NPORT-P false 0001485894 XXXXXXXX S000054790 C000172198 J.P. Morgan Exchange-Traded Fund Trust 811-22903 0001485894 5493001E1K1DVWDV2464 277 Park Avenue New York 10172 844-457-6383 JPMorgan Ultra-Short Income ETF S000054790 549300VN24B8TQAGGX74 2024-02-29 2023-05-31 N 25083316786.37 469095213.95 24614221572.42 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 74077791.59000000 USD N N/A N/A Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PAV5 27665000.00000000 PA USD 27395475.95000000 0.111299379789 Long DBT CORP NL Y 2 2023-09-19 Fixed 2.48500000 N N N N N N Westpac Securities NZ Ltd. 549300W0N3O6Q4RCKE25 96122HVR1 49700000.00000000 PA USD 49068962.08000000 0.199352077560 Long STIV CORP NZ Y 2 2023-08-25 None 0.00000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115BSS0 180015000.00000000 PA USD 179339428.91000000 0.728600855332 Long STIV CORP CA N 2 2023-09-12 Fixed 4.35000000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 86723BU57 11688000.00000000 PA USD 11626433.46000000 0.047234617701 Long STIV CORP CA Y 2 2023-07-05 None 0.00000000 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBG3 20516000.00000000 PA USD 20747662.57000000 0.084291361841 Long DBT CORP JP Y 2 2026-03-09 Fixed 5.65000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114QCG1 48222000.00000000 PA USD 48155898.73000000 0.195642582432 Long DBT CORP CA N 2 2023-06-12 Fixed 0.75000000 N N N N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896BM1 1503000.00000000 PA USD 1484109.20000000 0.006029478509 Long DBT CORP US N 2 2024-03-01 Fixed 3.87500000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AT3 325000.00000000 PA USD 322839.40000000 0.001311597033 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N Centrica plc E26EDV109X6EEPBKVH76 15639KAA0 11634000.00000000 PA USD 11558665.55000000 0.046959297558 Long DBT CORP GB Y 2 2023-10-16 Fixed 4.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05970RBN4 120440000.00000000 PA USD 115527051.27000000 0.469350821963 Long STIV CORP ES Y 2 2024-02-22 None 0.00000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 380146AB6 6519527.14000000 PA USD 6473038.35000000 0.026297960839 Long ABS-O CORP US N 2 2025-02-18 Fixed 0.76000000 N N N N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284AY2 16655000.00000000 PA USD 16556756.32000000 0.067265000728 Long DBT CORP US N 2 2023-07-15 Fixed 0.65000000 N N N N N N Rabobank International N/A 21687BXX4 59006000.00000000 PA USD 57634508.79000000 0.234151255283 Long STIV CORP NL N 2 2023-10-31 None 0.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AP8 29942000.00000000 PA USD 29323923.46000000 0.119134067976 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55000000 N N N N N N Atlas Senior Loan Fund XIII N/A 04942VAW4 9675000.00000000 PA USD 9467529.30000000 0.038463655135 Long ABS-CBDO CORP KY Y 2 2031-04-22 Floating 6.35271120 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAP0 10215000.00000000 PA USD 9854372.30000000 0.040035279080 Long DBT CORP ES N 2 2025-03-24 Fixed 3.49600000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 9612C1VP9 80993000.00000000 PA USD 79992520.20000000 0.324984968403 Long STIV CORP AU Y 2 2023-08-23 None 0.00000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2S3 45529000.00000000 PA USD 44562549.09000000 0.181043909753 Long DBT CORP CA N 2 2025-06-09 Variable 3.75000120 N N N N N N Lloyds Bank Corporate Markets plc 213800MBWEIJDM5CU638 53947CS66 72299000.00000000 PA USD 72092126.53000000 0.292888102586 Long STIV CORP GB N 2 2024-01-18 Fixed 5.31000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2Q3 32955000.00000000 PA USD 32280477.06000000 0.131145634506 Long DBT CORP US Y 2 2023-10-13 Fixed 1.20000000 N N N N N Air Liquide Finance SA 549300YGXL5Z3R14K812 00913RAC0 17489000.00000000 PA USD 17271118.02000000 0.070167232261 Long DBT CORP FR Y 2 2023-09-27 Fixed 2.25000000 N N N N N N Centrica plc E26EDV109X6EEPBKVH76 1563W3T95 36158000.00000000 PA USD 36110750.53000000 0.146706855724 Long STIV CORP GB Y 2 2023-06-09 None 0.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AS7 2697000.00000000 PA USD 2618276.94000000 0.010637252664 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBM9 22819000.00000000 PA USD 22378188.72000000 0.090915687315 Long DBT CORP US N 2 2024-05-09 Fixed 3.60000000 N N N N N N Westlake Corp. GOXNEVUM0LL78B1OS344 960413AX0 4583000.00000000 PA USD 4317724.64000000 0.017541585165 Long DBT CORP US N 2 2024-08-15 Fixed 0.87500000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674YL8 30423000.00000000 PA USD 30273400.68000000 0.122991501441 Long DBT CORP CH Y 2 2024-08-09 Floating 5.52557880 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52533BT51 47750000.00000000 PA USD 47713252.56000000 0.193844247398 Long STIV CORP US Y 2 2023-06-05 None 0.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAM0 22322000.00000000 PA USD 22304853.58000000 0.090617749232 Long DBT CORP US N 2 2023-08-15 Floating 5.32137240 N N N N N N WFRBS Commercial Mortgage Trust N/A 92890KBC8 6901000.00000000 PA USD 6488848.13000000 0.026362191105 Long ABS-MBS CORP US N 2 2057-09-15 Variable 4.06900080 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322YAG5 8626000.00000000 PA USD 7841649.90000000 0.031858207975 Long ABS-MBS CORP US N 2 2047-10-10 Variable 4.34499840 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3A0 1546000.00000000 PA USD 1511646.95000000 0.006141355904 Long DBT CORP US N 2 2024-01-03 Floating 5.40000000 N N N N N Benefit Street Partners CLO II Ltd. 549300PVYNJC7QL0GC48 08179XAW5 10438149.68000000 PA USD 10355396.03000000 0.042070784158 Long ABS-CBDO CORP KY Y 2 2029-07-15 Floating 6.13028880 N N N N N N DBS Bank Ltd. ATUEL7OJR5057F2PV266 23305ETC7 50275000.00000000 PA USD 50190051.84000000 0.203906719911 Long STIV CORP SG Y 2 2023-06-12 None 0.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDC7 23000000.00000000 PA USD 23027192.21000000 0.093552388574 Long DBT CORP US N 2 2023-11-17 Floating 6.26988960 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAT1 5000000.00000000 PA USD 4926600.00000000 0.020015258193 Long DBT CORP US N 2 2025-05-23 Fixed 3.65000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBX7 20524000.00000000 PA USD 20515737.45000000 0.083349121521 Long DBT CORP US N 2 2023-11-03 Floating 5.47982640 N N N N N N Ballyrock CLO Ltd. N/A 05875DAJ1 20955000.00000000 PA USD 20666847.80000000 0.083963036325 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 6.26042880 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KBB8 23914000.00000000 PA USD 23950386.35000000 0.097303041981 Long DBT CORP NL Y 2 2024-03-11 Floating 5.54347080 N N N N N N Neuberger Berman Loan Advisers CLO 26 Ltd. 549300P0MOXZPIM3AS61 64131QAJ9 24602333.57000000 PA USD 24272145.65000000 0.098610250901 Long ABS-CBDO CORP KY Y 2 2030-10-18 Floating 6.18171120 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAD1 24217000.00000000 PA USD 24001374.01000000 0.097510189137 Long DBT CORP US N 2 2024-03-15 Fixed 4.75000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GH4 49271000.00000000 PA USD 49159900.30000000 0.199721531535 Long DBT CORP US N 2 2024-01-12 Floating 5.47408080 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAG8 3000000.00000000 PA USD 2916682.74000000 0.011849583507 Long DBT CORP US Y 2 2024-10-08 Fixed 3.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEZ4 50000000.00000000 PA USD 49833634.00000000 0.202458704019 Long DBT CORP US N 2 2027-01-28 Variable 5.05000080 N N N N N N NATIONAL BK CDA MONTREAL N/A 63307MUA5 3383000.00000000 PA USD 3363780.80000000 0.013666005199 Long STIV CORP CA Y 2 2023-07-10 None 0.00000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 63254FZ18 56925000.00000000 PA USD 55334376.60000000 0.224806526735 Long STIV CORP AU Y 2 2023-12-01 None 0.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MBQ8 961000.00000000 PA USD 924596.06000000 0.003756348976 Long DBT CORP US N 2 2024-03-01 Fixed 0.60000000 N N N N N N Harriman Park CLO Ltd. N/A 413717AL3 1666664.00000000 PA USD 1665900.67000000 0.006768041252 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.85042840 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 00216LAB9 8887000.00000000 PA USD 8886733.39000000 0.036104060263 Long DBT CORP NZ Y 2 2023-06-14 Floating 6.10814160 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HBB4 1618000.00000000 PA USD 1519070.24000000 0.006171514445 Long DBT CORP CA N 2 2024-10-12 Fixed 1.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CB4 12000000.00000000 PA USD 11505553.92000000 0.046743521366 Long DBT CORP GB Y 2 2025-03-23 Variable 1.21399920 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960KXA5 104101000.00000000 PA USD 102060794.25000000 0.414641567882 Long STIV CORP SE Y 2 2023-10-10 None 0.00000000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AH8 7113000.00000000 PA USD 6716899.86000000 0.027288695034 Long DBT CORP US N 2 2024-08-15 Fixed 1.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BA1 19164000.00000000 PA USD 19102796.51000000 0.077608777729 Long DBT CORP JP N 2 2023-07-26 Fixed 3.76100000 N N N N N N Credit Industriel et Commercial N4JDFKKH2FTD8RKFXO39 22536MYA0 137202000.00000000 PA USD 133833122.88000000 0.543722751849 Long STIV CORP FR Y 2 2023-11-10 None 0.00000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAA4 14641000.00000000 PA USD 14044723.02000000 0.057059383245 Long DBT CORP US N 2 2024-09-15 Fixed 2.45000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBL3 27414000.00000000 PA USD 26992565.95000000 0.109662480572 Long DBT CORP US N 2 2024-09-01 Fixed 4.25500000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 85324TBM7 24395000.00000000 PA USD 23393700.39000000 0.095041398409 Long STIV CORP GB Y 2 2024-02-21 None 0.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043JAE5 18629691.12000000 PA USD 18368586.68000000 0.074625909358 Long ABS-O CORP US Y 2 2025-06-16 Fixed 0.95000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BJ0 14938000.00000000 PA USD 14602503.72000000 0.059325474409 Long DBT CORP US Y 2 2023-11-22 Fixed 0.87500000 N N N N N N Dell Equipment Finance Trust N/A 24702VAC6 1019873.62000000 PA USD 1016916.09000000 0.004131416819 Long ABS-O CORP US Y 2 2026-12-22 Fixed 0.33000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83051GAN8 1060000.00000000 PA USD 1045266.00000000 0.004246593770 Long DBT CORP SE Y 2 2023-09-01 Fixed 0.55000000 N N N N N N MUFG Bank Ltd. C3GTMMZIHMY46P4OIX74 064255AR3 200000.00000000 PA USD 198876.00000000 0.000807971925 Long DBT CORP JP Y 2 2023-09-09 Fixed 4.10000000 N N N N N N Capital One Prime Auto Receivables Trust N/A 14043MAC5 1297630.78000000 PA USD 1292512.02000000 0.005251078187 Long ABS-O CORP US N 2 2024-11-15 Fixed 1.60000000 N N N N N N Lloyds Bank Corporate Markets plc 213800MBWEIJDM5CU638 53947CR42 17860000.00000000 PA USD 17849556.19000000 0.072517248361 Long STIV CORP GB N 2 2023-06-16 Fixed 3.89000000 N N N N N N Haleon UK Capital plc 5493004B26DRJNN0OV17 40555MT71 29750000.00000000 PA USD 29719167.40000000 0.120739822352 Long STIV CORP GB Y 2 2023-06-07 None 0.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AZ7 2214000.00000000 PA USD 2215396.02000000 0.009000471591 Long DBT CORP JP N 2 2023-07-26 Floating 6.12813960 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17330QCS4 115569000.00000000 PA USD 115433364.75000000 0.468970202491 Long STIV CORP US N 2 2024-03-01 Fixed 5.63000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BD2 73172000.00000000 PA USD 72668576.64000000 0.295230041812 Long DBT CORP GB N 2 2023-09-12 Fixed 3.87500000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBP4 14645000.00000000 PA USD 14806945.73000000 0.060156059318 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJR1 42672000.00000000 PA USD 40883707.80000000 0.166097910834 Long DBT CORP US N 2 2025-04-22 Variable 0.97599960 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05253CZF6 129378000.00000000 PA USD 125487086.03000000 0.509815375070 Long STIV CORP AU Y 2 2023-12-15 None 0.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21688AAQ5 650000.00000000 PA USD 629651.33000000 0.002558079393 Long DBT CORP NL N 2 2024-01-12 Fixed 0.37500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571CXL0 7000000.00000000 PA USD 6847117.27000000 0.027817728258 Long STIV CORP FR Y 2 2023-10-20 None 0.00000000 N N N N N N Sound Point CLO II Ltd. 549300Q00FJ0WHHYC788 83608GAN6 2430000.00000000 PA USD 2400718.50000000 0.009753379739 Long ABS-CBDO CORP KY Y 2 2031-01-26 Floating 6.33813840 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAF3 32578000.00000000 PA USD 31383022.35000000 0.127499552474 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N TCI-Symphony CLO Ltd. N/A 87232BAF9 18908545.06000000 PA USD 18644354.87000000 0.075746270566 Long ABS-CBDO CORP KY Y 2 2030-07-15 Floating 6.19029000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558UUE0 57500000.00000000 PA USD 57471684.70000000 0.233489751162 Long STIV CORP FI N 2 2023-06-08 Fixed 2.97000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAZ3 6000000.00000000 PA USD 5689461.60000000 0.023114529879 Long DBT CORP US N 2 2025-03-15 Fixed 2.40000000 N N N N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115AE4 329000.00000000 PA USD 321152.28000000 0.001304742784 Long DBT CORP US N 2 2023-12-01 Fixed 0.65000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818EU8 1540000.00000000 PA USD 1539317.89000000 0.006253774410 Long DBT CORP US N 2 2023-06-08 Fixed 3.50000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEH8 12598000.00000000 PA USD 12588501.99000000 0.051143205780 Long DBT CORP US Y 2 2023-06-08 Fixed 0.90000000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523AC4 14963000.00000000 PA USD 14965424.16000000 0.060799908361 Long DBT CORP US N 2 2023-07-15 Floating 6.15029040 N N N N N N EIDP, Inc. GLU7INWNWH88J9XBXD45 28249MYH0 10970000.00000000 PA USD 10679904.49000000 0.043389162068 Long STIV CORP US Y 2 2023-11-17 None 0.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAS8 27646000.00000000 PA USD 27456837.22000000 0.111548671727 Long DBT CORP JP N 2 2024-09-11 Variable 3.92199840 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05253CWC6 67235000.00000000 PA USD 66200313.19000000 0.268951479920 Long STIV CORP AU Y 2 2023-09-12 None 0.00000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WEW9 180500000.00000000 PA USD 177525596.46000000 0.721231812826 Long DBT CORP US Y 2 2024-08-26 Fixed 3.85500000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AR3 38786000.00000000 PA USD 38492751.85000000 0.156384193328 Long DBT CORP US Y 2 2023-11-13 Fixed 4.25000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AF9 15298000.00000000 PA USD 14687450.85000000 0.059670588431 Long DBT CORP CA Y 2 2024-04-06 Fixed 1.60000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2W0 21061000.00000000 PA USD 20008404.71000000 0.081287984879 Long DBT CORP US Y 2 2024-04-16 Fixed 1.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CU1 63688000.00000000 PA USD 62912809.41000000 0.255595364756 Long DBT CORP GB N 2 2024-08-17 Variable 0.73199880 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2H0 1370000.00000000 PA USD 1282426.86000000 0.005210105289 Long DBT CORP US Y 2 2025-01-13 Fixed 1.75000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABF3 8000000.00000000 PA USD 7611956.48000000 0.030925034365 Long DBT CORP US Y 2 2025-02-10 Fixed 2.65000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAV9 6485000.00000000 PA USD 6238779.66000000 0.025346239943 Long DBT CORP FR Y 2 2024-02-27 Fixed 0.65000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCH6 21014000.00000000 PA USD 18141864.06000000 0.073704805194 Long DBT CORP US N 2 2027-11-02 Variable 1.87800120 N N N N N N Banco Santander Chile 3YJP8HORPAEXJ80D6368 05968GAS2 4942000.00000000 PA USD 4745308.40000000 0.019278726268 Long STIV CORP CL Y 2 2024-01-26 None 0.00000000 N N N N N N Norinchukin Bank 549300KQZJBM38M51L16 65602YN71 198472000.00000000 PA USD 197790814.33000000 0.803563150465 Long STIV CORP US N 2 2023-08-15 Fixed 3.95000000 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAT9 1356000.00000000 PA USD 1317529.64000000 0.005352717070 Long DBT CORP US N 2 2024-09-01 Fixed 3.25000000 N N N N N N Kookmin Bank 549300XXMOJSIW8P4769 48668M2C6 59465000.00000000 PA USD 59523125.85000000 0.241824124621 Long STIV CORP KR N 2 2024-01-22 Floating 5.78999880 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CV9 13210000.00000000 PA USD 12954968.14000000 0.052632044860 Long DBT CORP US N 2 2024-05-03 Fixed 3.37500000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBF5 19000000.00000000 PA USD 18902878.46000000 0.076796572275 Long DBT CORP JP N 2 2024-07-10 Variable 1.24099920 N N N N N N Neuberger Berman CLO XVI-S Ltd. 549300UHUHCR3388B324 64131TAL8 4375000.00000000 PA USD 4344996.25000000 0.017652381316 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 6.06029040 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VAU3 48302000.00000000 PA USD 46508305.23000000 0.188948917572 Long DBT CORP JP Y 2 2024-03-25 Fixed 0.85000000 N N N N N N Anchorage Capital CLO Ltd. 5493009A4SIPWYPZDB35 03328WBA5 625000.00000000 PA USD 624777.50000000 0.002538278523 Long ABS-CBDO CORP KY Y 2 2032-07-15 Floating 6.21029160 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LNT9 99000000.00000000 PA USD 99116329.95000000 0.402679116454 Long DBT CORP CA N 2 2026-06-05 Fixed 5.30000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AK9 14532000.00000000 PA USD 14430883.29000000 0.058628233468 Long DBT CORP NL N 2 2023-10-02 Fixed 4.10000000 N N N N N N Sumitomo Mitsui Banking Corp. 5U0XI89JRFVHWIBS4F54 86562KA53 36002000.00000000 PA USD 34805974.68000000 0.141405953373 Long STIV CORP JP Y 2 2024-01-05 None 0.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BA9 5725000.00000000 PA USD 5535866.95000000 0.022490522130 Long DBT CORP US Y 2 2024-09-26 Fixed 2.85000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06369MY64 168723000.00000000 PA USD 164629653.48000000 0.668839569009 Long STIV CORP CA N 2 2023-11-06 None 0.00000000 N N N N N N Kia Corp. 988400V8MJK9N7OI5X76 49374JAB9 12580000.00000000 PA USD 12079158.75000000 0.049073901096 Long DBT CORP KR Y 2 2024-04-16 Fixed 1.00000000 N N N N N N Magnetite VII Ltd. 549300B54XJTQC6DWJ15 55951PBA4 35369968.00000000 PA USD 35075725.24000000 0.142501866804 Long ABS-CBDO CORP KY Y 2 2028-01-15 Floating 6.06029040 N N N N N N Penske Truck Leasing Co. LP N/A 709599BC7 4071000.00000000 PA USD 4059632.75000000 0.016493037320 Long DBT CORP US Y 2 2023-08-01 Fixed 4.12500000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17305T5M0 72600000.00000000 PA USD 72416313.29000000 0.294205173529 Long STIV CORP US N 2 2023-07-28 Fixed 3.85000000 N N N N N N Sound Point CLO XXII Ltd. N/A 83611KAL6 7268000.00000000 PA USD 7173305.23000000 0.029142929460 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 6.33043080 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VAQ2 27871000.00000000 PA USD 27501075.74000000 0.111728399206 Long DBT CORP JP Y 2 2023-09-12 Fixed 0.80000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 17327BYT6 10460000.00000000 PA USD 10160844.00000000 0.041280379190 Long STIV CORP US Y 2 2023-11-27 None 0.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790BYA3 92577000.00000000 PA USD 90195705.71000000 0.366437368106 Long STIV CORP US Y 2 2023-11-10 None 0.00000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LUV1 4116000.00000000 PA USD 3838446.31000000 0.015594424949 Long DBT CORP US Y 2 2025-01-12 Fixed 1.75000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BY5 10000000.00000000 PA USD 9666590.50000000 0.039272379472 Long DBT CORP GB Y 2 2025-01-12 Variable 0.99100080 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83050UVA3 2500000.00000000 PA USD 2474385.78000000 0.010052667205 Long STIV CORP SE Y 2 2023-08-10 None 0.00000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69702HAA6 23013297.13000000 PA USD 22735043.35000000 0.092365477750 Long ABS-CBDO CORP KY Y 2 2029-10-15 Floating 6.06029040 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06742T3C8 103196000.00000000 PA USD 103109136.83000000 0.418900660850 Long STIV CORP GB N 2 2023-12-07 Fixed 5.72000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAG3 19145000.00000000 PA USD 19024581.40000000 0.077291013831 Long DBT CORP IT Y 2 2023-09-12 Fixed 4.00000000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AG0 25574000.00000000 PA USD 25312130.68000000 0.102835389717 Long DBT CORP US N 2 2023-08-15 Fixed 0.60000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571CX63 63131000.00000000 PA USD 61889030.78000000 0.251436067551 Long STIV CORP FR Y 2 2023-10-06 None 0.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468T9 22354000.00000000 PA USD 22347964.42000000 0.090792895295 Long DBT CORP US N 2 2023-11-10 Floating 5.54023080 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AH7 1247000.00000000 PA USD 1236011.00000000 0.005021531947 Long DBT CORP JP N 2 2023-09-13 Fixed 2.52700000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69701CAA8 27118343.03960000 PA USD 26792787.33000000 0.108850841580 Long ABS-CBDO CORP KY Y 2 2030-04-15 Floating 6.03632160 N N N N N N Aetna, Inc. 549300QKBENKLBXQ8968 00817YAV0 9649000.00000000 PA USD 9641154.01000000 0.039169038848 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLE7 110000000.00000000 PA USD 109172837.40000000 0.443535608383 Long DBT CORP US N 2 2027-01-20 Variable 5.07999960 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAB7 44645000.00000000 PA USD 44074538.24000000 0.179061271998 Long DBT CORP FR Y 2 2024-01-10 Fixed 3.80000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCK9 20097000.00000000 PA USD 19485427.79000000 0.079163290753 Long DBT CORP US N 2 2024-12-06 Variable 1.34300160 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017BB9 47575000.00000000 PA USD 45939809.67000000 0.186639295233 Long DBT CORP US N 2 2024-02-15 Fixed 0.97200000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAT5 39623000.00000000 PA USD 39009322.15000000 0.158482859330 Long DBT CORP US Y 2 2023-09-13 Fixed 0.40000000 N N N N N N Credit Agricole Corp. & Investment Bank SA N/A 22533UYT4 3996000.00000000 PA USD 3886449.66000000 0.015789447773 Long STIV CORP FR N 2 2023-11-27 None 0.00000000 N N N N N N Galaxy XXII CLO Ltd. 54930022KENWLYJ8SJ86 36320TAT0 2526317.00000000 PA USD 2524957.84000000 0.010258125907 Long ABS-CBDO CORP KY Y 2 2034-04-16 Floating 6.16029120 N N N N N N OCP CLO Ltd. 254900XV0U0WEM36A370 67091YAS3 2500000.00000000 PA USD 2497142.50000000 0.010145120749 Long ABS-CBDO CORP KY Y 2 2033-01-15 Floating 5.73631920 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29366GUC3 19000000.00000000 PA USD 18879324.73000000 0.076700880726 Long STIV CORP US Y 2 2023-07-12 None 0.00000000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2G2 43419000.00000000 PA USD 42318010.96000000 0.171925042746 Long DBT CORP US Y 2 2023-12-15 Fixed 1.20000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130ATYX9 121670000.00000000 PA USD 121418560.43000000 0.493286208839 Long DBT USGA US N 2 2023-11-22 Fixed 4.90000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBJ7 37209000.00000000 PA USD 35979011.48000000 0.146171640545 Long DBT CORP US N 2 2024-04-01 Fixed 1.45000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114TZC9 77810000.00000000 PA USD 77810000.00000000 0.316118061142 Long DBT CORP CA N 2 2023-06-02 Floating 5.34123000 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 00216LAA1 13938000.00000000 PA USD 13930503.86000000 0.056595345983 Long DBT CORP NZ Y 2 2023-06-14 Fixed 3.75000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAV2 2868000.00000000 PA USD 2754806.87000000 0.011191931712 Long DBT CORP US N 2 2025-01-15 Fixed 2.95000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2X8 43521000.00000000 PA USD 43019121.92000000 0.174773440603 Long DBT CORP US Y 2 2024-05-24 Floating 5.76497160 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 0255E3UL0 22462000.00000000 PA USD 22291257.58000000 0.090562512872 Long STIV CORP US Y 2 2023-07-20 None 0.00000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BB9 4900000.00000000 PA USD 4829958.47000000 0.019622633426 Long DBT CORP US Y 2 2024-02-01 Fixed 3.90000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513ECG4 20734000.00000000 PA USD 20395637.29000000 0.082861191567 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N Canadian Imperial Bank of Commerce 549300H8L46OOZOFHU82 13606KUA2 31908000.00000000 PA USD 31852649.51000000 0.129407502960 Long STIV CORP CA N 2 2024-03-07 Fixed 5.60000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBF4 9363000.00000000 PA USD 9147112.63000000 0.037161900907 Long DBT CORP US N 2 2023-11-17 Fixed 0.62000000 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 0020N3VJ2 67001000.00000000 PA USD 66228945.47000000 0.269067804054 Long STIV CORP NZ Y 2 2023-08-18 Fixed 0.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05586FLM7 135295000.00000000 PA USD 134859446.16000000 0.547892387184 Long STIV CORP FR N 2 2024-02-06 Fixed 5.32000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 233851EB6 1065000.00000000 PA USD 1027760.68000000 0.004175475047 Long DBT CORP US Y 2 2024-03-01 Fixed 0.75000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CV4 59401000.00000000 PA USD 59360344.77000000 0.241162795237 Long DBT CORP JP N 2 2026-02-20 Variable 5.71899960 N N N N N N Reynolds American, Inc. 02S2RPPVO9RP4NEU2740 761713AY2 45368000.00000000 PA USD 45231103.87000000 0.183760041880 Long DBT CORP US N 2 2023-09-15 Fixed 4.85000000 N N N N N N Symphony CLO XX Ltd. N/A 87166VAE8 375000.00000000 PA USD 374981.25000000 0.001523433308 Long ABS-CBDO CORP KY Y 2 2032-01-16 Floating 6.26028840 N N N N N N Dell International LLC N/A 24703TAB2 2000000.00000000 PA USD 1968712.46000000 0.007998272276 Long DBT CORP US N 2 2024-07-15 Fixed 4.00000000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956PAU6 585000.00000000 PA USD 552004.53000000 0.002242624364 Long DBT CORP US N 2 2024-11-22 Fixed 1.45000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKS3 107172000.00000000 PA USD 107218491.21000000 0.435595701836 Long DBT CORP US N 2 2024-02-22 Floating 5.44640040 N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BM6 16307000.00000000 PA USD 16142822.75000000 0.065583316143 Long DBT CORP US N 2 2024-03-18 Floating 5.60963160 N N N N N N Jackson Financial, Inc. 213800WXW2KG1N4CO374 46817MAJ6 24823000.00000000 PA USD 24314963.79000000 0.098784207814 Long DBT CORP US N 2 2023-11-22 Fixed 1.12500000 N N N N N N Oversea-Chinese Banking Corp. Ltd. 5493007O3QFXCPOGWK22 69033MV95 94717000.00000000 PA USD 94723251.32000000 0.384831391239 Long STIV CORP SG N 2 2023-07-05 Fixed 5.28000000 N N N N N N Bank Montana System NQQ6HPCNCCU6TUTQYE16 06369MYH0 83809000.00000000 PA USD 81633480.95000000 0.331651686444 Long STIV CORP US N 2 2023-11-17 None 0.00000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 26138EAW9 5785000.00000000 PA USD 5707254.11000000 0.023186815366 Long DBT CORP US N 2 2023-12-15 Fixed 3.13000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AB6 25477000.00000000 PA USD 24856205.25000000 0.100983105140 Long DBT CORP US Y 2 2023-12-14 Fixed 1.12500000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 806851AG6 5937000.00000000 PA USD 5761011.23000000 0.023405213985 Long DBT CORP US Y 2 2025-12-21 Fixed 4.00000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GRT3 50032000.00000000 PA USD 49990023.15000000 0.203094064961 Long DBT CORP CA N 2 2023-12-14 Floating 5.51332080 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDH9 31071000.00000000 PA USD 31061414.29000000 0.126192957996 Long DBT CORP US N 2 2023-09-15 Floating 5.39628840 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 552081AK7 30974000.00000000 PA USD 30955042.98000000 0.125760804130 Long DBT CORP NL N 2 2024-04-15 Fixed 5.75000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 06417MK20 74737000.00000000 PA USD 74804699.02000000 0.303908449023 Long STIV CORP CA N 2 2023-08-01 Floating 5.81000040 N N N N N N Westpac Securities NZ Ltd. 549300W0N3O6Q4RCKE25 96122HYW7 54000000.00000000 PA USD 52514955.18000000 0.213352086010 Long STIV CORP NZ Y 2 2023-11-30 None 0.00000000 N N N N N N Banco Santander Chile 3YJP8HORPAEXJ80D6368 05968GB77 27198000.00000000 PA USD 26065203.30000000 0.105894891793 Long STIV CORP CL Y 2 2024-02-07 None 0.00000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913R2D8 16000000.00000000 PA USD 15923072.48000000 0.064690538488 Long DBT CORP US N 2 2023-07-07 Fixed 0.65000000 N N N N N 3M Co. LUZQVYP4VS22CLWDAR65 88580CB54 29029000.00000000 PA USD 27948476.18000000 0.113546049375 Long STIV CORP US Y 2 2024-02-05 None 0.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 34200000.00000000 PA USD 33467010.21000000 0.135966153191 Long DBT CORP GB N 2 2025-05-07 Variable 3.93199920 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 26877KUH1 25228000.00000000 PA USD 25048100.65000000 0.101762717038 Long STIV CORP DE Y 2 2023-07-17 None 0.00000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAB7 4000000.00000000 PA USD 3991310.44000000 0.016215464820 Long DBT CORP US Y 2 2023-11-15 Fixed 5.62500000 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 65364UAK2 8320000.00000000 PA USD 8018217.21000000 0.032575546565 Long DBT CORP US Y 2 2024-10-01 Fixed 3.50800000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWB6 60000000.00000000 PA USD 57637809.60000000 0.234164665457 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92938JAG7 6584641.00000000 PA USD 6492222.27000000 0.026375899196 Long ABS-MBS CORP US N 2 2046-03-15 Variable 4.30599960 N N N N N N ING US Funding LLC N/A 45685RWM5 271850000.00000000 PA USD 267213130.67000000 1.085604636668 Long STIV CORP US Y 2 2023-09-21 None 0.00000000 N N N N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518CV6 4440000.00000000 PA USD 4430320.80000000 0.017999028679 Long DBT CORP US N 2 2023-08-15 Fixed 3.37500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001QAR2 4873517.98000000 PA USD 4859732.75000000 0.019743597154 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.05800000 N N N N N N Buckhorn Park CLO Ltd. N/A 118382AN0 2083331.00000000 PA USD 2082210.17000000 0.008459378509 Long ABS-CBDO CORP KY Y 2 2034-07-18 Floating 5.91171120 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06369LA47 29203000.00000000 PA USD 28231969.29000000 0.114697794553 Long STIV CORP CA N 2 2024-01-04 None 0.00000000 N N N N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002AZ4 1230000.00000000 PA USD 1228508.71000000 0.004991052454 Long DBT CORP US N 2 2023-06-15 Fixed 3.15000000 N N N N N N LCM XXV Ltd. 549300FY8UGGJMQNCO13 50189PAY8 25794199.03000000 PA USD 25460447.89000000 0.103437956853 Long ABS-CBDO CORP KY Y 2 2030-07-20 Floating 6.14845080 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WCU2 39446000.00000000 PA USD 39406094.85000000 0.160094824587 Long DBT CORP US Y 2 2023-06-09 Fixed 0.85000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05970UYH5 84219000.00000000 PA USD 81969206.48000000 0.333015635854 Long STIV CORP ES Y 2 2023-11-17 None 0.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAE3 32500000.00000000 PA USD 32157016.13000000 0.130644050779 Long DBT CORP US Y 2 2023-12-15 Fixed 3.87500000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBG9 9067000.00000000 PA USD 8736952.68000000 0.035495547378 Long DBT CORP US N 2 2024-09-06 Fixed 2.78900000 N N N N N N GoldenTree Loan Management US CLO 12 Ltd. 549300KUSTD1I13BZ897 38138FAA9 3600000.00000000 PA USD 3597465.60000000 0.014615394557 Long ABS-CBDO CORP JE Y 2 2034-04-20 Floating 6.04845000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 0255E3UE6 47750000.00000000 PA USD 47431873.74000000 0.192701091929 Long STIV CORP US Y 2 2023-07-14 None 0.00000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 448978AB2 39398292.16000000 PA USD 39087085.05000000 0.158798786039 Long ABS-O CORP US Y 2 2025-01-15 Fixed 4.34000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAK0 7000000.00000000 PA USD 6975426.78000000 0.028339010272 Long DBT CORP US N 2 2023-07-26 Floating 5.94813960 N N N N N N Natixis SA 2549003L5ZG5M2ZSE107 63873KW11 50000000.00000000 PA USD 49305987.50000000 0.200315038827 Long STIV CORP FR N 2 2023-09-01 None 0.00000000 N N N N N N Hyundai Capital Services, Inc. 549300MALMDAGL2ZJJ27 44920UAQ1 13858000.00000000 PA USD 13659830.60000000 0.055495683907 Long DBT CORP KR Y 2 2023-09-15 Fixed 0.75000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 81686NW63 11895000.00000000 PA USD 11710234.97000000 0.047575077422 Long STIV CORP US Y 2 2023-09-06 None 0.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CK3 514000.00000000 PA USD 503900.41000000 0.002047192142 Long DBT CORP US N 2 2023-11-03 Fixed 0.75000000 N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114TZA3 3714000.00000000 PA USD 3714000.00000000 0.015088837926 Long DBT CORP CA N 2 2023-06-02 Fixed 0.30000000 N N N N N N NXP BV N/A 62947QBA5 53066000.00000000 PA USD 52448311.76000000 0.213081334324 Long DBT CORP US N 2 2024-03-01 Fixed 4.87500000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906EB68 83924000.00000000 PA USD 80581113.22000000 0.327376240531 Long STIV CORP GB Y 2 2024-02-06 None 0.00000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DM9 66086000.00000000 PA USD 66269849.93000000 0.269233986275 Long DBT CORP US N 2 2025-03-02 Fixed 5.25000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 71838MXQ8 2750000.00000000 PA USD 2689830.77000000 0.010927953833 Long STIV CORP US Y 2 2023-10-24 None 0.00000000 N N N N N N Citizens Bank NA DRMSV1Q0EKMEXLAU1P80 75524KQB3 241889000.00000000 PA USD 226697553.22000000 0.921002326045 Long DBT CORP US N 2 2026-01-26 Variable 5.28400080 N N N N N N Neuberger Berman Loan Advisers CLO 37 Ltd. 5493006JG853WBZS5J73 64133GAR1 26036000.00000000 PA USD 25696412.45000000 0.104396608173 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 6.22042920 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AB4 36500000.00000000 PA USD 36147595.42000000 0.146856545162 Long DBT CORP CH Y 2 2024-07-30 Variable 1.00800000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159YN0 47576000.00000000 PA USD 47604545.12000000 0.193402602556 Long DBT CORP CA N 2 2023-09-15 Floating 5.66285760 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2C6 894000.00000000 PA USD 883969.32000000 0.003591295046 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06742T3D6 110000000.00000000 PA USD 109896436.10000000 0.446475367001 Long STIV CORP GB N 2 2023-12-08 Fixed 5.70000000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CG5 23177000.00000000 PA USD 22935845.86000000 0.093181276493 Long DBT CORP US N 2 2023-08-11 Fixed 0.50000000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AE9 24996000.00000000 PA USD 24488252.25000000 0.099488225447 Long DBT CORP US N 2 2024-03-28 Fixed 3.30000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367CYD3 25000000.00000000 PA USD 24937906.00000000 0.101315030120 Long STIV CORP CA N 2 2023-10-06 Fixed 5.00000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAF0 41345000.00000000 PA USD 41202385.38000000 0.167392599675 Long DBT CORP CA Y 2 2024-05-21 Floating 5.49640440 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138MAA4 48943000.00000000 PA USD 48899557.21000000 0.198663837757 Long DBT CORP US Y 2 2023-12-15 Floating 5.49285840 N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HEU2 15017000.00000000 PA USD 14508048.94000000 0.058941733734 Long DBT CORP US N 2 2024-02-08 Fixed 0.35000000 N N N N N N Aimco CLO Ltd. N/A 00140LAF1 3483333.34000000 PA USD 3481218.96000000 0.014143120267 Long ABS-CBDO CORP KY Y 2 2032-01-17 Floating 5.83632000 N N N N N N Elmwood CLO X Ltd. N/A 29002VAA6 10000000.00000000 PA USD 9843000.00000000 0.039989076928 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 6.29043120 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55607LZ15 11600000.00000000 PA USD 11271480.23000000 0.045792552069 Long STIV CORP AU Y 2 2023-12-01 None 0.00000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558AW3 4950000.00000000 PA USD 4879493.98000000 0.019823880944 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83050UX29 110210000.00000000 PA USD 108174519.39000000 0.439479749833 Long STIV CORP SE Y 2 2023-10-02 None 0.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 81686NW55 51525000.00000000 PA USD 50732967.49000000 0.206112418955 Long STIV CORP US Y 2 2023-09-05 None 0.00000000 N N N N N N CIFC Funding Ltd. 549300X1SKS4LNS5LQ62 12551AAL9 1599398.95000000 PA USD 1583270.61000000 0.006432340772 Long ABS-CBDO CORP KY Y 2 2029-04-23 Floating 6.27143040 N N N N N N Credit Agricole Corporate and Investment Bank 254900BN8XS34XZDJ223 22536CXJ4 84786000.00000000 PA USD 84682696.74000000 0.344039710907 Long STIV CORP FR N 2 2023-11-17 Fixed 5.41000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684XC46 65572000.00000000 PA USD 65467552.33000000 0.265974498268 Long STIV CORP NL N 2 2024-03-01 Fixed 5.57000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339NT12 38458000.00000000 PA USD 38452283.60000000 0.156219783294 Long STIV CORP US Y 2 2023-06-01 None 0.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674YC8 23894000.00000000 PA USD 23839953.44000000 0.096854387086 Long DBT CORP CH Y 2 2024-02-09 Floating 5.43557880 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83050PD71 155975000.00000000 PA USD 155964836.67000000 0.633637087450 Long STIV CORP SE N 2 2023-06-01 Fixed 2.85000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3F9 1510000.00000000 PA USD 1401091.04000000 0.005692201298 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AH9 1175000.00000000 PA USD 1129606.70000000 0.004589244054 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EVT3 57027000.00000000 PA USD 57027346.72000000 0.231684542825 Long DBT CORP US N 2 2023-07-10 Floating 5.20510320 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05252ADF5 23413000.00000000 PA USD 23349980.87000000 0.094863779467 Long DBT CORP AU Y 2 2025-02-03 Fixed 4.82900000 N N N N N N Symphony Static CLO I Ltd. N/A 87190TAA1 26100135.23000000 PA USD 25739457.46000000 0.104571486789 Long ABS-CBDO CORP KY Y 2 2029-10-25 Floating 6.08514120 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684XYW0 22080000.00000000 PA USD 22010627.51000000 0.089422399344 Long STIV CORP NL N 2 2023-08-23 Fixed 4.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532PAA8 14586000.00000000 PA USD 14360891.34000000 0.058343877736 Long ABS-O CORP US Y 2 2030-07-15 Fixed 3.52000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659CX29 191424000.00000000 PA USD 187899776.96000000 0.763378912500 Long STIV CORP FR N 2 2023-10-02 None 0.00000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332AY8 534000.00000000 PA USD 518491.65000000 0.002106471856 Long DBT CORP US N 2 2025-04-15 Fixed 3.62500000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 96130ARX8 110036000.00000000 PA USD 109608828.14000000 0.445306904455 Long STIV CORP AU N 2 2024-02-01 Fixed 5.18000000 N N N N N N Magnetite XVIII Ltd. 549300BDVLRWS2SODX97 55953TAS6 47309043.03000000 PA USD 46822989.92000000 0.190227384531 Long ABS-CBDO CORP KY Y 2 2028-11-15 Floating 6.20070840 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 86723BUC2 20180000.00000000 PA USD 20051830.16000000 0.081464409105 Long STIV CORP CA Y 2 2023-07-12 None 0.00000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077VTL2 42000000.00000000 PA USD 41875260.00000000 0.170126281982 Long STIV CORP CA Y 2 2023-06-20 None 0.00000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKN4 37351000.00000000 PA USD 37331104.62000000 0.151664778470 Long DBT CORP US N 2 2025-01-10 Fixed 4.80000000 N N N N N N JPMorgan Securities Lending Money Market Fund 5493002FD4HXUJXMRO62 46645V642 29713281.27000000 NS USD 29713281.27000000 0.120715908819 Long STIV RF US N 1 N N AT&T, Inc. 549300Z40J86GGSTL398 0020A2BM3 21550000.00000000 PA USD 20604807.52000000 0.083710985778 Long STIV CORP US Y 2 2024-02-21 None 0.00000000 N N N N N N Reliance Standard Life Global Funding II N/A 75951ACY2 169725000.00000000 PA USD 167569528.14000000 0.680783374143 Long DBT CORP US Y 2 2026-02-02 Fixed 5.24300000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674YF1 61462000.00000000 PA USD 61462000.00000000 0.249701173035 Long DBT CORP CH Y 2 2023-06-01 Fixed 0.37500000 N N N N N VF Corp. CWAJJ9DJ5Z7P057HV541 918204BA5 850000.00000000 PA USD 800017.48000000 0.003250224581 Long DBT CORP US N 2 2025-04-23 Fixed 2.40000000 N N N N N N Galaxy XIX CLO Ltd. 5493000B2531UL3WQV87 36319QBN1 9648844.21000000 PA USD 9531282.69000000 0.038722665520 Long ABS-CBDO CORP KY Y 2 2030-07-24 Floating 6.22271160 N N N N N N British Telecommunications plc 549300OWFMSO9NYV4H90 111021AM3 157000.00000000 PA USD 156148.06000000 0.000634381467 Long DBT CORP GB N 2 2023-12-04 Fixed 4.50000000 N N N N N N Octagon Investment Partners 35 Ltd. 549300EBYXJ9QVMC7X31 67591TAA8 7055605.96000000 PA USD 6993834.13000000 0.028413793665 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 6.31042920 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AD2 2399000.00000000 PA USD 2267903.81000000 0.009213794567 Long DBT CORP US Y 2 2024-12-13 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCL3 528400000.00000000 PA USD 501691028.61000000 2.038216106627 Long DBT UST US N 2 2024-07-15 Fixed 0.37500000 N N N N N N TD SYNNEX Corp. 5493004HI6PFLF46NS53 87162WAD2 24822000.00000000 PA USD 23410314.03000000 0.095108894510 Long DBT CORP US N 2 2024-08-09 Fixed 1.25000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AS9 5501000.00000000 PA USD 5342158.63000000 0.021703544896 Long DBT CORP GB Y 2 2024-09-11 Fixed 3.62500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 19526000.00000000 PA USD 19401424.12000000 0.078822009718 Long DBT CORP FR Y 2 2023-09-12 Fixed 4.00000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348AV8 1881000.00000000 PA USD 1834721.27000000 0.007453907346 Long DBT CORP US N 2 2024-06-01 Fixed 3.12500000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCF5 1088000.00000000 PA USD 1072712.17000000 0.004358099104 Long DBT CORP US N 2 2024-06-20 Fixed 4.20000000 N N N N N N LCM XIV LP 549300NGJ6CPPJRPGL08 50184VAR5 20980000.00000000 PA USD 20614129.78000000 0.083748859249 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 6.29043120 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83050UXP8 11000000.00000000 PA USD 10762345.00000000 0.043724092465 Long STIV CORP SE Y 2 2023-10-23 None 0.00000000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TAZ0 35739000.00000000 PA USD 35640997.59000000 0.144798394233 Long DBT CORP US N 2 2024-05-13 Floating 5.72131080 N N N N N N Newark BSL CLO 2 Ltd. N/A 65023PAN0 28746533.35000000 PA USD 28380561.23000000 0.115301477832 Long ABS-CBDO CORP KY Y 2 2030-07-25 Floating 6.22514160 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBB5 2175000.00000000 PA USD 2169107.53000000 0.008812415715 Long DBT CORP JP N 2 2023-07-19 Fixed 3.74800000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAJ2 203120000.00000000 PA USD 200394214.91000000 0.814139965062 Long DBT CORP CA Y 2 2026-01-23 Variable 5.27799960 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FAU0 547000.00000000 PA USD 524692.83000000 0.002131665340 Long DBT CORP US N 2 2025-03-07 Fixed 2.40000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAH4 200000.00000000 PA USD 196805.92000000 0.000799561828 Long DBT CORP ES N 2 2023-09-18 Fixed 0.87500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 4665000.00000000 PA USD 4420533.29000000 0.017959265041 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807BG6 37294000.00000000 PA USD 37167066.51000000 0.150998342160 Long DBT CORP US N 2 2023-08-01 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEA5 20260000.00000000 PA USD 19700475.73000000 0.080036964289 Long DBT UST US N 2 2024-02-29 Fixed 1.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFH0 45000000.00000000 PA USD 44723740.50000000 0.181698780797 Long DBT CORP US N 2 2026-03-13 Fixed 4.45000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558KYD0 56456000.00000000 PA USD 55047121.89000000 0.223639499335 Long STIV CORP FI Y 2 2023-11-13 None 0.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBZ1 894000.00000000 PA USD 860799.59000000 0.003497163570 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31622GUS4 20760000.00000000 PA USD 20584582.57000000 0.083628818036 Long STIV CORP US Y 2 2023-07-26 None 0.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 85325VBS8 54640000.00000000 PA USD 54485128.38000000 0.221356292823 Long STIV CORP GB N 2 2023-08-11 Fixed 4.02000000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044CS8 4554000.00000000 PA USD 4539622.98000000 0.018443089766 Long DBT CORP US N 2 2023-08-01 Fixed 3.85000000 N N N N N N Ares CLO Ltd. N/A 04016GBB3 22002289.29000000 PA USD 21804620.72000000 0.088585457215 Long ABS-CBDO CORP KY Y 2 2029-01-15 Floating 6.13028880 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCT5 25879000.00000000 PA USD 25979189.00000000 0.105545442189 Long DBT CORP JP N 2 2026-01-13 Fixed 5.46400000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAL2 3544000.00000000 PA USD 3370149.58000000 0.013691879591 Long DBT CORP US Y 2 2024-10-30 Fixed 2.50000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162CV0 983000.00000000 PA USD 929711.53000000 0.003777131554 Long DBT CORP US N 2 2025-02-21 Fixed 1.90000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2X0 24500000.00000000 PA USD 23841353.27000000 0.096860074164 Long DBT CORP US N 2 2026-04-25 Variable 3.90800160 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFC3 4895000.00000000 PA USD 4823924.60000000 0.019598119671 Long DBT NUSS CA N 2 2024-01-29 Fixed 3.05000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAZ0 876000.00000000 PA USD 867287.28000000 0.003523521056 Long DBT CORP US Y 2 2024-02-01 Fixed 4.30000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VEN0 631000.00000000 PA USD 614422.00000000 0.002496207317 Long DBT CORP US N 2 2025-02-15 Fixed 3.37600000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABV8 39002000.00000000 PA USD 37102454.00000000 0.150735841435 Long DBT CORP US Y 2 2024-06-14 Fixed 0.87500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CX6 2742000.00000000 PA USD 2686184.20000000 0.010913138943 Long DBT CORP US N 2 2024-01-25 Fixed 3.65000000 N N N N N KKR CLO 13 Ltd. 635400ZS4BDP68TETX94 48250VAU1 2434931.11000000 PA USD 2420645.37000000 0.009834336474 Long ABS-CBDO CORP KY Y 2 2028-01-16 Floating 6.06029040 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 15800000.00000000 PA USD 15555550.93000000 0.063197411643 Long DBT CORP US Y 2 2024-03-12 Fixed 4.12500000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 2332K1YN4 75690000.00000000 PA USD 73695778.92000000 0.299403248252 Long STIV CORP NO Y 2 2023-11-22 None 0.00000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558UA85 14804000.00000000 PA USD 14799092.33000000 0.060124153373 Long STIV CORP FI N 2 2023-08-07 Fixed 5.10000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69702DAA5 22851079.77000000 PA USD 22609612.41000000 0.091855890479 Long ABS-CBDO CORP KY Y 2 2029-05-20 Floating 6.17914080 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558UD90 205870000.00000000 PA USD 204972135.05000000 0.832738644392 Long STIV CORP FI N 2 2024-01-31 Fixed 5.17000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEJ6 134270000.00000000 PA USD 134080022.72000000 0.544725829843 Long DBT CORP US N 2 2025-05-23 Fixed 5.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CS6 59681000.00000000 PA USD 56696652.79000000 0.230341035255 Long DBT CORP GB N 2 2025-05-24 Variable 0.97599960 N N N N N N KKR CLO Ltd. 549300OP87QBZ6KR1406 48253WAA0 13479544.00000000 PA USD 13361368.84000000 0.054283125715 Long ABS-CBDO CORP KY Y 2 2031-03-15 Floating 6.00629040 N N N N N N Benefit Street Partners CLO Ltd. N/A 08182DAA2 900000.00000000 PA USD 899766.90000000 0.003655475747 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 5.95042920 N N N N N N OSD CLO Ltd. 2549004IE8HHQL34D058 671026AA0 9082842.67000000 PA USD 8930832.22000000 0.036283220225 Long ABS-CBDO CORP KY Y 2 2031-04-17 Floating 6.13028880 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3C6 68003000.00000000 PA USD 65793430.20000000 0.267298439670 Long DBT CORP US N 2 2024-06-14 Variable 0.43300080 N N N N N N OHA Credit Funding 7 Ltd. N/A 67098WAL5 468750.00000000 PA USD 467826.09000000 0.001900633292 Long ABS-CBDO CORP KY Y 2 2037-02-24 Floating 5.72784840 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29366GT68 3662000.00000000 PA USD 3658808.57000000 0.014864612148 Long STIV CORP US Y 2 2023-06-06 None 0.00000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607LNF6 80000000.00000000 PA USD 79542450.40000000 0.323156473447 Long DBT CORP CA N 2 2025-04-28 Fixed 5.14400000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2D9 13556000.00000000 PA USD 13473741.65000000 0.054739661826 Long DBT CORP US Y 2 2023-06-28 Fixed 0.60000000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149YBH0 2960000.00000000 PA USD 2885911.97000000 0.011724571347 Long DBT CORP US N 2 2024-06-15 Fixed 3.07900000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AH1 45008000.00000000 PA USD 44552760.28000000 0.181004140833 Long DBT CORP US Y 2 2024-04-29 Fixed 4.62500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2R3 52514000.00000000 PA USD 52514000.00000000 0.213348205408 Long DBT CORP US N 2 2024-06-02 Variable 1.67237616 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684XE93 174909000.00000000 PA USD 174548827.39000000 0.709138117069 Long STIV CORP NL N 2 2024-02-20 Fixed 5.41000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAT2 57979000.00000000 PA USD 56845449.67000000 0.230945551143 Long DBT CORP IE N 2 2023-10-29 Fixed 1.15000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55607LYM0 84979000.00000000 PA USD 82705188.85000000 0.336005705509 Long STIV CORP AU Y 2 2023-11-21 None 0.00000000 N N N N N N Ares CLO Ltd. 549300BC3E2Y44TL8536 00190YBB0 3500000.00000000 PA USD 3497858.00000000 0.014210719561 Long ABS-CBDO CORP KY Y 2 2034-10-28 Floating 6.22271160 N N N N N N OHA Credit Partners XIII Ltd. 549300EX32IF3NZCVL73 67110NAH8 1250000.00000000 PA USD 1238585.00000000 0.005031989317 Long ABS-CBDO CORP KY Y 3 2034-10-25 Floating 6.11142840 N N N N N N Magnetite XIX Ltd. 5493000OP4ZUZOOM1U45 55954KAJ4 1875000.00000000 PA USD 1868523.75000000 0.007591236409 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 5.96028960 N N N N N N Aimco CLO Ltd. 5493004I93856WYBB035 00901AAJ6 5000000.00000000 PA USD 4923350.00000000 0.020002054444 Long ABS-CBDO CORP KY Y 2 2032-07-22 Floating 6.33270960 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMJ8 3381000.00000000 PA USD 3262500.31000000 0.013254533767 Long DBT CORP US N 2 2024-03-25 Fixed 0.90000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55607KD52 120000000.00000000 PA USD 114321832.80000000 0.464454390579 Long STIV CORP AU Y 2 2024-04-05 None 0.00000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AQ4 9684000.00000000 PA USD 9488946.62000000 0.038550667109 Long DBT CORP US N 2 2023-11-01 Fixed 0.75000000 N N N N N Kookmin Bank 549300XXMOJSIW8P4769 48668M2D4 38932000.00000000 PA USD 38970015.54000000 0.158323168682 Long STIV CORP KR N 2 2024-01-26 Floating 5.78999880 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 0255E3U63 39511000.00000000 PA USD 39296771.36000000 0.159650676924 Long STIV CORP US Y 2 2023-07-06 None 0.00000000 N N N N N N Credit Industriel et Commercial N4JDFKKH2FTD8RKFXO39 22536MYN2 55099000.00000000 PA USD 53636848.31000000 0.217909992205 Long STIV CORP FR Y 2 2023-11-22 None 0.00000000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 05531NUD6 15000000.00000000 PA USD 14902390.05000000 0.060543820190 Long STIV CORP GB Y 2 2023-07-13 None 0.00000000 N N N N N N Apidos CLO XXIV 549300PPHIOJQEKPJH29 03759CAS9 35000000.00000000 PA USD 34530720.00000000 0.140287678399 Long ABS-CBDO CORP KY Y 2 2030-10-20 Floating 6.20043120 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BK6 10045000.00000000 PA USD 9875191.89000000 0.040119862661 Long DBT CORP GB N 2 2025-03-22 Variable 4.26899880 N N N N N N Benefit Street Partners CLO III Ltd. 549300Y1V90IQ456QX97 08180EBJ2 18828050.72000000 PA USD 18726699.32000000 0.076080810700 Long ABS-CBDO CORP KY Y 2 2029-07-20 Floating 6.25043160 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBJ5 11494000.00000000 PA USD 11264389.42000000 0.045763744292 Long DBT CORP US N 2 2026-07-24 Variable 4.41399960 N N N N N N Honda Auto Receivables Owner Trust N/A 43815JAB9 66361000.00000000 PA USD 66085661.57000000 0.268485685706 Long ABS-O CORP US N 2 2025-10-21 Fixed 5.22000000 N N N N N N Dryden 36 Senior Loan Fund 549300XLLT7H0EYXK263 26249KAZ4 37503144.98000000 PA USD 37228996.99000000 0.151249946623 Long ABS-CBDO CORP KY Y 2 2029-04-15 Floating 6.26793120 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFL7 3000000.00000000 PA USD 2998895.85000000 0.012183590048 Long DBT CORP US N 2 2023-06-08 Fixed 3.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DA5 12223000.00000000 PA USD 10698335.25000000 0.043464040569 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 134429BF5 7004000.00000000 PA USD 6854175.61000000 0.027846404119 Long DBT CORP US N 2 2025-03-15 Fixed 3.95000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJY6 85060000.00000000 PA USD 84882399.82000000 0.344851043004 Long DBT CORP US N 2 2024-06-14 Variable 0.52300080 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RS49 1200000.00000000 PA USD 1197948.25000000 0.004866894719 Long DBT CORP US N 2 2026-03-30 Fixed 4.45000000 N N N N N N OCP CLO Ltd. 254900K70GBA8CMARX66 670898AC9 35000000.00000000 PA USD 34578845.00000000 0.140483195449 Long ABS-CBDO CORP KY Y 2 2032-01-17 Floating 6.48029160 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2S9 9598000.00000000 PA USD 9256110.22000000 0.037604724540 Long DBT CORP US Y 2 2024-01-08 Fixed 0.95000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21688AAR3 60834000.00000000 PA USD 60786549.48000000 0.246957025641 Long DBT CORP NL N 2 2024-01-12 Floating 5.39438040 N N N N N N Royal Bank of Canada 549300HXQQQCCUBS2Z23 78016KZ89 37000000.00000000 PA USD 35922675.07000000 0.145942763066 Long STIV CORP CA Y 2 2023-12-08 None 0.00000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAK5 29316000.00000000 PA USD 29223834.89000000 0.118727438948 Long DBT CORP CA N 2 2023-10-16 Fixed 3.75000000 N N N N N N ICG US CLO Ltd. 635400A7LQADQPBLJB50 44931NAS0 2315792.00000000 PA USD 2315548.84000000 0.009407361647 Long ABS-CBDO CORP KY Y 2 2034-04-29 Floating 6.19913880 N N N N N N Sumitomo Mitsui Banking Corp. 549300MS3WYYVQ4HXM15 86565FMN9 2999000.00000000 PA USD 2997733.64000000 0.012178868347 Long STIV CORP JP N 2 2023-06-07 Fixed 3.05000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HUH6 84939000.00000000 PA USD 84304805.50000000 0.342504455206 Long STIV CORP US Y 2 2023-07-17 None 0.00000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAZ0 78781000.00000000 PA USD 78187870.46000000 0.317653232420 Long DBT CORP FR Y 2 2026-01-26 Fixed 4.93500000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AN0 38702000.00000000 PA USD 38572003.47000000 0.156706168247 Long DBT CORP US Y 2 2025-01-17 Fixed 5.20000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2T1 198389000.00000000 PA USD 196430432.37000000 0.798036337619 Long DBT CORP CA N 2 2025-01-17 Fixed 5.25000000 N N N N N N Sculptor CLO XXVII Ltd. N/A 81124UAA2 4000000.00000000 PA USD 3963208.00000000 0.016101293263 Long ABS-CBDO CORP KY Y 3 2034-07-20 Floating 6.30042840 N N N N N N Carvana Auto Receivables Trust N/A 14687KAB2 2798083.02000000 PA USD 2788276.58000000 0.011327908834 Long ABS-O CORP US N 2 2025-04-10 Fixed 0.82000000 N N N N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222AQ7 6505000.00000000 PA USD 6374407.96000000 0.025897255947 Long DBT CORP CA N 2 2024-06-15 Fixed 3.62500000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 57163UTL0 40950000.00000000 PA USD 40826740.50000000 0.165866470243 Long STIV CORP US Y 2 2023-06-20 None 0.00000000 N N N N N N Capital One Prime Auto Receivables Trust N/A 14044CAC6 16490000.00000000 PA USD 15689148.31000000 0.063740176644 Long ABS-O CORP US N 2 2026-09-15 Fixed 0.77000000 N N N N N N Voya CLO Ltd. 54930085W413OSH6FR69 92914NAJ0 8482288.21000000 PA USD 8412360.23000000 0.034176828242 Long ABS-CBDO CORP KY Y 2 2029-01-18 Floating 6.16170960 N N N N N N Venture 43 CLO Ltd. 549300OLN5VHTMLSN650 92290CAA7 5000000.00000000 PA USD 4997300.00000000 0.020302490514 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 6.31028880 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKE4 64017000.00000000 PA USD 64055444.77000000 0.260237540242 Long DBT CORP US N 2 2023-07-25 Floating 5.81000040 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABY2 4614000.00000000 PA USD 4344417.36000000 0.017650029464 Long DBT CORP US Y 2 2024-09-17 Fixed 1.00000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 0641598L3 6667000.00000000 PA USD 6662615.31000000 0.027068153629 Long DBT CORP CA N 2 2023-09-15 Floating 5.37285600 N N N N N N Citigroup Commercial Mortgage Trust N/A 17327FAB2 3103484.80900000 PA USD 3094787.60000000 0.012573168689 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 3.78800000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790BTL5 47750000.00000000 PA USD 47606845.50000000 0.193411948291 Long STIV CORP US Y 2 2023-06-20 None 0.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571CY70 257310000.00000000 PA USD 250974456.57000000 1.019631906016 Long STIV CORP FR Y 2 2023-11-07 None 0.00000000 N N N N N N Teledyne Technologies, Inc. 549300VSMO9KYQWDND94 879360AB1 31122000.00000000 PA USD 29928040.57000000 0.121588409700 Long DBT CORP US N 2 2024-04-01 Fixed 0.95000000 N N N N N N Hyundai Auto Receivables Trust N/A 44933LAC7 2960009.02300000 PA USD 2879472.21000000 0.011698408586 Long ABS-O CORP US N 2 2025-09-15 Fixed 0.38000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AR9 56499000.00000000 PA USD 55228481.56000000 0.224376307808 Long DBT CORP CH Y 2 2025-08-05 Variable 4.48999920 N N N N N N Aimco CLO Ltd. N/A 00140LAG9 3689000.00000000 PA USD 3640880.68000000 0.014791776653 Long ABS-CBDO CORP KY Y 2 2032-01-17 Floating 6.15632040 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523AV2 3050000.00000000 PA USD 2945682.56000000 0.011967400843 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BU7 49563000.00000000 PA USD 49454039.21000000 0.200916527319 Long DBT CORP US Y 2 2026-05-24 Fixed 5.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCL7 12130000.00000000 PA USD 11860940.71000000 0.048187348420 Long DBT CORP US N 2 2024-12-06 Floating 5.80824000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXS8 2575000.00000000 PA USD 2357528.89000000 0.009577913658 Long DBT CORP US N 2 2026-02-12 Variable 0.85500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368EA44 14990000.00000000 PA USD 14982519.99000000 0.060869363452 Long DBT CORP CA N 2 2023-12-08 Floating 5.46731640 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96950FAM6 28883000.00000000 PA USD 28570875.86000000 0.116074667549 Long DBT CORP US N 2 2024-03-04 Fixed 4.30000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906FUS6 13000000.00000000 PA USD 12891164.00000000 0.052372828293 Long STIV CORP GB Y 2 2023-07-26 None 0.00000000 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAN2 1900000.00000000 PA USD 1884615.32000000 0.007656611501 Long DBT CORP US N 2 2023-11-01 Fixed 4.00000000 N N N N N N Carlisle Cos., Inc. XR64VGX1ZPX6G7ZN7Z11 142339AK6 2027000.00000000 PA USD 2000129.03000000 0.008125908122 Long DBT CORP US N 2 2023-09-01 Fixed 0.55000000 N N N N N N Galaxy XV CLO Ltd. 549300MJK1HWQWCLYA68 36318WAK6 31249101.75000000 PA USD 30849581.98000000 0.125332348574 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 6.23028960 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBL2 86671000.00000000 PA USD 86889789.67000000 0.353006449602 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N Oversea-Chinese Banking Corp. Ltd. 5493007O3QFXCPOGWK22 69033M2H9 87300000.00000000 PA USD 87300654.75000000 0.354675667857 Long STIV CORP SG N 2 2023-06-12 Fixed 5.15000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CAR5 8062000.00000000 PA USD 8054177.76000000 0.032721643202 Long DBT CORP US Y 2 2023-06-09 Fixed 1.08200000 N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DD6 1914000.00000000 PA USD 1914000.00000000 0.007775992404 Long DBT CORP US N 2 2023-06-01 Fixed 2.75000000 N N N N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 0SX001CT5 100000000.00000000 PA USD 100000000.00000000 0.406269195659 Long RA CORP US N 2 Repurchase Y 5.40000000 2023-06-21 101350000.79000000 USD 111485000.87000000 USD ABS N N N Carvana Auto Receivables Trust N/A 14688DAB7 26916597.02000000 PA USD 26731924.94000000 0.108603576437 Long ABS-O CORP US N 2 2025-05-12 Fixed 2.57000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CF9 1271000.00000000 PA USD 1247191.55000000 0.005066955078 Long DBT CORP US N 2 2025-04-17 Fixed 4.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAU6 10595000.00000000 PA USD 10064826.20000000 0.040890288447 Long DBT CORP FR Y 2 2024-10-16 Fixed 2.62500000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAK0 39037000.00000000 PA USD 38966628.39000000 0.158309407735 Long DBT CORP US N 2 2023-06-15 Fixed 0.30900000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55607LVJ0 9745000.00000000 PA USD 9631531.95000000 0.039129947382 Long STIV CORP AU Y 2 2023-08-18 None 0.00000000 N N N N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 13639DU68 4000000.00000000 PA USD 3978784.00000000 0.016164573753 Long STIV CORP CA Y 2 2023-07-06 None 0.00000000 N N N N N N Telstra Corp. Ltd. PCTXNQGRJVR3OG33JG65 87969NAD7 14950000.00000000 PA USD 14452902.04000000 0.058717688867 Long DBT CORP AU Y 2 2025-04-07 Fixed 3.12500000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14912L5X5 971000.00000000 PA USD 963191.75000000 0.003913151375 Long DBT CORP US N 2 2023-11-24 Fixed 3.75000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDG8 18436000.00000000 PA USD 17827340.07000000 0.072426991109 Long DBT CORP US N 2 2024-03-08 Fixed 1.05000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBF6 10000000.00000000 PA USD 9939853.50000000 0.040382562864 Long DBT CORP JP N 2 2023-10-16 Fixed 3.93600000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114WY74 5344000.00000000 PA USD 5343658.73000000 0.021709639341 Long STIV CORP CA N 2 2023-06-01 Fixed 2.90000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115BLF5 74200000.00000000 PA USD 74016471.49000000 0.300706123377 Long STIV CORP CA N 2 2023-12-15 Fixed 5.37000000 N N N N N N Dewolf Park CLO Ltd. N/A 25211AAE9 12864518.90000000 PA USD 12703352.21000000 0.051609806845 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 6.18028920 N N N N N N Natixis SA 2549003L5ZG5M2ZSE107 63873KT15 80799000.00000000 PA USD 80787618.65000000 0.328215208481 Long STIV CORP FR N 2 2023-06-01 None 0.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKS7 75312000.00000000 PA USD 74025820.16000000 0.300744104144 Long DBT CORP US N 2 2025-04-25 Variable 3.84099840 N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAW3 3651000.00000000 PA USD 3561766.68000000 0.014470360842 Long DBT CORP US Y 2 2024-07-15 Fixed 3.37500000 N N N N N N CarMax Auto Owner Trust N/A 14317HAB7 8317382.77000000 PA USD 8251639.68000000 0.033523870156 Long ABS-O CORP US N 2 2025-05-15 Fixed 2.81000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BW9 4740000.00000000 PA USD 4682074.78000000 0.019021827548 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N Magnetite XXV Ltd. 549300WFCL37N4TDUR08 55955GAA1 20250000.00000000 PA USD 20055417.75000000 0.081478984378 Long ABS-CBDO CORP KY Y 2 2032-01-25 Floating 6.45513840 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017BA1 13591000.00000000 PA USD 13247002.55000000 0.053818490708 Long DBT CORP US N 2 2025-09-01 Fixed 4.25000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23344NW69 27948000.00000000 PA USD 27925435.06000000 0.113452440402 Long STIV CORP NO N 2 2023-11-16 Fixed 5.39000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AJ5 31105000.00000000 PA USD 31042919.09000000 0.126117817696 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N MUFG Bank Ltd. C3GTMMZIHMY46P4OIX74 62479MV18 11000000.00000000 PA USD 10900238.58000000 0.044284311603 Long STIV CORP JP N 2 2023-08-01 None 0.00000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86959RA26 111881000.00000000 PA USD 111809674.74000000 0.454248266235 Long STIV CORP SE N 2 2023-06-13 Fixed 3.46000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 40434RV17 7400000.00000000 PA USD 7332441.70000000 0.029789451916 Long STIV CORP US Y 2 2023-08-01 None 0.00000000 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 00216LAC7 6755000.00000000 PA USD 6579228.89000000 0.026729380291 Long DBT CORP NZ Y 2 2024-05-23 Fixed 3.12500000 N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367CX77 54100000.00000000 PA USD 53979195.24000000 0.219300842324 Long STIV CORP CA N 2 2023-07-21 Fixed 3.87000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05253CYH3 100210000.00000000 PA USD 97632404.39000000 0.396650384017 Long STIV CORP AU Y 2 2023-11-17 None 0.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCX5 45025000.00000000 PA USD 44039645.43000000 0.178919513259 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WDK4 9506000.00000000 PA USD 9462910.35000000 0.038444889764 Long DBT CORP US N 2 2023-07-07 Fixed 0.87500000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AJ7 50000000.00000000 PA USD 50136086.50000000 0.203687475358 Long DBT CORP GB N 2 2027-03-02 Variable 5.84700120 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 3827000.00000000 PA USD 3792829.41000000 0.015409097536 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAZ1 119399000.00000000 PA USD 117514525.58000000 0.477425317856 Long DBT CORP FR Y 2 2025-01-15 Fixed 5.02900000 N N N N N N Bavarian Sky UK 5 plc 213800MAPH9PBACGJG35 44928XAW4 1400000.02000000 PA USD 1399431.62000000 0.005685459586 Long ABS-CBDO CORP GB Y 2 2034-10-20 Floating 6.05043000 N N N N N N Emera US Finance LP N/A 29103DAS5 11121000.00000000 PA USD 10500058.97000000 0.042658505121 Long DBT CORP US N 2 2024-06-15 Fixed 0.83300000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2N2 7656000.00000000 PA USD 7202131.34000000 0.029260041065 Long DBT CORP US N 2 2026-04-30 Variable 2.18800080 N N N N N N N/A N/A N/A 8570.00000000 NC USD -1076742.44000000 -0.00437447285 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2023-09-29 1763746176.16000000 USD -1076742.44000000 N N N Credit Agricole Corporate and Investment Bank 254900BN8XS34XZDJ223 22536CXQ8 17899000.00000000 PA USD 17877807.94000000 0.072632026519 Long STIV CORP FR N 2 2023-11-20 Fixed 5.42000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MT5 10270000.00000000 PA USD 10049014.25000000 0.040826049365 Long DBT CORP US N 2 2024-10-30 Variable 0.77600160 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558UWQ1 93036000.00000000 PA USD 92700608.94000000 0.376614018311 Long STIV CORP FI N 2 2023-09-05 Fixed 4.14000000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAJ7 4360000.00000000 PA USD 4331682.28000000 0.017598290757 Long DBT CORP US Y 2 2023-09-19 Fixed 3.85000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 40435RNP2 53686000.00000000 PA USD 53532855.32000000 0.217487500721 Long STIV CORP US N 2 2023-08-10 Fixed 4.01000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BL8 81210000.00000000 PA USD 80169857.45000000 0.325705435023 Long DBT CORP US N 2 2027-01-26 Variable 4.75800120 N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AF6 7755000.00000000 PA USD 7506680.01000000 0.030497328497 Long DBT CORP US N 2 2025-04-14 Fixed 3.55000000 N N N N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 74457MVG6 3200000.00000000 PA USD 3161664.26000000 0.012844867958 Long STIV CORP US Y 2 2023-08-16 None 0.00000000 N N N N N N Lloyds Bank Corporate Markets plc 213800MBWEIJDM5CU638 53947CS25 61071000.00000000 PA USD 60992407.73000000 0.247793364297 Long STIV CORP GB N 2 2023-12-14 Fixed 5.49000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 85324UT60 31200000.00000000 PA USD 31173771.10000000 0.126649429104 Long STIV CORP GB Y 2 2023-06-06 None 0.00000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEF4 17885000.00000000 PA USD 17776652.49000000 0.072221063086 Long DBT CORP US N 2 2025-04-17 Fixed 4.60000000 N N N N N N Marlette Funding Trust N/A 57109KAA3 816115.03000000 PA USD 809200.74000000 0.003287533337 Long ABS-O CORP US Y 2 2032-04-15 Fixed 1.36000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69701EAA4 2225219.01000000 PA USD 2211896.62000000 0.008986254606 Long ABS-CBDO CORP KY Y 2 2028-02-20 Floating 6.17914080 N N N N N N Neuberger Berman CLO XIV Ltd. 549300Z5ZNFT7IECFZ07 64129JBE9 15077185.96600000 PA USD 14933847.16000000 0.060671620737 Long ABS-CBDO CORP KY Y 2 2030-01-28 Floating 6.30271080 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VAY3 2000000.00000000 PA USD 1981519.96000000 0.008050305203 Long DBT CORP US N 2 2023-11-15 Fixed 3.75000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAC0 15845000.00000000 PA USD 15606634.47000000 0.063404948330 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N Protective Life Corp. 549300ZWIT8J8Y2EXL07 74367XUD9 41900000.00000000 PA USD 41629044.43000000 0.169125983966 Long STIV CORP US Y 2 2023-07-13 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17330QCV7 16352000.00000000 PA USD 16353095.58000000 0.066437589878 Long STIV CORP US N 2 2024-03-05 Fixed 5.80000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3C5 500000.00000000 PA USD 491469.80000000 0.001996690403 Long DBT CORP US N 2 2026-08-15 Variable 4.53999960 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348BQ8 13400000.00000000 PA USD 13175662.02000000 0.053528656111 Long DBT CORP US N 2 2024-08-08 Fixed 4.05000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077VTV0 73000000.00000000 PA USD 72681685.69000000 0.295283299844 Long STIV CORP CA Y 2 2023-06-29 None 0.00000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23344NX92 45823000.00000000 PA USD 45801304.18000000 0.186076590093 Long STIV CORP NO N 2 2023-11-24 Fixed 5.48000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29366GUJ8 38000000.00000000 PA USD 37724069.46000000 0.153261273564 Long STIV CORP US Y 2 2023-07-18 None 0.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBJ7 63901000.00000000 PA USD 62967113.08000000 0.255815983839 Long DBT CORP JP N 2 2024-09-08 Variable 0.84899880 N N N N N N Natixis SA 2549003L5ZG5M2ZSE107 63873QWD2 85666000.00000000 PA USD 85340004.89000000 0.346710151441 Long STIV CORP FR N 2 2023-09-08 Fixed 4.29000000 N N N N N N FFCB Funding Corp. 254900C5LP6DN9OP9V83 3133EN3A6 5200000.00000000 PA USD 5191139.25000000 0.021089999676 Long DBT USGA US N 2 2023-09-25 Fixed 4.87500000 N N N N N N Porsche Financial Auto Securitization Trust N/A 73328QAB0 35740000.00000000 PA USD 35616529.02000000 0.144698985971 Long ABS-O CORP US Y 2 2026-12-22 Fixed 5.42000000 N N N N N N Cleveland Electric Illuminating Co. (The) N/A 186108CJ3 10800000.00000000 PA USD 10811799.43000000 0.043925010580 Long DBT CORP US N 2 2024-08-15 Fixed 5.50000000 N N N N N N Neuberger Berman CLO XV 549300UTI4Y2IA4RUP16 64129KBE6 35007660.21000000 PA USD 34637769.27000000 0.140722586607 Long ABS-CBDO CORP KY Y 2 2029-10-15 Floating 6.18028920 N N N N N N Lloyds Bank Corporate Markets plc 213800MBWEIJDM5CU638 53948BXL8 3000000.00000000 PA USD 2934478.83000000 0.011921883539 Long STIV CORP GB N 2 2023-10-20 None 0.00000000 N N N N N N Magnetite XVII Ltd. 5493003SVWF9GG13MZ22 55954EAQ2 8500000.00000000 PA USD 8419301.00000000 0.034205026452 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 6.35042880 N N N N N N Benchmark Mortgage Trust N/A 08161BAV5 1293455.68750000 PA USD 1291264.44000000 0.005246009654 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 3.84800000 N N N N N N KKR CLO Ltd. 549300LGO0WGOG6NE245 48252RAL8 10000000.00000000 PA USD 9866550.00000000 0.040084753324 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 6.33043080 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2T9 19800000.00000000 PA USD 18869026.77000000 0.076659043287 Long DBT CORP US N 2 2025-05-19 Variable 0.80499960 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 0020A3ZL7 76529000.00000000 PA USD 74012698.93000000 0.300690796628 Long STIV CORP US Y 2 2023-12-20 None 0.00000000 N N N N N N Royal Bank of Canada 549300HXQQQCCUBS2Z23 78015DYN4 103570000.00000000 PA USD 100821079.24000000 0.409604987683 Long STIV CORP CA Y 2 2023-11-22 None 0.00000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 2332K1YH7 158329000.00000000 PA USD 154281890.68000000 0.626799796313 Long STIV CORP NO Y 2 2023-11-17 None 0.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMH2 24755000.00000000 PA USD 24755019.31000000 0.100572017835 Long DBT CORP US N 2 2024-03-25 Floating 5.74468920 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAS7 24078000.00000000 PA USD 22873212.73000000 0.092926817379 Long DBT CORP US Y 2 2024-06-17 Fixed 0.65000000 N N N N N N Reckitt Benckiser Treasury Services plc 213800LAXWIUOOBZ3908 7562E1TL8 150000000.00000000 PA USD 149569000.50000000 0.607652775286 Long STIV CORP GB Y 2 2023-06-20 None 0.00000000 N N N N N N Sumitomo Mitsui Banking Corp. 549300MS3WYYVQ4HXM15 86565FUE0 96153000.00000000 PA USD 95929471.20000000 0.389731891044 Long STIV CORP JP N 2 2023-10-06 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHB0 537000000.00000000 PA USD 530748987.06000000 2.156269640697 Long DBT UST US N 2 2026-05-15 Fixed 3.62500000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAE3 26044000.00000000 PA USD 24828480.68000000 0.100870468752 Long DBT CORP CA Y 2 2024-05-21 Fixed 0.70000000 N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37046UTN1 4735000.00000000 PA USD 4718807.34000000 0.019171060624 Long STIV CORP US Y 2 2023-06-22 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAL6 11607000.00000000 PA USD 11505206.61000000 0.046742110353 Long DBT CORP FR Y 2 2023-09-14 Fixed 4.25000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599AZ7 1041000.00000000 PA USD 1007142.00000000 0.004091707702 Long DBT CORP US Y 2 2025-03-10 Fixed 3.95000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607HR38 95598000.00000000 PA USD 95737500.43000000 0.388951972941 Long DBT CORP CA N 2 2025-04-07 Floating 6.03529920 N N N N N Banco Santander Chile 3YJP8HORPAEXJ80D6368 05968JXQ5 10000000.00000000 PA USD 9756666.70000000 0.039638331325 Long STIV CORP CL Y 2 2023-10-24 None 0.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14687JAD1 1027306.45000000 PA USD 1025747.92000000 0.004167297824 Long ABS-O CORP US N 2 2025-01-10 Fixed 0.38000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYL2 38732000.00000000 PA USD 37946762.54000000 0.154166006949 Long DBT CORP US N 2 2024-10-21 Variable 0.92499840 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236THU2 881000.00000000 PA USD 855137.21000000 0.003474159064 Long DBT CORP US N 2 2024-01-11 Fixed 0.45000000 N N N N N N KKR CLO Ltd. 5493004Y6G18HN4CQ515 48254HAA2 18000000.00000000 PA USD 17802846.00000000 0.072327479248 Long ABS-CBDO CORP KY Y 2 2032-01-15 Floating 6.58028880 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAG0 17827000.00000000 PA USD 17630388.51000000 0.071626837591 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N OCP CLO Ltd. 2549003HLFPQ7ATPYA23 67113LAL0 13000000.00000000 PA USD 12752818.00000000 0.051810771112 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 6.29043120 N N N N N N Haleon UK Capital plc 5493004B26DRJNN0OV17 36264NAB0 16322000.00000000 PA USD 15696092.76000000 0.063768389805 Long DBT CORP GB N 2 2025-03-24 Fixed 3.12500000 N N N N N N Atlas Senior Loan Fund Ltd. N/A 04943EAA9 1466666.66000000 PA USD 1465538.79000000 0.005954032654 Long ABS-CBDO CORP KY Y 2 2035-01-18 Floating 6.11170920 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 17329FXG4 29285000.00000000 PA USD 27924618.92000000 0.113449124677 Long DBT CORP US N 2 2024-06-07 Fixed 0.75000000 N N N N N N Cedar Funding II CLO Ltd. 254900Q56WTD2BRLBE32 15032TBC9 2303571.44000000 PA USD 2291454.65000000 0.009309474375 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 6.10043040 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83050UYH5 241108000.00000000 PA USD 234924450.20000000 0.954425674233 Long STIV CORP SE Y 2 2023-11-17 None 0.00000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69702QAA6 1824880.75000000 PA USD 1813407.72000000 0.007367316958 Long ABS-CBDO CORP KY Y 2 2031-01-15 Floating 6.54631920 N N N N N N ING US Funding LLC N/A 45685RVN4 5500000.00000000 PA USD 5432450.71000000 0.022070373804 Long STIV CORP US Y 2 2023-08-22 None 0.00000000 N N N N N N Carlyle Global Market Strategies CLO Ltd. N/A 14311DBN5 7545115.56770000 PA USD 7441196.69000000 0.030231289939 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 6.23043000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 66681MVH8 69600000.00000000 PA USD 68763361.37000000 0.279364355146 Long STIV CORP US N 2 2023-08-17 None 0.00000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115BBK5 111800000.00000000 PA USD 111818168.62000000 0.454282774253 Long STIV CORP CA N 2 2023-08-01 Fixed 5.38000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AVBX9 4000000.00000000 PA USD 3996834.32000000 0.016237906643 Long DBT USGA US N 2 2023-09-07 Fixed 5.20000000 N N N N N N JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 4812C2270 3609053.73000000 NS USD 3609053.73000000 0.014662473559 Long STIV RF US N 1 N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAC2 19015000.00000000 PA USD 18900777.47000000 0.076788036600 Long DBT CORP GB Y 2 2024-08-12 Floating 5.60350800 N N N N N N JPMorgan U.S. Government Money Market Fund 8I5DZWZKVSZI1NUHU748 4812C2270 2914715464.99000000 NS USD 2914715464.99000000 11.84159107536 Long STIV RF US N 1 N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDE1 2850000.00000000 PA USD 2833498.50000000 0.011511631564 Long DBT CORP NL Y 2 2023-09-26 Fixed 3.87500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38143U8H7 13456000.00000000 PA USD 12995145.59000000 0.052795273463 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 40434PEL6 25000000.00000000 PA USD 23613774.25000000 0.095935490710 Long STIV CORP US Y 2 2024-05-20 None 0.00000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAM0 8310000.00000000 PA USD 8257766.25000000 0.033548760523 Long DBT CORP US Y 2 2023-07-07 Fixed 0.80000000 N N N N N GoldenTree Loan Management US CLO 14 Ltd. 549300QXPI5JCSVZ9W25 38136RAA5 2306250.00000000 PA USD 2306109.32000000 0.009369011785 Long ABS-CBDO CORP JE Y 2 2035-07-20 Floating 6.24845160 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBW5 15000000.00000000 PA USD 14763305.55000000 0.059978762710 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N LCM XXIV Ltd. N/A 50188YAE4 28896511.22000000 PA USD 28562727.62000000 0.116041563760 Long ABS-CBDO CORP KY Y 2 2030-03-20 Floating 6.23043000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 85325VDX5 145077000.00000000 PA USD 144692963.77000000 0.587842940083 Long STIV CORP GB N 2 2024-01-12 Fixed 5.44000000 N N N N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 134429BA6 1695000.00000000 PA USD 1637984.95000000 0.006654628281 Long DBT CORP US N 2 2025-03-19 Fixed 3.30000000 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VAX7 33827000.00000000 PA USD 33649707.96000000 0.136708397870 Long DBT CORP JP Y 2 2024-09-16 Floating 5.55172920 N N N N N N Magnetite VIII Ltd. 549300NJNSVWVLHGRY73 55952YAP2 10405948.34000000 PA USD 10311150.15000000 0.041891026777 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 6.24029040 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AV7 9103000.00000000 PA USD 8976679.03000000 0.036469481692 Long DBT CORP US N 2 2024-01-23 Fixed 3.50000000 N N N N N N Royal Bank of Canada 549300HXQQQCCUBS2Z23 78015JGE1 81567000.00000000 PA USD 81346748.71000000 0.330486781678 Long STIV CORP CA N 2 2023-09-22 Fixed 4.87000000 N N N N N N Mercedes-Benz Auto Receivables Trust N/A 58770AAB9 40971000.00000000 PA USD 40793054.75000000 0.165729615417 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.09000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 40434RZ88 97500000.00000000 PA USD 94579370.93000000 0.384246849536 Long STIV CORP US Y 2 2023-12-08 None 0.00000000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095AM3 18542000.00000000 PA USD 18459840.40000000 0.074996645113 Long DBT CORP US N 2 2026-03-30 Fixed 4.75000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13608BUS1 84793000.00000000 PA USD 84136664.87000000 0.341821351621 Long STIV CORP CA Y 2 2023-07-26 None 0.00000000 N N N N N N Newark BSL CLO 1 Ltd. 549300R0C043JWD1XY94 65023TAJ1 18440794.82000000 PA USD 18278829.32000000 0.074261252854 Long ABS-CBDO CORP KY Y 2 2029-12-21 Floating 6.44037840 N N N N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 775109AY7 39643000.00000000 PA USD 39404535.46000000 0.160088489266 Long DBT CORP CA N 2 2023-10-01 Fixed 4.10000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AV9 28294000.00000000 PA USD 28296077.91000000 0.114958248128 Long DBT CORP US N 2 2026-03-29 Fixed 5.10000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22534PAD5 112332000.00000000 PA USD 111877077.87000000 0.454522104389 Long DBT CORP FR Y 2 2025-02-28 Fixed 5.56800000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BV5 47145000.00000000 PA USD 46411417.20000000 0.188555291352 Long DBT CORP JP N 2 2024-09-15 Variable 0.84800160 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 05531NTV8 49910000.00000000 PA USD 49693212.92000000 0.201888216427 Long STIV CORP GB Y 2 2023-06-29 None 0.00000000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 86723BY20 42523000.00000000 PA USD 41463852.42000000 0.168454859715 Long STIV CORP CA Y 2 2023-11-02 None 0.00000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115B7A2 143784000.00000000 PA USD 143556217.39000000 0.583224689708 Long STIV CORP CA N 2 2023-07-18 Fixed 4.07000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAW7 837000.00000000 PA USD 836882.82000000 0.003399997101 Long DBT CORP US Y 2 2023-06-08 Fixed 4.12500000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 9612C0B99 7000000.00000000 PA USD 6730633.00000000 0.027344488551 Long STIV CORP AU Y 2 2024-02-09 None 0.00000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCU7 8298000.00000000 PA USD 8118016.38000000 0.032980999850 Long DBT CORP US N 2 2026-07-24 Variable 4.98499920 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06053FAA7 1101000.00000000 PA USD 1097713.92000000 0.004459673513 Long DBT CORP US N 2 2023-07-24 Fixed 4.10000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 96130ARL4 17800000.00000000 PA USD 17754124.06000000 0.072129537014 Long STIV CORP AU N 2 2024-01-11 Fixed 5.33000000 N N N N N N OCP CLO Ltd. 254900ZMV4RGFPV8TK42 670881AL5 156250.00000000 PA USD 156222.97000000 0.000634685803 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 5.95042920 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEA9 76634000.00000000 PA USD 72631852.96000000 0.295080844812 Long DBT CORP US N 2 2025-05-30 Variable 0.78999840 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 17327AA80 23541000.00000000 PA USD 22719340.71000000 0.092301682761 Long STIV CORP US Y 2 2024-01-08 None 0.00000000 N N N N N N Apidos CLO XXXI 549300IG6PHVJ3WBR394 03767VAG3 28565000.00000000 PA USD 28220477.54000000 0.114651107112 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 6.36028920 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DB2 24076000.00000000 PA USD 25013777.78000000 0.101623273790 Long DBT CORP US N 2 2027-11-05 Fixed 5.85000000 N N N N N N CIFC Funding Ltd. 635400BTAKRBKGRV3X14 12551MAA7 24594056.21000000 PA USD 24368602.50000000 0.099002125370 Long ABS-CBDO CORP KY Y 2 2030-11-16 Floating 6.44028840 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7K4 33530000.00000000 PA USD 33528280.92000000 0.136215077211 Long DBT CORP CA N 2 2023-10-26 Floating 5.53456080 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAG3 174000.00000000 PA USD 172295.13000000 0.000699982038 Long DBT CORP US N 2 2023-12-01 Fixed 3.80000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 06417MK87 33040000.00000000 PA USD 33071741.20000000 0.134360296963 Long STIV CORP CA N 2 2023-08-07 Floating 5.79999960 N N N N N N LCM XX LP 549300VQTTD2PAP2Y421 50188WAE8 2963126.28000000 PA USD 2956257.75000000 0.012010364582 Long ABS-CBDO CORP KY Y 2 2027-10-20 Floating 6.29043120 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 01626VUE1 19350000.00000000 PA USD 19220208.71000000 0.078085787330 Long STIV CORP CA Y 2 2023-07-14 None 0.00000000 N N N N N N 522 Funding CLO Ltd. N/A 33834WAA0 41212268.12000000 PA USD 40773604.74000000 0.165650596018 Long ABS-CBDO CORP KY Y 2 2030-04-20 Floating 6.33043080 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEQ4 85300000.00000000 PA USD 83572755.18000000 0.339530360259 Long DBT CORP US N 2 2025-04-17 Variable 3.62000160 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAC3 130000.00000000 PA USD 128843.79000000 0.000523452629 Long DBT CORP IE N 2 2023-09-23 Fixed 2.87500000 N N N N N N CBAM Ltd. 254900JYLIAZT0YFW632 12481KAQ1 625000.00000000 PA USD 624231.88000000 0.002536061837 Long ABS-CBDO CORP KY Y 2 2034-07-17 Floating 5.96028960 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 89680YAD7 22739000.00000000 PA USD 22497398.13000000 0.091399998426 Long DBT CORP BM Y 2 2023-08-01 Fixed 0.80000000 N N N N N N Woori Bank 549300VUVMRL6RE7R376 98107AAS2 62432000.00000000 PA USD 62496694.54000000 0.253904818221 Long STIV CORP KR N 2 2023-08-18 Floating 5.86000080 N N N N N N TELUS Corp. L2TEUTQ8OSHMJWVLCE40 87974WX52 13965000.00000000 PA USD 13682462.77000000 0.055587631442 Long STIV CORP CA Y 2 2023-10-05 None 0.00000000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095AG6 15475000.00000000 PA USD 15202047.77000000 0.061761237198 Long DBT CORP US N 2 2024-04-01 Fixed 3.20000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BD8 3385000.00000000 PA USD 3329850.80000000 0.013528158061 Long DBT CORP US N 2 2024-11-01 Variable 4.21999920 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05253CYL4 68765000.00000000 PA USD 66964025.40000000 0.272054207373 Long STIV CORP AU Y 2 2023-11-20 None 0.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AS8 27699000.00000000 PA USD 27593482.60000000 0.112103819813 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N Banco Santander Chile 3YJP8HORPAEXJ80D6368 05968GB93 24520000.00000000 PA USD 23491155.76000000 0.095437329557 Long STIV CORP CL Y 2 2024-02-09 None 0.00000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477AM5 6479000.00000000 PA USD 6426179.56000000 0.026107588010 Long DBT CORP US N 2 2023-11-20 Fixed 3.70000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 11687000.00000000 PA USD 11141669.85000000 0.045265172482 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 05531NUC8 8680000.00000000 PA USD 8624870.46000000 0.035040191844 Long STIV CORP GB Y 2 2023-07-12 None 0.00000000 N N N N N N Mizuho Bank Ltd. RB0PEZSDGCO3JS6CEU02 60710RBH7 105860000.00000000 PA USD 105620451.52000000 0.429103358841 Long STIV CORP JP N 2 2023-12-14 Fixed 5.40000000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2A5 7007000.00000000 PA USD 6709528.82000000 0.027258748769 Long DBT CORP US Y 2 2024-04-12 Fixed 1.00000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36266FAB5 36547528.32000000 PA USD 36208169.90000000 0.147102640615 Long ABS-O CORP US N 2 2024-10-21 Fixed 2.93000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69701PAA9 21017006.15000000 PA USD 20862930.48000000 0.084759659851 Long ABS-CBDO CORP KY Y 2 2028-11-25 Floating 6.39586080 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05253CYN0 98754000.00000000 PA USD 96137224.41000000 0.390575928339 Long STIV CORP AU Y 2 2023-11-22 None 0.00000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114QCJ5 548000.00000000 PA USD 539902.12000000 0.002193456000 Long DBT CORP CA N 2 2023-09-11 Fixed 0.45000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 2332K1ZK9 112419000.00000000 PA USD 108986210.51000000 0.442777400818 Long STIV CORP NO Y 2 2023-12-19 None 0.00000000 N N N N N N Nutrien Ltd. N/A 67077VUH9 23200000.00000000 PA USD 23034955.90000000 0.093583930055 Long STIV CORP US Y 2 2023-07-17 None 0.00000000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 67616SU50 2500000.00000000 PA USD 2487623.60000000 0.010106448390 Long STIV CORP AT N 2 2023-07-05 None 0.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 81686NVM9 46000000.00000000 PA USD 45407272.06000000 0.184475758968 Long STIV CORP US Y 2 2023-08-21 None 0.00000000 N N N N N N Credit Agricole Corporate and Investment Bank 254900BN8XS34XZDJ223 22536CDM9 139018000.00000000 PA USD 138597352.38000000 0.563078348718 Long STIV CORP FR N 2 2024-01-11 Fixed 5.30000000 N N N N N N Bain Capital Credit CLO 549300B0VI605XM3L529 05683VAQ7 3600000.00000000 PA USD 3598056.00000000 0.014617793170 Long ABS-CBDO CORP KY Y 2 2034-04-19 Floating 6.09500160 N N N N N N Ballyrock CLO Ltd. N/A 05875JAJ8 42764000.00000000 PA USD 42033804.70000000 0.170770400259 Long ABS-CBDO CORP KY Y 2 2032-07-15 Floating 6.29029080 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEJ4 1046000.00000000 PA USD 1013563.54000000 0.004117796441 Long DBT CORP US Y 2 2024-01-08 Fixed 0.50000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236THV0 41950000.00000000 PA USD 41918433.04000000 0.170301680744 Long DBT CORP US N 2 2024-01-11 Floating 5.42489040 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DAZ8 13971000.00000000 PA USD 13560424.02000000 0.055091825594 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N Marathon CLO XIII Ltd. N/A 56579AAS9 35000000.00000000 PA USD 34583745.00000000 0.140503102640 Long ABS-CBDO CORP KY Y 2 2032-04-15 Floating 6.58028880 N N N N N N ABN AMRO Funding USA LLC 549300WEQ09INLYV6558 00084CYN6 51300000.00000000 PA USD 49922951.02000000 0.202821571558 Long STIV CORP US Y 2 2023-11-22 None 0.00000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 17327BV93 3940000.00000000 PA USD 3899166.27000000 0.015841111442 Long STIV CORP US Y 2 2023-08-09 None 0.00000000 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAG0 80000000.00000000 PA USD 79424445.60000000 0.322677056295 Long DBT CORP NZ Y 2 2028-02-07 Fixed 4.84600000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBN4 22838000.00000000 PA USD 22879211.40000000 0.092951188127 Long DBT CORP US Y 2 2024-04-01 Floating 5.62968000 N N N N N N 3M Co. LUZQVYP4VS22CLWDAR65 88580DW75 142458000.00000000 PA USD 140428685.79000000 0.570518492233 Long STIV CORP US Y 2 2023-09-07 None 0.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZP2 64873000.00000000 PA USD 63539900.72000000 0.258143043577 Long DBT CORP US N 2 2024-03-15 Fixed 3.00000000 N N N N N N Venture CLO Ltd. 549300AZL7IWJJ04HD37 92332LAS8 1833333.36010000 PA USD 1825985.36000000 0.007418416034 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 5.95042920 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCM5 27974000.00000000 PA USD 26199098.65000000 0.106438867355 Long DBT CORP US N 2 2026-03-03 Variable 2.63599920 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LSS1 21256000.00000000 PA USD 20825254.17000000 0.084606592610 Long DBT CORP US Y 2 2024-01-30 Fixed 3.25000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83369CZF4 205985000.00000000 PA USD 199786808.36000000 0.811672259357 Long STIV CORP FR Y 2 2023-12-15 None 0.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LZ2 2537000.00000000 PA USD 2537000.00000000 0.010307049493 Long DBT CORP US N 2 2024-06-01 Variable 4.04399880 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960JA96 133099000.00000000 PA USD 128574284.85000000 0.522357712884 Long STIV CORP SE Y 2 2024-01-09 None 0.00000000 N N N N N N KKR CLO Ltd. 254900VCKMCY079T6M57 48251BAU4 1750000.00000000 PA USD 1749587.00000000 0.007108033032 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 6.00042960 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 28370TAG4 3463000.00000000 PA USD 3415756.23000000 0.013877165361 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAK5 44857000.00000000 PA USD 44637509.76000000 0.181348451864 Long DBT CORP ES N 2 2024-06-30 Variable 0.70099920 N N N N N N Ford Credit Auto Lease Trust N/A 345287AB2 12610000.00000000 PA USD 12551291.62000000 0.050992031509 Long ABS-O CORP US N 2 2025-06-15 Fixed 5.19000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AK6 58479000.00000000 PA USD 58487764.25000000 0.237617769377 Long DBT CORP US Y 2 2024-04-05 Floating 6.09879960 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBQ7 29647000.00000000 PA USD 28726187.01000000 0.116705648909 Long DBT CORP GB N 2 2024-12-10 Variable 1.00699920 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2G9 8000000.00000000 PA USD 7811500.00000000 0.031735718218 Long DBT NUSS SA Y 2 2023-11-24 Fixed 1.25000000 N N N N N N Royal Bank of Canada 549300HXQQQCCUBS2Z23 78015JA23 73300000.00000000 PA USD 73110271.75000000 0.297024512982 Long STIV CORP CA N 2 2023-08-04 Fixed 4.08000000 N N N N N N Symphony CLO XXIV Ltd. 5493007X3UVVYJ005O73 87167QAC2 28550000.00000000 PA USD 28075755.95000000 0.114063147873 Long ABS-CBDO CORP KY Y 2 2032-01-23 Floating 6.47271000 N N N N N N OSD CLO Ltd. N/A 671027AA8 12000000.00000000 PA USD 11817108.00000000 0.048009269621 Long ABS-CBDO CORP KY Y 2 2035-04-16 Floating 6.65318160 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HUQ6 25000000.00000000 PA USD 24780475.00000000 0.100675436462 Long STIV CORP US Y 2 2023-07-24 None 0.00000000 N N N N N N Carlyle Global Market Strategies CLO Ltd. 5493007AYUHLOG0AMH17 14312JAY8 7465681.72000000 PA USD 7350165.23000000 0.029861457159 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 6.33043080 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CA8 4409000.00000000 PA USD 4346821.02000000 0.017659794794 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Dryden Senior Loan Fund N/A 26245EAJ8 46639362.76000000 PA USD 46234533.09000000 0.187836665701 Long ABS-CBDO CORP KY Y 2 2028-04-15 Floating 6.24029040 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAZ1 726000.00000000 PA USD 730395.50000000 0.002967371922 Long DBT CORP CA N 2 2024-11-07 Fixed 5.90000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665KU62 57500000.00000000 PA USD 57189270.00000000 0.232342387232 Long STIV CORP US N 2 2023-07-06 None 0.00000000 N N N N N N 7-Eleven, Inc. 549300K23JPL0SS3LB18 817826AB6 10000000.00000000 PA USD 9643628.70000000 0.039179092751 Long DBT CORP US Y 2 2024-02-10 Fixed 0.80000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276XAR6 329026.72000000 PA USD 328129.23000000 0.001333087983 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 3.99270000 N N N N N N Westpac New Zealand Ltd. 549300MW73M5PK1PNG73 96122FAA5 35000000.00000000 PA USD 34684342.00000000 0.140911797263 Long DBT CORP NZ Y 2 2028-02-15 Fixed 4.90200000 N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AV6 392000.00000000 PA USD 382706.59000000 0.001554818984 Long DBT CORP US N 2 2025-04-09 Fixed 3.85000000 N N N N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550AW8 1790000.00000000 PA USD 1777538.88000000 0.007221592910 Long DBT CORP US N 2 2023-08-15 Fixed 1.87500000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06417XAN1 67362000.00000000 PA USD 66917050.41000000 0.271863362459 Long DBT CORP CA N 2 2026-02-02 Fixed 4.75000000 N N N N N N Royal Bank of Canada 549300HXQQQCCUBS2Z23 78015DZF0 136186000.00000000 PA USD 132066373.50000000 0.536544993354 Long STIV CORP CA Y 2 2023-12-15 None 0.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXM1 7025000.00000000 PA USD 6278839.55000000 0.025508990936 Long DBT CORP US N 2 2026-12-09 Variable 1.09299960 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159VM5 5025000.00000000 PA USD 5009908.37000000 0.020353714438 Long DBT CORP CA N 2 2023-06-15 Fixed 0.80000000 N N N N N N Octagon Investment Partners 30 Ltd. 549300CDNDWWERRAUA43 675920AJ1 33579443.50650000 PA USD 33247275.65000000 0.135073439361 Long ABS-CBDO CORP KY Y 2 2030-03-17 Floating 6.25043160 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AA0 76981000.00000000 PA USD 76800583.48000000 0.312017112765 Long DBT CORP SG N 2 2025-05-19 Fixed 4.65000000 N N N N N N Telstra Group Ltd. 894500WRW54CVN62K416 8796VRTN1 230340000.00000000 PA USD 229618446.13000000 0.932869014177 Long STIV CORP AU Y 2 2023-06-22 None 0.00000000 N N N N N N Kookmin Bank 549300XXMOJSIW8P4769 48668MY56 12916000.00000000 PA USD 12930280.45000000 0.052531746380 Long STIV CORP KR N 2 2023-08-28 Floating 5.81000040 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFB3 11905000.00000000 PA USD 11901010.16000000 0.048350138252 Long DBT CORP US N 2 2023-08-07 Floating 5.47637040 N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159YM2 166000.00000000 PA USD 163550.53000000 0.000664455422 Long DBT CORP CA N 2 2023-09-15 Fixed 0.55000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAM7 3130000.00000000 PA USD 3099831.62000000 0.012593660989 Long DBT CORP US Y 2 2023-09-15 Fixed 2.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GVM3 43990000.00000000 PA USD 43413967.67000000 0.176377577256 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N N TELUS Corp. L2TEUTQ8OSHMJWVLCE40 87974WXA1 40395000.00000000 PA USD 39544227.57000000 0.160656015278 Long STIV CORP CA Y 2 2023-10-10 None 0.00000000 N N N N N N Enterprise Fleet Funding LLC N/A 29374EAB2 26092868.06000000 PA USD 25467951.70000000 0.103468442522 Long ABS-O CORP US Y 2 2026-12-21 Fixed 0.44000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAR8 4865000.00000000 PA USD 4849197.26000000 0.019700794704 Long DBT CORP FR Y 2 2023-07-20 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEB7 2958000.00000000 PA USD 2862221.05000000 0.011628322437 Long DBT CORP US N 2 2025-01-22 Variable 0.79099920 N N N N N N Santander Drive Auto Receivables Trust N/A 802918AB8 24702554.17000000 PA USD 24646143.42000000 0.100129688633 Long ABS-O CORP US N 2 2025-05-15 Fixed 4.37000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAS7 9000000.00000000 PA USD 8871165.72000000 0.036040813616 Long DBT CORP US N 2 2024-06-27 Fixed 4.20000000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502AP6 5000000.00000000 PA USD 4752689.50000000 0.019308713403 Long DBT CORP US N 2 2025-02-24 Fixed 2.30000000 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAQ7 1410000.00000000 PA USD 1326337.73000000 0.005388501627 Long DBT CORP NL Y 2 2024-09-24 Fixed 0.75000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CA0 33780000.00000000 PA USD 31531465.72000000 0.128102632160 Long DBT CORP JP N 2 2025-10-11 Variable 0.96199920 N N N N N N Bain Capital Credit CLO Ltd. N/A 05684CAJ4 2640000.02000000 PA USD 2638841.06000000 0.010720798349 Long ABS-CBDO CORP KY Y 2 2034-10-23 Floating 6.12271080 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CK4 10609000.00000000 PA USD 10690392.25000000 0.043431770606 Long DBT CORP GB Y 2 2026-03-30 Floating 6.84297000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAB6 13870000.00000000 PA USD 13822550.73000000 0.056156765670 Long ABS-O CORP US N 2 2026-05-15 Fixed 5.36000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABM8 2506000.00000000 PA USD 2470640.34000000 0.010037450636 Long DBT CORP US Y 2 2023-09-18 Fixed 1.25000000 N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89355QV86 10000000.00000000 PA USD 9893471.70000000 0.040194127898 Long STIV CORP CA Y 2 2023-08-08 None 0.00000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 0641598K5 8539000.00000000 PA USD 7540136.98000000 0.030633253860 Long DBT CORP CA N 2 2026-09-15 Fixed 1.30000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816BW8 3130000.00000000 PA USD 3119131.45000000 0.012672070253 Long DBT CORP US N 2 2023-08-03 Fixed 3.70000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAD1 11635000.00000000 PA USD 11257712.09000000 0.045736616357 Long DBT CORP ES N 2 2024-06-27 Fixed 2.70600000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HTF2 2250000.00000000 PA USD 2244919.68000000 0.009120417127 Long STIV CORP US Y 2 2023-06-15 None 0.00000000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 23636TAD2 56688000.00000000 PA USD 56009527.97000000 0.227549458776 Long DBT CORP FR Y 2 2023-11-02 Fixed 2.58900000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556CP5 26013000.00000000 PA USD 25546961.50000000 0.103789435001 Long DBT CORP US N 2 2023-10-18 Fixed 0.79700000 N N N N N N NTT Finance Corp. 3538007PR116187GD960 62954WAB1 320000.00000000 PA USD 308631.99000000 0.001253876703 Long DBT CORP JP Y 2 2024-03-01 Fixed 0.58300000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CP2 49917000.00000000 PA USD 47076629.36000000 0.191257843444 Long DBT CORP US N 2 2027-05-03 Fixed 3.30000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468W2 8363000.00000000 PA USD 8355222.41000000 0.033944694880 Long DBT CORP US N 2 2024-01-25 Floating 5.54015160 N N N N N N Sumitomo Mitsui Banking Corp. 549300MS3WYYVQ4HXM15 86565FVT6 107685000.00000000 PA USD 107805995.94000000 0.437982552577 Long STIV CORP JP N 2 2023-07-31 Floating 5.95000080 N N N N N N LCM 29 Ltd. N/A 50201MAQ6 20000000.00000000 PA USD 19657120.00000000 0.079860823313 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 6.33029040 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHR3 2992000.00000000 PA USD 2934198.78000000 0.011920745782 Long DBT CORP US N 2 2025-03-15 Variable 3.45800160 N N N N N N 2023-06-30 J.P. Morgan Exchange-Traded Fund Trust Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer XXXX