NPORT-P false 0000012601 XXXXXXXX S000014089 C000038541 Principal Variable Contract Funds, Inc 811-01944 0000012601 ICS43THKTGQL3EQ10426 801 Grand Ave Des Moines 50309 515-248-0156 Short-Term Income Account S000014089 3NC57XZ3EWJG4SIFX606 2021-12-31 2021-06-30 N 148277807.47 631957.71 147645849.76 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 33287.94000000 USD N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BR3 300000.00000000 PA USD 310086.04000000 0.210020153295 Long DBT CORP US N 2 2023-04-24 Fixed 2.50000000 N N N N N N Americredit Automobile Receivables Trust 2018-2 N/A 03066LAD0 14061.73000000 PA USD 14087.75000000 0.009541582118 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.15000000 N N N N N N Sequoia Mortgage Trust N/A 81748WAD8 697447.06000000 PA USD 713148.69000000 0.483013028242 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2A6 500000.00000000 PA USD 492160.91000000 0.333338804172 Long DBT CORP US N 2 2026-01-14 Fixed 0.80000000 N N N N N N Navient Private Education Refi Loan Trust 2021-A N/A 63942BAA2 211567.63000000 PA USD 211180.69000000 0.143031917485 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AC5 250000.00000000 PA USD 272107.44000000 0.184297384885 Long DBT CORP US N 2 2024-06-01 Fixed 4.38000000 N N N N N N MVW Owner Trust 2016-1 N/A 553894AA4 80203.53000000 PA USD 80958.72000000 0.054833048224 Long ABS-O CORP US N 2 2033-12-20 Fixed 2.25000000 N N N N N N Ford Credit Auto Owner Trust 2021-REV1 N/A 345340AA1 250000.00000000 PA USD 251736.55000000 0.170500254771 Long ABS-O CORP US N 2 2033-10-17 Fixed 1.37000000 N N N N N N Crown Castle Towers LLC N/A 22822RBD1 100000.00000000 PA USD 106793.60000000 0.072330919002 Long DBT CORP US N 2 2045-05-15 Fixed 3.66000000 N N N N N N Laurel Road Prime Student Loan Trust 2020-A N/A 51889CAA0 5353.16000000 PA USD 5353.80000000 0.003626109375 Long ABS-O CORP US N 2 2050-11-25 Fixed 0.72000000 N N N N N N CHL Mortgage Pass-Through Trust 2003-46 N/A 12669EG67 11595.17000000 PA USD 11707.16000000 0.007929217122 Long ABS-MBS CORP US N 2 2034-01-19 Variable 2.59000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AX2 250000.00000000 PA USD 250326.18000000 0.169545016271 Long DBT CORP US N 2 2024-02-15 Floating 0.78000000 N N N N N N Navient Private Education Refi Loan Trust 2020-D N/A 63941HAA0 265211.39000000 PA USD 267872.42000000 0.181429021158 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BS0 400000.00000000 PA USD 404806.46000000 0.274173951152 Long DBT CORP US N 2 2026-03-15 Fixed 1.65000000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp N/A 2254W0HF5 720.95000000 PA USD 611.55000000 0.000414200602 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.00000000 N N N N N N AmeriCredit Automobile Receivables Trust 2021-1 N/A 03063FAB0 500000.00000000 PA USD 500226.00000000 0.338801260457 Long ABS-O CORP US N 2 2024-06-18 Fixed 0.28000000 N N N N N N Santander Drive Auto Receivables Trust 2020-2 N/A 80285RAB4 20107.32000000 PA USD 20111.10000000 0.013621175287 Long ABS-O CORP US N 2 2023-05-15 Fixed 0.62000000 N N N N N N CCG Receivables Trust 2021-1 N/A 12510KAC7 600000.00000000 PA USD 599195.28000000 0.405832795824 Long ABS-O CORP US N 2 2027-06-14 Fixed 0.30000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AS0 300000.00000000 PA USD 300237.18000000 0.203349556041 Long DBT CORP US N 2 2023-11-01 Floating 0.66000000 N N N N N N Ford Credit Auto Owner Trust 2017-REV1 N/A 34531FAA1 500000.00000000 PA USD 507500.15000000 0.343728015941 Long ABS-O CORP US N 2 2028-08-15 Fixed 2.62000000 N N N N N N JP Morgan Mortgage Trust 2021-1 N/A 46592EAF3 539954.36000000 PA USD 554648.14000000 0.375661179031 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJK6 400000.00000000 PA USD 396167.59000000 0.268322875748 Long DBT CORP US N 2 2026-10-24 Variable 1.20000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568BB5 100000.00000000 PA USD 101177.78000000 0.068527344428 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAE3 359000.00000000 PA USD 372978.05000000 0.252616684184 Long DBT CORP US N 2 2022-09-15 Fixed 3.63000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AR6 250000.00000000 PA USD 258693.07000000 0.175211880605 Long DBT CORP US N 2 2025-06-01 Fixed 2.00000000 N N N N N N TPGI Trust 2021-DGWD N/A 87267HAA5 275000.00000000 PA USD 275082.80000000 0.186312585451 Long ABS-MBS CORP US N 2 2026-06-15 Floating 0.80000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LH2 200000.00000000 PA USD 201255.80000000 0.136309825387 Long DBT CORP US N 2 2022-04-25 Floating 1.14000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAC0 65000.00000000 PA USD 71479.69000000 0.048412935491 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N CPS Auto Receivables Trust 2021-A N/A 12656NAC5 125000.00000000 PA USD 125144.09000000 0.084759639504 Long ABS-O CORP US N 2 2025-02-18 Fixed 0.61000000 N N N N N N CF Hippolyta LLC N/A 12530MAE5 500000.00000000 PA USD 503339.50000000 0.340910022745 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.53000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ER0 250000.00000000 PA USD 254549.38000000 0.172405374356 Long DBT CORP US N 2 2022-03-11 Fixed 2.80000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2E8 300000.00000000 PA USD 310011.37000000 0.209969579574 Long DBT CORP US N 2 2022-11-29 Fixed 2.55000000 N N N N N N Panasonic Corp 254900GE1G59KGWPHX32 69832AAA4 200000.00000000 PA USD 203954.48000000 0.138137631590 Long DBT CORP JP N 2 2022-07-19 Fixed 2.54000000 N N N N N N SBA Tower Trust N/A 78403DAP5 125000.00000000 PA USD 126548.46000000 0.085710814225 Long DBT CORP US N 2 2050-07-15 Fixed 1.88000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBG5 1300000.00000000 PA USD 1298730.47000000 0.879625449757 Long DBT UST US N 2 2023-01-31 Fixed 0.13000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2S2 400000.00000000 PA USD 408062.20000000 0.276379052078 Long DBT CORP US N 2 2022-06-09 Fixed 2.40000000 N N N N N N Commonbond Student Loan Trust 2021-A-GS N/A 20268WAA2 451261.38000000 PA USD 450172.40000000 0.304900138223 Long ABS-O CORP US N 2 2052-03-25 Fixed 1.20000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AP9 200000.00000000 PA USD 213280.43000000 0.144454063792 Long DBT CORP US N 2 2023-06-01 Fixed 4.33000000 N N N N N N BX Commercial Mortgage Trust 2021-VINO N/A 05608KAA8 200000.00000000 PA USD 199939.98000000 0.135418625261 Long ABS-MBS CORP US N 2 2038-05-15 Floating 0.73000000 N N N N N N MVW Owner Trust 2018-1 N/A 62848BAA9 170538.79000000 PA USD 176639.58000000 0.119637348619 Long ABS-O CORP US N 2 2036-01-21 Fixed 3.45000000 N N N N N N SLM Private Credit Student Loan Trust 2004-B 549300HIOV1ESFZYQ040 78443CBN3 160310.98000000 PA USD 160034.96000000 0.108391099553 Long ABS-O CORP US N 2 2024-03-15 Floating 0.45000000 N N N N N N CarMax Auto Owner Trust 2021-2 N/A 14314QAB0 200000.00000000 PA USD 200065.88000000 0.135503896875 Long ABS-O CORP US N 2 2024-06-17 Fixed 0.27000000 N N N N N N CPS Auto Receivables Trust 2021-B N/A 12656QAA2 272744.22000000 PA USD 272899.44000000 0.184833803621 Long ABS-O CORP US N 2 2025-03-17 Fixed 0.37000000 N N N N N N Verizon Owner Trust 2020-B 549300ESLK4DH2NBDS67 92290BAA9 500000.00000000 PA USD 501384.45000000 0.339585874452 Long ABS-O CORP US N 2 2025-02-20 Fixed 0.47000000 N N N N N N Navient Private Education Refi Loan Trust 2019-A 549300ZUZB9UCBWEBN39 63941BAB1 60298.37000000 PA USD 61810.35000000 0.041863926483 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.42000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GT2 250000.00000000 PA USD 263561.89000000 0.178509514780 Long DBT CORP US N 2 2023-05-15 Fixed 3.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXP4 300000.00000000 PA USD 300165.42000000 0.203300953252 Long DBT CORP US N 2 2023-01-27 Fixed 0.48000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDA4 200000.00000000 PA USD 200571.84000000 0.135846581753 Long DBT CORP US N 2 2021-08-15 Variable 2.72000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBF4 300000.00000000 PA USD 300452.21000000 0.203495195082 Long DBT CORP US N 2 2023-11-17 Fixed 0.62000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31405DLY1 7299.40000000 PA USD 7347.71000000 0.004976577405 Long ABS-MBS USGA US N 2 2034-07-01 Floating 2.41000000 N N N N N N Keycorp Student Loan Trust 2000-b 54930014YCW3N7EGPE85 493268AY2 144612.24000000 PA USD 144214.43000000 0.097675911808 Long ABS-O CORP US N 2 2029-07-25 Floating 0.49000000 N N N N N N Ford Credit Auto Owner Trust 2018-REV2 N/A 34528HAA2 400000.00000000 PA USD 424658.72000000 0.287619815044 Long ABS-O CORP US N 2 2030-01-15 Fixed 3.47000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AQ7 200000.00000000 PA USD 211065.91000000 0.142954177407 Long DBT CORP US N 2 2024-08-06 Fixed 2.63000000 N N N N N N Principal Government Money Market Fund - Institutional Class 549300WWK3YB7DNN4U34 742537228 3163773.66000000 NS USD 3163773.66000000 2.142812456389 Long STIV RF US N 1 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBR1 1400000.00000000 PA USD 1394421.87000000 0.944436888857 Long DBT UST US N 2 2024-03-15 Fixed 0.25000000 N N N N N N Cargill Inc QXZYQNMR4JZ5RIRN4T31 141781BL7 200000.00000000 PA USD 203707.35000000 0.137970251335 Long DBT CORP US N 2 2023-07-23 Fixed 1.38000000 N N N N N N PSMC 2020-2 Trust N/A 693652AD1 30452.04000000 PA USD 30527.19000000 0.020675955368 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.00000000 N N N N N N GS Mortgage-Backed Securities Corp Trust 2021-PJ3 N/A 36262AAF1 146421.12000000 PA USD 149937.13000000 0.101551875818 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BT0 28858.48000000 PA USD 28962.00000000 0.019615857842 Long DBT CORP US N 2 2022-02-01 Fixed 1.91000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 780097BK6 250000.00000000 PA USD 271170.94000000 0.183663096823 Long DBT CORP GB N 2 2025-03-22 Variable 4.27000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GGV5 300000.00000000 PA USD 299273.28000000 0.202696710057 Long DBT CORP US N 2 2024-01-07 Fixed 0.40000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAL3 502000.00000000 PA USD 572169.51000000 0.387528339557 Long DBT CORP US N 2 2026-03-11 Fixed 4.90000000 N N N N N N Volvo Financial Equipment LLC N/A 92888EAB9 547250.22000000 PA USD 547704.66000000 0.370958385142 Long ABS-O CORP US N 2 2023-04-17 Fixed 0.37000000 N N N N N N Westlake Automobile Receivables Trust 2019-3 N/A 96042HAC4 36199.97000000 PA USD 36270.49000000 0.024565871684 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.15000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KQC6 3529914.37000000 PA USD 50213.03000000 0.034009103595 Long ABS-MBS CORP US N 2 2055-01-16 Variable 0.55000000 N N N N N N GreatAmerica Leasing Receivables Funding LLC Series 2021-1 N/A 39154TBH0 250000.00000000 PA USD 250013.43000000 0.169333191827 Long ABS-O CORP US N 2 2023-06-15 Fixed 0.27000000 N N N N N N Toyota Auto Loan Extended Note Trust 2020-1 549300XP7ILZSI1BWP36 89237JAA4 200000.00000000 PA USD 203322.74000000 0.137709756373 Long ABS-O CORP US N 2 2033-05-25 Fixed 1.35000000 N N N N N N Wells Fargo Mortgage Backed Securities 2018-1 549300EZH20KSD9JD814 94989UAC5 5787.18000000 PA USD 5784.58000000 0.003917875110 Long ABS-MBS CORP US N 2 2047-07-25 Variable 3.50000000 N N N N N N SBA Tower Trust N/A 78403DAT7 500000.00000000 PA USD 499879.25000000 0.338566407936 Long DBT CORP US N 2 2026-11-15 Fixed 1.63000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2X1 250000.00000000 PA USD 254528.27000000 0.172391076629 Long DBT CORP US N 2 2022-02-01 Fixed 3.30000000 N N N N N N Verizon Owner Trust 2020-A 549300XY7L2MRX0BQH89 92348TAA2 300000.00000000 PA USD 305175.09000000 0.206693984623 Long ABS-O CORP US N 2 2024-07-22 Fixed 1.85000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833EB2 300000.00000000 PA USD 296498.59000000 0.200817422556 Long DBT CORP US N 2 2026-02-08 Fixed 0.70000000 N N N N N N MVW 2021-1W LLC N/A 55389TAA9 97991.99000000 PA USD 97923.81000000 0.066323442317 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.14000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796D63 500000.00000000 PA USD 499954.06000000 0.338617076479 Long DBT UST US N 2 2021-09-02 None 0.00000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCP1 500000.00000000 PA USD 540830.15000000 0.366302304385 Long DBT CORP GB N 2 2024-02-10 Fixed 3.81000000 N N N N N N CCG Receivables Trust 2020-1 N/A 12509DAB8 263785.24000000 PA USD 264422.60000000 0.179092470550 Long ABS-O CORP US N 2 2027-12-14 Fixed 0.54000000 N N N N N N Sequoia Mortgage Trust 2020-4 N/A 81748RAE7 267040.47000000 PA USD 274634.57000000 0.186009000893 Long ABS-MBS CORP US N 2 2050-11-25 Variable 2.50000000 N N N N N N Navient Private Education Refi Loan Trust 2020-H N/A 63935BAA1 223424.68000000 PA USD 224910.25000000 0.152330898813 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VGE8 300000.00000000 PA USD 305524.50000000 0.206930638752 Long DBT CORP US N 2 2026-03-20 Floating 0.84000000 N N N N N N Verizon Owner Trust 2019-B 549300P0XXSIS1ESEJ26 92349GAA9 500000.00000000 PA USD 505500.05000000 0.342373355445 Long ABS-O CORP US N 2 2023-12-20 Fixed 2.33000000 N N N N N N NTT Finance Corp 3538007PR116187GD960 62954WAB1 400000.00000000 PA USD 399421.96000000 0.270527048778 Long DBT CORP JP N 2 2024-03-01 Fixed 0.58000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31401G5B6 11736.07000000 PA USD 11850.77000000 0.008026483656 Long ABS-MBS USGA US N 2 2033-04-01 Floating 1.76000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAS0 250000.00000000 PA USD 251701.61000000 0.170476590035 Long DBT CORP US N 2 2025-07-15 Fixed 1.35000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DT4 900000.00000000 PA USD 910453.94000000 0.616647160404 Long DBT CORP US N 2 2025-05-11 Fixed 1.13000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2K8 200000.00000000 PA USD 207582.94000000 0.140595174424 Long DBT CORP US N 2 2026-02-11 Variable 2.16000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402CSN3 670.83000000 PA USD 675.93000000 0.000457804944 Long ABS-MBS USGA US N 2 2033-12-01 Floating 2.50000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869PAP9 200000.00000000 PA USD 198985.11000000 0.134771895263 Long DBT CORP US N 2 2026-04-15 Fixed 1.51000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAB9 250000.00000000 PA USD 251768.84000000 0.170522124671 Long DBT CORP US N 2 2027-05-04 Variable 1.59000000 N N N N N N CPS Auto Receivables Trust 2020-C N/A 12597TAA8 199959.47000000 PA USD 200109.48000000 0.135533426997 Long ABS-O CORP US N 2 2024-03-15 Fixed 0.63000000 N N N N N N Air Liquide Finance SA 549300YGXL5Z3R14K812 00913RAB2 250000.00000000 PA USD 250612.13000000 0.169738689172 Long DBT CORP FR N 2 2021-09-27 Fixed 1.75000000 N N N N N N Schlumberger Holdings Corp 529900IKZG65COT1D505 806851AJ0 200000.00000000 PA USD 215237.79000000 0.145779776641 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BG1 100000.00000000 PA USD 99972.26000000 0.067710850093 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AX1 500000.00000000 PA USD 501692.77000000 0.339794698473 Long DBT CORP US N 2 2026-05-10 Fixed 1.40000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AG8 450000.00000000 PA USD 459666.67000000 0.311330572953 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N Chevron USA Inc VA8TZDWPEZYU430RZ444 166756AE6 400000.00000000 PA USD 396634.10000000 0.268638841284 Long DBT CORP US N 2 2025-08-12 Fixed 0.69000000 N N N N N N Crown Castle Towers LLC N/A 22822RBB5 502000.00000000 PA USD 503030.30000000 0.340700602704 Long DBT CORP US N 2 2022-05-15 Fixed 3.22000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCS0 238000.00000000 PA USD 242774.48000000 0.164430277176 Long DBT CORP US N 2 2022-06-10 Fixed 2.30000000 N N N N N N SMB Private Education Loan Trust 2021-A N/A 78448YAA9 76870.56000000 PA USD 76985.74000000 0.052142163240 Long ABS-O CORP US N 2 2053-01-15 Floating 0.60000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BE6 250000.00000000 PA USD 255601.29000000 0.173117829194 Long DBT CORP US N 2 2022-11-01 Fixed 2.25000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31404XEH3 4685.46000000 PA USD 4883.11000000 0.003307312740 Long ABS-MBS USGA US N 2 2034-08-01 Floating 2.25000000 N N N N N N PFS Financing Corp N/A 69335PDZ5 250000.00000000 PA USD 249800.65000000 0.169189076703 Long ABS-O CORP US N 2 2026-04-15 Fixed 0.71000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2E3 250000.00000000 PA USD 262242.04000000 0.177615585149 Long DBT CORP FR N 2 2023-03-01 Fixed 3.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAA1 300000.00000000 PA USD 308114.50000000 0.208684836384 Long DBT CORP CH N 2 2023-05-23 Fixed 3.49000000 N N N N N N Guardian Life Global Funding 635400NHILJ5JEKILC36 40139LAG8 550000.00000000 PA USD 551772.06000000 0.373713220450 Long DBT CORP US N 2 2025-06-23 Fixed 1.10000000 N N N N N N Cold Storage Trust 2020-ICE5 N/A 193051AA7 589794.32000000 PA USD 592841.73000000 0.401529559390 Long ABS-MBS CORP US N 2 2037-11-15 Floating 0.97000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GF4 59142.84000000 PA USD 59173.32000000 0.040077875603 Long DBT CORP US N 2 2022-02-01 Fixed 1.85000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAD2 190000.00000000 PA USD 196284.38000000 0.132942700603 Long DBT CORP US N 2 2022-12-15 Fixed 2.77000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MT5 400000.00000000 PA USD 400997.90000000 0.271594427240 Long DBT CORP US N 2 2024-10-30 Variable 0.78000000 N N N N N N Drug Royalty III LP 1 5493003XX9XM10JNJW35 26224HAH0 138202.50000000 PA USD 141532.63000000 0.095859538368 Long ABS-O CORP US N 2 2031-10-15 Fixed 4.27000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BD1 269000.00000000 PA USD 293782.48000000 0.198977811078 Long DBT CORP US N 2 2025-01-15 Fixed 4.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CP3 400000.00000000 PA USD 433445.00000000 0.293570730707 Long DBT CORP US N 2 2024-01-16 Fixed 4.30000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAG2 250000.00000000 PA USD 250020.47000000 0.169337959994 Long DBT CORP US N 2 2023-04-05 Floating 0.64000000 N N N N N N Commonbond Student Loan Trust 2018-BGS 549300EJIXF1G1X7PN20 20268MAA4 124996.93000000 PA USD 129313.94000000 0.087583863826 Long ABS-O CORP US N 2 2045-09-25 Fixed 3.56000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AH2 750000.00000000 PA USD 805904.03000000 0.545835884523 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAM3 236000.00000000 PA USD 246620.00000000 0.167034833963 Long DBT CORP US N 2 2026-08-15 Fixed 5.38000000 N N N N N N OneMain Direct Auto Receivables Trust 2018-1 N/A 68268XAA9 136287.92000000 PA USD 136866.24000000 0.092699009299 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.43000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPF4 250000.00000000 PA USD 255997.98000000 0.173386505896 Long DBT CORP US N 2 2023-01-09 Fixed 1.95000000 N N N N N N FRESB 2021-SB83 Mortgage Trust N/A 30318NAA1 248996.09000000 PA USD 247323.43000000 0.167511264557 Long ABS-MBS CORP US N 2 2026-01-25 Variable 0.63000000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2021-1 N/A 36261LAB7 221563.55000000 PA USD 221655.41000000 0.150126407454 Long ABS-O CORP US N 2 2023-11-16 Fixed 0.23000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJD2 600000.00000000 PA USD 601312.10000000 0.407266510353 Long DBT CORP US N 2 2026-06-19 Variable 1.32000000 N N N N N N Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC N/A 85208NAE0 500000.00000000 PA USD 574850.00000000 0.389343825738 Long DBT CORP US N 2 2028-03-20 Fixed 5.15000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAF0 500000.00000000 PA USD 506449.60000000 0.343016482226 Long DBT CORP US N 2 2023-10-30 Floating 1.24000000 N N N N N N Washington Mutual Bank / Henderson NV N/A 93933VAS7 200000.00000000 PA USD 2.00000000 0.000001354592 Long DBT CORP US N 2 2013-01-15 None 0.00000000 Y N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330NAQ8 600000.00000000 PA USD 606625.58000000 0.410865311138 Long DBT CORP US N 2 2022-01-15 Fixed 2.63000000 N N N N N N Navient Private Education Refi Loan Trust 2021-B N/A 63942LAA0 414089.17000000 PA USD 413870.53000000 0.280313012978 Long ABS-O CORP US N 2 2069-07-15 Fixed 0.94000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAC0 750000.00000000 PA USD 749587.81000000 0.507693112416 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AN6 100000.00000000 PA USD 106028.76000000 0.071812895636 Long DBT CORP US N 2 2024-06-15 Fixed 2.88000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AC1 300000.00000000 PA USD 312006.19000000 0.211320663944 Long DBT CORP CA N 2 2023-05-15 Fixed 2.80000000 N N N N N N Westlake Automobile Receivables Trust 2021-2 N/A 96042RAB4 1000000.00000000 PA USD 1000102.00000000 0.677365467180 Long ABS-O CORP US N 2 2025-04-15 Fixed 0.32000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBC2 200000.00000000 PA USD 203278.82000000 0.137680009516 Long DBT CORP GB N 2 2025-09-29 Fixed 1.38000000 N N N N N N SMB Private Education Loan Trust 2021-A N/A 78448YAJ0 279107.18000000 PA USD 274907.68000000 0.186193977309 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.07000000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034WAA4 200000.00000000 PA USD 209448.00000000 0.141858372816 Long DBT CORP US N 2 2024-09-15 Fixed 2.45000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAN1 500000.00000000 PA USD 506858.49000000 0.343293421944 Long DBT CORP US N 2 2023-01-15 Floating 1.46000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAL4 300000.00000000 PA USD 300327.38000000 0.203410648174 Long DBT CORP US N 2 2024-03-15 Fixed 0.75000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FV3 400000.00000000 PA USD 411286.88000000 0.278563116178 Long DBT CORP US N 2 2026-01-13 Fixed 1.75000000 N N N N N N GS Mortage-Backed Securities Trust 2020-PJ1 N/A 36258FAF6 10405.41000000 PA USD 10411.76000000 0.007051847388 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKH1 200000.00000000 PA USD 211852.30000000 0.143486796509 Long DBT CORP US N 2 2023-06-09 Fixed 3.75000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCT4 600000.00000000 PA USD 644721.36000000 0.436667445138 Long DBT CORP US N 2 2024-01-11 Fixed 3.60000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBL5 150000.00000000 PA USD 153335.46000000 0.103853552435 Long DBT CORP US N 2 2023-04-15 Fixed 1.57000000 N N N N N N Americredit Automobile Receivables Trust 2019-2 N/A 03066KAE0 258096.48000000 PA USD 259925.30000000 0.176046465527 Long ABS-O CORP US N 2 2024-01-18 Fixed 2.28000000 N N N N N N SLM Private Credit Student Loan Trust 2004-A 54930054KUX5HFXZUQ43 78443CBH6 76866.37000000 PA USD 76163.57000000 0.051585310473 Long ABS-O CORP US N 2 2033-06-15 Floating 0.52000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBS1 400000.00000000 PA USD 407658.69000000 0.276105756215 Long DBT CORP US N 2 2022-02-01 Fixed 3.50000000 N N N N N N Westlake Automobile Receivables Trust 2021-1 N/A 96043FAD5 250000.00000000 PA USD 250265.58000000 0.169503972110 Long ABS-O CORP US N 2 2026-03-16 Fixed 0.64000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAP3 300000.00000000 PA USD 309106.58000000 0.209356768579 Long DBT CORP US N 2 2025-02-14 Fixed 1.75000000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RDC9 500000.00000000 PA USD 498317.10000000 0.337508369392 Long ABS-O CORP US N 2 2026-05-15 Fixed 0.34000000 N N N N N N Verizon Owner Trust 2018-A 549300DBBHVB9QKK8Q94 92348XAA3 163839.42000000 PA USD 164967.03000000 0.111731572724 Long ABS-O CORP US N 2 2023-04-20 Fixed 3.23000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFY3 250000.00000000 PA USD 252848.51000000 0.171253381257 Long DBT CORP US N 2 2023-02-15 Floating 1.04000000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616CHQ6 250000.00000000 PA USD 255427.77000000 0.173000304725 Long DBT CORP US N 2 2024-02-12 Variable 1.91000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796F53 600000.00000000 PA USD 599930.00000000 0.406330419023 Long DBT UST US N 2 2021-09-23 None 0.00000000 N N N N N N Southeast Supply Header LLC N/A 841504AB9 200000.00000000 PA USD 201000.00000000 0.136136572972 Long DBT CORP US N 2 2024-06-15 Fixed 4.25000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAE3 200000.00000000 PA USD 214192.27000000 0.145071649726 Long DBT CORP US N 2 2023-12-15 Fixed 3.88000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAK1 400000.00000000 PA USD 396673.29000000 0.268665384529 Long DBT CORP US N 2 2025-08-15 Fixed 0.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y61 1200000.00000000 PA USD 1261968.74000000 0.854726862997 Long DBT UST US N 2 2023-07-31 Fixed 2.75000000 N N N N N N FRESB 2021-SB82 Mortgage Trust N/A 30318CAA5 299492.64000000 PA USD 297474.93000000 0.201478694107 Long ABS-MBS CORP US N 2 2025-11-25 Variable 0.67000000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RDB1 800000.00000000 PA USD 813928.32000000 0.551270707116 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.74000000 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 902674YA2 250000.00000000 PA USD 252799.49000000 0.171220180188 Long DBT CORP CH N 2 2022-04-21 Fixed 1.75000000 N N N N N N Tucson Electric Power Co YLF139GXSRKPBBTNZL03 898813AP5 100000.00000000 PA USD 106924.13000000 0.072419326499 Long DBT CORP US N 2 2025-03-15 Fixed 3.05000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BT2 200000.00000000 PA USD 203813.45000000 0.138042112481 Long DBT CORP US N 2 2022-08-08 Fixed 2.15000000 N N N N N N Navient Private Education Refi Loan Trust 2020-G N/A 63941UAA1 310209.56000000 PA USD 311498.88000000 0.210977064716 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.17000000 N N N N N N Wells Fargo Mortgage Backed Securities 2021-1 Trust N/A 95003AAC8 95188.04000000 PA USD 97473.79000000 0.066018645399 Long ABS-MBS CORP US N 2 2050-12-25 Variable 2.50000000 N N N N N N Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP N/A 166754AQ4 200000.00000000 PA USD 209999.63000000 0.142231989819 Long DBT CORP US N 2 2023-05-01 Fixed 3.30000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468W2 250000.00000000 PA USD 249873.27000000 0.169238261966 Long DBT CORP US N 2 2024-01-25 Variable 0.53000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BB5 250000.00000000 PA USD 271965.86000000 0.184201493263 Long DBT CORP US N 2 2024-04-01 Fixed 4.95000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 9127964L0 700000.00000000 PA USD 699935.35000000 0.474063680853 Long DBT UST US N 2 2021-09-09 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAV4 300000.00000000 PA USD 312964.78000000 0.211969913484 Long DBT CORP FR N 2 2025-01-22 Fixed 2.63000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAD8 1000000.00000000 PA USD 1007063.95000000 0.682080770734 Long DBT CORP US N 2 2023-04-25 Floating 1.08000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAC3 327000.00000000 PA USD 291618.60000000 0.197512222980 Long DBT CORP CA N 2 2067-05-15 Variable 2.37000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFZ7 500000.00000000 PA USD 503349.02000000 0.340916470607 Long DBT CORP US N 2 2022-10-21 Fixed 2.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXN9 300000.00000000 PA USD 299051.28000000 0.202546350260 Long DBT CORP US N 2 2026-12-09 Floating 0.82000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHK9 600000.00000000 PA USD 653867.99000000 0.442862424553 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AL7 688000.00000000 PA USD 722917.08000000 0.489629123456 Long DBT CORP US N 2 2023-05-15 Fixed 3.10000000 N N N N N N PFS Financing Corp N/A 69335PDM4 750000.00000000 PA USD 766885.05000000 0.519408470503 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.23000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CM8 150000.00000000 PA USD 160018.23000000 0.108379768385 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225AD23 1.72000000 PA USD 1.72000000 0.000001164949 Long ABS-MBS USGA US N 2 2025-04-15 Fixed 10.00000000 N N N N N N Santander Drive Auto Receivables Trust 2020-4 N/A 80286WAB2 277964.99000000 PA USD 278062.89000000 0.188330989629 Long ABS-O CORP US N 2 2023-09-15 Fixed 0.42000000 N N N N N N Freddie Mac Non Gold Pool S6XOOCT0IEG5ABCC6L87 3128Q2G80 6483.59000000 PA USD 6888.32000000 0.004665434220 Long ABS-MBS USGA US N 2 2035-09-01 Floating 2.42000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBG4 150000.00000000 PA USD 159425.84000000 0.107978544780 Long DBT CORP US N 2 2024-04-01 Fixed 3.15000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAZ3 500000.00000000 PA USD 499896.90000000 0.338578362217 Long DBT CORP US N 2 2023-10-15 Fixed 0.50000000 N N N N N N Credit Suisse AG/New York NY 549300D0YARF5HYP1809 22550L2A8 250000.00000000 PA USD 251710.52000000 0.170482624746 Long DBT CORP CH N 2 2021-11-12 Fixed 2.10000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468K8 368000.00000000 PA USD 369045.12000000 0.249952924921 Long DBT CORP US N 2 2023-01-20 Floating 0.72000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVK2 300000.00000000 PA USD 297101.28000000 0.201225622313 Long DBT CORP US N 2 2026-01-15 Fixed 0.70000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92556HAA5 450000.00000000 PA USD 509216.50000000 0.344890493588 Long DBT CORP US N 2 2025-05-15 Fixed 4.75000000 N N N N N N Carmax Auto Owner Trust 2021-1 N/A 14316NAB5 350000.00000000 PA USD 350116.62000000 0.237132720336 Long ABS-O CORP US N 2 2024-02-15 Fixed 0.22000000 N N N N N N Verizon Owner Trust 2020-C N/A 92348CAA9 500000.00000000 PA USD 500814.35000000 0.339199747784 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.41000000 N N N N N N PFS Financing Corp N/A 69335PDX0 350000.00000000 PA USD 352385.36000000 0.238669329732 Long ABS-O CORP US N 2 2026-02-15 Fixed 0.97000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 662000.00000000 PA USD 766304.53000000 0.519015286407 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJG5 500000.00000000 PA USD 499615.00000000 0.338387432367 Long DBT CORP US N 2 2025-09-25 Variable 0.98000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378N2L6 1669840.65000000 PA USD 29932.56000000 0.020273214620 Long ABS-MBS CORP US N 2 2055-09-16 Variable 0.37000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AG3 500000.00000000 PA USD 532528.79000000 0.360679823283 Long DBT CORP CH N 2 2024-06-12 Variable 4.21000000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd N/A 830867AA5 210000.00000000 PA USD 225670.35000000 0.152845711794 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N Wells Fargo Mortgage Backed Securities 2020-1 Trust N/A 95002KAC7 86491.79000000 PA USD 86705.85000000 0.058725558585 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.00000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M3B8 500000.00000000 PA USD 500459.30000000 0.338959273703 Long DBT CORP US N 2 2024-01-03 Floating 0.36000000 N N N N N N GS Mortgage-Backed Securities Corp Trust 2020-PJ3 N/A 36258WAF9 37088.04000000 PA USD 37450.05000000 0.025364783406 Long ABS-MBS CORP US N 2 2050-10-25 Variable 3.00000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BM7 400000.00000000 PA USD 401667.56000000 0.272047985536 Long DBT CORP US N 2 2021-11-01 Fixed 1.85000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011BP8 300000.00000000 PA USD 295146.56000000 0.199901697528 Long DBT CORP US N 2 2026-10-15 Fixed 0.88000000 N N N N N N Laurel Road Prime Student Loan Trust 2019-A N/A 51889RAA7 25690.31000000 PA USD 26097.84000000 0.017675972634 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.34000000 N N N N N N Santander Drive Auto Receivables Trust 2021-1 N/A 80286NAB2 252180.14000000 PA USD 252273.22000000 0.170863739421 Long ABS-O CORP US N 2 2023-11-15 Fixed 0.29000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CU2 800000.00000000 PA USD 816573.27000000 0.553062122184 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913R2K2 250000.00000000 PA USD 249569.35000000 0.169032418050 Long DBT CORP US N 2 2026-03-02 Fixed 0.90000000 N N N N N N Drug Royalty III LP 1 5493003XX9XM10JNJW35 26224HAC1 11739.36000000 PA USD 11739.28000000 0.007950971882 Long ABS-O CORP US N 2 2027-04-15 Floating 2.74000000 N N N N N N Chevron USA Inc VA8TZDWPEZYU430RZ444 166756AJ5 300000.00000000 PA USD 300333.54000000 0.203414820320 Long DBT CORP US N 2 2023-08-11 Fixed 0.43000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906YAB4 200000.00000000 PA USD 199083.41000000 0.134838473498 Long DBT CORP GB N 2 2024-08-12 Fixed 0.80000000 N N N N N N American Tower Trust #1 5493004YGM0MQZJOEJ36 03027WAJ1 1225000.00000000 PA USD 1230959.01000000 0.833724085032 Long DBT CORP US N 2 2048-03-15 Fixed 3.07000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869PAN4 300000.00000000 PA USD 297779.75000000 0.201685147590 Long DBT CORP US N 2 2024-04-15 Fixed 0.82000000 N N N N N N BX Trust N/A 05608WAA2 300000.00000000 PA USD 300269.97000000 0.203371764589 Long ABS-MBS CORP US N 2 2038-06-15 Floating 0.77000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AM8 300000.00000000 PA USD 298481.28000000 0.202160291322 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130HCD5 250000.00000000 PA USD 247547.19000000 0.167662816396 Long DBT CORP US N 2 2026-01-15 Fixed 1.38000000 N N N N N N Guardian Life Global Funding 635400NHILJ5JEKILC36 40139LBC6 500000.00000000 PA USD 494757.96000000 0.335097776743 Long DBT CORP US N 2 2025-12-10 Fixed 0.88000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAG7 500000.00000000 PA USD 534205.64000000 0.361815547723 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAC0 150000.00000000 PA USD 147749.64000000 0.100070296754 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RML3 600000.00000000 PA USD 606340.04000000 0.410671915929 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402DLW8 12757.01000000 PA USD 12871.82000000 0.008718037127 Long ABS-MBS USGA US N 2 2037-02-01 Floating 2.29000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828U65 600000.00000000 PA USD 604218.75000000 0.409235173885 Long DBT UST US N 2 2021-11-30 Fixed 1.75000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAG3 600000.00000000 PA USD 617795.58000000 0.418430711736 Long DBT CORP US N 2 2022-11-01 Fixed 2.70000000 N N N N N N SMB Private Education Loan Trust 2020-A N/A 78449UAA6 78316.73000000 PA USD 78311.48000000 0.053040082147 Long ABS-O CORP US N 2 2027-03-15 Floating 0.40000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AN6 309000.00000000 PA USD 336813.64000000 0.228122660100 Long DBT CORP US N 2 2024-07-02 Fixed 4.25000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AK7 400000.00000000 PA USD 413500.00000000 0.280062054349 Long DBT CORP US N 2 2023-07-01 Fixed 4.15000000 N N N N N N FRESB 2020-SB79 Mortgage Trust N/A 30316VAC1 478713.22000000 PA USD 477663.50000000 0.323519760817 Long ABS-MBS CORP US N 2 2040-07-25 Variable 0.80000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137F9ZD6 297282.03000000 PA USD 295387.01000000 0.200064553443 Long ABS-MBS CORP US N 2 2025-12-25 Fixed 0.44000000 N N N N N N Commonbond Student Loan Trust 2018-C-GS 549300O1CSZVJJTIR319 20267XAA1 153853.96000000 PA USD 158740.36000000 0.107514271656 Long ABS-O CORP US N 2 2046-02-25 Fixed 3.87000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378NYX5 1749669.03000000 PA USD 22678.34000000 0.015359957653 Long ABS-MBS CORP US N 2 2054-01-16 Variable 0.36000000 N N N N N N World Omni Select Auto Trust 2019-A N/A 98163BAB8 16958.85000000 PA USD 16969.88000000 0.011493638343 Long ABS-O CORP US N 2 2023-08-15 Fixed 2.06000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513ECG4 250000.00000000 PA USD 265946.45000000 0.180124568643 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBT6 200000.00000000 PA USD 200034.90000000 0.135482914233 Long DBT CORP US N 2 2023-02-22 Floating 0.42000000 N N N N N N NXP BV / NXP Funding LLC N/A 62947QAV0 200000.00000000 PA USD 214948.47000000 0.145583821251 Long DBT CORP XX N 2 2023-06-01 Fixed 4.63000000 N N N N N N SLM Private Credit Student Loan Trust 2006-A 549300I2YWZ9E1B0EY33 78443CCL6 529983.75000000 PA USD 514740.57000000 0.348631926218 Long ABS-O CORP US N 2 2039-06-15 Floating 0.41000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEH8 350000.00000000 PA USD 353445.45000000 0.239387324855 Long DBT CORP US N 2 2023-06-08 Fixed 0.90000000 N N N N N N CPS Auto Receivables Trust 2020-A N/A 12597JAA0 14591.74000000 PA USD 14601.90000000 0.009889814054 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.09000000 N N N N N N Navient Private Education Refi Loan Trust 2019-G N/A 63941JAA6 175801.66000000 PA USD 179388.79000000 0.121499378608 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.40000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MBP0 525000.00000000 PA USD 524325.05000000 0.355123459854 Long DBT CORP US N 2 2023-03-01 Fixed 0.38000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516CC8 250000.00000000 PA USD 250078.79000000 0.169377459919 Long DBT CORP US N 2 2022-08-19 Fixed 0.48000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081GD3 200000.00000000 PA USD 199886.20000000 0.135382200261 Long DBT CORP US N 2 2023-05-10 Floating 0.27000000 N N N N N N Ford Credit Auto Owner Trust 2020-REV1 N/A 34531NAA4 250000.00000000 PA USD 259477.10000000 0.175742901288 Long ABS-O CORP US N 2 2031-08-15 Fixed 2.04000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DT2 300000.00000000 PA USD 300359.25000000 0.203432233610 Long DBT CORP US N 2 2023-11-13 Fixed 0.54000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CP3 400000.00000000 PA USD 406832.57000000 0.275546228127 Long DBT CORP US N 2 2022-05-11 Fixed 2.65000000 N N N N N N Wells Fargo Mortgage Backed Securities 2020-5 Trust N/A 95003BAC6 159686.44000000 PA USD 161682.60000000 0.109507040165 Long ABS-MBS CORP US N 2 2050-09-25 Variable 2.50000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBG3 300000.00000000 PA USD 324434.08000000 0.219738028889 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AB4 250000.00000000 PA USD 251800.43000000 0.170543520464 Long DBT CORP CH N 2 2024-07-30 Variable 1.01000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAP2 198000.00000000 PA USD 211888.37000000 0.143511226590 Long DBT CORP US N 2 2024-04-15 Fixed 3.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CX6 200000.00000000 PA USD 214218.65000000 0.145089516805 Long DBT CORP US N 2 2024-01-25 Fixed 3.65000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAL7 575000.00000000 PA USD 620726.43000000 0.420415765840 Long DBT CORP US N 2 2023-09-15 Fixed 5.00000000 N N N N N N Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC N/A 85208NAD2 1078125.00000000 PA USD 1156677.19000000 0.783413277027 Long DBT CORP US N 2 2025-03-20 Fixed 4.74000000 N N N N N N Toyota Auto Loan Extended Note Trust 2021-1 54930055QDKD6LCRW256 89237MAA7 500000.00000000 PA USD 500274.25000000 0.338833940007 Long ABS-O CORP US N 2 2034-02-27 Fixed 1.07000000 N N N N N N Sequoia Mortgage Trust 2021-3 N/A 81748VAD0 491686.98000000 PA USD 502903.84000000 0.340614951803 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AV6 150000.00000000 PA USD 165066.59000000 0.111799004352 Long DBT CORP US N 2 2025-04-09 Fixed 3.85000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175AY0 292000.00000000 PA USD 330810.00000000 0.224056416443 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796F61 1000000.00000000 PA USD 999867.29000000 0.677206498946 Long DBT UST US N 2 2021-09-30 None 0.00000000 N N N N N N Ford Credit Auto Owner Trust 2019-REV1 N/A 34532PAA8 300000.00000000 PA USD 322265.10000000 0.218268986580 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.52000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEC6 1400000.00000000 PA USD 1422757.00000000 0.963628169916 Long DBT CORP US N 2 2023-10-24 Floating 1.58000000 N N N N N N CPS Auto Receivables Trust 2021-A N/A 12656NAA9 170707.92000000 PA USD 170726.87000000 0.115632691523 Long ABS-O CORP US N 2 2024-01-16 Fixed 0.35000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAS9 500000.00000000 PA USD 501809.77000000 0.339873942149 Long DBT CORP US N 2 2021-09-01 Fixed 2.40000000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AP1 300000.00000000 PA USD 328564.85000000 0.222535784469 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N Alaska Airlines 2020-1 Class A Pass Through Trust N/A 01166VAA7 264221.61000000 PA USD 292339.25000000 0.198000316619 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DE7 250000.00000000 PA USD 263815.95000000 0.178681588699 Long DBT CORP US N 2 2024-08-15 Fixed 2.63000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402RD55 2099.25000000 PA USD 2119.72000000 0.001435678688 Long ABS-MBS USGA US N 2 2035-02-01 Floating 2.31000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LZ2 250000.00000000 PA USD 266275.65000000 0.180347534612 Long DBT CORP US N 2 2024-06-01 Variable 4.04000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796G52 500000.00000000 PA USD 499930.73000000 0.338601275154 Long DBT UST US N 2 2021-10-14 None 0.00000000 N N N N N N MMAF Equipment Finance LLC 2020-A N/A 60700MAB4 435702.09000000 PA USD 437321.03000000 0.296195951806 Long ABS-O CORP US N 2 2024-04-09 Fixed 0.74000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAR2 462000.00000000 PA USD 486832.50000000 0.329729891352 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BF0 200000.00000000 PA USD 214447.81000000 0.145244726044 Long DBT CORP US N 2 2024-07-01 Fixed 3.45000000 N N N N N N Banc of America Funding 2004-1 Trust N/A 05946XGD9 177.27000000 PA USD 192.55000000 0.000130413418 Long ABS-MBS CORP US N 2 2019-02-25 Fixed 5.25000000 N Y N N N N MUFG Union Bank NA OX3PU53ZLPQKJ4700D47 90520EAK7 250000.00000000 PA USD 255761.42000000 0.173226284664 Long DBT CORP US N 2 2022-12-09 Fixed 2.10000000 N N N N N N AmeriCredit Automobile Receivables Trust 2020-1 N/A 03067DAB1 14448.44000000 PA USD 14458.49000000 0.009792682979 Long ABS-O CORP US N 2 2023-03-20 Fixed 1.10000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796F46 1000000.00000000 PA USD 999903.75000000 0.677231193172 Long DBT UST US N 2 2021-09-16 None 0.00000000 N N N N N N Navient Private Education Refi Loan Trust 2020-F N/A 63941XAA5 273288.13000000 PA USD 274873.12000000 0.186170569946 Long ABS-O CORP US N 2 2069-07-15 Fixed 1.22000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796G78 600000.00000000 PA USD 599890.91000000 0.406303943507 Long DBT UST US N 2 2021-10-28 None 0.00000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 14042RFJ5 600000.00000000 PA USD 603355.55000000 0.408650531647 Long DBT CORP US N 2 2023-01-30 Floating 1.34000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAL1 250000.00000000 PA USD 261977.42000000 0.177436358980 Long DBT CORP US N 2 2024-10-24 Fixed 2.10000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WDL4 200000.00000000 PA USD 207317.62000000 0.140415474147 Long DBT CORP US N 2 2025-01-22 Fixed 2.00000000 N N N N N N CCG Receivables Trust N/A 12510GAB8 146937.97000000 PA USD 148550.03000000 0.100612398006 Long ABS-O CORP US N 2 2026-09-14 Fixed 2.80000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CP3 300000.00000000 PA USD 300878.43000000 0.203783872346 Long DBT CORP US N 2 2026-03-15 Fixed 1.25000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796J59 500000.00000000 PA USD 499884.47000000 0.338569943423 Long DBT UST US N 2 2021-12-09 None 0.00000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AP1 400000.00000000 PA USD 395746.41000000 0.268037612058 Long DBT CORP US N 2 2025-08-15 Fixed 0.80000000 N N N N N N Sequoia Mortgage Trust 2017-2 N/A 81746KAD6 17153.38000000 PA USD 17173.22000000 0.011631359789 Long ABS-MBS CORP US N 2 2047-02-25 Variable 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137F72U8 240786.29000000 PA USD 238971.44000000 0.161854491940 Long ABS-MBS CORP US N 2 2025-06-25 Fixed 0.52000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAB2 292000.00000000 PA USD 315412.52000000 0.213627758933 Long DBT CORP US N 2 2023-12-15 Fixed 4.38000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BY5 139000.00000000 PA USD 152551.11000000 0.103322315017 Long DBT CORP US N 2 2026-02-23 Fixed 3.25000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZM2 300000.00000000 PA USD 295893.44000000 0.200407556650 Long DBT CORP CA N 2 2026-01-20 Fixed 0.88000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVE6 150000.00000000 PA USD 152256.78000000 0.103122966373 Long DBT CORP US N 2 2023-04-06 Fixed 1.20000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAZ3 200000.00000000 PA USD 208968.32000000 0.141533487287 Long DBT CORP US N 2 2025-03-15 Fixed 2.40000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371L5V7 3734.98000000 PA USD 3865.03000000 0.002617770838 Long ABS-MBS USGA US N 2 2035-01-01 Floating 2.13000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526CJ6 175000.00000000 PA USD 174203.17000000 0.117987176939 Long DBT CORP DE N 2 2024-05-28 Fixed 0.90000000 N N N N N N JP Morgan Mortgage Trust 2004-A3 N/A 466247CV3 10547.66000000 PA USD 10241.17000000 0.006936307398 Long ABS-MBS CORP US N 2 2034-07-25 Variable 2.11000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796B40 1000000.00000000 PA USD 1000000.00000000 0.677296382949 Long DBT UST US N 2 2021-07-01 None 0.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBQ8 300000.00000000 PA USD 305914.94000000 0.207195082352 Long DBT CORP US N 2 2024-06-01 Variable 1.51000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AF9 200000.00000000 PA USD 204641.09000000 0.138602670059 Long DBT CORP US N 2 2022-07-15 Fixed 3.60000000 N N N N N N PSMC 2020-1 Trust N/A 693684AC6 31165.09000000 PA USD 31182.41000000 0.021119733504 Long ABS-MBS CORP US N 2 2050-01-25 Variable 3.50000000 N N N N N N N/A N/A N/A 42.00000000 NC USD 18189.88000000 0.012319939930 N/A DIR N/A N 1 CBT N/A Short N/A US 5 Year Note; September 2021 2021-10-01 5184046.90000000 USD 18189.88000000 N N N Santander Drive Auto Receivables Trust 2021-2 N/A 80286XAB0 1000000.00000000 PA USD 1000048.60000000 0.677329299554 Long ABS-O CORP US N 2 2024-04-15 Fixed 0.28000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YE4 500000.00000000 PA USD 511796.88000000 0.346638175629 Long DBT UST US N 2 2024-08-31 Fixed 1.25000000 N N N N N N Chase Home Lending Mortgage Trust 2019-1 N/A 16159WAF1 15204.49000000 PA USD 15226.28000000 0.010312704369 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N Wells Fargo Mortgage Backed Securities 2020-3 Trust N/A 95002TAC8 56732.64000000 PA USD 57109.59000000 0.038680118738 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 200000.00000000 PA USD 209906.65000000 0.142169014802 Long DBT CORP GB N 2 2025-11-07 Variable 2.63000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368EDC3 300000.00000000 PA USD 295051.66000000 0.199837422101 Long DBT CORP CA N 2 2027-01-22 Variable 0.95000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568BA7 250000.00000000 PA USD 271939.64000000 0.184183734552 Long DBT CORP US N 2 2024-03-15 Fixed 4.35000000 N N N N N N Crown Castle Towers LLC N/A 22822RBH2 290000.00000000 PA USD 327323.90000000 0.221695293523 Long DBT CORP US N 2 2048-07-15 Fixed 4.24000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CP2 250000.00000000 PA USD 250563.67000000 0.169705867389 Long DBT CORP US N 2 2021-08-15 Fixed 3.10000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AV0 500000.00000000 PA USD 486814.15000000 0.329717462963 Long DBT CORP GB N 2 2026-04-08 Fixed 0.70000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KX8 500000.00000000 PA USD 507058.22000000 0.343428698350 Long DBT CORP US N 2 2023-09-01 Floating 1.56000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAJ0 400000.00000000 PA USD 410229.66000000 0.277847064896 Long DBT CORP US N 2 2025-09-30 Fixed 1.75000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DN5 300000.00000000 PA USD 297392.30000000 0.201422729107 Long DBT CORP US N 2 2025-11-13 Fixed 0.75000000 N N N N N N World Omni Select Auto Trust 2020-A N/A 98163DAB4 142766.18000000 PA USD 142878.59000000 0.096771152207 Long ABS-O CORP US N 2 2024-06-17 Fixed 0.47000000 N N N N N N CCG Receivables Trust 2019-2 N/A 12510FAB0 196586.53000000 PA USD 198825.91000000 0.134664069679 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.11000000 N N N N N N Wells Fargo Mortgage Backed Securities 2020-2 Trust N/A 95002QAC4 146597.91000000 PA USD 148140.62000000 0.100335106093 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AS1 300000.00000000 PA USD 307143.80000000 0.208027384785 Long DBT CORP NL N 2 2022-08-21 Fixed 2.38000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AD9 100000.00000000 PA USD 106847.03000000 0.072367106947 Long DBT CORP CA N 2 2025-05-15 Fixed 3.10000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CD9 200000.00000000 PA USD 203946.24000000 0.138132050668 Long DBT CORP US N 2 2022-05-20 Fixed 2.75000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114TZA3 300000.00000000 PA USD 300089.80000000 0.203249736100 Long DBT CORP CA N 2 2023-06-02 Fixed 0.30000000 N N N N N N JP Morgan Mortgage Trust 2004-S1 N/A 466247ER0 18904.84000000 PA USD 19616.90000000 0.013286455414 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 5.00000000 N N N N N N Commonbond Student Loan Trust 2019-A-GS N/A 20268CAA6 247946.05000000 PA USD 254141.30000000 0.172128983248 Long ABS-O CORP US N 2 2047-01-25 Fixed 2.54000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137F64N4 298095.61000000 PA USD 295201.01000000 0.199938576316 Long ABS-MBS CORP US N 2 2026-11-25 Fixed 0.52000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VGF5 400000.00000000 PA USD 401719.09000000 0.272082886618 Long DBT CORP US N 2 2024-03-22 Fixed 0.75000000 N N N N N N Verizon Owner Trust 2019-C 549300WANFF5OIMC3D47 92348AAA3 500000.00000000 PA USD 507076.45000000 0.343441045464 Long ABS-O CORP US N 2 2024-04-22 Fixed 1.94000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AP0 150000.00000000 PA USD 162847.79000000 0.110296219138 Long DBT CORP US N 2 2024-04-29 Fixed 3.90000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAF0 400000.00000000 PA USD 407084.14000000 0.275716615578 Long DBT CORP US N 2 2023-06-01 Fixed 1.35000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAW7 250000.00000000 PA USD 250144.97000000 0.169422283394 Long DBT CORP US N 2 2022-08-02 Floating 0.77000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BW2 1500000.00000000 PA USD 1500740.24000000 1.016445936299 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBC4 200000.00000000 PA USD 225313.06000000 0.152603720569 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFH7 750000.00000000 PA USD 822176.36000000 0.556857074774 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31365DJQ9 53.63680000 PA USD 53.87000000 0.000036485956 Long ABS-MBS USGA US N 2 2022-11-01 Floating 2.18000000 N N N N N N American Airlines 2013-2 Class A Pass Through Trust N/A 02377UAB0 215291.41000000 PA USD 218448.16000000 0.147954148630 Long DBT CORP US N 2 2024-07-15 Fixed 4.95000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAB6 250000.00000000 PA USD 270828.05000000 0.183430858666 Long DBT CORP US N 2 2023-11-15 Fixed 4.21000000 N N N N N N NTT Finance Corp 3538007PR116187GD960 62954WAA3 200000.00000000 PA USD 200033.61000000 0.135482040521 Long DBT CORP JP N 2 2023-03-03 Fixed 0.37000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAT4 700000.00000000 PA USD 715139.94000000 0.484361694664 Long DBT CORP US N 2 2022-08-01 Fixed 2.45000000 N N N N N N KeyCorp Student Loan Trust 2003-A 549300GMHSCX6O2XDS12 493268BS4 363031.68000000 PA USD 363031.43000000 0.245879874436 Long ABS-O CORP US N 2 2037-01-25 Floating 0.71000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBL2 200000.00000000 PA USD 198092.10000000 0.134167062820 Long DBT CORP US N 2 2025-11-15 Fixed 0.75000000 N N N N N N CPS Auto Receivables Trust 2020-B N/A 12656CAA3 35707.28000000 PA USD 35747.02000000 0.024211327347 Long ABS-O CORP US N 2 2023-07-17 Fixed 1.15000000 N N N N N N Wells Fargo Mortgage Backed Securities 2020-4 Trust N/A 95002VAA7 420980.50000000 PA USD 429154.05000000 0.290664485793 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CF81 105.67010000 PA USD 115.18000000 0.000078010997 Long ABS-MBS USGA US N 2 2025-04-20 Fixed 9.00000000 N N N N N N Florida Gas Transmission Co LLC 549300Q0UQF87NXNOC32 340711AV2 250000.00000000 PA USD 256105.00000000 0.173458990155 Long DBT CORP US N 2 2022-07-15 Fixed 3.88000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCH6 300000.00000000 PA USD 304553.37000000 0.206272895916 Long DBT CORP US N 2 2026-03-10 Fixed 1.50000000 N N N N N N JP Morgan Mortgage Trust 2020-5 N/A 46653JAF8 30236.24000000 PA USD 30413.35000000 0.020598851948 Long ABS-MBS CORP US N 2 2050-12-25 Variable 3.00000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676AJ4 500000.00000000 PA USD 489771.94000000 0.331720763432 Long DBT CORP US N 2 2026-07-16 Fixed 0.88000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZA1 600000.00000000 PA USD 604125.00000000 0.409171677349 Long DBT UST US N 2 2022-02-28 Fixed 1.13000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXK5 500000.00000000 PA USD 500294.15000000 0.338847418205 Long DBT CORP US N 2 2023-11-17 Floating 0.56000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 300000.00000000 PA USD 319436.76000000 0.216353362129 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBH4 200000.00000000 PA USD 214517.54000000 0.145291953921 Long DBT CORP US N 2 2025-03-19 Fixed 2.99000000 N N N N N N MHC Trust 2021-MHC2 N/A 55293AAA5 400000.00000000 PA USD 400758.72000000 0.271432431491 Long ABS-MBS CORP US N 2 2023-05-15 Floating 0.92000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KXJ3 501805.29000000 PA USD 13928.76000000 0.009433898766 Long ABS-MBS CORP US N 2 2045-06-16 Variable 0.88000000 N N N N N N EDvestinU Private Education Loan Issue No 3 LLC N/A 28166LAA2 237014.14000000 PA USD 237517.18000000 0.160869526902 Long ABS-O CORP US N 2 2045-11-25 Fixed 1.80000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2Z6 300000.00000000 PA USD 304411.95000000 0.206177112661 Long DBT CORP US N 2 2023-03-10 Fixed 1.25000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AU4 100000.00000000 PA USD 104946.98000000 0.071080209955 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N N FRESB 2020-SB81Mortgage Trust N/A 30317QAC1 149079.74000000 PA USD 147816.30000000 0.100115445331 Long ABS-MBS CORP US N 2 2040-10-25 Variable 0.72000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137F62S5 121123.42000000 PA USD 120105.66000000 0.081347129089 Long ABS-MBS CORP US N 2 2026-05-25 Fixed 0.57000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31374F5S4 166.88730000 PA USD 172.18000000 0.000116616891 Long ABS-MBS USGA US N 2 2035-11-01 Floating 4.80000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AX6 250000.00000000 PA USD 252842.35000000 0.171249209111 Long DBT CORP US N 2 2025-09-01 Fixed 1.63000000 N N N N N N Westlake Automobile Receivables Trust 2021-1 N/A 96043FAB9 400000.00000000 PA USD 400373.96000000 0.271171834935 Long ABS-O CORP US N 2 2024-10-15 Fixed 0.39000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABG6 200000.00000000 PA USD 213290.81000000 0.144461094129 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 46124HAA4 200000.00000000 PA USD 201032.31000000 0.136158456419 Long DBT CORP US N 2 2023-07-15 Fixed 0.65000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBJ3 250000.00000000 PA USD 247052.61000000 0.167327839151 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBH1 600000.00000000 PA USD 604357.97000000 0.409329467087 Long DBT CORP US N 2 2021-11-19 Fixed 2.15000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAP6 250000.00000000 PA USD 248925.78000000 0.168596530416 Long DBT UST US N 2 2023-10-15 Fixed 0.13000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GBX6 470000.00000000 PA USD 471757.53000000 0.319519668698 Long DBT CORP US N 2 2021-09-15 Fixed 1.95000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCA1 242000.00000000 PA USD 261171.24000000 0.176890336182 Long DBT CORP US N 2 2024-01-29 Fixed 3.90000000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HAE8 200000.00000000 PA USD 210924.27000000 0.142858245147 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N N Toyota Auto Loan Extended Note Trust 2019-1 549300R73PIC25YY4X12 89231XAA9 250000.00000000 PA USD 263613.75000000 0.178544639370 Long ABS-O CORP US N 2 2031-11-25 Fixed 2.56000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KQ69 2073968.07000000 PA USD 36671.90000000 0.024837745225 Long ABS-MBS CORP US N 2 2054-10-16 Variable 0.33000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CN8 150000.00000000 PA USD 149923.03000000 0.101542325939 Long DBT CORP US N 2 2024-03-15 Fixed 0.61000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746SK8 1000000.00000000 PA USD 1016055.81000000 0.688170924988 Long DBT CORP US N 2 2023-01-24 Fixed 3.07000000 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 14042TCS4 250000.00000000 PA USD 252335.18000000 0.170905704704 Long DBT CORP US N 2 2023-01-27 Variable 2.01000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 250000.00000000 PA USD 265570.85000000 0.179870176121 Long DBT CORP GB N 2 2024-05-18 Variable 3.95000000 N N N N N N PHH Mortgage Trust Series 2008-CIM1 N/A 69337LAG7 33604.69000000 PA USD 33316.43000000 0.022565097531 Long ABS-MBS CORP US N 2 2038-06-25 Floating 2.34000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KS67 357935.34000000 PA USD 9659.89000000 0.006542608556 Long ABS-MBS CORP US N 2 2036-12-16 Variable 1.26000000 N N N N N N Nelnet Student Loan Trust 2021-A N/A 64035DAB2 1000000.00000000 PA USD 1000159.70000000 0.677404547182 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.36000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17327CAM5 400000.00000000 PA USD 394336.31000000 0.267082556428 Long DBT CORP US N 2 2027-01-28 Variable 1.12000000 N N N N N N Sequoia Mortgage Trust 2020-1 N/A 81748MAD0 14900.71000000 PA USD 14952.97000000 0.010127592495 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.50000000 N N N N N N Commonbond Student Loan Trust 2020-A-GS N/A 20267WAA3 116619.03000000 PA USD 118318.67000000 0.080136807226 Long ABS-O CORP US N 2 2050-08-25 Fixed 1.98000000 N N N N N N Ford Credit Auto Owner Trust 2020-REV2 N/A 34532JAA2 750000.00000000 PA USD 749164.58000000 0.507406460268 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.06000000 N N N N N N Cargill Inc QXZYQNMR4JZ5RIRN4T31 141781BN3 300000.00000000 PA USD 296691.42000000 0.200948025618 Long DBT CORP US N 2 2026-02-02 Fixed 0.75000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002AZ4 150000.00000000 PA USD 157794.85000000 0.106873881153 Long DBT CORP US N 2 2023-06-15 Fixed 3.15000000 N N N N N N OneMain Direct Auto Receivables Trust 2019-1 N/A 68267EAA2 750000.00000000 PA USD 808367.63000000 0.547504471892 Long ABS-O CORP US N 2 2027-09-14 Fixed 3.63000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137FUZN7 194312.83000000 PA USD 193616.04000000 0.131135443573 Long ABS-MBS CORP US N 2 2025-01-25 Fixed 0.53000000 N N N N N N SMB Private Education Loan Trust 2021-B N/A 78449YAA8 650000.00000000 PA USD 647444.20000000 0.438511614821 Long ABS-O CORP US N 2 2051-07-17 Fixed 1.31000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HV6 274000.00000000 PA USD 298436.98000000 0.202130287092 Long DBT CORP US N 2 2024-08-05 Fixed 4.00000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCP1 300000.00000000 PA USD 295930.26000000 0.200432494703 Long DBT CORP CA N 2 2026-01-06 Fixed 0.75000000 N N N N N Panasonic Corp 254900GE1G59KGWPHX32 69832AAB2 250000.00000000 PA USD 262921.40000000 0.178075713220 Long DBT CORP JP N 2 2024-07-19 Fixed 2.68000000 N N N N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAA4 900000.00000000 PA USD 953257.37000000 0.645637768721 Long DBT CORP US N 2 2023-06-15 Fixed 3.75000000 N N N N N N GS Mortgage Securities Trust 2017-GS6 N/A 36253PAA0 162264.34000000 PA USD 163056.17000000 0.110437354158 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 1.95000000 N N N N N N Westlake Automobile Receivables Trust 2020-3 N/A 96042QAC4 1211955.70000000 PA USD 1214137.58000000 0.822330991337 Long ABS-O CORP US N 2 2024-05-15 Fixed 0.56000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KBB8 300000.00000000 PA USD 302115.00000000 0.204621396734 Long DBT CORP NL N 2 2024-03-11 Floating 0.46000000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AL9 500000.00000000 PA USD 501803.31000000 0.339869566815 Long DBT CORP GB N 2 2023-10-01 Fixed 0.53000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AV2 400000.00000000 PA USD 456640.82000000 0.309281175693 Long DBT CORP GB N 2 2025-04-01 Fixed 5.38000000 N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAJ3 200000.00000000 PA USD 213695.75000000 0.144735358526 Long DBT CORP US N 2 2024-05-08 Fixed 3.50000000 N N N N N N Volvo Financial Equipment LLC Series 2019-1 N/A 92888DAC9 149928.03000000 PA USD 151256.72000000 0.102445629352 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.00000000 N N N N N N VSE 2018-A VOI Mortgage LLC 549300E4XED7XGXU7L27 918286AA3 107879.36000000 PA USD 113443.60000000 0.076834939948 Long ABS-O CORP US N 2 2036-02-20 Fixed 3.56000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDB2 200000.00000000 PA USD 212013.21000000 0.143595780270 Long DBT CORP US N 2 2024-08-15 Variable 3.07000000 N N N N N N Americredit Automobile Receivables Trust 2019-1 N/A 03066GAD1 83635.20000000 PA USD 84195.05000000 0.057025002827 Long ABS-O CORP US N 2 2023-11-20 Fixed 2.97000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BY4 150000.00000000 PA USD 151368.67000000 0.102521452682 Long DBT CORP US N 2 2021-11-05 Fixed 3.70000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2R3 400000.00000000 PA USD 408555.08000000 0.276712877919 Long DBT CORP US N 2 2024-06-02 Variable 1.65000000 N N N N N N Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC N/A 85208NAA8 46875.00000000 PA USD 47133.75000000 0.031923518389 Long DBT CORP US N 2 2023-03-20 Fixed 3.36000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAW1 500000.00000000 PA USD 512622.62000000 0.347197446344 Long DBT CORP US N 2 2022-06-01 Fixed 3.50000000 N N N N N N HPEFS Equipment Trust 2021-1 N/A 40440YAB5 475000.00000000 PA USD 475113.05000000 0.321792350257 Long ABS-O CORP US N 2 2031-03-20 Fixed 0.27000000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WCE8 500000.00000000 PA USD 530222.65000000 0.359117883003 Long DBT CORP US N 2 2024-06-22 Fixed 2.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRW2 500000.00000000 PA USD 507175.00000000 0.343507793022 Long DBT CORP US N 2 2023-10-24 Floating 1.41000000 N N N N N N Nestle Holdings Inc 549300EAEU8YV8MQXP30 641062AQ7 850000.00000000 PA USD 845867.90000000 0.572903269123 Long DBT CORP US N 2 2024-01-15 Fixed 0.38000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGH6 350000.00000000 PA USD 352045.42000000 0.238439089600 Long DBT CORP US N 2 2023-01-20 Floating 1.35000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BB2 200000.00000000 PA USD 204320.01000000 0.138385203737 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391TU55 3385.45000000 PA USD 3390.68000000 0.002296495299 Long ABS-MBS USGA US N 2 2032-12-01 Floating 2.02000000 N N N N N N Volvo Financial Equipment Master Owner Trust N/A 92887MAB2 400000.00000000 PA USD 400075.00000000 0.270969350408 Long ABS-O CORP US N 2 2023-07-17 Floating 0.59000000 N N N N N N Verizon Owner Trust 2019-A 549300AUOVO1I366IH69 92347YAA2 336429.55000000 PA USD 340444.16000000 0.230581598164 Long ABS-O CORP US N 2 2023-09-20 Fixed 2.93000000 N N N N N N Volvo Financial Equipment LLC Series 2018-1 N/A 92888CAD9 61701.43000000 PA USD 62012.55000000 0.042000875812 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.76000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AW7 300000.00000000 PA USD 315799.18000000 0.213889642352 Long DBT CORP US N 2 2024-10-01 Fixed 2.53000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 300000.00000000 PA USD 304098.64000000 0.205964908931 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N AmeriCredit Automobile Receivables Trust 2020-2 N/A 03066EAB0 118785.47000000 PA USD 118925.32000000 0.080547689077 Long ABS-O CORP US N 2 2023-12-18 Fixed 0.60000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AT9 268000.00000000 PA USD 292087.24000000 0.197829631157 Long DBT CORP US N 2 2026-08-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384G3C7 2718.30110000 PA USD 2740.82000000 0.001856347472 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 8.00000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FQ6 250000.00000000 PA USD 253642.07000000 0.171790856574 Long DBT CORP US N 2 2022-03-30 Fixed 2.45000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPC1 300000.00000000 PA USD 305959.62000000 0.207225343954 Long DBT CORP US N 2 2022-05-23 Fixed 2.65000000 N N N N N N PFS Financing Corp N/A 69335PDV4 500000.00000000 PA USD 502405.30000000 0.340277292464 Long ABS-O CORP US N 2 2024-08-15 Fixed 0.93000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 430000.00000000 PA USD 445629.69000000 0.301823377172 Long DBT CORP US N 2 2023-12-20 Variable 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBT2 400000.00000000 PA USD 394937.08000000 0.267489455776 Long DBT CORP US N 2 2026-11-19 Variable 1.05000000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAA4 200000.00000000 PA USD 216972.68000000 0.146954811362 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABM0 200000.00000000 PA USD 209632.55000000 0.141983367863 Long DBT CORP US N 2 2024-10-15 Fixed 2.50000000 N N N N N N World Omni Auto Receivables Trust 2021-A N/A 98164EAB1 650000.00000000 PA USD 650022.95000000 0.440258192869 Long ABS-O CORP US N 2 2024-02-15 Fixed 0.17000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAD4 175000.00000000 PA USD 174803.41000000 0.118393717320 Long DBT CORP US N 2 2027-03-02 Variable 1.27000000 N N N N N N Santander Drive Auto Receivables Trust 2020-3 N/A 80285WAB3 227661.20000000 PA USD 227730.91000000 0.154241321628 Long ABS-O CORP US N 2 2023-09-15 Fixed 0.46000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCR2 1000000.00000000 PA USD 1004291.93000000 0.680203291614 Long DBT CORP US N 2 2022-06-10 Floating 0.65000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBF6 150000.00000000 PA USD 152995.46000000 0.103623271665 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N AmeriCredit Automobile Receivables Trust 2020-3 N/A 03066PAB5 326884.14000000 PA USD 327170.43000000 0.221591348847 Long ABS-O CORP US N 2 2024-03-18 Fixed 0.42000000 N N N N N N CCG Receivables Trust 2018-2 N/A 12509KAB2 36392.99000000 PA USD 36536.10000000 0.024745768377 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.09000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TDP7 400000.00000000 PA USD 404973.22000000 0.274286897097 Long DBT CORP US N 2 2022-01-11 Fixed 2.60000000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WCU2 500000.00000000 PA USD 505117.21000000 0.342114059298 Long DBT CORP US N 2 2023-06-09 Fixed 0.85000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDH9 350000.00000000 PA USD 350252.00000000 0.237224412720 Long DBT CORP US N 2 2023-09-15 Floating 0.65000000 N N N N N N Sequoia Mortgage Trust 2017-1 N/A 81746TAD7 49522.97000000 PA USD 49600.78000000 0.033594428885 Long ABS-MBS CORP US N 2 2047-02-25 Variable 3.50000000 N N N N N N SBA Tower Trust N/A 78403DAN0 225000.00000000 PA USD 236040.26000000 0.159869214328 Long DBT CORP US N 2 2050-01-15 Fixed 2.84000000 N N N N N N MHC Commercial Mortgage Trust 2021-MHC N/A 55316VAA2 700000.00000000 PA USD 700438.34000000 0.474404354161 Long ABS-MBS CORP US N 2 2038-04-15 Floating 0.87000000 N N N N N N Wells Fargo Mortgage Backed Securities 2019-4 Trust N/A 95002FAC8 15012.88000000 PA USD 15025.83000000 0.010176940309 Long ABS-MBS CORP US N 2 2049-09-25 Variable 3.50000000 N N N N N N Navient Private Education Refi Loan Trust 2020-A N/A 63941FAA4 33897.05000000 PA USD 33898.86000000 0.022959575264 Long ABS-O CORP US N 2 2068-11-15 Floating 0.42000000 N N N N N N MMAF Equipment Finance LLC 2020-B N/A 60700KAB8 400000.00000000 PA USD 400404.28000000 0.271192370561 Long ABS-O CORP US N 2 2023-08-14 Fixed 0.38000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2020-1 N/A 61771QBE0 222748.99000000 PA USD 228527.77000000 0.154781032024 Long ABS-MBS CORP US N 2 2050-12-25 Variable 2.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBW5 200000.00000000 PA USD 196712.51000000 0.133232671503 Long DBT CORP US N 2 2027-02-04 Variable 1.04000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BE2 200000.00000000 PA USD 210210.15000000 0.142374574254 Long DBT CORP US N 2 2025-11-01 Variable 2.35000000 N N N N N N BlackRock Liquidity FedFund - Institutional Class 549300T8K043VZEOVK74 09248U700 538939.95000000 NS USD 538939.95000000 0.365022078762 Long STIV RF US N 1 N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWT7 300000.00000000 PA USD 312982.39000000 0.211981840673 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N Sky Ltd 2138003TS48MQKF4BZ29 111013AK4 130000.00000000 PA USD 134854.73000000 0.091336620852 Long DBT CORP GB N 2 2022-11-26 Fixed 3.13000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2N2 400000.00000000 PA USD 415277.31000000 0.281265819984 Long DBT CORP US N 2 2026-04-30 Variable 2.19000000 N N N N N N Navient Private Education Refi Loan Trust 2021-c N/A 63942JAA5 225000.00000000 PA USD 225475.09000000 0.152713462902 Long ABS-O CORP US N 2 2069-10-15 Fixed 1.06000000 N N N N N N Volvo Financial Equipment LLC Series 2019-2 N/A 92888BAB5 38950.28000000 PA USD 39020.30000000 0.026428308051 Long ABS-O CORP US N 2 2022-08-15 Fixed 2.02000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BF7 250000.00000000 PA USD 251905.26000000 0.170614521444 Long DBT CORP US N 2 2023-03-29 Floating 0.78000000 N N N N N N Fortis Inc/Canada 549300MQYQ9Y065XPR71 349553AM9 413000.00000000 PA USD 442869.40000000 0.299953842739 Long DBT CORP CA N 2 2026-10-04 Fixed 3.06000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFF0 400000.00000000 PA USD 402083.01000000 0.272329368318 Long DBT CORP US N 2 2022-07-27 Floating 0.68000000 N N N N N N MMAF Equipment Finance LLC 2021-A N/A 55317JAB6 400000.00000000 PA USD 400137.76000000 0.271011857529 Long ABS-O CORP US N 2 2024-04-15 Fixed 0.30000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391KNS2 1153.47610000 PA USD 1163.67000000 0.000788149481 Long ABS-MBS USGA US N 2 2032-11-01 Floating 2.41000000 N N N N N N SLM Private Credit Student Loan Trust 2006-B 549300MJYMBTZU2FTV38 78443CCY8 210744.24000000 PA USD 206062.51000000 0.139565392684 Long ABS-O CORP US N 2 2039-12-15 Floating 0.32000000 N N N N N N Five Corners Funding Trust N/A 33829TAA4 750000.00000000 PA USD 817642.25000000 0.553786138471 Long DBT CORP US N 2 2023-11-15 Fixed 4.42000000 N N N N N N PFS Financing Corp N/A 69335PDE2 250000.00000000 PA USD 255042.08000000 0.172739078283 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.86000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460WAA5 250000.00000000 PA USD 247894.54000000 0.167898075295 Long DBT CORP US N 2 2026-02-15 Fixed 0.88000000 N N N N N N Santander Drive Auto Receivables Trust 2021-1 N/A 80286NAD8 250000.00000000 PA USD 250224.15000000 0.169475911721 Long ABS-O CORP US N 2 2024-09-16 Fixed 0.32000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KGP8 3028527.56000000 PA USD 17350.43000000 0.011751383481 Long ABS-MBS CORP US N 2 2055-02-16 Variable 0.28000000 N N N N N N 2021-07-29 Principal Variable Contract Funds, Inc Sara Reece /s/ Sara Reece Vice President and Controller