0001752724-22-149568.txt : 20220627 0001752724-22-149568.hdr.sgml : 20220627 20220627134522 ACCESSION NUMBER: 0001752724-22-149568 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220430 FILED AS OF DATE: 20220627 PERIOD START: 20221031 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: 221043604 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 2022-10-31 2022-04-30 N 4582931464.21 141997347.58 4440934116.63 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 22338543.04000000 0.00000000 0.00000000 21280557.40000000 EUR GBP USD N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BJ0 14000000.00000000 PA USD 13440740.04000000 0.302655695558 Long DBT CORP US N 2 2023-11-22 Fixed 0.88000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBU3 24670000.00000000 PA USD 24272967.43000000 0.546573463882 Long DBT CORP US N 2 2023-03-01 Fixed 0.65000000 N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKM0 20000000.00000000 PA USD 20025266.00000000 0.450924635990 Long DBT CORP US N 2 2022-06-01 Fixed 2.88000000 N N N N N N Autoflorence 815600C91B7AF7C88210 000000000 10320000.00000000 PA 10917267.74000000 0.245832688648 Long ABS-O CORP IT N 2 2044-12-24 Floating 0.18000000 N N N N N N ENERGY TRANSFER LP 5493006LL0CKP8WQW329 86765BAL3 10000000.00000000 PA USD 10020049.20000000 0.225629314393 Long DBT CORP US N 2 2023-01-15 Fixed 3.45000000 N N N N N N Navient Student Loan Trust N/A 63942AAB2 6787643.14000000 PA USD 6746281.96000000 0.151911327275 Long ABS-O CORP US N 2 2069-04-15 Floating 1.55000000 N N N N N N Madison Park Funding Ltd N/A 55818MBA4 3901803.96000000 PA USD 3875790.63000000 0.087274220427 Long ABS-CBDO CORP KY N 2 2030-04-19 Floating 1.99000000 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00772BAP6 20500000.00000000 PA USD 20565525.79000000 0.463090089830 Long DBT CORP IE N 2 2022-07-01 Fixed 4.63000000 N N N N N Navient Student Loan Trust N/A 63939XAC5 503081.71000000 PA USD 501027.48000000 0.011282029114 Long ABS-O CORP US N 2 2058-12-16 Floating 1.45000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HFT7 13800000.00000000 PA USD 13773018.38000000 0.310137867806 Long STIV CORP US N 2 2022-06-27 None 0.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDD3 10000000.00000000 PA USD 10054152.70000000 0.226397249676 Long DBT CORP NL N 2 2023-09-26 Floating 1.83000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JC6 3679000.00000000 PA USD 3693059.11000000 0.083159511332 Long DBT CORP US N 2 2022-11-09 Fixed 2.88000000 N N N N N CEDR TRUST N/A 12524AAA7 5410000.00000000 PA USD 5267973.43000000 0.118623093512 Long ABS-MBS CORP US N 2 2039-02-15 Floating 1.50000000 N N N N N N PFS Financing Corp. N/A 69335PEH4 22642000.00000000 PA USD 22601058.74000000 0.508925783324 Long ABS-O CORP US N 2 2026-02-15 Floating 0.87000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HH99 16000000.00000000 PA USD 15932906.72000000 0.358773769246 Long STIV CORP US N 2 2022-08-09 None 0.00000000 N N N N N N Highbridge Loan Management Ltd N/A 40436XAC1 1100000.00000000 PA USD 1097095.67000000 0.024704164511 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 2.22000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAQ2 3000000.00000000 PA USD 3010349.22000000 0.067786396756 Long DBT CORP JP N 2 2023-03-05 Floating 1.37000000 N N N N N Tagus STC/Ulisses Finance N/A 000000000 12100000.00000000 PA 12823935.66000000 0.288766627092 Long ABS-O CORP PT N 2 2038-09-23 Floating 0.16000000 N N N N N N Signal Peak CLO, LLC N/A 56845AAU2 1058362.38000000 PA USD 1053228.16000000 0.023716365348 Long ABS-CBDO CORP KY N 2 2029-07-23 Floating 2.17000000 N N N N N N BDS Ltd N/A 05493NAA0 8750000.00000000 PA USD 8522329.90000000 0.191903993083 Long ABS-CBDO CORP KY N 2 2038-11-16 Floating 1.62000000 N N N N N N MARTIN MARIETTA 5299005MZ4WZECVATV08 573284AY2 8800000.00000000 PA USD 8576638.66000000 0.193126906068 Long DBT CORP US N 2 2023-07-15 Fixed 0.65000000 N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2C8 15000000.00000000 PA USD 15014250.00000000 0.338087654662 Long DBT CORP NO N 2 2025-03-28 Floating 1.10000000 N N N N N Satus PLC 6354009RPGD3VEUB2K73 000000000 860289.15000000 PA 1081013.69000000 0.024342033941 Long ABS-O CORP GB N 2 2028-08-17 Floating 1.34000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAF2 6000000.00000000 PA USD 6057255.66000000 0.136395981136 Long DBT CORP CA N 2 2023-10-01 Fixed 4.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAX5 27616000.00000000 PA USD 27631026.69000000 0.622189520590 Long DBT CORP US N 2 2022-05-15 Fixed 3.13000000 N N N N N N AREIT CRE Trust N/A 04002VAA9 1975000.00000000 PA USD 1957340.93000000 0.044074982393 Long ABS-MBS CORP KY N 2 2024-11-17 Floating 1.53000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GZ0 26240000.00000000 PA USD 25677969.38000000 0.578210995831 Long DBT CORP US N 2 2023-04-03 Fixed 0.70000000 N N N N N N Dowson 213800CGWK1QL59QO504 000000000 4129000.00000000 PA 5193440.48000000 0.116944776562 Long ABS-O CORP GB N 2 2029-01-20 Floating 1.61000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBG9 2805000.00000000 PA USD 2702167.86000000 0.060846835125 Long DBT CORP CA N 2 2023-10-04 Fixed 0.55000000 N N N N N Dowson 213800OI5O7QF6XV6F68 000000000 7554494.00000000 PA 9494651.75000000 0.213798527531 Long ABS-O CORP GB N 2 2028-10-20 Floating 1.35000000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 67097LAH9 2350000.00000000 PA USD 2328404.21000000 0.052430505583 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 2.00000000 N N N N N N Dowson 213800OI5O7QF6XV6F68 000000000 1600000.00000000 PA 1995004.40000000 0.044923080316 Long ABS-O CORP GB N 2 2028-10-20 Floating 1.87000000 N N N N N N Anchorage Capital CLO LTD 549300MP4QPQUMB6AD63 03328LAA0 4500000.00000000 PA USD 4480790.40000000 0.100897475223 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 2.29000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAK5 21200000.00000000 PA USD 20496025.59000000 0.461525099263 Long DBT CORP ES N 2 2024-06-30 Fixed 0.70000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAP0 23441000.00000000 PA USD 23450825.30000000 0.528060644092 Long DBT CORP US N 2 2022-10-15 Fixed 2.50000000 N N N N N Sound Point CLO LTD 549300YVZ0M0XDDYS744 83609RAL5 2579065.28000000 PA USD 2564392.98000000 0.057744449988 Long ABS-CBDO CORP KY N 2 2029-01-23 Floating 2.08000000 N N N N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CAW6 3650000.00000000 PA USD 3632292.03000000 0.081791171285 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.16000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CK4 33390000.00000000 PA USD 33423423.39000000 0.752621464588 Long DBT CORP US N 2 2022-07-20 Fixed 3.50000000 N N N N N BX Trust N/A 05606GAA9 2070000.00000000 PA USD 2041536.47000000 0.045970879467 Long ABS-MBS CORP US N 2 2023-06-15 Floating 1.83000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BC7 15000000.00000000 PA USD 15104947.50000000 0.340129961474 Long DBT CORP US N 2 2023-08-01 Fixed 4.13000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AC5 9000000.00000000 PA USD 9011219.49000000 0.202912703799 Long DBT CORP US N 2 2023-05-01 Fixed 3.20000000 N N N N N N AIG CLO LTD 549300BOP4S1F44PKE29 00141UAC7 1000000.00000000 PA USD 991950.70000000 0.022336532674 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 2.18000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AG0 34000000.00000000 PA USD 32897055.98000000 0.740768836376 Long DBT CORP US N 2 2023-08-15 Fixed 0.60000000 N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BP6 43100000.00000000 PA USD 41831160.14000000 0.941945073748 Long DBT CORP US N 2 2023-08-03 Fixed 0.65000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 054967AA2 19220000.00000000 PA USD 18834506.38000000 0.424111366783 Long ABS-MBS CORP US N 2 2034-09-15 Floating 1.40000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHF9 30000000.00000000 PA USD 30019138.80000000 0.675964515834 Long DBT CORP US N 2 2024-03-05 Fixed 3.55000000 N N N N N N Palmer Square CLO Ltd N/A 69688AAL5 1800000.00000000 PA USD 1781429.04000000 0.040113836260 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 2.04000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CC1 17000000.00000000 PA USD 16535118.68000000 0.372334248735 Long DBT CORP DE N 2 2024-09-18 Fixed 2.22000000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629WDH0 3996000.00000000 PA USD 4004233.36000000 0.090166466217 Long DBT CORP US N 2 2025-03-21 Floating 1.14000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691MAA5 19045000.00000000 PA USD 18663355.34000000 0.420257424448 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.45000000 N N N N N N SLM Student Loan Trust 549300HIOV1ESFZYQ040 78443CBN3 3639408.54000000 PA USD 3624771.93000000 0.081621835289 Long ABS-O CORP US N 2 2024-03-15 Floating 1.16000000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAJ7 20000000.00000000 PA USD 19650287.40000000 0.442480948465 Long DBT CORP US N 2 2023-03-11 Fixed 0.85000000 N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHL6 10000000.00000000 PA USD 10023319.00000000 0.225702943046 Long DBT CORP US N 2 2024-07-23 Fixed 3.86000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAN2 28600000.00000000 PA USD 28566028.92000000 0.643243699856 Long DBT CORP US N 2 2022-12-15 Floating 1.18000000 N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BQ1 12515000.00000000 PA USD 11804301.56000000 0.265806725566 Long DBT CORP US N 2 2024-03-08 Fixed 1.05000000 N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SJ1 14000000.00000000 PA USD 14054315.94000000 0.316472065806 Long DBT CORP US N 2 2023-10-31 Floating 1.53000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AJ8 5000000.00000000 PA USD 5040770.50000000 0.113506986764 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N Carlyle Global Market Strategies N/A 14310MAW7 5234086.38000000 PA USD 5174950.63000000 0.116528426094 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 2.01000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAG4 4820000.00000000 PA USD 4874647.57000000 0.109766266330 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBB4 25000000.00000000 PA USD 25036118.50000000 0.563757935661 Long DBT CORP JP N 2 2023-09-13 Floating 1.65000000 N N N N N Dutch Property Finance N/A 000000000 8498000.00000000 PA 8937767.50000000 0.201258727674 Long ABS-MBS CORP NL N 2 2059-10-28 Floating 1.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBQ8 33590000.00000000 PA USD 33056172.27000000 0.744351782797 Long DBT CORP US N 2 2024-06-01 Fixed 1.51000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBP0 32634000.00000000 PA USD 32026458.04000000 0.721164899070 Long DBT CORP US N 2 2023-03-01 Fixed 0.38000000 N N N N N MTN Commercial Mortgage Trust 2022-LPFL N/A 62475WAA3 8930000.00000000 PA USD 8885291.96000000 0.200077094742 Long ABS-MBS CORP US N 2 2039-03-15 Floating 1.91000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BB4 4130000.00000000 PA USD 4133872.21000000 0.093085645979 Long DBT CORP US N 2 2024-02-14 Floating 0.61000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CZ0 6570000.00000000 PA USD 6491422.80000000 0.146172463484 Long DBT CORP GB N 2 2024-11-22 Floating 0.79000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEC6 23700000.00000000 PA USD 23784591.23000000 0.535576313571 Long DBT CORP US N 2 2023-10-24 Floating 1.66000000 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAA4 16350000.00000000 PA USD 16351108.37000000 0.368190744122 Long DBT CORP NL N 2 2022-08-12 Fixed 2.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAP1 29600000.00000000 PA USD 29605618.08000000 0.666652945134 Long DBT CORP US N 2 2024-04-23 Fixed 3.56000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CA7 9385000.00000000 PA USD 9150873.34000000 0.206057399179 Long DBT CORP CA N 2 2025-03-15 Fixed 2.95000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBK0 13865000.00000000 PA USD 13812412.97000000 0.311024946717 Long DBT CORP US N 2 2023-06-10 Floating 0.50000000 N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AU0 1254000.00000000 PA USD 1254805.22000000 0.028255434263 Long DBT CORP US N 2 2022-06-01 Fixed 2.75000000 N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBQ7 12000000.00000000 PA USD 11458029.12000000 0.258009437183 Long DBT CORP US N 2 2024-04-01 Fixed 0.80000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGD0 12440000.00000000 PA USD 12416917.46000000 0.279601478740 Long DBT CORP US N 2 2024-03-22 Floating 0.77000000 N N N N N N PFS Financing Corp. N/A 69335PDV4 3274000.00000000 PA USD 3264656.66000000 0.073512837035 Long ABS-O CORP US N 2 2024-08-15 Fixed 0.93000000 N N N N N N GILBERT PARK CLO LTD N/A 375415AA4 250000.00000000 PA USD 249195.88000000 0.005611339269 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.23000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284JAA7 1860000.00000000 PA USD 1825125.00000000 0.041097772497 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 1.62000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAX3 10000000.00000000 PA USD 10005947.60000000 0.225311777594 Long DBT CORP US N 2 2022-08-15 Floating 1.39000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 218892.45000000 0.004928973145 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4080000.00000000 GBP 5349466.30000000 USD 2022-06-15 218892.45000000 N N N Madison Park Funding Ltd N/A 55817EAN6 1750000.00000000 PA USD 1725990.88000000 0.038865491688 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 2.11000000 N N N N N N SLM Student Loan Trust 549300FE2YWO5PJ3Q820 78443CCB8 5383982.33000000 PA USD 5195471.88000000 0.116990519191 Long ABS-O CORP US N 2 2039-06-15 Floating 1.16000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880KAA2 14450000.00000000 PA USD 14396442.52000000 0.324175998605 Long ABS-CBDO CORP KY N 2 2034-08-15 Floating 1.62000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAA4 6333000.00000000 PA USD 6298168.50000000 0.141820804690 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.53000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAL6 4840000.00000000 PA USD 4587980.62000000 0.103311161559 Long DBT CORP US N 2 2024-02-15 Fixed 0.70000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAQ3 5000000.00000000 PA USD 5011901.65000000 0.112856924205 Long DBT CORP JP N 2 2022-07-12 Fixed 2.78000000 N N N N N Capital One Prime Auto Receivables Trust N/A 14043QAB8 15385000.00000000 PA USD 15383543.04000000 0.346403315968 Long ABS-O CORP US N 2 2025-06-16 Fixed 2.71000000 N N N N N N SLM Student Loan Trust 54930054KUX5HFXZUQ43 78443CBH6 3650123.35000000 PA USD 3570275.44000000 0.080394695040 Long ABS-O CORP US N 2 2033-06-15 Floating 1.23000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BM0 15000000.00000000 PA USD 15024361.95000000 0.338315353378 Long DBT CORP US N 2 2022-08-01 Fixed 2.50000000 N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBR5 10780000.00000000 PA USD 10784005.74000000 0.242831923572 Long DBT CORP US N 2 2023-02-15 Fixed 2.63000000 N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AP9 5000000.00000000 PA USD 5011055.35000000 0.112837867403 Long DBT CORP JP N 2 2022-07-25 Fixed 2.67000000 N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CA5 13000000.00000000 PA USD 12993568.90000000 0.292586391933 Long DBT CORP GB N 2 2025-03-11 Floating 1.98000000 N N N N N Dowson 213800CGWK1QL59QO504 000000000 646000.00000000 PA 812407.99000000 0.018293628517 Long ABS-O CORP GB N 2 2029-01-20 Floating 2.44000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CZ0 6430000.00000000 PA USD 6398296.24000000 0.144075459620 Long DBT CORP US N 2 2024-11-29 Floating 0.66000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AB6 15600000.00000000 PA USD 14862015.17000000 0.334659663478 Long DBT CORP US N 2 2024-02-10 Fixed 0.80000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AT2 5025000.00000000 PA USD 5001108.08000000 0.112613876915 Long DBT CORP US N 2 2024-10-01 Floating 0.52000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AM3 5300000.00000000 PA USD 5269266.04000000 0.118652200226 Long DBT CORP US N 2 2022-09-15 Fixed 0.70000000 N N N N N N Dryden Senior Loan Fund 254900XGNUOV0Y3IBA68 26252VAQ4 250000.00000000 PA USD 249687.75000000 0.005622415092 Long ABS-CBDO CORP KY N 2 2034-05-20 Floating 1.48000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EB81 13800000.00000000 PA USD 13963564.36000000 0.314428541232 Long DBT CORP US N 2 2023-11-29 Floating 2.11000000 N N N N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 31562QAF4 9400000.00000000 PA USD 9558766.00000000 0.215242238433 Long DBT CORP NL N 2 2023-04-15 Fixed 5.25000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAA5 8630000.00000000 PA USD 8376705.19000000 0.188624847160 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.28000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAJ4 17045000.00000000 PA USD 17066678.68000000 0.384303802573 Long DBT CORP US N 2 2022-08-15 Fixed 3.05000000 N N N N N Morgan Stanley Capital I Trust N/A 61691LAA7 14512000.00000000 PA USD 14438981.42000000 0.325133880413 Long ABS-MBS CORP US N 2 2034-11-15 Floating 1.25000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BT6 19937000.00000000 PA USD 20029674.15000000 0.451023897764 Long DBT CORP US N 2 2022-11-30 Fixed 3.05000000 N N N N N N Morgan Stanley Capital I Trust N/A 61768FAA8 5549163.77000000 PA USD 5512184.14000000 0.124122177794 Long ABS-MBS CORP US N 2 2033-08-15 Floating 1.40000000 N N N N N N KREF 2022-Fl3 Ltd 549300DG0FGL1EU1CT79 48275EAA4 9360000.00000000 PA USD 9150271.70000000 0.206043851579 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 1.97000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HG82 20000000.00000000 PA USD 19950727.80000000 0.449246200822 Long STIV CORP US N 2 2022-07-08 None 0.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BG6 44345000.00000000 PA USD 43905784.50000000 0.988661019211 Long DBT CORP US N 2 2022-11-23 Fixed 0.75000000 N N N N N N College Ave Student Loans N/A 19424KAA1 244865.03000000 PA USD 243530.74000000 0.005483772864 Long ABS-O CORP US N 2 2051-07-25 Floating 1.56000000 N N N N N N Palmer Square CLO Ltd N/A 69688FAA8 500000.00000000 PA USD 491218.40000000 0.011061150359 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 1.38000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAM3 6309000.00000000 PA USD 6325868.37000000 0.142444544410 Long DBT CORP US N 2 2023-01-15 Fixed 3.15000000 N N N N N BX Trust N/A 05609KAA7 9305728.92000000 PA USD 9067113.28000000 0.204171308149 Long ABS-MBS CORP US N 2 2038-10-15 Floating 1.24000000 N N N N N N Pikes Peak CLO 549300IOF5UIE4PES702 721327AA2 1500000.00000000 PA USD 1493465.85000000 0.033629543037 Long ABS-CBDO CORP KY N 2 2031-07-24 Floating 2.36000000 N N N N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 066922477 446610000.00000000 NS USD 446610000.00000000 10.05666799531 Long STIV RF US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAL7 8000000.00000000 PA USD 8060332.96000000 0.181500845279 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BQ6 10000000.00000000 PA USD 10123210.20000000 0.227952271619 Long DBT CORP US N 2 2024-02-01 Fixed 4.50000000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12548RAB0 250000.00000000 PA USD 248878.23000000 0.005604186494 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 2.23000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAA4 10523000.00000000 PA USD 10752512.52000000 0.242122766013 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEU9 25000000.00000000 PA USD 25201082.50000000 0.567472559559 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N BlackRock Funds III 5493008LW2651I1QB503 066922519 58416739.84300000 NS USD 58416739.84000000 1.315415592887 Long STIV RF US N 1 N N Extended Stay America Trust N/A 30227FAA8 6191891.94000000 PA USD 6106361.48000000 0.137501735437 Long ABS-MBS CORP US N 2 2038-07-15 Floating 1.64000000 N N N N N N Atrium CDO Corp 549300BF3YFW8EHN6F75 04966HAA4 2500000.00000000 PA USD 2492348.00000000 0.056122156612 Long ABS-CBDO CORP KY N 2 2030-11-21 Floating 2.36000000 N N N N N N COMM Mortgage Trust N/A 12624UAC8 6406709.85000000 PA USD 6354819.98000000 0.143096470542 Long ABS-MBS CORP US N 2 2028-02-10 Fixed 3.37000000 N N N N N N Dutch Property Finance 724500HXDVQPC2FOAA29 000000000 6269054.73000000 PA 6582645.69000000 0.148226600916 Long ABS-MBS CORP NL N 2 2059-04-28 Floating 0.29000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAB6 2000000.00000000 PA USD 2025994.24000000 0.045620902872 Long DBT CORP US N 2 2023-11-15 Fixed 4.21000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CC6 2696000.00000000 PA USD 2726466.58000000 0.061393988480 Long DBT CORP US N 2 2023-10-17 Floating 1.25000000 N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAL3 50000000.00000000 PA USD 50132701.00000000 1.128877386680 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AQ1 11769000.00000000 PA USD 11878405.80000000 0.267475388916 Long DBT CORP US N 2 2023-10-01 Fixed 3.80000000 N N N N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611AL3 10440000.00000000 PA USD 9836278.50000000 0.221491205266 Long DBT CORP US N 2 2024-08-15 Fixed 0.85000000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDJ2 25000000.00000000 PA USD 25187139.00000000 0.567158582823 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N Cedar Funding Ltd N/A 15033EAA6 2130000.00000000 PA USD 2110386.32000000 0.047521225592 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.04000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBD6 3130000.00000000 PA USD 3123848.80000000 0.070342155905 Long DBT CORP CA N 2 2023-02-17 Floating 0.60000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBV6 22230000.00000000 PA USD 22070135.18000000 0.496970560705 Long DBT CORP US N 2 2024-08-12 Floating 0.57000000 N N N N N American Express Co R4PP93JZOLY261QX3811 025816CC1 25000000.00000000 PA USD 25064604.00000000 0.564399366028 Long DBT CORP US N 2 2024-02-22 Fixed 3.40000000 N N N N N Southwick Park CLO, Ltd. N/A 846031AN2 8760000.00000000 PA USD 8635000.06000000 0.194441075531 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 2.12000000 N N N N N N Signal Peak CLO, LLC 549300SC4HK60KIV1S28 56844XBG3 1522140.97000000 PA USD 1513700.70000000 0.034085187040 Long ABS-CBDO CORP US N 2 2029-04-20 Floating 2.04000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBK0 7980000.00000000 PA USD 7798534.80000000 0.175605730578 Long DBT CORP CA N 2 2024-02-16 Fixed 2.15000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAG0 9291000.00000000 PA USD 9372227.78000000 0.211041810886 Long DBT CORP ES N 2 2023-04-12 Fixed 3.85000000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339AK6 9115000.00000000 PA USD 8801122.70000000 0.198181789435 Long DBT CORP US N 2 2023-09-01 Fixed 0.55000000 N N N N N N Vita Scientia 635400JHBEHLCY2DZM20 000000000 5709000.00000000 PA 6022710.97000000 0.135618111231 Long ABS-MBS CORP IE N 2 2033-02-27 Floating 1.30000000 N N N N N N Elvet Mortgages PLC 213800UVYZENN9GHST55 000000000 10829938.08000000 PA 13526096.42000000 0.304577732179 Long ABS-MBS CORP GB N 2 2063-10-22 Floating 0.85000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEX3 8745000.00000000 PA USD 8775172.09000000 0.197597439177 Long DBT CORP US N 2 2025-03-21 Floating 1.18000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AA8 34000000.00000000 PA USD 33400341.32000000 0.752101707497 Long DBT CORP US N 2 2023-02-10 Fixed 0.63000000 N N N N N SILVERSTONE MASTER ISSUER 549300P6OXWKM20QS303 000000000 3485000.00000000 PA 4345526.72000000 0.097851636747 Long ABS-MBS CORP GB N 2 2070-01-21 Floating 0.79000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GN9 21825000.00000000 PA USD 22002304.77000000 0.495443170111 Long DBT CORP US N 2 2022-08-15 Fixed 5.88000000 N N N N N ENERGY TRANSFER LP 5493008K8W3OKZE54J59 29273RAS8 6400000.00000000 PA USD 6411515.26000000 0.144373122672 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N Satus PLC 6354009RPGD3VEUB2K73 000000000 400000.00000000 PA 499655.46000000 0.011251134263 Long ABS-O CORP GB N 2 2028-08-17 Floating 1.84000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BD2 20000000.00000000 PA USD 20058097.40000000 0.451663926399 Long DBT CORP GB N 2 2023-09-12 Fixed 3.88000000 N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2Q7 8695000.00000000 PA USD 8626294.11000000 0.194245036820 Long DBT CORP CA N 2 2024-08-06 Floating 0.66000000 N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BL7 5000000.00000000 PA USD 5010505.40000000 0.112825483747 Long DBT CORP JP N 2 2022-07-18 Fixed 2.62000000 N N N N N AREIT CRE Trust N/A 00217LAA0 6813197.87000000 PA USD 6778451.24000000 0.152635708208 Long ABS-CBDO CORP US N 2 2036-09-14 Floating 1.89000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 58985000.00000000 PA USD 58846705.54000000 1.325097468112 Long DBT CORP US N 2 2023-12-20 Fixed 3.00000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BQ8 7123000.00000000 PA USD 7137712.98000000 0.160725486858 Long DBT CORP US N 2 2023-09-01 Fixed 3.50000000 N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AU9 7875000.00000000 PA USD 7736545.29000000 0.174209864114 Long DBT CORP US N 2 2023-03-09 Fixed 0.63000000 N N N N N Galaxy CLO Ltd 549300MJK1HWQWCLYA68 36318WAK6 670000.00000000 PA USD 665111.21000000 0.014976831282 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.01000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAA0 17993000.00000000 PA USD 18005844.30000000 0.405451732160 Long DBT CORP FR N 2 2022-05-22 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468T9 5500000.00000000 PA USD 5424494.63000000 0.122147604254 Long DBT CORP US N 2 2023-11-10 Fixed 0.56000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAC5 20240000.00000000 PA USD 20191629.23000000 0.454670767449 Long DBT CORP US N 2 2023-05-01 Fixed 3.88000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607HVC3 27480000.00000000 PA USD 26765568.91000000 0.602701328303 Long DBT CORP CA N 2 2023-06-22 Fixed 0.45000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CK8 6980512.73000000 PA USD 6980396.85000000 0.157183076052 Long ABS-O CORP US N 2 2032-08-15 Floating 1.20000000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AH4 19380000.00000000 PA USD 19489873.94000000 0.438868792649 Long DBT CORP GG N 2 2022-09-15 Fixed 3.80000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 8000000.00000000 PA USD 7924816.08000000 0.178449305300 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2066353.78000000 0.046529710320 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 47808000.00000000 EUR 52600699.41000000 USD 2022-06-15 2066353.78000000 N N N Navient Student Loan Trust N/A 63942CAA0 8580257.87000000 PA USD 8221468.38000000 0.185129258036 Long ABS-O CORP US N 2 2060-04-15 Floating 1.51000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286NAD8 6380596.16000000 PA USD 6375209.66000000 0.143555600974 Long ABS-O CORP US N 2 2024-09-16 Fixed 0.32000000 N N N N N N Madison Park Funding Ltd N/A 55820TAJ7 13200000.00000000 PA USD 13096361.52000000 0.294901054058 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 2.19000000 N N N N N N SMB Private Education Loan Trust N/A 83208AAC7 2541337.02000000 PA USD 2540090.24000000 0.057197206112 Long ABS-O CORP US N 2 2053-01-15 Floating 0.95000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBT6 26954000.00000000 PA USD 26879222.87000000 0.605260563748 Long DBT CORP US N 2 2023-02-22 Floating 0.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMH2 22000000.00000000 PA USD 21978902.00000000 0.494916191566 Long DBT CORP US N 2 2024-03-25 Floating 0.91000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851EB6 9005000.00000000 PA USD 8616175.00000000 0.194017176875 Long DBT CORP US N 2 2024-03-01 Fixed 0.75000000 N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CQ3 12850000.00000000 PA USD 12796158.76000000 0.288141152828 Long DBT CORP US N 2 2024-10-18 Floating 0.65000000 N N N N N N OneMain Financial Issuance Trust N/A 68268HAA4 183828.47000000 PA USD 183908.71000000 0.004141216806 Long ABS-O CORP US N 2 2031-06-18 Fixed 3.83000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BA6 10000000.00000000 PA USD 10074432.70000000 0.226853910358 Long DBT CORP GB N 2 2023-05-25 Fixed 3.60000000 N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKK4 5000000.00000000 PA USD 5039283.80000000 0.113473509573 Long DBT CORP US N 2 2023-12-01 Fixed 3.88000000 N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJE1 5000000.00000000 PA USD 5028650.95000000 0.113234081342 Long DBT CORP US N 2 2022-09-23 Fixed 3.25000000 N N N N N N NELNET STUDENT LOAN TRUST N/A 64035GAA7 6430687.11000000 PA USD 6349895.82000000 0.142985589365 Long ABS-O CORP US N 2 2062-04-20 Floating 1.33000000 N N N N N N Verizon Owner Trust 549300XY7L2MRX0BQH89 92348TAB0 6483528.11000000 PA USD 6484623.83000000 0.146019365739 Long ABS-O CORP US N 2 2024-07-22 Floating 0.86000000 N N N N N N Symphony CLO Ltd 5493004PWOYFPAFQVT02 87165VAF6 500000.00000000 PA USD 496247.85000000 0.011174402433 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 2.19000000 N N N N N N Benefit Street Partners CLO Ltd 549300Y1V90IQ456QX97 08180EBJ2 359941.10000000 PA USD 358467.50000000 0.008071894123 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 2.06000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CU1 11120000.00000000 PA USD 10702283.87000000 0.240991728067 Long DBT CORP GB N 2 2024-08-17 Fixed 0.73000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXY5 25000000.00000000 PA USD 24545446.50000000 0.552709089019 Long DBT CORP US N 2 2023-03-08 Fixed 0.52000000 N N N N N SLM Student Loan Trust 549300I2YWZ9E1B0EY33 78443CCL6 11875085.18000000 PA USD 11357641.41000000 0.255748928304 Long ABS-O CORP US N 2 2039-06-15 Floating 1.12000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAW8 3110000.00000000 PA USD 3089059.44000000 0.069558776574 Long DBT CORP FR N 2 2025-01-14 Floating 0.69000000 N N N N N N Social Professional Loan Program LLC 5493005DZE8VF033DB25 83402DAA9 543119.39000000 PA USD 543543.40000000 0.012239393463 Long ABS-O CORP US N 2 2036-10-27 Floating 1.77000000 N N N N N N CIFC Funding Ltd 549300RWVPXQ5M3BFY62 12550LAS1 13000000.00000000 PA USD 12941131.97000000 0.291405628413 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 2.05000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBV1 5580000.00000000 PA USD 5573396.74000000 0.125500549966 Long DBT CORP US N 2 2023-03-01 Floating 0.76000000 N N N N N BX Trust N/A 05608RAA3 8520000.00000000 PA USD 8306661.76000000 0.187047624257 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.45000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AM0 25675000.00000000 PA USD 25746408.59000000 0.579752095253 Long DBT CORP US N 2 2022-10-01 Fixed 3.50000000 N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AZ5 2145000.00000000 PA USD 2144333.12000000 0.048285632339 Long DBT CORP US N 2 2022-09-26 Fixed 2.70000000 N N N N N CBAM CLO Management 2549002XHTMWO4GGPF51 12482JAA8 750000.00000000 PA USD 745229.25000000 0.016780912088 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 2.16000000 N N N N N N Octagon Investment Partners XVII LTD 54930007Y57X4ONHQV20 67590GBG3 3000000.00000000 PA USD 2976446.40000000 0.067022980342 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 2.18000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDH9 10975000.00000000 PA USD 10955647.78000000 0.246696922140 Long DBT CORP US N 2 2023-09-15 Floating 1.36000000 N N N N N Nelnet Student Loan Trust N/A 64034YAA9 3320728.49000000 PA USD 3302698.26000000 0.074369449608 Long ABS-O CORP US N 2 2062-04-20 Floating 1.28000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043FAB9 7368673.01000000 PA USD 7329906.42000000 0.165053257434 Long ABS-O CORP US N 2 2024-10-15 Fixed 0.39000000 N N N N N N SLM Student Loan Trust 549300ZTEFT8CS12SF95 78443CBV5 7697008.16000000 PA USD 7538919.31000000 0.169759764770 Long ABS-O CORP US N 2 2038-12-15 Floating 1.14000000 N N N N N N TCI-Symphony CLO 5493005WLG3H3B8NI222 87229WAQ4 5235000.00000000 PA USD 5183262.50000000 0.116715590996 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 2.04000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284DAG7 480000.00000000 PA USD 479683.20000000 0.010801403204 Long ABS-MBS CORP US N 2 2034-12-15 Floating 1.88000000 N N N N N N Silver Creek CLO 549300LSJSAR2PPV4U78 827551AL6 6742478.79000000 PA USD 6726632.62000000 0.151468867660 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.30000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 140101.68000000 0.003154779519 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5052000.00000000 EUR 5480201.96000000 USD 2022-06-15 140101.68000000 N N N DBGS Mortgage Trust N/A 33830CAA8 4200000.00000000 PA USD 4136834.10000000 0.093152341182 Long ABS-MBS CORP US N 2 2033-06-15 Floating 1.35000000 N N N N N N PENSKE TRUCK LEASING/PTL 549300ZX07JYMI8GHQ39 709599AY0 10000000.00000000 PA USD 9966445.80000000 0.224422284552 Long DBT CORP US N 2 2023-03-14 Fixed 2.70000000 N N N N N N HGI CRE CLO Ltd N/A 40390JAA0 5380000.00000000 PA USD 5318409.22000000 0.119758795792 Long ABS-CBDO CORP KY N 2 2036-09-17 Floating 1.55000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53946MAA5 1462916.19000000 PA USD 1457357.11000000 0.032816454190 Long ABS-CBDO CORP KY N 2 2028-05-15 Floating 1.68000000 N N N N N N VOYA CLO LTD N/A 92916GBE3 13000000.00000000 PA USD 12906093.20000000 0.290616632921 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.04000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAT2 35000000.00000000 PA USD 33404907.55000000 0.752204528882 Long DBT CORP IE N 2 2023-10-29 Fixed 1.15000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWT7 7583000.00000000 PA USD 7609697.39000000 0.171353530364 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAA8 12100000.00000000 PA USD 11964008.10000000 0.269402963110 Long ABS-MBS CORP US N 2 2034-09-15 Floating 1.37000000 N N N N N N Wellfleet CLO Ltd 254900N8RLNFSYP97206 94949RAS6 972756.26000000 PA USD 969841.30000000 0.021838677956 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 1.97000000 N N N N N N Navient Student Loan Trust N/A 63942LAA0 6640393.38000000 PA USD 6202463.42000000 0.139665738268 Long ABS-O CORP US N 2 2069-07-15 Fixed 0.94000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LR0 10000000.00000000 PA USD 10014510.20000000 0.225504588381 Long DBT CORP US N 2 2022-10-27 Floating 0.96000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBC2 10000000.00000000 PA USD 9978783.10000000 0.224700093222 Long DBT CORP JP N 2 2024-05-25 Floating 1.13000000 N N N N N Voya CLO Ltd N/A 92915UAG9 5330000.00000000 PA USD 5292866.42000000 0.119183628511 Long ABS-CBDO CORP KY N 2 2030-06-07 Floating 2.02000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29277FEG2 30000000.00000000 PA USD 29986215.90000000 0.675223165047 Long STIV CORP US N 2 2022-05-16 None 0.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBE9 4000000.00000000 PA USD 4013966.00000000 0.090385623713 Long DBT CORP JP N 2 2023-10-16 Floating 1.84000000 N N N N N FS Rialto Issuer Ltd N/A 30326MAA3 5000000.00000000 PA USD 4998781.00000000 0.112561476228 Long ABS-CBDO CORP US N 2 2039-01-19 Floating 2.20000000 N N N N N N Bain Capital Credit CLO, Limited 549300GUKNMHLHIJO049 05682QAQ9 3200000.00000000 PA USD 3174016.64000000 0.071471824545 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.03000000 N N N N N N Madison Park Funding Ltd 549300FNRP3W5DX0O430 55819YAA8 4875000.00000000 PA USD 4880057.33000000 0.109888082143 Long ABS-CBDO CORP KY N 2 2030-07-29 Floating 2.44000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YL8 15725000.00000000 PA USD 15596746.43000000 0.351204184083 Long DBT CORP CH N 2 2024-08-09 Floating 0.63000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBC8 41000000.00000000 PA USD 41258254.49000000 0.929044507449 Long DBT CORP GB N 2 2024-05-16 Floating 1.84000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492NAA1 11305000.00000000 PA USD 11140677.30000000 0.250863377105 Long ABS-MBS CORP US N 2 2034-11-15 Floating 1.51000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46593EAA3 5540000.00000000 PA USD 5505583.86000000 0.123973554108 Long ABS-MBS CORP US N 2 2039-03-15 Floating 1.67000000 N N N N N N Shackleton CLO LTD 549300NCJRO2LKFZ8G86 81883AAL3 2750000.00000000 PA USD 2731375.90000000 0.061504535493 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 2.19000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAS6 20000000.00000000 PA USD 19972909.80000000 0.449745690331 Long DBT CORP FR N 2 2022-11-21 Fixed 2.13000000 N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LQ2 33800000.00000000 PA USD 33887049.87000000 0.763061306023 Long DBT CORP US N 2 2022-10-27 Fixed 2.70000000 N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046UFG1 15000000.00000000 PA USD 14975239.95000000 0.337209234740 Long STIV CORP US N 2 2022-06-16 None 0.00000000 N N N N N N Neuberger Berman CLO Ltd 549300Z5ZNFT7IECFZ07 64129JBE9 496525.12000000 PA USD 494125.31000000 0.011126607533 Long ABS-CBDO CORP KY N 2 2030-01-28 Floating 2.27000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BP8 18300000.00000000 PA USD 18639087.29000000 0.419710961714 Long DBT CORP US N 2 2024-02-01 Floating 1.97000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BD4 17655000.00000000 PA USD 17697232.00000000 0.398502466715 Long DBT CORP US N 2 2022-10-09 Fixed 2.70000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AQ7 3000000.00000000 PA USD 3002215.50000000 0.067603243397 Long DBT CORP JP N 2 2022-07-25 Floating 1.05000000 N N N N N N CIFC Funding Ltd 635400VBVF8AYJQBI411 12551RAA6 13000000.00000000 PA USD 12885982.20000000 0.290163777745 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 2.04000000 N N N N N N Red & Black Auto Italy 8156003B1C9DCDE30892 000000000 16009292.21000000 PA 16963132.64000000 0.381972175098 Long ABS-O CORP IT N 2 2031-12-28 Floating 0.19000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AT3 20000000.00000000 PA USD 20310683.40000000 0.457351603662 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55283TAA6 4520000.00000000 PA USD 4458205.72000000 0.100388918252 Long ABS-CBDO CORP KY N 2 2036-07-16 Floating 1.65000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKL2 19000000.00000000 PA USD 18933901.66000000 0.426349528336 Long DBT CORP US N 2 2024-03-18 Fixed 3.65000000 N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EGD1 40505000.00000000 PA USD 40747276.61000000 0.917538417366 Long ABS-O CORP US N 2 2026-04-22 Floating 1.25000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284DAA0 1230000.00000000 PA USD 1229200.50000000 0.027678872681 Long ABS-MBS CORP US N 2 2034-12-15 Floating 1.58000000 N N N N N N KKR Financial CLO Ltd 5493008X0MRR4A6VYF15 48252KAA7 5590000.00000000 PA USD 5541046.13000000 0.124772085882 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.04000000 N N N N N N BX Trust N/A 056057AA0 21075035.60000000 PA USD 20863522.33000000 0.469800311872 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.23000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AF0 4555000.00000000 PA USD 4571317.06000000 0.102935935097 Long DBT CORP US N 2 2022-12-01 Fixed 2.95000000 N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAL4 11955000.00000000 PA USD 11407115.74000000 0.256862980634 Long DBT CORP US N 2 2024-03-15 Fixed 0.75000000 N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABY2 8105000.00000000 PA USD 7543251.28000000 0.169857311139 Long DBT CORP US N 2 2024-09-17 Fixed 1.00000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AY0 19400000.00000000 PA USD 18628701.40000000 0.419477094475 Long DBT CORP US N 2 2024-02-15 Fixed 0.90000000 N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAN3 6250000.00000000 PA USD 6301694.56000000 0.141900203752 Long DBT CORP US N 2 2024-03-19 Fixed 4.38000000 N N N N N Taurus CMBS 6354001CXJE7XMMVG324 000000000 6966033.76000000 PA 8657771.06000000 0.194953828015 Long ABS-MBS CORP IE N 2 2031-08-17 Floating 1.11000000 N N N N N N Elmwood CLO X Ltd N/A 29002VAA6 13000000.00000000 PA USD 12781584.40000000 0.287812970522 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 2.10000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BT5 4000000.00000000 PA USD 4004180.84000000 0.090165283583 Long DBT CORP US N 2 2023-02-27 Floating 1.16000000 N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAD4 15000000.00000000 PA USD 15121500.00000000 0.340502687112 Long DBT CORP FR N 2 2023-09-12 Floating 2.04000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDN3 15000000.00000000 PA USD 14751875.25000000 0.332179556430 Long DBT CORP US N 2 2024-10-15 Floating 0.74000000 N N N N N Elevation CLO Ltd 635400HAVYYWWB139K27 28622QAB7 479675.11000000 PA USD 478458.80000000 0.010773832428 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 2.27000000 N N N N N N Donlen Fleet Lease Funding 549300ZWUQETU54FDP26 257812AD9 11579050.43000000 PA USD 11326243.86000000 0.255041925021 Long ABS-O CORP US N 2 2034-12-11 Fixed 0.56000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BH3 3000000.00000000 PA USD 3018307.53000000 0.067965600270 Long DBT CORP GB N 2 2024-06-25 Floating 2.52000000 N N N N N N CREDIT SUISSE GROUP AG 549300PXR5FKNXF0OH19 225433AT8 8500000.00000000 PA USD 8526600.24000000 0.192000151681 Long DBT CORP CH N 2 2023-06-09 Fixed 3.80000000 N N N N N Red & Black Auto Germany UG 391200E3OPA9K4R22Z70 000000000 400000.00000000 PA 418106.32000000 0.009414828255 Long ABS-O CORP DE N 2 2030-09-15 Floating 0.21000000 N N N N N N TPGI Trust N/A 87267HAA5 6320000.00000000 PA USD 6193383.86000000 0.139461286687 Long ABS-MBS CORP US N 2 2026-06-15 Floating 1.25000000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 15023488.65000000 PA USD 14893745.80000000 0.335374166984 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.94000000 N N N N N N SUMITOMO MITSUI BANK NY 549300MS3WYYVQ4HXM15 86565CLC1 30000000.00000000 PA USD 29993253.30000000 0.675381631708 Long STIV CORP JP N 2 2022-07-15 Fixed 0.70000000 N N N N N N Madison Park Funding Ltd N/A 55818YBN0 800000.00000000 PA USD 795045.20000000 0.017902656943 Long ABS-CBDO CORP KY N 2 2030-07-21 Floating 2.10000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBU8 10000000.00000000 PA USD 10062069.20000000 0.226575511722 Long DBT CORP US N 2 2023-01-30 Fixed 3.20000000 N N N N N RRAM 549300YH0VOGWM5JZF65 74988LAA2 2000000.00000000 PA USD 1989861.80000000 0.044807280354 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 2.13000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DU5 19691000.00000000 PA USD 19720233.46000000 0.444055978812 Long DBT CORP US N 2 2022-08-15 Fixed 2.55000000 N N N N N N LCM Ltd Partnership N/A 50201MAQ6 2600000.00000000 PA USD 2568459.92000000 0.057836028469 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.11000000 N N N N N N Satus PLC 6354009RPGD3VEUB2K73 000000000 300000.00000000 PA 373735.13000000 0.008415687334 Long ABS-O CORP GB N 2 2028-08-17 Floating 2.24000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JX0 7500000.00000000 PA USD 7504283.78000000 0.168979849349 Long DBT CORP US N 2 2022-05-13 Fixed 2.85000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03063FAB0 2519925.44000000 PA USD 2517196.86000000 0.056681697901 Long ABS-O CORP US N 2 2024-06-18 Fixed 0.28000000 N N N N N N Nelnet Student Loan Trust N/A 64034QAA6 13855939.93000000 PA USD 13724970.81000000 0.309055942951 Long ABS-O CORP US N 2 2062-04-20 Floating 1.37000000 N N N N N N 522 Funding CLO LTD N/A 04623TAA3 250000.00000000 PA USD 247746.83000000 0.005578709872 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.10000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAA4 8030156.27000000 PA USD 7963557.37000000 0.179321673342 Long ABS-O CORP US N 2 2062-04-20 Floating 1.39000000 N N N N N N ROCKWELL AUTOMATION VH3R4HHBHH12O0EXZJ88 773903AK5 3870000.00000000 PA USD 3751519.52000000 0.084475910280 Long DBT CORP US N 2 2023-08-15 Fixed 0.35000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWN0 5000000.00000000 PA USD 4999192.15000000 0.112570734415 Long DBT CORP US N 2 2023-07-24 Floating 1.26000000 N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001CAA0 17280000.00000000 PA USD 17068377.02000000 0.384342045428 Long ABS-MBS CORP US N 2 2034-12-15 Floating 1.43000000 N N N N N N Atlas Senior Loan Fund LTD 635400UCHZNUTGTBTH21 04941GAL2 6574224.20000000 PA USD 6534224.65000000 0.147136266343 Long ABS-CBDO CORP KY N 2 2027-11-17 Floating 1.30000000 N N N N N N Chase Mortgage Finance Corporation N/A 16159GAL3 1311067.66000000 PA USD 1300482.76000000 0.029283991292 Long ABS-MBS CORP US N 2 2049-07-25 Floating 1.57000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GCR8 15000000.00000000 PA USD 15002855.10000000 0.337831066752 Long DBT CORP GB N 2 2022-05-12 Fixed 1.70000000 N N N N N N BX Trust N/A 05610HAA1 10701833.75000000 PA USD 10470369.14000000 0.235769522019 Long ABS-MBS CORP US N 2 2039-02-15 Floating 1.53000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDF5 14773000.00000000 PA USD 14779216.92000000 0.332795230279 Long DBT CORP US N 2 2022-05-20 Fixed 1.95000000 N N N N N N Rialto Real Estate Fund LP N/A 76243NAA4 6955000.00000000 PA USD 6955000.00000000 0.156611195242 Long ABS-CBDO CORP BM N 2 2037-01-19 Variable 0.00000000 N N N N N N PENSKE TRUCK LEASING/PTL 549300ZX07JYMI8GHQ39 709599AH7 4901000.00000000 PA USD 4928869.63000000 0.110987227023 Long DBT CORP US N 2 2022-07-11 Fixed 4.88000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46591JAA4 1644658.66000000 PA USD 1633232.23000000 0.036776772343 Long ABS-MBS CORP US N 2 2029-09-15 Floating 1.55000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LM1 13250000.00000000 PA USD 13247546.63000000 0.298305407873 Long DBT CORP US N 2 2023-07-24 Fixed 2.88000000 N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAB9 20000000.00000000 PA USD 20009055.00000000 0.450559600176 Long DBT CORP CH N 2 2023-05-23 Floating 1.70000000 N N N N N N Goldentree Loan Opportunities IX Ltd 549300IOBSI2NBFBJX90 38123HAN4 16239989.51000000 PA USD 16185993.17000000 0.364472715534 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 2.35000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BL2 4000000.00000000 PA USD 3998416.12000000 0.090035474857 Long DBT CORP US N 2 2023-09-21 Fixed 3.88000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535GAA0 4130000.00000000 PA USD 3953153.81000000 0.089016267888 Long ABS-O CORP US N 2 2030-05-15 Fixed 1.00000000 N N N N N N Apidos CLO 549300M5NMLBQJXUO195 03764DAH4 500000.00000000 PA USD 496103.20000000 0.011171145235 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.12000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CE4 16025000.00000000 PA USD 15974200.75000000 0.359703619339 Long DBT CORP US N 2 2025-04-13 Fixed 3.00000000 N N N N N SMB Private Education Loan Trust 5493000RGRVHYZAIY180 78448WAC9 12378768.45000000 PA USD 12386642.58000000 0.278919755499 Long ABS-O CORP US N 2 2034-09-15 Floating 1.45000000 N N N N N N ReadyCap Commercial Mortgage Trust N/A 75574PAA0 8560000.00000000 PA USD 8567045.74000000 0.192910894757 Long ABS-CBDO CORP US N 2 2037-01-25 Floating 1.94000000 N N N N N N GCT Commercial Mortgage Trust N/A 36167RAA1 8600000.00000000 PA USD 8442241.60000000 0.190100581956 Long ABS-MBS CORP US N 2 2038-02-15 Floating 1.35000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1724442.47000000 0.038830624925 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 36683000.00000000 GBP 47853079.88000000 USD 2022-06-15 1724442.47000000 N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAB1 10520000.00000000 PA USD 9776521.20000000 0.220145603227 Long DBT CORP US N 2 2024-09-16 Fixed 1.13000000 N N N N N CIFC Funding Ltd 635400A7PBKNR7KBOY58 17180WAA3 1250000.00000000 PA USD 1238778.25000000 0.027894542397 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.10000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BR9 4375000.00000000 PA USD 4352865.04000000 0.098016879460 Long DBT CORP US N 2 2024-03-08 Floating 1.25000000 N N N N N Anchorage Capital CLO LTD 54930014PVHLSZJQK139 03328TBA2 13840000.00000000 PA USD 13780857.53000000 0.310314388101 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 2.33000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAQ1 20000000.00000000 PA USD 19990697.80000000 0.450146236692 Long DBT CORP US N 2 2024-04-24 Fixed 3.74000000 N N N N N N Benefit Street Partners CLO Ltd 549300CIOPBDYOSN3T91 08179HAE0 1677500.00000000 PA USD 1661563.75000000 0.037414735421 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.99000000 N N N N N N Carlyle C17 CLO N/A 14307PAC9 1000000.00000000 PA USD 991445.40000000 0.022325154437 Long ABS-CBDO CORP KY N 2 2031-04-30 Floating 1.33000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAU0 5365000.00000000 PA USD 5220631.98000000 0.117557068915 Long DBT CORP US N 2 2025-03-07 Fixed 2.40000000 N N N N N N NLY Commercial Mortgage Trust N/A 629167AA5 1989655.31000000 PA USD 1986802.84000000 0.044738399350 Long ABS-CBDO CORP KY N 2 2036-02-15 Floating 1.85000000 N N N N N N Babson CLO Ltd 549300QO1I8V07FLPQ13 06761VAA5 3850000.00000000 PA USD 3823510.85000000 0.086096995577 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 2.37000000 N N N N N N Together Asset Backed Securitisation 635400SL9S6ASYM6DX74 000000000 2885749.08000000 PA 3598205.35000000 0.081023614750 Long ABS-MBS CORP GB N 2 2063-07-12 Floating 1.12000000 N N N N N N Babson CLO Ltd 549300T40QLO0VJIOB35 06761KAL5 550000.00000000 PA USD 543585.79000000 0.012240347992 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.13000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CR8 8930000.00000000 PA USD 8989855.74000000 0.202431639468 Long DBT CORP US N 2 2025-03-04 Floating 1.17000000 N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CN8 9360000.00000000 PA USD 8920106.58000000 0.200861042873 Long DBT CORP US N 2 2024-03-15 Fixed 0.61000000 N N N N N Drive Auto Receivables Trust N/A 262108AC7 3869977.16000000 PA USD 3869173.75000000 0.087125222946 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.44000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJK7 17650000.00000000 PA USD 17709584.64000000 0.398780620808 Long ABS-O CORP US N 2 2026-04-15 Floating 0.93000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BC5 35500000.00000000 PA USD 35515633.49000000 0.799733401966 Long DBT CORP US N 2 2022-05-13 Fixed 2.90000000 N N N N N TICP CLO Ltd 549300T5OQR4UD880D68 87249AAA3 500000.00000000 PA USD 497126.35000000 0.011194184307 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.20000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCD5 14000000.00000000 PA USD 13968442.74000000 0.314538391544 Long DBT CORP US N 2 2023-05-11 Fixed 2.60000000 N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 83051GAL2 15000000.00000000 PA USD 15042552.15000000 0.338724956393 Long DBT CORP SE N 2 2022-12-12 Floating 1.45000000 N N N N N GS Mortgage Securities Trust N/A 36262MAA6 10360000.00000000 PA USD 10146810.88000000 0.228483706659 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.50000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2M0 9600000.00000000 PA USD 9626005.82000000 0.216756330249 Long DBT CORP US N 2 2023-05-15 Floating 1.02000000 N N N N N N LoanCore 2021-CRE6 Issuer, Ltd. N/A 53948HAA4 2640000.00000000 PA USD 2597100.00000000 0.058480939635 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 1.85000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468W2 41100000.00000000 PA USD 40246620.56000000 0.906264752032 Long DBT CORP US N 2 2024-01-25 Fixed 0.53000000 N N N N N N KNDL Mortgage Trust N/A 482598AA7 8533000.00000000 PA USD 8447239.94000000 0.190213133501 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.35000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650BZ2 15000000.00000000 PA USD 15037586.70000000 0.338613145457 Long DBT CORP US N 2 2022-12-01 Fixed 2.75000000 N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BZ6 4500000.00000000 PA USD 4566330.77000000 0.102823654890 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N DAIMLER TRUCKS FINAN NA 5493003HSDTSCZRXBA58 233853AB6 15000000.00000000 PA USD 14500293.00000000 0.326514481394 Long DBT CORP US N 2 2023-12-14 Fixed 1.13000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZE7 28860000.00000000 PA USD 28028385.82000000 0.631137168080 Long DBT CORP US N 2 2023-12-06 Fixed 1.22000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WCN1 5000000.00000000 PA USD 4974700.00000000 0.112019225445 Long DBT CORP US N 2 2024-01-17 Fixed 2.90000000 N N N N N N SLM Student Loan Trust 549300MJYMBTZU2FTV38 78443CCU6 8507920.07000000 PA USD 8136654.01000000 0.183219426280 Long ABS-O CORP US N 2 2039-12-15 Floating 1.10000000 N N N N N N COMM Mortgage Trust N/A 12624XAF5 787956.64000000 PA USD 787927.88000000 0.017742390661 Long ABS-MBS CORP US N 2 2046-03-10 Floating 1.14000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAG8 32500000.00000000 PA USD 32651715.53000000 0.735244312851 Long DBT CORP US N 2 2023-12-15 Floating 1.84000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBY0 11100000.00000000 PA USD 11132270.81000000 0.250674081570 Long DBT CORP US N 2 2025-04-01 Floating 1.12000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAE3 15000000.00000000 PA USD 15118865.40000000 0.340443361755 Long DBT CORP US N 2 2023-12-15 Fixed 3.88000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CA0 9135000.00000000 PA USD 9139706.90000000 0.205805955683 Long DBT CORP US N 2 2022-10-12 Fixed 2.60000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAH8 10000000.00000000 PA USD 10058803.80000000 0.226501982146 Long DBT CORP ES N 2 2023-04-12 Floating 2.13000000 N N N N N N Cold Storage Trust N/A 193051AA7 1843107.23000000 PA USD 1821683.69000000 0.041020281818 Long ABS-MBS CORP US N 2 2037-11-15 Floating 1.45000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBM0 21924000.00000000 PA USD 21920537.76000000 0.493601958153 Long DBT CORP US N 2 2022-11-21 Fixed 2.30000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABU0 17710000.00000000 PA USD 17304295.60000000 0.389654409309 Long DBT CORP US N 2 2023-04-03 Fixed 0.80000000 N N N N N MED Trust N/A 58403YAD8 4260000.00000000 PA USD 4187899.07000000 0.094302211201 Long ABS-MBS CORP US N 2 2038-11-15 Floating 1.51000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEP5 10000000.00000000 PA USD 10111325.80000000 0.227684661254 Long DBT CORP US N 2 2025-05-15 Floating 1.61000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGD8 15000000.00000000 PA USD 15186891.45000000 0.341975157729 Long DBT CORP US N 2 2024-06-12 Floating 1.98000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CL1 13790000.00000000 PA USD 13709632.43000000 0.308710556607 Long DBT CORP DE N 2 2023-11-08 Floating 0.68000000 N N N N N AGL Core 4 CLO Ltd 549300HS2AZ4GZPCZ864 001199AG3 1400000.00000000 PA USD 1381295.30000000 0.031103710699 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 2.13000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDG8 20000000.00000000 PA USD 19091212.00000000 0.429891808764 Long DBT CORP US N 2 2024-03-08 Fixed 1.05000000 N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAC3 9760000.00000000 PA USD 9736004.16000000 0.219233249228 Long DBT CORP IE N 2 2023-09-23 Fixed 2.88000000 N N N N N Gosforth Funding plc 213800GD24WOLHNGMP34 38312RAA1 1147266.53000000 PA USD 1147199.99000000 0.025832402820 Long ABS-MBS CORP GB N 2 2060-08-25 Floating 0.95000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BW2 25438000.00000000 PA USD 24610096.63000000 0.554164866752 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N Sound Point CLO LTD N/A 83615CAA4 1250000.00000000 PA USD 1243233.25000000 0.027994859129 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 2.46000000 N N N N N N Benefit Street Partners CLO Ltd 549300D98ZLKNSI8CN63 08180XAN2 750000.00000000 PA USD 746293.13000000 0.016804868309 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.16000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAV7 2994000.00000000 PA USD 2997895.40000000 0.067505964314 Long DBT CORP US N 2 2022-08-15 Fixed 2.76000000 N N N N N Dryden Senior Loan Fund 549300VCB8LYR1RGV869 26244QAN3 10750000.00000000 PA USD 10655423.65000000 0.239936539704 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 1.99000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 159831.49000000 0.003599051141 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8473000.00000000 EUR 9116021.05000000 USD 2022-06-15 159831.49000000 N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3C6 4625000.00000000 PA USD 4491869.93000000 0.101146961698 Long DBT CORP US N 2 2024-06-14 Fixed 0.43000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAP4 20000000.00000000 PA USD 20128741.00000000 0.453254663802 Long DBT CORP JP N 2 2023-03-05 Fixed 3.55000000 N N N N N American Express Co R4PP93JZOLY261QX3811 025816BS7 22382000.00000000 PA USD 22543611.25000000 0.507632193091 Long DBT CORP US N 2 2023-02-27 Fixed 3.40000000 N N N N N Romark CLO Ltd N/A 77587AAC0 3879301.95000000 PA USD 3845729.31000000 0.086597306084 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.09000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 20000000.00000000 PA USD 20026236.80000000 0.450946496256 Long DBT CORP CH N 2 2023-05-23 Fixed 3.49000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AR3 13000000.00000000 PA USD 13156348.66000000 0.296251831585 Long DBT CORP US N 2 2023-11-13 Fixed 4.25000000 N N N N N Neuberger Berman CLO Ltd 549300RVE5T2OYI2H743 64132TAJ2 2050000.00000000 PA USD 2023770.46000000 0.045570828272 Long ABS-CBDO CORP KY N 2 2033-10-16 Floating 2.12000000 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BB9 74155000.00000000 PA USD 74282029.74000000 1.672666781113 Long DBT CORP US N 2 2022-07-23 Fixed 4.46000000 N N N N N MSCG Trust N/A 55358PAA4 5300000.00000000 PA USD 5253280.50000000 0.118292241272 Long ABS-MBS CORP US N 2 2037-10-15 Floating 1.45000000 N N N N N N Shackleton CLO LTD N/A 81883EAE1 2750000.00000000 PA USD 2738013.03000000 0.061653988960 Long ABS-CBDO CORP KY N 2 2030-08-15 Floating 1.60000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MR9 15000000.00000000 PA USD 14778455.25000000 0.332778079158 Long DBT CORP US N 2 2024-05-15 Fixed 1.68000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BE0 8500000.00000000 PA USD 8500414.29000000 0.191410502087 Long DBT CORP GB N 2 2023-05-15 Fixed 3.50000000 N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBX7 24300000.00000000 PA USD 24166981.07000000 0.544186885806 Long DBT CORP US N 2 2023-11-03 Floating 0.56000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBZ8 2000000.00000000 PA USD 1954835.06000000 0.044018555751 Long DBT CORP US N 2 2024-03-16 Fixed 0.70000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBC7 6138000.00000000 PA USD 6159038.30000000 0.138687900748 Long DBT CORP US N 2 2023-07-03 Fixed 3.88000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2F7 25000000.00000000 PA USD 24200901.00000000 0.544950687500 Long DBT CORP CH N 2 2023-08-09 Fixed 0.52000000 N N N N N N BX Trust 2019-ATL N/A 05608FAA9 6798000.00000000 PA USD 6712797.95000000 0.151157341534 Long ABS-MBS CORP US N 2 2032-11-15 Floating 1.43000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BM6 34500000.00000000 PA USD 34456644.20000000 0.775887308730 Long DBT CORP US N 2 2024-03-18 Floating 0.77000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CL0 10400000.00000000 PA USD 10406870.55000000 0.234339674417 Long DBT CORP US N 2 2022-05-16 Fixed 2.60000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BF7 9895000.00000000 PA USD 9893906.21000000 0.222788853654 Long DBT CORP GB N 2 2023-05-15 Floating 1.98000000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644AAB3 15430000.00000000 PA USD 15436431.53000000 0.347594247620 Long DBT CORP US N 2 2022-08-07 Fixed 2.50000000 N N N N N N Autoflorence 815600C91B7AF7C88210 000000000 898000.00000000 PA 938975.53000000 0.021143649181 Long ABS-O CORP IT N 2 2044-12-24 Floating 0.21000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WCY5 6136000.00000000 PA USD 6143957.78000000 0.138348320840 Long DBT CORP US N 2 2022-06-27 Fixed 2.20000000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742855AA7 1863622.35000000 PA USD 1846822.17000000 0.041586344708 Long ABS-O CORP IE N 2 2051-07-25 Floating 1.71000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374EAB2 10141304.26000000 PA USD 9883634.00000000 0.222557546237 Long ABS-O CORP US N 2 2026-12-21 Fixed 0.44000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAF0 20000000.00000000 PA USD 19855391.80000000 0.447099445264 Long DBT CORP CA N 2 2024-05-21 Floating 0.64000000 N N N N N N 2022-06-23 iShares U.S. ETF Trust Ann Frechette Ann Frechette Assistant Treasurer