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