0001752724-20-083448.txt : 20200429
0001752724-20-083448.hdr.sgml : 20200429
20200429101209
ACCESSION NUMBER: 0001752724-20-083448
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200429
PERIOD START: 20200229
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMORGAN TRUST IV
CENTRAL INDEX KEY: 0001659326
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23117
FILM NUMBER: 20827962
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JPMorgan Trust IV
DATE OF NAME CHANGE: 20151124
0001659326
S000057630
JPMorgan Core Focus SMA Fund
C000184046
SMA
JCKUX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001659326
XXXXXXXX
S000057630
C000184046
JPMorgan Trust IV
811-23117
0001659326
549300OTMPZX852VDL37
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Core Focus SMA Fund
S000057630
5493007ZSFMMK32CNG76
2020-02-29
2020-02-29
N
28536760.07
55348.63
28481411.44
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3748.17000000
USD
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2018-1, Class B
80285TAE4
37822.69000000
PA
USD
37851.40000000
0.132898610308
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
2.63000000
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
N/A
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
2581634.75000000
NS
USD
2582925.57000000
9.068811689481
Long
STIV
RF
US
N
1
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAZ8
15000.00000000
PA
USD
15750.98000000
0.055302666559
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAJ9
25000.00000000
PA
USD
30891.02000000
0.108460284930
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251VAR3
5000.00000000
PA
USD
5688.40000000
0.019972324798
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.70000000
N
N
N
N
N
N
Noble Energy, Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AJ4
30000.00000000
PA
USD
30775.33000000
0.108054090173
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
5.05000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AW9
20000.00000000
PA
USD
20000.00000000
0.070221239007
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
2.40000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AL4
15000.00000000
PA
USD
16911.52000000
0.059377394395
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L6S66
67780.39000000
PA
USD
74098.25000000
0.260163546164
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
3.24000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
25272KAD5
25000.00000000
PA
USD
25751.41000000
0.090414795819
Long
DBT
CORP
US
Y
2
2021-06-15
Fixed
4.42000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-3, Class A
02529NAA5
67001.83000000
PA
USD
67219.42000000
0.236011547888
Long
ABS-O
CORP
US
Y
2
2022-12-12
Fixed
2.44000000
N
N
N
N
N
N
HSBC Finance Corp.
213800NQZ5NL1KSD7V45
HSBC Finance Corp.
40429CGD8
30000.00000000
PA
USD
31181.63000000
0.109480634643
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
6.67600000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JX8
70000.00000000
PA
USD
74263.66000000
0.260744310921
Long
DBT
CORP
AU
Y
2
2023-03-16
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-115, Class UC
3136A1U86
70000.00000000
PA
USD
86479.17000000
0.303633723287
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
4.00000000
N
N
N
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945CAG8
10000.00000000
PA
USD
10575.31000000
0.037130568554
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CH8
25000.00000000
PA
USD
26342.01000000
0.092488429007
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BZ1
15000.00000000
PA
USD
17437.63000000
0.061224599197
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
50000.00000000
PA
USD
53629.61000000
0.188296883084
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance, Inc.
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc.
035242AN6
10000.00000000
PA
USD
12255.39000000
0.043029433516
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UBQ1
20000.00000000
PA
USD
22512.44000000
0.079042571494
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.05000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
65000.00000000
PA
USD
75874.80000000
0.266401123272
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
20000.00000000
PA
USD
20744.79000000
0.072836242837
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAM1
15000.00000000
PA
USD
17533.64000000
0.061561696255
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-123, Class KU
31398N2Z6
123589.37000000
PA
USD
147929.37000000
0.519389182350
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Fixed
4.50000000
N
N
N
N
N
N
Indiana Michigan Power Co.
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co., Series K
454889AQ9
15000.00000000
PA
USD
19234.53000000
0.067533626416
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.55000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661CX3
10000.00000000
PA
USD
12291.92000000
0.043157692609
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.65000000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017CX5
40000.00000000
PA
USD
53713.67000000
0.188592022952
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.62500000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2013-C13, Class A3
92937UAC2
26290.84000000
PA
USD
27248.97000000
0.095672821753
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
2.74900000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AU8
45000.00000000
PA
USD
49302.70000000
0.173104834020
Long
DBT
CORP
JP
N
2
2025-03-02
Fixed
3.77700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-58, Class PA
38375DL55
190160.44000000
PA
USD
210100.40000000
0.737675520198
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
4.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AT1
45000.00000000
PA
USD
47329.61000000
0.166177192797
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
3.45500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2018-2A, Class B
30167BAB7
25711.79000000
PA
USD
25750.27000000
0.090410793208
Long
ABS-O
CORP
US
Y
2
2022-05-16
Fixed
3.27000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-55, Class BZ
31397UGC7
169714.56000000
PA
USD
187916.82000000
0.659787596537
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Fixed
3.50000000
N
N
N
N
N
N
Tidewater Auto Receivables Trust
549300045J2AQZL8DT48
Tidewater Auto Receivables Trust, Series 2018-AA, Class C
88642MAD2
250000.00000000
PA
USD
255495.25000000
0.897059650776
Long
ABS-O
CORP
US
Y
2
2024-11-15
Fixed
3.84000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VAY3
20000.00000000
PA
USD
23156.63000000
0.081304362491
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust, Series 2018-A, Class D
80285DAH2
200000.00000000
PA
USD
202673.68000000
0.711599846190
Long
ABS-O
CORP
US
Y
2
2022-12-20
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-17, Class H
31393XZV2
103991.72000000
PA
USD
121811.77000000
0.427688670755
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-25, Class AD
38373W7G7
116529.26000000
PA
USD
127451.42000000
0.447489831283
Long
ABS-MBS
USGA
US
N
2
2038-03-20
Fixed
4.50000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DC8
25000.00000000
PA
USD
28522.94000000
0.100145809346
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.87500000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
42217KBF2
25000.00000000
PA
USD
27557.54000000
0.096756230139
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS2, Class A4
12591UAE3
15000.00000000
PA
USD
16066.43000000
0.056410231051
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.69100000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAS6
30000.00000000
PA
USD
30543.75000000
0.107240998446
Long
DBT
CORP
US
Y
2
2021-03-12
Fixed
3.45000000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAA9
10000.00000000
PA
USD
10645.34000000
0.037376448222
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3258, Class XX
31397CXV6
53000.00000000
PA
USD
61765.30000000
0.216861794683
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Fixed
5.50000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XBE3
25000.00000000
PA
USD
25701.35000000
0.090239032058
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.50000000
N
N
N
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350BK0
20000.00000000
PA
USD
25832.39000000
0.090699121616
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.35000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBC6
35000.00000000
PA
USD
41972.07000000
0.147366537955
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAT2
25000.00000000
PA
USD
27739.78000000
0.097396086069
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
Goodgreen
549300X0P2BXCQULUH20
Goodgreen, Series 2018-1A, Class A
38218GAA0
138255.58000000
PA
USD
148438.92000000
0.521178243966
Long
ABS-O
CORP
KY
Y
2
2053-10-15
Variable
3.93000100
N
Y
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2020-FP1, Class A
35634TAA4
115000.00000000
PA
USD
115404.48000000
0.405192278630
Long
ABS-O
CORP
US
Y
2
2027-03-18
Fixed
2.52000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122BT4
10000.00000000
PA
USD
13010.43000000
0.045680425731
Long
DBT
CORP
US
Y
2
2044-05-15
Fixed
4.62500000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CL9
10000.00000000
PA
USD
12568.43000000
0.044128536348
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044CT6
20000.00000000
PA
USD
25071.35000000
0.088027063029
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
5.15000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBF2
25000.00000000
PA
USD
25590.48000000
0.089849760619
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
4.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-136, Class CY
31398STJ2
290000.00000000
PA
USD
336370.68000000
1.181018295770
Long
ABS-MBS
USGSE
US
N
2
2040-12-25
Fixed
4.00000000
N
N
N
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385AE1
15000.00000000
PA
USD
20098.46000000
0.070566938167
Long
DBT
CORP
CA
N
2
2033-06-30
Fixed
6.45000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGE4
30000.00000000
PA
USD
36503.34000000
0.128165488135
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AK0
50000.00000000
PA
USD
50479.76000000
0.177237564600
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
2.30000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS3, Class A3
12591YBB0
23871.14000000
PA
USD
25537.78000000
0.089664727655
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Fixed
3.54600000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
17000.00000000
PA
USD
19174.71000000
0.067323594690
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBH2
20000.00000000
PA
USD
21479.77000000
0.075416803149
Long
DBT
CORP
GB
N
2
2024-01-16
Fixed
3.75000000
N
N
N
N
N
N
Marlette Funding Trust
549300FK0U6W6777SM18
Marlette Funding Trust, Series 2019-1A, Class A
57109XAA5
152772.78000000
PA
USD
154615.83000000
0.542865757638
Long
ABS-O
CORP
US
Y
2
2029-04-16
Fixed
3.44000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CV0
30000.00000000
PA
USD
31706.57000000
0.111323731503
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
3.70000000
N
N
N
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945CAF0
10000.00000000
PA
USD
10398.14000000
0.036508513708
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.25000000
N
N
N
N
N
N
International Lease Finance Corp.
N/A
International Lease Finance Corp.
459745GQ2
35000.00000000
PA
USD
36046.51000000
0.126561529704
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
4.62500000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-2A, Class A
36257NAA1
51684.61000000
PA
USD
52109.33000000
0.182959085822
Long
ABS-O
CORP
US
Y
2
2023-04-17
Fixed
3.06000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CK1
15000.00000000
PA
USD
17571.77000000
0.061695573047
Long
DBT
CORP
US
Y
2
2047-08-15
Fixed
4.60000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2017-2, Class B
33844HAC7
64104.31000000
PA
USD
64234.57000000
0.225531554625
Long
ABS-O
CORP
US
Y
2
2023-04-15
Fixed
2.57000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L5FA3
132568.83000000
PA
USD
147668.92000000
0.518474726265
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.76500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284A5
265000.00000000
PA
USD
278581.25000000
0.978116026963
Long
DBT
UST
US
N
2
2023-02-28
Fixed
2.62500000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2015-B, Class C
126189AC3
89673.33000000
PA
USD
90188.57000000
0.316657656485
Long
ABS-O
CORP
US
Y
2
2021-05-17
Fixed
4.20000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBL3
11000.00000000
PA
USD
13480.05000000
0.047329290644
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5.00000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2018-1A, Class A2
32059RAC7
45000.00000000
PA
USD
45177.37000000
0.158620544825
Long
ABS-O
CORP
US
Y
2
2023-01-17
Fixed
3.22000000
N
N
N
N
N
N
Markel Corp.
549300SCNO12JLWIK605
Markel Corp.
570535AR5
20000.00000000
PA
USD
21818.76000000
0.076607018040
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series M
94974BFJ4
70000.00000000
PA
USD
73392.66000000
0.257686175962
Long
DBT
CORP
US
N
2
2023-02-13
Fixed
3.45000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust, Series 2018-3A, Class A
36255XAA1
35415.37000000
PA
USD
35594.06000000
0.124972949725
Long
ABS-O
CORP
US
Y
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-3A, Class A
36258AAA8
102239.19000000
PA
USD
102986.28000000
0.361591209118
Long
ABS-O
CORP
US
Y
2
2023-07-17
Fixed
2.58000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AF2
5000.00000000
PA
USD
5745.71000000
0.020173543758
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.12500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class A3
17322VAS5
12593.26000000
PA
USD
13469.88000000
0.047293583144
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Fixed
3.35600000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BE8
6000.00000000
PA
USD
6325.92000000
0.022210697013
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-60, Class ZB
31396WSF4
258916.16000000
PA
USD
293335.62000000
1.029919534072
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2015-61, Class PV
3136APK76
21591.60000000
PA
USD
23454.27000000
0.082349394970
Long
ABS-MBS
USGSE
US
N
2
2044-05-25
Fixed
3.50000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
40414LAQ2
50000.00000000
PA
USD
53941.15000000
0.189390719324
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3249, Class CB
31397EDF9
43401.26000000
PA
USD
47959.23000000
0.168387827622
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Fixed
4.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967EW7
30000.00000000
PA
USD
52046.53000000
0.182738591132
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust, Series 2016-1A, Class A
68268GAA6
5280.83000000
PA
USD
5288.13000000
0.018566952031
Long
ABS-O
CORP
US
Y
2
2029-02-20
Fixed
3.66000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
25000.00000000
PA
USD
27521.90000000
0.096631095892
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAF9
15000.00000000
PA
USD
20238.87000000
0.071059926375
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2018-1A, Class D
23342WAG3
88000.00000000
PA
USD
89740.68000000
0.315085086948
Long
ABS-O
CORP
US
Y
2
2023-12-15
Fixed
3.81000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2018-B, Class A
88161NAA7
45453.30000000
PA
USD
46189.02000000
0.162172510647
Long
ABS-O
CORP
US
Y
2
2021-08-20
Fixed
3.71000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-17, Class YM
3136ACJP7
98451.58000000
PA
USD
109682.65000000
0.385102579031
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
4.00000000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
42217KAX4
10000.00000000
PA
USD
14824.60000000
0.052050088989
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
6.50000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BG7
20000.00000000
PA
USD
21114.43000000
0.074134071776
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-141, Class AL
31398SXH1
188707.67000000
PA
USD
208301.96000000
0.731361085944
Long
ABS-MBS
USGSE
US
N
2
2040-12-25
Fixed
4.00000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2019-2, Class B
21872GAG0
250000.00000000
PA
USD
269277.98000000
0.945451669652
Long
ABS-O
CORP
US
Y
3
2052-06-15
Fixed
3.42400000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAJ4
15000.00000000
PA
USD
17380.97000000
0.061025662427
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.50000000
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216BG5
25000.00000000
PA
USD
27419.45000000
0.096271387595
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCK8
55000.00000000
PA
USD
73186.34000000
0.256961773661
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86200000
N
N
N
N
N
N
Energy Transfer Partners LP
N/A
Energy Transfer Partners LP
75886AAL2
15000.00000000
PA
USD
16014.44000000
0.056227690940
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.87500000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAD2
5000.00000000
PA
USD
6355.45000000
0.022314378672
Long
DBT
CORP
US
N
2
2048-05-25
Fixed
5.08500000
N
N
N
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2018-1A, Class B
96033WAB4
138824.03000000
PA
USD
141213.62000000
0.495809768056
Long
ABS-O
CORP
US
Y
3
2031-12-20
Fixed
3.58000000
N
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BG6
30000.00000000
PA
USD
34961.67000000
0.122752589258
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844BR8
10000.00000000
PA
USD
12856.04000000
0.045138352876
Long
DBT
CORP
US
N
2
2046-01-15
Fixed
4.65000000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AH4
30000.00000000
PA
USD
33306.95000000
0.116942764828
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3237, Class CE
31397CDR7
50000.00000000
PA
USD
63186.43000000
0.221851470153
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Fixed
5.50000000
N
N
N
N
N
N
20 Times Square Trust
N/A
20 Times Square Trust, Series 2018-20TS, Class D
90137LAG5
100000.00000000
PA
USD
101927.43000000
0.357873521172
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.09989900
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L7EA0
86667.15000000
PA
USD
99300.09000000
0.348648767667
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
3.58000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAR1
25000.00000000
PA
USD
27345.13000000
0.096010445471
Long
DBT
CORP
JP
N
2
2027-07-12
Fixed
3.36400000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHA0
15000.00000000
PA
USD
18138.78000000
0.063686380284
Long
DBT
CORP
US
N
2
2049-01-23
Variable
3.94600000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CW3
20000.00000000
PA
USD
20270.33000000
0.071170384384
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVM3
50000.00000000
PA
USD
54352.01000000
0.190833274237
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-146, Class LX
3136A3KN0
200000.00000000
PA
USD
213934.68000000
0.751137914813
Long
ABS-MBS
USGSE
US
N
2
2040-10-25
Fixed
3.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
13000.00000000
PA
USD
13370.50000000
0.046944653807
Long
DBT
NUSS
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2017-3, Class C
80284YAF1
33223.38000000
PA
USD
33358.05000000
0.117122180093
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
2.76000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-32, Class PA
3136ASUD6
148235.23000000
PA
USD
158676.24000000
0.557122108692
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Fixed
3.00000000
N
N
N
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089AB6
20000.00000000
PA
USD
22126.17000000
0.077686353594
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.65000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
35000.00000000
PA
USD
37508.93000000
0.131696176922
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NAX9
30000.00000000
PA
USD
44516.12000000
0.156298855110
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.40000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HT1
41000.00000000
PA
USD
44246.51000000
0.155352237697
Long
DBT
CORP
US
N
2
2024-06-16
Fixed
3.75000000
N
N
N
N
N
N
Mead Johnson Nutrition Co.
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co.
582839AG1
20000.00000000
PA
USD
25571.49000000
0.089783085553
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.60000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAS8
15000.00000000
PA
USD
17689.52000000
0.062109000592
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust, Series 2018-3A, Class B
36255XAB9
125000.00000000
PA
USD
127668.01000000
0.448250292191
Long
ABS-O
CORP
US
Y
2
2023-08-15
Fixed
3.78000000
N
N
N
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350BF1
15000.00000000
PA
USD
16363.21000000
0.057452244017
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAF9
10000.00000000
PA
USD
10734.90000000
0.037690898931
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-87, Class PJ
31398TZJ3
30889.38000000
PA
USD
32037.19000000
0.112484558805
Long
ABS-MBS
USGSE
US
N
2
2040-06-25
Fixed
3.50000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AZ6
15000.00000000
PA
USD
15390.88000000
0.054038333150
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
4.45000000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
716442AH1
20000.00000000
PA
USD
26305.08000000
0.092358765489
Long
DBT
CORP
CA
N
2
2033-07-15
Fixed
5.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-59, Class EB
31398RNJ0
300000.00000000
PA
USD
399333.33000000
1.402084060480
Long
ABS-MBS
USGSE
US
N
2
2040-06-25
Fixed
5.00000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAS4
25000.00000000
PA
USD
26041.32000000
0.091432687789
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BW8
10000.00000000
PA
USD
11044.71000000
0.038778661033
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Cleveland Electric Illuminating Co. (The)
N/A
Cleveland Electric Illuminating Co. (The)
186108CE4
20000.00000000
PA
USD
27280.07000000
0.095782015780
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BF9
23000.00000000
PA
USD
24575.65000000
0.086286629620
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.12500000
N
N
N
N
N
N
Vericrest Opportunity Loan Trust
N/A
Vericrest Opportunity Loan Trust, Series 2020-NPL2, Class A1A
91834UAA2
150000.00000000
PA
USD
150941.40000000
0.529964606276
Long
ABS-O
CORP
US
Y
3
2050-02-25
Variable
2.98140100
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BG4
15000.00000000
PA
USD
15570.49000000
0.054668954987
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BT5
10000.00000000
PA
USD
10267.51000000
0.036049863686
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89400000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class A4
46639YAP2
13593.02000000
PA
USD
14058.82000000
0.049361387969
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
2.69420000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2018-2, Class B
12326RAB8
146632.51000000
PA
USD
150968.55000000
0.530059931608
Long
ABS-O
CORP
US
Y
2
2033-06-15
Fixed
5.43700000
N
N
N
N
N
N
JPMCC Re-REMIC Trust
N/A
JPMCC Re-REMIC Trust, Series 2014-FRR1, Class BK10
46642KAC6
180000.00000000
PA
USD
178842.28000000
0.627926324426
Long
ABS-MBS
CORP
US
Y
3
2049-11-27
Variable
2.44171800
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAG5
30000.00000000
PA
USD
32699.03000000
0.114808320047
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Exelon Generation Co. LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co. LLC
30161MAJ2
45000.00000000
PA
USD
53319.65000000
0.187208594322
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.75000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
10000.00000000
PA
USD
9200.00000000
0.032301769943
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAJ0
30000.00000000
PA
USD
36790.72000000
0.129174497118
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.40000000
N
N
N
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2018-1A, Class A
96033WAA6
138824.03000000
PA
USD
141229.98000000
0.495867209030
Long
ABS-O
CORP
US
Y
2
2031-12-20
Fixed
3.38000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-120, Class PA
3136A9N61
86840.24000000
PA
USD
93733.86000000
0.329105389307
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Fixed
3.50000000
N
N
N
N
N
N
Broadcom Corp.
N/A
Broadcom Corp.
11134LAM1
20000.00000000
PA
USD
20363.08000000
0.071496035380
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-43, Class EM
31398RAT2
20600.00000000
PA
USD
26825.30000000
0.094185290137
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Fixed
5.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAU4
15000.00000000
PA
USD
16693.51000000
0.058611947779
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BJ0
20000.00000000
PA
USD
22706.82000000
0.079725051716
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2016-3, Class C
02529UAE1
28883.84000000
PA
USD
28950.77000000
0.101647946981
Long
ABS-O
CORP
US
Y
2
2022-08-12
Fixed
4.26000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3
17322AAC6
8323.12000000
PA
USD
8947.08000000
0.031413752154
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.75300000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2018-B, Class B
12595PAB6
83703.69000000
PA
USD
84016.37000000
0.294986679915
Long
ABS-O
CORP
US
Y
2
2022-07-15
Fixed
3.23000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YS3
70000.00000000
PA
USD
73910.16000000
0.259503150522
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Prosper Marketplace Issuance Trust
54930091UL0OQ4F85R54
Prosper Marketplace Issuance Trust, Series 2018-2A, Class A
74360PAA1
14264.12000000
PA
USD
14292.36000000
0.050181361377
Long
ABS-O
CORP
US
Y
2
2024-10-15
Fixed
3.35000000
N
N
N
N
N
N
American Financial Group, Inc.
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932AK0
20000.00000000
PA
USD
21773.38000000
0.076447686049
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.50000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAQ2
50000.00000000
PA
USD
53936.31000000
0.189373725784
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BF6
15000.00000000
PA
USD
15825.23000000
0.055563362908
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFF6
35000.00000000
PA
USD
39008.07000000
0.136959750334
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
686330AJ0
30000.00000000
PA
USD
33003.90000000
0.115878737504
Long
DBT
CORP
JP
N
2
2027-07-18
Fixed
3.70000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2019-1, Class A
12326QAA2
115569.17000000
PA
USD
118932.64000000
0.417579866961
Long
ABS-O
CORP
US
Y
2
2034-07-15
Fixed
4.21200000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
74432QCC7
30000.00000000
PA
USD
33881.63000000
0.118960501909
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
3.87800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-133, Class GP
31398N6F6
250000.00000000
PA
USD
292310.50000000
1.026320274245
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Fixed
4.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2017-4, Class C
33843RAE2
400000.00000000
PA
USD
406978.96000000
1.428928341059
Long
ABS-O
CORP
US
Y
2
2023-11-15
Fixed
2.92000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2013-GC11, Class A3
17320DAE8
23593.30000000
PA
USD
24406.88000000
0.085694067695
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
2.81500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS4, Class A3
94989XBB0
130000.00000000
PA
USD
141551.76000000
0.496996998544
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.45200000
N
N
N
N
N
N
VEREIT Operating Partnership LP
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAA7
10000.00000000
PA
USD
11415.24000000
0.040079614818
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.87500000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAM5
10000.00000000
PA
USD
10047.19000000
0.035276306517
Long
DBT
CORP
ES
N
2
2020-04-27
Fixed
5.13400000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214CX9
65000.00000000
PA
USD
68529.82000000
0.240612443468
Long
DBT
CORP
AU
N
2
2026-05-13
Fixed
2.85000000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BC8
25000.00000000
PA
USD
22153.67000000
0.077782907798
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.25000000
N
N
N
N
N
N
Vericrest Opportunity Loan Trust
N/A
Vericrest Opportunity Loan Trust, Series 2019-NPL4, Class A1A
92872NAA9
119880.58000000
PA
USD
119905.78000000
0.420996621788
Long
ABS-O
CORP
US
Y
3
2049-08-25
Variable
3.35149900
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BJ4
25000.00000000
PA
USD
27851.04000000
0.097786726822
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.45000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBK5
25000.00000000
PA
USD
28757.27000000
0.100968556493
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-16, Class CA
38374KWQ2
29000.00000000
PA
USD
33196.25000000
0.116554090270
Long
ABS-MBS
USGA
US
N
2
2035-02-20
Fixed
5.00000000
N
N
N
N
N
N
Fortis, Inc.
549300MQYQ9Y065XPR71
Fortis, Inc.
349553AM9
19000.00000000
PA
USD
20160.53000000
0.070784869782
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAH7
20000.00000000
PA
USD
22797.63000000
0.080043891251
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2488, Class GM
31392TL96
31737.76000000
PA
USD
35346.65000000
0.124104277888
Long
ABS-MBS
USGSE
US
N
2
2032-08-15
Fixed
6.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFH7
60000.00000000
PA
USD
65865.88000000
0.231259185096
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBD0
15000.00000000
PA
USD
18459.36000000
0.064811956524
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2017-6, Class A1
89175JAA8
71474.26000000
PA
USD
73269.75000000
0.257254631338
Long
ABS-O
CORP
US
Y
3
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAF0
25000.00000000
PA
USD
26841.58000000
0.094242450225
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AN2
25000.00000000
PA
USD
34799.93000000
0.122184710098
Long
DBT
CORP
NL
N
2
2040-03-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-69, Class ME
38377GEW5
66471.47000000
PA
USD
67703.03000000
0.237709532558
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
3.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CX6
41000.00000000
PA
USD
45881.18000000
0.161091665336
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-36, Class CB
31393X5K9
28000.00000000
PA
USD
31915.49000000
0.112057262566
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Fixed
5.00000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAB0
5000.00000000
PA
USD
5584.86000000
0.019608789444
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAV0
35000.00000000
PA
USD
35930.53000000
0.126154316739
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-31, Class MZ
31393YAW5
29259.24000000
PA
USD
36444.15000000
0.127957668378
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Fixed
4.25000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587CV7
30000.00000000
PA
USD
32229.07000000
0.113158261373
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Liberty Property LP
549300N6GNCW2Y4RH795
Liberty Property LP
53117CAQ5
35000.00000000
PA
USD
38955.84000000
0.136776367568
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.40000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
20000.00000000
PA
USD
21113.50000000
0.074130806489
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAC4
100000.00000000
PA
USD
112728.51000000
0.395796782183
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BC2
15000.00000000
PA
USD
15830.97000000
0.055583516404
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.20000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AL8
20000.00000000
PA
USD
24069.25000000
0.084508627849
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.87500000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2020-1A, Class A
57109JAA6
200000.00000000
PA
USD
200917.30000000
0.705433087202
Long
ABS-O
CORP
US
Y
2
2030-03-15
Fixed
2.24000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18, Class A2
61763XAB2
4669.91000000
PA
USD
4666.52000000
0.016384440812
Long
ABS-MBS
CORP
US
N
2
2047-10-15
Fixed
3.19400000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAJ2
30000.00000000
PA
USD
30554.69000000
0.107279409464
Long
DBT
CORP
US
Y
2
2022-01-20
Fixed
2.87500000
N
N
N
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAQ2
30000.00000000
PA
USD
30972.44000000
0.108746155594
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K731, Class AM
3137F4X23
200000.00000000
PA
USD
217058.14000000
0.762104576373
Long
ABS-MBS
USGSE
US
N
2
2025-02-25
Variable
3.60000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148YAA6
65000.00000000
PA
USD
74139.09000000
0.260306937934
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01699900
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBL4
30000.00000000
PA
USD
32401.43000000
0.113763428010
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-16, Class ZD
38374XDY8
155654.90000000
PA
USD
181837.39000000
0.638442341184
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3939, Class AZ
3137AGEF3
195579.45000000
PA
USD
211548.92000000
0.742761363655
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
4.00000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAS0
15000.00000000
PA
USD
16389.55000000
0.057544725388
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-122, Class PY
31394VEP1
71000.00000000
PA
USD
86220.74000000
0.302726359547
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
6.00000000
N
N
N
N
N
N
Markel Corp.
549300SCNO12JLWIK605
Markel Corp.
570535AT1
15000.00000000
PA
USD
18889.55000000
0.066322380264
Long
DBT
CORP
US
N
2
2049-05-20
Fixed
5.00000000
N
N
N
N
N
N
20 Times Square Trust
N/A
20 Times Square Trust, Series 2018-20TS, Class E
90137LAJ9
100000.00000000
PA
USD
100853.70000000
0.354103588624
Long
ABS-MBS
CORP
US
Y
3
2035-05-15
Variable
3.09989900
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
90000.00000000
PA
USD
99931.39000000
0.350865301077
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-66, Class KE
31396QR35
65755.34000000
PA
USD
71217.49000000
0.250049019340
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Fixed
4.00000000
N
N
N
N
N
N
PPL Capital Funding, Inc.
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAL7
20000.00000000
PA
USD
21203.91000000
0.074448241600
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAE2
30000.00000000
PA
USD
40661.27000000
0.142764237950
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.62500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VER1
41000.00000000
PA
USD
48127.43000000
0.168978388242
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-17, Class GE
38374KSW4
163009.37000000
PA
USD
184689.96000000
0.648457891172
Long
ABS-MBS
USGA
US
N
2
2035-02-20
Fixed
5.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-1, Class A
33844RAA9
166983.52000000
PA
USD
169027.43000000
0.593465778042
Long
ABS-O
CORP
US
Y
2
2023-08-15
Fixed
3.11000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBT7
40000.00000000
PA
USD
43280.04000000
0.151958901654
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAF7
15000.00000000
PA
USD
17288.81000000
0.060702082958
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.59700000
N
N
N
N
N
N
B2R Mortgage Trust
549300JNS8TBD8XLZ117
B2R Mortgage Trust, Series 2015-2, Class A
05605GAA0
19839.41000000
PA
USD
19902.33000000
0.069878313586
Long
ABS-O
CORP
US
Y
2
2048-11-15
Fixed
3.33600000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BN3
10000.00000000
PA
USD
11925.18000000
0.041870045749
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2020-1A, Class A
22534GAA1
250000.00000000
PA
USD
252261.50000000
0.885705754194
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
2.01000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBH7
60000.00000000
PA
USD
69540.50000000
0.244161003560
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-13, Class PM
31397NEP6
103617.68000000
PA
USD
107832.81000000
0.378607676193
Long
ABS-MBS
USGSE
US
N
2
2035-04-25
Fixed
4.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AG5
30000.00000000
PA
USD
37670.18000000
0.132262335661
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.95000000
N
N
N
N
N
N
FREED ABS Trust
549300S83C1QQOPJBY76
FREED ABS Trust, Series 2018-2, Class A
35634BAA3
35333.00000000
PA
USD
35654.28000000
0.125184385876
Long
ABS-O
CORP
US
Y
2
2025-10-20
Fixed
3.99000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824AY6
15000.00000000
PA
USD
21273.79000000
0.074693594609
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
5.30000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BM0
30000.00000000
PA
USD
30586.99000000
0.107392816765
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
17600.00000000
PA
USD
20069.50000000
0.070465257813
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2015-65, Class LD
3136AP3R1
80000.00000000
PA
USD
90826.64000000
0.318897959784
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
3.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KY6
19000.00000000
PA
USD
20227.90000000
0.071021410026
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
OnDeck Asset Securitization Trust LLC
N/A
OnDeck Asset Securitization Trust LLC, Series 2018-1A, Class A
68235RAC8
104000.00000000
PA
USD
104327.11000000
0.366298946313
Long
ABS-O
CORP
US
Y
2
2022-04-18
Fixed
3.50000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR17, Class A4
12631DBA0
29158.36000000
PA
USD
31363.30000000
0.110118489268
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
3.70000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DK8
15000.00000000
PA
USD
14322.78000000
0.050288167881
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBJ3
15000.00000000
PA
USD
16280.11000000
0.057160474768
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3601, Class HB
31398KWV8
25000.00000000
PA
USD
30140.58000000
0.105825443600
Long
ABS-MBS
USGSE
US
N
2
2039-11-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3777, Class WA
3137A4JM0
134412.11000000
PA
USD
147408.78000000
0.517561358609
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RD2
7000.00000000
PA
USD
9920.31000000
0.034830822976
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
Credit Suisse USA, Inc.
EXD7DEVFDH4HOFFQ7349
Credit Suisse USA, Inc.
22541LAE3
15000.00000000
PA
USD
22777.71000000
0.079973950897
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-109, Class GD
31394UZA3
18750.23000000
PA
USD
20677.99000000
0.072601703899
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Fixed
6.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2017-1A, Class D
23341LAG8
95297.24000000
PA
USD
95923.76000000
0.336794263873
Long
ABS-O
CORP
US
Y
2
2022-11-15
Fixed
3.55000000
N
N
N
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BF5
15000.00000000
PA
USD
16488.37000000
0.057891688530
Long
DBT
CORP
US
N
2
2026-12-12
Fixed
3.62500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
30000.00000000
PA
USD
31595.66000000
0.110934319623
Long
DBT
CORP
US
Y
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
10000.00000000
PA
USD
10106.45000000
0.035484372048
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AU1
10000.00000000
PA
USD
13049.28000000
0.045816830487
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
APT Pipelines Ltd.
261700SS8OEHDOCOUJ33
APT Pipelines Ltd.
00205GAD9
30000.00000000
PA
USD
33327.01000000
0.117013196730
Long
DBT
CORP
AU
Y
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BU2
20000.00000000
PA
USD
22114.99000000
0.077647099921
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAQ5
6000.00000000
PA
USD
6347.62000000
0.022286887057
Long
DBT
CORP
US
N
2
2023-03-19
Fixed
3.70000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAQ7
20000.00000000
PA
USD
21489.32000000
0.075450333791
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871RAH3
15000.00000000
PA
USD
15579.00000000
0.054698834124
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494AX1
15000.00000000
PA
USD
16371.82000000
0.057482474260
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAC7
15000.00000000
PA
USD
21643.41000000
0.075991353327
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.04500000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AE8
20000.00000000
PA
USD
23085.83000000
0.081055779305
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.95000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AU8
25000.00000000
PA
USD
28047.59000000
0.098476826048
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.65000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFC8
55000.00000000
PA
USD
74586.48000000
0.261877751940
Long
DBT
CORP
US
N
2
2044-01-21
Fixed
5.00000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BL9
25000.00000000
PA
USD
26179.26000000
0.091917003675
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.95000000
N
N
N
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385AT8
15000.00000000
PA
USD
15939.59000000
0.055964887953
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-154, Class KZ
31398SZ22
44228.14000000
PA
USD
61030.34000000
0.214281304592
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Fixed
4.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-4A, Class A
30167GAA8
145968.55000000
PA
USD
146379.00000000
0.513945737234
Long
ABS-O
CORP
US
Y
2
2023-01-17
Fixed
2.18000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
30000.00000000
PA
USD
32667.08000000
0.114696141617
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
15000.00000000
PA
USD
17288.26000000
0.060700151874
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAJ5
10000.00000000
PA
USD
10857.96000000
0.038122970214
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278062AG9
25000.00000000
PA
USD
27264.48000000
0.095727278324
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10300000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAL3
10000.00000000
PA
USD
12448.83000000
0.043708613339
Long
DBT
CORP
CA
N
2
2043-10-16
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2740, Class PE
31394P3R2
115830.10000000
PA
USD
134456.38000000
0.472084679803
Long
ABS-MBS
USGSE
US
N
2
2034-01-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2943, Class ZC
31395PE81
42450.23000000
PA
USD
48168.58000000
0.169122868441
Long
ABS-MBS
USGSE
US
N
2
2034-02-15
Fixed
5.00000000
N
N
N
N
N
N
HERO Funding
549300Z5C0ID42MSJA91
HERO Funding, Series 2017-3A, Class A2
42771AAB2
77286.20000000
PA
USD
81319.62000000
0.285518223601
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
3.95000000
N
Y
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust, Series 2019-A, Class A3
448969AD7
150000.00000000
PA
USD
152494.13000000
0.535416337498
Long
ABS-O
CORP
US
Y
2
2022-07-15
Fixed
2.98000000
N
N
N
N
N
N
Nissan Motor Acceptance Corp.
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp.
654740BF5
60000.00000000
PA
USD
60832.22000000
0.213585692998
Long
DBT
CORP
US
Y
2
2021-03-15
Fixed
3.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-82, Class Z
31393EU49
44003.86000000
PA
USD
50758.84000000
0.178217431769
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class A3
61690AAD6
130000.00000000
PA
USD
140843.50000000
0.494510253807
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.47300000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AQ9
30000.00000000
PA
USD
32258.69000000
0.113262259027
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-1A, Class A
36256DAA4
29796.49000000
PA
USD
30034.86000000
0.105454254130
Long
ABS-O
CORP
US
Y
2
2023-01-17
Fixed
3.37000000
N
N
N
N
N
N
Reynolds American, Inc.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BB1
35000.00000000
PA
USD
41866.74000000
0.146996717800
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AW3
30000.00000000
PA
USD
32281.85000000
0.113343575222
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.70000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAX8
25000.00000000
PA
USD
26083.32000000
0.091580152391
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.10200000
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAC0
25000.00000000
PA
USD
27475.47000000
0.096468077285
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
4.50000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2018-2, Class A
12326RAA0
141850.14000000
PA
USD
145661.71000000
0.511427287607
Long
ABS-O
CORP
US
Y
2
2033-06-15
Fixed
4.44700000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2019-C, Class B
12596UAB4
130000.00000000
PA
USD
131791.54000000
0.462728261475
Long
ABS-O
CORP
US
Y
2
2023-08-15
Fixed
2.63000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
20000.00000000
PA
USD
23492.42000000
0.082483341984
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCM2
25000.00000000
PA
USD
25792.95000000
0.090560645332
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2011-C5, Class B
46636VAM8
169000.00000000
PA
USD
177036.09000000
0.621584679442
Long
ABS-MBS
CORP
US
Y
2
2046-08-15
Variable
5.41784200
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
20000.00000000
PA
USD
20897.77000000
0.073373365094
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT Ltd., Series 2018-FL1, Class AS
36255CAC3
150000.00000000
PA
USD
149954.25000000
0.526498661472
Long
ABS-MBS
CORP
KY
Y
3
2035-11-21
Floating
2.82888000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L7EC6
86667.13000000
PA
USD
99300.06000000
0.348648662336
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
3.58000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CD2
5000.00000000
PA
USD
6068.62000000
0.021307300773
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3772, Class NE
3137A4J73
180000.00000000
PA
USD
223435.30000000
0.784495180200
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-114, Class LM
3136AGR46
200000.00000000
PA
USD
229413.50000000
0.805485010752
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Fixed
4.00000000
N
N
N
N
N
N
SoFi Consumer Loan Program LLC
N/A
SoFi Consumer Loan Program LLC, Series 2017-1, Class A
83405AAA2
28423.64000000
PA
USD
28559.62000000
0.100274595099
Long
ABS-O
CORP
US
Y
2
2026-01-26
Fixed
3.28000000
N
N
N
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BG3
20000.00000000
PA
USD
22846.63000000
0.080215933287
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-129, Class PZ
31398SHA4
240817.83000000
PA
USD
276705.68000000
0.971530784501
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Fixed
4.50000000
N
N
N
N
N
N
PNM Resources, Inc.
5493003JOBJGLZSDDQ28
PNM Resources, Inc.
69349HAC1
15000.00000000
PA
USD
15212.68000000
0.053412661911
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
3.25000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AX1
15000.00000000
PA
USD
19199.23000000
0.067409685929
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
25000.00000000
PA
USD
28015.01000000
0.098362435650
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-91, Class BR
31394BYB4
36897.54000000
PA
USD
42340.11000000
0.148658749195
Long
ABS-MBS
USGSE
US
N
2
2034-12-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-1, Class QA
31397QTZ1
91636.06000000
PA
USD
97738.03000000
0.343164278237
Long
ABS-MBS
USGSE
US
N
2
2040-10-25
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K090, Class A2
3137FLMV3
120000.00000000
PA
USD
136418.65000000
0.478974331336
Long
ABS-MBS
USGSE
US
N
2
2029-02-25
Fixed
3.42200000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2017-1, Class C
80284TAK1
22626.77000000
PA
USD
22659.86000000
0.079560172246
Long
ABS-O
CORP
US
N
2
2022-05-16
Fixed
2.58000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494AY9
10000.00000000
PA
USD
12852.41000000
0.045125607721
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
5.15000000
N
N
N
N
N
N
Cenovus Energy, Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAG4
25000.00000000
PA
USD
25752.57000000
0.090418868651
Long
DBT
CORP
CA
N
2
2022-08-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2768, Class PK
31394TAE5
37344.75000000
PA
USD
40752.13000000
0.143083253039
Long
ABS-MBS
USGSE
US
N
2
2034-03-15
Fixed
5.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
15000.00000000
PA
USD
15684.09000000
0.055067811625
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.12500000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2017-2A, Class B
68267CAB4
85708.59000000
PA
USD
85828.48000000
0.301349110386
Long
ABS-O
CORP
US
Y
2
2023-11-14
Fixed
2.55000000
N
N
N
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062AF8
20000.00000000
PA
USD
26983.46000000
0.094740599695
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.92000000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AG6
15000.00000000
PA
USD
16484.74000000
0.057878943375
Long
DBT
CORP
US
Y
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-55, Class MC
38374HGZ7
22666.48000000
PA
USD
25990.01000000
0.091252535200
Long
ABS-MBS
USGA
US
N
2
2034-07-20
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-105, Class DB
31398GFG9
25000.00000000
PA
USD
30678.33000000
0.107713517164
Long
ABS-MBS
USGSE
US
N
2
2039-12-25
Fixed
4.50000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2020-1, Class B
02529VAC3
94000.00000000
PA
USD
94436.48000000
0.331572331655
Long
ABS-O
CORP
US
Y
2
2023-12-13
Fixed
2.08000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAP5
20000.00000000
PA
USD
23006.86000000
0.080778510743
Long
DBT
CORP
US
N
2
2029-01-26
Fixed
4.40000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAH6
15000.00000000
PA
USD
19368.51000000
0.068004038496
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCF1
20000.00000000
PA
USD
20610.47000000
0.072364636996
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
3.25000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BK9
60000.00000000
PA
USD
75543.21000000
0.265236890240
Long
DBT
CORP
US
N
2
2035-11-03
Fixed
4.20000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XBA1
10000.00000000
PA
USD
10455.05000000
0.036708328244
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Noble Energy, Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AP0
15000.00000000
PA
USD
15526.95000000
0.054516083350
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2017-1, Class D
02529GAG7
201941.90000000
PA
USD
203752.31000000
0.715386982942
Long
ABS-O
CORP
US
Y
2
2023-03-13
Fixed
3.54000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BX7
30000.00000000
PA
USD
39903.32000000
0.140103028545
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AU3
15000.00000000
PA
USD
18115.00000000
0.063602887231
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2013-GC16, Class AS
36248GAH3
111000.00000000
PA
USD
122022.21000000
0.428427538631
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
4.64900000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2019-1A, Class B
32059TAC3
120000.00000000
PA
USD
123580.24000000
0.433897878482
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
3.02000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBG5
15000.00000000
PA
USD
18769.81000000
0.065901965706
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.50000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAE8
30000.00000000
PA
USD
31187.74000000
0.109502087232
Long
DBT
CORP
AU
Y
2
2021-01-14
Fixed
6.25000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAX4
15000.00000000
PA
USD
16181.50000000
0.056814248950
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.87500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
549300UOGMFS1M8XVM16
JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class C
46640NAL2
30000.00000000
PA
USD
32983.08000000
0.115805637194
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
5.19753600
N
N
N
N
N
N
Nexen, Inc.
6Q7WW7FQZR6X22IL2I79
Nexen, Inc.
65334HAE2
20000.00000000
PA
USD
27443.75000000
0.096356706400
Long
DBT
CORP
CA
N
2
2035-03-10
Fixed
5.87500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class A
22535FAA2
250000.00000000
PA
USD
254098.70000000
0.892156277210
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
3.47000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAK4
20000.00000000
PA
USD
21955.00000000
0.077085365120
Long
DBT
CORP
AU
Y
2
2028-11-28
Variable
3.76300100
N
N
N
N
N
N
Broadcom Corp.
N/A
Broadcom Corp.
11134LAH2
25000.00000000
PA
USD
26217.64000000
0.092051758232
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
15000.00000000
PA
USD
19612.23000000
0.068859754515
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-32, Class UJ
31393BNT8
26309.23000000
PA
USD
30040.12000000
0.105472722316
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
5.50000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAP5
30000.00000000
PA
USD
30605.92000000
0.107459281168
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4283, Class EW
3137B6GQ8
121272.74000000
PA
USD
133278.18000000
0.467947946613
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
Variable
4.50000000
N
N
N
N
N
N
DT Auto Owner Trust
549300XVMF0FUK76JG97
DT Auto Owner Trust, Series 2019-1A, Class C
23343GAE2
90000.00000000
PA
USD
92230.23000000
0.323826051227
Long
ABS-O
CORP
US
Y
2
2024-11-15
Fixed
3.61000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36962GXZ2
45000.00000000
PA
USD
60454.13000000
0.212258195586
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series D
25746UCK3
25000.00000000
PA
USD
26287.35000000
0.092296514361
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.85000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
10000.00000000
PA
USD
11109.70000000
0.039006844950
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-3A, Class B
30167EAB1
195000.00000000
PA
USD
197392.71000000
0.693058033362
Long
ABS-O
CORP
US
Y
2
2023-08-15
Fixed
2.58000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAQ3
10000.00000000
PA
USD
10562.49000000
0.037085556740
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.20000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BK7
30000.00000000
PA
USD
32263.08000000
0.113277672589
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.20000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2015-SFR3, Class A
74332NAA1
98694.45000000
PA
USD
98760.85000000
0.346755462621
Long
ABS-O
CORP
US
Y
3
2032-11-12
Fixed
3.06700000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CR4
10000.00000000
PA
USD
10948.90000000
0.038442266188
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
FREMF Mortgage Trust
5493000QSGFCHIR1BT31
FREMF Mortgage Trust, Series 2013-K26, Class B
30261QAJ2
99000.00000000
PA
USD
103904.96000000
0.364816751511
Long
ABS-MBS
USGSE
US
Y
2
2045-12-25
Variable
3.59745100
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4240, Class DK
3137B3UL0
72384.11000000
PA
USD
79788.64000000
0.280142857976
Long
ABS-MBS
USGSE
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
Prosper Marketplace Issuance Trust
N/A
Prosper Marketplace Issuance Trust, Series 2019-3A, Class A
74362DAA6
85177.77000000
PA
USD
85729.38000000
0.301001164147
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
3.19000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2019-2A, Class C
26252TAE6
190000.00000000
PA
USD
194581.47000000
0.683187595565
Long
ABS-O
CORP
US
Y
2
2025-02-18
Fixed
3.18000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AC7
15000.00000000
PA
USD
15959.36000000
0.056034301648
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.35000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2013-GC16, Class B
36248GAJ9
50000.00000000
PA
USD
55568.55000000
0.195104621542
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.16100000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAK9
15000.00000000
PA
USD
17184.37000000
0.060335387648
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
4.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCN0
30000.00000000
PA
USD
32006.56000000
0.112377014978
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAX7
20000.00000000
PA
USD
23250.38000000
0.081633524549
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
4.75000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables
N/A
AmeriCredit Automobile Receivables, Series 2015-4, Class D
03065MAG2
225000.00000000
PA
USD
225865.26000000
0.793026920297
Long
ABS-O
CORP
US
N
2
2021-12-08
Fixed
3.72000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DB0
15000.00000000
PA
USD
17145.49000000
0.060198877559
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.37500000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DD6
20000.00000000
PA
USD
21819.80000000
0.076610669544
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
3.75000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-1A, Class B
30167HAC2
40000.00000000
PA
USD
40481.70000000
0.142133756556
Long
ABS-O
CORP
US
Y
2
2024-04-15
Fixed
2.26000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2016-2, Class C
33843NAG6
100000.00000000
PA
USD
102596.04000000
0.360221052303
Long
ABS-O
CORP
US
Y
2
2022-09-15
Fixed
6.22000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
15000.00000000
PA
USD
16083.20000000
0.056469111560
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.12500000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAQ1
20000.00000000
PA
USD
26656.03000000
0.093590972681
Long
DBT
CORP
CA
N
2
2041-01-15
Fixed
6.12500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBS9
30000.00000000
PA
USD
32336.89000000
0.113536824072
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3404, Class DC
31397PSZ4
50000.00000000
PA
USD
63312.46000000
0.222293969290
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Fixed
5.50000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAD2
30000.00000000
PA
USD
33645.28000000
0.118130662417
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGQ6
65000.00000000
PA
USD
66813.00000000
0.234584582090
Long
DBT
CORP
US
N
2
2023-07-21
Variable
2.81599900
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2019-1, Class B
80285HAE0
90000.00000000
PA
USD
90938.70000000
0.319291409386
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
3.21000000
N
N
N
N
N
N
Springleaf Funding Trust
N/A
Springleaf Funding Trust, Series 2015-BA, Class B
85172MAB0
100000.00000000
PA
USD
102532.59000000
0.359998275422
Long
ABS-O
CORP
US
Y
3
2028-05-15
Fixed
3.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4031, Class AB
3137ANVA0
137728.53000000
PA
USD
160458.70000000
0.563380436176
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
5.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
549300A2KXZJ0K08VV65
Flagship Credit Auto Trust, Series 2018-2, Class B
33844NAC4
150000.00000000
PA
USD
153374.37000000
0.538506914669
Long
ABS-O
CORP
US
Y
2
2023-05-15
Fixed
3.56000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4151, Class YC
3137AXKD4
230087.56000000
PA
USD
234751.92000000
0.824228534089
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Fixed
2.50000000
N
N
N
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658CF2
40000.00000000
PA
USD
44449.87000000
0.156066247256
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.87500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-1, Class D
33844RAG6
167000.00000000
PA
USD
177224.71000000
0.622246935947
Long
ABS-O
CORP
US
Y
2
2025-02-18
Fixed
4.08000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CS2
20000.00000000
PA
USD
20179.89000000
0.070852843941
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-24, Class Z
31395BR39
120615.02000000
PA
USD
136855.74000000
0.480508981404
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
Fixed
5.50000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CR4
20000.00000000
PA
USD
20362.84000000
0.071495192725
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2014-19, Class Z
3136AJPD2
260882.31000000
PA
USD
316749.47000000
1.112127011918
Long
ABS-MBS
USGSE
US
N
2
2044-04-25
Fixed
4.50000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HK2
20000.00000000
PA
USD
24163.87000000
0.084840844530
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.30000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAT6
25000.00000000
PA
USD
28371.33000000
0.099613497244
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2020-1A, Class B
23344EAC0
50000.00000000
PA
USD
50427.12000000
0.177052742299
Long
ABS-O
CORP
US
Y
2
2024-05-15
Fixed
2.16000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AR8
13000.00000000
PA
USD
14320.92000000
0.050281637306
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.85000000
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AE6
20000.00000000
PA
USD
21191.67000000
0.074405266201
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.80000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BH6
15000.00000000
PA
USD
16818.64000000
0.059051286961
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
3.74100000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
04650NAB0
65000.00000000
PA
USD
81654.30000000
0.286693305814
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.35000000
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AH9
20000.00000000
PA
USD
22200.83000000
0.077948489479
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAD0
20000.00000000
PA
USD
21066.36000000
0.073965295028
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAT8
10000.00000000
PA
USD
11938.29000000
0.041916075771
Long
DBT
CORP
LU
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAL9
20000.00000000
PA
USD
22306.82000000
0.078320626935
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Metropolitan Edison Co.
N/A
Metropolitan Edison Co.
591894BY5
15000.00000000
PA
USD
15823.62000000
0.055557710099
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
3.50000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBB9
25000.00000000
PA
USD
27310.64000000
0.095889348944
Long
DBT
CORP
US
N
2
2029-06-21
Fixed
3.40000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAD7
30000.00000000
PA
USD
30361.65000000
0.106601634065
Long
DBT
CORP
GB
N
2
2021-01-08
Fixed
3.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-46, Class HA
38373Q2C4
94170.57000000
PA
USD
102329.83000000
0.359286372501
Long
ABS-MBS
USGA
US
N
2
2033-06-20
Fixed
4.50000000
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216BA8
10000.00000000
PA
USD
10636.88000000
0.037346744638
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.50000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAH4
15000.00000000
PA
USD
18291.52000000
0.064222659886
Long
DBT
CORP
LU
N
2
2044-06-15
Fixed
4.85000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2E0
25000.00000000
PA
USD
25841.65000000
0.090731634049
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
3.00000000
N
N
N
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EPAM2
40000.00000000
PA
USD
41075.92000000
0.144220099788
Long
DBT
CORP
US
N
2
2022-08-14
Fixed
2.75000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBM3
30000.00000000
PA
USD
29513.28000000
0.103622954438
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CY4
27000.00000000
PA
USD
31842.65000000
0.111801516814
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3626, Class ME
31398W7H1
29000.00000000
PA
USD
34576.58000000
0.121400514412
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
Fixed
5.00000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2016-2A, Class C
32057HAG2
200000.00000000
PA
USD
200732.62000000
0.704784664281
Long
ABS-O
CORP
US
Y
2
2022-07-15
Fixed
2.53000000
N
N
N
N
N
N
SoFi Consumer Loan Program LLC
N/A
SoFi Consumer Loan Program LLC, Series 2016-3, Class A
78471FAA0
19827.77000000
PA
USD
19882.60000000
0.069809040334
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
3.05000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AN5
50000.00000000
PA
USD
50489.96000000
0.177273377432
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
2.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-42, Class TZ
31397NW84
219599.02000000
PA
USD
249494.37000000
0.875990189340
Long
ABS-MBS
USGSE
US
N
2
2039-03-25
Fixed
4.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-3, Class B
33846AAC0
225000.00000000
PA
USD
228984.32000000
0.803978133184
Long
ABS-O
CORP
US
Y
2
2024-08-15
Fixed
2.48000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
230000.00000000
PA
USD
259387.89000000
0.910726950967
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-36, Class PH
31396VRY6
34948.36000000
PA
USD
40957.28000000
0.143803547398
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3680, Class ZA
3137A03H6
144544.16000000
PA
USD
161849.91000000
0.568265060672
Long
ABS-MBS
USGSE
US
N
2
2040-06-15
Fixed
4.50000000
N
N
N
N
N
N
Marlette Funding Trust
549300ZOVOBV0NZDYW87
Marlette Funding Trust, Series 2018-2A, Class A
57109EAA7
2925.10000000
PA
USD
2926.67000000
0.010275719678
Long
ABS-O
CORP
US
Y
2
2028-07-17
Fixed
3.06000000
N
N
N
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAU3
10000.00000000
PA
USD
10467.17000000
0.036750882315
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAA7
15000.00000000
PA
USD
16379.04000000
0.057507824127
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.25000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AY9
30000.00000000
PA
USD
31012.41000000
0.108886492740
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-1, Class B
14315XAE8
112000.00000000
PA
USD
114643.60000000
0.402520781814
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
2.21000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAE2
20000.00000000
PA
USD
20299.03000000
0.071271151862
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
40000.00000000
PA
USD
48327.19000000
0.169679757977
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
35000.00000000
PA
USD
37300.91000000
0.130965805815
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Lendmark Funding Trust
549300PMR5HYNUPR5R97
Lendmark Funding Trust, Series 2019-1A, Class A
52604FAA5
175000.00000000
PA
USD
179415.88000000
0.629940269561
Long
ABS-O
CORP
US
Y
2
2027-12-20
Fixed
3.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
15000.00000000
PA
USD
15810.24000000
0.055510732090
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBN4
25000.00000000
PA
USD
27310.21000000
0.095887839187
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
15000.00000000
PA
USD
16178.10000000
0.056802311339
Long
DBT
CORP
US
Y
2
2024-04-29
Fixed
4.62500000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BE4
20000.00000000
PA
USD
21035.83000000
0.073858102307
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AM8
10000.00000000
PA
USD
11255.38000000
0.039518336455
Long
DBT
CORP
US
N
2
2047-10-03
Fixed
4.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-29, Class WQ
31394DJE1
123740.13000000
PA
USD
144198.85000000
0.506291095523
Long
ABS-MBS
USGSE
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
20000.00000000
PA
USD
22349.76000000
0.078471391936
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
SoFi Consumer Loan Program LLC
5493005OV0CN2WE8D396
SoFi Consumer Loan Program LLC, Series 2017-2, Class A
83405PAA9
30624.89000000
PA
USD
30830.77000000
0.108248743447
Long
ABS-O
CORP
US
Y
2
2026-02-25
Fixed
3.28000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-2, Class A
33845WAA7
205922.94000000
PA
USD
208259.59000000
0.731212322249
Long
ABS-O
CORP
US
Y
2
2023-10-16
Fixed
2.83000000
N
N
N
N
N
N
2020-03-30
JPMorgan Trust IV
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer