NPORT-P false 0000035315 XXXXXXXX S000069441 C000221556 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity SAI Short-Term Bond Fund S000069441 549300TSVUJIN4TNR995 2026-08-31 2026-02-28 N 3876914054.34 28925125.21 3847988929.13 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2861167.68000000 0.00000000 0.00000000 0.00000000 USD N Bloomberg US 1-3 Year Government/Credit Bond Index 19808151 CWABS INC N/A 1266713Y0 44304.70120000 PA USD 43889.29000000 0.001140577345 Long ABS-CBDO CORP US N 2 2034-07-25 Variable 0.04288210 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283G3U9 66.71410000 PA USD 67.74000000 0.000001760400 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283GYN1 1.09850000 PA USD 1.10000000 0.000000028586 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HCS2 23.74050000 PA USD 23.98000000 0.000000623182 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FFB47 33.30660000 PA USD 33.50000000 0.000000870584 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FPPS7 298.59930000 PA USD 303.20000000 0.000007879440 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FQ4A7 665.02060000 PA USD 677.09000000 0.000017595944 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374CNW2 318298.13300000 PA USD 330092.10000000 0.008578301707 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.05500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AFZS4 83947.77030000 PA USD 84618.48000000 0.002199031274 Long ABS-CBDO USGSE US N 2 2034-10-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385HX98 40.16960000 PA USD 42.18000000 0.000001096156 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.07500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 313920NH9 8087.45060000 PA USD 8276.29000000 0.000215080920 Long ABS-CBDO USGSE US N 2 2031-08-25 Fixed 0.06000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 51471559.99100000 NS USD 51481854.30000000 1.337889875676 Long STIV RF US N 1 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200Q3K8 138.94300000 PA USD 144.17000000 0.000003746632 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200QJD7 273.60200000 PA USD 284.26000000 0.000007387235 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WBY6 115.23100000 PA USD 117.75000000 0.000003060039 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201DAT9 110.88040000 PA USD 115.00000000 0.000002988574 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FXA0 993.54570000 PA USD 1029.06000000 0.000026742800 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201GZR9 497.69980000 PA USD 518.80000000 0.000013482367 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201JFJ3 276.28450000 PA USD 286.13000000 0.000007435832 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201M3F7 367.04060000 PA USD 382.45000000 0.000009938957 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201MEE8 432.71580000 PA USD 447.70000000 0.000011634648 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201VEZ1 6909.76720000 PA USD 7134.00000000 0.000185395543 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KBA7 81.80850000 PA USD 83.24000000 0.000002163207 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PNT1 74.76990000 PA USD 75.87000000 0.000001971679 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QTR7 527.80360000 PA USD 536.31000000 0.000013937410 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208V5C5 1390.77640000 PA USD 1410.16000000 0.000036646675 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208VTU9 52.58990000 PA USD 53.13000000 0.000001380721 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XSV4 1156.61820000 PA USD 1177.54000000 0.000030601439 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YFM6 232.32400000 PA USD 233.88000000 0.000006077980 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209AR93 24.47480000 PA USD 24.76000000 0.000000643452 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CTR7 83.50530000 PA USD 83.95000000 0.000002181659 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DE59 121.83760000 PA USD 123.09000000 0.000003198813 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DT38 69.27490000 PA USD 70.09000000 0.000001821470 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EX49 161.62660000 PA USD 164.55000000 0.000004276259 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209GZR1 31.35050000 PA USD 32.02000000 0.000000832122 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209KCT3 192.36210000 PA USD 194.90000000 0.000005064983 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209L3H7 99.66160000 PA USD 101.20000000 0.000002629945 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMH6 173.79670000 PA USD 179.05000000 0.000004653079 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LML7 107.15830000 PA USD 110.40000000 0.000002869031 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMQ6 99.13090000 PA USD 102.56000000 0.000002665288 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MDU5 123.54410000 PA USD 125.62000000 0.000003264562 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MHV9 414.51150000 PA USD 421.74000000 0.000010960010 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209PCT2 289.21120000 PA USD 294.07000000 0.000007642173 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209TWN5 275.66230000 PA USD 280.47000000 0.000007288742 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210APY7 652.59970000 PA USD 662.65000000 0.000017220683 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210AR90 422.41340000 PA USD 430.87000000 0.000011197277 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210ASL2 44.37680000 PA USD 45.15000000 0.000001173340 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BDW2 313.34240000 PA USD 318.60000000 0.000008279649 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210CMD2 365.60210000 PA USD 374.50000000 0.000009732356 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210CNJ8 612.20820000 PA USD 624.46000000 0.000016228217 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210RKU3 257.57210000 PA USD 262.06000000 0.000006810310 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210VZL8 114.19700000 PA USD 116.77000000 0.000003034572 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CD73 251.20600000 PA USD 257.32000000 0.000006687129 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VD22 239.60960000 PA USD 248.04000000 0.000006445964 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E2H8 202.85030000 PA USD 208.98000000 0.000005430888 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EXC5 512.99000000 PA USD 530.20000000 0.000013778625 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213M7E2 1540.92890000 PA USD 1598.18000000 0.000041532863 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225A2E9 1034.66400000 PA USD 1044.57000000 0.000027145868 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BBU1 99.98130000 PA USD 101.66000000 0.000002641899 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BC89 99.90170000 PA USD 101.44000000 0.000002636182 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BG51 82.73150000 PA USD 84.54000000 0.000002196991 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BLH9 77.63730000 PA USD 78.94000000 0.000002051461 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BPH5 1003.83700000 PA USD 1035.86000000 0.000026919516 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N SEQUOIA MTG TR N/A 81744FCU9 523.01570000 PA USD 491.63000000 0.000012776284 Long ABS-CBDO CORP US N 2 2034-07-20 Variable 0.04927650 N N N N N N TERWIN MORTGAGE TRUST N/A 881561BU7 64278.78030000 PA USD 69157.97000000 0.001797249713 Long ABS-CBDO CORP US N 2 2034-09-25 Variable 0.04648210 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ANWT0 612266.31310000 PA USD 609228.74000000 0.015832393263 Long ABS-CBDO USGSE US N 2 2045-05-25 Variable 0.04081690 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ASU95 605080.37650000 PA USD 604880.28000000 0.015719387221 Long ABS-CBDO USGSE US N 2 2046-07-25 Variable 0.04131690 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 14900000.00000000 PA USD 14879321.04000000 0.386677854693 Long DBT CORP US N 2 2028-01-10 Variable 0.03887000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HRY8 11100000.00000000 PA USD 11076050.42000000 0.287839976257 Long DBT CORP US N 2 2028-02-01 Variable 0.03782000 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAN4 4822000.00000000 PA USD 4816538.80000000 0.125170287355 Long DBT CORP US N 2 2026-06-15 Fixed 0.03950000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAE1 2500000.00000000 PA USD 2500017.33000000 0.064969452252 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAH3 8579380.00000000 PA USD 8558333.92000000 0.222410565041 Long ABS-CBDO CORP US N 2 2047-07-25 Fixed 0.04118000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 11938000.00000000 PA USD 11915535.55000000 0.309656180655 Long DBT CORP US N 2 2027-10-01 Fixed 0.03900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 10000000.00000000 PA USD 9923792.10000000 0.257895547070 Long DBT CORP US N 2 2028-10-27 Variable 0.03520000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 11150000.00000000 PA USD 11051567.24000000 0.287203717150 Long DBT CORP US N 2 2028-02-15 Fixed 0.03750000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAE5 8800000.00000000 PA USD 8781951.11000000 0.228221839296 Long DBT CORP IE N 2 2028-01-23 Fixed 0.03875000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 10000000.00000000 PA USD 10058729.20000000 0.261402238552 Long DBT CORP US N 2 2028-03-25 Fixed 0.04300000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 11160000.00000000 PA USD 11176551.73000000 0.290451764177 Long DBT CORP US N 2 2029-04-23 Variable 0.04075000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAW9 8000000.00000000 PA USD 8046407.84000000 0.209106834458 Long DBT CORP CA N 2 2028-05-15 Fixed 0.04250000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 11000000.00000000 PA USD 11199428.79000000 0.291046284078 Long DBT CORP GB N 2 2029-05-18 Variable 0.04892000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 10000000.00000000 PA USD 10035846.00000000 0.260807559086 Long DBT CORP US N 2 2028-12-15 Fixed 0.04375000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 10000000.00000000 PA USD 10319004.00000000 0.268166156141 Long DBT CORP US N 2 2028-09-01 Fixed 0.05625000 N N N N N N CSAIL 2018-CX12 COML MTG TR N/A 12595XAU7 1022044.46000000 PA USD 1012741.10000000 0.026318711375 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 0.04162800 N N N N N N WELLS FARGO COML MTG TR 2018-C47 N/A 95002DBD0 1901281.31200000 PA USD 1908215.67000000 0.049589946986 Long ABS-MBS CORP US N 2 2061-09-15 Fixed 0.04175000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 14000000.00000000 PA USD 13928310.76000000 0.361963379222 Long DBT CORP US N 2 2027-08-15 Fixed 0.03557000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 2653000.00000000 PA USD 2666329.73000000 0.069291512504 Long DBT CORP US N 2 2028-04-20 Fixed 0.04350000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAB9 2698000.00000000 PA USD 2689320.97000000 0.069888999670 Long DBT CORP GB N 2 2026-07-26 Fixed 0.03500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2019-BROOK N/A 46591JAA4 612566.71000000 PA USD 600494.00000000 0.015605398327 Long ABS-MBS CORP US N 2 2029-09-15 Variable 0.05274480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4QF6 235979.78870000 PA USD 240493.33000000 0.006249844644 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4ET9 88756.60690000 PA USD 90454.24000000 0.002350688675 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X46L5 174127.48570000 PA USD 177457.99000000 0.004611707394 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4V45 1588865.71260000 PA USD 1596415.68000000 0.041487013330 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.04500000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAA6 802301.21000000 PA USD 776248.24000000 0.020172829347 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03112000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 12350000.00000000 PA USD 12287776.62000000 0.319329832967 Long DBT CORP US N 2 2026-10-05 Fixed 0.03244000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 5000000.00000000 PA USD 5052573.75000000 0.131304269400 Long DBT CORP US N 2 2027-05-01 Fixed 0.05040000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 8000000.00000000 PA USD 8035649.76000000 0.208827257770 Long DBT CORP US N 2 2027-12-01 Fixed 0.04250000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAA3 3583868.87000000 PA USD 3037118.49000000 0.078927422763 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 0.01690000 N N N N N N OCEANVIEW MTG LN TR 2020-1 N/A 676477AA0 472962.44130000 PA USD 451035.90000000 0.011721340895 Long ABS-CBDO CORP US N 2 2050-05-28 Fixed 0.01732910 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 9200000.00000000 PA USD 8969917.84000000 0.233106643631 Long DBT CORP US N 2 2027-10-15 Fixed 0.02375000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AR9 10000000.00000000 PA USD 10103368.70000000 0.262562312056 Long DBT CORP US N 2 2029-02-01 Fixed 0.06000000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 959802AZ2 8000000.00000000 PA USD 7990818.24000000 0.207662194127 Long DBT CORP US N 2 2026-03-15 Fixed 0.01350000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAE5 2180097.07000000 PA USD 1782847.85000000 0.046331938132 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 0.01530000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 5000000.00000000 PA USD 4909342.00000000 0.127582019865 Long DBT CORP US N 2 2029-04-15 Fixed 0.03375000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2021-1 A N/A 345340AA1 4343000.00000000 PA USD 4328262.90000000 0.112481168208 Long ABS-CBDO CORP US N 2 2033-10-17 Fixed 0.01370000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAU4 2600000.00000000 PA USD 2580418.46000000 0.067058884719 Long DBT CORP NL N 2 2027-06-16 Variable 0.01542000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAY7 3570000.00000000 PA USD 3364826.39000000 0.087443764833 Long DBT CORP US N 2 2028-07-15 Fixed 0.02450000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 4900000.00000000 PA USD 4859673.25000000 0.126291248220 Long DBT CORP US N 2 2026-06-29 Fixed 0.01608000 N N N N N N MHP COML MTG TR 2021-STOR N/A 55293BAB1 995000.00000000 PA USD 994252.26000000 0.025838230782 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.04474480 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAR2 1756000.00000000 PA USD 1709744.41000000 0.044432155120 Long DBT CORP KY N 2 2027-11-18 Fixed 0.02528000 N N N N N N BLOX 2021-BLOX N/A 055522AA4 2278000.00000000 PA USD 2263932.21000000 0.058834166409 Long ABS-MBS CORP US N 2 2026-09-15 Variable 0.04774480 N N N N N N TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC N/A 87232BAF9 260347.34000000 PA USD 260469.44000000 0.006768975815 Long ABS-CBDO CORP KY N 2 2030-07-15 Variable 0.04863800 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAA6 2267000.00000000 PA USD 2262749.38000000 0.058803427496 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.04463580 N N N N N N BX 2021-BXMF N/A 05609RAA2 1385896.81000000 PA USD 1385463.72000000 0.036004878015 Long ABS-MBS CORP US N 2 2026-10-15 Variable 0.04410410 N N N N N N BX TR 2021-ACNT N/A 05609QAA4 1555364.76000000 PA USD 1554878.71000000 0.040407567137 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.04624480 N N N N N N SREIT TR 2021-MFP N/A 78472UAA6 2024963.36300000 PA USD 2024330.56000000 0.052607494389 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.04504930 N N N N N N LEGACY MORTGAGE ASSET TRUST 21-GS5 N/A 52475XAA2 2405010.36750000 PA USD 2415842.29000000 0.062781944919 Long ABS-CBDO CORP US N 2 2067-07-25 Variable 0.06250000 N N N N N N CSMC 2021-RPL9 TR N/A 12658XAC1 3219071.38000000 PA USD 3226251.84000000 0.083842544753 Long ABS-CBDO CORP US N 2 2061-02-25 Variable 0.03875230 N N N N N N BENCHMARK 2021-B31 MORTGAGE TRUST N/A 08163MAA5 727240.49000000 PA USD 718673.60000000 0.018676602589 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 0.01357000 N N N N N N GCAT 2021-NQM7 TR N/A 36167YAA6 931092.99000000 PA USD 878868.17000000 0.022839675118 Long ABS-CBDO CORP US N 2 2066-08-25 Fixed 0.01915000 N N N N N N ANGEL OAK MTG TR 2021-8 N/A 03465MAA1 1979715.61000000 PA USD 1797666.11000000 0.046717029157 Long ABS-CBDO CORP US N 2 2066-11-25 Fixed 0.01820000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBC9 3779000.00000000 PA USD 3724527.11000000 0.096791523535 Long DBT CORP US N 2 2028-01-06 Variable 0.02490000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05610HAA1 384137.76100000 PA USD 384017.72000000 0.009979699190 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.04672550 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZR8 13500000.00000000 PA USD 13438125.05000000 0.349224628695 Long DBT CORP US N 2 2028-03-15 Variable 0.03615000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABC4 12000000.00000000 PA USD 12044366.28000000 0.313004182231 Long DBT CORP DK N 2 2028-04-01 Variable 0.04298000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAA6 3413000.00000000 PA USD 3297811.25000000 0.085702202130 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.04954890 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAG7 4000000.00000000 PA USD 4008903.32000000 0.104181778945 Long DBT CORP US N 2 2028-06-06 Variable 0.04123000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBQ2 4500000.00000000 PA USD 4535183.84000000 0.117858546984 Long DBT CORP US N 2 2027-06-09 Fixed 0.04750000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 10000000.00000000 PA USD 10238916.70000000 0.266084879363 Long DBT CORP GB N 2 2028-09-30 Variable 0.05516000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3A9 15300000.00000000 PA USD 15467968.30000000 0.401975384671 Long DBT CORP US N 2 2028-07-25 Variable 0.04808000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 9100000.00000000 PA USD 9123925.36000000 0.237108929574 Long DBT CORP CH N 2 2027-08-05 Variable 0.04703000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBY0 4000000.00000000 PA USD 4078221.68000000 0.105983196810 Long DBT CORP GB N 2 2028-08-09 Variable 0.05501000 N N N N N N ENTERPRISE FLEET FING 2022-3 LLC N/A 29374FAB9 1535.19000000 PA USD 1535.61000000 0.000039906819 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.04380000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 12700000.00000000 PA USD 13156140.19000000 0.341896518734 Long DBT CORP US N 2 2028-10-18 Variable 0.06296000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 10000000.00000000 PA USD 10536693.90000000 0.273823394351 Long DBT CORP GB N 2 2028-11-03 Variable 0.07390000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 10400000.00000000 PA USD 10952239.17000000 0.284622418923 Long DBT CORP GB N 2 2028-11-02 Variable 0.07385000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBR0 8000000.00000000 PA USD 8385791.76000000 0.217926608273 Long DBT CORP US N 2 2027-11-15 Fixed 0.07100000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEB8 8300000.00000000 PA USD 8574340.73000000 0.222826543628 Long DBT CORP US N 2 2028-01-09 Fixed 0.06000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CS6 10500000.00000000 PA USD 10981547.43000000 0.285384070283 Long DBT CORP US N 2 2029-01-18 Variable 0.06720000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAL6 13200000.00000000 PA USD 13415238.41000000 0.348629859832 Long DBT CORP US N 2 2029-01-26 Variable 0.04873000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCX1 8000000.00000000 PA USD 8202259.12000000 0.213157035299 Long DBT CORP US N 2 2029-02-01 Variable 0.05468000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJK7 10000000.00000000 PA USD 10127522.90000000 0.263190021762 Long DBT CORP US N 2 2029-02-01 Variable 0.04653000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 N/A 14043KAH8 2026173.21000000 PA USD 2033274.34000000 0.052839921773 Long ABS-CBDO CORP US N 2 2028-02-15 Fixed 0.04870000 N N N N N N HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST N/A 43815JAC7 633373.70000000 PA USD 634593.51000000 0.016491562779 Long ABS-CBDO CORP US N 2 2027-04-21 Fixed 0.05040000 N N N N N N ENTERPRISE FLEET FING 2023-1 LLC N/A 29375CAB5 39340.63000000 PA USD 39382.75000000 0.001023463183 Long ABS-CBDO CORP US N 2 2029-01-22 Fixed 0.05510000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AX7 10700000.00000000 PA USD 11090766.89000000 0.288222422004 Long DBT CORP GB N 2 2029-03-06 Variable 0.05871000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBY5 5000000.00000000 PA USD 5143674.55000000 0.133671760619 Long DBT CORP US N 2 2028-03-15 Fixed 0.05500000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 5000000.00000000 PA USD 5130952.45000000 0.133341143763 Long DBT CORP US N 2 2028-03-01 Fixed 0.05450000 N N N N N N BX 2021-LBA N/A 05609BCD9 310000.00000000 PA USD 309808.89000000 0.008051189743 Long ABS-MBS CORP US N 2 2036-02-15 Floating 0.04824480 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEF9 5000000.00000000 PA USD 5005386.65000000 0.130077989884 Long DBT CORP US N 2 2026-04-06 Fixed 0.05400000 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183CU6 1286249.34000000 PA USD 1292124.67000000 0.033579220049 Long ABS-CBDO CORP US N 2 2035-05-15 Fixed 0.05650000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 12000000.00000000 PA USD 11862704.64000000 0.308283232059 Long DBT CORP US N 2 2029-04-05 Fixed 0.03850000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BJ5 7326000.00000000 PA USD 7467087.04000000 0.194051676798 Long DBT CORP US N 2 2028-06-01 Fixed 0.04875000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCH6 8000000.00000000 PA USD 8184790.08000000 0.212703056862 Long DBT CORP US N 2 2028-06-01 Fixed 0.05450000 N N N N N N ENTERPRISE FLEET FING 2023-2 LLC N/A 29375NAB1 1559975.61000000 PA USD 1567219.67000000 0.040728279079 Long ABS-CBDO CORP US N 2 2030-04-22 Fixed 0.05560000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 N/A 92867WAD0 1702971.00000000 PA USD 1713694.10000000 0.044534798087 Long ABS-CBDO CORP US N 2 2028-06-20 Fixed 0.05020000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D26 10070000.00000000 PA USD 10122036.12000000 0.263047433514 Long DBT CORP US N 2 2026-06-10 Fixed 0.06950000 N N N N N N DELL EQUIP FIN TR 2023-2 N/A 24703GAC8 249451.23000000 PA USD 249743.11000000 0.006490224233 Long ABS-CBDO CORP US N 2 2029-01-22 Fixed 0.05650000 N N N N N N OCWEN LN INVT TR 2023-HB1 N/A 67578KAA4 21673.88000000 PA USD 21644.84000000 0.000562497460 Long ABS-CBDO CORP US N 2 2036-06-25 Fixed 0.03000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-B N/A 344930AD4 2188094.13000000 PA USD 2199420.80000000 0.057157669642 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.05230000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 N/A 78398AAD5 3222392.85000000 PA USD 3241196.48000000 0.084230920090 Long ABS-CBDO CORP US N 2 2028-10-20 Fixed 0.05470000 N N N N N N VERIZON MASTER TRUST N/A 92348KBS1 7552000.00000000 PA USD 7580675.70000000 0.197003573544 Long ABS-CBDO CORP US N 2 2029-06-20 Fixed 0.05160000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CJ9 6000000.00000000 PA USD 6036841.74000000 0.156883032960 Long DBT CORP US N 2 2026-10-01 Fixed 0.05300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHQ7 109372600.00000000 PA USD 111252441.56000000 2.891184034283 Long DBT UST US N 2 2028-07-31 Fixed 0.04125000 N N N N N N DLLAA 2023-1A N/A 23292HAC5 413982.71000000 PA USD 418275.92000000 0.010869987614 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.05640000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 5000000.00000000 PA USD 5267175.10000000 0.136881243605 Long DBT CORP GB N 2 2029-02-02 Fixed 0.05931000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAD4 394624.57000000 PA USD 396772.31000000 0.010311160382 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05150000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BC7 10200000.00000000 PA USD 10712375.78000000 0.278388944908 Long DBT CORP US N 2 2029-08-21 Variable 0.06208000 N N N N N N USAA AUTO OWNER TRUST 2023-A N/A 90291VAC4 1114945.58000000 PA USD 1121207.45000000 0.029137491574 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.05580000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BV3 8000000.00000000 PA USD 8069006.48000000 0.209694118891 Long DBT CORP US N 2 2026-09-12 Fixed 0.05700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLS6 16000000.00000000 PA USD 16686629.92000000 0.433645476307 Long DBT CORP US N 2 2029-09-15 Variable 0.05819000 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183CZ5 330871.00000000 PA USD 334349.25000000 0.008688934821 Long ABS-CBDO CORP US N 2 2035-10-15 Fixed 0.06160000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBD6 5050000.00000000 PA USD 5135668.15000000 0.133463693492 Long DBT CORP IE N 2 2027-01-15 Fixed 0.06100000 N N N N N N GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 N/A 379930AD2 3570995.84000000 PA USD 3606509.75000000 0.093724535502 Long ABS-CBDO CORP US N 2 2028-08-16 Fixed 0.05780000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 N/A 14044EAD0 4347904.64000000 PA USD 4395604.20000000 0.114231207026 Long ABS-CBDO CORP US N 2 2028-06-15 Fixed 0.05820000 N N N N N N ARI FLEET LEASE TR 2023-B N/A 04033GAB3 1376564.11000000 PA USD 1385529.40000000 0.036006584881 Long ABS-CBDO CORP US N 2 2032-07-15 Fixed 0.06050000 N N N N N N DELL EQUIPMENT FINANCE TRUST 2023-3 N/A 24702EAC4 1073435.73000000 PA USD 1077912.60000000 0.028012362297 Long ABS-CBDO CORP US N 2 2029-04-23 Fixed 0.05930000 N N N N N N CARMAX AUTO OWNER TR 2023-4 N/A 14318XAC9 914061.61000000 PA USD 924574.78000000 0.024027480250 Long ABS-CBDO CORP US N 2 2028-07-17 Fixed 0.06000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAQ8 2945000.00000000 PA USD 2992161.61000000 0.077759101315 Long DBT CORP FR N 2 2027-10-19 Variable 0.06612000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAJ6 7800000.00000000 PA USD 7923618.77000000 0.205915841129 Long DBT CORP GB N 2 2027-10-18 Variable 0.06557000 N N N N N N NISSAN AUTO RECEIVABLES 2023-B OWNER TR N/A 65480MAD5 1877800.25000000 PA USD 1891192.91000000 0.049147566295 Long ABS-CBDO CORP US N 2 2028-03-15 Fixed 0.05930000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 N/A 58769FAC9 1960077.99000000 PA USD 1984223.80000000 0.051565215923 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05950000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBG1 2488865.14000000 PA USD 2516179.19000000 0.065389460217 Long ABS-CBDO CORP US N 2 2038-08-18 Fixed 0.06460000 N N N N N N ENTERPRISE FLEET FING 2023-3 LLC N/A 29374LAB6 881523.88000000 PA USD 891791.78000000 0.023175528735 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.06400000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 7500000.00000000 PA USD 8074064.10000000 0.209825554301 Long DBT CORP US N 2 2029-10-30 Variable 0.07161000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDB8 6500000.00000000 PA USD 6628942.58000000 0.172270313197 Long DBT CORP US N 2 2027-10-29 Variable 0.07149000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR 2023-D N/A 98164DAD9 3261070.75000000 PA USD 3298817.64000000 0.085728355791 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.05790000 N N N N N N PORSCHE FINL AUTO SECURITIZATION TR 2023-2 N/A 732916AD3 1226953.35000000 PA USD 1235650.61000000 0.032111594725 Long ABS-CBDO CORP US N 2 2029-01-22 Fixed 0.05790000 N N N N N N UPSTART SECURITIZATION TRUST 2023-3 N/A 91684MAA1 144488.24000000 PA USD 144746.72000000 0.003761619969 Long ABS-CBDO CORP US N 2 2033-10-20 Fixed 0.06900000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2023-C N/A 44918CAD4 2958108.67000000 PA USD 2987747.14000000 0.077644379831 Long ABS-CBDO CORP US N 2 2028-10-16 Fixed 0.05540000 N N N N N N TOYOTA AUTO RECEIVABLES 2023-D OWNER TR N/A 89239FAD4 3146849.35000000 PA USD 3179863.26000000 0.082637016856 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.05540000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBW4 3205000.00000000 PA USD 3243881.23000000 0.084300690301 Long DBT CORP CA N 2 2026-11-15 Fixed 0.05900000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668CA8 5000000.00000000 PA USD 5066227.05000000 0.131659085909 Long DBT CORP US N 2 2026-11-16 Fixed 0.06000000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 N/A 92867YAD6 4156142.78000000 PA USD 4205258.00000000 0.109284565975 Long ABS-CBDO CORP US N 2 2028-12-20 Fixed 0.05480000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAH6 8900000.00000000 PA USD 9015257.14000000 0.234284903258 Long DBT CORP US N 2 2026-11-21 Fixed 0.06125000 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAA3 814696.23000000 PA USD 814696.23000000 0.021172000361 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.05421070 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEN2 5000000.00000000 PA USD 5221778.60000000 0.135701497487 Long DBT CORP US N 2 2029-01-07 Fixed 0.05800000 N N N N N N TESLA ELEC VEH TR 2023-1 N/A 881943AD6 2849301.50000000 PA USD 2874440.89000000 0.074699822243 Long ABS-CBDO CORP US N 2 2028-06-20 Fixed 0.05380000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 8000000.00000000 PA USD 8108589.36000000 0.210722782974 Long DBT CORP US N 2 2027-03-05 Fixed 0.05800000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2024-1 N/A 17331QAD8 2107615.27000000 PA USD 2118221.00000000 0.055047481658 Long ABS-CBDO CORP US N 2 2028-04-17 Fixed 0.05110000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 N/A 78435VAC6 1718775.62000000 PA USD 1728087.43000000 0.044908846200 Long ABS-CBDO CORP US N 2 2029-05-21 Fixed 0.04950000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AV2 7000000.00000000 PA USD 7069561.31000000 0.183720936837 Long DBT CORP US N 2 2027-01-15 Fixed 0.05000000 N N N N N N CARMAX AUTO OWNER TRUST 2024-1 N/A 14318WAD9 2726733.25000000 PA USD 2745772.12000000 0.071356029618 Long ABS-CBDO CORP US N 2 2028-10-16 Fixed 0.04920000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBV3 7000000.00000000 PA USD 7086760.52000000 0.184167903040 Long DBT CORP FR N 2 2028-01-19 Variable 0.05519000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3R0 5093000.00000000 PA USD 5145775.14000000 0.133726349913 Long DBT CORP US N 2 2027-01-15 Fixed 0.05339000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAU5 4644000.00000000 PA USD 4831318.81000000 0.125554384354 Long DBT CORP KY N 2 2029-03-01 Fixed 0.05750000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAA9 2528615.41000000 PA USD 2528615.41000000 0.065712647738 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.05101680 N N N N N N ENTERPRISE FLEET FINANCING LLC 2024-1 N/A 29375PAB6 3627209.18000000 PA USD 3653894.56000000 0.094955953026 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.05230000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR 2024-A N/A 98164RAD8 5889785.19000000 PA USD 5930531.31000000 0.154120279949 Long ABS-CBDO CORP US N 2 2029-03-15 Fixed 0.04860000 N N N N N N TMUST 24-1A N/A 87267RAA3 6446000.00000000 PA USD 6474094.25000000 0.168246176619 Long ABS-CBDO CORP US N 2 2029-09-20 Fixed 0.05050000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CV9 13600000.00000000 PA USD 13801484.41000000 0.358667466673 Long DBT CORP US N 2 2028-02-08 Variable 0.05706000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEQ5 10000000.00000000 PA USD 10156958.70000000 0.263954987580 Long DBT CORP US N 2 2027-05-08 Fixed 0.05400000 N N N N N N GM FINANCIAL LEASING TRUST 2024-1 N/A 36269FAD8 2567004.85000000 PA USD 2571089.72000000 0.066816453148 Long ABS-CBDO CORP US N 2 2027-03-22 Fixed 0.05090000 N N N N N N ARI FLEET LEASE TRUST N/A 00218KAB9 2328773.34000000 PA USD 2341067.87000000 0.060838737145 Long ABS-CBDO CORP US N 2 2032-11-15 Fixed 0.05300000 N N N N N N BLP COML MTG 2024-INDS N/A 05625AAA9 2345523.67300000 PA USD 2345523.67000000 0.060954532697 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05001800 N N N N N N OCWEN LN INVT TR 2024-HB1 N/A 675952AA3 82140.55000000 PA USD 81082.68000000 0.002107144315 Long ABS-CBDO CORP US N 2 2037-02-25 Fixed 0.03000000 N N N N N N TOYOTA LEASE OWNER TRUST 2024-A N/A 89238GAD3 288635.03000000 PA USD 289130.27000000 0.007513802022 Long ABS-CBDO CORP US N 2 2027-04-20 Fixed 0.05250000 N N N N N N ALLY AUTO RECEIVABLES TRUST 2024-1 N/A 02008FAC8 946584.48000000 PA USD 952709.83000000 0.024758642697 Long ABS-CBDO CORP US N 2 2028-12-15 Fixed 0.05080000 N N N N N N TESLA 2024-A A3 N/A 88166VAD8 1232199.43000000 PA USD 1235565.18000000 0.032109374604 Long ABS-CBDO CORP US N 2 2027-06-21 Fixed 0.05300000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECP8 6000000.00000000 PA USD 6094892.04000000 0.158391620980 Long DBT CORP GB N 2 2028-03-12 Variable 0.05674000 N N N N N N JOHN DEERE OWNER TRUST 2024 N/A 47800RAD5 7862678.05000000 PA USD 7928498.89000000 0.206042663740 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.04960000 N N N N N N HYUNDAI AUTO RECEIVABLES TR 2024-A N/A 448973AD9 1370645.31000000 PA USD 1382017.01000000 0.035915306292 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.04990000 N N N N N N NISSAN MASTER OWNER TR RECEIVABLE N/A 65479VAB2 2761000.00000000 PA USD 2790737.07000000 0.072524560787 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.05050000 N N N N N N BX 2024-CNYN N/A 05612HAA9 3412234.64000000 PA USD 3413300.96000000 0.088703502605 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.05101528 N N N N N N CHASE AUTO OWNER TRUST 2024-1 N/A 16144BAC2 1026367.97000000 PA USD 1036051.24000000 0.026924485986 Long ABS-CBDO CORP US N 2 2029-05-25 Fixed 0.05130000 N N N N N N VOYA CLO 2019-2 LLC N/A 92917RAL3 6348172.23000000 PA USD 6353168.24000000 0.165103599750 Long ABS-CBDO CORP KY N 2 2032-07-20 Variable 0.04867630 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3T6 12400000.00000000 PA USD 12582551.06000000 0.326990313427 Long DBT CORP US N 2 2027-03-25 Fixed 0.05516000 N N N N N N GLENCORE FDG LLC 213800STG1QDNBY87K49 378272BR8 14000000.00000000 PA USD 14202197.52000000 0.369081038993 Long DBT CORP US N 2 2027-04-04 Fixed 0.05338000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2024-2 N/A 17331XAD3 1197981.32000000 PA USD 1204150.09000000 0.031292971788 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.05330000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 3961000.00000000 PA USD 4013890.48000000 0.104311383268 Long DBT CORP CA N 2 2027-04-05 Fixed 0.05250000 N N N N N N DELL EQUIPMENT FINANCE TRUST 24-1 N/A 24702GAE5 2003785.41000000 PA USD 2017003.18000000 0.052417073363 Long ABS-CBDO CORP US N 2 2030-03-22 Fixed 0.05390000 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183DE1 1026159.24000000 PA USD 1039051.90000000 0.027002465940 Long ABS-CBDO CORP US N 2 2036-05-15 Fixed 0.05520000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBM8 5343318.43000000 PA USD 5402954.67000000 0.140409828861 Long ABS-CBDO CORP US N 2 2039-02-18 Fixed 0.05490000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DE1 10000000.00000000 PA USD 10354911.50000000 0.269099305915 Long DBT CORP JP N 2 2030-04-17 Variable 0.05258000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 10978000.00000000 PA USD 11118927.99000000 0.288954261428 Long DBT CORP US N 2 2027-04-18 Fixed 0.05200000 N N N N N N AMERICAN EXPRESS CR ACC MST TR N/A 02582JKH2 8100000.00000000 PA USD 8242772.22000000 0.214209873567 Long ABS-CBDO CORP US N 2 2029-04-15 Fixed 0.05230000 N N N N N N DAIMLER TRUCKS RETAIL TRUST 2024-1 N/A 233874AC0 3954395.35000000 PA USD 3982921.17000000 0.103506565204 Long ABS-CBDO CORP US N 2 2027-12-15 Fixed 0.05490000 N N N N N N CARMAX AUTO OWNER TR 2024-2 N/A 14319EAE6 1243710.07000000 PA USD 1259097.38000000 0.032720920023 Long ABS-CBDO CORP US N 2 2029-01-16 Fixed 0.05500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3L5 12000000.00000000 PA USD 12219701.40000000 0.317560721328 Long DBT CORP US N 2 2028-04-22 Variable 0.05707000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBG9 12466000.00000000 PA USD 12779714.49000000 0.332114117929 Long DBT CORP IE N 2 2027-04-15 Fixed 0.06450000 N N N N N N ENTERPRISE FLEET FINANCING 2024-2 N/A 29375RAC0 1257000.00000000 PA USD 1275668.46000000 0.033151562634 Long ABS-CBDO CORP US N 2 2028-04-20 Fixed 0.05610000 N N N N N N ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 635400FQ1M7J2CHLAS59 45115AAA2 9924000.00000000 PA USD 10012718.97000000 0.260206543064 Long DBT CORP IE N 2 2027-05-08 Fixed 0.05809000 N N N N N N BX COML MTG TR 2024-MDHS N/A 12433BAA5 3538815.36000000 PA USD 3541027.12000000 0.092022799057 Long ABS-MBS CORP US N 2 2041-05-15 Floating 0.05300950 N N N N N N DLLAD 2024-1 LLC N/A 23346MAC0 595000.00000000 PA USD 607339.65000000 0.015783300346 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.05300000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 12100000.00000000 PA USD 12321312.51000000 0.320201350287 Long DBT CORP GB N 2 2028-05-17 Variable 0.05597000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 N/A 78397XAC8 887257.71000000 PA USD 897291.09000000 0.023318442607 Long ABS-CBDO CORP US N 2 2029-11-20 Fixed 0.05330000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR 2024-B N/A 98164HAD0 4144360.00000000 PA USD 4186300.51000000 0.108791906294 Long ABS-CBDO CORP US N 2 2029-09-17 Fixed 0.05270000 N N N N N N SBNA AUTO LEASE TRUST 2024-B N/A 78437VAE0 1269566.69000000 PA USD 1275228.58000000 0.033140131208 Long ABS-CBDO CORP US N 2 2027-11-22 Fixed 0.05560000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E74 12000000.00000000 PA USD 12196646.52000000 0.316961580311 Long DBT CORP US N 2 2027-05-17 Fixed 0.05850000 N N N N N N BOFA AUTO TR 2024-1 N/A 09709AAC6 512636.56000000 PA USD 517211.43000000 0.013441084148 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05350000 N N N N N N BMP 2024-MF23 N/A 05593JAA8 2277000.00000000 PA USD 2277711.56000000 0.059192258656 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.05031590 N N N N N N CFMT 2024-HB13 LLC N/A 12530VAA3 793678.11000000 PA USD 786410.08000000 0.020436911188 Long ABS-CBDO CORP US N 2 2034-05-25 Variable 0.03000000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBK1 3343000.00000000 PA USD 3356850.68000000 0.087236495266 Long DBT CORP US N 2 2027-05-31 Variable 0.06124000 N N N N N N PRPM 2024-RPL2 LLC N/A 69381DAA3 3557709.52000000 PA USD 3485283.80000000 0.090574163912 Long ABS-CBDO CORP US N 2 2054-05-25 Variable 0.03500000 N N N N N N ARI FLEET LEASE TRUST 2024-B N/A 04033HAC9 925000.00000000 PA USD 942933.16000000 0.024504570500 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.05260000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AF2 1245835.35000000 PA USD 1252827.73000000 0.032557986862 Long ABS-CBDO CORP US N 2 2037-04-20 Fixed 0.05820000 N N N N N N CHASE AUTO OWNER TRUST 24-3 N/A 16144LAC0 6571912.60000000 PA USD 6641906.10000000 0.172607203979 Long ABS-CBDO CORP US N 2 2029-07-25 Fixed 0.05220000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AY6 3257000.00000000 PA USD 3313108.37000000 0.086099737577 Long DBT CORP US N 2 2027-09-25 Fixed 0.05125000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADA2 7134000.00000000 PA USD 7163222.72000000 0.186154972166 Long DBT CORP US N 2 2026-06-24 Fixed 0.05450000 N N N N N N KUBOTA CREDIT OWNER TRUST 2024-2 N/A 50117DAC0 1629000.00000000 PA USD 1653012.11000000 0.042957818757 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05260000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBD9 10080000.00000000 PA USD 10384736.24000000 0.269874379351 Long DBT CORP NL N 2 2029-06-26 Fixed 0.05125000 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849LVA6 6794000.00000000 PA USD 6916865.07000000 0.179752727915 Long DBT CORP US N 2 2027-07-02 Fixed 0.05550000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 10000000.00000000 PA USD 10346855.30000000 0.268889944606 Long DBT CORP US N 2 2029-07-12 Fixed 0.05050000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 20000000.00000000 PA USD 20602589.00000000 0.535411857451 Long DBT CORP US N 2 2030-07-22 Variable 0.04995000 N N N N N N ENTERPRISE FLEET FINANCING 2024-3 LLC N/A 29375QAC2 6368000.00000000 PA USD 6451498.49000000 0.167658967029 Long ABS-CBDO CORP US N 2 2028-08-21 Fixed 0.04980000 N N N N N N CARMAX AUTO OWNER TRUST 2024-3 N/A 14319GAD3 5727000.00000000 PA USD 5790205.46000000 0.150473547784 Long ABS-CBDO CORP US N 2 2029-07-16 Fixed 0.04890000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144YAC2 8292792.86000000 PA USD 8363849.66000000 0.217356385739 Long ABS-CBDO CORP US N 2 2029-07-25 Fixed 0.04940000 N N N N N N MAGNETITE XXII LTD / MAGNETITE XXII LLC N/A 55954HAW2 9615000.00000000 PA USD 9620826.69000000 0.250022202953 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.04922190 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBT3 1958576.77000000 PA USD 1978848.04000000 0.051425512818 Long ABS-CBDO CORP US N 2 2039-06-21 Fixed 0.04870000 N N N N N N WORLD OMNI AUTO TRUST 2024-C N/A 98164NAD7 5984000.00000000 PA USD 6024992.79000000 0.156575107178 Long ABS-CBDO CORP US N 2 2029-12-17 Fixed 0.04430000 N N N N N N CFMT 2024-HB15 LLC N/A 15723AAA9 389343.16000000 PA USD 388392.03000000 0.010093377012 Long ABS-CBDO CORP US N 2 2034-08-25 Variable 0.04000000 N N N N N N VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC N/A 92918UAL5 7527000.00000000 PA USD 7540616.34000000 0.195962526890 Long ABS-CBDO CORP KY N 2 2035-04-20 Variable 0.04917630 N N N N N N DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC N/A 26253BAN4 6123000.00000000 PA USD 6134498.99000000 0.159420910584 Long ABS-CBDO CORP KY N 2 2034-08-20 Variable 0.04945570 N N N N N N SBNA AUTO LEASE TRUST 2024-C N/A 78398DAC1 1186041.53000000 PA USD 1188299.04000000 0.030881041029 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.04560000 N N N N N N VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 N/A 92887QAC1 793000.00000000 PA USD 797042.16000000 0.020713213439 Long ABS-CBDO CORP US N 2 2028-10-16 Fixed 0.04290000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 1010000.00000000 PA USD 1014831.18000000 0.026373027539 Long DBT CORP US N 2 2027-09-24 Fixed 0.04250000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBS7 4782000.00000000 PA USD 4809516.44000000 0.124987793067 Long DBT CORP US N 2 2027-09-25 Fixed 0.04400000 N N N N N N PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 N/A 73328NAE1 7317322.37000000 PA USD 7329304.49000000 0.190471038898 Long ABS-CBDO CORP US N 2 2027-10-20 Fixed 0.04350000 N N N N N N ENTERPRISE FLEET FINANCING 2024-4 LLC N/A 29374MAC2 2319000.00000000 PA USD 2344678.75000000 0.060932575253 Long ABS-CBDO CORP US N 2 2028-11-20 Fixed 0.04560000 N N N N N N DELL EQUIP FIN TR 2024-2 N/A 24704EAE8 1936000.00000000 PA USD 1948592.71000000 0.050639249381 Long ABS-CBDO CORP US N 2 2030-08-22 Fixed 0.04590000 N N N N N N WELLS FARGO COML MTG TR 2024-GRP N/A 95003YAA0 4155000.00000000 PA USD 4149590.61000000 0.107837904069 Long ABS-MBS CORP US N 2 2041-10-15 Variable 0.05450970 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAT1 7875000.00000000 PA USD 7931067.32000000 0.206109411073 Long DBT CORP US N 2 2027-10-08 Fixed 0.04500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEP7 12000000.00000000 PA USD 12105473.16000000 0.314592203432 Long DBT CORP US N 2 2028-10-22 Variable 0.04505000 N N N N N N OPORTUN FUNDING TRUST 2024-3 N/A 68377NAA9 8790.24000000 PA USD 8792.74000000 0.000228502216 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0.05260000 N N N N N N WELLS FARGO CARD ISSUANCE TRUST N/A 92970QAE5 11800000.00000000 PA USD 11917515.02000000 0.309707622331 Long ABS-CBDO CORP US N 2 2029-10-15 Fixed 0.04290000 N N N N N N PALMER SQUARE LOAN FUNDING 2024-2 LTD N/A 69703RAA3 1292878.04000000 PA USD 1292878.04000000 0.033598798328 Long ABS-CBDO CORP KY N 2 2033-01-15 Variable 0.04672190 N N N N N N VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC N/A 92013AAT6 6365000.00000000 PA USD 6370302.05000000 0.165548866364 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.04857630 N N N N N N BUCKHORN PARK CLO LTD N/A 118382BA7 10200000.00000000 PA USD 10209414.60000000 0.265318190567 Long ABS-CBDO CORP KY N 2 2034-07-18 Variable 0.04737630 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBC0 12000000.00000000 PA USD 12548403.48000000 0.326102899751 Long DBT CORP US N 2 2028-11-27 Fixed 0.07300000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2024-D N/A 34535VAD6 4420000.00000000 PA USD 4465876.51000000 0.116057415763 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0.04610000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 N/A 92868RAD0 10670000.00000000 PA USD 10801254.87000000 0.280698699214 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.04630000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 N/A 14043NAD1 7935000.00000000 PA USD 8006585.60000000 0.208071949983 Long ABS-CBDO CORP US N 2 2029-07-16 Fixed 0.04620000 N N N N N N VERIZON MASTER TRUST N/A 92348KDM2 10600000.00000000 PA USD 10764400.70000000 0.279740947758 Long ABS-CBDO CORP US N 2 2030-11-20 Fixed 0.04620000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAT9 2951000.00000000 PA USD 2983032.31000000 0.077521852711 Long DBT CORP US N 2 2026-12-30 Fixed 0.05050000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DQ4 2465000.00000000 PA USD 2503931.96000000 0.065071184094 Long ABS-CBDO CORP US N 2 2029-11-15 Fixed 0.04730000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DP7 893000.00000000 PA USD 914823.04000000 0.023774055925 Long DBT CORP US N 2 2027-05-01 Fixed 0.06259000 N N N N N N HARTWICK PARK CLO LTD N/A 417403AN2 8402000.00000000 PA USD 8412838.58000000 0.218629490233 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.04827630 N N N N N N DRYDEN 68 CLO LTD N/A 26252QAS1 9543000.00000000 PA USD 9535375.14000000 0.247801522187 Long ABS-CBDO CORP KY N 2 2035-07-15 Variable 0.04772190 N N N N N N MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC N/A 55820BAS6 9501000.00000000 PA USD 9507878.72000000 0.247086956202 Long ABS-CBDO CORP KY N 2 2034-07-15 Variable 0.04752190 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAW1 7165000.00000000 PA USD 7260158.58000000 0.188674102595 Long DBT CORP KY N 2 2028-01-15 Fixed 0.04950000 N N N N N N BX COML MTG TR 2024-GPA3 N/A 123910AA9 1262441.34800000 PA USD 1262835.86000000 0.032818074148 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.04952470 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAA5 6243000.00000000 PA USD 6250808.74000000 0.162443521931 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.04902560 N N N N N N BARINGS CLO LTD 2019-III 549300T40QLO0VJIOB35 06761KAW1 4700000.00000000 PA USD 4704723.50000000 0.122264475980 Long ABS-CBDO CORP KY N 2 2036-01-20 Variable 0.04807630 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4E8 10566000.00000000 PA USD 10641648.76000000 0.276550919350 Long DBT CORP US N 2 2027-01-07 Fixed 0.04950000 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2B8 9335000.00000000 PA USD 9495293.71000000 0.246759901987 Long DBT CORP US N 2 2028-01-10 Fixed 0.05050000 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849LVC2 10070000.00000000 PA USD 10143355.72000000 0.263601478767 Long DBT CORP US N 2 2027-01-13 Fixed 0.04900000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBD9 5198000.00000000 PA USD 5286227.89000000 0.137376379905 Long DBT CORP US N 2 2028-01-07 Fixed 0.04900000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCC4 2932000.00000000 PA USD 3008599.58000000 0.078186284716 Long DBT CORP FR N 2 2029-04-13 Variable 0.05500000 N N N N N N LINCOLN FINANCIAL GLOBAL FUNDING 984500OC010458395923 53359KAA9 6828000.00000000 PA USD 7015021.31000000 0.182303573092 Long DBT CORP US N 2 2030-01-13 Fixed 0.05300000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853BC3 3849000.00000000 PA USD 3914818.86000000 0.101736749561 Long DBT CORP US N 2 2028-01-13 Fixed 0.04950000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 25160PAQ0 10600000.00000000 PA USD 10833129.93000000 0.281527055548 Long DBT CORP US N 2 2029-01-10 Variable 0.05373000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TR N/A 80288DAC0 2276270.42000000 PA USD 2282066.49000000 0.059305432838 Long ABS-CBDO CORP US N 2 2029-01-16 Fixed 0.04740000 N N N N N N MORGAN STANLEY BK NA SALT LAKE G1MLHIS0N32I3QPILB75 61690DK72 6562000.00000000 PA USD 6688420.60000000 0.173816004234 Long DBT CORP US N 2 2029-01-12 Variable 0.05016000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMK2 12000000.00000000 PA USD 12214392.72000000 0.317422761472 Long DBT CORP US N 2 2029-01-24 Variable 0.04979000 N N N N N N BX TRUST 2025-DIME N/A 05613UAA9 6539000.00000000 PA USD 6530161.89000000 0.169703240063 Long ABS-MBS CORP US N 2 2035-02-15 Variable 0.04809650 N N N N N N ENTERPRISE FLEET FINANCING 2025-1 LLC N/A 29390HAC3 6325000.00000000 PA USD 6436034.11000000 0.167257084896 Long ABS-CBDO CORP US N 2 2029-02-20 Fixed 0.04820000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAP2 10900000.00000000 PA USD 11098137.15000000 0.288413957378 Long DBT CORP CA N 2 2029-02-14 Variable 0.04932000 N N N N N N FLATIRON RR CLO 22 LLC N/A 33883QAQ8 10580000.00000000 PA USD 10574710.00000000 0.274811341580 Long ABS-CBDO CORP US N 2 2034-10-15 Variable 0.04582190 N N N N N N BX TRUST 2025-ROIC N/A 05593VAA1 8171203.09000000 PA USD 8160989.09000000 0.212084526237 Long ABS-MBS CORP US N 2 2030-03-15 Variable 0.04803480 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CY3 5201000.00000000 PA USD 5308712.40000000 0.137960698374 Long DBT CORP US N 2 2028-03-01 Fixed 0.05000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECX1 12000000.00000000 PA USD 12225337.20000000 0.317707182249 Long DBT CORP GB N 2 2029-02-25 Variable 0.05086000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAW3 10100000.00000000 PA USD 10251814.01000000 0.266420049506 Long DBT CORP US N 2 2029-03-04 Variable 0.04786000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EQ8 10700000.00000000 PA USD 10874595.32000000 0.282604641548 Long DBT CORP GB N 2 2029-03-03 Variable 0.04899000 N N N N N N ARI FLEET LEASE TRUST 2025-A N/A 04033CAB2 750268.10000000 PA USD 752806.93000000 0.019563645942 Long ABS-CBDO CORP US N 2 2034-01-17 Fixed 0.04380000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMS7 383747300.00000000 PA USD 387404891.45000000 10.06772364954 Long DBT UST US N 2 2028-03-15 Fixed 0.03875000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BQ5 7659000.00000000 PA USD 7792105.91000000 0.202498137429 Long DBT CORP NL N 2 2029-03-25 Variable 0.04858000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-SPOT N/A 12433FAA6 6993837.21000000 PA USD 7002579.51000000 0.181980240561 Long ABS-MBS CORP US N 2 2040-04-15 Variable 0.05103010 N N N N N N GLENCORE FDG LLC 213800STG1QDNBY87K49 378272BY3 2502000.00000000 PA USD 2547733.73000000 0.066209487005 Long DBT CORP US N 2 2028-04-01 Fixed 0.04907000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AJ2 625000.00000000 PA USD 631140.49000000 0.016401827074 Long DBT CORP US N 2 2028-04-01 Fixed 0.04750000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAL0 11160000.00000000 PA USD 11338586.34000000 0.294662654930 Long DBT CORP US N 2 2028-04-01 Fixed 0.04750000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAN4 3955000.00000000 PA USD 4000767.02000000 0.103970336029 Long DBT CORP US N 2 2028-04-03 Fixed 0.04900000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AC0 5134000.00000000 PA USD 5238473.15000000 0.136135348788 Long DBT CORP JP N 2 2028-05-15 Fixed 0.04850000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFY6 6701000.00000000 PA USD 6823120.30000000 0.177316526259 Long DBT CORP US N 2 2029-04-12 Variable 0.04994000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3T8 9052000.00000000 PA USD 9228655.21000000 0.239830607103 Long DBT CORP US N 2 2029-04-23 Variable 0.04970000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC77 12000000.00000000 PA USD 12113325.72000000 0.314796272626 Long DBT CORP US N 2 2028-04-23 Variable 0.04937000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816ED7 9800000.00000000 PA USD 9962309.27000000 0.258896515906 Long DBT CORP US N 2 2029-04-25 Variable 0.04731000 N N N N N N AFFIRM ASSET SECURITIZATION TR 2025-X1 N/A 00834MAA1 790273.68000000 PA USD 791296.22000000 0.020563890244 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 0.05080000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3C6 12820000.00000000 PA USD 12982673.88000000 0.337388545526 Long DBT CORP FR N 2 2029-05-09 Variable 0.04792000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMT3 13000000.00000000 PA USD 13184510.43000000 0.342633793205 Long DBT CORP US N 2 2029-05-09 Variable 0.04623000 N N N N N N OHA CREDIT FUNDING 22 LTD N/A 67121HAA3 9127000.00000000 PA USD 9145345.27000000 0.237665581643 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.04997630 N N N N N N PINNACLE WEST CAPITAL CORP TWSEY0NEDUDCKS27AH81 723484AM3 2049000.00000000 PA USD 2088779.06000000 0.054282356276 Long DBT CORP US N 2 2028-05-15 Fixed 0.04900000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCH3 13300000.00000000 PA USD 13589676.13000000 0.353163077656 Long DBT CORP FR N 2 2029-05-22 Variable 0.05249000 N N N N N N ALA TRUST 2025-OANA N/A 009920AA7 9615000.00000000 PA USD 9663238.46000000 0.251124383099 Long ABS-MBS CORP US N 2 2040-06-15 Variable 0.05402630 N N N N N N FORDF 2025-1 A1 N/A 34529BAA4 7085000.00000000 PA USD 7212967.14000000 0.187447710293 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 0.04630000 N N N N N N FORDF 2025-1 A1 N/A 34529BAC0 3570000.00000000 PA USD 3623381.50000000 0.094162991805 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 0.04840000 N N N N N N AVIS BUDGET RENT CAR FDG AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKL7 1695000.00000000 PA USD 1724817.42000000 0.044823866486 Long ABS-CBDO CORP US N 2 2029-08-20 Fixed 0.04800000 N N N N N N AMUR EQUIP FIN RECEIVABLES XV LLC N/A 03237FAB1 5952993.46000000 PA USD 6017589.39000000 0.156382710575 Long ABS-CBDO CORP US N 2 2031-09-22 Fixed 0.04700000 N N N N N N FLATIRON CLO 23 LLC N/A 33883DAQ7 11603000.00000000 PA USD 11622400.22000000 0.302038296732 Long ABS-CBDO CORP US N 2 2036-04-17 Variable 0.04907630 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAL9 5597000.00000000 PA USD 5615360.62000000 0.145929749888 Long DBT CORP US N 2 2027-06-05 Fixed 0.05300000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 25-B N/A 44935XAD7 12685000.00000000 PA USD 12826009.00000000 0.333317201172 Long ABS-CBDO CORP US N 2 2029-12-17 Fixed 0.04360000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAL1 8189000.00000000 PA USD 8188554.76000000 0.212800891863 Long DBT CORP US N 2 2028-09-09 Fixed 0.05450000 N N N N N N EQUITABLE AMERICA GLOBAL FUNDING 98450066CCBIACF06694 29446Q2A0 5158000.00000000 PA USD 5216885.02000000 0.135574325084 Long DBT CORP US N 2 2028-06-09 Fixed 0.04650000 N N N N N N OPORTUN ISSUANCE TRUST 2025-B N/A 68378QAA1 6105000.00000000 PA USD 6140767.97000000 0.159583826333 Long ABS-CBDO CORP US N 2 2033-05-09 Fixed 0.04880000 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2025-P2 N/A 14688YAC9 6905000.00000000 PA USD 6973131.64000000 0.181214961072 Long ABS-CBDO CORP US N 2 2030-08-12 Fixed 0.04550000 N N N N N N USB AUTO OWNER TRUST 2025-1 N/A 90367VAC3 3360000.00000000 PA USD 3393914.83000000 0.088199703598 Long ABS-CBDO CORP US N 2 2030-06-17 Fixed 0.04490000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439BD0 8219000.00000000 PA USD 8358104.93000000 0.217207093989 Long DBT CORP GB N 2 2029-06-13 Variable 0.04818000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AH4 4340000.00000000 PA USD 4361230.41000000 0.113337914695 Long DBT CORP US N 2 2026-12-23 Fixed 0.04600000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AJ0 2418000.00000000 PA USD 2440866.06000000 0.063432252663 Long DBT CORP US N 2 2028-06-23 Fixed 0.04700000 N N N N N N BAIN CAPITAL CREDIT CLO N/A 05682GAQ1 7000000.00000000 PA USD 7010857.00000000 0.182195352666 Long ABS-CBDO CORP JE N 2 2035-04-22 Variable 0.04819200 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCH6 1698000.00000000 PA USD 1720813.95000000 0.044719825906 Long DBT CORP CA N 2 2028-06-20 Fixed 0.04600000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADU8 11740000.00000000 PA USD 11880469.80000000 0.308744905944 Long DBT CORP US N 2 2027-06-23 Fixed 0.04875000 N N N N N N PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC N/A 69704AAA9 12653090.99000000 PA USD 12660822.03000000 0.329024388146 Long ABS-CBDO CORP KY N 2 2033-07-15 Variable 0.04612190 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBL6 4739000.00000000 PA USD 4724261.71000000 0.122772227181 Long DBT CORP US N 2 2027-03-15 Fixed 0.03755000 N N N N N N MARLETTE FUNDING TRUST 2025-1 N/A 570920AA6 380874.40000000 PA USD 381436.00000000 0.009912606481 Long ABS-CBDO CORP US N 2 2035-07-16 Fixed 0.04750000 N N N N N N OCWEN LOAN INVESTMENT TRUST N/A 68278EAA9 1272519.85000000 PA USD 1252985.27000000 0.032562080948 Long ABS-CBDO CORP US N 2 2038-06-25 Variable 0.03000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAQ8 575000.00000000 PA USD 583686.70000000 0.015168616925 Long DBT CORP JP N 2 2028-07-16 Fixed 0.04620000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAP0 569000.00000000 PA USD 574161.64000000 0.014921083469 Long DBT CORP JP N 2 2027-07-16 Fixed 0.04567000 N N N N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 N/A 39571VAB4 531136.90000000 PA USD 533309.83000000 0.013859442940 Long ABS-CBDO CORP US N 2 2060-06-25 Fixed 0.04930000 N N N N N N REACH ABS TR 2025-2 N/A 75525QAA8 2209883.62000000 PA USD 2219998.48000000 0.057692434175 Long ABS-CBDO CORP US N 2 2032-08-18 Fixed 0.04930000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GCK1 12500000.00000000 PA USD 12624418.75000000 0.328078354239 Long ABS-CBDO CORP US N 2 2040-05-18 Fixed 0.04410000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NVE0 12550000.00000000 PA USD 12631951.63000000 0.328274115717 Long DBT CORP US N 2 2028-07-06 Variable 0.04466000 N N N N N N RCKT TRUST 2025-1A N/A 74939RAA9 513972.47000000 PA USD 515192.44000000 0.013388615442 Long ABS-CBDO CORP US N 2 2034-07-25 Fixed 0.04900000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KCL2 5745000.00000000 PA USD 5810146.29000000 0.150991762112 Long DBT CORP US N 2 2027-09-01 Fixed 0.04685000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNU1 239921700.00000000 PA USD 241290002.25000000 6.270548244652 Long DBT UST US N 2 2028-08-15 Fixed 0.03625000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAB8 2424000.00000000 PA USD 2450181.99000000 0.063674351333 Long DBT CORP US N 2 2027-09-01 Fixed 0.04911000 N N N N N N OPORTUN ISSUANCE TRUST 2025-C N/A 68378RAA9 2485000.00000000 PA USD 2491752.24000000 0.064754662393 Long ABS-CBDO CORP US N 2 2033-07-08 Fixed 0.04490000 N N N N N N SOFI CONSUMER LOAN PROGRAM 2025-3 N/A 83390JAA0 1805976.59000000 PA USD 1811060.59000000 0.047065119556 Long ABS-CBDO CORP US N 2 2034-08-15 Fixed 0.04470000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HBF4 2694000.00000000 PA USD 2712027.41000000 0.070479085567 Long DBT CORP NL N 2 2028-08-19 Fixed 0.04300000 N N N N N N FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC N/A 33884EAQ4 15392000.00000000 PA USD 15420305.89000000 0.400736752989 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.04752190 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAH6 12180000.00000000 PA USD 12241750.41000000 0.318133722197 Long DBT CORP US N 2 2028-08-25 Fixed 0.04350000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TR 2025-4 N/A 30167KAC5 7750000.00000000 PA USD 7792003.45000000 0.202495474740 Long ABS-CBDO CORP US N 2 2029-09-17 Fixed 0.04390000 N N N N N N JERSEY CENTRAL POWR and LIGHT CO 549300W9UGH9ZPLNPF79 476556DJ1 6780000.00000000 PA USD 6808226.09000000 0.176929461476 Long DBT CORP US N 2 2029-01-15 Fixed 0.04150000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAQ8 3742000.00000000 PA USD 3691934.25000000 0.095944513302 Long DBT CORP US N 2 2028-09-11 Fixed 0.04900000 N N N N N N PK ALIFT LOAN FUNDING 7 LP N/A 69291NAA0 2942824.00000000 PA USD 2962007.68000000 0.076975473021 Long ABS-CBDO CORP US N 2 2043-03-15 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNY3 241733500.00000000 PA USD 241648516.17000000 6.279865161271 Long DBT UST US N 2 2028-09-15 Fixed 0.03375000 N N N N N N AVIS BUDGET RENT CAR FDG AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKW3 5310000.00000000 PA USD 5333576.93000000 0.138606867853 Long ABS-CBDO CORP US N 2 2030-02-20 Fixed 0.04170000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAP2 8203000.00000000 PA USD 8074784.24000000 0.209844269012 Long DBT CORP US N 2 2029-01-15 Fixed 0.04850000 N N N N N N STELLANTIS FINL SVC US CORP 5493000KNKFDOC1BOW59 85855FAA1 2356000.00000000 PA USD 2375391.06000000 0.061730714504 Long DBT CORP US N 2 2028-09-15 Fixed 0.04950000 N N N N N N WORLD OMNI SELECT AUTO TRUST 2025-A N/A 98164UAE9 1710000.00000000 PA USD 1719010.50000000 0.044672958567 Long ABS-CBDO CORP US N 2 2031-08-15 Fixed 0.04080000 N N N N N N INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC 5493000BVI47XOSBML18 46151VAA9 8150000.00000000 PA USD 8160383.10000000 0.212068778010 Long ABS-CBDO CORP KY N 2 2034-10-22 Variable 0.04749200 N N N N N N JUNIPER VALLEY PARK CLO LLC N/A 48206KAY2 10000000.00000000 PA USD 10006680.00000000 0.260049604723 Long ABS-CBDO CORP JE N 2 2036-07-20 Variable 0.04747630 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBF4 3303000.00000000 PA USD 3310027.10000000 0.086019662763 Long DBT CORP NL N 2 2028-09-30 Fixed 0.04125000 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAW6 8433000.00000000 PA USD 8480440.52000000 0.220386302460 Long DBT CORP CA N 2 2028-09-29 Fixed 0.04148000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 999.00000000 NC USD 294859.85000000 0.007662700060 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-06-30 208730280.78000000 USD 294859.85000000 N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAA8 5430000.00000000 PA USD 5436787.50000000 0.141289062939 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.04959650 N N N N N N RR 16 LTD 549300FLUOZC8QYYKL96 74971CAJ2 4187000.00000000 PA USD 4187397.77000000 0.108820421449 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.04722190 N N N N N N RCKTL 2025-2 N/A 74939HAA1 1016671.27000000 PA USD 1017692.92000000 0.026447397296 Long ABS-CBDO CORP US N 2 2034-11-27 Fixed 0.04480000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFL5 4288000.00000000 PA USD 4304377.67000000 0.111860448386 Long DBT CORP US N 2 2028-10-27 Fixed 0.04200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPE5 229183400.00000000 PA USD 229443021.25000000 5.962673632272 Long DBT UST US N 2 2027-10-31 Fixed 0.03500000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST 2025-X2 N/A 00835DAA0 6830362.00000000 PA USD 6838175.25000000 0.177707768289 Long ABS-CBDO CORP US N 2 2030-10-15 Fixed 0.04450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPK1 66711700.00000000 PA USD 66901932.42000000 1.738620709470 Long DBT UST US N 2 2028-11-15 Fixed 0.03500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAV4 8797000.00000000 PA USD 8817233.45000000 0.229138742662 Long DBT CORP US N 2 2028-11-15 Fixed 0.04500000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAR2 969000.00000000 PA USD 976889.58000000 0.025387016386 Long DBT CORP US N 2 2029-01-15 Fixed 0.04350000 N N N N N N AUTONATION INC DEL N/A 05329WAU6 9680000.00000000 PA USD 9752548.99000000 0.253445349495 Long DBT CORP US N 2 2029-01-15 Fixed 0.04450000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NZU0 11630000.00000000 PA USD 11673269.42000000 0.303360265192 Long DBT CORP US N 2 2028-11-17 Variable 0.04204000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCM5 5316000.00000000 PA USD 5348660.65000000 0.138998857546 Long DBT CORP CA N 2 2028-11-20 Fixed 0.04200000 N N N N N N OCWEN LOAN INVESTMENT TRUST N/A 68278FAA6 653070.02000000 PA USD 633020.77000000 0.016450691040 Long ABS-CBDO CORP US N 2 2038-11-25 Variable 0.03000000 N N N N N N STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C N/A 85855EAC0 7624000.00000000 PA USD 7678408.68000000 0.199543419209 Long ABS-CBDO CORP US N 2 2029-04-20 Fixed 0.04110000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPP0 240512100.00000000 PA USD 241226120.30000000 6.268888106040 Long DBT UST US N 2 2028-12-15 Fixed 0.03500000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AL9 3570000.00000000 PA USD 3599919.10000000 0.093553260321 Long ABS-CBDO CORP US N 2 2039-01-20 Fixed 0.04490000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPS4 207851000.00000000 PA USD 207737330.45000000 5.398594805650 Long DBT UST US N 2 2027-12-31 Fixed 0.03375000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAP1 3360000.00000000 PA USD 3384560.12000000 0.087956597129 Long DBT CORP US N 2 2027-04-07 Fixed 0.04600000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAQ9 2425000.00000000 PA USD 2462541.64000000 0.063995548982 Long DBT CORP US N 2 2028-04-07 Fixed 0.04700000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J20 739000.00000000 PA USD 743712.84000000 0.019327312362 Long DBT CORP US N 2 2029-04-06 Fixed 0.04970000 N N N N N N ORANGE 969500MCOONR8990S771 685218AH2 4310000.00000000 PA USD 4323405.01000000 0.112354923302 Long DBT CORP FR N 2 2029-01-13 Fixed 0.04000000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBT1 6512000.00000000 PA USD 6515405.84000000 0.169319765726 Long DBT CORP IE N 2 2029-02-28 Fixed 0.04125000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAU9 3665000.00000000 PA USD 3636193.91000000 0.094495955600 Long DBT CORP US N 2 2029-04-02 Fixed 0.05150000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2K7 5302000.00000000 PA USD 5317185.09000000 0.138180883259 Long DBT CORP GB N 2 2030-01-13 Variable 0.04299000 N N N N N N ARI FLEET LEASE TRUST N/A 04033DAB0 5915000.00000000 PA USD 5929527.83000000 0.154094201911 Long ABS-CBDO CORP US N 2 2034-11-15 Fixed 0.03960000 N N N N N N MASSMUTUAL GLOBAL FDG II 549300K1IE3K7YU6VG29 57629TCB1 3470000.00000000 PA USD 3476958.01000000 0.090357796605 Long DBT CORP US N 2 2029-01-22 Fixed 0.04000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38145GAP5 11400000.00000000 PA USD 11404721.77000000 0.296381356080 Long DBT CORP US N 2 2029-01-21 Variable 0.04148000 N N N N N N AFFIRM MASTER TRUST N/A 00833BAU2 6095000.00000000 PA USD 6129841.46000000 0.159299872554 Long ABS-CBDO CORP US N 2 2034-02-15 Fixed 0.04370000 N N N N N N PEAC SOLUTIONS RECEIVABLES 2026-1 LLC N/A 704583AB9 2400000.00000000 PA USD 2405801.04000000 0.062520996923 Long ABS-CBDO CORP US N 2 2028-10-20 Fixed 0.04270000 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAA1 4475000.00000000 PA USD 4476398.44000000 0.116330855479 Long ABS-MBS CORP US N 2 2043-02-15 Variable 0.04870000 N N N N N N AUTONATION FINANCE TRUST 2026-1 N/A 05330WAC3 2085000.00000000 PA USD 2096647.23000000 0.054486831137 Long ABS-CBDO CORP US N 2 2030-08-12 Fixed 0.04030000 N N N N N N WESTERN-SOUTHERN GLOBAL FUNDING 635400PFYEGVSGK4VB37 95954A2D4 7600000.00000000 PA USD 7633713.30000000 0.198381893518 Long DBT CORP US N 2 2029-01-29 Fixed 0.04250000 N N N N N N MAGNETITE XXIII LTD N/A 55954NAS8 5570000.00000000 PA USD 5574801.34000000 0.144875711512 Long ABS-CBDO CORP KY N 2 2035-01-25 Variable 0.04637060 N N N N N N OPTN 2026-A N/A 68390VAA4 825000.00000000 PA USD 827640.00000000 0.021508377888 Long ABS-CBDO CORP US N 2 2034-01-09 Fixed 0.04320000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBG7 6050000.00000000 PA USD 6078000.73000000 0.157952656360 Long DBT CORP GB N 2 2030-02-10 Variable 0.04241000 N N N N N N NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN N/A 64134VAY2 10110000.00000000 PA USD 10111364.85000000 0.262770112810 Long ABS-CBDO CORP JE N 2 2036-07-23 Variable 0.04698910 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQA2 55635500.00000000 PA USD 55809360.94000000 1.450351390502 Long DBT UST US N 2 2029-02-15 Fixed 0.03500000 N N N N N N PLYM COMMERCIAL MORTGAGE TRUST 2026-IND N/A 69292BAA5 5337000.00000000 PA USD 5337000.00000000 0.138695825229 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.04900000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAA9 3846000.00000000 PA USD 3848419.13000000 0.100011179888 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.05000000 N N N N N N RKTL 2026-1A N/A 74990JAA3 4680000.00000000 PA USD 4685325.84000000 0.121760377337 Long ABS-CBDO CORP US N 2 2035-02-26 Fixed 0.04070000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401ABE0 3479000.00000000 PA USD 3469726.69000000 0.090169871948 Long DBT CORP KY N 2 2029-04-15 Fixed 0.04200000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAM7 2863000.00000000 PA USD 2870331.94000000 0.074593040491 Long DBT CORP US N 2 2029-03-15 Fixed 0.04100000 N N N N N N ANGEL OAK MORTGAGE TRUST 2026-2 N/A 03466LAD6 4500000.00000000 PA USD 4500000.00000000 0.116944203397 Long ABS-CBDO CORP US N 2 2071-02-25 Variable 0.04631000 N N N N N N 2026-03-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer