Principal Amount USD ($) | | | | | | Value |
| Banks — (continued) | |
5,695,000 | Bank of America Corp., 4.20%, 8/26/24 | $ 6,123,332 |
1,645,000(d) | Bank of America Corp., 0.981% (SOFRRATE + 91 bps), 9/25/25 | 1,625,051 |
1,550,000 | Bank of Nova Scotia, 1.30%, 9/15/26 | 1,521,848 |
1,990,000(d) | BNP Paribas S.A., 2.819% (3 Month USD LIBOR + 111 bps), 11/19/25 (144A) | 2,054,961 |
1,100,000(d) | BPCE SA, 2.045% (SOFRRATE + 109 bps), 10/19/27 (144A) | 1,092,144 |
1,215,000 | BPCE SA, 4.50%, 3/15/25 (144A) | 1,313,024 |
2,300,000(d) | Citigroup, Inc., 1.281% (SOFRRATE + 53 bps), 11/3/25 | 2,295,430 |
2,230,000(d) | Citigroup, Inc., 3.352% (3 Month USD LIBOR + 90 bps), 4/24/25 | 2,334,426 |
650,000(d)(f) | Citigroup, Inc., 4.70% (SOFRRATE + 323 bps) | 648,622 |
1,400,000 | Citizens Financial Group, Inc., 4.15%, 9/28/22 (144A) | 1,439,827 |
3,900,000 | Credit Suisse Group AG, 3.574%, 1/9/23 (144A) | 3,910,927 |
2,594,000 | Federation des Caisses Desjardins du Quebec, 2.05%, 2/10/25 (144A) | 2,643,573 |
605,000 | Goldman Sachs Group, Inc., 3.625%, 1/22/23 | 624,937 |
1,900,000 | Goldman Sachs Group, Inc., 3.75%, 2/25/26 | 2,047,220 |
2,545,000 | Goldman Sachs Group, Inc., 3.85%, 7/8/24 | 2,701,313 |
1,450,000 | HSBC Holdings Plc, 4.375%, 11/23/26 | 1,585,357 |
610,000(d) | ING Groep NV, 1.726% (SOFRRATE + 100 bps), 4/1/27 | 607,743 |
2,885,000(d) | JPMorgan Chase & Co., 2.301% (SOFRRATE + 116 bps), 10/15/25 | 2,953,237 |
3,500,000(d) | JPMorgan Chase & Co., 3.797% (3 Month USD LIBOR + 89 bps), 7/23/24 | 3,659,677 |
1,510,000(d)(f) | JPMorgan Chase & Co. Series HH, 4.60% (SOFRRATE + 313 bps) | 1,521,869 |
1,580,000(d) | Macquarie Group, Ltd., 1.201% (SOFRRATE + 69 bps), 10/14/25 (144A) | 1,568,869 |
3,500,000 | Mitsubishi UFJ Financial Group, Inc., 3.407%, 3/7/24 | 3,679,707 |
955,000 | Mizuho Financial Group, Inc., 4.353%, 10/20/25 (144A) | 1,037,705 |
2,305,000 | Morgan Stanley, 3.70%, 10/23/24 | 2,458,446 |
595,000 | Morgan Stanley, 3.75%, 2/25/23 | 617,352 |
2,040,000 | Morgan Stanley, 4.00%, 7/23/25 | 2,213,871 |
1,170,000 | Royal Bank of Canada, 1.15%, 6/10/25 | 1,160,225 |
2,000,000(d) | Standard Chartered Plc, 1.822% (1 Year CMT Index + 95 bps), 11/23/25 (144A) | 2,001,384 |
1,945,000 | Sumitomo Mitsui Financial Group, Inc., 1.474%, 7/8/25 | 1,941,632 |
2,050,000 | Swedbank AB, 1.538%, 11/16/26 (144A) | 2,035,217 |
2,100,000 | Toronto-Dominion Bank, 1.20%, 6/3/26 | 2,070,654 |
4,320,000 | UBS AG/Stamford CT, 7.625%, 8/17/22 | 4,512,285 |
960,000(d) | UBS Group AG, 1.494% (1 Year CMT Index + 85 bps), 8/10/27 (144A) | 939,347 |