| BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 5.896000% 07/13/2026 |
500,000 |
500,000 |
0 |
1.31% |
-$1.62K |
| BANK OF AMERICA CORP SR UNSECURED 02/28 VAR |
500,000 |
500,000 |
0 |
1.31% |
-$492 |
| BANCO BILBAO VIZ |
400,000 |
400,000 |
0 |
1.08% |
$145 |
| ONEOK INC |
400,000 |
400,000 |
0 |
1.05% |
-$684 |
| Volkswagen Group of America Finance LLC 4.90 08/14/2026 |
400,000 |
400,000 |
0 |
1.05% |
$552 |
| NATL BANK CANADA |
350,000 |
350,000 |
0 |
0.92% |
-$814 |
| TRUIST BANK |
350,000 |
350,000 |
0 |
0.92% |
$593 |
| ABNANV V6.339 09/18/27 144A |
300,000 |
300,000 |
0 |
0.79% |
-$1.18K |
| SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+115 09/14/2026 144A |
300,000 |
300,000 |
0 |
0.79% |
-$514 |
| GOLDMAN SACHS BK |
300,000 |
300,000 |
0 |
0.78% |
-$629 |
| U.S. Bank National Association |
300,000 |
300,000 |
0 |
0.78% |
-$603 |
| UBS GROUP |
295,000 |
295,000 |
0 |
0.77% |
$403 |
| CAPITAL ONE FINL |
260,000 |
260,000 |
0 |
0.71% |
-$358 |
| Citigroup Inc. |
260,000 |
260,000 |
0 |
0.68% |
-$8 |
| LLOYDS BK GR PLC |
250,000 |
250,000 |
0 |
0.66% |
$547 |
| CAIXABANK SA REGD V/R 144A P/P 6.68400000 |
250,000 |
250,000 |
0 |
0.66% |
-$1.14K |
| CAIXABANK |
250,000 |
250,000 |
0 |
0.66% |
$844 |
| JPMORGAN CHASE |
250,000 |
250,000 |
0 |
0.66% |
$395 |
| HUNTINGTON NATL |
250,000 |
250,000 |
0 |
0.66% |
-$36 |
| CRED AGRICOLE SA |
250,000 |
250,000 |
0 |
0.66% |
$522 |
| CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.98407100 |
250,000 |
250,000 |
0 |
0.66% |
$272 |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+94 07/14/2028 |
250,000 |
250,000 |
0 |
0.66% |
$225 |
| PNC V4.429 07/21/28 |
250,000 |
250,000 |
0 |
0.66% |
$482 |
| RABOBANK NEDERLAND NY BRH FRN SOFRINDX+90 10/05/2026 |
250,000 |
250,000 |
0 |
0.65% |
-$150 |
| NATIONAL AUSTRALIA BANK LTD FRN SOFR+62 06/11/2027 144A |
250,000 |
250,000 |
0 |
0.65% |
$406 |
| FITB F 01/28/28 |
250,000 |
250,000 |
0 |
0.65% |
$250 |
| Intesa Sanpaolo SpA |
250,000 |
250,000 |
0 |
0.65% |
-$32 |
| COOPERATIEVE RABOBANK UA 3.649%/VAR 04/06/2028 144A |
250,000 |
250,000 |
0 |
0.65% |
$761 |
| General Motors Financial Co., Inc. |
250,000 |
250,000 |
0 |
0.64% |
$2.72K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR |
238,000 |
238,000 |
0 |
0.62% |
$298 |
| Macquarie Bank Ltd. |
226,000 |
226,000 |
0 |
0.60% |
-$449 |
| BNP PARIBAS |
221,000 |
221,000 |
0 |
0.57% |
$1.06K |
| SANTANDER UK GRP |
200,000 |
200,000 |
0 |
0.54% |
-$242 |
| SUMITOMO MITSUI |
200,000 |
200,000 |
0 |
0.54% |
-$294 |
| UBS V6.327 12/22/27 144A |
200,000 |
200,000 |
0 |
0.53% |
-$647 |
| LLOYDS BK GR PLC |
200,000 |
200,000 |
0 |
0.53% |
$316 |
| Nationwide Building Society |
200,000 |
200,000 |
0 |
0.53% |
-$632 |
| ABN AMRO BANK NV 4.988%/VAR 12/03/2028 144A |
200,000 |
200,000 |
0 |
0.53% |
$540 |
| BANCO SANTANDER |
200,000 |
200,000 |
0 |
0.53% |
-$12 |
| MITSUB UFJ FIN |
200,000 |
200,000 |
0 |
0.53% |
$61 |
| BARCLAYS PLC |
200,000 |
200,000 |
0 |
0.53% |
-$808 |
| SWEDBANK AB |
200,000 |
200,000 |
0 |
0.53% |
-$800 |
| SOCIETE GENERALE SA MTN 5.250000% 02/19/2027 |
200,000 |
200,000 |
0 |
0.53% |
$338 |
| BNP Paribas |
200,000 |
200,000 |
0 |
0.53% |
$378 |
| NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+129 02/16/2028 144A |
200,000 |
200,000 |
0 |
0.53% |
$190 |
| SIEMENS FUNDING BV FRN SOFR+64 05/26/2028 144A |
200,000 |
200,000 |
0 |
0.52% |
$696 |
| AUSTRALIA NEW ZEALAND BANKING GROUP LTD |
200,000 |
200,000 |
0 |
0.52% |
$80 |
| BARCLAYS PLC |
200,000 |
200,000 |
0 |
0.52% |
-$671 |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR |
200,000 |
200,000 |
0 |
0.52% |
-$669 |
| DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A |
200,000 |
200,000 |
0 |
0.52% |
$414 |
| SOCIETE GENERALE SA |
200,000 |
200,000 |
0 |
0.52% |
$791 |
| Capital One Prime Auto Receivables Trust, Series 2025-1, Class A2B |
187,000 |
187,000 |
0 |
0.49% |
$56 |
| WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR |
186,000 |
186,000 |
0 |
0.49% |
$3 |
| State Street Corporation |
164,000 |
164,000 |
0 |
0.43% |
-$158 |
| BOSTON PROP LP |
153,000 |
153,000 |
0 |
0.40% |
$305 |
| AERCAP IRELAND |
150,000 |
150,000 |
0 |
0.40% |
$121 |
| DAIMLER TRUCK |
150,000 |
150,000 |
0 |
0.40% |
$278 |
| PROTLI 4.335 09/13/27 144A |
150,000 |
150,000 |
0 |
0.39% |
$194 |
| Deutsche Bank AG/New York NY |
150,000 |
150,000 |
0 |
0.39% |
$477 |
| METROPOLITAN LIFE GLOBAL FUNDING I FRN SOFRINDX+70 06/11/2027 144A |
150,000 |
150,000 |
0 |
0.39% |
-$239 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+84 01/13/2028 144A |
150,000 |
150,000 |
0 |
0.39% |
$33 |
| PROTECTIVE LIFE GLOBAL SECURED 144A 04/26 VAR |
150,000 |
150,000 |
0 |
0.39% |
-$41 |
| COMET 2019-A3 A3 |
150,000 |
150,000 |
0 |
0.39% |
$850 |
| DEUTSCHE BANK NY |
150,000 |
150,000 |
0 |
0.39% |
$1.03K |
| RY Float 07/23/27 |
135,000 |
135,000 |
0 |
0.35% |
-$108 |
| WESTPAC BANKING CORP FRN SOFR+46 10/20/2026 |
133,000 |
133,000 |
0 |
0.35% |
$21 |
| BOEING CO |
130,000 |
130,000 |
0 |
0.34% |
$667 |
| CVS HEALTH CORP |
130,000 |
130,000 |
0 |
0.34% |
$554 |
| BANK OF MONTREAL SR UNSECURED 09/27 VAR |
122,000 |
122,000 |
0 |
0.32% |
-$158 |
| CITIGROUP INC FRN SOFR+87 03/04/2029 |
120,000 |
120,000 |
0 |
0.31% |
$219 |
| BANK OF MONTREAL SR UNSECURED 09/28 VAR |
120,000 |
120,000 |
0 |
0.31% |
$139 |
| Morgan Stanley, Series I |
115,000 |
115,000 |
0 |
0.30% |
$462 |
| Mizuho Markets Cayman LP |
115,000 |
115,000 |
0 |
0.30% |
$119 |
| John Deere Capital Corporation |
114,000 |
114,000 |
0 |
0.30% |
$58 |
| Royal Bank of Canada, Series 1 |
112,000 |
112,000 |
0 |
0.29% |
$35 |
| Toyota Auto Receivables Owner Trust, Series 2025-D, Class A2B |
112,000 |
112,000 |
0 |
0.29% |
$42 |
| BANK OF NOVA SCOTIA THE |
111,000 |
111,000 |
0 |
0.29% |
-$33 |
| AMXCA 2023-3 A |
110,000 |
110,000 |
0 |
0.29% |
-$220 |
| Jefferies Financial Group, Inc. |
110,000 |
110,000 |
0 |
0.29% |
-$197 |
| Bank of Nova Scotia/The |
109,000 |
109,000 |
0 |
0.29% |
$22 |
| CM Float 09/11/27 |
109,000 |
109,000 |
0 |
0.28% |
-$26 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 08/26 4.86 |
108,000 |
108,000 |
0 |
0.28% |
-$13 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR |
107,000 |
107,000 |
0 |
0.28% |
$222 |
| Wells Fargo & Co. |
105,000 |
105,000 |
0 |
0.28% |
$295 |
| BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR |
106,000 |
106,000 |
0 |
0.28% |
$71 |
| CATERPILLAR FINL SVCS CORP FRN SOFR+56 11/15/2027 |
106,000 |
106,000 |
0 |
0.28% |
$223 |
| New York Life Global Funding |
106,000 |
106,000 |
0 |
0.28% |
-$38 |
| JPMORGAN CHASE JPM Float 01/24/29 |
106,000 |
106,000 |
0 |
0.28% |
$156 |
| ELI LILLY & CO FRN |
105,000 |
105,000 |
0 |
0.28% |
$324 |
| COMMONWEALTH BANK OF AUSTRALIA |
104,000 |
104,000 |
0 |
0.27% |
$383 |
| ATHENE GLOBAL FUNDING REGD V/R 144A P/P 4.65578500 |
102,000 |
102,000 |
0 |
0.27% |
$336 |
| ROYAL BK CANADA |
102,000 |
102,000 |
0 |
0.27% |
$62 |
| CAPITAL ONE FINL |
100,000 |
100,000 |
0 |
0.27% |
-$574 |
| ATHENE GLOBAL FU |
100,000 |
100,000 |
0 |
0.27% |
$49 |
| MORGAN STANLEY FRN SOFR+138 04/12/2029 |
100,000 |
100,000 |
0 |
0.26% |
-$22 |
| CAMDEN PROP TRST |
100,000 |
100,000 |
0 |
0.26% |
-$402 |
| BMW US CAPITAL LLC REGD V/R 144A P/P 5.03519200 |
100,000 |
100,000 |
0 |
0.26% |
$197 |
| TRUIST FINANCIAL |
100,000 |
100,000 |
0 |
0.26% |
-$336 |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+103 03/30/2029 |
100,000 |
100,000 |
0 |
0.26% |
-$7 |
| AMERICAN HONDA FINANCE CORP FRN SOFR+82 03/03/2028 |
100,000 |
100,000 |
0 |
0.26% |
$101 |
| CAPITAL ONE FINL |
100,000 |
100,000 |
0 |
0.26% |
$322 |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 06/28/2027 |
95,000 |
95,000 |
0 |
0.25% |
$56 |
| MONDELEZ INT INC |
95,000 |
95,000 |
0 |
0.25% |
$110 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2029 |
95,000 |
95,000 |
0 |
0.25% |
$170 |
| TORONTO DOMINION BANK THE |
90,000 |
90,000 |
0 |
0.24% |
$129 |
| CARGILL INC FRN SOFR+61 02/11/2028 144A |
90,000 |
90,000 |
0 |
0.24% |
-$7 |
| VERALTO CORP |
86,000 |
86,000 |
0 |
0.23% |
-$165 |
| NWMLIC 5.07 03/25/27 144A |
85,000 |
85,000 |
0 |
0.22% |
-$226 |
| Mizuho Markets Cayman, LP |
80,000 |
80,000 |
0 |
0.21% |
$51 |
| BOEING CO |
80,000 |
80,000 |
0 |
0.21% |
$264 |
| Toronto-Dominion Bank/The |
77,000 |
77,000 |
0 |
0.20% |
$91 |
| MARS INC SR UNSECURED 144A 03/27 4.45 |
76,000 |
76,000 |
0 |
0.20% |
$63 |
| PHILIP MORRIS IN |
70,000 |
70,000 |
0 |
0.18% |
$203 |
| MIZUHO MARKETS MIZUHO Float 05/01/26 |
70,000 |
70,000 |
0 |
0.18% |
-$3 |
| ARTHUR J GALLAGH |
69,000 |
69,000 |
0 |
0.18% |
$138 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 VAR |
68,000 |
68,000 |
0 |
0.18% |
-$46 |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/26 4.25 |
68,000 |
68,000 |
0 |
0.18% |
$43 |
| COREBRIDGE GLOB FUNDING SECURED 144A 06/26 5.35 |
65,000 |
65,000 |
0 |
0.17% |
-$125 |
| HNDA Float 08/13/27 |
65,000 |
65,000 |
0 |
0.17% |
$166 |
| John Deere Capital Corp. |
65,000 |
65,000 |
0 |
0.17% |
$10 |
| ORACLE CORP |
65,000 |
65,000 |
0 |
0.17% |
$402 |
| BMW US CAPITAL LLC REGD 144A P/P 4.65000000 |
64,000 |
64,000 |
0 |
0.17% |
-$19 |
| AMERICAN EXPRESS CO SR UNSEC FRN 07-26-28 |
61,000 |
61,000 |
0 |
0.16% |
-$182 |
| BOEING CO |
60,000 |
60,000 |
0 |
0.16% |
$45 |
| New York Life Global Funding |
60,000 |
60,000 |
0 |
0.16% |
$93 |
| Goldman Sachs Group, Inc. (The) |
60,000 |
60,000 |
0 |
0.16% |
$10 |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 07/26 5.8 |
60,000 |
60,000 |
0 |
0.16% |
-$252 |
| New York Life Global Funding |
60,000 |
60,000 |
0 |
0.16% |
-$70 |
| PAYPAL HOLDINGS INC FRN SOFR+67 03/06/2028 |
60,000 |
60,000 |
0 |
0.16% |
-$8 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING FRN SOFR+66 08/25/2028 144A |
60,000 |
60,000 |
0 |
0.16% |
-$60 |
| ALIMENTATION COUCHE-TARD INC 4.148% 09/29/2028 144A |
60,000 |
60,000 |
0 |
0.16% |
$55 |
| CITIGROUP INC SR UNSECURED 06/27 VAR |
59,000 |
59,000 |
0 |
0.15% |
-$6 |
| GEN MOTORS FIN |
57,000 |
57,000 |
0 |
0.15% |
-$107 |
| DTE ENERGY CO |
55,000 |
55,000 |
0 |
0.15% |
$23 |
| CHEVRON USA INC FRN SOFR+57 08/13/2028 |
55,000 |
55,000 |
0 |
0.14% |
$179 |
| JPMORGAN CHASE JPM Float 04/22/28 |
55,000 |
55,000 |
0 |
0.14% |
$17 |
| BANK OF NEW YORK MELLON CORP THE |
55,000 |
55,000 |
0 |
0.14% |
$144 |
| GM F 07/15/27 |
55,000 |
55,000 |
0 |
0.14% |
$12 |
| AMPHENOL CORP |
55,000 |
55,000 |
0 |
0.14% |
$143 |
| ILLUMINA INC |
54,000 |
54,000 |
0 |
0.14% |
-$11 |
| UNITEDHEALTH GRP. INC FRN |
54,000 |
54,000 |
0 |
0.14% |
$35 |
| Ford Credit Auto Owner Trust, Series 2025-B, Class A2B |
52,000 |
52,000 |
0 |
0.14% |
$26 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028 |
50,000 |
50,000 |
0 |
0.13% |
-$66 |
| MS F 04/13/28 MTN |
50,000 |
50,000 |
0 |
0.13% |
-$1 |
| CVX Float 02/26/28 |
50,000 |
50,000 |
0 |
0.13% |
$53 |
| ATHENE GLOBAL FUNDING SECURED 144A 09/28 VAR |
50,000 |
50,000 |
0 |
0.13% |
$97 |
| HNDA F 12/11/26 MTN |
50,000 |
50,000 |
0 |
0.13% |
$36 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 10/26 VAR |
50,000 |
50,000 |
0 |
0.13% |
$23 |
| Principal Life Global Funding II |
50,000 |
50,000 |
0 |
0.13% |
$34 |
| KENVUE INC |
50,000 |
50,000 |
0 |
0.13% |
-$133 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/26 VAR |
49,000 |
49,000 |
0 |
0.13% |
-$28 |
| TARGET CORP |
48,000 |
48,000 |
0 |
0.13% |
$223 |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+122 10/02/2026 |
45,000 |
45,000 |
0 |
0.12% |
-$78 |
| STATE STREET CRP |
45,000 |
45,000 |
0 |
0.12% |
$95 |
| NETFLIX INC |
40,000 |
40,000 |
0 |
0.11% |
-$124 |
| TORONTO DOM BANK |
40,000 |
40,000 |
0 |
0.11% |
$13 |
| BMW US CAPITAL LLC REGD V/R 144A P/P 4.61353100 |
41,000 |
41,000 |
0 |
0.11% |
-$19 |
| ELI LILLY & CO |
40,000 |
40,000 |
0 |
0.11% |
$156 |
| MARSH + MCLENNAN COS INC SR UNSECURED 11/27 VAR |
40,000 |
40,000 |
0 |
0.10% |
-$1 |
| JPMORGAN CHASE + CO SR UNSECURED 10/28 VAR |
40,000 |
40,000 |
0 |
0.10% |
-$31 |
| CATERPILLAR FINL SVCS CORP FRN SOFR+69 10/16/2026 |
40,000 |
40,000 |
0 |
0.10% |
-$39 |
| BROADCOM INC |
38,000 |
38,000 |
0 |
0.10% |
$46 |
| RIO TINTO FIN. USA PL FRN |
35,000 |
35,000 |
0 |
0.09% |
-$64 |
| BANK OF NY MELLO |
35,000 |
35,000 |
0 |
0.09% |
$39 |
| State Street Corp. |
35,000 |
35,000 |
0 |
0.09% |
$47 |
| GEORGIA POWER CO VARIABLE RATE 09/15/2026 |
35,000 |
35,000 |
0 |
0.09% |
-$7 |
| BOEING CO |
35,000 |
35,000 |
0 |
0.09% |
$212 |
| CNO GLOBAL FUND |
32,000 |
32,000 |
0 |
0.08% |
-$5 |
| DOMINION ENERGY |
30,000 |
30,000 |
0 |
0.08% |
$57 |
| WEC ENERGY GROUP |
28,000 |
28,000 |
0 |
0.07% |
-$80 |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5 |
28,000 |
28,000 |
0 |
0.07% |
-$54 |
| Principal Life Global Funding II 4.60%, Due 08/19/2027 |
27,000 |
27,000 |
0 |
0.07% |
$18 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/26 VAR |
27,000 |
27,000 |
0 |
0.07% |
-$31 |
| DTE ENERGY CO |
25,000 |
25,000 |
0 |
0.07% |
$6 |
| WFC F 04/22/28 MTN |
23,000 |
23,000 |
0 |
0.06% |
-$30 |
| ESSEX PORTFOLIO |
21,000 |
21,000 |
0 |
0.05% |
$71 |
| NEXTERA ENERGY |
20,000 |
20,000 |
0 |
0.05% |
-$7 |
| Georgia-Pacific LLC |
20,000 |
20,000 |
0 |
0.05% |
$68 |
| SYNOPSYS INC |
20,000 |
20,000 |
0 |
0.05% |
$6 |
| APH Float 11/15/27 |
20,000 |
20,000 |
0 |
0.05% |
$10 |
| GS F 05/21/27 |
20,000 |
20,000 |
0 |
0.05% |
-$15 |
| NEXTERA ENERGY |
20,000 |
20,000 |
0 |
0.05% |
$56 |
| META PLATFORMS |
18,000 |
18,000 |
0 |
0.05% |
$61 |
| GEORGIA-PACIFIC |
18,000 |
18,000 |
0 |
0.05% |
$143 |
| NEXTERA ENERGY |
15,000 |
15,000 |
0 |
0.04% |
$10 |
| NETFLIX INC |
15,000 |
15,000 |
0 |
0.04% |
-$12 |
| SOUTHERN GAS |
15,000 |
15,000 |
0 |
0.04% |
$39 |
| HOME DEPOT INC |
5,000 |
5,000 |
0 |
0.01% |
$17 |