0001752724-19-179002.txt : 20191126 0001752724-19-179002.hdr.sgml : 20191126 20191126121201 ACCESSION NUMBER: 0001752724-19-179002 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191126 PERIOD START: 20200331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TIAA-CREF FUNDS CENTRAL INDEX KEY: 0001084380 IRS NUMBER: 134055167 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-09301 FILM NUMBER: 191248920 BUSINESS ADDRESS: STREET 1: 730 THIRD AVE. CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2129166746 MAIL ADDRESS: STREET 1: 730 THIRD AVE. CITY: NEW YORK STATE: NY ZIP: 10017 FORMER COMPANY: FORMER CONFORMED NAME: TIAA CREF INSTITUTIONAL MUTUAL FUNDS DATE OF NAME CHANGE: 19990415 0001084380 S000012195 TIAA-CREF Short-Term Bond Fund C000033274 Retail Class TCTRX C000033275 Retirement Class TISRX C000033276 Institutional Class TISIX C000079571 Premier Class TSTPX C000162566 Advisor Class TCTHX C000202755 Class W TCTWX NPORT-P 1 primary_doc.xml NPORT-P false 0001084380 XXXXXXXX S000012195 C000079571 C000202755 C000033275 C000033274 C000162566 C000033276 TIAA-CREF Funds 811-09301 0001084380 549300L8R42TEBN5NG46 730 Third Avenue New York 10017 800-842-2733 TIAA-CREF Short-Term Bond Fund S000012195 LX9SPIO1NDXQFEVEXG44 2020-03-31 2019-09-30 N 2346529643.00 7001381.00 2339528262.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2420628.00000000 USD N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 Senegal Goverment International Bond 81720TAA3 500000.00000000 PA USD 541924.87000000 0.023163852251 Long DBT NUSS SN Y 2 2021-05-13 Fixed 0.08750000 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G0FT1 1603988.06000000 PA USD 1611629.78000000 0.068886954954 Long ABS-CBDO USGSE US N 2 2027-12-25 Variable 0.04618400 N N N N N N Wachovia Bank Commercial Mortg N/A Wachovia Bank Commercial Mortgage Trust 92978TAP6 1201566.42000000 PA USD 1202155.19000000 0.051384512404 Long ABS-MBS USGSE US N 2 2047-04-15 Variable 0.05748400 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 BNG Bank NV 05591F2B5 4000000.00000000 PA USD 4110809.88000000 0.175711058796 Long DBT CORP NL Y 2 2021-11-08 Fixed 0.03125000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc 172967FT3 1720000.00000000 PA USD 1808592.18000000 0.077305848763 Long DBT CORP US N 2 2022-01-14 Fixed 0.04500000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 Duke Realty LP 26441YAW7 3127000.00000000 PA USD 3269257.61000000 0.139740034907 Long DBT CORP US N 2 2022-10-15 Fixed 0.03875000 N N N N N N Invitation Homes Trust N/A Invitation Homes Trust 46187XAA3 1545200.34000000 PA USD 1548826.00000000 0.066202491551 Long ABS-O CORP US Y 2 2038-01-17 Variable 0.03124800 N N N N N N SPS Servicer Advance Receivabl 549300W6RZ3B25O0SH56 SPS Servicer Advance Receivables Trust Advance Receivables Backed Notes 78469QAT9 1635999.26000000 PA USD 1658540.06000000 0.070892072001 Long ABS-O CORP US Y 2 2050-10-17 Fixed 0.03620000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 88161NAA7 7535773.81000000 PA USD 7657045.51000000 0.327290147948 Long ABS-O CORP US Y 2 2021-08-20 Fixed 0.03710000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29278NAH6 5000000.00000000 PA USD 5327879.65000000 0.227733074933 Long DBT CORP US N 2 2024-04-15 Fixed 0.04500000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 46648CAC8 9037359.30000000 PA USD 9161270.53000000 0.391586230386 Long ABS-CBDO USGSE US Y 2 2047-01-25 Variable 0.03500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HJH4 1445000.00000000 PA USD 1492265.34000000 0.063784881945 Long DBT CORP US N 2 2023-01-25 Fixed 0.03200000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 Perusahaan Penerbit SBSN Indonesia III 71567PAG5 2000000.00000000 PA USD 2041800.00000000 0.087274004471 Long DBT NUSS ID Y 2 2022-03-29 Fixed 0.03400000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80414L2C8 5000000.00000000 PA USD 5056398.50000000 0.216128977030 Long DBT CORP SA Y 2 2024-04-16 Fixed 0.02875000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 GS Mortgage Securities Corp II 36192CAQ8 2598000.00000000 PA USD 2628478.96000000 0.112350810319 Long ABS-MBS CORP US Y 2 2046-02-10 Variable 0.04541300 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 Perusahaan Penerbit SBSN Indonesia III 71567PAJ9 5000000.00000000 PA USD 5177550.00000000 0.221307435524 Long DBT NUSS ID Y 2 2023-03-01 Fixed 0.03750000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple, Inc 037833CK4 2000000.00000000 PA USD 1999696.24000000 0.085474335680 Long DBT CORP US N 2 2020-02-07 Fixed 0.01900000 N N N N N N SASOL FINANCING INT N/A Sasol Financing International plc 803865AA2 3000000.00000000 PA USD 3064490.70000000 0.130987547779 Long DBT CORP IM N 2 2022-11-14 Fixed 0.04500000 N N N N N N FANNIE MAE N/A Federal National Mortgage Association (FNMA) 31358QVQ5 4794.11000000 PA USD 4935.77000000 0.000210972873 Long ABS-CBDO USGSE US N 2 2022-09-25 Fixed 0.05500000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 64829FAA9 1329185.24000000 PA USD 1369061.73000000 0.058518708760 Long ABS-CBDO USGSE US Y 2 2056-03-25 Variable 0.03750000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 Discover Bank 25466AAK7 650000.00000000 PA USD 670073.25000000 0.028641383003 Long DBT CORP US N 2 2023-02-06 Fixed 0.03350000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122BX5 3000000.00000000 PA USD 3026254.44000000 0.129353190091 Long DBT CORP US Y 2 2021-05-14 Fixed 0.02550000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 912828T59 4500000.00000000 PA USD 4498108.65000000 0.192265625641 Long DBT UST US N 2 2019-10-15 Fixed 0.01000000 N N N N N N JOHNSON CONTROLS INTL PL 549300XQ6S1GYKGBL205 Johnson Controls International plc 478375AF5 42000.00000000 PA USD 42960.92000000 0.001836306946 Long DBT CORP IE N 2 2021-12-01 Fixed 0.03750000 N N N N N N SWEDISH EXPORT CREDIT 1FOLRR5RWTWWI397R131 Svensk Exportkredit AB 00254EMJ8 6500000.00000000 PA USD 6490678.61000000 0.277435358034 Long DBT CORP SE N 2 2021-03-10 Fixed 0.01750000 N N N N N N BANCO DO BRASIL (CAYMAN) QE0Q0253K88YAGNPE356 Banco do Brasil SA/Cayman 059578AE4 2500000.00000000 PA USD 2621875.00000000 0.112068532899 Long DBT CORP BR Y 2 2024-03-20 Fixed 0.04750000 N N N N N N TCF Auto Receivables Owner Tru N/A TCF Auto Receivables Owner Trust 87226VAB2 2528000.00000000 PA USD 2542869.95000000 0.108691567924 Long ABS-O CORP US Y 2 2022-10-17 Fixed 0.02920000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 Highwoods Realty LP 431282AM4 850000.00000000 PA USD 880021.92000000 0.037615357518 Long DBT CORP US N 2 2023-01-15 Fixed 0.03625000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC 161175AX2 1009000.00000000 PA USD 1018028.60000000 0.043514268091 Long DBT CORP US N 2 2020-07-23 Fixed 0.03579000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC 233046AE1 4912500.00000000 PA USD 5030596.50000000 0.215026105121 Long ABS-O CORP US Y 2 2047-11-20 Fixed 0.03629000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PAK4 2000000.00000000 PA USD 2043925.92000000 0.087364874073 Long DBT CORP US N 2 2021-05-01 Fixed 0.03750000 N N N N N N NBK SPC LTD 549300P1ANDK86KWB419 NBK SPC Ltd 62877PAA2 2000000.00000000 PA USD 2005098.40000000 0.085705243769 Long DBT CORP AE Y 2 2022-05-30 Fixed 0.02750000 N N N N N N SUMITOMO MITSUI BANKING 5U0XI89JRFVHWIBS4F54 Sumitomo Mitsui Banking Corp 865622CH5 4000000.00000000 PA USD 3999988.24000000 0.170974136323 Long DBT CORP JP N 2 2019-10-18 Fixed 0.02092000 N N N N N N YAPI VE KREDI BANKASI AS B85ZYWEZ5IZCZ2WNIO12 Yapi ve Kredi Bankasi AS. 984848AK7 2000000.00000000 PA USD 1959878.38000000 0.083772374620 Long DBT CORP TR Y 2 2023-03-16 Fixed 0.06100000 N N N N N N UNITED TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 United Technologies Corp 913017DA4 850000.00000000 PA USD 871920.16000000 0.037269058645 Long DBT CORP US N 2 2021-08-16 Fixed 0.03350000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 Indonesia Asahan Aluminiu 74445PAA0 3000000.00000000 PA USD 3147916.74000000 0.134553482047 Long DBT CORP ID Y 2 2021-11-15 Fixed 0.05230000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 Charter Communications Operating LLC 16117LBS7 3521077.60000000 PA USD 3540443.53000000 0.151331513600 Long LON CORP US N 2 2025-04-30 Variable 0.04050000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 9128283H1 9000000.00000000 PA USD 8995411.35000000 0.384496802030 Long DBT UST US N 2 2019-11-30 Fixed 0.01750000 N N N N N N Core Industrial Trust 5493003EXJTL54V5K302 Core Industrial Trust 21870PAJ6 3500000.00000000 PA USD 3578614.20000000 0.152963067731 Long ABS-MBS USGSE US Y 2 2034-02-10 Fixed 0.03732000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XAK0 3172285.68000000 PA USD 3330692.18000000 0.142365973264 Long ABS-CBDO USGSE US N 2 2024-07-25 Variable 0.05018400 N N N N N N KFC HOLDING CO 549300G2LG4YUB3MM115 YUM! Brands 72584DAE4 3056364.07000000 PA USD 3058900.85000000 0.130748617132 Long LON CORP US N 2 2025-04-03 Variable 0.03790880 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc 247361ZM3 1100000.00000000 PA USD 1115330.49000000 0.047673306970 Long DBT CORP US N 2 2021-04-19 Fixed 0.03400000 N N N N N N Credit-Based Asset Servicing a N/A Credit-Based Asset Servicing & Securitization LLC (Step Bond) 1248MAAD9 1085380.71000000 PA USD 1100941.92000000 0.047058286829 Long ABS-O CORP US Y 2 2037-12-25 Variable 0.05403100 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PAZ4 3000000.00000000 PA USD 3139759.05000000 0.134204792521 Long DBT NUSS QA Y 2 2024-03-14 Fixed 0.03375000 N N N N N N Citicorp Mortgage Securities, N/A Citicorp Mortgage Securities Trust 1729735M7 66947.85000000 PA USD 68021.37000000 0.002907482294 Long ABS-CBDO USGSE US N 2 2026-02-25 Fixed 0.05500000 N N N N N N People's Choice Home Loan Secu N/A People's Choice Home Loan Securities Trust 71085PAV5 2545.74000000 PA USD 2546.52000000 0.000108847584 Long ABS-O CORP US N 2 2034-10-25 Variable 0.02918400 N N N N N N DELL INTERNATIONAL LLC N/A Dell International LLC 24702NBE9 957178.85000000 PA USD 961371.29000000 0.041092527310 Long LON CORP US N 2 2025-09-19 Variable 0.04050000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81746QAD3 14241024.07000000 PA USD 14426652.97000000 0.616647945841 Long ABS-CBDO USGSE US Y 2 2048-02-25 Variable 0.03500000 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 Transnet SOC Ltd 89378TAC7 2200000.00000000 PA USD 2211313.87000000 0.094519647653 Long DBT CORP ZA Y 2 2022-07-26 Fixed 0.04000000 N N N N N N AREIT CRE Trust N/A AREIT Trust 00217LAA0 850000.00000000 PA USD 850000.00000000 0.036332110785 Long ABS-MBS USGSE US Y 2 2036-09-14 Variable 0.03047500 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCE0 1500000.00000000 PA USD 1580625.00000000 0.067561697187 Long DBT CORP MX N 2 2022-03-13 Fixed 0.05375000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81746KAK0 5104741.19000000 PA USD 5145342.26000000 0.219930758844 Long ABS-CBDO USGSE US Y 2 2047-02-25 Variable 0.03500000 N N N N N N VERSUM MATERIALS INC 5493006QY0E0EST2ZX08 Versum Materials, Inc 92532YAB5 1458750.00000000 PA USD 1459362.68000000 0.062378501841 Long LON CORP US N 2 2023-09-29 Variable 0.04104380 N N N N N N AID-IRAQ N/A Iraq Government AID International Bond 462652AD0 24000000.00000000 PA USD 24230123.52000000 1.035684155372 Long DBT NUSS IQ N 2 2022-01-18 Fixed 0.02149000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81746FAD7 11518868.65000000 PA USD 11712512.35000000 0.500635642673 Long ABS-CBDO USGSE US Y 2 2047-09-25 Variable 0.03500000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 29429JAG5 2000000.00000000 PA USD 2086339.00000000 0.089177764333 Long ABS-MBS USGSE US Y 2 2036-05-10 Fixed 0.03896000 N N N N N N HILTON WORLDWIDE FINANCE 549300406TN7EY0NPH20 Hilton Worldwide Finance LLC 43289DAH6 1943891.45000000 PA USD 1954913.31000000 0.083560149358 Long LON CORP US N 2 2026-06-22 Variable 0.03768380 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX Corp 126408GT4 2500000.00000000 PA USD 2530572.38000000 0.108165924776 Long DBT CORP US N 2 2020-10-30 Fixed 0.03700000 N N N N N N Wachovia Bank Commercial Mortg N/A Wachovia Bank Commercial Mortgage Trust 92979FAK6 2750000.00000000 PA USD 2784789.43000000 0.119032091863 Long ABS-MBS USGSE US N 2 2046-05-15 Variable 0.06361300 N Y N N N N TURKIYE IS BANKASI A.S 789000FIRX9MDN0KTM91 Turkiye Is Bankasi 90016BAA6 1355000.00000000 PA USD 1358380.06000000 0.058062135092 Long DBT CORP TR Y 2 2020-04-30 Fixed 0.05000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AB0 7000000.00000000 PA USD 7332570.00000000 0.313420877152 Long DBT NUSS BM Y 2 2023-01-03 Fixed 0.04138000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 SYSCO Corp 871829AX5 1245000.00000000 PA USD 1250751.25000000 0.053461685858 Long DBT CORP US N 2 2020-10-01 Fixed 0.02600000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 Wal-Mart Stores, Inc 931142DU4 5000000.00000000 PA USD 5072200.00000000 0.216804390969 Long DBT CORP US N 2 2022-12-15 Fixed 0.02350000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81746DAD2 1429516.29000000 PA USD 1456263.97000000 0.062246051635 Long ABS-CBDO USGSE US Y 2 2047-08-25 Variable 0.03500000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 Hanesbrands, Inc 410346AR1 2468592.95000000 PA USD 2484021.66000000 0.106176176639 Long LON CORP US N 2 2024-12-16 Variable 0.03793500 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 36248EAE5 1000000.00000000 PA USD 1030144.90000000 0.044032163095 Long ABS-MBS USGSE US Y 2 2043-12-10 Variable 0.05352800 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 46647SAJ9 8179757.52000000 PA USD 8271460.78000000 0.353552505193 Long ABS-CBDO USGSE US Y 2 2047-08-25 Variable 0.03500000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 88032WAL0 2000000.00000000 PA USD 2054254.04000000 0.087806335720 Long DBT CORP KY Y 2 2024-04-11 Fixed 0.03280000 N N N N N N DBUBS Mortgage Trust N/A DBUBS Mortgage Trust 23305XAJ0 3900000.00000000 PA USD 4063649.46000000 0.173695249850 Long ABS-MBS USGSE US Y 2 2044-07-10 Variable 0.05714200 N N N N N N US AIRWAYS 2001-1G PASS N/A US Airways Pass Through Trust 90332UAN3 195846.93000000 PA USD 205370.57000000 0.008778289766 Long DBT CORP US N 2 2021-03-20 Fixed 0.07076000 N N N N N N SABIC CAPITAL II BV 2138005PCUTH59D4RJ83 SABIC Capital II BV 78520LAA8 1550000.00000000 PA USD 1629348.62000000 0.069644323022 Long DBT CORP NL Y 2 2023-10-10 Fixed 0.04000000 N N N N N N Invitation Homes Trust N/A Invitation Homes Trust 46185HAA0 1980216.09000000 PA USD 1980213.12000000 0.084641555828 Long ABS-O CORP US Y 2 2037-06-17 Variable 0.02927500 N Y N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies, Inc 776743AA4 3134000.00000000 PA USD 3161594.09000000 0.135138102041 Long DBT CORP US N 2 2020-12-15 Fixed 0.03000000 N N N N N N 20 TSQ GroundCo LLC N/A 20 Times Square Trust 90137LAG5 10000000.00000000 PA USD 10043169.00000000 0.429281798520 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 0.03203200 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc 882508BG8 2500000.00000000 PA USD 2461414.60000000 0.105209868159 Long DBT CORP US N 2 2029-09-04 Fixed 0.02250000 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G0PT0 2935148.32000000 PA USD 2935885.63000000 0.125490496425 Long ABS-CBDO USGSE US N 2 2029-12-25 Variable 0.01958890 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 YPF S.A. 984245AM2 1500000.00000000 PA USD 1308750.00000000 0.055940764694 Long DBT CORP AR Y 2 2021-03-23 Fixed 0.08500000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 Morocco Government International Bond 617726AF1 2025000.00000000 PA USD 2116368.00000000 0.090461313691 Long DBT NUSS MA Y 2 2022-12-11 Fixed 0.04250000 N N N N N N Nissan Auto Receivables Owner N/A Nissan Auto Receivables Owner Trust 65478HAD0 1515000.00000000 PA USD 1515365.27000000 0.064772257493 Long ABS-O CORP US N 2 2022-04-18 Fixed 0.02120000 N N N N N N FEDERAL FARM CREDIT BANK N/A Federal Farm Credit Bank (FFCB) 3133EJ3B3 6525000.00000000 PA USD 6675543.89000000 0.285337176661 Long DBT USGSE US N 2 2021-12-17 Fixed 0.02800000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 Norfolk Southern Corp 655844BG2 2100000.00000000 PA USD 2143648.02000000 0.091627361584 Long DBT CORP US N 2 2021-12-01 Fixed 0.03250000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFZ7 6530000.00000000 PA USD 6578123.81000000 0.281173085909 Long DBT CORP US N 2 2022-10-21 Fixed 0.02503000 N N N N N N JPMBB Commercial Mortgage Secu N/A JPMBB Commercial Mortgage Securities Trust 46643ABF9 493483.30000000 PA USD 510629.08000000 0.021826155652 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 0.03657000 N N N N N N NOVA CHEMICALS CORP 5493007M1XGU5E55ZJ25 NV Chemicals Corp 66977WAN9 2000000.00000000 PA USD 2022500.00000000 0.086449051838 Long DBT CORP CA Y 2 2023-08-01 Fixed 0.05250000 N N N N N N Commercial Mortgage Lease-Back N/A Commercial Mortgage Lease-Backed Certificates 201736AG0 1000000.00000000 PA USD 1055180.00000000 0.045102254892 Long ABS-MBS USGSE US Y 2 2031-06-20 Variable 0.08053800 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 Government National Mortgage Association (GNMA) 38376G4R8 127723.92000000 PA USD 127388.61000000 0.005445055401 Long ABS-MBS CORP US N 2 2039-05-16 Fixed 0.02176000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc 606822BL7 3000000.00000000 PA USD 3024105.27000000 0.129261326700 Long DBT CORP JP N 2 2022-07-18 Fixed 0.02623000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 912828YE4 27535000.00000000 PA USD 27153166.92000000 1.160625727888 Long DBT UST US N 2 2024-08-31 Fixed 0.01250000 N N N N N N TCF Auto Receivables Owner Tru N/A TCF Auto Receivables Owner Trust 87226VAA4 571882.75000000 PA USD 571175.22000000 0.024414119259 Long ABS-O CORP US Y 2 2022-06-15 Fixed 0.01930000 N N N N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 Citibank Credit Card Issuance Trust 17305EGC3 2000000.00000000 PA USD 2000602.80000000 0.085513085372 Long ABS-O CORP US N 2 2022-04-07 Variable 0.02262100 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 46640JAX5 5843000.00000000 PA USD 6117157.65000000 0.261469705211 Long ABS-MBS USGSE US N 2 2046-01-15 Variable 0.04201000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 46635TAU6 2000000.00000000 PA USD 2052921.40000000 0.087749373809 Long ABS-MBS USGSE US Y 2 2046-02-15 Variable 0.05013100 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 GS Mortgage Securities Corp II 36193AAL2 2000000.00000000 PA USD 1997580.40000000 0.085383896935 Long ABS-MBS CORP US Y 2 2027-12-10 Variable 0.03549500 N N N N N N Planet Fitness Master Issuer L 549300NX9W3U2DO53T22 Planet Fitness Master Issuer LLC 72703PAA1 8365500.00000000 PA USD 8552636.24000000 0.365570973384 Long ABS-O CORP US Y 2 2048-09-05 Fixed 0.04262000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81746KAD6 632886.82000000 PA USD 644728.77000000 0.027558067174 Long ABS-CBDO USGSE US Y 2 2047-02-25 Variable 0.03500000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 Korea Development Bank 500630CT3 2000000.00000000 PA USD 2003904.98000000 0.085654232630 Long DBT NUSS KR N 2 2021-03-12 Variable 0.02668500 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 US Bank NA 90331HNG4 3000000.00000000 PA USD 3004042.47000000 0.128403769203 Long DBT CORP US N 2 2020-10-23 Fixed 0.02050000 N N N N N N OUTFRONT MEDIA CAPITAL L 5493005WC7J0FDMW0610 Outfront Media Capital LLC 12505MAD8 2290298.51000000 PA USD 2300788.08000000 0.098344102842 Long LON CORP US N 2 2024-03-18 Variable 0.04042130 N N N N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 BOC Aviation Ltd 09681LAJ9 4400000.00000000 PA USD 4524117.31000000 0.193377330955 Long DBT CORP SG Y 2 2024-10-10 Fixed 0.03500000 N N N N N N EXPORT DEVELOPMNT CANADA Z6MHCSLXHKYG4B6PHW02 Export Development Canada 30216BHH8 1700000.00000000 PA USD 1770675.48000000 0.075685150239 Long DBT NUSS CA N 2 2024-02-21 Fixed 0.02625000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 United States Treasury Bill 912796WA3 15090000.00000000 PA USD 15074096.80000000 0.644322064616 Long STIV UST US N 2 N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 Kommunalbanken AS. 50048MCD0 1150000.00000000 PA USD 1143194.10000000 0.048864299635 Long DBT NUSS NO Y 2 2020-10-26 Fixed 0.01375000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81745YAA3 2256197.91000000 PA USD 2314452.94000000 0.098928188968 Long ABS-CBDO USGSE US Y 2 2043-12-25 Fixed 0.04000000 N N N N N N CarMax Auto Owner Trust N/A Carmax Auto Owner Trust 14315EAC4 3140000.00000000 PA USD 3212777.66000000 0.137325875142 Long ABS-O CORP US N 2 2023-09-15 Fixed 0.03360000 N N N N N N Verizon Owner Trust 549300DBBHVB9QKK8Q94 Verizon Owner Trust 92348XAC9 10905000.00000000 PA USD 11214522.07000000 0.479349715588 Long ABS-O CORP US N 2 2023-04-20 Fixed 0.03380000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 64830GAB2 2018051.92000000 PA USD 2093041.11000000 0.089464237042 Long ABS-O USGSE US Y 2 2057-12-25 Variable 0.04000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JW30 1725000.00000000 PA USD 1760815.55000000 0.075263700746 Long DBT NUSS EG Y 2 2023-02-21 Fixed 0.05577000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 Abbott Laboratories 002824BD1 1120000.00000000 PA USD 1140203.75000000 0.048736481132 Long DBT CORP US N 2 2021-11-30 Fixed 0.02900000 N N N N N N Social Professional Loan Progr N/A SoFi Professional Loan Program LLC 83404LAC5 2176545.91000000 PA USD 2182116.78000000 0.093271657173 Long ABS-O CORP US Y 2 2033-04-25 Fixed 0.02340000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic Government International Bond 25714PAK4 333333.33000000 PA USD 348333.33000000 0.014889041336 Long DBT NUSS DO Y 2 2021-05-06 Fixed 0.07500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CP8 3650000.00000000 PA USD 3681940.53000000 0.157379613223 Long DBT CORP US N 2 2022-08-15 Fixed 0.02700000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214DG5 3000000.00000000 PA USD 3051726.93000000 0.130441977537 Long DBT CORP AU N 2 2022-01-11 Fixed 0.02800000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co, Inc 37045XBY1 2170000.00000000 PA USD 2195112.09000000 0.093827124282 Long DBT CORP US N 2 2022-06-30 Fixed 0.03150000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFN4 3500000.00000000 PA USD 3503284.33000000 0.149743193399 Long DBT CORP US N 2 2020-04-21 Fixed 0.02250000 N N N N N N Chase Mortgage Finance Corpora N/A Chase Mortgage Trust 16164AAC9 7879025.18000000 PA USD 8211067.79000000 0.350971087777 Long ABS-CBDO CORP US Y 2 2045-12-25 Variable 0.03750000 N N N N N N Ace Securities Corp. N/A ACE Securities Corp Manufactured Housing Trust 00442QAE8 374731.52000000 PA USD 408547.97000000 0.017462835420 Long ABS-O CORP US Y 2 2030-08-15 Variable 0.06500000 N N N N N N CELGENE CORP 4SIHMF0MOSTTL8CD0X64 Celgene Corp 151020AQ7 2285000.00000000 PA USD 2297563.04000000 0.098206252829 Long DBT CORP US N 2 2020-08-15 Fixed 0.02875000 N N N N N N AECOM TECHNOLOGY 0EEB8GF0W0NPCIHZX097 AECOM 00766WAT0 1237735.63000000 PA USD 1240446.27000000 0.053021213299 Long LON CORP US N 2 2025-03-13 Variable 0.03803630 N N N N N N Toyota Auto Receivables Owner N/A Toyota Auto Receivables Owner 89231PAD0 1990000.00000000 PA USD 2026847.64000000 0.086634885883 Long ABS-O CORP US N 2 2023-03-15 Fixed 0.03180000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12592GBG7 3300000.00000000 PA USD 3573382.23000000 0.152739434185 Long ABS-MBS USGSE US N 2 2047-08-10 Variable 0.04703000 N Y N N N N PROV OF NEW BRUNSWICK 549300POZA55ZTGSOU44 Province of New Brunswick Canada 642866DP9 1300000.00000000 PA USD 1509056.67000000 0.064502604841 Long DBT NUSS CA N 2 2022-05-01 Fixed 0.08750000 N N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 ArcelorMittal 03938LAX2 1162000.00000000 PA USD 1256981.88000000 0.053728005787 Long DBT CORP LU N 2 2022-02-25 Fixed 0.06250000 N N N N N N Ford Credit Auto Owner Trust/F 5493005ENKLDPQ5PJ790 Ford Credit Auto Owner Trust 34530NAB3 7250000.00000000 PA USD 7250623.50000000 0.309918183839 Long ABS-O CORP US Y 2 2026-04-15 Fixed 0.02510000 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G0TG4 2004490.59000000 PA USD 2001610.14000000 0.085556142770 Long ABS-CBDO USGSE US N 2 2030-07-25 Variable 0.02468400 N N N N N N Credit Suisse First Boston Mor N/A Credit Suisse First Boston Mortgage Securities Corp 22541QWN8 235360.97000000 PA USD 247706.31000000 0.010587874231 Long ABS-CBDO CORP US N 2 2033-09-25 Fixed 0.05750000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QBC5 927500.00000000 PA USD 928468.25000000 0.039686130964 Long DBT CORP US N 2 2022-12-20 Fixed 0.02000000 N N N N N N Invitation Homes Trust N/A Invitation Homes Trust 46187VAA7 2633356.80000000 PA USD 2629055.74000000 0.112375464007 Long ABS-O CORP US Y 2 2037-07-17 Variable 0.03024800 N N N N N N Veros Auto Receivables Trust N/A Veros Automobile Receivables Trust 925110AA6 89662.89000000 PA USD 89655.73000000 0.003832214017 Long ABS-O CORP US Y 2 2023-04-17 Fixed 0.02840000 N N N N N N NEWMONT GOLDCORP CORP 549300VSP3RIX7FGDZ51 Newmont Goldcorp Corp 651639AR7 2200000.00000000 PA USD 2241015.59000000 0.095789207867 Long DBT CORP US N 2 2021-06-09 Fixed 0.03625000 N N N N N N Ford Credit Auto Owner Trust/F N/A Ford Credit Auto Owner Trust 34530UAA9 2300000.00000000 PA USD 2306502.56000000 0.098588360630 Long ABS-O CORP US Y 2 2027-08-15 Fixed 0.02310000 N N N N N N HONDURAS GOVERNMENT N/A Honduras Government International Bond EJ9871389 500000.00000000 PA USD 533130.00000000 0.022787927321 Long DBT NUSS HN Y 2 2020-12-16 Fixed 0.08750000 N N N N N N Barclays Commercial Mortgage S N/A BBCMS Trust 05529SAN9 1000000.00000000 PA USD 1002797.20000000 0.042863222312 Long ABS-MBS USGSE US Y 2 2032-09-05 Fixed 0.03631300 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 Perusahaan Penerbit SBSN Indonesia III 71567PAL4 3400000.00000000 PA USD 3583600.00000000 0.153176179070 Long DBT NUSS ID Y 2 2024-08-20 Fixed 0.03900000 N N N N N N BB&T CORPORATION 549300DRQQI75D2JP341 BB&T Corp 05531FBF9 1680000.00000000 PA USD 1777837.07000000 0.075991262806 Long DBT CORP US N 2 2023-12-06 Fixed 0.03750000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 Brazilian Government International Bond 105756BU3 3250000.00000000 PA USD 3245937.50000000 0.138743248060 Long DBT NUSS BR N 2 2023-01-05 Fixed 0.02625000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 46635TCG5 1840644.53000000 PA USD 1886530.33000000 0.080637210528 Long ABS-MBS USGSE US Y 2 2046-02-15 Fixed 0.04717100 N N N N N N Capital One Multi-Asset Execut R42WS16M9R97TJJKGU15 Capital One Multi-Asset Execution Trust 14041NFD8 2500000.00000000 PA USD 2513811.00000000 0.107449482052 Long ABS-O CORP US N 2 2024-02-15 Variable 0.02657500 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 459056HV2 10000000.00000000 PA USD 9937682.30000000 0.424772910907 Long DBT NUSS N/A N 2 2024-08-28 Fixed 0.01500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc 38143U8F1 4000000.00000000 PA USD 4035514.16000000 0.172492644160 Long DBT CORP US N 2 2021-02-25 Fixed 0.02875000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 Clean Harbors, Inc 18449EAE0 1955000.00000000 PA USD 1963308.75000000 0.083919001188 Long LON CORP US N 2 2024-06-28 Variable 0.03793500 N N N N N N CarMax Auto Owner Trust N/A Carmax Auto Owner Trust 14315NAC4 1615000.00000000 PA USD 1647925.01000000 0.070438345916 Long ABS-O CORP US N 2 2024-03-15 Fixed 0.03050000 N N N N N N MOLEX ELECTRONICS TECH 549300WTBVUFUPSIWI20 Molex Electronic Technologies LLC 60856BAA2 800000.00000000 PA USD 801289.97000000 0.034250065836 Long DBT CORP US Y 2 2020-04-15 Fixed 0.02878000 N N N N N N GLS Auto Receivables Trust N/A GLS Auto Receivables Trust 36255GAA8 794866.45000000 PA USD 797058.14000000 0.034069181934 Long ABS-O CORP US Y 2 2022-07-15 Fixed 0.02820000 N N N N N N Banc of America Funding Corpor N/A Banc of America Funding 05946XRA3 213842.54000000 PA USD 213972.53000000 0.009145969017 Long ABS-CBDO USGSE US N 2 2035-02-20 Variable 0.02844300 N N N N N N Natixis Commercial Mortgage Se N/A Natixis Commercial Mortgage Securities Trust 63874FAG2 3500000.00000000 PA USD 3607390.50000000 0.154193072107 Long ABS-MBS USGSE US Y 2 2032-11-15 Variable 0.03916700 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 9128287F1 48010000.00000000 PA USD 48075638.79000000 2.054928746571 Long DBT UST US N 2 2021-07-31 Fixed 0.01750000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 Fifth Third Bank 31677QBK4 2000000.00000000 PA USD 2003688.78000000 0.085644991451 Long DBT CORP US N 2 2020-10-30 Fixed 0.02200000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 374422AB9 1500000.00000000 PA USD 1640555.75000000 0.070123356774 Long DBT NUSS GH Y 2 2023-08-07 Fixed 0.07875000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 36249KAA8 132367.43000000 PA USD 132445.18000000 0.005661191709 Long ABS-MBS USGSE US Y 2 2043-08-10 Fixed 0.03679000 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G0LT4 1622285.60000000 PA USD 1627993.77000000 0.069586411775 Long ABS-CBDO USGSE US N 2 2029-04-25 Variable 0.03318400 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 912828W63 10000000.00000000 PA USD 9989062.50000000 0.426969088694 Long DBT UST US N 2 2020-03-15 Fixed 0.01625000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 Zions Bancorp NA 98971DAA8 1115000.00000000 PA USD 1141439.96000000 0.048789321272 Long DBT CORP US N 2 2022-03-04 Fixed 0.03350000 N N N N N N MIDWEST CONNECTOR CAPIT N/A Midwest Connector Capital Co LLC 59833CAB8 1350000.00000000 PA USD 1384888.05000000 0.059195183597 Long DBT CORP US Y 2 2022-04-01 Fixed 0.03625000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 Prudential Financial, Inc 74432QBP9 1570000.00000000 PA USD 1612151.39000000 0.068909250475 Long DBT CORP US N 2 2020-11-15 Fixed 0.04500000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CitiBank NA 17325FAE8 5000000.00000000 PA USD 5001580.00000000 0.213785833718 Long DBT CORP US N 2 2020-06-12 Fixed 0.02100000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 Shire Acquisitions Investments Ireland DAC 82481LAB5 3000000.00000000 PA USD 3013908.24000000 0.128825468319 Long DBT CORP IE N 2 2021-09-23 Fixed 0.02400000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Capital Corp 36962G4Y7 4486000.00000000 PA USD 4602478.14000000 0.196726759610 Long DBT CORP US N 2 2021-01-07 Fixed 0.04625000 N N N N N N Onslow Bay Financial LLC N/A Onslow Bay Financial LLC 67097VAM6 1586039.81000000 PA USD 1606149.68000000 0.068652715425 Long ABS-CBDO USGSE US Y 2 2048-04-25 Variable 0.04500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc 172967KB6 4000000.00000000 PA USD 4024407.40000000 0.172017900589 Long DBT CORP US N 2 2020-10-26 Fixed 0.02650000 N N N N N N WR GRACE & CO-CONN 549300GJVOEHHLSO6K25 WR Grace & Co-Conn 92940JAD0 312631.59000000 PA USD 313119.30000000 0.013383864819 Long LON CORP US N 2 2025-04-03 Variable 0.03854380 N N N N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 Bay Area Toll Authority 072024WP3 5000000.00000000 PA USD 5028350.00000000 0.214930081490 Long DBT MUN US N 2 2024-04-01 Fixed 0.02254000 N N N N N N CIG Auto Receivables Trust N/A CIG Auto Receivables Trust 171787AA2 1098987.56000000 PA USD 1100129.74000000 0.047023571284 Long ABS-O CORP US Y 2 2023-05-15 Fixed 0.02710000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114GW4 2725000.00000000 PA USD 1335277.25000000 0.057074636442 Long DBT NUSS AR N 3 2021-04-22 Fixed 0.06875000 N N N N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 MTN Mauritius Investment Ltd 55377XAC0 2050000.00000000 PA USD 2109811.25000000 0.090181054200 Long DBT CORP MU Y 2 2022-02-13 Fixed 0.05373000 N N N N N N DBUBS Mortgage Trust N/A DBUBS Mortgage Trust 233050AG8 3130000.00000000 PA USD 3237170.26000000 0.138368504137 Long ABS-MBS USGSE US Y 2 2046-11-10 Variable 0.05884900 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 United Overseas Bank Ltd 91127KAB8 2100000.00000000 PA USD 2105017.43000000 0.089976148789 Long DBT CORP SG Y 2 2021-04-23 Variable 0.02739400 N N N N N N HSBC BANK CANADA DMB80L5QKUQ124HSYW98 HSBC Bank Canada 40427HTH6 16000000.00000000 PA USD 15892379.20000000 0.679298449099 Long DBT CORP CA Y 2 2022-09-10 Fixed 0.01650000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp (FHLMC) 3137EAEE5 5500000.00000000 PA USD 5493320.64000000 0.234804628318 Long DBT USGSE US N 2 2020-01-17 Fixed 0.01500000 N N N N N N CAPITAL ONE BANK USA NA LKE37K2B8CFZUR7F9816 Capital One Bank USA NA 140420NB2 4000000.00000000 PA USD 4122233.48000000 0.176199345267 Long DBT CORP US N 2 2023-02-15 Fixed 0.03375000 N N N N N N KOREA HOUSING FINANCE CO 9884002AAOBT56QW9B80 Korea Housing Finance Corp 50065RAE7 6700000.00000000 PA USD 6665070.96000000 0.284889525305 Long DBT NUSS KR Y 2 2021-10-11 Fixed 0.02000000 N N N N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 Activision Blizzard, Inc 00507VAL3 500000.00000000 PA USD 505126.39000000 0.021590950543 Long DBT CORP US N 2 2022-06-15 Fixed 0.02600000 N N N N N N NRZ Excess Spread Collateraliz 549300FB4YR8GY21CA08 New Residential Mortgage LLC 64829TAD3 1568195.68000000 PA USD 1588400.47000000 0.067894049232 Long ABS-O CORP US Y 2 2023-05-25 Fixed 0.04690000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC 233046AJ0 9186975.00000000 PA USD 9460746.86000000 0.404386944738 Long ABS-O CORP US Y 2 2049-05-20 Fixed 0.03787000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 9128283Y4 37000000.00000000 PA USD 37050586.03000000 1.583677642702 Long DBT UST US N 2 2020-02-29 Fixed 0.02250000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200JW2 3125000.00000000 PA USD 3166744.09000000 0.135358231889 Long DBT CORP US N 2 2021-05-13 Fixed 0.02800000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 Banco de Credito del Peru 05971U2A4 2100000.00000000 PA USD 2100000.00000000 0.089761685469 Long DBT CORP PE Y 2 2025-01-11 Fixed 0.02700000 N N N N N N Bear Stearns Asset Backed Secu N/A Bear Stearns Asset Backed Securities Trust 073877AF9 930570.08000000 PA USD 930504.20000000 0.039773154918 Long ABS-O CORP US N 2 2043-08-25 Variable 0.03248400 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 9128284H0 10328700.00000000 PA USD 10416010.57000000 0.445218411727 Long DBT UST US N 2 2023-04-15 Fixed 0.00625000 N N N N N N Shellpoint Co-Originator Trust N/A Shellpoint Co-Originator Trust 82281FAD6 932421.72000000 PA USD 961674.40000000 0.041105483341 Long ABS-CBDO USGSE US Y 2 2047-10-25 Variable 0.03500000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XCZ5 1650671.04000000 PA USD 1653301.38000000 0.070668151646 Long ABS-CBDO USGSE US N 2 2029-01-25 Variable 0.03468400 N N N N N N HSBC USA INC 549300LBOHZ4QSIWU288 HSBC USA, Inc 40428HPV8 1975000.00000000 PA USD 1986405.49000000 0.084906240384 Long DBT CORP US N 2 2020-08-07 Fixed 0.02750000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 Reliance Industries Ltd 759470AU1 6500000.00000000 PA USD 6529968.97000000 0.279114771813 Long DBT CORP IN N 2 2026-01-15 Fixed 0.02060000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XAF1 1922562.90000000 PA USD 2004579.43000000 0.085683061092 Long ABS-CBDO USGSE US N 2 2024-05-25 Variable 0.04618400 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XK29 7785000.00000000 PA USD 7800060.86000000 0.333403147407 Long ABS-CBDO USGSE US N 2 2030-10-25 Variable 0.02868400 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12593ABL8 500000.00000000 PA USD 502609.85000000 0.021483384414 Long ABS-MBS USGSE US Y 2 2048-05-10 Variable 0.03807300 N N N N N N Opteum Mortgage Acceptance Cor N/A Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 68383NAX1 1349908.62000000 PA USD 1354648.15000000 0.057902619600 Long ABS-CBDO USGSE US N 2 2035-04-25 Variable 0.02693400 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 Johnson & Johnson 478160CH5 1000000.00000000 PA USD 1000438.80000000 0.042762415665 Long DBT CORP US N 2 2020-11-10 Fixed 0.01950000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 9128284C1 20750000.00000000 PA USD 20787285.26000000 0.888524648222 Long DBT UST US N 2 2020-03-31 Fixed 0.02250000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 Gold Fields Orogen Holding BVI Ltd 38060AAA2 1385000.00000000 PA USD 1408240.30000000 0.060193344225 Long DBT CORP VG Y 2 2020-10-07 Fixed 0.04875000 N N N N N N VNO Mortgage Trust N/A VNDO Mortgage Trust 91830MAG1 2460000.00000000 PA USD 2494538.40000000 0.106625700596 Long ABS-MBS USGSE US Y 2 2029-12-13 Variable 0.04078700 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 61764PBA9 1926539.24000000 PA USD 2044827.79000000 0.087403423297 Long ABS-MBS USGSE US Y 2 2046-12-15 Fixed 0.03989000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 Credit Suisse Commercial Mortgage Trust 12649AAA7 2825000.00000000 PA USD 2890548.19000000 0.123552608316 Long ABS-MBS USGSE US Y 2 2037-09-15 Fixed 0.03303900 N N N N N N MONTEFIORE MEDICAL CENT 549300LVC84TCICWUW24 Montefiore Medical Center 61237WAB2 12790000.00000000 PA USD 12831014.08000000 0.548444500047 Long DBT CORP US N 2 2026-10-20 Fixed 0.02152000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 912828YC8 30030000.00000000 PA USD 29940848.44000000 1.279781438263 Long DBT UST US N 2 2021-08-31 Fixed 0.01500000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 Discover Financial Services 254709AJ7 3000000.00000000 PA USD 3130475.13000000 0.133807963803 Long DBT CORP US N 2 2022-11-21 Fixed 0.03850000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 American Express Co 025816CD9 2050000.00000000 PA USD 2081869.12000000 0.088986705303 Long DBT CORP US N 2 2022-05-20 Fixed 0.02750000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 Federation des Caisses Desjardins du Quebec 31430WCB8 16800000.00000000 PA USD 16830947.28000000 0.719416283760 Long DBT CORP CA Y 2 2022-09-26 Fixed 0.01950000 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 Japan Bank for International Cooperation 471048AS7 1500000.00000000 PA USD 1500120.00000000 0.064120618860 Long DBT NUSS JP N 2 2021-04-20 Fixed 0.01875000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12593ABQ7 7550000.00000000 PA USD 7562415.98000000 0.323245335516 Long ABS-MBS USGSE US Y 2 2048-05-10 Variable 0.03807300 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BR9 5000000.00000000 PA USD 5005168.45000000 0.213939217204 Long DBT CORP US N 2 2020-06-05 Fixed 0.02404000 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 Kommunalbanken AS. 50048MCA6 3750000.00000000 PA USD 3738538.73000000 0.159798827427 Long DBT NUSS NO Y 2 2021-02-10 Fixed 0.01625000 N N N N N N Centex Home Equity N/A Centex Home Equity 152314EL0 4099.24000000 PA USD 4177.25000000 0.000178550952 Long ABS-O CORP US N 2 2032-01-25 Fixed 0.05540000 N N N N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 Ontario Teachers' Finance Trust 68329AAC2 15000000.00000000 PA USD 14881024.50000000 0.636069447918 Long DBT NUSS CA Y 2 2024-09-12 Fixed 0.01625000 N N N N N N UNITED TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 United Technologies Corp 913017DB2 8000000.00000000 PA USD 8462160.96000000 0.361703728800 Long DBT CORP US N 2 2023-08-16 Fixed 0.03650000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891AAR8 3000000.00000000 PA USD 3042737.97000000 0.130057756489 Long DBT CORP US Y 2 2022-09-20 Fixed 0.03250000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 36259DAA1 4500000.00000000 PA USD 4498668.90000000 0.192289572777 Long ABS-MBS USGSE US Y 2 2031-10-15 Variable 0.03117500 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines, Inc 02376CAX3 1939393.94000000 PA USD 1939393.94000000 0.082896794687 Long LON CORP US N 2 2021-10-10 Variable 0.04049000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot, Inc 437076BG6 1750000.00000000 PA USD 1790520.62000000 0.076533404151 Long DBT CORP US N 2 2022-06-01 Fixed 0.02625000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 Santander UK plc 80283LAP8 2500000.00000000 PA USD 2498621.65000000 0.106800233644 Long DBT CORP GB N 2 2020-11-03 Fixed 0.02125000 N N N N N N LB-UBS Commercial Mortgage Tru N/A LB-UBS Commercial Mortgage Trust 52108HV76 4544951.99000000 PA USD 4544548.85000000 0.194250649749 Long ABS-MBS USGSE US Y 2 2039-12-15 Variable 0.05964000 N N N N N N Impac CMB Trust N/A Impac CMB Trust 45254NMB0 131342.16000000 PA USD 131489.00000000 0.005620321076 Long ABS-CBDO USGSE US N 2 2035-03-25 Variable 0.02678400 N N N N N N JPMBB Commercial Mortgage Secu N/A JPMBB Commercial Mortgage Securities Trust 46642NBJ4 1000000.00000000 PA USD 1049654.90000000 0.044866091897 Long ABS-MBS USGSE US N 2 2047-09-15 Variable 0.04708600 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 Aramark Services, Inc 03852JAK7 654531.92000000 PA USD 654806.82000000 0.027988839914 Long LON CORP US N 2 2024-03-28 Variable 0.03793500 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc 65339KBF6 3050000.00000000 PA USD 3106923.22000000 0.132801268976 Long DBT CORP US N 2 2022-04-01 Fixed 0.02900000 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 CPPIB Capital, Inc 22411VAJ7 19000000.00000000 PA USD 19304271.32000000 0.825135204970 Long DBT NUSS CA Y 2 2021-07-22 Fixed 0.02750000 N N N N N N DBUBS Mortgage Trust N/A DBUBS Mortgage Trust 23305XAH4 3800000.00000000 PA USD 3976608.80000000 0.169974813495 Long ABS-MBS USGSE US Y 2 2044-07-10 Variable 0.05714200 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC 00772BAR2 2000000.00000000 PA USD 2065826.40000000 0.088300980738 Long DBT CORP IE N 2 2022-02-01 Fixed 0.03950000 N N N N N N GS CALTEX CORP 988400KLBPXB4WMBUX18 GS Caltex Corp 36294BAJ3 2000000.00000000 PA USD 2034120.00000000 0.086945733165 Long DBT CORP KR Y 2 2024-06-04 Fixed 0.03000000 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 National Retail Properties, Inc 637417AE6 500000.00000000 PA USD 519126.01000000 0.022189345537 Long DBT CORP US N 2 2022-10-15 Fixed 0.03800000 N N N N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust 17309PAS5 1897800.38000000 PA USD 1837008.33000000 0.078520459010 Long ABS-O CORP US Y 2 2036-09-25 Variable 0.02630500 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HAY1 1355000.00000000 PA USD 1415275.93000000 0.060494072800 Long DBT CORP US N 2 2021-07-15 Fixed 0.04750000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 Reynolds American, Inc 761713BE5 1465000.00000000 PA USD 1474263.05000000 0.063015398187 Long DBT CORP US N 2 2020-06-12 Fixed 0.03250000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 61745M2L6 1250000.00000000 PA USD 1245269.00000000 0.053227354429 Long ABS-MBS USGSE US N 2 2056-07-15 Fixed 0.05000000 N Y N N N N LENNAR CORP 529900G61XVRLX5TJX09 Lennar Corp 526057BX1 3200000.00000000 PA USD 3268000.00000000 0.139686280054 Long DBT CORP US N 2 2021-04-01 Fixed 0.04750000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co 254687FJ0 3000000.00000000 PA USD 2992516.32000000 0.127911099370 Long DBT CORP US N 2 2022-09-01 Fixed 0.01650000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 Province of British Columbia Canada 110709AD4 12000000.00000000 PA USD 12029711.76000000 0.514193906326 Long DBT NUSS CA N 2 2024-09-27 Fixed 0.01750000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81746TAD7 267896.43000000 PA USD 271911.13000000 0.011622476822 Long ABS-CBDO USGSE US Y 2 2047-02-25 Variable 0.03500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co, Inc 37045XCU8 5000000.00000000 PA USD 5107466.40000000 0.218311805972 Long DBT CORP US N 2 2022-07-08 Fixed 0.03550000 N N N N N N DEXIA CREDIT LOCAL F4G136OIPBYND1F41110 Dexia Credit Local S.A. 25214BAX2 10000000.00000000 PA USD 10227405.20000000 0.437156727966 Long DBT CORP FR Y 2 2022-01-29 Fixed 0.02875000 N N N N N N HCP INC PZ9HF5U52KPF0MH0QN75 HCP, Inc 40414LAJ8 2141000.00000000 PA USD 2285750.61000000 0.097701346340 Long DBT CORP US N 2 2023-11-15 Fixed 0.04250000 N N N N N N FREDDIE MAC N/A Federal Home Loan Mortgage Corp (FHLMC) 3137A4QS9 48209.00000000 PA USD 48293.50000000 0.002064240932 Long ABS-CBDO USGSE US N 2 2020-12-15 Variable 0.02427500 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank 89114QBT4 3000000.00000000 PA USD 2997595.80000000 0.128128214934 Long DBT CORP CA N 2 2020-09-11 Fixed 0.01850000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 United States Treasury Bill 912796VX4 19450000.00000000 PA USD 19450000.00000000 0.831364182083 Long STIV UST US N 2 N N N RBSCF Trust N/A RBS Commercial Funding, Inc Trust 74932BAG8 2000000.00000000 PA USD 2023029.60000000 0.086471688881 Long ABS-MBS USGSE US Y 2 2031-03-11 Fixed 0.03511000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 Export-Import Bank of India EJ5038918 1900000.00000000 PA USD 1973040.43000000 0.084334968807 Long DBT NUSS IN N 2 2023-01-14 Fixed 0.04000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CitiBank NA 17325FAY4 5000000.00000000 PA USD 5051249.30000000 0.215908881377 Long DBT CORP US N 2 2022-05-20 Fixed 0.02844000 N N N N N N GM Financial Securitized Term 549300RO0W90UZB1HD05 GM Financial Consumer Automobile Receivables Trust 38013FAD3 2480000.00000000 PA USD 2523954.03000000 0.107883032276 Long ABS-O CORP US N 2 2023-10-16 Fixed 0.03210000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 Analog Devices, Inc 032654AQ8 5000000.00000000 PA USD 5018037.85000000 0.214489302459 Long DBT CORP US N 2 2020-03-12 Fixed 0.02850000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications, Inc 914908AX6 274570.91000000 PA USD 266619.34000000 0.011396286350 Long LON CORP US N 2 2024-03-15 Variable 0.04793500 N N N N N N COMM Mortgage Trust 549300BCCWSDWINK2593 COMM Mortgage Trust 12626LBN1 1000000.00000000 PA USD 1085199.10000000 0.046385381088 Long ABS-MBS USGSE US N 2 2050-08-10 Variable 0.04715000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 64829DAG1 715458.59000000 PA USD 739767.73000000 0.031620380143 Long ABS-CBDO CORP US Y 2 2054-11-25 Variable 0.03750000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 Southwestern Energy Co 845467AK5 1000000.00000000 PA USD 1000043.27000000 0.042745509265 Long DBT CORP US N 2 2020-01-23 Fixed 0.05300000 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G1DL8 445664.58000000 PA USD 445277.88000000 0.019032806195 Long ABS-CBDO USGSE US Y 2 2048-11-25 Variable 0.04458900 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 Tyson Foods, Inc 902494BF9 1300000.00000000 PA USD 1301484.47000000 0.055630209352 Long DBT CORP US N 2 2021-08-23 Fixed 0.02250000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group, Inc 026874CX3 2415000.00000000 PA USD 2443657.07000000 0.104450846339 Long DBT CORP US N 2 2020-08-15 Fixed 0.03375000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12591UAJ2 2014904.00000000 PA USD 2150449.61000000 0.091918086433 Long ABS-MBS USGSE US N 2 2047-03-10 Fixed 0.04701000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAN8 6105000.00000000 PA USD 6262600.03000000 0.267686444815 Long DBT CORP US N 2 2023-01-23 Fixed 0.03125000 N N N N N N Progress Residential Trust N/A Progress Residential Trust 74333JAA9 2211901.08000000 PA USD 2217778.76000000 0.094795980712 Long ABS-O CORP US Y 2 2034-08-17 Fixed 0.02768000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BL5 2000000.00000000 PA USD 2000650.10000000 0.085515107147 Long DBT CORP US N 2 2020-10-15 Fixed 0.02080000 N N N N N N Centex Home Equity N/A Centex Home Equity 152314JV3 75650.43000000 PA USD 74975.40000000 0.003204722987 Long ABS-O CORP US N 2 2034-03-25 Variable 0.02663400 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 Export-Import Bank of Korea 302154CD9 5000000.00000000 PA USD 4997789.20000000 0.213623801053 Long DBT NUSS KR N 2 2019-10-21 Fixed 0.01500000 N N N N N N Synchrony Card Issuance Trust N/A Synchrony Card Issuance Trust 87166PAA9 1100000.00000000 PA USD 1128268.02000000 0.048226304350 Long ABS-O CORP US N 2 2024-09-15 Fixed 0.03380000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 912828WR7 10000000.00000000 PA USD 10073828.10000000 0.430592280658 Long DBT UST US N 2 2021-06-30 Fixed 0.02125000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 9128282F6 18000000.00000000 PA USD 17817187.50000000 0.761571800152 Long DBT UST US N 2 2021-08-31 Fixed 0.01125000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 Duke Realty LP 264411AD1 1000000.00000000 PA USD 1020474.40000000 0.043618810534 Long DBT CORP US N 2 2021-02-15 Fixed 0.03875000 N N N N N N Dominos Pizza Master Issuer LL N/A Domino's Pizza Master Issuer LLC 25755TAF7 2450000.00000000 PA USD 2450024.50000000 0.104723013600 Long ABS-O CORP US Y 2 2047-07-25 Variable 0.02551000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QBT8 834000.00000000 PA USD 844154.96000000 0.036082272384 Long DBT CORP MX N 2 2025-04-15 Fixed 0.02378000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12592GAG8 2000000.00000000 PA USD 1997792.60000000 0.085392967139 Long ABS-MBS USGSE US Y 2 2047-08-10 Variable 0.04905600 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 Kroger Co 501044DB4 2000000.00000000 PA USD 2007287.52000000 0.085798814769 Long DBT CORP US N 2 2021-02-01 Fixed 0.02600000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 46635TAX0 6170000.00000000 PA USD 6253934.83000000 0.267316062454 Long ABS-MBS USGSE US Y 2 2046-02-15 Variable 0.05360000 N N N N N N EXPORT CREDIT BANK OF TU 789000JVRVYLAXGDWR11 Export Credit Bank of Turkey 90015LAC1 1425000.00000000 PA USD 1351579.27000000 0.057771444438 Long DBT NUSS TR Y 2 2022-09-18 Fixed 0.04250000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80414L2A2 1850000.00000000 PA USD 1865700.77000000 0.079746878903 Long DBT CORP SA Y 2 2022-04-16 Fixed 0.02750000 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 Kommuninvest I Sverige AB 50046PBH7 5667000.00000000 PA USD 5815522.38000000 0.248576709863 Long DBT NUSS SE Y 2 2022-09-15 Fixed 0.02625000 N N N N N N KOREA HOUSING FINANCE CO 9884002AAOBT56QW9B80 Korea Housing Finance Corp 50065RAF4 1875000.00000000 PA USD 1910212.50000000 0.081649473144 Long DBT NUSS KR Y 2 2022-10-31 Fixed 0.03000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XEK6 3183877.94000000 PA USD 3190386.74000000 0.136368805276 Long ABS-CBDO USGSE US N 2 2029-07-25 Variable 0.02165000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc 247361ZK7 2250000.00000000 PA USD 2254812.01000000 0.096378917349 Long DBT CORP US N 2 2020-03-13 Fixed 0.02875000 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G1DB0 943612.59000000 PA USD 950663.55000000 0.040634839315 Long ABS-CBDO USGSE US Y 2 2048-08-25 Variable 0.04159600 N N N N N N CAISSE D'AMORT DETTE SOC 969500P04DQJS4BPM574 Caisse d'Amortissement de la Dette Sociale 12802DAS5 3000000.00000000 PA USD 2998678.89000000 0.128174510165 Long DBT NUSS FR Y 2 2020-01-13 Fixed 0.01875000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc 00206RCR1 4440000.00000000 PA USD 4478668.00000000 0.191434661112 Long DBT CORP US N 2 2021-02-17 Fixed 0.02800000 N N N N N N NRZ Excess Spread Collateraliz N/A New Residential Mortgage LLC 64829TAL5 1444411.81000000 PA USD 1486148.38000000 0.063523420688 Long ABS-O CORP US Y 2 2054-07-25 Fixed 0.04920000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 617453AV7 171842.09000000 PA USD 171877.30000000 0.007346664829 Long ABS-MBS USGSE US N 2 2042-10-15 Variable 0.06394100 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280BF5 6000000.00000000 PA USD 6043056.06000000 0.258302332062 Long DBT CORP GB N 2 2022-01-05 Fixed 0.02650000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XQ31 1114501.78000000 PA USD 1114921.06000000 0.047655806433 Long ABS-CBDO USGSE US N 2 2030-12-25 Variable 0.02768400 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 Discover Bank 25466AAF8 1555000.00000000 PA USD 1578636.00000000 0.067476680048 Long DBT CORP US N 2 2021-08-09 Fixed 0.03200000 N N N N N N Aames Mortgage Trust N/A Aames Mortgage Trust (Step Bond) 00253CHQ3 139040.68000000 PA USD 139587.36000000 0.005966474620 Long ABS-O CORP US N 2 2032-06-25 Variable 0.05146700 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G0NW5 12782921.93000000 PA USD 12824651.78000000 0.548172552061 Long ABS-CBDO USGSE US N 2 2029-10-25 Variable 0.03218400 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CitiBank NA 17325FAV0 5000000.00000000 PA USD 5067236.55000000 0.216592234952 Long DBT CORP US N 2 2022-02-19 Fixed 0.03165000 N N N N N N HONDURAS GOVERNMENT N/A Honduras Government International Bond EJ5862937 1500000.00000000 PA USD 1661265.00000000 0.071008545910 Long DBT NUSS HN Y 2 2024-03-15 Fixed 0.07500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00912XAS3 1500000.00000000 PA USD 1523661.71000000 0.065126877702 Long DBT CORP US N 2 2021-06-01 Fixed 0.03375000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 46649YAE5 712895.02000000 PA USD 715753.02000000 0.030593903549 Long ABS-CBDO USGSE US Y 2 2049-02-25 Variable 0.04000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc 38141GVP6 1870000.00000000 PA USD 1880080.68000000 0.080361528883 Long DBT CORP US N 2 2020-09-15 Fixed 0.02750000 N N N N N N GMRF Mortgage Acquisition Co., N/A Galton Funding Mortgage Trust 36418GAU8 1299282.92000000 PA USD 1329359.50000000 0.056821690149 Long ABS-CBDO USGSE US Y 2 2058-10-25 Variable 0.04500000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XCK8 546556.36000000 PA USD 548153.83000000 0.023430100798 Long ABS-CBDO USGSE US N 2 2028-10-25 Variable 0.04018400 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 36257HBA3 2750000.00000000 PA USD 2873007.50000000 0.122802855031 Long ABS-MBS USGSE US Y 2 2052-07-10 Variable 0.03668000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 Republic of Uzbekistan Government International Bond 91822Q2B2 2000000.00000000 PA USD 2095688.82000000 0.089577409858 Long DBT NUSS UZ Y 2 2024-02-20 Fixed 0.04750000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 64828YAR2 1236143.17000000 PA USD 1256936.33000000 0.053726058813 Long ABS-CBDO CORP US Y 2 2054-05-25 Variable 0.03750000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06367WJM6 1505000.00000000 PA USD 1534297.68000000 0.065581497984 Long DBT CORP CA N 2 2022-03-26 Fixed 0.02900000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 Synchrony Bank 87166FAA1 1000000.00000000 PA USD 1013776.00000000 0.043332496403 Long DBT CORP US N 2 2022-06-15 Fixed 0.03000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773CT5 1900000.00000000 PA USD 1911815.11000000 0.081717974561 Long DBT CORP US N 2 2020-07-27 Fixed 0.02875000 N N N N N N DNB BOLIGKREDITT AS 5967007LIEEXZX659K67 DNB Boligkreditt AS. 25600WAG5 5000000.00000000 PA USD 5224518.85000000 0.223315056067 Long DBT CORP NO Y 2 2023-06-28 Fixed 0.03250000 N N N N N N Conn Funding II, L.P N/A Conn's Receivables Funding 20826JAA6 641826.66000000 PA USD 644131.84000000 0.027532552201 Long ABS-O CORP US Y 2 2023-01-15 Fixed 0.03250000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 Federation des Caisses Desjardins du Quebec 31429KAB9 1200000.00000000 PA USD 1203064.36000000 0.051423373657 Long DBT CORP CA Y 2 2020-10-30 Fixed 0.02250000 N N N N N N Tax Ease Funding, LLC N/A Tax Ease Funding LLC 87677QAA9 1447034.34000000 PA USD 1445022.53000000 0.061765551349 Long ABS-O CORP US Y 2 2028-06-15 Fixed 0.03131000 N N N N N N Social Professional Loan Progr 5493005DZE8VF033DB25 SoFi Professional Loan Program LLC 83402DAC5 1573100.28000000 PA USD 1578141.75000000 0.067455553994 Long ABS-O CORP US Y 2 2032-12-27 Fixed 0.02360000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group, Inc 02209SAN3 1570000.00000000 PA USD 1588545.61000000 0.067900253046 Long DBT CORP US N 2 2022-08-09 Fixed 0.02850000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 Leidos, Inc 00255XAD1 2056548.97000000 PA USD 2064261.03000000 0.088234071095 Long LON CORP US N 2 2025-08-22 Variable 0.03812500 N N N N N N CME Group Inc N/A US 5 Year Note (CBT) N/A -510 NC USD -60765703.38000000 -2.59734854957 N/A DIR US N 1 N/A N/A Short CME Group Inc US 5YR NOTE (CBT) Dec19 2019-12-31 -60935751.15000000 USD 170047.77000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397ZQ9 2345000.00000000 PA USD 2494159.40000000 0.106609500749 Long DBT CORP US N 2 2024-03-18 Fixed 0.05584000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 87239PAD6 1361600.93000000 PA USD 1365576.80000000 0.058369750097 Long LON CORP US N 2 2023-08-04 Variable 0.04043500 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 Southern Power Co 843646AS9 5000000.00000000 PA USD 4998058.20000000 0.213635299097 Long DBT CORP US N 2 2019-12-15 Fixed 0.01950000 N N N N N N 20 TSQ GroundCo LLC N/A 20 Times Square Trust 90137LAC4 5000000.00000000 PA USD 5130026.50000000 0.219276107210 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 0.03203200 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple, Inc 037833BS8 1420000.00000000 PA USD 1426419.51000000 0.060970390192 Long DBT CORP US N 2 2021-02-23 Fixed 0.02250000 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G0QP7 13304754.77000000 PA USD 13306017.39000000 0.568747879909 Long ABS-CBDO USGSE US N 2 2030-03-25 Variable 0.02768400 N N N N N N AUST & NZ BANKING GRP NY JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd 05253JAS0 750000.00000000 PA USD 763154.08000000 0.032619998330 Long DBT CORP AU N 2 2022-05-19 Fixed 0.02625000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 American Express Co 025816BP3 3000000.00000000 PA USD 3004410.00000000 0.128419478781 Long DBT CORP US N 2 2020-10-30 Fixed 0.02200000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CitiBank NA 17325FAJ7 5000000.00000000 PA USD 5004563.95000000 0.213913378662 Long DBT CORP US N 2 2020-10-20 Fixed 0.02125000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 9128284J6 100000000.00000000 PA USD 100285156.00000000 4.286554585763 Long DBT UST US N 2 2020-04-30 Fixed 0.02375000 N N N N N N Credit Suisse Mortgage Trust N/A Credit Suisse Commercial Mortgage Trust 22545YAL5 12000000.00000000 PA USD 14856876.00000000 0.635037252651 Long ABS-MBS USGSE US Y 2 2049-01-15 Variable 0.05896500 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc 38145GAJ9 9000000.00000000 PA USD 9000947.70000000 0.384733445891 Long DBT CORP US N 2 2019-12-13 Fixed 0.02300000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NBF7 967000.00000000 PA USD 991958.77000000 0.042399948148 Long DBT CORP US N 2 2023-01-15 Fixed 0.02850000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 Banco Santander Mexico S.A. 05969BAA1 750000.00000000 PA USD 777195.00000000 0.033220158637 Long DBT CORP MX Y 2 2022-11-09 Fixed 0.04125000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group, Inc 02209SBA0 2150000.00000000 PA USD 2205354.74000000 0.094264932628 Long DBT CORP US N 2 2022-02-14 Fixed 0.03490000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank 891160RY1 10000000.00000000 PA USD 10067887.60000000 0.430338361947 Long DBT CORP CA Y 2 2022-07-15 Fixed 0.02100000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PBM3 1765000.00000000 PA USD 1790609.37000000 0.076537197651 Long DBT CORP US N 2 2020-10-15 Fixed 0.03875000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HHZ6 5780000.00000000 PA USD 6012328.31000000 0.256988915571 Long DBT CORP US N 2 2021-05-10 Fixed 0.04625000 N N N N N N ARAB PETROLEUM INVST 213800A54KIUYH5YD185 Arab Petroleum Investments Corp 03845EAA0 3325000.00000000 PA USD 3518243.61000000 0.150382607773 Long DBT NUSS N/A Y 2 2023-09-18 Fixed 0.04125000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 Citizens Bank NA 17401QAN1 3000000.00000000 PA USD 3006372.78000000 0.128503375181 Long DBT CORP US N 2 2020-10-30 Fixed 0.02250000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBR5 3000000.00000000 PA USD 3008491.20000000 0.128593924205 Long DBT CORP US N 2 2020-10-30 Fixed 0.02400000 N N N N N N CDP FINANCIAL INC 549300OXMGVYFCBFV096 CDP Financial, Inc 125094AR3 9670000.00000000 PA USD 9890019.09000000 0.422735610876 Long DBT NUSS CA Y 2 2022-03-07 Fixed 0.02750000 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G0MC0 5841256.72000000 PA USD 5854394.87000000 0.250238262349 Long ABS-CBDO USGSE US N 2 2029-07-25 Variable 0.03218400 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP 72650RAZ5 2709000.00000000 PA USD 2779000.48000000 0.118784650954 Long DBT CORP US N 2 2022-06-01 Fixed 0.03650000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 912828YF1 22655000.00000000 PA USD 22613406.78000000 0.966579765130 Long DBT UST US N 2 2022-09-15 Fixed 0.01500000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 64829JAA1 1564060.83000000 PA USD 1624395.10000000 0.069432591449 Long ABS-CBDO CORP US Y 2 2057-02-25 Variable 0.04000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 United States Treasury Bill 912796SW0 25000000.00000000 PA USD 24910937.50000000 1.064784636484 Long STIV UST US N 2 N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 Georgia-Pacific LLC 37331NAG6 3200000.00000000 PA USD 3252882.02000000 0.139040082260 Long DBT CORP US Y 2 2021-11-15 Fixed 0.03163000 N N N N N N Chase Funding Mortgage Loan As N/A Chase Funding Mortgage Loan Asset-Backed Certificates 161546JL1 122341.25000000 PA USD 126944.47000000 0.005426071232 Long ABS-O CORP US N 2 2035-02-26 Variable 0.05700000 N Y N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81746VAD2 35570246.43000000 PA USD 36102412.89000000 1.543149252624 Long ABS-CBDO USGSE US Y 2 2048-03-25 Variable 0.03500000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XJ21 3605953.80000000 PA USD 3606460.80000000 0.154153333326 Long ABS-CBDO USGSE US N 2 2030-10-25 Variable 0.02698400 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc 00206RBN1 7000000.00000000 PA USD 7076511.47000000 0.302475998471 Long DBT CORP US N 2 2022-12-01 Fixed 0.02625000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 Adani Ports & Special Economic Zone Ltd 00652MAC6 3000000.00000000 PA USD 3068913.57000000 0.131176597429 Long DBT CORP IN Y 2 2022-01-19 Fixed 0.03950000 N N N N N N AID-UKRAINE N/A Ukraine Government AID International Bonds 903724BL5 15000000.00000000 PA USD 14939583.90000000 0.638572490987 Long DBT NUSS UA N 2 2021-09-29 Fixed 0.01471000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG. 251525AT8 2000000.00000000 PA USD 1995888.72000000 0.085311588341 Long DBT CORP DE N 2 2020-07-13 Fixed 0.02700000 N N N N N N MMAF Equipment Finance LLC N/A MMAF Equipment Finance LLC 55316EAC6 8000000.00000000 PA USD 7997931.20000000 0.341860849894 Long ABS-O CORP US Y 2 2024-12-12 Fixed 0.02010000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc 92343VDQ4 5000000.00000000 PA USD 5119852.90000000 0.218841250313 Long DBT CORP US N 2 2022-03-15 Fixed 0.02946000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 780082AF0 10000000.00000000 PA USD 10291286.00000000 0.439887227145 Long DBT CORP CA Y 2 2021-10-22 Fixed 0.03350000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv, Inc 337738AM0 5146000.00000000 PA USD 5345190.29000000 0.228472995040 Long DBT CORP US N 2 2022-10-01 Fixed 0.03500000 N N N N N N Mid-State Trust 549300CMSF2YH7CURY06 Mid-State Capital Trust 59560WAE7 1529627.10000000 PA USD 1625307.57000000 0.069471593756 Long ABS-O CORP US Y 2 2045-12-15 Fixed 0.07000000 N N N N N N CD Commercial Mortgage Trust N/A CD Commercial Mortgage Trust 12514AAU5 734009.33000000 PA USD 734376.33000000 0.031389931975 Long ABS-MBS USGSE US Y 2 2044-11-15 Variable 0.06417200 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81745XAD9 4634261.01000000 PA USD 4715179.84000000 0.201544042728 Long ABS-CBDO USGSE US Y 2 2047-07-25 Variable 0.03500000 N N N N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 Citibank Credit Card Issuance Trust 17305EGF6 2000000.00000000 PA USD 2004383.20000000 0.085674673503 Long ABS-O CORP US N 2 2024-08-08 Variable 0.02412100 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 20753MAA6 3503049.01000000 PA USD 3504191.70000000 0.149781977713 Long ABS-CBDO USGSE US Y 2 2031-09-25 Variable 0.02768400 N N N N N N Toyota Auto Receivables Owner 549300V1I7LFXH21LF47 Toyota Auto Receivables Owner 89190BAE8 3000000.00000000 PA USD 3002872.20000000 0.128353747581 Long ABS-O CORP US N 2 2022-09-15 Fixed 0.02050000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 KeyBank NA 49327M2X1 6320000.00000000 PA USD 6500234.33000000 0.277843804478 Long DBT CORP US N 2 2022-02-01 Fixed 0.03300000 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 Pertamina Persero PT 69369EAC3 2200000.00000000 PA USD 2321920.44000000 0.099247377247 Long DBT CORP ID Y 2 2022-05-03 Fixed 0.04875000 N N N N N N SAMSONITE IP HOLDINGS 222100XV7DJLCY8IA009 Samsonite IP Holdings Sarl L8030PAF5 172812.50000000 PA USD 169086.66000000 0.007227382662 Long LON CORP LU N 2 2025-04-25 Variable 0.03793500 N N N N N N SAN CLEMENTE LEASING LLC N/A San Clemente Leasing LLC 797224AC6 2685828.50000000 PA USD 2735742.12000000 0.116935630333 Long DBT CORP US N 2 2022-11-22 Fixed 0.03030000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 912828U65 21000000.00000000 PA USD 21046757.76000000 0.899615452476 Long DBT UST US N 2 2021-11-30 Fixed 0.01750000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12593PAZ5 3970000.00000000 PA USD 4303100.87000000 0.183930279445 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 0.04694600 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A WFRBS Commercial Mortgage Trust 92935VAG3 2000000.00000000 PA USD 2051987.80000000 0.087709468328 Long ABS-MBS USGSE US Y 2 2044-03-15 Fixed 0.04375000 N Y N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 Reliance Industries Ltd 759470AV9 6842105.23000000 PA USD 6836855.28000000 0.292232215829 Long DBT CORP IN N 2 2026-01-15 Fixed 0.01870000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 Fresnillo plc 358070AA8 3000000.00000000 PA USD 3266280.00000000 0.139612760959 Long DBT CORP GB Y 2 2023-11-13 Fixed 0.05500000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 Reliance Industries Ltd 759470AW7 8552631.49000000 PA USD 8712759.50000000 0.372415227527 Long DBT CORP IN N 2 2026-01-15 Fixed 0.02444000 N N N N N N Core Industrial Trust 549300VOFTHB5X7NNF52 Core Industrial Trust 21870LAJ5 1140000.00000000 PA USD 1168097.35000000 0.049928755680 Long ABS-MBS USGSE US Y 2 2034-02-10 Fixed 0.03555000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 General Mills, Inc 370334BM5 2940000.00000000 PA USD 2999433.81000000 0.128206778209 Long DBT CORP US N 2 2021-12-15 Fixed 0.03150000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp 11134LAK5 5000000.00000000 PA USD 4981651.90000000 0.212934033792 Long DBT CORP US N 2 2021-01-15 Fixed 0.02200000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts, Inc 98310CAC6 1980000.00000000 PA USD 1988533.80000000 0.084997212143 Long LON CORP US N 2 2025-05-30 Variable 0.03793500 N N N N N N Barclays Commercial Mortgage S N/A BBCMS Trust 05547GAE3 3000000.00000000 PA USD 3029570.70000000 0.129494939181 Long ABS-MBS USGSE US Y 2 2028-09-10 Variable 0.04427200 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 Western Digital Corp 95810DAR2 989974.92000000 PA USD 986054.62000000 0.042147583169 Long LON CORP US N 2 2023-04-29 Variable 0.03862000 N N N N N N KSA SUKUK LTD 635400XBJFPNCGN9CK71 KSA Sukuk Ltd 48266XAA3 2000000.00000000 PA USD 2027311.00000000 0.086654691585 Long DBT CORP KY Y 2 2022-04-20 Fixed 0.02894000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 46649YAQ8 10145475.81000000 PA USD 10152325.02000000 0.433947526298 Long ABS-CBDO USGSE US Y 2 2049-02-25 Variable 0.04000000 N N N N N N IMC HOME EQUITY LOAN TRUST N/A IMC Home Equity Loan Trust (Step Bond) 449670EP9 469034.02000000 PA USD 486269.38000000 0.020784932924 Long ABS-O CORP US N 2 2029-08-20 Variable 0.06720000 N N N N N N Asset Backed Funding Corporati N/A Asset Backed Funding Corp NIM Trust 045442AA8 55677.35000000 PA USD 0.56000000 0.000000023936 Long ABS-O CORP KY Y 3 2035-07-26 Fixed 0.05900000 N Y N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 Kommunalbanken AS. 50048MCQ1 1560000.00000000 PA USD 1629689.05000000 0.069658874247 Long DBT NUSS NO Y 2 2024-02-05 Fixed 0.02750000 N N N N N N DBUBS Mortgage Trust N/A DBUBS Mortgage Trust 233050AJ2 3000000.00000000 PA USD 3108022.80000000 0.132848269049 Long ABS-MBS USGSE US Y 2 2046-11-10 Variable 0.05884900 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G1CK1 2279665.05000000 PA USD 2294304.15000000 0.098066955944 Long ABS-CBDO USGSE US Y 2 2048-02-25 Variable 0.03739800 N N N N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 Packaging Corp of America 695156AS8 1240000.00000000 PA USD 1242574.66000000 0.053112188477 Long DBT CORP US N 2 2020-12-15 Fixed 0.02450000 N Y N N N N VNO Mortgage Trust N/A VNDO Mortgage Trust 91830MAA4 4065000.00000000 PA USD 4119695.39000000 0.176090858012 Long ABS-MBS USGSE US Y 2 2029-12-13 Fixed 0.03808000 N N N N N N Bear Stearns Alt-A Trust N/A Bear Stearns ALT-A Trust 07386HHT1 2095953.61000000 PA USD 2106734.36000000 0.090049536661 Long ABS-CBDO USGSE US N 2 2034-06-25 Variable 0.02618400 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association (FNMA) 3136FCC79 28797.93000000 PA USD 642.11000000 0.000027446131 Long ABS-CBDO USGSE US N 2 2024-09-25 Fixed 0.05000000 N N N N N N Deutsche Mortgage Securities, N/A Deutsche Mortgage Securities, Inc Mortgage Loan Trust (Step Bond) 251563GB2 284265.42000000 PA USD 286524.85000000 0.012247120697 Long ABS-CBDO USGSE US N 2 2034-07-25 Variable 0.05440000 N N N N N N INGERSOLL-RAND GL HLD CO 549300UCF0D858BIOV83 Ingersoll-Rand Global Holding Co Ltd 45687AAM4 2000000.00000000 PA USD 2016270.90000000 0.086182797307 Long DBT CORP US N 2 2021-02-21 Fixed 0.02900000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81746XAD8 10394019.70000000 PA USD 10562517.15000000 0.451480639134 Long ABS-CBDO USGSE US Y 2 2047-04-25 Variable 0.03500000 N N N N N N OMERS FINANCE TRUST 529900M039WCPES03P17 OMERS Finance Trust 682142AA2 5950000.00000000 PA USD 6135775.84000000 0.262265514790 Long DBT NUSS CA Y 2 2024-05-02 Fixed 0.02500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 Open Text Corp 68371YAJ2 1906074.49000000 PA USD 1912421.72000000 0.081743903292 Long LON CORP CA N 2 2025-05-30 Variable 0.03793500 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 20753KAA0 5297398.41000000 PA USD 5301837.10000000 0.226619921037 Long ABS-CBDO USGSE US Y 2 2031-08-25 Variable 0.02868400 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 Private Export Funding Corp (PEFCO) 742651DV1 3000000.00000000 PA USD 3008762.79000000 0.128605532955 Long DBT USGSE US N 2 2020-09-15 Fixed 0.02300000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XGK4 3067867.15000000 PA USD 3072650.57000000 0.131336330486 Long ABS-CBDO USGSE US N 2 2029-09-25 Variable 0.03168400 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 Unilever Capital Corp 904764BF3 5000000.00000000 PA USD 5126208.15000000 0.219112896957 Long DBT CORP US N 2 2022-03-07 Fixed 0.03000000 N N N N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 Nielsen Finance LLC 65409YBE4 1327809.67000000 PA USD 1326813.81000000 0.056712878042 Long LON CORP US N 2 2023-10-04 Variable 0.04042130 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CJ7 2000000.00000000 PA USD 2008902.34000000 0.085867838086 Long DBT CORP US N 2 2020-07-20 Fixed 0.02800000 N N N N N N EURO STABILITY MECHANISM 222100W4EEAQ77386N50 European Stability Mechanism 29881WAC6 25000000.00000000 PA USD 24638493.75000000 1.053139393534 Long DBT NUSS N/A Y 2 2024-09-11 Fixed 0.01375000 N N N N N N Park Place Securities Inc N/A Park Place Securities, Inc 70069FFL6 2985000.00000000 PA USD 3001010.94000000 0.128274190517 Long ABS-O CORP US N 2 2036-01-25 Variable 0.03263400 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 Novartis Capital Corp 66989HAL2 5000000.00000000 PA USD 4996523.60000000 0.213569704677 Long DBT CORP US N 2 2020-02-14 Fixed 0.01800000 N N N N N N AID-UKRAINE N/A Ukraine Government AID International Bonds 903724AL6 6000000.00000000 PA USD 6011366.70000000 0.256947812840 Long DBT NUSS UA N 2 2020-05-29 Fixed 0.01847000 N N N N N N FANNIE MAE N/A Federal National Mortgage Association (FNMA) 31394BTG9 43336.06000000 PA USD 43357.26000000 0.001853247969 Long ABS-CBDO USGSE US N 2 2034-11-25 Variable 0.02318400 N N N N N N Asset Backed Securities Corp H N/A Asset Backed Securities Corp Home Equity Loan Trust 04541GCG5 2141955.61000000 PA USD 2174294.00000000 0.092937282926 Long ABS-O CORP US N 2 2032-03-15 Variable 0.03677500 N N N N N N CK HUTCH INTL 17 II LTD 254900F7C0PB6TKONV55 CK Hutchison International 17 Ltd 12563XAA9 3425000.00000000 PA USD 3420821.50000000 0.146218430252 Long DBT CORP KY Y 2 2020-09-29 Fixed 0.02250000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 912828Y95 82000000.00000000 PA USD 83351719.16000000 3.562757523123 Long DBT UST US N 2 2026-07-31 Fixed 0.01875000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 92537BAA2 2157145.04000000 PA USD 2180893.05000000 0.093219350474 Long ABS-CBDO USGSE US Y 2 2058-10-25 Variable 0.04108000 N N N N N N New Residential Advance Receiv N/A NRZ Advance Receivables Trust Advance Receivables Backed Notes 62942QBH5 2430000.00000000 PA USD 2427981.16000000 0.103780800575 Long ABS-O CORP US Y 2 2051-10-15 Fixed 0.02833200 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 Japan Finance Organization for Municipalities 471068AP1 4500000.00000000 PA USD 4699074.96000000 0.200855661217 Long DBT NUSS JP Y 2 2024-03-12 Fixed 0.03000000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12593JBL9 5500000.00000000 PA USD 5158185.45000000 0.220479723788 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 0.03463000 N N N N N N Social Professional Loan Progr N/A SoFi Professional Loan Program LLC 834016AB3 1531155.26000000 PA USD 1540303.30000000 0.065838200162 Long ABS-O CORP US Y 2 2033-08-25 Fixed 0.02510000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 Huntington National Bank 44644AAH0 1485000.00000000 PA USD 1520692.27000000 0.064999952969 Long DBT CORP US N 2 2022-04-01 Fixed 0.03125000 N N N N N N TEVA PHARMACEUT FIN BV 549300Q840R30TDKVK53 Teva Pharmaceutical Finance Co BV 88165FAG7 2000000.00000000 PA USD 1715000.00000000 0.073305376466 Long DBT CORP CW N 2 2022-12-18 Fixed 0.02950000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12594JAJ4 3624631.00000000 PA USD 3654059.74000000 0.156187886222 Long ABS-MBS USGSE US Y 2 2029-08-10 Variable 0.03576800 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78013GKN4 5000000.00000000 PA USD 5008779.35000000 0.214093560285 Long DBT CORP CA N 2 2020-10-26 Fixed 0.02150000 N N N N N N IQVIA INC 549300PLWY28YB00C717 IQVIA, Inc 44969CBJ8 1036875.00000000 PA USD 1037528.23000000 0.044347753641 Long LON CORP US N 2 2025-06-11 Variable 0.03854380 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 Unilever Capital Corp 904764AV9 3000000.00000000 PA USD 2996683.08000000 0.128089201941 Long DBT CORP US N 2 2020-05-05 Fixed 0.01800000 N N N N N N Discover Card Execution Note T 549300CKCX1QE4RUW216 Discover Card Execution Note Trust 254683CE3 2000000.00000000 PA USD 1992117.40000000 0.085150388322 Long ABS-O CORP US N 2 2025-08-15 Variable 0.02357500 N N N N N N Honda Auto Receivables Owner T N/A Honda Auto Receivables Owner Trust 43814WAC9 2160000.00000000 PA USD 2198187.07000000 0.093958560180 Long ABS-O CORP US N 2 2023-03-20 Fixed 0.02830000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAE6 5000000.00000000 PA USD 5071749.95000000 0.216785154185 Long DBT CORP US N 2 2023-04-25 Fixed 0.02776000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A WFRBS Commercial Mortgage Trust 92937EAG9 4500000.00000000 PA USD 4670364.60000000 0.199628475357 Long ABS-MBS USGSE US N 2 2045-03-15 Variable 0.03714000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGB9 1925000.00000000 PA USD 1925192.50000000 0.082289773167 Long DBT CORP US N 2 2020-11-09 Fixed 0.02151000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 GS Mortgage Securities Corp II 36255MAA5 1050000.00000000 PA USD 1083724.74000000 0.046322361546 Long ABS-MBS USGSE US Y 2 2032-10-10 Fixed 0.03419000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81747AAG0 7401723.44000000 PA USD 7463305.78000000 0.319009002849 Long ABS-CBDO USGSE US Y 2 2049-02-25 Variable 0.04000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co, Inc 02474RAF0 780000.00000000 PA USD 779266.80000000 0.033308714951 Long LON CORP US N 2 2023-10-31 Variable 0.04043500 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 64072UAE2 2912797.26000000 PA USD 2908107.66000000 0.124303164327 Long LON CORP US N 2 2025-07-17 Variable 0.04277500 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBP9 845000.00000000 PA USD 846500.17000000 0.036182515242 Long DBT CORP US N 2 2020-05-12 Fixed 0.02500000 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 Bank Nederlandse Gemeenten NV 62944BBU7 11850000.00000000 PA USD 11867768.48000000 0.507271857868 Long DBT CORP NL Y 2 2020-02-28 Fixed 0.02500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc 92343VCC6 1815000.00000000 PA USD 1853891.78000000 0.079242119452 Long DBT CORP US N 2 2021-03-15 Fixed 0.03450000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12624XAP3 3623360.00000000 PA USD 3724161.51000000 0.159184292427 Long ABS-MBS USGSE US Y 2 2046-03-10 Fixed 0.03397000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 084659AH4 1825000.00000000 PA USD 1833776.08000000 0.078382300816 Long DBT CORP US N 2 2021-01-15 Fixed 0.02375000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DC1 4089000.00000000 PA USD 4155433.37000000 0.177618430069 Long DBT CORP US N 2 2021-03-09 Fixed 0.03350000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 61745M2J1 104293.75000000 PA USD 104293.25000000 0.004457875191 Long ABS-MBS USGSE US N 2 2056-07-15 Fixed 0.04860000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 61745M5R0 4214000.00000000 PA USD 4267187.42000000 0.182395207158 Long ABS-MBS USGSE US Y 2 2047-06-12 Variable 0.05897800 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 Private Export Funding Corp (PEFCO) 742651DU3 2000000.00000000 PA USD 2000979.68000000 0.085529194603 Long DBT USGSE US N 2 2020-03-15 Fixed 0.02250000 N N N N N N JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 48125LRN4 26500000.00000000 PA USD 26639673.55000000 1.138677141998 Long DBT CORP US N 2 2021-04-26 Fixed 0.03086000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 GS Mortgage Securities Corp II 36255MAG2 526000.00000000 PA USD 543626.58000000 0.023236589565 Long ABS-MBS USGSE US Y 2 2032-10-10 Fixed 0.03772000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PBA8 4000000.00000000 PA USD 4433463.60000000 0.189502459620 Long DBT NUSS QA Y 2 2029-03-14 Fixed 0.04000000 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 Kommunalbanken AS. 50048MCL2 17200000.00000000 PA USD 17241312.85000000 0.736956810056 Long DBT NUSS NO Y 2 2020-04-17 Fixed 0.02500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 912828YB0 5000000.00000000 PA USD 4978320.30000000 0.212791629016 Long DBT UST US N 2 2029-08-15 Fixed 0.01625000 N N N N N N INTL DEVELOPMENT ASSOC P41R60HC414IWQA1XW02 International Development Association 45939EAA8 8900000.00000000 PA USD 9234050.64000000 0.394697118645 Long DBT NUSS N/A Y 2 2023-04-24 Fixed 0.02750000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81746PAK9 10471894.39000000 PA USD 10634339.65000000 0.454550595636 Long ABS-CBDO USGSE US Y 2 2046-06-25 Variable 0.03500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGP8 5000000.00000000 PA USD 5008370.70000000 0.214076093088 Long DBT CORP US N 2 2021-07-21 Fixed 0.02369000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 36251XBR7 4055000.00000000 PA USD 4064762.41000000 0.173742821406 Long ABS-MBS USGSE US Y 2 2029-11-10 Fixed 0.02993900 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 46635GAE0 3032698.69000000 PA USD 3057835.21000000 0.130703067779 Long ABS-MBS USGSE US Y 2 2043-11-15 Fixed 0.04069800 N N N N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 Ontario Teachers' Finance Trust 68329AAA6 5000000.00000000 PA USD 5046853.65000000 0.215720995209 Long DBT NUSS CA Y 2 2022-09-19 Fixed 0.02125000 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust 43284BAA0 5366506.41000000 PA USD 5536710.53000000 0.236659271013 Long ABS-O CORP US Y 2 2032-02-25 Fixed 0.03540000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 Banco del Estado de Chile 05965MAD5 3575000.00000000 PA USD 3575035.75000000 0.152810111682 Long DBT CORP CL Y 2 2021-01-08 Fixed 0.02668000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc 38148YAC2 5000000.00000000 PA USD 5057900.00000000 0.216193156635 Long DBT CORP US N 2 2022-10-31 Fixed 0.02876000 N N N N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 Citibank Credit Card Issuance Trust 17305EGL3 2000000.00000000 PA USD 2002624.20000000 0.085599487406 Long ABS-O CORP US N 2 2025-01-20 Variable 0.02374300 N N N N N N VNO Mortgage Trust N/A VNDO Mortgage Trust 91830MAJ5 300000.00000000 PA USD 303189.18000000 0.012959415148 Long ABS-MBS USGSE US Y 2 2029-12-13 Variable 0.04078700 N N N N N N HUNGARY 5299008DH62LEB10JK83 Republic of Hungary Government International Bond 445545AD8 500000.00000000 PA USD 506478.98000000 0.021648765190 Long DBT NUSS HU N 2 2020-01-29 Fixed 0.06250000 N N N N N N Wells Fargo Commercial Mortgag N/A Wells Fargo Commercial Mortgage Trust 94988HAE1 3728000.00000000 PA USD 3855391.72000000 0.164793551872 Long ABS-MBS USGSE US N 2 2045-10-15 Fixed 0.03539000 N N N N N N Credit Suisse Mortgage Trust N/A Credit Suisse Mortgage Trust 12652CAC3 2089288.61000000 PA USD 2125665.21000000 0.090858710472 Long ABS-CBDO USGSE US Y 2 2047-10-25 Variable 0.03500000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial, Inc 03076CAJ5 1000000.00000000 PA USD 1018574.60000000 0.043537606129 Long DBT CORP US N 2 2022-03-22 Fixed 0.03000000 N N N N N N DBUBS Mortgage Trust N/A DBUBS Mortgage Trust 233050AH6 1120000.00000000 PA USD 1160895.12000000 0.049620906011 Long ABS-MBS USGSE US Y 2 2046-11-10 Variable 0.05884900 N N N N N N Capital Automotive Reit N/A Capital Automotive REIT 12479RAD9 1896652.70000000 PA USD 1914463.41000000 0.081831172595 Long ABS-O CORP US Y 2 2047-04-15 Fixed 0.03870000 N N N N N N Morgan Stanley Dean Witter Cap N/A Morgan Stanley Dean Witter Capital I Trust 61746WHM5 615688.31000000 PA USD 643394.16000000 0.027501021058 Long ABS-MBS USGSE US Y 2 2033-07-15 Variable 0.07586700 N N N N N N Dominos Pizza Master Issuer LL N/A Domino's Pizza Master Issuer LLC 25755TAG5 14700000.00000000 PA USD 14749833.00000000 0.630461843080 Long ABS-O CORP US Y 2 2047-07-25 Fixed 0.03082000 N N N N N N REPUBLIC OF NAMIBIA 549300T6Y4CWK77SML15 Namibia International Bonds 62987BAA0 1500000.00000000 PA USD 1547313.81000000 0.066137855016 Long DBT NUSS NA Y 2 2021-11-03 Fixed 0.05500000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAA1 3300000.00000000 PA USD 3365983.01000000 0.143874432494 Long DBT CORP US Y 2 2021-06-25 Fixed 0.03500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA, Inc 404122AX1 985000.00000000 PA USD 987344.30000000 0.042202708812 Long LON CORP US N 2 2025-03-13 Variable 0.04043500 N N N N N N BB&T CORPORATION 549300DRQQI75D2JP341 BB&T Corp 05531FAZ6 3000000.00000000 PA USD 3004860.06000000 0.128438715992 Long DBT CORP US N 2 2021-02-01 Fixed 0.02150000 N N N N N N Freddie Mac - STACR N/A Structured Agency Credit Risk Debt Note (STACR) 3137G0LH0 2339270.16000000 PA USD 2345371.68000000 0.100249769070 Long ABS-CBDO USGSE US N 2 2029-03-25 Variable 0.03318400 N N N N N N NORTHWEST AIR 2007-1 A N/A Northwest Airlines 667294BE1 783055.20000000 PA USD 785795.89000000 0.033587792152 Long DBT CORP US N 2 2019-11-01 Fixed 0.07027000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCQ2 3100000.00000000 PA USD 3192367.29000000 0.136453461232 Long DBT CORP US N 2 2021-10-01 Fixed 0.03450000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc 172967LV1 3000000.00000000 PA USD 3055596.87000000 0.130607392936 Long DBT CORP US N 2 2023-01-24 Fixed 0.03142000 N N N N N N CarNow Auto Receivables Trust N/A Carnow Auto Receivables Trust 14368BAA0 353674.56000000 PA USD 353666.96000000 0.015117020202 Long ABS-O CORP US Y 2 2022-09-15 Fixed 0.02920000 N N N N N N ADS WASTE HOLDINGS 549300ML1GEF4BKIM713 Advanced Disposal Services, Inc 00100UAG7 1989159.90000000 PA USD 1994391.39000000 0.085247586977 Long LON CORP US N 2 2023-11-10 Variable 0.04196880 N N N N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 33850RAE2 2399998.30000000 PA USD 2438904.67000000 0.104247711370 Long ABS-CBDO USGSE US Y 2 2047-10-25 Variable 0.03500000 N N N N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 33851LAD6 1386237.37000000 PA USD 1390861.86000000 0.059450526099 Long ABS-CBDO USGSE US Y 2 2048-07-25 Variable 0.04000000 N N N N N N FANNIE MAE N/A Federal National Mortgage Association (FNMA) 31397QUQ9 1384.99000000 PA USD 1387.05000000 0.000059287593 Long ABS-CBDO USGSE US N 2 2020-06-25 Fixed 0.02750000 N N N N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities Trust 94981QAF5 5863.67000000 PA USD 6032.98000000 0.000257871644 Long ABS-CBDO USGSE US N 2 2035-03-25 Variable 0.04968100 N N N N N N Social Professional Loan Progr N/A SoFi Professional Loan Program LLC 83405DAC2 818000.00000000 PA USD 822936.14000000 0.035175302361 Long ABS-O CORP US Y 2 2040-07-25 Fixed 0.02630000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122BY3 2500000.00000000 PA USD 2537608.40000000 0.108466670021 Long DBT CORP US Y 2 2022-05-16 Fixed 0.02600000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 46648RAE1 7676690.58000000 PA USD 7771965.99000000 0.332202269843 Long ABS-CBDO USGSE US Y 2 2048-06-25 Variable 0.03500000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 46625M2S7 196058.21000000 PA USD 198355.82000000 0.008478453678 Long ABS-MBS USGSE US Y 2 2039-01-12 Variable 0.04506100 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06367XD24 9000000.00000000 PA USD 9119897.55000000 0.389817797806 Long DBT CORP CA Y 2 2022-01-11 Fixed 0.02500000 N N N N N N PRIME SECURITY SERVICES BOR 549300O6QPZVWXV2DC15 Prime Security Services Borrower LLC N/A 362406.30000000 PA USD 358387.21000000 0.015318780962 Long LON CORP US N 2 2026-09-23 Variable 0.05210070 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA 94988J5P8 12670000.00000000 PA USD 12784947.81000000 0.546475459076 Long DBT CORP US N 2 2021-07-23 Fixed 0.03325000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBP7 3771000.00000000 PA USD 3806582.93000000 0.162707285559 Long DBT CORP US N 2 2021-02-15 Fixed 0.02800000 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 Actavis Funding SCS 00507UAS0 525000.00000000 PA USD 549806.19000000 0.023500728712 Long DBT CORP LU N 2 2025-03-15 Fixed 0.03800000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAD4 450000.00000000 PA USD 446502.87000000 0.019085166751 Long DBT CORP US N 2 2023-01-15 Fixed 0.02250000 N N N N N N LIBERTY PROPERTY LP 549300N6GNCW2Y4RH795 Liberty Property LP 53117CAM4 843000.00000000 PA USD 864412.44000000 0.036948151216 Long DBT CORP US N 2 2020-10-01 Fixed 0.04750000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 9128286N5 16275840.00000000 PA USD 16484849.62000000 0.704622803141 Long DBT UST US N 2 2024-04-15 Fixed 0.00500000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America, Inc 10373QBA7 1700000.00000000 PA USD 1720512.34000000 0.073540994051 Long DBT CORP US N 2 2022-09-19 Fixed 0.02520000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas S.A. 05579TED4 1645000.00000000 PA USD 1649904.68000000 0.070522964257 Long DBT CORP FR N 2 2020-05-21 Fixed 0.02375000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note 9128285X4 19460000.00000000 PA USD 19643957.72000000 0.839654644873 Long DBT UST US N 2 2021-01-31 Fixed 0.02500000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 136069K34 6160000.00000000 PA USD 6286381.27000000 0.268702942046 Long DBT CORP CA Y 2 2021-06-27 Fixed 0.03150000 N N N N N N Prosper Marketplace Issuance T 54930091UL0OQ4F85R54 Prosper Marketplace Issuance Trust 74360PAA1 677198.55000000 PA USD 679084.41000000 0.029026552960 Long ABS-O CORP US Y 2 2024-10-15 Fixed 0.03350000 N N N N N N Federal Home Loan Bank Discount Notes N/A Federal Home Loan Bank (FHLB) 313384ML0 5760000.00000000 PA USD 5759699.21000000 0.246190623278 Long STIV USGSE US N 2 N N N Fifth Third Auto Trust N/A Fifth Third Auto Trust 31679RAD7 675584.33000000 PA USD 674608.65000000 0.028835242598 Long ABS-O CORP US N 2 2022-02-15 Fixed 0.01800000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DE7 4925000.00000000 PA USD 4941999.92000000 0.211239163051 Long DBT CORP US N 2 2024-08-15 Fixed 0.02625000 N N N N N N IQVIA INC 549300PLWY28YB00C717 IQVIA, Inc 44969CBF6 947377.70000000 PA USD 950532.47000000 0.040629236476 Long LON CORP US N 2 2024-03-07 Variable 0.04104380 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 ADT Corp 00101JAH9 2000000.00000000 PA USD 2030000.00000000 0.086769629286 Long DBT CORP US N 2 2023-06-15 Fixed 0.04125000 N N N N N N STATE BANK INDIA/LONDON 5493001JZ37UBBZF6L49 State Bank of India 85628UAH9 3000000.00000000 PA USD 3079458.51000000 0.131627326757 Long DBT CORP IN Y 2 2022-01-24 Fixed 0.04000000 N N N N N N Entergy Louisiana Investment R N/A Entergy Louisiana Investment Recovery Funding I LLC 29366AAA2 1419468.65000000 PA USD 1419559.35000000 0.060677161847 Long ABS-O CORP US N 2 2023-09-01 Fixed 0.02040000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WCD1 1540000.00000000 PA USD 1554942.74000000 0.066463943405 Long DBT CORP US N 2 2021-02-12 Fixed 0.02650000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XJS4 8574536.04000000 PA USD 8588251.01000000 0.367093278995 Long ABS-CBDO USGSE US N 2 2029-10-25 Variable 0.02968400 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 80413TAA7 5625000.00000000 PA USD 5632222.11000000 0.240741785490 Long DBT NUSS SA Y 2 2021-10-26 Fixed 0.02375000 N N N N N N Tricon American Homes N/A Tricon American Homes Trust 89613DAA1 2160282.57000000 PA USD 2173902.94000000 0.092920567590 Long ABS-O CORP US Y 2 2034-09-17 Fixed 0.02716000 N Y N N N N AUTONATION INC N/A AutoNation, Inc 05329WAK8 3000000.00000000 PA USD 3031452.21000000 0.129575361804 Long DBT CORP US N 2 2020-02-01 Fixed 0.05500000 N N N N N N SENSATA TECHNOLOGIES BV N/A Sensata Technologies, Inc BL3153964 513787.25000000 PA USD 516515.46000000 0.022077761076 Long LON CORP US N 2 2026-09-18 Variable 0.03794250 N N N N N N Shellpoint Co-Originator Trust N/A Shellpoint Co-Originator Trust 82280RAD1 5428920.22000000 PA USD 5510142.30000000 0.235523647630 Long ABS-CBDO USGSE US Y 2 2047-04-25 Variable 0.03500000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 Huntington National Bank 446438RU9 1500000.00000000 PA USD 1501297.38000000 0.064170944390 Long DBT CORP US N 2 2020-03-10 Fixed 0.02375000 N N N N N N DNB BOLIGKREDITT AS 5967007LIEEXZX659K67 DNB Boligkreditt AS. 25600WAE0 5000000.00000000 PA USD 4995790.00000000 0.213538347928 Long DBT CORP NO Y 2 2020-05-28 Fixed 0.02000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple, Inc 037833DL1 1850000.00000000 PA USD 1847183.41000000 0.078955379167 Long DBT CORP US N 2 2022-09-11 Fixed 0.01700000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A WFRBS Commercial Mortgage Trust 92939KBR8 2500000.00000000 PA USD 2605620.00000000 0.111373734710 Long ABS-MBS USGSE US N 2 2047-11-15 Variable 0.04204000 N N N N N N Discover Card Execution Note T 549300CKCX1QE4RUW216 Discover Card Execution Note Trust 254683CF0 3500000.00000000 PA USD 3497026.05000000 0.149475691608 Long ABS-O CORP US N 2 2023-12-15 Variable 0.02257500 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397XQ1 4500000.00000000 PA USD 4505903.78000000 0.192598818026 Long DBT CORP US N 2 2021-01-15 Fixed 0.03200000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 617458AW4 1500000.00000000 PA USD 1529666.25000000 0.065383533716 Long ABS-MBS USGSE US Y 2 2047-09-15 Fixed 0.04193000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 46590WAA6 2605000.00000000 PA USD 2722787.42000000 0.116381899044 Long ABS-MBS USGSE US Y 2 2031-01-05 Fixed 0.03734500 N N N N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 Nederlandse Waterschapsbank NV 63983TBK0 3500000.00000000 PA USD 3524959.45000000 0.150669667353 Long DBT CORP NL Y 2 2021-11-15 Fixed 0.02125000 N N N N N N AVIS BUDGET CAR RENTAL LLC XN8R4HH1TVC1XOCL5P21 Avis Budget Car Rental LLC 05377JAP7 3855629.40000000 PA USD 3852005.11000000 0.164648795766 Long LON CORP US N 2 2025-02-13 Variable 0.04050000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AE6 750000.00000000 PA USD 774772.50000000 0.033116612121 Long DBT CORP US N 2 2021-02-01 Fixed 0.05625000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 Anheuser-Busch InBev Finance, Inc 035242AJ5 1320000.00000000 PA USD 1332478.29000000 0.056954998648 Long DBT CORP US N 2 2021-02-01 Fixed 0.02650000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61761JB32 7500000.00000000 PA USD 7537873.28000000 0.322196290698 Long DBT CORP US N 2 2020-06-16 Fixed 0.02800000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 Japan Finance Organization for Municipalities 471068AN6 6650000.00000000 PA USD 6997365.21000000 0.299092997663 Long DBT NUSS JP Y 2 2023-09-27 Fixed 0.03375000 N N N N N N AON PLC VVT2B79I2Z4U3R6BY589 Aon plc 00185AAJ3 2500000.00000000 PA USD 2518547.33000000 0.107651930130 Long DBT CORP GB N 2 2021-03-15 Fixed 0.02800000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 FedEx Corp 31428XBU9 2810000.00000000 PA USD 2881235.07000000 0.123154531483 Long DBT CORP US N 2 2022-01-14 Fixed 0.03400000 N N N N N N HOSPITAL SPECIAL SURGERY 549300U0XV0GGBTV6I72 Hospital for Special Surgery 44107HAA0 3895000.00000000 PA USD 4021530.56000000 0.171894933919 Long DBT MUN US Y 2 2023-01-01 Fixed 0.03500000 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 Kommunalbanken AS. 50048MBW9 1700000.00000000 PA USD 1697531.82000000 0.072558722524 Long DBT NUSS NO Y 2 2020-01-15 Fixed 0.01625000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12592XBJ4 2500000.00000000 PA USD 2656824.75000000 0.113562413122 Long ABS-MBS USGSE US N 2 2048-03-10 Variable 0.04254200 N N N N N N SUNTRUST BANKS INC 7E1PDLW1JL6TS0BS1G03 SunTrust Bank 867914BK8 1720000.00000000 PA USD 1737885.30000000 0.074283577942 Long DBT CORP US N 2 2021-03-03 Fixed 0.02900000 N N N N N N AIR LIQUIDE FINANCE 549300YGXL5Z3R14K812 Air Liquide Finance S.A. 00913RAB2 5000000.00000000 PA USD 4969170.20000000 0.212400520254 Long DBT CORP FR Y 2 2021-09-27 Fixed 0.01750000 N N N N N N Taco Bell Funding, LLC N/A Taco Bell Funding LLC 87342RAD6 6699375.00000000 PA USD 6938944.65000000 0.296595889124 Long ABS-O CORP US Y 2 2048-11-25 Fixed 0.04318000 N N N N N N BANCO INTERNAC DEL PERU 5493001TRCGXJLRLHN14 Banco Internacional del Peru SAA Interbank 05968DAB6 2000000.00000000 PA USD 2022500.00000000 0.086449051838 Long DBT CORP PE Y 2 2023-01-18 Fixed 0.03375000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGS2 10000000.00000000 PA USD 10011011.30000000 0.427907260733 Long DBT CORP US N 2 2021-10-01 Fixed 0.02328000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA, Inc 404122AY9 615162.11000000 PA USD 616626.20000000 0.026356860484 Long LON CORP US N 2 2023-03-17 Variable 0.03793500 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Republic of Paraguay Government International Bond 699149AA8 1500000.00000000 PA USD 1576890.00000000 0.067402049618 Long DBT NUSS PY Y 2 2023-01-25 Fixed 0.04625000 N N N N N N FEDERAL FARM CREDIT BANK N/A Federal Farm Credit Bank (FFCB) 3133EJT74 3200000.00000000 PA USD 3291756.10000000 0.140701702709 Long DBT USGSE US N 2 2021-11-15 Fixed 0.03050000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies, Inc 502431AA7 1580000.00000000 PA USD 1623352.37000000 0.069388021353 Long DBT CORP US Y 2 2021-02-15 Fixed 0.04950000 N N N N N N DEXIA CREDIT LOCAL F4G136OIPBYND1F41110 Dexia Credit Local S.A. 25214BAT1 4000000.00000000 PA USD 4053355.04000000 0.173255228664 Long DBT CORP FR Y 2 2022-09-20 Fixed 0.02375000 N N N N N N BANK OF THE WEST AUTO TRUST N/A Bank of The West Auto Trust 064229AC1 2670262.89000000 PA USD 2668245.51000000 0.114050578201 Long ABS-O CORP US Y 2 2023-01-15 Fixed 0.02110000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XQX5 3000000.00000000 PA USD 3067633.20000000 0.131121869730 Long ABS-CBDO USGSE US N 2 2030-02-25 Variable 0.04668400 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 46637YAJ8 600000.00000000 PA USD 621678.00000000 0.026572792904 Long ABS-MBS USGSE US Y 2 2032-07-05 Fixed 0.04020600 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 Chase Issuance Trust 161571HD9 4000000.00000000 PA USD 4026277.20000000 0.172097822684 Long ABS-O CORP US N 2 2023-06-15 Variable 0.02577500 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc 713448DJ4 1350000.00000000 PA USD 1349889.73000000 0.057699227315 Long DBT CORP US N 2 2019-10-04 Fixed 0.01350000 N N N N N N Core Industrial Trust 5493003EXJTL54V5K302 Core Industrial Trust 21870PAL1 5450000.00000000 PA USD 5556100.60000000 0.237488073567 Long ABS-MBS USGSE US Y 2 2034-02-10 Variable 0.03977000 N N N N N N TURKIYE IS BANKASI A.S 789000FIRX9MDN0KTM91 Turkiye Is Bankasi 900151AH4 1000000.00000000 PA USD 989100.00000000 0.042277753856 Long DBT CORP TR Y 2 2021-10-06 Fixed 0.05375000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 Japan Finance Organization for Municipalities 471068AL0 3000000.00000000 PA USD 2995977.81000000 0.128059056120 Long DBT NUSS JP Y 2 2020-09-08 Fixed 0.02000000 N N N N N N WR GRACE & CO-CONN 549300GJVOEHHLSO6K25 WR Grace & Co-Conn 92940JAB4 182368.41000000 PA USD 182652.90000000 0.007807253409 Long LON CORP US N 2 2025-04-03 Variable 0.03854380 N N N N N N AVID AUTOMOBILE RECEIVABLES TR 549300MXT4YCVL1BDV18 Avid Automobile Receivables Trust 05367MAA5 1253701.54000000 PA USD 1254723.68000000 0.053631482054 Long ABS-O CORP US Y 2 2023-08-15 Fixed 0.02840000 N N N N N N Structured Adjustable Rate Mor N/A Structured Adjustable Rate Mortgage Loan Trust 86359BVG3 1646845.50000000 PA USD 1676780.87000000 0.071671750977 Long ABS-CBDO USGSE US N 2 2034-07-25 Variable 0.02388400 N N N N N N Ford Credit Auto Owner Trust/F N/A Ford Credit Auto Owner Trust 34530WAA5 2600000.00000000 PA USD 2606284.72000000 0.111402147276 Long ABS-O CORP US Y 2 2027-01-15 Fixed 0.02440000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69353RFH6 1945000.00000000 PA USD 1957012.48000000 0.083649875566 Long DBT CORP US N 2 2021-01-22 Fixed 0.02500000 N N N N N N CME Group Inc N/A US 10 Year Note (CBT) N/A -191 NC USD -24889687.50000000 -1.06387633371 N/A DIR US N 1 N/A N/A Short CME Group Inc US 10YR NOTE (CBT)Dec19 2019-12-19 -24992168.93000000 USD 102481.43000000 N N N CELGENE CORP 4SIHMF0MOSTTL8CD0X64 Celgene Corp 151020BC7 2000000.00000000 PA USD 2019208.96000000 0.086308380744 Long DBT CORP US N 2 2021-02-19 Fixed 0.02875000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 64829XAA0 1679726.00000000 PA USD 1762320.81000000 0.075328041068 Long ABS-CBDO USGSE US Y 2 2057-12-25 Variable 0.04750000 N N N N N N New Residential Mortgage Loan 549300RCJSGOC0A85G53 New Residential Mortgage Loan Trust 64829CAD0 1224727.83000000 PA USD 1262280.19000000 0.053954474947 Long ABS-CBDO CORP US Y 2 2052-05-28 Variable 0.03750000 N N N N N N TES LLC N/A TES LLC 88159DAA3 12173234.39000000 PA USD 12405107.72000000 0.530239703511 Long ABS-O CORP US Y 2 2047-10-20 Fixed 0.04330000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 46648UAF1 0.01000000 PA USD 0.01000000 0.000000000427 Long ABS-CBDO USGSE US Y 2 2048-11-25 Variable 0.03000000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 Japan Finance Organization for Municipalities 471068AF3 3200000.00000000 PA USD 3201962.94000000 0.136863614430 Long DBT NUSS JP Y 2 2021-02-12 Fixed 0.02125000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc 25746UCT4 3000000.00000000 PA USD 3006683.01000000 0.128516635547 Long DBT CORP US N 2 2020-07-01 Fixed 0.02579000 N N N N N N HANWHA ENERGY USA HOLDN 549300VVIE7XDIYNIT55 Hanwha Energy USA Holdings Corp 41135WAA9 2000000.00000000 PA USD 2002757.26000000 0.085605174877 Long DBT CORP CN Y 2 2022-07-30 Fixed 0.02375000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG. 25160PAC1 5000000.00000000 PA USD 5048846.30000000 0.215806168363 Long DBT CORP DE N 2 2021-02-04 Fixed 0.04250000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69353REU8 6050000.00000000 PA USD 6077044.47000000 0.259755121094 Long DBT CORP US N 2 2020-11-05 Fixed 0.02450000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities 30711XYS7 7040628.43000000 PA USD 7037827.67000000 0.300822511286 Long ABS-CBDO USGSE US N 2 2030-07-25 Variable 0.02618400 N N N N N N Verizon Owner Trust 549300AUOVO1I366IH69 Verizon Owner Trust 92347YAC8 9000000.00000000 PA USD 9188289.00000000 0.392741098675 Long ABS-O CORP US N 2 2023-09-20 Fixed 0.03020000 N N N N N N STATE GRID OVERSEAS INV 3003006V8BHG5158QO96 State Grid Overseas Investment Ltd 857006AE0 3000000.00000000 PA USD 3023136.51000000 0.129219918352 Long DBT CORP VG Y 2 2022-05-04 Fixed 0.02750000 N N N N N N FOX CORP N/A Fox Corp 35137LAA3 995000.00000000 PA USD 1027369.38000000 0.043913527213 Long DBT CORP US Y 2 2022-01-25 Fixed 0.03666000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 GS Mortgage Securities Corp II 36192RAA0 3000000.00000000 PA USD 3072166.80000000 0.131315652385 Long ABS-MBS CORP US Y 2 2034-11-05 Fixed 0.02954000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 Lamb Weston Holdings, Inc 513272AA2 1000000.00000000 PA USD 1052400.00000000 0.044983427518 Long DBT CORP US Y 2 2024-11-01 Fixed 0.04625000 N N N N N N 2019-09-30 TIAA-CREF Funds E. Scott Wickerham E. Scott Wickerham Funds Treasurer