Highland Fixed Income Fund

Fund Profile

Fund profile

Tickers

HFBAX, HFBCX, HFBYX

Fund manager

Highland Funds Ii

Total assets

$204.58 mm

Liabilities

$940.95 k

Net assets

$203.64 mm

Number of holdings

188.00

188 Holdings

As of Dec 2020

Security	$Holding	Balance	% of Fund	Category	Position	Country
LVS Las Vegas Sands Corp.	4.75 mm	4.41 mm principal	2.33	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	4.27 mm	4.25 mm principal	2.10	Debt	Long	USA
Qwest Corp PREFERRED STOCK	4.23 mm	166.43 k shares	2.08	Preferred equity	Long	USA
US TREASURY N/B 2.250000% 08/15/2046	4.00 mm	3.50 mm principal	1.96	Debt	Long	USA
LUV Southwest Airlines Co.	3.90 mm	3.10 mm principal	1.91	Debt	Long	USA
MAR Marriott International, Inc.	3.60 mm	3.25 mm principal	1.77	Debt	Long	USA
JPM JPMorgan Chase & Co.	3.37 mm	3.00 mm principal	1.65	Debt	Long	USA
OPP RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.	3.28 mm	229.11 k shares	1.61	Common equity	Long	USA
US TREASURY N/B 1.125000% 05/15/2040	3.23 mm	3.40 mm principal	1.59	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	2.99 mm	3.00 mm principal	1.47	Debt	Long	USA
OCSL Oaktree Specialty Lending Corporation	2.85 mm	2.75 mm principal	1.40	Debt	Long	USA
US TREASURY N/B 1.125000% 08/15/2040	2.84 mm	3.00 mm principal	1.40	Debt	Long	USA
FEDERAL REALTY INVESTMENT TRUST 3.500000% 06/01/2030	2.77 mm	2.50 mm principal	1.36	Debt	Long	USA
VEREIT OPERATING PARTNERSHIP LP 3.100000% 12/15/2029	2.70 mm	2.50 mm principal	1.33	Debt	Long	USA
FRESB 2018-SB52 MORTGAGE TRUST FRESB 2018-SB52 A10F	2.67 mm	2.49 mm principal	1.31	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-100 BA	2.66 mm	2.50 mm principal	1.31	Debt	Long	USA
PCI PIMCO Dynamic Credit & Mortgage Income Fund	2.49 mm	117.51 k shares	1.22	Common equity	Long	USA
BA The Boeing Company	2.31 mm	2.15 mm principal	1.13	Debt	Long	USA
TFC Truist Financial Corporation	2.29 mm	2.00 mm principal	1.12	Debt	Long	USA
BALL Ball Corporation	2.25 mm	2.25 mm principal	1.10	Debt	Long	USA
DSL DoubleLine Income Solutions Fund	2.20 mm	132.94 k shares	1.08	Common equity	Long	USA
WEC ENERGY GROUP INC VARIABLE RATE 05/15/2067	2.20 mm	2.56 mm principal	1.08	Debt	Long	USA
COR Cencora	2.18 mm	2.00 mm principal	1.07	Debt	Long	USA
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K735 AM	2.17 mm	2.00 mm principal	1.07	Debt	Long	USA
WBA Walgreens Boots Alliance, Inc.	2.12 mm	1.95 mm principal	1.04	Debt	Long	USA
ATHENE HOLDING LTD 3.500000% 01/15/2031	2.12 mm	2.00 mm principal	1.04	Debt	Long	USA
DUK Duke Energy Corporation	2.09 mm	1.93 mm principal	1.03	Debt	Long	USA
SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1	2.08 mm	1.91 mm principal	1.02	ABS-mortgage backed security	Long	USA
FRESB 2019-SB60 MORTGAGE TRUST FRESB 2019-SB60 A10F	2.06 mm	1.92 mm principal	1.01	ABS-mortgage backed security	Long	USA
FRESB 2018-SB53 MORTGAGE TRUST FRESB 2018-SB53 A10F	2.03 mm	1.84 mm principal	1.00	ABS-mortgage backed security	Long	USA
FRESB 2019-SB62 MORTGAGE TRUST FRESB 2019-SB62 A10F	2.00 mm	1.86 mm principal	0.98	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-8 AH	1.99 mm	1.89 mm principal	0.98	Debt	Long	USA
BAC Bank of America Corporation	1.98 mm	1.75 mm principal	0.97	Debt	Long	USA
BALL Ball Corporation	1.98 mm	1.75 mm principal	0.97	Debt	Long	USA
SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10A 1	1.98 mm	1.85 mm principal	0.97	ABS-mortgage backed security	Long	USA
EIX Edison International	1.95 mm	1.75 mm principal	0.96	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-69 AS	1.94 mm	1.84 mm principal	0.95	Debt	Long	USA
Qwest Corp PREFERRED STOCK	1.88 mm	72.92 k shares	0.92	Preferred equity	Long	USA
SBA SMALL BUSINESS INVESTMENT COS SBIC 2019-10A 1	1.87 mm	1.76 mm principal	0.92	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-2 AE	1.87 mm	1.76 mm principal	0.92	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-156 AD	1.86 mm	1.73 mm principal	0.91	Debt	Long	USA
TFC Truist Financial Corporation	1.82 mm	1.65 mm principal	0.89	Debt	Long	USA
BNSF FUNDING TRUST I 6.613000% 12/15/2055	1.78 mm	1.55 mm principal	0.87	Debt	Long	USA
DREYFUS TREASURY PRIME CASH MANAGEMENT/ CLASS A	1.76 mm	1.76 mm principal	0.86	Short-term investment vehicle	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-3 AH	1.72 mm	1.63 mm principal	0.84	Debt	Long	USA
FANNIE MAE-ACES FNA 2019-M12 A2	1.70 mm	1.50 mm principal	0.83	Debt	Long	USA
ABR Arbor Realty Trust, Inc.	1.64 mm	1.75 mm principal	0.80	Debt	Long	USA
CARR Carrier Global Corporation	1.61 mm	1.50 mm principal	0.79	Debt	Long	USA
LVS Las Vegas Sands Corp.	1.59 mm	1.50 mm principal	0.78	Debt	Long	USA
BA The Boeing Company	1.59 mm	1.50 mm principal	0.78	Debt	Long	USA
SCHW The Charles Schwab Corporation	1.56 mm	1.40 mm principal	0.77	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-70 AE	1.56 mm	1.47 mm principal	0.77	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-83 AK	1.54 mm	1.42 mm principal	0.75	Debt	Long	USA
SCE Trust III PREFERRED STOCK	1.50 mm	61.17 k shares	0.74	Preferred equity	Long	USA
ISD PGIM High Yield Bond Fund, Inc.	1.48 mm	98.90 k shares	0.73	Common equity	Long	USA
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20H 1	1.45 mm	1.30 mm principal	0.71	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-55 AH	1.44 mm	1.34 mm principal	0.71	Debt	Long	USA
LUV Southwest Airlines Co.	1.42 mm	1.39 mm principal	0.70	Debt	Long	USA
EVEREST REINSURANCE HOLDINGS INC VARIABLE RATE 05/15/2037	1.37 mm	1.50 mm principal	0.67	Debt	Long	USA
FRESB 2017-SB42 MORTGAGE TRUST FRESB 2017-SB42 A10F	1.31 mm	1.23 mm principal	0.64	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-106 AC	1.30 mm	1.24 mm principal	0.64	Debt	Long	USA
DBL DoubleLine Opportunistic Credit Fund	1.21 mm	61.51 k shares	0.59	Common equity	Long	USA
FANNIE MAE POOL FN AB9550	1.17 mm	1.07 mm principal	0.57	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	1.14 mm	53.75 k shares	0.56	Preferred equity	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-129 AG	1.11 mm	1.07 mm principal	0.55	Debt	Long	USA
SHW The Sherwin-Williams Company	1.11 mm	1.00 mm principal	0.54	Debt	Long	USA
VEREIT OPERATING PARTNERSHIP LP 3.400000% 01/15/2028	1.11 mm	1.00 mm principal	0.54	Debt	Long	USA
KIOR Kior Inc	1.11 mm	1.00 mm principal	0.54	Debt	Long	USA
ELV Elevance Health Inc.	1.10 mm	1.00 mm principal	0.54	Debt	Long	USA
US TREASURY N/B 2.000000% 02/15/2050	1.09 mm	1.00 mm principal	0.53	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-68 B	1.08 mm	1.00 mm principal	0.53	Debt	Long	USA
NNN National Retail Properties, Inc.	1.04 mm	900.00 k principal	0.51	Debt	Long	USA
SYY Sysco Corporation	1.04 mm	1.00 mm principal	0.51	Debt	Long	USA
CFG Citizens Financial Group, Inc.	1.04 mm	925.00 k principal	0.51	Debt	Long	USA
ENB Enbridge Inc.	1.04 mm	38.65 k shares	0.51	Preferred equity	Long	Canada
T-MOBILE USA INC 144A 3.300000% 02/15/2051	1.03 mm	1.00 mm principal	0.51	Debt	Long	USA
FANNIE MAE POOL FN AT2721	1.03 mm	950.66 k principal	0.50	Debt	Long	USA
GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2018-2 A1	1.01 mm	1.00 mm principal	0.49	ABS-mortgage backed security	Long	USA
VER VEREIT, Inc.	987.23 k	26.12 k shares	0.48	Common equity	Long	USA
PRS Prudential Financial, Inc. 5.62	960.38 k	895.00 k principal	0.47	Debt	Long	USA
KINDRED ND PUBLIC SCH DIST #2 KINDRED PUBLIC SCHOOL DISTRICT NO 2	948.72 k	750.00 k principal	0.47	Debt	Long	USA
FRESB 2019-SB63 MORTGAGE TRUST FRESB 2019-SB63 A10H	948.43 k	904.19 k principal	0.47	ABS-mortgage backed security	Long	USA
PAA Plains All American Pipeline, L.P.	937.25 k	1.15 mm principal	0.46	Debt	Long	USA
FANNIE MAE POOL FN AE3049	922.68 k	824.53 k principal	0.45	Debt	Long	USA
FANNIE MAE REMICS FNR 2016-104 QA	904.89 k	879.86 k principal	0.44	Debt	Long	USA
RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP 4.000000% 12/15/2024	891.18 k	850.00 k principal	0.44	Debt	Long	USA
GINNIE MAE II POOL G2 MA1012	858.70 k	785.89 k principal	0.42	Debt	Long	USA
NFLX Netflix, Inc.	847.00 k	750.00 k principal	0.42	Debt	Long	USA
SIMON PROPERTY GROUP LP 3.375000% 12/01/2027	822.37 k	735.00 k principal	0.40	Debt	Long	USA
NTC CAPITAL II VARIABLE RATE 04/15/2027	807.77 k	850.00 k principal	0.40	Debt	Long	USA
REGENCY CENTERS LP 2.950000% 09/15/2029	802.10 k	750.00 k principal	0.39	Debt	Long	USA
GE General Electric Company	791.78 k	850.00 k principal	0.39	Debt	Long	USA
BA The Boeing Company	791.77 k	750.00 k principal	0.39	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-46 A	789.61 k	747.62 k principal	0.39	Debt	Long	USA
WASHINGTON ST HGR EDU FACS AUT WASHINGTON HIGHER EDUCATION FACILITIES AUTHORITY	773.74 k	750.00 k principal	0.38	Debt	Long	USA
NEW YORK ST DORM AUTH REVENUES NEW YORK STATE DORMITORY AUTHORITY	767.08 k	720.00 k principal	0.38	Debt	Long	USA
CLARK CNTY KY SCH DIST FIN COR CLARK COUNTY SCHOOL DISTRICT FINANCE CORP	753.28 k	750.00 k principal	0.37	Debt	Long	USA
BELDING MI AREA SCHS BELDING AREA SCHOOLS	753.17 k	750.00 k principal	0.37	Debt	Long	USA
WBA Walgreens Boots Alliance, Inc.	748.06 k	650.00 k principal	0.37	Debt	Long	USA
WACHOVIA CAPITAL TRUST II VARIABLE RATE 01/15/2027	743.68 k	795.00 k principal	0.37	Debt	Long	USA
FREDDIE MAC GOLD POOL FG Q26366	733.56 k	664.07 k principal	0.36	Debt	Long	USA
FORD MOTOR CREDIT CO LLC VARIABLE RATE 08/03/2022	731.52 k	750.00 k principal	0.36	Debt	Long	USA
GENERAL ELECTRIC CO MTN VARIABLE RATE 05/13/2024	726.71 k	750.00 k principal	0.36	Debt	Long	USA
GINNIE MAE II POOL G2 4922	693.34 k	628.05 k principal	0.34	Debt	Long	USA
US TREASURY N/B 1.250000% 05/15/2050	680.57 k	750.00 k principal	0.33	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	679.26 k	32.86 k shares	0.33	Preferred equity	Long	USA
COMSTOCK PARK MI PUBLIC SCHS COMSTOCK PARK PUBLIC SCHOOLS	645.59 k	635.00 k principal	0.32	Debt	Long	USA
STT State Street Corporation	645.12 k	750.00 k principal	0.32	Debt	Long	USA
BA The Boeing Company	641.65 k	625.00 k principal	0.32	Debt	Long	USA
FANNIE MAE POOL FN AB7964	633.45 k	570.57 k principal	0.31	Debt	Long	USA
BAC Bank of America Corporation	584.06 k	500.00 k principal	0.29	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-24 A	560.98 k	546.93 k principal	0.28	Debt	Long	USA
FANNIE MAE POOL FN AB6858	554.56 k	509.97 k principal	0.27	Debt	Long	USA
UBS AG 5.125000% 05/15/2024	552.38 k	500.00 k principal	0.27	Debt	Long	Switzerland
VEREIT OPERATING PARTNERSHIP LP 4.600000% 02/06/2024	550.41 k	500.00 k principal	0.27	Debt	Long	USA
MRCC Monroe Capital Corporation	543.06 k	21.55 k shares	0.27	Preferred equity	Long	USA
SCHW The Charles Schwab Corporation	534.67 k	505.00 k principal	0.26	Debt	Long	USA
MARYLAND ST ECON DEV CORP ECON MARYLAND ECONOMIC DEVELOPMENT CORP	530.91 k	500.00 k principal	0.26	Debt	Long	USA
OPP RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.	524.58 k	21.00 k shares	0.26	Preferred equity	Long	USA
RILY B. Riley Financial, Inc.	516.20 k	20.00 k shares	0.25	Preferred equity	Long	USA
FEDERAL REALTY INVESTMENT TRUST 3.200000% 06/15/2029	516.02 k	475.00 k principal	0.25	Debt	Long	USA
T-MOBILE USA INC 144A 2.250000% 11/15/2031	514.11 k	500.00 k principal	0.25	Debt	Long	USA
FORD MOTOR CREDIT CO LLC 5.875000% 08/02/2021	512.38 k	500.00 k principal	0.25	Debt	Long	USA
FANNIE MAE POOL FN AS2009	510.02 k	463.54 k principal	0.25	Debt	Long	USA
STANTON CA REDEV AGY STANTON REDEVELOPMENT AGENCY SUCCESSOR AGENCY	505.14 k	470.00 k principal	0.25	Debt	Long	USA
GOLDMAN SACHS GROUP INC/THE MATURITY: PERPETUAL	500.24 k	500.00 k principal	0.25	Debt	Long	USA
SO The Southern Company	499.80 k	18.24 k shares	0.25	Preferred equity	Long	USA
IBTX Independent Bank Group, Inc.	496.29 k	500.00 k principal	0.24	Debt	Long	USA
BPYPM Brookfield Property Preferred L.P.	482.25 k	20.60 k shares	0.24	Preferred equity	Long	USA
FANNIE MAE POOL FN AR6834	477.86 k	448.10 k principal	0.23	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-123 AH	448.70 k	428.83 k principal	0.22	Debt	Long	USA
T AT&T Inc.	427.29 k	336.00 k principal	0.21	Debt	Long	USA
SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT FINANCIN	427.17 k	300.00 k principal	0.21	Debt	Long	USA
PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY	426.59 k	320.00 k principal	0.21	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-3 AG	417.49 k	397.72 k principal	0.21	Debt	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2016-1A A	412.36 k	410.00 k principal	0.20	ABS-mortgage backed security	Long	USA
MO Altria Group, Inc.	411.68 k	358.00 k principal	0.20	Debt	Long	USA
NNN National Retail Properties, Inc.	370.23 k	328.00 k principal	0.18	Debt	Long	USA
GMAC Capital Trust I PREFERRED STOCK	351.79 k	13.01 k shares	0.17	Preferred equity	Long	USA
FANNIE MAE POOL FN AS1770	344.73 k	314.55 k principal	0.17	Debt	Long	USA
Energy Transfer LP	316.94 k	259.00 k principal	0.16	Debt	Long	USA
RILY B. Riley Financial, Inc.	313.82 k	12.49 k shares	0.15	Preferred equity	Long	USA
ET+E Energy Transfer Operating, L.P.	311.19 k	13.80 k shares	0.15	Preferred equity	Long	USA
SCE Trust VI PREFERRED STOCK	298.08 k	12.35 k shares	0.15	Preferred equity	Long	USA
WFRBS COMMERCIAL MORTGAGE TRUST 2014-LC14 WFRBS 2014-LC14 AS	287.42 k	263.00 k principal	0.14	ABS-mortgage backed security	Long	USA
PEOPLE'S UNITED BANK NA 4.000000% 07/15/2024	269.74 k	250.00 k principal	0.13	Debt	Long	USA
BP CAPITAL MARKETS PLC 4.875000% MATURITY: PERPETUAL	251.60 k	225.00 k principal	0.12	Debt	Long	UK
BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / B 5.750000% 05/15/2026	246.72 k	250.00 k principal	0.12	Debt	Long	USA
JPM JPMorgan Chase & Co.	245.05 k	245.00 k principal	0.12	Debt	Long	USA
Oaktree Strategic Income Corp	233.30 k	30.10 k shares	0.11	Common equity	Long	USA
VEREIT OPERATING PARTNERSHIP LP 4.625000% 11/01/2025	230.35 k	200.00 k principal	0.11	Debt	Long	USA
SCE Trust V PREFERRED STOCK	224.90 k	8.79 k shares	0.11	Preferred equity	Long	USA
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2013-C10 AS	224.14 k	210.00 k principal	0.11	ABS-mortgage backed security	Long	USA
PECO Phillips Edison & Company, Inc.	205.51 k	23.22 k shares	0.10	Common equity	Long	USA
CALIFORNIA ST STATE OF CALIFORNIA	199.97 k	200.00 k principal	0.10	Debt	Long	USA
TWX Warner Media, LLC	197.42 k	168.00 k principal	0.10	Debt	Long	USA
ENDO FINANCE LLC / ENDO FINCO INC 144A 5.375000% 01/15/2023	185.81 k	187.00 k principal	0.09	Debt	Long	USA
FANNIE MAE POOL FN AI4818	176.01 k	151.36 k principal	0.09	Debt	Long	USA
FANNIE MAE POOL FN AL0065	175.21 k	156.13 k principal	0.09	Debt	Long	USA
FANNIE MAE POOL FN AH3401	174.12 k	155.14 k principal	0.09	Debt	Long	USA
Athene Holding Ltd PREFERRED STOCK	165.66 k	5.93 k shares	0.08	Preferred equity	Long	USA
GINNIE MAE II POOL G2 MA0935	165.01 k	148.91 k principal	0.08	Debt	Long	USA
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C1 JPMBB 2013-C17 C	157.14 k	153.00 k principal	0.08	ABS-mortgage backed security	Long	USA
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C19 WFRBS 2014-C19 B	152.35 k	140.00 k principal	0.07	ABS-mortgage backed security	Long	USA
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2013-C10 C	146.08 k	191.00 k principal	0.07	ABS-mortgage backed security	Long	USA
FREDDIE MAC GOLD POOL FG Q01533	133.80 k	115.00 k principal	0.07	Debt	Long	USA
FANNIE MAE POOL FN AE7731	132.62 k	118.57 k principal	0.07	Debt	Long	USA
COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 AM	131.55 k	120.00 k principal	0.06	ABS-mortgage backed security	Long	USA
WFRBS COMMERCIAL MORTGAGE TRUST 2013-C17 WFRBS 2013-C17 AS	124.29 k	115.00 k principal	0.06	ABS-mortgage backed security	Long	USA
TOYOTA AUTO RECEIVABLES 2017-D OWNER TRUST TAOT 2017-D A3	118.94 k	118.71 k principal	0.06	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN AH7284	117.14 k	106.25 k principal	0.06	Debt	Long	USA
GS MORTGAGE SECURITIES TRUST 2014-GC20 GSMS 2014-GC20 AS	114.49 k	105.00 k principal	0.06	ABS-mortgage backed security	Long	USA
VEREIT OPERATING PARTNERSHIP LP 3.950000% 08/15/2027	113.51 k	100.00 k principal	0.06	Debt	Long	USA
COMM 2013-LC13 MORTGAGE TRUST COMM 2013-LC13 AM	108.63 k	100.00 k principal	0.05	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL I TRUST 2012-C4 MSC 2012-C4 B	101.02 k	100.00 k principal	0.05	ABS-mortgage backed security	Long	USA
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C1 JPMBB 2014-C18 C	98.49 k	100.00 k principal	0.05	ABS-mortgage backed security	Long	USA
GENWORTH HOLDINGS INC 4.800000% 02/15/2024	93.59 k	103.00 k principal	0.05	Debt	Long	USA
OXY Occidental Petroleum Corporation	89.33 k	90.00 k principal	0.04	Debt	Long	USA
FANNIE MAE POOL FN AH3394	88.18 k	80.40 k principal	0.04	Debt	Long	USA
PPWLM PacifiCorp	62.83 k	42.00 k principal	0.03	Debt	Long	USA
CVS CVS Health Corporation	59.99 k	51.61 k principal	0.03	Debt	Long	USA
FANNIE MAE POOL FN AC5400	58.58 k	52.34 k principal	0.03	Debt	Long	USA
FANNIE MAE REMICS FNR 2010-16 PA	54.11 k	49.91 k principal	0.03	Debt	Long	USA
UNTC Unit Corporation	19.31 k	150.00 k principal	0.01	Debt	Long	USA
MET MetLife, Inc.	16.96 k	17.00 k principal	0.01	Debt	Long	USA
SOUTHERN CALIFORNIA EDISON CO 3.900000% 12/01/2041	16.19 k	15.00 k principal	0.01	Debt	Long	USA
CMCT Creative Media & Community Trust Corporation	10.51 k	738.00 shares	0.01	Common equity	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-2 AG	0.02	0.02 principal	0.00	Debt	Long	USA