0001752724-19-198778.txt : 20191220
0001752724-19-198778.hdr.sgml : 20191220
20191220145631
ACCESSION NUMBER: 0001752724-19-198778
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191031
FILED AS OF DATE: 20191220
PERIOD START: 20191031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRINCIPAL FUNDS INC
CENTRAL INDEX KEY: 0000898745
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07572
FILM NUMBER: 191300559
BUSINESS ADDRESS:
STREET 1: 711 HIGH STREET
CITY: DES MOINES
STATE: IA
ZIP: 50392
BUSINESS PHONE: 515-248-4745
MAIL ADDRESS:
STREET 1: PRINCIPAL FINANCIAL GROUP
CITY: DES MOINES
STATE: IA
ZIP: 50392
FORMER COMPANY:
FORMER CONFORMED NAME: PRINCIPAL INVESTORS FUND INC
DATE OF NAME CHANGE: 20001012
FORMER COMPANY:
FORMER CONFORMED NAME: PRINCIPAL SPECIAL MARKETS FUND INC
DATE OF NAME CHANGE: 19930714
0000898745
S000014245
Short-Term Income Fund
C000038764
Class A
SRHQX
C000038766
Class C
STCCX
C000038767
Institutional Class
PSHIX
C000090493
Class J
PSJIX
C000090494
R-1
PSIMX
C000090495
R-2
PSINX
C000090496
R-3
PSIOX
C000090497
R-4
PSIPX
C000090498
R-5
PSIQX
NPORT-P
1
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C000090497
C000038764
C000038766
C000038767
C000090495
C000090496
C000090493
C000090498
C000090494
Principal Funds, Inc
811-07572
0000898745
549300HZGBXSW6DSXF23
801 Grand Ave
Des Moines
50309
515-248-0156
Short-Term Income Fund
S000014245
IJOCWVJG326LDFE5SJ51
2019-10-31
2019-10-31
N
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
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0.00000000
0.00000000
0.00000000
USD
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AccessLex Institute
635400C9RW3TYNTIJP57
AccessLex Institute
00432CAV3
272077.86000000
PA
USD
271538.25000000
0.005162494730
Long
ABS-O
CORP
US
N
2
2038-07-01
Floating
2.85000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFC7
9250000.00000000
PA
USD
9256230.25000000
0.175979774069
Long
DBT
CORP
US
N
2
2020-05-19
Fixed
2.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2017-3
N/A
Santander Drive Auto Receivables Trust 2017-3
80284YAE4
9406841.84000000
PA
USD
9407220.94000000
0.178850414362
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
2.19000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2017-2
N/A
JP Morgan Mortgage Trust 2017-2
46648HAE3
9109635.94000000
PA
USD
9229682.72000000
0.175475051498
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DM9
5000000.00000000
PA
USD
4984495.95000000
0.094765411775
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
1.80000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
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Goldman Sachs Group Inc/The
38141GWD2
10450000.00000000
PA
USD
10557802.20000000
0.200725305620
Long
DBT
CORP
US
N
2
2022-04-26
Floating
3.05000000
N
N
N
N
N
N
MMAF Equipment Finance LLC 2018-A
N/A
MMAF Equipment Finance LLC 2018-A
60700DAB4
4607706.94000000
PA
USD
4619321.13000000
0.087822695293
Long
ABS-O
CORP
US
N
2
2021-07-12
Fixed
2.92000000
N
N
N
N
N
N
GE Capital International Funding Co Unlimited Co
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QMS4
12850000.00000000
PA
USD
12841975.95000000
0.244152097047
Long
DBT
CORP
IE
N
2
2020-11-15
Fixed
2.34000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AD1
9750000.00000000
PA
USD
10297877.17000000
0.195783601836
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.90000000
N
N
N
N
N
N
Glencore Finance Canada Ltd
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAT7
2000000.00000000
PA
USD
2091900.00000000
0.039771276149
Long
DBT
CORP
CA
N
2
2022-10-25
Fixed
4.25000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAK6
9600000.00000000
PA
USD
9643505.28000000
0.183342660519
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407PRN0
85720.88000000
PA
USD
88876.70000000
0.001689726936
Long
ABS-MBS
USGA
US
N
2
2035-10-01
Floating
3.82000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAP1
9600000.00000000
PA
USD
9590709.22000000
0.182338899975
Long
DBT
CORP
US
N
2
2021-02-10
Floating
2.75000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2018-4
N/A
Santander Drive Auto Receivables Trust 2018-4
80285MAE9
4760637.27000000
PA
USD
4765098.94000000
0.090594228128
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
3.01000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCR2
24000000.00000000
PA
USD
24090719.28000000
0.458013599658
Long
DBT
CORP
US
N
2
2022-06-10
Floating
2.65000000
N
N
N
N
N
N
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AQ4
7300000.00000000
PA
USD
7558340.28000000
0.143699430425
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.30000000
N
N
N
N
N
N
Principal Government Money Market Fund
549300WWK3YB7DNN4U34
Principal Government Money Market Fund
742537228
38951646.24000000
NS
USD
38951646.24000000
0.740550064099
Long
STIV
RF
US
N
1
N
N
MVW Owner Trust 2016-1
N/A
MVW Owner Trust 2016-1
553894AA4
3358670.78000000
PA
USD
3342612.30000000
0.063549862251
Long
ABS-O
CORP
US
N
2
2033-12-20
Fixed
2.25000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAC7
14000000.00000000
PA
USD
14111609.40000000
0.268290412716
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
2.90000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
10000000.00000000
PA
USD
10008458.50000000
0.190281163934
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.41000000
N
N
N
N
N
N
VSE 2018-A VOI Mortgage LLC
549300E4XED7XGXU7L27
VSE 2018-A VOI Mortgage LLC
918286AA3
8214236.42000000
PA
USD
8483733.20000000
0.161293033068
Long
ABS-O
CORP
US
N
2
2036-02-20
Fixed
3.56000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405DLY1
54072.03000000
PA
USD
56686.42000000
0.001077724204
Long
ABS-MBS
USGA
US
N
2
2034-07-01
Floating
4.30000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2019-3
N/A
AmeriCredit Automobile Receivables Trust 2019-3
03066NAB0
11000000.00000000
PA
USD
11015074.40000000
0.209418980720
Long
ABS-O
CORP
US
N
2
2023-01-18
Fixed
2.17000000
N
N
N
N
N
N
PSMC 2018-3 Trust
N/A
PSMC 2018-3 Trust
69374JAC5
13544581.66000000
PA
USD
13899409.07000000
0.264256052601
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XEH3
30494.68000000
PA
USD
31909.10000000
0.000606656928
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Floating
4.31000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
9800000.00000000
PA
USD
10090662.61000000
0.191844031356
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AG8
6800000.00000000
PA
USD
6961759.69000000
0.132357219330
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
3.15000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2018-3
N/A
JP Morgan Mortgage Trust 2018-3
46649TAE6
11535414.34000000
PA
USD
11702424.07000000
0.222486896747
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5Q6
14500000.00000000
PA
USD
14522796.32000000
0.276107912857
Long
DBT
CORP
US
N
2
2021-07-23
Floating
2.43000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAE0
9750000.00000000
PA
USD
9973871.99000000
0.189623603993
Long
DBT
CORP
US
N
2
2021-05-25
Fixed
3.55000000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959JAF5
11700000.00000000
PA
USD
11731109.13000000
0.223032258114
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.35000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AN6
15415000.00000000
PA
USD
16615039.10000000
0.315885705952
Long
DBT
CORP
US
N
2
2024-07-02
Fixed
4.25000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAL1
9750000.00000000
PA
USD
9788542.24000000
0.186100108288
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
2.10000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-6
N/A
Sequoia Mortgage Trust 2018-6
81747JAD8
5207936.11000000
PA
USD
5256354.29000000
0.099933992068
Long
ABS-MBS
CORP
US
N
2
2048-07-25
Variable
4.00000000
N
N
N
N
N
N
Capital Auto Receivables Asset Trust 2018-2
N/A
Capital Auto Receivables Asset Trust 2018-2
13976CAC0
9750000.00000000
PA
USD
9847372.28000000
0.187218587071
Long
ABS-O
CORP
US
N
2
2023-06-20
Fixed
3.27000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AP9
9700000.00000000
PA
USD
9703371.82000000
0.184480845276
Long
DBT
CORP
US
N
2
2020-04-15
Floating
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0U84
27200000.00000000
PA
USD
27530977.22000000
0.523419904241
Long
DBT
USGA
US
N
2
2020-10-30
Fixed
2.88000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KDQ9
32098327.74000000
PA
USD
1276826.54000000
0.024275070948
Long
ABS-MBS
CORP
US
N
2
2042-08-16
Variable
1.12000000
N
N
N
N
N
N
KeyCorp Student Loan Trust 2003-A
549300GMHSCX6O2XDS12
KeyCorp Student Loan Trust 2003-A
493268BS4
17811857.55000000
PA
USD
17516597.51000000
0.333026166054
Long
ABS-O
CORP
US
N
2
2037-01-25
Floating
2.47000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ESW0
4650000.00000000
PA
USD
4652285.10000000
0.088449407447
Long
DBT
CORP
US
N
2
2020-03-10
Fixed
2.05000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCT4
5000000.00000000
PA
USD
5317117.60000000
0.101089226248
Long
DBT
CORP
US
N
2
2024-01-11
Fixed
3.60000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BF7
12500000.00000000
PA
USD
12521828.75000000
0.238065447255
Long
DBT
CORP
US
N
2
2023-03-29
Floating
2.73000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CM9
9400000.00000000
PA
USD
9403367.74000000
0.178777157188
Long
DBT
CORP
US
N
2
2020-05-04
Fixed
1.90000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKH1
7300000.00000000
PA
USD
7664693.11000000
0.145721414158
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
3.75000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2019-REV1
N/A
Ford Credit Auto Owner Trust 2019-REV1
34532PAA8
11700000.00000000
PA
USD
12366516.24000000
0.235112640369
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.52000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JW2
9800000.00000000
PA
USD
9944076.07000000
0.189057122917
Long
DBT
CORP
US
N
2
2021-05-13
Fixed
2.80000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBH2
9750000.00000000
PA
USD
10278177.00000000
0.195409061513
Long
DBT
CORP
GB
N
2
2024-01-16
Fixed
3.75000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Owner Trust II
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II
63938PBD0
11500000.00000000
PA
USD
11510683.50000000
0.218841518307
Long
ABS-O
CORP
US
N
2
2023-09-25
Floating
2.45000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371FVE9
752.11000000
PA
USD
827.11000000
0.000015725044
Long
ABS-MBS
USGA
US
N
2
2027-05-01
Fixed
8.00000000
N
N
N
N
N
N
CSMC 2017-HL1 Trust
N/A
CSMC 2017-HL1 Trust
12594XAC8
14393323.00000000
PA
USD
14583286.08000000
0.277257946295
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Variable
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LH2
19800000.00000000
PA
USD
20044787.40000000
0.381092200890
Long
DBT
CORP
US
N
2
2022-04-25
Floating
2.90000000
N
N
N
N
N
N
Healthcare Realty Trust Inc
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AH7
12000000.00000000
PA
USD
12401622.84000000
0.235780088279
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.75000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEM2
7250000.00000000
PA
USD
7372427.27000000
0.140164845760
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.63000000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR4
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR4
22541SFF0
24590.04000000
PA
USD
24607.90000000
0.000467846257
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Floating
2.78000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
10000000.00000000
PA
USD
10312449.40000000
0.196060649584
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCE1
9600000.00000000
PA
USD
9619067.81000000
0.182878054482
Long
DBT
CORP
US
N
2
2021-04-13
Fixed
2.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2019-2
N/A
Westlake Automobile Receivables Trust 2019-2
96041LAD4
8800000.00000000
PA
USD
8852546.56000000
0.168304925600
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.62000000
N
N
N
N
N
N
MVW Owner Trust 2015-1
549300Y5CF8WQOLGBR17
MVW Owner Trust 2015-1
55388PAA8
5266652.78000000
PA
USD
5271069.92000000
0.100213766141
Long
ABS-O
CORP
US
N
2
2032-12-20
Fixed
2.52000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4J0
3850000.00000000
PA
USD
3873331.00000000
0.073639904784
Long
DBT
CORP
US
N
2
2020-01-08
Fixed
5.50000000
N
N
N
N
N
N
Chase Mortgage Finance Corp
N/A
Chase Mortgage Finance Corp
16159WAF1
14750000.00000000
PA
USD
14929765.63000000
0.283845227648
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
American Airlines 2013-2 Class A Pass Through Trust
N/A
American Airlines 2013-2 Class A Pass Through Trust
02377UAB0
9765819.24000000
PA
USD
10243247.68000000
0.194744984057
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.95000000
N
N
N
N
N
N
LG&E & KU Energy LLC
N/A
LG&E & KU Energy LLC
50188FAE5
15000000.00000000
PA
USD
15551586.90000000
0.295667315437
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
4.38000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2019-3
N/A
Westlake Automobile Receivables Trust 2019-3
96042HAC4
13750000.00000000
PA
USD
13756886.00000000
0.261546398997
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
313965Y74
50255.49000000
PA
USD
51249.57000000
0.000974358621
Long
ABS-MBS
USGA
US
N
2
2022-12-01
Fixed
7.00000000
N
N
N
N
N
N
Provident Funding Mortgage Loan Trust 2005-1
N/A
Provident Funding Mortgage Loan Trust 2005-1
743873AY7
975588.84000000
PA
USD
987704.78000000
0.018778277909
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.40000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
27000000.00000000
PA
USD
28833509.25000000
0.548183688867
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283Y4
35000000.00000000
PA
USD
35069726.65000000
0.666746872740
Long
DBT
UST
US
N
2
2020-02-29
Fixed
2.25000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
24100000.00000000
PA
USD
24933305.94000000
0.474032886782
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
SMB Private Education Loan Trust 2019-B
N/A
SMB Private Education Loan Trust 2019-B
83192CAA5
11501976.37000000
PA
USD
11499698.98000000
0.218632680228
Long
ABS-O
CORP
US
N
2
2026-07-15
Floating
2.26000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2E3
9750000.00000000
PA
USD
10121870.75000000
0.192437361608
Long
DBT
CORP
FR
N
2
2023-03-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2017-GS6
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAA0
9872205.76000000
PA
USD
9852346.83000000
0.187313163390
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
1.95000000
N
N
N
N
N
N
Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc
N/A
Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc
05723KAD2
9750000.00000000
PA
USD
9917153.42000000
0.188545268552
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.77000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
5650000.00000000
PA
USD
5744190.70000000
0.109208755000
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2018-C
N/A
Navient Private Education Refi Loan Trust 2018-C
63940VAA0
4251038.96000000
PA
USD
4279398.49000000
0.081360074142
Long
ABS-O
CORP
US
N
2
2042-06-16
Fixed
3.01000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAM0
8200000.00000000
PA
USD
8207423.62000000
0.156039825645
Long
DBT
CORP
US
N
2
2021-02-10
Floating
2.73000000
N
N
N
N
N
N
Navient Student Loan Trust 2019-B
N/A
Navient Student Loan Trust 2019-B
63941LAA1
6225251.84000000
PA
USD
6223339.44000000
0.118318347645
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
2.31000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH3
549300FECQ7XLTBL1027
Sequoia Mortgage Trust 2018-CH3
81746WAL2
4702315.22000000
PA
USD
4744988.73000000
0.090211892111
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool
31288VUM9
317.58000000
PA
USD
320.49000000
0.000006093167
Long
ABS-MBS
USGA
US
N
2
2021-11-01
Floating
4.49000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCR1
11000000.00000000
PA
USD
11110502.70000000
0.211233266906
Long
DBT
CORP
US
N
2
2021-02-17
Fixed
2.80000000
N
N
N
N
N
N
KeyCorp Student Loan Trust 2000-A
549300O83C3TV9I4SN56
KeyCorp Student Loan Trust 2000-A
493268AW6
1524361.78000000
PA
USD
1517850.62000000
0.028857429208
Long
ABS-O
CORP
US
N
2
2029-05-25
Floating
2.45000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PCF0
19250000.00000000
PA
USD
19258398.78000000
0.366141352873
Long
ABS-O
CORP
US
N
2
2022-07-15
Floating
2.51000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AK3
16365000.00000000
PA
USD
16353164.01000000
0.310906927558
Long
DBT
CORP
CA
N
2
2021-10-04
Fixed
2.10000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2018-2
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAD0
6800000.00000000
PA
USD
6883849.44000000
0.130875986925
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
3.15000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2018-2
N/A
Westlake Automobile Receivables Trust 2018-2
96042FAD6
7800000.00000000
PA
USD
7838307.36000000
0.149022174367
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
3.20000000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAG2
2771020.00000000
PA
USD
2766646.50000000
0.052599580266
Long
ABS-O
CORP
US
N
2
2031-10-15
Floating
3.90000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
5000000.00000000
PA
USD
4982734.25000000
0.094731918273
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.59000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2019-3 Trust
N/A
Wells Fargo Mortgage Backed Securities 2019-3 Trust
949831AD3
14402378.65000000
PA
USD
14506464.64000000
0.275797414384
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.00000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-F
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAA9
15000000.00000000
PA
USD
15008520.00000000
0.285342508492
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.18000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBF6
6850000.00000000
PA
USD
6992305.26000000
0.132937952778
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KS67
50802460.24000000
PA
USD
2433651.22000000
0.046268662327
Long
ABS-MBS
CORP
US
N
2
2036-12-16
Variable
1.37000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523AN0
4900000.00000000
PA
USD
5071002.55000000
0.096410078288
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KX8
10000000.00000000
PA
USD
10206758.00000000
0.194051240981
Long
DBT
CORP
US
N
2
2023-09-01
Floating
3.57000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LZ2
4750000.00000000
PA
USD
5029524.34000000
0.095621493105
Long
DBT
CORP
US
N
2
2024-06-01
Variable
4.04000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22546QAD9
1600000.00000000
PA
USD
1610368.00000000
0.030616372881
Long
DBT
CORP
CH
N
2
2020-01-14
Fixed
5.40000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EED1
20000000.00000000
PA
USD
20821351.00000000
0.395856255283
Long
DBT
CORP
US
N
2
2021-03-24
Fixed
5.10000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2019-2
N/A
JP Morgan Mortgage Trust 2019-2
46650TAD4
4767823.56000000
PA
USD
4797250.57000000
0.091205496045
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
4.00000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust
12510GAB8
15500000.00000000
PA
USD
15644289.50000000
0.297429780518
Long
ABS-O
CORP
US
N
2
2026-09-14
Fixed
2.80000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAH3
9750000.00000000
PA
USD
9883726.13000000
0.187909747742
Long
DBT
CORP
US
N
2
2023-11-15
Floating
3.27000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
5500000.00000000
PA
USD
5665251.19000000
0.107707954268
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
Ally Master Owner Trust
N/A
Ally Master Owner Trust
02005AGU6
19500000.00000000
PA
USD
19889797.20000000
0.378145521774
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
3.29000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCS9
4800000.00000000
PA
USD
5011779.41000000
0.095284125873
Long
DBT
CORP
US
N
2
2023-02-17
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137EAEL9
29500000.00000000
PA
USD
29803650.29000000
0.566628044336
Long
DBT
USGA
US
N
2
2021-02-16
Fixed
2.38000000
N
N
N
N
N
N
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AM3
4832000.00000000
PA
USD
4841249.70000000
0.092042009047
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
2.45000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2019-5
N/A
JP Morgan Mortgage Trust 2019-5
46591FAD6
16083244.93000000
PA
USD
16145676.87000000
0.306962174777
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
Celgene Corp
4SIHMF0MOSTTL8CD0X64
Celgene Corp
151020AP9
8100000.00000000
PA
USD
8568513.72000000
0.162904883287
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.63000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCH7
9700000.00000000
PA
USD
9706790.00000000
0.184545831834
Long
DBT
CORP
US
N
2
2021-04-09
Floating
2.86000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHU7
22250000.00000000
PA
USD
22733492.50000000
0.432209956527
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
4.25000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WBY8
9600000.00000000
PA
USD
9603862.27000000
0.182588966223
Long
DBT
CORP
US
N
2
2020-02-11
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383TDX3
2584.49000000
PA
USD
2707.65000000
0.000051477936
Long
ABS-MBS
USGA
US
N
2
2029-10-01
Fixed
7.50000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2018-B
N/A
CPS Auto Receivables Trust 2018-B
12595PAA8
1582954.73000000
PA
USD
1583786.26000000
0.030110999908
Long
ABS-O
CORP
US
N
2
2021-09-15
Fixed
2.72000000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2X1
4750000.00000000
PA
USD
4892962.18000000
0.093025168530
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.30000000
N
N
N
N
N
N
Verizon Owner Trust 2017-3
5493002I20BBOB4UPY82
Verizon Owner Trust 2017-3
92348RAA6
13200000.00000000
PA
USD
13203973.20000000
0.251034401457
Long
ABS-O
CORP
US
N
2
2022-04-20
Fixed
2.06000000
N
N
N
N
N
N
Continental Airlines 2009-2 Class A Pass Through Trust
N/A
Continental Airlines 2009-2 Class A Pass Through Trust
21079UAA3
5677653.76000000
PA
USD
5683595.99000000
0.108056726249
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
7.25000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BY4
6850000.00000000
PA
USD
7086467.75000000
0.134728173339
Long
DBT
CORP
US
N
2
2021-11-05
Fixed
3.70000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KQ69
43913286.00000000
PA
USD
1301638.10000000
0.024746789197
Long
ABS-MBS
CORP
US
N
2
2054-10-16
Variable
0.68000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHQ6
5751000.00000000
PA
USD
5788813.34000000
0.110057122196
Long
DBT
CORP
US
N
2
2022-01-24
Floating
2.58000000
N
N
N
N
N
Westlake Automobile Receivables Trust 2019-1
N/A
Westlake Automobile Receivables Trust 2019-1
96042JAG1
13150000.00000000
PA
USD
13283573.76000000
0.252547770094
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
3.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0J20
54700000.00000000
PA
USD
54549623.68000000
1.037099358109
Long
DBT
USGA
US
N
2
2021-02-26
Fixed
1.38000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CF4
9600000.00000000
PA
USD
9600000.00000000
0.182515536610
Long
DBT
CORP
US
N
2
2019-11-01
Fixed
1.50000000
N
N
N
N
N
N
BA Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDB1
37000000.00000000
PA
USD
36950664.20000000
0.702507323393
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.74000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2017-1
N/A
Sequoia Mortgage Trust 2017-1
81746TAD7
9868097.92000000
PA
USD
10029470.93000000
0.190680652990
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2019-2
N/A
Americredit Automobile Receivables Trust 2019-2
03066KAC4
10800000.00000000
PA
USD
10828528.20000000
0.205872357825
Long
ABS-O
CORP
US
N
2
2022-09-19
Fixed
2.43000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374F5S4
1720.25000000
PA
USD
1754.98000000
0.000033365741
Long
ABS-MBS
USGA
US
N
2
2035-11-01
Floating
4.74000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-5
N/A
Sequoia Mortgage Trust 2018-5
81747GAD4
10821081.00000000
PA
USD
10973420.18000000
0.208627049229
Long
ABS-MBS
CORP
US
N
2
2048-05-25
Variable
3.50000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-A
549300ZUZB9UCBWEBN39
Navient Private Education Refi Loan Trust 2019-A
63941BAA3
2934274.38000000
PA
USD
2957657.03000000
0.056231079160
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.03000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2018-9
N/A
JP Morgan Mortgage Trust 2018-9
46649YAE5
8105248.48000000
PA
USD
8170066.15000000
0.155329584115
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
SLM Private Credit Student Loan Trust 2006-A
549300I2YWZ9E1B0EY33
SLM Private Credit Student Loan Trust 2006-A
78443CCL6
24958069.35000000
PA
USD
24393942.11000000
0.463778482734
Long
ABS-O
CORP
US
N
2
2039-06-15
Floating
2.41000000
N
N
N
N
N
N
PSMC 2019-1 Trust
N/A
PSMC 2019-1 Trust
69372XAC6
11639914.17000000
PA
USD
11781919.96000000
0.223998275395
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
4.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2019-1 Trust
N/A
Wells Fargo Mortgage Backed Securities 2019-1 Trust
95001TAG0
7219872.99000000
PA
USD
7242655.30000000
0.137697616517
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8G9
9600000.00000000
PA
USD
9782079.55000000
0.185977239399
Long
DBT
CORP
US
N
2
2021-02-25
Floating
3.90000000
N
N
N
N
N
N
Volvo Financial Equipment Master Owner Trust
N/A
Volvo Financial Equipment Master Owner Trust
92887MAB2
14600000.00000000
PA
USD
14632360.90000000
0.278190958493
Long
ABS-O
CORP
US
N
2
2023-07-17
Floating
2.43000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGH6
28400000.00000000
PA
USD
28794188.88000000
0.547436128614
Long
DBT
CORP
US
N
2
2023-01-20
Floating
3.13000000
N
N
N
N
N
N
Volvo Financial Equipment LLC Series 2018-1
N/A
Volvo Financial Equipment LLC Series 2018-1
92888CAD9
4900000.00000000
PA
USD
4969270.81000000
0.094475950880
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.76000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-D
N/A
Navient Private Education Refi Loan Trust 2019-D
63941CAA1
11065383.93000000
PA
USD
11064954.59000000
0.210367304642
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
2.31000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAL4
9600000.00000000
PA
USD
9727342.08000000
0.184936568700
Long
DBT
CORP
US
N
2
2047-04-09
Fixed
3.17000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674XF2
11500000.00000000
PA
USD
11513492.15000000
0.218894916460
Long
DBT
CORP
CH
N
2
2020-06-08
Fixed
2.20000000
N
N
N
N
N
N
Kinder Morgan Inc/DE
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456BAN1
14500000.00000000
PA
USD
14671844.58000000
0.278941623602
Long
DBT
CORP
US
N
2
2023-01-15
Floating
3.28000000
N
N
N
N
N
N
Volvo Financial Equipment LLC Series 2019-1
N/A
Volvo Financial Equipment LLC Series 2019-1
92888DAC9
12900000.00000000
PA
USD
13166166.99000000
0.250315628466
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
3.00000000
N
N
N
N
N
N
GTP Acquisition Partners I LLC
N/A
GTP Acquisition Partners I LLC
36246MAT6
10100000.00000000
PA
USD
10103529.95000000
0.192088665675
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
2.35000000
N
N
N
N
N
N
Bank of The West Auto Trust 2018-1
549300OPTKFI3P2ERB31
Bank of The West Auto Trust 2018-1
065603AB8
7535728.78000000
PA
USD
7546188.37000000
0.143468397886
Long
ABS-O
CORP
US
N
2
2021-04-15
Fixed
3.09000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCP4
9750000.00000000
PA
USD
9880875.32000000
0.187855548042
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
3.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEC6
38600000.00000000
PA
USD
39379092.75000000
0.748676692135
Long
DBT
CORP
US
N
2
2023-10-24
Floating
3.34000000
N
N
N
N
N
N
Verizon Owner Trust 2019-B
549300P0XXSIS1ESEJ26
Verizon Owner Trust 2019-B
92349GAA9
19500000.00000000
PA
USD
19674306.60000000
0.374048606930
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
2.33000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGM6
5000000.00000000
PA
USD
5025141.95000000
0.095538174952
Long
DBT
CORP
US
N
2
2020-07-22
Fixed
2.60000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2017-4
N/A
JP Morgan Mortgage Trust 2017-4
46648UAE4
24705155.31000000
PA
USD
25001073.66000000
0.475321289051
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2018-6
N/A
JP Morgan Mortgage Trust 2018-6
46650JAC8
9040202.05000000
PA
USD
9142157.45000000
0.173811017996
Long
ABS-MBS
CORP
US
N
2
2048-12-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0V75
34400000.00000000
PA
USD
34661474.74000000
0.658985173112
Long
DBT
USGA
US
N
2
2024-07-02
Fixed
1.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2018-4
N/A
JP Morgan Mortgage Trust 2018-4
46649CAE3
9106779.58000000
PA
USD
9226788.72000000
0.175420030668
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Celgene Corp
4SIHMF0MOSTTL8CD0X64
Celgene Corp
151020AH7
9750000.00000000
PA
USD
10057816.86000000
0.191219566805
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.25000000
N
N
N
N
N
N
Southeast Supply Header LLC
N/A
Southeast Supply Header LLC
841504AB9
10900000.00000000
PA
USD
11102373.98000000
0.211078723396
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
4.25000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BG6
11495000.00000000
PA
USD
11514649.44000000
0.218916918898
Long
DBT
CORP
NL
N
2
2020-05-11
Fixed
2.13000000
N
N
N
N
N
N
TCF Auto Receivables Owner Trust 2016-PT1
N/A
TCF Auto Receivables Owner Trust 2016-PT1
87226VAA4
3934930.78000000
PA
USD
3932949.94000000
0.074773382162
Long
ABS-O
CORP
US
N
2
2022-06-15
Fixed
1.93000000
N
N
N
N
N
N
Daimler Trucks Retail Trust 2019-1
N/A
Daimler Trucks Retail Trust 2019-1
233871AB8
14657141.47000000
PA
USD
14698210.78000000
0.279442898721
Long
ABS-O
CORP
US
N
2
2021-04-15
Fixed
2.77000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust 2003-46
N/A
CHL Mortgage Pass-Through Trust 2003-46
12669EG67
395428.80000000
PA
USD
402656.61000000
0.007655321587
Long
ABS-MBS
CORP
US
N
2
2034-01-19
Variable
3.92000000
N
N
N
N
N
N
PSMC 2018-1 Trust
N/A
PSMC 2018-1 Trust
69371VAC1
18013606.85000000
PA
USD
18273957.51000000
0.347425120930
Long
ABS-MBS
CORP
US
N
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CK4
4800000.00000000
PA
USD
4800693.02000000
0.091270944025
Long
DBT
CORP
US
N
2
2020-02-07
Fixed
1.90000000
N
N
N
N
N
Trafigura Securitisation Finance PLC 2017-1
N/A
Trafigura Securitisation Finance PLC 2017-1
892725AE2
17500000.00000000
PA
USD
17513807.50000000
0.332973122286
Long
ABS-O
CORP
IE
N
2
2020-12-15
Floating
2.77000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PCL7
11700000.00000000
PA
USD
11734686.99000000
0.223100280514
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.40000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BM7
9600000.00000000
PA
USD
9619033.82000000
0.182877408263
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
1.85000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2019-1
N/A
Westlake Automobile Receivables Trust 2019-1
96042JAC0
9496876.05000000
PA
USD
9538384.05000000
0.181344092008
Long
ABS-O
CORP
US
N
2
2022-05-16
Fixed
3.06000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BD0
14500000.00000000
PA
USD
14489468.51000000
0.275474283364
Long
DBT
CORP
US
N
2
2021-01-15
Floating
2.50000000
N
N
N
N
N
N
Metlife Securitization Trust 2019-1
N/A
Metlife Securitization Trust 2019-1
59166EAB1
6556552.26000000
PA
USD
6841449.54000000
0.130069878540
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AF9
9272000.00000000
PA
USD
9465587.03000000
0.179960072511
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.60000000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
69832AAB2
5000000.00000000
PA
USD
5069590.25000000
0.096383227591
Long
DBT
CORP
JP
N
2
2024-07-19
Fixed
2.68000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAA1
4750000.00000000
PA
USD
4844983.90000000
0.092113003789
Long
DBT
CORP
US
N
2
2021-06-25
Fixed
3.50000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CN9
14500000.00000000
PA
USD
14510148.70000000
0.275867455862
Long
DBT
CORP
US
N
2
2020-01-10
Floating
2.33000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R36
42100000.00000000
PA
USD
42167425.68000000
0.801688575569
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.63000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBS1
19500000.00000000
PA
USD
20115210.96000000
0.382431096082
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.50000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FAA9
9750000.00000000
PA
USD
9864557.82000000
0.187545319160
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
3.13000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CP2
5750000.00000000
PA
USD
5869264.66000000
0.111586665513
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.10000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
9300000.00000000
PA
USD
9354911.48000000
0.177855905074
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46623EKG3
9500000.00000000
PA
USD
9515807.62000000
0.180914868129
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
2.30000000
N
N
N
N
N
N
Five Corners Funding Trust
N/A
Five Corners Funding Trust
33829TAA4
26875000.00000000
PA
USD
29211214.73000000
0.555364638696
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.42000000
N
N
N
N
N
N
SunTrust Bank/Atlanta GA
IYDOJBGJWY9T8XKCSX06
SunTrust Bank/Atlanta GA
86787EAT4
15500000.00000000
PA
USD
15675550.68000000
0.298024119169
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.45000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFZ7
12000000.00000000
PA
USD
12111719.76000000
0.230268440757
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
2.50000000
N
N
N
N
N
N
Verizon Owner Trust 2017-1
N/A
Verizon Owner Trust 2017-1
92348NAA5
3620011.78000000
PA
USD
3619968.70000000
0.068822971853
Long
ABS-O
CORP
US
N
2
2021-09-20
Fixed
2.06000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2013-8
549300EU86QZR1NB5U93
Sequoia Mortgage Trust 2013-8
81745EAK5
3384012.80000000
PA
USD
3349246.81000000
0.063675997788
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
2.25000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FW2
15000000.00000000
PA
USD
15000750.00000000
0.285194784980
Long
DBT
CORP
US
N
2
2022-05-06
Floating
2.64000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAB5
14400000.00000000
PA
USD
14404608.00000000
0.273860912373
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
2.38000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BE8
9750000.00000000
PA
USD
9754677.37000000
0.185456268192
Long
DBT
CORP
US
N
2
2020-02-01
Fixed
2.40000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D72
50000000.00000000
PA
USD
50386719.00000000
0.957954068367
Long
DBT
UST
US
N
2
2021-08-31
Fixed
2.00000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust 2017-2
N/A
OneMain Direct Auto Receivables Trust 2017-2
68267CAA6
3745912.99000000
PA
USD
3744220.59000000
0.071185253142
Long
ABS-O
CORP
US
N
2
2021-12-14
Fixed
2.31000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAB2
9600000.00000000
PA
USD
9638126.78000000
0.183240404288
Long
DBT
CORP
US
N
2
2020-04-23
Floating
3.09000000
N
N
N
N
N
N
Capital Auto Receivables Asset Trust 2018-2
N/A
Capital Auto Receivables Asset Trust 2018-2
13976CAB2
5933333.08000000
PA
USD
5945073.37000000
0.113027943366
Long
ABS-O
CORP
US
N
2
2021-02-22
Fixed
3.02000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFF0
9600000.00000000
PA
USD
9632719.01000000
0.183137591575
Long
DBT
CORP
US
N
2
2022-07-27
Floating
2.44000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SK8
19000000.00000000
PA
USD
19372793.11000000
0.368316221886
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0ZR7
26250000.00000000
PA
USD
27504909.08000000
0.522924295849
Long
DBT
USGA
US
N
2
2024-09-06
Fixed
2.63000000
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
10347000.00000000
PA
USD
10584241.71000000
0.201227974512
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.00000000
N
N
N
N
N
N
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAA8
13125000.00000000
PA
USD
13207031.25000000
0.251092541210
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
3.36000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2018-D
N/A
Navient Private Education Refi Loan Trust 2018-D
63940UAA2
5654025.53000000
PA
USD
5641911.21000000
0.107264213750
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
2.22000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PCV5
8750000.00000000
PA
USD
8885807.88000000
0.168937290982
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
3.19000000
N
N
N
N
N
N
Delta Air Lines 2012-1 Class A Pass Through Trust
N/A
Delta Air Lines 2012-1 Class A Pass Through Trust
247358AA2
3142499.56000000
PA
USD
3175340.25000000
0.060369680171
Long
DBT
CORP
US
N
2
2021-11-07
Fixed
4.75000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2019-B
549300RMJRP95RN5CL91
CPS Auto Receivables Trust 2019-B
22412AAA1
6556190.89000000
PA
USD
6578259.68000000
0.125066103693
Long
ABS-O
CORP
US
N
2
2022-05-16
Fixed
2.89000000
N
N
N
N
N
N
Columbia Pipeline Group Inc
549300SRP1TQM9JJBG80
Columbia Pipeline Group Inc
198280AD1
8528000.00000000
PA
USD
8578695.80000000
0.163098465349
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
3.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
10200000.00000000
PA
USD
10800848.34000000
0.205346107356
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHK9
14400000.00000000
PA
USD
15313818.96000000
0.291146863024
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.60000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QGJ7
8750000.00000000
PA
USD
8739735.38000000
0.166160155491
Long
ABS-O
CORP
US
N
2
2023-10-15
Floating
2.31000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEX8
8256000.00000000
PA
USD
8331683.08000000
0.158402250855
Long
DBT
CORP
US
N
2
2020-12-09
Fixed
2.75000000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAA5
1134556.65000000
PA
USD
1137992.54000000
0.021635554072
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.98000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KQC6
92416275.42000000
PA
USD
3348768.43000000
0.063666902810
Long
ABS-MBS
CORP
US
N
2
2055-01-16
Variable
0.86000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2018-3
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust 2018-3
96042GAC6
5905885.66000000
PA
USD
5919831.23000000
0.112548038915
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
2.98000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2015-3
N/A
AmeriCredit Automobile Receivables Trust 2015-3
03065NAF2
1135609.53000000
PA
USD
1135836.99000000
0.021594572680
Long
ABS-O
CORP
US
N
2
2021-03-08
Fixed
2.73000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAA1
5700000.00000000
PA
USD
5752109.06000000
0.109359299138
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
5249000.00000000
PA
USD
5597775.95000000
0.106425112639
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137EAEN5
32900000.00000000
PA
USD
34287662.78000000
0.651878247021
Long
DBT
USGA
US
N
2
2023-06-19
Fixed
2.75000000
N
N
N
N
N
N
CCG Receivables Trust 2018-1
N/A
CCG Receivables Trust 2018-1
12508VAB9
2227858.99000000
PA
USD
2232586.51000000
0.042446013010
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BQ4
11500000.00000000
PA
USD
11496803.23000000
0.218577626127
Long
DBT
CORP
US
N
2
2020-06-05
Fixed
1.80000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
9800000.00000000
PA
USD
10117491.78000000
0.192354108476
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRW2
15000000.00000000
PA
USD
15261981.15000000
0.290161320763
Long
DBT
CORP
US
N
2
2023-10-24
Floating
3.17000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GT2
9750000.00000000
PA
USD
10189736.70000000
0.193727631429
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
World Omni Select Auto Trust 2018-1
N/A
World Omni Select Auto Trust 2018-1
98162DAC3
6194870.62000000
PA
USD
6212634.41000000
0.118114823240
Long
ABS-O
CORP
US
N
2
2022-04-15
Fixed
3.24000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AJ0
4900000.00000000
PA
USD
4954398.43000000
0.094193196670
Long
DBT
CORP
US
N
2
2020-09-25
Fixed
3.40000000
N
N
N
N
N
N
SMB Private Education Loan Trust 2019-A
549300WEYOS38NWU8D22
SMB Private Education Loan Trust 2019-A
78449TAA9
5911096.02000000
PA
USD
5910402.65000000
0.112368782421
Long
ABS-O
CORP
US
N
2
2026-02-16
Floating
2.26000000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2S2
9600000.00000000
PA
USD
9694766.40000000
0.184317238730
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.40000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEB8
20700000.00000000
PA
USD
21032442.00000000
0.399869524776
Long
DBT
CORP
US
N
2
2021-04-21
Floating
3.37000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BE7
9750000.00000000
PA
USD
9927651.14000000
0.188744851572
Long
DBT
CORP
US
N
2
2021-05-11
Fixed
3.00000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2018-D
N/A
CPS Auto Receivables Trust 2018-D
22411XAA2
8322660.78000000
PA
USD
8342725.88000000
0.158612196956
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
3.06000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y95
39300000.00000000
PA
USD
39975468.75000000
0.760015013558
Long
DBT
UST
US
N
2
2026-07-31
Fixed
1.88000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2018-1
549300EZH20KSD9JD814
Wells Fargo Mortgage Backed Securities 2018-1
94989UAC5
15122636.06000000
PA
USD
15360106.81000000
0.292026889252
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Variable
3.50000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QFE9
6700000.00000000
PA
USD
6700476.37000000
0.127389691689
Long
ABS-O
CORP
US
N
2
2021-11-15
Floating
2.37000000
N
N
N
N
N
N
Indiantown Cogeneration LP
N/A
Indiantown Cogeneration LP
455665AK5
2602963.37000000
PA
USD
2690844.54000000
0.051158430745
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
9.77000000
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-A
549300QHI21JZK7YIR34
SMB Private Education Loan Trust 2018-A
78449PAA7
4941116.08000000
PA
USD
4941042.95000000
0.093939281816
Long
ABS-O
CORP
US
N
2
2026-03-16
Floating
2.27000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477BE2
9800000.00000000
PA
USD
9864730.86000000
0.187548609003
Long
DBT
CORP
US
N
2
2025-11-01
Variable
2.35000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2019-2
N/A
Sequoia Mortgage Trust 2019-2
81746YAD6
16131225.80000000
PA
USD
16247156.08000000
0.308891501076
Long
ABS-MBS
CORP
US
N
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HV6
10750000.00000000
PA
USD
11469267.77000000
0.218054120996
Long
DBT
CORP
US
N
2
2024-08-05
Fixed
4.00000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KGP8
66087848.03000000
PA
USD
1945705.55000000
0.036991822140
Long
ABS-MBS
CORP
US
N
2
2055-02-16
Variable
0.83000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2004-A3
N/A
JP Morgan Mortgage Trust 2004-A3
466247CV3
532761.56000000
PA
USD
540446.75000000
0.010274992561
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
4.61000000
N
N
N
N
N
N
MMAF Equipment Finance LLC 2019-A
N/A
MMAF Equipment Finance LLC 2019-A
60700FAC7
12000000.00000000
PA
USD
12069933.60000000
0.229474000818
Long
ABS-O
CORP
US
N
2
2022-01-10
Fixed
2.84000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2E8
9700000.00000000
PA
USD
9909351.03000000
0.188396929239
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.55000000
N
N
N
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BK6
9750000.00000000
PA
USD
10344749.32000000
0.196674736795
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.27000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828L65
15000000.00000000
PA
USD
14966601.60000000
0.284545554401
Long
DBT
UST
US
N
2
2020-09-30
Fixed
1.38000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
22500000.00000000
PA
USD
23153625.23000000
0.440197534721
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.50000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AV8
6457000.00000000
PA
USD
6684122.26000000
0.127078766776
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371L5V7
33014.27000000
PA
USD
34633.35000000
0.000658450464
Long
ABS-MBS
USGA
US
N
2
2035-01-01
Floating
4.87000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAU3
4800000.00000000
PA
USD
4827210.34000000
0.091775092243
Long
DBT
CORP
US
N
2
2021-05-14
Fixed
2.30000000
N
N
N
N
N
N
RBSSP Resecuritization Trust 2009-7
N/A
RBSSP Resecuritization Trust 2009-7
75524MAX8
199833.90000000
PA
USD
198771.66000000
0.003779053769
Long
ABS-MBS
CORP
US
N
2
2037-06-26
Floating
2.42000000
N
N
N
N
N
N
Navient Private Education Loan Trust 2018-B
N/A
Navient Private Education Loan Trust 2018-B
63940QAA1
2642126.03000000
PA
USD
2642126.82000000
0.050232207744
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
2.27000000
N
N
N
N
N
N
Rockwell Collins Inc
XO75O7GICH1NPWLBRL05
Rockwell Collins Inc
774341AJ0
6750000.00000000
PA
USD
7044428.25000000
0.133928916891
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
Tucson Electric Power Co
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AP5
4400000.00000000
PA
USD
4492356.70000000
0.085408843098
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.05000000
N
N
N
N
N
N
Bank of The West Auto Trust 2019-1
549300VWQMQWM78WF314
Bank of The West Auto Trust 2019-1
065606AB1
7750000.00000000
PA
USD
7770762.25000000
0.147738004367
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.40000000
N
N
N
N
N
N
World Omni Select Auto Trust 2019-A
N/A
World Omni Select Auto Trust 2019-A
98163BAB8
20500000.00000000
PA
USD
20502615.80000000
0.389796450484
Long
ABS-O
CORP
US
N
2
2023-08-15
Fixed
2.06000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378NYX5
39185034.99000000
PA
USD
1174755.59000000
0.022334494468
Long
ABS-MBS
CORP
US
N
2
2054-01-16
Variable
0.66000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2017-2
N/A
Sequoia Mortgage Trust 2017-2
81746KAD6
4689281.36000000
PA
USD
4783432.75000000
0.090942791167
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BE2
4800000.00000000
PA
USD
4804923.84000000
0.091351380523
Long
DBT
CORP
US
N
2
2020-08-21
Floating
2.60000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
4800000.00000000
PA
USD
4965616.03000000
0.094406466074
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2019-3
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAB5
15750000.00000000
PA
USD
15765132.60000000
0.299727253773
Long
ABS-O
CORP
US
N
2
2022-02-15
Fixed
2.28000000
N
N
N
N
N
N
SLM Private Credit Student Loan Trust 2006-B
549300MJYMBTZU2FTV38
SLM Private Credit Student Loan Trust 2006-B
78443CCY8
14417905.74000000
PA
USD
14139331.62000000
0.268817468535
Long
ABS-O
CORP
US
N
2
2039-12-15
Floating
2.32000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAD8
38500000.00000000
PA
USD
38756957.47000000
0.736848634377
Long
DBT
CORP
US
N
2
2023-04-25
Floating
2.84000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2018-2
N/A
Westlake Automobile Receivables Trust 2018-2
96042FAB0
2036052.42000000
PA
USD
2037985.45000000
0.038746250834
Long
ABS-O
CORP
US
N
2
2021-09-15
Fixed
2.84000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CP3
9600000.00000000
PA
USD
9756952.42000000
0.185499521522
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.65000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AC5
12500000.00000000
PA
USD
13096186.13000000
0.248985149902
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.38000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AS5
11700000.00000000
PA
USD
11702434.30000000
0.222487091240
Long
DBT
CORP
US
N
2
2019-12-20
Floating
2.66000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378NEU3
56664520.63000000
PA
USD
2909949.79000000
0.055324067440
Long
ABS-MBS
CORP
US
N
2
2046-02-16
Variable
1.24000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-3
N/A
Sequoia Mortgage Trust 2018-3
81746VAD2
8845505.45000000
PA
USD
8989934.86000000
0.170916956777
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCP1
5000000.00000000
PA
USD
5344175.10000000
0.101603644387
Long
DBT
CORP
GB
N
2
2024-02-10
Fixed
3.81000000
N
N
N
N
N
N
Florida Gas Transmission Co LLC
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AV2
12550000.00000000
PA
USD
12988188.14000000
0.246931888330
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.88000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YJ6
5000000.00000000
PA
USD
4937044.15000000
0.093863256490
Long
DBT
CORP
US
N
2
2022-03-28
Floating
3.37000000
N
N
N
N
N
N
Verizon Owner Trust 2018-1
54930074536XOX02QB08
Verizon Owner Trust 2018-1
92349FAA1
15500000.00000000
PA
USD
15613632.05000000
0.296846920004
Long
ABS-O
CORP
US
N
2
2022-09-20
Fixed
2.82000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAA4
14600000.00000000
PA
USD
14926758.37000000
0.283788053516
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.38000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFT1
15750000.00000000
PA
USD
15855440.11000000
0.301444183319
Long
DBT
CORP
US
N
2
2020-10-19
Fixed
2.63000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BS7
9750000.00000000
PA
USD
10231049.40000000
0.194513069930
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.95000000
N
N
N
N
N
N
SLM Private Credit Student Loan Trust 2004-B
549300HIOV1ESFZYQ040
SLM Private Credit Student Loan Trust 2004-B
78443CBN3
12526454.79000000
PA
USD
12448550.26000000
0.236672274033
Long
ABS-O
CORP
US
N
2
2024-03-15
Floating
2.45000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DLW8
68233.02000000
PA
USD
70974.35000000
0.001349366830
Long
ABS-MBS
USGA
US
N
2
2037-02-01
Floating
4.56000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CB3
9750000.00000000
PA
USD
9888900.45000000
0.188008122095
Long
DBT
CORP
US
N
2
2021-02-22
Fixed
3.00000000
N
N
N
N
N
N
SunTrust Banks Inc
7E1PDLW1JL6TS0BS1G03
SunTrust Banks Inc
867914BK8
12500000.00000000
PA
USD
12640487.13000000
0.240321384536
Long
DBT
CORP
US
N
2
2021-03-03
Fixed
2.90000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GF4
4181071.49000000
PA
USD
4108996.88000000
0.078120392758
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
1.85000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2019-2 Trust
N/A
Wells Fargo Mortgage Backed Securities 2019-2 Trust
95002JAC0
13751201.09000000
PA
USD
13853706.67000000
0.263387156970
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
Commonbond Student Loan Trust 2018-C-GS
549300O1CSZVJJTIR319
Commonbond Student Loan Trust 2018-C-GS
20267XAA1
11471088.97000000
PA
USD
11824398.51000000
0.224805879077
Long
ABS-O
CORP
US
N
2
2046-02-25
Fixed
3.87000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2016-C4
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAG8
6771098.84000000
PA
USD
6730931.33000000
0.127968702456
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
1.54000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284P2
19500000.00000000
PA
USD
19804687.50000000
0.376527413173
Long
DBT
UST
US
N
2
2021-05-15
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0Q22
126950000.00000100
PA
USD
128753018.80000100
2.447856907968
Long
DBT
USGA
US
N
2
2026-09-24
Fixed
1.88000000
N
N
N
N
N
Sequoia Mortgage Trust 2019-1
N/A
Sequoia Mortgage Trust 2019-1
81747AAG0
3275317.99000000
PA
USD
3303977.02000000
0.062815326953
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AL0
9327000.00000000
PA
USD
9327135.61000000
0.177327829260
Long
DBT
CORP
US
N
2
2019-12-05
Fixed
2.60000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BL5
4850000.00000000
PA
USD
4856481.10000000
0.092331588958
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
2.08000000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
3231833.55000000
NS
USD
3231833.55000000
0.061443732772
Long
STIV
RF
US
N
1
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDP7
9600000.00000000
PA
USD
9764550.34000000
0.185643973444
Long
DBT
CORP
US
N
2
2022-01-11
Fixed
2.60000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBH5
4000000.00000000
PA
USD
4053833.84000000
0.077071631108
Long
DBT
CORP
US
N
2
2022-11-17
Fixed
2.65000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CV5
15000000.00000000
PA
USD
15094950.00000000
0.286985718683
Long
DBT
CORP
US
N
2
2021-08-13
Floating
3.44000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CU2
13400000.00000000
PA
USD
13552928.57000000
0.257668753187
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.60000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAT6
8414000.00000000
PA
USD
8437354.91000000
0.160411287392
Long
DBT
CORP
US
N
2
2020-05-14
Fixed
2.50000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust 2019-1
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAA2
16750000.00000000
PA
USD
17445458.33000000
0.331673665470
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
US Bank NA/Cincinnati OH
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HNG4
9700000.00000000
PA
USD
9722349.19000000
0.184841643700
Long
DBT
CORP
US
N
2
2020-10-23
Fixed
2.05000000
N
N
N
N
N
N
Commonbond Student Loan Trust 2019-A-GS
N/A
Commonbond Student Loan Trust 2019-A-GS
20268CAA6
21400000.00000000
PA
USD
21392694.04000000
0.406718649193
Long
ABS-O
CORP
US
N
2
2047-01-25
Fixed
2.54000000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
69832AAA4
9800000.00000000
PA
USD
9881586.67000000
0.187869072253
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
2.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0N82
48400000.00000000
PA
USD
48114009.72000000
0.914745239846
Long
DBT
USGA
US
N
2
2021-08-17
Fixed
1.25000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2019-A
N/A
CPS Auto Receivables Trust 2019-A
12596HAA5
4934877.78000000
PA
USD
4957509.13000000
0.094252337407
Long
ABS-O
CORP
US
N
2
2022-06-15
Fixed
3.18000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAD3
250000.00000000
PA
USD
250017.51000000
0.004753341666
Long
DBT
CORP
US
N
2
2019-12-15
Fixed
2.10000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAU9
5800000.00000000
PA
USD
6047571.03000000
0.114976632471
Long
DBT
CORP
US
N
2
2024-03-07
Fixed
2.90000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAJ9
9600000.00000000
PA
USD
9600636.00000000
0.182527628264
Long
DBT
CORP
US
N
2
2019-12-13
Fixed
2.30000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378N2L6
20101239.43000000
PA
USD
558957.17000000
0.010626913315
Long
ABS-MBS
CORP
US
N
2
2055-09-16
Variable
0.44000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402Q3Z2
13889.69000000
PA
USD
14589.36000000
0.000277373423
Long
ABS-MBS
USGA
US
N
2
2034-07-01
Floating
4.51000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FQ6
14250000.00000000
PA
USD
14449553.44000000
0.274715416654
Long
DBT
CORP
US
N
2
2022-03-30
Fixed
2.45000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2019-3
N/A
Sequoia Mortgage Trust 2019-3
81748BAE2
11260798.54000000
PA
USD
11353170.87000000
0.215846882663
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0K36
145500000.00000100
PA
USD
149730339.75000100
2.846678469410
Long
DBT
USGA
US
N
2
2026-04-24
Fixed
2.13000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2013-4
N/A
Sequoia Mortgage Trust 2013-4
81744YAC0
6682833.56000000
PA
USD
6428859.15000000
0.122225695578
Long
ABS-MBS
CORP
US
N
2
2043-04-25
Variable
1.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0D75
15000000.00000000
PA
USD
14987595.90000000
0.284944698769
Long
DBT
USGA
US
N
2
2020-06-22
Fixed
1.50000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EL3
6000000.00000000
PA
USD
6266087.94000000
0.119131083626
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
2.85000000
N
N
N
N
N
N
Verizon Owner Trust 2016-2
549300YK8J8QMYHMZC08
Verizon Owner Trust 2016-2
92348MAA7
3564476.95000000
PA
USD
3563432.91000000
0.067748111431
Long
ABS-O
CORP
US
N
2
2021-05-20
Fixed
1.68000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GBX6
15000000.00000000
PA
USD
15024652.05000000
0.285649211592
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.95000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BT0
2606466.14000000
PA
USD
2562878.55000000
0.048725536856
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
1.91000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KU64
3264876.68000000
PA
USD
218997.15000000
0.004163581494
Long
ABS-MBS
CORP
US
N
2
2051-10-16
Variable
1.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391KNS2
24828.62000000
PA
USD
26046.45000000
0.000495196020
Long
ABS-MBS
USGA
US
N
2
2032-11-01
Floating
4.79000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services PLC
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAF6
9600000.00000000
PA
USD
9620829.22000000
0.182911542471
Long
DBT
CORP
GB
N
2
2022-06-24
Floating
2.69000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
10500000.00000000
PA
USD
10613761.20000000
0.201789200090
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467P8
9500000.00000000
PA
USD
9740523.76000000
0.185187179262
Long
DBT
CORP
US
N
2
2020-07-24
Fixed
5.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDZ4
4800000.00000000
PA
USD
4813227.98000000
0.091509259124
Long
DBT
CORP
US
N
2
2020-05-22
Floating
2.70000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AK7
11300000.00000000
PA
USD
11356500.00000000
0.215910176199
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.15000000
N
N
N
N
N
N
BB&T Corp
549300DRQQI75D2JP341
BB&T Corp
05531FAV5
9500000.00000000
PA
USD
9517885.65000000
0.180954375709
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
2.05000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887BZ4
4900000.00000000
PA
USD
5059073.85000000
0.096183289425
Long
DBT
CORP
US
N
2
2021-10-22
Fixed
3.80000000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAC1
2077238.76000000
PA
USD
2089344.49000000
0.039722690703
Long
ABS-O
CORP
US
N
2
2027-04-15
Floating
4.80000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DC9
9500000.00000000
PA
USD
9532953.32000000
0.181240842779
Long
DBT
CORP
US
N
2
2020-10-14
Fixed
2.15000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2018-3
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust 2018-3
96042GAG7
10700000.00000000
PA
USD
10778549.77000000
0.204922166161
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
3.32000000
N
N
N
N
N
N
Branch Banking & Trust Co
JJKC32MCHWDI71265Z06
Branch Banking & Trust Co
07330NAN5
14400000.00000000
PA
USD
14402160.00000000
0.273814370911
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
2.10000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AR4
9750000.00000000
PA
USD
9939692.00000000
0.188973772825
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.60000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AF5
8300000.00000000
PA
USD
8690201.18000000
0.165218409543
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0V34
35250000.00000000
PA
USD
36561398.35000000
0.695106587404
Long
DBT
USGA
US
N
2
2024-02-05
Fixed
2.50000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AP0
9850000.00000000
PA
USD
10554369.66000000
0.200660046049
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
CSMC 2017-HL2 Trust
N/A
CSMC 2017-HL2 Trust
12652CAC3
13663465.28000000
PA
USD
13920037.83000000
0.264648247310
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2017-6
N/A
JP Morgan Mortgage Trust 2017-6
46649HAE2
9744071.82000000
PA
USD
9878325.64000000
0.187807073437
Long
ABS-MBS
CORP
US
N
2
2048-12-25
Variable
3.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCT4
15098000.00000000
PA
USD
15142998.53000000
0.287899219020
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
2.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0A78
20000000.00000000
PA
USD
19999140.60000000
0.380224362328
Long
DBT
USGA
US
N
2
2020-01-21
Fixed
1.63000000
N
N
N
N
N
N
Federal Home Loan Banks
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AEWA4
25000000.00000000
PA
USD
25223161.00000000
0.479543621346
Long
DBT
USGA
US
N
2
2020-10-01
Fixed
2.63000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-C
N/A
Navient Private Education Refi Loan Trust 2019-C
63940YAA4
18023015.61000000
PA
USD
18199610.52000000
0.346011633349
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
2.82000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAF3
6700000.00000000
PA
USD
6759080.27000000
0.128503871090
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.70000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AG3
17900000.00000000
PA
USD
18899251.03000000
0.359313223257
Long
DBT
CORP
CH
N
2
2024-06-12
Variable
4.21000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBK0
4800000.00000000
PA
USD
4809927.02000000
0.091446501157
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.90000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BF9
3850000.00000000
PA
USD
3868945.89000000
0.073556534919
Long
DBT
CORP
US
N
2
2021-08-23
Fixed
2.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2016-4
N/A
JP Morgan Mortgage Trust 2016-4
46647JAE0
10656792.28000000
PA
USD
10844117.37000000
0.206168739672
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.50000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BT2
9800000.00000000
PA
USD
9911590.54000000
0.188439506882
Long
DBT
CORP
US
N
2
2022-08-08
Fixed
2.15000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2018-5
N/A
Santander Drive Auto Receivables Trust 2018-5
80286AAB0
1919110.66000000
PA
USD
1919748.96000000
0.036498334540
Long
ABS-O
CORP
US
N
2
2021-07-15
Fixed
2.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0H55
20000000.00000000
PA
USD
20056987.20000000
0.381324143916
Long
DBT
USGA
US
N
2
2020-12-28
Fixed
1.88000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2019-2
N/A
Santander Drive Auto Receivables Trust 2019-2
80286GAB7
15439178.77000000
PA
USD
15481198.04000000
0.294329079962
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
2.63000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2015-REV2
N/A
Ford Credit Auto Owner Trust 2015-REV2
34530WAA5
12327000.00000000
PA
USD
12364407.51000000
0.235072549120
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
2.44000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAA4
9600000.00000000
PA
USD
9626919.94000000
0.183027339453
Long
DBT
CORP
US
N
2
2020-04-23
Fixed
2.60000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2019-1
N/A
Santander Drive Auto Receivables Trust 2019-1
80285HAB6
3769205.34000000
PA
USD
3773611.92000000
0.071744042139
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
2.91000000
N
N
N
N
N
N
Alliant Energy Finance LLC
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAA4
8210000.00000000
PA
USD
8586954.43000000
0.163255478712
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CM0
9600000.00000000
PA
USD
9754331.42000000
0.185449690978
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RD55
14916.86000000
PA
USD
15745.77000000
0.000299359131
Long
ABS-MBS
USGA
US
N
2
2035-02-01
Floating
4.62000000
N
N
N
N
N
N
Verizon Owner Trust 2019-C
549300WANFF5OIMC3D47
Verizon Owner Trust 2019-C
92348AAA3
23000000.00000000
PA
USD
23007698.10000000
0.437423163009
Long
ABS-O
CORP
US
N
2
2024-04-22
Fixed
1.94000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WBY5
13638000.00000000
PA
USD
13638373.68000000
0.259293238614
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828L32
59500000.00000000
PA
USD
59388437.50000000
1.129095056121
Long
DBT
UST
US
N
2
2020-08-31
Fixed
1.38000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBF5
6900000.00000000
PA
USD
7152478.66000000
0.135983175075
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.95000000
N
N
N
N
N
N
Navient Private Education Loan Trust 2014-CT
549300MHPR7EGDMPWY17
Navient Private Education Loan Trust 2014-CT
63938HAA5
1672195.19000000
PA
USD
1672909.72000000
0.031805418254
Long
ABS-O
CORP
US
N
2
2024-09-16
Floating
2.62000000
N
N
N
N
N
N
Banc of America Funding 2004-1 Trust
N/A
Banc of America Funding 2004-1 Trust
05946XGD9
13424.60000000
PA
USD
14265.50000000
0.000271216186
Long
ABS-MBS
CORP
US
N
2
2019-02-25
Fixed
5.25000000
N
Y
N
N
N
N
Ford Credit Auto Owner Trust 2018-REV2
N/A
Ford Credit Auto Owner Trust 2018-REV2
34528HAA2
14600000.00000000
PA
USD
15275492.36000000
0.290418196361
Long
ABS-O
CORP
US
N
2
2030-01-15
Fixed
3.47000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDP8
9500000.00000000
PA
USD
9502355.91000000
0.180659123747
Long
DBT
CORP
US
N
2
2020-03-04
Fixed
1.95000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBX5
19250000.00000000
PA
USD
21045307.17000000
0.400114117840
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.15000000
N
N
N
N
N
N
Fifth Third Bank/Cincinnati OH
QFROUN1UWUYU0DVIWD51
Fifth Third Bank/Cincinnati OH
31677QBG3
7700000.00000000
PA
USD
7742343.76000000
0.147197711039
Long
DBT
CORP
US
N
2
2021-06-14
Fixed
2.25000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PDB8
6750000.00000000
PA
USD
6927039.00000000
0.131697108354
Long
ABS-O
CORP
US
N
2
2023-10-15
Fixed
3.52000000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAH0
3364810.00000000
PA
USD
3465157.38000000
0.065879693609
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
4.27000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAG3
10965000.00000000
PA
USD
11160777.99000000
0.212189102482
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.70000000
N
N
N
N
N
N
Crown Castle Towers LLC
N/A
Crown Castle Towers LLC
22822RBB5
11430000.00000000
PA
USD
11574992.98000000
0.220064172396
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.22000000
N
N
N
N
N
N
Volvo Financial Equipment LLC Series 2018-1
N/A
Volvo Financial Equipment LLC Series 2018-1
92888CAB3
676658.58000000
PA
USD
676649.58000000
0.012864485540
Long
ABS-O
CORP
US
N
2
2020-09-15
Fixed
2.26000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T91
29000000.00000000
PA
USD
29117812.50000000
0.553588872224
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.63000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331BB2
9800000.00000000
PA
USD
9902441.46000000
0.188265564252
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.60000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RP26
9750000.00000000
PA
USD
9948148.08000000
0.189134540114
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
3.10000000
N
N
N
N
N
N
Washington Mutual Bank / Henderson NV
N/A
Washington Mutual Bank / Henderson NV
93933VAS7
1200000.00000000
PA
USD
12.00000000
0.000000228144
Long
DBT
CORP
US
N
2
2013-01-15
None
0.00000000
Y
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CM0
4800000.00000000
PA
USD
4806907.25000000
0.091389089184
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
2.20000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AN6
7900000.00000000
PA
USD
8107932.66000000
0.154148300025
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.88000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650DC1
5000000.00000000
PA
USD
5088400.65000000
0.096740851575
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
3.35000000
N
N
N
N
N
N
MASTR Asset Securitization Trust 2004-11
N/A
MASTR Asset Securitization Trust 2004-11
57643MJA3
62.64000000
PA
USD
62.40000000
0.000001186350
Long
ABS-MBS
CORP
US
N
2
2019-12-25
Fixed
5.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAS9
10000000.00000000
PA
USD
10076328.30000000
0.191571506951
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.40000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AS1
11700000.00000000
PA
USD
11871354.22000000
0.225698602682
Long
DBT
CORP
NL
N
2
2022-08-21
Fixed
2.38000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAL7
13600000.00000000
PA
USD
14820815.70000000
0.281773867759
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.00000000
N
N
N
N
N
N
Laurel Road Prime Student Loan Trust 2019-A
N/A
Laurel Road Prime Student Loan Trust 2019-A
51889RAA7
10564497.35000000
PA
USD
10574393.11000000
0.201040732583
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
2.34000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KK6
14100000.00000000
PA
USD
14238003.89000000
0.270693429192
Long
DBT
CORP
US
N
2
2021-03-30
Fixed
2.70000000
N
N
N
N
N
N
Drug Royalty II LP 2
549300ENH0TPK7N8PS57
Drug Royalty II LP 2
26223UAD1
450254.87000000
PA
USD
450310.21000000
0.008561313502
Long
ABS-O
CORP
US
N
2
2023-07-15
Fixed
3.48000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Trust
12655CAA4
2829172.35000000
PA
USD
2832318.11000000
0.053848131218
Long
ABS-O
CORP
US
N
2
2021-09-15
Fixed
2.87000000
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-C
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAA5
3471702.89000000
PA
USD
3471366.83000000
0.065997747890
Long
ABS-O
CORP
US
N
2
2025-09-15
Floating
2.22000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378NQM8
24213867.63000000
PA
USD
753705.06000000
0.014329467028
Long
ABS-MBS
CORP
US
N
2
2048-02-16
Variable
0.70000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAB2
4000000.00000000
PA
USD
4274283.56000000
0.081262828914
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.38000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAB7
9600000.00000000
PA
USD
9600051.84000000
0.182516522194
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
1.85000000
N
N
N
N
N
N
Capital One NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RFJ5
14400000.00000000
PA
USD
14522525.42000000
0.276102762496
Long
DBT
CORP
US
N
2
2023-01-30
Floating
3.09000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2019-C
N/A
CPS Auto Receivables Trust 2019-C
12596UAA6
9693311.44000000
PA
USD
9710898.98000000
0.184623951906
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
2.55000000
N
N
N
N
N
N
CCG Receivables Trust 2018-2
N/A
CCG Receivables Trust 2018-2
12509KAB2
14609657.69000000
PA
USD
14748260.97000000
0.280394454688
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.09000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCF4
6750000.00000000
PA
USD
6763759.74000000
0.128592837338
Long
DBT
CORP
US
N
2
2020-06-12
Floating
2.53000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust 2018-1
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAA9
16000000.00000000
PA
USD
16264907.20000000
0.309228985992
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
3.43000000
N
N
N
N
N
N
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
28050000.00000000
PA
USD
29908593.00000000
0.568623218818
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.74000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
24500000.00000000
PA
USD
26377590.58000000
0.501491676999
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
US Bank NA/Cincinnati OH
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HNB5
9600000.00000000
PA
USD
9601632.00000000
0.182546564251
Long
DBT
CORP
US
N
2
2020-01-24
Fixed
2.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EA7
6850000.00000000
PA
USD
6866190.11000000
0.130540247124
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
1.90000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JF9
9500000.00000000
PA
USD
9553101.87000000
0.181623907718
Long
DBT
CORP
US
N
2
2021-02-19
Fixed
2.25000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables 2015-4
N/A
AmeriCredit Automobile Receivables 2015-4
03065MAG2
6390000.00000000
PA
USD
6442996.10000000
0.122494467767
Long
ABS-O
CORP
US
N
2
2021-12-08
Fixed
3.72000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
5800000.00000000
PA
USD
6074649.08000000
0.115491441307
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.88000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
9800000.00000000
PA
USD
10337306.76000000
0.196533238584
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
Ingersoll-Rand Global Holding Co Ltd
549300UCF0D858BIOV83
Ingersoll-Rand Global Holding Co Ltd
45687AAM4
14500000.00000000
PA
USD
14638918.70000000
0.278315635617
Long
DBT
CORP
US
N
2
2021-02-21
Fixed
2.90000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFY3
6750000.00000000
PA
USD
6769503.72000000
0.128702042087
Long
DBT
CORP
US
N
2
2023-02-15
Floating
3.07000000
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AY0
14600000.00000000
PA
USD
14602272.78000000
0.277618922101
Long
DBT
CORP
US
N
2
2020-02-12
Fixed
1.85000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2017-REV1
N/A
Ford Credit Auto Owner Trust 2017-REV1
34531FAA1
11500000.00000000
PA
USD
11663640.40000000
0.221749540253
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.62000000
N
N
N
N
N
N
Verizon Owner Trust 2018-A
549300DBBHVB9QKK8Q94
Verizon Owner Trust 2018-A
92348XAA3
20400000.00000000
PA
USD
20783889.24000000
0.395144030988
Long
ABS-O
CORP
US
N
2
2023-04-20
Fixed
3.23000000
N
N
N
N
N
N
Trafigura Securitisation Finance PLC 2018-1
N/A
Trafigura Securitisation Finance PLC 2018-1
892725AK8
22000000.00000000
PA
USD
22478940.00000000
0.427370395472
Long
ABS-O
CORP
IE
N
2
2022-03-15
Fixed
3.73000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFD5
6000000.00000000
PA
USD
6010589.70000000
0.114273542129
Long
DBT
CORP
US
N
2
2020-05-19
Floating
2.48000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PDM4
29250000.00000000
PA
USD
29197004.85000000
0.555094479959
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.23000000
N
N
N
N
N
N
Navient Private Education Loan Trust 2017-A
N/A
Navient Private Education Loan Trust 2017-A
63939XAA9
767894.41000000
PA
USD
767685.54000000
0.014595264404
Long
ABS-O
CORP
US
N
2
2058-12-16
Floating
2.32000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887BX9
9750000.00000000
PA
USD
9750780.00000000
0.185382171257
Long
DBT
CORP
US
N
2
2020-10-22
Floating
2.70000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2016-REV2
N/A
Ford Credit Auto Owner Trust 2016-REV2
34531BAA0
14000000.00000000
PA
USD
14010757.60000000
0.266373014758
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
2.03000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
5800000.00000000
PA
USD
5934588.88000000
0.112828611874
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
US Bank NA/Cincinnati OH
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPC1
10000000.00000000
PA
USD
10193279.20000000
0.193794981563
Long
DBT
CORP
US
N
2
2022-05-23
Fixed
2.65000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAS5
4850000.00000000
PA
USD
5102101.55000000
0.097001333566
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.00000000
N
N
N
N
N
N
SunTrust Banks Inc
7E1PDLW1JL6TS0BS1G03
SunTrust Banks Inc
867914BM4
3832000.00000000
PA
USD
3884241.00000000
0.073847326087
Long
DBT
CORP
US
N
2
2022-01-27
Fixed
2.70000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2018-1
5493003R0K8V08JVGR27
Americredit Automobile Receivables Trust 2018-1
03066HAD9
9750000.00000000
PA
USD
9825480.60000000
0.186802381683
Long
ABS-O
CORP
US
N
2
2022-12-19
Fixed
3.07000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AS8
9900000.00000000
PA
USD
9940195.39000000
0.188983343293
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
2.45000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2019-1
549300R73PIC25YY4X12
Toyota Auto Loan Extended Note Trust 2019-1
89231XAA9
17000000.00000000
PA
USD
17404421.50000000
0.330893471819
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust 2004-J7
N/A
CHL Mortgage Pass-Through Trust 2004-J7
12669F6C2
1679.43000000
PA
USD
1676.85000000
0.000031880330
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
5.00000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331BE6
9750000.00000000
PA
USD
9810460.73000000
0.186516823388
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.25000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CF81
596.89000000
PA
USD
652.81000000
0.000012411246
Long
ABS-MBS
USGA
US
N
2
2025-04-20
Fixed
9.00000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2019-2
N/A
Americredit Automobile Receivables Trust 2019-2
03066KAE0
14600000.00000000
PA
USD
14676333.18000000
0.279026961023
Long
ABS-O
CORP
US
N
2
2024-01-18
Fixed
2.28000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2015-2
N/A
AmeriCredit Automobile Receivables Trust 2015-2
03065LAG4
2564927.85000000
PA
USD
2565245.39000000
0.048770535301
Long
ABS-O
CORP
US
N
2
2021-06-08
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Q37
50000000.00000000
PA
USD
49761719.00000000
0.946071546452
Long
DBT
UST
US
N
2
2021-03-31
Fixed
1.25000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2019-1
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAB5
9641853.93000000
PA
USD
9680307.57000000
0.184042346947
Long
ABS-O
CORP
US
N
2
2022-06-20
Fixed
2.93000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDC3
6750000.00000000
PA
USD
6761613.24000000
0.128552028005
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
1.95000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BA5
6800000.00000000
PA
USD
6834068.00000000
0.129929540442
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
2.88000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAC3
23657000.00000000
PA
USD
19445107.72000000
0.369691069787
Long
DBT
CORP
CA
N
2
2067-05-15
Variable
4.37000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391TU55
13498.80000000
PA
USD
13944.42000000
0.000265111801
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Floating
4.77000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523AE0
9600000.00000000
PA
USD
9832117.34000000
0.186928559617
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
3.40000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CP3
15700000.00000000
PA
USD
16966204.22000000
0.322562069526
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
Keycorp Student Loan Trust 2000-b
54930014YCW3N7EGPE85
Keycorp Student Loan Trust 2000-b
493268AY2
10313778.97000000
PA
USD
10167921.51000000
0.193312880271
Long
ABS-O
CORP
US
N
2
2029-07-25
Floating
2.25000000
N
N
N
N
N
N
SunTrust Bank/Atlanta GA
IYDOJBGJWY9T8XKCSX06
SunTrust Bank/Atlanta GA
86787EAW7
9750000.00000000
PA
USD
9773085.17000000
0.185806237931
Long
DBT
CORP
US
N
2
2022-08-02
Floating
2.86000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
9800000.00000000
PA
USD
10369222.02000000
0.197140012626
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.33000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCQ0
9750000.00000000
PA
USD
9773971.74000000
0.185823093431
Long
DBT
CORP
US
N
2
2020-09-07
Floating
2.39000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563AB1
11750000.00000000
PA
USD
11941067.34000000
0.227023990964
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KXJ3
45072013.98000000
PA
USD
2160567.55000000
0.041076786017
Long
ABS-MBS
CORP
US
N
2
2045-06-16
Variable
0.90000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2004-S1
N/A
JP Morgan Mortgage Trust 2004-S1
466247ER0
140960.79000000
PA
USD
140891.92000000
0.002678642123
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
5.00000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2018-A
N/A
Navient Private Education Refi Loan Trust 2018-A
63940PAA3
4166249.83000000
PA
USD
4176704.20000000
0.079407646700
Long
ABS-O
CORP
US
N
2
2042-02-18
Fixed
2.53000000
N
N
N
N
N
N
PSMC 2018-4 Trust
N/A
PSMC 2018-4 Trust
69374KAC2
11922114.43000000
PA
USD
11981993.25000000
0.227802075800
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBD3
4750000.00000000
PA
USD
4777216.46000000
0.090824606843
Long
DBT
CORP
US
N
2
2021-02-28
Fixed
2.20000000
N
N
N
N
N
N
Verizon Owner Trust 2017-2
N/A
Verizon Owner Trust 2017-2
92348PAA0
9161348.23000000
PA
USD
9158794.96000000
0.174127330919
Long
ABS-O
CORP
US
N
2
2021-12-20
Fixed
1.92000000
N
N
N
N
N
N
PSMC 2018-2 Trust
N/A
PSMC 2018-2 Trust
693680AC4
15299387.24000000
PA
USD
15510947.17000000
0.294894671465
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
3.50000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PDE2
9750000.00000000
PA
USD
9928441.58000000
0.188759879445
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
2.86000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDA4
9800000.00000000
PA
USD
9892025.53000000
0.188067536226
Long
DBT
CORP
US
N
2
2021-08-15
Variable
2.72000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31365DJQ9
937.36000000
PA
USD
946.06000000
0.000017986525
Long
ABS-MBS
USGA
US
N
2
2022-11-01
Floating
4.05000000
N
N
N
N
N
N
SunTrust Bank/Atlanta GA
IYDOJBGJWY9T8XKCSX06
SunTrust Bank/Atlanta GA
86787EAR8
9600000.00000000
PA
USD
9604233.70000000
0.182596027863
Long
DBT
CORP
US
N
2
2020-01-31
Fixed
2.25000000
N
N
N
N
N
N
Navient Student Loan Trust 2018-EA
N/A
Navient Student Loan Trust 2018-EA
63890BAA4
13350948.04000000
PA
USD
13498944.63000000
0.256642408626
Long
ABS-O
CORP
US
N
2
2059-12-15
Fixed
3.43000000
N
N
N
N
N
N
Commonbond Student Loan Trust 2018-BGS
549300EJIXF1G1X7PN20
Commonbond Student Loan Trust 2018-BGS
20268MAA4
10372214.90000000
PA
USD
10680072.61000000
0.203049914942
Long
ABS-O
CORP
US
N
2
2045-09-25
Fixed
3.56000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
4900000.00000000
PA
USD
5197834.64000000
0.098821414430
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2019-D
N/A
CPS Auto Receivables Trust 2019-D
12655KAA6
11000000.00000000
PA
USD
10999860.30000000
0.209129729718
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
2.17000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2019-1
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAD1
7300000.00000000
PA
USD
7409088.28000000
0.140861846168
Long
ABS-O
CORP
US
N
2
2023-11-20
Fixed
2.97000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool
3128Q2G80
41731.41000000
PA
USD
44135.98000000
0.000839114799
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Floating
4.75000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2014-C
N/A
CPS Auto Receivables Trust 2014-C
12632VAC6
196576.34000000
PA
USD
196590.18000000
0.003737579395
Long
ABS-O
CORP
US
N
2
2020-08-17
Fixed
3.77000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KBA3
2924000.00000000
PA
USD
3065777.89000000
0.058286676741
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.75000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAA1
11450000.00000000
PA
USD
11800447.86000000
0.224350528480
Long
DBT
CORP
CH
N
2
2023-05-23
Fixed
3.49000000
N
N
N
N
N
N
SLM Private Credit Student Loan Trust 2004-A
54930054KUX5HFXZUQ43
SLM Private Credit Student Loan Trust 2004-A
78443CBH6
1311546.32000000
PA
USD
1298768.58000000
0.024692233782
Long
ABS-O
CORP
US
N
2
2033-06-15
Floating
2.52000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2018-3
N/A
Americredit Automobile Receivables Trust 2018-3
03066MAB2
7263522.96000000
PA
USD
7287152.65000000
0.138543601695
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
3.11000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2017-3
N/A
Sequoia Mortgage Trust 2017-3
81746XAD8
8657252.09000000
PA
USD
8809429.27000000
0.167485178171
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
Mead Johnson Nutrition Co
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AJ5
4750000.00000000
PA
USD
4800379.17000000
0.091264977098
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
3.00000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CD9
9800000.00000000
PA
USD
9984382.98000000
0.189823439304
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
2.75000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331AW7
10000000.00000000
PA
USD
10027029.20000000
0.190634230734
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.53000000
N
N
N
N
N
N
RALI Series 2003-QS23 Trust
N/A
RALI Series 2003-QS23 Trust
76110HNV7
9823.89000000
PA
USD
9792.43000000
0.000186174022
Long
ABS-MBS
CORP
US
N
2
2018-12-26
Fixed
5.00000000
N
Y
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAP8
9650000.00000000
PA
USD
9661220.34000000
0.183679459861
Long
DBT
CORP
NL
N
2
2020-03-16
Fixed
2.20000000
N
N
N
N
N
N
Verizon Owner Trust 2019-A
549300AUOVO1I366IH69
Verizon Owner Trust 2019-A
92347YAA2
13500000.00000000
PA
USD
13755479.40000000
0.261519656669
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
2.93000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-E
N/A
Navient Private Education Refi Loan Trust 2019-E
63941MAA9
10879268.33000000
PA
USD
10912239.04000000
0.207463871250
Long
ABS-O
CORP
US
N
2
2068-05-15
Fixed
2.39000000
N
N
N
N
N
N
Ally Master Owner Trust
N/A
Ally Master Owner Trust
02005AGP7
14250000.00000000
PA
USD
14389084.28000000
0.273565774864
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
2.70000000
N
N
N
N
N
N
Air Liquide Finance SA
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAB2
6750000.00000000
PA
USD
6723750.26000000
0.127832175701
Long
DBT
CORP
FR
N
2
2021-09-27
Fixed
1.75000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BH4
4900000.00000000
PA
USD
4920985.92000000
0.093557956858
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
2.50000000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities Corp
N/A
Credit Suisse First Boston Mortgage Securities Corp
2254W0HF5
5004.97000000
PA
USD
4496.03000000
0.000085478680
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
5.00000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETL3
7212000.00000000
PA
USD
7342979.66000000
0.139604986767
Long
DBT
CORP
US
N
2
2022-01-06
Fixed
2.65000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BZ0
8350000.00000000
PA
USD
8653212.88000000
0.164515186687
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
PHH Mortgage Trust Series 2008-CIM1
N/A
PHH Mortgage Trust Series 2008-CIM1
69337LAG7
1261430.57000000
PA
USD
1266829.49000000
0.024085006683
Long
ABS-MBS
CORP
US
N
2
2038-06-25
Floating
4.28000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2019-2
N/A
Westlake Automobile Receivables Trust 2019-2
96041LAB8
11500000.00000000
PA
USD
11538447.95000000
0.219369377004
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
2.57000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBG4
5600000.00000000
PA
USD
5820593.41000000
0.110661326001
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.15000000
N
N
N
N
N
N
Delta Air Lines 2009-1 Class A Pass Through Trust
N/A
Delta Air Lines 2009-1 Class A Pass Through Trust
24736TAA5
5869157.29000000
PA
USD
5906363.64000000
0.112291992621
Long
DBT
CORP
US
N
2
2021-06-17
Fixed
7.75000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKC2
4800000.00000000
PA
USD
4813566.58000000
0.091515696599
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.25000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-7
N/A
Sequoia Mortgage Trust 2018-7
81747WAG2
5583255.04000000
PA
USD
5637954.19000000
0.107188982747
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BT6
4750000.00000000
PA
USD
4945414.62000000
0.094022396159
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
2.90000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAT4
14700000.00000000
PA
USD
15132293.78000000
0.287695699937
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
3.60000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BB5
4750000.00000000
PA
USD
5149010.93000000
0.097893176343
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.95000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
9800000.00000000
PA
USD
9811957.96000000
0.186545288777
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
Prime Mortgage Trust 2005-2
N/A
Prime Mortgage Trust 2005-2
74160MHL9
180366.73000000
PA
USD
180581.98000000
0.003433230935
Long
ABS-MBS
CORP
US
N
2
2020-07-25
Fixed
5.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWC4
24050000.00000000
PA
USD
24368923.92000000
0.463302836028
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
3.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-8
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust 2018-8
81748HAD1
12442393.16000000
PA
USD
12542517.10000000
0.238458774890
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BF0
9800000.00000000
PA
USD
10211671.34000000
0.194144653573
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.45000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2019-1 Trust
N/A
Wells Fargo Mortgage Backed Securities 2019-1 Trust
95001TAC9
4769274.09000000
PA
USD
4816793.23000000
0.091577041782
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-A
549300ZUZB9UCBWEBN39
Navient Private Education Refi Loan Trust 2019-A
63941BAB1
4900000.00000000
PA
USD
5060547.03000000
0.096211297575
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.42000000
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-B
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAA6
2773763.87000000
PA
USD
2773488.71000000
0.052729664602
Long
ABS-O
CORP
US
N
2
2024-12-16
Floating
2.24000000
N
N
N
N
N
N
MVW Owner Trust 2018-1
N/A
MVW Owner Trust 2018-1
62848BAA9
10547418.44000000
PA
USD
10877685.53000000
0.206806938707
Long
ABS-O
CORP
US
N
2
2036-01-21
Fixed
3.45000000
N
N
N
N
N
N
Volvo Financial Equipment Master Owner Trust
N/A
Volvo Financial Equipment Master Owner Trust
92887MAA4
8750000.00000000
PA
USD
8761268.25000000
0.166569539170
Long
ABS-O
CORP
US
N
2
2022-11-15
Floating
2.41000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ER0
9750000.00000000
PA
USD
9972232.53000000
0.189592434522
Long
DBT
CORP
US
N
2
2022-03-11
Fixed
2.80000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAF0
24500000.00000000
PA
USD
24914190.88000000
0.473669470591
Long
DBT
CORP
US
N
2
2023-10-30
Floating
2.99000000
N
N
N
N
N
N
Branch Banking & Trust Co
JJKC32MCHWDI71265Z06
Branch Banking & Trust Co
07330NAQ8
14400000.00000000
PA
USD
14604356.16000000
0.277658531395
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.63000000
N
N
N
N
N
N
USAA Capital Corp
N/A
USAA Capital Corp
90327QD30
9800000.00000000
PA
USD
9921506.08000000
0.188628021476
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
2.63000000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAE7
2077238.76000000
PA
USD
2081402.59000000
0.039571699022
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.60000000
N
N
N
N
N
N
2019-12-04
Principal Funds, Inc
Sara Reece
/s/ Sara Reece
Vice President and Controller