Below, a list of constituents for JSCP (JPMorgan Short Duration Core Plus ETF) is shown. In total, JSCP consists of 705 securities.

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

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

Ticker	Security Description	Security Type	Shares/Par	Market Value (USD)	Country	Currency	Coupon	Maturity Date	Effective Date	Contract Size	Strike Price	% of Market Value	% of Net Assets
nan	JPMORGAN PRIME VAR 12/49	MONEY MARKET	16078473.0	16084904.71	United States	USD	0.0	nan	06/23/2017	nan	0.0	9.3%	10.12%
T	UNITED 0.375% 10/23	TREASURY NOTES	8030000.0	8007729.28	United States	USD	0.375	10/31/2023	10/31/2021	nan	0.0	4.63%	5.04%
FNCI	TBA UMBS SINGLE 1.5%	UMBS TBA	6870000.0	6886101.63	United States	USD	1.5	12/25/2036	12/01/2021	nan	0.0	3.98%	4.33%
T	UNITED 0.125% 07/23	TREASURY NOTES	5890000.0	5857328.88	United States	USD	0.125	07/31/2023	07/31/2021	nan	0.0	3.39%	3.69%
T	UNITED 0.625% 10/24	TREASURY NOTES	4935000.0	4907240.63	United States	USD	0.625	10/15/2024	10/15/2021	nan	0.0	2.84%	3.09%
T	UNITED 0.375% 09/24	TREASURY NOTES	4005000.0	3958066.41	United States	USD	0.375	09/15/2024	09/15/2021	nan	0.0	2.29%	2.49%
FNCI	TBA UMBS SINGLE FAMILY 2%	UMBS TBA	3610000.0	3691507.05	United States	USD	2.0	12/25/2036	12/01/2021	nan	0.0	2.14%	2.32%
T	UNITED 0.125% 01/24	TREASURY NOTES	2390000.0	2364979.69	United States	USD	0.125	01/15/2024	01/15/2021	nan	0.0	1.37%	1.49%
T	UNITED 0.375% 07/24	TREASURY NOTES	2285000.0	2261882.22	United States	USD	0.375	07/15/2024	07/15/2021	nan	0.0	1.31%	1.42%
T	UNITED 1.125% 10/26	TREASURY NOTES	1635000.0	1626952.73	United States	USD	1.125	10/31/2026	10/31/2021	nan	0.0	0.94%	1.02%
T	UNITED 0.125% 02/24	TREASURY NOTES	1635000.0	1616861.72	United States	USD	0.125	02/15/2024	02/15/2021	nan	0.0	0.94%	1.02%
T	UNITED 0.375% 08/24	TREASURY NOTES	1585000.0	1567849.81	United States	USD	0.375	08/15/2024	08/15/2021	nan	0.0	0.91%	0.99%
T	UNITED 0.25% 09/23	TREASURY NOTES	1540000.0	1533202.35	United States	USD	0.25	09/30/2023	09/30/2021	nan	0.0	0.89%	0.96%
SANUK	SANTANDER UK VAR 08/26	CORPORATE BONDS	955000.0	941861.35	United Kingdom	USD	1.532	08/21/2026	08/21/2020	nan	0.0	0.54%	0.59%
T	UNITED 0.125% 08/23	TREASURY NOTES	940000.0	934125.0	United States	USD	0.125	08/31/2023	08/31/2021	nan	0.0	0.54%	0.59%
T	UNITED 0.25% 06/24	TREASURY NOTES	930000.0	918338.67	United States	USD	0.25	06/15/2024	06/15/2021	nan	0.0	0.53%	0.58%
T	UNITED 0.125% 06/23	TREASURY NOTES	870000.0	865785.94	United States	USD	0.125	06/30/2023	06/30/2021	nan	0.0	0.5%	0.54%
ACAFP	CREDIT 4.375% 03/25	CORPORATE BONDS	775000.0	838205.44	France	USD	4.375	03/17/2025	03/17/2015	nan	0.0	0.48%	0.53%
SOCGEN	SOCIETE 4.25% 04/25	CORPORATE BONDS	770000.0	823570.54	France	USD	4.25	04/14/2025	04/14/2015	nan	0.0	0.48%	0.52%
ARES	ARES XL CLO LTD FLT 01/29	CDO/COLLATERALIZED DEBT OBLIGATION	793000.0	793000.0	Cayman Islands	USD	0.0	01/15/2029	11/30/2021	nan	0.0	0.46%	0.5%
MIZUHO	MIZUHO 4.6% 03/24	CORPORATE BONDS	690000.0	737948.34	Japan	USD	4.6	03/27/2024	03/27/2014	nan	0.0	0.43%	0.46%
BACR	BARCLAYS PLC VAR 05/25	CORPORATE BONDS	600000.0	635889.71	United Kingdom	USD	3.932	05/07/2025	05/07/2019	nan	0.0	0.37%	0.4%
G2	GNMA II MORTPASS 3% 10/51	GNMA II	597256.0	622836.42	United States	USD	3.0	10/20/2051	10/01/2021	nan	0.0	0.36%	0.39%
NEUB	NEUBERGER FLT 10/29	CDO/COLLATERALIZED DEBT OBLIGATION	608000.0	608424.99	Cayman Islands	USD	1.04375	10/15/2029	09/21/2021	nan	0.0	0.35%	0.38%
BAC	BANK OF VAR 02/26	CORPORATE BONDS	585000.0	594907.89	United States	USD	2.015	02/13/2026	02/13/2020	nan	0.0	0.34%	0.37%
G2	GNMA II MORTPASS 3% 11/51	GNMA II	570000.0	594013.22	United States	USD	3.0	11/20/2051	11/01/2021	nan	0.0	0.34%	0.37%
BNP	BNP PARIBAS SA VAR 01/25	CORPORATE BONDS	515000.0	552595.16	France	USD	4.705	01/10/2025	01/10/2019	nan	0.0	0.32%	0.35%
nan	PRETIUM VAR 11/61	CMO/REMIC	550000.0	550000.0	United States	USD	0.0	11/26/2061	11/18/2021	nan	0.0	0.32%	0.35%
BPCEGP	BPCE SA 2.375% 01/25	CORPORATE BONDS	500000.0	511564.53	France	USD	2.375	01/14/2025	01/14/2020	nan	0.0	0.3%	0.32%
DRSLF	DRYDEN 49 FLT 07/30	CDO/COLLATERALIZED DEBT OBLIGATION	500000.0	500687.5	Cayman Islands	USD	1.07225	07/18/2030	04/19/2021	nan	0.0	0.29%	0.32%
VOLT	VOLT CV LLC STEP 11/51	CMO/REMIC	500000.0	500000.0	United States	USD	2.4872	11/27/2051	11/12/2021	nan	0.0	0.29%	0.31%
AER	AERCAP 2.45% 10/26	CORPORATE BONDS	490000.0	493883.57	Ireland	USD	2.45	10/29/2026	10/29/2021	nan	0.0	0.29%	0.31%
AL	AIR LEASE 2.3% 02/25	CORPORATE BONDS	480000.0	490054.29	United States	USD	2.3	02/01/2025	01/14/2020	nan	0.0	0.28%	0.31%
GRYOAK	GRAY OAK 2.6% 10/25	CORPORATE BONDS	475000.0	483775.48	United States	USD	2.6	10/15/2025	09/15/2020	nan	0.0	0.28%	0.3%
AER	AERCAP 4.875% 01/24	CORPORATE BONDS	450000.0	483005.97	Ireland	USD	4.875	01/16/2024	01/16/2019	nan	0.0	0.28%	0.3%
EART	EXETER 1.96% 01/28	ASSET BACKED	480000.0	479967.36	United States	USD	1.96	01/17/2028	11/17/2021	nan	0.0	0.28%	0.3%
G2	GNMA II 2.5% 11/51	GNMA II	460000.0	472531.84	United States	USD	2.5	11/20/2051	11/01/2021	nan	0.0	0.27%	0.3%
G2	GNMA II MORTPASS 3% 08/51	GNMA II	451113.0	468963.3	United States	USD	3.0	08/20/2051	08/01/2021	nan	0.0	0.27%	0.3%
ACAR	AMERICAN 3.32% 03/26	ASSET BACKED	450000.0	462017.07	United States	USD	3.32	03/13/2026	02/13/2020	nan	0.0	0.27%	0.29%
CGCMT	CITIGROUP VAR 02/48	COMMERCIAL MORTGAGE BACKED SECURITIES	440000.0	457797.38	United States	USD	4.41859	02/10/2048	02/01/2015	nan	0.0	0.26%	0.29%
F	FORD MOTOR 4.271% 01/27	CORPORATE BONDS	425000.0	453050.0	United States	USD	4.271	01/09/2027	01/09/2020	nan	0.0	0.26%	0.29%
FHR	FHLMC REMICS 3.5% 01/27	CMO/REMIC	425000.0	452651.22	United States	USD	3.5	01/15/2027	01/01/2012	nan	0.0	0.26%	0.28%
WLAKE	WESTLAKE 2.12% 01/27	ASSET BACKED	450000.0	449930.07	United States	USD	2.12	01/15/2027	11/18/2021	nan	0.0	0.26%	0.28%
T	UNITED 0.25% 05/24	TREASURY NOTES	450000.0	444796.88	United States	USD	0.25	05/15/2024	05/15/2021	nan	0.0	0.26%	0.28%
ABNANV	ABN AMRO 4.75% 07/25	CORPORATE BONDS	400000.0	438600.0	Netherlands	USD	4.75	07/28/2025	07/28/2015	nan	0.0	0.25%	0.28%
BPCEGP	BPCE SA 5.7% 10/23	CORPORATE BONDS	400000.0	434553.04	France	USD	5.7	10/22/2023	10/22/2013	nan	0.0	0.25%	0.27%
SUMIBK	SUMITOMO 4.436% 04/24	CORPORATE BONDS	400000.0	427024.54	Japan	USD	4.436	04/02/2024	04/02/2014	nan	0.0	0.25%	0.27%
GM	GENERAL 3.95% 04/24	CORPORATE BONDS	400000.0	423526.32	United States	USD	3.95	04/13/2024	04/13/2017	nan	0.0	0.24%	0.27%
B	UNITED STATES ZERO 12/21	TREASURY BILLS	423000.0	422969.75	United States	USD	0.0	12/23/2021	nan	nan	0.0	0.24%	0.27%
CGCMT	CITIGROUP VAR 04/48	COMMERCIAL MORTGAGE BACKED SECURITIES	400000.0	418392.52	United States	USD	4.14921	04/10/2048	04/01/2015	nan	0.0	0.24%	0.26%
FG	FHLMCGLD 4.5% 05/49	FHLMC GOLD	386083.0	417291.46	United States	USD	4.5	05/01/2049	04/01/2019	nan	0.0	0.24%	0.26%
SANTAN	BANCO 2.746% 05/25	CORPORATE BONDS	400000.0	415003.18	Spain	USD	2.746	05/28/2025	05/28/2020	nan	0.0	0.24%	0.26%
T	UNITED 0.875% 09/26	TREASURY NOTES	420000.0	413043.75	United States	USD	0.875	09/30/2026	09/30/2021	nan	0.0	0.24%	0.26%
FHF	FHF TRUST 0.83% 12/26	ASSET BACKED	414384.0	412681.33	United States	USD	0.83	12/15/2026	09/09/2021	nan	0.0	0.24%	0.26%
JPMBB	JPMBB VAR 03/49	COMMERCIAL MORTGAGE BACKED SECURITIES	400000.0	407989.56	United States	USD	4.23333	03/15/2049	03/01/2016	nan	0.0	0.24%	0.26%
LCM	LCM XIV LP 14A FLT 07/31	CDO/COLLATERALIZED DEBT OBLIGATION	400000.0	400512.4	Cayman Islands	USD	1.1715	07/20/2031	06/06/2018	nan	0.0	0.23%	0.25%
UBS	UBS GROUP AG VAR 07/24	CORPORATE BONDS	400000.0	400306.35	Switzerland	USD	1.008	07/30/2024	07/30/2020	nan	0.0	0.23%	0.25%
AMSR	AMSR 2.966% 12/38	ASSET BACKED	400000.0	399996.36	United States	USD	2.966	12/09/2038	11/23/2021	nan	0.0	0.23%	0.25%
SNDPT	SOUND POINT CLO FLT 01/32	CDO/COLLATERALIZED DEBT OBLIGATION	400000.0	399899.2	Cayman Islands	USD	1.2115	01/20/2032	08/05/2021	nan	0.0	0.23%	0.25%
VOLT	VOLT CIII LLC STEP 08/51	ASSET BACKED	386993.0	385659.2	United States	USD	1.9918	08/25/2051	08/24/2021	nan	0.0	0.22%	0.24%
GS	GOLDMAN SACHS VAR 10/27	CORPORATE BONDS	385000.0	383886.47	United States	USD	1.948	10/21/2027	10/21/2021	nan	0.0	0.22%	0.24%
FHR	FHLMC REMICS 3% 02/47	CMO/REMIC	368042.0	381647.7	United States	USD	3.0	02/15/2047	09/01/2017	nan	0.0	0.22%	0.24%
BX	BX COMMERCIAL FLT 10/36	COMMERCIAL MORTGAGE BACKED SECURITIES	384767.0	379175.99	United States	USD	1.9455	10/15/2036	10/26/2021	nan	0.0	0.22%	0.24%
COMM	COMM 2019-WCM FLT 10/34	COMMERCIAL MORTGAGE BACKED SECURITIES	385000.0	377819.44	United States	USD	2.79	10/15/2034	10/30/2019	nan	0.0	0.22%	0.24%
APAAU	APT PIPELINES 4.2% 03/25	CORPORATE BONDS	350000.0	377032.03	Australia	USD	4.2	03/23/2025	03/23/2015	nan	0.0	0.22%	0.24%
STANLN	STANDARD 5.2% 01/24	CORPORATE BONDS	350000.0	376305.59	United Kingdom	USD	5.2	01/26/2024	09/26/2013	nan	0.0	0.22%	0.24%
AUTOC	ACC AUTO 1.08% 04/27	ASSET BACKED	369939.0	369540.41	United States	USD	1.08	04/15/2027	07/30/2021	nan	0.0	0.21%	0.23%
VST	VISTRA 3.55% 07/24	CORPORATE BONDS	350000.0	364336.01	United States	USD	3.55	07/15/2024	06/11/2019	nan	0.0	0.21%	0.23%
AVOL	PARK 4.5% 03/23	CORPORATE BONDS	350000.0	363473.46	Cayman Islands	USD	4.5	03/15/2023	09/25/2017	nan	0.0	0.21%	0.23%
FN	UMBS MORTPASS 3% 12/31	UMBS FNMA	343802.0	360934.85	United States	USD	3.0	12/01/2031	12/01/2019	nan	0.0	0.21%	0.23%
TRTN	TRITON 2.05% 04/26	CORPORATE BONDS	359000.0	359394.9	Bermuda	USD	2.05	04/15/2026	04/15/2021	nan	0.0	0.21%	0.23%
VCC	VELOCITY VAR 08/51	COMMERCIAL MORTGAGE BACKED SECURITIES	363301.0	357880.73	United States	USD	1.36	08/25/2051	07/01/2021	nan	0.0	0.21%	0.23%
NEUB	NEUBERGER FLT 07/31	CDO/COLLATERALIZED DEBT OBLIGATION	354000.0	354180.54	Cayman Islands	USD	1.1015	07/20/2031	06/25/2021	nan	0.0	0.2%	0.22%
MLANE	MISSION LANE 1.59% 09/26	ASSET BACKED	355000.0	353260.22	United States	USD	1.59	09/15/2026	07/22/2021	nan	0.0	0.2%	0.22%
AIMCO	AIMCO CLO 10 FLT 07/32	CDO/COLLATERALIZED DEBT OBLIGATION	350000.0	349999.3	Cayman Islands	USD	1.18825	07/22/2032	08/16/2021	nan	0.0	0.2%	0.22%
PRPM	PRPM 2021-6 STEP 07/26	CMO/REMIC	351146.0	349097.07	United States	USD	1.793	07/25/2026	08/06/2021	nan	0.0	0.2%	0.22%
PROG	PROGRESS 2.382% 10/38	ASSET BACKED	350000.0	343152.85	United States	USD	2.382	10/17/2038	09/09/2021	nan	0.0	0.2%	0.22%
BJETS	BUSINESS JET 2.162% 04/36	ASSET BACKED	341623.0	341854.68	United States	USD	2.162	04/15/2036	03/15/2021	nan	0.0	0.2%	0.22%
PAID	PAGAYA AI 1.22% 01/29	ASSET BACKED	342078.0	341247.6	United States	USD	1.22	01/16/2029	05/26/2021	nan	0.0	0.2%	0.21%
BCC	BAIN CAPITAL FLT 07/30	CDO/COLLATERALIZED DEBT OBLIGATION	337000.0	337221.07	Cayman Islands	USD	1.1015	07/20/2030	05/20/2021	nan	0.0	0.2%	0.21%
AREIT	AREIT 2021-CRE5 FLT 08/26	COMMERCIAL MORTGAGE BACKED SECURITIES	336000.0	336159.03	United States	USD	2.33588	08/17/2026	10/05/2021	nan	0.0	0.19%	0.21%
LLOYDS	LLOYDS 4.65% 03/26	CORPORATE BONDS	300000.0	332076.32	United Kingdom	USD	4.65	03/24/2026	03/24/2016	nan	0.0	0.19%	0.21%
MS	MORGAN STANLEY VAR 07/27	CORPORATE BONDS	335000.0	328960.31	United States	USD	1.512	07/20/2027	07/20/2021	nan	0.0	0.19%	0.21%
COF	CAPITAL ONE VAR 11/27	CORPORATE BONDS	330000.0	328676.0	United States	USD	1.878	11/02/2027	11/02/2021	nan	0.0	0.19%	0.21%
BHCCN	BAUSCH 9.25% 04/26	CORPORATE BONDS	310000.0	328600.0	United States	USD	9.25	04/01/2026	03/26/2018	nan	0.0	0.19%	0.21%
DISH	DISH DBS 7.75% 07/26	CORPORATE BONDS	310000.0	328212.5	United States	USD	7.75	07/01/2026	06/13/2016	nan	0.0	0.19%	0.21%
AALLC	ACCELERATED 1.9% 10/40	ASSET BACKED	326638.0	322327.16	United States	USD	1.9	10/20/2040	09/29/2021	nan	0.0	0.19%	0.2%
NYMT	NYMT LOAN STEP 08/61	CMO/REMIC	320790.0	317913.37	United States	USD	1.6696	08/25/2061	08/01/2021	nan	0.0	0.18%	0.2%
ATH	ATHENE GLOBAL 2.5% 01/25	CORPORATE BONDS	308000.0	317728.76	United States	USD	2.5	01/14/2025	01/14/2020	nan	0.0	0.18%	0.2%
CSAIL	CSAIL 2015-C4 VAR 11/48	COMMERCIAL MORTGAGE BACKED SECURITIES	325000.0	316868.76	United States	USD	3.56095	11/15/2048	11/01/2015	nan	0.0	0.18%	0.2%
BPCEGP	BPCE SA 5.15% 07/24	CORPORATE BONDS	285000.0	311188.65	France	USD	5.15	07/21/2024	01/21/2014	nan	0.0	0.18%	0.2%
AQFIT	AQUA FINANCE 2.4% 07/46	ASSET BACKED	313000.0	310742.17	United States	USD	2.4	07/17/2046	10/06/2021	nan	0.0	0.18%	0.2%
VCAT	VCAT 2021-NPL4 STEP 08/51	ASSET BACKED	310188.0	309374.11	United States	USD	1.8677	08/25/2051	08/27/2021	nan	0.0	0.18%	0.19%
UPSPT	UPSTART 1.75% 10/29	ASSET BACKED	305466.0	303850.13	United States	USD	1.75	10/20/2029	09/10/2021	nan	0.0	0.18%	0.19%
DANBNK	DANSKE BANK VAR 09/25	CORPORATE BONDS	305000.0	301620.6	Denmark	USD	0.976	09/10/2025	09/10/2021	nan	0.0	0.17%	0.19%
SDART	SANTANDER 1.33% 09/27	ASSET BACKED	300000.0	296930.46	United States	USD	1.33	09/15/2027	07/21/2021	nan	0.0	0.17%	0.19%
PRPM	PRPM 2021-7 STEP 08/26	CMO/REMIC	298409.0	296197.91	United States	USD	1.867	08/25/2026	09/02/2021	nan	0.0	0.17%	0.19%
CHTR	CCO HOLDINGS 4.75% 03/30	CORPORATE BONDS	285000.0	295939.73	United States	USD	4.75	03/01/2030	10/01/2019	nan	0.0	0.17%	0.19%
AMSR	AMSR 2.327% 10/38	ASSET BACKED	300000.0	294596.4	United States	USD	2.327	10/17/2038	09/21/2021	nan	0.0	0.17%	0.19%
DEXT	DEXT ABS 1.12% 02/28	ASSET BACKED	294000.0	293998.15	United States	USD	1.12	02/15/2028	11/17/2021	nan	0.0	0.17%	0.18%
ATH	ATHENE 0.914% 08/24	CORPORATE BONDS	295000.0	292094.22	United States	USD	0.914	08/19/2024	08/19/2021	nan	0.0	0.17%	0.18%
CNC	CENTENE 4.625% 12/29	CORPORATE BONDS	265000.0	286862.5	United States	USD	4.625	12/15/2029	12/06/2019	nan	0.0	0.17%	0.18%
MFCC	MERCURY 1.54% 03/26	ASSET BACKED	284000.0	284335.49	United States	USD	1.54	03/20/2026	03/17/2021	nan	0.0	0.16%	0.18%
FR	UMBS MORTPASS 2.5% 04/28	UMBS FHLMC	272183.0	284133.71	United States	USD	2.5	04/01/2028	09/01/2018	nan	0.0	0.16%	0.18%
FNR	FNMA REMICS 3.5% 12/42	CMO/REMIC	270000.0	283874.63	United States	USD	3.5	12/25/2042	11/01/2012	nan	0.0	0.16%	0.18%
JPMCC	JPMCC VAR 03/50	COMMERCIAL MORTGAGE BACKED SECURITIES	275000.0	276000.01	United States	USD	4.60092	03/15/2050	03/01/2017	nan	0.0	0.16%	0.17%
ANZ	AUSTRALIA & 4.4% 05/26	CORPORATE BONDS	250000.0	275486.7	Australia	USD	4.4	05/19/2026	05/19/2016	nan	0.0	0.16%	0.17%
CGCMT	CITIGROUP FLT 10/36	COMMERCIAL MORTGAGE BACKED SECURITIES	275000.0	274997.8	United States	USD	3.85	10/15/2036	11/02/2021	nan	0.0	0.16%	0.17%
BX	BX COMMERCIAL FLT 09/36	COMMERCIAL MORTGAGE BACKED SECURITIES	275000.0	274918.82	United States	USD	1.74025	09/15/2036	09/29/2021	nan	0.0	0.16%	0.17%
UPST	UPSTART 1.75% 06/31	ASSET BACKED	275000.0	273486.76	United States	USD	1.75	06/20/2031	05/11/2021	nan	0.0	0.16%	0.17%
LBZZ	LENDBUZZ 1.46% 06/26	ASSET BACKED	272000.0	271742.14	United States	USD	1.46	06/15/2026	10/28/2021	nan	0.0	0.16%	0.17%
HSBC	HSBC HOLDINGS VAR 08/24	CORPORATE BONDS	270000.0	268631.81	United Kingdom	USD	0.732	08/17/2024	08/17/2021	nan	0.0	0.16%	0.17%
LLEND	LL ABS TRUST 1.07% 05/29	ASSET BACKED	267470.0	266578.06	United States	USD	1.07	05/15/2029	08/24/2021	nan	0.0	0.15%	0.17%
UBS	UBS GROUP AG VAR 08/27	CORPORATE BONDS	270000.0	264387.56	Switzerland	USD	1.494	08/10/2027	08/10/2021	nan	0.0	0.15%	0.17%
HSBC	HSBC HOLDINGS VAR 03/25	CORPORATE BONDS	250000.0	264164.6	United Kingdom	USD	3.803	03/11/2025	03/11/2019	nan	0.0	0.15%	0.17%
LUMN	LUMEN 4% 02/27	CORPORATE BONDS	260000.0	262925.0	United States	USD	4.0	02/15/2027	01/24/2020	nan	0.0	0.15%	0.17%
CGCMT	CITIGROUP VAR 03/47	COMMERCIAL MORTGAGE BACKED SECURITIES	250000.0	262092.5	United States	USD	5.07394	03/10/2047	03/01/2014	nan	0.0	0.15%	0.16%
ADC	ALIGNED DATA 1.937% 08/46	ASSET BACKED	263000.0	260330.29	United States	USD	1.937	08/15/2046	08/25/2021	nan	0.0	0.15%	0.16%
WLAKE	WESTLAKE 0.95% 03/26	ASSET BACKED	260000.0	259362.71	United States	USD	0.95	03/16/2026	03/17/2021	nan	0.0	0.15%	0.16%
ATH	ATHENE 0.95% 01/24	CORPORATE BONDS	259000.0	258467.24	United States	USD	0.95	01/08/2024	01/08/2021	nan	0.0	0.15%	0.16%
CFG	CITIZENS 2.25% 04/25	CORPORATE BONDS	250000.0	258080.54	United States	USD	2.25	04/28/2025	04/30/2020	nan	0.0	0.15%	0.16%
CGCMT	CITIGROUP VAR 06/48	COMMERCIAL MORTGAGE BACKED SECURITIES	250000.0	257315.48	United States	USD	4.05061	06/10/2048	07/01/2015	nan	0.0	0.15%	0.16%
HYNMTR	HYUNDAI 2.65% 02/25	CORPORATE BONDS	250000.0	256956.97	United States	USD	2.65	02/10/2025	02/10/2020	nan	0.0	0.15%	0.16%
CS	CREDIT SUISSE VAR 09/25	CORPORATE BONDS	250000.0	256237.64	Switzerland	USD	2.593	09/11/2025	09/11/2019	nan	0.0	0.15%	0.16%
PETM	PETSMART INC 4.75% 02/28	CORPORATE BONDS	250000.0	255900.0	United States	USD	4.75	02/15/2028	02/12/2021	nan	0.0	0.15%	0.16%
CHTR	CCO HOLDINGS 5% 02/28	CORPORATE BONDS	245000.0	254731.4	United States	USD	5.0	02/01/2028	08/08/2017	nan	0.0	0.15%	0.16%
CS	CREDIT SUISSE VAR 06/26	CORPORATE BONDS	250000.0	252861.31	Switzerland	USD	2.193	06/05/2026	06/05/2020	nan	0.0	0.15%	0.16%
UPST	UPSTART 3.829% 01/30	ASSET BACKED	250000.0	252554.63	United States	USD	3.829	01/21/2030	12/03/2019	nan	0.0	0.15%	0.16%
ACAFP	CREDIT VAR 06/26	CORPORATE BONDS	250000.0	252182.34	France	USD	1.907	06/16/2026	06/16/2020	nan	0.0	0.15%	0.16%
PRET	PRETIUM STEP 06/60	ASSET BACKED	252544.0	250475.65	United States	USD	1.9917	06/27/2060	06/23/2021	nan	0.0	0.14%	0.16%
GALXY	GALAXY XXI CLO FLT 04/31	CDO/COLLATERALIZED DEBT OBLIGATION	250000.0	250310.25	Cayman Islands	USD	1.1515	04/20/2031	03/01/2018	nan	0.0	0.14%	0.16%
CIFC	CIFC FUNDING FLT 04/32	CDO/COLLATERALIZED DEBT OBLIGATION	250000.0	250307.25	Cayman Islands	USD	1.2315	04/20/2032	04/20/2021	nan	0.0	0.14%	0.16%
LCM	LCM 26 LTD 26A FLT 01/31	CDO/COLLATERALIZED DEBT OBLIGATION	250000.0	250130.5	Cayman Islands	USD	1.2015	01/20/2031	01/23/2018	nan	0.0	0.14%	0.16%
GALXY	GALAXY XIX CLO FLT 07/30	CDO/COLLATERALIZED DEBT OBLIGATION	250000.0	249937.25	Cayman Islands	USD	1.07388	07/24/2030	03/30/2021	nan	0.0	0.14%	0.16%
BALLY	BALLYROCK CLO FLT 07/32	CDO/COLLATERALIZED DEBT OBLIGATION	250000.0	249937.0	Cayman Islands	USD	1.15375	07/15/2032	07/15/2021	nan	0.0	0.14%	0.16%
SYMP	SYMPHONY CLO FLT 07/33	CDO/COLLATERALIZED DEBT OBLIGATION	250000.0	249937.0	Cayman Islands	USD	1.22388	07/23/2033	06/28/2021	nan	0.0	0.14%	0.16%
MHC	MHC COMMERCIAL FLT 04/38	COMMERCIAL MORTGAGE BACKED SECURITIES	250000.0	249850.9	United States	USD	1.69121	04/15/2038	04/22/2021	nan	0.0	0.14%	0.16%
UPSPT	UPSTART 1.7% 11/29	ASSET BACKED	251000.0	249849.67	United States	USD	1.7	11/20/2029	10/08/2021	nan	0.0	0.14%	0.16%
CNP	CENTERPOINT 0.7% 03/23	CORPORATE BONDS	250000.0	249626.8	United States	USD	0.7	03/02/2023	03/02/2021	nan	0.0	0.14%	0.16%
WLAKE	WESTLAKE 1.23% 04/26	ASSET BACKED	250000.0	247832.03	United States	USD	1.23	04/15/2026	03/17/2021	nan	0.0	0.14%	0.16%
CAALT	CREDIT 1.63% 09/30	ASSET BACKED	250000.0	247754.33	United States	USD	1.63	09/16/2030	05/20/2021	nan	0.0	0.14%	0.16%
STANLN	STANDARD VAR 01/25	CORPORATE BONDS	250000.0	247581.2	United Kingdom	USD	0.991	01/12/2025	01/14/2021	nan	0.0	0.14%	0.16%
NSANY	NISSAN MOTOR 1.85% 09/26	CORPORATE BONDS	255000.0	247453.37	United States	USD	1.85	09/16/2026	09/16/2021	nan	0.0	0.14%	0.16%
ACGCAP	AVIATION 1.95% 01/26	CORPORATE BONDS	250000.0	247180.68	United States	USD	1.95	01/30/2026	01/15/2021	nan	0.0	0.14%	0.16%
DTAOT	DT AUTO OWNER 1.16% 11/26	ASSET BACKED	250000.0	246878.63	United States	USD	1.16	11/16/2026	01/27/2021	nan	0.0	0.14%	0.16%
DTAOT	DT AUTO OWNER 1.31% 05/27	ASSET BACKED	250000.0	245119.15	United States	USD	1.31	05/17/2027	08/12/2021	nan	0.0	0.14%	0.15%
F	FORD MOTOR 9.625% 04/30	CORPORATE BONDS	165000.0	244579.5	United States	USD	9.625	04/22/2030	04/22/2020	nan	0.0	0.14%	0.15%
CPS	CPS AUTO 1.21% 06/27	ASSET BACKED	244000.0	241695.79	United States	USD	1.21	06/15/2027	07/28/2021	nan	0.0	0.14%	0.15%
BKIR	BANK OF VAR 09/27	CORPORATE BONDS	245000.0	241564.9	Ireland	USD	2.029	09/30/2027	09/30/2021	nan	0.0	0.14%	0.15%
GSMS	GS MORTGAGE VAR 03/50	COMMERCIAL MORTGAGE BACKED SECURITIES	250000.0	240495.05	United States	USD	3.509	03/10/2050	03/01/2017	nan	0.0	0.14%	0.15%
TCN	TRICON 2.794% 07/38	ASSET BACKED	240000.0	239868.96	United States	USD	2.794	07/17/2038	11/09/2021	nan	0.0	0.14%	0.15%
PRET	PRET 2021-NPL3 STEP 07/51	ASSET BACKED	233788.0	232718.83	United States	USD	1.8677	07/25/2051	07/20/2021	nan	0.0	0.13%	0.15%
SGCMS	SG 3.933% 10/48	COMMERCIAL MORTGAGE BACKED SECURITIES	225000.0	232367.33	United States	USD	3.933	10/10/2048	07/01/2016	nan	0.0	0.13%	0.15%
FRTKL	FRTKL 2.172% 09/38	ASSET BACKED	238000.0	232215.24	United States	USD	2.172	09/17/2038	08/27/2021	nan	0.0	0.13%	0.15%
WFRBS	WFRBS VAR 09/57	COMMERCIAL MORTGAGE BACKED SECURITIES	225000.0	231210.56	United States	USD	3.75719	09/15/2057	09/01/2014	nan	0.0	0.13%	0.15%
FN	UMBS MORTPASS 4.5% 05/47	UMBS FNMA	210949.0	230781.65	United States	USD	4.5	05/01/2047	05/01/2017	nan	0.0	0.13%	0.15%
NFLX	NETFLIX INC 4.875% 06/30	CORPORATE BONDS	195000.0	228881.25	United States	USD	4.875	06/15/2030	10/25/2019	nan	0.0	0.13%	0.14%
LFT	LENDMARK 2.78% 04/28	ASSET BACKED	225000.0	228812.65	United States	USD	2.78	04/20/2028	10/30/2019	nan	0.0	0.13%	0.14%
UPST	UPSTART 1.84% 09/31	ASSET BACKED	231000.0	228171.15	United States	USD	1.84	09/20/2031	09/24/2021	nan	0.0	0.13%	0.14%
BAC	BANK OF VAR 07/27	CORPORATE BONDS	230000.0	228101.33	United States	USD	1.734	07/22/2027	04/22/2021	nan	0.0	0.13%	0.14%
EQH	EQUITABLE 0.8% 08/24	CORPORATE BONDS	230000.0	227994.52	United States	USD	0.8	08/12/2024	08/12/2021	nan	0.0	0.13%	0.14%
PAID	PAGAYA AI 1.15% 05/29	ASSET BACKED	228000.0	227306.56	United States	USD	1.15	05/15/2029	09/16/2021	nan	0.0	0.13%	0.14%
UPST	UPSTART 0.83% 07/31	ASSET BACKED	227435.0	227069.19	United States	USD	0.83	07/20/2031	07/29/2021	nan	0.0	0.13%	0.14%
AFFRM	AFFIRM ASSET 2.1% 02/25	ASSET BACKED	225000.0	225883.98	United States	USD	2.1	02/18/2025	08/05/2020	nan	0.0	0.13%	0.14%
UPSPT	UPSTART 2% 07/27	ASSET BACKED	226840.0	225578.26	United States	USD	2.0	07/20/2027	06/04/2021	nan	0.0	0.13%	0.14%
PRPM	PRPM 2021-5 STEP 06/26	CMO/REMIC	226033.0	224640.06	United States	USD	1.793	06/25/2026	06/23/2021	nan	0.0	0.13%	0.14%
IGT	INTERNATIONAL 6.25% 01/27	CORPORATE BONDS	200000.0	224000.0	United Kingdom	USD	6.25	01/15/2027	09/26/2018	nan	0.0	0.13%	0.14%
SANTAN	BANCO 5.179% 11/25	CORPORATE BONDS	200000.0	223573.07	Spain	USD	5.179	11/19/2025	11/19/2015	nan	0.0	0.13%	0.14%
BA	BOEING 4.875% 05/25	CORPORATE BONDS	200000.0	220061.21	United States	USD	4.875	05/01/2025	05/04/2020	nan	0.0	0.13%	0.14%
FCAT	FLAGSHIP 1.27% 03/27	ASSET BACKED	225000.0	219992.72	United States	USD	1.27	03/15/2027	02/11/2021	nan	0.0	0.13%	0.14%
STWD	STWD 2021-LIH FLT 11/36	COMMERCIAL MORTGAGE BACKED SECURITIES	220000.0	219312.06	United States	USD	0.0	11/15/2036	11/22/2021	nan	0.0	0.13%	0.14%
OILGAS	OIL AND GAS 7.625% 11/24	CORPORATE BONDS	200000.0	217850.0	Bahrain	USD	7.625	11/07/2024	11/07/2018	nan	0.0	0.13%	0.14%
BNP	BNP PARIBAS 4.375% 09/25	CORPORATE BONDS	200000.0	217672.45	France	USD	4.375	09/28/2025	09/28/2015	nan	0.0	0.13%	0.14%
OXY	OCCIDENTAL 6.125% 01/31	CORPORATE BONDS	180000.0	217386.0	United States	USD	6.125	01/01/2031	12/22/2020	nan	0.0	0.13%	0.14%
BPCEGP	BPCE SA 4.5% 03/25	CORPORATE BONDS	200000.0	217232.61	France	USD	4.5	03/15/2025	09/15/2014	nan	0.0	0.13%	0.14%
GHIT	GOLDMAN HOME 1.15% 06/51	ASSET BACKED	219423.0	217015.63	United States	USD	1.15	06/25/2051	08/19/2021	nan	0.0	0.13%	0.14%
AFRFIN	AFRICA 4.375% 04/26	INTERNATIONAL AUTHORITY	200000.0	217000.0	Supranational	USD	4.375	04/17/2026	04/17/2019	nan	0.0	0.13%	0.14%
MIZUHO	MIZUHO 4.353% 10/25	CORPORATE BONDS	200000.0	216730.62	Japan	USD	4.353	10/20/2025	10/20/2015	nan	0.0	0.13%	0.14%
AVOL	AVOLON 5.25% 05/24	CORPORATE BONDS	200000.0	216010.55	Cayman Islands	USD	5.25	05/15/2024	03/01/2019	nan	0.0	0.12%	0.14%
COMM	COMM VAR 10/48	COMMERCIAL MORTGAGE BACKED SECURITIES	200000.0	215597.36	United States	USD	4.47809	10/10/2048	10/01/2015	nan	0.0	0.12%	0.14%
AA	ALCOA 6.125% 05/28	CORPORATE BONDS	200000.0	214979.0	Netherlands	USD	6.125	05/15/2028	05/17/2018	nan	0.0	0.12%	0.14%
EFNCN	ELEMENT 3.85% 06/25	CORPORATE BONDS	200000.0	213853.24	Canada	USD	3.85	06/15/2025	06/02/2020	nan	0.0	0.12%	0.13%
CSCHLD	CSC HOLDINGS 6.5% 02/29	CORPORATE BONDS	200000.0	213750.0	United States	USD	6.5	02/01/2029	01/31/2019	nan	0.0	0.12%	0.13%
COMM	COMM 2015-PC1 VAR 07/50	COMMERCIAL MORTGAGE BACKED SECURITIES	200000.0	213599.32	United States	USD	4.3207	07/10/2050	07/01/2015	nan	0.0	0.12%	0.13%
GS	GOLDMAN SACHS 3.5% 01/25	CORPORATE BONDS	200000.0	212379.43	United States	USD	3.5	01/23/2025	01/23/2015	nan	0.0	0.12%	0.13%
KENINT	REPUBLIC OF 7% 05/27	SOVEREIGN DEBT	200000.0	212250.0	Kenya	USD	7.0	05/22/2027	05/22/2019	nan	0.0	0.12%	0.13%
AIB	AIB GROUP PLC VAR 04/25	SOVEREIGN DEBT	200000.0	212131.16	Ireland	USD	4.263	04/10/2025	04/10/2019	nan	0.0	0.12%	0.13%
SOCGEN	SOCIETE 3.875% 03/24	CORPORATE BONDS	200000.0	211742.82	France	USD	3.875	03/28/2024	03/28/2019	nan	0.0	0.12%	0.13%
ACGCAP	AVIATION 4.375% 01/24	CORPORATE BONDS	200000.0	211731.16	United States	USD	4.375	01/30/2024	12/03/2018	nan	0.0	0.12%	0.13%
VW	VOLKSWAGEN 3.35% 05/25	CORPORATE BONDS	200000.0	211326.68	Germany	USD	3.35	05/13/2025	05/13/2020	nan	0.0	0.12%	0.13%
NWIDE	NATIONWIDE VAR 08/24	CORPORATE BONDS	200000.0	211156.96	United Kingdom	USD	4.363	08/01/2024	08/01/2018	nan	0.0	0.12%	0.13%
NWG	NATWEST GROUP VAR 06/24	CORPORATE BONDS	200000.0	211004.84	United Kingdom	USD	4.519	06/25/2024	06/25/2018	nan	0.0	0.12%	0.13%
FREMF	FREMF 2017-K62 VAR 01/50	CMO/REMIC	200000.0	210877.62	United States	USD	3.87367	01/25/2050	02/01/2017	nan	0.0	0.12%	0.13%
COMM	COMM VAR 08/46	COMMERCIAL MORTGAGE BACKED SECURITIES	200000.0	210685.72	United States	USD	4.517	08/10/2046	08/01/2013	nan	0.0	0.12%	0.13%
NRG	NRG ENERGY 3.75% 06/24	CORPORATE BONDS	200000.0	210395.81	United States	USD	3.75	06/15/2024	05/28/2019	nan	0.0	0.12%	0.13%
VCAT	VCAT 2021-NPL3 STEP 05/51	ASSET BACKED	212037.0	210391.77	United States	USD	1.743	05/25/2051	06/03/2021	nan	0.0	0.12%	0.13%
C	CITIGROUP INC VAR 04/26	CORPORATE BONDS	200000.0	210337.85	United States	USD	3.106	04/08/2026	04/08/2020	nan	0.0	0.12%	0.13%
MSBAM	MORGAN 3.257% 05/48	COMMERCIAL MORTGAGE BACKED SECURITIES	220000.0	210313.07	United States	USD	3.257	05/15/2048	08/01/2015	nan	0.0	0.12%	0.13%
FREMF	FREMF 2018-K732 VAR 05/25	CMO/REMIC	200000.0	210226.08	United States	USD	4.05674	05/25/2025	06/01/2018	nan	0.0	0.12%	0.13%
NSANY	NISSAN 3.522% 09/25	CORPORATE BONDS	200000.0	209646.12	Japan	USD	3.522	09/17/2025	09/17/2020	nan	0.0	0.12%	0.13%
BAC	BANK OF VAR 07/24	CORPORATE BONDS	200000.0	209641.55	United States	USD	3.864	07/23/2024	07/23/2018	nan	0.0	0.12%	0.13%
CGCMT	CITIGROUP VAR 07/47	COMMERCIAL MORTGAGE BACKED SECURITIES	200000.0	209604.26	United States	USD	4.42896	07/10/2047	08/01/2014	nan	0.0	0.12%	0.13%
PRET	PRETIUM STEP 09/60	ASSET BACKED	209962.0	209337.28	United States	USD	2.2395	09/27/2060	03/30/2021	nan	0.0	0.12%	0.13%
STACR	FREDDIE MAC FLT 07/50	CMO/REMIC	200000.0	209266.4	United States	USD	5.83925	07/25/2050	07/28/2020	nan	0.0	0.12%	0.13%
HSBC	HSBC HOLDINGS VAR 05/24	CORPORATE BONDS	200000.0	208967.29	United Kingdom	USD	3.95	05/18/2024	05/18/2018	nan	0.0	0.12%	0.13%
IMBLN	IMPERIAL 3.125% 07/24	CORPORATE BONDS	200000.0	208361.72	United Kingdom	USD	3.125	07/26/2024	07/26/2019	nan	0.0	0.12%	0.13%
MS	MORGAN STANLEY VAR 04/24	CORPORATE BONDS	200000.0	208101.3	United States	USD	3.737	04/24/2024	04/24/2018	nan	0.0	0.12%	0.13%
MIZUHO	MIZUHO VAR 07/25	CORPORATE BONDS	200000.0	208038.61	Japan	USD	2.839	07/16/2025	07/16/2019	nan	0.0	0.12%	0.13%
JORDAN	HASHEMITE 4.95% 07/25	SOVEREIGN DEBT	200000.0	208000.0	Jordan	USD	4.95	07/07/2025	07/07/2020	nan	0.0	0.12%	0.13%
BRASKM	BRASKEM 4.5% 01/30	CORPORATE BONDS	200000.0	207875.0	Brazil	USD	4.5	01/31/2030	11/01/2019	nan	0.0	0.12%	0.13%
STANLN	STANDARD VAR 03/24	CORPORATE BONDS	200000.0	207445.61	United Kingdom	USD	3.885	03/15/2024	03/15/2018	nan	0.0	0.12%	0.13%
CGCMT	CITIGROUP 3.772% 02/48	COMMERCIAL MORTGAGE BACKED SECURITIES	200000.0	207316.1	United States	USD	3.772	02/10/2048	02/01/2015	nan	0.0	0.12%	0.13%
EART	EXETER 1.4% 04/27	ASSET BACKED	210000.0	207220.57	United States	USD	1.4	04/15/2027	06/02/2021	nan	0.0	0.12%	0.13%
NWIDE	NATIONWIDE VAR 03/24	CORPORATE BONDS	200000.0	207182.43	United Kingdom	USD	3.766	03/08/2024	03/08/2018	nan	0.0	0.12%	0.13%
ESKOM	ESKOM 6.75% 08/23	SOVEREIGN DEBT	200000.0	207162.5	South Africa	USD	6.75	08/06/2023	08/06/2013	nan	0.0	0.12%	0.13%
COSTAR	REPUBLIC OF 4.375% 04/25	SOVEREIGN DEBT	200000.0	207100.0	Costa Rica	USD	4.375	04/30/2025	04/30/2013	nan	0.0	0.12%	0.13%
NWG	NATWEST GROUP VAR 06/27	CORPORATE BONDS	210000.0	207089.45	United Kingdom	USD	1.642	06/14/2027	06/14/2021	nan	0.0	0.12%	0.13%
AER	AERCAP 2.875% 08/24	CORPORATE BONDS	200000.0	207051.81	Ireland	USD	2.875	08/14/2024	08/14/2019	nan	0.0	0.12%	0.13%
GENTMK	GOHL CAPITAL 4.25% 01/27	CORPORATE BONDS	200000.0	206975.0	United Kingdom	USD	4.25	01/24/2027	01/24/2017	nan	0.0	0.12%	0.13%
STANLN	STANDARD VAR 01/26	CORPORATE BONDS	200000.0	206332.7	United Kingdom	USD	2.819	01/30/2026	01/14/2020	nan	0.0	0.12%	0.13%
WFCM	WELLS FARGO VAR 09/58	COMMERCIAL MORTGAGE BACKED SECURITIES	205000.0	206296.17	United States	USD	4.55691	09/15/2058	09/01/2015	nan	0.0	0.12%	0.13%
STLA	STELLANTIS 1.711% 01/27	CORPORATE BONDS	210000.0	206186.22	Netherlands	USD	1.711	01/29/2027	09/15/2021	nan	0.0	0.12%	0.13%
MVWOT	MVW 2021-1W 1.14% 01/41	ASSET BACKED	208769.0	206157.0	United States	USD	1.14	01/22/2041	05/20/2021	nan	0.0	0.12%	0.13%
ANZ	AUSTRALIA & VAR 07/30	CORPORATE BONDS	200000.0	205749.42	Australia	USD	2.95	07/22/2030	01/22/2020	nan	0.0	0.12%	0.13%
SUMIBK	SUMITOMO 2.348% 01/25	CORPORATE BONDS	200000.0	205600.79	Japan	USD	2.348	01/15/2025	01/15/2020	nan	0.0	0.12%	0.13%
SANUK	SANTANDER UK VAR 01/24	CORPORATE BONDS	200000.0	205459.43	United Kingdom	USD	3.373	01/05/2024	01/05/2018	nan	0.0	0.12%	0.13%
JPMCC	JP MORGAN CHASE VAR 12/46	COMMERCIAL MORTGAGE BACKED SECURITIES	200000.0	205378.0	United States	USD	5.00673	12/15/2046	11/01/2013	nan	0.0	0.12%	0.13%
VCAT	VCAT 2021-NPL2 STEP 03/51	ASSET BACKED	205288.0	205365.18	United States	USD	2.115	03/27/2051	03/30/2021	nan	0.0	0.12%	0.13%
JAZZ	JAZZ 4.375% 01/29	CORPORATE BONDS	200000.0	205250.0	Ireland	USD	4.375	01/15/2029	04/29/2021	nan	0.0	0.12%	0.13%
LLOYDS	LLOYDS BANKING VAR 02/26	CORPORATE BONDS	200000.0	205182.71	United Kingdom	USD	2.438	02/05/2026	02/05/2020	nan	0.0	0.12%	0.13%
MUFG	MITSUBISHI 2.193% 02/25	CORPORATE BONDS	200000.0	205004.61	Japan	USD	2.193	02/25/2025	02/25/2020	nan	0.0	0.12%	0.13%
OGN	ORGANON & 5.125% 04/31	CORPORATE BONDS	200000.0	204750.0	United States	USD	5.125	04/30/2031	04/22/2021	nan	0.0	0.12%	0.13%
OMAN	OMAN 4.75% 06/26	SOVEREIGN DEBT	200000.0	204475.0	Oman	USD	4.75	06/15/2026	06/15/2016	nan	0.0	0.12%	0.13%
IRAQ	REPUBLIC OF 6.752% 03/23	SOVEREIGN DEBT	200000.0	203975.0	Iraq	USD	6.752	03/09/2023	08/09/2017	nan	0.0	0.12%	0.13%
ZILLO	ZH TRUST 2.2525% 02/27	CMO/REMIC	205883.0	203822.93	United States	USD	2.2525	02/18/2027	08/11/2021	nan	0.0	0.12%	0.13%
CCDJ	FEDERATION 2.05% 02/25	CORPORATE BONDS	200000.0	203738.0	Canada	USD	2.05	02/10/2025	02/10/2020	nan	0.0	0.12%	0.13%
ARGID	ARDAGH 4.125% 08/26	CORPORATE BONDS	200000.0	203500.0	Supranational	USD	4.125	08/15/2026	08/12/2019	nan	0.0	0.12%	0.13%
UPST	UPSTART 3.093% 04/30	ASSET BACKED	200000.0	202963.58	United States	USD	3.093	04/22/2030	02/19/2020	nan	0.0	0.12%	0.13%
CLUB	CONSUMER LOAN 3.48% 12/26	ASSET BACKED	200000.0	202953.08	United States	USD	3.48	12/15/2026	11/21/2019	nan	0.0	0.12%	0.13%
NWG	NATWEST GROUP VAR 05/23	CORPORATE BONDS	200000.0	202703.82	United Kingdom	USD	3.498	05/15/2023	05/15/2017	nan	0.0	0.12%	0.13%
NGERIA	FEDERAL 6.5% 11/27	SOVEREIGN DEBT	200000.0	202350.0	Nigeria	USD	6.5	11/28/2027	11/28/2017	nan	0.0	0.12%	0.13%
BACR	BARCLAYS PLC VAR 02/23	CORPORATE BONDS	200000.0	201969.04	United Kingdom	USD	4.61	02/15/2023	11/15/2018	nan	0.0	0.12%	0.13%
LDPT	LENDINGPOINT 1.46% 12/28	ASSET BACKED	203000.0	201638.78	United States	USD	1.46	12/15/2028	07/21/2021	nan	0.0	0.12%	0.13%
MIZUHO	MIZUHO VAR 07/24	CORPORATE BONDS	200000.0	201246.71	Japan	USD	1.241	07/10/2024	07/10/2020	nan	0.0	0.12%	0.13%
GRFSM	GRIFOLS 4.75% 10/28	CORPORATE BONDS	200000.0	200750.0	Spain	USD	4.75	10/15/2028	10/05/2021	nan	0.0	0.12%	0.13%
NOMURA	NOMURA 1.851% 07/25	CORPORATE BONDS	200000.0	200617.59	Japan	USD	1.851	07/16/2025	07/13/2020	nan	0.0	0.12%	0.13%
DANBNK	DANSKE BANK VAR 12/23	CORPORATE BONDS	200000.0	200414.19	Denmark	USD	1.171	12/08/2023	09/11/2020	nan	0.0	0.12%	0.13%
EART	EXETER 3.11% 08/25	ASSET BACKED	195000.0	200349.06	United States	USD	3.11	08/15/2025	07/24/2019	nan	0.0	0.12%	0.13%
ATCLO	ATLAS SENIOR FLT 04/31	CDO/COLLATERALIZED DEBT OBLIGATION	200000.0	199949.6	Cayman Islands	USD	1.20825	04/22/2031	04/22/2021	nan	0.0	0.12%	0.13%
ACI	ALBERTSONS 4.625% 01/27	CORPORATE BONDS	190000.0	199737.5	United States	USD	4.625	01/15/2027	11/22/2019	nan	0.0	0.12%	0.13%
HYNMTR	HYUNDAI 1.8% 10/25	CORPORATE BONDS	200000.0	199673.62	United States	USD	1.8	10/15/2025	09/18/2020	nan	0.0	0.12%	0.13%
HSBC	HSBC HOLDINGS VAR 04/26	CORPORATE BONDS	200000.0	199630.24	United Kingdom	USD	1.645	04/18/2026	08/18/2020	nan	0.0	0.12%	0.13%
VITRRA	VITERRA FINANCE 2% 04/26	CORPORATE BONDS	200000.0	199521.34	Netherlands	USD	2.0	04/21/2026	04/21/2021	nan	0.0	0.12%	0.13%
GS	GOLDMAN SACHS VAR 03/24	CORPORATE BONDS	200000.0	199464.91	United States	USD	0.673	03/08/2024	03/08/2021	nan	0.0	0.12%	0.13%
INTNED	ING GROEP NV VAR 04/27	CORPORATE BONDS	200000.0	199339.49	Netherlands	USD	1.726	04/01/2027	04/01/2021	nan	0.0	0.12%	0.13%
CPS	CPS AUTO 2.31% 12/27	ASSET BACKED	200000.0	199285.54	United States	USD	2.31	12/15/2027	11/03/2021	nan	0.0	0.12%	0.13%
LUNESS	LUNDIN ENERGY 2% 07/26	CORPORATE BONDS	200000.0	199112.85	Netherlands	USD	2.0	07/15/2026	06/23/2021	nan	0.0	0.12%	0.13%
STYRO	INEOS 3.375% 01/26	CORPORATE BONDS	200000.0	199000.0	United Kingdom	USD	3.375	01/15/2026	01/29/2021	nan	0.0	0.12%	0.13%
SUMITR	SUMITOMO 0.85% 03/24	CORPORATE BONDS	200000.0	198983.07	Japan	USD	0.85	03/25/2024	03/25/2021	nan	0.0	0.12%	0.13%
PROG	PROGRESS 2.538% 05/26	ASSET BACKED	200000.0	198654.9	United States	USD	2.538	05/17/2026	04/22/2021	nan	0.0	0.11%	0.12%
GRNKEN	GREENKO 3.85% 03/26	CORPORATE BONDS	197000.0	198231.25	Mauritius	USD	3.85	03/29/2026	03/29/2021	nan	0.0	0.11%	0.12%
TRTN	TRITON 1.15% 06/24	CORPORATE BONDS	200000.0	197975.0	Bermuda	USD	1.15	06/07/2024	06/07/2021	nan	0.0	0.11%	0.12%
NBNAUS	NBN CO LTD 1.45% 05/26	SOVEREIGN DEBT	200000.0	197569.79	Australia	USD	1.45	05/05/2026	05/05/2021	nan	0.0	0.11%	0.12%
PKSTAN	ISLAMIC 6% 04/26	SOVEREIGN DEBT	200000.0	197522.0	Pakistan	USD	6.0	04/08/2026	04/08/2021	nan	0.0	0.11%	0.12%
HCA	HCA INC 5.375% 09/26	CORPORATE BONDS	175000.0	197520.73	United States	USD	5.375	09/01/2026	08/23/2018	nan	0.0	0.11%	0.12%
MUFG	MITSUBISHI UFJ VAR 07/27	CORPORATE BONDS	200000.0	197196.75	Japan	USD	1.538	07/20/2027	07/20/2021	nan	0.0	0.11%	0.12%
GCAR	GLS AUTO 1.48% 07/27	ASSET BACKED	200000.0	197115.64	United States	USD	1.48	07/15/2027	09/20/2021	nan	0.0	0.11%	0.12%
NOMURA	NOMURA 1.653% 07/26	CORPORATE BONDS	200000.0	196806.01	Japan	USD	1.653	07/14/2026	07/12/2021	nan	0.0	0.11%	0.12%
SANTAN	BANCO VAR 09/27	CORPORATE BONDS	200000.0	196537.44	Spain	USD	1.722	09/14/2027	09/14/2021	nan	0.0	0.11%	0.12%
UCGIM	UNICREDIT SPA VAR 06/27	CORPORATE BONDS	200000.0	196495.03	Italy	USD	1.982	06/03/2027	06/03/2021	nan	0.0	0.11%	0.12%
ENELIM	ENEL 1.375% 07/26	CORPORATE BONDS	200000.0	196434.45	Italy	USD	1.375	07/12/2026	07/12/2021	nan	0.0	0.11%	0.12%
CNART	CARNOW AUTO 2.16% 02/26	ASSET BACKED	196000.0	195979.5	United States	USD	2.16	02/17/2026	04/21/2021	nan	0.0	0.11%	0.12%
SOCGEN	SOCIETE VAR 12/26	CORPORATE BONDS	200000.0	195781.72	France	USD	1.488	12/14/2026	12/14/2020	nan	0.0	0.11%	0.12%
FREMF	FREMF 2016-K57 VAR 08/49	CMO/REMIC	185000.0	195099.41	United States	USD	3.91609	08/25/2049	09/01/2016	nan	0.0	0.11%	0.12%
OPI	OFFICE 2.4% 02/27	CORPORATE BONDS	200000.0	195018.42	United States	USD	2.4	02/01/2027	08/13/2021	nan	0.0	0.11%	0.12%
LIFE	LIFE 2021-BMR FLT 03/38	COMMERCIAL MORTGAGE BACKED SECURITIES	195000.0	194767.62	United States	USD	1.191	03/15/2038	03/30/2021	nan	0.0	0.11%	0.12%
DTAOT	DT AUTO OWNER 2.55% 11/25	ASSET BACKED	190000.0	194135.73	United States	USD	2.55	11/17/2025	02/05/2020	nan	0.0	0.11%	0.12%
CAS	FANNIE MAE FLT 01/31	CMO/REMIC	191770.0	193693.15	United States	USD	2.43925	01/25/2031	08/03/2018	nan	0.0	0.11%	0.12%
UPSPT	UPSTART 2% 07/27	ASSET BACKED	194432.0	193362.05	United States	USD	2.0	07/20/2027	05/14/2021	nan	0.0	0.11%	0.12%
SFRFP	ALTICE 5.125% 07/29	CORPORATE BONDS	200000.0	192000.0	France	USD	5.125	07/15/2029	04/27/2021	nan	0.0	0.11%	0.12%
DTAOT	DT AUTO OWNER 5.54% 06/25	ASSET BACKED	185000.0	191012.33	United States	USD	5.54	06/16/2025	06/14/2018	nan	0.0	0.11%	0.12%
MFIT	MARINER 1.86% 03/36	ASSET BACKED	192000.0	190888.65	United States	USD	1.86	03/20/2036	03/11/2021	nan	0.0	0.11%	0.12%
SFRFP	ALTICE FRANCE 6% 02/28	CORPORATE BONDS	200000.0	190000.0	France	USD	6.0	02/15/2028	02/06/2020	nan	0.0	0.11%	0.12%
SDART	SANTANDER 1.13% 11/26	ASSET BACKED	190000.0	189287.52	United States	USD	1.13	11/16/2026	02/17/2021	nan	0.0	0.11%	0.12%
EGYPT	ARAB 3.875% 02/26	SOVEREIGN DEBT	200000.0	188000.0	Egypt	USD	3.875	02/16/2026	02/16/2021	nan	0.0	0.11%	0.12%
LHOME	LHOME MORTGAGE VAR 09/26	CMO/REMIC	188000.0	187288.89	United States	USD	2.09	09/25/2026	03/23/2021	nan	0.0	0.11%	0.12%
LONGF	LONGFELLOW FLT 04/29	CDO/COLLATERALIZED DEBT OBLIGATION	187021.0	186974.11	Cayman Islands	USD	1.12375	04/15/2029	04/15/2021	nan	0.0	0.11%	0.12%
CARMX	CARMAX AUTO 3.37% 07/24	ASSET BACKED	185000.0	186529.99	United States	USD	3.37	07/15/2024	01/24/2018	nan	0.0	0.11%	0.12%
STACR	FREDDIE MAC FLT 01/50	CMO/REMIC	185246.0	185719.4	United States	USD	1.78925	01/25/2050	01/28/2020	nan	0.0	0.11%	0.12%
PSTAT	PALMER SQUARE FLT 05/29	CDO/COLLATERALIZED DEBT OBLIGATION	185056.0	185009.99	Cayman Islands	USD	0.93088	05/20/2029	04/20/2021	nan	0.0	0.11%	0.12%
FREED	FREED ABS 1.41% 03/28	ASSET BACKED	185000.0	184735.54	United States	USD	1.41	03/20/2028	02/10/2021	nan	0.0	0.11%	0.12%
LMREC	LMREC 2021-CRE4 FLT 04/37	CDO/COLLATERALIZED DEBT OBLIGATION	184000.0	184037.63	United States	USD	1.137	04/22/2037	05/17/2021	nan	0.0	0.11%	0.12%
CIFC	CIFC FUNDING FLT 01/28	CDO/COLLATERALIZED DEBT OBLIGATION	183679.0	183553.19	Cayman Islands	USD	0.9315	01/20/2028	12/04/2017	nan	0.0	0.11%	0.12%
COGARD	COUNTRY 3.125% 10/25	CORPORATE BONDS	200000.0	183000.0	Cayman Islands	USD	3.125	10/22/2025	10/22/2020	nan	0.0	0.11%	0.12%
IPT	INDEPENDENCE 3.763% 07/35	COMMERCIAL MORTGAGE BACKED SECURITIES	175000.0	181758.92	United States	USD	3.763	07/10/2035	06/01/2018	nan	0.0	0.11%	0.11%
MSBAM	MORGAN STANLEY VAR 02/47	COMMERCIAL MORTGAGE BACKED SECURITIES	175023.0	180691.17	United States	USD	5.04935	02/15/2047	02/01/2014	nan	0.0	0.1%	0.11%
SCLP	SOFI CONSUMER 4.76% 11/27	ASSET BACKED	175000.0	179478.22	United States	USD	4.76	11/26/2027	11/09/2018	nan	0.0	0.1%	0.11%
WLAKE	WESTLAKE 2.8% 06/25	ASSET BACKED	175000.0	179182.41	United States	USD	2.8	06/16/2025	03/17/2020	nan	0.0	0.1%	0.11%
GCAR	GLS AUTO 3.06% 08/25	ASSET BACKED	175000.0	178992.56	United States	USD	3.06	08/15/2025	11/05/2019	nan	0.0	0.1%	0.11%
BSST	BEAST 2021-1818 FLT 03/36	COMMERCIAL MORTGAGE BACKED SECURITIES	179000.0	178935.43	United States	USD	1.7	03/15/2036	03/30/2021	nan	0.0	0.1%	0.11%
NMEF	NMEF FUNDING 1.85% 12/27	ASSET BACKED	178000.0	177768.51	United States	USD	1.85	12/15/2027	03/17/2021	nan	0.0	0.1%	0.11%
SKOP	SKOPOS AUTO 3.63% 09/24	ASSET BACKED	175000.0	177123.05	United States	USD	3.63	09/16/2024	09/16/2019	nan	0.0	0.1%	0.11%
THC	TENET 4.25% 06/29	CORPORATE BONDS	175000.0	176069.25	United States	USD	4.25	06/01/2029	06/02/2021	nan	0.0	0.1%	0.11%
REPS	REPUBLIC 3.43% 11/27	ASSET BACKED	175000.0	175396.18	United States	USD	3.43	11/22/2027	10/17/2019	nan	0.0	0.1%	0.11%
OPTN	OPORTUN 1.21% 03/28	ASSET BACKED	172000.0	172155.16	United States	USD	1.21	03/08/2028	03/08/2021	nan	0.0	0.1%	0.11%
SIRI	SIRIUS XM 5.5% 07/29	CORPORATE BONDS	160000.0	171950.4	United States	USD	5.5	07/01/2029	06/07/2019	nan	0.0	0.1%	0.11%
PHM	PULTEGROUP 5.5% 03/26	CORPORATE BONDS	150000.0	171724.5	United States	USD	5.5	03/01/2026	03/01/2016	nan	0.0	0.1%	0.11%
VOLT	VOLT XCVII LLC STEP 04/51	ASSET BACKED	172103.0	171506.91	United States	USD	2.2395	04/25/2051	03/23/2021	nan	0.0	0.1%	0.11%
BHCCN	BAUSCH 4.875% 06/28	CORPORATE BONDS	170000.0	171275.0	Canada	USD	4.875	06/01/2028	06/08/2021	nan	0.0	0.1%	0.11%
CHCOCH	CHENIERE 5.125% 06/27	CORPORATE BONDS	150000.0	170642.8	United States	USD	5.125	06/30/2027	05/19/2017	nan	0.0	0.1%	0.11%
GSMS	GS MORTGAGE VAR 10/49	COMMERCIAL MORTGAGE BACKED SECURITIES	165000.0	170430.2	United States	USD	4.00376	10/10/2049	09/01/2016	nan	0.0	0.1%	0.11%
DB	DEUTSCHE BANK VAR 11/27	CORPORATE BONDS	170000.0	169943.91	Germany	USD	1.0	11/16/2027	11/16/2021	nan	0.0	0.1%	0.11%
NGLS	TARGA 6.875% 01/29	CORPORATE BONDS	150000.0	169018.5	United States	USD	6.875	01/15/2029	01/17/2019	nan	0.0	0.1%	0.11%
WFRBS	WFRBS VAR 11/47	COMMERCIAL MORTGAGE BACKED SECURITIES	160000.0	168425.89	United States	USD	4.236	11/15/2047	12/01/2014	nan	0.0	0.1%	0.11%
CHTR	CCO HOLDINGS 4.5% 05/32	CORPORATE BONDS	165000.0	167260.5	United States	USD	4.5	05/01/2032	05/01/2021	nan	0.0	0.1%	0.11%
DOMREP	DOMINICAN 6% 07/28	SOVEREIGN DEBT	150000.0	167203.13	Dominican Republic	USD	6.0	07/19/2028	07/19/2018	nan	0.0	0.1%	0.11%
ACGCAP	AVIATION 5.5% 12/24	CORPORATE BONDS	150000.0	165897.24	United States	USD	5.5	12/15/2024	07/10/2020	nan	0.0	0.1%	0.1%
PFP	PFP 2021-7 LTD FLT 04/38	COMMERCIAL MORTGAGE BACKED SECURITIES	166491.0	165458.44	United States	USD	1.73588	04/14/2038	03/25/2021	nan	0.0	0.1%	0.1%
LEN	LENNAR CORP 4.75% 05/25	CORPORATE BONDS	150000.0	165039.0	United States	USD	4.75	05/30/2025	04/28/2015	nan	0.0	0.1%	0.1%
FIAOT	FIRST 3.44% 03/24	ASSET BACKED	163000.0	165032.14	United States	USD	3.44	03/15/2024	11/22/2017	nan	0.0	0.1%	0.1%
MPLX	MPLX LP 4.875% 12/24	CORPORATE BONDS	150000.0	164085.68	United States	USD	4.875	12/01/2024	06/01/2016	nan	0.0	0.09%	0.1%
BATSLN	REYNOLDS 4.45% 06/25	CORPORATE BONDS	150000.0	163286.45	United States	USD	4.45	06/12/2025	06/12/2015	nan	0.0	0.09%	0.1%
URI	UNITED 4.875% 01/28	CORPORATE BONDS	155000.0	162886.4	United States	USD	4.875	01/15/2028	08/11/2017	nan	0.0	0.09%	0.1%
CVS	CVS HEALTH 4.1% 03/25	CORPORATE BONDS	150000.0	162771.76	United States	USD	4.1	03/25/2025	03/09/2018	nan	0.0	0.09%	0.1%
AVGO	BROADCOM 3.875% 01/27	CORPORATE BONDS	150000.0	162260.75	Supranational	USD	3.875	01/15/2027	01/15/2018	nan	0.0	0.09%	0.1%
AVOL	PARK 5.5% 02/24	CORPORATE BONDS	150000.0	162258.1	Cayman Islands	USD	5.5	02/15/2024	02/03/2017	nan	0.0	0.09%	0.1%
BMW	BMW US 3.9% 04/25	CORPORATE BONDS	150000.0	162246.47	Germany	USD	3.9	04/09/2025	04/09/2020	nan	0.0	0.09%	0.1%
JXN	JACKSON 3.875% 06/25	CORPORATE BONDS	150000.0	162180.62	United States	USD	3.875	06/11/2025	06/11/2018	nan	0.0	0.09%	0.1%
VOLT	VOLT XCIX LLC STEP 04/51	ASSET BACKED	162518.0	162168.88	United States	USD	2.1157	04/25/2051	04/12/2021	nan	0.0	0.09%	0.1%
ECOPET	ECOPETROL 5.375% 06/26	SOVEREIGN DEBT	150000.0	161587.5	Colombia	USD	5.375	06/26/2026	06/26/2015	nan	0.0	0.09%	0.1%
FFIN	FOUNDATION 1.27% 05/41	ASSET BACKED	163349.0	161435.44	United States	USD	1.27	05/15/2041	03/26/2021	nan	0.0	0.09%	0.1%
THC	TENET 5.125% 11/27	CORPORATE BONDS	155000.0	161393.75	United States	USD	5.125	11/01/2027	08/26/2019	nan	0.0	0.09%	0.1%
BTUN	BANQUE 5.75% 01/25	SOVEREIGN DEBT	200000.0	161250.0	Tunisia	USD	5.75	01/30/2025	01/30/2015	nan	0.0	0.09%	0.1%
PRPM	PRPM 2021-2 LLC VAR 03/26	CMO/REMIC	161744.0	161037.37	United States	USD	2.115	03/25/2026	03/25/2021	nan	0.0	0.09%	0.1%
FCRT	FOURSIGHT 6.82% 04/25	ASSET BACKED	160000.0	161002.3	United States	USD	6.82	04/15/2025	03/21/2018	nan	0.0	0.09%	0.1%
GM	GENERAL MOTORS 4% 01/25	CORPORATE BONDS	150000.0	160298.06	United States	USD	4.0	01/15/2025	01/12/2015	nan	0.0	0.09%	0.1%
MS	MORGAN STANLEY VAR 04/24	CORPORATE BONDS	160000.0	159817.05	United States	USD	0.731	04/05/2024	04/22/2021	nan	0.0	0.09%	0.1%
PAID	PAGAYA AI 1.18% 11/27	ASSET BACKED	159816.0	159736.0	United States	USD	1.18	11/15/2027	03/12/2021	nan	0.0	0.09%	0.1%
AL	AIR LEASE 4.25% 02/24	CORPORATE BONDS	150000.0	159314.45	United States	USD	4.25	02/01/2024	01/23/2019	nan	0.0	0.09%	0.1%
TMUS	T-MOBILE USA 3.5% 04/25	CORPORATE BONDS	150000.0	159232.12	United States	USD	3.5	04/15/2025	04/15/2021	nan	0.0	0.09%	0.1%
COF	CAPITAL ONE 3.2% 02/25	CORPORATE BONDS	150000.0	158391.8	United States	USD	3.2	02/05/2025	02/05/2015	nan	0.0	0.09%	0.1%
FHR	FHLMC REMICS 5.5% 09/33	CMO/REMIC	139340.0	157732.24	United States	USD	5.5	09/15/2033	09/01/2003	nan	0.0	0.09%	0.1%
STZ	CONSTELLATION 4.25% 05/23	CORPORATE BONDS	150000.0	157512.87	United States	USD	4.25	05/01/2023	05/14/2013	nan	0.0	0.09%	0.1%
HYNMTR	HYUNDAI 4.125% 06/23	CORPORATE BONDS	150000.0	157084.8	United States	USD	4.125	06/08/2023	06/08/2018	nan	0.0	0.09%	0.1%
JPMBB	JPMBB VAR 08/48	COMMERCIAL MORTGAGE BACKED SECURITIES	150000.0	156989.37	United States	USD	4.62073	08/15/2048	08/01/2015	nan	0.0	0.09%	0.1%
AXTA	AXALTA 4.75% 06/27	CORPORATE BONDS	150000.0	155767.5	Supranational	USD	4.75	06/15/2027	06/15/2020	nan	0.0	0.09%	0.1%
IPT	INDEPENDENCE 4.158% 07/35	COMMERCIAL MORTGAGE BACKED SECURITIES	150000.0	155107.34	United States	USD	4.158	07/10/2035	06/01/2018	nan	0.0	0.09%	0.1%
MQGAU	MACQUARIE 2.3% 01/25	CORPORATE BONDS	150000.0	154423.15	Australia	USD	2.3	01/22/2025	01/22/2020	nan	0.0	0.09%	0.1%
AMT	AMERICAN 2.4% 03/25	CORPORATE BONDS	150000.0	154220.54	United States	USD	2.4	03/15/2025	01/10/2020	nan	0.0	0.09%	0.1%
WSTP	WESTPAC VAR 02/30	CORPORATE BONDS	150000.0	153909.82	Australia	USD	2.894	02/04/2030	01/31/2020	nan	0.0	0.09%	0.1%
MS	MORGAN STANLEY VAR 04/26	CORPORATE BONDS	150000.0	153416.58	United States	USD	2.188	04/28/2026	04/28/2020	nan	0.0	0.09%	0.1%
WFC	WELLS FARGO & VAR 02/26	CORPORATE BONDS	150000.0	153071.77	United States	USD	2.164	02/11/2026	02/11/2020	nan	0.0	0.09%	0.1%
DB	DEUTSCHE BANK VAR 09/24	CORPORATE BONDS	150000.0	152687.91	Germany	USD	2.222	09/18/2024	09/18/2020	nan	0.0	0.09%	0.1%
FHF	FHF TRUST 1.27% 03/27	ASSET BACKED	151885.0	151302.21	United States	USD	1.27	03/15/2027	03/25/2021	nan	0.0	0.09%	0.1%
NZES	NRZ EXCESS 2.981% 03/26	ASSET BACKED	151503.0	150676.09	United States	USD	2.981	03/25/2026	03/30/2021	nan	0.0	0.09%	0.09%
EIX	SOUTHERN 1.1% 04/24	CORPORATE BONDS	150000.0	150236.73	United States	USD	1.1	04/01/2024	04/01/2021	nan	0.0	0.09%	0.09%
VENTR	VENTURE 32 CLO FLT 07/31	CDO/COLLATERALIZED DEBT OBLIGATION	150000.0	150052.2	Cayman Islands	USD	1.19225	07/18/2031	07/18/2018	nan	0.0	0.09%	0.09%
OPI	OFFICE 2.65% 06/26	CORPORATE BONDS	150000.0	149631.61	United States	USD	2.65	06/15/2026	05/18/2021	nan	0.0	0.09%	0.09%
DB	DEUTSCHE 1.686% 03/26	CORPORATE BONDS	150000.0	149374.72	Germany	USD	1.686	03/19/2026	03/19/2021	nan	0.0	0.09%	0.09%
FCRT	FOURSIGHT 6.48% 06/26	ASSET BACKED	145000.0	149152.64	United States	USD	6.48	06/15/2026	11/08/2018	nan	0.0	0.09%	0.09%
nan	CDI CDX.NA 5 USD1226	INDEX SWAPS (IS)	1600000.0	148780.4	United States	USV	0.0	nan	nan	nan	0.0	0.09%	0.09%
MCAS	MULTIFAMILY FLT 10/49	COMMERCIAL MORTGAGE BACKED SECURITIES	148350.0	147939.08	United States	USD	1.78925	10/15/2049	10/30/2019	nan	0.0	0.09%	0.09%
CASHSG	CALIFORNIA VAR 11/35	COMMERCIAL MORTGAGE BACKED SECURITIES	2181702.0	147492.06	United States	USD	0.79587	11/20/2035	03/01/2021	nan	0.0	0.09%	0.09%
BACOPY	BANCO 2.75% 12/25	CORPORATE BONDS	150000.0	147375.0	Paraguay	USD	2.75	12/10/2025	12/10/2020	nan	0.0	0.09%	0.09%
EFNCN	ELEMENT FLEET 1.6% 04/24	CORPORATE BONDS	145000.0	146066.37	Canada	USD	1.6	04/06/2024	04/06/2021	nan	0.0	0.08%	0.09%
S	SPRINT CORP 7.625% 03/26	CORPORATE BONDS	120000.0	144153.6	United States	USD	7.625	03/01/2026	02/22/2018	nan	0.0	0.08%	0.09%
VERUS	VERUS VAR 02/66	CMO/REMIC	144000.0	143198.93	United States	USD	2.187	02/25/2066	04/01/2021	nan	0.0	0.08%	0.09%
VEROS	VEROS AUTO 0.92% 10/26	ASSET BACKED	142998.0	142932.14	United States	USD	0.92	10/15/2026	05/26/2021	nan	0.0	0.08%	0.09%
PSTAT	PALMER SQUARE FLT 02/28	CDO/COLLATERALIZED DEBT OBLIGATION	142691.0	142870.63	Cayman Islands	USD	0.93088	02/20/2028	02/24/2020	nan	0.0	0.08%	0.09%
GHANA	REPUBLIC OF ZERO 04/25	SOVEREIGN DEBT	200000.0	141500.0	Ghana	USD	0.0	04/07/2025	04/07/2021	nan	0.0	0.08%	0.09%
USAUT	US AUTO 1.49% 03/25	ASSET BACKED	142000.0	141162.51	United States	USD	1.49	03/17/2025	08/11/2021	nan	0.0	0.08%	0.09%
FCAT	FLAGSHIP 1.46% 09/27	ASSET BACKED	143000.0	140997.59	United States	USD	1.46	09/15/2027	08/19/2021	nan	0.0	0.08%	0.09%
AVOL	AVOLON 5.5% 01/26	CORPORATE BONDS	125000.0	140181.91	Cayman Islands	USD	5.5	01/15/2026	09/29/2020	nan	0.0	0.08%	0.09%
MADIAQ	MADISON IAQ 4.125% 06/28	CORPORATE BONDS	140000.0	139099.8	United States	USD	4.125	06/30/2028	06/21/2021	nan	0.0	0.08%	0.09%
T	UNITED 1.25% 09/28	TREASURY NOTES	140000.0	138053.13	United States	USD	1.25	09/30/2028	09/30/2021	nan	0.0	0.08%	0.09%
FCITL	FCI FUNDING 1.13% 04/33	ASSET BACKED	137848.0	137457.83	United States	USD	1.13	04/15/2033	04/15/2021	nan	0.0	0.08%	0.09%
EHC	ENCOMPASS 4.75% 02/30	CORPORATE BONDS	135000.0	137193.75	United States	USD	4.75	02/01/2030	09/18/2019	nan	0.0	0.08%	0.09%
MQGAU	MACQUARIE VAR 09/27	CORPORATE BONDS	140000.0	137039.87	Australia	USD	1.629	09/23/2027	06/23/2021	nan	0.0	0.08%	0.09%
LMAT	LEGACY STEP 07/61	CMO/REMIC	137330.0	136506.67	United States	USD	1.75	07/25/2061	06/04/2021	nan	0.0	0.08%	0.09%
VOLT	VOLT XCVIII STEP 04/51	ASSET BACKED	136121.0	135994.09	United States	USD	2.1157	04/25/2051	03/30/2021	nan	0.0	0.08%	0.09%
VOLT	VOLT XCVI LLC STEP 03/51	ASSET BACKED	136199.0	135756.86	United States	USD	2.1157	03/27/2051	03/09/2021	nan	0.0	0.08%	0.09%
OFC	CORPORATE 2% 01/29	CORPORATE BONDS	140000.0	135618.78	United States	USD	2.0	01/15/2029	08/11/2021	nan	0.0	0.08%	0.09%
GT	GOODYEAR 5.25% 04/31	CORPORATE BONDS	124000.0	132525.0	United States	USD	5.25	04/30/2031	04/06/2021	nan	0.0	0.08%	0.08%
PCG	PACIFIC GAS 1.367% 03/23	CORPORATE BONDS	130000.0	129860.96	United States	USD	1.367	03/10/2023	03/11/2021	nan	0.0	0.08%	0.08%
KIND	KKR INDUSTRIAL FLT 12/37	COMMERCIAL MORTGAGE BACKED SECURITIES	131250.0	128945.47	United States	USD	1.34025	12/15/2037	01/28/2021	nan	0.0	0.07%	0.08%
HIMARK	HIGHMARK INC 1.45% 05/26	CORPORATE BONDS	130000.0	127797.29	United States	USD	1.45	05/10/2026	05/10/2021	nan	0.0	0.07%	0.08%
BHCCN	BAUSCH HEALTH 8.5% 01/27	CORPORATE BONDS	120000.0	126152.4	United States	USD	8.5	01/31/2027	06/01/2018	nan	0.0	0.07%	0.08%
BA	BOEING 2.196% 02/26	CORPORATE BONDS	125000.0	125123.93	United States	USD	2.196	02/04/2026	02/04/2021	nan	0.0	0.07%	0.08%
NCR	NCR CORP 6.125% 09/29	CORPORATE BONDS	115000.0	124471.4	United States	USD	6.125	09/01/2029	08/21/2019	nan	0.0	0.07%	0.08%
MRVL	MARVELL 1.65% 04/26	CORPORATE BONDS	125000.0	124104.69	Bermuda	USD	1.65	04/15/2026	04/12/2021	nan	0.0	0.07%	0.08%
XROAD	CROSSROADS 1.44% 01/26	ASSET BACKED	125000.0	124066.59	United States	USD	1.44	01/20/2026	02/03/2021	nan	0.0	0.07%	0.08%
RCO	RCO VII STEP 05/26	CMO/REMIC	123419.0	123095.57	United States	USD	1.8677	05/26/2026	06/10/2021	nan	0.0	0.07%	0.08%
TYZ1 COMB Comdty	US 10YR NOTE 12/21/2021	INTEREST RATE FUTURES	-59.0	122020.48	United States	USQ	0.0	12/21/2021	nan	100000.0	1.0	0.07%	0.08%
CAS	FANNIE MAE FLT 05/30	CMO/REMIC	119122.0	120314.17	United States	USD	2.58925	05/25/2030	11/21/2017	nan	0.0	0.07%	0.08%
WFRBS	WFRBS VAR 03/45	COMMERCIAL MORTGAGE BACKED SECURITIES	117000.0	119744.96	United States	USD	4.18343	03/15/2045	02/01/2013	nan	0.0	0.07%	0.08%
MGM	MGM RESORTS 5.5% 04/27	CORPORATE BONDS	110000.0	117555.9	United States	USD	5.5	04/15/2027	04/10/2019	nan	0.0	0.07%	0.07%
NXST	NEXSTAR 5.625% 07/27	CORPORATE BONDS	110000.0	116050.0	United States	USD	5.625	07/15/2027	07/03/2019	nan	0.0	0.07%	0.07%
FREMF	FREMF 2016-K58 VAR 09/49	CMO/REMIC	110000.0	115987.33	United States	USD	3.73787	09/25/2049	11/01/2016	nan	0.0	0.07%	0.07%
CCL	CARNIVAL 9.875% 08/27	CORPORATE BONDS	100000.0	115875.0	Panama	USD	9.875	08/01/2027	08/18/2020	nan	0.0	0.07%	0.07%
NEE	NEXTERA 0.65% 03/23	CORPORATE BONDS	115000.0	115017.14	United States	USD	0.65	03/01/2023	03/17/2021	nan	0.0	0.07%	0.07%
S	SPRINT 8.75% 03/32	CORPORATE BONDS	75000.0	112593.75	United States	USD	8.75	03/15/2032	03/14/2002	nan	0.0	0.07%	0.07%
ET	ENERGY 4.05% 03/25	CORPORATE BONDS	105000.0	112166.62	United States	USD	4.05	03/15/2025	03/12/2015	nan	0.0	0.06%	0.07%
nan	CDI CDX.NA 5 USD1226	INDEX SWAPS (IS)	1205000.0	112050.24	United States	USV	0.0	nan	nan	nan	0.0	0.06%	0.07%
SUZANO	FIBRIA 5.5% 01/27	CORPORATE BONDS	100000.0	111425.0	Brazil	USD	5.5	01/17/2027	01/17/2017	nan	0.0	0.06%	0.07%
BWY	MAUSER 5.5% 04/24	CORPORATE BONDS	110000.0	110324.5	United States	USD	5.5	04/15/2024	04/03/2017	nan	0.0	0.06%	0.07%
PRSESE	PRIME 5.75% 04/26	CORPORATE BONDS	100000.0	107750.0	United States	USD	5.75	04/15/2026	04/04/2019	nan	0.0	0.06%	0.07%
FCX	FREEPORT-MCM 4.625% 08/30	CORPORATE BONDS	100000.0	107670.0	United States	USD	4.625	08/01/2030	07/27/2020	nan	0.0	0.06%	0.07%
CQP	CHENIERE 4.5% 10/29	CORPORATE BONDS	100000.0	106750.0	United States	USD	4.5	10/01/2029	04/01/2020	nan	0.0	0.06%	0.07%
GS	GOLDMAN SACHS 3.5% 04/25	CORPORATE BONDS	100000.0	106395.53	United States	USD	3.5	04/01/2025	03/30/2020	nan	0.0	0.06%	0.07%
FHMS	FREDDIE MAC VAR 06/41	COMMERCIAL MORTGAGE BACKED SECURITIES	4629000.0	105787.46	United States	USD	1.66162	06/25/2041	06/01/2013	nan	0.0	0.06%	0.07%
GSMS	GS MORTGAGE VAR 05/49	COMMERCIAL MORTGAGE BACKED SECURITIES	100000.0	105340.66	United States	USD	3.759	05/10/2049	05/01/2016	nan	0.0	0.06%	0.07%
UKRAIN	UKRAINE BOND 7.75% 09/23	SOVEREIGN DEBT	100000.0	105112.5	Ukraine	USD	7.75	09/01/2023	09/01/2015	nan	0.0	0.06%	0.07%
UKRAIN	UKRAINE BOND 7.75% 09/24	SOVEREIGN DEBT	100000.0	104862.5	Ukraine	USD	7.75	09/01/2024	09/01/2015	nan	0.0	0.06%	0.07%
LLEND	LL ABS TRUST 3.52% 03/27	ASSET BACKED	103603.0	103985.86	United States	USD	3.52	03/15/2027	11/13/2019	nan	0.0	0.06%	0.07%
WLAKE	WESTLAKE 3.59% 03/25	ASSET BACKED	100000.0	103332.69	United States	USD	3.59	03/17/2025	10/22/2019	nan	0.0	0.06%	0.07%
COMM	COMMSCOPE 4.75% 09/29	CORPORATE BONDS	105000.0	102243.75	United States	USD	4.75	09/01/2029	08/23/2021	nan	0.0	0.06%	0.06%
COMM	COMM VAR 11/47	COMMERCIAL MORTGAGE BACKED SECURITIES	100000.0	102135.6	United States	USD	4.50405	11/10/2047	10/01/2014	nan	0.0	0.06%	0.06%
STACR	FREDDIE MAC FLT 08/33	CMO/REMIC	100000.0	101863.44	United States	USD	2.34867	08/25/2033	03/09/2021	nan	0.0	0.06%	0.06%
G2	GNMA II 2.5% 08/51	GNMA II	98684.0	101372.52	United States	USD	2.5	08/20/2051	08/01/2021	nan	0.0	0.06%	0.06%
PEMEX	PETROLEOS 4.25% 01/25	SOVEREIGN DEBT	100000.0	101050.0	Mexico	USD	4.25	01/15/2025	01/15/2016	nan	0.0	0.06%	0.06%
PEMEX	PETROLEOS 4.5% 01/26	SOVEREIGN DEBT	100000.0	100200.0	Mexico	USD	4.5	01/23/2026	01/23/2016	nan	0.0	0.06%	0.06%
ENLK	ENLINK 4.15% 06/25	CORPORATE BONDS	95000.0	98325.0	United States	USD	4.15	06/01/2025	05/12/2015	nan	0.0	0.06%	0.06%
DTMINC	DT 4.125% 06/29	CORPORATE BONDS	95000.0	96966.03	United States	USD	4.125	06/15/2029	06/09/2021	nan	0.0	0.06%	0.06%
LYV	LIVE NATION 4.75% 10/27	CORPORATE BONDS	95000.0	96900.0	United States	USD	4.75	10/15/2027	10/17/2019	nan	0.0	0.06%	0.06%
DCP	DCP 5.625% 07/27	CORPORATE BONDS	85000.0	96475.0	United States	USD	5.625	07/15/2027	06/24/2020	nan	0.0	0.06%	0.06%
CPN	CALPINE CORP 4.5% 02/28	CORPORATE BONDS	95000.0	96056.4	United States	USD	4.5	02/15/2028	12/20/2019	nan	0.0	0.06%	0.06%
RAD	RITE AID CORP 8% 11/26	CORPORATE BONDS	95000.0	95475.0	United States	USD	8.0	11/15/2026	07/27/2020	nan	0.0	0.06%	0.06%
FHMS	FREDDIE MAC VAR 09/48	COMMERCIAL MORTGAGE BACKED SECURITIES	460000.0	94340.8	United States	USD	2.72727	09/25/2048	11/01/2020	nan	0.0	0.05%	0.06%
WYNFIN	WYNN RESORTS 7.75% 04/25	CORPORATE BONDS	90000.0	94335.75	United States	USD	7.75	04/15/2025	04/14/2020	nan	0.0	0.05%	0.06%
IEP	ICAHN 5.25% 05/27	CORPORATE BONDS	90000.0	94050.0	United States	USD	5.25	05/15/2027	12/12/2019	nan	0.0	0.05%	0.06%
FHMS	FREDDIE MAC VAR 04/48	COMMERCIAL MORTGAGE BACKED SECURITIES	405000.0	93724.45	United States	USD	3.17647	04/25/2048	07/01/2020	nan	0.0	0.05%	0.06%
FHMS	FREDDIE MAC VAR 02/49	COMMERCIAL MORTGAGE BACKED SECURITIES	460000.0	93570.26	United States	USD	2.65369	02/25/2049	02/01/2021	nan	0.0	0.05%	0.06%
BMCAUS	STANDARD 4.75% 01/28	CORPORATE BONDS	90000.0	92493.0	United States	USD	4.75	01/15/2028	12/18/2017	nan	0.0	0.05%	0.06%
FHMS	FREDDIE MAC VAR 06/48	COMMERCIAL MORTGAGE BACKED SECURITIES	380000.0	92465.44	United States	USD	3.40407	06/25/2048	06/01/2020	nan	0.0	0.05%	0.06%
USAUT	US AUTO 0.79% 07/24	ASSET BACKED	92486.0	92403.7	United States	USD	0.79	07/15/2024	08/11/2021	nan	0.0	0.05%	0.06%
FHMS	FREDDIE MAC VAR 09/48	COMMERCIAL MORTGAGE BACKED SECURITIES	430000.0	92379.52	United States	USD	2.95833	09/25/2048	09/01/2020	nan	0.0	0.05%	0.06%
FHR	FHLMC REMICS 3% 10/50	INTEREST ONLY (IO)	553473.0	89856.83	United States	USD	3.0	10/25/2050	09/01/2020	nan	0.0	0.05%	0.06%
ARNC	ARCONIC 6.125% 02/28	CORPORATE BONDS	85000.0	89578.1	United States	USD	6.125	02/15/2028	02/07/2020	nan	0.0	0.05%	0.06%
GLENLN	GLENCORE 1.625% 09/25	CORPORATE BONDS	90000.0	89305.71	United States	USD	1.625	09/01/2025	09/01/2020	nan	0.0	0.05%	0.06%
FYBR	FRONTIER 5.875% 10/27	CORPORATE BONDS	85000.0	88978.85	United States	USD	5.875	10/15/2027	10/08/2020	nan	0.0	0.05%	0.06%
MVWOT	MVW 2021-1W 1.44% 01/41	ASSET BACKED	89600.0	88632.88	United States	USD	1.44	01/22/2041	05/20/2021	nan	0.0	0.05%	0.06%
HNDLIN	NOVELIS CORP 4.75% 01/30	CORPORATE BONDS	85000.0	88187.5	United States	USD	4.75	01/30/2030	01/16/2020	nan	0.0	0.05%	0.06%
FHS	FHLMC STRIPS FLT 08/43	INTEREST ONLY (IO)	519611.0	86690.87	United States	USD	5.85975	08/15/2043	08/15/2013	nan	0.0	0.05%	0.05%
OMF	ONEMAIN 7.125% 03/26	CORPORATE BONDS	75000.0	86080.5	United States	USD	7.125	03/15/2026	05/11/2018	nan	0.0	0.05%	0.05%
LADR	LADDER 5.25% 10/25	CORPORATE BONDS	85000.0	86062.5	United States	USD	5.25	10/01/2025	09/25/2017	nan	0.0	0.05%	0.05%
TEP	TALLGRASS 6% 12/30	CORPORATE BONDS	85000.0	85636.31	United States	USD	6.0	12/31/2030	12/22/2020	nan	0.0	0.05%	0.05%
CYH	CHS/COMMUNITY 4.75% 02/31	CORPORATE BONDS	85000.0	85425.0	United States	USD	4.75	02/15/2031	02/09/2021	nan	0.0	0.05%	0.05%
IT	GARTNER INC 3.625% 06/29	CORPORATE BONDS	85000.0	85425.0	United States	USD	3.625	06/15/2029	06/18/2021	nan	0.0	0.05%	0.05%
HLT	HILTON 4.875% 01/30	CORPORATE BONDS	80000.0	85400.0	United States	USD	4.875	01/15/2030	06/20/2019	nan	0.0	0.05%	0.05%
C	CITIGROUP INC VAR 05/25	CORPORATE BONDS	85000.0	84643.47	United States	USD	0.981	05/01/2025	05/04/2021	nan	0.0	0.05%	0.05%
IM	IMOLA MERGER 4.75% 05/29	CORPORATE BONDS	82000.0	84631.38	United States	USD	4.75	05/15/2029	04/22/2021	nan	0.0	0.05%	0.05%
HOLX	HOLOGIC INC 3.25% 02/29	CORPORATE BONDS	85000.0	84476.4	United States	USD	3.25	02/15/2029	09/28/2020	nan	0.0	0.05%	0.05%
KDP	KEURIG DR 0.75% 03/24	CORPORATE BONDS	85000.0	84234.57	United States	USD	0.75	03/15/2024	03/15/2021	nan	0.0	0.05%	0.05%
FHMS	FREDDIE MAC VAR 08/27	COMMERCIAL MORTGAGE BACKED SECURITIES	3654204.0	83920.26	United States	USD	0.42977	08/25/2027	10/01/2017	nan	0.0	0.05%	0.05%
FCX	FREEPORT-MCM 4.375% 08/28	CORPORATE BONDS	80000.0	83200.0	United States	USD	4.375	08/01/2028	07/27/2020	nan	0.0	0.05%	0.05%
NSM	NATIONSTAR 6% 01/27	CORPORATE BONDS	80000.0	83200.0	United States	USD	6.0	01/15/2027	01/16/2020	nan	0.0	0.05%	0.05%
ACC	ACC TRUST 2020-A 6% 03/23	ASSET BACKED	81972.0	83171.76	United States	USD	6.0	03/20/2023	04/21/2020	nan	0.0	0.05%	0.05%
C	CITIGROUP INC VAR 01/27	CORPORATE BONDS	85000.0	82931.68	United States	USD	1.122	01/28/2027	01/28/2021	nan	0.0	0.05%	0.05%
CYH	CHS/COMMUNITY 6% 01/29	CORPORATE BONDS	75000.0	79687.5	United States	USD	6.0	01/15/2029	12/28/2020	nan	0.0	0.05%	0.05%
TMUS	T-MOBILE USA 4.75% 02/28	CORPORATE BONDS	75000.0	78932.25	United States	USD	4.75	02/01/2028	01/25/2018	nan	0.0	0.05%	0.05%
T	UNITED 0.75% 05/26	TREASURY NOTES	80000.0	78465.62	United States	USD	0.75	05/31/2026	05/31/2021	nan	0.0	0.05%	0.05%
POST	POST 5.625% 01/28	CORPORATE BONDS	75000.0	78402.75	United States	USD	5.625	01/15/2028	12/01/2017	nan	0.0	0.05%	0.05%
T	UNITED 0.75% 08/26	TREASURY NOTES	80000.0	78256.25	United States	USD	0.75	08/31/2026	08/31/2021	nan	0.0	0.05%	0.05%
IRM	IRON 4.875% 09/27	CORPORATE BONDS	75000.0	77504.63	United States	USD	4.875	09/15/2027	09/18/2017	nan	0.0	0.04%	0.05%
STGW	MIDAS OPCO 5.625% 08/29	CORPORATE BONDS	75000.0	77423.63	United States	USD	5.625	08/15/2029	08/20/2021	nan	0.0	0.04%	0.05%
WCC	WESCO 7.25% 06/28	CORPORATE BONDS	70000.0	77297.5	United States	USD	7.25	06/15/2028	06/12/2020	nan	0.0	0.04%	0.05%
KW	KENNEDY-WILSO 4.75% 03/29	CORPORATE BONDS	75000.0	76912.5	United States	USD	4.75	03/01/2029	02/11/2021	nan	0.0	0.04%	0.05%
ON	ON 3.875% 09/28	CORPORATE BONDS	75000.0	76687.5	United States	USD	3.875	09/01/2028	08/21/2020	nan	0.0	0.04%	0.05%
DAL	DELTA AIR 4.75% 10/28	CORPORATE BONDS	70000.0	76574.14	Supranational	USD	4.75	10/20/2028	09/23/2020	nan	0.0	0.04%	0.05%
RHP	RHP HOTEL 4.75% 10/27	CORPORATE BONDS	75000.0	76500.0	United States	USD	4.75	10/15/2027	04/15/2020	nan	0.0	0.04%	0.05%
HCA	HCA INC 5.625% 09/28	CORPORATE BONDS	65000.0	76375.0	United States	USD	5.625	09/01/2028	08/23/2018	nan	0.0	0.04%	0.05%
GTN	GRAY ESCROW 5.375% 11/31	CORPORATE BONDS	75000.0	76358.63	United States	USD	5.375	11/15/2031	11/09/2021	nan	0.0	0.04%	0.05%
DVA	DAVITA INC 4.625% 06/30	CORPORATE BONDS	75000.0	76305.75	United States	USD	4.625	06/01/2030	06/09/2020	nan	0.0	0.04%	0.05%
NCX	NOVA 4.25% 05/29	CORPORATE BONDS	75000.0	75024.38	Canada	USD	4.25	05/15/2029	05/11/2021	nan	0.0	0.04%	0.05%
GM	GENERAL 1.05% 03/24	CORPORATE BONDS	75000.0	74763.74	United States	USD	1.05	03/08/2024	04/09/2021	nan	0.0	0.04%	0.05%
NWSA	NEWS CORP 3.875% 05/29	CORPORATE BONDS	74000.0	74748.51	United States	USD	3.875	05/15/2029	04/15/2021	nan	0.0	0.04%	0.05%
OI	OWENS-BROCKW 6.625% 05/27	CORPORATE BONDS	70000.0	74699.1	United States	USD	6.625	05/13/2027	05/13/2020	nan	0.0	0.04%	0.05%
EBS	EMERGENT 3.875% 08/28	CORPORATE BONDS	80000.0	74053.6	United States	USD	3.875	08/15/2028	08/07/2020	nan	0.0	0.04%	0.05%
SPR	SPIRIT 7.5% 04/25	CORPORATE BONDS	70000.0	73863.34	United States	USD	7.5	04/15/2025	04/17/2020	nan	0.0	0.04%	0.05%
SATS	HUGHES 6.625% 08/26	CORPORATE BONDS	65000.0	73775.0	United States	USD	6.625	08/01/2026	02/01/2017	nan	0.0	0.04%	0.05%
EPC	EDGEWELL 5.5% 06/28	CORPORATE BONDS	70000.0	73384.85	United States	USD	5.5	06/01/2028	05/22/2020	nan	0.0	0.04%	0.05%
CE	CELANESE US 1.4% 08/26	CORPORATE BONDS	75000.0	73325.2	United States	USD	1.4	08/05/2026	08/05/2021	nan	0.0	0.04%	0.05%
HESM	HESS 5.625% 02/26	CORPORATE BONDS	70000.0	72450.0	United States	USD	5.625	02/15/2026	08/15/2019	nan	0.0	0.04%	0.05%
LVLT	LEVEL 3 4.625% 09/27	CORPORATE BONDS	70000.0	71837.5	United States	USD	4.625	09/15/2027	09/25/2019	nan	0.0	0.04%	0.05%
IHRT	IHEARTCOMMUNI 5.25% 08/27	CORPORATE BONDS	70000.0	71743.0	United States	USD	5.25	08/15/2027	08/07/2019	nan	0.0	0.04%	0.05%
VST	VISTRA 5% 07/27	CORPORATE BONDS	70000.0	71295.0	United States	USD	5.0	07/31/2027	06/21/2019	nan	0.0	0.04%	0.04%
ESI	ELEMENT 3.875% 09/28	CORPORATE BONDS	70000.0	70350.0	United States	USD	3.875	09/01/2028	08/18/2020	nan	0.0	0.04%	0.04%
CLVTSC	CLARIVATE 3.875% 07/28	CORPORATE BONDS	70000.0	69293.0	United States	USD	3.875	07/01/2028	06/24/2021	nan	0.0	0.04%	0.04%
GPK	GRAPHIC 1.512% 04/26	CORPORATE BONDS	70000.0	68919.66	United States	USD	1.512	04/15/2026	03/08/2021	nan	0.0	0.04%	0.04%
IVYCST	REPUBLIC OF STEP 12/32	SOVEREIGN DEBT	68194.0	68015.49	Cote D'Ivoire (Ivory Coast)	USD	5.75	12/31/2032	12/31/2009	nan	0.0	0.04%	0.04%
ACHC	ACADIA 5.5% 07/28	CORPORATE BONDS	65000.0	67925.0	United States	USD	5.5	07/01/2028	06/24/2020	nan	0.0	0.04%	0.04%
FHR	FHLMC REMICS FLT 12/49	INTEREST ONLY (IO)	381615.0	67780.52	United States	USD	5.96075	12/25/2049	11/25/2019	nan	0.0	0.04%	0.04%
ARMK	ARAMARK 5% 02/28	CORPORATE BONDS	65000.0	67275.0	United States	USD	5.0	02/01/2028	01/18/2018	nan	0.0	0.04%	0.04%
WEEKHM	WEEKLEY 4.875% 09/28	CORPORATE BONDS	65000.0	67138.5	United States	USD	4.875	09/15/2028	09/23/2020	nan	0.0	0.04%	0.04%
COMM	COMMSCOPE INC 6% 03/26	CORPORATE BONDS	65000.0	66462.5	United States	USD	6.0	03/01/2026	02/19/2019	nan	0.0	0.04%	0.04%
VICI	VICI 3.5% 02/25	CORPORATE BONDS	65000.0	66218.75	United States	USD	3.5	02/15/2025	02/05/2020	nan	0.0	0.04%	0.04%
PCG	PG&E CORP 5% 07/28	CORPORATE BONDS	63000.0	65598.75	United States	USD	5.0	07/01/2028	06/23/2020	nan	0.0	0.04%	0.04%
BKFS	BLACK 3.625% 09/28	CORPORATE BONDS	65000.0	65163.15	United States	USD	3.625	09/01/2028	08/26/2020	nan	0.0	0.04%	0.04%
NGLS	TARGA 4.875% 02/31	CORPORATE BONDS	60000.0	65100.0	United States	USD	4.875	02/01/2031	08/18/2020	nan	0.0	0.04%	0.04%
ACI	ALBERTSONS 3.5% 03/29	CORPORATE BONDS	65000.0	64998.7	United States	USD	3.5	03/15/2029	08/31/2020	nan	0.0	0.04%	0.04%
BCULC	1011778 BC 3.875% 01/28	CORPORATE BONDS	65000.0	64991.55	Canada	USD	3.875	01/15/2028	09/24/2019	nan	0.0	0.04%	0.04%
EQT	EQT CORP 3.9% 10/27	CORPORATE BONDS	60000.0	64200.0	United States	USD	3.9	10/01/2027	10/04/2017	nan	0.0	0.04%	0.04%
UBER	UBER 7.5% 05/25	CORPORATE BONDS	60000.0	63681.6	United States	USD	7.5	05/15/2025	05/15/2020	nan	0.0	0.04%	0.04%
RDIO	CD&R SMOKEY 6.75% 07/25	CORPORATE BONDS	60000.0	63525.0	United States	USD	6.75	07/15/2025	07/01/2020	nan	0.0	0.04%	0.04%
CNX	CNX RESOURCES 6% 01/29	CORPORATE BONDS	60000.0	63300.0	United States	USD	6.0	01/15/2029	11/30/2020	nan	0.0	0.04%	0.04%
NSUS	NUSTAR 5.625% 04/27	CORPORATE BONDS	60000.0	63221.4	United States	USD	5.625	04/28/2027	04/28/2017	nan	0.0	0.04%	0.04%
POWSOL	CLARIOS 6.75% 05/25	CORPORATE BONDS	60000.0	63150.0	Canada	USD	6.75	05/15/2025	05/20/2020	nan	0.0	0.04%	0.04%
CZR	CAESARS 6.25% 07/25	CORPORATE BONDS	60000.0	63075.0	United States	USD	6.25	07/01/2025	07/06/2020	nan	0.0	0.04%	0.04%
GEF	GREIF INC 6.5% 03/27	CORPORATE BONDS	60000.0	62526.3	United States	USD	6.5	03/01/2027	02/11/2019	nan	0.0	0.04%	0.04%
HRI	HERC HOLDINGS 5.5% 07/27	CORPORATE BONDS	60000.0	62401.2	United States	USD	5.5	07/15/2027	07/09/2019	nan	0.0	0.04%	0.04%
AVTR	AVANTOR 4.625% 07/28	CORPORATE BONDS	60000.0	62394.0	United States	USD	4.625	07/15/2028	07/17/2020	nan	0.0	0.04%	0.04%
TDG	TRANSDIGM 6.25% 03/26	CORPORATE BONDS	60000.0	62337.6	United States	USD	6.25	03/15/2026	02/13/2019	nan	0.0	0.04%	0.04%
WMG	WMG 3.875% 07/30	CORPORATE BONDS	60000.0	62250.0	United States	USD	3.875	07/15/2030	06/29/2020	nan	0.0	0.04%	0.04%
APU	AMERIGAS 5.875% 08/26	CORPORATE BONDS	55000.0	61462.5	United States	USD	5.875	08/20/2026	06/27/2016	nan	0.0	0.04%	0.04%
WES	WESTERN 4.75% 08/28	CORPORATE BONDS	55000.0	61336.0	United States	USD	4.75	08/15/2028	08/09/2018	nan	0.0	0.04%	0.04%
LAMR	LAMAR MEDIA 4% 02/30	CORPORATE BONDS	60000.0	61088.16	United States	USD	4.0	02/15/2030	06/15/2020	nan	0.0	0.04%	0.04%
GPOR	GULFPORT ENERGY 8% 05/26	CORPORATE BONDS	55000.0	61050.0	United States	USD	8.0	05/17/2026	05/17/2021	nan	0.0	0.04%	0.04%
SBGI	SINCLAIR 4.125% 12/30	CORPORATE BONDS	65000.0	60937.5	United States	USD	4.125	12/01/2030	12/04/2020	nan	0.0	0.04%	0.04%
TPX	TEMPUR SEALY 4% 04/29	CORPORATE BONDS	60000.0	60921.9	United States	USD	4.0	04/15/2029	03/25/2021	nan	0.0	0.04%	0.04%
BWXT	BWX 4.125% 04/29	CORPORATE BONDS	60000.0	60785.4	United States	USD	4.125	04/15/2029	04/13/2021	nan	0.0	0.04%	0.04%
TMUS	T-MOBILE USA 2.25% 02/26	CORPORATE BONDS	60000.0	60300.0	United States	USD	2.25	02/15/2026	01/14/2021	nan	0.0	0.03%	0.04%
ELSALV	REPUBLIC OF 5.875% 01/25	SOVEREIGN DEBT	80000.0	60165.0	El Salvador	USD	5.875	01/30/2025	12/05/2012	nan	0.0	0.03%	0.04%
ADAHEA	ADAPTHEALTH 4.625% 08/29	CORPORATE BONDS	60000.0	60112.2	United States	USD	4.625	08/01/2029	01/04/2021	nan	0.0	0.03%	0.04%
SRCL	STERICYCLE 3.875% 01/29	CORPORATE BONDS	60000.0	59841.0	United States	USD	3.875	01/15/2029	11/24/2020	nan	0.0	0.03%	0.04%
UVN	UNIVISION 4.5% 05/29	CORPORATE BONDS	59000.0	59785.88	United States	USD	4.5	05/01/2029	05/21/2021	nan	0.0	0.03%	0.04%
GWCN	GARDA WORLD 4.625% 02/27	CORPORATE BONDS	60000.0	59550.0	Canada	USD	4.625	02/15/2027	01/30/2020	nan	0.0	0.03%	0.04%
AAL	AMERICAN 5.75% 04/29	CORPORATE BONDS	54750.0	59540.63	Supranational	USD	5.75	04/20/2029	03/24/2021	nan	0.0	0.03%	0.04%
NLSN	NIELSEN 5.625% 10/28	CORPORATE BONDS	55000.0	57488.75	United States	USD	5.625	10/01/2028	09/24/2020	nan	0.0	0.03%	0.04%
SABHLD	SABRE GLBL 9.25% 04/25	CORPORATE BONDS	50000.0	57250.0	United States	USD	9.25	04/15/2025	04/17/2020	nan	0.0	0.03%	0.04%
SIRI	SIRIUS XM RADIO 5% 08/27	CORPORATE BONDS	55000.0	57206.05	United States	USD	5.0	08/01/2027	07/05/2017	nan	0.0	0.03%	0.04%
HWM	HOWMET 5.9% 02/27	CORPORATE BONDS	50000.0	56875.0	United States	USD	5.9	02/01/2027	01/25/2007	nan	0.0	0.03%	0.04%
DTV	DIRECTV 5.875% 08/27	CORPORATE BONDS	55000.0	56761.93	United States	USD	5.875	08/15/2027	08/02/2021	nan	0.0	0.03%	0.04%
GFLCN	GFL 3.75% 08/25	CORPORATE BONDS	55000.0	56375.0	Canada	USD	3.75	08/01/2025	08/24/2020	nan	0.0	0.03%	0.04%
CMLP	CRESTWOOD 5.625% 05/27	CORPORATE BONDS	55000.0	56021.35	United States	USD	5.625	05/01/2027	04/15/2019	nan	0.0	0.03%	0.04%
ACOM	ARCHES BUYER 4.25% 06/28	CORPORATE BONDS	55000.0	55819.5	United States	USD	4.25	06/01/2028	12/04/2020	nan	0.0	0.03%	0.04%
BBDBCN	BOMBARDIER INC 6% 02/28	CORPORATE BONDS	55000.0	55789.25	Canada	USD	6.0	02/15/2028	08/12/2021	nan	0.0	0.03%	0.04%
SIX	SIX FLAGS 4.875% 07/24	CORPORATE BONDS	55000.0	55403.43	United States	USD	4.875	07/31/2024	06/16/2016	nan	0.0	0.03%	0.03%
GPI	GROUP 1 4% 08/28	CORPORATE BONDS	55000.0	55275.0	United States	USD	4.0	08/15/2028	08/17/2020	nan	0.0	0.03%	0.03%
STX	SEAGATE HDD 4.875% 06/27	CORPORATE BONDS	50000.0	55250.0	Cayman Islands	USD	4.875	06/01/2027	05/14/2015	nan	0.0	0.03%	0.03%
UAL	UNITED 4.375% 04/26	CORPORATE BONDS	53000.0	55053.75	United States	USD	4.375	04/15/2026	04/21/2021	nan	0.0	0.03%	0.03%
PGTI	PGT 4.375% 10/29	CORPORATE BONDS	55000.0	54994.5	United States	USD	4.375	10/01/2029	09/24/2021	nan	0.0	0.03%	0.03%
VAC	MARRIOTT 4.5% 06/29	CORPORATE BONDS	55000.0	54959.85	United States	USD	4.5	06/15/2029	06/21/2021	nan	0.0	0.03%	0.03%
SWCH	SWITCH LTD 4.125% 06/29	CORPORATE BONDS	55000.0	54862.5	United States	USD	4.125	06/15/2029	06/07/2021	nan	0.0	0.03%	0.03%
RCL	ROYAL 9.125% 06/23	CORPORATE BONDS	50000.0	54125.0	United States	USD	9.125	06/15/2023	06/09/2020	nan	0.0	0.03%	0.03%
LW	LAMB WESTON 4.875% 05/28	CORPORATE BONDS	50000.0	53812.5	United States	USD	4.875	05/15/2028	05/12/2020	nan	0.0	0.03%	0.03%
MGMGPO	MGM GROWTH 5.625% 05/24	CORPORATE BONDS	50000.0	53750.0	United States	USD	5.625	05/01/2024	11/01/2016	nan	0.0	0.03%	0.03%
LVIATH	LEVIATHAN 6.125% 06/25	CORPORATE BONDS	50000.0	53640.0	Israel	USD	6.125	06/30/2025	08/18/2020	nan	0.0	0.03%	0.03%
REYNOL	PACTIV 4% 10/27	CORPORATE BONDS	55000.0	53617.85	United States	USD	4.0	10/15/2027	10/01/2020	nan	0.0	0.03%	0.03%
SPB	SPECTRUM BRANDS 5% 10/29	CORPORATE BONDS	50000.0	53250.0	United States	USD	5.0	10/01/2029	09/24/2019	nan	0.0	0.03%	0.03%
MEGCN	MEG ENERGY 7.125% 02/27	CORPORATE BONDS	50000.0	52760.0	Canada	USD	7.125	02/01/2027	01/31/2020	nan	0.0	0.03%	0.03%
XPO	XPO 6.25% 05/25	CORPORATE BONDS	50000.0	52735.0	United States	USD	6.25	05/01/2025	04/28/2020	nan	0.0	0.03%	0.03%
DAN	DANA INC 5.375% 11/27	CORPORATE BONDS	50000.0	52505.5	United States	USD	5.375	11/15/2027	11/20/2019	nan	0.0	0.03%	0.03%
CQP	CHENIERE 3.25% 01/32	CORPORATE BONDS	53000.0	52392.09	United States	USD	3.25	01/31/2032	09/27/2021	nan	0.0	0.03%	0.03%
GFF	GRIFFON CORP 5.75% 03/28	CORPORATE BONDS	50000.0	52250.0	United States	USD	5.75	03/01/2028	02/19/2020	nan	0.0	0.03%	0.03%
AXL	AMERICAN AXLE 6.5% 04/27	CORPORATE BONDS	50000.0	52212.5	United States	USD	6.5	04/01/2027	10/01/2017	nan	0.0	0.03%	0.03%
PFGC	PERFORMANCE 5.5% 10/27	CORPORATE BONDS	50000.0	52173.5	United States	USD	5.5	10/15/2027	09/27/2019	nan	0.0	0.03%	0.03%
MDP	MEREDITH 6.875% 02/26	CORPORATE BONDS	50000.0	51800.0	United States	USD	6.875	02/01/2026	02/01/2019	nan	0.0	0.03%	0.03%
HLT	HILTON 4.875% 04/27	CORPORATE BONDS	50000.0	51687.5	United States	USD	4.875	04/01/2027	03/16/2017	nan	0.0	0.03%	0.03%
DISH	DISH DBS 5.875% 11/24	CORPORATE BONDS	50000.0	51476.0	United States	USD	5.875	11/15/2024	11/20/2014	nan	0.0	0.03%	0.03%
ENDP	PAR 7.5% 04/27	CORPORATE BONDS	50000.0	51250.0	United States	USD	7.5	04/01/2027	03/28/2019	nan	0.0	0.03%	0.03%
DY	DYCOM 4.5% 04/29	CORPORATE BONDS	50000.0	50969.25	United States	USD	4.5	04/15/2029	04/01/2021	nan	0.0	0.03%	0.03%
PSDO	PRESIDIO 4.875% 02/27	CORPORATE BONDS	50000.0	50875.0	United States	USD	4.875	02/01/2027	01/22/2020	nan	0.0	0.03%	0.03%
RKTRM	ROCKET 3.625% 03/29	CORPORATE BONDS	50000.0	50017.5	United States	USD	3.625	03/01/2029	09/14/2020	nan	0.0	0.03%	0.03%
OXY	OCCIDENTAL 5.875% 09/25	CORPORATE BONDS	45000.0	49822.8	United States	USD	5.875	09/01/2025	08/26/2020	nan	0.0	0.03%	0.03%
PSD	PUGET 2.379% 06/28	CORPORATE BONDS	50000.0	49679.48	United States	USD	2.379	06/15/2028	06/14/2021	nan	0.0	0.03%	0.03%
BBWI	BATH & BODY 5.25% 02/28	CORPORATE BONDS	45000.0	49194.0	United States	USD	5.25	02/01/2028	01/23/2018	nan	0.0	0.03%	0.03%
APA	APACHE CORP 4.875% 11/27	CORPORATE BONDS	45000.0	48825.0	United States	USD	4.875	11/15/2027	08/17/2020	nan	0.0	0.03%	0.03%
ENR	ENERGIZER 4.375% 03/29	CORPORATE BONDS	50000.0	48375.0	United States	USD	4.375	03/31/2029	09/30/2020	nan	0.0	0.03%	0.03%
SCI	SERVICE 5.125% 06/29	CORPORATE BONDS	45000.0	48375.0	United States	USD	5.125	06/01/2029	05/21/2019	nan	0.0	0.03%	0.03%
SWN	SOUTHWESTERN 5.375% 02/29	CORPORATE BONDS	45000.0	47493.0	United States	USD	5.375	02/01/2029	08/01/2021	nan	0.0	0.03%	0.03%
SUN	SUNOCO LP / 5.875% 03/28	CORPORATE BONDS	45000.0	47403.9	United States	USD	5.875	03/15/2028	09/15/2018	nan	0.0	0.03%	0.03%
CGPHLC	CAESARS 5.75% 07/25	CORPORATE BONDS	45000.0	47282.85	United States	USD	5.75	07/01/2025	07/06/2020	nan	0.0	0.03%	0.03%
CAR	AVIS BUDGET 5.75% 07/27	CORPORATE BONDS	45000.0	47029.95	United States	USD	5.75	07/15/2027	07/03/2019	nan	0.0	0.03%	0.03%
QBRCN	VIDEOTRON 5.125% 04/27	CORPORATE BONDS	45000.0	46615.95	Canada	USD	5.125	04/15/2027	04/13/2017	nan	0.0	0.03%	0.03%
SGMS	SCIENTIFIC 5% 10/25	CORPORATE BONDS	45000.0	46359.0	United States	USD	5.0	10/15/2025	10/17/2017	nan	0.0	0.03%	0.03%
MTZ	MASTEC INC 4.5% 08/28	CORPORATE BONDS	45000.0	46344.38	United States	USD	4.5	08/15/2028	08/04/2020	nan	0.0	0.03%	0.03%
VST	VISTRA 5.5% 09/26	CORPORATE BONDS	45000.0	46264.81	United States	USD	5.5	09/01/2026	08/22/2018	nan	0.0	0.03%	0.03%
TGNA	TEGNA INC 5% 09/29	CORPORATE BONDS	45000.0	45705.6	United States	USD	5.0	09/15/2029	09/13/2019	nan	0.0	0.03%	0.03%
SPLS	STAPLES INC 7.5% 04/26	CORPORATE BONDS	45000.0	45693.45	United States	USD	7.5	04/15/2026	04/16/2019	nan	0.0	0.03%	0.03%
BWXT	BWX 4.125% 06/28	CORPORATE BONDS	45000.0	45675.0	United States	USD	4.125	06/30/2028	06/12/2020	nan	0.0	0.03%	0.03%
ENR	ENERGIZER 4.75% 06/28	CORPORATE BONDS	45000.0	44973.45	United States	USD	4.75	06/15/2028	07/01/2020	nan	0.0	0.03%	0.03%
GPS	GAP INC/THE 3.625% 10/29	CORPORATE BONDS	45000.0	44887.5	United States	USD	3.625	10/01/2029	09/27/2021	nan	0.0	0.03%	0.03%
GFLCN	GFL 4% 08/28	CORPORATE BONDS	45000.0	44401.5	Canada	USD	4.0	08/01/2028	11/23/2020	nan	0.0	0.03%	0.03%
NWL	NEWELL BRANDS 4.7% 04/26	CORPORATE BONDS	40000.0	43724.0	United States	USD	4.7	04/01/2026	03/30/2016	nan	0.0	0.03%	0.03%
ZAYO	ZAYO GROUP 4% 03/27	CORPORATE BONDS	45000.0	43593.75	United States	USD	4.0	03/01/2027	03/09/2020	nan	0.0	0.03%	0.03%
EQM	EQM MIDSTREAM 6% 07/25	CORPORATE BONDS	40000.0	43400.0	United States	USD	6.0	07/01/2025	06/18/2020	nan	0.0	0.03%	0.03%
SBAC	SBA 3.125% 02/29	CORPORATE BONDS	45000.0	43368.75	United States	USD	3.125	02/01/2029	01/29/2021	nan	0.0	0.03%	0.03%
ALSN	ALLISON 5.875% 06/29	CORPORATE BONDS	40000.0	43340.0	United States	USD	5.875	06/01/2029	03/29/2019	nan	0.0	0.03%	0.03%
PRSESE	PRIME 3.375% 08/27	CORPORATE BONDS	45000.0	43312.5	United States	USD	3.375	08/31/2027	08/20/2020	nan	0.0	0.03%	0.03%
SQ	SQUARE INC 3.5% 06/31	CORPORATE BONDS	42000.0	43102.5	United States	USD	3.5	06/01/2031	05/20/2021	nan	0.0	0.02%	0.03%
UXYZ1 COMB Comdty	US 10YR ULTRA 12/21/2021	INTEREST RATE FUTURES	-26.0	43073.15	United States	USQ	0.0	12/21/2021	nan	100000.0	1.0	0.02%	0.03%
CHK	CHESAPEAKE 5.875% 02/29	CORPORATE BONDS	40000.0	42750.0	United States	USD	5.875	02/01/2029	02/05/2021	nan	0.0	0.02%	0.03%
CLF	CLEVELAND-CLI 6.75% 03/26	CORPORATE BONDS	40000.0	42450.0	United States	USD	6.75	03/15/2026	03/13/2020	nan	0.0	0.02%	0.03%
ECUA	REPUBLIC OF STEP 07/30	SOVEREIGN DEBT	50000.0	42312.5	Ecuador	USD	5.0	07/31/2030	08/31/2020	nan	0.0	0.02%	0.03%
ST	SENSATA 4.375% 02/30	CORPORATE BONDS	40000.0	42210.42	United States	USD	4.375	02/15/2030	09/20/2019	nan	0.0	0.02%	0.03%
RRC	RANGE 4.875% 05/25	CORPORATE BONDS	40000.0	41893.2	United States	USD	4.875	05/15/2025	11/15/2015	nan	0.0	0.02%	0.03%
CC	CHEMOURS 5.75% 11/28	CORPORATE BONDS	40000.0	41800.0	United States	USD	5.75	11/15/2028	11/27/2020	nan	0.0	0.02%	0.03%
CLR	CONTINENTAL 5.75% 01/31	CORPORATE BONDS	35000.0	41739.95	United States	USD	5.75	01/15/2031	11/25/2020	nan	0.0	0.02%	0.03%
CIT	CIT GROUP 6.125% 03/28	CORPORATE BONDS	35000.0	41737.5	United States	USD	6.125	03/09/2028	03/09/2018	nan	0.0	0.02%	0.03%
PBH	PRESTIGE 5.125% 01/28	CORPORATE BONDS	40000.0	41700.0	United States	USD	5.125	01/15/2028	12/02/2019	nan	0.0	0.02%	0.03%
SMG	SCOTTS 4.5% 10/29	CORPORATE BONDS	40000.0	41678.0	United States	USD	4.5	10/15/2029	10/22/2019	nan	0.0	0.02%	0.03%
HRC	HILL-ROM 4.375% 09/27	CORPORATE BONDS	40000.0	41600.0	United States	USD	4.375	09/15/2027	09/19/2019	nan	0.0	0.02%	0.03%
LABL	LABL INC 6.75% 07/26	CORPORATE BONDS	40000.0	41350.0	United States	USD	6.75	07/15/2026	07/01/2019	nan	0.0	0.02%	0.03%
BIGSKY	BOYNE USA 4.75% 05/29	CORPORATE BONDS	40000.0	41031.6	United States	USD	4.75	05/15/2029	04/26/2021	nan	0.0	0.02%	0.03%
ABG	ASBURY 4.5% 03/28	CORPORATE BONDS	40000.0	40600.0	United States	USD	4.5	03/01/2028	09/01/2020	nan	0.0	0.02%	0.03%
BPL	BUCKEYE 4.125% 12/27	CORPORATE BONDS	40000.0	40435.0	United States	USD	4.125	12/01/2027	11/20/2017	nan	0.0	0.02%	0.03%
SSP	SCRIPPS 3.875% 01/29	CORPORATE BONDS	40000.0	40041.2	United States	USD	3.875	01/15/2029	12/30/2020	nan	0.0	0.02%	0.03%
CRL	CHARLES 3.75% 03/29	CORPORATE BONDS	40000.0	40000.0	United States	USD	3.75	03/15/2029	03/23/2021	nan	0.0	0.02%	0.03%
TITIM	TELECOM 6.375% 11/33	CORPORATE BONDS	35000.0	39812.5	Italy	USD	6.375	11/15/2033	05/15/2004	nan	0.0	0.02%	0.03%
BLL	BALL CORP 4.875% 03/26	CORPORATE BONDS	35000.0	38441.55	United States	USD	4.875	03/15/2026	03/09/2018	nan	0.0	0.02%	0.02%
NAVI	NAVIENT CORP 7.25% 09/23	CORPORATE BONDS	35000.0	38095.4	United States	USD	7.25	09/25/2023	09/16/2016	nan	0.0	0.02%	0.02%
POWSOL	CLARIOS 6.25% 05/26	CORPORATE BONDS	36000.0	37665.0	Supranational	USD	6.25	05/15/2026	04/01/2019	nan	0.0	0.02%	0.02%
LAD	LITHIA 4.375% 01/31	CORPORATE BONDS	35000.0	37464.35	United States	USD	4.375	01/15/2031	10/09/2020	nan	0.0	0.02%	0.02%
SWN	SOUTHWESTERN 5.375% 03/30	CORPORATE BONDS	35000.0	37231.25	United States	USD	5.375	03/15/2030	08/30/2021	nan	0.0	0.02%	0.02%
NCX	NOVA CHEMICALS 5% 05/25	CORPORATE BONDS	35000.0	37100.0	Canada	USD	5.0	05/01/2025	10/28/2014	nan	0.0	0.02%	0.02%
LAD	LITHIA 4.625% 12/27	CORPORATE BONDS	35000.0	36925.7	United States	USD	4.625	12/15/2027	12/09/2019	nan	0.0	0.02%	0.02%
MTN	VAIL RESORTS 6.25% 05/25	CORPORATE BONDS	35000.0	36872.5	United States	USD	6.25	05/15/2025	05/04/2020	nan	0.0	0.02%	0.02%
MSCI	MSCI INC 4% 11/29	CORPORATE BONDS	35000.0	36793.75	United States	USD	4.0	11/15/2029	11/07/2019	nan	0.0	0.02%	0.02%
SSNC	SS&C 5.5% 09/27	CORPORATE BONDS	35000.0	36793.75	United States	USD	5.5	09/30/2027	03/28/2019	nan	0.0	0.02%	0.02%
SUMMAT	SUMMIT 5.25% 01/29	CORPORATE BONDS	35000.0	36715.0	United States	USD	5.25	01/15/2029	08/11/2020	nan	0.0	0.02%	0.02%
UNSEAM	ALLIED 6.625% 07/26	CORPORATE BONDS	35000.0	36662.5	United States	USD	6.625	07/15/2026	07/12/2019	nan	0.0	0.02%	0.02%
CRI	WILLIAM 5.625% 03/27	CORPORATE BONDS	35000.0	36400.0	United States	USD	5.625	03/15/2027	03/14/2019	nan	0.0	0.02%	0.02%
CDK	CDK GLOBAL 4.875% 06/27	CORPORATE BONDS	35000.0	36356.25	United States	USD	4.875	06/01/2027	12/01/2017	nan	0.0	0.02%	0.02%
CDWC	CDW LLC / 4.25% 04/28	CORPORATE BONDS	35000.0	36312.5	United States	USD	4.25	04/01/2028	09/26/2019	nan	0.0	0.02%	0.02%
CAR	AVIS BUDGET 4.75% 04/28	CORPORATE BONDS	35000.0	36241.45	United States	USD	4.75	04/01/2028	03/23/2021	nan	0.0	0.02%	0.02%
BCO	BRINK'S 4.625% 10/27	CORPORATE BONDS	35000.0	36184.75	United States	USD	4.625	10/15/2027	10/20/2017	nan	0.0	0.02%	0.02%
CNK	CINEMARK 5.875% 03/26	CORPORATE BONDS	35000.0	35875.0	United States	USD	5.875	03/15/2026	03/16/2021	nan	0.0	0.02%	0.02%
CENT	CENTRAL 4.125% 10/30	CORPORATE BONDS	35000.0	35764.23	United States	USD	4.125	10/15/2030	10/16/2020	nan	0.0	0.02%	0.02%
BLDR	BUILDERS 4.25% 02/32	CORPORATE BONDS	35000.0	35709.45	United States	USD	4.25	02/01/2032	07/23/2021	nan	0.0	0.02%	0.02%
BAH	BOOZ ALLEN 3.875% 09/28	CORPORATE BONDS	35000.0	35700.0	United States	USD	3.875	09/01/2028	08/24/2020	nan	0.0	0.02%	0.02%
CENT	CENTRAL 4.125% 04/31	CORPORATE BONDS	35000.0	35700.0	United States	USD	4.125	04/30/2031	04/30/2021	nan	0.0	0.02%	0.02%
FVZ1 COMB Comdty	US 5YR NOTE 12/31/2021	INTEREST RATE FUTURES	-44.0	35548.02	United States	USQ	0.0	12/31/2021	nan	100000.0	1.0	0.02%	0.02%
FAIRIC	FAIR ISAAC CORP 4% 06/28	CORPORATE BONDS	35000.0	35350.0	United States	USD	4.0	06/15/2028	12/06/2019	nan	0.0	0.02%	0.02%
NRG	NRG ENERGY 6.625% 01/27	CORPORATE BONDS	34000.0	35225.36	United States	USD	6.625	01/15/2027	01/15/2017	nan	0.0	0.02%	0.02%
POST	POST 4.625% 04/30	CORPORATE BONDS	35000.0	34969.55	United States	USD	4.625	04/15/2030	02/26/2020	nan	0.0	0.02%	0.02%
ACCO	ACCO BRANDS 4.25% 03/29	CORPORATE BONDS	35000.0	34819.75	United States	USD	4.25	03/15/2029	03/15/2021	nan	0.0	0.02%	0.02%
GNR	GNMA 2021-9 MI 2.5% 01/51	INTEREST ONLY (IO)	286699.0	34395.09	United States	USD	2.5	01/20/2051	01/01/2021	nan	0.0	0.02%	0.02%
EQM	EQM MIDSTREAM 6.5% 07/27	CORPORATE BONDS	30000.0	33187.5	United States	USD	6.5	07/01/2027	06/18/2020	nan	0.0	0.02%	0.02%
OLN	OLIN CORP 5.625% 08/29	CORPORATE BONDS	30000.0	32962.5	United States	USD	5.625	08/01/2029	07/16/2019	nan	0.0	0.02%	0.02%
POLY	PLANTRONICS 4.75% 03/29	CORPORATE BONDS	35000.0	32833.78	United States	USD	4.75	03/01/2029	03/04/2021	nan	0.0	0.02%	0.02%
PEMEX	PETROLEOS 6.875% 08/26	SOVEREIGN DEBT	30000.0	32460.0	Mexico	USD	6.875	08/04/2026	08/04/2016	nan	0.0	0.02%	0.02%
YUM	YUM BRANDS 4.75% 01/30	CORPORATE BONDS	30000.0	32400.0	United States	USD	4.75	01/15/2030	09/11/2019	nan	0.0	0.02%	0.02%
AR	ANTERO 7.625% 02/29	CORPORATE BONDS	29000.0	32226.25	United States	USD	7.625	02/01/2029	01/26/2021	nan	0.0	0.02%	0.02%
CC	CHEMOURS 5.375% 05/27	CORPORATE BONDS	30000.0	31950.0	United States	USD	5.375	05/15/2027	05/23/2017	nan	0.0	0.02%	0.02%
CCO	CLEAR 7.75% 04/28	CORPORATE BONDS	30000.0	31869.0	United States	USD	7.75	04/15/2028	02/17/2021	nan	0.0	0.02%	0.02%
YUM	YUM BRANDS 7.75% 04/25	CORPORATE BONDS	30000.0	31837.5	United States	USD	7.75	04/01/2025	04/01/2020	nan	0.0	0.02%	0.02%
NRG	NRG ENERGY 5.25% 06/29	CORPORATE BONDS	30000.0	31815.3	United States	USD	5.25	06/15/2029	05/14/2019	nan	0.0	0.02%	0.02%
SEE	SEALED AIR CORP 4% 12/27	CORPORATE BONDS	30000.0	31623.0	United States	USD	4.0	12/01/2027	11/26/2019	nan	0.0	0.02%	0.02%
ATI	ALLEGHENY 5.875% 12/27	CORPORATE BONDS	30000.0	31425.0	United States	USD	5.875	12/01/2027	11/22/2019	nan	0.0	0.02%	0.02%
AM	ANTERO 5.375% 06/29	CORPORATE BONDS	30000.0	31405.5	United States	USD	5.375	06/15/2029	06/08/2021	nan	0.0	0.02%	0.02%
FMGAU	FMG RESOURCES 4.5% 09/27	CORPORATE BONDS	30000.0	31350.0	Australia	USD	4.5	09/15/2027	09/16/2019	nan	0.0	0.02%	0.02%
MAT	MATTEL INC 3.75% 04/29	CORPORATE BONDS	30000.0	31200.0	United States	USD	3.75	04/01/2029	03/19/2021	nan	0.0	0.02%	0.02%
FUN	CEDAR FAIR LP 5.5% 05/25	CORPORATE BONDS	30000.0	31125.0	United States	USD	5.5	05/01/2025	04/27/2020	nan	0.0	0.02%	0.02%
EQM	EQM MIDSTREAM 4% 08/24	CORPORATE BONDS	30000.0	31050.0	United States	USD	4.0	08/01/2024	08/01/2014	nan	0.0	0.02%	0.02%
NUAN	NUANCE 5.625% 12/26	CORPORATE BONDS	30000.0	30975.0	United States	USD	5.625	12/15/2026	12/22/2016	nan	0.0	0.02%	0.02%
CCO	CLEAR 5.125% 08/27	CORPORATE BONDS	30000.0	30842.1	United States	USD	5.125	08/15/2027	08/23/2019	nan	0.0	0.02%	0.02%
FUN	CEDAR FAIR 5.375% 04/27	CORPORATE BONDS	30000.0	30825.0	United States	USD	5.375	04/15/2027	04/15/2018	nan	0.0	0.02%	0.02%
PAG	PENSKE 3.5% 09/25	CORPORATE BONDS	30000.0	30804.0	United States	USD	3.5	09/01/2025	08/20/2020	nan	0.0	0.02%	0.02%
IT	GARTNER INC 3.75% 10/30	CORPORATE BONDS	30000.0	30552.45	United States	USD	3.75	10/01/2030	09/28/2020	nan	0.0	0.02%	0.02%
NGL	NGL ENERGY 7.5% 02/26	CORPORATE BONDS	30000.0	30524.1	United States	USD	7.5	02/01/2026	02/04/2021	nan	0.0	0.02%	0.02%
BBWI	BATH & BODY 6.75% 07/36	CORPORATE BONDS	25000.0	30388.5	United States	USD	6.75	07/01/2036	06/16/2016	nan	0.0	0.02%	0.02%
KALU	KAISER 4.625% 03/28	CORPORATE BONDS	30000.0	30375.0	United States	USD	4.625	03/01/2028	11/26/2019	nan	0.0	0.02%	0.02%
MEDIND	MOZART DEBT 5.25% 10/29	CORPORATE BONDS	30000.0	30293.7	United States	USD	5.25	10/01/2029	10/15/2021	nan	0.0	0.02%	0.02%
CNK	CINEMARK USA 5.25% 07/28	CORPORATE BONDS	30000.0	30000.0	United States	USD	5.25	07/15/2028	06/15/2021	nan	0.0	0.02%	0.02%
AXL	AMERICAN AXLE & 5% 10/29	CORPORATE BONDS	30000.0	28982.4	United States	USD	5.0	10/01/2029	08/19/2021	nan	0.0	0.02%	0.02%
VST	VISTRA 4.375% 05/29	CORPORATE BONDS	29000.0	28710.0	United States	USD	4.375	05/01/2029	05/10/2021	nan	0.0	0.02%	0.02%
OMF	ONEMAIN 6.625% 01/28	CORPORATE BONDS	25000.0	28312.5	United States	USD	6.625	01/15/2028	05/09/2019	nan	0.0	0.02%	0.02%
TPHLTT	TRINIDAD 9.75% 06/26	SOVEREIGN DEBT	25000.0	27364.06	Trinidad And Tobago	USD	9.75	06/15/2026	06/28/2019	nan	0.0	0.02%	0.02%
WDC	WESTERN 4.75% 02/26	CORPORATE BONDS	25000.0	27281.25	United States	USD	4.75	02/15/2026	02/13/2018	nan	0.0	0.02%	0.02%
BYD	BOYD GAMING 8.625% 06/25	CORPORATE BONDS	25000.0	27072.5	United States	USD	8.625	06/01/2025	05/21/2020	nan	0.0	0.02%	0.02%
OMF	ONEMAIN 5.375% 11/29	CORPORATE BONDS	25000.0	27000.0	United States	USD	5.375	11/15/2029	11/07/2019	nan	0.0	0.02%	0.02%
TEP	TALLGRASS 7.5% 10/25	CORPORATE BONDS	25000.0	26843.75	United States	USD	7.5	10/01/2025	09/16/2020	nan	0.0	0.02%	0.02%
AR	ANTERO 5.375% 03/30	CORPORATE BONDS	25000.0	26531.75	United States	USD	5.375	03/01/2030	06/01/2021	nan	0.0	0.02%	0.02%
IHRT	IHEARTCOMMUN 8.375% 05/27	CORPORATE BONDS	25000.0	26512.5	United States	USD	8.375	05/01/2027	05/01/2019	nan	0.0	0.02%	0.02%
BLDR	BUILDERS 6.75% 06/27	CORPORATE BONDS	25000.0	26455.0	United States	USD	6.75	06/01/2027	05/30/2019	nan	0.0	0.02%	0.02%
ENS	ENERSYS 4.375% 12/27	CORPORATE BONDS	25000.0	26187.5	United States	USD	4.375	12/15/2027	12/11/2019	nan	0.0	0.02%	0.02%
MOGA	MOOG INC 4.25% 12/27	CORPORATE BONDS	25000.0	25718.75	United States	USD	4.25	12/15/2027	12/13/2019	nan	0.0	0.01%	0.02%
OII	OCEANEERING 4.65% 11/24	CORPORATE BONDS	25000.0	25346.0	United States	USD	4.65	11/15/2024	11/21/2014	nan	0.0	0.01%	0.02%
PAG	PENSKE 3.75% 06/29	CORPORATE BONDS	25000.0	24917.5	United States	USD	3.75	06/15/2029	06/15/2021	nan	0.0	0.01%	0.02%
GFLCN	GFL 3.5% 09/28	CORPORATE BONDS	25000.0	24875.0	Canada	USD	3.5	09/01/2028	12/21/2020	nan	0.0	0.01%	0.02%
T	UNITED 0.375% 04/24	TREASURY NOTES	25000.0	24808.59	United States	USD	0.375	04/15/2024	04/15/2021	nan	0.0	0.01%	0.02%
SRSDIS	SRS 4.625% 07/28	CORPORATE BONDS	23000.0	23220.8	United States	USD	4.625	07/01/2028	06/04/2021	nan	0.0	0.01%	0.01%
OUT	OUTFRONT 6.25% 06/25	CORPORATE BONDS	22000.0	23100.0	United States	USD	6.25	06/15/2025	05/15/2020	nan	0.0	0.01%	0.01%
BBWI	BATH & BODY 7.5% 06/29	CORPORATE BONDS	20000.0	22700.0	United States	USD	7.5	06/15/2029	06/20/2019	nan	0.0	0.01%	0.01%
AM	ANTERO 7.875% 05/26	CORPORATE BONDS	20000.0	21852.8	United States	USD	7.875	05/15/2026	11/10/2020	nan	0.0	0.01%	0.01%
RRC	RANGE 9.25% 02/26	CORPORATE BONDS	20000.0	21630.0	United States	USD	9.25	02/01/2026	08/01/2020	nan	0.0	0.01%	0.01%
CLF	CLEVELAND-CL 4.625% 03/29	CORPORATE BONDS	20000.0	20520.0	United States	USD	4.625	03/01/2029	02/17/2021	nan	0.0	0.01%	0.01%
JWN	NORDSTROM INC 2.3% 04/24	CORPORATE BONDS	20000.0	20019.6	United States	USD	2.3	04/08/2024	04/08/2021	nan	0.0	0.01%	0.01%
RKTRM	ROCKET 2.875% 10/26	CORPORATE BONDS	19000.0	18928.75	United States	USD	2.875	10/15/2026	10/05/2021	nan	0.0	0.01%	0.01%
SQ	SQUARE INC 2.75% 06/26	CORPORATE BONDS	17000.0	17196.35	United States	USD	2.75	06/01/2026	05/20/2021	nan	0.0	0.01%	0.01%
T	UNITED STATES 0.5% 02/26	TREASURY NOTES	15000.0	14590.43	United States	USD	0.5	02/28/2026	02/28/2021	nan	0.0	0.01%	0.01%
MAT	MATTEL INC 3.375% 04/26	CORPORATE BONDS	14000.0	14408.8	United States	USD	3.375	04/01/2026	03/19/2021	nan	0.0	0.01%	0.01%
AAL	AMERICAN 5.5% 04/26	CORPORATE BONDS	12000.0	12612.6	Supranational	USD	5.5	04/20/2026	03/24/2021	nan	0.0	0.01%	0.01%
ENOIGA	ENERGEAN 4.5% 03/24	CORPORATE BONDS	12000.0	12135.0	Israel	USD	4.5	03/30/2024	03/24/2021	nan	0.0	0.01%	0.01%
ENOIGA	ENERGEAN 4.875% 03/26	CORPORATE BONDS	10000.0	10000.0	Israel	USD	4.875	03/30/2026	03/24/2021	nan	0.0	0.01%	0.01%
NCR	NCR CORP 5.125% 04/29	CORPORATE BONDS	9000.0	9216.77	United States	USD	5.125	04/15/2029	04/06/2021	nan	0.0	0.01%	0.01%
YUM	YUM BRANDS 4.625% 01/32	CORPORATE BONDS	8000.0	8343.71	United States	USD	4.625	01/31/2032	04/01/2021	nan	0.0	0.0%	0.01%
COIN	COINBASE 3.375% 10/28	CORPORATE BONDS	8000.0	7680.0	United States	USD	3.375	10/01/2028	09/17/2021	nan	0.0	0.0%	0.0%
COIN	COINBASE 3.625% 10/31	CORPORATE BONDS	8000.0	7590.96	United States	USD	3.625	10/01/2031	09/17/2021	nan	0.0	0.0%	0.0%
RKTRM	ROCKET MORTGAGE 4% 10/33	CORPORATE BONDS	5000.0	4987.5	United States	USD	4.0	10/15/2033	10/05/2021	nan	0.0	0.0%	0.0%
nan	CDI CDX.NA 5 USD1226	INDEX SWAPS (IS)	-1600000.0	0.0	United States	USV	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CDI CDX.NA 5 USD1226	INDEX SWAPS (IS)	-1205000.0	0.0	United States	USV	0.0	nan	nan	nan	0.0	0.0%	0.0%
G2	GNMA II 2.5% 07/51	GNMA II	0.0	0.0	United States	USD	2.5	07/20/2051	07/01/2021	nan	0.0	0.0%	0.0%
TUZ1 COMB Comdty	US 2YR NOTE 12/31/2021	INTEREST RATE FUTURES	33.0	-32990.35	United States	USQ	0.0	12/31/2021	nan	200000.0	1.0	-0.02%	-0.02%
nan	CASH OR CASH COLLATERAL	CASH OR CASH COLLATERAL	-1832372.0	-1832372.63	United States	USD	0.0	nan	nan	nan	0.0	-1.06%	-1.15%