0001752724-21-141107.txt : 20210628
0001752724-21-141107.hdr.sgml : 20210628
20210628144110
ACCESSION NUMBER: 0001752724-21-141107
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210628
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iShares U.S. ETF Trust
CENTRAL INDEX KEY: 0001524513
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22649
FILM NUMBER: 211052605
BUSINESS ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: (415) 670-2000
MAIL ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
0001524513
S000037042
BlackRock Short Maturity Bond ETF
C000113876
BlackRock Short Maturity Bond ETF
NEAR
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001524513
XXXXXXXX
S000037042
C000113876
iShares U.S. ETF Trust
811-22649
0001524513
5493002YECWEEITPWL97
400 HOWARD STREET
SAN FRANCISCO
94105
800-474-2737
BlackRock Short Maturity Bond ETF
S000037042
549300BV2WH8444C2Y33
2021-10-31
2021-04-30
N
4804012512.67
88671353.96
4715341158.71
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
25195382.96000000
USD
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2020-B
47787NAB5
13443184.93000000
PA
USD
13450606.91000000
0.285252041311
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
0.41000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBU3
24870000.00000000
PA
USD
24948356.91000000
0.529089117208
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2019-SOHO
36257XAA9
19046000.00000000
PA
USD
19045756.21000000
0.403910460960
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
1.02000000
N
N
N
N
N
N
ENERGY TRANSFER LP
5493006LL0CKP8WQW329
Energy Transfer LP
86765BAL3
10000000.00000000
PA
USD
10368190.20000000
0.219882079599
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.45000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2020-I
63942AAB2
9008378.36000000
PA
USD
9040703.12000000
0.191729565596
Long
ABS-O
CORP
US
N
2
2069-04-15
Floating
1.11000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XIII Ltd
55818MBA4
4000000.00000000
PA
USD
3989021.20000000
0.084596661529
Long
ABS-CBDO
CORP
KY
N
2
2030-04-19
Floating
1.14000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
549300QHIJYOHPACPG31
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAA8
1162750.00000000
PA
USD
1170017.19000000
0.024812991268
Long
DBT
CORP
US
N
2
2021-09-20
Fixed
3.36000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HBN4
20000000.00000000
PA
USD
19940400.00000000
0.422883505749
Long
STIV
CORP
US
N
2
2022-02-22
None
0.00000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAU0
1278000.00000000
PA
USD
1303758.01000000
0.027649282758
Long
DBT
CORP
US
N
2
2021-12-03
Fixed
4.45000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2017-A
63939XAC5
998177.09000000
PA
USD
998434.72000000
0.021174177782
Long
ABS-O
CORP
US
N
2
2058-12-16
Floating
1.01000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
GG5LRZV04I3KOUQCND87
Dell International LLC / EMC Corp
25272KAG8
39280000.00000000
PA
USD
42855158.37000000
0.908845339659
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDD3
10000000.00000000
PA
USD
10138700.00000000
0.215015195269
Long
DBT
CORP
NL
N
2
2023-09-26
Floating
1.06000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-2
14314QAB0
14340000.00000000
PA
USD
14341187.35000000
0.304138913119
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
0.27000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2019-CLP
05492GAA6
7445324.33000000
PA
USD
7443074.35000000
0.157848055940
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
0.80000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDD4
40000000.00000000
PA
USD
40055792.00000000
0.849478132160
Long
ABS-O
CORP
US
N
2
2024-04-15
Floating
0.66000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300WSX4P5CXVKVR97
BlueMountain CLO 2012-2 Ltd
09626RAW5
2907728.76000000
PA
USD
2907966.61000000
0.061670333325
Long
ABS-CBDO
CORP
KY
N
2
2028-11-20
Floating
1.23000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
N/A
Highbridge Loan Management 3-2014
40436XAC1
1100000.00000000
PA
USD
1099188.31000000
0.023310896772
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
1.37000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CS2
6000000.00000000
PA
USD
6407263.92000000
0.135881237525
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.51000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAQ2
3000000.00000000
PA
USD
3031790.01000000
0.064296302387
Long
DBT
CORP
JP
N
2
2023-03-05
Floating
0.98000000
N
N
N
N
N
N
Rosslyn Portfolio Trust 2017 ROSS
N/A
Rosslyn Portfolio Trust 2017-ROSS
77846EAA3
2892225.15000000
PA
USD
2892003.61000000
0.061331800025
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Floating
1.94000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2B6
5000000.00000000
PA
USD
5114525.05000000
0.108465641781
Long
DBT
CORP
CH
N
2
2022-04-08
Fixed
2.80000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAS8
6005000.00000000
PA
USD
6007331.98000000
0.127399731595
Long
DBT
CORP
US
N
2
2023-03-24
Fixed
0.90000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAL6
3185995.61000000
PA
USD
3186249.85000000
0.067571989867
Long
ABS-CBDO
CORP
KY
N
2
2027-07-25
Floating
1.26000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
549300KJI7MJ3X7YQQ90
Palmer Square Loan Funding 2018-4 Ltd
69700KAA1
5849666.80000000
PA
USD
5837671.47000000
0.123801677832
Long
ABS-CBDO
CORP
KY
N
2
2026-11-15
Floating
1.09000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAF2
6000000.00000000
PA
USD
6422523.60000000
0.136204855254
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
N/A
VOLKSWAGEN GROUP AMER FIN LLC
92866BYC3
22000000.00000000
PA
USD
21937116.74000000
0.465228622948
Long
STIV
CORP
US
N
2
2021-11-12
None
0.00000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAX5
27976000.00000000
PA
USD
28786182.44000000
0.610479315729
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.13000000
N
N
N
N
N
N
OCP CLO Ltd
254900U8BS6KLMI9K654
OCP CLO 2016-12 Ltd
67092RAE8
17055762.01000000
PA
USD
17055782.48000000
0.361708345291
Long
ABS-CBDO
CORP
KY
N
2
2028-10-18
Floating
1.31000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GZ0
26464000.00000000
PA
USD
26505723.67000000
0.562116775390
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.70000000
N
N
N
N
N
N
MUFG AMERICAS HLDGS CORP
5493004K1ECE43Q0BX47
MUFG Americas Holdings Corp
908906AC4
2885000.00000000
PA
USD
2986539.19000000
0.063336651357
Long
DBT
CORP
US
N
2
2022-06-18
Fixed
3.50000000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCP9
44570000.00000000
PA
USD
45426512.83000000
0.963377013476
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.20000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300MP4QPQUMB6AD63
Anchorage Capital CLO 4-R Ltd
03328LAA0
4500000.00000000
PA
USD
4500000.00000000
0.095433179669
Long
ABS-CBDO
CORP
KY
N
2
2031-01-28
Floating
1.23000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHB3
59321000.00000000
PA
USD
59718171.89000000
1.266465561663
Long
ABS-O
CORP
US
N
2
2024-09-15
Floating
0.71000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HDN2
25000000.00000000
PA
USD
24908766.75000000
0.528249513908
Long
STIV
CORP
US
N
2
2022-04-22
None
0.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBH1
24520000.00000000
PA
USD
24761107.37000000
0.525118046321
Long
DBT
CORP
US
N
2
2021-11-19
Fixed
2.15000000
N
N
N
N
N
N
Sound Point CLO LTD
549300YVZ0M0XDDYS744
Sound Point Clo XV Ltd
83609RAL5
2845000.00000000
PA
USD
2841887.00000000
0.060268958371
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
1.08000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CK4
33710000.00000000
PA
USD
34812422.51000000
0.738280038246
Long
DBT
CORP
US
N
2
2022-07-20
Fixed
3.50000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AC5
9000000.00000000
PA
USD
9404147.70000000
0.199437270464
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.20000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AL8
5000000.00000000
PA
USD
5107591.05000000
0.108318589855
Long
DBT
CORP
JP
N
2
2022-02-22
Fixed
3.00000000
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22546QAR8
35200000.00000000
PA
USD
35659332.19000000
0.756240767948
Long
DBT
CORP
CH
N
2
2021-10-29
Fixed
3.00000000
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C8
92936YAH4
18998984.61000000
PA
USD
19010401.10000000
0.403160671945
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Floating
1.12000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2018-DSNY
054967AA2
19220000.00000000
PA
USD
19234614.89000000
0.407915657480
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
0.97000000
N
N
N
N
N
N
TCI-Symphony CLO
5493005WLG3H3B8NI222
TCI-Symphony CLO 2016-1 Ltd
87229WAM3
5235000.00000000
PA
USD
5232038.56000000
0.110957794651
Long
ABS-CBDO
CORP
KY
N
2
2029-10-13
Floating
1.35000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
2549009NI8GVCM3ROT27
HPS Loan Management 10-2016 Ltd
40436TAL0
16726885.08000000
PA
USD
16735286.99000000
0.354911477806
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
1.33000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHF9
30000000.00000000
PA
USD
31600115.40000000
0.670155442340
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
The Bancorp Commercial Mortgage Trust
N/A
Bancorp Commercial Mortgage 2019-CRE5 Trust
05972MAA2
3951141.51000000
PA
USD
3951140.72000000
0.083793316050
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
1.11000000
N
N
N
N
N
N
BARCLAYS BANK PLC
N/A
BARCLAYS BANK PLC
06742TWB8
23000000.00000000
PA
USD
23010026.16000000
0.487982213492
Long
STIV
CORP
US
N
2
2022-02-01
Fixed
0.33000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAA6
5200000.00000000
PA
USD
5200104.00000000
0.110280546517
Long
ABS-CBDO
CORP
KY
N
2
2030-07-27
Floating
1.39000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAV5
9890000.00000000
PA
USD
9911425.60000000
0.210195302235
Long
DBT
CORP
NL
N
2
2023-03-11
Fixed
0.40000000
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-SUN
61691MAA5
19045000.00000000
PA
USD
19044735.27000000
0.403888809504
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
1.02000000
N
N
N
N
N
N
SLM Student Loan Trust
549300HIOV1ESFZYQ040
SLM Private Credit Student Loan Trust 2004-B
78443CBN3
7280994.63000000
PA
USD
7268025.72000000
0.154135734305
Long
ABS-O
CORP
US
N
2
2024-03-15
Floating
0.51000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAJ7
20000000.00000000
PA
USD
20018072.80000000
0.424530741811
Long
DBT
CORP
US
N
2
2023-03-11
Fixed
0.85000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-2
380149AB0
16990000.00000000
PA
USD
16997042.36000000
0.360462621640
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
0.27000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740BQ1
12515000.00000000
PA
USD
12510061.33000000
0.265305540128
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AT0
7930000.00000000
PA
USD
8212508.55000000
0.174165734219
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.50000000
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SJ1
14400000.00000000
PA
USD
14618304.00000000
0.310015829353
Long
DBT
CORP
US
N
2
2023-10-31
Floating
1.42000000
N
N
N
N
N
N
CONAGRA FOODS INC.
N/A
CONAGRA FOODS INC.
20600GSE7
15000000.00000000
PA
USD
14997147.45000000
0.318050103804
Long
STIV
CORP
US
N
2
2021-05-14
None
0.00000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2018-285M
63874JAA7
6486049.94000000
PA
USD
6358597.76000000
0.134849156105
Long
ABS-MBS
CORP
US
N
2
2033-02-15
Floating
0.86000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2014-1 Ltd
14310MAW7
5234086.37000000
PA
USD
5204230.62000000
0.110368061288
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
1.16000000
N
N
N
N
N
N
Carlyle Global Market Strategies
635400XFOCOSFVGDN267
Carlyle Global Market Strategies CLO 2013-2 Ltd
14310DAU1
3906488.60000000
PA
USD
3890945.07000000
0.082516724432
Long
ABS-CBDO
CORP
KY
N
2
2029-01-18
Floating
1.08000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BT1
9640000.00000000
PA
USD
9731667.24000000
0.206383099598
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.13000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBB4
25000000.00000000
PA
USD
25187758.50000000
0.534166196086
Long
DBT
CORP
JP
N
2
2023-09-13
Floating
1.03000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKD0
5000000.00000000
PA
USD
5086163.95000000
0.107864177348
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.80000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BQ2
18100000.00000000
PA
USD
18233961.54000000
0.386694428383
Long
DBT
CORP
GB
N
2
2022-09-10
Fixed
2.74000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBP0
28175000.00000000
PA
USD
28128427.29000000
0.596530056749
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.38000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842KBG0
15000000.00000000
PA
USD
14956200.00000000
0.317181715948
Long
STIV
CORP
US
N
2
2022-02-16
None
0.00000000
N
N
N
N
N
N
Nissan Master Owner Trust Receivables
N/A
Nissan Master Owner Trust Receivables
65474VAQ4
23950000.00000000
PA
USD
24040521.42000000
0.509836311113
Long
ABS-O
CORP
US
N
2
2024-02-15
Floating
0.67000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEC6
24220000.00000000
PA
USD
24611284.76000000
0.521940702308
Long
DBT
CORP
US
N
2
2023-10-24
Floating
1.58000000
N
N
N
N
N
N
BARCLAYS BANK PLC NY
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC/NY
06742TUM6
20000000.00000000
PA
USD
20021738.40000000
0.424608479558
Long
STIV
CORP
GB
N
2
2021-07-30
Floating
0.67000000
N
N
N
N
N
N
BMW FINANCE NV
5299006ZHG3IXU0PNJ56
BMW Finance NV
05600LAA4
16350000.00000000
PA
USD
16744254.58000000
0.355101656834
Long
DBT
CORP
NL
N
2
2022-08-12
Fixed
2.25000000
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAP1
29760000.00000000
PA
USD
31545911.88000000
0.669005928059
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.56000000
N
N
N
N
N
N
Adams Mill CLO Ltd
254900WPGFKV6CLM1085
Adams Mill CLO Ltd
006278AT2
1119540.07000000
PA
USD
1119719.20000000
0.023746303020
Long
ABS-CBDO
CORP
KY
N
2
2026-07-15
Floating
1.28000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAA8
5620000.00000000
PA
USD
5631585.85000000
0.119431143165
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.70000000
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AU0
1254000.00000000
PA
USD
1281137.99000000
0.027169571551
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGD0
12640000.00000000
PA
USD
12693387.06000000
0.269193397312
Long
DBT
CORP
US
N
2
2024-03-22
Floating
0.51000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDV4
3274000.00000000
PA
USD
3291017.92000000
0.069793845434
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.93000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAB2
6144047.44000000
PA
USD
6153466.88000000
0.130498868965
Long
ABS-O
CORP
US
N
2
2023-05-22
Fixed
0.55000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAX3
10000000.00000000
PA
USD
10065627.00000000
0.213465508882
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.07000000
N
N
N
N
N
N
SLM Student Loan Trust
549300FE2YWO5PJ3Q820
SLM Private Credit Student Loan Trust 2005-B
78443CCB8
6529666.40000000
PA
USD
6399905.60000000
0.135725186886
Long
ABS-O
CORP
US
N
2
2039-06-15
Floating
0.51000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAL6
5000000.00000000
PA
USD
4960787.35000000
0.105205268993
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.70000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAQ3
5000000.00000000
PA
USD
5144999.95000000
0.109111934361
Long
DBT
CORP
JP
N
2
2022-07-12
Fixed
2.78000000
N
N
N
N
N
SLM Student Loan Trust
54930054KUX5HFXZUQ43
SLM Private Credit Student Loan Trust 2004-A
78443CBH6
4939441.39000000
PA
USD
4896516.16000000
0.103842245877
Long
ABS-O
CORP
US
N
2
2033-06-15
Floating
0.58000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BM0
15000000.00000000
PA
USD
15381873.75000000
0.326209138051
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AP9
5000000.00000000
PA
USD
5136811.45000000
0.108938277785
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.67000000
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CA5
13000000.00000000
PA
USD
13231920.91000000
0.280614285682
Long
DBT
CORP
GB
N
2
2025-03-11
Floating
1.41000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAD8
9340000.00000000
PA
USD
9401273.76000000
0.199376321745
Long
DBT
CORP
US
N
2
2023-04-25
Floating
1.08000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAK9
32000000.00000000
PA
USD
32655112.00000000
0.692529149024
Long
DBT
CORP
GB
N
2
2023-03-17
Fixed
2.86000000
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EB81
14280000.00000000
PA
USD
14711340.25000000
0.311988883833
Long
DBT
CORP
US
N
2
2023-11-29
Floating
1.79000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBM6
24635000.00000000
PA
USD
24790230.55000000
0.525735672470
Long
DBT
CORP
US
N
2
2022-03-09
Floating
1.14000000
N
N
N
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
Stellantis NV
31562QAF4
9400000.00000000
PA
USD
10189412.00000000
0.216090663581
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.25000000
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
8630000.00000000
PA
USD
8608281.74000000
0.182559043985
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
0.84000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-CLS
61691LAA7
14512000.00000000
PA
USD
14516556.77000000
0.307858037868
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
0.82000000
N
N
N
N
N
N
SLM Student Loan Trust
549300GQO6PBOYVGSS10
SLM Student Loan Trust 2011-2
78446JAA4
72724.36000000
PA
USD
72761.22000000
0.001543074351
Long
ABS-O
CORP
US
N
2
2027-11-25
Floating
0.71000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-BOP
61768FAA8
6609152.47000000
PA
USD
6596250.74000000
0.139889151558
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Floating
0.97000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BG6
44345000.00000000
PA
USD
44492499.90000000
0.943569052640
Long
DBT
CORP
US
N
2
2022-11-23
Fixed
0.75000000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-A LLC
19424KAA1
338282.80000000
PA
USD
339660.86000000
0.007203314639
Long
ABS-O
CORP
US
N
2
2051-07-25
Floating
1.21000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LC3
18350000.00000000
PA
USD
18600866.52000000
0.394475519245
Long
DBT
CORP
US
N
2
2021-12-08
Fixed
2.90000000
N
N
N
N
N
N
Marathon CRE Issuer Ltd
N/A
Marathon CRE 2018 FL1 Ltd
565780AA1
5987244.56000000
PA
USD
5986306.96000000
0.126953846148
Long
ABS-CBDO
CORP
KY
N
2
2028-06-15
Floating
1.27000000
N
N
N
N
N
N
Pikes Peak CLO
549300IOF5UIE4PES702
Pikes Peak CLO 1
721327AA2
1500000.00000000
PA
USD
1501275.00000000
0.031838099290
Long
ABS-CBDO
CORP
KY
N
2
2031-07-24
Floating
1.36000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
8400000.00000000
PA
USD
8834631.79000000
0.187359333983
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
GPMT Ltd.
N/A
GPMT 2018-FL1 Ltd
36255CAA7
1380959.57000000
PA
USD
1380244.92000000
0.029271369208
Long
ABS-CBDO
CORP
KY
N
2
2035-11-21
Floating
1.01000000
N
N
N
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAB0
250000.00000000
PA
USD
250168.93000000
0.005305425876
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
1.23000000
N
N
N
N
N
N
BlackRock Funds III
5493008LW2651I1QB503
BlackRock Cash Funds: Institutional, SL Agency Shares
066922519
43095859.21100000
NS
USD
43117407.14000000
0.914406947212
Long
STIV
RF
US
N
1
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BL6
4693000.00000000
PA
USD
4886221.65000000
0.103623926361
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.50000000
N
N
N
N
N
Atrium CDO Corp
549300BF3YFW8EHN6F75
Atrium XIII
04966HAA4
2500000.00000000
PA
USD
2500015.75000000
0.053018767165
Long
ABS-CBDO
CORP
KY
N
2
2030-11-21
Floating
1.35000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-GAM
12624UAC8
7176478.37000000
PA
USD
7131539.26000000
0.151241215003
Long
ABS-MBS
CORP
US
N
2
2028-02-10
Fixed
3.37000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5U7
30000000.00000000
PA
USD
30060107.10000000
0.637495911498
Long
DBT
CORP
US
N
2
2021-10-22
Floating
0.69000000
N
N
N
N
N
N
Southwick Park CLO, Ltd.
N/A
Southwick Park CLO LLC
846031AA0
1260000.00000000
PA
USD
1260512.32000000
0.026732155268
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
1.49000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAL3
35000000.00000000
PA
USD
36299781.35000000
0.769823012338
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90000000
N
N
N
N
N
N
BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES
5493008LW2651I1QB503
BlackRock Cash Funds: Treasury, SL Agency Shares
066922477
168730000.00000000
NS
USD
168730000.00000000
3.578320090123
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDJ2
25000000.00000000
PA
USD
26500874.75000000
0.562013942534
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75000000
N
N
N
N
N
N
Avenue of Americas
N/A
AOA 2015-1177 Mortgage Trust
00183HAA9
11835000.00000000
PA
USD
11849591.37000000
0.251298707159
Long
ABS-MBS
CORP
US
N
2
2029-12-13
Fixed
2.96000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2019-3
96042HAC4
4136231.32000000
PA
USD
4150261.42000000
0.088016143059
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
2.15000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBD6
3130000.00000000
PA
USD
3133963.83000000
0.066463140725
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
0.41000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
5515000.00000000
PA
USD
5888756.24000000
0.124885051617
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Nissan Master Owner Trust Receivables
N/A
Nissan Master Owner Trust Receivables
65474VAS0
24000000.00000000
PA
USD
24046658.40000000
0.509966460339
Long
ABS-O
CORP
US
N
2
2023-11-15
Floating
0.54000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2ZE5
23000000.00000000
PA
USD
22958630.59000000
0.486892248455
Long
STIV
CORP
US
N
2
2021-12-14
None
0.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
9291000.00000000
PA
USD
9876826.17000000
0.209461539209
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.85000000
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHJ1
10000000.00000000
PA
USD
10008761.40000000
0.212259538877
Long
DBT
CORP
US
N
2
2022-06-25
Floating
0.85000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AA8
34400000.00000000
PA
USD
34435493.58000000
0.730286365736
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
0.63000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAD8
6225000.00000000
PA
USD
6238119.19000000
0.132294122101
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
0.48000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2018-5 Ltd
69700PAA0
6994611.54000000
PA
USD
6999113.27000000
0.148432807604
Long
ABS-CBDO
CORP
KY
N
2
2027-01-20
Floating
1.04000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
22145000.00000000
PA
USD
23644910.97000000
0.501446452635
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.88000000
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C6
92936QBC1
12986065.00000000
PA
USD
13233717.05000000
0.280652377093
Long
ABS-MBS
CORP
US
N
2
2045-04-15
Fixed
3.84000000
N
N
N
N
N
N
ENERGY TRANSFER LP
5493008K8W3OKZE54J59
Energy Transfer LP
29273RAS8
6400000.00000000
PA
USD
6659054.53000000
0.141221054974
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BD2
20000000.00000000
PA
USD
21466198.80000000
0.455241690420
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXP4
26400000.00000000
PA
USD
26415440.04000000
0.560202096749
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
0.48000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BL7
5000000.00000000
PA
USD
5135826.90000000
0.108917398065
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.62000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2019-CRE3 Trust
00217LAA0
30000000.00000000
PA
USD
29992446.00000000
0.636060997296
Long
ABS-CBDO
CORP
US
N
2
2036-09-14
Floating
1.14000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
29520000.00000000
PA
USD
30687516.00000000
0.650801606227
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AU9
7875000.00000000
PA
USD
7882413.68000000
0.167165289099
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.63000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCS6
34700000.00000000
PA
USD
35442204.20000000
0.751636053618
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YA2
12680000.00000000
PA
USD
12844643.46000000
0.272401148245
Long
DBT
CORP
CH
N
2
2022-04-21
Fixed
1.75000000
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
17993000.00000000
PA
USD
18493333.15000000
0.392195018929
Long
DBT
CORP
FR
N
2
2022-05-22
Fixed
3.00000000
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
20400000.00000000
PA
USD
21321677.51000000
0.452176773479
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.88000000
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CK8
11066699.19000000
PA
USD
11129390.93000000
0.236025147606
Long
ABS-O
CORP
US
N
2
2032-08-16
Floating
0.76000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AH4
15000000.00000000
PA
USD
15634854.75000000
0.331574200545
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
3.80000000
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGJ2
12500000.00000000
PA
USD
12596578.00000000
0.267140331442
Long
DBT
CORP
US
N
2
2023-04-24
Floating
1.18000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37046TSB1
19250000.00000000
PA
USD
19247853.05000000
0.408196404080
Long
STIV
CORP
US
N
2
2021-05-11
None
0.00000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAH1
10000000.00000000
PA
USD
10001483.00000000
0.212105183132
Long
DBT
CORP
SE
N
2
2021-05-17
Floating
0.62000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAA3
17765000.00000000
PA
USD
17778586.67000000
0.377037123542
Long
DBT
CORP
JP
N
2
2023-03-03
Fixed
0.37000000
N
N
N
N
N
Anchorage Capital CLO LTD
549300PKM3N9LK4JM015
Anchorage Capital CLO 8 Ltd
03329KAQ6
5102892.81000000
PA
USD
5099150.86000000
0.108139595595
Long
ABS-CBDO
CORP
KY
N
2
2028-07-28
Floating
1.18000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JR9
10865000.00000000
PA
USD
10900850.91000000
0.231178414097
Long
DBT
CORP
US
N
2
2021-11-15
Floating
1.57000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-1
80286NAD8
19870000.00000000
PA
USD
19867897.75000000
0.421345923471
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
0.32000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45856WWP0
9725000.00000000
PA
USD
9713728.73000000
0.206002670921
Long
STIV
CORP
US
N
2
2021-09-23
None
0.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBT6
26954000.00000000
PA
USD
26956873.57000000
0.571684479715
Long
DBT
CORP
US
N
2
2023-02-22
Floating
0.45000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMH2
22000000.00000000
PA
USD
22033870.32000000
0.467280512233
Long
DBT
CORP
US
N
2
2024-03-25
Floating
0.65000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851EB6
9005000.00000000
PA
USD
8977759.51000000
0.190394696965
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.75000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2016-3
68268HAA4
1700000.00000000
PA
USD
1715250.02000000
0.036375947407
Long
ABS-O
CORP
US
N
2
2031-06-18
Fixed
3.83000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
549300TI38531ODB1G63
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAM3
18975000.00000000
PA
USD
19310857.69000000
0.409532566998
Long
DBT
CORP
IE
N
2
2021-10-01
Fixed
5.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BA6
10000000.00000000
PA
USD
10649317.50000000
0.225844051184
Long
DBT
CORP
GB
N
2
2023-05-25
Fixed
3.60000000
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25158BV41
25000000.00000000
PA
USD
25017191.00000000
0.530548907448
Long
STIV
CORP
DE
N
2
2021-08-11
Fixed
0.58000000
N
N
N
N
N
N
STANDARD CHARTERED BK/NY
RILFO74KP1CM8P6PCT96
Standard Chartered Bank/New York
85325V6X3
14250000.00000000
PA
USD
14255656.82000000
0.302325035245
Long
STIV
CORP
GB
N
2
2021-08-24
Floating
0.33000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJE1
5000000.00000000
PA
USD
5205791.50000000
0.110401163453
Long
DBT
CORP
US
N
2
2022-09-23
Fixed
3.25000000
N
N
N
N
N
Verizon Owner Trust
549300XY7L2MRX0BQH89
Verizon Owner Trust 2020-A
92348TAB0
9290000.00000000
PA
USD
9305753.98000000
0.197350598117
Long
ABS-O
CORP
US
N
2
2024-07-22
Floating
0.39000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300Y1V90IQ456QX97
Benefit Street Partners CLO III Ltd
08180EBJ2
500000.00000000
PA
USD
500000.00000000
0.010603686629
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Variable
1.20000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXY5
25000000.00000000
PA
USD
25024291.00000000
0.530699479798
Long
DBT
CORP
US
N
2
2023-03-08
Fixed
0.52000000
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DQ4
24623000.00000000
PA
USD
24786989.92000000
0.525666947220
Long
DBT
CORP
US
N
2
2022-02-22
Floating
1.06000000
N
N
N
N
N
N
SLM Student Loan Trust
549300I2YWZ9E1B0EY33
SLM Private Credit Student Loan Trust 2006-A
78443CCL6
14229925.29000000
PA
USD
13912334.70000000
0.295044074897
Long
ABS-O
CORP
US
N
2
2039-06-15
Floating
0.47000000
N
N
N
N
N
N
Social Professional Loan Program LLC
5493005DZE8VF033DB25
SoFi Professional Loan Program 2016-C LLC
83402DAA9
963656.93000000
PA
USD
967909.07000000
0.020526808929
Long
ABS-O
CORP
US
N
2
2036-10-27
Floating
1.21000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AB4
10000000.00000000
PA
USD
10186982.60000000
0.216039142389
Long
DBT
CORP
CH
N
2
2023-01-09
Fixed
3.57000000
N
N
N
N
N
CIFC Funding Ltd
549300RWVPXQ5M3BFY62
CIFC Funding 2015-II Ltd
12550LAS1
17000000.00000000
PA
USD
17018700.00000000
0.360921923296
Long
ABS-CBDO
CORP
KY
N
3
2030-04-15
Floating
1.19000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2019-1
22535AAA3
4575344.77000000
PA
USD
4626568.50000000
0.098117365091
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.33000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBV1
5580000.00000000
PA
USD
5596549.55000000
0.118688115273
Long
DBT
CORP
US
N
2
2023-03-01
Floating
0.55000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBF1
20000000.00000000
PA
USD
20148729.20000000
0.427301620854
Long
DBT
CORP
GB
N
2
2023-02-15
Floating
1.62000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
2145000.00000000
PA
USD
2211171.00000000
0.046893128738
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDH9
11215000.00000000
PA
USD
11222054.01000000
0.237990288131
Long
DBT
CORP
US
N
2
2023-09-15
Floating
0.71000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37046TTE4
10000000.00000000
PA
USD
9993875.00000000
0.211943837436
Long
STIV
CORP
US
N
2
2021-06-14
None
0.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-1
96043FAB9
16520000.00000000
PA
USD
16526794.68000000
0.350489903566
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.39000000
N
N
N
N
N
N
SLM Student Loan Trust
549300ZTEFT8CS12SF95
SLM Private Credit Student Loan Trust 2005-A
78443CBV5
9414207.74000000
PA
USD
9282899.31000000
0.196865910600
Long
ABS-O
CORP
US
N
2
2038-12-15
Floating
0.49000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2018-5BP Mortgage Trust
33830CAA8
4200000.00000000
PA
USD
4198661.04000000
0.089042571866
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Floating
0.76000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
549300ZX07JYMI8GHQ39
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AY0
10000000.00000000
PA
USD
10362889.20000000
0.219769659314
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
2.70000000
N
N
N
N
N
SMB Private Education Loan Trust
549300GMVSOGAWY1JE39
SMB Private Education Loan Trust 2015-A
78448PAB6
2454774.59000000
PA
USD
2477851.68000000
0.052548725460
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
2.49000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd.
N/A
LoanCore 2018-CRE1 Issuer Ltd
53946MAA5
3271262.70000000
PA
USD
3271471.41000000
0.069379315300
Long
ABS-CBDO
CORP
KY
N
2
2028-05-15
Floating
1.24000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-A
63941FAA4
3850711.06000000
PA
USD
3850856.23000000
0.081666545439
Long
ABS-O
CORP
US
N
2
2068-11-15
Floating
0.46000000
N
N
N
N
N
N
Shackleton CLO LTD
549300TCSL4JHWNE1X86
Shackleton 2016-IX CLO Ltd
81882LAN6
860966.30000000
PA
USD
860687.17000000
0.018252914074
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.32000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAB4
4000000.00000000
PA
USD
4010980.24000000
0.085062355087
Long
DBT
CORP
US
N
2
2022-10-31
Floating
0.97000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
7583000.00000000
PA
USD
7952747.08000000
0.168656875766
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20000000
N
N
N
N
N
OZLM Ltd
549300Y1XB6AVMQY8652
OZLM XIV Ltd
67110HBC1
6720382.59000000
PA
USD
6710345.70000000
0.142308805962
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
1.34000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397VU4
15000000.00000000
PA
USD
15142500.00000000
0.321132649586
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
5.88000000
N
N
N
N
N
280 Park Avenue Mortgage Trust
N/A
280 Park Avenue 2017-280P Mortgage Trust
90205FAA8
12100000.00000000
PA
USD
12103669.93000000
0.256687046018
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
0.99000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAC2
2470768.06000000
PA
USD
2471807.27000000
0.052420539401
Long
ABS-O
CORP
US
N
2
2023-05-15
Floating
0.46000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-B
63942LAA0
9860000.00000000
PA
USD
9872221.47000000
0.209363885617
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
0.94000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LR0
10000000.00000000
PA
USD
10063892.70000000
0.213428728935
Long
DBT
CORP
US
N
2
2022-10-27
Floating
0.87000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO 2017-2
92915UAG9
5330000.00000000
PA
USD
5321180.45000000
0.112848259985
Long
ABS-CBDO
CORP
KY
N
2
2030-06-07
Floating
1.16000000
N
N
N
N
N
N
Mercedes-Benz Master Owner Trust
N/A
Mercedes-Benz Master Owner Trust 2019-BA
58768UAL7
1890000.00000000
PA
USD
1890286.90000000
0.040088019856
Long
ABS-O
CORP
US
N
2
2023-05-15
Floating
0.46000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBE9
4000000.00000000
PA
USD
4050016.88000000
0.085890219682
Long
DBT
CORP
JP
N
2
2023-10-16
Floating
0.98000000
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300CIOPBDYOSN3T91
Benefit Street Partners Clo XII Ltd
08179HAA8
1677500.00000000
PA
USD
1677621.79000000
0.035577951489
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.43000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBC8
15000000.00000000
PA
USD
15237233.70000000
0.323141702522
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
1.57000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAA1
11305000.00000000
PA
USD
11271476.15000000
0.239038401901
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
1.07000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216AZ4
10000000.00000000
PA
USD
10080142.10000000
0.213773336026
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.25000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAS6
20000000.00000000
PA
USD
20524168.00000000
0.435263691622
Long
DBT
CORP
FR
N
2
2022-11-21
Fixed
2.13000000
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LQ2
34280000.00000000
PA
USD
35405839.53000000
0.750864854488
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
2.70000000
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRI PARTY GOLDMAN SACHS + CO
000000000
125000000.00000000
PA
USD
125000000.00000000
2.650921657473
Long
RA
CORP
US
N
2
Repurchase
Y
0.53000000
2050-12-31
123062571.00000000
USD
130462843.00000000
USD
CDS
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAY6
25585000.00000000
PA
USD
26310784.28000000
0.557982622983
Long
DBT
CORP
US
N
2
2022-02-13
Fixed
4.13000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AQ7
3400000.00000000
PA
USD
3423655.64000000
0.072606743070
Long
DBT
CORP
JP
N
2
2022-07-25
Floating
0.97000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AT3
20000000.00000000
PA
USD
21862825.60000000
0.463653103012
Long
DBT
CORP
JP
N
2
2023-11-26
Fixed
4.40000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKL2
19400000.00000000
PA
USD
20933430.71000000
0.443943078674
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
3.65000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGD1
40505000.00000000
PA
USD
41075107.88000000
0.871095144497
Long
ABS-O
CORP
US
N
2
2026-04-22
Floating
0.73000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2021-LBA Mortgage Trust
12598GAA5
2800000.00000000
PA
USD
2796625.44000000
0.059309079573
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
0.81000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AM5
34640000.00000000
PA
USD
34804274.31000000
0.738107236328
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.13000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAM3
15000000.00000000
PA
USD
15292168.80000000
0.324306731693
Long
DBT
CORP
DK
N
2
2022-03-02
Fixed
2.70000000
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-BIOA
056057AA0
23190000.00000000
PA
USD
23214943.16000000
0.492327964798
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
0.79000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAL4
11955000.00000000
PA
USD
11964666.10000000
0.253739139911
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
Symphony CLO Ltd
549300JQYSBIW1AM8R32
Symphony CLO XVIII Ltd
87154GAJ4
2400000.00000000
PA
USD
2400622.32000000
0.050910893596
Long
ABS-CBDO
CORP
KY
N
2
2028-01-23
Floating
1.32000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
19640000.00000000
PA
USD
19663949.80000000
0.417020723170
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAF0
45000000.00000000
PA
USD
45505141.65000000
0.965044524211
Long
DBT
CORP
US
N
2
2021-10-08
Fixed
3.00000000
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BT5
4000000.00000000
PA
USD
4033226.60000000
0.085534141947
Long
DBT
CORP
US
N
2
2023-02-27
Floating
0.84000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05531MTE8
20000000.00000000
PA
USD
19994875.00000000
0.424038777407
Long
STIV
CORP
US
N
2
2021-06-14
None
0.00000000
N
N
N
N
N
N
Elevation CLO Ltd
635400HAVYYWWB139K27
Elevation CLO 2014-2 Ltd
28622QAB7
500000.00000000
PA
USD
500123.20000000
0.010606299378
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
1.41000000
N
N
N
N
N
N
Donlen Fleet Lease Funding
549300ZWUQETU54FDP26
Donlen Fleet Lease Funding 2 LLC
257812AD9
14030000.00000000
PA
USD
14028597.00000000
0.297509692890
Long
ABS-O
CORP
US
N
2
2034-12-11
Fixed
0.56000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BH3
3000000.00000000
PA
USD
3064893.39000000
0.064998338123
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
1.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300PXR5FKNXF0OH19
Credit Suisse Group AG
225433AT8
8500000.00000000
PA
USD
9032802.87000000
0.191562022046
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AC0
4000000.00000000
PA
USD
4050761.04000000
0.085906001361
Long
DBT
CORP
JP
N
2
2022-01-18
Fixed
2.45000000
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAQ8
16350000.00000000
PA
USD
16300498.74000000
0.345690761099
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
1.08000000
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
14042TCS4
10000000.00000000
PA
USD
10113572.40000000
0.214482304876
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
2.01000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565CLC1
30000000.00000000
PA
USD
30018840.00000000
0.636620744705
Long
DBT
CORP
JP
N
2
2022-07-15
Fixed
0.70000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBU8
10000000.00000000
PA
USD
10471896.20000000
0.222081411451
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DU5
19691000.00000000
PA
USD
20214321.21000000
0.428692655093
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.55000000
N
N
N
N
N
Eni Finance USA Inc
5493004C2UY8KKD61453
Eni Finance USA Inc
26876BDD0
21000000.00000000
PA
USD
20923671.93000000
0.443736120584
Long
STIV
CORP
US
N
2
2022-04-13
None
0.00000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAE5
17619000.00000000
PA
USD
17735285.40000000
0.376118817346
Long
DBT
CORP
GB
N
2
2021-08-05
Fixed
2.88000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBF6
13665000.00000000
PA
USD
13989826.48000000
0.296687472001
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JX0
7500000.00000000
PA
USD
7703023.88000000
0.163360902652
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.85000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAB0
15490000.00000000
PA
USD
15489364.91000000
0.328488743203
Long
ABS-O
CORP
US
N
2
2024-06-18
Fixed
0.28000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CH5
10524000.00000000
PA
USD
10555554.64000000
0.223855587214
Long
DBT
CORP
US
N
2
2021-07-06
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWN0
5000000.00000000
PA
USD
5039562.60000000
0.106875885124
Long
DBT
CORP
US
N
2
2023-07-24
Floating
1.18000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-SMP
95001CAA0
17280000.00000000
PA
USD
17226172.80000000
0.365321876407
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
0.99000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
635400UCHZNUTGTBTH21
Atlas Senior Loan Fund III Ltd
04941GAL2
11020243.60000000
PA
USD
11016941.94000000
0.233640399902
Long
ABS-CBDO
CORP
KY
N
2
2027-11-17
Floating
1.02000000
N
N
N
N
N
N
OVINTIV INC
N/A
OVINTIV INC
69047JSH2
40000000.00000000
PA
USD
39981961.20000000
0.847912374826
Long
STIV
CORP
US
N
2
2021-05-17
None
0.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC46
10000000.00000000
PA
USD
10093194.90000000
0.214050151628
Long
DBT
CORP
US
N
2
2022-11-04
Fixed
2.31000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAC8
5982927.79000000
PA
USD
5990842.61000000
0.127050035370
Long
ABS-O
CORP
US
N
2
2023-12-18
Floating
0.47000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR2
16159GAL3
2607788.59000000
PA
USD
2622452.19000000
0.055615322449
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Floating
1.01000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37046TSU9
10000000.00000000
PA
USD
9996523.30000000
0.212000000923
Long
STIV
CORP
US
N
2
2021-05-28
None
0.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739GCR8
15000000.00000000
PA
USD
15203734.80000000
0.322431278846
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDF5
15173000.00000000
PA
USD
15432816.08000000
0.327289491058
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
1.95000000
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAE3
26900000.00000000
PA
USD
26961250.76000000
0.571777308418
Long
DBT
CORP
US
N
2
2023-10-01
Floating
1.20000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
549300ZX07JYMI8GHQ39
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AH7
4901000.00000000
PA
USD
5147996.82000000
0.109175490101
Long
DBT
CORP
US
N
2
2022-07-11
Fixed
4.88000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2019-B
80281GAC0
2539427.25000000
PA
USD
2540098.93000000
0.053868826125
Long
ABS-O
CORP
US
N
2
2022-04-20
Floating
0.48000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
46591JAA4
1911000.00000000
PA
USD
1913466.91000000
0.040579606980
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
1.12000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LM1
10000000.00000000
PA
USD
10295564.90000000
0.218341887754
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.88000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAB9
20000000.00000000
PA
USD
20214523.40000000
0.428696943012
Long
DBT
CORP
CH
N
2
2023-05-23
Floating
1.40000000
N
N
N
N
N
N
Goldentree Loan Opportunities IX Ltd
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd
38123HAN4
16680000.00000000
PA
USD
16679995.00000000
0.353738879936
Long
ABS-CBDO
CORP
KY
N
2
2029-10-29
Floating
1.29000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGH6
24580000.00000000
PA
USD
24761333.79000000
0.525122848094
Long
DBT
CORP
US
N
2
2023-01-20
Floating
1.35000000
N
N
N
N
N
N
SMB Private Education Loan Trust
5493000RGRVHYZAIY180
SMB Private Education Loan Trust 2017-A
78448WAC9
16851512.22000000
PA
USD
16968163.44000000
0.359850175605
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
1.01000000
N
N
N
N
N
N
CIFC Funding Ltd
635400A7PBKNR7KBOY58
CIFC Funding 2018-II Ltd
17180WAA3
1250000.00000000
PA
USD
1250938.38000000
0.026529117149
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.23000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDG7
14650000.00000000
PA
USD
14669317.49000000
0.311097691476
Long
ABS-O
CORP
US
N
2
2023-09-15
Floating
0.66000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBB4
19640000.00000000
PA
USD
19643560.73000000
0.416588324552
Long
DBT
CORP
US
N
2
2021-10-05
Floating
0.91000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAE0
14700000.00000000
PA
USD
14728463.02000000
0.312352012808
Long
DBT
CORP
US
N
2
2021-05-25
Fixed
3.55000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930014PVHLSZJQK139
Anchorage Capital CLO 7 Ltd
03328TBA2
13240000.00000000
PA
USD
13242870.43000000
0.280846496240
Long
ABS-CBDO
CORP
KY
N
2
2031-01-28
Floating
1.27000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAT8
30000000.00000000
PA
USD
30124669.80000000
0.638865116776
Long
DBT
CORP
US
N
2
2022-02-14
Floating
0.92000000
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279GVA2
23000000.00000000
PA
USD
22982535.41000000
0.487399206896
Long
STIV
CORP
US
N
2
2021-08-10
None
0.00000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAS0
23888000.00000000
PA
USD
24593229.66000000
0.521557801063
Long
DBT
CORP
DK
N
2
2022-01-12
Fixed
5.00000000
N
N
N
N
N
N
Carlyle C17 CLO
N/A
Carlyle C17 CLO Ltd
14307PAC9
1000000.00000000
PA
USD
996416.20000000
0.021131370275
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
1.24000000
N
N
N
N
N
N
Regatta VI Funding Ltd.
2549001NU08X5ZRD6A39
Regatta VI Funding Ltd
75887NAL3
8692280.32000000
PA
USD
8692280.32000000
0.184340433224
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
1.27000000
N
N
N
N
N
N
NLY Commercial Mortgage Trust
N/A
NLY Commercial Mortgage Trust
629167AA5
5291000.00000000
PA
USD
5291236.51000000
0.112213227673
Long
ABS-CBDO
CORP
KY
N
2
2036-02-15
Floating
1.41000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YL1
10000000.00000000
PA
USD
10138000.00000000
0.215000350107
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.34000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-IND
056059AA6
15627556.26000000
PA
USD
15627554.70000000
0.331419385660
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
0.87000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AP3
28049000.00000000
PA
USD
28938328.33000000
0.613705930408
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
5.75000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CN8
9600000.00000000
PA
USD
9592177.34000000
0.203424885223
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.61000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-1
262108AC7
9070000.00000000
PA
USD
9078350.75000000
0.192527972938
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.44000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBM7
11895000.00000000
PA
USD
11924190.33000000
0.252880755149
Long
DBT
CORP
US
N
2
2021-07-06
Fixed
3.20000000
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJK7
17650000.00000000
PA
USD
17744289.83000000
0.376309777654
Long
ABS-O
CORP
US
N
2
2026-04-15
Floating
0.49000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BC5
35500000.00000000
PA
USD
36391237.44000000
0.771762555775
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.90000000
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCD5
14400000.00000000
PA
USD
14983212.24000000
0.317754574604
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
2.60000000
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAL2
15000000.00000000
PA
USD
15115950.00000000
0.320569593826
Long
DBT
CORP
SE
N
2
2022-12-12
Floating
0.83000000
N
N
N
N
N
N
MARATHON PETE CORP
N/A
MARATHON PETE CORP
56585CS74
25000000.00000000
PA
USD
24999270.75000000
0.530168866017
Long
STIV
CORP
US
N
2
2021-05-07
None
0.00000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2M0
9760000.00000000
PA
USD
9840908.74000000
0.208699824864
Long
DBT
CORP
US
N
2
2023-05-15
Floating
0.70000000
N
N
N
N
N
Madison Park Funding Ltd
549300VE70J453FXBE45
Madison Park Funding X Ltd
55818HBQ0
6172831.60000000
PA
USD
6174311.85000000
0.130940936025
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
1.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
20000000.00000000
PA
USD
19987980.00000000
0.423892552569
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.53000000
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL 2019-KNSQ Mortgage Trust
482598AA7
8533000.00000000
PA
USD
8535627.31000000
0.181018234369
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
0.92000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650BZ2
15000000.00000000
PA
USD
15471932.55000000
0.328119048638
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.75000000
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAC9
2568034.06000000
PA
USD
2569268.51000000
0.054487436296
Long
ABS-O
CORP
US
N
2
2023-03-20
Floating
0.47000000
N
N
N
N
N
N
SLM Student Loan Trust
549300MJYMBTZU2FTV38
SLM Private Credit Student Loan Trust 2006-B
78443CCU6
10187377.31000000
PA
USD
9982895.25000000
0.211710985780
Long
ABS-O
CORP
US
N
2
2039-12-15
Floating
0.45000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-4
26209AAD3
413393.80000000
PA
USD
413742.13000000
0.008774383784
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
2.16000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAF5
787956.64000000
PA
USD
787950.10000000
0.016710351880
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Floating
0.74000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
15000000.00000000
PA
USD
16127719.05000000
0.342026557722
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.88000000
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAE9
6012000.00000000
PA
USD
6055648.32000000
0.128424394252
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.00000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CA0
9135000.00000000
PA
USD
9408245.57000000
0.199524175522
Long
DBT
CORP
US
N
2
2022-10-12
Fixed
2.60000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-A
78449UAA6
3997197.57000000
PA
USD
3996564.81000000
0.084756641682
Long
ABS-O
CORP
US
N
2
2027-03-15
Floating
0.41000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAH8
10000000.00000000
PA
USD
10142855.30000000
0.215103318267
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
1.31000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AA7
1843107.23000000
PA
USD
1851336.70000000
0.039261988426
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
1.01000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBM0
10000000.00000000
PA
USD
10292000.00000000
0.218266285589
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABU0
17710000.00000000
PA
USD
17701494.06000000
0.375402191786
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.80000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
24640000.00000000
PA
USD
25870258.69000000
0.548640232366
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.88000000
N
N
N
N
N
Gosforth Funding plc
213800GD24WOLHNGMP34
Gosforth Funding 2018-1 plc
38312RAA1
3692268.25000000
PA
USD
3695510.06000000
0.078372061227
Long
ABS-MBS
CORP
GB
N
2
2060-08-25
Floating
0.64000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BW2
19400000.00000000
PA
USD
19433772.49000000
0.412139267041
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QGS7
26550000.00000000
PA
USD
27150207.89000000
0.575784592804
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
2.84000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CK8
20000000.00000000
PA
USD
20185289.40000000
0.428076966662
Long
DBT
CORP
US
N
2
2021-10-30
Fixed
2.20000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
19520000.00000000
PA
USD
19963245.32000000
0.423367994977
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300VCB8LYR1RGV869
Dryden 49 Senior Loan Fund
26244QAN3
10750000.00000000
PA
USD
10750000.00000000
0.227979262542
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
1.14000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAP4
20000000.00000000
PA
USD
21172527.60000000
0.449013695666
Long
DBT
CORP
JP
N
2
2023-03-05
Fixed
3.55000000
N
N
N
N
N
ALM Loan Funding
549300TO15F7OWC7XK63
ALM VII Ltd
00163GAY3
9000000.00000000
PA
USD
8995866.30000000
0.190778694419
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
1.35000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BS7
22782000.00000000
PA
USD
24005770.21000000
0.509099329232
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
N
N
N
N
N
CIFC Funding Ltd
2549005S1LQJ8MBPXW05
CIFC Funding 2017-II Ltd
12550YAC8
6375000.00000000
PA
USD
6371546.66000000
0.135123768260
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
1.43000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAA1
20000000.00000000
PA
USD
20625200.00000000
0.437406314957
Long
DBT
CORP
CH
N
2
2023-05-23
Fixed
3.49000000
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAE6
16000000.00000000
PA
USD
16378404.64000000
0.347342940600
Long
DBT
CORP
US
N
2
2023-04-25
Fixed
2.78000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAA3
43874000.00000000
PA
USD
44843589.08000000
0.951014731928
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.60000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AR3
13000000.00000000
PA
USD
14140446.32000000
0.299881723168
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
4.25000000
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
549300TPZNMN50BJ3745
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
74635000.00000000
PA
USD
77648051.52000000
1.646711211479
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46000000
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BE0
8500000.00000000
PA
USD
8757490.76000000
0.185723375366
Long
DBT
CORP
GB
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
NORINCHUKIN BK
N/A
NORINCHUKIN BK
65602V6W1
22000000.00000000
PA
USD
22001229.80000000
0.466588292542
Long
STIV
CORP
JP
N
2
2021-05-11
Fixed
0.24000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE15 Mortgage Trust
12591RAX8
310272.81000000
PA
USD
309648.82000000
0.006566838105
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Fixed
2.93000000
N
N
N
N
N
N
BX Trust 2019-ATL
N/A
BX Trust 2019-CALM
05608FAA9
6798000.00000000
PA
USD
6802249.43000000
0.144257842668
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
0.99000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BM6
34700000.00000000
PA
USD
34910875.72000000
0.740367972220
Long
DBT
CORP
US
N
2
2024-03-18
Floating
0.51000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CL0
10400000.00000000
PA
USD
10660000.00000000
0.226070598949
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
2.60000000
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAA6
8637491.69000000
PA
USD
8640099.35000000
0.183233811917
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
0.92000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BF7
9895000.00000000
PA
USD
9999445.78000000
0.212061979047
Long
DBT
CORP
GB
N
2
2023-05-15
Floating
1.66000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644AAB3
15430000.00000000
PA
USD
15833702.19000000
0.335791232427
Long
DBT
CORP
US
N
2
2022-08-07
Fixed
2.50000000
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AJ2
3500000.00000000
PA
USD
3531099.08000000
0.074885336206
Long
DBT
CORP
NL
N
2
2022-03-29
Floating
1.34000000
N
N
N
N
N
N
Ovintiv Inc
CZ72ZHBVKZXQRV3XFE26
Ovintiv Inc
292505AJ3
12358000.00000000
PA
USD
12476843.30000000
0.264601072966
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.90000000
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCY5
6136000.00000000
PA
USD
6275362.24000000
0.133083949364
Long
DBT
CORP
US
N
2
2022-06-27
Fixed
2.20000000
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAL7
38629000.00000000
PA
USD
38633571.74000000
0.819316576248
Long
DBT
CORP
US
N
2
2021-05-05
Fixed
4.75000000
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAJ8
19000000.00000000
PA
USD
20014373.52000000
0.424452289799
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
3.80000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2013-TYSN
05529SAC3
13126546.25000000
PA
USD
13145770.08000000
0.278787252873
Long
ABS-MBS
CORP
US
N
2
2032-09-05
Fixed
3.76000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Funding 2021-1 LLC
29374EAB2
12780000.00000000
PA
USD
12775534.67000000
0.270935532340
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
0.44000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBX3
5545000.00000000
PA
USD
5604233.58000000
0.118851073366
Long
DBT
CORP
US
N
2
2022-06-30
Floating
1.51000000
N
N
N
N
N
N
2021-06-01
iShares U.S. ETF Trust
Ann Frechette
Ann Frechette
Assistant Treasurer