NPORT-P false 0000898745 XXXXXXXX S000014245 C000090497 C000090498 C000090495 C000090493 C000038764 C000038766 C000090496 C000090494 C000038767 Principal Funds, Inc 811-07572 0000898745 549300HZGBXSW6DSXF23 801 Grand Ave Des Moines 50309 515-248-0156 Short-Term Income Fund S000014245 IJOCWVJG326LDFE5SJ51 2020-10-31 2020-01-31 N 5494015786.01 35916525.92 5458099260.09 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11733902.50000000 0.00000000 0.00000000 0.00000000 USD N Reckitt Benckiser Treasury Services PLC 213800LAXWIUOOBZ3908 75625QAF6 9600000.00000000 PA USD 9642275.04000000 0.176659942967 Long DBT CORP GB N 2 2022-06-24 Floating 2.49000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BE2 9800000.00000000 PA USD 9977679.98000000 0.182805029819 Long DBT CORP US N 2 2025-11-01 Variable 2.35000000 N N N N N N CCG Receivables Trust 2018-1 N/A 12508VAB9 1712349.54000000 PA USD 1717161.76000000 0.031460801245 Long ABS-O CORP US N 2 2025-06-16 Fixed 2.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDB2 9800000.00000000 PA USD 10171952.63000000 0.186364376045 Long DBT CORP US N 2 2024-08-15 Variable 3.07000000 N N N N N N Glencore Finance Canada Ltd 5493005TTO0UJ33KCK70 98417EAT7 2000000.00000000 PA USD 2094944.22000000 0.038382303438 Long DBT CORP CA N 2 2022-10-25 Fixed 4.25000000 N N N N N N MVW Owner Trust 2018-1 N/A 62848BAA9 9496362.22000000 PA USD 9801595.24000000 0.179578911502 Long ABS-O CORP US N 2 2036-01-21 Fixed 3.45000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 867914BK8 12500000.00000000 PA USD 12655973.88000000 0.231875113971 Long DBT CORP US N 2 2021-03-03 Fixed 2.90000000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WBY5 31938000.00000000 PA USD 32095232.05000000 0.588029468146 Long DBT CORP US N 2 2021-04-15 Fixed 2.00000000 N N N N N N Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP N/A 166754AQ4 7300000.00000000 PA USD 7568670.44000000 0.138668611165 Long DBT CORP US N 2 2023-05-01 Fixed 3.30000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAG7 19500000.00000000 PA USD 19589920.55000000 0.358914699357 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506AJ0 4900000.00000000 PA USD 4942242.31000000 0.090548780344 Long DBT CORP US N 2 2020-09-25 Fixed 3.40000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BT0 2606466.14000000 PA USD 2606303.42000000 0.047751118032 Long DBT CORP US N 2 2022-02-01 Fixed 1.91000000 N N N N N N JP Morgan Mortgage Trust 2004-A3 N/A 466247CV3 493952.85000000 PA USD 502013.07000000 0.009197580441 Long ABS-MBS CORP US N 2 2034-07-25 Variable 4.46000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCR2 24000000.00000000 PA USD 24186649.68000000 0.443133195778 Long DBT CORP US N 2 2022-06-10 Floating 2.41000000 N N N N N N Volvo Financial Equipment LLC Series 2018-1 N/A 92888CAD9 4900000.00000000 PA USD 4968614.21000000 0.091031950377 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.76000000 N N N N N N Ford Credit Auto Owner Trust 2016-REV2 N/A 34531BAA0 14000000.00000000 PA USD 14091189.00000000 0.258170259068 Long ABS-O CORP US N 2 2027-12-15 Fixed 2.03000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CM0 4800000.00000000 PA USD 4804632.58000000 0.088027577936 Long DBT CORP US N 2 2020-05-11 Fixed 2.20000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BM9 8100000.00000000 PA USD 8659671.36000000 0.158657271466 Long DBT CORP US N 2 2024-05-15 Fixed 3.63000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ER0 9750000.00000000 PA USD 10005161.11000000 0.183308522495 Long DBT CORP US N 2 2022-03-11 Fixed 2.80000000 N N N N N N Prime Mortgage Trust 2005-2 N/A 74160MHL9 179930.61000000 PA USD 179400.30000000 0.003286864006 Long ABS-MBS CORP US N 2 2020-07-25 Fixed 5.25000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JQ5 10000000.00000000 PA USD 10166855.80000000 0.186270995002 Long DBT CORP US N 2 2022-01-27 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828T91 19000000.00000000 PA USD 19217460.89000000 0.352090718293 Long DBT UST US N 2 2023-10-31 Fixed 1.63000000 N N N N N N World Omni Select Auto Trust 2018-1 N/A 98162DAC3 3148237.79000000 PA USD 3154662.71000000 0.057797825940 Long ABS-O CORP US N 2 2022-04-15 Fixed 3.24000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAG3 10965000.00000000 PA USD 11241896.40000000 0.205967239954 Long DBT CORP US N 2 2022-11-01 Fixed 2.70000000 N N N N N N Santander Drive Auto Receivables Trust 2018-4 N/A 80285MAE9 715020.64000000 PA USD 715335.82000000 0.013105951099 Long ABS-O CORP US N 2 2022-03-15 Fixed 3.01000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AB1 11750000.00000000 PA USD 12024243.00000000 0.220300922116 Long DBT CORP US N 2 2022-08-21 Fixed 2.95000000 N N N N N N Fifth Third Bank/Cincinnati OH QFROUN1UWUYU0DVIWD51 31677QBG3 7700000.00000000 PA USD 7757122.22000000 0.142121310924 Long DBT CORP US N 2 2021-06-14 Fixed 2.25000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GF4 4181071.49000000 PA USD 4142452.23000000 0.075895509271 Long DBT CORP US N 2 2022-02-01 Fixed 1.85000000 N N N N N N AmeriCredit Automobile Receivables Trust 2019-3 N/A 03066NAB0 11000000.00000000 PA USD 11026617.80000000 0.202023035393 Long ABS-O CORP US N 2 2023-01-18 Fixed 2.17000000 N N N N N N Navient Private Education Refi Loan Trust 2019-A 549300ZUZB9UCBWEBN39 63941BAB1 4900000.00000000 PA USD 5043985.52000000 0.092412858023 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.42000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFT1 15750000.00000000 PA USD 15846186.83000000 0.290324269949 Long DBT CORP US N 2 2020-10-19 Fixed 2.63000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378NYX5 38560796.71000000 PA USD 1110801.59000000 0.020351436224 Long ABS-MBS CORP US N 2 2054-01-16 Variable 0.65000000 N N N N N N Metlife Securitization Trust 2019-1 N/A 59166EAB1 6208311.92000000 PA USD 6481315.61000000 0.118746752324 Long ABS-MBS CORP US N 2 2058-04-25 Variable 3.75000000 N N N N N N JP Morgan Mortgage Trust 2017-4 N/A 46648UAE4 20664484.42000000 PA USD 21037705.67000000 0.385440144407 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.50000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AQ7 9800000.00000000 PA USD 10064923.30000000 0.184403449266 Long DBT CORP US N 2 2024-08-06 Fixed 2.63000000 N N N N N N Freddie Mac Non Gold Pool N/A 31288VUM9 244.21000000 PA USD 246.06000000 0.000004508162 Long ABS-MBS USGA US N 2 2021-11-01 Floating 4.49000000 N N N N N N Trafigura Securitisation Finance PLC 2018-1 N/A 892725AK8 22000000.00000000 PA USD 22515702.00000000 0.412519101010 Long ABS-O CORP IE N 2 2022-03-15 Fixed 3.73000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAB2 4000000.00000000 PA USD 4302470.20000000 0.078827261927 Long DBT CORP US N 2 2023-12-15 Fixed 4.38000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391TU55 13296.13000000 PA USD 13731.65000000 0.000251583002 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.64000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402Q3Z2 13352.01000000 PA USD 14012.46000000 0.000256727833 Long ABS-MBS USGA US N 2 2034-07-01 Floating 4.43000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GT2 9750000.00000000 PA USD 10217061.95000000 0.187190841777 Long DBT CORP US N 2 2023-05-15 Fixed 3.50000000 N N N N N N Sequoia Mortgage Trust 2018-8 549300I3GDJZU6IW8K79 81748HAD1 10473151.53000000 PA USD 10575023.87000000 0.193749204000 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.00000000 N N N N N N Sequoia Mortgage Trust 2017-2 N/A 81746KAD6 4352904.52000000 PA USD 4472439.63000000 0.081941339225 Long ABS-MBS CORP US N 2 2047-02-25 Variable 3.50000000 N N N N N N Westlake Automobile Receivables Trust 2019-2 N/A 96041LAD4 8800000.00000000 PA USD 8885306.32000000 0.162791219004 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.62000000 N N N N N N Ally Master Owner Trust N/A 02005AGU6 19500000.00000000 PA USD 19893833.70000000 0.364482812642 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.29000000 N N N N N N Navient Private Education Refi Loan Trust 2019-D N/A 63941CAA1 8042177.41000000 PA USD 8035466.21000000 0.147220961493 Long ABS-O CORP US N 2 2059-12-15 Floating 2.08000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HNG4 9700000.00000000 PA USD 9721117.39000000 0.178104444913 Long DBT CORP US N 2 2020-10-23 Fixed 2.05000000 N N N N N N Verizon Owner Trust 2018-1 54930074536XOX02QB08 92349FAA1 15500000.00000000 PA USD 15613320.50000000 0.286057833615 Long ABS-O CORP US N 2 2022-09-20 Fixed 2.82000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31365DJQ9 862.01000000 PA USD 869.50000000 0.000015930454 Long ABS-MBS USGA US N 2 2022-11-01 Floating 4.05000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBH2 9750000.00000000 PA USD 10397707.91000000 0.190500528014 Long DBT CORP GB N 2 2024-01-16 Fixed 3.75000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAV4 13700000.00000000 PA USD 13852235.22000000 0.253792292149 Long DBT CORP FR N 2 2025-01-22 Fixed 2.63000000 N N N N N N MMAF Equipment Finance LLC 2019-A N/A 60700FAC7 10822801.32000000 PA USD 10880474.95000000 0.199345494310 Long ABS-O CORP US N 2 2022-01-10 Fixed 2.84000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEC6 38600000.00000000 PA USD 39528175.60000000 0.724211373161 Long DBT CORP US N 2 2023-10-24 Floating 3.20000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BR8 5500000.00000000 PA USD 5687569.97000000 0.104204223832 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AN6 15415000.00000000 PA USD 16679495.07000000 0.305591640517 Long DBT CORP US N 2 2024-07-02 Fixed 4.25000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AP9 9700000.00000000 PA USD 9704694.80000000 0.177803560132 Long DBT CORP US N 2 2020-04-15 Floating 2.58000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEX8 8256000.00000000 PA USD 8319031.26000000 0.152416269173 Long DBT CORP US N 2 2020-12-09 Fixed 2.75000000 N N N N N N Santander Drive Auto Receivables Trust 2019-2 N/A 80286GAB7 9949459.01000000 PA USD 9964597.11000000 0.182565333372 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.63000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFD5 6000000.00000000 PA USD 6005706.54000000 0.110032930033 Long DBT CORP US N 2 2020-05-19 Floating 2.26000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDP8 9500000.00000000 PA USD 9501268.73000000 0.174076510470 Long DBT CORP US N 2 2020-03-04 Fixed 1.95000000 N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBH5 4000000.00000000 PA USD 4073787.64000000 0.074637478101 Long DBT CORP US N 2 2022-11-17 Fixed 2.65000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAA1 5700000.00000000 PA USD 5757094.96000000 0.105478018732 Long DBT CORP US N 2 2021-04-15 Fixed 2.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAA9 9750000.00000000 PA USD 9890335.94000000 0.181204765041 Long DBT CORP US N 2 2021-04-15 Fixed 3.13000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FAV5 9500000.00000000 PA USD 9549012.21000000 0.174951237692 Long DBT CORP US N 2 2021-05-10 Fixed 2.05000000 N N N N N N AccessLex Institute 635400C9RW3TYNTIJP57 00432CAV3 155456.10000000 PA USD 155233.78000000 0.002844099614 Long ABS-O CORP US N 2 2038-07-01 Floating 2.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRW2 15000000.00000000 PA USD 15294000.00000000 0.280207436164 Long DBT CORP US N 2 2023-10-24 Floating 3.03000000 N N N N N CSMC 2017-HL2 Trust N/A 12652CAC3 12107523.54000000 PA USD 12318933.01000000 0.225700054597 Long ABS-MBS CORP US N 2 2047-10-25 Variable 3.50000000 N N N N N N Sequoia Mortgage Trust 2018-5 N/A 81747GAD4 9444920.04000000 PA USD 9615740.86000000 0.176173799738 Long ABS-MBS CORP US N 2 2048-05-25 Variable 3.50000000 N N N N N N Navient Private Education Refi Loan Trust 2019-A 549300ZUZB9UCBWEBN39 63941BAA3 1543746.02000000 PA USD 1551996.57000000 0.028434744332 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.03000000 N N N N N N PSMC 2018-2 Trust N/A 693680AC4 13578376.99000000 PA USD 13823616.06000000 0.253267949175 Long ABS-MBS CORP US N 2 2048-06-25 Variable 3.50000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBG4 5600000.00000000 PA USD 5884889.64000000 0.107819395719 Long DBT CORP US N 2 2024-04-01 Fixed 3.15000000 N N N N N N Wells Fargo Mortgage Backed Securities 2019-1 Trust N/A 95001TAG0 4399195.95000000 PA USD 4399972.85000000 0.080613646625 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.00000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BB2 9800000.00000000 PA USD 9956354.30000000 0.182414313583 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AR4 9750000.00000000 PA USD 9990039.15000000 0.183031467072 Long DBT CORP US N 2 2023-01-30 Fixed 2.60000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KBA3 5900000.00000000 PA USD 6197386.08000000 0.113544766862 Long DBT CORP US N 2 2023-03-15 Fixed 3.75000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AP0 9850000.00000000 PA USD 10607130.79000000 0.194337447608 Long DBT CORP US N 2 2024-04-29 Fixed 3.90000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETL3 7212000.00000000 PA USD 7349334.51000000 0.134650070652 Long DBT CORP US N 2 2022-01-06 Fixed 2.65000000 N N N N N N SLM Private Credit Student Loan Trust 2004-B 549300HIOV1ESFZYQ040 78443CBN3 11314274.62000000 PA USD 11280346.50000000 0.206671699477 Long ABS-O CORP US N 2 2024-03-15 Floating 2.22000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 14042RFJ5 14400000.00000000 PA USD 14573235.89000000 0.267002031211 Long DBT CORP US N 2 2023-01-30 Floating 2.92000000 N N N N N N JP Morgan Mortgage Trust 2004-S1 N/A 466247ER0 140960.79000000 PA USD 141185.37000000 0.002586713126 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 5.00000000 N N N N N N OneMain Direct Auto Receivables Trust 2018-1 N/A 68268XAA9 16000000.00000000 PA USD 16235379.20000000 0.297454817626 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.43000000 N N N N N N SMB Private Education Loan Trust 2018-C 549300V1P5RKG8RJI005 78449QAA5 2020600.42000000 PA USD 2020465.44000000 0.037017748188 Long ABS-O CORP US N 2 2025-09-15 Floating 1.98000000 N N N N N N CCG Receivables Trust N/A 12510GAB8 14718537.86000000 PA USD 14863569.92000000 0.272321356056 Long ABS-O CORP US N 2 2026-09-14 Fixed 2.80000000 N N N N N N Navient Private Education Refi Loan Trust 2019-G N/A 63941JAA6 19600000.00000000 PA USD 19823004.88000000 0.363185129756 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828L32 12500000.00000000 PA USD 12485351.50000000 0.228749073716 Long DBT UST US N 2 2020-08-31 Fixed 1.38000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BB5 4750000.00000000 PA USD 5225550.05000000 0.095739373745 Long DBT CORP US N 2 2024-04-01 Fixed 4.95000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFF0 9600000.00000000 PA USD 9670048.42000000 0.177168790071 Long DBT CORP US N 2 2022-07-27 Floating 2.29000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 5000000.00000000 PA USD 5081959.70000000 0.093108598027 Long DBT CORP CH N 2 2025-09-11 Variable 2.59000000 N N N N N N SMB Private Education Loan Trust 2019-A 549300WEYOS38NWU8D22 78449TAA9 4359273.04000000 PA USD 4359513.24000000 0.079872370073 Long ABS-O CORP US N 2 2026-02-16 Floating 2.03000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YC8 19500000.00000000 PA USD 19528945.41000000 0.357797549648 Long DBT UST US N 2 2021-08-31 Fixed 1.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEM2 7250000.00000000 PA USD 7380191.15000000 0.135215407384 Long DBT CORP US N 2 2022-01-15 Fixed 2.63000000 N N N N N N Air Liquide Finance SA 549300YGXL5Z3R14K812 00913RAB2 6750000.00000000 PA USD 6753217.46000000 0.123728373893 Long DBT CORP FR N 2 2021-09-27 Fixed 1.75000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCH7 9700000.00000000 PA USD 9746077.23000000 0.178561744035 Long DBT CORP US N 2 2021-04-09 Floating 2.73000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BG6 11495000.00000000 PA USD 11508729.86000000 0.210856001541 Long DBT CORP NL N 2 2020-05-11 Fixed 2.13000000 N N N N N N JP Morgan Mortgage Trust 2017-6 N/A 46649HAE2 8434988.41000000 PA USD 8592393.73000000 0.157424651340 Long ABS-MBS CORP US N 2 2048-12-25 Variable 3.50000000 N N N N N N Keycorp Student Loan Trust 2000-b 54930014YCW3N7EGPE85 493268AY2 9435134.36000000 PA USD 9287826.44000000 0.170165949672 Long ABS-O CORP US N 2 2029-07-25 Floating 2.10000000 N N N N N N Emera US Finance LP N/A 29103DAF3 6700000.00000000 PA USD 6780300.51000000 0.124224573187 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JF9 9500000.00000000 PA USD 9560722.29000000 0.175165782709 Long DBT CORP US N 2 2021-02-19 Fixed 2.25000000 N N N N N N MMAF Equipment Finance LLC 2018-A N/A 60700DAB4 3264534.28000000 PA USD 3271212.54000000 0.059933181573 Long ABS-O CORP US N 2 2021-07-12 Fixed 2.92000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AG8 6800000.00000000 PA USD 6983050.15000000 0.127939229706 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AD1 9750000.00000000 PA USD 10347673.64000000 0.189583830320 Long DBT CORP US N 2 2023-06-15 Fixed 3.90000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd 549300PXR5FKNXF0OH19 225433AK7 700000.00000000 PA USD 707442.77000000 0.012961339402 Long DBT CORP GG N 2 2020-12-10 Fixed 3.13000000 N N N N N N CPS Auto Receivables Trust 2020-A N/A 12597JAA0 11700000.00000000 PA USD 11712813.84000000 0.214595105033 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.09000000 N N N N N N Sequoia Mortgage Trust 2018-3 N/A 81746VAD2 7767132.02000000 PA USD 7889057.35000000 0.144538546737 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CP3 9600000.00000000 PA USD 9771021.41000000 0.179018756244 Long DBT CORP US N 2 2022-05-11 Fixed 2.65000000 N N N N N N Westlake Automobile Receivables Trust 2018-3 5493000EWZKZ6H2PNY04 96042GAC6 3757028.37000000 PA USD 3767434.59000000 0.069024662441 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.98000000 N N N N N N Bank of The West Auto Trust 2018-1 549300OPTKFI3P2ERB31 065603AB8 2967456.31000000 PA USD 2969270.91000000 0.054401189287 Long ABS-O CORP US N 2 2021-04-15 Fixed 3.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0K36 170500000.00000100 PA USD 176899342.40000100 3.241042970645 Long DBT USGA US N 2 2026-04-24 Fixed 2.13000000 N N N N N N CHL Mortgage Pass-Through Trust 2003-46 N/A 12669EG67 358104.82000000 PA USD 365849.62000000 0.006702875901 Long ABS-MBS CORP US N 2 2034-01-19 Variable 3.91000000 N N N N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 49456BAN1 14500000.00000000 PA USD 14670689.65000000 0.268787520177 Long DBT CORP US N 2 2023-01-15 Floating 3.11000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBG3 19500000.00000000 PA USD 19624402.40000000 0.359546454999 Long DBT CORP US N 2 2021-11-19 Fixed 2.15000000 N N N N N N Commonbond Student Loan Trust 2018-C-GS 549300O1CSZVJJTIR319 20267XAA1 15606367.32000000 PA USD 16079081.06000000 0.294591217451 Long ABS-O CORP US N 2 2046-02-25 Fixed 3.87000000 N N N N N N OneMain Direct Auto Receivables Trust 2019-1 N/A 68267EAA2 16750000.00000000 PA USD 17567668.00000000 0.321864208818 Long ABS-O CORP US N 2 2027-09-14 Fixed 3.63000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2S2 9600000.00000000 PA USD 9759398.88000000 0.178805815265 Long DBT CORP US N 2 2022-06-09 Fixed 2.40000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAL7 13600000.00000000 PA USD 14903639.56000000 0.273055487813 Long DBT CORP US N 2 2023-09-15 Fixed 5.00000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAT4 14700000.00000000 PA USD 15126958.85000000 0.277147009044 Long DBT CORP US N 2 2021-11-01 Fixed 3.60000000 N N N N N N Chevron Corp N/A 166764BT6 4750000.00000000 PA USD 4970195.70000000 0.091060925482 Long DBT CORP US N 2 2024-03-03 Fixed 2.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828R77 15000000.00000000 PA USD 14988281.25000000 0.274606241766 Long DBT UST US N 2 2021-05-31 Fixed 1.38000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YZ7 29000000.00000000 PA USD 29151797.02000000 0.534101628256 Long DBT UST US N 2 2021-12-31 Fixed 1.63000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BZ4 19346000.00000000 PA USD 20026558.04000000 0.366914507884 Long DBT CORP US N 2 2021-10-22 Fixed 3.80000000 N N N N N N MVW Owner Trust 2015-1 549300Y5CF8WQOLGBR17 55388PAA8 4737419.73000000 PA USD 4752023.30000000 0.087063702464 Long ABS-O CORP US N 2 2032-12-20 Fixed 2.52000000 N N N N N N CPS Auto Receivables Trust 2019-D N/A 12655KAA6 9576469.14000000 PA USD 9586182.55000000 0.175632250224 Long ABS-O CORP US N 2 2022-12-15 Fixed 2.17000000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034WAA4 9300000.00000000 PA USD 9460281.50000000 0.173325567183 Long DBT CORP US N 2 2024-09-15 Fixed 2.45000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EL3 6000000.00000000 PA USD 6301000.38000000 0.115443125523 Long DBT CORP US N 2 2024-07-08 Fixed 2.85000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YJ6 5000000.00000000 PA USD 4979380.55000000 0.091229204760 Long DBT CORP US N 2 2022-03-28 Floating 3.23000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BE6 9750000.00000000 PA USD 9824177.32000000 0.179992646741 Long DBT CORP US N 2 2022-11-01 Fixed 2.25000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAB6 10475000.00000000 PA USD 11339375.95000000 0.207753201428 Long DBT CORP US N 2 2023-11-15 Fixed 4.21000000 N N N N N N Navient Private Education Refi Loan Trust 2019-F N/A 63935CAA9 13466850.41000000 PA USD 13504476.79000000 0.247420872111 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.18000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAT6 8414000.00000000 PA USD 8424303.78000000 0.154345008739 Long DBT CORP US N 2 2020-05-14 Fixed 2.50000000 N N N N N N Sequoia Mortgage Trust 2019-1 N/A 81747AAG0 2342825.88000000 PA USD 2376929.46000000 0.043548666792 Long ABS-MBS CORP US N 2 2049-02-25 Variable 4.00000000 N N N N N N SLM Private Credit Student Loan Trust 2006-B 549300MJYMBTZU2FTV38 78443CCY8 13738787.68000000 PA USD 13392081.13000000 0.245361626673 Long ABS-O CORP US N 2 2039-12-15 Floating 2.09000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AL7 24100000.00000000 PA USD 25122917.99000000 0.460286938599 Long DBT CORP US N 2 2023-05-15 Fixed 3.10000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAH2 3038000.00000000 PA USD 3161648.03000000 0.057925806756 Long DBT CORP US N 2 2023-04-01 Fixed 3.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LH2 19800000.00000000 PA USD 20106155.12000000 0.368372837537 Long DBT CORP US N 2 2022-04-25 Floating 2.75000000 N N N N N N Sequoia Mortgage Trust 2019-2 N/A 81746YAD6 13166887.12000000 PA USD 13343892.22000000 0.244478738552 Long ABS-MBS CORP US N 2 2049-06-25 Variable 4.00000000 N N N N N N PSMC 2018-4 Trust N/A 69374KAC2 8408978.97000000 PA USD 8442906.68000000 0.154685839844 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.00000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AEWA4 15000000.00000000 PA USD 15104113.80000000 0.276728455827 Long DBT USGA US N 2 2020-10-01 Fixed 2.63000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPF4 14750000.00000000 PA USD 14902199.50000000 0.273029103903 Long DBT CORP US N 2 2023-01-09 Fixed 1.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGH6 28400000.00000000 PA USD 28869293.53000000 0.528925769838 Long DBT CORP US N 2 2023-01-20 Floating 2.98000000 N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31374F5S4 1602.86000000 PA USD 1642.48000000 0.000030092527 Long ABS-MBS USGA US N 2 2035-11-01 Floating 4.82000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31405DLY1 50592.06000000 PA USD 52991.08000000 0.000970870581 Long ABS-MBS USGA US N 2 2034-07-01 Floating 4.30000000 N N N N N N Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP N/A 166754AM3 4832000.00000000 PA USD 4836145.52000000 0.088604939000 Long DBT CORP US N 2 2020-05-01 Fixed 2.45000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPC1 10000000.00000000 PA USD 10230983.50000000 0.187445904012 Long DBT CORP US N 2 2022-05-23 Fixed 2.65000000 N N N N N N JP Morgan Mortgage Trust 2018-6 N/A 46650JAC8 7153086.60000000 PA USD 7268687.63000000 0.133172507197 Long ABS-MBS CORP US N 2 2048-12-25 Variable 3.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWC4 24050000.00000000 PA USD 24407605.94000000 0.447181422999 Long DBT CORP US N 2 2022-04-26 Fixed 3.00000000 N N N N N N Ford Credit Auto Owner Trust 2018-REV2 N/A 34528HAA2 14600000.00000000 PA USD 15495258.86000000 0.283894779512 Long ABS-O CORP US N 2 2030-01-15 Fixed 3.47000000 N N N N N N Santander Drive Auto Receivables Trust 2019-3 N/A 80286HAB5 15750000.00000000 PA USD 15763981.28000000 0.288818149484 Long ABS-O CORP US N 2 2022-02-15 Fixed 2.28000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKC2 4800000.00000000 PA USD 4829688.19000000 0.088486631698 Long DBT CORP US N 2 2021-09-01 Fixed 2.25000000 N N N N N N Sequoia Mortgage Trust 2013-4 N/A 81744YAC0 6139222.64000000 PA USD 5996408.97000000 0.109862585567 Long ABS-MBS CORP US N 2 2043-04-25 Variable 1.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137EAEL9 29500000.00000000 PA USD 29772234.56000000 0.545468910353 Long DBT USGA US N 2 2021-02-16 Fixed 2.38000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128287F1 150000000.00000100 PA USD 150744141.00000100 2.761843158519 Long DBT UST US N 2 2021-07-31 Fixed 1.75000000 N N N N N N Drug Royalty III LP 1 5493003XX9XM10JNJW35 26224HAC1 1595382.72000000 PA USD 1604328.99000000 0.029393547342 Long ABS-O CORP US N 2 2027-04-15 Floating 4.33000000 N N N N N N OneMain Direct Auto Receivables Trust 2017-2 N/A 68267CAA6 266647.72000000 PA USD 266621.83000000 0.004884884229 Long ABS-O CORP US N 2 2021-12-14 Fixed 2.31000000 N N N N N N Volvo Financial Equipment Master Owner Trust N/A 92887MAA4 8750000.00000000 PA USD 8779530.38000000 0.160853256081 Long ABS-O CORP US N 2 2022-11-15 Floating 2.18000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959JAF5 11700000.00000000 PA USD 11763391.89000000 0.215521765535 Long DBT CORP US N 2 2021-06-15 Fixed 2.35000000 N N N N N N Volvo Financial Equipment Master Owner Trust N/A 92887MAB2 14600000.00000000 PA USD 14664466.30000000 0.268673499714 Long ABS-O CORP US N 2 2023-07-17 Floating 2.20000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCT4 15098000.00000000 PA USD 15142721.03000000 0.277435794191 Long DBT CORP US N 2 2020-07-01 Fixed 2.58000000 N N N N N N CCG Receivables Trust 2019-2 N/A 12510FAB0 19600000.00000000 PA USD 19690928.32000000 0.360765302748 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.11000000 N N N N N N Sequoia Mortgage Trust 2018-7 N/A 81747WAG2 4058550.62000000 PA USD 4091940.32000000 0.074970060546 Long ABS-MBS CORP US N 2 2048-09-25 Variable 4.00000000 N N N N N N JP Morgan Mortgage Trust 2019-2 N/A 46650TAD4 3099320.97000000 PA USD 3123656.84000000 0.057229755106 Long ABS-MBS CORP US N 2 2049-08-25 Variable 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128287A2 100000000.00000100 PA USD 100269531.00000100 1.837077821819 Long DBT UST US N 2 2021-06-30 Fixed 1.63000000 N N N N N N Westlake Automobile Receivables Trust 2019-2 N/A 96041LAB8 11046264.94000000 PA USD 11101476.38000000 0.203394549109 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.57000000 N N N N N N Wells Fargo Mortgage Backed Securities 2019-2 Trust N/A 95002JAC0 9495842.30000000 PA USD 9553146.86000000 0.175026990253 Long ABS-MBS CORP US N 2 2049-04-25 Variable 4.00000000 N N N N N N Americredit Automobile Receivables Trust 2018-2 N/A 03066LAD0 6800000.00000000 PA USD 6882744.44000000 0.126101489035 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.15000000 N N N N N N GS Mortgage Securities Trust 2017-GS6 N/A 36253PAA0 9255656.13000000 PA USD 9253217.26000000 0.169531861167 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 1.95000000 N N N N N N SBA Tower Trust N/A 78403DAL4 9600000.00000000 PA USD 9768674.88000000 0.178975764538 Long DBT CORP US N 2 2047-04-09 Fixed 3.17000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBX5 19250000.00000000 PA USD 21231686.25000000 0.388994139502 Long DBT CORP US N 2 2025-01-23 Fixed 4.15000000 N N N N N N Sequoia Mortgage Trust 2013-8 549300EU86QZR1NB5U93 81745EAK5 2802006.95000000 PA USD 2786584.70000000 0.051054122822 Long ABS-MBS CORP US N 2 2043-06-25 Variable 2.25000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCS0 13200000.00000000 PA USD 13388846.72000000 0.245302367765 Long DBT CORP US N 2 2022-06-10 Fixed 2.30000000 N N N N N N Drug Royalty III LP 1 5493003XX9XM10JNJW35 26224HAE7 1595382.72000000 PA USD 1600128.82000000 0.029316594362 Long ABS-O CORP US N 2 2027-04-15 Fixed 3.60000000 N N N N N N Sequoia Mortgage Trust 2017-1 N/A 81746TAD7 9337201.45000000 PA USD 9523581.33000000 0.174485308459 Long ABS-MBS CORP US N 2 2047-02-25 Variable 3.50000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCQ0 9750000.00000000 PA USD 9771055.03000000 0.179019372209 Long DBT CORP US N 2 2020-09-07 Floating 2.15000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467P8 9500000.00000000 PA USD 9667402.83000000 0.177120319168 Long DBT CORP US N 2 2020-07-24 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402DLW8 60284.07000000 PA USD 62209.11000000 0.001139757762 Long ABS-MBS USGA US N 2 2037-02-01 Floating 4.37000000 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 14042TCS4 19750000.00000000 PA USD 19813402.44000000 0.363009199647 Long DBT CORP US N 2 2023-01-27 Variable 2.01000000 N N N N N N TCF Auto Receivables Owner Trust 2016-PT1 N/A 87226VAA4 2886575.03000000 PA USD 2885812.11000000 0.052872107532 Long ABS-O CORP US N 2 2022-06-15 Fixed 1.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0ZR7 16250000.00000000 PA USD 17149746.58000000 0.314207304828 Long DBT USGA US N 2 2024-09-06 Fixed 2.63000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFC7 9250000.00000000 PA USD 9255214.04000000 0.169568444965 Long DBT CORP US N 2 2020-05-19 Fixed 2.00000000 N N N N N N JP Morgan Mortgage Trust 2017-2 N/A 46648HAE3 8024045.92000000 PA USD 8189028.33000000 0.150034433962 Long ABS-MBS CORP US N 2 2047-05-25 Variable 3.50000000 N N N N N N PFS Financing Corp N/A 69335PDE2 9750000.00000000 PA USD 9947564.25000000 0.182253267593 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.86000000 N N N N N N KeyCorp Student Loan Trust 2000-A 549300O83C3TV9I4SN56 493268AW6 1172539.07000000 PA USD 1169847.74000000 0.021433244143 Long ABS-O CORP US N 2 2029-05-25 Floating 2.23000000 N N N N N N SLM Private Credit Student Loan Trust 2006-A 549300I2YWZ9E1B0EY33 78443CCL6 23748823.34000000 PA USD 23236347.48000000 0.425722332495 Long ABS-O CORP US N 2 2039-06-15 Floating 2.18000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFZ7 12000000.00000000 PA USD 12153624.60000000 0.222671373693 Long DBT CORP US N 2 2022-10-21 Fixed 2.50000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2X1 4750000.00000000 PA USD 4900098.34000000 0.089776643965 Long DBT CORP US N 2 2022-02-01 Fixed 3.30000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371L5V7 32364.46000000 PA USD 33890.76000000 0.000620926047 Long ABS-MBS USGA US N 2 2035-01-01 Floating 4.88000000 N N N N N N Credit Suisse AG/New York NY ANGGYXNX0JLX3X63JN86 22550L2A8 9750000.00000000 PA USD 9814895.90000000 0.179822598166 Long DBT CORP CH N 2 2021-11-12 Fixed 2.10000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KK6 28900000.00000000 PA USD 29244730.76000000 0.535804304143 Long DBT CORP US N 2 2021-03-30 Fixed 2.70000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGM6 5000000.00000000 PA USD 5018593.35000000 0.091947638011 Long DBT CORP US N 2 2020-07-22 Fixed 2.60000000 N N N N N N Provident Funding Mortgage Loan Trust 2005-1 N/A 743873AY7 883353.70000000 PA USD 895396.55000000 0.016404915105 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.24000000 N N N N N N SMB Private Education Loan Trust 2018-B 549300INMCHM7L5O6M41 78449LAA6 913786.77000000 PA USD 913862.98000000 0.016743245889 Long ABS-O CORP US N 2 2024-12-16 Floating 2.00000000 N N N N N N Navient Private Education Refi Loan Trust 2019-E N/A 63941MAA9 8856279.63000000 PA USD 8906280.41000000 0.163175493621 Long ABS-O CORP US N 2 2068-05-15 Fixed 2.39000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LZ2 4750000.00000000 PA USD 5065324.90000000 0.092803825262 Long DBT CORP US N 2 2024-06-01 Variable 4.04000000 N N N N N N PSMC 2018-3 Trust N/A 69374JAC5 10392961.99000000 PA USD 10479959.40000000 0.192007490164 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.00000000 N N N N N N Westlake Automobile Receivables Trust 2019-1 N/A 96042JAG1 13150000.00000000 PA USD 13331184.65000000 0.244245918125 Long ABS-O CORP US N 2 2022-10-17 Fixed 3.26000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CD9 9800000.00000000 PA USD 10012347.87000000 0.183440193973 Long DBT CORP US N 2 2022-05-20 Fixed 2.75000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391KNS2 24412.50000000 PA USD 25662.76000000 0.000470177598 Long ABS-MBS USGA US N 2 2032-11-01 Floating 4.04000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828L65 15000000.00000000 PA USD 14980664.10000000 0.274466684941 Long DBT UST US N 2 2020-09-30 Fixed 1.38000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BE8 9750000.00000000 PA USD 9750000.00000000 0.178633614659 Long DBT CORP US N 2 2020-02-01 Fixed 2.40000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKH1 7300000.00000000 PA USD 7698981.06000000 0.141056083686 Long DBT CORP US N 2 2023-06-09 Fixed 3.75000000 N N N N N N Bank of The West Auto Trust 2019-1 549300VWQMQWM78WF314 065606AB1 7011844.51000000 PA USD 7035888.83000000 0.128907308107 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.40000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAP2 9400000.00000000 PA USD 9956003.33000000 0.182407883323 Long DBT CORP US N 2 2024-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KQ69 43660135.44000000 PA USD 1272553.24000000 0.023314952318 Long ABS-MBS CORP US N 2 2054-10-16 Variable 0.67000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KQC6 89572047.90000000 PA USD 3117994.03000000 0.057126004519 Long ABS-MBS CORP US N 2 2055-01-16 Variable 0.84000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HV6 10750000.00000000 PA USD 11614124.88000000 0.212786985479 Long DBT CORP US N 2 2024-08-05 Fixed 4.00000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 867914BM4 3832000.00000000 PA USD 3898604.15000000 0.071427871942 Long DBT CORP US N 2 2022-01-27 Fixed 2.70000000 N N N N N N PFS Financing Corp N/A 69335PCL7 11700000.00000000 PA USD 11746033.65000000 0.215203738339 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.40000000 N N N N N N MVW Owner Trust 2016-1 N/A 553894AA4 3030143.56000000 PA USD 3027726.72000000 0.055472181353 Long ABS-O CORP US N 2 2033-12-20 Fixed 2.25000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHK9 14400000.00000000 PA USD 15509113.92000000 0.284148623558 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BF7 12500000.00000000 PA USD 12600156.13000000 0.230852454848 Long DBT CORP US N 2 2023-03-29 Floating 2.59000000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp N/A 2254W0HF5 4917.67000000 PA USD 4406.48000000 0.000080732866 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.00000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097BK6 9750000.00000000 PA USD 10474183.69000000 0.191901671092 Long DBT CORP GB N 2 2025-03-22 Variable 4.27000000 N N N N N N Verizon Owner Trust 2020-A 549300XY7L2MRX0BQH89 92348TAA2 22000000.00000000 PA USD 22120311.40000000 0.405274993105 Long ABS-O CORP US N 2 2024-07-22 Fixed 1.85000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KGP8 65212766.32000000 PA USD 1841028.13000000 0.033730206107 Long ABS-MBS CORP US N 2 2055-02-16 Variable 0.82000000 N N N N N N Wells Fargo Mortgage Backed Securities 2018-1 549300EZH20KSD9JD814 94989UAC5 13208788.82000000 PA USD 13472449.45000000 0.246834086520 Long ABS-MBS CORP US N 2 2047-07-25 Variable 3.50000000 N N N N N N AmeriCredit Automobile Receivables 2015-4 N/A 03065MAG2 6390000.00000000 PA USD 6420247.07000000 0.117627891397 Long ABS-O CORP US N 2 2021-12-08 Fixed 3.72000000 N N N N N N Sequoia Mortgage Trust 2020-1 N/A 81748MAD0 5275000.00000000 PA USD 5400075.53000000 0.098936924241 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.50000000 N N N N N N Toyota Auto Loan Extended Note Trust 2019-1 549300R73PIC25YY4X12 89231XAA9 17000000.00000000 PA USD 17610136.80000000 0.322642296536 Long ABS-O CORP US N 2 2031-11-25 Fixed 2.56000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BF0 9800000.00000000 PA USD 10342541.82000000 0.189489808212 Long DBT CORP US N 2 2024-07-01 Fixed 3.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJY7 5249000.00000000 PA USD 5673260.71000000 0.103942058208 Long DBT CORP US N 2 2024-09-10 Fixed 3.88000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CF81 575.17000000 PA USD 629.06000000 0.000011525257 Long ABS-MBS USGA US N 2 2025-04-20 Fixed 9.00000000 N N N N N N SBA Tower Trust N/A 78403DAK6 9600000.00000000 PA USD 9661332.48000000 0.177009101879 Long DBT CORP US N 2 2046-07-15 Fixed 2.88000000 N N N N N N Volvo Financial Equipment LLC Series 2019-1 N/A 92888DAC9 12900000.00000000 PA USD 13134031.80000000 0.240633802613 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.00000000 N N N N N N Verizon Owner Trust 2018-A 549300DBBHVB9QKK8Q94 92348XAA3 23400000.00000000 PA USD 23864876.10000000 0.437237854476 Long ABS-O CORP US N 2 2023-04-20 Fixed 3.23000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBF5 6900000.00000000 PA USD 7212811.43000000 0.132148777189 Long DBT CORP US N 2 2024-06-15 Fixed 2.95000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAJ3 9800000.00000000 PA USD 10241361.72000000 0.187636047495 Long DBT CORP US N 2 2024-05-08 Fixed 3.50000000 N N N N N N Crown Castle Towers LLC N/A 22822RBB5 11430000.00000000 PA USD 11625139.82000000 0.212988794560 Long DBT CORP US N 2 2022-05-15 Fixed 3.22000000 N N N N N N Panasonic Corp 254900GE1G59KGWPHX32 69832AAB2 5000000.00000000 PA USD 5152667.40000000 0.094404061825 Long DBT CORP JP N 2 2024-07-19 Fixed 2.68000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCF4 6750000.00000000 PA USD 6759360.23000000 0.123840918017 Long DBT CORP US N 2 2020-06-12 Floating 2.29000000 N N N N N N Drug Royalty III LP 1 5493003XX9XM10JNJW35 26224HAA5 510223.65000000 PA USD 511888.66000000 0.009378515039 Long ABS-O CORP US N 2 2027-04-15 Fixed 3.98000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CV5 15000000.00000000 PA USD 15081880.50000000 0.276321110725 Long DBT CORP US N 2 2021-08-13 Floating 3.15000000 N N N N N N Columbia Pipeline Group Inc 549300SRP1TQM9JJBG80 198280AD1 8528000.00000000 PA USD 8557846.29000000 0.156791693998 Long DBT CORP US N 2 2020-06-01 Fixed 3.30000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAD2 9750000.00000000 PA USD 10008081.82000000 0.183362033980 Long DBT CORP US N 2 2022-12-15 Fixed 2.77000000 N N N N N N CPS Auto Receivables Trust 2018-D N/A 22411XAA2 4402153.96000000 PA USD 4409609.45000000 0.080790202593 Long ABS-O CORP US N 2 2022-01-18 Fixed 3.06000000 N N N N N N CSMC 2017-HL1 Trust N/A 12594XAC8 12891679.37000000 PA USD 13150808.57000000 0.240941176467 Long ABS-MBS CORP US N 2 2047-06-25 Variable 3.50000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAP1 9600000.00000000 PA USD 9617472.00000000 0.176205516640 Long DBT CORP US N 2 2021-02-10 Floating 2.47000000 N N N N N N PFS Financing Corp N/A 69335PDB8 6750000.00000000 PA USD 6911271.00000000 0.126624135448 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.52000000 N N N N N N Trafigura Securitisation Finance PLC 2017-1 N/A 892725AE2 17500000.00000000 PA USD 17506737.50000000 0.320747876976 Long ABS-O CORP IE N 2 2020-12-15 Floating 2.53000000 N N N N N N Navient Student Loan Trust 2018-EA N/A 63890BAA4 7846929.59000000 PA USD 7907041.78000000 0.144868046607 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.43000000 N N N N N N PHH Mortgage Trust Series 2008-CIM1 N/A 69337LAG7 1249149.12000000 PA USD 1257566.64000000 0.023040376879 Long ABS-MBS CORP US N 2 2038-06-25 Floating 4.03000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31404XEH3 29924.78000000 PA USD 31284.38000000 0.000573173526 Long ABS-MBS USGA US N 2 2034-08-01 Floating 4.32000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38143U8G9 9600000.00000000 PA USD 9762509.66000000 0.178862809098 Long DBT CORP US N 2 2021-02-25 Floating 3.68000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137EAEN5 32900000.00000000 PA USD 34427997.40000000 0.630768986774 Long DBT USGA US N 2 2023-06-19 Fixed 2.75000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KXJ3 44580512.64000000 PA USD 2108943.56000000 0.038638790895 Long ABS-MBS CORP US N 2 2045-06-16 Variable 0.89000000 N N N N N N Principal Government Money Market Fund 549300WWK3YB7DNN4U34 742537228 54661163.19000000 NS USD 54661163.19000000 1.001468837140 Long STIV RF US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887BX9 9750000.00000000 PA USD 9750967.20000000 0.178651335114 Long DBT CORP US N 2 2020-10-22 Floating 2.55000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CM9 9400000.00000000 PA USD 9402499.65000000 0.172266923006 Long DBT CORP US N 2 2020-05-04 Fixed 1.90000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DM9 5000000.00000000 PA USD 5033714.80000000 0.092224684091 Long DBT CORP US N 2 2024-09-11 Fixed 1.80000000 N N N N N N Drug Royalty III LP 1 5493003XX9XM10JNJW35 26224HAH0 3195575.00000000 PA USD 3296284.82000000 0.060392540753 Long ABS-O CORP US N 2 2031-10-15 Fixed 4.27000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378NQM8 22560172.64000000 PA USD 701023.52000000 0.012843729778 Long ABS-MBS CORP US N 2 2048-02-16 Variable 0.70000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GBX6 28175000.00000000 PA USD 28311709.89000000 0.518710058958 Long DBT CORP US N 2 2021-09-15 Fixed 1.95000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCE1 9600000.00000000 PA USD 9646063.10000000 0.176729345516 Long DBT CORP US N 2 2021-04-13 Fixed 2.00000000 N N N N N N Navient Private Education Refi Loan Trust 2018-A N/A 63940PAA3 2425647.45000000 PA USD 2429050.88000000 0.044503603988 Long ABS-O CORP US N 2 2042-02-18 Fixed 2.53000000 N N N N N N Banc of America Funding 2004-1 Trust N/A 05946XGD9 12162.70000000 PA USD 13008.89000000 0.000238341030 Long ABS-MBS CORP US N 2 2019-02-25 Fixed 5.25000000 N Y N N N N Verizon Owner Trust 2019-C 549300WANFF5OIMC3D47 92348AAA3 23000000.00000000 PA USD 23175828.10000000 0.424613532946 Long ABS-O CORP US N 2 2024-04-22 Fixed 1.94000000 N N N N N N Westlake Automobile Receivables Trust 2019-1 N/A 96042JAC0 7178511.87000000 PA USD 7207937.31000000 0.132059476505 Long ABS-O CORP US N 2 2022-05-16 Fixed 3.06000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BM7 9600000.00000000 PA USD 9649185.22000000 0.176786547114 Long DBT CORP US N 2 2021-11-01 Fixed 1.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0V34 35250000.00000000 PA USD 36765678.44000000 0.673598567707 Long DBT USGA US N 2 2024-02-05 Fixed 2.50000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AF9 9272000.00000000 PA USD 9561095.95000000 0.175172628682 Long DBT CORP US N 2 2022-07-15 Fixed 3.60000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CP3 15700000.00000000 PA USD 17014523.63000000 0.311729831562 Long DBT CORP US N 2 2024-01-16 Fixed 4.30000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 9750000.00000000 PA USD 10323090.67000000 0.189133435983 Long DBT CORP GB N 2 2024-05-18 Variable 3.95000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABM0 9800000.00000000 PA USD 9981298.04000000 0.182871317731 Long DBT CORP US N 2 2024-10-15 Fixed 2.50000000 N N N N N N RBSSP Resecuritization Trust 2009-7 N/A 75524MAX8 148422.17000000 PA USD 147901.94000000 0.002709770067 Long ABS-MBS CORP US N 2 2037-06-26 Floating 2.19000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAW1 22500000.00000000 PA USD 23186295.68000000 0.424805313628 Long DBT CORP US N 2 2022-06-01 Fixed 3.50000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AN6 7900000.00000000 PA USD 8172761.25000000 0.149736398342 Long DBT CORP US N 2 2024-06-15 Fixed 2.88000000 N N N N N N Chase Home Lending Mortgage Trust 2019-1 N/A 16159WAF1 14263164.11000000 PA USD 14547871.13000000 0.266537313389 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RP26 9750000.00000000 PA USD 9915821.47000000 0.181671695538 Long DBT CORP US N 2 2021-05-10 Fixed 3.10000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31407PRN0 84773.02000000 PA USD 87945.41000000 0.001611282716 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.92000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BL5 4850000.00000000 PA USD 4860500.06000000 0.089051148181 Long DBT CORP US N 2 2020-10-15 Fixed 2.08000000 N N N N N N JP Morgan Mortgage Trust 2018-3 N/A 46649TAE6 10430954.06000000 PA USD 10645424.91000000 0.195039049359 Long ABS-MBS CORP US N 2 2048-09-25 Variable 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46623EKG3 9500000.00000000 PA USD 9524903.49000000 0.174509532277 Long DBT CORP US N 2 2021-08-15 Fixed 2.30000000 N N N N N N SMB Private Education Loan Trust 2019-B N/A 83192CAA5 9232971.50000000 PA USD 9233675.98000000 0.169173837630 Long ABS-O CORP US N 2 2026-07-15 Floating 2.03000000 N N N N N N Verizon Owner Trust 2019-A 549300AUOVO1I366IH69 92347YAA2 13500000.00000000 PA USD 13791620.25000000 0.252681741258 Long ABS-O CORP US N 2 2023-09-20 Fixed 2.93000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828K74 24500000.00000000 PA USD 25322089.91000000 0.463936046292 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAU9 5800000.00000000 PA USD 6092594.86000000 0.111624845384 Long DBT CORP US N 2 2024-03-07 Fixed 2.90000000 N N N N N N PSMC 2020-1 Trust N/A 693684AC6 19600000.00000000 PA USD 20046358.64000000 0.367277282525 Long ABS-MBS CORP US N 2 2050-01-25 Variable 3.50000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCA1 4900000.00000000 PA USD 5246309.36000000 0.096119713292 Long DBT CORP US N 2 2024-01-29 Fixed 3.90000000 N N N N N N Verizon Owner Trust 2019-B 549300P0XXSIS1ESEJ26 92349GAA9 19500000.00000000 PA USD 19769053.20000000 0.362196659642 Long ABS-O CORP US N 2 2023-12-20 Fixed 2.33000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFH7 24500000.00000000 PA USD 26650358.63000000 0.488271784004 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Westlake Automobile Receivables Trust 2018-2 N/A 96042FAB0 534964.95000000 PA USD 535150.21000000 0.009804699117 Long ABS-O CORP US N 2 2021-09-15 Fixed 2.84000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FQ6 14250000.00000000 PA USD 14482803.39000000 0.265345181534 Long DBT CORP US N 2 2022-03-30 Fixed 2.45000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEB8 20700000.00000000 PA USD 21018003.34000000 0.385079170210 Long DBT CORP US N 2 2021-04-21 Floating 3.22000000 N N N N N N Commonbond Student Loan Trust 2018-BGS 549300EJIXF1G1X7PN20 20268MAA4 9361693.19000000 PA USD 9658674.18000000 0.176960398111 Long ABS-O CORP US N 2 2045-09-25 Fixed 3.56000000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAG8 9800000.00000000 PA USD 10736362.76000000 0.196705157755 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402RD55 14746.29000000 PA USD 15547.92000000 0.000284859605 Long ABS-MBS USGA US N 2 2035-02-01 Floating 4.32000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAC7 14000000.00000000 PA USD 14094890.60000000 0.258238077549 Long DBT CORP US N 2 2020-09-15 Fixed 2.90000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724PAA7 11750000.00000000 PA USD 11821125.34000000 0.216579522956 Long DBT CORP US N 2 2023-02-01 Fixed 1.70000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FW2 15000000.00000000 PA USD 15000988.65000000 0.274839059078 Long DBT CORP US N 2 2022-05-06 Floating 2.31000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAL1 9750000.00000000 PA USD 9871587.08000000 0.180861259746 Long DBT CORP US N 2 2024-10-24 Fixed 2.10000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBA6 4443000.00000000 PA USD 4604398.60000000 0.084359011820 Long DBT CORP US N 2 2022-06-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0N82 48400000.00000000 PA USD 48314491.72000000 0.885188953474 Long DBT USGA US N 2 2021-08-17 Fixed 1.25000000 N N N N N N GE Capital International Funding Co Unlimited Co 549300G6UZOB126GBY72 36164QMS4 12850000.00000000 PA USD 12893381.21000000 0.236224747766 Long DBT CORP IE N 2 2020-11-15 Fixed 2.34000000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RDB1 37000000.00000000 PA USD 37223805.60000000 0.681992096995 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.74000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284P2 19500000.00000000 PA USD 19790976.66000000 0.362598328042 Long DBT UST US N 2 2021-05-15 Fixed 2.63000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828R36 14100000.00000000 PA USD 14285062.50000000 0.261722292308 Long DBT UST US N 2 2026-05-15 Fixed 1.63000000 N N N N N N VSE 2018-A VOI Mortgage LLC 549300E4XED7XGXU7L27 918286AA3 7593598.69000000 PA USD 7893308.92000000 0.144616441436 Long ABS-O CORP US N 2 2036-02-20 Fixed 3.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0Q22 78450000.00000000 PA USD 80115934.39000000 1.467835789939 Long DBT USGA US N 2 2026-09-24 Fixed 1.88000000 N N N N N N Capital Auto Receivables Asset Trust 2018-2 N/A 13976CAC0 9750000.00000000 PA USD 9825845.25000000 0.180023205547 Long ABS-O CORP US N 2 2023-06-20 Fixed 3.27000000 N N N N N N Freddie Mac Gold Pool N/A 313965Y74 46640.95000000 PA USD 47446.03000000 0.000869277522 Long ABS-MBS USGA US N 2 2022-12-01 Fixed 7.00000000 N N N N N N Westlake Automobile Receivables Trust 2018-3 5493000EWZKZ6H2PNY04 96042GAG7 10700000.00000000 PA USD 10794035.88000000 0.197761809847 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.32000000 N N N N N N Navient Private Education Loan Trust 2018-B N/A 63940QAA1 1499815.38000000 PA USD 1499815.38000000 0.027478712066 Long ABS-O CORP US N 2 2059-12-15 Floating 2.03000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2H5 10000000.00000000 PA USD 10155464.70000000 0.186062294144 Long DBT CORP US N 2 2025-10-30 Variable 2.41000000 N N N N N N Americredit Automobile Receivables Trust 2019-1 N/A 03066GAD1 7300000.00000000 PA USD 7424023.35000000 0.136018474495 Long ABS-O CORP US N 2 2023-11-20 Fixed 2.97000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AU4 5650000.00000000 PA USD 5789666.14000000 0.106074768231 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AH2 27000000.00000000 PA USD 28958826.24000000 0.530566134107 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y95 39300000.00000000 PA USD 40423734.38000000 0.740619260547 Long DBT UST US N 2 2026-07-31 Fixed 1.88000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAA1 4750000.00000000 PA USD 4853497.94000000 0.088922859565 Long DBT CORP US N 2 2021-06-25 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468K8 9800000.00000000 PA USD 9813130.33000000 0.179790250458 Long DBT CORP US N 2 2023-01-20 Floating 2.25000000 N N N N N N CPS Auto Receivables Trust 2019-A N/A 12596HAA5 3519999.71000000 PA USD 3534109.28000000 0.064749816952 Long ABS-O CORP US N 2 2022-06-15 Fixed 3.18000000 N N N N N N Drug Royalty III LP 1 5493003XX9XM10JNJW35 26224HAG2 2631650.00000000 PA USD 2627724.10000000 0.048143574801 Long ABS-O CORP US N 2 2031-10-15 Floating 3.43000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BH4 4900000.00000000 PA USD 4925709.91000000 0.090245883690 Long DBT CORP US N 2 2020-12-15 Fixed 2.50000000 N N N N N N MUFG Union Bank NA OX3PU53ZLPQKJ4700D47 90520EAK7 14750000.00000000 PA USD 14880297.96000000 0.272627837108 Long DBT CORP US N 2 2022-12-09 Fixed 2.10000000 N N N N N N Ford Credit Auto Owner Trust 2017-REV1 N/A 34531FAA1 11500000.00000000 PA USD 11745780.30000000 0.215199096613 Long ABS-O CORP US N 2 2028-08-15 Fixed 2.62000000 N N N N N N CCG Receivables Trust 2018-2 N/A 12509KAB2 11908682.38000000 PA USD 12016765.58000000 0.220163925340 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.09000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAA1 11450000.00000000 PA USD 11844939.47000000 0.217015831071 Long DBT CORP CH N 2 2023-05-23 Fixed 3.49000000 N N N N N N Tucson Electric Power Co YLF139GXSRKPBBTNZL03 898813AP5 4400000.00000000 PA USD 4628333.42000000 0.084797531145 Long DBT CORP US N 2 2025-03-15 Fixed 3.05000000 N N N N N N SLM Private Credit Student Loan Trust 2004-A 54930054KUX5HFXZUQ43 78443CBH6 1229571.96000000 PA USD 1220893.40000000 0.022368471913 Long ABS-O CORP US N 2 2033-06-15 Floating 2.29000000 N N N N N N PSMC 2018-1 Trust N/A 69371VAC1 16547912.48000000 PA USD 16856713.07000000 0.308838521740 Long ABS-MBS CORP US N 2 2048-02-25 Variable 3.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CX6 9800000.00000000 PA USD 10426577.41000000 0.191029457566 Long DBT CORP US N 2 2024-01-25 Fixed 3.65000000 N N N N N N Verizon Owner Trust 2017-2 N/A 92348PAA0 5281949.89000000 PA USD 5284651.08000000 0.096822187141 Long ABS-O CORP US N 2 2021-12-20 Fixed 1.92000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AW7 10000000.00000000 PA USD 10216009.00000000 0.187171550262 Long DBT CORP US N 2 2024-10-01 Fixed 2.53000000 N N N N N N Sequoia Mortgage Trust 2017-3 N/A 81746XAD8 8132941.84000000 PA USD 8335948.20000000 0.152726211136 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AG3 17900000.00000000 PA USD 19110950.04000000 0.350139290791 Long DBT CORP CH N 2 2024-06-12 Variable 4.21000000 N N N N N N Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC N/A 85208NAD2 28050000.00000000 PA USD 29627812.50000000 0.542822896546 Long DBT CORP US N 2 2025-03-20 Fixed 4.74000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378N2L6 19227486.10000000 PA USD 510420.54000000 0.009351617031 Long ABS-MBS CORP US N 2 2055-09-16 Variable 0.43000000 N N N N N N Navient Student Loan Trust 2019-B N/A 63941LAA1 4855271.59000000 PA USD 4849952.15000000 0.088857895741 Long ABS-O CORP US N 2 2059-12-15 Floating 2.08000000 N N N N N N USAA Capital Corp N/A 90327QCX5 4990000.00000000 PA USD 5008815.79000000 0.091768499459 Long DBT CORP US N 2 2020-08-01 Fixed 2.45000000 N N N N N N Volvo Financial Equipment LLC Series 2019-2 N/A 92888BAB5 9750000.00000000 PA USD 9766951.35000000 0.178944187061 Long ABS-O CORP US N 2 2022-08-15 Fixed 2.02000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AE0 9600000.00000000 PA USD 9851307.74000000 0.180489713919 Long DBT CORP US N 2 2021-09-17 Fixed 3.40000000 N N N N N N Americredit Automobile Receivables Trust 2019-2 N/A 03066KAC4 9195759.46000000 PA USD 9222174.28000000 0.168963110426 Long ABS-O CORP US N 2 2022-09-19 Fixed 2.43000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BE7 9750000.00000000 PA USD 9922734.12000000 0.181798344939 Long DBT CORP US N 2 2021-05-11 Fixed 3.00000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AP9 9800000.00000000 PA USD 10460912.49000000 0.191658524176 Long DBT CORP US N 2 2023-06-01 Fixed 4.33000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BT2 9800000.00000000 PA USD 9935066.34000000 0.182024288430 Long DBT CORP US N 2 2022-08-08 Fixed 2.15000000 N N N N N N Verizon Owner Trust 2017-3 5493002I20BBOB4UPY82 92348RAA6 9052696.05000000 PA USD 9063946.74000000 0.166064160948 Long ABS-O CORP US N 2 2022-04-20 Fixed 2.06000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BD0 14500000.00000000 PA USD 14502552.29000000 0.265707008959 Long DBT CORP US N 2 2021-01-15 Floating 2.33000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BY4 6850000.00000000 PA USD 7076691.09000000 0.129654862485 Long DBT CORP US N 2 2021-11-05 Fixed 3.70000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2016-C4 N/A 46646RAG8 6005452.58000000 PA USD 5979581.09000000 0.109554275308 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 1.54000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAT4 15500000.00000000 PA USD 15781024.77000000 0.289130410020 Long DBT CORP US N 2 2022-08-01 Fixed 2.45000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AJ0 6750000.00000000 PA USD 7121538.29000000 0.130476525813 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N KeyCorp Student Loan Trust 2003-A 549300GMHSCX6O2XDS12 493268BS4 17811857.55000000 PA USD 17557320.76000000 0.321674632932 Long ABS-O CORP US N 2 2037-01-25 Floating 2.32000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AN0 7080000.00000000 PA USD 7324865.55000000 0.134201765137 Long DBT CORP US N 2 2022-02-15 Fixed 4.00000000 N N N N N N USAA Capital Corp N/A 90327QD30 9800000.00000000 PA USD 9933912.10000000 0.182003141141 Long DBT CORP US N 2 2021-06-01 Fixed 2.63000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAE3 5800000.00000000 PA USD 6194559.21000000 0.113492974656 Long DBT CORP US N 2 2023-12-15 Fixed 3.88000000 N N N N N N Americredit Automobile Receivables Trust 2019-1 N/A 03066GAB5 7032707.80000000 PA USD 7059703.55000000 0.129343627031 Long ABS-O CORP US N 2 2022-06-20 Fixed 2.93000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 1457569.99000000 NS USD 1457569.99000000 0.026704717531 Long STIV RF US N 1 N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WDL4 9800000.00000000 PA USD 9890314.64000000 0.181204374796 Long DBT CORP US N 2 2025-01-22 Fixed 2.00000000 N N N N N N PFS Financing Corp N/A 69335PDM4 29250000.00000000 PA USD 29389434.75000000 0.538455483301 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.23000000 N N N N N N Healthcare Realty Trust Inc 549300CB86LH2IOKHH22 421946AH7 12000000.00000000 PA USD 12507902.04000000 0.229162231098 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N CPS Auto Receivables Trust 2019-B 549300RMJRP95RN5CL91 22412AAA1 4780103.83000000 PA USD 4797902.55000000 0.087904274388 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.89000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 9300000.00000000 PA USD 9455884.83000000 0.173245014049 Long DBT CORP GB N 2 2025-11-07 Variable 2.63000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KS67 48117508.13000000 PA USD 2229481.43000000 0.040847212990 Long ABS-MBS CORP US N 2 2036-12-16 Variable 1.37000000 N N N N N N Ford Credit Auto Owner Trust 2019-REV1 N/A 34532PAA8 11700000.00000000 PA USD 12498052.32000000 0.228981770474 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.52000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAE0 16250000.00000000 PA USD 16627102.05000000 0.304631727231 Long DBT CORP US N 2 2021-05-25 Fixed 3.55000000 N N N N N N Americredit Automobile Receivables Trust 2018-3 N/A 03066MAB2 4404720.98000000 PA USD 4414578.75000000 0.080881247108 Long ABS-O CORP US N 2 2022-01-18 Fixed 3.11000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAC3 23657000.00000000 PA USD 20574492.90000000 0.376953439642 Long DBT CORP CA N 2 2067-05-15 Variable 4.12000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KDQ9 22126225.78000000 PA USD 712641.48000000 0.013056587028 Long ABS-MBS CORP US N 2 2042-08-16 Variable 1.07000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CK4 4800000.00000000 PA USD 4799968.13000000 0.087942118698 Long DBT CORP US N 2 2020-02-07 Fixed 1.90000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BZ0 8350000.00000000 PA USD 8717331.70000000 0.159713689410 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAZ3 9600000.00000000 PA USD 9725924.64000000 0.178192520446 Long DBT CORP US N 2 2025-03-15 Fixed 2.40000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BN9 1000000.00000000 PA USD 1050987.38000000 0.019255556374 Long DBT CORP US N 2 2021-11-15 Fixed 4.75000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBS1 19500000.00000000 PA USD 20151183.78000000 0.369197825465 Long DBT CORP US N 2 2022-02-01 Fixed 3.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148LAA4 9600000.00000000 PA USD 9611063.81000000 0.176088109651 Long DBT CORP US N 2 2020-04-23 Fixed 2.60000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QGJ7 8750000.00000000 PA USD 8757054.25000000 0.160441461994 Long ABS-O CORP US N 2 2023-10-15 Floating 2.08000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAD8 38500000.00000000 PA USD 38925326.44000000 0.713166334746 Long DBT CORP US N 2 2023-04-25 Floating 2.69000000 N N N N N N Ally Master Owner Trust N/A 02005AGP7 14250000.00000000 PA USD 14379947.18000000 0.263460712141 Long ABS-O CORP US N 2 2023-01-17 Fixed 2.70000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371FVE9 731.47000000 PA USD 805.75000000 0.000014762465 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 8.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128Q2G80 41168.09000000 PA USD 43529.94000000 0.000797529284 Long ABS-MBS USGA US N 2 2035-09-01 Floating 4.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFY3 7150000.00000000 PA USD 7216361.72000000 0.132213823459 Long DBT CORP US N 2 2023-02-15 Floating 2.80000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCP1 5000000.00000000 PA USD 5371205.40000000 0.098407983146 Long DBT CORP GB N 2 2024-02-10 Fixed 3.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0V75 34400000.00000000 PA USD 34950086.27000000 0.640334383904 Long DBT USGA US N 2 2024-07-02 Fixed 1.75000000 N N N N N N Ingersoll-Rand Global Holding Co Ltd 549300UCF0D858BIOV83 45687AAM4 14500000.00000000 PA USD 14660957.11000000 0.268609206454 Long DBT CORP US N 2 2021-02-21 Fixed 2.90000000 N N N N N N PSMC 2019-1 Trust N/A 69372XAC6 8487894.95000000 PA USD 8552891.85000000 0.156700921739 Long ABS-MBS CORP US N 2 2049-07-25 Variable 4.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BQ4 11500000.00000000 PA USD 11503394.00000000 0.210758241135 Long DBT CORP US N 2 2020-06-05 Fixed 1.80000000 N N N N N N LG&E & KU Energy LLC N/A 50188FAE5 15000000.00000000 PA USD 15483462.90000000 0.283678661053 Long DBT CORP US N 2 2021-10-01 Fixed 4.38000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EA7 6850000.00000000 PA USD 6870118.38000000 0.125870161985 Long DBT CORP US N 2 2020-12-15 Fixed 1.90000000 N N N N N N PFS Financing Corp N/A 69335PCV5 8750000.00000000 PA USD 8892313.50000000 0.162919600327 Long ABS-O CORP US N 2 2023-04-17 Fixed 3.19000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBF6 14162000.00000000 PA USD 14495108.93000000 0.265570636210 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q3C1 10000000.00000000 PA USD 10083144.30000000 0.184737283429 Long DBT CORP US N 2 2022-11-18 Fixed 1.95000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDC3 6750000.00000000 PA USD 6765198.10000000 0.123947875947 Long DBT CORP US N 2 2020-10-15 Fixed 1.95000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBK0 4800000.00000000 PA USD 4820070.91000000 0.088310429699 Long DBT CORP US N 2 2021-09-15 Fixed 1.90000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDZ4 4800000.00000000 PA USD 4806805.34000000 0.088067385933 Long DBT CORP US N 2 2020-05-22 Floating 2.45000000 N N N N N N Mead Johnson Nutrition Co E4BJRFT3MF4GJDY1SC50 582839AJ5 4750000.00000000 PA USD 4796066.21000000 0.087870630075 Long DBT CORP US N 2 2020-11-15 Fixed 3.00000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCT4 5000000.00000000 PA USD 5338997.20000000 0.097817883947 Long DBT CORP US N 2 2024-01-11 Fixed 3.60000000 N N N N N N Navient Private Education Refi Loan Trust 2020-A N/A 63941FAA4 9300000.00000000 PA USD 9300000.00000000 0.170388986290 Long ABS-O CORP US N 2 2068-11-15 Floating 2.33000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2E3 9750000.00000000 PA USD 10179677.33000000 0.186505903335 Long DBT CORP FR N 2 2023-03-01 Fixed 3.50000000 N N N N N N GTP Acquisition Partners I LLC N/A 36246MAT6 10100000.00000000 PA USD 10026876.00000000 0.183706369602 Long DBT CORP US N 3 2045-06-15 Fixed 2.35000000 N N N N N N Florida Gas Transmission Co LLC 549300Q0UQF87NXNOC32 340711AV2 12550000.00000000 PA USD 13024829.00000000 0.238633054829 Long DBT CORP US N 2 2022-07-15 Fixed 3.88000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DE7 10500000.00000000 PA USD 10756611.39000000 0.197076140931 Long DBT CORP US N 2 2024-08-15 Fixed 2.63000000 N N N N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAA4 16400000.00000000 PA USD 17258204.95000000 0.316194413615 Long DBT CORP US N 2 2023-06-15 Fixed 3.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KX8 10000000.00000000 PA USD 10229763.90000000 0.187423559237 Long DBT CORP US N 2 2023-09-01 Floating 3.34000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AG2 5800000.00000000 PA USD 5987524.21000000 0.109699804358 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAR3 4800000.00000000 PA USD 5036755.06000000 0.092280385899 Long DBT CORP US N 2 2023-06-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0J20 54700000.00000000 PA USD 54644233.35000000 1.001158658831 Long DBT USGA US N 2 2021-02-26 Fixed 1.38000000 N N N N N N Wells Fargo Mortgage Backed Securities 2019-3 Trust N/A 949831AD3 12254996.19000000 PA USD 12380107.45000000 0.226820855760 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDA4 9800000.00000000 PA USD 9903034.06000000 0.181437412331 Long DBT CORP US N 2 2021-08-15 Variable 2.72000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TDP7 9600000.00000000 PA USD 9779575.20000000 0.179175473621 Long DBT CORP US N 2 2022-01-11 Fixed 2.60000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAM0 8200000.00000000 PA USD 8200949.72000000 0.150252850474 Long DBT CORP US N 2 2021-02-10 Floating 2.45000000 N N N N N N Sequoia Mortgage Trust 2018-6 N/A 81747JAD8 4180128.44000000 PA USD 4216840.84000000 0.077258412481 Long ABS-MBS CORP US N 2 2048-07-25 Variable 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 10347000.00000000 PA USD 10657748.55000000 0.195264835653 Long DBT CORP US N 2 2023-12-20 Variable 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HHU7 22250000.00000000 PA USD 22641665.19000000 0.414826922543 Long DBT CORP US N 2 2020-10-15 Fixed 4.25000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BA5 6800000.00000000 PA USD 6821090.95000000 0.124971911007 Long DBT CORP US N 2 2020-05-11 Fixed 2.88000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAE4 4237000.00000000 PA USD 4518801.22000000 0.082790748292 Long DBT CORP US N 2 2023-09-01 Fixed 3.95000000 N N N N N N Wells Fargo Mortgage Backed Securities 2019-4 Trust N/A 95002FAC8 21056293.93000000 PA USD 21541873.12000000 0.394677196098 Long ABS-MBS CORP US N 2 2049-09-25 Variable 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378NEU3 54506924.36000000 PA USD 2721748.76000000 0.049866237866 Long ABS-MBS CORP US N 2 2046-02-16 Variable 1.23000000 N N N N N N Washington Mutual Bank / Henderson NV N/A 93933VAS7 1200000.00000000 PA USD 12.00000000 0.000000219856 Long DBT CORP US N 2 2013-01-15 None 0.00000000 Y N N N N N Navient Private Education Loan Trust 2014-CT 549300MHPR7EGDMPWY17 63938HAA5 810997.18000000 PA USD 811267.81000000 0.014863559113 Long ABS-O CORP US N 2 2024-09-16 Floating 2.38000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KU64 2824754.88000000 PA USD 178838.62000000 0.003276573244 Long ABS-MBS CORP US N 2 2051-10-16 Variable 1.22000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 10200000.00000000 PA USD 10867413.44000000 0.199106189208 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Verizon Owner Trust 2017-1 N/A 92348NAA5 1646093.87000000 PA USD 1646493.05000000 0.030166051798 Long ABS-O CORP US N 2 2021-09-20 Fixed 2.06000000 N N N N N N Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC N/A 85208NAA8 16778125.00000000 PA USD 16914447.27000000 0.309896292903 Long DBT CORP US N 2 2023-03-20 Fixed 3.36000000 N N N N N N Southeast Supply Header LLC N/A 841504AB9 10900000.00000000 PA USD 11198347.82000000 0.205169369159 Long DBT CORP US N 2 2024-06-15 Fixed 4.25000000 N N N N N N CPS Auto Trust N/A 12655CAA4 907433.93000000 PA USD 907914.96000000 0.016634269857 Long ABS-O CORP US N 2 2021-09-15 Fixed 2.87000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31383TDX3 2538.68000000 PA USD 2660.51000000 0.000048744258 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 7.50000000 N N N N N N Laurel Road Prime Student Loan Trust 2019-A N/A 51889RAA7 7772318.85000000 PA USD 7784867.26000000 0.142629638799 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.34000000 N N N N N N Wells Fargo Mortgage Backed Securities 2019-1 Trust N/A 95001TAC9 3452958.14000000 PA USD 3481822.45000000 0.063791849214 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.00000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAF0 24500000.00000000 PA USD 24920370.02000000 0.456575976956 Long DBT CORP US N 2 2023-10-30 Floating 2.82000000 N N N N N N Westlake Automobile Receivables Trust 2019-3 N/A 96042HAC4 13750000.00000000 PA USD 13812892.50000000 0.253071478582 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.15000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CB3 18594000.00000000 PA USD 18827083.97000000 0.344938468005 Long DBT CORP US N 2 2021-02-22 Fixed 3.00000000 N N N N N N Daimler Trucks Retail Trust 2019-1 N/A 233871AB8 9678178.59000000 PA USD 9701102.32000000 0.177737740882 Long ABS-O CORP US N 2 2021-04-15 Fixed 2.77000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCR1 11000000.00000000 PA USD 11108161.68000000 0.203517033140 Long DBT CORP US N 2 2021-02-17 Fixed 2.80000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAS5 4850000.00000000 PA USD 5144660.68000000 0.094257367534 Long DBT CORP US N 2 2023-06-15 Fixed 4.00000000 N N N N N N Navient Private Education Refi Loan Trust 2019-C N/A 63940YAA4 12333709.33000000 PA USD 12404826.73000000 0.227273747487 Long ABS-O CORP US N 2 2068-02-15 Fixed 2.82000000 N N N N N N JP Morgan Mortgage Trust 2018-4 N/A 46649CAE3 8032758.36000000 PA USD 8197919.90000000 0.150197339941 Long ABS-MBS CORP US N 2 2048-10-25 Variable 3.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CU2 13400000.00000000 PA USD 13639719.97000000 0.249898716018 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N American Airlines 2013-2 Class A Pass Through Trust N/A 02377UAB0 9278254.50000000 PA USD 9733654.43000000 0.178334140992 Long DBT CORP US N 2 2024-07-15 Fixed 4.95000000 N N N N N N GS Mortage-Backed Securities Trust 2020-PJ1 N/A 36258FAF6 9900000.00000000 PA USD 10136669.40000000 0.185717938003 Long ABS-MBS CORP US N 2 2050-05-01 Variable 3.50000000 N N N N N N PFS Financing Corp N/A 69335PCF0 19250000.00000000 PA USD 19244473.33000000 0.352585623913 Long ABS-O CORP US N 2 2022-07-15 Floating 2.28000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BE2 4800000.00000000 PA USD 4806372.00000000 0.088059446539 Long DBT CORP US N 2 2020-08-21 Floating 2.34000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2E8 9700000.00000000 PA USD 9942590.11000000 0.182162134402 Long DBT CORP US N 2 2022-11-29 Fixed 2.55000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JW2 9800000.00000000 PA USD 9952068.95000000 0.182335799987 Long DBT CORP US N 2 2021-05-13 Fixed 2.80000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AS1 11700000.00000000 PA USD 11911339.32000000 0.218232369042 Long DBT CORP NL N 2 2022-08-21 Fixed 2.38000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5Q6 14500000.00000000 PA USD 14526911.86000000 0.266153310296 Long DBT CORP US N 2 2021-07-23 Floating 2.31000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330NAQ8 14400000.00000000 PA USD 14641987.10000000 0.268261649381 Long DBT CORP US N 2 2022-01-15 Fixed 2.63000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAU3 14800000.00000000 PA USD 14896990.32000000 0.272933664452 Long DBT CORP US N 2 2021-05-14 Fixed 2.30000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAS9 10000000.00000000 PA USD 10103648.10000000 0.185112941676 Long DBT CORP US N 2 2021-09-01 Fixed 2.40000000 N N N N N N Indiantown Cogeneration LP N/A 455665AK5 1547850.40000000 PA USD 1601245.14000000 0.029337046904 Long DBT CORP US N 2 2020-12-15 Fixed 9.77000000 N N N N N N CHL Mortgage Pass-Through Trust 2004-J7 N/A 12669F6C2 1308.15000000 PA USD 1302.23000000 0.000023858672 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.00000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AK7 11300000.00000000 PA USD 11425240.61000000 0.209326361899 Long DBT CORP US N 2 2023-07-01 Fixed 4.15000000 N N N N N N Sequoia Mortgage Trust 2019-3 N/A 81748BAE2 9381934.71000000 PA USD 9528161.54000000 0.174569224302 Long ABS-MBS CORP US N 2 2049-09-25 Variable 3.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CM0 9600000.00000000 PA USD 9772867.20000000 0.179052573694 Long DBT CORP US N 2 2022-02-09 Fixed 2.50000000 N N N N N N Five Corners Funding Trust N/A 33829TAA4 26875000.00000000 PA USD 29391031.86000000 0.538484744586 Long DBT CORP US N 2 2023-11-15 Fixed 4.42000000 N N N N N N SMB Private Education Loan Trust 2018-A 549300QHI21JZK7YIR34 78449PAA7 2258824.56000000 PA USD 2259682.46000000 0.041400538032 Long ABS-O CORP US N 2 2026-03-16 Floating 2.03000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CP2 5750000.00000000 PA USD 5856370.06000000 0.107296877189 Long DBT CORP US N 2 2021-08-15 Fixed 3.10000000 N N N N N N Santander Drive Auto Receivables Trust 2019-1 N/A 80285HAB6 1023620.31000000 PA USD 1023985.03000000 0.018760835617 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.91000000 N N N N N N World Omni Select Auto Trust 2019-A N/A 98163BAB8 20500000.00000000 PA USD 20551282.80000000 0.376528198200 Long ABS-O CORP US N 2 2023-08-15 Fixed 2.06000000 N N N N N N Panasonic Corp 254900GE1G59KGWPHX32 69832AAA4 9800000.00000000 PA USD 9944215.13000000 0.182191907038 Long DBT CORP JP N 2 2022-07-19 Fixed 2.54000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746SK8 19000000.00000000 PA USD 19424320.16000000 0.355880668972 Long DBT CORP US N 2 2023-01-24 Fixed 3.07000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DC1 14216000.00000000 PA USD 14462224.39000000 0.264968145518 Long DBT CORP US N 2 2021-03-09 Fixed 3.35000000 N N N N N N Commonbond Student Loan Trust 2019-A-GS N/A 20268CAA6 20837622.82000000 PA USD 21097743.03000000 0.386540112677 Long ABS-O CORP US N 2 2047-01-25 Fixed 2.54000000 N N N N N N JP Morgan Mortgage Trust 2019-5 N/A 46591FAD6 10862244.88000000 PA USD 10953781.02000000 0.200688563875 Long ABS-MBS CORP US N 2 2049-11-25 Variable 4.00000000 N N N N N N Ford Credit Auto Owner Trust 2015-REV2 N/A 34530WAA5 12327000.00000000 PA USD 12359511.23000000 0.226443504250 Long ABS-O CORP US N 2 2027-01-15 Fixed 2.44000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EED1 20000000.00000000 PA USD 20765930.40000000 0.380460841960 Long DBT CORP US N 2 2021-03-24 Fixed 5.10000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AF5 8300000.00000000 PA USD 8731193.30000000 0.159967653278 Long DBT CORP US N 2 2023-05-30 Fixed 4.13000000 N N N N N N JP Morgan Mortgage Trust 2018-9 N/A 46649YAE5 6392762.61000000 PA USD 6446954.06000000 0.118117200746 Long ABS-MBS CORP US N 2 2049-02-25 Variable 4.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148LAB2 9600000.00000000 PA USD 9614472.19000000 0.176150555932 Long DBT CORP US N 2 2020-04-23 Floating 2.97000000 N N N N N N Capital Auto Receivables Asset Trust 2018-2 N/A 13976CAB2 2682161.76000000 PA USD 2685663.05000000 0.049205097269 Long ABS-O CORP US N 2 2021-02-22 Fixed 3.02000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHQ6 5751000.00000000 PA USD 5798334.24000000 0.106233579927 Long DBT CORP US N 2 2022-01-24 Floating 2.44000000 N N N N N Americredit Automobile Receivables Trust 2019-2 N/A 03066KAE0 14600000.00000000 PA USD 14750409.20000000 0.270248093651 Long ABS-O CORP US N 2 2024-01-18 Fixed 2.28000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BG2 9750000.00000000 PA USD 10125249.62000000 0.185508711687 Long DBT CORP US N 2 2022-08-15 Fixed 3.25000000 N N N N N N JP Morgan Mortgage Trust 2016-4 N/A 46647JAE0 9342148.59000000 PA USD 9575337.96000000 0.175433562192 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.50000000 N N N N N N Navistar Financial Dealer Note Master Owner Trust II 549300S28N49H5RT4J50 63938PBD0 11500000.00000000 PA USD 11521208.30000000 0.211084623987 Long ABS-O CORP US N 2 2023-09-25 Floating 2.29000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WBY8 17100000.00000000 PA USD 17100187.42000000 0.313299311814 Long DBT CORP US N 2 2020-02-11 Fixed 1.95000000 N N N N N N CPS Auto Receivables Trust 2019-C N/A 12596UAA6 7645542.27000000 PA USD 7671206.06000000 0.140547206902 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.55000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAP8 9650000.00000000 PA USD 9655932.82000000 0.176910172568 Long DBT CORP NL N 2 2020-03-16 Fixed 2.20000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DC9 9500000.00000000 PA USD 9532995.78000000 0.174657794329 Long DBT CORP US N 2 2020-10-14 Fixed 2.15000000 N N N N N N Navient Private Education Refi Loan Trust 2018-C N/A 63940VAA0 2666782.01000000 PA USD 2677089.66000000 0.049048020793 Long ABS-O CORP US N 2 2042-06-16 Fixed 3.01000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAW7 9750000.00000000 PA USD 9794932.00000000 0.179456831641 Long DBT CORP US N 2 2022-08-02 Floating 2.49000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AC5 12500000.00000000 PA USD 13286686.50000000 0.243430649881 Long DBT CORP US N 2 2024-06-01 Fixed 4.38000000 N N N N N N Sky Ltd 2138003TS48MQKF4BZ29 111013AK4 8900000.00000000 PA USD 9214976.43000000 0.168831235763 Long DBT CORP GB N 2 2022-11-26 Fixed 3.13000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ESW0 4650000.00000000 PA USD 4651943.61000000 0.085230102794 Long DBT CORP US N 2 2020-03-10 Fixed 2.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0H55 20000000.00000000 PA USD 20075254.60000000 0.367806696862 Long DBT USGA US N 2 2020-12-28 Fixed 1.88000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCS9 4800000.00000000 PA USD 5038218.29000000 0.092307194316 Long DBT CORP US N 2 2023-02-17 Fixed 3.60000000 N N N N N N Westlake Automobile Receivables Trust 2018-2 N/A 96042FAD6 7800000.00000000 PA USD 7827747.72000000 0.143415268704 Long ABS-O CORP US N 2 2024-01-16 Fixed 3.20000000 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 902674XF2 11500000.00000000 PA USD 11512015.32000000 0.210916195756 Long DBT CORP CH N 2 2020-06-08 Fixed 2.20000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWD2 10450000.00000000 PA USD 10560823.19000000 0.193489027713 Long DBT CORP US N 2 2022-04-26 Floating 2.90000000 N N N N N N Sequoia Mortgage Trust 2018-CH3 549300FECQ7XLTBL1027 81746WAL2 3777777.68000000 PA USD 3801307.57000000 0.069645262734 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.00000000 N N N N N N Navient Private Education Refi Loan Trust 2018-D N/A 63940UAA2 3944800.45000000 PA USD 3944800.06000000 0.072274245520 Long ABS-O CORP US N 2 2059-12-15 Floating 1.98000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RBD3 4750000.00000000 PA USD 4777083.74000000 0.087522844718 Long DBT CORP US N 2 2021-02-28 Fixed 2.20000000 N N N N N N Americredit Automobile Receivables Trust 2018-1 5493003R0K8V08JVGR27 03066HAD9 9065594.51000000 PA USD 9125647.73000000 0.167194609242 Long ABS-O CORP US N 2 2022-12-19 Fixed 3.07000000 N N N N N N Delta Air Lines 2012-1 Class A Pass Through Trust N/A 247358AA2 2790384.89000000 PA USD 2811296.59000000 0.051506879154 Long DBT CORP US N 2 2021-11-07 Fixed 4.75000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAA4 17600000.00000000 PA USD 17985126.19000000 0.329512625787 Long DBT CORP US N 2 2021-06-15 Fixed 3.38000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWT7 10000000.00000000 PA USD 10374044.10000000 0.190066973971 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BF9 5750000.00000000 PA USD 5793345.23000000 0.106142174297 Long DBT CORP US N 2 2021-08-23 Fixed 2.25000000 N N N N N N 2020-03-04 Principal Funds, Inc Sara Reece /s/ Sara Reece Vice President and Controller XXXX