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09/16/31 /GBP/ N/A G0R2LMAC2 308404.77000000 NS 412863.53000000 0.062932097684 Long ABS-CBDO CORP GB N 2 2031-09-16 Variable 5.95408000 N N N N N N BRACN 2024- V/R 02/17/29 /GBP/ 635400RGKRFPCFMYJF13 G12855AA3 757000.00000000 NS 1012599.41000000 0.154348835279 Long ABS-CBDO CORP GB N 2 2067-02-15 Variable 0.00000000 N N N N N N CARS 2024-1 V/R 08/20/31 /GBP/ N/A G198ACAB3 264000.00000000 NS 353830.82000000 0.053933840385 Long ABS-CBDO CORP GB N 2 2031-08-20 Variable 6.35173000 N N N N N N CIART 2023- V/R 12/15/32 /EUR/ N/A G215B3AC2 121000.00000000 NS 135698.50000000 0.020684295504 Long ABS-CBDO CORP IE N 2 2032-12-15 Variable 4.91000000 N N N N N N EMI 2023-1 V/R 01/25/27 /GBP/ 635400KXONN4J3OEOG29 G2920UAH2 244882.50000000 NS 328292.38000000 0.050041058669 Long ABS-CBDO CORP GB N 2 2074-06-25 Variable 5.51090000 N N N N N N FRIAR 7 A V/R 10/21/70 /GBP/ N/A G3675SAA7 189338.31000000 NS 254321.79000000 0.038765845293 Long ABS-CBDO CORP GB N 2 2070-10-21 Variable 3.41661000 N N N N N N HMI 2023-1X V/R 01/15/28 /GBP/ N/A G45669DN8 666000.00000000 NS 892932.08000000 0.136108144218 Long ABS-CBDO CORP GB N 2 2072-10-15 Variable 5.63401000 N N N N N N JUPIT 1X AR V/R 07/20/55 /GBP/ 6354009QIELPOGEAFS09 G5210VAQ2 634739.00000000 NS 850406.55000000 0.129626048771 Long ABS-CBDO CORP GB N 2 2055-07-20 Variable 6.03419000 N N N N N N TOMMI 4 A V/R 07/18/33 /EUR/ N/A G571BWAF7 356482.35000000 NS 397754.02000000 0.060628980333 Long ABS-CBDO CORP IE N 2 2033-07-18 Variable 4.10200000 N N N N N N TOMMI 5 B V/R 05/18/35 /EUR/ N/A G571BZAC7 400000.00000000 NS 441542.96000000 0.067303655254 Long ABS-CBDO CORP IE N 2 2035-05-18 Variable 4.31200000 N N N N N N NDFT 2024-1 V/R 03/15/27 /GBP/ N/A G6S85ADF9 534000.00000000 NS 717733.67000000 0.109402943465 Long ABS-CBDO CORP GB N 2 2032-03-15 Variable 6.13408000 N N N N N N SGSHR 1A A V/R 11/17/25 /GBP/ N/A G7770JAA2 800000.00000000 NS 1068506.45000000 0.162870651925 Long ABS-CBDO CORP GB Y 2 2030-11-17 Variable 6.21345000 N N N N N N SMI 2022-1X V/R 04/21/27 /GBP/ N/A G8T62FBE5 550000.00000000 NS 732706.20000000 0.111685181183 Long ABS-CBDO CORP GB N 2 2070-01-21 Variable 5.32419000 N N N N N N SMI 2023-1 V/R 04/21/29 /GBP/ N/A G8T62FBL9 635000.00000000 NS 849869.91000000 0.129544249633 Long ABS-CBDO CORP GB N 2 2070-01-21 Variable 5.53419000 N N N N N N UKLOG 2024- V/R 05/17/29 /GBP/ N/A G930ZAAA8 202000.00000000 NS 270871.11000000 0.041288430475 Long ABS-CBDO CORP GB N 2 2034-05-17 Variable 6.61340000 N N N N N N VISCI 2022- V/R 02/27/33 /EUR/ N/A G937DZAA2 999771.80000000 NS 1104727.30000000 0.168391735539 Long ABS-CBDO CORP IE N 2 2033-02-27 Variable 4.84100000 N N N N N N BSKY GE13 A V/R 03/20/32 /EUR/ N/A L07690CC9 500000.00000000 NS 556366.27000000 0.084805980445 Long ABS-CBDO CORP LU N 2 2032-03-20 Variable 3.82800000 N N N N N N BLCON 2024- V/R 03/25/27 /EUR/ N/A L1089JAJ6 642000.00000000 NS 716033.69000000 0.109143818356 Long ABS-CBDO CORP LU N 2 2041-09-25 Variable 3.97600000 N N N N N N BLCON 2024- V/R 03/25/27 /EUR/ N/A L1089JAK3 292000.00000000 NS 325487.70000000 0.049613545985 Long ABS-CBDO CORP LU N 2 2041-09-25 Variable 4.24600000 N N N N N N BUMP 2023-D V/R 06/23/26 /EUR/ N/A L1300CAC9 444728.16000000 NS 495407.55000000 0.075514144661 Long ABS-CBDO CORP LU N 2 2032-08-23 Variable 3.97500000 N N N N N N ECAR 2024-1 V/R 11/25/35 /EUR/ N/A L28425AA1 800000.00000000 NS 890252.83000000 0.135699750619 Long ABS-CBDO CORP LU N 2 2035-11-25 Variable 4.05800000 N N N N N N PONY 2024-1 V/R 08/14/28 /EUR/ N/A L76451AJ9 800000.00000000 NS 890872.63000000 0.135794225697 Long ABS-CBDO CORP LU N 2 2033-01-14 Variable 3.95600000 N N N N N N PONY 2024-1 V/R 08/14/28 /EUR/ N/A L76451AK6 100000.00000000 NS 111182.64000000 0.016947383948 Long ABS-CBDO CORP LU N 2 2033-01-14 Variable 4.28600000 N N N N N N SCGC 2020-1 V/R 11/14/31 /EUR/ N/A L81394AE5 114434.90000000 NS 128024.46000000 0.019514554416 Long ABS-CBDO CORP LU N 2 2034-11-14 Variable 5.18600000 N N N N N N DPF 2022-1 V/R 01/28/27 /EUR/ N/A N2819YAA5 675744.34000000 NS 753181.16000000 0.114806145107 Long ABS-CBDO CORP NL N 2 2059-10-28 Variable 4.43600000 N N N N N N HILL 2024-1 V/R 02/18/32 /EUR/ N/A N40578AB7 200000.00000000 NS 223258.93000000 0.034030985472 Long ABS-CBDO CORP NL N 2 2032-02-18 Variable 4.51200000 N N N N N N UBS AG AUSTR V/R 07/30/25/AUD/ N/A Q9T799BR8 2100000.00000000 NS 1456771.17000000 0.222053194123 Long DBT CORP CH N 2 2025-07-30 Variable 5.36100000 N N N N N N AUTOF 3 B V/R 12/25/46 /EUR/ N/A T0R38AAB9 89965.70000000 NS 101738.32000000 0.015507802039 Long ABS-CBDO CORP IT N 2 2046-12-25 Variable 5.69600000 N N N N N N GOLDB 2023- V/R 09/22/43 /EUR/ N/A T5160DDJ1 328000.00000000 NS 372943.05000000 0.056847085653 Long ABS-CBDO CORP IT N 2 2043-09-22 Variable 6.35500000 N N N N N N KORIT 1 A V/R 02/26/35 /EUR/ 81560083FAFE62C1AD53 T6S354AB2 292870.34000000 NS 326410.58000000 0.049754219041 Long ABS-CBDO CORP IT N 2 2035-02-26 Variable 4.15800000 N N N N N N RNBAI 1 A V/R 09/28/25 /EUR/ N/A T7S2BUAA9 365916.38000000 NS 407447.30000000 0.062106510799 Long ABS-CBDO CORP IT N 2 2031-12-28 Variable 4.29500000 N N N N N N RNBAI 2 A1 V/R 02/28/28 /EUR/ N/A T7S2BUAF8 604324.97000000 NS 676028.16000000 0.103045842296 Long ABS-CBDO CORP IT N 2 2034-07-28 Variable 4.37800000 N N N N N N RNBAI 2 B V/R 02/28/28 /EUR/ N/A T7S2BUAH4 112000.00000000 NS 126048.06000000 0.019213295068 Long ABS-CBDO CORP IT N 2 2034-07-28 Variable 5.17800000 N N N N N N YOUIT 2024- V/R 03/25/29 /EUR/ N/A T9846WAA5 518857.80000000 NS 579591.50000000 0.088346163427 Long ABS-CBDO CORP IT N 2 2034-04-20 Variable 4.22600000 N N N N N N HARLEY-DAVIDSON 3.35% 06/08/25 N/A U24652AT3 500000.00000000 NS USD 493883.77000000 0.075281877423 Long DBT CORP US N 2 2025-06-08 Fixed 3.35000000 N N N N N N NAVSL 2018-BX A2 V/R 09/15/26 N/A U6379HAC3 237086.33000000 NS USD 236718.04000000 0.036082535109 Long ABS-CBDO CORP US N 2 2059-12-15 Variable 5.93099000 N N N N N N VIRIF 1 B V/R 10/28/40 /EUR/ N/A X89368DW5 243235.40000000 NS 266891.07000000 0.040681759631 Long ABS-CBDO CORP PT N 2 2040-10-28 Variable 4.32800000 N N N N N N 2024-10-30 Six Circles Trust Gregory McNeil Gregory McNeil Treasurer/Principal Financial Officer XXXX