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 primary_doc.xml NPORT-P false 0000898745 XXXXXXXX S000014245 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 5313934265.60 54108073.11 5259826192.49 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 19535472.50000000 0.00000000 0.00000000 0.00000000 USD N 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 784F5XWPLTWKTBV3E584 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