0000731890-23-000017.txt : 20230127 0000731890-23-000017.hdr.sgml : 20230127 20230127130957 ACCESSION NUMBER: 0000731890-23-000017 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221130 FILED AS OF DATE: 20230127 DATE AS OF CHANGE: 20230127 PERIOD START: 20230531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: T. Rowe Price Short-Term Bond Fund, Inc. CENTRAL INDEX KEY: 0000731890 IRS NUMBER: 521332477 STATE OF INCORPORATION: MD FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03894 FILM NUMBER: 23561228 BUSINESS ADDRESS: STREET 1: 100 EAST PRATT STREET CITY: BALTIMORE STATE: MD ZIP: 21202 BUSINESS PHONE: 410-345-2000 MAIL ADDRESS: STREET 1: 100 EAST PRATT STREET CITY: BALTIMORE STATE: MD ZIP: 21202 FORMER COMPANY: FORMER CONFORMED NAME: PRICE T ROWE SHORT TERM BOND FUND INC DATE OF NAME CHANGE: 19920703 0000731890 S000039055 T. Rowe Price Ultra Short-Term Bond Fund C000119983 T. Rowe Price Ultra Short-Term Bond Fund TRBUX C000193195 T. Rowe Price Ultra Short-Term Bond Fund-I Class TRSTX C000225825 T. Rowe Price Ultra Short-Term Bond Fund-Z Class TRZWX NPORT-P 1 primary_doc.xml NPORT-P false 0000731890 XXXXXXXX S000039055 C000119983 C000193195 C000225825 T. ROWE PRICE SHORT-TERM BOND FUND, INC. 811-03894 0000731890 549300C2B2KYI619RG43 100 East Pratt Street Baltimore 21202 410-345-2000 T. Rowe Price Ultra Short-Term Bond Fund S000039055 549300KJPJ2IQ3OSSV02 2023-05-31 2022-11-30 N 2929098097.090000 34101062.600000 2894997034.490000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 206485.120000 JPY USD N Hero Asia Investment Ltd 549300YWBWWXOPOSH694 BM3619186 12800000.000000 PA USD 12335744.000000 0.426106 Long DBT CORP HK N 2 2023-11-18 Fixed 1.5 N N N N N Eastern Creation II Investment Holdings Ltd 549300POZZMBXFYP2H73 ZO2843217 7970000.000000 PA USD 7715278.800000 0.266504 Long DBT CORP VG N 2 2023-09-10 Fixed 1.0 N N N N N N N/A N/A 000000000 -23.000000 NC USD -38485.670000 -0.00132939 N/A DIR CORP US N 1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Short United States Treasury Note/Bond US TREASURY N/B 2023-03-22 -2882514.330000 USD -38485.670000 N N N N/A N/A 000000000 -497.000000 NC USD -447225.450000 -0.0154482 N/A DIR CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Short United States Treasury Note/Bond US TREASURY N/B 2023-03-22 -55962274.550000 USD -447225.450000 N N N N/A N/A 000000000 -70.000000 NC USD -38927.575862 -0.00134465 N/A DIR CORP US N 1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Short United States Treasury Note/Bond US TREASURY N/B 2023-03-31 -14336228.743678 USD -38927.575862 N N N N/A N/A 000000000 -539.000000 NC USD -299742.334138 -0.0103538 N/A DIR CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Short United States Treasury Note/Bond US TREASURY N/B 2023-03-31 -110388961.326322 USD -299742.334138 N N N STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 000000000 1.000000 NC USD -501308.300000 -0.0173164 N/A DFE CORP JP N 2 STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 -1057200000.000000 JPY 7223815.140000 USD 2023-02-06 -501308.300000 N N N Devon Energy Corp 54930042348RKR3ZPN35 000000000 1.000000 NC USD 57077.660000 0.0019716 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Devon Energy Corp DEVON ENERGY CORP Y Default Event 2024-06-20 18695.310000 USD 0.000000 USD 10000000.000000 USD 38382.350000 N N N Devon Energy Corp 54930042348RKR3ZPN35 000000000 1.000000 NC USD 44777.180000 0.00154671 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Devon Energy Corp DEVON ENERGY CORP Y Default Event 2023-06-20 22283.350000 USD 0.000000 USD 10000000.000000 USD 22493.830000 N N N Hess Corp UASVRYNXNK17ULIGK870 000000000 1.000000 NC USD 72375.430000 0.00250002 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Hess Corp HESS CORP Y Default Event 2024-06-20 53695.170000 USD 0.000000 USD 10000000.000000 USD 18680.260000 N N N Lennar Corp 529900G61XVRLX5TJX09 000000000 1.000000 NC USD 348894.230000 0.0120516 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Lennar Corp LENNAR CORP Y Default Event 2023-06-20 515776.240000 USD 0.000000 USD 10000000.000000 USD -166882.010000 N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 000000000 1.000000 NC USD 342935.840000 0.0118458 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 T-Mobile USA Inc T-MOBILE USA INC Y Default Event 2027-06-21 525150.000000 USD 0.000000 USD 10000000.000000 USD -182214.160000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 000000000 1.000000 NC USD 48382.260000 0.00167124 N/A DCR CORP US N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Pioneer Natural Resources Co PIONEER NATURAL RESOURCE Y Default Event 2022-12-20 8217.930000 USD 0.000000 USD 20000000.000000 USD 40164.330000 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 000000000 1.000000 NC USD 114151.400000 0.00394306 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Verizon Communications Inc VERIZON COMMUNICATIONS Y Default Event 2023-12-20 343399.140000 USD 0.000000 USD 25000000.000000 USD -229247.740000 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 000000000 1.000000 NC USD 146646.480000 0.00506551 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Citigroup Inc CITIGROUP INC Y Default Event 2023-12-20 268600.290000 USD 0.000000 USD 20000000.000000 USD -121953.810000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 000000000 1.000000 NC USD 153888.710000 0.00531568 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Bank of America Corp BANK OF AMERICA CORP Y Default Event 2023-12-20 276826.350000 USD 0.000000 USD 20000000.000000 USD -122937.640000 N N N AT&T Inc 4PD8YHHBETYIBWD91168 000000000 1.000000 NC USD 88746.920000 0.00306553 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 AT&T Inc AT&T INC Y Default Event 2023-12-20 295115.720000 USD 0.000000 USD 25000000.000000 USD -206368.800000 N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD 21931.820000 0.000757577 N/A DCR CORP US N 2 BARCLAYS AC28XWWI3WIBK2824319 AT&T Inc AT&T INC Y Default Event 2022-12-20 2715.780000 USD 0.000000 USD 10000000.000000 USD 19216.040000 N N N N/A N/A 000000000 -1024.000000 NC USD -673454.080000 -0.0232627 N/A DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short United States Treasury Note/Bond US TREASURY N/B 2023-03-31 -110502543.360000 USD -673454.080000 N N N Japan Treasury Discount Bill 353800WZS8AXZXFUC241 BZ8664840 1057200000.000000 PA 7657637.450000 0.264513 Long DBT NUSS JP N 2 2023-02-06 None 0.0 N N N N N N Japan Treasury Discount Bill 353800WZS8AXZXFUC241 ZN0310435 1045950000.000000 PA 7576271.300000 0.261702 Long DBT NUSS JP N 2 2023-02-13 None 0.0 N N N N N N POSCO 9884000N94NH7G6LQ816 ZP4527484 4000000.000000 PA USD 3985224.960000 0.137659 Long DBT CORP KR N 2 2023-01-17 Fixed 2.375 N N N N N N HPHT Finance 19 Ltd 254900U58MWSWY66P584 ZQ3747594 5190000.000000 PA USD 4949339.700000 0.170962 Long DBT CORP KY N 2 2024-11-05 Fixed 2.875 N N N N N Indian Railway Finance Corp Ltd 335800F2JHSOGXQEBY56 AX8583459 8000000.000000 PA USD 7818880.000000 0.270082 Long DBT CORP IN N 2 2024-03-29 Fixed 3.73 N N N N N N State Grid Overseas Investment BVI Ltd 3003006V8BHG5158QO96 AS3617188 4714000.000000 PA USD 4696188.670000 0.162217 Long DBT CORP VG N 2 2023-05-02 Fixed 3.75 N N N N N N POSCO 9884000N94NH7G6LQ816 AT7422518 5225000.000000 PA USD 5181589.340000 0.178984 Long DBT CORP KR N 2 2023-08-01 Fixed 4.0 N N N N N N Hana Bank 6RPK2YDJN6L35AS0M510 EJ8899977 12500000.000000 PA USD 12375575.000000 0.427481 Long DBT CORP KR N 2 2023-10-24 Fixed 4.625 N N N N N N BDO Unibank Inc 3FGIIBS1PEI1FYQBGN97 AO9339976 11650000.000000 PA USD 11556974.750000 0.399205 Long DBT CORP PH N 2 2023-03-06 Fixed 2.95 N N N N N N ING Bank NV 3TK20IVIUJ8J3ZU0QE75 EJ8410783 3307000.000000 PA USD 3293189.970000 0.113755 Long DBT CORP NL N 2 2023-09-25 Fixed 5.8 N N N N N N State Bank of India/London 5493001JZ37UBBZF6L49 AU5885655 13300000.000000 PA USD 13193613.300000 0.455738 Long DBT CORP IN N 2 2023-09-28 Fixed 4.5 N N N N N N ABJA Investment Co Pte Ltd 254900E6OE5YJ9WCCU19 AQ7824529 11300000.000000 PA USD 11203950.000000 0.387011 Long DBT CORP SG N 2 2023-07-24 Fixed 4.45 N N N N N N Saudi Electricity Global Sukuk Co 2 549300NU3VI6NLNU1575 EJ5972611 6000000.000000 PA USD 5965776.000000 0.206072 Long DBT NUSS KY N 2 2023-04-08 Fixed 3.473 N N N N N N Ooredoo International Finance Ltd 549300BHXCDJ03WU7N77 EJ4737361 9500000.000000 PA USD 9467101.500000 0.327016 Long DBT CORP BM N 2 2023-02-21 Fixed 3.25 N N N N N N PCCW-HKT Capital No 5 Ltd 2549001SOZAHYTEJ2837 EJ5802917 6931000.000000 PA USD 6904939.440000 0.238513 Long DBT CORP VG N 2 2023-03-08 Fixed 3.75 N N N N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 000000000 1.000000 NC USD -107643.100000 -0.00371825 N/A DFE CORP JP N 2 HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 -1045950000.000000 JPY 7542668.590000 USD 2023-02-13 -107643.100000 N N N World Omni Automobile Lease Securitization Trust 2020-B N/A 98163GAF8 7250000.000000 PA USD 7055605.030000 0.243717 Long ABS-O CORP US N 2 2026-02-17 Fixed 0.7 N N N N N N World Omni Select Auto Trust 2020-A N/A 98163DAE8 5585000.000000 PA USD 5379400.510000 0.185817 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.84 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AY5 2408000.000000 PA USD 2285589.320000 0.0789496 Long DBT CORP US N 2 2025-01-10 Fixed 2.85 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AX7 3050000.000000 PA USD 3028149.800000 0.104599 Long DBT CORP US N 2 2023-06-09 Fixed 4.25 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2Y8 9900000.000000 PA USD 9812662.200000 0.338952 Long DBT CORP US N 2 2026-04-25 None 0.0 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 18350000.000000 PA USD 17720558.300000 0.61211 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAD4 24655000.000000 PA USD 23545525.000000 0.813318 Long DBT CORP US N 2 2024-07-15 Fixed 3.55 N N N N N N Vista Point Securitization Trust 2020-2 N/A 92838TAA9 2968131.400000 PA USD 2592933.170000 0.089566 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.475 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 92556VAB2 4360000.000000 PA USD 3944893.120000 0.136266 Long DBT CORP US N 2 2025-06-22 Fixed 1.65 N N N N N N Verus Securitization Trust 2020-4 N/A 92538LAA9 1087591.950000 PA USD 970762.820000 0.0335324 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.502 N N N N N N Verus Securitization Trust 2021-5 N/A 92538KAA1 14033459.750000 PA USD 11197279.290000 0.38678 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.013 N N N N N N Verus Securitization Trust 2021-2 N/A 92538FAA2 5316869.020000 PA USD 4391159.060000 0.151681 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.031 N N N N N N Verus Securitization Trust 2021-R3 N/A 92538EAA5 9264221.080000 PA USD 7988220.070000 0.275932 Long ABS-MBS CORP US N 2 2064-04-25 Variable 1.02 N N N N N N Verus Securitization Trust 2020-5 N/A 92538CAA9 3148406.860000 PA USD 2860243.260000 0.0987995 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.218 N N N N N N Verus Securitization Trust 2021-R1 N/A 92538BAA1 2445254.040000 PA USD 2125275.920000 0.073412 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.82 N N N N N N Verus Securitization Trust 2020-2 N/A 92537UAA0 746162.140000 PA USD 714501.810000 0.0246806 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.226 N N N N N N Verus Securitization Trust 2020-INV1 N/A 92537TAA3 814036.620000 PA USD 776493.900000 0.0268219 Long ABS-MBS CORP US N 2 2060-03-25 Variable 1.977 N N N N N N Verus Securitization Trust 2021-1 N/A 92537QAA9 6444790.740000 PA USD 5222699.230000 0.180404 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.815 N N N N N N Verus Securitization Trust 2019-INV3 N/A 92537MAA8 1074922.100000 PA USD 1008655.190000 0.0348413 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.692 N N N N N N Verus Securitization Trust 2019-4 N/A 92537KAA2 1236674.430000 PA USD 1172052.010000 0.0404854 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.642 N N N N N N Verus Securitization Trust 2019-INV2 N/A 92537HAA9 597024.220000 PA USD 574823.040000 0.0198557 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.913 N N N N N N Verus Securitization Trust 2020-1 N/A 92536PAA2 746576.880000 PA USD 701110.120000 0.024218 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.417 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796X79 21000000.000000 PA USD 20973703.380000 0.724481 Long DBT UST US N 2 2022-12-15 None 0.0 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796X61 50000000.000000 PA USD 49964903.000000 1.72591 Long DBT UST US N 2 2022-12-08 None 0.0 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796S34 21000000.000000 PA USD 20867046.690000 0.720797 Long DBT UST US N 2 2023-01-26 None 0.0 N N N N N N UWM Mortgage Trust 2021-INV2 N/A 90354TAD1 4800373.570000 PA USD 4071499.250000 0.140639 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.5 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 902674YC8 10000000.000000 PA USD 9928140.000000 0.342941 Long DBT CORP CH N 2 2024-02-09 None 0.0 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAF9 20000000.000000 PA USD 19515160.000000 0.674099 Long DBT CORP US N 2 2025-06-09 None 0.0 N N N N N N TRK 2021-INV1 Trust N/A 89688WAA9 7360654.110000 PA USD 5976449.250000 0.206441 Long ABS-MBS CORP US N 2 2056-07-25 Variable 1.153 N N N N N N Triton Container International Ltd 549300O4LZFLCX53XZ54 89680YAD7 9230000.000000 PA USD 8893538.900000 0.307204 Long DBT CORP BM N 2 2023-08-01 Fixed 0.8 N N N N N N Trinity Acquisition PLC 549300FJZWZN6MJNGB63 89641UAA9 2202000.000000 PA USD 1981800.000000 0.068456 Long DBT CORP GB N 2 2023-08-15 Fixed 4.625 N N N N N N Towd Point Mortgage Trust 2018-2 N/A 89175VAA1 566740.850000 PA USD 540545.580000 0.0186717 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.25 N N N N N N Towd Point Mortgage Trust 2017-6 N/A 89175JAA8 358649.100000 PA USD 340901.780000 0.0117755 Long ABS-MBS CORP US N 2 2057-10-25 Variable 2.75 N N N N N N Towd Point Mortgage Trust 2017-4 N/A 89173UAA5 168082.970000 PA USD 158840.420000 0.00548672 Long ABS-MBS CORP US N 2 2057-06-25 Variable 2.75 N N N N N N Towd Point Mortgage Trust 2017-1 N/A 89173FAA8 26881.280000 PA USD 26372.940000 0.000910983 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75 N N N N N N Towd Point Mortgage Trust 2017-5 N/A 89169EAA7 150843.090000 PA USD 148400.850000 0.00512611 Long ABS-MBS CORP US N 2 2057-02-25 Variable 3.512 N N N N N N Towd Point Mortgage Trust 2017-3 N/A 89169DAA9 76365.830000 PA USD 74199.640000 0.00256303 Long ABS-MBS CORP US N 2 2057-07-25 Variable 2.75 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114TZF2 10000000.000000 PA USD 9811720.000000 0.33892 Long DBT CORP CA N 2 2024-09-10 None 0.0 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114TZC9 10000000.000000 PA USD 9962810.000000 0.344139 Long DBT CORP CA N 2 2023-06-02 None 0.0 N N N N N N Tobacco Settlement Finance Authority N/A 88880LAE3 5415000.000000 PA USD 5294614.260000 0.182888 Long DBT MUN US N 2 2023-06-01 Fixed 1.193 N N N N N N Iowa Tobacco Settlement Authority N/A 888805BL1 1500000.000000 PA USD 1466353.950000 0.0506513 Long DBT MUN US N 2 2023-06-01 Fixed 0.663 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556CQ3 8250000.000000 PA USD 8174067.000000 0.282351 Long DBT CORP US N 2 2024-10-18 None 0.0 N N N N N N Tarrant County Cultural Education Facilities Finance Corp 549300ROY505NVTMMI25 87638QQU6 475000.000000 PA USD 461882.020000 0.0159545 Long DBT MUN US N 2 2023-09-01 Fixed 1.071 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 000000000 12000000.000000 PA USD 11990934.960000 0.414195 Long DBT CORP US N 2 2022-12-07 None 0.0 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 000000000 15000000.000000 PA USD 14990299.950000 0.5178 Long DBT CORP US N 2 2022-12-06 None 0.0 N N N N N N Symphony Static CLO I Ltd N/A 87190TAA1 14442174.440000 PA USD 14217454.210000 0.491104 Long ABS-CBDO CORP KY N 2 2029-10-25 Variable 5.188 N N N N N N N/A N/A 000000000 9600000.000000 PA USD 9591880.030000 0.331326 Long DBT CORP US N 2 2022-12-07 None 0.0 N N N N N N N/A N/A 000000000 15000000.000000 PA USD 14998194.600000 0.518073 Long DBT CORP US N 2 2022-12-01 None 0.0 N N N N N N Sydney Airport Finance Co Pty Ltd 549300MJAANHLHOVTO40 87124VAD1 35651000.000000 PA USD 35486613.240000 1.22579 Long DBT CORP AU N 2 2023-03-22 Fixed 3.9 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667BB6 3370000.000000 PA USD 3217608.600000 0.111144 Long DBT CORP US N 2 2023-12-01 Fixed 0.6 N N N N N N Starwood Mortgage Residential Trust 2021-4 N/A 85573PAA0 19490158.320000 PA USD 15559757.400000 0.537471 Long ABS-MBS CORP US N 2 2056-08-25 Variable 1.162 N N N N N N Starwood Mortgage Residential Trust 2021-3 N/A 85573JAA4 12391819.730000 PA USD 9913190.600000 0.342425 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.127 N N N N N N Starwood Mortgage Residential Trust 2021-2 N/A 85573HAA8 2719612.760000 PA USD 2505593.380000 0.0865491 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.943 N N N N N N Starwood Mortgage Residential Trust 2020-INV N/A 85573EAA5 3743798.250000 PA USD 3443658.690000 0.118952 Long ABS-MBS CORP US N 2 2055-11-25 Variable 1.027 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CF5 5000000.000000 PA USD 4819835.000000 0.166488 Long DBT CORP GB N 2 2025-11-23 None 0.0 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254AL4 2157000.000000 PA USD 2129226.470000 0.0735485 Long DBT CORP GB N 2 2024-01-26 Fixed 5.2 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254AJ9 23807000.000000 PA USD 23683774.970000 0.818093 Long DBT CORP GB N 2 2023-01-11 Fixed 3.95 N N N N N N Sprint LLC 549300ZTTY7CXOLJ6539 85207UAH8 14750000.000000 PA USD 15063437.500000 0.520327 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587DC8 8315000.000000 PA USD 8180230.480000 0.282564 Long DBT CORP US N 2 2024-08-01 Variable 4.475 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400HC0 2475000.000000 PA USD 2452705.200000 0.0847222 Long DBT CORP US N 2 2024-04-01 None 0.0 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GL1 2350000.000000 PA USD 2326626.900000 0.0803672 Long DBT CORP US N 2 2023-06-01 Fixed 3.4 N N N N N N Educational Enhancement Funding Corp N/A 83754LAU1 2700000.000000 PA USD 2645300.430000 0.0913749 Long DBT MUN US N 2 2023-06-01 Fixed 0.706 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBF8 10000000.000000 PA USD 9559030.000000 0.330191 Long DBT CORP FR N 2 2026-01-21 None 0.0 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83367TBG3 7815000.000000 PA USD 7698806.580000 0.265935 Long DBT CORP FR N 2 2024-01-17 Fixed 5.0 N N N N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088MAJ1 3075000.000000 PA USD 3003629.250000 0.103752 Long DBT CORP US N 2 2023-06-01 Fixed 0.9 N N N N N N Sierra Timeshare 2019-3 Receivables Funding LLC N/A 82652NAA6 3213761.670000 PA USD 3013557.170000 0.104095 Long ABS-O CORP US N 2 2036-08-20 Fixed 2.34 N N N N N N Sierra Timeshare 2020-2 Receivables Funding LLC N/A 826525AA5 194470.720000 PA USD 182263.720000 0.00629582 Long ABS-O CORP US N 2 2037-07-20 Fixed 1.33 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KBB8 10000000.000000 PA USD 9974180.000000 0.344532 Long DBT CORP NL N 2 2024-03-11 None 0.0 N N N N N N 7-Eleven Inc 549300K23JPL0SS3LB18 817826AA8 2440000.000000 PA USD 2418225.440000 0.0835312 Long DBT CORP US N 2 2023-02-10 Fixed 0.625 N N N N N N Sequoia Mortgage Trust 2018-CH1 549300ZUG1L9OO3W6B29 81747DAA7 258733.150000 PA USD 239325.710000 0.00826687 Long ABS-MBS CORP US N 2 2048-03-25 Variable 4.0 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 000000000 5550000.000000 PA USD 5548733.050000 0.191666 Long DBT CORP US N 2 2022-12-02 None 0.0 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513BM6 10000000.000000 PA USD 9937220.000000 0.343255 Long DBT CORP US N 2 2024-03-18 None 0.0 N N N N N N Santander Drive Auto Receivables Trust 2022-6 N/A 802918AD4 10350000.000000 PA USD 10050112.890000 0.347155 Long ABS-O CORP US N 2 2027-06-15 Fixed 4.72 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2022-B N/A 80290CAX2 4273211.280000 PA USD 4249434.280000 0.146785 Long ABS-O CORP US N 2 2032-08-16 Fixed 5.721 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2022-A N/A 80290CAS3 11137696.160000 PA USD 10855184.040000 0.374964 Long ABS-O CORP US N 2 2032-05-15 Fixed 5.281 N N N N N N Santander Bank NA - SBCLN N/A 80290CAE4 2903631.790000 PA USD 2786380.820000 0.0962481 Long ABS-O CORP US N 2 2031-12-15 Fixed 1.833 N N N N N N Santander Drive Auto Receivables Trust 2022-7 N/A 80287FAB8 4165000.000000 PA USD 4160736.710000 0.143722 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.81 N N N N N N Santander Retail Auto Lease Trust 2020-B N/A 80286RAE7 11555000.000000 PA USD 10943500.160000 0.378014 Long ABS-O CORP US N 2 2024-12-20 Fixed 0.82 N N N N N N Santander Retail Auto Lease Trust 2021-B N/A 80286DAE8 13860000.000000 PA USD 12971120.780000 0.448053 Long ABS-O CORP US N 2 2025-06-20 Fixed 0.84 N N N N N N Santander Retail Auto Lease Trust 2021-C N/A 80286CAE0 10135000.000000 PA USD 9481879.320000 0.327526 Long ABS-O CORP US N 2 2026-03-20 Fixed 0.83 N N N N N N Santander Drive Auto Receivables Trust 2020-3 N/A 80285WAF4 1455005.210000 PA USD 1439121.500000 0.0497106 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.12 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 5000000.000000 PA USD 4921370.000000 0.169996 Long DBT CORP GB N 2 2023-11-07 Fixed 5.0 N N N N N N Santander Consumer Auto Receivables Trust 2021-B N/A 802824AB8 1013479.330000 PA USD 993024.480000 0.0343014 Long ABS-O CORP US N 2 2028-10-16 Fixed 1.45 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAN5 10510000.000000 PA USD 9755592.200000 0.336981 Long DBT CORP GB N 2 2025-03-15 Variable 1.089 N N N N N N Santander Consumer Auto Receivables Trust 2021-C N/A 80281HAB0 23698.100000 PA USD 23664.460000 0.000817426 Long ABS-O CORP US N 2 2028-04-17 Fixed 1.44 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AD8 16339000.000000 PA USD 16332464.400000 0.564162 Long DBT CORP US N 2 2023-04-15 Variable 5.625 N N N N N N SMB Private Education Loan Trust 2019-A 549300WEYOS38NWU8D22 78449TAB7 2021683.800000 PA USD 1921625.010000 0.0663774 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.44 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAD4 13698000.000000 PA USD 13506625.240000 0.466551 Long DBT CORP IE N 2 2023-07-15 Fixed 4.125 N N N N N N SMB Private Education Loan Trust 2014-A 549300XC4C7GRVLU6076 784456AD7 1372534.180000 PA USD 1369601.350000 0.0473092 Long ABS-O CORP US N 2 2032-04-15 Variable 5.375 N N N N N N SG Residential Mortgage Trust 2019-3 N/A 78432BAA7 84017.640000 PA USD 80324.690000 0.0027746 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.703 N N N N N N SG Residential Mortgage Trust 2021-1 N/A 784212AA0 16199429.480000 PA USD 13175258.430000 0.455104 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.16 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 20064000.000000 PA USD 19788120.000000 0.683528 Long DBT CORP LU N 2 2023-04-04 Fixed 3.6 N N N N N N SBA Tower Trust N/A 78403DAM2 15000000.000000 PA USD 14927850.000000 0.515643 Long DBT CORP US N 2 2023-03-15 Fixed 3.448 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BN0 5000000.000000 PA USD 4901735.000000 0.169317 Long DBT CORP GB N 2 2024-05-22 Variable 2.359 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 000000000 13000000.000000 PA USD 12988031.290000 0.448637 Long DBT CORP US N 2 2022-12-08 None 0.0 N N N N N N T Rowe Price Government Reserve Investment Fund 5493007QR86JJLYO6D96 76105YYY8 1151775.000000 NS USD 1151775.000000 0.039785 Long STIV RF US N 1 N N T Rowe Price Government Reserve Investment Fund 5493007QR86JJLYO6D96 76105Y109 2576.060000 NS USD 2576.060000 0 Long STIV RF US N 1 N N N Energy Transfer LP / Regency Energy Finance Corp N/A 75886AAJ7 4209000.000000 PA USD 4161648.750000 0.143753 Long DBT CORP US N 2 2023-11-01 Fixed 4.5 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109BD5 1636000.000000 PA USD 1621267.820000 0.0560024 Long DBT CORP US N 2 2024-02-06 Fixed 4.6 N N N N N N Quanta Services Inc SHVRXXEACT60MMH07S24 000000000 7200000.000000 PA USD 7187139.580000 0.248261 Long DBT CORP US N 2 2022-12-14 None 0.0 N N N N N N Quanta Services Inc SHVRXXEACT60MMH07S24 000000000 15000000.000000 PA USD 14975180.850000 0.517278 Long DBT CORP US N 2 2022-12-13 None 0.0 N N N N N N Quanta Services Inc SHVRXXEACT60MMH07S24 000000000 6000000.000000 PA USD 5995489.980000 0.207098 Long DBT CORP US N 2 2022-12-06 None 0.0 N N N N N N QVC Inc 549300WBLU5NKPX5X472 747262AS2 16245000.000000 PA USD 15270300.000000 0.527472 Long DBT CORP US N 2 2024-04-01 Fixed 4.85 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460WAB3 6305000.000000 PA USD 6251855.160000 0.215954 Long DBT CORP US N 2 2024-04-23 None 0.0 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEM7 4800000.000000 PA USD 4760880.000000 0.164452 Long DBT CORP US N 2 2024-04-12 None 0.0 N N N N N N Port of Oakland N/A 735000TK7 1040000.000000 PA USD 1022698.870000 0.0353264 Long DBT MUN US N 2 2023-05-01 Fixed 0.821 N N N N N N Plains All American Pipeline LP 5521FA2ITF25TVH63740 000000000 2300000.000000 PA USD 2299737.800000 0.0794383 Long DBT CORP US N 2 2022-12-01 None 0.0 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBD3 9815000.000000 PA USD 9667460.920000 0.333937 Long DBT CORP US N 2 2023-10-15 Fixed 3.85 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBB7 13361000.000000 PA USD 13301890.940000 0.459479 Long DBT CORP US N 2 2023-01-31 Fixed 2.85 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CT4 10885000.000000 PA USD 10885696.640000 0.376018 Long DBT CORP US N 2 2024-11-15 Fixed 5.125 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 714295AC6 3364000.000000 PA USD 3170570.000000 0.109519 Long DBT CORP IE N 2 2024-12-15 Fixed 3.9 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BC7 4282000.000000 PA USD 4235831.480000 0.146316 Long DBT CORP US N 2 2023-08-01 Fixed 4.125 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KE6 9900000.000000 PA USD 9716444.100000 0.335629 Long DBT CORP US N 2 2025-06-08 Fixed 4.95 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JB4 2500000.000000 PA USD 2468060.000000 0.0852526 Long DBT CORP US N 2 2023-08-01 Fixed 4.25 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308HC4 5000000.000000 PA USD 4931825.000000 0.170357 Long DBT CORP US N 2 2023-06-15 Fixed 3.25 N N N N N N PSMC 2021-2 Trust N/A 69376CAC8 11731168.260000 PA USD 10057552.870000 0.347412 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.5 N N N N N N PSMC 2021-1 Trust N/A 693650AL7 11050807.470000 PA USD 9737231.140000 0.336347 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.5 N N N N N N N/A N/A 000000000 14450000.000000 PA USD 14414781.300000 0.49792 Long DBT CORP US N 2 2022-12-19 None 0.0 N N N N N N N/A N/A 000000000 14000000.000000 PA USD 13978808.620000 0.482861 Long DBT CORP US N 2 2022-12-12 None 0.0 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCF0 2945000.000000 PA USD 3011651.240000 0.10403 Long DBT CORP US N 2 2025-11-10 Fixed 5.8 N N N N N N ONE 2021-PARK Mortgage Trust N/A 682413AA7 7110000.000000 PA USD 6773259.740000 0.233964 Long ABS-MBS CORP US N 2 2036-03-15 Variable 4.608 N N N N N N Octane Receivables Trust 2021-2 N/A 67578AAA6 6471580.640000 PA USD 6165930.480000 0.212986 Long ABS-O CORP US N 2 2028-09-20 Fixed 1.21 N N N N N N Octane Receivables Trust 2022-1 N/A 67571EAB3 5446554.560000 PA USD 5314559.490000 0.183577 Long ABS-O CORP US N 2 2028-03-20 Fixed 4.18 N N N N N N Octane Receivables Trust 2021-1 N/A 67571AAA3 7513998.820000 PA USD 7241251.180000 0.25013 Long ABS-O CORP US N 2 2027-03-22 Fixed 0.93 N N N N N N OBX 2020-EXP3 Trust N/A 67448WAP3 4199476.710000 PA USD 3654327.520000 0.126229 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.0 N N N N N N OBX 2020-EXP1 Trust N/A 67448TAP0 760514.690000 PA USD 672433.860000 0.0232274 Long ABS-MBS CORP US N 2 2060-02-25 Variable 3.5 N N N N N N OBX 2021-NQM1 Trust N/A 67114BAA5 8574643.410000 PA USD 7398619.060000 0.255566 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.072 N N N N N N OBX 2020-INV1 Trust N/A 67113CAL0 559596.650000 PA USD 514912.410000 0.0177863 Long ABS-MBS CORP US N 2 2049-12-25 Variable 4.486 N N N N N N OBX 2019-EXP3 Trust N/A 67113ABB5 197620.320000 PA USD 188592.750000 0.00651444 Long ABS-MBS CORP US N 2 2059-10-25 Variable 4.944 N N N N N N OBX 2018-EXP1 Trust N/A 67097VAS3 202911.470000 PA USD 198876.450000 0.00686966 Long ABS-MBS CORP US N 2 2048-04-25 Variable 4.894 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664AX8 9395000.000000 PA USD 8760837.500000 0.30262 Long DBT CORP US N 2 2024-04-08 Fixed 2.3 N N N N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 654744AA9 17346000.000000 PA USD 16933702.930000 0.58493 Long DBT CORP JP N 2 2023-09-15 Fixed 3.043 N N N N N N Nissan Motor Acceptance Co LLC 7D6DIU2QXTUJRFNNJA49 654740BL2 5000000.000000 PA USD 4887185.000000 0.168815 Long DBT CORP US N 2 2023-09-21 Fixed 3.875 N N N N N N Nissan Motor Acceptance Co LLC 7D6DIU2QXTUJRFNNJA49 654740BH1 5528000.000000 PA USD 5493610.310000 0.189762 Long DBT CORP US N 2 2023-03-15 Fixed 3.45 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBX7 39800000.000000 PA USD 39363075.600000 1.35969 Long DBT CORP US N 2 2023-11-03 None 0.0 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646140DL4 150000.000000 PA USD 149531.060000 0.00516515 Long DBT MUN US N 2 2023-01-01 Fixed 0.473 N N N N N N Nelnet Student Loan Trust 2021-D N/A 64034YAA9 4856366.120000 PA USD 4694191.170000 0.162148 Long ABS-O CORP US N 2 2062-04-20 Variable 4.629 N N N N N N Navient Private Education Refi Loan Trust 2022-A N/A 63942MAA8 3190134.010000 PA USD 2774739.960000 0.095846 Long ABS-O CORP US N 2 2070-07-15 Fixed 2.23 N N N N N N Navient Private Education Refi Loan Trust 2021-B N/A 63942LAA0 5985416.360000 PA USD 5051838.650000 0.174502 Long ABS-O CORP US N 2 2069-07-15 Fixed 0.94 N N N N N N Navient Private Education Refi Loan Trust 2021-G N/A 63942KAA2 11939116.870000 PA USD 10068265.610000 0.347782 Long ABS-O CORP US N 2 2070-04-15 Fixed 1.58 N N N N N N Navient Private Education Refi Loan Trust 2021-c N/A 63942JAA5 13118159.590000 PA USD 11328845.250000 0.391325 Long ABS-O CORP US N 2 2069-10-15 Fixed 1.06 N N N N N N Navient Private Education Refi Loan Trust 2021-F N/A 63942GAA1 3732898.930000 PA USD 3057944.520000 0.105629 Long ABS-O CORP US N 2 2070-02-18 Fixed 1.11 N N N N N N Navient Private Education Refi Loan Trust 2021-E N/A 63942EAA6 9351625.850000 PA USD 7725619.390000 0.266861 Long ABS-O CORP US N 2 2069-12-16 Fixed 0.97 N N N N N N Navient Private Education Refi Loan Trust 2021-A N/A 63942BAA2 1232374.430000 PA USD 1052229.140000 0.0363465 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84 N N N N N N Navient Private Education Refi Loan Trust 2020-H N/A 63942AAA4 3022815.890000 PA USD 2572158.480000 0.0888484 Long ABS-O CORP US N 2 2069-04-15 Fixed 1.33 N N N N N N Navient Private Education Refi Loan Trust 2020-F N/A 63941XAA5 2729774.090000 PA USD 2419492.680000 0.083575 Long ABS-O CORP US N 2 2069-07-15 Fixed 1.22 N N N N N N Navient Private Education Refi Loan Trust 2020-D N/A 63941HAA0 664921.360000 PA USD 595299.770000 0.0205631 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69 N N N N N N Navient Private Education Loan Trust 2017-A N/A 63939XAC5 348746.010000 PA USD 348011.550000 0.0120211 Long ABS-O CORP US N 2 2058-12-16 Variable 4.773 N N N N N N Navient Private Education Loan Trust 2016-A 549300JSCKIU587G1R13 63939NAB9 9216628.140000 PA USD 8904500.580000 0.307582 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.91 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906YAF5 2483000.000000 PA USD 2464700.290000 0.0851365 Long DBT CORP GB N 2 2025-03-22 None 0.0 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906YAC2 6315000.000000 PA USD 6180559.970000 0.213491 Long DBT CORP GB N 2 2024-08-12 None 0.0 N N N N N N Nature Conservancy/The 549300GJ1IZME7V1JJ28 63902HAG4 650000.000000 PA USD 607261.200000 0.0209762 Long DBT CORP US N 2 2024-07-01 Fixed 0.625 N N N N N N Nature Conservancy/The 549300GJ1IZME7V1JJ28 63902HAF6 850000.000000 PA USD 828858.800000 0.0286307 Long DBT CORP US N 2 2023-07-01 Fixed 0.467 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAA5 10029000.000000 PA USD 9960311.380000 0.344053 Long DBT CORP GB N 2 2024-03-08 Variable 3.766 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CK6 670000.000000 PA USD 646279.990000 0.022324 Long DBT CORP US N 2 2024-06-15 Fixed 3.75 N N N N N N NLT 2021-INV2 Trust N/A 62917JAA8 17908289.980000 PA USD 14354414.910000 0.495835 Long ABS-MBS CORP US N 2 2056-08-25 Variable 1.162 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BD8 8761000.000000 PA USD 8659968.150000 0.299136 Long DBT CORP US N 2 2023-11-29 Fixed 4.2 N N N N N N Mylan Inc 549300A0CD4KNFGIIS89 628530AV9 11246000.000000 PA USD 11200419.960000 0.386889 Long DBT CORP US N 2 2023-01-15 Fixed 3.125 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEP6 10000000.000000 PA USD 9909970.000000 0.342314 Long DBT CORP US N 2 2025-04-17 None 0.0 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEN1 14925000.000000 PA USD 14619798.680000 0.505002 Long DBT CORP US N 2 2026-02-18 None 0.0 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822CQ5 17165000.000000 PA USD 17014428.620000 0.587718 Long DBT CORP JP N 2 2025-09-12 Variable 5.063 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017BB9 7600000.000000 PA USD 7190261.200000 0.248369 Long DBT CORP US N 2 2024-02-15 Fixed 0.972 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AZ7 4595000.000000 PA USD 4494727.910000 0.155258 Long DBT CORP US N 2 2023-09-01 Fixed 2.67 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AP9 9764000.000000 PA USD 9713666.580000 0.335533 Long DBT CORP US N 2 2023-06-01 Fixed 4.333 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TH55 2125000.000000 PA USD 2074753.100000 0.0716668 Long DBT MUN US N 2 2023-06-01 Fixed 1.086 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAA5 5850000.000000 PA USD 5887112.400000 0.203355 Long DBT CORP US N 2 2024-11-27 Fixed 5.5 N N N N N N Medford Hospital Facilities Authority N/A 584283HG3 1710000.000000 PA USD 1673786.820000 0.0578165 Long DBT MUN US N 2 2023-08-15 Fixed 1.73 N N N N N N Marvell Technology Inc N/A 573874AL8 7624000.000000 PA USD 7538230.000000 0.260388 Long DBT CORP US N 2 2023-06-22 Fixed 4.2 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903BA0 7050000.000000 PA USD 6976947.900000 0.241 Long DBT CORP US N 2 2023-12-01 Fixed 4.15 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AV5 9128000.000000 PA USD 9090465.660000 0.314006 Long DBT CORP US N 2 2023-02-15 Fixed 3.125 N N N N N N Magnetite XVI Ltd 549300Z3WHVYABE20I45 55953RAL5 728856.280000 PA USD 721772.930000 0.0249317 Long ABS-CBDO CORP KY N 2 2028-01-18 Variable 4.994 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VAE3 10805000.000000 PA USD 10303745.250000 0.355916 Long DBT CORP US N 2 2025-03-15 Fixed 3.638 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VAC7 4965000.000000 PA USD 4815285.390000 0.166331 Long DBT CORP US N 2 2024-03-15 Fixed 3.428 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VAA1 9925000.000000 PA USD 9877449.330000 0.34119 Long DBT CORP US N 2 2024-03-15 Floating 3.81 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 65532.580000 PA USD 59860.990000 0.00206774 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74 N N N N N N MVW 2021-1W LLC N/A 55389TAA9 3830355.970000 PA USD 3501417.260000 0.120947 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.14 N N N N N N MHC Trust 2021-MHC2 N/A 55293AAA5 12500000.000000 PA USD 12045475.000000 0.416079 Long ABS-MBS CORP US N 2 2038-05-15 Variable 4.725 N N N N N N MFA 2021-NQM2 Trust N/A 55283WAA9 7885313.730000 PA USD 6317108.560000 0.218208 Long ABS-MBS CORP US N 2 2064-11-25 Variable 1.029 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBE3 2504000.000000 PA USD 2482355.420000 0.0857464 Long DBT CORP US N 2 2023-06-15 Fixed 4.25 N N N N N N Korea National Oil Corp 988400ZTQ08W926ONT36 50066RAR7 10500000.000000 PA USD 9654565.730000 0.333491 Long DBT NUSS KR N 2 2025-04-18 Fixed 1.75 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAB7 6186000.000000 PA USD 6190231.220000 0.213825 Long DBT CORP US N 2 2023-11-15 Fixed 5.625 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BM7 5000000.000000 PA USD 4981740.000000 0.172081 Long DBT CORP US N 2 2023-02-15 Fixed 3.45 N N N N N N KKR Industrial Portfolio Trust 2021-KDIP N/A 48254CAA3 2840375.120000 PA USD 2726338.320000 0.0941741 Long ABS-MBS CORP US N 2 2037-12-15 Variable 4.425 N N N N N N JPMorgan Chase Bank NA - CACLN N/A 48128U2M0 10654547.250000 PA USD 10219639.290000 0.35301 Long ABS-O CORP US N 2 2028-12-26 Fixed 0.889 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M N/A 46652RAA2 9870000.000000 PA USD 9424197.760000 0.325534 Long ABS-MBS CORP US N 2 2033-10-15 Variable 5.246 N N N N N N JP Morgan Mortgage Trust 2020-INV2 N/A 46652KAG4 259065.830000 PA USD 254149.280000 0.00877891 Long ABS-MBS CORP US N 2 2050-10-25 Variable 2.5 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PCL8 10000000.000000 PA USD 9781550.000000 0.337878 Long DBT CORP US N 2 2025-06-23 None 0.0 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PCG9 10000000.000000 PA USD 9809540.000000 0.338845 Long DBT CORP US N 2 2025-06-01 None 0.0 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD N/A 46591JAG1 7000000.000000 PA USD 6694109.800000 0.23123 Long ABS-MBS CORP US N 2 2029-09-15 Variable 5.475 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD N/A 46591JAA4 4303136.220000 PA USD 4174841.230000 0.144209 Long ABS-MBS CORP US N 2 2029-09-15 Variable 5.125 N N N N N N JPMorgan Chase Bank NA - CACLN N/A 46591HCD0 8991014.060000 PA USD 8442555.010000 0.291626 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.76 N N N N N N JPMorgan Chase Bank NA - CACLN N/A 46591HBR0 947040.600000 PA USD 912403.060000 0.0315165 Long ABS-O CORP US N 2 2028-09-25 Fixed 0.875 N N N N N N JPMorgan Chase Bank NA - CACLN N/A 46591HAU4 1731682.710000 PA USD 1685464.270000 0.0582199 Long ABS-O CORP US N 2 2028-02-25 Fixed 0.84 N N N N N N JPMorgan Chase Bank NA - CACLN N/A 46591HAN0 798910.240000 PA USD 784657.920000 0.0271039 Long ABS-O CORP US N 2 2028-01-25 Fixed 0.991 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBC0 15000000.000000 PA USD 14947020.000000 0.516305 Long DBT CORP IT N 2 2023-01-12 Fixed 3.375 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAP2 9510000.000000 PA USD 9367340.490000 0.32357 Long DBT CORP IT N 2 2024-01-12 Fixed 5.25 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 000000000 9750000.000000 PA USD 9725435.660000 0.335939 Long DBT CORP US N 2 2022-12-21 None 0.0 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 000000000 8000000.000000 PA USD 7995421.120000 0.276181 Long DBT CORP US N 2 2022-12-05 None 0.0 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506AC5 4303000.000000 PA USD 4265284.210000 0.147333 Long DBT CORP US N 2 2023-05-01 Fixed 3.2 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 453140AF2 4935000.000000 PA USD 4711819.560000 0.162757 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 453140AB1 17510000.000000 PA USD 17380303.430000 0.600357 Long DBT CORP GB N 2 2023-02-11 Fixed 3.5 N N N N N N Imperial Fund Mortgage Trust 2021-NQM2 N/A 452761AA7 9418980.890000 PA USD 7227684.180000 0.249661 Long ABS-MBS CORP US N 2 2056-09-25 Variable 1.073 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 45262BAA1 4200000.000000 PA USD 4003729.800000 0.138298 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N Hyundai Auto Lease Securitization Trust 2022-C N/A 448978AE6 7035000.000000 PA USD 6939128.430000 0.239694 Long ABS-O CORP US N 2 2026-08-17 Fixed 4.48 N N N N N N Hyundai Auto Lease Securitization Trust 2021-B N/A 44891VAE1 20345000.000000 PA USD 19236950.270000 0.664489 Long ABS-O CORP US N 2 2026-03-16 Fixed 0.62 N N N N N N Hyundai Auto Lease Securitization Trust 2021-A N/A 44891TAE6 8700000.000000 PA USD 8442254.670000 0.291615 Long ABS-O CORP US N 2 2025-10-15 Fixed 0.61 N N N N N N Hyundai Auto Lease Securitization Trust 2020-B N/A 44891PAE4 1930000.000000 PA USD 1904020.270000 0.0657693 Long ABS-O CORP US N 2 2024-10-15 Fixed 0.81 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABY2 19874000.000000 PA USD 18258223.930000 0.630682 Long DBT CORP US N 2 2024-09-17 Fixed 1.0 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABR7 1000000.000000 PA USD 947036.000000 0.0327128 Long DBT CORP US N 2 2024-01-08 Fixed 0.8 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AL6 6255000.000000 PA USD 6050167.520000 0.208987 Long DBT CORP US N 2 2023-10-01 Fixed 1.3 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BP6 20255000.000000 PA USD 19655553.280000 0.678949 Long DBT CORP US N 2 2023-08-03 Fixed 0.65 N N N N N N Homeward Opportunities Fund I Trust 2020-2 N/A 43789XAA2 205462.330000 PA USD 203678.100000 0.00703552 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.657 N N N N N N Hilton Grand Vacations Trust 2019-A N/A 43284HAA7 652384.730000 PA USD 608268.650000 0.021011 Long ABS-O CORP US N 2 2033-07-25 Fixed 2.34 N N N N N N Hilton Grand Vacations Trust 2017-A N/A 43283AAA3 40416.910000 PA USD 39661.470000 0.00137 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66 N N N N N N Harley-Davidson Financial Services Inc RLUFFFFW4GRYU77BTS24 000000000 20000000.000000 PA USD 19909641.600000 0.687726 Long DBT CORP US N 2 2023-01-04 None 0.0 N N N N N N Harley-Davidson Financial Services Inc RLUFFFFW4GRYU77BTS24 000000000 6500000.000000 PA USD 6495421.860000 0.224367 Long DBT CORP US N 2 2022-12-06 None 0.0 N N N N N N HPEFS Equipment Trust 2021-2 N/A 40441JAD3 5250000.000000 PA USD 5014141.130000 0.1732 Long ABS-O CORP US N 2 2028-09-20 Fixed 0.61 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CZ0 10000000.000000 PA USD 9744480.000000 0.336597 Long DBT CORP GB N 2 2024-11-22 None 0.0 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 20041000.000000 PA USD 19658236.940000 0.679042 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BR9 5950000.000000 PA USD 5908350.000000 0.204088 Long DBT CORP US N 2 2025-02-01 Fixed 5.375 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BN8 9900000.000000 PA USD 9838620.000000 0.339849 Long DBT CORP US N 2 2024-03-15 Fixed 5.0 N N N N N N Great Wolf Trust 2019-WOLF N/A 39152TAA8 10000000.000000 PA USD 9647736.000000 0.333255 Long ABS-MBS CORP US N 2 2036-12-15 Variable 4.909 N N N N N N Great Lakes Water Authority Sewage Disposal System Revenue N/A 39081HCF7 250000.000000 PA USD 245149.500000 0.00846804 Long DBT MUN US N 2 2023-07-01 Fixed 1.503 N N N N N N Gray Oak Pipeline LLC N/A 38937LAA9 24536000.000000 PA USD 23815328.610000 0.822637 Long DBT CORP US N 2 2023-09-15 Fixed 2.0 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GZQ0 5000000.000000 PA USD 4992290.000000 0.172445 Long DBT CORP US N 2 2024-03-15 None 0.0 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GZJ6 9950000.000000 PA USD 9763944.950000 0.33727 Long DBT CORP US N 2 2025-01-24 None 0.0 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GYF5 10000000.000000 PA USD 9818860.000000 0.339166 Long DBT CORP US N 2 2024-09-10 None 0.0 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXW9 10000000.000000 PA USD 9889980.000000 0.341623 Long DBT CORP US N 2 2024-03-08 None 0.0 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDN3 15000000.000000 PA USD 14616000.000000 0.504871 Long DBT CORP US N 2 2024-10-15 None 0.0 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDF0 20000000.000000 PA USD 19646180.000000 0.678625 Long DBT CORP US N 2 2024-03-08 None 0.0 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCL8 1390000.000000 PA USD 1380585.530000 0.0476887 Long DBT CORP US N 2 2023-06-19 Fixed 4.15 N N N N N N Galton Funding Mortgage Trust 2020-H1 N/A 36418HAB8 3406777.570000 PA USD 3047616.680000 0.105272 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.413 N N N N N N Galton Funding Mortgage Trust 2019-2 N/A 36418AAG2 310843.550000 PA USD 292291.440000 0.0100964 Long ABS-MBS CORP US N 2 2059-06-25 Variable 4.0 N N N N N N GM Financial Automobile Leasing Trust 2022-2 N/A 36266FAE9 6700000.000000 PA USD 6518014.600000 0.225148 Long ABS-O CORP US N 2 2026-05-20 Fixed 4.02 N N N N N N GS Mortgage Securities Corp Trust 2021-ROSS N/A 36264YAA8 6665000.000000 PA USD 6259163.480000 0.216206 Long ABS-MBS CORP US N 2 2026-05-15 Variable 5.026 N N N N N N GS Mortgage-Backed Securities Corp Trust 2021-PJ5 N/A 36261HAF7 15470737.930000 PA USD 13517096.240000 0.466912 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.5 N N N N N N GS Mortgage-Backed Securities Trust 2020-NQM1 N/A 36259WAA9 1167775.060000 PA USD 1059890.390000 0.0366111 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.382 N N N N N N GM Financial Automobile Leasing Trust 2020-2 N/A 36259PAF3 2130085.480000 PA USD 2124182.160000 0.0733742 Long ABS-O CORP US N 2 2024-07-22 Fixed 1.56 N N N N N N GM Financial Automobile Leasing Trust 2020-3 N/A 362569AE5 2215000.000000 PA USD 2187948.650000 0.0755769 Long ABS-O CORP US N 2 2024-10-21 Fixed 0.76 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886CN2 2145000.000000 PA USD 2048760.290000 0.070769 Long ABS-O CORP US N 2 2025-10-15 Fixed 0.96 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886CJ1 1435000.000000 PA USD 1382473.400000 0.0477539 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.03 N N N N N N GCT Commercial Mortgage Trust 2021-GCT N/A 36167RAA1 3000000.000000 PA USD 2792252.400000 0.096451 Long ABS-MBS CORP US N 2 2038-02-15 Variable 4.675 N N N N N N Freddie Mac STACR REMIC Trust 2021-HQA2 N/A 35564KFN4 3019873.890000 PA USD 2989675.150000 0.10327 Long ABS-MBS USGSE US N 2 2033-12-25 Variable 4.221 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA3 N/A 35564KED7 6828792.740000 PA USD 6745549.760000 0.233007 Long ABS-MBS USGSE US N 2 2033-10-25 Variable 4.271 N N N N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 000000000 27000000.000000 PA USD 26983998.720000 0.932091 Long DBT CORP US N 2 2022-12-05 None 0.0 N N N N N N Ford Credit Auto Lease Trust 2021-A N/A 34532QAE8 17400000.000000 PA USD 17001108.480000 0.587258 Long ABS-O CORP US N 2 2024-05-15 Fixed 0.47 N N N N N N Ford Credit Auto Lease Trust 2020-B N/A 34531RAF4 330786.420000 PA USD 330310.250000 0.0114097 Long ABS-O CORP US N 2 2023-11-15 Fixed 1.0 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QHM9 5195000.000000 PA USD 4977438.080000 0.171932 Long ABS-O CORP US N 2 2025-09-15 Fixed 0.98 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 31562QAF4 20110000.000000 PA USD 19984312.500000 0.690305 Long DBT CORP NL N 2 2023-04-15 Fixed 5.25 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137BGE39 189605.080000 PA USD 183737.260000 0.00634672 Long ABS-MBS USGSE US N 2 2045-02-15 Variable 4.223 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136AL5R8 154323.910000 PA USD 150253.090000 0.00519009 Long ABS-MBS USGSE US N 2 2045-01-25 Variable 4.416 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 30711XQA5 1392560.910000 PA USD 1390970.610000 0.0480474 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 5.216 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 30711XM92 1398352.480000 PA USD 1381089.260000 0.0477061 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 4.866 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 30711XL28 2817270.190000 PA USD 2767967.960000 0.0956121 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 4.866 N N N N N N Exeter Automobile Receivables Trust 2022-3 N/A 30166YAD4 5400000.000000 PA USD 5295608.820000 0.182923 Long ABS-O CORP US N 2 2026-12-15 Fixed 4.86 N N N N N N Exeter Automobile Receivables Trust 2021-1 N/A 30165XAD7 8451001.070000 PA USD 8373462.290000 0.289239 Long ABS-O CORP US N 2 2025-09-15 Fixed 0.57 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAE7 1541000.000000 PA USD 1531641.510000 0.0529065 Long DBT CORP US N 2 2023-05-01 Fixed 3.25 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AN5 4000000.000000 PA USD 3973940.000000 0.137269 Long DBT CORP US N 2 2023-06-15 Fixed 3.95 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29380DM15 7500000.000000 PA USD 7499145.000000 0.259038 Long DBT CORP US N 2 2022-12-01 None 0.0 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 000000000 4750000.000000 PA USD 4638107.960000 0.160211 Long DBT CORP US N 2 2023-04-21 None 0.0 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 000000000 14750000.000000 PA USD 14684679.630000 0.507243 Long DBT CORP US N 2 2023-01-03 None 0.0 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAM5 6578000.000000 PA USD 6584058.340000 0.227429 Long DBT CORP US N 2 2024-01-15 Fixed 5.875 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAL7 2000000.000000 PA USD 1992668.000000 0.0688314 Long DBT CORP US N 2 2023-03-15 Fixed 4.25 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAC7 6570000.000000 PA USD 6507197.370000 0.224774 Long DBT CORP US N 2 2023-09-15 Fixed 4.2 N N N N N N N/A N/A 000000000 10000000.000000 PA USD 9998762.500000 0.345381 Long DBT CORP US N 2 2022-12-01 None 0.0 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RAY5 4265000.000000 PA USD 4232163.770000 0.146189 Long DBT CORP US N 2 2024-02-01 Fixed 4.9 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RAS8 5275000.000000 PA USD 5257022.800000 0.18159 Long DBT CORP US N 2 2023-02-01 Fixed 3.6 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBM6 14625000.000000 PA USD 14505206.630000 0.501044 Long DBT CORP CA N 2 2024-02-16 Floating 3.81 N N N N N N Elara HGV Timeshare Issuer 2017-A LLC N/A 28416DAA8 3255127.490000 PA USD 3115068.140000 0.107602 Long ABS-O CORP US N 2 2030-03-25 Fixed 2.69 N N N N N N Elara HGV Timeshare Issuer 2016-A LLC N/A 28415PAA2 595581.040000 PA USD 586922.420000 0.0202737 Long ABS-O CORP US N 2 2028-04-25 Fixed 2.73 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AJ6 5000000.000000 PA USD 4943830.000000 0.170772 Long DBT CORP US N 2 2023-03-15 Fixed 2.95 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AC3 7900000.000000 PA USD 7854693.500000 0.27132 Long DBT CORP CO N 2 2023-09-18 Fixed 5.875 N N N N N N Eagle RE 2021-2 Ltd N/A 26982AAA2 7385000.000000 PA USD 7334537.560000 0.253352 Long ABS-MBS CORP BM N 2 2034-04-25 Variable 5.097 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179MBB8 35159000.000000 PA USD 35773438.680000 1.2357 Long DBT CORP US N 2 2023-08-01 Fixed 8.25 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526CL1 20000000.000000 PA USD 19737740.000000 0.681788 Long DBT CORP DE N 2 2023-11-08 None 0.0 N N N N N N Deephaven Residential Mortgage Trust 2021-2 N/A 24381WAA6 6056324.510000 PA USD 5036257.770000 0.173964 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.899 N N N N N N Deephaven Residential Mortgage Trust 2021-1 N/A 24380VAA9 5993459.150000 PA USD 5319043.360000 0.183732 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.715 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABD2 6675000.000000 PA USD 6409228.200000 0.22139 Long DBT CORP DK N 2 2025-03-28 Variable 3.773 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAY7 7225000.000000 PA USD 7219003.250000 0.249361 Long DBT CORP DK N 2 2023-12-08 Variable 1.171 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 2916000.000000 PA USD 2890158.410000 0.0998329 Long DBT CORP DK N 2 2024-01-12 Fixed 5.375 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAP6 7695000.000000 PA USD 7578867.060000 0.261792 Long DBT CORP DK N 2 2023-09-12 Fixed 3.875 N N N N N N Dallas Fort Worth International Airport N/A 2350366K1 500000.000000 PA USD 483202.500000 0.0166909 Long DBT MUN US N 2 2023-11-01 Fixed 1.041 N N N N N N Daimler Trucks Finance North America LLC 5493003HSDTSCZRXBA58 233853AK6 10000000.000000 PA USD 9942790.000000 0.343447 Long DBT CORP US N 2 2024-04-05 None 0.0 N N N N N N Daimler Trucks Finance North America LLC 5493003HSDTSCZRXBA58 233853AE0 12843000.000000 PA USD 12660488.130000 0.437323 Long DBT CORP US N 2 2024-12-13 None 0.0 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAG2 15925000.000000 PA USD 15694087.500000 0.542111 Long DBT CORP US N 2 2025-07-15 Fixed 5.375 N N N N N N Cytec Industries Inc 549300CC16G1Y2NHCH33 232820AJ9 23569000.000000 PA USD 23550097.660000 0.813476 Long DBT CORP US N 2 2023-04-01 Fixed 3.5 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 000000000 2750000.000000 PA USD 2731996.660000 0.0943696 Long DBT CORP US N 2 2023-01-17 None 0.0 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 000000000 24550000.000000 PA USD 24531857.550000 0.847388 Long DBT CORP US N 2 2022-12-06 None 0.0 N N N N N N Credit Suisse AG/New York NY 549300D0YARF5HYP1809 22550UAF8 4000000.000000 PA USD 3734452.000000 0.128997 Long DBT CORP CH N 2 2025-02-21 Floating 1.056 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AG3 10000000.000000 PA USD 9715420.000000 0.335593 Long DBT CORP CH N 2 2024-06-12 Variable 4.207 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AD0 14030000.000000 PA USD 13878419.880000 0.479393 Long DBT CORP CH N 2 2023-12-14 Variable 2.997 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CH8 7900000.000000 PA USD 7588187.000000 0.262114 Long DBT CORP US N 2 2024-08-15 Fixed 3.15 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAA7 7250000.000000 PA USD 6940802.000000 0.239752 Long DBT CORP US N 2 2025-04-04 Fixed 3.5 N N N N N N Continental Resources Inc/OK XXRTID9RYWOZ0UPIVR53 212015AL5 5825000.000000 PA USD 5803156.250000 0.200455 Long DBT CORP US N 2 2023-04-15 Fixed 4.5 N N N N N N Connecticut Avenue Securities Trust 2021-R01 N/A 20754RAA4 507064.150000 PA USD 502098.670000 0.0173437 Long ABS-MBS CORP US N 2 2041-10-25 Variable 4.271 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 000000000 38375000.000000 PA USD 38370357.780000 1.3254 Long DBT CORP US N 2 2022-12-01 None 0.0 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17328PAX1 1627405.270000 PA USD 1327758.950000 0.0458639 Long ABS-MBS CORP US N 2 2050-08-25 Variable 2.5 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17328PAQ6 6731694.090000 PA USD 5500964.040000 0.190016 Long ABS-MBS CORP US N 2 2050-08-25 Variable 2.5 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MW8 15000000.000000 PA USD 14713815.000000 0.50825 Long DBT CORP US N 2 2025-05-01 None 0.0 N N N N N N Chicago Transit Authority Sales Tax Receipts Fund N/A 16772PCJ3 870000.000000 PA USD 844033.110000 0.0291549 Long DBT MUN US N 2 2023-12-01 Fixed 1.838 N N N N N N Chicago Transit Authority Sales Tax Receipts Fund N/A 16772PCH7 680000.000000 PA USD 680000.000000 0.0234888 Long DBT MUN US N 2 2022-12-01 Fixed 1.708 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAD7 5500000.000000 PA USD 5563250.000000 0.192168 Long DBT CORP US N 2 2024-06-30 Fixed 7.0 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAC9 12218000.000000 PA USD 12292529.800000 0.424613 Long DBT CORP US N 2 2025-03-31 Fixed 5.875 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175AY0 12940000.000000 PA USD 12745253.000000 0.440251 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N Central Texas Regional Mobility Authority N/A 155498JR0 510000.000000 PA USD 490256.780000 0.0169346 Long DBT MUN US N 2 2024-01-01 Fixed 1.645 N N N N N N Central Texas Regional Mobility Authority N/A 155498JQ2 170000.000000 PA USD 169501.560000 0.00585498 Long DBT MUN US N 2 2023-01-01 Fixed 1.486 N N N N N N Central Texas Regional Mobility Authority N/A 155498JA7 500000.000000 PA USD 480701.950000 0.0166046 Long DBT MUN US N 2 2024-01-01 Fixed 1.345 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 151191AZ6 10000000.000000 PA USD 9837298.300000 0.339803 Long DBT CORP CL N 2 2024-08-01 Fixed 4.5 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAR5 20000000.000000 PA USD 19852900.000000 0.685766 Long DBT CORP US N 2 2024-07-05 Fixed 5.9 N N N N N N Carvana Auto Receivables Trust 2021-N4 N/A 14687HAC7 7686475.290000 PA USD 7392314.650000 0.255348 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.24 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCR4 10000000.000000 PA USD 9840380.000000 0.33991 Long DBT CORP US N 2 2025-05-09 None 0.0 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCM5 7060000.000000 PA USD 6604686.480000 0.228141 Long DBT CORP US N 2 2026-03-03 Variable 2.636 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GRT3 6257000.000000 PA USD 6217799.900000 0.214777 Long DBT CORP CA N 2 2023-12-14 None 0.0 N N N N N N California Municipal Finance Authority 5493000UQOV6R4ZWS346 13048VFP8 1030000.000000 PA USD 1024072.870000 0.0353739 Long DBT MUN US N 2 2023-04-01 Fixed 3.323 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAK9 2000000.000000 PA USD 1977500.000000 0.0683075 Long DBT CORP US N 2 2025-05-30 Fixed 5.25 N N N N N N COLT 2020-3 Mortgage Loan Trust N/A 12597QAA4 1401249.820000 PA USD 1314740.020000 0.0454142 Long ABS-MBS CORP US N 2 2065-04-27 Variable 1.506 N N N N N N CDW LLC / CDW Finance Corp N/A 12513GBA6 3675000.000000 PA USD 3638250.000000 0.125674 Long DBT CORP US N 2 2024-12-01 Fixed 5.5 N N N N N N BX Commercial Mortgage Trust 2020-VKNG N/A 12433YAA5 4513663.570000 PA USD 4366958.670000 0.150845 Long ABS-MBS CORP US N 2 2037-10-15 Variable 4.805 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AM3 11134000.000000 PA USD 11022938.350000 0.380758 Long DBT CORP GB N 2 2023-12-04 Fixed 4.5 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2B3 18003000.000000 PA USD 17810655.950000 0.615222 Long DBT CORP US N 2 2024-04-12 None 0.0 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2A5 970000.000000 PA USD 908567.960000 0.0313841 Long DBT CORP US N 2 2024-04-12 Fixed 1.0 N N N N N N Barings CLO Ltd 2013-I 54930079SUKCXYW8DR07 06760EAA4 661674.670000 PA USD 655040.630000 0.0226266 Long ABS-CBDO CORP KY N 2 2028-01-20 Variable 5.043 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBZ7 8300000.000000 PA USD 8119499.900000 0.280467 Long DBT CORP GB N 2 2026-08-09 Variable 5.304 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBB0 5000000.000000 PA USD 4950160.000000 0.17099 Long DBT CORP GB N 2 2024-05-16 Variable 4.338 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAC9 11420000.000000 PA USD 11112710.640000 0.383859 Long DBT CORP GB N 2 2024-09-11 Fixed 4.375 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159YN0 12544000.000000 PA USD 12506418.180000 0.432001 Long DBT CORP CA N 2 2023-09-15 None 0.0 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 0641593W4 17145000.000000 PA USD 16952170.190000 0.585568 Long DBT CORP CA N 2 2024-04-15 None 0.0 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LAP1 3220000.000000 PA USD 3180522.800000 0.109863 Long DBT CORP CA N 2 2024-09-14 Fixed 4.25 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WYQ0 10000000.000000 PA USD 9850270.000000 0.340251 Long DBT CORP CA N 2 2024-07-09 None 0.0 N N N N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 06279JAA7 27452000.000000 PA USD 26872598.090000 0.928243 Long DBT CORP IE N 2 2023-11-25 Fixed 4.5 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJU4 15000000.000000 PA USD 14736720.000000 0.509041 Long DBT CORP US N 2 2025-04-22 None 0.0 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAN9 5000000.000000 PA USD 4979070.000000 0.171989 Long DBT CORP ES N 2 2024-05-24 None 0.0 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAR6 4800000.000000 PA USD 4756099.200000 0.164287 Long DBT CORP ES N 2 2025-08-18 Fixed 5.147 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AK4 1000000.000000 PA USD 988795.000000 0.0341553 Long DBT CORP KY N 2 2023-09-29 Fixed 3.875 N N N N N N N/A N/A 000000000 10000000.000000 PA USD 9974805.800000 0.344553 Long DBT CORP US N 2 2022-12-21 None 0.0 N N N N N N BX Commercial Mortgage Trust 2021-SOAR N/A 05608WAA2 4962408.740000 PA USD 4750878.620000 0.164107 Long ABS-MBS CORP US N 2 2038-06-15 Variable 4.546 N N N N N N BX Trust 2021-ARIA N/A 05608RAA3 3100000.000000 PA USD 2909643.570000 0.100506 Long ABS-MBS CORP US N 2 2036-10-15 Variable 4.774 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 1461749.250000 PA USD 1435994.690000 0.0496026 Long ABS-MBS CORP US N 2 2036-10-15 Variable 4.829 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAA1 34423000.000000 PA USD 33806174.260000 1.16774 Long DBT CORP FR N 2 2023-10-22 Fixed 5.7 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBN4 10000000.000000 PA USD 9935730.000000 0.343203 Long DBT CORP US N 2 2024-04-01 None 0.0 N N N N N N BINOM Securitization Trust 2021-INV1 N/A 05552UAA2 11368008.210000 PA USD 9816284.180000 0.339078 Long ABS-MBS CORP US N 2 2056-06-25 Variable 2.034 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBG9 10731000.000000 PA USD 10250873.600000 0.354089 Long DBT CORP US N 2 2024-09-06 Fixed 2.789 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAZ8 1800000.000000 PA USD 1735849.800000 0.0599603 Long DBT CORP US N 2 2024-08-15 Fixed 3.222 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REX8 6530000.000000 PA USD 6395574.730000 0.220918 Long ABS-O CORP US N 2 2024-09-20 Fixed 5.25 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REW0 5000000.000000 PA USD 4976989.500000 0.171917 Long ABS-O CORP US N 2 2024-03-20 Fixed 4.56 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3J8 5000000.000000 PA USD 4773515.000000 0.164888 Long DBT CORP US N 2 2024-03-08 Fixed 2.514 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3H2 9850000.000000 PA USD 9569787.200000 0.330563 Long DBT CORP US N 2 2025-01-07 Floating 3.81 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2X8 5000000.000000 PA USD 4911035.000000 0.169639 Long DBT CORP US N 2 2024-05-24 None 0.0 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2Q3 4040000.000000 PA USD 3875721.480000 0.133877 Long DBT CORP US N 2 2023-10-13 Fixed 1.2 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2L4 4103000.000000 PA USD 3839624.330000 0.13263 Long DBT CORP US N 2 2025-01-14 Fixed 2.5 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 000000000 27500000.000000 PA USD 27496710.730000 0.949801 Long DBT CORP US N 2 2022-12-01 None 0.0 N N N N N N Angel Oak Mortgage Trust 2021-2 N/A 03465DAA1 5309276.600000 PA USD 4381296.810000 0.15134 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.985 N N N N N N Angel Oak Mortgage Trust I LLC 2019-1 N/A 03464MAC8 44166.660000 PA USD 43876.480000 0.0015156 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.124 N N N N N N Angel Oak Mortgage Trust I LLC 2019-1 N/A 03464MAB0 44166.660000 PA USD 43883.400000 0.00151584 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.022 N N N N N N Angel Oak Mortgage Trust I LLC 2019-1 N/A 03464MAA2 34661.450000 PA USD 34447.010000 0.00118988 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.92 N N N N N N Angel Oak Mortgage Trust 2019-5 N/A 03464KAA6 1313748.460000 PA USD 1231615.930000 0.0425429 Long ABS-MBS CORP US N 2 2049-10-25 Variable 2.593 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AT2 3225000.000000 PA USD 3179443.650000 0.109825 Long DBT CORP US N 2 2024-10-01 None 0.0 N N N N N N AmeriCredit Automobile Receivables Trust 2020-3 N/A 03066PAD1 7500000.000000 PA USD 7214586.000000 0.249209 Long ABS-O CORP US N 2 2025-12-18 Fixed 0.76 N N N N N N AmeriCredit Automobile Receivables Trust 2020-2 N/A 03066EAE4 800000.000000 PA USD 779733.680000 0.0269338 Long ABS-O CORP US N 2 2026-02-18 Fixed 0.97 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAV2 5279000.000000 PA USD 5039523.440000 0.174077 Long DBT CORP US N 2 2025-01-15 Fixed 2.95 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBL3 8500000.000000 PA USD 8206376.000000 0.283468 Long DBT CORP US N 2 2023-10-02 Fixed 1.45 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBA7 1475000.000000 PA USD 1449982.530000 0.0500858 Long DBT CORP US N 2 2025-03-30 Fixed 4.625 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAV2 6400000.000000 PA USD 6327692.800000 0.218573 Long DBT CORP US N 2 2024-09-30 Fixed 5.125 N N N N N N Alexander Funding Trust N/A 014621AA4 10990000.000000 PA USD 10360899.430000 0.35789 Long DBT CORP US N 2 2023-11-15 Fixed 1.841 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAE3 9072000.000000 PA USD 8573040.000000 0.296133 Long DBT CORP NO N 2 2025-01-15 Fixed 3.0 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBA2 6835000.000000 PA USD 6689947.630000 0.231087 Long DBT CORP IE N 2 2023-09-29 None 0.0 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAU9 7230000.000000 PA USD 6659285.490000 0.230027 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAP0 2075000.000000 PA USD 2048431.700000 0.0707576 Long DBT CORP IE N 2 2023-09-15 Fixed 4.5 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAK1 2000000.000000 PA USD 1969152.000000 0.0680191 Long DBT CORP IE N 2 2024-01-16 Fixed 4.875 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAF2 22810000.000000 PA USD 22585503.980000 0.780156 Long DBT CORP IE N 2 2023-07-03 Fixed 4.125 N N N N N N ARI Fleet Lease Trust 2020-A N/A 00217TAD7 270000.000000 PA USD 268652.920000 0.0092799 Long ABS-O CORP US N 2 2028-11-15 Fixed 2.06 N N N N N N ARI Fleet Lease Trust 2021-A N/A 00217FAB1 5196701.400000 PA USD 5091578.890000 0.175875 Long ABS-O CORP US N 2 2030-03-15 Fixed 0.37 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMH2 13328000.000000 PA USD 13222668.820000 0.456742 Long DBT CORP US N 2 2024-03-25 None 0.0 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 00135TAA2 21035000.000000 PA USD 20753404.460000 0.716871 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75 N N N N N N 2022-11-30 T. ROWE PRICE SHORT-TERM BOND FUND, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President