NPORT-P false 0000035315 XXXXXXXX S000069440 C000221555 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity SAI Low Duration Bond Fund S000069440 5493004JEUFBBU48WY15 2025-08-31 2025-08-31 N 7148345734.27 76365366.58 7071980367.69 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 0.00000000 USD N PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 N/A 73329KAB2 12255000.00000000 PA USD 12286712.26000000 0.173737929422 Long ABS-CBDO CORP US N 2 2027-12-20 Fixed 0.04600000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBS7 8337000.00000000 PA USD 8144734.11000000 0.115169071271 Long DBT CORP JP N 2 2027-07-09 Variable 0.01554000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAA9 5634468.66000000 PA USD 5643272.52000000 0.079797627066 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.05805130 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 23000000.00000000 PA USD 22385763.61000000 0.316541653767 Long DBT CORP CH N 2 2027-08-10 Variable 0.01494000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 N/A 78436XAB3 4193035.65000000 PA USD 4197581.32000000 0.059355104253 Long ABS-CBDO CORP US N 2 2028-05-22 Fixed 0.04710000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 N/A 80287NAB1 17739646.41000000 PA USD 17771920.15000000 0.251300473502 Long ABS-CBDO CORP US N 2 2028-06-15 Fixed 0.04710000 N N N N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429BL2 3502000.00000000 PA USD 3517307.35000000 0.049735818923 Long DBT CORP US N 2 2026-03-20 Fixed 0.05300000 N N N N N N PORSCHE FINANCIAL AUTO SECURITIZATION TRUST N/A 73328EAB7 9405135.59000000 PA USD 9409708.37000000 0.133056200396 Long ABS-CBDO CORP US N 2 2028-01-24 Fixed 0.04450000 N N N N N N HONDA AUTO RECEIVABLES 2024-2 OWNER TR N/A 437930AB6 4832458.76000000 PA USD 4840345.33000000 0.068443987091 Long ABS-CBDO CORP US N 2 2026-11-18 Fixed 0.05480000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZX1 30425000.00000000 PA USD 30626473.13000000 0.433067847160 Long DBT CORP CA N 2 2027-07-23 Variable 0.05069000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KS5 29900000.00000000 PA USD 29900928.10000000 0.422808414975 Long DBT CORP US N 2 2025-09-04 Variable 0.05304203 N N N N N N AFFIRM ASSET SECURITIZATION TR 2025-X1 N/A 00834MAA1 5535611.09000000 PA USD 5542512.34000000 0.078372846809 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 0.05080000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCB0 28000000.00000000 PA USD 27519586.92000000 0.389135510694 Long DBT CORP US N 2 2027-04-22 Variable 0.01578000 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAP2 12000000.00000000 PA USD 12012437.16000000 0.169859594278 Long DBT CORP US N 2 2026-01-09 Fixed 0.04900000 N N N N N N BANK OF NOVA SCOTIA HOUSTON BRANCH L3I9ZG2KFGXZ61BMYR72 06418NDJ8 23000000.00000000 PA USD 23005968.50000000 0.325311543639 Long DBT CORP US N 2 2025-10-10 Variable 0.04690000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2F9 24200000.00000000 PA USD 23990369.68000000 0.339231282224 Long DBT CORP US N 2 2027-06-17 Variable 0.03196000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECC7 20926000.00000000 PA USD 21016240.65000000 0.297176173537 Long DBT CORP GB N 2 2026-11-02 Variable 0.07325000 N N N N N N ARES LII CLO LTD N/A 04009AAW0 9144325.06000000 PA USD 9132894.65000000 0.129141968376 Long ABS-CBDO CORP KY N 2 2031-04-22 Variable 0.05211990 N N N N N N RCKT TRUST 2025-1A N/A 74939RAA9 1725900.15000000 PA USD 1727453.46000000 0.024426728726 Long ABS-CBDO CORP US N 2 2034-07-25 Fixed 0.04900000 N N N N N N BMW VEH OWNER TR 2022-A N/A 05602RAD3 55972.29000000 PA USD 55917.69000000 0.000790693512 Long ABS-CBDO CORP US N 2 2026-08-25 Fixed 0.03210000 N N N N N N FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC N/A 33884EAC5 21514000.00000000 PA USD 21514000.00000000 0.304214645423 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.05637550 N N N N N N DLLAA 2025-1 LLC N/A 233249AB7 7650000.00000000 PA USD 7669893.83000000 0.108454682157 Long ABS-CBDO CORP US N 2 2027-10-20 Fixed 0.04700000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A N/A 448988AB1 364670.61000000 PA USD 364802.62000000 0.005158422408 Long ABS-CBDO CORP US N 2 2026-06-15 Fixed 0.05150000 N N N N N N HARTWICK PARK CLO LTD N/A 417403AN2 15576000.00000000 PA USD 15576124.61000000 0.220251242228 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.05485490 N N N N N N BX TR 2021-ACNT N/A 05609QAA4 4077311.56000000 PA USD 4076037.40000000 0.057636435454 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.05327480 N N N N N N FORDO 2022-B A2B N/A 34534LAD9 78625.13000000 PA USD 78596.63000000 0.001111380771 Long ABS-CBDO CORP US N 2 2026-09-15 Fixed 0.03740000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECT6 10707000.00000000 PA USD 10884681.49000000 0.153912778657 Long DBT CORP US N 2 2026-11-08 Fixed 0.05750000 N N N N N N CHASE AUTO OWNER TRUST 24-3 N/A 16144LAB2 2938218.87000000 PA USD 2945323.19000000 0.041647785158 Long ABS-CBDO CORP US N 2 2027-09-27 Fixed 0.05530000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4A6 26208000.00000000 PA USD 26340768.68000000 0.372466654465 Long DBT CORP US N 2 2026-08-27 Fixed 0.04860000 N N N N N N BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 06279JAC3 23195000.00000000 PA USD 23194062.92000000 0.327971257187 Long DBT CORP IE N 2 2026-09-16 Variable 0.06253000 N N N N N N BX TRUST N/A 05608WAA2 15899640.14500000 PA USD 15894671.51000000 0.224755594382 Long ABS-MBS CORP US N 3 2038-06-15 Variable 0.05148480 N N N N N N MARLETTE FUNDING TRUST 2025-1 N/A 570920AA6 1617127.44000000 PA USD 1618761.87000000 0.022889795868 Long ABS-CBDO CORP US N 2 2035-07-16 Fixed 0.04750000 N N N N N N TAOT 2023-A N/A 891940AC2 7613755.32000000 PA USD 7625932.76000000 0.107833058966 Long ABS-CBDO CORP US N 2 2027-09-15 Fixed 0.04630000 N N N N N N VOYA CLO 2019-2 LLC N/A 92917RAL3 15282558.33000000 PA USD 15296679.41000000 0.216299800263 Long ABS-CBDO CORP KY N 2 2032-07-20 Variable 0.05525490 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 25000000.00000000 PA USD 24688012.75000000 0.349096172025 Long DBT CORP CH N 2 2027-01-30 Variable 0.01364000 N N N N N N PALMER SQUARE LOAN FUNDING 2024-3 LTD N/A 69690EAA7 8473753.44000000 PA USD 8478854.64000000 0.119893639393 Long ABS-CBDO CORP KY N 2 2032-08-08 Variable 0.05314250 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADY0 21530000.00000000 PA USD 21642630.97000000 0.306033527311 Long DBT CORP US N 2 2027-06-23 Variable 0.05478537 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2023-C N/A 44918CAB8 248896.35000000 PA USD 249039.37000000 0.003521494080 Long ABS-CBDO CORP US N 2 2027-01-15 Fixed 0.05800000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NVF7 22100000.00000000 PA USD 22160662.73000000 0.313358657374 Long DBT CORP US N 2 2028-07-06 Variable 0.05123085 N N N N N N TESLA ELEC VEH TR 2023-1 N/A 881943AB0 2745879.97000000 PA USD 2748998.19000000 0.038871688651 Long ABS-CBDO CORP US N 2 2026-12-21 Fixed 0.05540000 N N N N N N PNC BANK NA PITTSBURGH PA AD6GFRVSDT01YPT1CS68 69353RGA0 16414000.00000000 PA USD 16438323.91000000 0.232443008256 Long DBT CORP US N 2 2028-07-21 Variable 0.05080039 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXM1 25000000.00000000 PA USD 24772742.00000000 0.350294269949 Long DBT CORP US N 2 2026-12-09 Variable 0.01093000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 8574P1PM2 19800000.00000000 PA USD 19806773.58000000 0.280073933328 Long DBT CORP US N 2 2025-11-17 Variable 0.04660000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 21004000.00000000 PA USD 20691382.98000000 0.292582585134 Long DBT CORP NL N 2 2027-04-01 Variable 0.01726000 N N N N N N CARMX 2025-3 N/A 14290FAB2 19645000.00000000 PA USD 19692364.10000000 0.278456147728 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.04420000 N N N N N N ALA TRUST 2025-OANA N/A 009920AA7 17695000.00000000 PA USD 17772415.63000000 0.251307479743 Long ABS-MBS CORP US N 2 2040-06-15 Variable 0.06106630 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GCF2 19700000.00000000 PA USD 19758243.05000000 0.279387696553 Long ABS-CBDO CORP US N 2 2040-01-18 Variable 0.04986780 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAQ0 8817000.00000000 PA USD 8756870.97000000 0.123824876692 Long DBT CORP US N 2 2026-04-15 Fixed 0.03375000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VAW6 4202000.00000000 PA USD 4218772.58000000 0.059654755254 Long DBT CORP US N 2 2027-05-14 Fixed 0.04250000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 06054CHC2 23000000.00000000 PA USD 23008162.70000000 0.325342570309 Long DBT CORP US N 2 2025-10-17 Variable 0.04760000 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849LVC2 18565000.00000000 PA USD 18698518.55000000 0.264402862816 Long DBT CORP US N 2 2027-01-13 Fixed 0.04900000 N N N N N N BX 2021-LBA N/A 05609BCD9 591000.00000000 PA USD 590815.31000000 0.008354312077 Long ABS-MBS CORP US N 2 2036-02-15 Floating 0.05278480 N N N N N N FORD CREDIT AUTO OWNER TRUST 2025-A N/A 34535KAB4 20800000.00000000 PA USD 20840784.64000000 0.294695171033 Long ABS-CBDO CORP US N 2 2027-12-15 Fixed 0.04470000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYA6 22330000.00000000 PA USD 21982542.52000000 0.310839982254 Long DBT CORP US N 2 2027-03-09 Variable 0.01431000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZR7 30000000.00000000 PA USD 30068525.40000000 0.425178292877 Long DBT CORP CA N 2 2027-10-18 Variable 0.05070311 N N N N N N TESLA AUTO LEASE TRUST 2024-B N/A 881934AB9 4980079.51000000 PA USD 4983854.41000000 0.070473250078 Long ABS-CBDO CORP US N 2 2027-01-20 Fixed 0.04790000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBW5 23950000.00000000 PA USD 23613533.64000000 0.333902703518 Long DBT CORP US N 2 2027-02-04 Variable 0.01040000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAL5 3195000.00000000 PA USD 3186813.71000000 0.045062536154 Long DBT CORP KY N 2 2026-04-15 Fixed 0.04250000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2N3 10214000.00000000 PA USD 10094719.68000000 0.142742473185 Long DBT CORP FR N 2 2027-01-13 Variable 0.01323000 N N N N N N WELLS FARGO COML MTG TR 2017 N/A 95001GAC7 631840.30800000 PA USD 627476.12000000 0.008872707323 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 0.03488000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAM0 11493000.00000000 PA USD 11222210.32000000 0.158685541199 Long DBT CORP NL N 2 2026-07-12 Variable 0.01625000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABU8 20000000.00000000 PA USD 19772568.00000000 0.279590255797 Long DBT CORP US N 2 2026-04-15 Fixed 0.02625000 N N N N N N CHASE AUTO OWNER TRUST 2024-1 N/A 16144BAB4 640765.25000000 PA USD 641168.61000000 0.009066323387 Long ABS-CBDO CORP US N 2 2027-04-26 Fixed 0.05480000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AH4 7970000.00000000 PA USD 8007363.84000000 0.113226612966 Long DBT CORP US N 2 2026-12-23 Fixed 0.04600000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CP3 8826000.00000000 PA USD 8680026.17000000 0.122738267341 Long DBT CORP US N 2 2026-03-15 Fixed 0.01250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 23000000.00000000 PA USD 22673389.88000000 0.320608778604 Long DBT CORP US N 2 2027-03-11 Variable 0.01658000 N N N N N N AUTONATION FINANCE TRUST 2025-1 N/A 05330QAB8 3535000.00000000 PA USD 3544050.66000000 0.050113977637 Long ABS-CBDO CORP US N 2 2028-04-10 Fixed 0.04720000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMR3 29800000.00000000 PA USD 29843267.51000000 0.421993076314 Long DBT CORP US N 2 2026-04-10 Variable 0.04800122 N N N N N N ENTERPRISE FLEET FING 2023-1 LLC N/A 29375CAB5 2373309.49000000 PA USD 2379605.88000000 0.033648366599 Long ABS-CBDO CORP US N 2 2029-01-22 Fixed 0.05510000 N N N N N N DAIMLER TRUCKS RETAIL TRUST 2024-1 N/A 233874AB2 947411.10000000 PA USD 947839.61000000 0.013402746624 Long ABS-CBDO CORP US N 2 2026-04-15 Fixed 0.05600000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZQ9 24545000.00000000 PA USD 24601060.29000000 0.347866637220 Long DBT CORP CA N 2 2027-10-18 Variable 0.04510000 N N N N N N GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 N/A 38014AAB7 9977893.52000000 PA USD 9986983.38000000 0.141219048424 Long ABS-CBDO CORP US N 2 2027-10-18 Fixed 0.04530000 N N N N N N ENTERPRISE FLEET FINANCING 2024-2 N/A 29375RAB2 2050355.59000000 PA USD 2060532.53000000 0.029136570279 Long ABS-CBDO CORP US N 2 2026-12-20 Fixed 0.05740000 N N N N N N WELLS FARGO COML MTG TR 2017-C38 N/A 95001MAD2 485323.16200000 PA USD 482139.39000000 0.006817600798 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 0.03261000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89120F3S1 20000000.00000000 PA USD 20004994.00000000 0.282876831663 Long DBT CORP CA N 2 2025-10-03 Variable 0.04710000 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAA5 6601000.00000000 PA USD 6601000.00000000 0.093340191244 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.05606010 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AJ4 28865000.00000000 PA USD 28065404.57000000 0.396853541876 Long DBT CORP US N 2 2026-08-15 Fixed 0.01400000 N N N N N N OCWEN LN INVT TR 2023-HB1 N/A 67578KAA4 197519.58000000 PA USD 195934.37000000 0.002770572877 Long ABS-CBDO CORP US N 2 2036-06-25 Fixed 0.03000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAU4 8611000.00000000 PA USD 8419709.22000000 0.119057304775 Long DBT CORP NL N 2 2027-06-16 Variable 0.01542000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3R2 15849000.00000000 PA USD 15986729.55000000 0.226057323674 Long DBT CORP US N 2 2028-01-24 Variable 0.04900000 N N N N N N CHASE AUTO OWNER TRUST 2024-2 N/A 16144CAC0 15000000.00000000 PA USD 15208612.50000000 0.215054506789 Long ABS-CBDO CORP US N 2 2029-06-25 Fixed 0.05520000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TR 2025-4 N/A 30167KAB7 14571000.00000000 PA USD 14576458.30000000 0.206115649961 Long ABS-CBDO CORP US N 2 2028-03-15 Fixed 0.04530000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 8000000.00000000 PA USD 7999509.44000000 0.113115549309 Long DBT CORP GB N 2 2026-09-12 Variable 0.04292000 N N N N N N US BANK NA CINCINNATI OHIO 6BYL5QZYBDK8S7L73M02 90331HPT4 32800000.00000000 PA USD 32990297.40000000 0.466493056891 Long DBT CORP US N 2 2028-05-15 Variable 0.05262802 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBB3 20582000.00000000 PA USD 20563396.34000000 0.290772814273 Long DBT CORP US N 2 2025-11-15 Fixed 0.04400000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECJ2 2000000.00000000 PA USD 2041523.60000000 0.028867778102 Long DBT CORP GB N 2 2027-09-13 Variable 0.06496000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BU5 27000000.00000000 PA USD 27008410.77000000 0.381907321086 Long DBT CORP US N 2 2025-09-12 Fixed 0.05800000 N N N N N N CARMAX AUTO OWNER TRUST 2024-3 N/A 14319GAB7 7800368.61000000 PA USD 7819878.89000000 0.110575517513 Long ABS-CBDO CORP US N 2 2027-09-15 Fixed 0.05210000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYG3 20000000.00000000 PA USD 19431008.20000000 0.274760494086 Long DBT CORP US N 2 2027-09-10 Variable 0.01542000 N N N N N N OCWEN LOAN INVESTMENT TRUST N/A 68278EAA9 3686901.55000000 PA USD 3582930.93000000 0.050663756737 Long ABS-CBDO CORP US N 2 2038-06-25 Variable 0.03000000 N N N N N N HAROT 2025-2 A2A N/A 437921AB5 19648000.00000000 PA USD 19672526.60000000 0.278175639314 Long ABS-CBDO CORP US N 2 2028-01-18 Fixed 0.04300000 N N N N N N DRIVE 2025-1 A2 N/A 262102AB2 11615000.00000000 PA USD 11640681.93000000 0.164602859804 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.04870000 N N N N N N SUMITOMO MITSUI TRUST BANK LTC NY 5493006GGLR4BTEL8O61 86564P6V8 24000000.00000000 PA USD 24007934.40000000 0.339479652823 Long DBT CORP US N 2 2025-11-04 Variable 0.04650000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAE6 8420000.00000000 PA USD 8454915.05000000 0.119555126151 Long DBT CORP US N 2 2026-10-01 Fixed 0.04900000 N N N N N N SBNA AUTO LEASE TRUST 2024-B N/A 78437VAC4 1522663.34000000 PA USD 1523848.12000000 0.021547685948 Long ABS-CBDO CORP US N 2 2026-11-20 Fixed 0.05670000 N N N N N N KUBOTA CREDIT OWNER TRUST 2024-2 N/A 50117DAB2 4378012.03000000 PA USD 4398545.78000000 0.062196804166 Long ABS-CBDO CORP US N 2 2027-04-15 Fixed 0.05450000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBT2 20000000.00000000 PA USD 19853425.60000000 0.280733607388 Long DBT CORP US N 2 2026-11-19 Variable 0.01045000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BY9 20200000.00000000 PA USD 19707411.89000000 0.278668928155 Long DBT CORP JP N 2 2027-07-20 Variable 0.01538000 N N N N N N OHA CREDIT FUNDING 22 LTD N/A 67121HAA3 16813000.00000000 PA USD 16859841.02000000 0.238403391177 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.05614010 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AE5 17359000.00000000 PA USD 17469691.75000000 0.247026870009 Long DBT CORP US N 2 2027-05-15 Fixed 0.04650000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAT6 28000000.00000000 PA USD 27999882.68000000 0.395927041991 Long DBT CORP CA N 2 2026-01-15 Fixed 0.04875000 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAL8 13905000.00000000 PA USD 13754526.49000000 0.194493278754 Long DBT CORP US N 2 2026-01-15 Fixed 0.01875000 N N N N N N OPORTUN FUNDING TRUST 2024-3 N/A 68377NAA9 1175080.52000000 PA USD 1175805.78000000 0.016626259108 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0.05260000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 7545000.00000000 PA USD 7418258.79000000 0.104896484496 Long DBT CORP US N 2 2026-11-12 Fixed 0.02950000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 21570000.00000000 PA USD 21627462.48000000 0.305819040149 Long DBT CORP US N 2 2027-12-15 Fixed 0.05875000 N N N N N N MIZUHO BANK LTD NY BRANCH RB0PEZSDGCO3JS6CEU02 60710TR60 25000000.00000000 PA USD 25018140.00000000 0.353764273926 Long DBT CORP US N 2 2026-05-08 Variable 0.04740000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FM0 21313000.00000000 PA USD 21374424.07000000 0.302240998400 Long DBT CORP US N 2 2027-04-28 Variable 0.04786707 N N N N N N DLLAD LLC N/A 23347BAB5 11855000.00000000 PA USD 11890212.91000000 0.168131305402 Long ABS-CBDO CORP US N 2 2028-11-20 Fixed 0.04460000 N N N N N N BENCHMARK 2018-B2 MTG TR N/A 08161CAF8 1842094.71900000 PA USD 1827808.54000000 0.025845780742 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 0.03780200 N N N N N N ARES XXXIV CLO LTD 549300VDFIIXSFET0S73 04015GAX7 25476995.09000000 PA USD 25476995.09000000 0.360252627487 Long ABS-CBDO CORP KY N 2 2033-04-17 Variable 0.05642400 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C N/A 44935VAD1 15953936.85000000 PA USD 15997020.46000000 0.226202840339 Long ABS-CBDO CORP US N 2 2026-12-15 Fixed 0.05800000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WFR7 22000000.00000000 PA USD 22039365.04000000 0.311643470345 Long DBT CORP US N 2 2026-05-11 Variable 0.04904556 N N N N N N CARMAX AUTO OWNER TRUST 2024-4 N/A 14290DAB7 8829620.64000000 PA USD 8845067.18000000 0.125071998508 Long ABS-CBDO CORP US N 2 2027-12-15 Fixed 0.04670000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 31920000.00000000 PA USD 31325294.97000000 0.442949405135 Long DBT CORP US N 2 2027-05-04 Variable 0.01593000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDJ5 26750000.00000000 PA USD 26278411.68000000 0.371584907108 Long DBT CORP US N 2 2026-04-15 Fixed 0.01450000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CE7 25200000.00000000 PA USD 25056847.87000000 0.354311615236 Long DBT CORP US N 2 2026-11-24 Variable 0.02129000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DT3 23000000.00000000 PA USD 23186182.01000000 0.327859818671 Long DBT CORP US N 2 2027-04-23 Variable 0.05645000 N N N N N N DRYDEN 68 CLO LTD N/A 26252QAS1 17693000.00000000 PA USD 17705968.97000000 0.250367903323 Long ABS-CBDO CORP KY N 2 2035-07-15 Variable 0.05417550 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JCY8 12370000.00000000 PA USD 12455126.51000000 0.176119359251 Long DBT CORP US N 2 2027-03-20 Fixed 0.04500000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307NNF0 20000000.00000000 PA USD 20004394.00000000 0.282868347477 Long DBT CORP CA N 2 2025-12-17 Variable 0.04590000 N N N N N N SUMITOMO MITSUI BKG CORP NY BRANCH 549300MS3WYYVQ4HXM15 86565GGH7 19800000.00000000 PA USD 19809660.42000000 0.280114754143 Long DBT CORP US N 2 2025-11-18 Variable 0.04690000 N N N N N N NISSAN MASTER OWNER TR RECEIVABLE N/A 65479VAA4 24000000.00000000 PA USD 24019125.60000000 0.339637899869 Long ABS-CBDO CORP US N 2 2028-02-15 Variable 0.05012700 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 20400000.00000000 PA USD 20218126.66000000 0.285890593706 Long DBT CORP US N 2 2026-05-01 Fixed 0.03100000 N N N N N N TOYOTA LEASE OWNER TRUST 2024-B N/A 891943AD4 29200000.00000000 PA USD 29222793.52000000 0.413219381285 Long ABS-CBDO CORP US N 2 2027-09-20 Fixed 0.04210000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 N/A 78398HAB4 15420000.00000000 PA USD 15457379.62000000 0.218572151170 Long ABS-CBDO CORP US N 2 2028-11-20 Fixed 0.04520000 N N N N N N GLENCORE FDG LLC 213800STG1QDNBY87K49 378272BX5 20934000.00000000 PA USD 20983107.40000000 0.296707659086 Long DBT CORP US N 2 2026-10-01 Variable 0.05110776 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAL0 28296000.00000000 PA USD 27896195.63000000 0.394460874883 Long DBT CORP US N 2 2026-03-15 Fixed 0.02250000 N N N N N N PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC N/A 69704AAA9 14130000.00000000 PA USD 14133193.38000000 0.199847746248 Long ABS-CBDO CORP KY N 2 2033-07-15 Variable 0.05227660 N N N N N N ENTERPRISE FLEET FINANCING LLC 2024-1 N/A 29375PAB6 10072086.02000000 PA USD 10151221.39000000 0.143541424922 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.05230000 N N N N N N FORD CR AUTO OWNER TR 2020-REV2 N/A 34532JAB0 10000000.00000000 PA USD 9957059.00000000 0.140795908392 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.01490000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 16914000.00000000 PA USD 16748816.86000000 0.236833475054 Long DBT CORP US N 2 2026-12-10 Variable 0.00985000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2V4 14790000.00000000 PA USD 14632304.29000000 0.206905329613 Long DBT CORP US N 2 2028-03-24 Variable 0.03526000 N N N N N N CHEVRON PHIL CHEM LLC /CHEV LP N/A 166754AP6 16234000.00000000 PA USD 16084856.46000000 0.227444868674 Long DBT CORP US N 2 2026-12-01 Fixed 0.03400000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BY0 23000000.00000000 PA USD 23131687.42000000 0.327089248234 Long DBT CORP US N 2 2027-07-23 Variable 0.05102000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAH9 6000000.00000000 PA USD 6000171.00000000 0.084844282478 Long DBT CORP US N 2 2025-09-27 Fixed 0.05000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A N/A 30166XAB0 17540000.00000000 PA USD 17567793.88000000 0.248414064612 Long ABS-CBDO CORP US N 2 2028-01-18 Fixed 0.04830000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B N/A 44934FAB1 5655875.69000000 PA USD 5663159.33000000 0.080078832739 Long ABS-CBDO CORP US N 2 2026-10-15 Fixed 0.05510000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NX5 22000000.00000000 PA USD 22015700.52000000 0.311308846678 Long DBT CORP US N 2 2026-09-29 Variable 0.05610000 N N N N N N BOFA AUTO TR 2024-1 N/A 09709AAB8 1473359.16000000 PA USD 1474686.80000000 0.020852529607 Long ABS-CBDO CORP US N 2 2026-12-15 Fixed 0.05570000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BZ6 19894000.00000000 PA USD 19324007.06000000 0.273247464717 Long DBT CORP JP N 2 2027-10-13 Variable 0.01640000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144YAB4 6430224.89000000 PA USD 6442916.87000000 0.091104846662 Long ABS-CBDO CORP US N 2 2027-09-27 Fixed 0.05250000 N N N N N N SBNA AUTO LEASE TRUST 2024-C N/A 78398DAC1 18450000.00000000 PA USD 18488792.97000000 0.261437277943 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.04560000 N N N N N N ENTERPRISE FLEET FINANCING 2024-3 LLC N/A 29375QAB4 8858823.18000000 PA USD 8905432.11000000 0.125925577376 Long ABS-CBDO CORP US N 2 2027-04-20 Fixed 0.05310000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DS6 17156000.00000000 PA USD 17196036.27000000 0.243157296484 Long DBT CORP US N 2 2026-02-20 Fixed 0.05000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBB5 23000000.00000000 PA USD 22969410.92000000 0.324794608097 Long DBT CORP US N 2 2025-09-15 Fixed 0.01300000 N N N N N N GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 N/A 362549AB3 21940000.00000000 PA USD 21964456.52000000 0.310584240594 Long ABS-CBDO CORP US N 2 2028-02-16 Fixed 0.04400000 N N N N N N PALMER SQUARE LOAN FUNDING 2024-2 LTD N/A 69703RAA3 2899785.74000000 PA USD 2903265.48000000 0.041053076069 Long ABS-CBDO CORP KY N 2 2033-01-15 Variable 0.05317550 N N N N N N SVENSKA HANDELSBANKEN NY NHBDILHZTYCNBV5UYZ31 86959TNB8 34000000.00000000 PA USD 34033510.40000000 0.481244412887 Long DBT CORP US N 2 2026-04-15 Variable 0.04740000 N N N N N N UPSTART SECURITIZATION TRUST 2023-3 N/A 91684MAA1 1878873.34000000 PA USD 1889634.21000000 0.026720014928 Long ABS-CBDO CORP US N 2 2033-10-20 Fixed 0.06900000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJP6 17119000.00000000 PA USD 17594075.36000000 0.248785692906 Long DBT CORP US N 2 2027-10-26 Variable 0.06787000 N N N N N N TOYOTA AUTO RECEIVABLES 2024-B OWNER TR N/A 89237NAB3 5072597.70000000 PA USD 5078757.86000000 0.071815214352 Long ABS-CBDO CORP US N 2 2027-03-15 Fixed 0.05410000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 857449AD4 14768000.00000000 PA USD 14787578.68000000 0.209100957739 Long DBT CORP US N 2 2026-11-25 Variable 0.04819928 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-1 N/A 682687AA6 1064165.25700000 PA USD 1059881.46000000 0.014987053200 Long ABS-CBDO CORP US N 2 2028-07-14 Fixed 0.00870000 N N N N N N CHASE AUTO OWNER TRUST 2024-1 N/A 16144BAC2 14263559.00000000 PA USD 14393815.25000000 0.203533020478 Long ABS-CBDO CORP US N 2 2029-05-25 Fixed 0.05130000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AH6 22582000.00000000 PA USD 22723339.61000000 0.321315083308 Long DBT CORP US N 2 2026-02-01 Fixed 0.07850000 N N N N N N HPEFS EQUIP TR 2024-2 N/A 40444MAC5 4142070.25000000 PA USD 4148525.25000000 0.058661436179 Long ABS-CBDO CORP US N 2 2031-10-20 Fixed 0.05500000 N N N N N N JUNIPER VALLEY PARK CLO LLC N/A 48206KAQ9 20000000.00000000 PA USD 20020740.00000000 0.283099484996 Long ABS-CBDO CORP JE N 2 2036-07-20 Variable 0.05575490 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183CZ5 957396.99000000 PA USD 970117.92000000 0.013717768850 Long ABS-CBDO CORP US N 2 2035-10-15 Fixed 0.06160000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST 2024-X2 N/A 00833QAA3 6454361.10000000 PA USD 6459556.86000000 0.091340141292 Long ABS-CBDO CORP US N 2 2029-12-17 Fixed 0.05220000 N N N N N N USB AUTO OWNER TRUST 2025-1 N/A 90367VAB5 20575000.00000000 PA USD 20636585.09000000 0.291807725941 Long ABS-CBDO CORP US N 2 2028-06-15 Fixed 0.04510000 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JBD8 14000000.00000000 PA USD 14049437.64000000 0.198663414058 Long DBT CORP US N 2 2027-04-01 Variable 0.05140778 N N N N N N MTLRF 2025-1A N/A 55340QAB1 9585000.00000000 PA USD 9634924.43000000 0.136240825469 Long ABS-CBDO CORP US N 2 2027-12-16 Fixed 0.04700000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAA1 15426833.00000000 PA USD 15407555.63000000 0.217867624468 Long ABS-MBS CORP US N 2 2030-03-15 Variable 0.05506930 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 14920000.00000000 PA USD 14579665.85000000 0.206161005715 Long DBT CORP US N 2 2027-07-22 Variable 0.01734000 N N N N N N BLP COML MTG 2024-INDS N/A 05625AAA9 2472644.13000000 PA USD 2477280.34000000 0.035029513816 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05705250 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAZ1 14600000.00000000 PA USD 14536985.38000000 0.205557490606 Long DBT CORP NL N 2 2026-06-18 Fixed 0.03875000 N N N N N N FORD CR AUTO OWNER TR 2020-REV2 N/A 34532JAA2 24000000.00000000 PA USD 23901849.60000000 0.337979580786 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.01060000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAU5 8680000.00000000 PA USD 8628643.22000000 0.122011696460 Long DBT CORP US N 2 2026-04-15 Fixed 0.03400000 N N N N N N BOFA AUTO TRUST 2025-1 N/A 05594BAB2 7105000.00000000 PA USD 7115172.94000000 0.100610756394 Long ABS-CBDO CORP US N 2 2027-11-22 Fixed 0.04520000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912797RK5 42306700.00000000 PA USD 41622416.20000000 0.588553899133 Long DBT UST US N 2 2026-01-29 Fixed 0.00000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAP0 1008000.00000000 PA USD 1014393.42000000 0.014343838179 Long DBT CORP JP N 2 2027-07-16 Fixed 0.04567000 N N N N N N GM FINANCIAL LEASING TRST N/A 379965AB2 19105000.00000000 PA USD 19118020.06000000 0.270334744527 Long ABS-CBDO CORP US N 2 2027-10-20 Fixed 0.04190000 N N N N N N CARMAX SELECT RECEIVABLES TRUST 2024-A N/A 14319FAB9 448246.75000000 PA USD 449682.44000000 0.006358649439 Long ABS-CBDO CORP US N 2 2027-09-15 Fixed 0.05780000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAJ1 23500000.00000000 PA USD 23544848.58000000 0.332931475426 Long DBT CORP US N 2 2026-10-28 Variable 0.05900000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668CJ9 21978000.00000000 PA USD 22032061.48000000 0.311540195737 Long DBT CORP US N 2 2026-08-14 Variable 0.05413746 N N N N N N JPMDB COML MTG SECS TR 2016-C4 N/A 46646RAK9 268016.97500000 PA USD 265788.25000000 0.003758328448 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 0.02994100 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAL5 18225000.00000000 PA USD 18214658.22000000 0.257560927391 Long DBT CORP US N 2 2028-04-12 Variable 0.05069892 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBR9 10880000.00000000 PA USD 10895351.46000000 0.154063655348 Long DBT CORP US N 2 2026-09-25 Fixed 0.04450000 N N N N N N FEDERATION DES CAISSES DESJARD INS DU QUEBEC 549300B2Q47IR0CR5B54 31429KAN3 23000000.00000000 PA USD 23006482.55000000 0.325318812466 Long DBT CORP CA N 2 2027-01-27 Variable 0.04986713 N N N N N N WORLD OMNI SELECT AUTO TR 2024-A N/A 98164LAB5 5552945.01000000 PA USD 5563713.84000000 0.078672642608 Long ABS-CBDO CORP US N 2 2028-02-15 Fixed 0.05370000 N N N N N N BUCKHORN PARK CLO LTD N/A 118382BA7 19000000.00000000 PA USD 18999867.00000000 0.268664023542 Long ABS-CBDO CORP KY N 2 2034-07-18 Variable 0.05399000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 17325FBQ0 25100000.00000000 PA USD 25287804.98000000 0.357577420541 Long DBT CORP US N 2 2027-05-29 Variable 0.05137084 N N N N N N BX 2024-CNYN N/A 05612HAA9 7188942.02000000 PA USD 7206914.38000000 0.101908008864 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.05804978 N N N N N N DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC N/A 26253BAN4 11316000.00000000 PA USD 11336097.22000000 0.160295937355 Long ABS-CBDO CORP KY N 2 2034-08-20 Variable 0.05493540 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 N/A 78397XAB0 3137396.81000000 PA USD 3142090.36000000 0.044430134087 Long ABS-CBDO CORP US N 2 2027-10-20 Fixed 0.05710000 N N N N N N REACH ABS TR 2025-2 N/A 75525QAA8 5137901.12000000 PA USD 5151985.13000000 0.072850670705 Long ABS-CBDO CORP US N 2 2032-08-18 Fixed 0.04930000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2024-C N/A 448976AB6 11123947.86000000 PA USD 11135516.77000000 0.157459667462 Long ABS-CBDO CORP US N 2 2027-09-15 Fixed 0.04530000 N N N N N N DLLAA 2023-1A N/A 23292HAB7 324.19000000 PA USD 324.41000000 0.000004587258 Long ABS-CBDO CORP US N 2 2026-07-20 Fixed 0.05930000 N N N N N N MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC N/A 55820BAS6 17591000.00000000 PA USD 17607465.18000000 0.248975029122 Long ABS-CBDO CORP KY N 2 2034-07-15 Variable 0.05397550 N N N N N N VERIZON MASTER TRUST N/A 92348KDY6 16945000.00000000 PA USD 17053409.03000000 0.241140502989 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.04510000 N N N N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 N/A 39571VAB4 1640000.00000000 PA USD 1644531.48000000 0.023254186161 Long ABS-CBDO CORP US N 2 2060-06-25 Fixed 0.04930000 N N N N N N TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC N/A 87232BAF9 4207293.39000000 PA USD 4209283.44000000 0.059520575866 Long ABS-CBDO CORP KY N 2 2030-07-15 Variable 0.05509160 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PY1 19000000.00000000 PA USD 19127448.58000000 0.270468066729 Long DBT CORP US N 2 2028-05-07 Variable 0.05496958 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2D4 20600000.00000000 PA USD 20620406.15000000 0.291578950702 Long DBT CORP US N 2 2027-09-02 Variable 0.05233841 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CY3 5000000.00000000 PA USD 5008923.50000000 0.070827734800 Long DBT CORP US N 2 2026-02-13 Fixed 0.04875000 N N N N N N MORGAN STANLEY BK NA SALT LAKE G1MLHIS0N32I3QPILB75 61690U8F0 24500000.00000000 PA USD 24568547.82000000 0.347406900791 Long DBT CORP US N 2 2027-10-15 Variable 0.05035202 N N N N N N HYUNDAI AUTO RECEIVABLES TR 2024-A N/A 448973AB3 3489441.84000000 PA USD 3494906.31000000 0.049419061257 Long ABS-CBDO CORP US N 2 2027-04-15 Fixed 0.05290000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 9612C47E5 34000000.00000000 PA USD 34036696.20000000 0.481289461089 Long DBT CORP AU N 2 2026-04-10 Variable 0.04740000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDJ0 19741000.00000000 PA USD 19698614.30000000 0.278544527498 Long DBT CORP NL N 2 2026-09-24 Variable 0.01004000 N N N N N N BX COML MTG TR 2024-XL5 N/A 05612GAA1 15621271.89900000 PA USD 15640781.31000000 0.221165508058 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05754750 N N N N N N CARMAX AUTO OWNER TR 2024-2 N/A 14319EAC0 4924356.92000000 PA USD 4933293.64000000 0.069758305078 Long ABS-CBDO CORP US N 2 2027-05-17 Fixed 0.05650000 N N N N N N HONDA AUTO RECEIVABLES 2024-2 OWNER TR N/A 437930AC4 17000000.00000000 PA USD 17193264.50000000 0.243118102795 Long ABS-CBDO CORP US N 2 2028-11-20 Fixed 0.05270000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECF0 31250000.00000000 PA USD 31533279.69000000 0.445890373707 Long DBT CORP GB N 2 2027-05-09 Variable 0.05829000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AW5 9469000.00000000 PA USD 9526107.82000000 0.134702124789 Long DBT CORP US N 2 2027-03-01 Fixed 0.04450000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 7764000.00000000 PA USD 7599444.58000000 0.107458507870 Long DBT CORP GB N 2 2027-06-14 Variable 0.01642000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788JAG4 22000000.00000000 PA USD 22004180.00000000 0.311145942945 Long DBT CORP US N 2 2028-07-24 Variable 0.05123560 N N N N N N FORD CREDIT AUTO LEASE TRUST 2025-A N/A 345282AB3 15639296.98000000 PA USD 15667705.76000000 0.221546228148 Long ABS-CBDO CORP US N 2 2027-08-15 Fixed 0.04570000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBP3 22900000.00000000 PA USD 22394817.30000000 0.316669675757 Long DBT CORP JP N 2 2027-05-22 Variable 0.01234000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CY6 17610000.00000000 PA USD 17620529.72000000 0.249159765777 Long DBT CORP US N 2 2025-12-24 Variable 0.04686259 N N N N N N FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC N/A 33884EAQ4 29514000.00000000 PA USD 29514000.00000000 0.417337131404 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.01080000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TR 2024-3 N/A 38012QAD0 16900000.00000000 PA USD 16911632.27000000 0.239135735546 Long ABS-CBDO CORP US N 2 2027-10-20 Fixed 0.04210000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C4 N/A 90276RBC1 1426880.16800000 PA USD 1414057.37000000 0.019995210626 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 0.03366000 N N N N N N KUBOTA CREDIT OWNER TRUST 2025-1 N/A 50117FAB7 20270000.00000000 PA USD 20334853.87000000 0.287541152728 Long ABS-CBDO CORP US N 2 2027-12-15 Fixed 0.04610000 N N N N N N GLENCORE FDG LLC 213800STG1QDNBY87K49 378272BD9 24782000.00000000 PA USD 24308406.07000000 0.343728415608 Long DBT CORP US N 2 2026-04-27 Fixed 0.01625000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BA3 21318000.00000000 PA USD 21340667.64000000 0.301763671990 Long DBT CORP US N 2 2027-02-26 Variable 0.04726042 N N N N N N ENTERPRISE FLEET FINANCING 2025-2 LLC N/A 29375TAB8 22802000.00000000 PA USD 22877565.83000000 0.323495889984 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.04510000 N N N N N N CARVANA AUTO RECEIVABLES TR 2025-P1 N/A 14689MAB6 4191658.07000000 PA USD 4193741.74000000 0.059300811398 Long ABS-CBDO CORP US N 2 2028-06-12 Fixed 0.04500000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBN6 12358230.04000000 PA USD 12395108.23000000 0.175270682122 Long ABS-CBDO CORP US N 2 2039-02-18 Variable 0.05189930 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AJ7 30939000.00000000 PA USD 31158697.84000000 0.440593669947 Long DBT CORP GB N 2 2027-03-02 Variable 0.05847000 N N N N N N BMW VECHICLE LEASE TR 2023-2 N/A 055979AC2 1837339.97000000 PA USD 1841781.19000000 0.026043358355 Long ABS-CBDO CORP US N 2 2026-09-25 Fixed 0.05990000 N N N N N N BX COML MTG TR 2024-GPA3 N/A 123910AA9 1937532.57000000 PA USD 1942978.20000000 0.027474315523 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.05655920 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 N/A 30185AAB7 690271.26000000 PA USD 692310.74000000 0.009789488997 Long ABS-CBDO CORP US N 2 2028-10-16 Fixed 0.04830000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAU1 12548000.00000000 PA USD 12620589.68000000 0.178459059893 Long DBT CORP US N 2 2027-04-01 Fixed 0.04600000 N N N N N N BANK 2017-BNKS N/A 06541WAU6 1051376.49000000 PA USD 1041453.28000000 0.014726473008 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 0.03179000 N N N N N N DLLST 2024-1 LLC N/A 23346HAC1 4085000.00000000 PA USD 4101329.79000000 0.057994077708 Long ABS-CBDO CORP US N 2 2027-08-20 Fixed 0.05050000 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183CU6 4394845.49000000 PA USD 4421843.03000000 0.062526234521 Long ABS-CBDO CORP US N 2 2035-05-15 Fixed 0.05650000 N N N N N N DELL EQUIPMENT FINANCE TRUST 24-1 N/A 24702GAC9 3743823.82000000 PA USD 3748874.99000000 0.053010257312 Long ABS-CBDO CORP US N 2 2030-03-22 Fixed 0.05580000 N N N N N N NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN N/A 64134VAQ9 25000000.00000000 PA USD 25037075.00000000 0.354032020710 Long ABS-CBDO CORP JE N 2 2036-07-23 Variable 0.05568990 N N N N N N DELL EQUIP FIN TR 2024-2 N/A 24704EAC2 11781563.75000000 PA USD 11799316.21000000 0.166845997818 Long ABS-CBDO CORP US N 2 2030-08-22 Fixed 0.04690000 N N N N N N FLATIRON CLO 23 LLC N/A 33883DAQ7 21508000.00000000 PA USD 21529271.41000000 0.304430587906 Long ABS-CBDO CORP US N 2 2036-04-17 Variable 0.05562400 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DK7 19600000.00000000 PA USD 19707504.04000000 0.278670231185 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.04680000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368L8K5 28606000.00000000 PA USD 28675675.35000000 0.405482960346 Long DBT CORP CA N 2 2027-09-10 Variable 0.04567000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST 2021-ELP N/A 26863LAA2 6540502.49000000 PA USD 6536414.68000000 0.092426934750 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.05179480 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAT9 5422000.00000000 PA USD 5461927.61000000 0.077233353686 Long DBT CORP US N 2 2026-12-30 Fixed 0.05050000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCH1 28290000.00000000 PA USD 27491101.72000000 0.388732721114 Long DBT CORP JP N 2 2026-09-17 Fixed 0.01402000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 549300VOKB4Z9J8DIM89 94989YBG7 4806589.39800000 PA USD 4812149.18000000 0.068045284768 Long ABS-MBS CORP US N 2 2059-01-15 Variable 0.05897580 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BS7 30900000.00000000 PA USD 30925475.81000000 0.437295837970 Long DBT CORP US N 2 2026-02-15 Fixed 0.05875000 N N N N N N JOHN DEERE OWNER TRUST 2024 N/A 47800RAB9 7021696.66000000 PA USD 7028095.53000000 0.099379454757 Long ABS-CBDO CORP US N 2 2027-02-16 Fixed 0.05190000 N N N N N N TOYOTA AUTO RECEIVABLES 2025-B OWNER TR N/A 89231HAB2 28815000.00000000 PA USD 28869408.48000000 0.408222407006 Long ABS-CBDO CORP US N 2 2028-03-15 Fixed 0.04460000 N N N N N N GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 N/A 362585AC5 2467465.71000000 PA USD 2462657.61000000 0.034822743870 Long ABS-CBDO CORP US N 2 2027-02-16 Fixed 0.03100000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RCD7 25000000.00000000 PA USD 25071437.75000000 0.354517920673 Long DBT CORP US N 2 2028-06-09 Variable 0.05034211 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC85 14935000.00000000 PA USD 15077424.19000000 0.213199463319 Long DBT CORP US N 2 2028-04-23 Variable 0.05642128 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4E8 24000000.00000000 PA USD 24204128.88000000 0.342253903737 Long DBT CORP US N 2 2027-01-07 Fixed 0.04950000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAV0 16000000.00000000 PA USD 16036964.80000000 0.226767665720 Long DBT CORP US N 2 2026-05-15 Fixed 0.04750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHT9 23000000.00000000 PA USD 22885460.00000000 0.323607516001 Long DBT CORP US N 2 2027-04-23 Variable 0.03559000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABC4 12302000.00000000 PA USD 12304896.75000000 0.173995063762 Long DBT CORP DK N 2 2028-04-01 Variable 0.04298000 N N N N N N ENTERPRISE FLEET FINANCING 2025-1 LLC N/A 29390HAB5 16100000.00000000 PA USD 16155427.47000000 0.228442764685 Long ABS-CBDO CORP US N 2 2027-10-20 Fixed 0.04650000 N N N N N N BX 2021-BXMF N/A 05609RAA2 3653893.37200000 PA USD 3651609.69000000 0.051634895745 Long ABS-MBS CORP US N 2 2026-10-15 Variable 0.05113410 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2025-P2 N/A 14688YAB1 18785000.00000000 PA USD 18819139.86000000 0.266108485622 Long ABS-CBDO CORP US N 2 2028-08-10 Fixed 0.04560000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAF7 23400000.00000000 PA USD 23506609.46000000 0.332390762386 Long DBT CORP US N 2 2027-03-18 Variable 0.05283000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DB7 16000000.00000000 PA USD 16011931.20000000 0.226413682837 Long ABS-CBDO CORP US N 2 2029-03-15 Variable 0.05092700 N N N N N N DELL EQUIP FIN TR 2025-1 N/A 24703UAC7 2675000.00000000 PA USD 2685193.89000000 0.037969476022 Long ABS-CBDO CORP US N 2 2027-07-22 Fixed 0.04680000 N N N N N N TOYOTA AUTO RECEIVABLES 2023-D OWNER TR N/A 89239FAB8 481450.66000000 PA USD 481759.13000000 0.006812223803 Long ABS-CBDO CORP US N 2 2026-11-16 Fixed 0.05800000 N N N N N N POST ROAD EQUIPMENT FINANCE 2025-1 LLC N/A 73747LAB4 1710000.00000000 PA USD 1721610.39000000 0.024344105900 Long ABS-CBDO CORP US N 2 2031-05-15 Fixed 0.04900000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAN2 19300000.00000000 PA USD 19521750.25000000 0.276043614871 Long DBT CORP US N 2 2027-06-08 Variable 0.06047000 N N N N N N ING US FUNDING LLC 254900QX5Y2ZDZ6XBT08 44988KLX5 24500000.00000000 PA USD 24509307.55000000 0.346569224965 Long DBT CORP US N 2 2026-02-06 Variable 0.04640000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 17000000.00000000 PA USD 17084532.50000000 0.241580598527 Long DBT CORP US N 2 2026-03-01 Fixed 0.07625000 N N N N N N OCWEN LN INVT TR 2024-HB1 N/A 675952AA3 213996.86000000 PA USD 210541.28000000 0.002977119124 Long ABS-CBDO CORP US N 2 2037-02-25 Fixed 0.03000000 N N N N N N HSBC USA INC 549300LBOHZ4QSIWU288 40434WUZ2 24000000.00000000 PA USD 24030199.20000000 0.339794484014 Long DBT CORP US N 2 2026-04-30 Variable 0.04890000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAG0 21000000.00000000 PA USD 20995433.55000000 0.296881954677 Long DBT CORP IE N 2 2025-10-01 Fixed 0.04450000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBG1 7360244.77000000 PA USD 7457209.37000000 0.105447257801 Long ABS-CBDO CORP US N 2 2038-08-18 Fixed 0.06460000 N N N N N N SOFI CONSUMER LOAN PROGRAM 2025-3 N/A 83390JAA0 5040000.00000000 PA USD 5043183.26000000 0.071312178453 Long ABS-CBDO CORP US N 2 2034-08-15 Fixed 0.04470000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A N/A 981946AB2 5987600.94000000 PA USD 6004369.82000000 0.084903655098 Long ABS-CBDO CORP US N 2 2027-02-16 Fixed 0.05320000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AG3 7101000.00000000 PA USD 7138906.35000000 0.100946354186 Long DBT CORP GB N 2 2026-11-10 Variable 0.07472000 N N N N N N RR 16 LTD N/A 74971CAA1 7999000.00000000 PA USD 8016933.76000000 0.113361934609 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.05689160 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KCL2 10060000.00000000 PA USD 10155072.73000000 0.143595884066 Long DBT CORP US N 2 2027-09-01 Fixed 0.04685000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADA2 13511000.00000000 PA USD 13614258.36000000 0.192509843808 Long DBT CORP US N 2 2026-06-24 Fixed 0.05450000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 06054CHX6 19800000.00000000 PA USD 19809753.48000000 0.280116070040 Long DBT CORP US N 2 2025-11-21 Variable 0.04730000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DX9 12980000.00000000 PA USD 13001406.62000000 0.183843929762 Long ABS-CBDO CORP US N 2 2029-03-15 Variable 0.04942700 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 N/A 36269WAD1 12500000.00000000 PA USD 12593297.50000000 0.178073139986 Long ABS-CBDO CORP US N 2 2027-07-20 Fixed 0.05390000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAD8 30600000.00000000 PA USD 30867690.33000000 0.436478733326 Long DBT CORP US N 2 2026-06-15 Fixed 0.06020000 N N N N N N KUBOTA CREDIT OWNER TRUST 2025-2 N/A 50117LAB4 10470000.00000000 PA USD 10512146.99000000 0.148645025062 Long ABS-CBDO CORP US N 2 2028-04-17 Fixed 0.04480000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST 2024-A N/A 58770JAB0 9083603.35000000 PA USD 9105480.30000000 0.128754320948 Long ABS-CBDO CORP US N 2 2027-02-16 Fixed 0.05440000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 25-B N/A 44935XAB1 13240000.00000000 PA USD 13279516.10000000 0.187776484231 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.04450000 N N N N N N WELLS FARGO COML MTG TR 2024-GRP N/A 95003YAA0 7707000.00000000 PA USD 7718942.00000000 0.109148238522 Long ABS-MBS CORP US N 2 2041-10-15 Variable 0.06154420 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECN3 22600000.00000000 PA USD 22685880.00000000 0.320785392782 Long DBT CORP US N 2 2026-08-13 Variable 0.05153419 N N N N N N MAGNETITE XXII LTD / MAGNETITE XXII LLC N/A 55954HAW2 17992000.00000000 PA USD 18015785.42000000 0.254748804200 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.05567550 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XBG0 23650000.00000000 PA USD 23689979.14000000 0.334983666643 Long DBT CORP US N 2 2026-03-01 Fixed 0.05250000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAY6 26204000.00000000 PA USD 26207409.40000000 0.370580912805 Long DBT CORP US N 2 2026-11-15 Variable 0.04932802 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABZ7 21335000.00000000 PA USD 21051529.54000000 0.297675169407 Long DBT CORP US N 2 2026-02-15 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLP4 224596700.00000000 PA USD 223763235.12000000 3.164081678483 Long DBT UST US N 2 2026-09-30 Fixed 0.03500000 N N N N N N CARMAX AUTO OWNER TRUST 2024-1 N/A 14318WAB3 1773545.45000000 PA USD 1774834.82000000 0.025096715880 Long ABS-CBDO CORP US N 2 2027-03-15 Fixed 0.05300000 N N N N N N DLLST 2024-1 LLC N/A 23346HAB3 230982.22000000 PA USD 231056.92000000 0.003267216649 Long ABS-CBDO CORP US N 2 2026-01-20 Fixed 0.05330000 N N N N N N RABOBANK NEDERLAND NEW YORK BRH DG3RU1DBUFHT4ZF9WN62 21688ABF8 20000000.00000000 PA USD 20052560.20000000 0.283549432512 Long DBT CORP US N 2 2026-08-28 Fixed 0.04333000 N N N N N N JOHN DEERE OWNER TR 2024-C N/A 477911AC5 10738185.67000000 PA USD 10742061.08000000 0.151896081740 Long ABS-CBDO CORP US N 2 2027-08-16 Variable 0.04772700 N N N N N N VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC N/A 92013AAT6 11685000.00000000 PA USD 11672719.07000000 0.165055874919 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.05515490 N N N N N N FORDO 2024-B N/A 34531QAB5 6466183.25000000 PA USD 6482835.61000000 0.091669310050 Long ABS-CBDO CORP US N 2 2027-04-15 Fixed 0.05400000 N N N N N N HUNTINGTON AUTO TR 2024-1 N/A 446144AC1 1646245.03000000 PA USD 1647144.70000000 0.023291137904 Long ABS-CBDO CORP US N 2 2027-03-15 Fixed 0.05500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3L5 13770000.00000000 PA USD 14083647.97000000 0.199147158755 Long DBT CORP US N 2 2028-04-22 Variable 0.05707000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HE6 14669000.00000000 PA USD 14427421.23000000 0.204008219478 Long DBT CORP US N 2 2026-11-01 Fixed 0.02600000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAH0 30506000.00000000 PA USD 30105843.65000000 0.425705984529 Long DBT CORP FR N 2 2027-01-26 Variable 0.01247000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST 2025-A N/A 58768YAB1 15125000.00000000 PA USD 15194012.35000000 0.214848056131 Long ABS-CBDO CORP US N 2 2028-04-17 Fixed 0.04570000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 230106338.55600000 NS USD 230152359.82000000 3.254425887146 Long STIV RF US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 21044000.00000000 PA USD 20598384.04000000 0.291267551223 Long DBT CORP FR N 2 2027-06-09 Variable 0.01792000 N N N N N N CAPTIAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NGB1 20829000.00000000 PA USD 20844898.78000000 0.294753346251 Long ABS-CBDO CORP US N 2 2027-10-15 Fixed 0.04950000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABE0 27404000.00000000 PA USD 27429329.52000000 0.387859243010 Long DBT CORP DK N 2 2026-09-22 Variable 0.06259000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EM6 10569000.00000000 PA USD 10584719.06000000 0.149671216684 Long DBT CORP US N 2 2026-02-20 Variable 0.04841206 N N N N N N ALLY AUTO RECEIVABLES TRUST 2022-2 N/A 02008MAC3 2652187.32000000 PA USD 2654040.40000000 0.037528955992 Long ABS-CBDO CORP US N 2 2027-05-17 Fixed 0.04760000 N N N N N N PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC N/A 69701CAC4 23100000.00000000 PA USD 23107438.20000000 0.326746356728 Long ABS-CBDO CORP KY N 2 2030-04-15 Variable 0.05917550 N N N N N N ENTERPRISE FLEET FINANCING 2024-4 LLC N/A 29374MAB4 21602842.62000000 PA USD 21659744.51000000 0.306275518084 Long ABS-CBDO CORP US N 2 2027-07-20 Fixed 0.04690000 N N N N N N SREIT TR 2021-MFP N/A 78472UAA6 4497868.18100000 PA USD 4496462.60000000 0.063581378428 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.05208380 N N N N N N BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 06279JAB5 3933000.00000000 PA USD 3829893.30000000 0.054155881392 Long DBT CORP IE N 2 2027-09-30 Variable 0.02029000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 6815000.00000000 PA USD 6710031.01000000 0.094881923607 Long DBT CORP GB N 2 2026-03-25 Fixed 0.01668000 N N N N N N DELL EQUIPMENT FINANCE TRUST 2023 N/A 24702HAE3 3136120.55000000 PA USD 3140335.50000000 0.044405319821 Long ABS-CBDO CORP US N 2 2028-09-22 Fixed 0.05650000 N N N N N N PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC N/A 69701CAA8 954491.98000000 PA USD 954484.34000000 0.013496705171 Long ABS-CBDO CORP KY N 2 2030-04-15 Variable 0.05367550 N N N N N N ARI FLEET LEASE TRUST N/A 00218KAB9 7358415.08000000 PA USD 7399705.35000000 0.104634133089 Long ABS-CBDO CORP US N 2 2032-11-15 Fixed 0.05300000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 11731000.00000000 PA USD 11751530.31000000 0.166170290343 Long DBT CORP US N 2 2026-06-15 Fixed 0.05250000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WGB1 32000000.00000000 PA USD 32064960.00000000 0.453408498509 Long DBT CORP US N 2 2026-05-20 Variable 0.04996629 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65558RAM1 20421000.00000000 PA USD 20492276.03000000 0.289767150989 Long DBT CORP FI N 2 2028-03-17 Variable 0.05057068 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAV9 22000000.00000000 PA USD 22061233.26000000 0.311952693771 Long DBT CORP US N 2 2026-07-31 Variable 0.04983832 N N N N N N ARI FLEET LEASE TRUST 2024-B N/A 04033HAB1 1079773.68000000 PA USD 1087818.43000000 0.015382090637 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.05540000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAW3 18000000.00000000 PA USD 18165520.98000000 0.256866111549 Long DBT CORP GB N 2 2027-08-07 Variable 0.05912046 N N N N N N GS MTG SECS CORP TR 2012-BWTR N/A 36254KAM4 809586.60100000 PA USD 802074.37000000 0.011341580834 Long ABS-MBS CORP US N 2 2050-11-10 Fixed 0.03313000 N N N N N N OPEN TR 2023-AIR N/A 68373BAA9 245811.67000000 PA USD 245965.13000000 0.003478023371 Long ABS-MBS CORP US N 2 2040-11-15 Variable 0.07452188 N N N N N N CANADIAN IMPRL BK COMM NY BRH 549300H8L46OOZOFHU82 13606DAF9 20000000.00000000 PA USD 20003840.00000000 0.282860513745 Long DBT CORP US N 2 2025-09-23 Variable 0.04690000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CH1 6000000.00000000 PA USD 6028030.14000000 0.085238219375 Long DBT CORP US N 2 2026-03-02 Fixed 0.05400000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR 2024-B N/A 98164HAB4 3328899.61000000 PA USD 3332529.44000000 0.047123001857 Long ABS-CBDO CORP US N 2 2027-09-15 Fixed 0.05480000 N N N N N N MARLETTE FUNDING TRUST 2024-1 N/A 57108VAA0 64644.44000000 PA USD 64679.65000000 0.000914590350 Long ABS-CBDO CORP US N 2 2034-07-17 Fixed 0.05950000 N N N N N N AMERICAN EXPRESS CR ACC MST TR N/A 02582JKD1 12156000.00000000 PA USD 12301658.05000000 0.173949267537 Long ABS-CBDO CORP US N 2 2028-09-15 Fixed 0.05230000 N N N N N N SBNA AUTO LEASE TRUST 2024-C N/A 78398DAB3 2051757.08000000 PA USD 2052726.74000000 0.029026193983 Long ABS-CBDO CORP US N 2 2026-11-20 Fixed 0.04940000 N N N N N N MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH JBONEPAGQXF4QP29B387 60683DK99 23000000.00000000 PA USD 23011879.50000000 0.325395127016 Long DBT CORP US N 2 2025-11-12 Variable 0.04740000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAP5 12550000.00000000 PA USD 12523414.96000000 0.177084979155 Long DBT CORP US N 2 2025-12-15 Fixed 0.03850000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAV7 13279000.00000000 PA USD 13007043.56000000 0.183923637845 Long DBT CORP IE N 2 2026-10-29 Fixed 0.02450000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TML6 22559000.00000000 PA USD 22659131.28000000 0.320407157569 Long DBT CORP US N 2 2026-08-07 Variable 0.05124272 N N N N N N TOYOTA AUTO RECEIVABLES 2022-C OWNER TR N/A 89231CAD9 2002943.18000000 PA USD 1999323.46000000 0.028271055009 Long ABS-CBDO CORP US N 2 2027-04-15 Fixed 0.03760000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A3D5 26561000.00000000 PA USD 26809485.86000000 0.379094461043 Long DBT CORP CA N 2 2028-02-01 Variable 0.04950000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAA6 7914000.00000000 PA USD 7696365.00000000 0.108828992726 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.05658340 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 5044000.00000000 PA USD 4984990.29000000 0.070489311774 Long DBT CORP US N 2 2026-05-15 Fixed 0.03125000 N N N N N N ENTERPRISE FLEET FING 2023-3 LLC N/A 29374LAB6 2549112.34000000 PA USD 2587128.27000000 0.036582797681 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.06400000 N N N N N N DLLAD 2024-1 LLC N/A 23346MAB2 4565108.18000000 PA USD 4588348.69000000 0.064880676294 Long ABS-CBDO CORP US N 2 2027-08-20 Fixed 0.05500000 N N N N N N PALMER SQUARE LN FDG 2022-2 LTD / PALMER SQUARE FDG 2022-2 LLC N/A 69701NAA4 1658056.39100000 PA USD 1659018.06000000 0.023459030904 Long ABS-CBDO CORP KY N 2 2030-10-15 Variable 0.05587550 N N N N N N NXP BV/NXP FDG LLC N/A 62947QBB3 15000000.00000000 PA USD 15030106.95000000 0.212530382842 Long DBT CORP NL N 2 2026-03-01 Fixed 0.05350000 N N N N N N MIZUHO BANK LTD NY BRANCH RB0PEZSDGCO3JS6CEU02 60710TWC1 19800000.00000000 PA USD 19808373.42000000 0.280096555563 Long DBT CORP US N 2 2025-11-17 Variable 0.04690000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJH4 23300000.00000000 PA USD 23335267.35000000 0.329967931707 Long DBT CORP US N 2 2026-10-21 Variable 0.05727000 N N N N N N UBS COML MTG TR 2017-C7 N/A 90276WAQ0 3425639.46100000 PA USD 3396746.25000000 0.048031047505 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 0.03586000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMH1 680000000.00000000 PA USD 683373439.20000000 9.663112786938 Long DBT UST US N 2 2027-01-31 Fixed 0.04125000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2024-2 N/A 17331XAB7 2026086.57000000 PA USD 2027837.11000000 0.028674246880 Long ABS-CBDO CORP US N 2 2026-11-16 Fixed 0.05540000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 24220000.00000000 PA USD 23620901.83000000 0.334006892014 Long DBT CORP US N 2 2027-07-20 Variable 0.01512000 N N N N N N BARCLAYS BANK PLC NY BRANCH G5GSEF7VJP5I7OUK5573 06745GCH2 19000000.00000000 PA USD 19010197.30000000 0.268810097195 Long DBT CORP US N 2 2025-12-31 Variable 0.04680000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A3A8 31000000.00000000 PA USD 31147003.24000000 0.440428304669 Long DBT CORP CA N 2 2026-12-17 Fixed 0.04568000 N N N N N N MMAF EQUIPMENT FINANCE LLC 2023-A N/A 55317WAB7 1984219.59000000 PA USD 1988714.05000000 0.028121034655 Long ABS-CBDO CORP US N 2 2026-11-13 Fixed 0.05790000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AN1 10274000.00000000 PA USD 10243558.96000000 0.144847106855 Long DBT CORP US N 2 2025-10-01 Fixed 0.01230000 N N N N N N BX COML MTG TR 2024-MDHS N/A 12433BAA5 7782088.80000000 PA USD 7801544.02000000 0.110316256753 Long ABS-MBS CORP US N 2 2041-05-15 Floating 0.06004400 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAM3 20000000.00000000 PA USD 19761335.20000000 0.279431420515 Long DBT CORP KY N 2 2026-02-21 Fixed 0.02125000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05610HAA1 4810912.79800000 PA USD 4810912.80000000 0.068027801971 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.05376000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 11365000.00000000 PA USD 11212048.69000000 0.158541852593 Long DBT CORP US N 2 2026-03-01 Fixed 0.01750000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368EDC3 20600000.00000000 PA USD 20313509.21000000 0.287239332603 Long DBT CORP CA N 2 2027-01-22 Variable 0.00949000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBB5 17900000.00000000 PA USD 18099941.39000000 0.255938795767 Long DBT CORP NL N 2 2027-09-18 Variable 0.06138367 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 N/A 36268GAB1 797172.09000000 PA USD 797449.59000000 0.011276185008 Long ABS-CBDO CORP US N 2 2027-02-16 Fixed 0.05120000 N N N N N N GLAXOSMITHKLINE CAP PLC 549300U0LV41VX7LEP38 377373AN5 25080000.00000000 PA USD 25165057.06000000 0.355841726809 Long DBT CORP GB N 2 2027-03-12 Variable 0.04855366 N N N N N N CFMT 2024-HB13 LLC N/A 12530VAA3 1832688.79000000 PA USD 1802734.41000000 0.025491224752 Long ABS-CBDO CORP US N 2 2034-05-25 Variable 0.03000000 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAP9 22742000.00000000 PA USD 22761668.65000000 0.321857067844 Long DBT CORP US N 2 2025-10-14 Fixed 0.05450000 N N N N N N ENTERPRISE FLEET FING 2022-3 LLC N/A 29374FAB9 214198.44000000 PA USD 214129.70000000 0.003027860498 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.04380000 N N N N N N SUMITOMO MITSUI TRUST BANK LTC NY 5493006GGLR4BTEL8O61 86564PV32 19800000.00000000 PA USD 19809783.18000000 0.280116490007 Long DBT CORP US N 2 2025-11-19 Variable 0.04690000 N N N N N N CSAIL 2017-CX10 COML MTG TR N/A 12595JAL8 571320.70700000 PA USD 566321.88000000 0.008007967366 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 0.03326900 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBM6 20000000.00000000 PA USD 19721111.60000000 0.278862646311 Long DBT CORP US N 2 2026-07-15 Fixed 0.02650000 N N N N N N TRINITY ACQ PLC 549300FJZWZN6MJNGB63 89641UAC5 5715000.00000000 PA USD 5707872.54000000 0.080711091423 Long DBT CORP GB N 2 2026-03-15 Fixed 0.04400000 N N N N N N TOYOTA LEASE OWNER TRUST 2023-B N/A 89240HAD7 3997367.23000000 PA USD 4007897.09000000 0.056672910296 Long ABS-CBDO CORP US N 2 2026-11-20 Fixed 0.05660000 N N N N N N WOART 2025-B N/A 98164TAB8 23600000.00000000 PA USD 23646057.76000000 0.334362604681 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.04380000 N N N N N N FLATIRON RR CLO 22 LLC N/A 33883QAQ8 18300000.00000000 PA USD 18278387.70000000 0.258462082042 Long ABS-CBDO CORP US N 2 2034-10-15 Variable 0.05227550 N N N N N N MHP COML MTG TR 2021-STOR N/A 55293BAB1 2275000.00000000 PA USD 2275000.00000000 0.032169206950 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.05178480 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDW3 28456000.00000000 PA USD 29015114.30000000 0.410282732578 Long DBT CORP US N 2 2027-10-22 Variable 0.06070000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 24446000.00000000 PA USD 23983037.50000000 0.339127602921 Long DBT CORP GB N 2 2027-05-11 Variable 0.01627000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CX5 13000000.00000000 PA USD 12677278.77000000 0.179260661241 Long DBT CORP GB N 2 2027-11-22 Variable 0.02251000 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2024-P4 N/A 14076LAB9 5450439.21000000 PA USD 5453938.94000000 0.077120391409 Long ABS-CBDO CORP US N 2 2028-02-10 Fixed 0.04620000 N N N N N N MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH JBONEPAGQXF4QP29B387 60683D6Z7 20000000.00000000 PA USD 19999250.00000000 0.282795609718 Long DBT CORP US N 2 2026-07-23 Variable 0.04700000 N N N N N N CAPTIAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NFV8 20308000.00000000 PA USD 19930029.53000000 0.281816810762 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.02060000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJV4 575100000.00000000 PA USD 575333634.38000000 8.135396373674 Long DBT UST US N 2 2026-01-31 Fixed 0.04250000 N N N N N N COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR N/A 12515DAP9 738829.80800000 PA USD 733369.86000000 0.010370077713 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 0.03317000 N N N N N N MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH JBONEPAGQXF4QP29B387 60683DG52 23200000.00000000 PA USD 23201911.68000000 0.328082241093 Long DBT CORP US N 2 2025-09-09 Variable 0.04720000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCP9 17000000.00000000 PA USD 16506966.51000000 0.233413635951 Long DBT CORP US N 2 2027-09-22 Variable 0.01470000 N N N N N N MORGAN STANLEY BK NA SALT LAKE G1MLHIS0N32I3QPILB75 61690U8G8 18500000.00000000 PA USD 18514950.96000000 0.261807160050 Long DBT CORP US N 2 2027-10-15 Variable 0.04447000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BF9 24835000.00000000 PA USD 25252729.17000000 0.357081437688 Long DBT CORP NL N 2 2027-09-11 Variable 0.06083000 N N N N N N VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC N/A 92918UAL5 13911000.00000000 PA USD 13928305.28000000 0.196950564846 Long ABS-CBDO CORP KY N 2 2035-04-20 Variable 0.05575490 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2024-1 N/A 17331QAB2 423918.40000000 PA USD 424115.18000000 0.005997120437 Long ABS-CBDO CORP US N 2 2026-10-15 Fixed 0.05430000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DM6 2897000.00000000 PA USD 2865585.45000000 0.040520268736 Long DBT CORP US N 2 2026-04-15 Fixed 0.02500000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBQ9 26050000.00000000 PA USD 26171170.01000000 0.370068476569 Long DBT CORP US N 2 2027-04-26 Variable 0.04947000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89120FC69 27000000.00000000 PA USD 27032737.50000000 0.382251308608 Long DBT CORP CA N 2 2026-04-27 Variable 0.04810000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 N/A 587918AB9 1032369.90000000 PA USD 1032603.53000000 0.014601334793 Long ABS-CBDO CORP US N 2 2027-05-17 Fixed 0.05060000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86959LAH6 8330000.00000000 PA USD 8149106.39000000 0.115230896669 Long DBT CORP SE N 2 2027-06-11 Variable 0.01418000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 N/A 379931AB4 2387172.39000000 PA USD 2389640.01000000 0.033790252316 Long ABS-CBDO CORP US N 2 2027-03-16 Fixed 0.05330000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23341CAC7 11900000.00000000 PA USD 11915198.92000000 0.168484615348 Long DBT CORP NO N 2 2026-10-09 Variable 0.05896000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CZ4 10395000.00000000 PA USD 10462933.61000000 0.147949132576 Long DBT CORP US N 2 2028-04-24 Variable 0.05303560 N N N N N N PALMER SQUARE LOAN FUNDING 2022-3 LTD N/A 69690CAL7 3307215.07000000 PA USD 3305098.45000000 0.046735119134 Long ABS-CBDO CORP KY N 2 2031-04-15 Variable 0.05417550 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849CJN2 20150000.00000000 PA USD 20207959.46000000 0.285746826339 Long DBT CORP US N 2 2028-01-14 Variable 0.05319892 N N N N N N SFUEL 25-BA N/A 858933AB0 21000000.00000000 PA USD 21039057.90000000 0.297498816542 Long ABS-CBDO CORP US N 2 2028-05-22 Fixed 0.04310000 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 N/A 30185EAB9 9915000.00000000 PA USD 9942206.76000000 0.140585893103 Long ABS-CBDO CORP US N 2 2029-06-15 Fixed 0.04540000 N N N N N N DBJPM 2017-C6 MTG TR N/A 23312JAD5 1312764.72100000 PA USD 1300652.23000000 0.018391626706 Long ABS-MBS CORP US N 2 2050-06-10 Fixed 0.03121000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 N/A 14043NAB5 12336520.92000000 PA USD 12348526.82000000 0.174612006509 Long ABS-CBDO CORP US N 2 2027-10-15 Fixed 0.04610000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 25000000.00000000 PA USD 24395679.75000000 0.344962492563 Long DBT CORP FR N 2 2028-01-20 Variable 0.02591000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AF0 18982000.00000000 PA USD 18570167.48000000 0.262587938802 Long DBT CORP US N 2 2026-04-15 Fixed 0.00875000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 7905000.00000000 PA USD 7732014.89000000 0.109333093249 Long DBT CORP US N 2 2026-06-29 Fixed 0.01608000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 N/A 61767EAC8 2036061.13800000 PA USD 2014299.31000000 0.028482818182 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 0.03354000 N N N N N N CFMT 2023-HB12 LLC N/A 12530QAA4 75901.90000000 PA USD 75811.30000000 0.001071995340 Long ABS-CBDO CORP US N 2 2033-04-25 Fixed 0.04250000 N N N N N N VOYA CLO 2017-1 LTD N/A 92916MAF8 580652.57000000 PA USD 580260.63000000 0.008205065622 Long ABS-CBDO CORP KY N 2 2030-04-17 Variable 0.05534010 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAA3 2838974.93000000 PA USD 2844298.01000000 0.040219257720 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.06124520 N N N N N N DEXT ABS 2025-1 LLC N/A 252154AB5 4800000.00000000 PA USD 4808128.80000000 0.067988435346 Long ABS-CBDO CORP US N 2 2027-08-16 Fixed 0.04590000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B N/A 44935DAB5 18750000.00000000 PA USD 18816504.38000000 0.266071219116 Long ABS-CBDO CORP US N 2 2027-09-15 Fixed 0.04580000 N N N N N N WOART 2025-C N/A 981936AB3 22068000.00000000 PA USD 22084107.43000000 0.312276141643 Long ABS-CBDO CORP US N 2 2028-10-16 Fixed 0.04190000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBU0 8258794.54000000 PA USD 8319840.25000000 0.117645126505 Long ABS-CBDO CORP US N 2 2039-06-21 Variable 0.05359930 N N N N N N 2025-09-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer