0001752724-24-091247.txt : 20240426
0001752724-24-091247.hdr.sgml : 20240426
20240426095552
ACCESSION NUMBER: 0001752724-24-091247
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240426
DATE AS OF CHANGE: 20240426
PERIOD START: 20240229
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: J.P. Morgan Exchange-Traded Fund Trust
CENTRAL INDEX KEY: 0001485894
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22903
FILM NUMBER: 24879350
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: (800) 480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
0001485894
S000054790
JPMorgan Ultra-Short Income ETF
C000172198
JPMorgan Ultra-Short Income ETF
JPST
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001485894
XXXXXXXX
S000054790
C000172198
J.P. Morgan Exchange-Traded Fund Trust
811-22903
0001485894
5493001E1K1DVWDV2464
277 Park Avenue
New York
10172
844-457-6383
JPMorgan Ultra-Short Income ETF
S000054790
549300VN24B8TQAGGX74
2024-02-29
2024-02-29
N
22828468706.32
356773875.64
22471694830.68
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
0.00000000
USD
N
N/A
N/A
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VBG3
20516000.00000000
PA
USD
20653742.99000000
0.091910036806
Long
DBT
CORP
JP
Y
2
2026-03-09
Fixed
5.65000000
N
N
N
N
N
N
Svenska Handelsbanken
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959TBB1
26011000.00000000
PA
USD
26011000.00000000
0.115750058889
Long
STIV
CORP
SE
N
2
2024-10-31
Floating
5.54000040
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AX6
64600000.00000000
PA
USD
63268379.53000000
0.281546986138
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAL0
2001000.00000000
PA
USD
2006982.37000000
0.008931157107
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
Dryden 41 Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden Senior Loan Fund, Series 2015-41A, Class AR
26244KAN6
4787672.41320000
PA
USD
4793623.49000000
0.021331828890
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
6.54559920
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAG7
44075000.00000000
PA
USD
43973756.64000000
0.195685091717
Long
DBT
CORP
FR
N
2
2024-04-15
Fixed
4.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AP8
34170000.00000000
PA
USD
34088696.93000000
0.151696154592
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 31 Ltd.
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO Ltd., Series 2019-31A, Class AR
64132JAN5
2150000.00000000
PA
USD
2151552.30000000
0.009574499459
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
6.61942080
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148LAC0
12257000.00000000
PA
USD
12045860.06000000
0.053604590800
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAP0
10215000.00000000
PA
USD
10006722.79000000
0.044530343017
Long
DBT
CORP
ES
N
2
2025-03-24
Fixed
3.49600000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2S3
68074000.00000000
PA
USD
67657434.09000000
0.301078466042
Long
DBT
CORP
CA
N
2
2025-06-09
Variable
3.75000000
N
N
N
N
N
N
Volkswagen Auto Loan Enhanced Trust
N/A
Volkswagen Auto Loan Enhanced Trust, Series 2023-2, Class A2A
92867YAB0
116992000.00000000
PA
USD
117357295.82000000
0.522244969523
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
5.72000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BY7
119020000.00000000
PA
USD
119211116.37000000
0.530494550002
Long
DBT
CORP
US
Y
2
2025-09-12
Floating
6.30236160
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253AF70
112000000.00000000
PA
USD
110386141.60000000
0.491223036053
Long
STIV
CORP
AU
Y
2
2024-06-07
None
0.00000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAJ2
699000.00000000
PA
USD
663354.08000000
0.002951953935
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AS7
27532000.00000000
PA
USD
27257564.60000000
0.121297324502
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAU9
172797000.00000000
PA
USD
168125357.07000000
0.748165006408
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBM9
22819000.00000000
PA
USD
22726656.53000000
0.101134590431
Long
DBT
CORP
US
N
2
2024-05-09
Fixed
3.60000000
N
N
N
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413AX0
6993000.00000000
PA
USD
6834541.70000000
0.030414001932
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.87500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674YL8
30423000.00000000
PA
USD
30450380.70000000
0.135505492262
Long
DBT
CORP
CH
Y
2
2024-08-09
Floating
5.77562040
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BA8
3350000.00000000
PA
USD
3308592.86000000
0.014723379277
Long
DBT
CORP
GB
N
2
2026-04-05
Fixed
4.80000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAK3
4277000.00000000
PA
USD
4138008.71000000
0.018414315169
Long
DBT
CORP
US
Y
2
2024-11-12
Fixed
1.10000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACK1
28960000.00000000
PA
USD
29110874.36000000
0.129544631944
Long
DBT
CORP
US
Y
2
2025-07-11
Fixed
6.00000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87019RG18
3200000.00000000
PA
USD
3142144.10000000
0.013982675199
Long
STIV
CORP
SE
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2J9
1094000.00000000
PA
USD
1082630.45000000
0.004817751656
Long
DBT
CORP
US
Y
2
2024-06-25
Fixed
2.75000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing LLC, Series 2022-4, Class A2
29374GAB7
28942083.66000000
PA
USD
29001591.48000000
0.129058318469
Long
ABS-O
CORP
US
Y
2
2029-10-22
Fixed
5.76000000
N
N
N
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413AT9
2915000.00000000
PA
USD
2804601.75000000
0.012480597352
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.60000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAT1
5000000.00000000
PA
USD
4898820.00000000
0.021799957844
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.65000000
N
N
N
N
N
N
Ballyrock CLO Ltd.
254900Y6C4AXEAZ9T124
Ballyrock CLO Ltd., Series 2020-2A, Class A1R
05875DAJ1
20442347.51000000
PA
USD
20445086.78000000
0.090981507777
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
6.58941840
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EXA2
52201000.00000000
PA
USD
52322064.04000000
0.232835415549
Long
DBT
CORP
US
N
2
2025-07-03
Floating
5.84484120
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KBB8
34774000.00000000
PA
USD
34775136.41000000
0.154750839542
Long
DBT
CORP
NL
Y
2
2024-03-11
Floating
5.80341960
N
N
N
N
N
N
Virginia Power Fuel Securitization LLC
254900BELJ95ONW6U791
Virginia Power Fuel Securitization LLC, Series A-1
92808VAA0
45553000.00000000
PA
USD
45388881.20000000
0.201982456338
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.08800000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AX1
17009000.00000000
PA
USD
16741899.51000000
0.074502166552
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.75000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 26 Ltd.
549300P0MOXZPIM3AS61
Neuberger Berman Loan Advisers CLO Ltd., Series 2017-26A, Class AR
64131QAJ9
26258421.07360000
PA
USD
26275489.05000000
0.116927046437
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-18
Floating
6.47952120
N
N
N
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
24217000.00000000
PA
USD
24197634.63000000
0.107680505686
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAB4
14463000.00000000
PA
USD
14151685.66000000
0.062975604495
Long
DBT
CORP
GB
Y
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
AIMCO CLO
N/A
AIMCO CLO, Series 2018-AA, Class A
00900GAC9
18017791.82000000
PA
USD
18057430.96000000
0.080356337588
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-17
Floating
6.59814120
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAG8
3000000.00000000
PA
USD
2950045.05000000
0.013127826237
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEZ4
50000000.00000000
PA
USD
49825649.00000000
0.221726262195
Long
DBT
CORP
US
N
2
2027-01-28
Variable
5.05000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
96130AWH7
173820000.00000000
PA
USD
173752291.90000000
0.773205106286
Long
STIV
CORP
AU
N
2
2025-02-21
Floating
5.58000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BD5
1191000.00000000
PA
USD
1190781.28000000
0.005299027460
Long
DBT
CORP
JP
N
2
2024-03-07
Fixed
3.40700000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBQ8
961000.00000000
PA
USD
961000.00000000
0.004276490968
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CG0
515000.00000000
PA
USD
489866.92000000
0.002179928677
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
3.35000000
N
N
N
N
N
N
Harriman Park CLO Ltd.
549300BI9STOGTECXV18
Harriman Park CLO Ltd., Series 2020-1A, Class XR
413717AL3
416663.00000000
PA
USD
416578.42000000
0.001853791728
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
6.17942160
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AF7
10000000.00000000
PA
USD
9173129.50000000
0.040820817339
Long
DBT
CORP
US
Y
2
2026-12-14
Fixed
2.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05586FZ59
36792000.00000000
PA
USD
36883774.33000000
0.164134368181
Long
STIV
CORP
FR
N
2
2024-10-03
Fixed
5.95000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBB4
53742000.00000000
PA
USD
52193639.78000000
0.232263922117
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VBP3
45107000.00000000
PA
USD
45044391.03000000
0.200449460396
Long
DBT
CORP
JP
Y
2
2027-03-07
Fixed
5.20000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CB4
12200000.00000000
PA
USD
12111794.00000000
0.053897999644
Long
DBT
CORP
GB
Y
2
2025-03-23
Variable
1.21400000
N
N
N
N
N
N
VMware LLC
549300BUDHS3LRWBE814
VMware LLC
928563AH8
7113000.00000000
PA
USD
6959715.13000000
0.030971029032
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DE6
1038000.00000000
PA
USD
1031909.56000000
0.004592041533
Long
DBT
CORP
US
N
2
2026-05-01
Variable
4.99000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAQ7
31273000.00000000
PA
USD
30812854.71000000
0.137118517059
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAA4
80026000.00000000
PA
USD
78527835.65000000
0.349452216406
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBL3
34871000.00000000
PA
USD
34602915.94000000
0.153984451109
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25500000
N
N
N
N
N
N
CIFC Funding 2018-IV Ltd.
254900PA63PFHC11GD90
CIFC Funding Ltd., Series 2018-4A, Class A1
17181TAA9
12018729.84000000
PA
USD
12024330.57000000
0.053508783652
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-17
Floating
6.72814080
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17330QCS4
75569000.00000000
PA
USD
75569158.69000000
0.336285977801
Long
STIV
CORP
US
N
2
2024-03-01
Fixed
5.63000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBP4
19458000.00000000
PA
USD
19527977.19000000
0.086900331003
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJR1
46148000.00000000
PA
USD
45809963.13000000
0.203856288878
Long
DBT
CORP
US
N
2
2025-04-22
Variable
0.97600000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40434PF68
52663000.00000000
PA
USD
51880118.69000000
0.230868739901
Long
STIV
CORP
US
Y
2
2024-06-06
None
0.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
19100000.00000000
PA
USD
18772004.10000000
0.083536218524
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300000
N
N
N
N
N
N
Sound Point CLO II Ltd.
549300Q00FJ0WHHYC788
Sound Point CLO II Ltd., Series 2013-1A, Class A1R
83608GAN6
1880580.21000000
PA
USD
1883096.43000000
0.008379859392
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-26
Floating
6.65565840
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBE3
18309000.00000000
PA
USD
17805980.00000000
0.079237370096
Long
DBT
CORP
AU
Y
2
2025-01-22
Fixed
2.30000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAF3
53348000.00000000
PA
USD
53264906.22000000
0.237031103445
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.80000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EM6
33658000.00000000
PA
USD
33778211.57000000
0.150314481504
Long
DBT
CORP
US
N
2
2026-02-20
Floating
5.80547880
N
N
N
N
N
N
TCI-Symphony CLO Ltd.
N/A
TCI-Symphony CLO Ltd., Series 2017-1A, Class AR
87232BAF9
16981160.75000000
PA
USD
16996902.29000000
0.075636939795
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
6.50559960
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAZ3
12201000.00000000
PA
USD
11795120.44000000
0.052488788802
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAB7
8426000.00000000
PA
USD
8267817.10000000
0.036792138564
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.45000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
0018A2KN5
49466000.00000000
PA
USD
47804901.55000000
0.212733849895
Long
STIV
CORP
NZ
Y
2
2024-10-22
Fixed
0.00000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust, Series 2023-A2, Class A2
17305EGX7
65328000.00000000
PA
USD
65536860.15000000
0.291641821606
Long
ABS-O
CORP
US
N
2
2027-12-08
Floating
5.95725480
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBQ6
27007000.00000000
PA
USD
27058074.56000000
0.120409585320
Long
DBT
CORP
AU
Y
2
2026-12-07
Fixed
5.39100000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
1792000.00000000
PA
USD
1689072.68000000
0.007516445433
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEW9
179360000.00000000
PA
USD
177927014.04000000
0.791782797784
Long
DBT
CORP
US
Y
2
2024-08-26
Fixed
3.85500000
N
N
N
N
N
N
CRH America Finance, Inc.
549300WEVUODRJ4CWK56
CRH America Finance, Inc.
12636CFJ4
10387000.00000000
PA
USD
10209404.42000000
0.045432284911
Long
STIV
CORP
US
Y
2
2024-06-18
Fixed
0.00000000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
44978000.00000000
PA
USD
44781673.28000000
0.199280355208
Long
DBT
CORP
CA
Y
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2W0
21061000.00000000
PA
USD
20934467.83000000
0.093159274312
Long
DBT
CORP
US
Y
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
7425APAB1
64631000.00000000
PA
USD
64899057.72000000
0.288803573602
Long
DBT
CORP
US
Y
2
2025-08-28
Floating
6.21078480
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAA9
32900000.00000000
PA
USD
32927521.84000000
0.146528875939
Long
DBT
CORP
CA
N
2
2025-01-10
Floating
5.80926960
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2H0
18888000.00000000
PA
USD
18212312.59000000
0.081045567444
Long
DBT
CORP
US
Y
2
2025-01-13
Fixed
1.75000000
N
N
N
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
31849HH88
22621000.00000000
PA
USD
22084650.89000000
0.098277637963
Long
STIV
CORP
AE
Y
2
2024-08-08
Fixed
0.00000000
N
N
N
N
N
N
Brookfield Corporate Treasury Ltd.
N/A
Brookfield Corporate Treasury Ltd.
11271ECS5
23700000.00000000
PA
USD
23602636.61000000
0.105032739131
Long
STIV
CORP
CA
Y
2
2024-03-26
None
0.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAP7
39030000.00000000
PA
USD
38119779.03000000
0.169634641789
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBD0
8000000.00000000
PA
USD
7672950.56000000
0.034144957101
Long
DBT
CORP
JP
N
2
2026-05-25
Variable
2.22600000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABF3
8000000.00000000
PA
USD
7776360.64000000
0.034605136366
Long
DBT
CORP
US
Y
2
2025-02-10
Fixed
2.65000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCH6
21014000.00000000
PA
USD
19073181.21000000
0.084876469504
Long
DBT
CORP
US
N
2
2027-11-02
Variable
1.87800000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641596E1
7304000.00000000
PA
USD
7159867.47000000
0.031861715477
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAU5
5956000.00000000
PA
USD
5734491.48000000
0.025518731556
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAT9
1356000.00000000
PA
USD
1338567.45000000
0.005956682217
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.25000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BG8
15544000.00000000
PA
USD
15227351.47000000
0.067762363207
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CV9
13210000.00000000
PA
USD
13153668.33000000
0.058534384829
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
Volkswagen Auto Loan Enhanced Trust
N/A
Volkswagen Auto Loan Enhanced Trust, Series 2023-1, Class A2A
92867WAB4
88407084.22000000
PA
USD
88405042.02000000
0.393406205834
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
5.50000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BM4
42438000.00000000
PA
USD
42626517.66000000
0.189689820822
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.45000000
N
N
N
N
N
N
Neuberger Berman CLO XVI-S Ltd.
549300UHUHCR3388B324
Neuberger Berman CLO Ltd., Series 2017-16SA, Class XR
64131TAL8
2500000.00000000
PA
USD
2498602.50000000
0.011118887644
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.37560000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAU3
48302000.00000000
PA
USD
48170379.95000000
0.214360244356
Long
DBT
CORP
JP
Y
2
2024-03-25
Fixed
0.85000000
N
N
N
N
N
N
Anchorage Capital CLO Ltd.
5493009A4SIPWYPZDB35
Anchorage Capital CLO Ltd., Series 2016-9A, Class XR
03328WBA5
249999.99990000
PA
USD
249948.00000000
0.001112279255
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
6.52560120
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KV2
10752000.00000000
PA
USD
10731752.26000000
0.047756755068
Long
DBT
CORP
US
N
2
2027-02-23
Fixed
5.00400000
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U8A1
34562000.00000000
PA
USD
34387224.80000000
0.153024616341
Long
DBT
CORP
US
N
2
2028-01-14
Variable
4.95200000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05970RKB0
69900000.00000000
PA
USD
67606406.25000000
0.300851389979
Long
STIV
CORP
ES
Y
2
2024-10-11
Fixed
0.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LNT9
79200000.00000000
PA
USD
79402297.39000000
0.353343608429
Long
DBT
CORP
CA
N
2
2026-06-05
Fixed
5.30000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BA9
6760000.00000000
PA
USD
6648897.24000000
0.029587876170
Long
DBT
CORP
US
Y
2
2024-09-26
Fixed
2.85000000
N
N
N
N
N
N
Natixis SA
2549003L5ZG5M2ZSE107
Natixis SA
63873QY57
31855000.00000000
PA
USD
31939210.60000000
0.142130848788
Long
STIV
CORP
FR
N
2
2025-08-08
Floating
5.90000040
N
N
N
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AM4
2000000.00000000
PA
USD
1928798.60000000
0.008583235997
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484AH4
190000.00000000
PA
USD
180341.02000000
0.000802525227
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
Kia Corp.
988400V8MJK9N7OI5X76
Kia Corp.
49374JAB9
12580000.00000000
PA
USD
12501123.40000000
0.055630532072
Long
DBT
CORP
KR
Y
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05970RE76
60124000.00000000
PA
USD
59511038.22000000
0.264826657127
Long
STIV
CORP
ES
Y
2
2024-05-07
Fixed
0.00000000
N
N
N
N
N
N
Sound Point CLO XXII Ltd.
N/A
Sound Point CLO Ltd., Series 2019-1A, Class AR
83611KAL6
7268000.00000000
PA
USD
7273065.80000000
0.032365452872
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
6.65942040
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WEN7
19056000.00000000
PA
USD
19073302.28000000
0.084877008270
Long
DBT
CORP
US
N
2
2024-06-07
Floating
5.94725760
N
N
N
N
N
N
Credit Industriel et Commercial
N4JDFKKH2FTD8RKFXO39
Credit Industriel et Commercial
22536LP61
73221000.00000000
PA
USD
69499943.19000000
0.309277710086
Long
STIV
CORP
FR
Y
2
2025-02-06
None
0.00000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
4116000.00000000
PA
USD
3975524.13000000
0.017691251861
Long
DBT
CORP
US
Y
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
VW Credit, Inc.
549300UUPJ2NXDB68M19
VW Credit, Inc.
91842JDK2
18284000.00000000
PA
USD
18142299.00000000
0.080734003984
Long
STIV
CORP
US
Y
2
2024-04-19
None
0.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1
69702HAA6
17756758.73000000
PA
USD
17724246.10000000
0.078873650757
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-15
Floating
6.37560000
N
N
N
N
N
N
Telstra Group Ltd.
894500WRW54CVN62K416
Telstra Group Ltd.
8796VQC84
12000000.00000000
PA
USD
11985652.32000000
0.053336663791
Long
STIV
CORP
AU
Y
2
2024-03-08
None
0.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2P9
7390000.00000000
PA
USD
7232849.51000000
0.032186488667
Long
DBT
CORP
CA
N
2
2024-08-06
Fixed
0.75000000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NBB6
3246000.00000000
PA
USD
3019518.17000000
0.013436984583
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACB1
1961000.00000000
PA
USD
1962533.62000000
0.008733358274
Long
DBT
CORP
US
Y
2
2026-03-30
Fixed
5.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2022-1A, Class A1
69701CAA8
26072573.99960000
PA
USD
26064413.28000000
0.115987750262
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-15
Floating
6.36653160
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAM3
4670000.00000000
PA
USD
4623628.21000000
0.020575342646
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
0.62500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLE7
95000000.00000000
PA
USD
94398747.85000000
0.420078452298
Long
DBT
CORP
US
N
2
2027-01-20
Variable
5.08000000
N
N
N
N
N
N
Bell Canada (The)
5493000G3EFX9S7TDE29
Bell Canada (The), Series US-3
0778FPAC3
9947000.00000000
PA
USD
9924122.99000000
0.044162770386
Long
DBT
CORP
CA
N
2
2024-03-17
Fixed
0.75000000
N
N
N
N
N
N
Galaxy XXII CLO Ltd.
54930022KENWLYJ8SJ86
Galaxy CLO Ltd., Series 2016-22A, Class XRR
36320TAT0
1894737.00000000
PA
USD
1893937.42000000
0.008428102260
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-16
Floating
6.47560080
N
N
N
N
N
N
OCP CLO Ltd.
254900XV0U0WEM36A370
OCP CLO Ltd., Series 2015-9A, Class X
67091YAS3
1000000.00000000
PA
USD
999485.00000000
0.004447750859
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-15
Floating
6.06650040
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AH5
67601000.00000000
PA
USD
68204793.88000000
0.303514240442
Long
DBT
CORP
CA
Y
2
2026-06-26
Fixed
6.27100000
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05586FU96
108749000.00000000
PA
USD
108984513.36000000
0.484985730632
Long
STIV
CORP
FR
N
2
2024-09-12
Fixed
5.95000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BL5
12208000.00000000
PA
USD
11367896.23000000
0.050587622854
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.25000000
N
N
N
N
N
N
Madison Park Funding XVII Ltd.
N/A
Madison Park Funding Ltd., Series 2015-17A, Class AR2
55818YBN0
4548215.98000000
PA
USD
4556443.70000000
0.020276368713
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-21
Floating
6.57942120
N
N
N
N
N
N
Elmwood CLO 18 Ltd.
N/A
Elmwood CLO Ltd., Series 2022-5A, Class AR
29003MAJ6
39000000.00000000
PA
USD
39140010.00000000
0.174174713099
Long
ABS-CBDO
CORP
KY
Y
2
2033-07-17
Floating
6.96652920
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust, Series 2023-A, Class A2
00218GAB8
10296510.04000000
PA
USD
10271751.05000000
0.045709730073
Long
ABS-O
CORP
US
Y
2
2032-02-17
Fixed
5.41000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBJ7
37209000.00000000
PA
USD
37079131.66000000
0.165003716628
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.45000000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AH5
21911000.00000000
PA
USD
21553200.60000000
0.095912661516
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAN1
3897000.00000000
PA
USD
3562850.49000000
0.015854836570
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
0.95000000
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06428CAD6
5320000.00000000
PA
USD
5348634.26000000
0.023801650477
Long
DBT
CORP
US
N
2
2025-08-18
Floating
6.09626880
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAV2
2868000.00000000
PA
USD
2802664.49000000
0.012471976462
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABW6
2659000.00000000
PA
USD
2433354.18000000
0.010828529838
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
1.50000000
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2X8
55521000.00000000
PA
USD
55562022.25000000
0.247253367708
Long
DBT
CORP
US
Y
2
2024-05-24
Floating
6.01234920
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust, Series 2023-2, Class A2
12511QAB5
12000000.00000000
PA
USD
12145954.80000000
0.054050016661
Long
ABS-O
CORP
US
Y
2
2032-04-14
Fixed
6.28000000
N
N
N
N
N
N
ING US Funding LLC
254900QX5Y2ZDZ6XBT08
ING US Funding LLC
45685QGK9
94619000.00000000
PA
USD
92656164.80000000
0.412323883437
Long
STIV
CORP
US
Y
2
2024-07-19
None
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBV1
14650000.00000000
PA
USD
14267543.14000000
0.063491175220
Long
DBT
CORP
JP
N
2
2025-01-15
Fixed
2.34800000
N
N
N
N
N
N
Magnetite XV Ltd.
549300B3V0K3DX0M2K31
Magnetite Ltd., Series 2015-15A, Class AR
55953MAN2
3832708.71000000
PA
USD
3840033.02000000
0.017088310645
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-25
Floating
6.59628000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2023-2, Class A2
24703GAB0
23413000.00000000
PA
USD
23438382.03000000
0.104301799248
Long
ABS-O
CORP
US
Y
2
2029-01-22
Fixed
5.84000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECG4
20734000.00000000
PA
USD
20716743.92000000
0.092190393631
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce
13606KUA2
31908000.00000000
PA
USD
31907833.76000000
0.141991220512
Long
STIV
CORP
CA
N
2
2024-03-07
Fixed
5.60000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CJ7
631000.00000000
PA
USD
595558.28000000
0.002650259735
Long
DBT
CORP
US
N
2
2026-08-19
Fixed
2.60000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AL2
49426000.00000000
PA
USD
49468723.83000000
0.220137929972
Long
DBT
CORP
GB
N
2
2028-03-01
Variable
5.58300000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851EB6
1065000.00000000
PA
USD
1065000.00000000
0.004739295402
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
0.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CV4
62690000.00000000
PA
USD
62726707.50000000
0.279136522512
Long
DBT
CORP
JP
N
2
2026-02-20
Variable
5.71900000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0KJ7
11628000.00000000
PA
USD
11681779.50000000
0.051984416787
Long
DBT
CORP
AU
Y
2
2025-03-14
Floating
6.11070840
N
N
N
N
N
N
Southwestern Electric Power Co.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co., Series K
845437BP6
460000.00000000
PA
USD
431844.88000000
0.001921728126
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAB2
2000000.00000000
PA
USD
1986495.36000000
0.008839989039
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAU6
585000.00000000
PA
USD
567526.75000000
0.002525518232
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
1.45000000
N
N
N
N
N
N
Barings CLO Ltd.
5493000D71NBEM2WZE67
Barings CLO Ltd., Series 2018-3A, Class A1
06760PAC5
551799.51000000
PA
USD
551880.07000000
0.002455889839
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-20
Floating
6.52942080
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
6000000.00000000
PA
USD
5535835.86000000
0.024634705578
Long
DBT
CORP
US
N
2
2026-12-10
Variable
0.98500000
N
N
N
N
N
N
CRH America Finance, Inc.
N/A
CRH America Finance, Inc.
12636CFM7
5500000.00000000
PA
USD
5403410.87000000
0.024045408727
Long
STIV
CORP
US
Y
2
2024-06-21
None
0.00000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CS9
33740000.00000000
PA
USD
32853826.66000000
0.146200929246
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KAT7
944000.00000000
PA
USD
898348.50000000
0.003997689123
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AL6
2702000.00000000
PA
USD
2469098.08000000
0.010987591717
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.95000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2021-A, Class A4
44933LAD5
12390000.00000000
PA
USD
11948653.33000000
0.053172016708
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
0.62000000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AG6
5937000.00000000
PA
USD
5812939.14000000
0.025867826987
Long
DBT
CORP
US
Y
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HBE8
1000000.00000000
PA
USD
990287.93000000
0.004406823506
Long
DBT
CORP
JP
N
2
2025-07-03
Fixed
5.09900000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AK7
39471000.00000000
PA
USD
39468795.94000000
0.175637824549
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
5.75000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641593U8
2000000.00000000
PA
USD
1844280.78000000
0.008207128095
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
1.05000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
61376000.00000000
PA
USD
60832508.77000000
0.270707257411
Long
DBT
CORP
NL
Y
2
2024-07-15
Fixed
3.62500000
N
N
N
N
N
N
National Australia Bank Ltd.
549300E2IPL06NDXMZ63
National Australia Bank Ltd.
63253QAF1
23828000.00000000
PA
USD
23714519.86000000
0.105530624364
Long
DBT
CORP
AU
N
2
2025-12-10
Fixed
4.75000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAF0
12004000.00000000
PA
USD
11850139.21000000
0.052733624674
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBH7
34200000.00000000
PA
USD
34067390.87000000
0.151601341717
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.93200000
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAK2
9869000.00000000
PA
USD
9729076.73000000
0.043294806214
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
3.50800000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWB6
50000000.00000000
PA
USD
48286413.00000000
0.214876596375
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2D5
16441000.00000000
PA
USD
16136970.23000000
0.071810205467
Long
DBT
CORP
FR
Y
2
2025-01-09
Fixed
3.37500000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BY9
24679000.00000000
PA
USD
24610049.10000000
0.109515767659
Long
DBT
CORP
US
Y
2
2027-01-12
Fixed
5.35000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
50248BEX6
7905000.00000000
PA
USD
7791838.34000000
0.034674012791
Long
STIV
CORP
US
Y
2
2024-05-31
None
0.00000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAV0
14133000.00000000
PA
USD
13888989.09000000
0.061806593559
Long
DBT
CORP
NL
Y
2
2025-06-15
Fixed
4.25000000
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AC4
2469000.00000000
PA
USD
2275334.75000000
0.010125336638
Long
DBT
CORP
US
Y
2
2026-02-10
Fixed
0.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class A2
95001QAR2
2770146.66630000
PA
USD
2763190.27000000
0.012296314500
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.05800000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KLL8
83000000.00000000
PA
USD
79784555.10000000
0.355044671535
Long
STIV
CORP
AU
Y
2
2024-11-20
Fixed
0.00000000
N
N
N
N
N
N
KKR CLO 23 Ltd.
549300ULSPVDFXMNXZ65
KKR CLO Ltd., Series 23, Class A1
48252YAA7
4471281.95000000
PA
USD
4476844.22000000
0.019922147633
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
6.72941880
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton, Inc.
529900YISWVEKZT7CN18
LVMH Moet Hennessy Louis Vuitton, Inc.
55078TL70
6955000.00000000
PA
USD
6707962.57000000
0.029850719407
Long
STIV
CORP
US
Y
2
2024-11-07
Fixed
0.00000000
N
N
N
N
N
N
BMW Vehicle Owner Trust
N/A
BMW Vehicle Owner Trust, Series 2023-A, Class A2A
05592XAB6
38810321.68000000
PA
USD
38845813.72000000
0.172865527111
Long
ABS-O
CORP
US
N
2
2026-04-27
Fixed
5.72000000
N
N
N
N
N
N
Buckhorn Park CLO Ltd.
N/A
Buckhorn Park CLO Ltd., Series 2019-1A, Class XR
118382AN0
833330.00000000
PA
USD
833095.83000000
0.003707311959
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-18
Floating
6.20952120
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding LLC, Series 2023-2A, Class A1
165183CZ5
12574749.92000000
PA
USD
12650929.01000000
0.056297173423
Long
ABS-O
CORP
US
Y
2
2035-10-15
Fixed
6.16000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
50248BHT2
33020000.00000000
PA
USD
32067373.00000000
0.142701176932
Long
STIV
CORP
US
Y
2
2024-08-27
None
0.00000000
N
N
N
N
N
N
LCM XXV Ltd.
549300FY8UGGJMQNCO13
LCM Ltd., Series 25A, Class AR
50189PAY8
17531393.72000000
PA
USD
17537985.52000000
0.078044783235
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-20
Floating
6.41781000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AHW6
73700000.00000000
PA
USD
71666707.65000000
0.318919904306
Long
STIV
CORP
US
Y
2
2024-08-30
Fixed
0.00000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBX1
37334000.00000000
PA
USD
37228915.24000000
0.165670259944
Long
DBT
CORP
US
Y
2
2027-01-12
Fixed
4.99200000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBG9
9067000.00000000
PA
USD
8927677.75000000
0.039728546588
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.78900000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
103000.00000000
PA
USD
101808.54000000
0.000453052343
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust, Series 2022-1A, Class A3
50117EAC8
75000000.00000000
PA
USD
73047465.00000000
0.325064333377
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
2.67000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO 12 Ltd.
549300KUSTD1I13BZ897
Goldentree Loan Management US CLO Ltd., Series 2022-12A, Class X
38138FAA9
1800000.00000000
PA
USD
1799247.60000000
0.008006728524
Long
ABS-CBDO
CORP
JE
Y
2
2034-04-20
Floating
6.31780920
N
N
N
N
N
N
Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417M2G9
10116000.00000000
PA
USD
10129680.98000000
0.045077512205
Long
STIV
CORP
CA
N
2
2024-05-31
Floating
5.95000080
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06742T6Q4
103000000.00000000
PA
USD
103179153.05000000
0.459151629761
Long
STIV
CORP
GB
N
2
2024-08-08
Fixed
6.00000000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40434PP75
30000000.00000000
PA
USD
28408885.20000000
0.126420750255
Long
STIV
CORP
US
Y
2
2025-02-07
Fixed
0.00000000
N
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813BQ1
5000000.00000000
PA
USD
4690586.60000000
0.020873310337
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.60000000
N
N
N
N
N
N
Symphony CLO XIX Ltd.
N/A
Symphony CLO Ltd., Series 2018-19A, Class A
87165YAC7
10160511.85000000
PA
USD
10171373.44000000
0.045263045429
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-16
Floating
6.53559840
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust, Series 2022-C, Class A2A
448978AB2
8425996.44000000
PA
USD
8420591.16000000
0.037471989644
Long
ABS-O
CORP
US
Y
2
2025-01-15
Fixed
4.34000000
N
N
N
N
N
N
ING US Funding LLC
254900QX5Y2ZDZ6XBT08
ING US Funding LLC
4497W0FE3
95379000.00000000
PA
USD
93876010.09000000
0.417752246981
Long
STIV
CORP
US
N
2
2024-06-14
None
0.00000000
N
N
N
N
N
N
Westpac New Zealand Ltd.
549300MW73M5PK1PNG73
Westpac New Zealand Ltd.
96122FAB3
38013000.00000000
PA
USD
37971618.29000000
0.168975320179
Long
DBT
CORP
NZ
Y
2
2027-02-26
Fixed
5.13200000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
71838LF49
1200000.00000000
PA
USD
1182624.00000000
0.005262727217
Long
STIV
CORP
US
Y
2
2024-06-04
None
0.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBG6
4450000.00000000
PA
USD
4300535.80000000
0.019137567648
Long
DBT
CORP
FR
Y
2
2026-01-21
Variable
2.22600000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06418GAC1
74090000.00000000
PA
USD
74122870.77000000
0.329849934900
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
5.45000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEX3
14849000.00000000
PA
USD
14879588.05000000
0.066214801162
Long
DBT
CORP
US
Y
2
2027-01-16
Fixed
5.00000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62947QBA5
64066000.00000000
PA
USD
64066000.00000000
0.285096431233
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38145GAN0
34982000.00000000
PA
USD
35151282.10000000
0.156424703899
Long
DBT
CORP
US
N
2
2026-08-10
Floating
6.38832600
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DM9
92163000.00000000
PA
USD
91934435.76000000
0.409112158440
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.25000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust, Series 2024-1, Class A1A
92348KCL5
78273000.00000000
PA
USD
78056011.59000000
0.347352579225
Long
ABS-O
CORP
US
N
2
2028-12-20
Fixed
5.00000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
50248BHV7
12500000.00000000
PA
USD
12135650.38000000
0.054004161552
Long
STIV
CORP
US
Y
2
2024-08-29
None
0.00000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A2A
36267KAB3
44776971.36000000
PA
USD
44825263.32000000
0.199474332745
Long
ABS-O
CORP
US
N
2
2026-09-16
Fixed
5.74000000
N
N
N
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAF6
3762000.00000000
PA
USD
3687225.89000000
0.016408312402
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
75524KQB3
163697000.00000000
PA
USD
160997787.07000000
0.716447016048
Long
DBT
CORP
US
N
2
2026-01-26
Variable
5.28400000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523BX7
17569000.00000000
PA
USD
17442368.45000000
0.077619283197
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.50000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 37 Ltd.
5493006JG853WBZS5J73
Neuberger Berman Loan Advisers CLO Ltd., Series 2020-37A, Class AR
64133GAR1
25703974.92000000
PA
USD
25696417.95000000
0.114350155355
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
6.54941880
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525BP5
104000000.00000000
PA
USD
103984546.64000000
0.462735665571
Long
DBT
CORP
AU
Y
2
2026-01-29
Floating
5.88434400
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AE9
968000.00000000
PA
USD
966312.21000000
0.004300130529
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAF0
41345000.00000000
PA
USD
41363489.48000000
0.184069291576
Long
DBT
CORP
CA
Y
2
2024-05-21
Floating
5.74625880
N
N
N
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275RBQ4
16103000.00000000
PA
USD
16116397.53000000
0.071718656075
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
4.80000000
N
N
N
N
N
N
Aimco CLO Ltd.
N/A
Aimco CLO Ltd., Series 2020-12A, Class XR
00140LAF1
2533333.34650000
PA
USD
2532152.81000000
0.011268187954
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-17
Floating
6.16653000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AC7
11000000.00000000
PA
USD
10813150.04000000
0.048118978659
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.35000000
N
N
N
N
N
N
Elmwood CLO X Ltd.
N/A
Elmwood CLO Ltd., Series 2021-3A, Class A
29002VAA6
10000000.00000000
PA
USD
10011840.00000000
0.044553114820
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
6.61942080
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDM5
11003000.00000000
PA
USD
10699268.79000000
0.047612202242
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AW3
4950000.00000000
PA
USD
4941083.91000000
0.021988034045
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.70000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBD5
5933000.00000000
PA
USD
5747550.97000000
0.025576846843
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37046TEW0
40000000.00000000
PA
USD
39421812.80000000
0.175428747573
Long
STIV
CORP
US
Y
2
2024-05-30
None
0.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684XC46
65572000.00000000
PA
USD
65571968.53000000
0.291798055394
Long
STIV
CORP
NL
N
2
2024-03-01
Fixed
5.57000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
9612E0DK0
103539000.00000000
PA
USD
103532658.24000000
0.460724742927
Long
DBT
CORP
AU
Y
2
2026-01-29
Floating
5.88434400
N
N
N
N
N
N
Galaxy CLO Ltd.
549300QR0537E9AXFW42
Galaxy CLO Ltd., Series 2018-28A, Class A1
36321JAC8
20638282.52000000
PA
USD
20658920.80000000
0.091933078282
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-15
Floating
6.67559880
N
N
N
N
N
N
Norinchukin BK NY BR
549300KQZJBM38M51L16
Norinchukin Bank (The)
65603ASN2
159306000.00000000
PA
USD
159339830.22000000
0.709069037385
Long
STIV
CORP
US
N
2
2024-07-19
Floating
5.51999880
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M3F9
1510000.00000000
PA
USD
1491317.60000000
0.006636426897
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AH9
5680000.00000000
PA
USD
5577873.60000000
0.024821775313
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05252ADF5
23413000.00000000
PA
USD
23316736.75000000
0.103760472566
Long
DBT
CORP
AU
Y
2
2025-02-03
Fixed
4.82900000
N
N
N
N
N
N
Symphony Static CLO I Ltd.
N/A
Symphony Static CLO Ltd., Series 2021-1A, Class A
87190TAA1
26989314.75000000
PA
USD
26999867.57000000
0.120150561733
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-25
Floating
6.41628000
N
N
N
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
31849HK84
193918000.00000000
PA
USD
187665496.11000000
0.835119458162
Long
STIV
CORP
AE
Y
2
2024-10-08
None
0.00000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AY8
534000.00000000
PA
USD
524201.94000000
0.002332720980
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.62500000
N
N
N
N
N
N
Magnetite XVIII Ltd.
549300BDVLRWS2SODX97
Magnetite Ltd., Series 2016-18A, Class AR2
55953TAS6
18131367.58000000
PA
USD
18132491.72000000
0.080690361170
Long
ABS-CBDO
CORP
KY
Y
2
2028-11-15
Floating
6.44860080
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KHL3
19877000.00000000
PA
USD
19367719.06000000
0.086187175493
Long
STIV
CORP
AU
Y
2
2024-08-20
None
0.00000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZD7
6456000.00000000
PA
USD
5923366.89000000
0.026359235182
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AJ2
82584000.00000000
PA
USD
80340097.75000000
0.357516860011
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611AL3
15000000.00000000
PA
USD
14663531.70000000
0.065253341194
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.85000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACF2
24390000.00000000
PA
USD
24481574.45000000
0.108944049990
Long
DBT
CORP
US
Y
2
2025-06-26
Fixed
5.80000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp.
86565FT44
48274000.00000000
PA
USD
48390952.94000000
0.215341803564
Long
STIV
CORP
JP
N
2
2024-08-07
Floating
6.03000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDY4
5630000.00000000
PA
USD
5515705.65000000
0.024545125285
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.75000000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951ACY2
169725000.00000000
PA
USD
166861396.41000000
0.742540327586
Long
DBT
CORP
US
Y
2
2026-02-02
Fixed
5.24300000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AL3
2902000.00000000
PA
USD
2803044.27000000
0.012473666499
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TLC7
114534000.00000000
PA
USD
114796282.86000000
0.510848352671
Long
DBT
CORP
US
N
2
2024-10-16
Floating
5.87018520
N
N
N
N
N
N
Brookfield Corporate Treasury Ltd.
N/A
Brookfield Corp. Treasury Ltd.
11271ECJ5
54846000.00000000
PA
USD
54690113.96000000
0.243373338647
Long
STIV
CORP
CA
Y
2
2024-03-18
None
0.00000000
N
N
N
N
N
N
Galaxy XIX CLO Ltd.
5493000B2531UL3WQV87
Galaxy CLO Ltd., Series 2015-19A, Class A1RR
36319QBN1
8197706.53000000
PA
USD
8193099.42000000
0.036459641703
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-24
Floating
6.53019120
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DH7
2000000.00000000
PA
USD
1946318.86000000
0.008661201901
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.37500000
N
N
N
N
N
N
Octagon Investment Partners 35 Ltd.
549300EBYXJ9QVMC7X31
Octagon Investment Partners Ltd., Series 2018-1A, Class A1A
67591TAA8
8331962.94900000
PA
USD
8341694.68000000
0.037120896945
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
6.63941880
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AD2
3099000.00000000
PA
USD
3005091.22000000
0.013372784040
Long
DBT
CORP
US
Y
2
2024-12-13
Fixed
1.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCL3
528400000.00000000
PA
USD
518802110.70000000
2.308691509959
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.37500000
N
N
N
N
N
N
TD SYNNEX Corp.
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAD2
24822000.00000000
PA
USD
24326154.74000000
0.108252425654
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
Anglo American Capital plc
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AS9
5501000.00000000
PA
USD
5419090.11000000
0.024115182013
Long
DBT
CORP
GB
Y
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A2A
36268GAB1
36515000.00000000
PA
USD
36444657.50000000
0.162180279567
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
5.12000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348AV8
1881000.00000000
PA
USD
1868110.49000000
0.008313171320
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.12500000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCF5
1088000.00000000
PA
USD
1082743.68000000
0.004818255535
Long
DBT
CORP
US
N
2
2024-06-20
Fixed
4.20000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAH8
28069000.00000000
PA
USD
27894508.78000000
0.124131753257
Long
DBT
CORP
CA
N
2
2024-06-10
Fixed
3.50000000
N
N
N
N
N
N
Credit Agricole Corporate and Investment Bank
254900BN8XS34XZDJ223
Credit Agricole Corporate and Investment Bank
22533TK47
116606000.00000000
PA
USD
112910857.31000000
0.502458128595
Long
STIV
CORP
FR
N
2
2024-10-04
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KDS2
1500000.00000000
PA
USD
1487139.38000000
0.006617833640
Long
STIV
CORP
AU
Y
2
2024-04-26
None
0.00000000
N
N
N
N
N
N
LCM XIV LP
549300NGJ6CPPJRPGL08
LCM LP, Series 14A, Class AR
50184VAR5
17745591.23000000
PA
USD
17783691.01000000
0.079138183141
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
6.61942080
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAZ0
17869000.00000000
PA
USD
17871822.23000000
0.079530370827
Long
DBT
CORP
US
N
2
2024-05-13
Floating
5.97242880
N
N
N
N
N
N
Newark BSL CLO 2 Ltd.
N/A
Newark BSL CLO Ltd., Series 2017-1A, Class A1R
65023PAN0
25783326.37000000
PA
USD
25816999.39000000
0.114886747904
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-25
Floating
6.55628040
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAJ2
203120000.00000000
PA
USD
201986468.53000000
0.898848395957
Long
DBT
CORP
CA
Y
2
2026-01-23
Variable
5.27800000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077UCE8
17000000.00000000
PA
USD
16963657.91000000
0.075489000886
Long
STIV
CORP
CA
Y
2
2024-03-14
Fixed
0.00000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAU0
547000.00000000
PA
USD
531401.18000000
0.002364757905
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.40000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBH5
4665000.00000000
PA
USD
4504713.03000000
0.020046165026
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684XJ56
34713000.00000000
PA
USD
34804216.04000000
0.154880245136
Long
STIV
CORP
NL
N
2
2024-09-12
Fixed
5.95000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBZ1
56357000.00000000
PA
USD
55190496.33000000
0.245600061525
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KU4
52192000.00000000
PA
USD
52337554.62000000
0.232904349290
Long
DBT
CORP
US
N
2
2025-05-08
Floating
6.07645080
N
N
N
N
N
N
Ares CLO Ltd.
N/A
Ares CLO Ltd., Series 2016-40A, Class A1RR
04016GBB3
15488615.96000000
PA
USD
15495632.30000000
0.068956224338
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-15
Floating
6.44559840
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBL3
6221000.00000000
PA
USD
5760954.44000000
0.025636492856
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.60000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCT5
25879000.00000000
PA
USD
25973562.12000000
0.115583458727
Long
DBT
CORP
JP
N
2
2026-01-13
Fixed
5.46400000
N
N
N
N
N
N
Wells Fargo Securities LLC
VYVVCKR63DVZZN70PB21
Wells Fargo Securities LLC
371494AB1
230000000.00000000
PA
USD
230000000.00000000
1.023509805259
Long
RA
CORP
US
N
2
Repurchase
Y
5.88000000
2024-03-12
233343433.43000000
USD
252010908.10000000
USD
ACMO
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAL2
3544000.00000000
PA
USD
3460467.92000000
0.015399229769
Long
DBT
CORP
US
Y
2
2024-10-30
Fixed
2.50000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
27022000.00000000
PA
USD
27547492.24000000
0.122587514860
Long
DBT
CORP
NL
Y
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
50248BCR1
12000000.00000000
PA
USD
11954162.04000000
0.053196530702
Long
STIV
CORP
US
Y
2
2024-03-25
None
0.00000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CV0
983000.00000000
PA
USD
949509.21000000
0.004225356463
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
1.90000000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AP5
10998000.00000000
PA
USD
10964283.32000000
0.048791528198
Long
DBT
CORP
US
Y
2
2026-01-16
Fixed
5.15000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2X0
24500000.00000000
PA
USD
24022784.10000000
0.106902413373
Long
DBT
CORP
US
N
2
2026-04-25
Variable
3.90800000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906EKP6
40100000.00000000
PA
USD
38686958.21000000
0.172158613319
Long
STIV
CORP
GB
Y
2
2024-10-23
Fixed
0.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEN0
631000.00000000
PA
USD
618666.31000000
0.002753091454
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37600000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KG5
1045000.00000000
PA
USD
1017291.60000000
0.004526990988
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
47002000.00000000
PA
USD
46343163.10000000
0.206229051476
Long
DBT
CORP
US
Y
2
2024-06-14
Fixed
0.87500000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050TD16
180259000.00000000
PA
USD
179417833.99000000
0.798417010118
Long
STIV
CORP
SE
Y
2
2024-04-01
None
0.00000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2023-B, Class A2A
44933XAB3
64068815.71000000
PA
USD
64152105.17000000
0.285479602911
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
5.77000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
95001KQX5
123732000.00000000
PA
USD
124019800.63000000
0.551893399961
Long
STIV
CORP
US
N
2
2024-11-04
Floating
5.91000120
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust, Series 2024-A, Class A2
18978FAB2
42055000.00000000
PA
USD
41985188.70000000
0.186835879609
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
5.19000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
30550000.00000000
PA
USD
30537483.67000000
0.135893104192
Long
DBT
CORP
US
Y
2
2024-03-12
Fixed
4.12500000
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094AQ7
18763000.00000000
PA
USD
18655436.79000000
0.083017489025
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2021-2A, Class A1
69702DAA5
13938666.04000000
PA
USD
13940715.02000000
0.062036776153
Long
ABS-CBDO
CORP
KY
Y
2
2029-05-20
Floating
6.38070120
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05593D3L5
88055000.00000000
PA
USD
88006873.54000000
0.391634339123
Long
STIV
CORP
FR
N
2
2024-10-08
Fixed
5.34000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WEJ6
134270000.00000000
PA
USD
133893580.77000000
0.595832142519
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
5.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CS6
82670000.00000000
PA
USD
81735264.36000000
0.363725410904
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97600000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
3859000.00000000
PA
USD
3766349.35000000
0.016760415172
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
Lloyds Bank plc
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank plc
53943FDN2
121445000.00000000
PA
USD
120470989.24000000
0.536101037984
Long
STIV
CORP
GB
Y
2
2024-04-22
None
0.00000000
N
N
N
N
N
N
Bell Canada (The)
549300JYAVAQRV5MNZ86
Bell Canada (The)
07787PDG0
46139000.00000000
PA
USD
45810969.24000000
0.203860766111
Long
STIV
CORP
CA
Y
2
2024-04-16
None
0.00000000
N
N
N
N
N
N
Suntory Holdings Ltd.
54930074QUY8RD0UZM08
Suntory Holdings Ltd.
86803UAD3
4200000.00000000
PA
USD
4104544.12000000
0.018265396317
Long
DBT
CORP
JP
Y
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
OSD CLO Ltd.
2549004IE8HHQL34D058
OSD CLO Ltd., Series 2021-23A, Class A
671026AA0
7627222.68530000
PA
USD
7622783.64000000
0.033921712169
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-17
Floating
6.44814000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
86504000.00000000
PA
USD
83944851.82000000
0.373558169299
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAN8
18877000.00000000
PA
USD
18769516.25000000
0.083525147486
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.75000000
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M3C6
68003000.00000000
PA
USD
67764799.09000000
0.301556244869
Long
DBT
CORP
US
N
2
2024-06-14
Floating
5.69071080
N
N
N
N
N
N
Symphony CLO XXIV Ltd.
5493007X3UVVYJ005O73
Symphony CLO XXIV Ltd., Series 2020-24A, Class AR
87167QAL2
45893000.00000000
PA
USD
45893000.00000000
0.204225806490
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-23
Floating
0.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607LNF6
80000000.00000000
PA
USD
79720800.80000000
0.354760962182
Long
DBT
CORP
CA
N
2
2025-04-28
Fixed
5.14400000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BF9
55000000.00000000
PA
USD
55727058.20000000
0.247987784721
Long
DBT
CORP
NL
N
2
2027-09-11
Variable
6.08300000
N
N
N
N
N
N
JPMorgan Securities Lending Money Market Fund
5493002FD4HXUJXMRO62
JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares
46645V642
27712752.64000000
NS
USD
27712752.64000000
0.123322930685
Long
STIV
RF
US
N
1
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FBA4
106402000.00000000
PA
USD
107788041.40000000
0.479661379402
Long
DBT
CORP
FR
Y
2
2026-07-13
Fixed
5.89600000
N
N
N
N
N
N
Interstate Power and Light Co.
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co.
461070AL8
6238000.00000000
PA
USD
6130863.41000000
0.027282603542
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06373LBK4
82000000.00000000
PA
USD
82142096.16000000
0.365535829757
Long
STIV
CORP
CA
N
2
2024-11-05
Floating
5.86000080
N
N
N
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBH0
44340000.00000000
PA
USD
43978053.91000000
0.195704214752
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.07900000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
45008000.00000000
PA
USD
44908521.52000000
0.199844835284
Long
DBT
CORP
US
Y
2
2024-04-29
Fixed
4.62500000
N
N
N
N
N
N
Apidos CLO XVIII
549300LPFPUEJZX23R93
Apidos CLO XVIII, Series 2018-18A, Class AR
03767NAN6
40000000.00000000
PA
USD
40021520.00000000
0.178097470179
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-22
Floating
0.00000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AT5
10000000.00000000
PA
USD
9555043.50000000
0.042520350921
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Ares CLO Ltd.
549300BC3E2Y44TL8536
Ares CLO Ltd., Series 2013-2A, Class XR2
00190YBB0
2750000.00000000
PA
USD
2749747.00000000
0.012236491376
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-28
Floating
6.53119920
N
N
N
N
N
N
OHA Credit Partners XIII Ltd.
549300EX32IF3NZCVL73
OHA Credit Partners Ltd., Series 2016-13A, Class XR
67110NAH8
875000.00000000
PA
USD
874184.50000000
0.003890158292
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-25
Floating
6.42942000
N
N
N
N
N
N
Bank of America Auto Trust
N/A
Bank of America Auto Trust, Series 2023-2A, Class A2
06054YAB3
76409000.00000000
PA
USD
76659461.06000000
0.341137869829
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
5.85000000
N
N
N
N
N
N
Aimco CLO Ltd.
5493004I93856WYBB035
AIMCO CLO Ltd., Series 2019-10A, Class AR
00901AAJ6
10000000.00000000
PA
USD
10006590.00000000
0.044529752096
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-22
Floating
6.63941880
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMJ8
13381000.00000000
PA
USD
13341869.14000000
0.059371886457
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.90000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KD52
100000000.00000000
PA
USD
99460800.00000000
0.442604800169
Long
STIV
CORP
AU
Y
2
2024-04-05
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KEH5
58200000.00000000
PA
USD
57511998.59000000
0.255930845551
Long
STIV
CORP
AU
Y
2
2024-05-17
Fixed
0.00000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAW7
25000000.00000000
PA
USD
24591729.75000000
0.109434245771
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden Senior Loan Fund, Series 2013-26A, Class AR
26250UAQ8
5462411.72000000
PA
USD
5461455.80000000
0.024303711140
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Floating
6.47560080
N
N
N
N
N
N
Kookmin Bank
549300XXMOJSIW8P4769
Kookmin Bank
48668M3H4
111963000.00000000
PA
USD
112052709.23000000
0.498639333055
Long
STIV
CORP
KR
N
2
2024-05-20
Fixed
6.00000000
N
N
N
N
N
N
NTT Finance Corp.
3538007PR116187GD960
NTT Finance Corp.
62954WAC9
776000.00000000
PA
USD
714850.09000000
0.003181113375
Long
DBT
CORP
JP
Y
2
2026-04-03
Fixed
1.16200000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2J9
8640000.00000000
PA
USD
8600500.08000000
0.038272592008
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
4.75000000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40428HVL3
1560000.00000000
PA
USD
1561894.82000000
0.006950498535
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
5.62500000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CL2
2850000.00000000
PA
USD
2887449.00000000
0.012849271146
Long
DBT
CORP
GB
Y
2
2025-11-16
Variable
7.77600000
N
N
N
N
N
N
Apidos CLO XXIV
549300PPHIOJQEKPJH29
Apidos CLO, Series 2016-24A, Class A1AL
03759CAS9
47360053.45000000
PA
USD
47403198.46000000
0.210946254019
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
6.52942080
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBV6
1004000.00000000
PA
USD
1000590.07000000
0.004452668468
Long
DBT
CORP
US
N
2
2025-12-08
Fixed
5.00000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BK6
10045000.00000000
PA
USD
10036328.25000000
0.044662088576
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.26900000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAS4
747000.00000000
PA
USD
702743.11000000
0.003127236798
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBJ5
11494000.00000000
PA
USD
11336016.46000000
0.050445756519
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.41400000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2023-1, Class A2
43815JAB9
42665555.75000000
PA
USD
42604970.66000000
0.189593935753
Long
ABS-O
CORP
US
N
2
2025-10-21
Fixed
5.22000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TLK9
75000000.00000000
PA
USD
75182334.75000000
0.334564594777
Long
DBT
CORP
US
N
2
2026-01-05
Floating
6.00322680
N
N
N
N
N
N
Dryden 36 Senior Loan Fund
549300XLLT7H0EYXK263
Dryden Senior Loan Fund, Series 2014-36A, Class AR3
26249KAZ4
27666386.37000000
PA
USD
27700084.03000000
0.123266554831
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Floating
6.59559960
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DA5
7223000.00000000
PA
USD
6632785.41000000
0.029516177840
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BF5
7004000.00000000
PA
USD
6891753.34000000
0.030668596169
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJY6
85060000.00000000
PA
USD
85038735.00000000
0.378425996084
Long
DBT
CORP
US
N
2
2024-06-14
Floating
5.77995480
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
30937000.00000000
PA
USD
29852531.62000000
0.132845038369
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
OCP CLO Ltd.
254900K70GBA8CMARX66
OCP CLO Ltd., Series 2020-8RA, Class A1
670898AC9
35000000.00000000
PA
USD
34992615.00000000
0.155718628539
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-17
Floating
6.79813920
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115B5Z9
100000000.00000000
PA
USD
100242188.00000000
0.446082010081
Long
STIV
CORP
CA
N
2
2024-09-13
Fixed
5.95000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6G7
37507000.00000000
PA
USD
37933859.67000000
0.168807292711
Long
DBT
CORP
US
N
2
2026-12-11
Floating
6.44317920
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAL2
9700000.00000000
PA
USD
9541841.99000000
0.042461603639
Long
DBT
CORP
NL
Y
2
2024-09-10
Fixed
2.65000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141EC23
10908000.00000000
PA
USD
10839550.45000000
0.048236461609
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.85000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6H5
70583000.00000000
PA
USD
70227137.45000000
0.312513755545
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.81100000
N
N
N
N
N
N
ICG US CLO Ltd.
635400A7LQADQPBLJB50
ICG US CLO Ltd., Series 2016-1A, Class XRR
44931NAS0
1684214.00000000
PA
USD
1684050.63000000
0.007494097097
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-29
Floating
6.48119880
N
N
N
N
N
N
Dryden 30 Senior Loan Fund
549300AS2O1RYPD2ED41
Dryden Senior Loan Fund, Series 2013-30A, Class AR
26249BAQ4
1281313.56000000
PA
USD
1280338.48000000
0.005697560818
Long
ABS-CBDO
CORP
KY
Y
2
2028-11-15
Floating
6.38859960
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BB7
9504000.00000000
PA
USD
9027408.04000000
0.040172350630
Long
DBT
CORP
US
Y
2
2026-09-26
Fixed
3.20000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAZ0
84097000.00000000
PA
USD
83488767.61000000
0.371528575121
Long
DBT
CORP
FR
Y
2
2026-01-26
Fixed
4.93500000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAB7
500000.00000000
PA
USD
483101.01000000
0.002149820089
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AN0
38702000.00000000
PA
USD
38586402.16000000
0.171711134610
Long
DBT
CORP
US
Y
2
2025-01-17
Fixed
5.20000000
N
N
N
N
N
N
CRH America Finance, Inc.
549300WEVUODRJ4CWK56
CRH America Finance, Inc.
12636CD56
13600000.00000000
PA
USD
13524302.40000000
0.060183722242
Long
STIV
CORP
US
Y
2
2024-04-05
None
0.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2T1
258971000.00000000
PA
USD
258333646.47000000
1.149595739958
Long
DBT
CORP
CA
N
2
2025-01-17
Fixed
5.25000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
85324THD1
40071000.00000000
PA
USD
39097819.26000000
0.173986962508
Long
STIV
CORP
GB
Y
2
2024-08-13
None
0.00000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAM5
1163000.00000000
PA
USD
1087033.07000000
0.004837343503
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
Sculptor CLO XXVII Ltd.
N/A
Sculptor CLO Ltd., Series 27A, Class X
81124UAA2
3333333.32000000
PA
USD
3329066.65000000
0.014814488515
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
6.62942160
N
N
N
N
N
N
Dryden 58 CLO Ltd.
549300YIDGL7GPSLZ840
Dryden CLO Ltd., Series 2018-58A, Class A1
26245RAA8
6516806.48000000
PA
USD
6522423.97000000
0.029025064727
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-17
Floating
6.57813960
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2022-3, Class A3
02008DAC3
6250000.00000000
PA
USD
6230479.38000000
0.027725898856
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
5.07000000
N
N
N
N
N
N
Magna International, Inc.
95RWVLFZX6VGDZNNTN43
Magna International, Inc.
559222AQ7
16015000.00000000
PA
USD
15914571.06000000
0.070820519680
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
3.62500000
N
N
N
N
N
N
Becton Dickinson & Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887BF5
25882000.00000000
PA
USD
25519756.30000000
0.113564003482
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
Capital One Prime Auto Receivables Trust
N/A
Capital One Prime Auto Receivables Trust, Series 2021-1, Class A3
14044CAC6
10427723.52320000
PA
USD
10120260.01000000
0.045035588487
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.77000000
N
N
N
N
N
N
Voya CLO Ltd.
54930085W413OSH6FR69
Voya CLO Ltd., Series 2015-1A, Class A1R
92914NAJ0
2207857.46000000
PA
USD
2207713.95000000
0.009824421195
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-18
Floating
6.45951960
N
N
N
N
N
N
Venture 43 CLO Ltd.
549300OLN5VHTMLSN650
Venture CLO Ltd., Series 2021-43A, Class X
92290CAA7
3749999.99000000
PA
USD
3748413.74000000
0.016680600943
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.62559840
N
N
N
N
N
N
Met Tower Global Funding
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2G8
36092000.00000000
PA
USD
36006120.89000000
0.160228772957
Long
DBT
CORP
US
Y
2
2027-01-16
Fixed
4.85000000
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17330QEZ6
101301000.00000000
PA
USD
101339111.46000000
0.450963366241
Long
STIV
CORP
US
N
2
2024-04-30
Fixed
5.84000000
N
N
N
N
N
N
BAE Systems Holdings, Inc.
MF62XBVMNYTYMC18DL76
BAE Systems Holdings, Inc.
05523UAK6
117000.00000000
PA
USD
115602.31000000
0.000514435207
Long
DBT
CORP
US
Y
2
2024-10-07
Fixed
3.80000000
N
N
N
N
N
N
NBN Co. Ltd.
2549007CRZ2NT7S96A24
NBN Co. Ltd.
62878U2C5
750000.00000000
PA
USD
728789.78000000
0.003243145590
Long
DBT
NUSS
AU
Y
2
2024-10-08
Fixed
0.87500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABY2
5566000.00000000
PA
USD
5421742.14000000
0.024126983660
Long
DBT
CORP
US
Y
2
2024-09-17
Fixed
1.00000000
N
N
N
N
N
N
Suncorp-Metway Ltd.
JEBU6C6ITPD2YZ9N7F22
Suncorp-Metway Ltd.
8672E2G28
17895000.00000000
PA
USD
17567679.87000000
0.078176924359
Long
STIV
CORP
AU
Y
2
2024-07-02
None
0.00000000
N
N
N
N
N
N
National Australia Bank Ltd.
549300E2IPL06NDXMZ63
National Australia Bank Ltd.
63253T4V7
122345000.00000000
PA
USD
122593718.82000000
0.545547275110
Long
STIV
CORP
AU
N
2
2024-10-16
Floating
5.82999840
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2018-B2, Class A2
17327FAB2
3054458.00540000
PA
USD
3046577.50000000
0.013557399755
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Fixed
3.78800000
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2V0
55983000.00000000
PA
USD
56273154.85000000
0.250417938095
Long
DBT
CORP
US
Y
2
2026-07-28
Floating
6.38434440
N
N
N
N
N
N
AIMCO CLO
N/A
AIMCO CLO, Series 2018-BA, Class AR
00900PAL9
5750000.00000000
PA
USD
5748562.50000000
0.025581348195
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-15
Floating
6.67559880
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AP3
5718000.00000000
PA
USD
5603334.54000000
0.024935077581
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
Svenska Handelsbanken
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959TAV8
61725000.00000000
PA
USD
61763562.69000000
0.274850487047
Long
STIV
CORP
SE
N
2
2025-01-23
Floating
5.65999920
N
N
N
N
N
N
OCP CLO Ltd.
254900WK4JKXAXOKTL68
OCP CLO Ltd., Series 2018-15A, Class A1
67112KAA7
1677928.83000000
PA
USD
1680026.24000000
0.007476188390
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
6.67941840
N
N
N
N
N
N
Teledyne Technologies, Inc.
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360AB1
31122000.00000000
PA
USD
30988245.11000000
0.137899011816
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
Telstra Group Ltd.
894500WRW54CVN62K416
Telstra Group Ltd.
8796VQCC5
65000000.00000000
PA
USD
64883392.60000000
0.288733863150
Long
STIV
CORP
AU
Y
2
2024-03-12
None
0.00000000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AM2
2950000.00000000
PA
USD
2830147.90000000
0.012594278808
Long
DBT
CORP
US
Y
2
2027-04-07
Fixed
3.65000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2021-A, Class A3
44933LAC7
4018465.96540000
PA
USD
3978830.63000000
0.017705965927
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.38000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
37000000.00000000
PA
USD
36788027.00000000
0.163708288481
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AR9
110199000.00000000
PA
USD
109488649.53000000
0.487229158080
Long
DBT
CORP
CH
Y
2
2025-08-05
Variable
4.49000000
N
N
N
N
N
N
Aimco CLO Ltd.
N/A
Aimco CLO Ltd., Series 2020-12A, Class AR
00140LAG9
3689000.00000000
PA
USD
3690150.97000000
0.016421329133
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-17
Floating
6.48653040
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523AV2
3050000.00000000
PA
USD
2977005.51000000
0.013247801433
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64953BBK3
134932000.00000000
PA
USD
135323437.73000000
0.602195066948
Long
DBT
CORP
US
Y
2
2026-01-16
Floating
5.92377120
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558U6S6
53902000.00000000
PA
USD
53886559.23000000
0.239797485841
Long
STIV
CORP
FI
N
2
2025-02-27
Floating
5.58000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAH0
2000000.00000000
PA
USD
1927301.82000000
0.008576575262
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.05600000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40434PH17
2870000.00000000
PA
USD
2802941.82000000
0.012473210592
Long
STIV
CORP
US
Y
2
2024-08-01
None
0.00000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BU7
54563000.00000000
PA
USD
54846195.07000000
0.244067906240
Long
DBT
CORP
US
Y
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co., Series A
373334KK6
37878000.00000000
PA
USD
37157485.06000000
0.165352392598
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXS8
2575000.00000000
PA
USD
2457564.76000000
0.010936267951
Long
DBT
CORP
US
N
2
2026-02-12
Variable
0.85500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAY4
18266000.00000000
PA
USD
18146609.95000000
0.080753187895
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAD8
3129000.00000000
PA
USD
3163322.09000000
0.014076918157
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAU2
34554000.00000000
PA
USD
34580201.61000000
0.153883371372
Long
DBT
CORP
US
Y
2
2026-07-02
Fixed
5.75000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc., Series N
025537AR2
1461000.00000000
PA
USD
1357870.77000000
0.006042582814
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAM5
137014000.00000000
PA
USD
136814500.77000000
0.608830361042
Long
DBT
CORP
SE
Y
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2024-A, Class A2A
98164RAB2
80097000.00000000
PA
USD
79958280.01000000
0.355817754790
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
5.05000000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAP2
84449000.00000000
PA
USD
84142088.69000000
0.374435881779
Long
DBT
CORP
US
Y
2
2026-01-09
Fixed
4.90000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAM6
28883000.00000000
PA
USD
28883000.00000000
0.128530581327
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0P71
142168000.00000000
PA
USD
135296736.22000000
0.602076244090
Long
STIV
CORP
NO
Y
2
2025-02-07
None
0.00000000
N
N
N
N
N
N
OCP CLO Ltd.
254900M77QLN2EBJHE11
OCP CLO Ltd., Series 2017-13A, Class A1AR
67097LAH9
40162074.81000000
PA
USD
40200991.86000000
0.178896127608
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
6.53559840
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2T5
7205000.00000000
PA
USD
7248230.00000000
0.032254932503
Long
DBT
CORP
US
Y
2
2025-06-16
Floating
6.22759320
N
N
N
N
N
N
Palmer Square CLO Ltd.
549300EYS8N79JYSXL17
Palmer Square CLO Ltd., Series 2018-2A, Class A1A
69688MAA3
10421161.69000000
PA
USD
10434677.94000000
0.046434761679
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-16
Floating
6.67559880
N
N
N
N
N
N
Galaxy XV CLO Ltd.
549300MJK1HWQWCLYA68
Galaxy CLO Ltd., Series 2013-15A, Class ARR
36318WAK6
24582226.43670000
PA
USD
24587167.46000000
0.109413943386
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
6.54559920
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674ZX1
70430000.00000000
PA
USD
70840888.62000000
0.315244974416
Long
DBT
CORP
CH
N
2
2025-09-11
Floating
6.30317880
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DP1
24600000.00000000
PA
USD
24507245.95000000
0.109058289259
Long
DBT
CORP
US
N
2
2028-02-16
Variable
5.09800000
N
N
N
N
N
N
PPL Capital Funding, Inc.
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAL7
1308000.00000000
PA
USD
1246923.40000000
0.005548862288
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBL2
86671000.00000000
PA
USD
86767922.45000000
0.386120953954
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEE5
3500000.00000000
PA
USD
3319956.75000000
0.014773949072
Long
DBT
CORP
US
Y
2
2025-06-23
Fixed
1.25000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAC0
3351000.00000000
PA
USD
3365798.92000000
0.014977948683
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton, Inc.
529900YISWVEKZT7CN18
LVMH Moet Hennessy Louis Vuitton, Inc.
55078TGP6
11200000.00000000
PA
USD
10964144.13000000
0.048790908797
Long
STIV
CORP
US
Y
2
2024-07-23
None
0.00000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CF9
1271000.00000000
PA
USD
1250698.61000000
0.005565662133
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
10595000.00000000
PA
USD
10387761.80000000
0.046225982856
Long
DBT
CORP
FR
Y
2
2024-10-16
Fixed
2.62500000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAX9
72769000.00000000
PA
USD
72992642.42000000
0.324820370559
Long
DBT
CORP
AU
N
2
2025-07-03
Fixed
5.37500000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115BAM2
41785000.00000000
PA
USD
41902712.94000000
0.186468858961
Long
STIV
CORP
CA
N
2
2024-09-20
Fixed
6.00000000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AR4
3000000.00000000
PA
USD
2786954.25000000
0.012402065224
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.50000000
N
N
N
N
N
N
Lloyds Bank Corporate Markets plc
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets plc
53947BR77
110821000.00000000
PA
USD
111177516.70000000
0.494744688986
Long
STIV
CORP
GB
N
2
2024-10-02
Fixed
6.07000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAN3
20768000.00000000
PA
USD
20065271.94000000
0.089291315546
Long
DBT
CORP
US
N
2
2026-01-25
Variable
2.01400000
N
N
N
N
N
N
Telstra Corp. Ltd.
PCTXNQGRJVR3OG33JG65
Telstra Corp. Ltd.
87969NAD7
14950000.00000000
PA
USD
14588260.83000000
0.064918382613
Long
DBT
CORP
AU
Y
2
2025-04-07
Fixed
3.12500000
N
N
N
N
N
N
Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417M3H6
3636000.00000000
PA
USD
3640978.34000000
0.016202508833
Long
STIV
CORP
CA
N
2
2024-06-28
Fixed
6.05000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AE5
519000.00000000
PA
USD
499298.78000000
0.002221900856
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.87500000
N
N
N
N
N
N
Rad CLO 7 Ltd.
N/A
Rad CLO Ltd., Series 2020-7A, Class A1R
74936GAA6
22750000.00000000
PA
USD
22750000.00000000
0.101238469868
Long
ABS-CBDO
CORP
KY
Y
2
2036-04-17
Floating
0.00000000
N
N
N
N
N
N
Becton Dickinson & Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887BV0
1072000.00000000
PA
USD
1065033.47000000
0.004739444345
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDG8
18436000.00000000
PA
USD
18426390.24000000
0.081998222113
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
85324TPE0
85143000.00000000
PA
USD
80881537.51000000
0.359926290025
Long
STIV
CORP
GB
Y
2
2025-02-14
None
0.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAF8
1500000.00000000
PA
USD
1485832.50000000
0.006612017968
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAE3
74257000.00000000
PA
USD
74873816.51000000
0.333191675457
Long
DBT
CORP
FR
Y
2
2026-07-05
Fixed
5.58900000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBG9
4903000.00000000
PA
USD
4794072.06000000
0.021333825045
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
3.20000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913UAG5
127335000.00000000
PA
USD
127548543.34000000
0.567596455456
Long
DBT
CORP
US
N
2
2024-11-14
Floating
5.77174320
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077UCF5
47615000.00000000
PA
USD
47505862.61000000
0.211403113863
Long
STIV
CORP
CA
Y
2
2024-03-15
Fixed
0.00000000
N
N
N
N
N
N
Dewolf Park CLO Ltd.
N/A
Dewolf Park CLO Ltd., Series 2017-1A, Class AR
25211AAE9
21649370.12840000
PA
USD
21660801.00000000
0.096391487883
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
6.49559880
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAL9
2434000.00000000
PA
USD
2385761.21000000
0.010616739093
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.40000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369BFM3
31600000.00000000
PA
USD
31074351.70000000
0.138282189813
Long
STIV
CORP
FR
Y
2
2024-06-21
None
0.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKS7
75312000.00000000
PA
USD
75081951.21000000
0.334117883745
Long
DBT
CORP
US
N
2
2025-04-25
Variable
3.84100000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAW3
3651000.00000000
PA
USD
3613739.83000000
0.016081296302
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
3.37500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGT0
2383000.00000000
PA
USD
2347299.61000000
0.010445583333
Long
DBT
CORP
US
N
2
2025-10-01
Variable
3.09300000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DC0
1000000.00000000
PA
USD
996803.55000000
0.004435818292
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
4.90000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AJ8
8706000.00000000
PA
USD
8658472.99000000
0.038530573929
Long
DBT
CORP
US
N
2
2026-03-28
Fixed
5.00000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series EE
571903BD4
2000000.00000000
PA
USD
2007215.74000000
0.008932195613
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BW9
89955000.00000000
PA
USD
89552635.78000000
0.398513046989
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
23617000.00000000
PA
USD
22865034.72000000
0.101750379276
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Magnetite XXV Ltd.
549300WFCL37N4TDUR08
Magnetite Ltd., Series 2020-25A, Class A
55955GAA1
26250000.00000000
PA
USD
26280003.75000000
0.116947137045
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-25
Floating
6.78628080
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
9612C0JD2
57366000.00000000
PA
USD
55733879.93000000
0.248018141710
Long
STIV
CORP
AU
Y
2
2024-09-13
None
0.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAM1
24600000.00000000
PA
USD
24505732.06000000
0.109051552384
Long
DBT
CORP
ES
N
2
2024-05-24
Fixed
3.89200000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
06054NPS4
3500000.00000000
PA
USD
3319217.93000000
0.014770661291
Long
STIV
CORP
US
N
2
2025-02-26
None
0.00000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BA1
13591000.00000000
PA
USD
13337255.76000000
0.059351356720
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
5107000.00000000
PA
USD
5103959.45000000
0.022712837142
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599AW4
4558000.00000000
PA
USD
4315688.47000000
0.019204997676
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.40000000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co., Series C
233331AW7
41505000.00000000
PA
USD
40706221.33000000
0.181144420288
Long
DBT
CORP
US
N
2
2024-10-01
Variable
2.52900000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016HZT0
42563000.00000000
PA
USD
42367163.81000000
0.188535685132
Long
DBT
CORP
CA
N
2
2027-01-19
Fixed
4.87500000
N
N
N
N
N
N
Bell Canada (The)
549300JYAVAQRV5MNZ86
Bell Canada (The)
07787PD21
29074000.00000000
PA
USD
28928991.10000000
0.128735243683
Long
STIV
CORP
CA
Y
2
2024-04-02
None
0.00000000
N
N
N
N
N
N
Healthpeak OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
40414LAM1
4510000.00000000
PA
USD
4416974.76000000
0.019655725984
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
ASB Bank Ltd.
549300IBZWZL1KTPF918
ASB Bank Ltd.
00216LAC7
6755000.00000000
PA
USD
6715043.77000000
0.029882231049
Long
DBT
CORP
NZ
Y
2
2024-05-23
Fixed
3.12500000
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAE6
1941000.00000000
PA
USD
1923206.66000000
0.008558351626
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAT9
21608000.00000000
PA
USD
21572346.80000000
0.095997862922
Long
DBT
CORP
FR
Y
2
2024-03-28
Fixed
3.87500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCX5
102864000.00000000
PA
USD
101283801.17000000
0.450717233093
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
6140000.00000000
PA
USD
5969951.59000000
0.026566539083
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AJ7
50000000.00000000
PA
USD
50205380.00000000
0.223416081333
Long
DBT
CORP
GB
N
2
2027-03-02
Variable
5.84700000
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BF0
4000000.00000000
PA
USD
3968539.68000000
0.017660170761
Long
DBT
CORP
US
Y
2
2024-07-01
Fixed
3.45000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAZ1
119399000.00000000
PA
USD
118547227.83000000
0.527540217697
Long
DBT
CORP
FR
Y
2
2025-01-15
Fixed
5.02900000
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40434PJT4
24750000.00000000
PA
USD
23950154.50000000
0.106579208557
Long
STIV
CORP
US
Y
2
2024-09-27
None
0.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAC7
17680000.00000000
PA
USD
17772569.65000000
0.079088692614
Long
DBT
CORP
NO
Y
2
2026-10-09
Variable
5.89600000
N
N
N
N
N
N
ICG US CLO Ltd.
25490053S2JSJU63Y978
ICG US CLO Ltd., Series 2014-1A, Class XR
44928XAW4
700000.01930000
PA
USD
699818.02000000
0.003114220023
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
6.37941960
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAS5
11121000.00000000
PA
USD
10941867.94000000
0.048691778801
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.83300000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2N2
7656000.00000000
PA
USD
7346174.08000000
0.032690787834
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAA7
3353000.00000000
PA
USD
3347771.23000000
0.014897724694
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.60000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MT5
24674000.00000000
PA
USD
24701388.14000000
0.109922230281
Long
DBT
CORP
US
N
2
2024-10-30
Floating
6.01875000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AL4
12489000.00000000
PA
USD
12220490.62000000
0.054381704237
Long
DBT
CORP
US
Y
2
2025-04-07
Fixed
3.50000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BL8
81210000.00000000
PA
USD
80233135.47000000
0.357040873305
Long
DBT
CORP
US
N
2
2027-01-26
Variable
4.75800000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473QBE2
4155000.00000000
PA
USD
3948749.87000000
0.017572105262
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
15997000.00000000
PA
USD
15669030.63000000
0.069727854298
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2D6
1400000.00000000
PA
USD
1397180.64000000
0.006217513411
Long
DBT
CORP
NO
Y
2
2025-03-28
Variable
2.96800000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp., Series A
02665WEF4
17885000.00000000
PA
USD
17761378.88000000
0.079038893211
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.60000000
N
N
N
N
N
N
Stratus CLO Ltd.
N/A
Stratus CLO Ltd., Series 2021-1A, Class A
863162AA1
3686298.35000000
PA
USD
3688403.23000000
0.016413551615
Long
ABS-CBDO
CORP
KY
Y
2
2029-12-29
Floating
6.37941960
N
N
N
N
N
N
Carlyle Global Market Strategies CLO Ltd.
549300Q4PPEXLDSOKL32
Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1R
14311NAL8
5000000.00000000
PA
USD
5017500.00000000
0.022328088903
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
6.91941960
N
N
N
N
N
N
Neuberger Berman CLO XIV Ltd.
549300Z5ZNFT7IECFZ07
Neuberger Berman CLO Ltd., Series 2013-14A, Class AR2
64129JBE9
13057435.05600000
PA
USD
13060673.30000000
0.058120552981
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-28
Floating
6.61119840
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBS2
15000000.00000000
PA
USD
15172500.00000000
0.067518271827
Long
DBT
CORP
AU
Y
2
2026-12-07
Floating
6.57628920
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAG7
9400000.00000000
PA
USD
9294303.58000000
0.041360047161
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.62500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05593D4K6
38432000.00000000
PA
USD
38439354.73000000
0.171056767278
Long
STIV
CORP
FR
N
2
2025-08-08
Floating
5.87000160
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17330QCV7
16352000.00000000
PA
USD
16352539.13000000
0.072769496262
Long
STIV
CORP
US
N
2
2024-03-05
Fixed
5.80000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3C5
500000.00000000
PA
USD
493091.55000000
0.002194278418
Long
DBT
CORP
US
N
2
2026-08-15
Variable
4.54000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
3005000.00000000
PA
USD
2737932.46000000
0.012183916169
Long
DBT
CORP
NL
Y
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BQ8
13400000.00000000
PA
USD
13298583.98000000
0.059179265650
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
4.05000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-331.00000000
NC
USD
-61892.92000000
-0.00027542613
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2024-06-28
-67795523.27000000
USD
-61892.92000000
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22546QAP2
16089000.00000000
PA
USD
15929369.13000000
0.070886371722
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37046TEV2
8695000.00000000
PA
USD
8570661.50000000
0.038139809055
Long
STIV
CORP
US
Y
2
2024-05-29
None
0.00000000
N
N
N
N
N
N
Porsche Financial Auto Securitization Trust
N/A
Porsche Financial Auto Securitization Trust, Series 2023-1A, Class A2
73328QAB0
23322162.60000000
PA
USD
23309813.51000000
0.103729663853
Long
ABS-O
CORP
US
Y
2
2026-12-22
Fixed
5.42000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AT9
5008000.00000000
PA
USD
4941558.06000000
0.021990144033
Long
DBT
CORP
US
Y
2
2025-11-13
Fixed
4.62500000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ND9
37295000.00000000
PA
USD
36144871.80000000
0.160846220422
Long
DBT
CORP
US
N
2
2025-11-03
Variable
1.28100000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89119AHP6
93960000.00000000
PA
USD
91565815.58000000
0.407471782924
Long
STIV
CORP
CA
Y
2
2024-08-23
None
0.00000000
N
N
N
N
N
N
Cleveland Electric Illuminating Co. (The)
N/A
Cleveland Electric Illuminating Co. (The)
186108CJ3
26109000.00000000
PA
USD
26082821.03000000
0.116069665534
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
5000000.00000000
PA
USD
4997487.20000000
0.022239031090
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
3.80300000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCE1
71564000.00000000
PA
USD
71045508.09000000
0.316155539781
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
4.60000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAC3
61782000.00000000
PA
USD
60772054.59000000
0.270438233733
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.00000000
N
N
N
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
18677000.00000000
PA
USD
18256614.16000000
0.081242711319
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
Neuberger Berman CLO XV
549300UTI4Y2IA4RUP16
Neuberger Berman CLO, Series 2013-15A, Class A1R2
64129KBE6
33405389.56220000
PA
USD
33453626.94000000
0.148870066063
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-15
Floating
6.49559880
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CQ5
4499000.00000000
PA
USD
4480055.75000000
0.019936439079
Long
DBT
CORP
JP
N
2
2025-09-12
Variable
5.06300000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WFA4
21064000.00000000
PA
USD
21100066.20000000
0.093896194118
Long
DBT
CORP
US
N
2
2025-02-12
Floating
5.87332440
N
N
N
N
N
N
Magnetite XVII Ltd.
5493003SVWF9GG13MZ22
Magnetite Ltd., Series 2016-17A, Class AR
55954EAQ2
13558958.56000000
PA
USD
13583364.69000000
0.060446551950
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
6.67941840
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607H6M9
226000.00000000
PA
USD
221567.80000000
0.000985986155
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
3.94500000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2018-B3, Class A2
08161BAV5
925488.28050000
PA
USD
906727.99000000
0.004034978210
Long
ABS-MBS
CORP
US
N
2
2051-04-10
Fixed
3.84800000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2024-1, Class A2A
05611UAB9
54063000.00000000
PA
USD
53962583.38000000
0.240135796550
Long
ABS-O
CORP
US
N
2
2026-07-27
Fixed
5.10000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
12000000.00000000
PA
USD
11644457.64000000
0.051818332919
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.16400000
N
N
N
N
N
N
KKR CLO Ltd.
549300LGO0WGOG6NE245
KKR CLO Ltd., Series 24, Class A1R
48252RAL8
10000000.00000000
PA
USD
10015000.00000000
0.044567176955
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
6.65942040
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWQ3
3700000.00000000
PA
USD
3648344.26000000
0.016235287491
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.27200000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2T9
19800000.00000000
PA
USD
19563627.60000000
0.087058976848
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.80500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce
13606KYS9
89201000.00000000
PA
USD
89294421.10000000
0.397363980655
Long
STIV
CORP
CA
N
2
2024-06-28
Fixed
6.01000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
20272DGN4
132398000.00000000
PA
USD
129628233.84000000
0.576851166842
Long
STIV
CORP
AU
Y
2
2024-07-22
Fixed
0.00000000
N
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAS7
24278000.00000000
PA
USD
23917436.74000000
0.106433613130
Long
DBT
CORP
US
Y
2
2024-06-17
Fixed
0.65000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558JDB0
66450000.00000000
PA
USD
66039629.39000000
0.293879166158
Long
STIV
CORP
FI
Y
2
2024-04-11
None
0.00000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAE3
26044000.00000000
PA
USD
25766850.17000000
0.114663581737
Long
DBT
CORP
CA
Y
2
2024-05-21
Fixed
0.70000000
N
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
JBONEPAGQXF4QP29B387
Mitsubishi UFJ Trust & Banking Corp.
60683DNY1
28650000.00000000
PA
USD
28685845.16000000
0.127653233884
Long
STIV
CORP
JP
N
2
2024-07-05
Floating
5.81000040
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599AZ7
7034000.00000000
PA
USD
6900608.56000000
0.030708002275
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
3.95000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAT2
18677000.00000000
PA
USD
18667866.01000000
0.083072799584
Long
DBT
CORP
FR
Y
2
2027-01-18
Fixed
5.20300000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR38
95598000.00000000
PA
USD
96150512.46000000
0.427873879493
Long
DBT
CORP
CA
N
2
2025-04-07
Floating
6.29093520
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYL2
38732000.00000000
PA
USD
38750591.36000000
0.172441783550
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.82583320
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAG9
13150000.00000000
PA
USD
13138426.95000000
0.058466560039
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.62500000
N
N
N
N
N
N
KKR CLO Ltd.
5493004Y6G18HN4CQ515
KKR CLO Ltd., Series 32A, Class A1
48254HAA2
18000000.00000000
PA
USD
17998002.00000000
0.080091876182
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-15
Floating
6.89559840
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MX6
18466000.00000000
PA
USD
18304589.80000000
0.081456204963
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.98100000
N
N
N
N
N
N
OCP CLO Ltd.
2549003HLFPQ7ATPYA23
OCP CLO Ltd., Series 2019-17A, Class A1R
67113LAL0
13000000.00000000
PA
USD
13006695.00000000
0.057880347245
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
6.61942080
N
N
N
N
N
N
Haleon UK Capital plc
5493004B26DRJNN0OV17
Haleon UK Capital plc
36264NAB0
16322000.00000000
PA
USD
15917098.35000000
0.070831766228
Long
DBT
CORP
GB
N
2
2025-03-24
Fixed
3.12500000
N
N
N
N
N
N
Madison Park Funding XVIII Ltd.
N/A
Madison Park Funding Ltd., Series 2015-18A, Class ARR
55819BAW0
47619176.63000000
PA
USD
47677510.12000000
0.212166952600
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-21
Floating
6.51942000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NL1
7796000.00000000
PA
USD
7610430.17000000
0.033866738701
Long
DBT
CORP
US
N
2
2026-03-17
Variable
3.29000000
N
N
N
N
N
N
Atlas Senior Loan Fund Ltd.
N/A
Atlas Senior Loan Fund Ltd., Series 2021-18A, Class X
04943EAA9
1066666.64500000
PA
USD
1066043.71000000
0.004743939956
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-18
Floating
6.40951920
N
N
N
N
N
N
Citigroup Global Markets Holdings, Inc.
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings, Inc.
17329FXG4
29285000.00000000
PA
USD
28860460.04000000
0.128430277544
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.75000000
N
N
N
N
N
N
Cedar Funding II CLO Ltd.
254900Q56WTD2BRLBE32
Cedar Funding II CLO Ltd., Series 2013-1A, Class AXR
15032TBC9
1151785.72980000
PA
USD
1149763.19000000
0.005116495211
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
6.42942000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960JHN8
67788000.00000000
PA
USD
66063650.88000000
0.293986062812
Long
STIV
CORP
SE
Y
2
2024-08-22
None
0.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369BED4
33394000.00000000
PA
USD
33026017.49000000
0.146967185781
Long
STIV
CORP
FR
Y
2
2024-05-13
None
0.00000000
N
N
N
N
N
N
Carlyle Global Market Strategies CLO Ltd.
N/A
Carlyle Global Market Strategies CLO Ltd., Series 2015-1A, Class AR3
14311DBN5
6954526.53330000
PA
USD
6964826.19000000
0.030993773466
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
6.55941960
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CT5
45000000.00000000
PA
USD
45329400.00000000
0.201717762463
Long
DBT
CORP
GB
Y
2
2027-07-06
Variable
6.18700000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECD5
9237000.00000000
PA
USD
9252871.66000000
0.041175673351
Long
DBT
CORP
US
Y
2
2025-08-11
Floating
5.94332640
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367DDV4
101536000.00000000
PA
USD
101657282.72000000
0.452379241912
Long
STIV
CORP
CA
N
2
2024-07-12
Fixed
5.85000000
N
N
N
N
N
N
Svenska Handelsbanken
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959TBT2
95628000.00000000
PA
USD
95610302.13000000
0.425469920495
Long
STIV
CORP
SE
N
2
2025-02-26
Floating
5.59000080
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBY5
1424000.00000000
PA
USD
1299314.84000000
0.005782006429
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
84049000.00000000
PA
USD
82199687.50000000
0.365792113676
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63300000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2022-1, Class A3
24703WAC3
6315953.44000000
PA
USD
6271273.12000000
0.027907432738
Long
ABS-O
CORP
US
Y
2
2027-08-23
Fixed
2.49000000
N
N
N
N
N
N
JPMorgan U.S. Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan U.S. Government Money Market Fund, Share Class IM
4812C2270
4046409.86000000
NS
USD
4046409.86000000
0.018006696381
Long
STIV
RF
US
N
1
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AV2
18892000.00000000
PA
USD
18819834.83000000
0.083749067312
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
GoldenTree Loan Opportunities XI Ltd.
549300ZH5R2TCUAYC824
GoldenTree Loan Opportunities Ltd., Series 2015-11A, Class AR2
38137HBU1
5334247.01000000
PA
USD
5341981.67000000
0.023772046168
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-18
Floating
6.62951880
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAC2
30695000.00000000
PA
USD
30708614.46000000
0.136654643503
Long
DBT
CORP
GB
Y
2
2024-08-12
Floating
5.85332640
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBV3
99000000.00000000
PA
USD
97901693.01000000
0.435666707596
Long
DBT
CORP
FR
Y
2
2028-01-19
Variable
5.51900000
N
N
N
N
N
N
JPMorgan U.S. Government Money Market Fund
8I5DZWZKVSZI1NUHU748
JPMorgan U.S. Government Money Market Fund, Class IM
4812C2270
1192893823.01000000
NS
USD
1192893823.01000000
5.308428367322
Long
STIV
RF
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38143U8H7
13456000.00000000
PA
USD
13114139.96000000
0.058358481898
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO 14 Ltd.
549300QXPI5JCSVZ9W25
Goldentree Loan Management US CLO Ltd., Series 2022-14A, Class X
38136RAA5
922500.00000000
PA
USD
922440.04000000
0.004104897503
Long
ABS-CBDO
CORP
JE
Y
2
2035-07-20
Floating
6.51781080
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBW5
15000000.00000000
PA
USD
14962038.30000000
0.066581708290
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
LCM XXIV Ltd.
N/A
LCM Ltd., Series 24A, Class AR
50188YAE4
19193839.34000000
PA
USD
19227831.63000000
0.085564670466
Long
ABS-CBDO
CORP
KY
Y
2
2030-03-20
Floating
6.55941960
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
63743HFL1
38872000.00000000
PA
USD
39033637.94000000
0.173701352897
Long
DBT
CORP
US
N
2
2025-05-07
Floating
6.02725680
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BA6
1695000.00000000
PA
USD
1654522.82000000
0.007362697083
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
3.30000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAX7
33827000.00000000
PA
USD
33852417.95000000
0.150644703058
Long
DBT
CORP
JP
Y
2
2024-09-16
Floating
5.80758840
N
N
N
N
N
N
Magnetite VIII Ltd.
549300NJNSVWVLHGRY73
Magnetite Ltd., Series 2014-8A, Class AR2
55952YAP2
8942495.51090000
PA
USD
8943935.25000000
0.039800893156
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
6.55560000
N
N
N
N
N
N
Mercedes-Benz Auto Receivables Trust
N/A
Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class A2
58770AAB9
18538141.45330000
PA
USD
18516616.82000000
0.082399734241
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.09000000
N
N
N
N
N
N
Credit Agricole Corporate and Investment Bank
254900BN8XS34XZDJ223
Credit Agricole Corporate and Investment Bank
22532XWY0
30536000.00000000
PA
USD
30561706.73000000
0.136000897841
Long
STIV
CORP
FR
N
2
2025-08-01
Floating
5.91000120
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAZ6
58422000.00000000
PA
USD
58171989.48000000
0.258867833148
Long
DBT
CORP
GB
N
2
2028-01-05
Variable
5.46200000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MB4
23987000.00000000
PA
USD
24288585.67000000
0.108085241691
Long
DBT
CORP
US
N
2
2026-07-01
Floating
6.84177120
N
N
N
N
N
N
Arizona Public Service Co.
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555CV4
1170000.00000000
PA
USD
1092452.97000000
0.004861462289
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.55000000
N
N
N
N
N
N
TELUS Corp.
L2TEUTQ8OSHMJWVLCE40
TELUS Corp.
87974PFC2
14887000.00000000
PA
USD
14646281.82000000
0.065176578492
Long
STIV
CORP
CA
Y
2
2024-06-12
Fixed
0.00000000
N
N
N
N
N
N
LCM 26 Ltd.
N/A
LCM Ltd., Series 26A, Class A1
50200FAC3
10082966.16290000
PA
USD
10083530.81000000
0.044872141981
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
6.64941960
N
N
N
N
N
N
Newark BSL CLO 1 Ltd.
549300R0C043JWD1XY94
Newark BSL CLO Ltd., Series 2016-1A, Class A1R
65023TAJ1
16910509.18000000
PA
USD
16919911.42000000
0.075294327141
Long
ABS-CBDO
CORP
KY
Y
2
2029-12-21
Floating
6.68120040
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BN3
21549000.00000000
PA
USD
20870005.66000000
0.092872414907
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AV9
28294000.00000000
PA
USD
28263216.69000000
0.125772519175
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.10000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAD5
112332000.00000000
PA
USD
112339735.18000000
0.499916610769
Long
DBT
CORP
FR
Y
2
2025-02-28
Fixed
5.56800000
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AN6
41291000.00000000
PA
USD
40934015.77000000
0.182158115257
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EXJ3
102324000.00000000
PA
USD
102514015.67000000
0.456191740064
Long
DBT
CORP
US
N
2
2025-10-22
Floating
5.80901040
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCU7
8298000.00000000
PA
USD
8222219.68000000
0.036589228102
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.98500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
76634000.00000000
PA
USD
75555423.96000000
0.336224857667
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.79000000
N
N
N
N
N
N
Apidos CLO XXXI
549300IG6PHVJ3WBR394
Apidos CLO, Series 2019-31A, Class A1R
03767VAG3
28565000.00000000
PA
USD
28613789.02000000
0.127332580989
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
6.67559880
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DB2
19076000.00000000
PA
USD
19585388.72000000
0.087155814759
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.85000000
N
N
N
N
N
N
CIFC Funding Ltd.
635400BTAKRBKGRV3X14
CIFC Funding Ltd., Series 2017-5A, Class A1
12551MAA7
21234110.98710000
PA
USD
21261460.52000000
0.094614405723
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-16
Floating
6.75813960
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
30000000.00000000
PA
USD
30509393.10000000
0.135768099958
Long
DBT
CORP
NL
Y
2
2027-09-18
Variable
6.33900000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2021-A, Class A3
98164EAC9
9425500.32000000
PA
USD
9279681.23000000
0.041294977080
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.30000000
N
N
N
N
N
N
522 Funding CLO Ltd.
N/A
522 Funding CLO Ltd., Series 2019-4A, Class AR
33834WAA0
25004604.21000000
PA
USD
25004254.15000000
0.111269996937
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-20
Floating
6.65942040
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CE8
18463000.00000000
PA
USD
17886769.77000000
0.079596888017
Long
DBT
CORP
GB
Y
2
2025-11-23
Variable
1.82200000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAD1
1565000.00000000
PA
USD
1506717.69000000
0.006704957954
Long
DBT
CORP
JP
Y
2
2026-04-12
Fixed
3.47700000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEQ4
85300000.00000000
PA
USD
85044007.88000000
0.378449460624
Long
DBT
CORP
US
N
2
2025-04-17
Variable
3.62000000
N
N
N
N
N
N
Greenwood Park CLO Ltd.
N/A
Greenwood Park CLO Ltd., Series 2018-1A, Class A2
39729RAB4
3380610.22000000
PA
USD
3385971.87000000
0.015067719170
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
6.58559880
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AK2
3435000.00000000
PA
USD
3408746.12000000
0.015169065554
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
77079000.00000000
PA
USD
74887425.13000000
0.333252234396
Long
DBT
CORP
FR
Y
2
2025-01-22
Fixed
2.62500000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AV4
3204000.00000000
PA
USD
3077700.31000000
0.013695897586
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.75000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACS4
7000000.00000000
PA
USD
7031899.07000000
0.031292250642
Long
DBT
CORP
US
Y
2
2025-11-03
Floating
6.64881840
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
85324THT6
6290000.00000000
PA
USD
6125264.90000000
0.027257689934
Long
STIV
CORP
GB
Y
2
2024-08-27
Fixed
0.00000000
N
N
N
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp.
032095AG6
15475000.00000000
PA
USD
15446448.47000000
0.068737354197
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.20000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LC61
79051000.00000000
PA
USD
80046154.07000000
0.356208798104
Long
DBT
CORP
CA
N
2
2026-12-11
Floating
6.53317920
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331BD8
39195000.00000000
PA
USD
38771425.12000000
0.172534494670
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.21999920
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523BZ2
3047000.00000000
PA
USD
3004622.75000000
0.013370699329
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331AY3
3215000.00000000
PA
USD
3027897.74000000
0.013474274027
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.85000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525BM2
44601000.00000000
PA
USD
44767058.89000000
0.199215320550
Long
DBT
CORP
AU
Y
2
2025-12-10
Floating
5.99927040
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACT2
44239000.00000000
PA
USD
44081007.05000000
0.196162360614
Long
DBT
CORP
US
Y
2
2027-01-08
Fixed
5.25000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBT1
11687000.00000000
PA
USD
11314083.96000000
0.050348155959
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1A
69690CAA1
48739951.02000000
PA
USD
48869453.07000000
0.217471149542
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
7.13399040
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
7007000.00000000
PA
USD
6968389.89000000
0.031009632083
Long
DBT
CORP
US
Y
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
13639CD44
101152000.00000000
PA
USD
100623411.01000000
0.447778468727
Long
STIV
CORP
CA
Y
2
2024-04-04
Fixed
0.00000000
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AT7
3750000.00000000
PA
USD
3690017.48000000
0.016420735097
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WEU1
35646000.00000000
PA
USD
35732619.78000000
0.159011681358
Long
DBT
CORP
US
N
2
2024-11-22
Floating
6.01547760
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AR3
1643000.00000000
PA
USD
1604630.97000000
0.007140676224
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Bain Capital Credit CLO
549300B0VI605XM3L529
Bain Capital Credit CLO, Series 2019-1A, Class X
05683VAQ7
2700000.00000000
PA
USD
2698855.20000000
0.012010020696
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-19
Floating
6.40118160
N
N
N
N
N
N
Ballyrock CLO Ltd.
N/A
Ballyrock CLO Ltd., Series 2019-1A, Class A1R
05875JAJ8
42764000.00000000
PA
USD
42850511.57000000
0.190686603270
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
6.60560040
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAZ8
55242000.00000000
PA
USD
54590105.73000000
0.242928297760
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
Telstra Group Ltd.
894500WRW54CVN62K416
Telstra Group Ltd.
8796VQJ61
22200000.00000000
PA
USD
21554294.57000000
0.095917529729
Long
STIV
CORP
AU
Y
2
2024-09-06
None
0.00000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAZ1
168000.00000000
PA
USD
162501.36000000
0.000723137979
Long
DBT
CORP
US
N
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp.
86565FK92
226669000.00000000
PA
USD
227025901.67000000
1.010274940900
Long
STIV
CORP
JP
N
2
2024-06-06
Floating
6.00999840
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DS6
4792000.00000000
PA
USD
4770252.23000000
0.021227825786
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.00000000
N
N
N
N
N
N
Bank of New Zealand
N7LGVZM7X4UQ66T7LT74
Bank of New Zealand
06407EAG0
75000000.00000000
PA
USD
74206535.25000000
0.330222245403
Long
DBT
CORP
NZ
Y
2
2028-02-07
Fixed
4.84600000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2023-3, Class A2
24702EAB6
38840000.00000000
PA
USD
38991483.77000000
0.173513765044
Long
ABS-O
CORP
US
Y
2
2029-04-23
Fixed
6.10000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBN4
22838000.00000000
PA
USD
22845673.57000000
0.101664221333
Long
DBT
CORP
US
Y
2
2024-04-01
Floating
5.88544920
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2023-1, Class A3
24702HAE3
9224000.00000000
PA
USD
9252086.16000000
0.041172177842
Long
ABS-O
CORP
US
Y
2
2028-09-22
Fixed
5.65000000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851EC4
6330000.00000000
PA
USD
5883014.52000000
0.026179665416
Long
DBT
CORP
US
Y
2
2026-03-02
Fixed
1.45000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CCB9
82342000.00000000
PA
USD
81724649.91000000
0.363678176149
Long
DBT
CORP
US
N
2
2027-01-05
Fixed
4.85000000
N
N
N
N
N
N
Brookfield Corporate Treasury Ltd.
N/A
Brookfield Corp. Treasury Ltd.
11271ECU0
78184000.00000000
PA
USD
77838046.75000000
0.346382626395
Long
STIV
CORP
CA
Y
2
2024-03-28
Fixed
0.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZP2
64873000.00000000
PA
USD
64812664.22000000
0.288419118844
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.00000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TKY0
112607000.00000000
PA
USD
112783567.78000000
0.501891684760
Long
DBT
CORP
US
N
2
2024-08-22
Floating
5.82999840
N
N
N
N
N
N
MUFG Bank Ltd.
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd.
55380UQR1
31350000.00000000
PA
USD
31365719.20000000
0.139578787609
Long
STIV
CORP
JP
N
2
2024-05-24
Fixed
5.71000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NQ0
5000000.00000000
PA
USD
4976979.10000000
0.022147769171
Long
DBT
CORP
US
N
2
2025-05-24
Variable
4.14000000
N
N
N
N
N
N
Venture CLO Ltd.
549300AZL7IWJJ04HD37
Venture CLO Ltd., Series 2019-36A, Class XR
92332LAS8
458333.37020000
PA
USD
457135.29000000
0.002034271528
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
6.27941880
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCM5
27974000.00000000
PA
USD
27129122.54000000
0.120725751859
Long
DBT
CORP
US
N
2
2026-03-03
Variable
2.63600000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523CP3
1663000.00000000
PA
USD
1536275.94000000
0.006836493426
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.25000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAQ1
3941000.00000000
PA
USD
3795928.87000000
0.016892045297
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Aon North America, Inc.
N/A
Aon North America, Inc.
03740MAA8
24376000.00000000
PA
USD
24358320.33000000
0.108395563901
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.12500000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AJ4
4775000.00000000
PA
USD
4745740.71000000
0.021118748477
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAB5
6835000.00000000
PA
USD
6675590.30000000
0.029706661425
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
3.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAN5
113486000.00000000
PA
USD
114257023.88000000
0.508448627221
Long
DBT
CORP
FR
Y
2
2025-09-25
Floating
6.31112760
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAG4
3463000.00000000
PA
USD
3452038.29000000
0.015361717556
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
66257000.00000000
PA
USD
66267845.61000000
0.294894738066
Long
DBT
CORP
ES
N
2
2024-06-30
Floating
5.74200000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust, Series 2023-A, Class A2A
345287AB2
4735206.11000000
PA
USD
4732408.55000000
0.021059419797
Long
ABS-O
CORP
US
N
2
2025-06-15
Fixed
5.19000000
N
N
N
N
N
N
Lloyds Bank Corporate Markets plc
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets plc
53947BQ60
28414000.00000000
PA
USD
28478126.70000000
0.126728877882
Long
STIV
CORP
GB
N
2
2024-08-15
Floating
5.96999880
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTK7
8651000.00000000
PA
USD
8562909.03000000
0.038105310233
Long
DBT
CORP
US
Y
2
2024-06-21
Fixed
2.65000000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AK6
58479000.00000000
PA
USD
58512072.80000000
0.260381218421
Long
DBT
CORP
US
Y
2
2024-04-05
Floating
6.35322600
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AS9
17943000.00000000
PA
USD
17984314.65000000
0.080030966891
Long
DBT
CORP
US
Y
2
2025-08-08
Fixed
5.60000000
N
N
N
N
N
N
Brookfield Corporate Treasury Ltd.
N/A
Brookfield Corp. Treasury Ltd.
11271ECD8
13428000.00000000
PA
USD
13400446.82000000
0.059632559630
Long
STIV
CORP
CA
Y
2
2024-03-13
None
0.00000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAD5
12410000.00000000
PA
USD
12027456.04000000
0.053522692127
Long
DBT
CORP
CA
Y
2
2025-02-10
Fixed
2.05000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCS7
96815000.00000000
PA
USD
96059171.10000000
0.427467406547
Long
DBT
CORP
US
N
2
2026-01-29
Fixed
4.95000000
N
N
N
N
N
N
Symphony CLO XXIV Ltd.
5493007X3UVVYJ005O73
Symphony CLO Ltd., Series 2020-24A, Class A
87167QAC2
28550000.00000000
PA
USD
28542862.50000000
0.127016954951
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-23
Floating
6.77741040
N
N
N
N
N
N
OSD CLO Ltd.
N/A
OSD CLO Ltd., Series 2023-27A, Class A
671027AA8
11995225.56000000
PA
USD
11908704.00000000
0.052994240486
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-16
Floating
6.91399080
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing LLC, Series 2023-3, Class A2
29374LAB6
17232000.00000000
PA
USD
17497183.25000000
0.077863211394
Long
ABS-O
CORP
US
Y
2
2030-03-20
Fixed
6.40000000
N
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAW8
88857000.00000000
PA
USD
89251321.60000000
0.397172186043
Long
DBT
CORP
US
Y
2
2026-09-25
Floating
6.66122040
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CA8
4409000.00000000
PA
USD
4398909.65000000
0.019575335474
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden Senior Loan Fund, Series 2017-47A, Class A1R
26245EAJ8
26758855.41000000
PA
USD
26769906.82000000
0.119127226591
Long
ABS-CBDO
CORP
KY
Y
2
2028-04-15
Floating
6.55560000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAZ1
726000.00000000
PA
USD
726960.21000000
0.003235003925
Long
DBT
CORP
CA
N
2
2024-11-07
Fixed
5.90000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
413875AR6
4550000.00000000
PA
USD
4466527.34000000
0.019876237078
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83200000
N
N
N
N
N
N
Sydney Airport Finance Co. Pty. Ltd.
549300MJAANHLHOVTO40
Sydney Airport Finance Co. Pty. Ltd.
87124VAF6
6970000.00000000
PA
USD
6705754.61000000
0.029840893891
Long
DBT
CORP
AU
Y
2
2026-04-28
Fixed
3.62500000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAF1
628000.00000000
PA
USD
616028.22000000
0.002741351841
Long
DBT
CORP
NL
Y
2
2024-09-19
Fixed
2.25000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DD6
2974000.00000000
PA
USD
2934704.95000000
0.013059562138
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.12500000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WET4
8400000.00000000
PA
USD
8434399.26000000
0.037533436278
Long
DBT
CORP
US
N
2
2025-04-23
Floating
6.11906040
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2021-1A, Class A1
69701YAA0
548378.05000000
PA
USD
548182.28000000
0.002439434515
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-20
Floating
6.47942040
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABZ9
1451000.00000000
PA
USD
1322499.06000000
0.005885177197
Long
DBT
CORP
US
Y
2
2026-09-17
Fixed
1.65000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAJ9
5314000.00000000
PA
USD
5225765.97000000
0.023254881349
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.40000000
N
N
N
N
N
N
Westpac New Zealand Ltd.
549300MW73M5PK1PNG73
Westpac New Zealand Ltd.
96122FAA5
30000000.00000000
PA
USD
29668434.60000000
0.132025798781
Long
DBT
CORP
NZ
Y
2
2028-02-15
Fixed
4.90200000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AV6
392000.00000000
PA
USD
385313.12000000
0.001714659810
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05611C2A0
66344000.00000000
PA
USD
66062249.64000000
0.293979827234
Long
DBT
CORP
FR
Y
2
2026-01-26
Fixed
5.10000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAY1
39608000.00000000
PA
USD
38602735.49000000
0.171783818625
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BE2
2335000.00000000
PA
USD
2283398.62000000
0.010161221203
Long
DBT
CORP
US
N
2
2025-11-01
Variable
2.35400000
N
N
N
N
N
N
Omnicom Group, Inc.
N/A
Omnicom Group, Inc.
681919BA3
15058000.00000000
PA
USD
14862863.68000000
0.066140377003
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.65000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629TBQ9
113952000.00000000
PA
USD
114656223.36000000
0.510225081926
Long
DBT
CORP
US
Y
2
2026-07-10
Floating
6.32927160
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAN1
67362000.00000000
PA
USD
66829079.68000000
0.297392253604
Long
DBT
CORP
CA
N
2
2026-02-02
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXM1
7025000.00000000
PA
USD
6507555.01000000
0.028958897221
Long
DBT
CORP
US
N
2
2026-12-09
Variable
1.09300000
N
N
N
N
N
N
Octagon Investment Partners 30 Ltd.
549300CDNDWWERRAUA43
Octagon Investment Partners Ltd., Series 2017-1A, Class A1R
675920AJ1
28397446.05350000
PA
USD
28436890.11000000
0.126545373298
Long
ABS-CBDO
CORP
KY
Y
2
2030-03-17
Floating
6.57942120
N
N
N
N
N
N
EMD Finance LLC
529900C8KS5G529A0B76
EMD Finance LLC
26867LAL4
3730000.00000000
PA
USD
3645985.48000000
0.016224790820
Long
DBT
CORP
US
Y
2
2025-03-19
Fixed
3.25000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AG80
14792000.00000000
PA
USD
14498214.46000000
0.064517672428
Long
STIV
CORP
US
Y
2
2024-07-08
None
0.00000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co. Inc
37046TF58
16800000.00000000
PA
USD
16541602.73000000
0.073610837342
Long
STIV
CORP
US
Y
2
2024-06-05
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVM3
14349000.00000000
PA
USD
14349000.00000000
0.063853661720
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
4.00000000
N
N
N
N
N
N
Enterprise Fleet Funding LLC
N/A
Enterprise Fleet Funding LLC, Series 2021-1, Class A2
29374EAB2
4996081.99000000
PA
USD
4961312.76000000
0.022078053290
Long
ABS-O
CORP
US
Y
2
2026-12-21
Fixed
0.44000000
N
N
N
N
N
N
Madison Park Funding LII Ltd.
N/A
Madison Park Funding Ltd., Series 2021-52A, Class X
55822BAA3
1447368.40000000
PA
USD
1442078.27000000
0.006417309779
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-22
Floating
6.47942040
N
N
N
N
N
N
First Abu Dhabi Bank USA NV
N/A
First Abu Dhabi Bank USA NV
31851XPM8
64341000.00000000
PA
USD
64339009.93000000
0.286311337061
Long
STIV
CORP
CW
N
2
2024-11-07
Floating
5.58000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBS8
35823000.00000000
PA
USD
36014349.27000000
0.160265389599
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
2958000.00000000
PA
USD
2960603.04000000
0.013174809743
Long
DBT
CORP
US
N
2
2025-01-22
Floating
5.84806320
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BJ1
3004000.00000000
PA
USD
2932837.28000000
0.013051250927
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAS7
44805000.00000000
PA
USD
44588495.07000000
0.198420703938
Long
DBT
CORP
US
N
2
2024-06-27
Fixed
4.20000000
N
N
N
N
N
N
Tampa Electric Co.
WS423EPRKJIIJUITXD73
Tampa Electric Co.
875127BK7
16877000.00000000
PA
USD
16767109.97000000
0.074614354174
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
3.87500000
N
N
N
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502AP6
5000000.00000000
PA
USD
4844501.35000000
0.021558237536
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
2.30000000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAQ7
5991000.00000000
PA
USD
5826048.48000000
0.025926164109
Long
DBT
CORP
NL
Y
2
2024-09-24
Fixed
0.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHY8
15000000.00000000
PA
USD
14491566.60000000
0.064488089168
Long
DBT
CORP
US
N
2
2026-02-13
Variable
2.01500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CA0
34169000.00000000
PA
USD
33157331.42000000
0.147551538367
Long
DBT
CORP
JP
N
2
2025-10-11
Variable
0.96200000
N
N
N
N
N
N
Bain Capital Credit CLO Ltd.
N/A
Bain Capital Credit CLO Ltd., Series 2020-3A, Class X
05684CAJ4
1760000.02960000
PA
USD
1759426.27000000
0.007829521908
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-23
Floating
6.42741120
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FBC0
26779000.00000000
PA
USD
26728989.68000000
0.118945143574
Long
DBT
CORP
FR
Y
2
2027-01-23
Fixed
5.08800000
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CK4
10609000.00000000
PA
USD
10678747.28000000
0.047520880647
Long
DBT
CORP
GB
Y
2
2026-03-30
Floating
7.09887600
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-1, Class A2
80287GAB6
2677920.38190000
PA
USD
2677832.01000000
0.011916466604
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
5.36000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253AHG8
2883000.00000000
PA
USD
2811797.19000000
0.012512617366
Long
STIV
CORP
AU
Y
2
2024-08-16
Fixed
0.00000000
N
N
N
N
N
N
Flatiron CLO 18 Ltd.
5493008L4GGS612L9S27
Flatiron CLO Ltd., Series 2018-1A, Class A
33883GAA5
3245388.05300000
PA
USD
3248068.74000000
0.014454044363
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-17
Floating
6.52813920
N
N
N
N
N
N
Greenwood Park CLO Ltd.
N/A
Greenwood Park CLO Ltd., Series 2018-1A, Class A1
39729RAA6
2027230.88000000
PA
USD
2027176.14000000
0.009021020244
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
6.60560040
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641598K5
8539000.00000000
PA
USD
7778341.95000000
0.034613953280
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.30000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAD1
13555000.00000000
PA
USD
13422189.47000000
0.059729315350
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.70600000
N
N
N
N
N
N
TTX Co.
549300I8CNSYS1OGX775
TTX Co.
87305QCQ2
3705000.00000000
PA
USD
3715082.90000000
0.016532277284
Long
DBT
CORP
US
Y
2
2026-09-25
Fixed
5.50000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAH6
11510000.00000000
PA
USD
11504886.80000000
0.051197236731
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
3.90000000
N
N
N
N
N
N
OCP CLO Ltd.
254900MN6N176YEZLX15
OCP CLO Ltd., Series 2020-18A, Class AR
671078AN3
8953500.00000000
PA
USD
8959615.24000000
0.039870669780
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
6.66942120
N
N
N
N
N
N
NTT Finance Corp.
3538007PR116187GD960
NTT Finance Corp.
62954WAB1
320000.00000000
PA
USD
320000.00000000
0.001424013642
Long
DBT
CORP
JP
Y
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CP2
39917000.00000000
PA
USD
37837683.55000000
0.168379304877
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.30000000
N
N
N
N
N
N
LCM 29 Ltd.
N/A
LCM Ltd., Series 29A, Class AR
50201MAQ6
10000000.00000000
PA
USD
9998810.00000000
0.044495130764
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
6.64560000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHR3
2992000.00000000
PA
USD
2989618.43000000
0.013303929465
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.45800000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CX0
14835000.00000000
PA
USD
14692366.52000000
0.065381657372
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
4.70000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BW3
66270000.00000000
PA
USD
65053311.96000000
0.289490011546
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.95300000
N
N
N
N
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2017-3A, Class XR
92915QAS2
1714285.50000000
PA
USD
1713556.93000000
0.007625401390
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
6.42942000
N
N
N
N
N
N
2024-04-01
J.P. Morgan Exchange-Traded Fund Trust
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer