0001752724-20-128021.txt : 20200625
0001752724-20-128021.hdr.sgml : 20200625
20200625110514
ACCESSION NUMBER: 0001752724-20-128021
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200625
PERIOD START: 20201031
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: 20987710
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
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0000898745
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S000014245
C000038764
C000090493
C000090495
C000090496
C000090494
C000090497
C000090498
C000038766
C000038767
Principal Funds, Inc
811-07572
0000898745
549300HZGBXSW6DSXF23
801 Grand Ave
Des Moines
50309
515-248-0156
Short-Term Income Fund
S000014245
IJOCWVJG326LDFE5SJ51
2020-10-31
2020-04-30
N
5329268655.50
53499210.74
5275769444.76
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
19500000.00000000
0.00000000
0.00000000
0.00000000
USD
N
CPS Auto Receivables Trust 2019-C
N/A
CPS Auto Receivables Trust 2019-C
12596UAA6
5458818.31000000
PA
USD
5485715.55000000
0.103979440486
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
2.55000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BS7
9750000.00000000
PA
USD
10350901.67000000
0.196197005543
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.95000000
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
8533898.63000000
0.161756473995
Long
ABS-O
CORP
US
N
2
2022-11-15
Floating
1.31000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BA5
6800000.00000000
PA
USD
6803075.91000000
0.128949454316
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
2.88000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
24100000.00000000
PA
USD
25210360.26000000
0.477851819037
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAH0
2975382.50000000
PA
USD
3046882.13000000
0.057752374547
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
4.27000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAB6
10475000.00000000
PA
USD
11324400.47000000
0.214649267534
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.21000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YT1
19600000.00000000
PA
USD
20005015.58000000
0.379186690954
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDP7
9600000.00000000
PA
USD
9811635.36000000
0.185975438516
Long
DBT
CORP
US
N
2
2022-01-11
Fixed
2.60000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GF4
3344857.21000000
PA
USD
3333049.16000000
0.063176550736
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
1.85000000
N
N
N
N
N
N
Anglo American Capital PLC
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AV2
9600000.00000000
PA
USD
10328345.95000000
0.195769471318
Long
DBT
CORP
GB
N
2
2025-04-01
Fixed
5.38000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDA4
9800000.00000000
PA
USD
9887281.15000000
0.187409272780
Long
DBT
CORP
US
N
2
2021-08-15
Variable
2.72000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAL4
9600000.00000000
PA
USD
9731258.88000000
0.184451936004
Long
DBT
CORP
US
N
2
2047-04-09
Fixed
3.17000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2017-6
N/A
JP Morgan Mortgage Trust 2017-6
46649HAE2
7043685.14000000
PA
USD
7144612.70000000
0.135423141113
Long
ABS-MBS
CORP
US
N
2
2048-12-25
Variable
3.50000000
N
N
N
N
N
N
US Bank NA/Cincinnati OH
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HNG4
9700000.00000000
PA
USD
9744473.53000000
0.184702414160
Long
DBT
CORP
US
N
2
2020-10-23
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DLW8
58761.60000000
PA
USD
59136.86000000
0.001120914411
Long
ABS-MBS
USGA
US
N
2
2037-02-01
Floating
4.13000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEC6
38600000.00000000
PA
USD
38548551.60000000
0.730671649010
Long
DBT
CORP
US
N
2
2023-10-24
Floating
2.42000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAC0
1615000.00000000
PA
USD
1683830.46000000
0.031916301074
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2018-1
549300EZH20KSD9JD814
Wells Fargo Mortgage Backed Securities 2018-1
94989UAC5
11909379.07000000
PA
USD
12014050.60000000
0.227721296879
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Variable
3.50000000
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
10071214.36000000
PA
USD
10099062.27000000
0.191423495202
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.18000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2013-4
N/A
Sequoia Mortgage Trust 2013-4
81744YAC0
5696983.19000000
PA
USD
5651715.53000000
0.107125900575
Long
ABS-MBS
CORP
US
N
2
2043-04-25
Variable
1.55000000
N
N
N
N
N
N
Verizon Owner Trust 2017-2
N/A
Verizon Owner Trust 2017-2
92348PAA0
2349549.63000000
PA
USD
2351285.48000000
0.044567631406
Long
ABS-O
CORP
US
N
2
2021-12-20
Fixed
1.92000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2019-1
N/A
Sequoia Mortgage Trust 2019-1
81747AAG0
1600936.83000000
PA
USD
1620285.43000000
0.030711831647
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YJ6
5000000.00000000
PA
USD
4418750.00000000
0.083755555398
Long
DBT
CORP
US
N
2
2022-03-28
Floating
2.64000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
313965Y74
42956.93000000
PA
USD
43853.13000000
0.000831217710
Long
ABS-MBS
USGA
US
N
2
2022-12-01
Fixed
7.00000000
N
N
N
N
N
N
CCG Receivables Trust 2018-1
N/A
CCG Receivables Trust 2018-1
12508VAB9
1240215.16000000
PA
USD
1242742.59000000
0.023555665254
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.50000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2016-C4
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAG8
5211756.70000000
PA
USD
5195549.70000000
0.098479468339
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
1.54000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFZ7
12000000.00000000
PA
USD
12227159.64000000
0.231760689469
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
2.50000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
86787EAT4
15500000.00000000
PA
USD
15829743.90000000
0.300046165128
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.45000000
N
N
N
N
N
N
Metlife Securitization Trust 2019-1
N/A
Metlife Securitization Trust 2019-1
59166EAB1
5895817.73000000
PA
USD
6108484.59000000
0.115783766784
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
SMB Private Education Loan Trust 2019-A
549300WEYOS38NWU8D22
SMB Private Education Loan Trust 2019-A
78449TAA9
2734697.17000000
PA
USD
2728351.85000000
0.051714766510
Long
ABS-O
CORP
US
N
2
2026-02-16
Floating
1.16000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCF4
6750000.00000000
PA
USD
6753297.92000000
0.128005933365
Long
DBT
CORP
US
N
2
2020-06-12
Floating
1.18000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBH5
4000000.00000000
PA
USD
4114563.84000000
0.077989834148
Long
DBT
CORP
US
N
2
2022-11-17
Fixed
2.65000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
5000000.00000000
PA
USD
4989827.55000000
0.094580091155
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.59000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KU64
2729421.03000000
PA
USD
160073.72000000
0.003034130313
Long
ABS-MBS
CORP
US
N
2
2051-10-16
Variable
1.22000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAP1
9600000.00000000
PA
USD
9461743.78000000
0.179343390174
Long
DBT
CORP
US
N
2
2021-02-10
Floating
2.30000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KQC6
86488198.41000000
PA
USD
2752763.68000000
0.052177482523
Long
ABS-MBS
CORP
US
N
2
2055-01-16
Variable
0.83000000
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
24349116.51000000
0.461527304499
Long
DBT
CORP
US
N
2
2023-10-30
Floating
1.81000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AC5
12500000.00000000
PA
USD
11470669.13000000
0.217421728718
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.38000000
N
N
N
N
N
N
BlackRock Liquidity FedFund - Institutional Class
549300T8K043VZEOVK74
BlackRock Liquidity FedFund - Institutional Class
09248U700
2243157.08000000
NS
USD
2243157.08000000
0.042518102875
Long
STIV
RF
US
N
1
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHQ6
5751000.00000000
PA
USD
5718905.22000000
0.108399453006
Long
DBT
CORP
US
N
2
2022-01-24
Floating
1.66000000
N
N
N
N
N
Sequoia Mortgage Trust 2017-3
N/A
Sequoia Mortgage Trust 2017-3
81746XAD8
7074876.48000000
PA
USD
7190418.41000000
0.136291369160
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
Volvo Financial Equipment LLC Series 2019-2
N/A
Volvo Financial Equipment LLC Series 2019-2
92888BAB5
9750000.00000000
PA
USD
9777623.70000000
0.185330761747
Long
ABS-O
CORP
US
N
2
2022-08-15
Fixed
2.02000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FAF8
10300000.00000000
PA
USD
11357310.45000000
0.215273062420
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467P8
25000000.00000000
PA
USD
25240977.00000000
0.478432146519
Long
DBT
CORP
US
N
2
2020-07-24
Fixed
5.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CD9
9800000.00000000
PA
USD
10040423.79000000
0.190312027375
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
2.75000000
N
N
N
N
N
N
Navient Private Education Loan Trust 2018-B
N/A
Navient Private Education Loan Trust 2018-B
63940QAA1
502591.43000000
PA
USD
502341.99000000
0.009521682007
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
1.16000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2019-2
N/A
Santander Drive Auto Receivables Trust 2019-2
80286GAB7
4559139.69000000
PA
USD
4563026.81000000
0.086490261899
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
2.63000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GBX6
28175000.00000000
PA
USD
28403149.03000000
0.538369792831
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.95000000
N
N
N
N
N
N
Navient Student Loan Trust 2019-B
N/A
Navient Student Loan Trust 2019-B
63941LAA1
3700835.67000000
PA
USD
3672720.05000000
0.069614870180
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
1.21000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KX8
10000000.00000000
PA
USD
10013348.20000000
0.189798820908
Long
DBT
CORP
US
N
2
2023-09-01
Floating
3.01000000
N
N
N
N
N
N
Florida Gas Transmission Co LLC
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AV2
12550000.00000000
PA
USD
12733156.71000000
0.241351651987
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.88000000
N
N
N
N
N
N
Verizon Owner Trust 2018-A
549300DBBHVB9QKK8Q94
Verizon Owner Trust 2018-A
92348XAA3
23400000.00000000
PA
USD
23868458.64000000
0.452416635903
Long
ABS-O
CORP
US
N
2
2023-04-20
Fixed
3.23000000
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
16011286.40000000
0.303487227174
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
3.43000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EA7
6850000.00000000
PA
USD
6902024.31000000
0.130824979792
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
1.90000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCS0
13200000.00000000
PA
USD
13544215.61000000
0.256724933714
Long
DBT
CORP
US
N
2
2022-06-10
Fixed
2.30000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCT4
5000000.00000000
PA
USD
5392000.45000000
0.102203110019
Long
DBT
CORP
US
N
2
2024-01-11
Fixed
3.60000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331AW7
10000000.00000000
PA
USD
10180453.20000000
0.192966226189
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.53000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBD3
4750000.00000000
PA
USD
4809783.79000000
0.091167437098
Long
DBT
CORP
US
N
2
2021-02-28
Fixed
2.20000000
N
N
N
N
N
N
Verizon Owner Trust 2018-1
54930074536XOX02QB08
Verizon Owner Trust 2018-1
92349FAA1
13880564.27000000
PA
USD
13990699.61000000
0.265187850918
Long
ABS-O
CORP
US
N
2
2022-09-20
Fixed
2.82000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
9800000.00000000
PA
USD
10161437.43000000
0.192605790233
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.33000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAP2
9400000.00000000
PA
USD
9500632.55000000
0.180080510520
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.50000000
N
N
N
N
N
N
Southeast Supply Header LLC
N/A
Southeast Supply Header LLC
841504AB9
11634000.00000000
PA
USD
12394729.23000000
0.234936900859
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
4.25000000
N
N
N
N
N
N
MMAF Equipment Finance LLC 2019-A
N/A
MMAF Equipment Finance LLC 2019-A
60700FAC7
8576465.47000000
PA
USD
8600315.76000000
0.163015382875
Long
ABS-O
CORP
US
N
2
2022-01-10
Fixed
2.84000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAP3
14700000.00000000
PA
USD
15176153.58000000
0.287657634377
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
1.75000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KQ69
41718781.35000000
PA
USD
1054596.56000000
0.019989436063
Long
ABS-MBS
CORP
US
N
2
2054-10-16
Variable
0.64000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KS67
31972531.05000000
PA
USD
1172260.06000000
0.022219698420
Long
ABS-MBS
CORP
US
N
2
2036-12-16
Variable
1.38000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-A
N/A
Navient Private Education Refi Loan Trust 2020-A
63941FAA4
7704410.40000000
PA
USD
7602872.43000000
0.144109262347
Long
ABS-O
CORP
US
N
2
2068-11-15
Floating
1.16000000
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
12317164.29000000
0.233466689910
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
2.44000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2018-1
5493003R0K8V08JVGR27
Americredit Automobile Receivables Trust 2018-1
03066HAD9
6993428.49000000
PA
USD
7035340.11000000
0.133351924940
Long
ABS-O
CORP
US
N
2
2022-12-19
Fixed
3.07000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
9800000.00000000
PA
USD
10355402.95000000
0.196282325420
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
USAA Capital Corp
N/A
USAA Capital Corp
90327QD48
3000000.00000000
PA
USD
3024654.27000000
0.057331054771
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
1.50000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
5800000.00000000
PA
USD
6157212.02000000
0.116707374809
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.88000000
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
8437939.13000000
0.159937601867
Long
ABS-O
CORP
US
N
2
2023-10-15
Floating
1.21000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBG3
19500000.00000000
PA
USD
19750476.33000000
0.374362006088
Long
DBT
CORP
US
N
2
2021-11-19
Fixed
2.15000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAA1
11450000.00000000
PA
USD
11783413.24000000
0.223349662326
Long
DBT
CORP
CH
N
2
2023-05-23
Fixed
3.49000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BY4
6850000.00000000
PA
USD
7069855.48000000
0.134006149321
Long
DBT
CORP
US
N
2
2021-11-05
Fixed
3.70000000
N
N
N
N
N
N
Commonbond Student Loan Trust 2018-C-GS
549300O1CSZVJJTIR319
Commonbond Student Loan Trust 2018-C-GS
20267XAA1
13922985.14000000
PA
USD
14394477.29000000
0.272841287715
Long
ABS-O
CORP
US
N
2
2046-02-25
Fixed
3.87000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2019-2
N/A
Sequoia Mortgage Trust 2019-2
81746YAD6
10562992.71000000
PA
USD
10720441.51000000
0.203201478424
Long
ABS-MBS
CORP
US
N
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0S38
24000000.00000000
PA
USD
24704296.56000000
0.468259593575
Long
DBT
USGA
US
N
2
2022-01-05
Fixed
2.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AD1
9750000.00000000
PA
USD
10369547.86000000
0.196550436264
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.90000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
11100000.00000000
PA
USD
11299292.18000000
0.214173350414
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFT1
15750000.00000000
PA
USD
15857204.90000000
0.300566676880
Long
DBT
CORP
US
N
2
2020-10-19
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287A2
100000000.00000100
PA
USD
101710938.00000100
1.927888226825
Long
DBT
UST
US
N
2
2021-06-30
Fixed
1.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEB8
20700000.00000000
PA
USD
20771565.49000000
0.393716323419
Long
DBT
CORP
US
N
2
2021-04-21
Floating
2.51000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AP0
9850000.00000000
PA
USD
10712354.50000000
0.203048192536
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFZ0
3500000.00000000
PA
USD
3487821.54000000
0.066110196370
Long
DBT
CORP
US
N
2
2021-06-01
Floating
2.33000000
N
N
N
N
N
N
Capital One NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RFJ5
14400000.00000000
PA
USD
13886281.73000000
0.263208653740
Long
DBT
CORP
US
N
2
2023-01-30
Floating
1.91000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KDQ9
21782301.45000000
PA
USD
660005.91000000
0.012510135571
Long
ABS-MBS
CORP
US
N
2
2042-08-16
Variable
1.07000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477BE2
9800000.00000000
PA
USD
10085323.37000000
0.191163080108
Long
DBT
CORP
US
N
2
2025-11-01
Variable
2.35000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool
31288VUM9
169.89000000
PA
USD
171.61000000
0.000003252795
Long
ABS-MBS
USGA
US
N
2
2021-11-01
Floating
4.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0X24
23000000.00000000
PA
USD
24160657.97000000
0.457955151811
Long
DBT
USGA
US
N
2
2025-01-07
Fixed
1.63000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2017-2
N/A
Sequoia Mortgage Trust 2017-2
81746KAD6
4134414.72000000
PA
USD
4177271.24000000
0.079178426649
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2020-1
N/A
Sequoia Mortgage Trust 2020-1
81748MAD0
4761416.81000000
PA
USD
4796660.82000000
0.090918696698
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEX8
8256000.00000000
PA
USD
8339599.51000000
0.158073615561
Long
DBT
CORP
US
N
2
2020-12-09
Fixed
2.75000000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AF9
9272000.00000000
PA
USD
9205348.41000000
0.174483523330
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.60000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAS5
4850000.00000000
PA
USD
5034301.84000000
0.095423082693
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAC7
14000000.00000000
PA
USD
14042865.48000000
0.266176633134
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
2.90000000
N
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG Union Bank NA
90520EAK7
14750000.00000000
PA
USD
14910471.89000000
0.282621749227
Long
DBT
CORP
US
N
2
2022-12-09
Fixed
2.10000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCQ0
9750000.00000000
PA
USD
9709671.08000000
0.184042748297
Long
DBT
CORP
US
N
2
2020-09-07
Floating
0.58000000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
Sky Ltd
111013AK4
8900000.00000000
PA
USD
9357713.38000000
0.177371537516
Long
DBT
CORP
GB
N
2
2022-11-26
Fixed
3.13000000
N
N
N
N
N
N
PSMC 2018-2 Trust
N/A
PSMC 2018-2 Trust
693680AC4
11379578.19000000
PA
USD
11384107.26000000
0.215780984730
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
3.50000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2019-2
N/A
Americredit Automobile Receivables Trust 2019-2
03066KAC4
6759355.28000000
PA
USD
6779687.42000000
0.128506135284
Long
ABS-O
CORP
US
N
2
2022-09-19
Fixed
2.43000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AK7
11300000.00000000
PA
USD
10565500.00000000
0.200264627001
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.15000000
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
10024572.38000000
0.190011570538
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
2.10000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YA2
11750000.00000000
PA
USD
11799611.20000000
0.223656687873
Long
DBT
CORP
CH
N
2
2022-04-21
Fixed
1.75000000
N
N
N
N
N
N
Five Corners Funding Trust
N/A
Five Corners Funding Trust
33829TAA4
26875000.00000000
PA
USD
29558894.45000000
0.560276463168
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.42000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-7
N/A
Sequoia Mortgage Trust 2018-7
81747WAG2
2554626.24000000
PA
USD
2574882.89000000
0.048805826656
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAH2
3038000.00000000
PA
USD
3119123.71000000
0.059121683437
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.25000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDZ4
4800000.00000000
PA
USD
4803523.10000000
0.091048768341
Long
DBT
CORP
US
N
2
2020-05-22
Floating
2.23000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
5249000.00000000
PA
USD
5667533.42000000
0.107425722055
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.88000000
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
29522625.00000000
0.559588990935
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.74000000
N
N
N
N
N
N
US Bank NA/Cincinnati OH
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPF4
14750000.00000000
PA
USD
15079558.66000000
0.285826718128
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
1.95000000
N
N
N
N
N
N
PHH Mortgage Trust Series 2008-CIM1
N/A
PHH Mortgage Trust Series 2008-CIM1
69337LAG7
1236361.53000000
PA
USD
1116812.29000000
0.021168709165
Long
ABS-MBS
CORP
US
N
2
2038-06-25
Floating
3.23000000
N
N
N
N
N
N
Capital Auto Receivables Asset Trust 2018-2
N/A
Capital Auto Receivables Asset Trust 2018-2
13976CAC0
9559201.13000000
PA
USD
9615874.77000000
0.182264878529
Long
ABS-O
CORP
US
N
2
2023-06-20
Fixed
3.27000000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
69832AAA4
9800000.00000000
PA
USD
9890085.81000000
0.187462433936
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
2.54000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287F1
82500000.00000000
PA
USD
84130663.65000000
1.594661490250
Long
DBT
UST
US
N
2
2021-07-31
Fixed
1.75000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AN6
7900000.00000000
PA
USD
8247918.13000000
0.156335833405
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.88000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RP26
9750000.00000000
PA
USD
9974583.55000000
0.189064053204
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
3.10000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2020-A
N/A
CPS Auto Receivables Trust 2020-A
12597JAA0
9983934.22000000
PA
USD
9940645.88000000
0.188420778885
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
2.09000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BG2
9750000.00000000
PA
USD
10267578.75000000
0.194617654495
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GT2
9750000.00000000
PA
USD
10171382.03000000
0.192794285961
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
579461.31000000
PA
USD
579721.08000000
0.010988370247
Long
ABS-O
CORP
US
N
2
2022-04-15
Fixed
3.24000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
9300000.00000000
PA
USD
9482694.04000000
0.179740493577
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCH6
13700000.00000000
PA
USD
13660318.50000000
0.258925615363
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
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
7381537.64000000
0.139913954112
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.30000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2018-3
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust 2018-3
96042GAC6
1782584.39000000
PA
USD
1784762.53000000
0.033829426184
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
2.98000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBF6
14162000.00000000
PA
USD
14629968.28000000
0.277304920792
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBK0
4800000.00000000
PA
USD
4863108.86000000
0.092178191464
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.90000000
N
N
N
N
N
N
VSE 2018-A VOI Mortgage LLC
549300E4XED7XGXU7L27
VSE 2018-A VOI Mortgage LLC
918286AA3
7075346.61000000
PA
USD
6875439.77000000
0.130321080971
Long
ABS-O
CORP
US
N
2
2036-02-20
Fixed
3.56000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330NAQ8
14400000.00000000
PA
USD
14725278.58000000
0.279111487607
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.63000000
N
N
N
N
N
N
KeyCorp Student Loan Trust 2003-A
549300GMHSCX6O2XDS12
KeyCorp Student Loan Trust 2003-A
493268BS4
17811857.55000000
PA
USD
17569854.97000000
0.333029241591
Long
ABS-O
CORP
US
N
2
2037-01-25
Floating
1.52000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBG3
14700000.00000000
PA
USD
15478242.11000000
0.293383595929
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.45000000
N
N
N
N
N
N
CSMC 2017-HL1 Trust
N/A
CSMC 2017-HL1 Trust
12594XAC8
11573797.87000000
PA
USD
11705604.91000000
0.221874838022
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Variable
3.50000000
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
9951614.41000000
PA
USD
9989906.23000000
0.189354488186
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.00000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BK3
5400000.00000000
PA
USD
5893382.56000000
0.111706597903
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.25000000
N
N
N
N
N
N
AccessLex Institute
635400C9RW3TYNTIJP57
AccessLex Institute
00432CAV3
15630.50000000
PA
USD
15620.32000000
0.000296076622
Long
ABS-O
CORP
US
N
2
2038-07-01
Floating
1.31000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
24500000.00000000
PA
USD
26508890.73000000
0.502464920189
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2017-4
N/A
JP Morgan Mortgage Trust 2017-4
46648UAE4
17081004.27000000
PA
USD
17310328.71000000
0.328110030039
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
3.50000000
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
0.000000227454
Long
DBT
CORP
US
N
2
2013-01-15
None
0.00000000
Y
N
N
N
N
N
CPS Auto Receivables Trust 2019-A
N/A
CPS Auto Receivables Trust 2019-A
12596HAA5
2027973.69000000
PA
USD
2037127.96000000
0.038612907203
Long
ABS-O
CORP
US
N
2
2022-06-15
Fixed
3.18000000
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
10157094.36000000
0.192523469161
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.45000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBA6
4443000.00000000
PA
USD
4541038.35000000
0.086073479850
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.50000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AS0
5000000.00000000
PA
USD
5610699.70000000
0.106348462698
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKC2
4800000.00000000
PA
USD
4775385.65000000
0.090515434762
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.25000000
N
N
N
N
N
N
Principal Government Money Market Fund - Institutional Class
549300WWK3YB7DNN4U34
Principal Government Money Market Fund - Institutional Class
742537228
242383351.17000100
NS
USD
242383351.17000100
4.594274895972
Long
STIV
RF
US
N
1
N
N
Verizon Owner Trust 2019-A
549300AUOVO1I366IH69
Verizon Owner Trust 2019-A
92347YAA2
13500000.00000000
PA
USD
13796226.45000000
0.261501693628
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
2.93000000
N
N
N
N
N
N
Crown Castle Towers LLC
N/A
Crown Castle Towers LLC
22822RBB5
11430000.00000000
PA
USD
11470271.32000000
0.217414188396
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.22000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CV5
15000000.00000000
PA
USD
13950000.00000000
0.264416406859
Long
DBT
CORP
US
N
2
2021-08-13
Floating
2.96000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2017-2
N/A
JP Morgan Mortgage Trust 2017-2
46648HAE3
6956237.58000000
PA
USD
7022595.22000000
0.133110350888
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
CCG Receivables Trust 2018-2
N/A
CCG Receivables Trust 2018-2
12509KAB2
9598113.91000000
PA
USD
9618798.81000000
0.182320302483
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.09000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCR1
11000000.00000000
PA
USD
11117438.75000000
0.210726394820
Long
DBT
CORP
US
N
2
2021-02-17
Fixed
2.80000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBC2
7800000.00000000
PA
USD
7796505.21000000
0.147779490586
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.38000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378NYX5
36549583.38000000
PA
USD
908944.28000000
0.017228658104
Long
ABS-MBS
CORP
US
N
2
2054-01-16
Variable
0.61000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFF0
9600000.00000000
PA
USD
9470640.00000000
0.179512014297
Long
DBT
CORP
US
N
2
2022-07-27
Floating
1.49000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVE6
6100000.00000000
PA
USD
6148972.39000000
0.116551196074
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
1.20000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
9800000.00000000
PA
USD
9901506.73000000
0.187678912690
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371L5V7
31955.07000000
PA
USD
33271.03000000
0.000630638437
Long
ABS-MBS
USGA
US
N
2
2035-01-01
Floating
3.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFY3
7150000.00000000
PA
USD
6957321.09000000
0.131873107095
Long
DBT
CORP
US
N
2
2023-02-15
Floating
2.59000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
9800000.00000000
PA
USD
10055987.27000000
0.190607026620
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.63000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
86787EAW7
9750000.00000000
PA
USD
9623025.46000000
0.182400416863
Long
DBT
CORP
US
N
2
2022-08-02
Floating
2.35000000
N
N
N
N
N
N
Bank of The West Auto Trust 2019-1
549300VWQMQWM78WF314
Bank of The West Auto Trust 2019-1
065606AB1
5358081.99000000
PA
USD
5384368.74000000
0.102058454153
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407PRN0
83829.00000000
PA
USD
84328.70000000
0.001598415186
Long
ABS-MBS
USGA
US
N
2
2035-10-01
Floating
3.92000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405DLY1
40492.24000000
PA
USD
40713.99000000
0.000771716626
Long
ABS-MBS
USGA
US
N
2
2034-07-01
Floating
4.31000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PCF0
19250000.00000000
PA
USD
19221440.70000000
0.364334357315
Long
ABS-O
CORP
US
N
2
2022-07-15
Floating
1.41000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKH1
7300000.00000000
PA
USD
7564198.68000000
0.143376217615
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LZ2
4750000.00000000
PA
USD
5070052.10000000
0.096100713897
Long
DBT
CORP
US
N
2
2024-06-01
Variable
4.04000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAU3
14800000.00000000
PA
USD
14955343.76000000
0.283472276728
Long
DBT
CORP
US
N
2
2021-05-14
Fixed
2.30000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ER0
9750000.00000000
PA
USD
10103637.18000000
0.191510210705
Long
DBT
CORP
US
N
2
2022-03-11
Fixed
2.80000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2019-1
N/A
Westlake Automobile Receivables Trust 2019-1
96042JAC0
4953689.82000000
PA
USD
4970469.45000000
0.094213166478
Long
ABS-O
CORP
US
N
2
2022-05-16
Fixed
3.06000000
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
13796950.75000000
0.261515422431
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
2.15000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
9600000.00000000
PA
USD
9887999.52000000
0.187422889182
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
Ally Master Owner Trust
N/A
Ally Master Owner Trust
02005AGU6
19500000.00000000
PA
USD
19497256.35000000
0.369562327431
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
3.29000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAK6
9600000.00000000
PA
USD
9643175.04000000
0.182782343712
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
2.88000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AR4
9750000.00000000
PA
USD
10175019.95000000
0.192863241211
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.60000000
N
N
N
N
N
N
PSMC 2019-1 Trust
N/A
PSMC 2019-1 Trust
69372XAC6
5679195.41000000
PA
USD
5689930.23000000
0.107850244207
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2018-6
N/A
JP Morgan Mortgage Trust 2018-6
46650JAC8
5734843.82000000
PA
USD
5791857.92000000
0.109782240877
Long
ABS-MBS
CORP
US
N
2
2048-12-25
Variable
3.50000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDL4
9800000.00000000
PA
USD
9972837.90000000
0.189030965140
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
2.00000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BE7
9750000.00000000
PA
USD
9948688.43000000
0.188573222051
Long
DBT
CORP
US
N
2
2021-05-11
Fixed
3.00000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BH4
4900000.00000000
PA
USD
4923795.67000000
0.093328484528
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
2.50000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331BE6
9750000.00000000
PA
USD
9916695.85000000
0.187966816098
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.25000000
N
N
N
N
N
N
Capital One Bank USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
14042TCS4
19750000.00000000
PA
USD
19544350.16000000
0.370454970874
Long
DBT
CORP
US
N
2
2023-01-27
Variable
2.01000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402Q3Z2
12697.67000000
PA
USD
12813.14000000
0.000242867701
Long
ABS-MBS
USGA
US
N
2
2034-07-01
Floating
4.09000000
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-A
549300QHI21JZK7YIR34
SMB Private Education Loan Trust 2018-A
78449PAA7
518219.26000000
PA
USD
517917.92000000
0.009816917236
Long
ABS-O
CORP
US
N
2
2026-03-16
Floating
1.16000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282S8
14750000.00000000
PA
USD
15231679.69000000
0.288710108534
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.63000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
5300000.00000000
PA
USD
5358795.34000000
0.101573721067
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHK9
14400000.00000000
PA
USD
15599788.70000000
0.295687460631
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.60000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2019-1
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAB5
4623182.88000000
PA
USD
4638051.50000000
0.087912323473
Long
ABS-O
CORP
US
N
2
2022-06-20
Fixed
2.93000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAJ0
17000000.00000000
PA
USD
17039825.39000000
0.322982752912
Long
DBT
CORP
US
N
2
2025-09-30
Fixed
1.75000000
N
N
N
N
N
N
World Omni Select Auto Trust 2019-A
N/A
World Omni Select Auto Trust 2019-A
98163BAB8
18451345.47000000
PA
USD
18524453.39000000
0.351123254796
Long
ABS-O
CORP
US
N
2
2023-08-15
Fixed
2.06000000
N
N
N
N
N
N
Ally Master Owner Trust
N/A
Ally Master Owner Trust
02005AGP7
14250000.00000000
PA
USD
14181259.43000000
0.268799832488
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
2.70000000
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
5338527.72000000
PA
USD
5311822.27000000
0.100683366201
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
1.21000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
10000000.00000000
PA
USD
10374287.70000000
0.196640277946
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20000000
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
2877508.20000000
PA
USD
2885342.22000000
0.054690453216
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563AB1
11750000.00000000
PA
USD
11921197.38000000
0.225961302987
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
RBSSP Resecuritization Trust 2009-7
N/A
RBSSP Resecuritization Trust 2009-7
75524MAX8
118213.93000000
PA
USD
117008.95000000
0.002217855636
Long
ABS-MBS
CORP
US
N
2
2037-06-26
Floating
1.35000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWC4
24050000.00000000
PA
USD
24363866.69000000
0.461806887982
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
3.00000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PCL7
11700000.00000000
PA
USD
11591486.01000000
0.219711762073
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.40000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DC9
9500000.00000000
PA
USD
9551587.09000000
0.181046332483
Long
DBT
CORP
US
N
2
2020-10-14
Fixed
2.15000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8G9
9600000.00000000
PA
USD
9652346.98000000
0.182956193993
Long
DBT
CORP
US
N
2
2021-02-25
Floating
3.45000000
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
13952705.20000000
0.264467682791
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
2.03000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2019-B
549300RMJRP95RN5CL91
CPS Auto Receivables Trust 2019-B
22412AAA1
3023909.81000000
PA
USD
3027766.50000000
0.057390045787
Long
ABS-O
CORP
US
N
2
2022-05-16
Fixed
2.89000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCS9
4800000.00000000
PA
USD
5046962.16000000
0.095663053756
Long
DBT
CORP
US
N
2
2023-02-17
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137EAEN5
21650000.00000000
PA
USD
23265784.97000000
0.440993208926
Long
DBT
USGA
US
N
2
2023-06-19
Fixed
2.75000000
N
N
N
N
N
BA Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDB1
37000000.00000000
PA
USD
37769984.80000000
0.715914241429
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.74000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
10200000.00000000
PA
USD
10771161.95000000
0.204162863119
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAD8
38500000.00000000
PA
USD
38160564.75000000
0.723317520781
Long
DBT
CORP
US
N
2
2023-04-25
Floating
1.89000000
N
N
N
N
N
N
GTP Acquisition Partners I LLC
N/A
GTP Acquisition Partners I LLC
36246MAT6
10100000.00000000
PA
USD
10175427.81000000
0.192870972026
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
2.35000000
N
N
N
N
N
N
Keycorp Student Loan Trust 2000-b
54930014YCW3N7EGPE85
Keycorp Student Loan Trust 2000-b
493268AY2
8360015.29000000
PA
USD
8193750.47000000
0.155309108098
Long
ABS-O
CORP
US
N
2
2029-07-25
Floating
1.30000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAS9
10000000.00000000
PA
USD
10165700.00000000
0.192686585462
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.40000000
N
N
N
N
N
N
SLM Private Credit Student Loan Trust 2004-A
54930054KUX5HFXZUQ43
SLM Private Credit Student Loan Trust 2004-A
78443CBH6
1152381.50000000
PA
USD
1085516.64000000
0.020575513228
Long
ABS-O
CORP
US
N
2
2033-06-15
Floating
1.14000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KBA3
5900000.00000000
PA
USD
6016595.62000000
0.114042049846
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRW2
15000000.00000000
PA
USD
14973729.75000000
0.283820775467
Long
DBT
CORP
US
N
2
2023-10-24
Floating
2.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2018-3
N/A
JP Morgan Mortgage Trust 2018-3
46649TAE6
9118357.64000000
PA
USD
9313141.26000000
0.176526691651
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2004-A3
N/A
JP Morgan Mortgage Trust 2004-A3
466247CV3
431483.23000000
PA
USD
387748.00000000
0.007349600926
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
4.17000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2019-1
N/A
Westlake Automobile Receivables Trust 2019-1
96042JAG1
13150000.00000000
PA
USD
13222933.85000000
0.250635172526
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
3.26000000
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
9834772.16000000
0.186413986869
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.77000000
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
2790384.89000000
PA
USD
2788373.30000000
0.052852447954
Long
DBT
CORP
US
N
2
2021-11-07
Fixed
4.75000000
N
N
N
N
N
N
LG&E & KU Energy LLC
N/A
LG&E & KU Energy LLC
50188FAE5
15000000.00000000
PA
USD
15413192.85000000
0.292150614453
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
4.38000000
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
702510.13000000
PA
USD
702746.59000000
0.013320267258
Long
ABS-O
CORP
US
N
2
2042-02-18
Fixed
2.53000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCP1
5000000.00000000
PA
USD
5314533.50000000
0.100734756430
Long
DBT
CORP
GB
N
2
2024-02-10
Fixed
3.81000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BG6
11495000.00000000
PA
USD
11496845.41000000
0.217917889141
Long
DBT
CORP
NL
N
2
2020-05-11
Fixed
2.13000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2019-3
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAB5
9189926.20000000
PA
USD
9198669.50000000
0.174356927388
Long
ABS-O
CORP
US
N
2
2022-02-15
Fixed
2.28000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2019-2
N/A
JP Morgan Mortgage Trust 2019-2
46650TAD4
1966233.21000000
PA
USD
1967363.20000000
0.037290545400
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
4.00000000
N
N
N
N
N
N
Chase Home Lending Mortgage Trust 2019-1
N/A
Chase Home Lending Mortgage Trust 2019-1
16159WAF1
12240755.29000000
PA
USD
12469684.34000000
0.236357643573
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
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
5776985.57000000
0.109500341712
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391TU55
13083.02000000
PA
USD
13173.15000000
0.000249691540
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Floating
3.64000000
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
4892890.12000000
PA
USD
4902329.48000000
0.092921601888
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
2.34000000
N
N
N
N
N
N
SMB Private Education Loan Trust 2020-A
N/A
SMB Private Education Loan Trust 2020-A
78449UAA6
16189398.07000000
PA
USD
16000233.05000000
0.303277715554
Long
ABS-O
CORP
US
N
2
2027-03-15
Floating
1.11000000
N
N
N
N
N
N
Columbia Pipeline Group Inc
549300SRP1TQM9JJBG80
Columbia Pipeline Group Inc
198280AD1
8528000.00000000
PA
USD
8526590.41000000
0.161617949747
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
3.30000000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2Z6
13200000.00000000
PA
USD
13208036.56000000
0.250352800634
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.25000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
19500000.00000000
PA
USD
19186061.51000000
0.363663759587
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
Verizon Owner Trust 2017-1
N/A
Verizon Owner Trust 2017-1
92348NAA5
250115.25000000
PA
USD
250281.95000000
0.004743989528
Long
ABS-O
CORP
US
N
2
2021-09-20
Fixed
2.06000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378NEU3
50088953.78000000
PA
USD
2484462.20000000
0.047091940351
Long
ABS-MBS
CORP
US
N
2
2046-02-16
Variable
1.21000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBG4
5600000.00000000
PA
USD
5942159.72000000
0.112631148540
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.15000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-3
N/A
Sequoia Mortgage Trust 2018-3
81746VAD2
6869547.27000000
PA
USD
6969827.55000000
0.132110161806
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
5650000.00000000
PA
USD
5882609.65000000
0.111502401907
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAA5
253018.17000000
PA
USD
253501.46000000
0.004805013991
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.98000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
10000000.00000000
PA
USD
10152665.10000000
0.192439514393
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.41000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool
3128Q2G80
40641.11000000
PA
USD
42415.50000000
0.000803968036
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Floating
4.22000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AG8
6800000.00000000
PA
USD
6972334.24000000
0.132157675065
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
3.15000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BF9
5750000.00000000
PA
USD
5825749.93000000
0.110424649731
Long
DBT
CORP
US
N
2
2021-08-23
Fixed
2.25000000
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
9278254.50000000
PA
USD
8219421.02000000
0.155795682621
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.95000000
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
13063952.55000000
0.247621748576
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
3.00000000
N
N
N
N
N
N
Rockwell Collins Inc
XO75O7GICH1NPWLBRL05
Rockwell Collins Inc
774341AJ0
6750000.00000000
PA
USD
7162741.10000000
0.135766757342
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-B
N/A
Navient Private Education Refi Loan Trust 2020-B
63941GAA2
14250960.80000000
PA
USD
14256208.00000000
0.270220451239
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.80000000
N
N
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
15008337.18000000
0.284476744807
Long
ABS-O
CORP
US
N
2
2030-01-15
Fixed
3.47000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2019-2
N/A
Westlake Automobile Receivables Trust 2019-2
96041LAB8
8656245.60000000
PA
USD
8671234.75000000
0.164359622625
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
2.57000000
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
11592422.05000000
0.219729504319
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.62000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AU8
6850000.00000000
PA
USD
7114670.03000000
0.134855590345
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.70000000
N
N
N
N
N
N
SLM Private Credit Student Loan Trust 2004-B
549300HIOV1ESFZYQ040
SLM Private Credit Student Loan Trust 2004-B
78443CBN3
10210345.81000000
PA
USD
10083596.62000000
0.191130350285
Long
ABS-O
CORP
US
N
2
2024-03-15
Floating
1.07000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBH2
9750000.00000000
PA
USD
10521133.94000000
0.199423686917
Long
DBT
CORP
GB
N
2
2024-01-16
Fixed
3.75000000
N
N
N
N
N
N
Provident Funding Mortgage Loan Trust 2005-1
N/A
Provident Funding Mortgage Loan Trust 2005-1
743873AY7
834707.97000000
PA
USD
795766.34000000
0.015083417657
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
1.07000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650DC1
14216000.00000000
PA
USD
14447682.84000000
0.273849776630
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
3.35000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284F4
24500000.00000000
PA
USD
27208398.56000000
0.515723798109
Long
DBT
UST
US
N
2
2025-03-31
Fixed
2.63000000
N
N
N
N
N
N
SLM Private Credit Student Loan Trust 2006-B
549300MJYMBTZU2FTV38
SLM Private Credit Student Loan Trust 2006-B
78443CCY8
13133739.02000000
PA
USD
12573357.84000000
0.238322731340
Long
ABS-O
CORP
US
N
2
2039-12-15
Floating
0.94000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2017-1
N/A
Sequoia Mortgage Trust 2017-1
81746TAD7
8445447.76000000
PA
USD
8568333.25000000
0.162409167794
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2020-1 Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-1 Trust
95002KAC7
18806074.09000000
PA
USD
18884472.85000000
0.357947272861
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCH7
9700000.00000000
PA
USD
9319226.60000000
0.176642036722
Long
DBT
CORP
US
N
2
2021-04-09
Floating
2.17000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AJ0
4900000.00000000
PA
USD
4908419.13000000
0.093037028653
Long
DBT
CORP
US
N
2
2020-09-25
Fixed
3.40000000
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
14610003.92000000
0.276926504711
Long
ABS-O
CORP
US
N
2
2023-07-17
Floating
1.33000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDC3
6750000.00000000
PA
USD
6750155.45000000
0.127946369163
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
1.95000000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2X1
4750000.00000000
PA
USD
4900931.25000000
0.092895099024
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.30000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGM6
5000000.00000000
PA
USD
5017373.50000000
0.095102213099
Long
DBT
CORP
US
N
2
2020-07-22
Fixed
2.60000000
N
N
N
N
N
N
KeyCorp Student Loan Trust 2000-A
549300O83C3TV9I4SN56
KeyCorp Student Loan Trust 2000-A
493268AW6
884129.57000000
PA
USD
880594.73000000
0.016691304258
Long
ABS-O
CORP
US
N
2
2029-05-25
Floating
2.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BM9
8100000.00000000
PA
USD
8910278.72000000
0.168890600950
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.63000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAF3
6700000.00000000
PA
USD
6738091.91000000
0.127717709815
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.70000000
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
2742837.20000000
PA
USD
2779463.40000000
0.052683564532
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468K8
9800000.00000000
PA
USD
9449302.39000000
0.179107568837
Long
DBT
CORP
US
N
2
2023-01-20
Floating
0.72000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABG6
9800000.00000000
PA
USD
9817251.72000000
0.186081894267
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BT2
9800000.00000000
PA
USD
10105211.40000000
0.191540049386
Long
DBT
CORP
US
N
2
2022-08-08
Fixed
2.15000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBS1
19500000.00000000
PA
USD
19948840.28000000
0.378121911673
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
10500000.00000000
PA
USD
10931713.07000000
0.207206042350
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.63000000
N
N
N
N
N
N
Trafigura Securitisation Finance PLC 2017-1
N/A
Trafigura Securitisation Finance PLC 2017-1
892725AE2
17500000.00000000
PA
USD
17439922.50000000
0.330566426046
Long
ABS-O
CORP
IE
N
2
2020-12-15
Floating
1.66000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
3500000.00000000
PA
USD
3792497.66000000
0.071885204607
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
69832AAB2
5000000.00000000
PA
USD
5054049.75000000
0.095797396056
Long
DBT
CORP
JP
N
2
2024-07-19
Fixed
2.68000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CP3
15700000.00000000
PA
USD
16845633.71000000
0.319301930957
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables 2015-4
N/A
AmeriCredit Automobile Receivables 2015-4
03065MAG2
5978761.94000000
PA
USD
5980462.90000000
0.113357169273
Long
ABS-O
CORP
US
N
2
2021-12-08
Fixed
3.72000000
N
N
N
N
N
N
Banc of America Funding 2004-1 Trust
N/A
Banc of America Funding 2004-1 Trust
05946XGD9
11204.79000000
PA
USD
11592.53000000
0.000219731550
Long
ABS-MBS
CORP
US
N
2
2019-02-25
Fixed
5.25000000
N
Y
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BQ4
11500000.00000000
PA
USD
11508280.00000000
0.218134627005
Long
DBT
CORP
US
N
2
2020-06-05
Fixed
1.80000000
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
6867147.96000000
0.130163913186
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
3.15000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BM7
9600000.00000000
PA
USD
9756024.77000000
0.184921363076
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
1.85000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PDM4
29250000.00000000
PA
USD
28493890.43000000
0.540089758059
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.23000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWD2
10450000.00000000
PA
USD
10400780.50000000
0.197142437873
Long
DBT
CORP
US
N
2
2022-04-26
Floating
2.10000000
N
N
N
N
N
N
Commonbond Student Loan Trust 2018-BGS
549300EJIXF1G1X7PN20
Commonbond Student Loan Trust 2018-BGS
20268MAA4
8483566.89000000
PA
USD
8871276.08000000
0.168151322245
Long
ABS-O
CORP
US
N
2
2045-09-25
Fixed
3.56000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CP2
5750000.00000000
PA
USD
5870833.32000000
0.111279186504
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.10000000
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
17562834.30000000
0.332896167732
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
Indiantown Cogeneration LP
N/A
Indiantown Cogeneration LP
455665AK5
1547850.40000000
PA
USD
1576269.23000000
0.029877523013
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
9.77000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371FVE9
710.40000000
PA
USD
797.87000000
0.000015123291
Long
ABS-MBS
USGA
US
N
2
2027-05-01
Fixed
8.00000000
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
142070.95000000
0.002692895348
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
5.00000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614NAA0
19500000.00000000
PA
USD
19630093.67000000
0.372080203191
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0V34
35250000.00000000
PA
USD
37963273.58000000
0.719577949292
Long
DBT
USGA
US
N
2
2024-02-05
Fixed
2.50000000
N
N
N
N
N
N
Tucson Electric Power Co
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AP5
4400000.00000000
PA
USD
4617692.90000000
0.087526434738
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.05000000
N
N
N
N
N
N
PSMC 2018-1 Trust
N/A
PSMC 2018-1 Trust
69371VAC1
14030819.72000000
PA
USD
14227339.59000000
0.269673262620
Long
ABS-MBS
CORP
US
N
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
USAA Capital Corp
N/A
USAA Capital Corp
90327QCX5
4990000.00000000
PA
USD
5006977.18000000
0.094905155208
Long
DBT
CORP
US
N
2
2020-08-01
Fixed
2.45000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BD0
14500000.00000000
PA
USD
14351375.00000000
0.272024301862
Long
DBT
CORP
US
N
2
2021-01-15
Floating
1.72000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAC1
14750000.00000000
PA
USD
14355390.89000000
0.272100421375
Long
DBT
CORP
US
N
2
2023-04-05
Floating
2.09000000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAE7
1528458.30000000
PA
USD
1530237.88000000
0.029005018055
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.60000000
N
N
N
N
N
N
Verizon Owner Trust 2019-B
549300P0XXSIS1ESEJ26
Verizon Owner Trust 2019-B
92349GAA9
19500000.00000000
PA
USD
19854203.85000000
0.376328117782
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
2.33000000
N
N
N
N
N
N
MVW Owner Trust 2016-1
N/A
MVW Owner Trust 2016-1
553894AA4
2762835.29000000
PA
USD
2695303.31000000
0.051088345277
Long
ABS-O
CORP
US
N
2
2033-12-20
Fixed
2.25000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBX5
19250000.00000000
PA
USD
21432908.61000000
0.406251805246
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.15000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAG3
10965000.00000000
PA
USD
11317923.99000000
0.214526508569
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.70000000
N
N
N
N
N
N
Ingersoll-Rand Global Holding Co Ltd
549300UCF0D858BIOV83
Ingersoll-Rand Global Holding Co Ltd
45687AAM4
14500000.00000000
PA
USD
14651886.78000000
0.277720376779
Long
DBT
CORP
US
N
2
2021-02-21
Fixed
2.90000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331BB2
9800000.00000000
PA
USD
9930194.67000000
0.188222680577
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.60000000
N
N
N
N
N
N
Daimler Trucks Retail Trust 2019-1
N/A
Daimler Trucks Retail Trust 2019-1
233871AB8
5237395.34000000
PA
USD
5241028.52000000
0.099341500322
Long
ABS-O
CORP
US
N
2
2021-04-15
Fixed
2.77000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAN1
14500000.00000000
PA
USD
13241988.27000000
0.250996341076
Long
DBT
CORP
US
N
2
2023-01-15
Floating
2.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LH2
19800000.00000000
PA
USD
19648530.00000000
0.372429656104
Long
DBT
CORP
US
N
2
2022-04-25
Floating
1.95000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AG3
17900000.00000000
PA
USD
18799423.45000000
0.356335197108
Long
DBT
CORP
CH
N
2
2024-06-12
Variable
4.21000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAA4
17600000.00000000
PA
USD
18037128.74000000
0.341886220178
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.38000000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAG2
2450315.00000000
PA
USD
2379070.13000000
0.045094277809
Long
ABS-O
CORP
US
N
2
2031-10-15
Floating
2.82000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
4800000.00000000
PA
USD
4151816.21000000
0.078695937217
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
PSMC 2018-4 Trust
N/A
PSMC 2018-4 Trust
69374KAC2
5171656.03000000
PA
USD
5190107.46000000
0.098376312959
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities Corp
N/A
Credit Suisse First Boston Mortgage Securities Corp
2254W0HF5
4897.92000000
PA
USD
3982.68000000
0.000075490031
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137EAEP0
58650000.00000000
PA
USD
61251461.22000000
1.160995791444
Long
DBT
USGA
US
N
2
2025-02-12
Fixed
1.50000000
N
N
N
N
N
N
Verizon Owner Trust 2020-A
549300XY7L2MRX0BQH89
Verizon Owner Trust 2020-A
92348TAA2
22000000.00000000
PA
USD
22238801.20000000
0.421527161731
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
1.85000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-A
549300ZUZB9UCBWEBN39
Navient Private Education Refi Loan Trust 2019-A
63941BAA3
843096.97000000
PA
USD
844380.67000000
0.016004881919
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.03000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5Q6
14500000.00000000
PA
USD
14427917.02000000
0.273475123791
Long
DBT
CORP
US
N
2
2021-07-23
Floating
1.54000000
N
N
N
N
N
N
Air Liquide Finance SA
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAB2
6750000.00000000
PA
USD
6792064.65000000
0.128740740495
Long
DBT
CORP
FR
N
2
2021-09-27
Fixed
1.75000000
N
N
N
N
N
N
Verizon Owner Trust 2019-C
549300WANFF5OIMC3D47
Verizon Owner Trust 2019-C
92348AAA3
23000000.00000000
PA
USD
23246157.50000000
0.440621178453
Long
ABS-O
CORP
US
N
2
2024-04-22
Fixed
1.94000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2013-8
549300EU86QZR1NB5U93
Sequoia Mortgage Trust 2013-8
81745EAK5
2278316.96000000
PA
USD
2266018.38000000
0.042951429241
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
2.25000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCE1
9600000.00000000
PA
USD
9691743.74000000
0.183702943077
Long
DBT
CORP
US
N
2
2021-04-13
Fixed
2.00000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523AE0
9600000.00000000
PA
USD
9877056.00000000
0.187215459345
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
3.40000000
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
12173497.83000000
0.230743552337
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.52000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FQ6
14250000.00000000
PA
USD
14628240.89000000
0.277272178838
Long
DBT
CORP
US
N
2
2022-03-30
Fixed
2.45000000
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
4903210.48000000
0.092938300874
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.76000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp
25272KAG8
9800000.00000000
PA
USD
10372145.07000000
0.196599665292
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Commonbond Student Loan Trust 2019-A-GS
N/A
Commonbond Student Loan Trust 2019-A-GS
20268CAA6
19298028.81000000
PA
USD
19727502.58000000
0.373926548279
Long
ABS-O
CORP
US
N
2
2047-01-25
Fixed
2.54000000
N
N
N
N
N
N
US Bank NA/Cincinnati OH
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPC1
10000000.00000000
PA
USD
10295799.20000000
0.195152561305
Long
DBT
CORP
US
N
2
2022-05-23
Fixed
2.65000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBL5
6850000.00000000
PA
USD
6937561.70000000
0.131498576134
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391KNS2
24057.09000000
PA
USD
24256.04000000
0.000459763078
Long
ABS-MBS
USGA
US
N
2
2032-11-01
Floating
4.04000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETL3
7212000.00000000
PA
USD
7401188.50000000
0.140286427932
Long
DBT
CORP
US
N
2
2022-01-06
Fixed
2.65000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAE4
4237000.00000000
PA
USD
4327050.53000000
0.082017430354
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KK6
28900000.00000000
PA
USD
29295463.55000000
0.555283240800
Long
DBT
CORP
US
N
2
2021-03-30
Fixed
2.70000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
9800000.00000000
PA
USD
9809427.70000000
0.185933593245
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374F5S4
1467.53000000
PA
USD
1478.02000000
0.000028015250
Long
ABS-MBS
USGA
US
N
2
2035-11-01
Floating
4.83000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2018-4
N/A
JP Morgan Mortgage Trust 2018-4
46649CAE3
6975360.80000000
PA
USD
7062363.08000000
0.133864134017
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CU2
13400000.00000000
PA
USD
13645367.67000000
0.258642228643
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.60000000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AK7
700000.00000000
PA
USD
705049.52000000
0.013363918332
Long
DBT
CORP
GG
N
2
2020-12-10
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0N82
13500000.00000000
PA
USD
13669177.68000000
0.259093537409
Long
DBT
USGA
US
N
2
2021-08-17
Fixed
1.25000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378N2L6
19068420.14000000
PA
USD
463303.50000000
0.008781723781
Long
ABS-MBS
CORP
US
N
2
2055-09-16
Variable
0.42000000
N
N
N
N
N
N
PSMC 2020-1 Trust
N/A
PSMC 2020-1 Trust
693684AC6
18707372.22000000
PA
USD
19128447.11000000
0.362571702768
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2019-5
N/A
JP Morgan Mortgage Trust 2019-5
46591FAD6
7345636.30000000
PA
USD
7428189.50000000
0.140798220577
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BE2
4800000.00000000
PA
USD
4795089.60000000
0.090888914881
Long
DBT
CORP
US
N
2
2020-08-21
Floating
2.15000000
N
N
N
N
N
N
Alliant Energy Finance LLC
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAA4
17100000.00000000
PA
USD
18127173.40000000
0.343592978991
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAT6
8414000.00000000
PA
USD
8417113.18000000
0.159542854708
Long
DBT
CORP
US
N
2
2020-05-14
Fixed
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2017-GS6
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAA0
8452686.84000000
PA
USD
8455141.50000000
0.160263665585
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
1.95000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2018-2
N/A
Westlake Automobile Receivables Trust 2018-2
96042FAD6
5030893.13000000
PA
USD
5039457.22000000
0.095520800762
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31365DJQ9
785.76000000
PA
USD
795.82000000
0.000015084434
Long
ABS-MBS
USGA
US
N
2
2022-11-01
Floating
4.05000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PCV5
8750000.00000000
PA
USD
8762157.25000000
0.166083020528
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
3.19000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BT0
2085184.60000000
PA
USD
2075972.78000000
0.039349194496
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
1.91000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CM0
4800000.00000000
PA
USD
4801200.00000000
0.091004734954
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
2.20000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAL7
13600000.00000000
PA
USD
13626122.74000000
0.258277449055
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.00000000
N
N
N
N
N
N
USAA Capital Corp
N/A
USAA Capital Corp
90327QD30
9800000.00000000
PA
USD
9972301.15000000
0.189020791268
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
2.63000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
14600000.00000000
PA
USD
14694141.68000000
0.278521300709
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.19000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RD55
14565.64000000
PA
USD
14697.06000000
0.000278576616
Long
ABS-MBS
USGA
US
N
2
2035-02-01
Floating
3.95000000
N
N
N
N
N
N
TCF Auto Receivables Owner Trust 2016-PT1
N/A
TCF Auto Receivables Owner Trust 2016-PT1
87226VAA4
1966934.25000000
PA
USD
1964803.27000000
0.037242022999
Long
ABS-O
CORP
US
N
2
2022-06-15
Fixed
1.93000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
22500000.00000000
PA
USD
23183232.08000000
0.439428453474
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.50000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
9800000.00000000
PA
USD
10465721.74000000
0.198373371876
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.99000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2016-4
N/A
JP Morgan Mortgage Trust 2016-4
46647JAE0
8589495.98000000
PA
USD
8721933.98000000
0.165320605294
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.50000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAT4
14700000.00000000
PA
USD
15133293.53000000
0.286845240082
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
3.60000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHU7
22250000.00000000
PA
USD
22571617.30000000
0.427835551502
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
4.25000000
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
17308577.33000000
0.328076833364
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2018-D
N/A
CPS Auto Receivables Trust 2018-D
22411XAA2
880395.20000000
PA
USD
880625.86000000
0.016691894314
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
3.06000000
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
2271799.53000000
PA
USD
2268644.91000000
0.043001214017
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
1.11000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAF0
1500000.00000000
PA
USD
1666704.83000000
0.031591691931
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.05000000
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-C
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAA5
393199.57000000
PA
USD
392963.81000000
0.007448464420
Long
ABS-O
CORP
US
N
2
2025-09-15
Floating
1.11000000
N
N
N
N
N
N
Navient Student Loan Trust 2018-EA
N/A
Navient Student Loan Trust 2018-EA
63890BAA4
5064508.56000000
PA
USD
5090796.90000000
0.096493922892
Long
ABS-O
CORP
US
N
2
2059-12-15
Fixed
3.43000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PDE2
9750000.00000000
PA
USD
9501814.73000000
0.180102918247
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
2.86000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBF5
6900000.00000000
PA
USD
7360115.53000000
0.139507906989
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.95000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2019-3
N/A
Sequoia Mortgage Trust 2019-3
81748BAE2
7397777.02000000
PA
USD
7490373.52000000
0.141976892630
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
3.50000000
N
N
N
N
N
N
Prime Mortgage Trust 2005-2
N/A
Prime Mortgage Trust 2005-2
74160MHL9
179418.67000000
PA
USD
178835.22000000
0.003389746687
Long
ABS-MBS
CORP
US
N
2
2020-07-25
Fixed
5.25000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust
12510GAB8
12998303.13000000
PA
USD
13078212.80000000
0.247892045642
Long
ABS-O
CORP
US
N
2
2026-09-14
Fixed
2.80000000
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
8740166.16000000
0.165666188629
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.62000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
05531FAV5
9500000.00000000
PA
USD
9589249.37000000
0.181760205225
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
2.05000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
9700000.00000000
PA
USD
9686371.79000000
0.183601120015
Long
DBT
CORP
FR
N
2
2025-01-22
Fixed
2.63000000
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
6699025.33000000
PA
USD
6690495.46000000
0.126815539042
Long
ABS-O
CORP
US
N
2
2068-05-15
Fixed
2.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0V75
24600000.00000000
PA
USD
25868971.57000000
0.490335520550
Long
DBT
USGA
US
N
2
2024-07-02
Fixed
1.75000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust 2004-J7
N/A
CHL Mortgage Pass-Through Trust 2004-J7
12669F6C2
748.07000000
PA
USD
743.34000000
0.000014089698
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
5.00000000
N
N
N
N
N
N
Mead Johnson Nutrition Co
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AJ5
4750000.00000000
PA
USD
4791512.39000000
0.090821110364
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
3.00000000
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
4955582.17000000
0.093930984321
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.42000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BF7
12500000.00000000
PA
USD
12199237.50000000
0.231231437001
Long
DBT
CORP
US
N
2
2023-03-29
Floating
2.00000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCR2
24000000.00000000
PA
USD
23814802.32000000
0.451399602832
Long
DBT
CORP
US
N
2
2022-06-10
Floating
1.42000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CP3
9600000.00000000
PA
USD
9871652.54000000
0.187113039024
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.65000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SK8
19000000.00000000
PA
USD
19467999.64000000
0.369007778748
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.07000000
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
21828686.00000000
0.413753599897
Long
ABS-O
CORP
IE
N
2
2022-03-15
Fixed
3.73000000
N
N
N
N
N
N
Verizon Owner Trust 2017-3
5493002I20BBOB4UPY82
Verizon Owner Trust 2017-3
92348RAA6
5647080.86000000
PA
USD
5660337.95000000
0.107289334935
Long
ABS-O
CORP
US
N
2
2022-04-20
Fixed
2.06000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674XF2
11500000.00000000
PA
USD
11511136.49000000
0.218188770577
Long
DBT
CORP
CH
N
2
2020-06-08
Fixed
2.20000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AN6
15415000.00000000
PA
USD
16442910.28000000
0.311668477028
Long
DBT
CORP
US
N
2
2024-07-02
Fixed
4.25000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BB5
4750000.00000000
PA
USD
4845778.62000000
0.091849704023
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.95000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
27000000.00000000
PA
USD
28905536.61000000
0.547892338978
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2K8
9800000.00000000
PA
USD
9847358.30000000
0.186652551880
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.16000000
N
N
N
N
N
N
MVW Owner Trust 2015-1
549300Y5CF8WQOLGBR17
MVW Owner Trust 2015-1
55388PAA8
4304633.47000000
PA
USD
4195981.08000000
0.079533063829
Long
ABS-O
CORP
US
N
2
2032-12-20
Fixed
2.52000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HV6
10750000.00000000
PA
USD
11472061.91000000
0.217448128280
Long
DBT
CORP
US
N
2
2024-08-05
Fixed
4.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
9800000.00000000
PA
USD
10264036.37000000
0.194550510166
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2020-1
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAB1
8900000.00000000
PA
USD
8853989.67000000
0.167823665584
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
1.10000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AS1
11700000.00000000
PA
USD
11918186.75000000
0.225904237756
Long
DBT
CORP
NL
N
2
2022-08-21
Fixed
2.38000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887BZ4
19346000.00000000
PA
USD
19953081.74000000
0.378202306770
Long
DBT
CORP
US
N
2
2021-10-22
Fixed
3.80000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2019-4 Trust
N/A
Wells Fargo Mortgage Backed Securities 2019-4 Trust
95002FAC8
19040824.82000000
PA
USD
19250401.47000000
0.364883296579
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
3.50000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EL3
6000000.00000000
PA
USD
6447782.52000000
0.122215016928
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
2.85000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGH6
28400000.00000000
PA
USD
28302052.94000000
0.536453558790
Long
DBT
CORP
US
N
2
2023-01-20
Floating
2.30000000
N
N
N
N
N
N
CSMC 2017-HL2 Trust
N/A
CSMC 2017-HL2 Trust
12652CAC3
10710748.68000000
PA
USD
10788567.62000000
0.204492780303
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2019-D
N/A
CPS Auto Receivables Trust 2019-D
12655KAA6
7459447.34000000
PA
USD
7450272.97000000
0.141216803501
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
2.17000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-5
N/A
Sequoia Mortgage Trust 2018-5
81747GAD4
7553683.38000000
PA
USD
7642646.89000000
0.144863170576
Long
ABS-MBS
CORP
US
N
2
2048-05-25
Variable
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46623EKG3
9500000.00000000
PA
USD
9530483.32000000
0.180646319362
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
2.30000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WBY5
31938000.00000000
PA
USD
32237890.15000000
0.611055704528
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.00000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust 2003-46
N/A
CHL Mortgage Pass-Through Trust 2003-46
12669EG67
314470.99000000
PA
USD
281486.66000000
0.005335461735
Long
ABS-MBS
CORP
US
N
2
2034-01-19
Variable
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0Q22
111200000.00000100
PA
USD
118691916.52000100
2.249755561966
Long
DBT
USGA
US
N
2
2026-09-24
Fixed
1.88000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAA1
4750000.00000000
PA
USD
4846846.99000000
0.091869954529
Long
DBT
CORP
US
N
2
2021-06-25
Fixed
3.50000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2018-3
N/A
Americredit Automobile Receivables Trust 2018-3
03066MAB2
1675361.35000000
PA
USD
1678048.96000000
0.031806715163
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
3.11000000
N
N
N
N
N
N
Healthcare Realty Trust Inc
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AH7
12000000.00000000
PA
USD
12111313.20000000
0.229564868723
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.75000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KGP8
60931854.55000000
PA
USD
1497479.54000000
0.028384097441
Long
ABS-MBS
CORP
US
N
2
2055-02-16
Variable
0.81000000
N
N
N
N
N
N
PSMC 2018-3 Trust
N/A
PSMC 2018-3 Trust
69374JAC5
7188900.57000000
PA
USD
7242791.44000000
0.137284078006
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FW2
15000000.00000000
PA
USD
14866650.00000000
0.281791123658
Long
DBT
CORP
US
N
2
2022-05-06
Floating
2.14000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378NQM8
22333266.65000000
PA
USD
640741.42000000
0.012144985233
Long
ABS-MBS
CORP
US
N
2
2048-02-16
Variable
0.70000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CF81
552.93000000
PA
USD
614.27000000
0.000011643230
Long
ABS-MBS
USGA
US
N
2
2025-04-20
Fixed
9.00000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
867914BM4
3832000.00000000
PA
USD
3916272.85000000
0.074231311489
Long
DBT
CORP
US
N
2
2022-01-27
Fixed
2.70000000
N
N
N
N
N
N
Synovus Bank/Columbus GA
DX0JX77PRMOELF7VG772
Synovus Bank/Columbus GA
87164DQS2
11750000.00000000
PA
USD
11610836.29000000
0.220078538525
Long
DBT
CORP
US
N
2
2023-02-10
Variable
2.29000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XEH3
29547.35000000
PA
USD
30465.66000000
0.000577463824
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Floating
4.32000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378KXJ3
43487155.08000000
PA
USD
1910503.79000000
0.036212799099
Long
ABS-MBS
CORP
US
N
2
2045-06-16
Variable
0.88000000
N
N
N
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BK6
9750000.00000000
PA
USD
10325487.51000000
0.195715290785
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.27000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2018-3
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust 2018-3
96042GAG7
10700000.00000000
PA
USD
10748483.84000000
0.203733009043
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
3.32000000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959JAF5
11700000.00000000
PA
USD
11754039.14000000
0.222792888564
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.35000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
867914BK8
12500000.00000000
PA
USD
12672350.13000000
0.240199088733
Long
DBT
CORP
US
N
2
2021-03-03
Fixed
2.90000000
N
N
N
N
N
N
CCG Receivables Trust 2019-2
N/A
CCG Receivables Trust 2019-2
12510FAB0
19600000.00000000
PA
USD
19594037.68000000
0.371396777003
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.11000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAC3
23657000.00000000
PA
USD
16471186.25000000
0.312204436195
Long
DBT
CORP
CA
N
2
2067-05-15
Variable
3.90000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCJ0
750000.00000000
PA
USD
756033.77000000
0.014330303435
Long
DBT
CORP
US
N
2
2021-09-14
Fixed
1.70000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAE0
16250000.00000000
PA
USD
16582448.51000000
0.314313365730
Long
DBT
CORP
US
N
2
2021-05-25
Fixed
3.55000000
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
9197898.62000000
PA
USD
9232287.72000000
0.174994146667
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
2.82000000
N
N
N
N
N
N
SLM Private Credit Student Loan Trust 2006-A
549300I2YWZ9E1B0EY33
SLM Private Credit Student Loan Trust 2006-A
78443CCL6
22636147.72000000
PA
USD
20929647.02000000
0.396712692606
Long
ABS-O
CORP
US
N
2
2039-06-15
Floating
1.03000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
9800000.00000000
PA
USD
9780387.95000000
0.185383156948
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
5500000.00000000
PA
USD
5824114.29000000
0.110393646860
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2E3
9750000.00000000
PA
USD
10071863.30000000
0.190907950119
Long
DBT
CORP
FR
N
2
2023-03-01
Fixed
3.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CB3
18594000.00000000
PA
USD
18798945.11000000
0.356326130374
Long
DBT
CORP
US
N
2
2021-02-22
Fixed
3.00000000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2S2
9600000.00000000
PA
USD
9800524.42000000
0.185764835302
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.40000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EED1
20000000.00000000
PA
USD
20677076.40000000
0.391925322296
Long
DBT
CORP
US
N
2
2021-03-24
Fixed
5.10000000
N
N
N
N
N
N
GS Mortage-Backed Securities Trust 2020-PJ1
N/A
GS Mortage-Backed Securities Trust 2020-PJ1
36258FAF6
9218973.63000000
PA
USD
9338330.76000000
0.177004148073
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGN4
5500000.00000000
PA
USD
5505504.40000000
0.104354529849
Long
DBT
CORP
US
N
2
2020-07-22
Floating
1.98000000
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
1357055.79000000
PA
USD
1358926.49000000
0.025757882413
Long
ABS-O
CORP
US
N
2
2042-06-16
Fixed
3.01000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2018-9
N/A
JP Morgan Mortgage Trust 2018-9
46649YAE5
4905529.48000000
PA
USD
4948759.46000000
0.093801662711
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
PFS Financing Corp
N/A
PFS Financing Corp
69335PDB8
6750000.00000000
PA
USD
6769667.48000000
0.128316211519
Long
ABS-O
CORP
US
N
2
2023-10-15
Fixed
3.52000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEM2
7250000.00000000
PA
USD
7429009.68000000
0.140813766745
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.63000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2E8
9700000.00000000
PA
USD
10052550.77000000
0.190541889202
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.55000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887BX9
5108000.00000000
PA
USD
5101220.56000000
0.096691499001
Long
DBT
CORP
US
N
2
2020-10-22
Floating
1.85000000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAC1
1528458.30000000
PA
USD
1521777.26000000
0.028844650546
Long
ABS-O
CORP
US
N
2
2027-04-15
Floating
3.72000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services PLC
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAF6
9600000.00000000
PA
USD
9414983.33000000
0.178457065430
Long
DBT
CORP
GB
N
2
2022-06-24
Floating
1.76000000
N
N
N
N
N
N
MMAF Equipment Finance LLC 2018-A
N/A
MMAF Equipment Finance LLC 2018-A
60700DAB4
1768333.35000000
PA
USD
1772350.65000000
0.033594164198
Long
ABS-O
CORP
US
N
2
2021-07-12
Fixed
2.92000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2020-REV1
N/A
Ford Credit Auto Owner Trust 2020-REV1
34531NAA4
13000000.00000000
PA
USD
12669571.20000000
0.240146415279
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-G
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAA6
18248444.78000000
PA
USD
18258366.46000000
0.346079688492
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.40000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH3
549300FECQ7XLTBL1027
Sequoia Mortgage Trust 2018-CH3
81746WAL2
2984059.38000000
PA
USD
2987729.18000000
0.056631155157
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2019-3
N/A
AmeriCredit Automobile Receivables Trust 2019-3
03066NAB0
9608738.20000000
PA
USD
9634293.60000000
0.182613999737
Long
ABS-O
CORP
US
N
2
2023-01-18
Fixed
2.17000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22550L2A8
9750000.00000000
PA
USD
9853146.52000000
0.186762265166
Long
DBT
CORP
CH
N
2
2021-11-12
Fixed
2.10000000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBG3
7700000.00000000
PA
USD
7789019.47000000
0.147637601520
Long
DBT
CORP
US
N
2
2021-06-14
Fixed
2.25000000
N
N
N
N
N
N
SMB Private Education Loan Trust 2019-B
N/A
SMB Private Education Loan Trust 2019-B
83192CAA5
6844664.45000000
PA
USD
6769256.78000000
0.128308426872
Long
ABS-O
CORP
US
N
2
2026-07-15
Floating
1.16000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-8
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust 2018-8
81748HAD1
7182895.24000000
PA
USD
7223962.01000000
0.136927174048
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
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
14717508.10000000
0.278964201413
Long
ABS-O
CORP
US
N
2
2024-01-18
Fixed
2.28000000
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
14381250.00000000
PA
USD
14417203.13000000
0.273272046493
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
3.36000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
10347000.00000000
PA
USD
10693126.91000000
0.202683741622
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCT4
15098000.00000000
PA
USD
15102628.59000000
0.286263998988
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
2.58000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFD5
6000000.00000000
PA
USD
6000291.36000000
0.113733009427
Long
DBT
CORP
US
N
2
2020-05-19
Floating
2.05000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
4900000.00000000
PA
USD
5105122.33000000
0.096765455417
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
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
11251916.25000000
0.213275359505
Long
ABS-O
CORP
US
N
2
2023-09-25
Floating
1.12000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
9300000.00000000
PA
USD
9634661.99000000
0.182620982415
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBH2
7250000.00000000
PA
USD
7482473.06000000
0.141827142720
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
2.94000000
N
N
N
N
N
N
MVW Owner Trust 2018-1
N/A
MVW Owner Trust 2018-1
62848BAA9
8373020.56000000
PA
USD
8142012.27000000
0.154328432188
Long
ABS-O
CORP
US
N
2
2036-01-21
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383TDX3
2491.96000000
PA
USD
2643.04000000
0.000050097716
Long
ABS-MBS
USGA
US
N
2
2029-10-01
Fixed
7.50000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BL5
4850000.00000000
PA
USD
4875986.01000000
0.092422272448
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
2.08000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616CHQ6
11000000.00000000
PA
USD
11017903.16000000
0.208839739404
Long
DBT
CORP
US
N
2
2024-02-12
Variable
1.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3135G0K36
160500000.00000100
PA
USD
174029236.76000100
3.298651288350
Long
DBT
USGA
US
N
2
2026-04-24
Fixed
2.13000000
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
5845445.33000000
PA
USD
5865858.79000000
0.111184896372
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-6
N/A
Sequoia Mortgage Trust 2018-6
81747JAD8
3117733.82000000
PA
USD
3135108.33000000
0.059424665213
Long
ABS-MBS
CORP
US
N
2
2048-07-25
Variable
4.00000000
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
7391651.50000000
0.140105658092
Long
ABS-O
CORP
US
N
2
2023-11-20
Fixed
2.97000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BZ0
8350000.00000000
PA
USD
9037176.78000000
0.171295900524
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BL7
9800000.00000000
PA
USD
9849861.13000000
0.186699991975
Long
DBT
CORP
US
N
2
2023-07-23
Fixed
1.38000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAB2
4000000.00000000
PA
USD
4182858.92000000
0.079284338783
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.38000000
N
N
N
N
N
N
2020-06-04
Principal Funds, Inc
Sara Reece
/s/ Sara Reece
Vice President and Controller