Top holdings Market Value Shares Weight %
DELOITTE LLP SR UNSEC E 5.79% 30/01/2040 888.988 K 900.000 K 0.011%
UNITED AIR 2020-1 A PTT 5.88% 15/04/2029 881.973 K 871.232 K 0.011%
DELOITTE LLP SR UNSEC F 5.97% 30/01/2045 879.514 K 900.000 K 0.011%
Barclays Bank PLC 876.261 K 1.000 0.011%
ASX Clear (Futures) 876.092 K 804.000 0.011%
DELTA AIR LINES 2020-AA 2% 10/12/2029 867.241 K 897.731 K 0.010%
GSAA Home Equity Trust 4.2% 25/03/2047 858.197 K 2.597 M 0.010%
GS Mortgage Securities Trust 4.87% 15/07/2035 850.036 K 1.298 M 0.010%
IndyMac INDX Mortgage Loan Trust 3.73% 25/09/2036 807.465 K 1.300 M 0.010%
Wells Fargo Mortgage Backed Securities Trust 5.85% 28/12/2037 788.189 K 870.308 K 0.009%
TURKISH AIRLN 15-1 A PTT 4.2% 15/09/2028 777.838 K 785.641 K 0.009%
PROJECT CASHMERE CLASS C 144A 6.16% 30/12/2057 759.869 K 1.100 M 0.009%
Residential Asset Mortgage Products, INC. 4.27% 25/03/2036 759.057 K 769.309 K 0.009%
UNITED AIR 2016-1 AA PTT 3.1% 07/01/2030 756.515 K 772.086 K 0.009%
MARS INC 5% 01/03/2032 755.495 K 750.000 K 0.009%
Wells Fargo Bank NA 755.279 K 1.000 0.009%
Ford Auto Securitization Trust 5.05% 15/07/2028 750.306 K 1.056 M 0.009%
LAD Auto Receivables Trust 6.24% 15/06/2028 746.785 K 746.106 K 0.009%
Dryden Leveraged Loan CDO 3.15% 15/04/2035 743.346 K 650.000 K 0.009%
LUCA RE LTD 10.8% 22/07/2031 727.965 K 700.000 K 0.009%
