0001752724-23-143852.txt : 20230626
0001752724-23-143852.hdr.sgml : 20230626
20230626152853
ACCESSION NUMBER: 0001752724-23-143852
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230626
DATE AS OF CHANGE: 20230626
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FLEXSHARES TRUST
CENTRAL INDEX KEY: 0001491978
IRS NUMBER: 272560399
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22555
FILM NUMBER: 231042103
BUSINESS ADDRESS:
STREET 1: 50 SOUTH LASALLE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60603
BUSINESS PHONE: (855) 353-9383
MAIL ADDRESS:
STREET 1: 50 SOUTH LASALLE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60603
FORMER COMPANY:
FORMER CONFORMED NAME: FlexShares Trust
DATE OF NAME CHANGE: 20110414
FORMER COMPANY:
FORMER CONFORMED NAME: NT ETF Trust
DATE OF NAME CHANGE: 20100513
0001491978
S000035596
FlexShares Ultra-Short Income Fund
C000109007
FlexShares Ultra-Short Income Fund
RAVI
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001491978
XXXXXXXX
S000035596
C000109007
FlexShares Trust
811-22555
0001491978
5493007FU2RQX77I4604
50 South LaSalle Street
Chicago
60603
855-353-9383
FlexShares Ultra-Short Income Fund
S000035596
549300731Y7GX2UDFY78
2023-10-31
2023-04-30
N
946041998.02
238123.19
945803874.83
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
32670465.14999999
USD
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2023-1, Class A2
05593AAB5
500000.00000000
PA
USD
499074.35000000
0.052767213508
Long
ABS-O
CORP
US
N
2
2025-02-25
Fixed
5.27000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCZ7
380000.00000000
PA
USD
375767.14000000
0.039729921815
Long
DBT
CORP
US
N
2
2023-08-18
Fixed
1.70000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCG1
2000000.00000000
PA
USD
1989469.76000000
0.210346966527
Long
DBT
CORP
CA
N
2
2023-06-12
Fixed
0.75000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AY2
980000.00000000
PA
USD
969938.02000000
0.102551707157
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
Bank of New Zealand
N7LGVZM7X4UQ66T7LT74
Bank of New Zealand
06407EAD7
4000000.00000000
PA
USD
3961155.68000000
0.418813644711
Long
DBT
CORP
NZ
Y
2
2027-01-27
Floating
5.62128120
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HVC3
5000000.00000000
PA
USD
4964984.25000000
0.524948605321
Long
DBT
CORP
CA
N
2
2023-06-22
Fixed
0.45000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2021-1, Class A4
36261RAD0
1330716.47000000
PA
USD
1323744.71000000
0.139959746965
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
0.33000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641593V6
5000000.00000000
PA
USD
4902289.60000000
0.518319889615
Long
DBT
CORP
CA
N
2
2026-03-02
Floating
5.39162280
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Q3
1900000.00000000
PA
USD
1855077.41000000
0.196137641150
Long
DBT
CORP
US
Y
2
2023-10-13
Fixed
1.20000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CJ6
1100000.00000000
PA
USD
1038317.48000000
0.109781478764
Long
DBT
CORP
DE
N
2
2024-05-28
Fixed
0.89800000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2022-3, Class A2A
380130AB0
2246090.16000000
PA
USD
2232385.87000000
0.236030526984
Long
ABS-O
CORP
US
N
2
2024-10-21
Fixed
4.01000000
N
N
N
N
N
N
Western Union Co. (The)
28ID94QU1140NC23S047
Western Union Co. (The)
959802AX7
3603000.00000000
PA
USD
3592182.06000000
0.379802002888
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
4.25000000
N
N
N
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452AG5
280000.00000000
PA
USD
267638.72000000
0.028297486098
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
Anaheim Public Financing Authority
N/A
Anaheim Public Financing Authority, Series 2021-A
03255LJA8
500000.00000000
PA
USD
476162.70000000
0.050344760967
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.63200000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CBE2
640000.00000000
PA
USD
636940.90000000
0.067343866625
Long
DBT
CORP
FI
Y
2
2023-06-09
Fixed
1.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAU9
750000.00000000
PA
USD
701286.75000000
0.074147163980
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
1590000.00000000
PA
USD
1563872.67000000
0.165348515862
Long
DBT
CORP
US
N
2
2024-05-09
Fixed
3.60000000
N
N
N
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413AX0
300000.00000000
PA
USD
284282.67000000
0.030057253682
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.87500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy, Series T
30040WAM0
1500000.00000000
PA
USD
1498604.82000000
0.158447735294
Long
DBT
CORP
US
N
2
2023-08-15
Floating
5.10583680
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust, Series 2022-A, Class A3
34528LAD7
1000000.00000000
PA
USD
983329.30000000
0.103967569405
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.23000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZQ5
30000000.00000000
PA
USD
29790808.20000000
3.149787074551
Long
STIV
UST
US
N
2
2023-06-22
None
0.00000000
N
N
N
N
N
N
Nissan Motor Acceptance Co. LLC
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAB1
900000.00000000
PA
USD
836785.12000000
0.088473429034
Long
DBT
CORP
US
Y
2
2024-09-16
Fixed
1.12500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCX2
6000000.00000000
PA
USD
5967191.88000000
0.630912183677
Long
DBT
CORP
US
N
2
2026-02-24
Floating
5.77033920
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEL3
2000000.00000000
PA
USD
1980179.58000000
0.209364714260
Long
DBT
CORP
US
Y
2
2025-01-14
Floating
5.14968120
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AX0
3993000.00000000
PA
USD
3909249.30000000
0.413325574575
Long
DBT
CORP
US
N
2
2024-04-18
Fixed
3.12500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CZ5
2500000.00000000
PA
USD
2506941.78000000
0.265059368724
Long
DBT
CORP
JP
N
2
2026-04-17
Floating
6.24705480
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M3B8
4800000.00000000
PA
USD
4750421.86000000
0.502262888366
Long
DBT
CORP
US
N
2
2024-01-03
Floating
5.15733480
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081GH4
4400000.00000000
PA
USD
4382355.12000000
0.463347131115
Long
DBT
CORP
US
N
2
2024-01-12
Floating
5.20092360
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAP3
2800000.00000000
PA
USD
2800327.46000000
0.296079085159
Long
DBT
CORP
SE
Y
2
2023-09-01
Floating
5.28243120
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBQ8
910000.00000000
PA
USD
872529.76000000
0.092252715728
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05579T5G7
1000000.00000000
PA
USD
980598.28000000
0.103678818209
Long
DBT
CORP
FR
N
2
2024-10-15
Fixed
4.25000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBB4
520000.00000000
PA
USD
488263.02000000
0.051624129800
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BN8
400000.00000000
PA
USD
398119.88000000
0.042093280710
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BJ0
2000000.00000000
PA
USD
1951741.60000000
0.206357961934
Long
DBT
CORP
DE
Y
2
2023-11-22
Fixed
0.87500000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2021-3, Class A3
380140AC7
1408813.13000000
PA
USD
1352208.00000000
0.142969175321
Long
ABS-O
CORP
US
N
2
2026-06-16
Fixed
0.48000000
N
N
N
N
N
N
McCormick & Co., Inc.
549300JQQA6MQ4OJP259
McCormick & Co., Inc.
579780AR8
620000.00000000
PA
USD
558864.70000000
0.059088857095
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.90000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AZ8
3500000.00000000
PA
USD
3408860.46000000
0.360419379822
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.12500000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2021-2, Class A2
24702VAC6
303832.77000000
PA
USD
302544.94000000
0.031988126508
Long
ABS-O
CORP
US
Y
2
2026-12-22
Fixed
0.33000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAN8
5000000.00000000
PA
USD
4915650.00000000
0.519732486915
Long
DBT
CORP
SE
Y
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZH3
3000000.00000000
PA
USD
2959172.82000000
0.312873831324
Long
DBT
CORP
CA
N
2
2024-07-26
Fixed
3.97000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2020-B, Class A4
44933FAD8
1439000.00000000
PA
USD
1393663.87000000
0.147352311307
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.62000000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAN4
1290000.00000000
PA
USD
1259535.70000000
0.133170917726
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.95000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey, Series AAA
73358W4V3
1000000.00000000
PA
USD
992915.30000000
0.104981098769
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.08600000
N
N
N
N
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc., Series A
209115AE4
3600000.00000000
PA
USD
3502505.09000000
0.370320442029
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65000000
N
N
N
N
N
N
National Australia Bank Ltd.
549300E2IPL06NDXMZ63
National Australia Bank Ltd.
6325C0EH0
5200000.00000000
PA
USD
5197658.44000000
0.549549285884
Long
DBT
CORP
AU
Y
2
2025-06-09
Floating
5.70233160
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGE8
2600000.00000000
PA
USD
2581822.00000000
0.272976466761
Long
DBT
CORP
US
N
2
2026-03-20
Floating
5.61612960
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EU8
950000.00000000
PA
USD
948309.47000000
0.100264916991
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523AC4
2500000.00000000
PA
USD
2500968.93000000
0.264427858307
Long
DBT
CORP
US
N
2
2023-07-15
Floating
6.15029040
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
500000.00000000
PA
USD
479632.97000000
0.050711673187
Long
DBT
CORP
CA
Y
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CU1
2240000.00000000
PA
USD
2203943.19000000
0.233023277727
Long
DBT
CORP
GB
N
2
2024-08-17
Variable
0.73199880
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAP7
980000.00000000
PA
USD
920209.96000000
0.097293951155
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCX7
1000000.00000000
PA
USD
1001872.10000000
0.105928102713
Long
DBT
CORP
US
N
2
2024-04-15
Floating
5.89029120
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AH8
4546000.00000000
PA
USD
4501394.24000000
0.475933156946
Long
DBT
CORP
CW
N
2
2023-12-01
Fixed
3.65000000
N
N
N
N
N
N
Diageo Capital plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YAY5
2775000.00000000
PA
USD
2758243.83000000
0.291629576004
Long
DBT
CORP
GB
N
2
2023-09-18
Fixed
3.50000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AS7
480000.00000000
PA
USD
480320.48000000
0.050784363733
Long
DBT
CORP
GB
N
2
2023-08-17
Floating
5.54157000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DT2
700000.00000000
PA
USD
683002.64000000
0.072213982007
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.53700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series 2025
06051GKF5
2000000.00000000
PA
USD
1986268.56000000
0.210008503121
Long
DBT
CORP
US
N
2
2025-02-04
Floating
5.52004920
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAU3
400000.00000000
PA
USD
384074.17000000
0.040608225470
Long
DBT
CORP
JP
Y
2
2024-03-25
Fixed
0.85000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
3300000.00000000
PA
USD
3279687.81000000
0.346761934189
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.10000000
N
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836BS6
2000000.00000000
PA
USD
1971342.06000000
0.208430321810
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
2.65000000
N
N
N
N
N
N
FFCB
254900C5LP6DN9OP9V83
FFCB
3133ENVX5
1800000.00000000
PA
USD
1799607.94000000
0.190272844919
Long
DBT
USGA
US
N
2
2024-02-05
Floating
4.84999920
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAQ2
900000.00000000
PA
USD
885171.64000000
0.093589343790
Long
DBT
CORP
JP
Y
2
2023-09-12
Fixed
0.80000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2021-2, Class A3
380149AC8
1140150.94000000
PA
USD
1098907.58000000
0.116187680051
Long
ABS-O
CORP
US
N
2
2026-04-16
Fixed
0.51000000
N
N
N
N
N
N
Carmax Auto Owner Trust
N/A
Carmax Auto Owner Trust, Series 2022-3, Class A2A
14318MAB5
1173599.11000000
PA
USD
1163360.63000000
0.123002311680
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
3.81000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AG0
3590000.00000000
PA
USD
3540483.60000000
0.374335916168
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.60000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2P9
900000.00000000
PA
USD
849230.11000000
0.089789239883
Long
DBT
CORP
CA
N
2
2024-08-06
Fixed
0.75000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The), Series J
06406RAY3
2800000.00000000
PA
USD
2770431.47000000
0.292918177195
Long
DBT
CORP
US
N
2
2024-10-25
Floating
5.00320080
N
N
N
N
N
N
City of New York
549300ABYZD2SFD5JB29
City of New York, Series 2021-D
64966QRG7
1800000.00000000
PA
USD
1780288.38000000
0.188230184647
Long
DBT
MUN
US
N
2
2023-08-01
Fixed
0.59000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAM3
2200000.00000000
PA
USD
2099537.31000000
0.221984426779
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
0.62500000
N
N
N
N
N
N
Bell Canada
549300JYAVAQRV5MNZ86
Bell Canada (The), Series US-3
0778FPAC3
5050000.00000000
PA
USD
4838385.31000000
0.511563278472
Long
DBT
CORP
CA
N
2
2024-03-17
Fixed
0.75000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDP3
600000.00000000
PA
USD
599168.00000000
0.063350131665
Long
DBT
CORP
US
N
2
2023-09-08
Floating
5.42800080
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044CY5
6200000.00000000
PA
USD
6138245.58000000
0.648997719649
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.00000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
1493000.00000000
PA
USD
1410746.91000000
0.149158503950
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABF7
1280000.00000000
PA
USD
1289123.35000000
0.136299224850
Long
DBT
CORP
DK
Y
2
2026-01-09
Variable
6.46599960
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21688AAT9
1600000.00000000
PA
USD
1585016.11000000
0.167584015267
Long
DBT
CORP
NL
N
2
2025-01-10
Floating
5.19283080
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
5000000.00000000
PA
USD
4833317.30000000
0.511027436937
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAD9
1616000.00000000
PA
USD
1611131.23000000
0.170345171221
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85000000
N
N
N
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAA4
1890000.00000000
PA
USD
1870714.29000000
0.197790931057
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2021-2, Class A3
09690AAC7
1868122.01000000
PA
USD
1834853.37000000
0.193999350058
Long
ABS-O
CORP
US
N
2
2024-12-26
Fixed
0.33000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCD0
2000000.00000000
PA
USD
1958089.50000000
0.207029126450
Long
DBT
CORP
US
N
2
2024-03-21
Fixed
2.94000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CH5
2000000.00000000
PA
USD
1981969.08000000
0.209553918390
Long
DBT
CORP
JP
N
2
2025-07-18
Variable
4.78800000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AY4
1900000.00000000
PA
USD
1847142.68000000
0.195298700836
Long
DBT
CORP
CH
Y
2
2026-07-15
Variable
6.37300080
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2022-2, Class A2
43815PAB5
1333894.03000000
PA
USD
1323042.94000000
0.139885548707
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.81000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAP8
2400000.00000000
PA
USD
2364437.42000000
0.249992359190
Long
DBT
CORP
US
N
2
2026-01-25
Floating
5.49720000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBF4
846000.00000000
PA
USD
824491.39000000
0.087173610929
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.62000000
N
N
N
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502AS0
2020000.00000000
PA
USD
2042851.96000000
0.215991075355
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.27200000
N
N
N
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667BB6
6910000.00000000
PA
USD
6725140.57000000
0.711050223938
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.60000000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AC9
4000000.00000000
PA
USD
3978079.96000000
0.420603051633
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.87500000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851EB6
2350000.00000000
PA
USD
2265609.17000000
0.239543231984
Long
DBT
CORP
DE
Y
2
2024-03-01
Fixed
0.75000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAP2
800000.00000000
PA
USD
746405.06000000
0.078917530353
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.70000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0KJ7
5000000.00000000
PA
USD
4994100.00000000
0.528027018381
Long
DBT
CORP
AU
Y
2
2025-03-14
Floating
5.56977960
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAA7
6000000.00000000
PA
USD
5890012.74000000
0.622752020450
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAU6
650000.00000000
PA
USD
615451.81000000
0.065071821587
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
1.45000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BM6
1390000.00000000
PA
USD
1375392.10000000
0.145420434045
Long
DBT
CORP
US
N
2
2024-03-18
Floating
5.32613160
N
N
N
N
N
N
Jackson Financial, Inc.
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817MAJ6
950000.00000000
PA
USD
927111.67000000
0.098023670094
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
1.12500000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CS9
390000.00000000
PA
USD
371395.60000000
0.039267718169
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
6325C0EC1
4000000.00000000
PA
USD
3959708.40000000
0.418660623558
Long
DBT
CORP
AU
Y
2
2027-01-12
Floating
5.47092360
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
26138EAW9
4000000.00000000
PA
USD
3959958.92000000
0.418687111079
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.13000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAN9
4800000.00000000
PA
USD
4804418.74000000
0.507971987412
Long
DBT
CORP
ES
N
2
2024-05-24
Floating
6.08068800
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series D
25746UDH9
2000000.00000000
PA
USD
1998294.12000000
0.211279967568
Long
DBT
CORP
US
N
2
2023-09-15
Floating
5.39628840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796CW7
25000000.00000000
PA
USD
24997114.50000000
2.642949047390
Long
STIV
UST
US
N
2
2023-05-02
None
0.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
1700000.00000000
PA
USD
1647625.47000000
0.174203713248
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.80000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBM0
2900000.00000000
PA
USD
2889227.02000000
0.305478450330
Long
DBT
CORP
JP
N
2
2024-09-08
Floating
5.61800160
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAV6
5000000.00000000
PA
USD
4929075.15000000
0.521151930244
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.12500000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAZ3
4000000.00000000
PA
USD
3909529.96000000
0.413355248803
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAB7
1150000.00000000
PA
USD
1149667.98000000
0.121554585532
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CC1
2500000.00000000
PA
USD
2465741.65000000
0.260703272170
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AX1
3800000.00000000
PA
USD
3711146.08000000
0.392380088384
Long
DBT
CORP
NL
N
2
2027-04-01
Floating
5.82739920
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2022-2, Class A3
36266FAC3
1000000.00000000
PA
USD
981776.30000000
0.103803370458
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
3.42000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAV0
4000000.00000000
PA
USD
3994706.68000000
0.422360997486
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.90000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAT0
2300000.00000000
PA
USD
2269124.48000000
0.239914906291
Long
DBT
CORP
GB
N
2
2026-08-11
Variable
4.71600000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
891906AE9
3000000.00000000
PA
USD
2995588.83000000
0.316724102080
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.00000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2020-1, Class A4
36258NAD4
500000.00000000
PA
USD
493630.65000000
0.052191650207
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
1.90000000
N
N
N
N
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162AM5
1480000.00000000
PA
USD
1443991.33000000
0.152673441971
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.10000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEN1
7000000.00000000
PA
USD
6953023.00000000
0.735144270925
Long
DBT
CORP
US
N
2
2026-02-18
Floating
5.53925880
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZH8
2000000.00000000
PA
USD
1962631.94000000
0.207509399382
Long
DBT
CORP
CA
N
2
2026-09-10
Floating
5.43173760
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2022-A, Class A2A
448977AB4
596397.39000000
PA
USD
589372.96000000
0.062314500467
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
1.81000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAF9
240000.00000000
PA
USD
226548.86000000
0.023953048409
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AJ8
5800000.00000000
PA
USD
5789411.93000000
0.612115480182
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust, Series 2021-1, Class A
92348KAA1
3000000.00000000
PA
USD
2853244.50000000
0.301674012544
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.50000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBQ1
1450000.00000000
PA
USD
1440762.75000000
0.152332083674
Long
DBT
CORP
NZ
Y
2
2025-02-18
Floating
5.44261320
N
N
N
N
N
N
US Bank NA
6BYL5QZYBDK8S7L73M02
US Bank NA
90331HNV1
4010000.00000000
PA
USD
3991896.53000000
0.422063879862
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
3.40000000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBT5
8500000.00000000
PA
USD
8445648.28000000
0.892959788467
Long
DBT
CORP
US
N
2
2025-10-27
Variable
5.85200160
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CC6
650000.00000000
PA
USD
651908.71000000
0.068926415650
Long
DBT
CORP
US
N
2
2023-10-17
Floating
6.27028920
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2022-D, Class A2A
345295AB5
1100000.00000000
PA
USD
1098726.53000000
0.116168537604
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
5.37000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NR8
1300000.00000000
PA
USD
1301457.69000000
0.137603336657
Long
DBT
CORP
US
N
2
2025-05-24
Floating
6.22234080
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAX0
1500000.00000000
PA
USD
1488022.71000000
0.157328887055
Long
DBT
CORP
SE
N
2
2023-11-20
Fixed
3.90000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCC5
720000.00000000
PA
USD
731740.03000000
0.077366994307
Long
DBT
CORP
US
N
2
2026-01-10
Fixed
5.05000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BQ8
4410000.00000000
PA
USD
4386565.17000000
0.463792260397
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCD6
600000.00000000
PA
USD
584771.69000000
0.061828007429
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460WAB3
4000000.00000000
PA
USD
3987552.32000000
0.421604565821
Long
DBT
CORP
US
N
2
2024-04-23
Floating
5.27384160
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables Owner Trust, Series 2022-B, Class A2
65480JAB6
3000000.00000000
PA
USD
2981636.10000000
0.315248877631
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.50000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CG5
560000.00000000
PA
USD
552362.92000000
0.058401422821
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.50000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AE6
4727000.00000000
PA
USD
4698619.42000000
0.496785807823
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.65000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244BB4
2370000.00000000
PA
USD
2368607.67000000
0.250433280411
Long
DBT
CORP
US
N
2
2024-02-14
Floating
5.26693680
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AE9
7310000.00000000
PA
USD
7171326.89000000
0.758225577294
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LBD0
3500000.00000000
PA
USD
3496422.30000000
0.369677307637
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AW3
1100000.00000000
PA
USD
1084519.52000000
0.114666428089
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
910000.00000000
PA
USD
859865.72000000
0.090913744686
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAS7
500000.00000000
PA
USD
470638.00000000
0.049760633522
Long
DBT
CORP
SE
Y
2
2024-09-09
Fixed
0.65000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJJ9
2200000.00000000
PA
USD
2194418.93000000
0.232016276143
Long
DBT
CORP
US
N
2
2024-10-24
Floating
5.54192280
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHG8
3000000.00000000
PA
USD
2964885.51000000
0.313477834982
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.70000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAK9
7000000.00000000
PA
USD
6998638.36000000
0.739967190476
Long
DBT
CORP
SE
Y
2
2025-06-10
Floating
5.75173440
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334BT0
6000000.00000000
PA
USD
5926764.42000000
0.626637781650
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.65000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVT3
1500000.00000000
PA
USD
1499546.21000000
0.158547268615
Long
DBT
CORP
US
N
2
2023-07-10
Floating
4.93286040
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523BV1
1500000.00000000
PA
USD
1491859.31000000
0.157734531407
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674YK0
200000.00000000
PA
USD
187720.34000000
0.019847702572
Long
DBT
CORP
CH
Y
2
2024-08-09
Fixed
0.70000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CR8
1914000.00000000
PA
USD
1913712.86000000
0.202337176969
Long
DBT
CORP
US
N
2
2025-03-04
Floating
5.76470880
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBK5
3470000.00000000
PA
USD
3455072.89000000
0.365305427684
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
3.05000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAF9
3750000.00000000
PA
USD
3608737.50000000
0.381552412295
Long
DBT
CORP
US
N
2
2025-06-09
Floating
5.24233080
N
N
N
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611AL3
1040000.00000000
PA
USD
984692.54000000
0.104111704995
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.85000000
N
N
N
N
N
N
British Telecommunications plc
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AM3
5500000.00000000
PA
USD
5473394.80000000
0.578702936799
Long
DBT
CORP
GB
N
2
2023-12-04
Fixed
4.50000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200HP9
7000000.00000000
PA
USD
6966121.40000000
0.736529166921
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.37500000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BQ4
2690000.00000000
PA
USD
2695291.23000000
0.284973587202
Long
DBT
CORP
DE
Y
2
2024-06-07
Floating
5.78412360
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200HU8
1500000.00000000
PA
USD
1483377.39000000
0.156837736604
Long
DBT
CORP
US
N
2
2024-02-12
Fixed
3.62500000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AY9
1000000.00000000
PA
USD
1000201.53000000
0.105751473071
Long
DBT
CORP
SE
Y
2
2025-06-09
Floating
5.80232880
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAZ0
760000.00000000
PA
USD
756533.85000000
0.079988448993
Long
DBT
CORP
US
N
2
2024-05-13
Floating
5.49813960
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYE8
2600000.00000000
PA
USD
2551626.30000000
0.269783870409
Long
DBT
CORP
US
N
2
2024-09-10
Variable
0.65700000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCL8
465000.00000000
PA
USD
463913.24000000
0.049049623536
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BD9
2650000.00000000
PA
USD
2648568.02000000
0.280033534486
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.37500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCQ7
2500000.00000000
PA
USD
2456839.95000000
0.259762093958
Long
DBT
CORP
US
N
2
2027-09-22
Floating
5.59946880
N
N
N
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
1490000.00000000
PA
USD
1485304.50000000
0.157041490263
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044CS8
945000.00000000
PA
USD
940633.06000000
0.099453288893
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.85000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAF2
695000.00000000
PA
USD
694288.35000000
0.073407221991
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.80000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AT8
1000000.00000000
PA
USD
990850.00000000
0.104762734259
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAT3
4500000.00000000
PA
USD
4395673.67000000
0.464755303607
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.12500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
1000000.00000000
PA
USD
952069.07000000
0.100662420120
Long
DBT
CORP
US
Y
2
2024-06-14
Fixed
0.87500000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2020-B, Class A3
89239RAC0
137366.32000000
PA
USD
136582.56000000
0.014440896641
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
1.36000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAB5
2000000.00000000
PA
USD
2000023.60000000
0.211462825774
Long
DBT
CORP
FI
Y
2
2025-06-06
Floating
5.79470760
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MW8
900000.00000000
PA
USD
892533.57000000
0.094367721866
Long
DBT
CORP
US
N
2
2025-05-01
Floating
5.52373560
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094AQ7
6000000.00000000
PA
USD
5910550.26000000
0.624923455834
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust, Series 2021-A, Class A3
65480DAC7
1534490.96000000
PA
USD
1513633.70000000
0.160036741261
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.52000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2021-1, Class A4
05591RAD6
2550000.00000000
PA
USD
2520015.83000000
0.266441690192
Long
ABS-O
CORP
US
N
2
2024-07-25
Fixed
0.37000000
N
N
N
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAA0
2305000.00000000
PA
USD
2343930.04000000
0.247824110513
Long
DBT
CORP
US
Y
2
2025-03-22
Fixed
5.50000000
N
N
N
N
N
N
Security Benefit Global Funding
5493003C0JW6BY7YFF93
Security Benefit Global Funding
81412DAA1
650000.00000000
PA
USD
619084.86000000
0.065455944564
Long
DBT
CORP
US
Y
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
870000.00000000
PA
USD
818817.11000000
0.086573668367
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDJ8
6000000.00000000
PA
USD
5987741.76000000
0.633084925886
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.50000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDG3
2500000.00000000
PA
USD
2499653.13000000
0.264288738555
Long
DBT
CORP
US
N
2
2023-05-10
Floating
5.22929160
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2022-3, Class A2A
36265WAB9
1490522.55000000
PA
USD
1475222.19000000
0.155975485960
Long
ABS-O
CORP
US
N
2
2025-09-16
Fixed
3.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CW2
5000000.00000000
PA
USD
4943525.70000000
0.522679789283
Long
DBT
CORP
JP
N
2
2026-02-20
Floating
5.78188800
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2D9
630000.00000000
PA
USD
624856.90000000
0.066066223307
Long
DBT
CORP
US
Y
2
2023-06-28
Fixed
0.60000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AY4
6425000.00000000
PA
USD
6404715.50000000
0.677171628330
Long
DBT
CORP
GB
N
2
2023-05-26
Fixed
0.30000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BP6
1760000.00000000
PA
USD
1738904.73000000
0.183854684493
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCR4
2000000.00000000
PA
USD
1982155.88000000
0.209573668785
Long
DBT
CORP
US
N
2
2025-05-09
Floating
6.20830080
N
N
N
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865BK5
2525000.00000000
PA
USD
2460498.60000000
0.260148923627
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.90000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAF0
4775000.00000000
PA
USD
4755646.30000000
0.502815269270
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AJ4
840000.00000000
PA
USD
832030.95000000
0.087970769854
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
4.25000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZM7
2777000.00000000
PA
USD
2747678.71000000
0.290512524120
Long
DBT
CORP
CA
N
2
2025-01-10
Floating
5.22282960
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CQ3
1018000.00000000
PA
USD
1017753.75000000
0.107607272192
Long
DBT
CORP
US
N
2
2024-10-18
Floating
5.33768040
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2020-A, Class A3
34528GAK2
45872.77000000
PA
USD
45667.97000000
0.004828482015
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
1.04000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21688AAR3
2000000.00000000
PA
USD
1993637.16000000
0.210787586417
Long
DBT
CORP
NL
N
2
2024-01-12
Floating
5.12101080
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAK5
2000000.00000000
PA
USD
1983515.54000000
0.209717425862
Long
DBT
CORP
CA
N
2
2023-10-16
Fixed
3.75000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAK3
400000.00000000
PA
USD
398348.00000000
0.042117399875
Long
DBT
CORP
SE
Y
2
2023-06-02
Fixed
1.30000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAW4
1000000.00000000
PA
USD
978112.11000000
0.103415955044
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2022-1, Class A3
05601XAC3
329970.81000000
PA
USD
322803.71000000
0.034130089608
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
1.10000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EY0
735000.00000000
PA
USD
735000.00000000
0.077711671474
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.75000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCM6
1000000.00000000
PA
USD
940170.00000000
0.099404329483
Long
DBT
CORP
US
N
2
2025-08-09
Variable
0.76799880
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641598J8
2881000.00000000
PA
USD
2828844.48000000
0.299094194397
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2021-B, Class A3
98163LAC4
1656292.75000000
PA
USD
1591396.72000000
0.168258638217
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AC5
750000.00000000
PA
USD
750000.00000000
0.079297623953
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.20000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MBA2
900000.00000000
PA
USD
896611.79000000
0.094798912740
Long
DBT
CORP
IE
N
2
2023-09-29
Floating
5.50997640
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0KE8
1900000.00000000
PA
USD
1874791.37000000
0.198222001399
Long
DBT
CORP
AU
Y
2
2026-06-15
Floating
5.35863960
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2023-1, Class A2
24702HAC7
2000000.00000000
PA
USD
2001913.60000000
0.211662655786
Long
ABS-O
CORP
US
Y
2
2028-09-22
Fixed
5.65000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZP5
2750000.00000000
PA
USD
2704556.77000000
0.285953234277
Long
DBT
CORP
CA
N
2
2026-01-20
Floating
5.34075840
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2021-A, Class A3
44933LAC7
1245143.39000000
PA
USD
1211046.01000000
0.128044094788
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.38000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AQ1
5200000.00000000
PA
USD
5164898.23000000
0.546085543467
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2T7
1000000.00000000
PA
USD
991195.78000000
0.104799293635
Long
DBT
CORP
US
Y
2
2024-01-08
Floating
5.94100080
N
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557BE4
5000000.00000000
PA
USD
4933663.00000000
0.521637004382
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.79600000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBD6
1000000.00000000
PA
USD
997439.02000000
0.105459392432
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.50000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAD3
4000000.00000000
PA
USD
3984423.40000000
0.421273744592
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
3.73400000
N
N
N
N
N
N
Mississippi Power Co.
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co., Series A
605417CC6
950000.00000000
PA
USD
940935.57000000
0.099485273325
Long
DBT
CORP
US
N
2
2024-06-28
Floating
5.12119800
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-7, Class A2
80287FAB8
1214179.10000000
PA
USD
1214067.15000000
0.128363520419
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.81000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AM2
6500000.00000000
PA
USD
6497250.11000000
0.686955327939
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.75000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBL2
3200000.00000000
PA
USD
3234059.55000000
0.341937650718
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DD6
5805000.00000000
PA
USD
5791658.66000000
0.612353027316
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAD9
5000000.00000000
PA
USD
5012220.00000000
0.529942848976
Long
DBT
CORP
US
Y
2
2025-03-30
Floating
5.74992720
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
1000000.00000000
PA
USD
950881.00000000
0.100536805283
Long
DBT
CORP
FR
Y
2
2024-10-16
Fixed
2.62500000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066GAK0
5320000.00000000
PA
USD
5291397.92000000
0.559460376597
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.30900000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2022-C, Class A2
98163TAB9
1823449.92000000
PA
USD
1802987.89000000
0.190630207591
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
3.73000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214ES8
2568000.00000000
PA
USD
2528545.12000000
0.267343493433
Long
DBT
CORP
AU
N
2
2026-06-03
Floating
5.36605560
N
N
N
N
N
N
Kia Corp.
988400V8MJK9N7OI5X76
Kia Corp.
49374JAC7
730000.00000000
PA
USD
694229.92000000
0.073401044177
Long
DBT
CORP
KR
Y
2
2025-02-14
Fixed
2.37500000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2022-B, Class A2A
44918MAB6
810395.22000000
PA
USD
802580.50000000
0.084856968908
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.64000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAZ7
900000.00000000
PA
USD
879373.53000000
0.092976308662
Long
DBT
CORP
US
Y
2
2023-10-13
Fixed
0.63100000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057BW3
3940000.00000000
PA
USD
3932061.41000000
0.415737502736
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.87500000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A2A
38013JAB9
770000.00000000
PA
USD
769091.09000000
0.081316128054
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
5.19000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAD1
3300000.00000000
PA
USD
3237174.90000000
0.342267037189
Long
DBT
CORP
CA
N
2
2026-09-15
Floating
5.45864040
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CQ1
2100000.00000000
PA
USD
2130008.03000000
0.225206101041
Long
DBT
CORP
GB
Y
2
2027-01-09
Variable
6.17000040
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAJ0
1700000.00000000
PA
USD
1692195.15000000
0.178916072880
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.15000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCC2
300000.00000000
PA
USD
290194.07000000
0.030682266981
Long
DBT
CORP
JP
N
2
2024-01-12
Fixed
0.50800000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDK4
4420000.00000000
PA
USD
4385976.65000000
0.463730036080
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.87500000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
2381000.00000000
PA
USD
2367730.71000000
0.250340559286
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796CS6
20000000.00000000
PA
USD
19602430.60000000
2.072568227056
Long
STIV
UST
US
N
2
2023-09-28
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GH4
20000000.00000000
PA
USD
19687602.00000000
2.081573413255
Long
STIV
UST
US
N
2
2023-08-22
None
0.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MT5
3500000.00000000
PA
USD
3414022.26000000
0.360965137789
Long
DBT
CORP
US
N
2
2024-10-30
Variable
0.77600160
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AD1
2000000.00000000
PA
USD
1990263.64000000
0.210430903590
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.85000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
240000.00000000
PA
USD
233407.89000000
0.024678254785
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FB8
20000000.00000000
PA
USD
19541308.40000000
2.066105766749
Long
STIV
UST
US
N
2
2023-10-19
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FG7
20000000.00000000
PA
USD
19933743.00000000
2.107597941865
Long
STIV
UST
US
N
2
2023-05-30
None
0.00000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAL4
3500000.00000000
PA
USD
3369678.90000000
0.356276707008
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AC4
2000000.00000000
PA
USD
1998777.66000000
0.211331092332
Long
DBT
CORP
US
Y
2
2023-12-14
Floating
5.43804120
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494AX1
1250000.00000000
PA
USD
1233144.06000000
0.130380525267
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAQ0
1000000.00000000
PA
USD
1000869.18000000
0.105822063816
Long
DBT
CORP
FR
Y
2
2023-07-20
Floating
6.21042840
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co., Series A
36962GL36
3000000.00000000
PA
USD
2960199.96000000
0.312982431006
Long
DBT
CORP
US
N
2
2024-05-13
Floating
5.56029000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BQ8
700000.00000000
PA
USD
691053.37000000
0.073065187021
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
4.05000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust, Series 2022-A, Class A2A
34528LAB1
415016.92000000
PA
USD
412357.99000000
0.043598678433
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.78000000
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M3D4
2000000.00000000
PA
USD
1958224.00000000
0.207043347158
Long
DBT
CORP
US
N
2
2024-06-14
Floating
5.14977840
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
500000.00000000
PA
USD
468061.30000000
0.049488198606
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.16399880
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CZ6
900000.00000000
PA
USD
874899.77000000
0.092503297277
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMH2
4160000.00000000
PA
USD
4152315.32000000
0.439024985042
Long
DBT
CORP
US
N
2
2024-03-25
Floating
5.46181920
N
N
N
N
N
N
New York City Transitional Finance Authority Building Aid Revenue
N/A
New York City Transitional Finance Authority, Building Aid, Series 2022 Subseries S-1B
64972H5D0
1000000.00000000
PA
USD
948523.50000000
0.100287546418
Long
DBT
MUN
US
N
2
2024-07-15
Fixed
0.64000000
N
N
N
N
N
N
Baker Hughes Holdings LLC
N/A
Baker Hughes Holdings LLC
05724BAB5
3000000.00000000
PA
USD
2925876.39000000
0.309353394278
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.23100000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAA1
3000000.00000000
PA
USD
3012765.66000000
0.318540211155
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
5.55000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 2021
842587DK0
820000.00000000
PA
USD
819906.04000000
0.086688801116
Long
DBT
CORP
US
N
2
2023-05-10
Floating
5.22893160
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEB4
1580000.00000000
PA
USD
1512050.88000000
0.159869389440
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.55000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR38
4424000.00000000
PA
USD
4433090.44000000
0.468711384883
Long
DBT
CORP
CA
N
2
2025-04-07
Floating
5.75282880
N
N
N
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AU2
1770000.00000000
PA
USD
1727576.45000000
0.182656943577
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.95000000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAG0
4000000.00000000
PA
USD
3963839.64000000
0.419097420246
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust, Series 2021-A3, Class A3
14041NFY2
2900000.00000000
PA
USD
2737624.36000000
0.289449476033
Long
ABS-O
CORP
US
N
2
2026-11-15
Fixed
1.04000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAA7
2300000.00000000
PA
USD
2209867.67000000
0.233649673976
Long
DBT
CORP
US
Y
2
2025-04-04
Fixed
3.50000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EC3
2200000.00000000
PA
USD
2173314.68000000
0.229784920302
Long
DBT
CORP
AU
N
2
2024-02-26
Fixed
3.30000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AV9
6127000.00000000
PA
USD
6035693.36000000
0.638154856479
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.45000000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAC2
600000.00000000
PA
USD
594820.20000000
0.062890438052
Long
DBT
CORP
GB
Y
2
2024-08-12
Floating
5.37752880
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGF5
2000000.00000000
PA
USD
1925537.66000000
0.203587415027
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEP5
1000000.00000000
PA
USD
1006522.60000000
0.106419800847
Long
DBT
CORP
US
N
2
2025-05-15
Floating
5.96356920
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2022-C, Class A2A
34535AAB6
3128336.51000000
PA
USD
3116124.11000000
0.329468317156
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
4.52000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJX8
3700000.00000000
PA
USD
3690639.00000000
0.390211871426
Long
DBT
CORP
US
N
2
2024-05-28
Floating
5.27154120
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
1400000.00000000
PA
USD
1390177.43000000
0.146983689430
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
SMBC Aviation Capital Finance DAC
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAD4
700000.00000000
PA
USD
697024.04000000
0.073696466947
Long
DBT
CORP
IE
Y
2
2023-07-15
Fixed
4.12500000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475AV7
6500000.00000000
PA
USD
6403656.94000000
0.677059706606
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
3.50000000
N
N
N
N
N
N
Mercedes-Benz Auto Receivables Trust
N/A
Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class A2
58770AAB9
600000.00000000
PA
USD
598570.50000000
0.063286957891
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.09000000
N
N
N
N
N
N
Illinois Tool Works, Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308AT6
4330000.00000000
PA
USD
4274965.40000000
0.451992798271
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.50000000
N
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813CE7
1800000.00000000
PA
USD
1750022.33000000
0.185030150179
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.86800000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109AY7
2000000.00000000
PA
USD
1985791.14000000
0.209958025426
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.10000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2022-D, Class A2A
89239HAB4
1200000.00000000
PA
USD
1198992.60000000
0.126769685757
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.27000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYR2
3000000.00000000
PA
USD
2969822.19000000
0.313999790975
Long
DBT
CORP
CA
N
2
2025-01-21
Floating
5.25512880
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AN8
6000000.00000000
PA
USD
6009192.72000000
0.635352939432
Long
DBT
CORP
CH
Y
2
2026-05-12
Floating
6.42752640
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RGD8
3550000.00000000
PA
USD
3571703.46000000
0.377636797125
Long
DBT
CORP
US
N
2
2024-06-12
Floating
6.33371040
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06053FAA7
1930000.00000000
PA
USD
1924971.00000000
0.203527501972
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
4.10000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214FB4
5000000.00000000
PA
USD
5024301.20000000
0.531220196248
Long
DBT
CORP
AU
N
2
2025-08-26
Floating
5.83896960
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EWC9
1720000.00000000
PA
USD
1709073.87000000
0.180700662735
Long
DBT
CORP
US
N
2
2025-03-07
Floating
5.39396640
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AT2
610000.00000000
PA
USD
605789.35000000
0.064050208095
Long
DBT
CORP
US
N
2
2024-10-01
Floating
5.06723040
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796YH6
20000000.00000000
PA
USD
19653539.40000000
2.077971968927
Long
STIV
UST
US
N
2
2023-09-07
None
0.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Y8
5600000.00000000
PA
USD
5618200.00000000
0.594013214527
Long
DBT
CORP
US
N
2
2026-04-25
Floating
6.12320040
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy, Series N
30040WAG3
3000000.00000000
PA
USD
2967867.54000000
0.313793125507
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.80000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZY3
3000000.00000000
PA
USD
3001907.01000000
0.317392124296
Long
DBT
CORP
CA
N
2
2025-04-25
Fixed
4.95000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJU0
7000000.00000000
PA
USD
6938917.16000000
0.733652858130
Long
DBT
CORP
US
N
2
2025-01-13
Floating
5.14027440
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 21-A
842587DG9
1840000.00000000
PA
USD
1772672.56000000
0.187424962740
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.60000000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
2925000.00000000
PA
USD
2894691.38000000
0.306056198016
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVV8
2500000.00000000
PA
USD
2482819.00000000
0.262508863208
Long
DBT
CORP
US
N
2
2024-10-11
Floating
5.01218280
N
N
N
N
N
N
Mercedes-Benz Auto Receivables Trust
N/A
Mercedes-Benz Auto Receivables Trust, Series 2022-1, Class A2
58768PAB0
1500000.00000000
PA
USD
1498393.20000000
0.158425360677
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
5.26000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZV9
3000000.00000000
PA
USD
3026672.85000000
0.320010620652
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.70000000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331BD8
1700000.00000000
PA
USD
1675024.64000000
0.177100632020
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.21999920
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AS8
4729000.00000000
PA
USD
4703973.14000000
0.497351857523
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2023-A, Class A2A
344928AB2
580000.00000000
PA
USD
578971.78000000
0.061214781986
Long
ABS-O
CORP
US
N
2
2026-03-15
Fixed
5.14000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BZ7
7000000.00000000
PA
USD
6733719.23000000
0.711957247078
Long
DBT
CORP
US
N
2
2027-03-03
Floating
5.89605480
N
N
N
N
N
N
Curators of the University of Missouri (The)
G0G4PRB87K0V5MXIV248
Curators of the University of Missouri (The), Series 2020-A
231266ML8
1000000.00000000
PA
USD
981626.90000000
0.103787574371
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
1.46600000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCJ5
2606000.00000000
PA
USD
2554863.48000000
0.270126137985
Long
DBT
CORP
CA
N
2
2023-09-11
Fixed
0.45000000
N
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813DB2
1435000.00000000
PA
USD
1407644.80000000
0.148830517347
Long
DBT
CORP
US
N
2
2024-11-29
Floating
5.27832360
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CU1
3000000.00000000
PA
USD
3000900.00000000
0.317285652962
Long
DBT
CORP
US
N
2
2024-05-03
Floating
5.58318600
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CS2
1425000.00000000
PA
USD
1425000.00000000
0.150665485511
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BQ7
1000000.00000000
PA
USD
959698.95000000
0.101469128594
Long
DBT
CORP
US
N
2
2026-05-13
Floating
5.36752800
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co., Series A
373334KM2
2500000.00000000
PA
USD
2479244.95000000
0.262130978311
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
2.10000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BW2
6624000.00000000
PA
USD
6504914.19000000
0.687765652384
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAA0
1000000.00000000
PA
USD
988727.04000000
0.104538273347
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.25000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBN4
900000.00000000
PA
USD
897510.61000000
0.094893945128
Long
DBT
CORP
DE
Y
2
2024-04-01
Floating
5.34723120
N
N
N
N
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AU3
960000.00000000
PA
USD
905949.71000000
0.095786212565
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579YBB6
3062000.00000000
PA
USD
3023208.41000000
0.319644324838
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZR1
2000000.00000000
PA
USD
1966691.04000000
0.207938568696
Long
DBT
CORP
CA
N
2
2026-04-27
Floating
5.38126920
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZP2
2500000.00000000
PA
USD
2447067.38000000
0.258728838517
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.00000000
N
N
N
N
N
N
Ameren Illinois Co.
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co.
02361DAW0
670000.00000000
PA
USD
665831.66000000
0.070398491454
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.37500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCL2
1480000.00000000
PA
USD
1447881.96000000
0.153084798924
Long
DBT
CORP
JP
N
2
2027-01-14
Floating
5.69026440
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2G9
200000.00000000
PA
USD
195396.00000000
0.020659251373
Long
DBT
NUSS
SA
Y
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523CN8
2400000.00000000
PA
USD
2305967.52000000
0.243810326999
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.61300000
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AJ6
980000.00000000
PA
USD
907290.88000000
0.095928014691
Long
DBT
CORP
US
N
2
2024-10-12
Fixed
1.65000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RAP2
4312000.00000000
PA
USD
4186585.35000000
0.442648360977
Long
DBT
CORP
US
N
2
2023-12-07
Fixed
0.35000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0KG3
1800000.00000000
PA
USD
1783890.00000000
0.188610984525
Long
DBT
CORP
AU
Y
2
2025-07-07
Floating
5.21282880
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05254JAA8
1505000.00000000
PA
USD
1518110.42000000
0.160510065606
Long
DBT
CORP
AU
N
2
2025-12-08
Fixed
5.08800000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDF0
800000.00000000
PA
USD
796405.88000000
0.084204125315
Long
DBT
CORP
US
N
2
2024-03-08
Floating
5.60293560
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674YG9
2500000.00000000
PA
USD
2499969.35000000
0.264322172548
Long
DBT
CORP
CH
Y
2
2023-06-01
Floating
5.16726000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081DH3
2490000.00000000
PA
USD
2482981.34000000
0.262526027443
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2021-C, Class A2A
44935FAB0
102653.71000000
PA
USD
102129.12000000
0.010798128736
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.36000000
N
N
N
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424AQ1
2198000.00000000
PA
USD
2195423.24000000
0.232122462005
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.62500000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BD3
1410000.00000000
PA
USD
1409035.46000000
0.148977552058
Long
DBT
CORP
DE
Y
2
2023-05-12
Fixed
3.12500000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBM6
4700000.00000000
PA
USD
4687111.90000000
0.495569115832
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
5.48517960
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159YM2
3000000.00000000
PA
USD
2946604.08000000
0.311544936367
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc., Series A
025537AS0
1400000.00000000
PA
USD
1397769.74000000
0.147786425621
Long
DBT
CORP
US
N
2
2023-11-01
Floating
5.29356960
N
N
N
N
N
N
Hyatt Hotels Corp.
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AL6
500000.00000000
PA
USD
492611.48000000
0.052083893194
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-1, Class A2
80287GAB6
2000000.00000000
PA
USD
1995975.20000000
0.211034787773
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
5.36000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABM8
910000.00000000
PA
USD
894176.36000000
0.094541414324
Long
DBT
CORP
US
Y
2
2023-09-18
Fixed
1.25000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAD2
3025000.00000000
PA
USD
2984218.34000000
0.315521898293
Long
DBT
CORP
FR
Y
2
2023-11-02
Fixed
2.58900000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CP5
1000000.00000000
PA
USD
980146.12000000
0.103631011257
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.79700000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAH6
1000000.00000000
PA
USD
983125.65000000
0.103946037456
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
3.90000000
N
N
N
N
N
N
NTT Finance Corp.
3538007PR116187GD960
NTT Finance Corp.
62954WAB1
2650000.00000000
PA
USD
2552235.41000000
0.269848271710
Long
DBT
CORP
JP
Y
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
2023-05-30
FlexShares Trust
Randal Rein
Randal Rein
Treasurer and PFO