Aware Ultra-Short Duration Enhanced Income ETF

NAV $50.55
Change $0.00
 
ITD Return 3.48%
30 Day SEC Yield 2.25%
 
Expense Ratio 0.23%
NAIC Rating 2
As of January 23, 2020
Sector AllocationAs of 1/23/2020
Sector Percentage
Corporate (Investment Grade) 54.03%
Treasuries/Govt Agency 19.63%
Asset Backed Securities 17.26%
Mortgage 8.03%
Cash and Cash Equivalents 1.04%
Other Credit 0.00%
* Allocations are subject to change.
 
Maturity AllocationAs of 1/23/2020
Name Percentage
0-1 38.98%
1-3 39.38%
3-5 2.64%
5-10 4.81%
10-20 9.79%
>20 4.40%
* Allocations are subject to change.
 
Credit QualityAs of 1/23/2020
Rating Fund
US Govt 14.38%
Aaa 24.79%
Aa1 0.35%
Aa2 4.39%
Aa3 0.36%
A1 4.99%
A2 4.10%
A3 7.23%
Baa1 9.77%
Baa2 10.16%
Baa3 17.92%
Ba1 1.21%
NR 0.35%
* Quality ratings reflect the credit quality of the underlying securities in the Fund's portfolio and not that of the fund itself. Quality ratings are subject to change. Moody's assigns a rating of Aaa as the highest to Ca as the lowest credit quality rating.
* The US Government (rating) category includes US domiciled Treasury and non-rated, US Government guaranteed, securities.
 
HoldingsAs of 1/23/2020
Identifier Description Market Value Industry Currency Coupon Maturity Date % of Net Assets
912796WT2 UNITED STATES TREAS BILLS $17,981,477.10 Treasuries/Govt Agency USD 0.00000 2020-02-18 4.97%
912796WU9 UNITED STATES TREAS BILLS $10,985,367.58 Treasuries/Govt Agency USD 0.00000 2020-02-25 3.04%
02005NAZ3 ALLY FINL INC 4.125% 03/30/2020 $8,844,088.00 Corporate (Investment Grade) USD 4.12500 2020-03-30 2.45%
43730WAA4 HOME PARTN AMER TR 2018-1 2.569% 07/17/2037 $8,453,043.12 Asset Backed Securities USD 2.56900 2037-07-17 2.34%
59156RBP2 METLIFE INC 5.25% 12/29/2049 $7,727,151.88 Corporate (Investment Grade) USD 5.25000 - 2.14%
00287YBL2 ABBVIE INC 2.3% 11/21/2022 $7,321,035.84 Corporate (Investment Grade) USD 2.30000 2022-11-21 2.03%
9128284Q0 UNITED STATES TREAS NTS 2.5% 05/31/2020 $7,021,054.67 Treasuries/Govt Agency USD 2.50000 2020-05-31 1.94%
89178AAA4 TOWD PT HE TR 2019-HE1 2.692% 04/27/2048 $6,317,949.71 Mortgage USD 2.69200 2048-04-25 1.75%
912796WV7 UNITED STATES TREAS BILLS $5,990,215.86 Treasuries/Govt Agency USD 0.00000 2020-03-03 1.66%
36164QMS4 GE CAPITAL INTERNATIONAL FDG FR 2.342% 11/15/2020 $5,512,659.41 Corporate (Investment Grade) USD 2.34200 2020-11-15 1.53%
06738EAQ8 BARCLAYS PLC 3.2% 08/10/2021 $5,334,694.73 Corporate (Investment Grade) USD 3.20000 2021-08-10 1.48%
25272KAD5 DIAMOND 1 FIN CORP/DIAMOND 2 CR SEN SR SEC 21 4.42% 06/15/2021 $5,147,954.60 Corporate (Investment Grade) USD 4.42000 2021-06-15 1.42%
41284VAB8 HARLEY DAVIDSON FINL SVCS INC FR 3.55% 05/21/2021 $5,092,781.80 Corporate (Investment Grade) USD 3.55000 2021-05-21 1.41%
11134LAD1 BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 3% 22 3% 01/15/2022 $5,077,901.85 Corporate (Investment Grade) USD 3.00000 2022-01-15 1.40%
674599CQ6 OCCIDENTAL PETE CORP 3.35988% 08/15/2022 $5,027,324.15 Corporate (Investment Grade) USD 3.35988 2022-08-15 1.39%
281020AL1 EDISON INTL 2.4% 09/15/2022 $5,005,261.40 Corporate (Investment Grade) USD 2.40000 2022-09-15 1.38%
3130AH5D1 FEDERAL HOME LOAN BANKS 2.05% 09/23/2021 $5,003,642.95 Treasuries/Govt Agency USD 2.05000 2021-09-23 1.38%
3133EK2S4 FEDERAL FARM CR BKS 1.92% 04/21/2022 $5,000,011.45 Treasuries/Govt Agency USD 1.92000 2022-04-21 1.38%
3133EK4U7 FEDERAL FARM CR BKS 1.79% 10/29/2021 $4,999,702.75 Treasuries/Govt Agency USD 1.79000 2021-10-29 1.38%
912828UQ1 UNITED STATES TREAS NTS 1.25% 02/29/2020 $4,998,133.15 Treasuries/Govt Agency USD 1.25000 2020-02-29 1.38%
17308CC38 CITIGROUP INC NEW 2.43% 11/04/2022 $4,936,100.60 Corporate (Investment Grade) USD 2.42715 2022-11-04 1.37%
46187VAA7 INVITATION HOMES TR 2018-SFR3 A 2.669% 07/17/2037 $4,905,456.91 Asset Backed Securities USD 2.66900 2021-07-17 1.36%
36962G4Y7 GENERAL ELEC CAP CORP MTN BE FR 4.625% 01/07/2021 $4,889,360.56 Corporate (Investment Grade) USD 4.62500 2021-01-07 1.35%
46187BAB9 INVITATION HOMES TR 2017-SFR2 B 2.819% 12/19/2036 $4,607,765.72 Asset Backed Securities USD 2.81900 2036-12-17 1.27%
46185HAA0 INVITATION HOMES TR 2018-SFR2 A 2.57625% 06/18/2037 $4,485,662.69 Asset Backed Securities USD 2.57625 2021-06-17 1.24%
172967GK1 CITIGROUP INC 4.05% 07/30/2022 $4,187,457.04 Corporate (Investment Grade) USD 4.05000 2022-07-30 1.16%
11134LAK5 BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT2.2% 21 2.2% 01/15/2021 $4,009,017.96 Corporate (Investment Grade) USD 2.20000 2021-01-15 1.11%
3133EKX50 FEDERAL FARM CR BKS 1.95% 07/15/2022 $3,994,858.36 Treasuries/Govt Agency USD 1.95000 2022-07-15 1.11%
46625HKK5 JPMORGAN CHASE & CO 5.3% 12/29/2049 $3,813,783.00 Corporate (Investment Grade) USD 5.30000 - 1.06%
89177EAA7 TOWD PT MTG TR 2019-HY1 2.792% 10/26/2048 $3,758,094.50 Mortgage USD 2.79200 2048-10-25 1.04%
Cash&Other Cash and Cash Equivalents $3,756,443.13 Cash and Cash Equivalents USD - - 1.04%
120568AY6 BUNGE LTD FIN CORP 3% 09/25/2022 $3,699,388.53 Corporate (Investment Grade) USD 3.00000 2022-09-25 1.02%
46187XAA3 INVITATION HOMES TR 2018-SFR4 A 2.769% 01/19/2038 $3,604,143.33 Asset Backed Securities USD 2.76900 2021-01-17 1.00%
785592AH9 SABINE PASS LIQUEFACTION LLC SR SEC NT6.25% 22 6.25% 03/15/2022 $3,542,069.78 Corporate (Investment Grade) USD 6.25000 2022-03-15 0.98%
369622SM8 GENERAL ELEC CAP CORP 5.3% 02/11/2021 $3,524,999.71 Corporate (Investment Grade) USD 5.30000 2021-02-11 0.98%
46187VAC3 INVITATION HOMES TR 2018-SFR3 B 2.819% 07/17/2037 $3,507,611.80 Asset Backed Securities USD 2.81900 2020-07-17 0.97%
912796XA2 UNITED STATES TREAS BILLS $3,493,238.74 Treasuries/Govt Agency USD 0.00000 2020-03-10 0.97%
74368CAA2 PROTECTIVE LIFE GLOBAL FUNDING FR 2.7% 11/25/2020 $3,249,699.51 Corporate (Investment Grade) USD 2.70000 2020-11-25 0.90%
378272AK4 GLENCORE FDG LLC 2.875% 04/16/2020 $3,198,776.07 Corporate (Investment Grade) USD 2.87500 2020-04-16 0.88%
37045XBR6 GENERAL MTRS FINL CO INC 3.38775% 01/14/2022 $3,189,313.35 Corporate (Investment Grade) USD 3.38775 2022-01-14 0.88%
949746SJ1 WELLS FARGO CO NEW 3.15713% 10/31/2023 $3,060,142.68 Corporate (Investment Grade) USD 3.15713 2023-10-31 0.85%
60687YAF6 MIZUHO FINL GROUP INC 3.02738% 09/13/2021 $3,043,037.55 Corporate (Investment Grade) USD 3.02738 2021-09-13 0.84%
06738EAR6 BARCLAYS PLC 4.01063% 08/10/2021 $3,001,278.64 Corporate (Investment Grade) USD 4.01063 2021-08-10 0.83%
03328TAQ8 ANCHORAGE CAP CLO 7 2015-7R 2.79125% 10/15/2027 $2,991,467.20 Asset Backed Securities USD 2.79125 2027-10-15 0.83%
369604BQ5 GENERAL ELECTRIC 5 12/29/49 5% 12/29/2049 $2,982,060.00 Corporate (Investment Grade) USD 5.00000 - 0.83%
3137G0DW6 FHLMC STACR 2015-DN1 5.942% 01/27/2025 $2,895,052.37 Mortgage USD 5.94200 2023-06-25 0.80%
48128BAD3 JPMORGAN CHASE & CO 4.625% 11/01/2166 $2,853,256.00 Corporate (Investment Grade) USD 4.62500 - 0.79%
60687YAJ8 MIZUHO FINL GROUP INC 2.85375% 02/28/2022 $2,809,845.35 Corporate (Investment Grade) USD 2.85375 2022-02-28 0.78%
43730TAA1 HOME PARTN AMER TR 2017-1 2.486% 07/19/2034 $2,739,758.41 Asset Backed Securities USD 2.48600 2034-07-17 0.76%
86562MAJ9 SUMITOMO MITSUI FINL GROUP INC SR GLBL FL NT 21 2.95913% 10/19/2021 $2,619,542.90 Corporate (Investment Grade) USD 2.95913 2021-10-19 0.72%
21685WDF1 COOPERATIEVE CENTRALE RAIFFEI FR 3.95% 11/09/2022 $2,618,995.80 Corporate (Investment Grade) USD 3.95000 2022-11-09 0.72%
46650HAL2 JP MORGAN MTG TR 2019-1 2.742% 05/25/2049 $2,115,537.23 Mortgage USD 2.74200 2025-01-25 0.59%
404280AZ2 HSBC HLDGS PLC 3.5695% 05/25/2021 $2,114,712.37 Corporate (Investment Grade) USD 3.56950 2021-05-25 0.59%
EK1506576 GEN ELEC CO 2.3705% 03/30/2020 $2,083,249.76 Corporate (Investment Grade) USD 2.37050 2020-03-28 0.58%
007634AA6 AEGON FUNDING CORP 5.75% 12/15/2020 $2,068,402.90 Corporate (Investment Grade) USD 5.75000 2020-12-15 0.57%
14149YAV0 CARDINAL HEALTH INC 3.2% 06/15/2022 $2,049,257.32 Corporate (Investment Grade) USD 3.20000 2022-06-15 0.57%
07274NAU7 BAYER US FIN II LLC 2.75% 07/15/2021 $2,047,030.83 Corporate (Investment Grade) USD 2.75000 2021-07-15 0.57%
92849TAJ7 VITERRA INC 5.95% 08/01/2020 $2,038,517.56 Corporate (Investment Grade) USD 5.95000 2020-08-01 0.56%
77587MAA8 ROMARK CLO 2019-03 3.43075% 07/15/2032 $2,005,810.82 Asset Backed Securities USD 3.43075 2032-07-15 0.55%
81883DAA1 SHACKLETON CLO LTD 2017-X 3.15663% 04/20/2029 $2,000,600.80 Asset Backed Securities USD 3.15663 2029-04-20 0.55%
12549QBG9 CIFC FUNDING LTD 2014-III-R2 C-R2 20311022 FLT 4.15213% 10/22/2031 $2,000,304.20 Asset Backed Securities USD 4.15213 2031-10-22 0.55%
22845TAU3 CRNPT 2015-3A A2R 3.28125% 12/31/2027 $2,000,274.40 Asset Backed Securities USD 3.28125 2027-12-31 0.55%
26249QAU2 DRYDEN 38 SR LN FD 2015-38R 3.48125% 07/15/2030 $1,999,869.60 Asset Backed Securities USD 3.48125 2030-07-15 0.55%
281020AK3 EDISON INTL 2.125% 04/15/2020 $1,979,944.75 Corporate (Investment Grade) USD 2.12500 2020-04-15 0.55%
63170MAA1 NASSAU 2018-1 LTD 2.98125% 07/15/2031 $1,979,321.20 Asset Backed Securities USD 2.98125 2031-07-15 0.55%
30711XDA9 FNMA CONN AVE SECS 2016-C04 6.042% 01/25/2029 $1,929,696.12 Mortgage USD 6.04200 2029-01-25 0.53%
654740AX7 NISSAN MTR ACCEP CORP 2.15% 07/13/2020 $1,852,741.59 Corporate (Investment Grade) USD 2.15000 2020-07-13 0.51%
46650QAL2 JP MORGAN MTG TR 2019-3 2.742% 09/25/2049 $1,768,374.23 Mortgage USD 2.74200 2049-09-25 0.49%
55818YBA8 MADISON PARK FDG XVII 2015-17R A-R 3.03913% 07/22/2030 $1,753,109.75 Asset Backed Securities USD 3.03913 2030-07-21 0.49%
404280BQ1 HSBC HLDGS PLC 2.50413% 05/18/2021 $1,752,489.64 Corporate (Investment Grade) USD 2.50413 2021-05-18 0.48%
94950HAA3 WELLFLEET CLO 2017-3 LTD 2.98613% 01/17/2031 $1,748,586.18 Asset Backed Securities USD 2.98613 2031-01-17 0.48%
60687YAN9 MIZUHO FINL GROUP INC 2.76838% 09/11/2022 $1,727,483.23 Corporate (Investment Grade) USD 2.76838 2022-09-11 0.48%
38141EB81 GOLDMAN SACHS GRP INC MTN BE VR 112913-112923 3.51375% 11/29/2023 $1,696,390.25 Corporate (Investment Grade) USD 3.51375 2023-11-29 0.47%
345397XK4 FORD MOTOR CREDIT CO LLC 3.157% 08/04/2020 $1,565,633.27 Corporate (Investment Grade) USD 3.15700 2020-08-04 0.43%
38143U8G9 GOLDMAN SACHS GROUP INC 3.6795% 02/25/2021 $1,552,005.82 Corporate (Investment Grade) USD 3.67950 2021-02-25 0.43%
172967KL4 CITIGROUP INC 3.3405% 03/30/2021 $1,522,736.93 Corporate (Investment Grade) USD 3.34050 2021-03-30 0.42%
74982LAS9 RACE PT VIII CLO LTD 2013-8R C-R 4.3985% 02/20/2030 $1,496,809.35 Asset Backed Securities USD 4.39850 2030-02-20 0.41%
606822AF1 MITSUBISHI UFJ FINL GROUP INC SR GLBL FL NT 21 2.94738% 09/13/2021 $1,443,390.24 Corporate (Investment Grade) USD 2.94738 2021-09-13 0.40%
654740BE8 NISSAN MTR ACCEP CORP 2.6505% 09/28/2022 $1,440,341.44 Corporate (Investment Grade) USD 2.65050 2022-09-28 0.40%
53944YAG8 LLOYDS BANKING GROUP PLC 2.72775% 06/21/2021 $1,345,529.06 Corporate (Investment Grade) USD 2.72775 2021-06-21 0.37%
81747DAA7 SEQUOIA MTG TR 2018-CH1 4% 03/25/2048 $1,339,350.12 Mortgage USD 4.00000 2048-02-25 0.37%
55818VAY3 MADISON PARK FDG XV 2014-15R A-2-R 20260127 FLT 3.43563% 01/27/2026 $1,253,750.00 Asset Backed Securities USD 3.43563 2026-01-27 0.35%
30711XAV6 FNMA CONN AVE SECS 2015-C01 6.342% 02/25/2025 $1,189,367.96 Mortgage USD 6.34200 2025-02-25 0.33%
94988J6A0 WELLS FARGO BANK NATL ASSN 2.082% 09/09/2022 $1,153,051.79 Corporate (Investment Grade) USD 2.08200 2022-09-09 0.32%
36257QAF3 GS MTG SECS TR 2019-PJ3 3.5% 03/25/2050 $1,118,961.31 Mortgage USD 3.50000 2050-03-25 0.31%
36962G5J9 GENERAL ELEC CAP CORP MTN BE FR 4.65% 10/17/2021 $1,093,780.02 Corporate (Investment Grade) USD 4.65000 2021-10-17 0.30%
30711XAR5 FNMA CONN AVE SECS 2014-C04 6.792% 11/25/2024 $1,082,157.48 Mortgage USD 6.79200 2024-11-25 0.30%
142339AF7 CARLISLE COS INC 3.75% 11/15/2022 $1,037,224.22 Corporate (Investment Grade) USD 3.75000 2022-11-15 0.29%
44891AAQ0 HYUNDAI CAP AMER INC 2.75% 09/18/2020 $1,035,253.57 Corporate (Investment Grade) USD 2.75000 2020-09-18 0.29%
345838AE6 FOREST LABS INC 4.875% 02/15/2021 $1,034,845.36 Corporate (Investment Grade) USD 4.87500 2021-02-15 0.29%
02005NBG4 ALLY FINL INC 4.25% 04/15/2021 $1,024,660.00 Corporate (Investment Grade) USD 4.25000 2021-04-15 0.28%
928563AB1 VMWARE INC 2.95% 08/21/2022 $1,020,852.93 Corporate (Investment Grade) USD 2.95000 2022-08-21 0.28%
07274NAA1 BAYER US FIN II LLC 3.5% 06/25/2021 $1,019,963.40 Corporate (Investment Grade) USD 3.50000 2021-06-25 0.28%
928668AN2 VOLKSWAGEN GROUP AMER FIN LLC SR GLBL 144A 20 3.875% 11/13/2020 $1,015,227.83 Corporate (Investment Grade) USD 3.87500 2020-11-13 0.28%
90351DAD9 UBS GROUP AG 3% 04/15/2021 $1,013,876.82 Corporate (Investment Grade) USD 3.00000 2021-04-15 0.28%
46625HRU6 JPMORGAN CHASE & CO 2.985% 06/07/2021 $1,012,361.11 Corporate (Investment Grade) USD 2.98500 2021-06-07 0.28%
928668AQ5 VOLKSWAGEN GROUP AMER FIN LLC SR GLBL 144A 21 2.84063% 11/12/2021 $1,008,929.51 Corporate (Investment Grade) USD 2.84063 2021-11-12 0.28%
345397XQ1 FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021 $1,008,205.21 Corporate (Investment Grade) USD 3.20000 2021-01-15 0.28%
06739FJJ1 BARCLAYS BK PLC 2.65% 01/11/2021 $1,007,079.09 Corporate (Investment Grade) USD 2.65000 2021-01-11 0.28%
46591FAD6 JP MORGAN MORTGAGE TR 2019-5 A-4 4% 11/25/2049 $1,001,874.52 Mortgage USD 4.00000 2049-11-25 0.28%
14311DBE5 CGMS 2015-1A AR2 3.01913% 07/20/2031 $1,001,068.70 Asset Backed Securities USD 3.01913 2031-07-20 0.28%
654740AK5 NISSAN MTR ACCEP CORP 2.125% 03/03/2020 $1,000,297.94 Corporate (Investment Grade) USD 2.12500 2020-03-03 0.28%
912796WR6 UNITED STATES TREAS BILLS $999,550.07 Treasuries/Govt Agency USD 0.00000 2020-02-04 0.28%
94951DAA1 WELLFLEET CLO 2018-3 LTD 3.06913% 01/20/2032 $999,296.60 Asset Backed Securities USD 3.06913 2032-01-20 0.28%
03755HAE3 APEXC 2018-1A A2 2.96963% 04/25/2031 $983,261.80 Asset Backed Securities USD 2.96963 2031-04-25 0.27%
12481QAE5 CBAM LTD 2018-5 3.23613% 04/17/2031 $982,291.80 Asset Backed Securities USD 3.23613 2031-04-17 0.27%
07274NAV5 BAYER US FIN II LLC 2.2% 07/15/2022 $950,745.98 Corporate (Investment Grade) USD 2.20000 2022-07-15 0.26%
34540RAC0 FORD MOTOR CREDIT COMPANY 2.86475% 09/24/2020 $903,706.25 Corporate (Investment Grade) USD 2.86475 2020-09-24 0.25%
345397ZG1 FORD MOTOR CREDIT CO LLC 2.72788% 10/12/2021 $894,722.35 Corporate (Investment Grade) USD 2.72788 2021-10-12 0.25%
78010XAK7 ROYAL BK SCOTLAND PLC 6.125% 01/11/2021 $872,221.58 Corporate (Investment Grade) USD 6.12500 2021-01-11 0.24%
25470DAY5 DISCOVERY COMMUNICATIONS LLC SR GLBL NT2.8% 20 2.8% 06/15/2020 $852,277.02 Corporate (Investment Grade) USD 2.80000 2020-06-15 0.24%
98417EAK6 XSTRATA FIN CDA LTD 4.95% 11/15/2021 $835,934.09 Corporate (Investment Grade) USD 4.95000 2021-11-15 0.23%
41283LAN5 HARLEY DAVIDSON FINL SVCS INC FR 2.4% 06/15/2020 $820,817.44 Corporate (Investment Grade) USD 2.40000 2020-06-15 0.23%
784456AD7 SMB PRIVATE ED LN TR 2014-A 3.17625% 04/15/2032 $798,451.10 Asset Backed Securities USD 3.17625 2032-04-15 0.22%
37331NAB7 GEORGIA-PACIFIC LLC 5.4% 11/01/2020 $769,566.59 Corporate (Investment Grade) USD 5.40000 2020-11-01 0.21%
44106MAU6 HOSPITALITY PPTYS TR 4.25% 02/15/2021 $768,526.30 Corporate (Investment Grade) USD 4.25000 2021-02-15 0.21%
4042Q1AE7 HSBC BK USA N A GLOBAL 4.875% 08/24/2020 $762,423.47 Corporate (Investment Grade) USD 4.87500 2020-08-24 0.21%
3137G0FT1 FHLMC STACR 2015-DNA2 4.392% 12/27/2027 $755,089.14 Mortgage USD 4.39200 2027-12-25 0.21%
46187XAC9 INVITATION HOMES TR 2018-SFR4 B 2.919% 01/17/2038 $751,716.23 Asset Backed Securities USD 2.91900 2021-01-17 0.21%
90352JAB9 UBS GROUP FDG SWITZ AG 3.1295% 05/23/2023 $751,691.42 Corporate (Investment Grade) USD 3.12950 2023-05-23 0.21%
06738EAG0 BARCLAYS PLC 2.875% 06/08/2020 $727,106.85 Corporate (Investment Grade) USD 2.87500 2020-06-08 0.20%
84756NAJ8 SPECTRA ENERGY PARTNERS LP 2.5915% 06/05/2020 $726,557.55 Corporate (Investment Grade) USD 2.59150 2020-06-05 0.20%
62954PAG5 NYT MTG TR 2019-NYT 3.07625% 12/17/2035 $703,829.42 Mortgage USD 3.07625 2035-11-15 0.19%
3137G0KM0 FHLMC STACR 2016-DNA3 3.792% 12/26/2028 $678,052.30 Mortgage USD 3.79200 2020-03-25 0.19%
172967LB5 CITIGROUP INC 2.955% 12/08/2021 $674,588.65 Corporate (Investment Grade) USD 2.95500 2021-12-08 0.19%
JK7097419 MIZUHO FINANCIAL GRP INC TOKYO SR GLBL REGS 21 2.632% 04/12/2021 $647,498.02 Corporate (Investment Grade) USD 2.63200 2021-04-12 0.18%
539439AK5 LLOYDS BANKING GROUP PLC 3.1% 07/06/2021 $609,316.10 Corporate (Investment Grade) USD 3.10000 2021-07-06 0.17%
94988J5P8 WELLS FARGO BANK NATL ASSN 3.325% 07/23/2021 $604,219.71 Corporate (Investment Grade) USD 3.32500 2021-07-23 0.17%
01609WAP7 ALIBABA GROUP HLDG LTD 3.125% 11/28/2021 $581,343.63 Corporate (Investment Grade) USD 3.12500 2021-11-28 0.16%
61747YDW2 MORGAN STANLEY 2.65% 01/27/2020 $575,000.00 Corporate (Investment Grade) USD 2.65000 2020-01-27 0.16%
552081AD3 LYONDELLBASELL INDUSTRIES NV SR NT 6% 21 6% 11/15/2021 $530,686.72 Corporate (Investment Grade) USD 6.00000 2021-11-15 0.15%
3137G0JF7 FHLMC STACR 2016-HQA1 4.542% 09/25/2028 $526,647.77 Mortgage USD 4.54200 2028-09-25 0.15%
25470DAE9 DISCOVERY COMMUNICATIONS LLC SR NT 4.375% 21 4.375% 06/15/2021 $515,772.85 Corporate (Investment Grade) USD 4.37500 2021-06-15 0.14%
53947QAA5 LLOYDS TSB BANK PLC 6.5% 09/14/2020 $513,653.64 Corporate (Investment Grade) USD 6.50000 2020-09-14 0.14%
06744CFV8 BARCLAYS BANK PLC 2.5435% 08/07/2020 $513,539.56 Corporate (Investment Grade) USD 2.54350 2020-08-07 0.14%
3137G0GT0 FHLMC STACR 2015-DNA3 4.642% 04/25/2028 $512,932.21 Mortgage USD 4.64200 2028-04-25 0.14%
74333BAA6 PROGRESS RES TR 2019-SFR1 3.422% 03/19/2036 $510,471.60 Asset Backed Securities USD 3.42200 2035-08-17 0.14%
225433AK7 CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 20 3.125% 12/10/2020 $504,950.45 Corporate (Investment Grade) USD 3.12500 2020-12-10 0.14%
28137RAA5 EDSOUTH INDENT NO 5 2014-1 2.492% 02/25/2039 $502,691.83 Asset Backed Securities USD 2.49200 2026-06-25 0.14%
26249KAR2 DRYDEN SENIOR LN FND 2014-36R2 A-R2 20290416 FLT 3.11125% 04/16/2029 $500,813.70 Asset Backed Securities USD 3.11125 2029-04-15 0.14%
QZ3848475 MITSUBISHI UFJ LEA 2.25% 09/07/2021 $500,627.66 Corporate (Investment Grade) USD 2.25000 2021-09-07 0.14%
912828MP2 UNITED STATES TREAS NTS 3.625% 02/15/2020 $500,591.02 Treasuries/Govt Agency USD 3.62500 2020-02-15 0.14%
928668AM4 VOLKSWAGEN GROUP AMER FIN LLC SR 144A NT2.4% 20 2.4% 05/22/2020 $490,834.66 Corporate (Investment Grade) USD 2.40000 2020-05-22 0.14%
74368CAK0 PROTECTIVE LIFE GLOBAL FUNDING FR 3.397% 06/28/2021 $472,873.48 Corporate (Investment Grade) USD 3.39700 2021-06-28 0.13%
31683VAY6 FIGUEROA CLO 2013-2RR 2.758% 06/21/2027 $472,161.39 Asset Backed Securities USD 2.75800 2027-06-20 0.13%
89300FAC0 TRAL 2017-4A B MTGE 3.46913% 01/20/2030 $470,882.32 Asset Backed Securities USD 3.46913 2020-01-20 0.13%
EI5310756 SCHLUMBERGER OILFIELD UK PLC GTD SR NT REGS21 4.2% 01/15/2021 $457,284.51 Corporate (Investment Grade) USD 4.20000 2021-01-15 0.13%
90351DAC1 UBS GROUP AG 3.37475% 09/24/2020 $453,899.21 Corporate (Investment Grade) USD 3.37475 2020-09-24 0.13%
63906CAB2 NATWEST MKTS PLC US MEDIUM 3.3605% 09/29/2022 $446,806.43 Corporate (Investment Grade) USD 3.36050 2022-09-29 0.12%
15089QAC8 CELANESE US HOLDINGS LLC 5.875% 06/15/2021 $420,264.67 Corporate (Investment Grade) USD 5.87500 2021-06-15 0.12%
785592AE6 SABINE PASS LIQUEFACTION LLC SR SEC NT 21 5.625% 02/01/2021 $410,546.20 Corporate (Investment Grade) USD 5.62500 2021-02-01 0.11%
456837AG8 ING GROEP N V 3.15% 03/29/2022 $409,586.79 Corporate (Investment Grade) USD 3.15000 2022-03-29 0.11%
62951CAP7 NZCG 2015-1A A2R 3.46725% 02/26/2031 $397,307.56 Asset Backed Securities USD 3.46725 2031-02-26 0.11%
46648CAE4 JP MORGAN MTG TR 2017-1 3.5% 01/25/2047 $390,570.59 Mortgage USD 3.50000 2047-01-25 0.11%
EK7440416 MITSUBISHI UFJ LEA 2.5% 03/09/2020 $360,296.57 Corporate (Investment Grade) USD 2.50000 2020-03-09 0.10%
EJ0395909 SUMITOMO MITSUI BK 4.85% 03/01/2022 $346,872.27 Corporate (Investment Grade) USD 4.85000 2022-03-01 0.10%
30711XEK6 FNMA CONN AVE SECS 2017-C01 3.092% 07/25/2029 $324,160.44 Mortgage USD 3.09200 2029-07-25 0.09%
59217GCQ0 METROPOLITAN LIFE GLOBAL FDG I VR 090718-090720 2.11% 09/07/2020 $300,695.15 Corporate (Investment Grade) USD 2.11000 2020-09-07 0.08%
44891AAD9 HYUNDAI CAP AMER INC 3% 10/30/2020 $290,057.40 Corporate (Investment Grade) USD 3.00000 2020-10-30 0.08%
755111BR1 RAYTHEON CO 4.4% 02/15/2020 $250,295.58 Corporate (Investment Grade) USD 4.40000 2020-02-15 0.07%
413875AU9 HARRIS CORP DEL 2.4155% 04/30/2020 $250,166.94 Corporate (Investment Grade) USD 2.41550 2020-04-30 0.07%
718546AP9 PHILLIPS 66 2.58125% 04/15/2020 $250,123.25 Corporate (Investment Grade) USD 2.58125 2020-04-15 0.07%
928563AA3 VMWARE INC 2.3% 08/21/2020 $230,496.10 Corporate (Investment Grade) USD 2.30000 2020-08-21 0.06%
428236BQ5 HEWLETT PACKARD CO 4.375% 09/15/2021 $217,744.17 Corporate (Investment Grade) USD 4.37500 2021-09-15 0.06%
60687YAB5 MIZUHO FINL GROUP INC 2.632% 04/12/2021 $216,841.24 Corporate (Investment Grade) USD 2.63200 2021-04-12 0.06%
78442GPR1 SLM STUDENT LOAN TR 2005-5 2.68963% 10/25/2040 $216,758.83 Asset Backed Securities USD 2.68963 2040-10-25 0.06%
61166WAT8 MONSANTO CO NEW 2.75% 07/15/2021 $204,932.25 Corporate (Investment Grade) USD 2.75000 2021-07-15 0.06%
709599AU8 PENSKE TRUCK LEASING CO L P 3.2% 07/15/2020 $200,965.69 Corporate (Investment Grade) USD 3.20000 2020-07-15 0.06%
12546DAG2 CHT MTG TR 2017-COSMO 3.07625% 11/17/2036 $200,454.56 Mortgage USD 3.07625 2019-11-15 0.06%
3137G0GF0 FHLMC STACR 2015-HQA1 4.442% 03/27/2028 $188,351.79 Mortgage USD 4.44200 2028-03-25 0.05%
834017AA3 SOFI PRFSSNAL LN PRGRM 2015-B A-1 2.842% 04/25/2035 $154,612.96 Asset Backed Securities USD 2.84200 2035-04-25 0.04%
3137G0FF1 FHLMC STACR 2015-HQ2 3.742% 05/27/2025 $136,324.48 Mortgage USD 3.74200 2025-05-25 0.04%
41283LAK1 HARLEY DAVIDSON FINL SVCS INC FR 2.85% 01/15/2021 $130,677.98 Corporate (Investment Grade) USD 2.85000 2021-01-15 0.04%
04965KAJ9 ATRIUM HOTEL PORT TR 2018-ATRM B 3.10625% 06/15/2035 $100,271.11 Mortgage USD 3.10625 2021-06-15 0.03%
78442GPB6 SLM STUDENT LOAN TR 2005-3 2.02963% 10/25/2024 $58,566.89 Asset Backed Securities USD 2.02963 2024-10-25 0.02%
75973LAA6 RENEW 2017-1 3.67% 09/20/2052 $58,549.42 Asset Backed Securities USD 3.67000 2039-09-20 0.02%
30711XCZ5 FNMA CONN AVE SECS 2016-C04 3.242% 01/25/2029 $2,959.20 Mortgage USD 3.24200 2029-01-25 0.00%
30711XNS9 FNMA CONN AVE SECS 2017-C05 2.342% 01/25/2030 $804.00 Mortgage USD 2.34200 2020-07-25 0.00%
* Holdings are subject to change.