% | $552.80K |
| SERVICE PROPS. TRU 4.375% | 0 | 583,000 | 583,000 | 0.03% | $542.19K |
| RACKSPACE TECHNOLOGY SR SECURED 144A 02/28 3.5 | 0 | 550,000 | 550,000 | 0.03% | $539.23K |
| CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/15/2051 144A | 0 | 600,000 | 600,000 | 0.03% | $538.07K |
| SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625 | 0 | 530,000 | 530,000 | 0.03% | $536.84K |
| AR 7.625 02/01/29 144A | 0 | 493,000 | 493,000 | 0.03% | $525.66K |
| U.S. Treasury Notes/Bonds | 0 | 500,000 | 500,000 | 0.03% | $497.77K |
| Range Resources Corporation 8.250%, Due 01/15/2029 | 0 | 443,000 | 443,000 | 0.03% | $476.09K |
| GENESIS ENERGY LP SR UNSEC 8.0% 01-15-27 | 0 | 468,000 | 468,000 | 0.03% | $473.07K |
| APACHE CORP | 0 | 483,000 | 483,000 | 0.03% | $472.14K |
| FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A | 0 | 423,000 | 423,000 | 0.03% | $441.51K |
| HUDBAY MINERALS INC REGD 144A P/P 4.50000000 | 0 | 435,000 | 435,000 | 0.03% | $440.99K |
| OCCIDENTAL PETE | 0 | 390,000 | 390,000 | 0.03% | $432.41K |
| CHARTER COMM OPT | 0 | 445,000 | 445,000 | 0.03% | $427.85K |
| MEG Energy Corp 5.88 02/01/2029 | 0 | 400,000 | 400,000 | 0.02% | $406.12K |
| KRAFT HEINZ FOOD | 0 | 346,000 | 346,000 | 0.02% | $403.79K |
| CLEVELAND-CLIFFS INC REGD 144A P/P 4.62500000 | 0 | 409,000 | 409,000 | 0.02% | $400.41K |
| Yunda Holding Investment Ltd | 0 | 400,000 | 400,000 | 0.02% | $395.80K |
| CYH 6.875 04/15/29 144A | 0 | 384,000 | 384,000 | 0.02% | $394.56K |
| HILCRP 5.75 02/01/29 144A | 0 | 345,000 | 345,000 | 0.02% | $351.90K |
| ALEXANDRIA REAL | 0 | 360,000 | 360,000 | 0.02% | $348.34K |
| GATX CORP | 0 | 329,000 | 329,000 | 0.02% | $309.72K |
| CSTM 3.75 04/15/29 144A | 0 | 301,000 | 301,000 | 0.02% | $298.80K |
| Galaxy Pipeline Assets Bidco Ltd. | 0 | 300,000 | 300,000 | 0.02% | $294.68K |
| KENNAMETAL INC | 0 | 288,000 | 288,000 | 0.02% | $287.45K |
| TTM TECHS. INC 4.00% | 0 | 271,000 | 271,000 | 0.02% | $273.79K |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27 | 0 | 230,000 | 230,000 | 0.01% | $241.07K |
| DELTA AIR LINES INC SR UNSECURED 04/28 4.375 | 0 | 221,000 | 221,000 | 0.01% | $228.49K |
| NCL CORPORATION LTD REGD 144A P/P 5.87500000 | 0 | 187,000 | 187,000 | 0.01% | $188.00K |
| DELTA AIR LINES | 0 | 167,000 | 167,000 | 0.01% | $165.73K |
| SERVICE PROPS. TRUS 4.75% | 0 | 148,000 | 148,000 | 0.01% | $145.78K |
| SERVICE PROPERTIES TRUST 5.25% 02/15/2026 | 0 | 135,000 | 135,000 | 0.01% | $136.69K |
| CAR 5 3/8 03/01/29 | 0 | 133,000 | 133,000 | 0.01% | $136.01K |
| LYV 3.75 01/15/28 144A | 0 | 135,000 | 135,000 | 0.01% | $135.30K |
| CLEVELAND-CLIFFS INC REGD 144A P/P 4.87500000 | 0 | 125,000 | 125,000 | 0.01% | $122.39K |
| Catalent Pharma Solutions Inc | 0 | 106,000 | 106,000 | 0.01% | $104.73K |
| SVC 4.95 10/01/29 | 0 | 90,000 | 90,000 | 0.01% | $86.85K |
| VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625 | 0 | 78,000 | 78,000 | 0.00% | $78.51K |
| SCRIPPS ESCROW SSP 5 3/8 01/15/31 | 0 | 73,000 | 73,000 | 0.00% | $74.19K |
| TMH 6.375 02/01/25 144A | 0 | 81,000 | 81,000 | 0.00% | $72.95K |
| HI CRUSH INC. | 0 | 28,919 | 28,919 | 0.00% | $4.92K |
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 22,000,000 | 0 | -22,000,000 | 0.00% | -$23.05M |
| Uniform Mortgage-Backed Security, TBA | 21,800,000 | 0 | -21,800,000 | 0.00% | -$22.64M |
| G2 MA6709 | 15,657,447 | 0 | -15,657,447 | 0.00% | -$16.51M |
| Uniform Mortgage-Backed Security, TBA | 8,000,000 | 0 | -8,000,000 | 0.00% | -$8.33M |
| ILPT TRUST 2019-SURF 4.145% 02/11/2041 144A | 5,570,000 | 0 | -5,570,000 | 0.00% | -$6.31M |
| FNCL 3 12/22 | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.27M |
| US TREASURY N/B | 3,079,400 | 0 | -3,079,400 | 0.00% | -$2.84M |
| REPUBLIC OF EL SALVADOR SR UNSECURED 144A 07/52 9.5 | 2,965,000 | 0 | -2,965,000 | 0.00% | -$2.81M |
| BNP PARIBAS SA 144A 01/31 VAR | 2,341,000 | 0 | -2,341,000 | 0.00% | -$2.54M |
| REPUBLIC OF BELARUS REG S 6.875% 02-28-23 | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.37M |
| JOHN DEERE CAPITAL CORP REGD MTN 2.95000000 | 2,253,000 | 0 | -2,253,000 | 0.00% | -$2.33M |
| BNP PARIBAS SR UNSECURED 144A 01/25 VAR | 2,097,000 | 0 | -2,097,000 | 0.00% | -$2.33M |
| WESTLAKE CORP 3.375% 06/15/2030 | 2,031,000 | 0 | -2,031,000 | 0.00% | -$2.22M |
| GE CAPITAL FUNDING 144A SR UNSEC 4.4% 05-15-30 | 1,920,000 | 0 | -1,920,000 | 0.00% | -$2.21M |
| PANAMA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.03M |
| T-Mobile USA Inc | 1,956,000 | 0 | -1,956,000 | 0.00% | -$1.98M |
| GEORGIA PACIFIC LLC SR UNSECURED 144A 07/23 3.734 | 1,812,000 | 0 | -1,812,000 | 0.00% | -$1.95M |
| CARRIER GLOBAL CORP 144A SR UNSEC 3.377% 04-05-40 | 1,748,000 | 0 | -1,748,000 | 0.00% | -$1.93M |
| UBS GROUP | 1,488,000 | 0 | -1,488,000 | 0.00% | -$1.75M |
| ABB Finance USA, Inc. | 1,599,000 | 0 | -1,599,000 | 0.00% | -$1.71M |
| US TREASURY N/B | 1,366,000 | 0 | -1,366,000 | 0.00% | -$1.66M |
| Hilcorp Energy I LP / Hilcorp Finance Co | 1,691,000 | 0 | -1,691,000 | 0.00% | -$1.65M |
| TSMC GLOBAL LTD 144A 1.375000% 09/28/2030 | 1,686,000 | 0 | -1,686,000 | 0.00% | -$1.65M |
| URUGUAY | 1,210,000 | 0 | -1,210,000 | 0.00% | -$1.64M |
| Republic of Indonesia | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.58M |
| SPRINT LLC 7.875000% 09/15/2023 | 1,355,000 | 0 | -1,355,000 | 0.00% | -$1.56M |
| NATL RURAL UTIL | 1,534,000 | 0 | -1,534,000 | 0.00% | -$1.52M |
| NOBLE ENERGY INC | 1,081,000 | 0 | -1,081,000 | 0.00% | -$1.50M |
| JACKSON PARK TRUST 2019-LIC JAX 2019-LIC A | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.47M |
| US TREASURY N/B | 1,139,000 | 0 | -1,139,000 | 0.00% | -$1.38M |
| MYLAN INC | 1,147,000 | 0 | -1,147,000 | 0.00% | -$1.36M |
| MASCO CORP | 1,321,000 | 0 | -1,321,000 | 0.00% | -$1.34M |
| QUANTA SERVICES | 1,248,000 | 0 | -1,248,000 | 0.00% | -$1.34M |
| ADVANCE AUTO PAR | 1,158,000 | 0 | -1,158,000 | 0.00% | -$1.33M |
| HOST HOTELS | 1,315,000 | 0 | -1,315,000 | 0.00% | -$1.32M |
| NVIDIA CORP | 1,026,000 | 0 | -1,026,000 | 0.00% | -$1.32M |
| OMNICOM GROUP | 1,241,000 | 0 | -1,241,000 | 0.00% | -$1.32M |
| CNH INDUSTRIAL | 1,262,000 | 0 | -1,262,000 | 0.00% | -$1.29M |
| COCA-COLA CO/THE | 1,237,000 | 0 | -1,237,000 | 0.00% | -$1.29M |
| ROMANIA REPUBLIC OF 3% 02/14/2031 144A | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.28M |
| Golden Nugget Inc | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.27M |
| Telecom Italia Capital S.A. | 923,000 | 0 | -923,000 | 0.00% | -$1.26M |
| VERIZON COMM INC | 1,188,000 | 0 | -1,188,000 | 0.00% | -$1.25M |
| DIAGEO CAP PLC | 1,166,000 | 0 | -1,166,000 | 0.00% | -$1.23M |
| HUNTINGTON INGALLS INDUSTRIES SR UNSECURED 144A 05/30 4.2 | 1,036,000 | 0 | -1,036,000 | 0.00% | -$1.23M |
| SYSCO CORP | 1,149,000 | 0 | -1,149,000 | 0.00% | -$1.20M |
| Shinhan Bank Co. Ltd. | 1,042,000 | 0 | -1,042,000 | 0.00% | -$1.18M |
| CENOVUS ENERGY | 1,103,000 | 0 | -1,103,000 | 0.00% | -$1.18M |
| WELLS FARGO CO | 808,000 | 0 | -808,000 | 0.00% | -$1.15M |
| BROADCOM INC | 930,000 | 0 | -930,000 | 0.00% | -$1.08M |
| BRISTOL-MYERS | 786,000 | 0 | -786,000 | 0.00% | -$1.07M |
| BORGWARNER INC | 993,000 | 0 | -993,000 | 0.00% | -$1.06M |
| US TREASURY N/B | 683,000 | 0 | -683,000 | 0.00% | -$1.04M |
| US TREASURY N/B | 781,000 | 0 | -781,000 | 0.00% | -$1.04M |
| GATX CORP | 866,000 | 0 | -866,000 | 0.00% | -$1.02M |
| SABINE PASS LIQUEFACTION 144A SEC 4.5% 05-15-30 | 851,000 | 0 | -851,000 | 0.00% | -$997.26K |
| AUTONATION INC | 777,000 | 0 | -777,000 | 0.00% | -$934.80K |
| ACTIVISION BLIZZ | 968,000 | 0 | -968,000 | 0.00% | -$933.77K |
| Presidio Holdings Inc | 860,000 | 0 | -860,000 | 0.00% | -$933.10K |
| Dell International LLC | 875,000 | 0 | -875,000 | 0.00% | -$906.72K |
| LOWE'S COS INC | 839,000 | 0 | -839,000 | 0.00% | -$901.06K |
| UNITEDHEALTH GRP | 762,000 | 0 | -762,000 | 0.00% | -$882.79K |
| CARE CAPITAL | 793,000 | 0 | -793,000 | 0.00% | -$874.97K |
| LEIDOS INC REGD 144A P/P 2.30000000 | 854,000 | 0 | -854,000 | 0.00% | -$868.33K |
| NOBLE ENERGY INC SR UNSEC 4.2% 10-15-49 | 688,000 | 0 | -688,000 | 0.00% | -$865.22K |
| ENERSYS | 800,000 | 0 | -800,000 | 0.00% | -$837.00K |
| JAB HOLDINGS | 827,000 | 0 | -827,000 | 0.00% | -$829.85K |
| COGENT COMMUNICATIONS GR REGD P/P 5.37500000 | 800,000 | 0 | -800,000 | 0.00% | -$820.77K |
| NUTRIEN LTD REGD 3.95000000 | 668,000 | 0 | -668,000 | 0.00% | -$802.20K |
| H&E EQUIPMENT SERVICES REGD SER WI 5.62500000 | 767,000 | 0 | -767,000 | 0.00% | -$801.75K |
| URUGUAY | 500,000 | 0 | -500,000 | 0.00% | -$793.13K |
| BERKSHIRE HATH | 723,000 | 0 | -723,000 | 0.00% | -$791.09K |
| Garda World Security Corp | 690,000 | 0 | -690,000 | 0.00% | -$769.35K |
| HCA INC | 674,000 | 0 | -674,000 | 0.00% | -$754.56K |
| ENERGY TRANSFER | 638,000 | 0 | -638,000 | 0.00% | -$735.02K |
| FIRST QUANTUM 144A LIFE SR UNSEC 7.25% 04-01-23 | 718,000 | 0 | -718,000 | 0.00% | -$733.76K |
| VMWARE LLC | 599,000 | 0 | -599,000 | 0.00% | -$730.92K |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc. | 699,000 | 0 | -699,000 | 0.00% | -$726.12K |
| CARRIER GLOBAL CORP 144A SR UNSEC 2.722% 02-15-30 | 675,000 | 0 | -675,000 | 0.00% | -$719.12K |
| CRCC Chengan Ltd | 700,000 | 0 | -700,000 | 0.00% | -$710.99K |
| BROADCOM INC | 580,000 | 0 | -580,000 | 0.00% | -$702.14K |
| BRANCH BKG & TR | 661,000 | 0 | -661,000 | 0.00% | -$692.01K |
| AEP TEXAS | 557,000 | 0 | -557,000 | 0.00% | -$686.28K |
| Pernod Ricard International Finance LLC | 685,000 | 0 | -685,000 | 0.00% | -$677.24K |
| AMERICAN WATER | 538,000 | 0 | -538,000 | 0.00% | -$640.63K |
| PACIFIC LIFECORP SR UNSECURED 144A 09/50 3.35 | 568,000 | 0 | -568,000 | 0.00% | -$638.87K |
| ONEOK INC | 626,000 | 0 | -626,000 | 0.00% | -$631.94K |
| Lamb Weston Holdings, Inc. | 585,000 | 0 | -585,000 | 0.00% | -$608.40K |
| JPMORGAN CHASE | 498,000 | 0 | -498,000 | 0.00% | -$606.95K |
| Carrier Global Corporation | 565,000 | 0 | -565,000 | 0.00% | -$603.31K |
| JPMORGAN CHASE | 521,000 | 0 | -521,000 | 0.00% | -$582.08K |
| YARA INTERNATIONAL ASA SR UNSECURED 144A 06/30 3.148 | 535,000 | 0 | -535,000 | 0.00% | -$578.80K |
| Entergy Louisiana LLC | 22,600 | 0 | -22,600 | 0.00% | -$567.94K |
| SOUTHWESTERN ENERGY SR UNSEC 7.5% 04-01-26 | 535,000 | 0 | -535,000 | 0.00% | -$557.31K |
| REXFORD INDUS RE | 542,000 | 0 | -542,000 | 0.00% | -$544.41K |
| ALEXANDRIA REAL | 532,000 | 0 | -532,000 | 0.00% | -$525.01K |
| COLONIAL ENT IN 3.25 5/30 | 465,000 | 0 | -465,000 | 0.00% | -$520.75K |
| ARGID 5.25% Sr Unsecured Nts due 2027 144A | 490,000 | 0 | -490,000 | 0.00% | -$511.00K |
| National CineMedia LLC 5.875% 04/15/2028 | 643,000 | 0 | -643,000 | 0.00% | -$502.34K |
| Commercial Metals Co | 480,000 | 0 | -480,000 | 0.00% | -$499.20K |
| Nielsen Finance LLC / Nielsen Finance Co | 460,000 | 0 | -460,000 | 0.00% | -$490.34K |
| US TREASURY N/B | 359,000 | 0 | -359,000 | 0.00% | -$486.60K |
| WELLS FARGO CO | 363,000 | 0 | -363,000 | 0.00% | -$484.41K |
| NAVSL 2020-FA A | 478,515 | 0 | -478,515 | 0.00% | -$481.42K |
| TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 7.25% 05-15-27 | 457,000 | 0 | -457,000 | 0.00% | -$479.71K |
| ASTRAZENECA PLC | 485,000 | 0 | -485,000 | 0.00% | -$458.68K |
| BOISE CASCADE COMPANY REGD 144A P/P 4.87500000 | 409,000 | 0 | -409,000 | 0.00% | -$443.76K |
| Silgan Holdings, Inc. | 430,000 | 0 | -430,000 | 0.00% | -$439.41K |
| Nielsen Finance LLC | 432,000 | 0 | -432,000 | 0.00% | -$432.00K |
| CNOOC FIN 2013 L | 400,000 | 0 | -400,000 | 0.00% | -$417.36K |
| KRAFT FOODS GROUP INC 144A SR UNSEC 4.875% 10-01-49 | 346,000 | 0 | -346,000 | 0.00% | -$390.26K |
| Expand Energy Corp | 340,000 | 0 | -340,000 | 0.00% | -$374.42K |
| CHARTER COMM OPT | 354,000 | 0 | -354,000 | 0.00% | -$369.93K |
| OMNICOM GROUP | 301,000 | 0 | -301,000 | 0.00% | -$363.04K |
| WILLIS NORTH AME | 258,000 | 0 | -258,000 | 0.00% | -$363.03K |
| NINE ENERGY SERVICE INC COMPANY GUAR 144A 11/23 8.75 | 1,163,000 | 0 | -1,163,000 | 0.00% | -$354.83K |
| Tempo Acquisition LLC / Tempo Acquisition Finance Corp | 290,000 | 0 | -290,000 | 0.00% | -$297.25K |
| Delta Air Lines Inc / SkyMiles IP Ltd. | 265,460 | 0 | -265,460 | 0.00% | -$280.23K |
| SUNOCO LP FINANCE CORP 144A SR UNSEC 4.5% 05-15-29 | 258,000 | 0 | -258,000 | 0.00% | -$266.07K |
| HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.75000000 | 258,000 | 0 | -258,000 | 0.00% | -$263.80K |
| TRAVEL + LEISURE CO SR SECURED 144A 07/26 6.625 | 210,000 | 0 | -210,000 | 0.00% | -$235.72K |
| DELTA/SKYMILES | 198,000 | 0 | -198,000 | 0.00% | -$213.04K |
| TEMPO ACQUISITION LLC/TEMPO FIN | 196,000 | 0 | -196,000 | 0.00% | -$208.74K |
| ESH Hospitality, Inc. | 195,000 | 0 | -195,000 | 0.00% | -$199.63K |
| STARWOOD PROPERTY TRUST SR UNSECURED 144A 11/23 5.5 | 168,000 | 0 | -168,000 | 0.00% | -$169.68K |
| Citibank Credit Card Issuance Trust, Series 2018-A1, Class A1 | 150,000 | 0 | -150,000 | 0.00% | -$150.46K |
| Freddie Mac Structured Agency Credit Risk Debt Notes | 146,049 | 0 | -146,049 | 0.00% | -$146.05K |
| Viking Cruises Ltd | 115,000 | 0 | -115,000 | 0.00% | -$135.12K |
| APACHE CORP SR UNSEC 4.625% 11-15-25 | 104,000 | 0 | -104,000 | 0.00% | -$108.13K |
| EQUINOR ASA | 97,000 | 0 | -97,000 | 0.00% | -$107.45K |
| ION Media Networks Inc | 79 | 0 | -79 | 0.00% | -$68.37K |
| Hi-Crush Partners L.P. | 1,387,000 | 0 | -1,387,000 | 0.00% | -$36.41K |
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| State Street Navigator Securities Lending Portfolio II | 127,982,312 | 213,073,292 | 85,090,981 | 12.51% | $85.09M |
| GE CAPITAL INTL | 3,013,000 | 4,933,000 | 1,920,000 | 0.33% | $2.12M |
| JPMORGAN CHASE | 3,395,000 | 5,200,000 | 1,805,000 | 0.29% | $1.45M |
| GEORGIA-PACIFIC | 2,112,000 | 4,543,000 | 2,431,000 | 0.26% | $2.34M |
| BANKUNITED INC 5.125% | 2,924,000 | 3,163,000 | 239,000 | 0.21% | $359.35K |
| UNICREDIT SPA SUBORDINATED 144A 06/35 VAR | 2,866,000 | 3,066,000 | 200,000 | 0.19% | $160.98K |
| REPUBLIC OF COLOMBIA SR UNSECURED 04/31 3.125 | 2,700,000 | 3,282,000 | 582,000 | 0.19% | $431.94K |
| VERIZON COMMUNICATIONS REGD 144A P/P 2.98700000 | 2,387,000 | 3,378,000 | 991,000 | 0.18% | $475.46K |
| FIRST HORIZON | 1,305,000 | 2,205,000 | 900,000 | 0.16% | $1.17M |
| UPJOHN 144A SR UNSEC 4.0% 06-22-50 | 762,000 | 2,434,000 | 1,672,000 | 0.15% | $1.63M |
| HOST HOTELS | 1,155,000 | 2,420,000 | 1,265,000 | 0.14% | $1.26M |
| KOHL'S CORP | 1,584,000 | 2,087,000 | 503,000 | 0.14% | $826.61K |
| NATWEST GROUP | 2,128,000 | 2,328,000 | 200,000 | 0.13% | $135.18K |
| FORD MOTOR CRED | 479,000 | 2,200,000 | 1,721,000 | 0.13% | $1.77M |
| HSBC HOLDINGS | 1,818,000 | 2,018,000 | 200,000 | 0.12% | $178.42K |
| BARCLAYS PLC | 1,133,000 | 1,956,000 | 823,000 | 0.12% | $813.08K |
| T-MOBILE 144A SEC 3.0% 02-15-41 | 208,000 | 2,129,000 | 1,921,000 | 0.12% | $1.77M |
| CHARTER COMM OPT | 1,634,000 | 2,040,000 | 406,000 | 0.11% | $182.60K |
| ENERGY TRANSFER | 803,000 | 1,453,000 | 650,000 | 0.10% | $760.68K |
| STANLN 3.265 02/18/36 | 1,247,000 | 1,619,000 | 372,000 | 0.09% | $327.74K |
| FORD MOTOR CO | 1,271,000 | 1,561,000 | 290,000 | 0.09% | $328.86K |
| HCA INC | 267,000 | 1,490,000 | 1,223,000 | 0.09% | $1.26M |
| DIAMONDBACK ENER | 936,000 | 1,443,000 | 507,000 | 0.09% | $532.75K |
| ROSS STORES INC | 1,524,000 | 1,551,000 | 27,000 | 0.09% | -$43.27K |
| ENOVA INTERNATIONAL INC REGD 144A P/P 8.50000000 | 1,212,000 | 1,459,000 | 247,000 | 0.09% | $342.22K |
| Albemarle Wodgina Pty Ltd | 665,000 | 1,358,000 | 693,000 | 0.08% | $734.29K |
| American Airlines, Inc. | 1,041,000 | 1,115,000 | 74,000 | 0.08% | $175.50K |
| HARVEST MIDSTREAM I LP SR UNSECURED 144A 09/28 7.5 | 1,043,000 | 1,159,000 | 116,000 | 0.07% | $151.21K |
| GENERAL ELECTRIC | 481,000 | 1,110,000 | 629,000 | 0.07% | $652.76K |
| VOC ESCROW LTD SR SECURED 144A 02/28 5 | 900,000 | 1,098,000 | 198,000 | 0.06% | $211.93K |
| Banijay Entertainment SASU | 815,000 | 1,015,000 | 200,000 | 0.06% | $208.08K |
| ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5 | 614,000 | 914,000 | 300,000 | 0.06% | $333.79K |
| MOOG INC REGD 144A P/P 4.25000000 | 669,000 | 919,000 | 250,000 | 0.06% | $254.97K |
| VOYA FINANCIAL | 883,000 | 898,000 | 15,000 | 0.05% | $24.59K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 04/27 4.2 | 795,000 | 809,000 | 14,000 | 0.05% | $8.08K |
| LD Holdings Group LLC | 657,000 | 855,000 | 198,000 | 0.05% | $214.81K |
| Garda World Security Corp | 283,000 | 870,000 | 587,000 | 0.05% | $579.77K |
| TRONOX 144A LIFE SR UNSEC 6.5% 04-15-26 | 570,000 | 835,000 | 265,000 | 0.05% | $270.17K |
| NRG ENERGY INC REGD 144A P/P 3.62500000 | 769,000 | 870,000 | 101,000 | 0.05% | $52.85K |
| Allison Transmission, Inc. | 628,000 | 865,000 | 237,000 | 0.05% | $193.66K |
| FIRSTCASH INC REGD 144A P/P 4.62500000 | 690,000 | 740,000 | 50,000 | 0.05% | $59.83K |
| CMG Media Corp | 437,000 | 718,000 | 281,000 | 0.05% | $296.75K |
| SR UNSECURED 144A 06/25 6.875 | 540,000 | 698,000 | 158,000 | 0.04% | $180.23K |
| Mong Duong Finance Holdings BV | 300,000 | 550,000 | 250,000 | 0.03% | $242.44K |
| UNITED AIRLINES HOLDINGS INC 4.875% 01/15/2025 | 311,000 | 519,000 | 208,000 | 0.03% | $232.05K |
| CONTINENTAL RESOURCES REGD 144A P/P 5.75000000 | 297,000 | 457,000 | 160,000 | 0.03% | $197.88K |
| UNITED AIRLINES HOLDINGS INC 5.000000% 02/01/2024 | 401,000 | 487,000 | 86,000 | 0.03% | $109.81K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/29 3.35 | 239,000 | 243,000 | 4,000 | 0.02% | -$305 |
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FN MA4055 | 14,064,904 | 12,362,167 | -1,702,737 | 0.75% | -$1.97M |
| G2 MA6656 | 13,590,551 | 11,645,654 | -1,944,897 | 0.71% | -$2.12M |
| Fannie Mae Pool | 12,586,508 | 10,738,445 | -1,848,063 | 0.66% | -$1.87M |
| FN MA3210 | 12,761,608 | 10,529,076 | -2,232,532 | 0.66% | -$2.29M |
| FR ZT0240 | 11,856,362 | 10,219,253 | -1,637,109 | 0.64% | -$1.65M |
| Uniform Mortgage-Backed Securities | 10,663,352 | 9,767,636 | -895,717 | 0.60% | -$905.50K |
| Freddie Mac Pool | 9,126,758 | 8,351,142 | -775,617 | 0.55% | -$830.18K |
| FN MA3537 | 9,145,855 | 7,620,079 | -1,525,776 | 0.49% | -$1.63M |
| G2 MA3662 | 8,889,433 | 7,614,299 | -1,275,134 | 0.47% | -$1.40M |
| FN MA4208 | 8,000,000 | 7,910,068 | -89,932 | 0.47% | -$315.40K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 8,748,652 | 7,578,010 | -1,170,642 | 0.46% | -$1.38M |
| Fannie Mae Pool | 7,656,047 | 7,349,653 | -306,394 | 0.45% | -$459.87K |
| UMBS | 7,893,560 | 7,044,222 | -849,338 | 0.44% | -$840.76K |
| FNMA 30YR 4% 03/01/2050#MA3962 | 8,255,082 | 6,843,773 | -1,411,309 | 0.43% | -$1.46M |
| FR SD8036 | 8,744,610 | 7,006,162 | -1,738,447 | 0.43% | -$1.82M |
| G2 MA3375 | 7,938,736 | 6,897,482 | -1,041,254 | 0.43% | -$1.14M |
| FR SD8057 | 8,230,533 | 6,855,534 | -1,374,999 | 0.43% | -$1.42M |
| Fannie Mae Pool | 7,479,471 | 6,670,584 | -808,887 | 0.42% | -$848.09K |
| FR SD7504 | 7,766,187 | 6,652,810 | -1,113,377 | 0.42% | -$1.14M |
| FNMA 30YR 2.5% 07/01/2050#CA6328 | 6,784,881 | 6,615,953 | -168,928 | 0.41% | -$323.06K |
| Fannie Mae Pool | 6,881,171 | 6,052,018 | -829,153 | 0.39% | -$835.43K |
| FG G67708 | 6,758,218 | 6,039,734 | -718,484 | 0.38% | -$777.27K |
| Freddie Mac Gold Pool | 7,158,849 | 6,144,247 | -1,014,602 | 0.38% | -$1.04M |
| FANNIE MAE POOL 2.00% | 6,691,751 | 6,311,571 | -380,180 | 0.38% | -$448.72K |
| Uniform Mortgage-Backed Securities | 6,889,160 | 5,855,541 | -1,033,618 | 0.37% | -$1.05M |
| FNMA 30YR 4.5% 06/01/2048#CA1909 | 6,401,400 | 5,523,233 | -878,167 | 0.35% | -$958.08K |
| Fannie Mae Pool | 5,534,114 | 5,196,266 | -337,848 | 0.35% | -$364.37K |
| G2 MA4718 | 6,418,746 | 5,523,793 | -894,952 | 0.34% | -$967.65K |
| FN MA3283 | 6,292,351 | 5,420,827 | -871,524 | 0.34% | -$874.12K |
| FNMA UMBS, 15 Year | 6,419,818 | 5,306,178 | -1,113,640 | 0.33% | -$1.13M |
| Fannie Mae Pool | 5,465,310 | 5,028,933 | -436,376 | 0.32% | -$446.99K |
| SYNCHRONY FINANC | 4,817,000 | 4,729,000 | -88,000 | 0.31% | -$149.59K |
| FN CA4372 | 5,448,492 | 4,789,972 | -658,520 | 0.31% | -$698.04K |
| AT&T INC | 4,610,000 | 4,526,000 | -84,000 | 0.30% | -$410.42K |
| FN MA3831 | 6,034,201 | 4,912,285 | -1,121,916 | 0.30% | -$1.16M |
| FNMA POOL FM3241 FN 03/50 FIXED VAR | 5,306,105 | 4,715,368 | -590,737 | 0.29% | -$619.97K |
| VIACOM INC | 4,415,000 | 4,334,000 | -81,000 | 0.28% | -$281.12K |
| FN MA3058 | 5,422,090 | 4,475,784 | -946,306 | 0.28% | -$984.75K |
| Uniform Mortgage-Backed Securities | 5,283,840 | 4,491,185 | -792,655 | 0.28% | -$803.79K |
| FN MA3496 | 5,192,324 | 4,348,795 | -843,528 | 0.28% | -$898.40K |
| Fannie Mae REMICS | 4,767,308 | 4,257,978 | -509,330 | 0.26% | -$536.77K |
| FN MA3522 | 4,894,027 | 4,063,372 | -830,656 | 0.26% | -$896.43K |
| Fannie Mae Pool | 4,554,568 | 4,088,694 | -465,875 | 0.26% | -$509.81K |
| FN MA3155 | 4,641,180 | 4,048,141 | -593,039 | 0.25% | -$591.11K |
| WELLS FARGO CO | 3,769,000 | 3,700,000 | -69,000 | 0.25% | -$139.79K |
| IBM CREDIT LLC | 4,172,000 | 4,026,000 | -146,000 | 0.25% | -$187.06K |
| FANNIE MAE POOL | 4,691,288 | 3,967,529 | -723,759 | 0.25% | -$733.60K |
| Freddie Mac Pool | 4,346,223 | 3,755,974 | -590,249 | 0.24% | -$620.38K |
| FN BE3774 | 4,587,327 | 3,773,496 | -813,831 | 0.24% | -$848.62K |
| Fannie Mae Pool | 4,080,178 | 3,790,960 | -289,219 | 0.24% | -$322.90K |
| JPMORGAN CHASE | 4,005,000 | 3,865,000 | -140,000 | 0.23% | -$188.25K |
| NATL RURAL UTIL | 3,879,000 | 3,743,000 | -136,000 | 0.23% | -$211.54K |
| AMGEN INC | 4,607,000 | 3,811,000 | -796,000 | 0.23% | -$1.09M |
| Fannie Mae Pool | 3,952,672 | 3,585,465 | -367,207 | 0.22% | -$375.36K |
| Fannie Mae Pool | 3,949,344 | 3,530,798 | -418,546 | 0.22% | -$467.10K |
| BP CAP MKTS AMER | 3,348,000 | 3,287,000 | -61,000 | 0.21% | -$114.42K |
| Freddie Mac Gold Pool | 3,738,342 | 3,341,958 | -396,384 | 0.21% | -$421.46K |
| FNR 2018-27 EA | 3,581,416 | 3,333,713 | -247,703 | 0.21% | -$269.40K |
| MORGAN STANLEY | 3,222,000 | 3,163,000 | -59,000 | 0.21% | -$145.01K |
| FNMA 30YR 4% 01/49#CA2944 | 3,955,952 | 3,271,583 | -684,369 | 0.21% | -$709.15K |
| G2 MA5817 | 3,926,083 | 3,262,331 | -663,752 | 0.21% | -$681.61K |
| FG G08540 | 3,670,301 | 3,278,997 | -391,303 | 0.21% | -$398.80K |
| Fannie Mae REMICS | 3,582,312 | 3,201,871 | -380,441 | 0.20% | -$430.62K |
| US TREASURY N/B | 5,069,000 | 3,200,000 | -1,869,000 | 0.19% | -$2.20M |
| FG G08670 | 3,614,934 | 3,056,139 | -558,795 | 0.19% | -$566.37K |
| AVANGRID INC | 3,017,000 | 2,962,000 | -55,000 | 0.19% | -$109.49K |
| FNMA POOL BH2623 FN 08/47 FIXED 4 | 3,464,743 | 2,917,160 | -547,583 | 0.19% | -$564.17K |
| Bank of Montreal | 3,116,000 | 3,059,000 | -57,000 | 0.18% | -$70.99K |
| Uniform Mortgage-Backed Securities | 3,377,986 | 2,926,363 | -451,624 | 0.18% | -$465.60K |
| G2 MA5192 | 3,477,980 | 2,901,483 | -576,497 | 0.18% | -$624.28K |
| Fannie Mae Pool | 3,447,810 | 2,879,423 | -568,387 | 0.18% | -$600.11K |
| G2 MA2600 | 3,326,117 | 2,887,117 | -438,999 | 0.18% | -$482.24K |
| Teck Resources Ltd | 2,423,000 | 2,338,000 | -85,000 | 0.18% | $12.94K |
| FN AS9786 | 3,215,359 | 2,739,303 | -476,056 | 0.18% | -$521.14K |
| CORNING INC | 2,346,000 | 2,304,000 | -42,000 | 0.17% | -$257.98K |
| Federal Home Loan Mortgage Corp. | 2,926,807 | 2,700,531 | -226,276 | 0.17% | -$225.80K |
| ORACLE CORP | 2,783,000 | 2,732,000 | -51,000 | 0.17% | -$97.65K |
| PRUDENTIAL FINL INC 1.5% 03/10/2026 | 2,866,000 | 2,814,000 | -52,000 | 0.17% | -$81.06K |
| BANKUNITED INC | 2,959,000 | 2,519,000 | -440,000 | 0.17% | -$532.18K |
| Fannie Mae Pool | 3,269,220 | 2,642,309 | -626,911 | 0.17% | -$645.00K |
| HP ENTERPRISE | 2,794,000 | 2,743,000 | -51,000 | 0.16% | -$79.87K |
| SHIRE ACQ INV IE | 2,516,000 | 2,470,000 | -46,000 | 0.16% | -$115.41K |
| ENTERGY TEXAS | 2,326,000 | 2,283,000 | -43,000 | 0.16% | -$260.84K |
| FIRSTENERGY CORP SR UNSECURED 11/31 7.375 | 2,828,000 | 1,932,000 | -896,000 | 0.16% | -$1.22M |
| FN MA3615 | 3,078,163 | 2,481,184 | -596,978 | 0.16% | -$620.05K |
| CITIZENS FIN GRP | 2,690,000 | 2,641,000 | -49,000 | 0.15% | -$189.28K |
| GOLDMAN SACHS GP | 1,843,000 | 1,809,000 | -34,000 | 0.15% | -$204.65K |
| ANHEUSER-BUSCH | 2,219,000 | 2,178,000 | -41,000 | 0.15% | -$301.20K |
| Freddie Mac Gold Pool | 2,574,003 | 2,367,066 | -206,936 | 0.15% | -$212.10K |
| Domtar, Corp.6.75% Due 2/15/2044 | 2,001,000 | 1,965,000 | -36,000 | 0.15% | $181.11K |
| MIZUHO FINANCIAL | 2,628,000 | 2,428,000 | -200,000 | 0.15% | -$215.01K |
| International Finance Corporation 0.5%, Due 03/20/2023 | 2,622,000 | 2,530,000 | -92,000 | 0.15% | -$94.40K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2,642,321 | 2,309,177 | -333,145 | 0.15% | -$360.79K |
| DTE ELECTRIC CO | 2,181,000 | 2,142,000 | -39,000 | 0.15% | -$307.46K |
| Freddie Mac Gold Pool | 2,691,566 | 2,288,280 | -403,286 | 0.15% | -$431.68K |
| ENSTAR GROUP LTD | 2,232,000 | 2,192,000 | -40,000 | 0.15% | $17.22K |
| FN MA2879 | 2,584,617 | 2,274,420 | -310,197 | 0.14% | -$322.12K |
| BANK OF AMER CRP | 2,476,000 | 2,389,000 | -87,000 | 0.14% | -$87.29K |
| FN MA2956 | 2,611,865 | 2,306,881 | -304,984 | 0.14% | -$302.98K |
| INT BK RECON&DEV | 2,604,000 | 2,513,000 | -91,000 | 0.14% | -$177.46K |
| BANK OF AMER CRP | 2,338,000 | 2,295,000 | -43,000 | 0.14% | -$53.48K |
| CVS HEALTH CORP | 2,041,000 | 2,003,000 | -38,000 | 0.14% | -$168.51K |
| BAE SYSTEMS HLDG | 2,207,000 | 2,167,000 | -40,000 | 0.14% | -$87.11K |
| ANHEUSER-BUSCH | 2,115,000 | 2,059,000 | -56,000 | 0.14% | -$319.15K |
| REGIONS FINL | 1,660,000 | 1,602,000 | -58,000 | 0.14% | -$159.92K |
| FG G18662 | 2,589,184 | 2,255,737 | -333,447 | 0.14% | -$340.57K |
| NEW YORK COMMUNITY BANCORP INC | 2,318,000 | 2,237,000 | -81,000 | 0.14% | -$71.88K |
| CHEVRON CORP | 2,319,000 | 2,277,000 | -42,000 | 0.14% | -$79.69K |
| HESS CORP | 1,924,000 | 1,889,000 | -35,000 | 0.14% | -$33.93K |
| Freddie Mac Gold Pool | 2,071,491 | 1,972,677 | -98,814 | 0.13% | -$110.72K |
| GOLDMAN SACHS GP | 2,130,000 | 2,091,000 | -39,000 | 0.13% | -$94.55K |
| FNMA POOL MA3612 FN 03/39 FIXED 4 | 2,603,300 | 2,119,902 | -483,398 | 0.13% | -$504.26K |
| EURO BK RECON&DV | 2,207,000 | 2,167,000 | -40,000 | 0.13% | -$48.07K |
| AT&T INC | 1,901,000 | 1,866,000 | -35,000 | 0.13% | -$172.79K |
| AES CORP 144A SR UNSEC 2.45% 01-15-31 | 2,270,000 | 2,228,000 | -42,000 | 0.13% | -$134.14K |
| MARATHON OIL COR | 1,708,000 | 1,677,000 | -31,000 | 0.13% | $140.11K |
| FG G08676 | 2,357,554 | 1,992,029 | -365,524 | 0.13% | -$374.71K |
| Fannie Mae Pool | 2,041,709 | 1,927,954 | -113,756 | 0.13% | -$130.51K |
| DELL INT LLC / EMC CORP REGD P/P 8.10000000 | 1,444,000 | 1,417,000 | -27,000 | 0.12% | $12.16K |
| FN BC0885 | 2,225,742 | 1,929,760 | -295,982 | 0.12% | -$295.93K |
| Fannie Mae Pool | 2,095,106 | 1,846,725 | -248,381 | 0.12% | -$285.41K |
| G2 MA4321 | 2,163,721 | 1,854,334 | -309,387 | 0.12% | -$347.39K |
| WELLS FARGO CO | 1,968,000 | 1,932,000 | -36,000 | 0.12% | -$180.66K |
| FNMA 30YR 4% 09/01/2048#BM4991 | 2,224,966 | 1,817,769 | -407,197 | 0.11% | -$425.68K |
| VERIZON COMM INC | 2,114,000 | 2,076,000 | -38,000 | 0.11% | -$138.21K |
| WILLIAMS COS INC | 1,606,000 | 1,550,000 | -56,000 | 0.11% | -$98.30K |
| FNMA POOL BE3619 FN 05/47 FIXED 4 | 2,128,306 | 1,764,988 | -363,318 | 0.11% | -$376.75K |
| ZIONS BANCORP | 2,097,000 | 1,847,000 | -250,000 | 0.11% | -$247.50K |
| STANLEY BLACK | 1,860,000 | 1,795,000 | -65,000 | 0.11% | -$69.69K |
| FN AT2725 | 2,030,272 | 1,785,583 | -244,689 | 0.11% | -$254.54K |
| CITIGROUP INC | 1,462,000 | 1,411,000 | -51,000 | 0.11% | -$147.23K |
| TIME WARNER CABL | 1,441,000 | 1,390,000 | -51,000 | 0.11% | -$116.84K |
| Fannie Mae Pool | 1,950,331 | 1,793,889 | -156,442 | 0.11% | -$155.93K |
| Gray Oak Pipeline LLC | 1,875,000 | 1,841,000 | -34,000 | 0.11% | -$21.52K |
| FNMA POOL BN3940 FN 01/49 FIXED 4 | 2,134,001 | 1,737,830 | -396,171 | 0.11% | -$411.36K |
| AFRICAN DEVELOPMENT BANK SR UNSECURED 04/23 0.75 | 1,881,000 | 1,847,000 | -34,000 | 0.11% | -$37.68K |
| Freddie Mac REMICS | 2,212,469 | 1,802,448 | -410,022 | 0.11% | -$417.78K |
| PUBLIC SERV COLO | 1,998,000 | 1,928,000 | -70,000 | 0.11% | -$288.23K |
| Caterpillar Financial Services Corp. | 1,854,000 | 1,820,000 | -34,000 | 0.11% | -$34.35K |
| BRIGHTHOUSE FINA | 1,541,000 | 1,513,000 | -28,000 | 0.11% | -$59.98K |
| Valero Energy Partners LP | 1,640,000 | 1,583,000 | -57,000 | 0.11% | -$68.57K |
| GATX CORP | 1,663,000 | 1,633,000 | -30,000 | 0.11% | -$38.89K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4 | 1,689,000 | 1,630,000 | -59,000 | 0.10% | -$86.26K |
| Fannie Mae Pool | 1,723,363 | 1,604,210 | -119,153 | 0.10% | -$120.44K |
| CARDINAL HEALTH | 1,648,000 | 1,590,000 | -58,000 | 0.10% | -$144.11K |
| MERRILL LYNCH | 1,394,000 | 1,294,000 | -100,000 | 0.10% | -$273.10K |
| FN MA3536 | 2,059,812 | 1,645,269 | -414,542 | 0.10% | -$430.70K |
| BANK OF AMER CRP | 1,586,000 | 1,557,000 | -29,000 | 0.10% | -$74.46K |
| SOUTH CAROL E&G | 1,263,000 | 1,240,000 | -23,000 | 0.10% | -$259.46K |
| FNMA 30YR 5.0% 06/01/40#AD7849 | 1,641,418 | 1,480,256 | -161,161 | 0.10% | -$186.03K |
| UMBS | 1,834,913 | 1,600,704 | -234,208 | 0.10% | -$243.70K |
| G2 MA3243 | 1,839,695 | 1,607,060 | -232,635 | 0.10% | -$257.81K |
| FG G08672 | 1,774,633 | 1,537,866 | -236,767 | 0.10% | -$245.19K |
| Columbia Property Trust Operating Partnership LP | 1,636,000 | 1,579,000 | -57,000 | 0.10% | -$46.24K |
| SUZANO AUSTRIA | 1,599,000 | 1,574,000 | -25,000 | 0.10% | -$22.89K |
| Fannie Mae Pool | 1,708,373 | 1,587,356 | -121,017 | 0.10% | -$121.53K |
| JPMORGAN CHASE & CO 0.653000% 09/16/2024 | 1,693,000 | 1,634,000 | -59,000 | 0.10% | -$57.18K |
| Freddie Mac REMICS | 2,475,598 | 1,602,424 | -873,174 | 0.10% | -$899.04K |
| BP CAP MKTS AMER | 1,878,000 | 1,844,000 | -34,000 | 0.09% | -$265.77K |
| FEDEX 2020-1 AA | 1,682,000 | 1,606,858 | -75,142 | 0.09% | -$116.88K |
| SYSCO CORP | 1,156,000 | 1,134,000 | -22,000 | 0.09% | -$105.09K |
| BRISTOL-MYERS | 1,640,000 | 1,611,000 | -29,000 | 0.09% | -$42.25K |
| MASTERCARD INC | 1,544,000 | 1,516,000 | -28,000 | 0.09% | -$54.27K |
| FEDERAL RLTY INV | 1,608,000 | 1,579,000 | -29,000 | 0.09% | -$40.87K |
| BPLN V4.875 PERP | 1,492,000 | 1,440,000 | -52,000 | 0.09% | -$99.54K |
| MITSUB UFJ FIN | 1,683,000 | 1,483,000 | -200,000 | 0.09% | -$233.20K |
| FN AB5937 | 1,542,860 | 1,409,551 | -133,309 | 0.09% | -$135.66K |
| CNH INDUSTRIAL | 1,430,000 | 1,404,000 | -26,000 | 0.09% | -$21.13K |
| CITIGROUP INC | 1,356,000 | 1,331,000 | -25,000 | 0.09% | -$60.95K |
| DOMINION RES INC | 1,253,000 | 1,209,000 | -44,000 | 0.09% | -$84.22K |
| JPM V6.125 PERP U | 1,441,000 | 1,414,000 | -27,000 | 0.09% | -$25.69K |
| WALT DISNEY CO | 1,657,000 | 1,627,000 | -30,000 | 0.09% | -$182.37K |
| UNITEDHEALTH GRP | 1,518,000 | 1,491,000 | -27,000 | 0.09% | -$59.07K |
| UMBS | 1,468,355 | 1,356,544 | -111,811 | 0.09% | -$114.58K |
| ABBVIE INC | 1,331,000 | 1,306,000 | -25,000 | 0.09% | -$188.13K |
| FNMA POOL BC0214 FN 02/46 FIXED 4 | 1,530,497 | 1,357,361 | -173,136 | 0.09% | -$175.95K |
| FNMA 15YR 3.0% 10/30#AS6096 | 1,540,225 | 1,368,717 | -171,507 | 0.08% | -$169.69K |
| HP ENTERPRISE | 1,151,000 | 1,111,000 | -40,000 | 0.08% | -$34.88K |
| CHENIERE CORP CH | 1,352,000 | 1,328,000 | -24,000 | 0.08% | -$51.16K |
| PEPSICO INC | 1,387,000 | 1,338,000 | -49,000 | 0.08% | -$74.26K |
| MANULIFE FIN COR | 1,327,000 | 1,280,000 | -47,000 | 0.08% | -$52.44K |
| Freddie Mac Gold Pool | 1,449,404 | 1,284,871 | -164,533 | 0.08% | -$182.21K |
| NatWest Markets PLC | 1,516,000 | 1,316,000 | -200,000 | 0.08% | -$205.35K |
| COMCAST CORP | 1,261,000 | 1,238,000 | -23,000 | 0.08% | -$55.99K |
| DISCOVERY COMMUN | 1,127,000 | 1,106,000 | -21,000 | 0.08% | -$93.95K |
| GOLDMAN SACHS GP | 1,222,000 | 1,200,000 | -22,000 | 0.08% | -$74.01K |
| Turkey Government International Bond | 2,300,000 | 1,300,000 | -1,000,000 | 0.08% | -$1.01M |
| FG G08687 | 1,476,464 | 1,246,007 | -230,457 | 0.08% | -$237.85K |
| MCDONALD'S CORP | 1,156,000 | 1,134,000 | -22,000 | 0.08% | -$147.37K |
| NSTAR ELECTRIC | 1,190,000 | 1,148,000 | -42,000 | 0.08% | -$106.68K |
| INT BK RECON&DEV | 1,232,000 | 1,210,000 | -22,000 | 0.08% | -$54.14K |
| CATERPILLAR FINL | 1,389,000 | 1,363,000 | -26,000 | 0.08% | -$67.60K |
| KINDER MORGAN | 1,179,000 | 1,158,000 | -21,000 | 0.08% | -$80.05K |
| CONAGRA INC | 1,051,000 | 1,017,000 | -34,000 | 0.08% | -$95.72K |
| PIEDMONT OPERAT | 1,353,000 | 1,329,000 | -24,000 | 0.08% | -$30.99K |
| EMERA US FINANCE | 1,159,000 | 1,138,000 | -21,000 | 0.08% | -$142.22K |
| G2 MA3309 | 1,446,436 | 1,238,514 | -207,923 | 0.08% | -$228.89K |
| ENERGY TRANSFER | 1,228,000 | 1,206,000 | -22,000 | 0.08% | $21.67K |
| RELIANCE STEEL | 1,353,000 | 1,329,000 | -24,000 | 0.08% | -$82.51K |
| CITIGROUP INC | 1,285,000 | 1,262,000 | -23,000 | 0.08% | -$85.31K |
| ATHENE HOLDING | 1,271,000 | 1,247,000 | -24,000 | 0.08% | -$52.86K |
| G2 MA2962 | 1,298,659 | 1,166,680 | -131,979 | 0.08% | -$134.67K |
| Freddie Mac Gold Pool | 1,193,659 | 1,183,637 | -10,022 | 0.08% | -$12.57K |
| UNION ELECTRIC | 1,224,000 | 1,181,000 | -43,000 | 0.08% | -$68.84K |
| REGENERON PHARM | 1,382,000 | 1,357,000 | -25,000 | 0.08% | -$80.74K |
| FNMA POOL AS5629 FN 08/45 FIXED 3.5 | 1,347,684 | 1,187,048 | -160,636 | 0.08% | -$172.84K |
| HUGHES SATELLITE SYSTEMS CORP SR UNSEC 6.625% 08-01-26 | 1,430,000 | 1,130,000 | -300,000 | 0.07% | -$329.34K |
| GEN MOTORS FIN | 1,222,000 | 1,200,000 | -22,000 | 0.07% | -$31.39K |
| APPALACHIAN PWR | 1,208,000 | 1,186,000 | -22,000 | 0.07% | -$186.78K |
| PUBLIC SERV COLO | 1,138,000 | 1,117,000 | -21,000 | 0.07% | -$74.03K |
| NORFOLK SOUTHERN | 1,107,000 | 1,087,000 | -20,000 | 0.07% | -$178.93K |
| FG G08693 | 1,364,212 | 1,148,666 | -215,546 | 0.07% | -$220.98K |
| FNMA POOL AA0920 FN 08/37 FIXED 5.5 | 1,094,409 | 1,057,358 | -37,051 | 0.07% | -$57.32K |
| ABBVIE INC | 1,101,000 | 1,081,000 | -20,000 | 0.07% | -$109.76K |
| Ameriprise Financial, Inc. | 1,216,000 | 1,193,000 | -23,000 | 0.07% | -$31.15K |
| JPMORGAN CHASE | 1,135,000 | 1,114,000 | -21,000 | 0.07% | -$60.56K |
| SONOCO PRODUCTS | 1,173,000 | 1,152,000 | -21,000 | 0.07% | -$77.52K |
| ENTERPRISE PRODU | 1,254,000 | 1,231,000 | -23,000 | 0.07% | -$144.74K |
| Schlumberger Holdings Corp. | 1,120,000 | 1,081,000 | -39,000 | 0.07% | -$49.92K |
| CHARTER COMM OPT | 1,108,000 | 1,088,000 | -20,000 | 0.07% | -$137.81K |
| Coty Inc 6.500% 04/15/2026 | 1,365,000 | 1,195,000 | -170,000 | 0.07% | -$152.49K |
| Fannie Mae Pool | 1,100,425 | 1,050,169 | -50,256 | 0.07% | -$46.13K |
| WELLS FARGO CO | 1,145,000 | 1,124,000 | -21,000 | 0.07% | -$45.01K |
| ILLINOIS TOOL WK | 1,090,000 | 1,070,000 | -20,000 | 0.07% | -$27.61K |
| Freddie Mac Gold Pool | 1,219,191 | 1,075,648 | -143,543 | 0.07% | -$147.67K |
| CITIGROUP INC | 902,000 | 885,000 | -17,000 | 0.07% | -$64.10K |
| VODAFONE GROUP | 965,000 | 947,000 | -18,000 | 0.07% | -$115.50K |
| FN AL7468 | 1,084,689 | 991,684 | -93,005 | 0.07% | -$105.21K |
| CITIGROUP INC | 1,049,000 | 1,030,000 | -19,000 | 0.07% | -$47.16K |
| EMERSON ELECTRIC | 1,176,000 | 1,155,000 | -21,000 | 0.07% | -$51.02K |
| ECOLAB INC | 1,125,000 | 1,105,000 | -20,000 | 0.07% | -$29.27K |
| COMCAST CORP | 935,000 | 918,000 | -17,000 | 0.07% | -$103.73K |
| PACIFIC GAS&ELEC | 1,144,000 | 1,123,000 | -21,000 | 0.07% | -$95.53K |
| Fannie Mae Pool | 1,161,369 | 1,049,811 | -111,558 | 0.07% | -$121.44K |
| SMITHFIELD FOODS INC COMPANY GUAR 144A 04/29 5.2 | 991,000 | 973,000 | -18,000 | 0.07% | -$53.60K |
| FHLMC | 1,128,987 | 1,034,638 | -94,350 | 0.07% | -$98.63K |
| Hyundai Capital America | 1,064,000 | 1,045,000 | -19,000 | 0.07% | -$14.43K |
| AMERICAN EXPRESS | 1,068,000 | 1,031,000 | -37,000 | 0.07% | -$46.88K |
| FREDDIE MAC POOL | 1,250,723 | 1,039,352 | -211,371 | 0.07% | -$220.04K |
| Freddie Mac Gold Pool | 1,066,991 | 1,021,134 | -45,858 | 0.07% | -$53.78K |
| PHILLIPS 66 | 1,163,000 | 1,142,000 | -21,000 | 0.06% | -$51.04K |
| BANK OF AMER CRP | 1,166,000 | 1,145,000 | -21,000 | 0.06% | -$68.76K |
| Fannie Mae Pool | 1,233,073 | 1,008,775 | -224,297 | 0.06% | -$256.99K |
| STANLEY BLACK | 1,004,000 | 986,000 | -18,000 | 0.06% | -$45.71K |
| HUNTSMAN INT LLC | 1,525,000 | 965,000 | -560,000 | 0.06% | -$668.84K |
| Freddie Mac Gold Pool | 1,008,834 | 1,000,470 | -8,364 | 0.06% | -$7.19K |
| SMITHFIELD FOODS INC 144A 4.250000% 02/01/2027 | 995,000 | 977,000 | -18,000 | 0.06% | -$26.86K |
| LADR 4.25 02/01/27 144A | 1,428,000 | 1,115,000 | -313,000 | 0.06% | -$243.14K |
| GM Financial Consumer Automobile Receivables Trust 2019-3 | 1,075,000 | 1,053,065 | -21,935 | 0.06% | -$25.55K |
| EXELON CORP | 886,000 | 870,000 | -16,000 | 0.06% | -$132.11K |
| GRAY OAK PIPELINE LLC SR UNSECURED 144A 10/27 3.45 | 1,041,000 | 1,023,000 | -18,000 | 0.06% | -$19.11K |
| GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 3.375% 05-15-23 | 998,000 | 980,000 | -18,000 | 0.06% | -$27.15K |
| FN MA2522 | 1,133,223 | 962,924 | -170,299 | 0.06% | -$173.36K |
| T 4.85 07/15/45 | 914,000 | 897,000 | -17,000 | 0.06% | -$74.69K |
| OMEGA HEALTHCARE | 1,031,000 | 1,012,000 | -19,000 | 0.06% | -$5.35K |
| Fannie Mae Pool | 1,040,375 | 953,296 | -87,080 | 0.06% | -$85.56K |
| APPLE INC | 995,000 | 977,000 | -18,000 | 0.06% | -$45.63K |
| Fannie Mae Pool | 995,515 | 938,640 | -56,875 | 0.06% | -$48.77K |
| AMERICAN TOWER | 1,100,000 | 1,080,000 | -20,000 | 0.06% | -$134.60K |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 1,023,967 | 895,918 | -128,049 | 0.06% | -$144.35K |
| ENTERPRISE PRODU | 941,000 | 924,000 | -17,000 | 0.06% | -$104.67K |
| Freddie Mac Gold Pool | 977,063 | 909,438 | -67,625 | 0.06% | -$74.14K |
| Fannie Mae Pool | 971,503 | 935,251 | -36,252 | 0.06% | -$31.27K |
| MARATHON OIL COR | 787,000 | 772,000 | -15,000 | 0.06% | $51.84K |
| PUBLIC SERV COLO | 858,000 | 828,000 | -30,000 | 0.06% | -$133.48K |
| FNMA 30YR 3% 09/01/2046#BC2848 | 1,066,441 | 925,029 | -141,412 | 0.06% | -$141.47K |
| UNITED PARCEL | 877,000 | 861,000 | -16,000 | 0.06% | -$33.14K |
| GENUINE PARTS CO | 1,040,000 | 1,012,000 | -28,000 | 0.06% | -$77.44K |
| PRUDENTIAL FIN | 861,000 | 831,000 | -30,000 | 0.06% | -$46.64K |
| KANSAS CITY SOUT | 907,000 | 890,000 | -17,000 | 0.05% | -$46.35K |
| BMW US CAPITAL LLC REGD 144A P/P 3.10000000 | 952,000 | 919,000 | -33,000 | 0.05% | -$39.64K |
| NGPL PIPECO LLC REGD 144A P/P 4.37500000 | 914,000 | 882,000 | -32,000 | 0.05% | -$32.84K |
| VODAFONE GROUP | 733,000 | 719,000 | -14,000 | 0.05% | -$87.03K |
| FORD FOUNDATION | 1,008,000 | 988,000 | -20,000 | 0.05% | -$148.89K |
| MPLX LP | 938,000 | 921,000 | -17,000 | 0.05% | -$38.53K |
| ENERGY TRANS | 825,000 | 810,000 | -15,000 | 0.05% | $97.30K |
| SIMON PROP GP LP | 994,000 | 959,000 | -35,000 | 0.05% | -$64.60K |
| CITIGROUP INC | 752,000 | 739,000 | -13,000 | 0.05% | -$103.44K |
| CHEVRON CORP NEW 2.355% 12/05/2022 | 892,000 | 876,000 | -16,000 | 0.05% | -$21.98K |
| COMCAST CORP | 1,063,000 | 1,044,000 | -19,000 | 0.05% | -$145.49K |
| FN MA3695 | 1,045,623 | 852,403 | -193,220 | 0.05% | -$196.01K |
| HONEYWELL INTL SR UNSEC 0.483% 08-19-22 | 927,000 | 895,000 | -32,000 | 0.05% | -$32.46K |
| CMS ENERGY | 825,000 | 810,000 | -15,000 | 0.05% | -$16.88K |
| FNMA POOL MA3313 FN 03/33 FIXED 3.5 | 950,142 | 825,499 | -124,642 | 0.05% | -$126.58K |
| CHEVRON PHILLIPS CHEMICAL CO LLC 144A LIFE SR UNSEC 3.3% 05-01-23 | 840,000 | 825,000 | -15,000 | 0.05% | -$16.17K |
| AMAZON.COM INC | 687,000 | 675,000 | -12,000 | 0.05% | -$81.84K |
| CANADIAN NATL RE | 859,000 | 843,000 | -16,000 | 0.05% | -$26.45K |
| INTERSTATE P&L | 824,000 | 809,000 | -15,000 | 0.05% | -$82.40K |
| ADVANCE AUTO PARTS REGD 1.75000000 | 860,000 | 844,000 | -16,000 | 0.05% | -$23.97K |
| Pactiv LLC 7.950% Due 12/15/2025 | 1,125,000 | 825,000 | -300,000 | 0.05% | -$295.50K |
| ONEOK PARTNERS | 683,000 | 659,000 | -24,000 | 0.05% | $16.77K |
| EOG RESOURCES IN | 1,259,000 | 669,000 | -590,000 | 0.05% | -$892.05K |
| VALERO ENERGY | 855,000 | 839,000 | -16,000 | 0.05% | -$15.47K |
| MCDONALD'S CORP | 733,000 | 719,000 | -14,000 | 0.05% | -$109.40K |
| CALLON PETROLEUM CO REGD SER WI 6.37500000 | 1,183,000 | 1,058,000 | -125,000 | 0.05% | $420.02K |
| LEIDOS INC REGD 144A P/P 3.62500000 | 766,000 | 752,000 | -14,000 | 0.05% | -$20.91K |
| PACCAR FINL CORP 2.000%, Due 02/04/2027 | 827,000 | 812,000 | -15,000 | 0.05% | -$17.58K |
| Fannie Mae Pool | 715,400 | 707,160 | -8,240 | 0.05% | $1.43K |
| AMERICAN EXPRESS | 725,000 | 712,000 | -13,000 | 0.05% | -$29.48K |
| CVS HEALTH CORP | 660,000 | 648,000 | -12,000 | 0.05% | -$79.18K |
Top 300 of 499, by weight.
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 21,081,000 | 21,081,000 | 0 | 1.29% | -$3.20M |
| US TREASURY N/B | 13,798,000 | 13,798,000 | 0 | 1.02% | -$2.37M |
| US TREASURY N/B | 9,200,000 | 9,200,000 | 0 | 0.55% | -$461.44K |
| US TREASURY N/B | 6,851,000 | 6,851,000 | 0 | 0.47% | -$1.11M |
| US TREASURY NOTE 1.375% 10-15-22 | 7,000,000 | 7,000,000 | 0 | 0.42% | -$21.33K |
| Federal Home Loan Banks | 4,765,000 | 4,765,000 | 0 | 0.29% | -$226.35K |
| MSDB TRUST MSDB 2017 712F A 144A | 4,520,000 | 4,520,000 | 0 | 0.28% | -$72.64K |
| US TREASURY N/B | 2,865,000 | 2,865,000 | 0 | 0.23% | -$445.87K |
| ABU DHABI GOVT INT L SR UNSECURED 144A 04/30 3.125 | 3,650,000 | 3,650,000 | 0 | 0.23% | -$167.54K |
| ONE BRYANT PK TR 2019-OBP 2.51641% 09/15/2054 144A | 3,720,000 | 3,720,000 | 0 | 0.22% | -$125.94K |
| Industrial Bank of Korea | 3,448,000 | 3,448,000 | 0 | 0.20% | -$49.23K |
| BENCHMARK 2019-B9 MTG TR 3.9325% 03/15/2052 | 2,985,000 | 2,985,000 | 0 | 0.20% | -$55.42K |
| SIGNATURE BK NY | 2,987,000 | 2,987,000 | 0 | 0.18% | $64.42K |
| STATE OF QATAR 4.817000% 03/14/2049 | 2,500,000 | 2,500,000 | 0 | 0.18% | -$377.16K |
| Toyota Auto Receivables 2019-B Owner Trust | 3,000,000 | 3,000,000 | 0 | 0.18% | -$15.58K |
| MTRO COMMERCIAL MORTGAGE TRUST 2019-TECH MTRO 2019-TECH A | 2,950,000 | 2,950,000 | 0 | 0.17% | $15.31K |
| COOPERATIEVE RABOBANK UA T1Y+NA 09/24/2026 144A | 2,710,000 | 2,710,000 | 0 | 0.16% | -$29.93K |
| REPUBLIC OF GHANA 10.750000% 10/14/2030 | 2,000,000 | 2,000,000 | 0 | 0.15% | $23.70K |
| INTNED V1.4 07/01/26 144A | 2,601,000 | 2,601,000 | 0 | 0.15% | -$27.87K |
| BANK, Series 2019-BN16, Class A2 | 2,377,000 | 2,377,000 | 0 | 0.15% | -$7.19K |
| BX TRUST | 2,500,000 | 2,500,000 | 0 | 0.15% | $75.06K |
| MORGAN STANLEY CAPITAL BARCLAYS BANK TRUST 2016-MART 2.2004% 09/13/2031 144A | 2,397,000 | 2,397,000 | 0 | 0.14% | $7.95K |
| NATWEST GROUP | 2,318,000 | 2,318,000 | 0 | 0.14% | -$3.99K |
| Saudi Government International Bonds | 2,200,000 | 2,200,000 | 0 | 0.14% | -$64.98K |
| Egypt Government International Bond | 2,200,000 | 2,200,000 | 0 | 0.14% | $12.45K |
| SAUDI INTERNATIONAL BOND | 2,000,000 | 2,000,000 | 0 | 0.13% | -$283.68K |
| American Express Credit Account Master Trust | 2,000,000 | 2,000,000 | 0 | 0.12% | -$10.87K |
| STATE OF QATAR SR UNSECURED 144A 04/30 3.75 | 1,800,000 | 1,800,000 | 0 | 0.12% | -$78.99K |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 05/50 8.875 | 1,900,000 | 1,900,000 | 0 | 0.12% | -$84.99K |
| Klabin Austria GmbH | 1,620,000 | 1,620,000 | 0 | 0.12% | -$7.32K |
| UNICREDIT SPA REGD V/R 144A P/P 2.56900000 | 1,971,000 | 1,971,000 | 0 | 0.12% | -$19.65K |
| CHINA (PEOPLE'S) | 2,200,000 | 2,200,000 | 0 | 0.12% | -$214.71K |
| OMAN GOV INTERNTL BOND SR UNSECURED 144A 10/27 6.75 | 1,700,000 | 1,700,000 | 0 | 0.11% | $106.49K |
| CSAIL 2017-C8 COMMERCIAL MORTGAGE TRUST CSAIL 2017-C8 A2 | 1,770,000 | 1,770,000 | 0 | 0.11% | -$1.75K |
| NATL BANK CANADA | 1,709,000 | 1,709,000 | 0 | 0.10% | -$5.17K |
| Government National Mortgage Association | 1,700,000 | 1,700,000 | 0 | 0.10% | -$7.15K |
| NESTLE HOLDINGS INC 144A 3.500000% 09/24/2025 | 1,557,000 | 1,557,000 | 0 | 0.10% | -$32.84K |
| TSMC GLOBAL LTD COMPANY GUAR 144A 09/25 0.75 | 1,737,000 | 1,737,000 | 0 | 0.10% | -$26.11K |
| FORD MOTOR COMPANY SR UNSECURED 10/28 6.625 | 1,443,000 | 1,443,000 | 0 | 0.10% | $37.88K |
| First Niagara Financial Group Inc | 1,597,000 | 1,597,000 | 0 | 0.10% | -$25.42K |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 03/35 7.253 | 1,620,000 | 1,620,000 | 0 | 0.10% | -$72.43K |
| BRASKM 4 1/2 01/31/30 | 1,619,000 | 1,619,000 | 0 | 0.10% | $7.93K |
| TELEFONICA EMIS | 1,365,000 | 1,365,000 | 0 | 0.09% | -$87.51K |
| ROMANIA REPUBLIC OF 4% 02/14/2051 144A | 1,600,000 | 1,600,000 | 0 | 0.09% | -$197.12K |
| HANWHA ENERGY USA HOLDN COMPANY GUAR 144A 07/22 2.375 | 1,492,000 | 1,492,000 | 0 | 0.09% | -$3.00K |
| ENEL FIN INTL NV | 1,216,000 | 1,216,000 | 0 | 0.09% | -$130.20K |
| COCA-COLA FEMSA | 1,581,000 | 1,581,000 | 0 | 0.09% | -$102.62K |
| BANCO SANTANDER | 1,400,000 | 1,400,000 | 0 | 0.09% | -$5.68K |
| HSBC HOLDINGS | 1,310,000 | 1,310,000 | 0 | 0.09% | -$18.90K |
| UNITED MEXICAN | 1,303,000 | 1,303,000 | 0 | 0.09% | -$42.35K |
| Prime Security Services Borrower LLC/ Prime Finance, Inc. | 1,353,000 | 1,353,000 | 0 | 0.09% | -$10.15K |
| DANSKE BANK A/S | 1,302,000 | 1,302,000 | 0 | 0.08% | -$4.65K |
| US TREASURY N/B | 1,246,000 | 1,246,000 | 0 | 0.08% | -$195.32K |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.13 01/18/2033 | 1,302,000 | 1,302,000 | 0 | 0.08% | $8.15K |
| COMM MORTGAGE TRUST COMM 2016 787S B 144A | 1,254,000 | 1,254,000 | 0 | 0.08% | $44.67K |
| Russian Foreign Bond - Eurobond | 1,200,000 | 1,200,000 | 0 | 0.08% | -$31.46K |
| ANGLO AMERICAN | 1,335,000 | 1,335,000 | 0 | 0.08% | -$23.00K |
| BA Credit Card Trust, Series 2018-A2, Class A2 | 1,337,000 | 1,337,000 | 0 | 0.08% | -$9.40K |
| UVN 6.625 06/01/27 144A | 1,249,000 | 1,249,000 | 0 | 0.08% | -$31.22K |
| KOREA DEVELOPMENT BANK SR UNSECURED 10/23 0.5 | 1,289,000 | 1,289,000 | 0 | 0.08% | -$2.22K |
| BENCHMARK 2018-B1 MORTGAGE TRUST SER 2018-B1 CL A2 REGD 3.57100000 | 1,233,000 | 1,233,000 | 0 | 0.08% | -$817 |
| Republic of Kenya | 1,150,000 | 1,150,000 | 0 | 0.07% | $32.56K |
| PHILIPPINES(REP) | 1,200,000 | 1,200,000 | 0 | 0.07% | -$133.02K |
| Republic of Indonesia | 800,000 | 800,000 | 0 | 0.07% | -$51.11K |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/48 5 | 999,000 | 999,000 | 0 | 0.07% | -$96.47K |
| Synovus Bank/Columbus GA | 1,222,000 | 1,222,000 | 0 | 0.07% | -$1.17K |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 1,081,000 | 1,081,000 | 0 | 0.07% | $6.49K |
| Presidencia da Republica | 1,300,000 | 1,300,000 | 0 | 0.07% | -$159.24K |
| NCL CORPORATION LTD REGD 144A P/P 3.62500000 | 1,270,000 | 1,270,000 | 0 | 0.07% | $52.64K |
| VAR.RT. CORP. BONDS | 1,151,000 | 1,151,000 | 0 | 0.07% | $9.15K |
| Siemens Financieringsmaatschappij NV | 1,086,000 | 1,086,000 | 0 | 0.07% | -$27.75K |
| Tenet Healthcare Corp | 1,109,000 | 1,109,000 | 0 | 0.07% | $38.77K |
| CREDIT AGRICOLE SA LONDON BRH 1.907%/VAR 06/16/2026 144A | 1,134,000 | 1,134,000 | 0 | 0.07% | -$9.60K |
| WYNDHAM WORLDWID | 1,039,000 | 1,039,000 | 0 | 0.07% | $20.78K |
| CARMX 19-2 A3 2.68% 03-15-24/12-15-22 | 1,125,000 | 1,125,000 | 0 | 0.07% | -$5.05K |
| BAE SYSTEMS PLC | 1,045,000 | 1,045,000 | 0 | 0.07% | -$47.03K |
| Republic of Cote d'Ivoire | 1,000,000 | 1,000,000 | 0 | 0.07% | -$16.37K |
| Ahern Rentals Inc | 1,321,000 | 1,321,000 | 0 | 0.07% | $194.85K |
| ANGLOGOLD HOLDS | 1,051,000 | 1,051,000 | 0 | 0.06% | -$11.92K |
| DBSSP 2.85 04/16/22 144A | 1,074,000 | 1,074,000 | 0 | 0.06% | -$3.72K |
| COLOMBIA TELECOMUNICACIO REGD 144A P/P 4.95000000 | 1,024,000 | 1,024,000 | 0 | 0.06% | -$36.61K |
| UBS GROUP AG REGD V/R 144A P/P 2.19300000 | 1,066,000 | 1,066,000 | 0 | 0.06% | -$9.79K |
| UNICREDIT SPA 144A LIFE SR UNSEC 6.572% 01-14-22 | 1,048,000 | 1,048,000 | 0 | 0.06% | -$10.50K |
| Eldorado Resorts, Inc. | 1,025,000 | 1,025,000 | 0 | 0.06% | -$5.94K |
| Ukraine Government International Bond | 1,000,000 | 1,000,000 | 0 | 0.06% | -$5.23K |
| TELSAT 6.5 10/15/27 144A | 1,045,000 | 1,045,000 | 0 | 0.06% | $2.12K |
| AerCap Global Aviation Trust | 1,030,000 | 1,030,000 | 0 | 0.06% | $85.12K |
| PACIFIC GAS&ELEC | 1,115,000 | 1,115,000 | 0 | 0.06% | -$96.28K |
| Holly Energy Partners LP / Holly Energy Finance Corp | 1,052,000 | 1,052,000 | 0 | 0.06% | $24.05K |
| BMW Vehicle Lease Trust 2019-1 | 1,050,000 | 1,050,000 | 0 | 0.06% | -$5.33K |
| CARMX 2019-3 A3 | 1,030,000 | 1,030,000 | 0 | 0.06% | -$3.57K |
| DANSKE BANK AS (UNGTD) 3.244%/VAR 12/20/2025 144A | 968,000 | 968,000 | 0 | 0.06% | $3.40K |
| US TREASURY N/B | 1,000,000 | 1,000,000 | 0 | 0.06% | -$12.85K |
| SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp | 992,000 | 992,000 | 0 | 0.06% | $52.38K |
| Allianz SE | 1,000,000 | 1,000,000 | 0 | 0.06% | $5.04K |
| EG GLOBAL FINANCE PLC REGD 144A P/P 6.75000000 | 980,000 | 980,000 | 0 | 0.06% | -$7.50K |
| GM Financial Consumer Automobile Receivables Trust 2017-3 | 1,000,000 | 1,000,000 | 0 | 0.06% | -$3.70K |
| BRASKEM NETHERLANDS FIN BV 4.5% 01/10/2028 144A | 971,000 | 971,000 | 0 | 0.06% | -$1.94K |
| Ingram Micro Inc | 875,000 | 875,000 | 0 | 0.06% | $59.28K |
| OCCIDENTAL PETE | 902,000 | 902,000 | 0 | 0.06% | $81.63K |
| HAROT 2020-3 A4 | 1,000,000 | 1,000,000 | 0 | 0.06% | -$1.76K |
| NISSAN MOTOR CO LTD 144A 3.043000% 09/15/2023 | 940,000 | 940,000 | 0 | 0.06% | $10.63K |
| Huarong Finance II Co Ltd | 900,000 | 900,000 | 0 | 0.06% | -$7.07K |
| ENGIE ENERGIA CHILE SA 144A LIFE SR UNSEC 3.4% 01-28-30 | 936,000 | 936,000 | 0 | 0.06% | -$26.69K |
| FAIRSTONE FINANCIAL INC 144A LIFE SR UNSEC 7.875% 07-15-24 | 924,000 | 924,000 | 0 | 0.06% | -$7.54K |
| ISATLN 6.75 10/01/26 144A | 935,000 | 935,000 | 0 | 0.06% | $257 |
| Starwood Property Trust, Inc. | 945,000 | 945,000 | 0 | 0.06% | -$4.13K |
| TURKIYE REP OF | 1,000,000 | 1,000,000 | 0 | 0.06% | -$33.89K |
| CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A | 925,000 | 925,000 | 0 | 0.06% | $1.16K |
| Toyota Auto Loan Extended Note Trust 2019-1 | 900,000 | 900,000 | 0 | 0.06% | -$6.72K |
| SCGAU 5 1/8 09/24/2080 | 905,000 | 905,000 | 0 | 0.06% | -$6.70K |
| Reworld Holding Corp 5.00 09/01/2030 | 903,000 | 903,000 | 0 | 0.05% | -$24.83K |
| TGNA 7 3/4 06/01/27 | 810,000 | 810,000 | 0 | 0.05% | -$4.05K |
| Spirit AeroSystems Inc | 882,000 | 882,000 | 0 | 0.05% | -$10.48K |
| CTR Partnership LP / CareTrust Capital Corp | 900,000 | 900,000 | 0 | 0.05% | -$5.85K |
| NextEra Energy Operating Partners LP | 875,000 | 875,000 | 0 | 0.05% | $4.35K |
| BREAD FINANCIAL HOLDINGS INC 144A 4.750000% 12/15/2024 | 905,000 | 905,000 | 0 | 0.05% | $55.43K |
| Vistra Operations Co. LLC | 880,000 | 880,000 | 0 | 0.05% | -$9.77K |
| BA Credit Card Trust, Series 2019-A1, Class A1 | 900,000 | 900,000 | 0 | 0.05% | -$2.79K |
| SILVERSEA CRUISE FINANCE REGD 144A P/P 7.25000000 | 885,000 | 885,000 | 0 | 0.05% | $8.39K |
| KIRBY CORP | 844,000 | 844,000 | 0 | 0.05% | $6.23K |
| Mineral Resources Ltd | 824,000 | 824,000 | 0 | 0.05% | $2.31K |
| DAVE + BUSTER S INC SR SECURED 144A 11/25 7.625 | 855,000 | 855,000 | 0 | 0.05% | $19.24K |
| WYNN MACAU LTD REGD 144A P/P 5.12500000 | 880,000 | 880,000 | 0 | 0.05% | $15.40K |
| FYBR 5 05/01/28 144A | 858,000 | 858,000 | 0 | 0.05% | $15.02K |
| REPUBLIC OF KENYA 7.000000% 05/22/2027 | 800,000 | 800,000 | 0 | 0.05% | $14.71K |
| OCI NV 144A SEC 5.25% 11-01-24 | 853,000 | 853,000 | 0 | 0.05% | -$5.33K |
| Societe Generale SA (pfd) 7.88% 06/18/2172 Perpetual | 793,000 | 793,000 | 0 | 0.05% | -$420 |
| Chase Mortgage Finance Corp., Series 2016-SH2, Class M2 | 840,141 | 840,141 | 0 | 0.05% | $3.28K |
| UNITED MEXICAN | 800,000 | 800,000 | 0 | 0.05% | -$95.27K |
| MGMGPO 5 3/4 02/01/27 | 764,000 | 764,000 | 0 | 0.05% | $11.78K |
| Australia & New Zealand Banking Group Ltd. 2.95%, Fixed unitl 07/22/2025 | 828,000 | 828,000 | 0 | 0.05% | -$8.62K |
| HLF Financing Sarl LLC / Herbalife International Inc | 827,000 | 827,000 | 0 | 0.05% | -$10.80K |
| OPENLANE, Inc. | 846,000 | 846,000 | 0 | 0.05% | -$13.49K |
| UNITED MEXICAN | 880,000 | 880,000 | 0 | 0.05% | -$33.11K |
| Six Flags Operations Inc. | 825,000 | 825,000 | 0 | 0.05% | $13.31K |
| Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc. | 805,000 | 805,000 | 0 | 0.05% | -$4.02K |
| PEGI 4.5 08/15/28 144A | 800,000 | 800,000 | 0 | 0.05% | -$23.59K |
| MEG Energy Corp | 775,000 | 775,000 | 0 | 0.05% | $58.92K |
| goeasy Ltd. | 788,000 | 788,000 | 0 | 0.05% | -$2.96K |
| ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.87500000 | 769,000 | 769,000 | 0 | 0.05% | $12.51K |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc | 778,000 | 778,000 | 0 | 0.05% | $31.12K |
| Newmark Group, Inc. | 739,000 | 739,000 | 0 | 0.05% | -$1.31K |
| SEAWORLD PARKS & ENTERTA REGD 144A P/P 8.75000000 | 735,000 | 735,000 | 0 | 0.05% | $7.35K |
| Osaic Holdings, Inc. | 755,000 | 755,000 | 0 | 0.05% | $33.98K |
| Nielsen Finance LLC / Nielsen Finance Co | 728,000 | 728,000 | 0 | 0.05% | -$12.74K |
| TARGA RESOURCES 144A SR UNSEC 4.875% 02-01-31 | 762,000 | 762,000 | 0 | 0.05% | -$29.15K |
| Donnelley Financial Solutions Inc | 747,000 | 747,000 | 0 | 0.05% | -$14.94K |
| Clearway Energy Operating LLC | 748,000 | 748,000 | 0 | 0.05% | $0 |
| GRUBHUB HOLDINGS INC REGD 144A P/P 5.50000000 | 730,000 | 730,000 | 0 | 0.04% | -$4.31K |
| CORP. NOTE | 722,000 | 722,000 | 0 | 0.04% | $36.82K |
| ITALY GOV'T INT | 729,000 | 729,000 | 0 | 0.04% | -$58.33K |
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 06/24 2.75 | 708,000 | 708,000 | 0 | 0.04% | -$4.73K |
| GRIFFON CORPORATION REGD 5.75000000 | 719,000 | 719,000 | 0 | 0.04% | -$7.19K |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A | 750,000 | 750,000 | 0 | 0.04% | $2.10K |
| ENR 4.375 03/31/29 144A | 735,000 | 735,000 | 0 | 0.04% | -$16.87K |
| APACHE CORP | 722,000 | 722,000 | 0 | 0.04% | -$5.42K |
| Credit Acceptance Corp | 696,000 | 696,000 | 0 | 0.04% | -$8.70K |
| SR UNSECURED 05/22 1.7 | 714,000 | 714,000 | 0 | 0.04% | -$1.46K |
| BNG Bank NV 0.5%, DUE 11/24/2025 | 738,000 | 738,000 | 0 | 0.04% | -$12.75K |
| Conn's Inc. | 724,000 | 724,000 | 0 | 0.04% | $21.72K |
| MUSA 4 3/4 09/15/29 | 675,000 | 675,000 | 0 | 0.04% | $6.75K |
| NVRI 5.75 07/31/27 144A | 693,000 | 693,000 | 0 | 0.04% | -$10.41K |
| EXTENDED STAY AMERICA SR UNSEC 144A LIFE 4.625% 10-01-27 | 710,000 | 710,000 | 0 | 0.04% | -$1.33K |
| PBF Holding Company, LLC/PBF Finance Corporation | 1,133,000 | 1,133,000 | 0 | 0.04% | $124.63K |
| Lumen Technologies, Inc. | 688,000 | 688,000 | 0 | 0.04% | -$2.08K |
| LLAKES 7.45 03/15/28 | 603,000 | 603,000 | 0 | 0.04% | $12.06K |
| JB Poindexter & Company, Inc. | 650,000 | 650,000 | 0 | 0.04% | -$4.06K |
| NATWEST GROUP PLC 4.519000% 06/25/2024 | 622,000 | 622,000 | 0 | 0.04% | -$1.74K |
| LNG 4 5/8 10/15/28 | 644,000 | 644,000 | 0 | 0.04% | $3.34K |
| MEGLOBAL CANADA ULC REGD 144A P/P MTN 5.00000000 | 600,000 | 600,000 | 0 | 0.04% | $72 |
| JAGUAR HOLDING COMPANY II 144A LIFE SR UNSEC 5.0% 06-15-28 | 627,000 | 627,000 | 0 | 0.04% | -$8.25K |
| US TREASURY N/B | 570,000 | 570,000 | 0 | 0.04% | -$88.42K |
| Empresas Publicas de Medellin ESP | 645,000 | 645,000 | 0 | 0.04% | -$26.61K |
| STANDRD INDS NY | 685,000 | 685,000 | 0 | 0.04% | -$31.83K |
| Diebold Nixdorf Inc | 640,000 | 640,000 | 0 | 0.04% | $13.61K |
| CENTURYLINK SR UNSEC 7.5% 04-01-24 | 579,000 | 579,000 | 0 | 0.04% | $1.45K |
| Dana Inc | 621,000 | 621,000 | 0 | 0.04% | -$11.64K |
| INTNED 4.625 01/06/26 144A | 563,000 | 563,000 | 0 | 0.04% | -$13.10K |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 04/01/2026 | 625,000 | 625,000 | 0 | 0.04% | -$1.38K |
| CAMELOT FIN. SA 4.50% | 620,000 | 620,000 | 0 | 0.04% | -$5.42K |
| CSC HOLDINGS LLC REGD 144A P/P 5.50000000 | 600,000 | 600,000 | 0 | 0.04% | -$2.55K |
| NUSTAR LOGISTICS LP REGD 6.37500000 | 569,000 | 569,000 | 0 | 0.04% | $11.50K |
| SK TELECOM CO | 590,000 | 590,000 | 0 | 0.04% | -$2.15K |
| KORN/FERRY INTL | 598,000 | 598,000 | 0 | 0.04% | -$2.84K |
| FREEPORT-MCMORAN | 573,000 | 573,000 | 0 | 0.04% | -$980 |
| RUMO LUXEMBOURG SARL | 580,000 | 580,000 | 0 | 0.04% | -$10.58K |
| BUCKEYE PARTNERS MLP 4.5% 03/01/2028 144A | 607,000 | 607,000 | 0 | 0.04% | $7.59K |
| FORTESCUE TREASURY PTY LTD COMPANY GUAR 144A 09/27 4.5 | 556,000 | 556,000 | 0 | 0.04% | $1.36K |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2019-2 SER 2019-2 CL A3 REGD 1.92000000 | 600,000 | 600,000 | 0 | 0.04% | -$1.75K |
| US TREASURY N/B | 433,000 | 433,000 | 0 | 0.04% | -$70.09K |
| CLIFFS NATURAL RESOURCES SR UNSEC 5.75% 03-01-25 | 584,000 | 584,000 | 0 | 0.04% | $16.76K |
| BRINK'S CO/THE REGD 144A P/P 4.62500000 | 575,000 | 575,000 | 0 | 0.03% | -$13.17K |
| FREEPORT-MCMORAN | 527,000 | 527,000 | 0 | 0.03% | -$2.20K |
| NATWEST GROUP | 531,000 | 531,000 | 0 | 0.03% | -$2.22K |
| Zayo Group Holdings Inc | 547,000 | 547,000 | 0 | 0.03% | -$11.92K |
| ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.87500000 | 522,000 | 522,000 | 0 | 0.03% | -$7.83K |
| PFGC 5.5 10/15/27 144A | 528,000 | 528,000 | 0 | 0.03% | -$6.57K |
| BYD 4 3/4 12/01/27 | 542,000 | 542,000 | 0 | 0.03% | $515 |
| Cleveland-Cliffs, Inc. | 509,000 | 509,000 | 0 | 0.03% | -$3.82K |
| EAT 5 10/01/24 | 521,000 | 521,000 | 0 | 0.03% | $7.02K |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | 520,000 | 520,000 | 0 | 0.03% | -$9.61K |
| Republic of Cote d'Ivoire | 500,000 | 500,000 | 0 | 0.03% | -$12.50K |
| DP WORLD LTD/UNITED ARAB EMIRATES MTN 4.700000% 09/30/2049 | 500,000 | 500,000 | 0 | 0.03% | -$21.35K |
| Philippine National Bank | 500,000 | 500,000 | 0 | 0.03% | $4.62K |
| TGNA 7.25 09/15/27 | 460,000 | 460,000 | 0 | 0.03% | $4.60K |
| US Foods, Inc. | 496,000 | 496,000 | 0 | 0.03% | $1.34K |
| SS&C Technologies, Inc. | 495,000 | 495,000 | 0 | 0.03% | -$6.04K |
| DCP MIDSTREAM OP | 482,000 | 482,000 | 0 | 0.03% | -$130 |
| NMI Holdings, Inc. | 460,000 | 460,000 | 0 | 0.03% | $10.53K |
| ACHC 5.5 07/01/28 144A | 492,000 | 492,000 | 0 | 0.03% | -$4.30K |
| Volkswagen Auto Loan Enhanced Trust 2018-2 | 500,000 | 500,000 | 0 | 0.03% | -$3.34K |
| Grupo Aval Ltd. | 500,000 | 500,000 | 0 | 0.03% | $2.85K |
| ENDENR 5.75 01/30/28 144A | 481,000 | 481,000 | 0 | 0.03% | -$3.95K |
| CHALCO HONG KONG INVESTMENT CO LTD 4.250000% MATURITY: PERPETUAL | 500,000 | 500,000 | 0 | 0.03% | $1.97K |
| ROYAL BANK OF SCOTLAND GROUP PLC | 425,000 | 425,000 | 0 | 0.03% | $7.17K |
| Indonesia Asahan Aluminium PT/Mineral Industri Indonesia Persero PT | 400,000 | 400,000 | 0 | 0.03% | -$8.71K |
| ECOPETROL SA SR UNSECURED 04/30 6.875 | 400,000 | 400,000 | 0 | 0.03% | -$18.24K |
| Tenet Healthcare Corp | 475,000 | 475,000 | 0 | 0.03% | -$1.19K |
| URUGUAY | 413,603 | 413,603 | 0 | 0.03% | -$22.23K |
| Talen Energy Supply LLC | 460,000 | 460,000 | 0 | 0.03% | $4.60K |
| CSC Holdings LLC | 440,000 | 440,000 | 0 | 0.03% | -$2.75K |
| Brink's Co/The | 448,000 | 448,000 | 0 | 0.03% | -$7.26K |
| Catalent Pharma Solutions Inc | 446,000 | 446,000 | 0 | 0.03% | -$2.79K |
| SPRINGLEAF FINANCE CORP | 438,000 | 438,000 | 0 | 0.03% | -$15.33K |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 6.500000% 10/01/2025 | 475,000 | 475,000 | 0 | 0.03% | $23.89K |
| BUCKEYE PARTNERS MLP 4.125% 03/01/2025 144A | 445,000 | 445,000 | 0 | 0.03% | $11.12K |
| Trust Fibra Uno | 400,000 | 400,000 | 0 | 0.03% | $11.08K |
| BOC Aviation Ltd. | 465,000 | 465,000 | 0 | 0.03% | -$9.48K |
| TELESAT CANADA/TELESAT L REGD 144A P/P 4.87500000 | 428,000 | 428,000 | 0 | 0.03% | $7.49K |
| LPL HOLDINGS INC 144A LIFE 5.75% 09-15-25 | 426,000 | 426,000 | 0 | 0.03% | -$2.05K |
| Petrobras Global Finance BV | 400,000 | 400,000 | 0 | 0.03% | -$20.60K |
| CABLEVISION LIGHTPATH SR SECURED 144A 09/27 3.875 | 430,000 | 430,000 | 0 | 0.03% | -$8.00K |
| Energuate Trust | 400,000 | 400,000 | 0 | 0.02% | $8.50K |
| MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 4.625% 08-10-30 | 400,000 | 400,000 | 0 | 0.02% | -$5.00K |
| ReNew Power Synthetic | 400,000 | 400,000 | 0 | 0.02% | -$3.59K |
| PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27 | 400,000 | 400,000 | 0 | 0.02% | $16.30K |
| ReNew Power Pvt Ltd | 400,000 | 400,000 | 0 | 0.02% | $3.40K |
| BRF SA SR UNSECURED 144A 01/30 4.875 | 400,000 | 400,000 | 0 | 0.02% | -$9.90K |
| GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875 | 400,000 | 400,000 | 0 | 0.02% | -$700 |
| Yingde Gases Investment Ltd | 400,000 | 400,000 | 0 | 0.02% | $1.16K |
| Shandong Iron And Steel Xinheng International Co Ltd | 400,000 | 400,000 | 0 | 0.02% | $7.21K |
| MDGH GMTN RSC Ltd. | 400,000 | 400,000 | 0 | 0.02% | -$47.18K |
| Discover Card Execution Note Trust | 400,000 | 400,000 | 0 | 0.02% | -$2.79K |
| CHINA MINMETALS CORP 3.750000% MATURITY: PERPETUAL | 400,000 | 400,000 | 0 | 0.02% | $2.81K |
| CHINALCO CAPITAL HOLDINGS LTD 4.250000% 04/21/2022 | 400,000 | 400,000 | 0 | 0.02% | $1.06K |
| NUSTAR LOGISTICS LP REGD 5.75000000 | 379,000 | 379,000 | 0 | 0.02% | $4.74K |
| HAT Holdings I LLC / HAT Holdings II LLC | 376,000 | 376,000 | 0 | 0.02% | -$2.43K |
| MPW 3 1/2 03/15/31 | 381,000 | 381,000 | 0 | 0.02% | $491 |
| FREEPORT-MCMORAN | 367,000 | 367,000 | 0 | 0.02% | -$2.75K |
| Herbalife Nutrition Ltd / HLF Financing Inc | 352,000 | 352,000 | 0 | 0.02% | -$5.28K |
| Petroleos Mexicanos | 400,000 | 400,000 | 0 | 0.02% | $11.50K |
| CHENIERE ENERGYP | 361,000 | 361,000 | 0 | 0.02% | $2.43K |
| CHTR 5 02/01/28 144A | 361,000 | 361,000 | 0 | 0.02% | -$2.26K |
| UNITED AIRLINES 2014-2 CLASS B PASS THRU CE 03/24 4.625 | 358,648 | 358,648 | 0 | 0.02% | $2.07K |
| PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 | 400,000 | 400,000 | 0 | 0.02% | $7.60K |
| HAT HOLDINGS I LLC / II LLC 6% 04/15/2025 144A | 328,000 | 328,000 | 0 | 0.02% | -$5.74K |
| PETROLEOS MEXICANOS SR UNSEC 6.375% 01-23-45 | 400,000 | 400,000 | 0 | 0.02% | $7.00K |
| ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.62500000 | 344,000 | 344,000 | 0 | 0.02% | -$1.34K |
| Diebold Nixdorf Inc | 299,000 | 299,000 | 0 | 0.02% | $5.98K |
| BCP V3.125 07/01/30 144A | 320,000 | 320,000 | 0 | 0.02% | $2.56K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 295,000 | 295,000 | 0 | 0.02% | -$4.36K |
| MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 5.625% 08-10-37 | 300,000 | 300,000 | 0 | 0.02% | $0 |
| UBS GROUP AG 4.125% 09/24/2025 144A | 269,000 | 269,000 | 0 | 0.02% | -$5.89K |
| TELEFONICA EMIS | 250,000 | 250,000 | 0 | 0.02% | -$19.58K |
| NRG ENERGY INC REGD 144A P/P 3.37500000 | 303,000 | 303,000 | 0 | 0.02% | -$11.36K |
| CCCIT 2018-A7 A7 | 250,000 | 250,000 | 0 | 0.02% | -$6.51K |
| Daimler Finance North America LLC | 288,000 | 288,000 | 0 | 0.02% | -$927 |
| CHENIERE ENERGY PARTNERS 1ST LIEN 5.25% 10-01-25 | 262,000 | 262,000 | 0 | 0.02% | $406 |
| CLEARWAY ENERGY OP LLC REGD SER WI 5.75000000 | 257,000 | 257,000 | 0 | 0.02% | -$1.79K |
| Prime Security Services Borrower LLC / Prime Finance Inc | 245,000 | 245,000 | 0 | 0.01% | -$2.76K |
| Infraestructura Energetica Nova SAPI de CV | 250,000 | 250,000 | 0 | 0.01% | $7.81K |
| LAND O LAKES INC JR SUBORDINA 144A 12/99 7 | 250,000 | 250,000 | 0 | 0.01% | $15.62K |
| DCP MIDSTREAM OPER LP 6.75% 09/15/2037 144A | 218,000 | 218,000 | 0 | 0.01% | $18.53K |
| ONEMAIN FINANCE CORP COMPANY GUAR 03/25 6.875 | 217,000 | 217,000 | 0 | 0.01% | -$3.17K |
| CSAIL 2019-C17 Commercial Mortgage Trust | 225,000 | 225,000 | 0 | 0.01% | -$110 |
| ALTICE FRANCE SAS SR GLBL 144A 29 | 215,000 | 215,000 | 0 | 0.01% | -$2.69K |
| Rocket Mortgage LLC | 219,000 | 219,000 | 0 | 0.01% | -$537 |
| FORD MOTOR CO | 178,000 | 178,000 | 0 | 0.01% | $7.34K |
| Endo Designated Activity Company | 227,000 | 227,000 | 0 | 0.01% | -$1.12K |
| CABLEVISION LIGHTPATH SR UNSECURED 144A 09/28 5.625 | 211,000 | 211,000 | 0 | 0.01% | -$6.79K |
| CONTINENTAL RESO | 200,000 | 200,000 | 0 | 0.01% | $10.94K |
| CHINALCO CAPITAL HOLDINGS LTD 4.100000% MATURITY: PERPETUAL | 200,000 | 200,000 | 0 | 0.01% | $2.51K |
| BRASKEM NETHERLANDS FINANCE BV 4.500000% 01/31/2030 | 200,000 | 200,000 | 0 | 0.01% | $980 |
| LPL HOLDINGS INC REGD 144A P/P 4.62500000 | 195,000 | 195,000 | 0 | 0.01% | -$429 |
| Mattamy Homes Limited | 185,000 | 185,000 | 0 | 0.01% | -$1.62K |
| CCL 7.625 03/01/26 144A | 177,000 | 177,000 | 0 | 0.01% | -$664 |
| Clearway Energy Operating LLC | 170,000 | 170,000 | 0 | 0.01% | -$624 |
| Acadia Healthcare Co Inc | 174,000 | 174,000 | 0 | 0.01% | -$2.39K |
| JAGUAR HOLDING COMPANY II 144A LIFE SR UNSEC 4.625% 06-15-25 | 170,000 | 170,000 | 0 | 0.01% | -$425 |
| US TREASURY N/B | 134,000 | 134,000 | 0 | 0.01% | -$20.00K |
| BOYD GAMING CORP SR UNSEC 144A LIFE 8.625% 06-01-25 | 155,000 | 155,000 | 0 | 0.01% | -$1.70K |
| Credit Acceptance Corp. | 134,000 | 134,000 | 0 | 0.01% | -$978 |
| Toyota Auto Receivables 2018-C Owner Trust | 125,000 | 125,000 | 0 | 0.01% | -$581 |
| UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125 | 121,000 | 121,000 | 0 | 0.01% | -$641 |
| US TREASURY N/B | 65,000 | 65,000 | 0 | 0.01% | -$10.23K |
| SIX FLAGS THEME PARKS INC | 81,000 | 81,000 | 0 | 0.01% | -$490 |
| SVC 5 1/2 12/15/27 | 78,000 | 78,000 | 0 | 0.00% | $2.44K |
| US TREASURY N/B | 35,000 | 35,000 | 0 | 0.00% | -$5.36K |
| Freddie Mac - Series Z | 5,600 | 5,600 | 0 | 0.00% | -$27.05K |
Top 300 of 307, by weight.
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