0001752724-25-096719.txt : 20250513 0001752724-25-096719.hdr.sgml : 20250513 20250429145043 ACCESSION NUMBER: 0001752724-25-096719 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20250228 FILED AS OF DATE: 20250429 DATE AS OF CHANGE: 20250429 PERIOD START: 20250228 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMorgan Trust I CENTRAL INDEX KEY: 0001217286 ORGANIZATION NAME: EIN: 331043149 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21295 FILM NUMBER: 25886081 BUSINESS ADDRESS: STREET 1: 277 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10172 BUSINESS PHONE: 800-480-4111 MAIL ADDRESS: STREET 1: 277 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10172 FORMER COMPANY: FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES DATE OF NAME CHANGE: 20030204 0001217286 S000029581 JPMorgan Managed Income Fund C000090816 Class L JMGIX C000190446 Class I JMGLX NPORT-P 1 primary_doc.xml NPORT-P false 0001217286 XXXXXXXX S000029581 C000090816 C000190446 JPMorgan Trust I 811-21295 0001217286 549300DM5WZMCZZ70R78 277 Park Avenue New York 10172 800-480-4111 JPMorgan Managed Income Fund S000029581 54930080XGK0GXPQLV03 2025-02-28 2025-02-28 N 5464879220.49 58825184.12 5406054036.37 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 1399599.18000000 USD N N/A N/A ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 00084DBA7 32423000.00000000 PA USD 33237423.93000000 0.614818566488 Long DBT CORP NL Y 2 2027-09-18 Variable 6.33900000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 Corebridge Global Funding 00138CAU2 9329000.00000000 PA USD 9477293.32000000 0.175308889926 Long DBT CORP US Y 2 2026-07-02 Fixed 5.75000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 Corebridge Global Funding 00138CAY4 23483000.00000000 PA USD 23730467.61000000 0.438960976903 Long DBT CORP US Y 2 2026-06-24 Fixed 5.35000000 N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 Corebridge Global Funding 00138CBB3 27367000.00000000 PA USD 27441845.19000000 0.507613224088 Long DBT CORP US Y 2 2027-08-20 Fixed 4.65000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YAQ2 12059000.00000000 PA USD 12029793.83000000 0.222524483644 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Chubb INA Holdings LLC CZCBJZWDMLTHWJDXU843 Chubb INA Holdings LLC 00440EAS6 7085000.00000000 PA USD 7079964.62000000 0.130963630262 Long DBT CORP US N 2 2025-03-15 Fixed 3.15000000 N N N N N N AerCap Ireland Capital DAC N/A AerCap Ireland Capital DAC 00774MAG0 3895000.00000000 PA USD 3888334.95000000 0.071925565742 Long DBT CORP IE N 2 2025-10-01 Fixed 4.45000000 N N N N N N AerCap Ireland Capital DAC N/A AerCap Ireland Capital DAC 00774MAN5 8528000.00000000 PA USD 8567048.18000000 0.158471375283 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N AerCap Ireland Capital DAC N/A AerCap Ireland Capital DAC 00774MBN4 10783000.00000000 PA USD 10827557.84000000 0.200285786400 Long DBT CORP IE N 2 2028-04-01 Fixed 4.87500000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271AH2 10452000.00000000 PA USD 10423497.50000000 0.192811566992 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271AL3 7698000.00000000 PA USD 7679782.84000000 0.142058935932 Long DBT CORP US N 2 2025-04-30 Fixed 3.45000000 N N N N N N Ally Auto Receivables Trust N/A Ally Auto Receivables Trust, Series 2022-3, Class A3 02008DAC3 14014750.92000000 PA USD 14047494.98000000 0.259847476282 Long ABS-O CORP US N 2 2027-04-15 Fixed 5.07000000 N N N N N N Ally Auto Receivables Trust N/A Ally Auto Receivables Trust, Series 2024-1, Class A2 02008FAB0 7543599.06000000 PA USD 7554737.18000000 0.139745868782 Long ABS-O CORP US N 2 2027-01-15 Fixed 5.32000000 N N N N N N Ally Auto Receivables Trust N/A Ally Auto Receivables Trust, Series 2022-1, Class A3 02008JAC0 446256.65000000 PA USD 444907.48000000 0.008229800830 Long ABS-O CORP US N 2 2026-11-15 Fixed 3.31000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 American Express Co. 025816CY3 3497000.00000000 PA USD 3487845.90000000 0.064517407272 Long DBT CORP US N 2 2025-08-01 Fixed 3.95000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 American Express Co. 025816DE6 13616000.00000000 PA USD 13621104.23000000 0.251960193856 Long DBT CORP US N 2 2026-05-01 Variable 4.99000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 American Express Credit Account Master Trust, Series 2022-2, Class A 02582JJT8 48844000.00000000 PA USD 48740440.95000000 0.901589969728 Long ABS-O CORP US N 2 2027-05-15 Fixed 3.39000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 American Express Credit Account Master Trust, Series 2022-3, Class A 02582JJV3 28816000.00000000 PA USD 28718671.08000000 0.531231668917 Long ABS-O CORP US N 2 2027-08-15 Fixed 3.75000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp. 02665WEJ6 31600000.00000000 PA USD 31614738.24000000 0.584802483055 Long DBT CORP US N 2 2025-05-23 Fixed 5.00000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp. 02665WET4 3600000.00000000 PA USD 3603020.98000000 0.066647890601 Long DBT CORP US N 2 2025-04-23 Floating 5.12884800 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp. 02665WFB2 14600000.00000000 PA USD 14620056.31000000 0.270438589988 Long DBT CORP US N 2 2025-08-14 Floating 4.93732080 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp. 02665WFF3 6648000.00000000 PA USD 6653274.72000000 0.123070814224 Long DBT CORP US N 2 2025-10-10 Floating 4.85559000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp. 02665WFH9 2500000.00000000 PA USD 2501230.83000000 0.046267218440 Long DBT CORP US N 2 2025-06-13 Floating 4.82063400 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp. 02665WFR7 4157000.00000000 PA USD 4164453.50000000 0.077033146024 Long DBT CORP US N 2 2026-05-11 Floating 4.89890520 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3 03065WAD7 1015306.37000000 PA USD 1014706.53000000 0.018769818488 Long ABS-O CORP US N 2 2028-04-18 Fixed 4.38000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 Cencora, Inc. 03073EAM7 19939000.00000000 PA USD 19939000.00000000 0.368827241937 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial, Inc. 03076CAK2 6474000.00000000 PA USD 6463953.32000000 0.119568788556 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162BY5 5200000.00000000 PA USD 5186670.42000000 0.095941890057 Long DBT CORP US N 2 2025-05-01 Fixed 3.12500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DM9 23270000.00000000 PA USD 23270000.00000000 0.430443348206 Long DBT CORP US N 2 2025-03-02 Fixed 5.25000000 N N N N N N Amur Equipment Finance Receivables LLC 549300K5Y88MV8B4M421 Amur Equipment Finance Receivables LLC, Series 2022-1A, Class A2 03236VAB7 1094416.05000000 PA USD 1089539.11000000 0.020154055114 Long ABS-O CORP US Y 2 2027-10-20 Fixed 1.64000000 N N N N N N Amur Equipment Finance Receivables XIV LLC 254900VBZK8DVZNJFJ70 Amur Equipment Finance Receivables LLC, Series 2024-2A, Class A2 03238BAB9 47674037.18000000 PA USD 48136975.92000000 0.890427206168 Long ABS-O CORP US Y 2 2031-07-21 Fixed 5.19000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A2U4 7319000.00000000 PA USD 7130403.57000000 0.131896638879 Long DBT CORP US Y 2 2026-01-08 Fixed 1.45000000 N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A3D1 14797000.00000000 PA USD 14143447.88000000 0.261622391948 Long DBT CORP US Y 2 2026-10-02 Fixed 1.73000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A4A6 35429000.00000000 PA USD 35521170.31000000 0.657062805347 Long DBT CORP US Y 2 2026-08-27 Fixed 4.86000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A4E8 21517000.00000000 PA USD 21608045.31000000 0.399700875437 Long DBT CORP US Y 2 2027-01-07 Fixed 4.95000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd. 05252ADK4 17954000.00000000 PA USD 18011021.90000000 0.333163926568 Long DBT CORP AU Y 2 2026-03-18 Floating 4.92787080 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd. 05253AYR5 69037000.00000000 PA USD 66841623.40000000 1.236421666345 Long STIV CORP AU Y 2 2025-11-25 Fixed 0.00000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 AutoZone, Inc. 053332AY8 16567000.00000000 PA USD 16541671.54000000 0.305984206386 Long DBT CORP US N 2 2025-04-15 Fixed 3.62500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAK7 1571000.00000000 PA USD 1577032.64000000 0.029171603343 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAM3 1807000.00000000 PA USD 1758301.35000000 0.032524672120 Long DBT CORP KY Y 2 2026-02-21 Fixed 2.12500000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 BA Credit Card Trust, Series 2022-A1, Class A1 05522RDE5 2922000.00000000 PA USD 2913534.97000000 0.053893929849 Long ABS-O CORP US N 2 2027-11-15 Fixed 3.53000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBJ3 10000000.00000000 PA USD 9796281.80000000 0.181209468756 Long DBT CORP US N 2 2026-09-06 Fixed 3.21500000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 BAT International Finance plc 05530QAN0 14870000.00000000 PA USD 14412662.89000000 0.266602272064 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 05531FBE2 25609000.00000000 PA USD 25545054.58000000 0.472526808058 Long DBT CORP US N 2 2025-06-05 Fixed 3.70000000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 BAT International Finance plc 05531MV54 2064000.00000000 PA USD 2023169.56000000 0.037424146084 Long STIV CORP GB Y 2 2025-08-05 None 0.00000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 BMW US Capital LLC 05565ECL7 20281000.00000000 PA USD 20310141.16000000 0.375692529585 Long DBT CORP US Y 2 2026-04-02 Floating 4.90980240 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05571AAT2 4670000.00000000 PA USD 4723657.88000000 0.087377185803 Long DBT CORP FR Y 2 2027-01-18 Fixed 5.20300000 N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05571CBB6 32555000.00000000 PA USD 31228681.30000000 0.577661286585 Long STIV CORP FR Y 2 2026-02-11 None 0.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05583JAH5 1300000.00000000 PA USD 1277201.84000000 0.023625399069 Long DBT CORP FR Y 2 2026-10-06 Variable 1.65200000 N N N N N N BMW Vehicle Owner Trust N/A BMW Vehicle Owner Trust, Series 2023-A, Class A2A 05592XAB6 77442.14000000 PA USD 77538.69000000 0.001434293654 Long ABS-O CORP US N 2 2026-04-27 Fixed 5.72000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05593DCE1 59921000.00000000 PA USD 59818155.19000000 1.106503094263 Long STIV CORP FR N 2 2025-10-03 Fixed 4.20000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05593DEN9 9026000.00000000 PA USD 9039251.88000000 0.167206095595 Long STIV CORP FR N 2 2026-02-12 Fixed 4.56000000 N N N N N N BMW Vehicle Lease Trust N/A BMW Vehicle Lease Trust, Series 2023-2, Class A3 055979AC2 12424405.09000000 PA USD 12504717.69000000 0.231309520879 Long ABS-O CORP US N 2 2026-09-25 Fixed 5.99000000 N N N N N N BMW Vehicle Lease Trust N/A BMW Vehicle Lease Trust, Series 2024-2, Class A2A 05613MAB5 23847000.00000000 PA USD 23824075.88000000 0.440692522119 Long ABS-O CORP US N 2 2027-01-25 Fixed 4.29000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 Banco Bilbao Vizcaya Argentaria SA 05946KAJ0 4600000.00000000 PA USD 4514909.98000000 0.083515813005 Long DBT CORP ES N 2 2025-09-18 Fixed 1.12500000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 Banco Bilbao Vizcaya Argentaria SA 05946KAK7 45440000.00000000 PA USD 45703288.45000000 0.845409389964 Long DBT CORP ES N 2 2026-09-14 Variable 5.86200000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAR6 194000.00000000 PA USD 194245.60000000 0.003593112438 Long DBT CORP ES N 2 2025-08-18 Fixed 5.14700000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAE9 140000.00000000 PA USD 139334.78000000 0.002577384152 Long DBT CORP ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GJD2 22536000.00000000 PA USD 22312502.60000000 0.412731771637 Long DBT CORP US N 2 2026-06-19 Variable 1.31900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GJK6 17533000.00000000 PA USD 17160470.56000000 0.317430614724 Long DBT CORP US N 2 2026-10-24 Variable 1.19700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKM0 8500000.00000000 PA USD 8491126.17000000 0.157066986620 Long DBT CORP US N 2 2026-04-02 Variable 3.38400000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 BofA Securities, Inc. 06054NSV4 22354000.00000000 PA USD 22107547.15000000 0.408940550746 Long STIV CORP US N 2 2025-05-29 Fixed 0.00000000 N N N N N N Bank of America Auto Trust N/A Bank of America Auto Trust, Series 2023-2A, Class A2 06054YAB3 4982825.73000000 PA USD 4995313.69000000 0.092402215301 Long ABS-O CORP US Y 2 2026-08-17 Fixed 5.85000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal, Series f2f 06368L8K5 20852000.00000000 PA USD 20857459.05000000 0.385816695683 Long DBT CORP CA N 2 2027-09-10 Variable 4.56700000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368LC61 16665000.00000000 PA USD 16836690.16000000 0.311441396011 Long DBT CORP CA N 2 2026-12-11 Floating 5.53179960 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368LWV4 14815000.00000000 PA USD 14869172.68000000 0.275046689877 Long DBT CORP CA N 2 2025-09-25 Floating 5.31321840 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368MFW9 25285000.00000000 PA USD 25311796.54000000 0.468212052075 Long DBT CORP CA N 2 2026-12-11 Variable 4.58800000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06369LYM1 11308000.00000000 PA USD 10951917.07000000 0.202586156119 Long STIV CORP CA N 2 2025-11-21 None 0.00000000 N N N N N N Bank of New York Mellon (The) HPFHU0OQ28E4N0NFVK49 Bank of New York Mellon (The) 06405LAE1 9649000.00000000 PA USD 9650077.41000000 0.178505012067 Long DBT CORP US N 2 2026-03-13 Floating 4.82063400 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. (The) 06406RBE6 2098000.00000000 PA USD 2098629.40000000 0.038819985628 Long DBT CORP US N 2 2025-04-25 Floating 4.97676960 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 Bank of New Zealand 06407EAC9 46036000.00000000 PA USD 44501342.52000000 0.823176058186 Long DBT CORP NZ Y 2 2026-03-03 Fixed 1.00000000 N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia (The) 064159VL7 1317000.00000000 PA USD 1304680.27000000 0.024133689031 Long DBT CORP CA N 2 2025-06-11 Fixed 1.30000000 N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia (The) 06417XAH4 2160000.00000000 PA USD 2157353.59000000 0.039906252795 Long DBT CORP CA N 2 2025-04-11 Fixed 3.45000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia (The) 06417XAN1 18495000.00000000 PA USD 18532400.96000000 0.342808281887 Long DBT CORP CA N 2 2026-02-02 Fixed 4.75000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia (The) 06418GAB3 11700000.00000000 PA USD 11727729.00000000 0.216936954775 Long DBT CORP CA N 2 2025-06-12 Floating 5.46123960 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia (The) 06418GAC1 30841000.00000000 PA USD 30907493.50000000 0.571720025217 Long DBT CORP CA N 2 2025-06-12 Fixed 5.45000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia (The) 06418JAA9 44371000.00000000 PA USD 45047805.06000000 0.833284402207 Long DBT CORP CA N 2 2026-12-07 Fixed 5.35000000 N N N N N N Bank of New York Mellon (The) HPFHU0OQ28E4N0NFVK49 Bank of New York Mellon (The) 06428DAB8 453000.00000000 PA USD 453202.29000000 0.008383236404 Long STIV CORP US N 2 2025-05-09 Floating 4.68000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel SA 06675DCD2 3224000.00000000 PA USD 3222571.83000000 0.059610425798 Long DBT CORP FR Y 2 2025-07-13 Fixed 4.52400000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel SA 06675FAZ0 13749000.00000000 PA USD 13803823.59000000 0.255340096438 Long DBT CORP FR Y 2 2026-01-26 Fixed 4.93500000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel SA 06675FBA4 18150000.00000000 PA USD 18461389.20000000 0.341494721950 Long DBT CORP FR Y 2 2026-07-13 Fixed 5.89600000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738EAE5 5600000.00000000 PA USD 5596843.00000000 0.103529172338 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738EAN5 14247000.00000000 PA USD 14205742.83000000 0.262774710249 Long DBT CORP GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738EBL8 47624000.00000000 PA USD 47463233.28000000 0.877964462816 Long DBT CORP GB N 2 2026-05-07 Variable 2.85200000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738EBZ7 6000000.00000000 PA USD 6016289.46000000 0.111288000813 Long DBT CORP GB N 2 2026-08-09 Variable 5.30400000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738ECC7 2200000.00000000 PA USD 2236387.78000000 0.041368209880 Long DBT CORP GB N 2 2026-11-02 Variable 7.32500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2N3 6171000.00000000 PA USD 5998443.84000000 0.110957896455 Long DBT CORP FR Y 2 2027-01-13 Variable 1.32300000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2Q6 5762000.00000000 PA USD 5544507.43000000 0.102561080460 Long DBT CORP FR Y 2 2027-06-30 Variable 1.67500000 N N N N N N BofA Auto Trust N/A BofA Auto Trust, Series 2024-1A, Class A2 09709AAB8 11269928.05000000 PA USD 11310074.91000000 0.209211281165 Long ABS-O CORP US Y 2 2026-12-15 Fixed 5.57000000 N N N N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 Wells Fargo Securities LLC N/A 60000000.00000000 PA USD 60000000.00000000 1.109866819612 Long RA CORP US N 2 Repurchase Y 5.14000000 2025-03-05 61542000.00000000 USD 66465360.01000000 USD ACMO N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 Boston Properties 10113BRA8 2670000.00000000 PA USD 2656122.65000000 0.049132373300 Long STIV CORP US Y 2 2025-04-10 None 0.00000000 N N N N N N Brambles USA, Inc. 549300ELM3HO6HFZSW59 Brambles USA, Inc. 10510KAC1 6576000.00000000 PA USD 6543626.94000000 0.121042573677 Long DBT CORP US Y 2 2025-10-23 Fixed 4.12500000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122ED6 5189000.00000000 PA USD 5218602.78000000 0.096532567837 Long DBT CORP US N 2 2026-02-20 Fixed 4.95000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 Broadcom, Inc. 11135FCE9 34651000.00000000 PA USD 34882771.18000000 0.645253838480 Long DBT CORP US N 2 2028-04-15 Fixed 4.80000000 N N N N N N Brookfield Corporate Treasury Ltd. N/A Brookfield Corporate Treasury Ltd. 11271EQU5 5340000.00000000 PA USD 5320524.54000000 0.098417894164 Long STIV CORP CA Y 2 2025-03-28 Fixed 0.00000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 Bunge Ltd. Finance Corp. 120568BB5 6356000.00000000 PA USD 6268905.96000000 0.115960845337 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N CDP Financial, Inc. 549300OXMGVYFCBFV096 CDP Financial, Inc. 12509TAC1 7607000.00000000 PA USD 7322791.30000000 0.135455384846 Long STIV CORP CA Y 2 2026-01-12 None 0.00000000 N N N N N N CCG Receivables Trust N/A CCG Receivables Trust, Series 2024-1, Class A2 12515PAB3 34351000.00000000 PA USD 34517238.23000000 0.638492290269 Long ABS-O CORP US Y 2 2032-03-15 Fixed 4.99000000 N N N N N N CGI, Inc. 549300WSRCZY73ZG3090 CGI, Inc. 12532HAC8 11292000.00000000 PA USD 10784617.58000000 0.199491486904 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 CNH Industrial Capital LLC 12592BAL8 6606000.00000000 PA USD 6454984.20000000 0.119402879745 Long DBT CORP US N 2 2026-01-15 Fixed 1.87500000 N N N N N N CRH America, Inc. 549300RN11MJ182CNF63 CRH America, Inc. 12626PAM5 2749000.00000000 PA USD 2741155.70000000 0.050705295980 Long DBT CORP US Y 2 2025-05-18 Fixed 3.87500000 N N N N N N CNH Equipment Trust N/A CNH Equipment Trust, Series 2022-A, Class A3 12660DAC1 782421.70000000 PA USD 775193.45000000 0.014339358148 Long ABS-O CORP US N 2 2027-07-15 Fixed 2.94000000 N N N N N N CNH Equipment Trust N/A CNH Equipment Trust, Series 2022-B, Class A3 12663JAC5 13677430.66000000 PA USD 13614533.63000000 0.251838652340 Long ABS-O CORP US N 2 2027-11-15 Fixed 3.89000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650CL2 8002000.00000000 PA USD 7966983.57000000 0.147371511945 Long DBT CORP US N 2 2025-07-20 Fixed 3.87500000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607HR46 3846000.00000000 PA USD 3840474.99000000 0.071040262715 Long DBT CORP CA N 2 2025-04-07 Fixed 3.30000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607L8C0 15175000.00000000 PA USD 15408600.00000000 0.285024897944 Long DBT CORP CA N 2 2027-06-28 Fixed 5.23700000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607LNF6 12224000.00000000 PA USD 12234534.89000000 0.226311738796 Long DBT CORP CA N 2 2025-04-28 Fixed 5.14400000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607PHT4 22861000.00000000 PA USD 22841000.97000000 0.422507818389 Long DBT CORP CA N 2 2027-09-11 Variable 4.50800000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607PVP6 33913000.00000000 PA USD 34047795.36000000 0.629808639183 Long DBT CORP CA N 2 2028-01-13 Variable 4.86200000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HBZ7 6111000.00000000 PA USD 6105404.59000000 0.112936432912 Long DBT CORP US N 2 2025-04-30 Fixed 4.25000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCU7 25000000.00000000 PA USD 25031074.50000000 0.463019317446 Long DBT CORP US N 2 2026-07-24 Variable 4.98500000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 Capital One Multi-Asset Execution Trust, Series 2022-A1, Class A1 14041NFZ9 5880000.00000000 PA USD 5877961.40000000 0.108729238747 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.80000000 N N N N N N Capital One Prime Auto Receivables Trust N/A Capital One Prime Auto Receivables Trust, Series 2022-2, Class A3 14043GAD6 2616825.49000000 PA USD 2603978.97000000 0.048167830962 Long ABS-O CORP US N 2 2027-05-17 Fixed 3.66000000 N N N N N N Capital One Prime Auto Receivables Trust N/A Capital One Prime Auto Receivables Trust, Series 2021-1, Class A3 14044CAC6 992309.67000000 PA USD 985483.08000000 0.018229249529 Long ABS-O CORP US N 2 2026-09-15 Fixed 0.77000000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 Cardinal Health, Inc. 14149YBE7 14832000.00000000 PA USD 14772788.13000000 0.273263789644 Long DBT CORP US N 2 2025-09-15 Fixed 3.75000000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 Cardinal Health, Inc. 14149YBQ0 7238000.00000000 PA USD 7259502.36000000 0.134284679937 Long DBT CORP US N 2 2026-11-15 Fixed 4.70000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 Caterpillar Financial Services Corp. 14913UAN0 11665000.00000000 PA USD 11705032.06000000 0.216517111764 Long DBT CORP US N 2 2026-10-16 Fixed 4.45000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 Chesapeake Funding LLC, Series 2023-2A, Class A1 165183CZ5 8972145.97000000 PA USD 9102935.63000000 0.168384103613 Long ABS-O CORP US Y 2 2035-10-15 Fixed 6.16000000 N N N N N N Chevron Phillips Chemical Co. LLC N/A Chevron Phillips Chemical Co. LLC 166754AW1 1481000.00000000 PA USD 1481218.08000000 0.027399246660 Long DBT CORP US Y 2 2025-04-01 Fixed 5.12500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MB4 13912000.00000000 PA USD 13965701.99000000 0.258334487521 Long DBT CORP US N 2 2026-07-01 Floating 5.82204960 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MQ1 3921000.00000000 PA USD 3914228.71000000 0.072404542826 Long DBT CORP US N 2 2026-04-08 Variable 3.10600000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967NL1 8113000.00000000 PA USD 8108507.43000000 0.149989389218 Long DBT CORP US N 2 2026-03-17 Variable 3.29000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967NX5 19835000.00000000 PA USD 19946668.67000000 0.368969095310 Long DBT CORP US N 2 2026-09-29 Variable 5.61000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 Citibank Credit Card Issuance Trust, Series 2023-A2, Class A2 17305EGX7 11413000.00000000 PA USD 11430193.68000000 0.211433211786 Long ABS-O CORP US N 2 2027-12-08 Floating 5.00315040 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA 17325FBJ6 3365000.00000000 PA USD 3389020.88000000 0.062689363761 Long DBT CORP US N 2 2026-08-06 Fixed 4.92900000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA 17325FBL1 21435000.00000000 PA USD 21539688.11000000 0.398436418968 Long DBT CORP US N 2 2027-11-19 Variable 4.87600000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 Citigroup Global Markets, Inc. 17327AT31 11053000.00000000 PA USD 10925313.75000000 0.202094053749 Long STIV CORP US Y 2 2025-06-03 Fixed 0.00000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 Citigroup Global Markets, Inc. 17327AY76 4300000.00000000 PA USD 4169781.38000000 0.077131699978 Long STIV CORP US Y 2 2025-11-07 None 0.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 17327CAM5 11289000.00000000 PA USD 10935549.31000000 0.202283388890 Long DBT CORP US N 2 2027-01-28 Variable 1.12200000 N N N N N N CNH Equipment Trust N/A CNH Equipment Trust, Series 2024-A, Class A2 18978FAB2 3222694.83000000 PA USD 3229061.59000000 0.059730471953 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.19000000 N N N N N N Columbia Pipeline Group, Inc. 549300SRP1TQM9JJBG80 Columbia Pipeline Group, Inc. 198280AF6 5774000.00000000 PA USD 5765765.70000000 0.106653867334 Long DBT CORP US N 2 2025-06-01 Fixed 4.50000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 20271AAK3 13594000.00000000 PA USD 13631229.75000000 0.252147493500 Long DBT CORP AU Y 2 2025-12-09 Fixed 4.92800000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 2027A0KG3 3188000.00000000 PA USD 3190837.32000000 0.059023407804 Long DBT CORP AU Y 2 2025-07-07 Floating 4.76719560 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 Corebridge Financial, Inc. 21871XAB5 12844000.00000000 PA USD 12829823.56000000 0.237323257845 Long DBT CORP US N 2 2025-04-04 Fixed 3.50000000 N N N N N N Credit Agricole Corporate and Investment Bank 254900BN8XS34XZDJ223 Credit Agricole Corporate and Investment Bank 22536HVZ9 30914000.00000000 PA USD 30903449.67000000 0.571645223338 Long STIV CORP FR N 2 2025-10-07 Fixed 4.40000000 N N N N N N Credit Agricole Corporate and Investment Bank 254900BN8XS34XZDJ223 Credit Agricole Corporate and Investment Bank 22536HW96 5100000.00000000 PA USD 5104071.69000000 0.094413996894 Long STIV CORP FR N 2 2025-10-09 Fixed 4.54000000 N N N N N N Credit Industriel et Commercial N4JDFKKH2FTD8RKFXO39 Credit Industriel et Commercial 22536MBB3 10654000.00000000 PA USD 10220535.40000000 0.189057218652 Long STIV CORP FR Y 2 2026-02-11 Fixed 0.00000000 N N N N N N Credit Industriel et Commercial N4JDFKKH2FTD8RKFXO39 Credit Industriel et Commercial 22536WHC3 1000000.00000000 PA USD 1002449.67000000 0.018543093784 Long STIV CORP FR N 2 2025-06-05 Fixed 5.42000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 225401AQ1 43014000.00000000 PA USD 42738970.63000000 0.790576090110 Long DBT CORP CH Y 2 2026-06-05 Variable 2.19300000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 225401AT5 10300000.00000000 PA USD 9989918.50000000 0.184791317896 Long DBT CORP CH Y 2 2027-02-02 Variable 1.30500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 225401AY4 17946000.00000000 PA USD 18054873.00000000 0.333975074583 Long DBT CORP CH Y 2 2026-07-15 Variable 6.37300000 N N N N N N DLLAA LLC N/A DLLAA LLC, Series 2023-1A, Class A2 23292HAB7 6977746.77000000 PA USD 7002321.00000000 0.129527395636 Long ABS-O CORP US Y 2 2026-07-20 Fixed 5.93000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 DNB Bank ASA 2332K0YR7 7169000.00000000 PA USD 6943068.97000000 0.128431364601 Long STIV CORP NO Y 2 2025-11-25 Fixed 0.00000000 N N N N N N DG Bank 529900HNOAA1KXQJUQ27 DG Bank 23344JCR4 20000000.00000000 PA USD 20003086.00000000 0.370012690687 Long STIV CORP DE N 2 2025-08-07 Fixed 4.43000000 N N N N N N Dllad LLC N/A Dllad LLC, Series 2024-1A, Class A2 23346MAB2 3074222.52000000 PA USD 3092386.56000000 0.057202287272 Long ABS-O CORP US Y 2 2027-08-20 Fixed 5.50000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 Daimler Truck Finance North America LLC 233853BC3 15014000.00000000 PA USD 15138319.22000000 0.280025303449 Long DBT CORP US Y 2 2028-01-13 Fixed 4.95000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAZ4 8984000.00000000 PA USD 8846148.43000000 0.163634110397 Long DBT CORP DK Y 2 2026-09-11 Variable 1.62100000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636ABE0 6965000.00000000 PA USD 7024851.01000000 0.129944150812 Long DBT CORP DK Y 2 2026-09-22 Variable 6.25900000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636RAD6 12379000.00000000 PA USD 11910729.79000000 0.220322063188 Long STIV CORP DK Y 2 2026-01-13 None 0.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636RB60 13868000.00000000 PA USD 13305936.48000000 0.246130290050 Long STIV CORP DK Y 2 2026-02-06 Fixed 0.00000000 N N N N N N Dell Equipment Finance Trust N/A Dell Equipment Finance Trust, Series 2023-3, Class A2 24702EAB6 2725754.53000000 PA USD 2732681.49000000 0.050548541905 Long ABS-O CORP US Y 2 2029-04-23 Fixed 6.10000000 N N N N N N Dell Equipment Finance Trust N/A Dell Equipment Finance Trust, Series 2024-1, Class A2 24702GAC9 31471608.38000000 PA USD 31602618.39000000 0.584578292732 Long ABS-O CORP US Y 2 2030-03-22 Fixed 5.58000000 N N N N N N Dell Equipment Finance Trust N/A Dell Equipment Finance Trust, Series 2023-1, Class A3 24702HAE3 4346437.75000000 PA USD 4364048.65000000 0.080725213263 Long ABS-O CORP US Y 2 2028-09-22 Fixed 5.65000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 Discover Card Execution Note Trust, Series 2022-A3, Class A3 254683CW3 3826000.00000000 PA USD 3813102.94000000 0.070533940547 Long ABS-O CORP US N 2 2027-07-15 Fixed 3.56000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746UCE7 18548000.00000000 PA USD 18471841.17000000 0.341688060195 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 DuPont de Nemours, Inc. 26078JAC4 7707000.00000000 PA USD 7695315.34000000 0.142346252705 Long DBT CORP US N 2 2025-11-15 Fixed 4.49300000 N N N N N N DZ Bank AG Deutsche Zentral-Genossenschaftsbank 529900HNOAA1KXQJUQ27 DZ Bank AG 26821LW43 18000000.00000000 PA USD 17591776.74000000 0.325408821695 Long STIV CORP DE Y 2 2025-09-04 Fixed 0.00000000 N N N N N N EMD Finance LLC 529900C8KS5G529A0B76 EMD Finance LLC 26867LAL4 9178000.00000000 PA USD 9171689.67000000 0.169655900741 Long DBT CORP US Y 2 2025-03-19 Fixed 3.25000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 ERAC USA Finance LLC 26884TAP7 8987000.00000000 PA USD 8940639.66000000 0.165381988412 Long DBT CORP US Y 2 2025-11-01 Fixed 3.80000000 N N N N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 Eastman Chemical Co. 277432AR1 223000.00000000 PA USD 222740.26000000 0.004120200399 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 Element Fleet Management Corp. 286181AD4 13841000.00000000 PA USD 13789717.30000000 0.255079161385 Long DBT CORP CA Y 2 2025-06-15 Fixed 3.85000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 Element Fleet Management Corp. 286181AM4 1982000.00000000 PA USD 2016970.65000000 0.037309480009 Long DBT CORP CA Y 2 2027-03-13 Fixed 5.64300000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RBG3 2274000.00000000 PA USD 2273291.51000000 0.042050846970 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAV0 8809000.00000000 PA USD 8795765.18000000 0.162702132106 Long DBT CORP NL Y 2 2025-06-15 Fixed 4.50000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 Entergy Corp. 29364GAM5 7870000.00000000 PA USD 7710602.67000000 0.142629034377 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 Entergy Corp. 29366ES23 3150000.00000000 PA USD 3125441.81000000 0.057813736025 Long STIV CORP US Y 2 2025-05-02 None 0.00000000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing LLC, Series 2024-4, Class A2 29374MAB4 9718000.00000000 PA USD 9748285.18000000 0.180321637823 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.69000000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing LLC, Series 2023-2, Class A2 29375NAB1 2368152.00000000 PA USD 2385489.95000000 0.044126269067 Long ABS-O CORP US Y 2 2030-04-22 Fixed 5.56000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VCE1 15042000.00000000 PA USD 15101872.27000000 0.279351115775 Long DBT CORP US N 2 2027-01-11 Fixed 4.60000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 Equinix, Inc. 29444UBK1 11524000.00000000 PA USD 11298600.82000000 0.208999035969 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 Equitable Financial Life Global Funding 29449WAP2 3308000.00000000 PA USD 3330152.62000000 0.061600431619 Long DBT CORP US Y 2 2025-12-02 Fixed 5.50000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 Constellation Energy Generation LLC 30161MAS2 9714000.00000000 PA USD 9671743.52000000 0.178905787010 Long DBT CORP US N 2 2025-06-01 Fixed 3.25000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 Exelon Corp. 30161NAN1 31416000.00000000 PA USD 31322244.29000000 0.579391994221 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N Federal Realty OP LP 549300LI6XZ51GOCJ427 Federal Realty OP LP 313747BB2 6964000.00000000 PA USD 6741576.25000000 0.124704196529 Long DBT CORP US N 2 2026-02-15 Fixed 1.25000000 N N N N N N Fifth Third Bank, Inc. N/A Fifth Third Bank, Inc. 31677QBM0 3081000.00000000 PA USD 3073877.50000000 0.056859910746 Long DBT CORP US N 2 2025-07-28 Fixed 3.95000000 N N N N N N First Abu Dhabi Bank PJSC 2138002Y3WMK6RZS8H90 First Abu Dhabi Bank PJSC 31849HYD8 58393000.00000000 PA USD 56594024.37000000 1.046863830610 Long STIV CORP AE Y 2 2025-11-13 Fixed 0.00000000 N N N N N N First Abu Dhabi Bank PJSC 2138002Y3WMK6RZS8H90 First Abu Dhabi Bank PJSC 31849MBC4 2795000.00000000 PA USD 2680111.53000000 0.049576114333 Long STIV CORP AE Y 2 2026-02-12 Fixed 0.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738AT5 13316000.00000000 PA USD 13078471.32000000 0.241922689488 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust, Series 2023-B, Class A2A 344930AB8 271265.26000000 PA USD 271657.65000000 0.005025063533 Long ABS-O CORP US N 2 2026-06-15 Fixed 5.57000000 N N N N N N Ford Credit Auto Lease Trust N/A Ford Credit Auto Lease Trust, Series 2024-B, Class A2A 345279AB9 21394343.35000000 PA USD 21455648.84000000 0.396881879012 Long ABS-O CORP US N 2 2027-02-15 Fixed 5.18000000 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust, Series 2022-D, Class A3 345295AD1 10282225.86000000 PA USD 10328266.58000000 0.191050006354 Long ABS-O CORP US N 2 2027-05-17 Fixed 5.27000000 N N N N N N Ford Credit Auto Lease Trust N/A Ford Credit Auto Lease Trust, Series 2023-B, Class A3 34529NAD2 31486097.13000000 PA USD 31620832.44000000 0.584915212228 Long ABS-O CORP US N 2 2026-10-15 Fixed 5.91000000 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust, Series 2024-C, Class A2A 34532UAB5 24052000.00000000 PA USD 24027219.22000000 0.444450222997 Long ABS-O CORP US N 2 2027-08-15 Fixed 4.32000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 Fox Corp. 35137LAM7 4359000.00000000 PA USD 4350354.58000000 0.080471903364 Long DBT CORP US N 2 2025-04-07 Fixed 3.05000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust, Series 2022-2, Class A3 362585AC5 1620483.09000000 PA USD 1612051.07000000 0.029819366568 Long ABS-O CORP US N 2 2027-02-16 Fixed 3.10000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A2A 36267KAB3 1418092.85000000 PA USD 1420143.27000000 0.026269498241 Long ABS-O CORP US N 2 2026-09-16 Fixed 5.74000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A2A 36268GAB1 4099341.98000000 PA USD 4106832.30000000 0.075967281724 Long ABS-O CORP US N 2 2027-02-16 Fixed 5.12000000 N N N N N N GM Financial Automobile Leasing Trust N/A GM Financial Automobile Leasing Trust, Series 2024-2, Class A2A 36269WAB5 13390375.03000000 PA USD 13452364.43000000 0.248838882103 Long ABS-O CORP US N 2 2026-09-21 Fixed 5.43000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust, Series 2025-1, Class A2A 362955AB2 10901000.00000000 PA USD 10907385.81000000 0.201762426653 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.44000000 N N N N N N General Motors Co. 54930070NSV60J38I987 General Motors Co. 37045VAV2 11702000.00000000 PA USD 11775312.21000000 0.217817138540 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XBG0 5888000.00000000 PA USD 5906630.81000000 0.109259559195 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XDD5 6004000.00000000 PA USD 5827894.75000000 0.107803116853 Long DBT CORP US N 2 2026-01-08 Fixed 1.25000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XDZ6 4250000.00000000 PA USD 4280377.00000000 0.079177473462 Long DBT CORP US N 2 2025-10-10 Fixed 6.05000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 Georgia Power Co. 373334KU4 1554000.00000000 PA USD 1555771.56000000 0.028778320555 Long DBT CORP US N 2 2025-05-08 Floating 5.09942160 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 37790AXX6 38845000.00000000 PA USD 37657795.03000000 0.696585620059 Long STIV CORP US Y 2 2025-10-31 Fixed 0.00000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust, Series 2024-2, Class A2A 379931AB4 3849169.67000000 PA USD 3860656.75000000 0.071413580478 Long ABS-O CORP US N 2 2027-03-16 Fixed 5.33000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A3 38013JAD5 4503513.91000000 PA USD 4509881.88000000 0.083422804316 Long ABS-O CORP US N 2 2028-02-16 Fixed 4.66000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust, Series 2022-1, Class A3 380146AC4 6704660.20000000 PA USD 6661785.24000000 0.123228239954 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.26000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GXJ8 5964000.00000000 PA USD 5957933.30000000 0.110208541385 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GXM1 4176000.00000000 PA USD 4062587.73000000 0.075148855388 Long DBT CORP US N 2 2026-12-09 Variable 1.09300000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GYA6 6299000.00000000 PA USD 6100702.31000000 0.112849451170 Long DBT CORP US N 2 2027-03-09 Variable 1.43100000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38145GAM2 13400000.00000000 PA USD 13463235.67000000 0.249039975912 Long DBT CORP US N 2 2026-08-10 Variable 5.79800000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38145GAN0 7548000.00000000 PA USD 7569244.60000000 0.140014223851 Long DBT CORP US N 2 2026-08-10 Floating 5.41442160 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA 38151LAE0 11724000.00000000 PA USD 11749381.05000000 0.217337469639 Long DBT CORP US N 2 2027-03-18 Floating 5.13786960 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA 38151LAG5 17189000.00000000 PA USD 17376115.33000000 0.321419564308 Long DBT CORP US N 2 2027-05-21 Variable 5.41400000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280BX6 4211000.00000000 PA USD 4201099.39000000 0.077711013647 Long DBT CORP GB N 2 2026-09-12 Variable 4.29200000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CG2 7450000.00000000 PA USD 7400688.90000000 0.136896317539 Long DBT CORP GB N 2 2026-06-04 Variable 2.09900000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CJ6 7028000.00000000 PA USD 6999224.70000000 0.129470120959 Long DBT CORP GB N 2 2026-04-18 Variable 1.64500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CM9 7443000.00000000 PA USD 7172733.51000000 0.132679648811 Long DBT CORP GB N 2 2027-05-24 Variable 1.58900000 N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CX5 7400000.00000000 PA USD 7110021.75000000 0.131519620450 Long DBT CORP GB N 2 2027-11-22 Variable 2.25100000 N N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 HP, Inc. 40434LAA3 7330000.00000000 PA USD 7275772.44000000 0.134585640303 Long DBT CORP US N 2 2025-06-17 Fixed 2.20000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 HSBC USA, Inc. 40434PSL1 12473000.00000000 PA USD 12347272.16000000 0.228397128051 Long STIV CORP US Y 2 2025-05-20 Fixed 0.00000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 HSBC USA, Inc. 40434PT30 7500000.00000000 PA USD 7411379.55000000 0.137094070835 Long STIV CORP US Y 2 2025-06-03 Fixed 0.00000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 HSBC USA, Inc. 40434PX35 8000000.00000000 PA USD 7784482.00000000 0.143995637994 Long STIV CORP US Y 2 2025-10-03 Fixed 0.00000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 HSBC USA, Inc. 40434PXA9 24000000.00000000 PA USD 23333147.04000000 0.431611428280 Long STIV CORP US Y 2 2025-10-10 Fixed 0.00000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 L3Harris Technologies, Inc. 413875AR6 6807000.00000000 PA USD 6793481.84000000 0.125664334730 Long DBT CORP US N 2 2025-04-27 Fixed 3.83200000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Co. 42824CBR9 16023000.00000000 PA USD 16002616.34000000 0.296012881712 Long DBT CORP US N 2 2026-09-25 Fixed 4.45000000 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust, Series 2024-1, Class A2 437918AB1 26983639.46000000 PA USD 27055553.56000000 0.500467686374 Long ABS-O CORP US N 2 2026-09-15 Fixed 5.36000000 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust, Series 2021-4, Class A3 43815GAC3 930726.54000000 PA USD 926275.43000000 0.017134039426 Long ABS-O CORP US N 2 2026-01-21 Fixed 0.88000000 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust, Series 2022-2, Class A3 43815PAC3 4640565.65000000 PA USD 4628207.82000000 0.085611571561 Long ABS-O CORP US N 2 2026-07-20 Fixed 3.73000000 N N N N N N HPEFS Equipment Trust N/A HPEFS Equipment Trust, Series 2023-2A, Class A3 44328UAC0 1650000.00000000 PA USD 1660489.71000000 0.030715373890 Long ABS-O CORP US Y 2 2031-01-21 Fixed 5.99000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 Humana, Inc. 444859BM3 3943000.00000000 PA USD 3941080.98000000 0.072901250218 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABZ9 3820000.00000000 PA USD 3651827.79000000 0.067550708251 Long DBT CORP US Y 2 2026-09-17 Fixed 1.65000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ACB1 6663000.00000000 PA USD 6724027.08000000 0.124379575837 Long DBT CORP US Y 2 2026-03-30 Fixed 5.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ACF2 8214000.00000000 PA USD 8237349.44000000 0.152372680416 Long DBT CORP US Y 2 2025-06-26 Fixed 5.80000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ACK1 10300000.00000000 PA USD 10347244.35000000 0.191401052974 Long DBT CORP US Y 2 2025-07-11 Fixed 6.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ACQ8 5048000.00000000 PA USD 5097307.96000000 0.094288882902 Long DBT CORP US Y 2 2025-11-03 Fixed 6.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ADA2 17511000.00000000 PA USD 17688431.61000000 0.327196722248 Long DBT CORP US Y 2 2026-06-24 Fixed 5.45000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ADF1 10031000.00000000 PA USD 9934574.40000000 0.183767574892 Long DBT CORP US Y 2 2027-09-24 Fixed 4.30000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust, Series 2024-A, Class A2A 448973AB3 4829202.35000000 PA USD 4844680.91000000 0.089615843226 Long ABS-O CORP US N 2 2027-04-15 Fixed 5.29000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust, Series 2024-C, Class A2A 448976AB6 17814000.00000000 PA USD 17823031.70000000 0.329686525145 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.53000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust, Series 2022-A, Class A4 448977AE8 2459000.00000000 PA USD 2419521.98000000 0.044755786082 Long ABS-O CORP US N 2 2028-04-17 Fixed 2.35000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust, Series 2023-C, Class A2A 44918CAB8 957184.46000000 PA USD 961095.61000000 0.017778135466 Long ABS-O CORP US N 2 2027-01-15 Fixed 5.80000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust, Series 2022-B, Class A3 44918MAD2 2070615.48000000 PA USD 2065660.50000000 0.038210134158 Long ABS-O CORP US N 2 2026-11-16 Fixed 3.72000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust, Series 2023-B, Class A2A 44933XAB3 2408859.75000000 PA USD 2412112.43000000 0.044618725853 Long ABS-O CORP US N 2 2026-05-15 Fixed 5.77000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust, Series 2024-B, Class A2A 44934QAB7 45432681.00000000 PA USD 45601463.41000000 0.843525852742 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.15000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust, Series 2021-C, Class A3 44935FAD6 325144.19000000 PA USD 324684.50000000 0.006005942556 Long ABS-O CORP US N 2 2026-05-15 Fixed 0.74000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 456837BA0 27051000.00000000 PA USD 27028449.20000000 0.499966315877 Long DBT CORP NL N 2 2026-03-28 Variable 3.86900000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 456837BF9 1797000.00000000 PA USD 1834912.50000000 0.033941808344 Long DBT CORP NL N 2 2027-09-11 Variable 6.08300000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 45685NAA4 8584000.00000000 PA USD 8590424.52000000 0.158903785685 Long DBT CORP NL Y 2 2026-01-06 Fixed 4.62500000 N N N N N N ING US Funding LLC 254900QX5Y2ZDZ6XBT08 ING US Funding LLC 45685QX79 34765000.00000000 PA USD 33854314.83000000 0.626229678842 Long STIV CORP US Y 2 2025-10-07 Fixed 0.00000000 N N N N N N Interstate Power and Light Co. EF9UQIIO4KY2BWOK3P26 Interstate Power and Light Co. 461070AM6 9895000.00000000 PA USD 9833503.27000000 0.181897983332 Long DBT CORP US N 2 2025-08-15 Fixed 3.40000000 N N N N N N JPMorgan Securities Lending Money Market Fund 5493002FD4HXUJXMRO62 JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares 46645V642 10940614.00000000 NS USD 10940614.00000000 0.202377074413 Long STIV RF US N 1 N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 Jackson National Life Global Funding 46849LUZ2 12996000.00000000 PA USD 13126695.05000000 0.242814721452 Long DBT CORP US Y 2 2026-04-10 Fixed 5.60000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 Jackson National Life Global Funding 46849LVA6 12358000.00000000 PA USD 12594168.67000000 0.232964165457 Long DBT CORP US Y 2 2027-07-02 Fixed 5.55000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 Jackson National Life Global Funding 46849LVC2 19836000.00000000 PA USD 19928002.54000000 0.368623813338 Long DBT CORP US Y 2 2027-01-13 Fixed 4.90000000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 Jefferies Financial Group, Inc. 47233WGY9 23417000.00000000 PA USD 23417049.18000000 0.433163431635 Long DBT CORP US N 2 2025-09-15 Fixed 5.15000000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 Jefferies Financial Group, Inc. 47233WHZ5 3699000.00000000 PA USD 3706276.71000000 0.068557892412 Long DBT CORP US N 2 2026-02-10 Fixed 5.00000000 N N N N N N John Deere Owner Trust N/A John Deere Owner Trust, Series 2023-B, Class A2 477920AB8 2293051.91000000 PA USD 2295190.87000000 0.042455936521 Long ABS-O CORP US N 2 2026-06-15 Fixed 5.59000000 N N N N N N John Deere Owner Trust N/A John Deere Owner Trust, Series 2022-C, Class A3 47800BAC2 5490990.08000000 PA USD 5509897.76000000 0.101920878388 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.09000000 N N N N N N John Deere Owner Trust N/A John Deere Owner Trust, Series 2024-A, Class A2A 47800RAB9 8107905.95000000 PA USD 8132647.23000000 0.150435921936 Long ABS-O CORP US N 2 2027-02-16 Fixed 5.19000000 N N N N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 JPMorgan Prime Money Market Fund, Class Institutional 4812A2603 158448121.88600000 NS USD 158511501.13000000 2.932110927186 Long STIV RF US N 1 N N N Kookmin Bank 549300XXMOJSIW8P4769 Kookmin Bank 48668M5J8 6292000.00000000 PA USD 6297587.17000000 0.116491384060 Long STIV CORP KR N 2 2025-06-09 Floating 4.91000040 N N N N N N Kookmin Bank 549300XXMOJSIW8P4769 Kookmin Bank 48668M5L3 13430000.00000000 PA USD 13436388.79000000 0.248543368223 Long STIV CORP KR N 2 2025-04-23 Floating 4.88000160 N N N N N N Kookmin Bank 549300XXMOJSIW8P4769 Kookmin Bank 48668M5M1 17617000.00000000 PA USD 17648412.34000000 0.326456454583 Long STIV CORP KR N 2 2025-05-14 Fixed 5.47000000 N N N N N N Kookmin Bank 549300XXMOJSIW8P4769 Kookmin Bank 48668M5Z2 9986000.00000000 PA USD 9984180.75000000 0.184685182257 Long STIV CORP KR N 2 2025-07-24 Fixed 4.67000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 KeyBank NA 49327M2K9 3828000.00000000 PA USD 3812695.12000000 0.070526396783 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 KeyBank NA 49327M3E2 8582000.00000000 PA USD 8560790.96000000 0.158355630602 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 KeyBank NA 49327M3G7 18018000.00000000 PA USD 18027725.94000000 0.333472914231 Long DBT CORP US N 2 2026-01-26 Fixed 4.70000000 N N N N N N Kia Corp. 988400V8MJK9N7OI5X76 Kia Corp. 493738AD0 4416000.00000000 PA USD 4343136.00000000 0.080338375657 Long DBT CORP KR Y 2 2026-04-21 Fixed 3.25000000 N N N N N N LSEGA Financing plc 2138009YFYTGEHZNNZ09 LSEGA Financing plc 50220PAB9 4732000.00000000 PA USD 4574898.07000000 0.084625459516 Long DBT CORP GB Y 2 2026-04-06 Fixed 1.37500000 N N N N N N LYB International Finance III LLC 984500A51LA0B8EB4053 LYB International Finance III LLC 50249AAF0 9698000.00000000 PA USD 9502030.77000000 0.175766477842 Long DBT CORP US N 2 2025-10-01 Fixed 1.25000000 N N N N N N Lloyds Bank plc H7FNTJ4851HG0EXQ1Z70 Lloyds Bank plc 53944VAH2 1939000.00000000 PA USD 1934646.34000000 0.035786663007 Long DBT CORP GB N 2 2025-05-14 Fixed 3.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 53944YAF0 15827000.00000000 PA USD 15816914.56000000 0.292577810979 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661DT1 1818000.00000000 PA USD 1815664.87000000 0.033585769912 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661EP8 5132000.00000000 PA USD 5152269.09000000 0.095305541811 Long DBT CORP US N 2 2026-04-01 Fixed 4.80000000 N N N N N N Manufacturers & Traders Trust Co. WWB2V0FCW3A0EE3ZJN75 Manufacturers & Traders Trust Co. 55279HAT7 4015000.00000000 PA USD 4030236.76000000 0.074550434251 Long DBT CORP US N 2 2025-11-21 Fixed 5.40000000 N N N N N N Manufacturers & Traders Trust Co. WWB2V0FCW3A0EE3ZJN75 Manufacturers & Traders Trust Co. 55279HAV2 36903000.00000000 PA USD 36882916.65000000 0.682252090006 Long DBT CORP US N 2 2026-01-27 Fixed 4.65000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAJ9 2547000.00000000 PA USD 2545461.41000000 0.047085385992 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBR0 15379000.00000000 PA USD 14942427.41000000 0.276401739780 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N MUFG Bank Ltd. C3GTMMZIHMY46P4OIX74 MUFG Bank Ltd. 55381BDP0 25723000.00000000 PA USD 25724149.56000000 0.475839667656 Long STIV CORP JP N 2 2026-01-30 Floating 4.65000120 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd. 55607KYL4 33083000.00000000 PA USD 32035546.90000000 0.592586509207 Long STIV CORP AU Y 2 2025-11-20 Fixed 0.00000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd. 55608JBF4 14433000.00000000 PA USD 14457765.44000000 0.267436569126 Long DBT CORP AU Y 2 2026-08-09 Variable 5.10800000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd. 55608PBT0 15460000.00000000 PA USD 15794108.38000000 0.292155947272 Long DBT CORP AU Y 2 2027-07-02 Fixed 5.27200000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp. 56585ABH4 12229000.00000000 PA USD 12225233.83000000 0.226139689832 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 Marriott International, Inc., Series EE 571903BD4 2801000.00000000 PA USD 2802199.95000000 0.051834479107 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 Marriott International, Inc. 571903BM4 1864000.00000000 PA USD 1887947.46000000 0.034922837383 Long DBT CORP US N 2 2026-09-15 Fixed 5.45000000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 MassMutual Global Funding II 57629TBQ9 4000000.00000000 PA USD 4031767.00000000 0.074578740295 Long DBT CORP US Y 2 2026-07-10 Floating 5.33559240 N N N N N N Mercedes-Benz Auto Lease Trust N/A Mercedes-Benz Auto Lease Trust, Series 2023-A, Class A3 58768RAC4 4353053.12000000 PA USD 4357197.23000000 0.080598477201 Long ABS-O CORP US N 2 2027-01-15 Fixed 4.74000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 Mercedes-Benz Finance North America LLC 58769JAP2 23032000.00000000 PA USD 23111295.72000000 0.427507671298 Long DBT CORP US Y 2 2026-01-09 Fixed 4.90000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 Mercedes-Benz Finance North America LLC 58769JAT4 10340000.00000000 PA USD 10397934.19000000 0.192338702499 Long DBT CORP US Y 2 2026-07-31 Fixed 4.87500000 N N N N N N Met Tower Global Funding 635400OFJCY9IOGBGY57 Met Tower Global Funding 58989V2J2 5033000.00000000 PA USD 4973011.02000000 0.091989665411 Long DBT CORP US Y 2 2027-10-01 Fixed 4.00000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 Microchip Technology, Inc. 595017BA1 26453000.00000000 PA USD 26393006.45000000 0.488212035477 Long DBT CORP US N 2 2025-09-01 Fixed 4.25000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822BS2 21109000.00000000 PA USD 20860856.95000000 0.385879549291 Long DBT CORP JP N 2 2025-07-17 Fixed 1.41200000 N N N N N N Mitsubishi UFJ Trust & Banking Corp. JBONEPAGQXF4QP29B387 Mitsubishi UFJ Trust & Banking Corp. 60683DWQ8 5511000.00000000 PA USD 5512457.49000000 0.101968227711 Long STIV CORP JP N 2 2025-04-03 Floating 4.74999840 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. 60687YBD0 6439000.00000000 PA USD 6404914.57000000 0.118476702728 Long DBT CORP JP N 2 2026-05-25 Variable 2.22600000 N N N N N N Mizuho Bank Ltd. RB0PEZSDGCO3JS6CEU02 Mizuho Bank Ltd. 60689FYJ1 17583000.00000000 PA USD 17037697.37000000 0.315159583226 Long STIV CORP JP Y 2 2025-11-18 Fixed 0.00000000 N N N N N N Mizuho Bank Ltd. RB0PEZSDGCO3JS6CEU02 Mizuho Bank Ltd. 60710TWK3 8898000.00000000 PA USD 8907690.10000000 0.164772494689 Long STIV CORP JP N 2 2025-11-20 Fixed 4.60000000 N N N N N N Mizuho Bank Ltd. RB0PEZSDGCO3JS6CEU02 Mizuho Bank Ltd. 60710TYR6 17816000.00000000 PA USD 17845883.31000000 0.330109229207 Long STIV CORP JP N 2 2026-01-14 Fixed 4.60000000 N N N N N N Mizuho Bank Ltd. RB0PEZSDGCO3JS6CEU02 Mizuho Bank Ltd. 60710TZH7 10500000.00000000 PA USD 10501802.22000000 0.194260030501 Long STIV CORP JP N 2 2025-07-22 Fixed 4.48000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA 61690U7U8 1738000.00000000 PA USD 1742822.19000000 0.032238342019 Long DBT CORP US N 2 2025-07-16 Fixed 5.47900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468Q5 20628000.00000000 PA USD 20547538.01000000 0.380083844367 Long DBT CORP US N 2 2026-04-28 Variable 2.18800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468V4 35902000.00000000 PA USD 34907335.45000000 0.645708222950 Long DBT CORP US N 2 2026-12-10 Variable 0.98500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEC5 10192000.00000000 PA USD 9770431.67000000 0.180731298730 Long DBT CORP US N 2 2027-07-20 Variable 1.51200000 N N N N N N NBN Co. Ltd. 2549007CRZ2NT7S96A24 NBN Co. Ltd. 62878U2H4 9275000.00000000 PA USD 9173705.31000000 0.169693185607 Long DBT NUSS AU Y 2 2027-10-01 Fixed 4.00000000 N N N N N N NXP BV N/A NXP BV 62954HAW8 1654000.00000000 PA USD 1646846.45000000 0.030463003864 Long DBT CORP US N 2 2025-05-01 Fixed 2.70000000 N N N N N N National Australia Bank Ltd. 549300E2IPL06NDXMZ63 National Australia Bank Ltd. 63253QAF1 7125000.00000000 PA USD 7144467.57000000 0.132156791662 Long DBT CORP AU N 2 2025-12-10 Fixed 4.75000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd. 63254GE76 16402000.00000000 PA USD 16406355.39000000 0.303481157968 Long STIV CORP AU Y 2 2025-04-09 Floating 4.70999880 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 National Bank of Canada 63307A2Y0 24102000.00000000 PA USD 24162040.25000000 0.446944112793 Long DBT CORP CA N 2 2027-03-25 Floating 5.26354200 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 National Bank of Canada 63307A3A1 9774000.00000000 PA USD 9898539.72000000 0.183101013297 Long DBT CORP CA N 2 2027-07-02 Variable 5.60000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 Nationwide Building Society 638602BP6 8966000.00000000 PA USD 8945421.60000000 0.165470443688 Long DBT CORP GB Y 2 2025-07-21 Fixed 3.90000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 NatWest Group plc 639057AG3 2600000.00000000 PA USD 2648991.57000000 0.049000464149 Long DBT CORP GB N 2 2026-11-10 Variable 7.47200000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 NatWest Group plc 639057AJ7 5763000.00000000 PA USD 5833217.95000000 0.107901584237 Long DBT CORP GB N 2 2027-03-02 Variable 5.84700000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 NatWest Markets plc, Series G 63906ERG9 4939000.00000000 PA USD 4911180.59000000 0.090845939699 Long STIV CORP GB Y 2 2025-04-16 Fixed 0.00000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 NatWest Markets plc 63906EYJ5 13586000.00000000 PA USD 13164934.54000000 0.243522067138 Long STIV CORP GB Y 2 2025-11-18 Fixed 0.00000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 NatWest Markets plc 63906YAD0 792000.00000000 PA USD 756987.21000000 0.014002583120 Long DBT CORP GB Y 2 2026-09-29 Fixed 1.60000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 NatWest Markets plc 63906YAF5 4101000.00000000 PA USD 4103829.69000000 0.075911740104 Long DBT CORP GB Y 2 2025-03-22 Floating 5.82513840 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 NatWest Markets plc 63906YAG3 7370000.00000000 PA USD 7364790.22000000 0.136232271643 Long DBT CORP GB Y 2 2025-03-22 Fixed 3.47900000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 New York Life Global Funding 64953BBL1 473000.00000000 PA USD 474727.36000000 0.008781402420 Long DBT CORP US Y 2 2027-04-02 Floating 5.02980480 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KBP4 2194000.00000000 PA USD 2194000.00000000 0.040584130037 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KBS8 24616000.00000000 PA USD 24731245.96000000 0.457473154978 Long DBT CORP US N 2 2025-09-01 Fixed 5.74900000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KCS7 16599000.00000000 PA USD 16659080.41000000 0.308156009871 Long DBT CORP US N 2 2026-01-29 Fixed 4.95000000 N N N N N N Nissan Auto Receivables Owner Trust N/A Nissan Auto Receivables Owner Trust, Series 2023-A, Class A3 65480WAD3 20436106.08000000 PA USD 20485792.38000000 0.378941687267 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.91000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 Nomura Holdings, Inc. 65535HAR0 27023000.00000000 PA USD 26736636.46000000 0.494568427916 Long DBT CORP JP N 2 2025-07-16 Fixed 1.85100000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 Nomura Holdings, Inc. 65535HBE8 4293000.00000000 PA USD 4296626.55000000 0.079478054068 Long DBT CORP JP N 2 2025-07-03 Fixed 5.09900000 N N N N N N Norinchukin BK NY BR 549300KQZJBM38M51L16 Norinchukin Bank (The) 65603AL33 28781000.00000000 PA USD 28779702.26000000 0.532360610278 Long STIV CORP US N 2 2025-10-09 Fixed 4.51000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 Nutrien Ltd. 67077MAY4 5492000.00000000 PA USD 5537873.85000000 0.102438373955 Long DBT CORP CA N 2 2025-11-07 Fixed 5.95000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 ONEOK, Inc. 682680BQ5 2750000.00000000 PA USD 2747956.20000000 0.050831090135 Long DBT CORP US N 2 2025-03-15 Fixed 3.20000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XBT1 29418000.00000000 PA USD 29366690.30000000 0.543218586096 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 Otis Worldwide Corp. 68902VAH0 26069000.00000000 PA USD 26000379.35000000 0.480949305631 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. (The) 693475BL8 26380000.00000000 PA USD 26402104.59000000 0.488380330873 Long DBT CORP US N 2 2027-01-26 Variable 4.75800000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. (The) 693475BQ7 9371000.00000000 PA USD 9396917.19000000 0.173822109930 Long DBT CORP US N 2 2026-06-12 Variable 5.81200000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69353RFX1 32560000.00000000 PA USD 32623768.76000000 0.603467307957 Long DBT CORP US N 2 2027-01-15 Variable 4.77500000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 Pacific Life Global Funding II 6944PL3G2 15459000.00000000 PA USD 15475077.36000000 0.286254581546 Long DBT CORP US Y 2 2027-02-04 Floating 4.82890320 N N N N N N Penske Truck Leasing Co. LP N/A Penske Truck Leasing Co. LP 709599AW4 9634000.00000000 PA USD 9435613.59000000 0.174537907437 Long DBT CORP US Y 2 2026-11-15 Fixed 3.40000000 N N N N N N Penske Truck Leasing Co. LP N/A Penske Truck Leasing Co. LP 709599AZ7 6258000.00000000 PA USD 6256773.56000000 0.115736422867 Long DBT CORP US Y 2 2025-03-10 Fixed 3.95000000 N N N N N N Penske Truck Leasing Co. LP N/A Penske Truck Leasing Co. LP 709599BJ2 380000.00000000 PA USD 378815.33000000 0.007007242758 Long DBT CORP US Y 2 2025-07-15 Fixed 4.00000000 N N N N N N Penske Truck Leasing Co. LP N/A Penske Truck Leasing Co. LP 709599BL7 12062000.00000000 PA USD 11763349.34000000 0.217595851999 Long DBT CORP US Y 2 2025-11-15 Fixed 1.20000000 N N N N N N Pernod Ricard SA 52990097YFPX9J0H5D87 Pernod Ricard SA 714264AM0 7855000.00000000 PA USD 7737860.74000000 0.143133248168 Long DBT CORP FR Y 2 2026-06-08 Fixed 3.25000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172CN7 13303000.00000000 PA USD 13234048.42000000 0.244800520508 Long DBT CORP US N 2 2025-05-01 Fixed 1.50000000 N N N N N N Porsche Financial Auto Securitization Trust N/A Porsche Financial Auto Securitization Trust, Series 2023-2A, Class A2A 732916AB7 358658.65000000 PA USD 359099.37000000 0.006642541261 Long ABS-O CORP US Y 2 2026-11-23 Fixed 5.88000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 Principal Life Global Funding II 74256LEX3 3712000.00000000 PA USD 3747668.87000000 0.069323555495 Long DBT CORP US Y 2 2027-01-16 Fixed 5.00000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 Principal Life Global Funding II 74256LFA2 4292000.00000000 PA USD 4304178.94000000 0.079617756519 Long DBT CORP US Y 2 2027-08-19 Fixed 4.60000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 74977RDK7 7069000.00000000 PA USD 6833695.05000000 0.126408189855 Long DBT CORP NL Y 2 2027-02-24 Variable 1.10600000 N N N N N N Reliance Standard Life Global Funding II N/A Reliance Standard Life Global Funding II 75951AAP3 18423000.00000000 PA USD 18345628.74000000 0.339353410390 Long DBT CORP US Y 2 2025-05-07 Fixed 2.75000000 N N N N N N Reliance Standard Life Global Funding II N/A Reliance Standard Life Global Funding II 75951ACY2 1933000.00000000 PA USD 1938175.12000000 0.035851937604 Long DBT CORP US Y 2 2026-02-02 Fixed 5.24300000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 Republic Services, Inc. 760759AQ3 1288000.00000000 PA USD 1287149.89000000 0.023809415912 Long DBT CORP US N 2 2025-03-15 Fixed 3.20000000 N N N N N N Reynolds American, Inc. 02S2RPPVO9RP4NEU2740 Reynolds American, Inc. 761713BG0 3568000.00000000 PA USD 3565159.12000000 0.065947530232 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78015K7H1 5031000.00000000 PA USD 4987199.46000000 0.092252120057 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78017DAE8 26495000.00000000 PA USD 26498179.40000000 0.490157501603 Long DBT CORP CA N 2 2026-08-03 Floating 4.81310640 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 Ryder System, Inc. 78355HKQ1 10616000.00000000 PA USD 10600023.34000000 0.196076903203 Long DBT CORP US N 2 2025-06-01 Fixed 4.62500000 N N N N N N SCF Equipment Leasing LLC N/A SCF Equipment Leasing LLC, Series 2024-1A, Class A2 783896AB9 6629372.36000000 PA USD 6684115.73000000 0.123641304452 Long ABS-O CORP US Y 2 2029-11-20 Fixed 5.88000000 N N N N N N SBNA Auto Lease Trust N/A SBNA Auto Lease Trust, Series 2024-C, Class A2 78398DAB3 4237526.45000000 PA USD 4243252.62000000 0.078490754836 Long ABS-O CORP US Y 2 2026-11-20 Fixed 4.94000000 N N N N N N SBNA Auto Lease Trust N/A SBNA Auto Lease Trust, Series 2024-C, Class A3 78398DAC1 5638000.00000000 PA USD 5645195.22000000 0.104423581081 Long ABS-O CORP US Y 2 2028-02-22 Fixed 4.56000000 N N N N N N SBNA Auto Lease Trust N/A SBNA Auto Lease Trust, Series 2024-A, Class A3 78414SAE4 3340000.00000000 PA USD 3353519.65000000 0.062032669807 Long ABS-O CORP US Y 2 2026-11-20 Fixed 5.39000000 N N N N N N SBNA Auto Lease Trust N/A SBNA Auto Lease Trust, Series 2023-A, Class A3 78436TAC0 22914000.00000000 PA USD 23120846.97000000 0.427684348222 Long ABS-O CORP US Y 2 2027-04-20 Fixed 6.51000000 N N N N N N SCF Equipment Trust LLC N/A SCF Equipment Trust LLC, Series 2025-1A, Class A2 78437DAB6 2473000.00000000 PA USD 2478106.00000000 0.045839460414 Long ABS-O CORP US Y 2 2030-07-22 Fixed 4.82000000 N N N N N N SBNA Auto Lease Trust N/A SBNA Auto Lease Trust, Series 2024-B, Class A2 78437VAC4 5687009.81000000 PA USD 5705542.64000000 0.105539874400 Long ABS-O CORP US Y 2 2026-11-20 Fixed 5.67000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AM8 4748000.00000000 PA USD 4748000.00000000 0.087827460992 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 Santander UK Group Holdings plc 80281LAM7 60118000.00000000 PA USD 59228020.94000000 1.095586920543 Long DBT CORP GB N 2 2026-08-21 Variable 1.53200000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 Santander Holdings USA, Inc. 80282KBB1 15772000.00000000 PA USD 15714374.00000000 0.290681038226 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2023-3, Class A3 80285XAC9 2763431.22000000 PA USD 2771365.31000000 0.051264106709 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.61000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2023-2, Class A3 80287JAC8 872978.55000000 PA USD 873898.41000000 0.016165180816 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.21000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2024-3, Class A2 80287LAB5 11611745.70000000 PA USD 11653597.92000000 0.215565694341 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.91000000 N N N N N N Scentre Group Trust 1 N/A Scentre Group Trust 1 80622GAD6 626000.00000000 PA USD 620021.44000000 0.011469020395 Long DBT CORP AU Y 2 2026-01-28 Fixed 3.62500000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 Charles Schwab Corp. (The) 8085A2UN5 41075000.00000000 PA USD 40364731.10000000 0.746657928841 Long STIV CORP US Y 2 2025-07-22 Fixed 0.00000000 N N N N N N Shinhan Bank 5493003P813VL21KG928 Shinhan Bank 82460ARV2 13376000.00000000 PA USD 13390221.10000000 0.247689368436 Long STIV CORP KR N 2 2025-06-09 Floating 4.91000040 N N N N N N Shinhan Bank 5493003P813VL21KG928 Shinhan Bank 82460ARX8 8117000.00000000 PA USD 8122417.61000000 0.150246696672 Long STIV CORP KR N 2 2025-04-28 Floating 4.88000160 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 Skandinaviska Enskilda Banken AB 83050TRP8 7908000.00000000 PA USD 7856445.38000000 0.145326800789 Long STIV CORP SE Y 2 2025-04-23 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAZ5 20231000.00000000 PA USD 19719753.73000000 0.364771672597 Long DBT CORP FR Y 2 2026-12-14 Variable 1.48800000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBC5 17493000.00000000 PA USD 16821285.77000000 0.311156448989 Long DBT CORP FR Y 2 2027-06-09 Variable 1.79200000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBN1 5461000.00000000 PA USD 5453375.52000000 0.100875342408 Long DBT CORP FR Y 2 2025-06-13 Fixed 4.35100000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBQ4 2000000.00000000 PA USD 2026058.30000000 0.037477581362 Long DBT CORP FR Y 2 2027-01-12 Variable 6.44700000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBV3 2500000.00000000 PA USD 2523892.50000000 0.046686409033 Long DBT CORP FR Y 2 2028-01-19 Variable 5.51900000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368YNR4 4000000.00000000 PA USD 3989610.80000000 0.073798944168 Long STIV CORP FR N 2 2025-03-21 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83369BSV9 13705000.00000000 PA USD 13555204.35000000 0.250741192352 Long STIV CORP FR Y 2 2025-05-29 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83369BYM2 3000000.00000000 PA USD 2904897.60000000 0.053734157676 Long STIV CORP FR Y 2 2025-11-21 None 0.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank 85324UAE3 814000.00000000 PA USD 783634.79000000 0.014495504201 Long STIV CORP GB Y 2 2026-01-14 None 0.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254AZ3 5269000.00000000 PA USD 5237754.83000000 0.096886838251 Long DBT CORP GB Y 2 2026-04-12 Fixed 4.05000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank 85325VNW6 22558000.00000000 PA USD 22553036.11000000 0.417181107666 Long STIV CORP GB N 2 2025-10-09 Fixed 4.50000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank 85325VPJ3 31300000.00000000 PA USD 31345501.44000000 0.579822199872 Long STIV CORP GB N 2 2025-11-12 Fixed 4.68000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank 85325X2B1 8583000.00000000 PA USD 8635871.28000000 0.159744449868 Long DBT CORP GB N 2 2027-12-03 Fixed 4.85300000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 Stanley Black & Decker, Inc. 854502AK7 7736000.00000000 PA USD 7648864.02000000 0.141487006392 Long DBT CORP US N 2 2026-03-01 Fixed 3.40000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 State Street Corp. 857477BM4 18863000.00000000 PA USD 18835966.87000000 0.348423577405 Long DBT CORP US N 2 2026-03-30 Variable 2.90100000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 State Street Corp. 857477BX0 8605000.00000000 PA USD 8673826.58000000 0.160446538670 Long DBT CORP US N 2 2026-11-04 Variable 5.75100000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MAF7 21043000.00000000 PA USD 20535693.25000000 0.379864742598 Long DBT CORP JP N 2 2026-07-14 Fixed 2.63200000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MCA6 700000.00000000 PA USD 692485.10000000 0.012809437259 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MCT5 11188000.00000000 PA USD 11279537.20000000 0.208646401314 Long DBT CORP JP N 2 2026-01-13 Fixed 5.46400000 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 Sumitomo Mitsui Trust Bank Ltd. 86563VBG3 8335000.00000000 PA USD 8429431.30000000 0.155925768467 Long DBT CORP JP Y 2 2026-03-09 Fixed 5.65000000 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 Sumitomo Mitsui Trust Bank Ltd. 86563VBT5 12666000.00000000 PA USD 12660586.17000000 0.234192741782 Long DBT CORP JP Y 2 2027-09-10 Fixed 4.45000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 867914BS1 12699000.00000000 PA USD 12682054.45000000 0.234589857309 Long DBT CORP US N 2 2025-05-01 Fixed 4.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABB0 21635000.00000000 PA USD 21602344.13000000 0.399595416262 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABR5 34084000.00000000 PA USD 33326605.12000000 0.616468220550 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABU8 13034000.00000000 PA USD 12771503.71000000 0.236244470071 Long DBT CORP US N 2 2026-04-15 Fixed 2.62500000 N N N N N N Telstra Corp. Ltd. PCTXNQGRJVR3OG33JG65 Telstra Corp. Ltd. 87969NAD7 9049000.00000000 PA USD 9033947.53000000 0.167107976894 Long DBT CORP AU Y 2 2025-04-07 Fixed 3.12500000 N N N N N N TELUS Corp. L2TEUTQ8OSHMJWVLCE40 TELUS Corp. 87974PVS9 8000000.00000000 PA USD 7820986.72000000 0.144670894285 Long STIV CORP CA Y 2 2025-08-26 Fixed 0.00000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust, Series 2024-A, Class A2A 88166VAB2 4367347.76000000 PA USD 4377397.90000000 0.080972144757 Long ABS-O CORP US Y 2 2026-06-22 Fixed 5.37000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) 89114TZH8 3536000.00000000 PA USD 3542268.06000000 0.065524096432 Long DBT CORP CA N 2 2026-09-10 Floating 4.97248560 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) 89115A2Z4 5372000.00000000 PA USD 5379814.38000000 0.099514624600 Long DBT CORP CA N 2 2025-10-10 Floating 4.83559200 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust, Series 2023-A, Class A3 891940AC2 6744726.91000000 PA USD 6749397.63000000 0.124848874698 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.63000000 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust, Series 2022-C, Class A3 89231CAD9 6830314.78000000 PA USD 6802454.61000000 0.125830311059 Long ABS-O CORP US N 2 2027-04-15 Fixed 3.76000000 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust, Series 2023-C, Class A2A 89231FAB6 2255711.89000000 PA USD 2259808.49000000 0.041801441028 Long ABS-O CORP US N 2 2026-08-17 Fixed 5.60000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp. 89236TML6 12598000.00000000 PA USD 12684346.69000000 0.234632258661 Long DBT CORP US N 2 2026-08-07 Floating 5.11096680 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp. 89236TMR3 30364000.00000000 PA USD 30410167.25000000 0.562520593494 Long DBT CORP US N 2 2026-04-10 Floating 4.80558960 N N N N N N Toyota Auto Loan Extended Note Trust 54930055QDKD6LCRW256 Toyota Auto Loan Extended Note Trust, Series 2021-1A, Class A 89237MAA7 6139000.00000000 PA USD 5939179.23000000 0.109861632718 Long ABS-O CORP US Y 2 2034-02-27 Fixed 1.07000000 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust, Series 2022-B, Class A3 89238FAD5 1515781.12000000 PA USD 1508703.63000000 0.027907668326 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.93000000 N N N N N N Trans-Allegheny Interstate Line Co. N/A Trans-Allegheny Interstate Line Co. 893045AE4 11750000.00000000 PA USD 11709192.25000000 0.216594066045 Long DBT CORP US Y 2 2025-06-01 Fixed 3.85000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd. 89352HAT6 16706000.00000000 PA USD 16717051.69000000 0.309228349874 Long DBT CORP CA N 2 2026-01-15 Fixed 4.87500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 89788MAA0 5000000.00000000 PA USD 4927499.00000000 0.091147794062 Long DBT CORP US N 2 2025-08-05 Fixed 1.20000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 89788MAD4 8300000.00000000 PA USD 8031450.10000000 0.148563999656 Long DBT CORP US N 2 2027-03-02 Variable 1.26700000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 89788MAH5 6471000.00000000 PA USD 6460530.89000000 0.119505481198 Long DBT CORP US N 2 2026-07-28 Variable 4.26000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AC2 1439000.00000000 PA USD 1397621.89000000 0.025852902701 Long DBT CORP CH Y 2 2027-01-30 Variable 1.36400000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AU2 8333000.00000000 PA USD 8407956.00000000 0.155528523086 Long DBT CORP CH Y 2 2027-01-12 Variable 5.71100000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613BB3 15515000.00000000 PA USD 15524888.80000000 0.287175982621 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N USAA Auto Owner Trust N/A USAA Auto Owner Trust, Series 2024-A, Class A2 90327VAB4 4418780.66000000 PA USD 4431702.94000000 0.081976667458 Long ABS-O CORP US Y 2 2027-03-15 Fixed 5.25000000 N N N N N N US Bank NA 6BYL5QZYBDK8S7L73M02 US Bank NA 90331HPP2 27710000.00000000 PA USD 27676226.77000000 0.511948763068 Long DBT CORP US N 2 2027-10-22 Variable 4.50700000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 90351DAB3 11246000.00000000 PA USD 11213659.99000000 0.207427819155 Long DBT CORP CH Y 2 2025-09-24 Fixed 4.12500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 91159HJH4 7467000.00000000 PA USD 7516218.73000000 0.139033362956 Long DBT CORP US N 2 2026-10-21 Variable 5.72700000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CJK8 52500000.00000000 PA USD 53010644.40000000 0.980579255097 Long DBT UST US N 2 2026-11-15 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CLL3 62900000.00000000 PA USD 62000726.25000000 1.146875814279 Long DBT UST US N 2 2027-09-15 Fixed 3.37500000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 Verizon Master Trust, Series 2024-1, Class A1A 92348KCL5 13122000.00000000 PA USD 13182417.62000000 0.243845465311 Long ABS-O CORP US N 2 2028-12-20 Fixed 5.00000000 N N N N N N Virginia Power Fuel Securitization LLC 254900BELJ95ONW6U791 Virginia Power Fuel Securitization LLC, Series A-1 92808VAA0 10542630.04000000 PA USD 10612930.09000000 0.196315649429 Long DBT CORP US N 2 2027-05-01 Fixed 5.08800000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BY7 30187000.00000000 PA USD 30248692.87000000 0.559533675884 Long DBT CORP US Y 2 2025-09-12 Floating 5.30124120 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668CK6 1686000.00000000 PA USD 1687661.20000000 0.031217986143 Long DBT CORP US Y 2 2026-08-14 Fixed 4.90000000 N N N N N N Volkswagen Auto Lease Trust N/A Volkswagen Auto Lease Trust, Series 2023-A, Class A3 92867UAD4 10503000.00000000 PA USD 10573004.60000000 0.195577116485 Long ABS-O CORP US N 2 2026-10-20 Fixed 5.81000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A Volkswagen Auto Loan Enhanced Trust, Series 2023-1, Class A2A 92867WAB4 3483116.62000000 PA USD 3489462.16000000 0.064547304494 Long ABS-O CORP US N 2 2026-12-21 Fixed 5.50000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A Volkswagen Auto Loan Enhanced Trust, Series 2023-2, Class A2A 92867YAB0 11492507.90000000 PA USD 11547082.37000000 0.213595393096 Long ABS-O CORP US N 2 2027-03-22 Fixed 5.72000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 WEC Energy Group, Inc. 92939UAK2 18085000.00000000 PA USD 18099341.59000000 0.334797644792 Long DBT CORP US N 2 2026-01-09 Fixed 4.75000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA 94988J6G7 6976000.00000000 PA USD 7059852.71000000 0.130591604569 Long DBT CORP US N 2 2026-12-11 Floating 5.44196160 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA 94988J6H5 18810000.00000000 PA USD 18871991.55000000 0.349089954022 Long DBT CORP US N 2 2026-01-15 Fixed 4.81100000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co., Series W 95000U3R2 10931000.00000000 PA USD 10986134.32000000 0.203219099292 Long DBT CORP US N 2 2028-01-24 Variable 4.90000000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 Wheels Fleet Lease Funding LLC, Series 2024-3A, Class A1 96328GBZ9 3646000.00000000 PA USD 3666441.30000000 0.067821025748 Long ABS-O CORP US Y 2 2039-09-19 Fixed 4.80000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. (The) 96949LAB1 6989000.00000000 PA USD 6962879.87000000 0.128797822277 Long DBT CORP US N 2 2025-09-15 Fixed 4.00000000 N N N N N N Wisconsin Public Service Corp. 549300BJRHJVYNUMQZ30 Wisconsin Public Service Corp. 976843BP6 1895000.00000000 PA USD 1905813.55000000 0.035253320391 Long DBT CORP US N 2 2025-11-10 Fixed 5.35000000 N N N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust, Series 2022-D, Class A3 98163VAD0 3743312.23000000 PA USD 3765363.71000000 0.069650870758 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.61000000 N N N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust, Series 2024-A, Class A2A 98164RAB2 5292827.37000000 PA USD 5301084.18000000 0.098058290655 Long ABS-O CORP US N 2 2027-04-15 Fixed 5.05000000 N N N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust, Series 2025-A, Class A2A 98164YAB7 21690000.00000000 PA USD 21725139.97000000 0.401866866735 Long ABS-O CORP US N 2 2028-04-17 Fixed 4.49000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 Xcel Energy, Inc. 98389BAR1 9678000.00000000 PA USD 9635358.34000000 0.178232741944 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings, Inc. 98956PAF9 3536000.00000000 PA USD 3532188.19000000 0.065337641211 Long DBT CORP US N 2 2025-04-01 Fixed 3.55000000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings, Inc. 98956PBA9 12792000.00000000 PA USD 12828855.93000000 0.237305358838 Long DBT CORP US N 2 2027-02-19 Fixed 4.70000000 N N N N N N Nacn Frn N/A Nacn Frn N/A 27811000.00000000 PA USD 27811000.00000000 0.514441768670 Long DBT CORP US N 2 2027-03-05 Fixed 0.00000000 N N N N N N 2025-03-31 JPMorgan Trust I Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer