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 2026-05-31 N 714717509.85 6883818.11 707833691.74 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 500368.18000000 USD N Bloomberg US 1-3 Year Government/Credit Bond Index 19808151 RR 16 LTD 549300FLUOZC8QYYKL96 74971CAJ2 768000.00000000 PA USD 768500.74000000 0.108570805397 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.04723100 N N N N N N DAIMLER TRUCKS RETAIL TRUST 2024-1 N/A 233874AC0 516065.19270000 PA USD 518641.44000000 0.073271652091 Long ABS-CBDO CORP US N 2 2027-12-15 Fixed 0.05490000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAA9 463526.22120000 PA USD 464666.12000000 0.065646228121 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.05069120 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200QJD7 47.76990000 PA USD 49.00000000 0.000006922530 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 36209L3H7 38.22630000 PA USD 38.66000000 0.000005461734 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAA6 142241.43280000 PA USD 139068.17000000 0.019647011949 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03112000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208VTU9 9.44310000 PA USD 9.51000000 0.000001343535 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07000000 N N N N N N BENCHMARK 2021-B31 MORTGAGE TRUST N/A 08163MAA5 87787.78720000 PA USD 87069.60000000 0.012300855556 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 0.01357000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAE1 459000.00000000 PA USD 457967.57000000 0.064699882944 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N N INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC 5493000BVI47XOSBML18 46151VAA9 1495000.00000000 PA USD 1495188.37000000 0.211234416706 Long ABS-CBDO CORP KY N 2 2034-10-22 Variable 0.04743640 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209TWN5 51.49160000 PA USD 52.16000000 0.000007368962 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC77 2201000.00000000 PA USD 2210299.93000000 0.312262605721 Long DBT CORP US N 2 2028-04-23 Variable 0.04937000 N N N N N N AUGUSTA SPINCO CORP N/A 051473AC0 908000.00000000 PA USD 903059.22000000 0.127580705826 Long DBT CORP US N 2 2029-03-23 Fixed 0.04398000 N N N N N N RCKT TRUST 2025-1A N/A 74939RAA9 58245.55430000 PA USD 58350.33000000 0.008243508423 Long ABS-CBDO CORP US N 2 2034-07-25 Fixed 0.04900000 N N N N N N HARTWICK PARK CLO LTD N/A 417403AN2 1541000.00000000 PA USD 1540506.88000000 0.217636840118 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.04835230 N N N N N N AFFIRM ASSET SECURITIZATION TRUST 2025-X2 N/A 00835DAA0 785433.75380000 PA USD 786199.55000000 0.111071224663 Long ABS-CBDO CORP US N 2 2030-10-15 Fixed 0.04450000 N N N N N N BX TR 2021-ACNT N/A 05609QAA4 280865.61750000 PA USD 281027.62000000 0.039702492729 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.04591480 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEQ5 1834000.00000000 PA USD 1852408.66000000 0.261701114487 Long DBT CORP US N 2 2027-05-08 Fixed 0.05400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PNT1 13.43690000 PA USD 13.58000000 0.000001918529 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 2018000.00000000 PA USD 2029766.96000000 0.286757607568 Long DBT CORP GB N 2 2029-05-18 Variable 0.04892000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J20 200000.00000000 PA USD 198722.72000000 0.028074775518 Long DBT CORP US N 2 2029-04-06 Fixed 0.04970000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385HX98 17.56060000 PA USD 18.25000000 0.000002578289 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BPH5 166.82230000 PA USD 170.50000000 0.000024087579 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N MARLETTE FUNDING TRUST 2025-1 N/A 570920AA6 28296.34360000 PA USD 28316.24000000 0.004000408617 Long ABS-CBDO CORP US N 2 2035-07-16 Fixed 0.04750000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-SPOT N/A 12433FAA6 1282898.58680000 PA USD 1283700.40000000 0.181356216153 Long ABS-MBS CORP US N 2 2040-04-15 Variable 0.05070450 N N N N N N ENTERPRISE FLEET FINANCING 2025-1 LLC N/A 29390HAC3 1160000.00000000 PA USD 1168199.46000000 0.165038691098 Long ABS-CBDO CORP US N 2 2029-02-20 Fixed 0.04820000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AJ2 115000.00000000 PA USD 114995.29000000 0.016246088783 Long DBT CORP US N 2 2028-04-01 Fixed 0.04750000 N N N N N N VOYA CLO 2019-2 LLC N/A 92917RAL3 1031955.53510000 PA USD 1032753.24000000 0.145903374203 Long ABS-CBDO CORP KY N 2 2032-07-20 Variable 0.04875230 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMT3 2385000.00000000 PA USD 2390652.88000000 0.337742171345 Long DBT CORP US N 2 2029-05-09 Variable 0.04623000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 917000.00000000 PA USD 948653.30000000 0.134022060700 Long DBT CORP GB N 2 2029-02-02 Fixed 0.05931000 N N N N N N AUTONATION INC DEL N/A 05329WAU6 1776000.00000000 PA USD 1760214.43000000 0.248676271070 Long DBT CORP US N 2 2029-01-15 Fixed 0.04450000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAE5 1614000.00000000 PA USD 1596003.80000000 0.225477229838 Long DBT CORP IE N 2 2028-01-23 Fixed 0.03875000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DP7 164000.00000000 PA USD 166621.90000000 0.023539696110 Long DBT CORP US N 2 2027-05-01 Fixed 0.06259000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EX49 26.49240000 PA USD 26.85000000 0.000003793263 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 36209KCT3 29.89610000 PA USD 30.18000000 0.000004263713 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 36225BBU1 38.23900000 PA USD 38.73000000 0.000005471624 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4V45 285104.71070000 PA USD 278659.29000000 0.039367904248 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.04500000 N N N N N N WORLD OMNI AUTO TRUST 2024-C N/A 98164NAD7 1036543.35000000 PA USD 1039127.97000000 0.146803971346 Long ABS-CBDO CORP US N 2 2029-12-17 Fixed 0.04430000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VD22 41.74080000 PA USD 42.73000000 0.000006036728 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N AVIS BUDGET RENT CAR FDG AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKL7 311000.00000000 PA USD 311781.11000000 0.044047226578 Long ABS-CBDO CORP US N 2 2029-08-20 Fixed 0.04800000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DE59 19.14240000 PA USD 19.28000000 0.000002723803 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N ALA TRUST 2025-OANA N/A 009920AA7 1764000.00000000 PA USD 1771166.25000000 0.250223501744 Long ABS-MBS CORP US N 2 2040-06-15 Variable 0.05370630 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMH6 70.89640000 PA USD 72.40000000 0.000010228391 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07000000 N N N N N N CARMAX AUTO OWNER TRUST 2024-3 N/A 14319GAD3 983961.08000000 PA USD 989561.00000000 0.139801341974 Long ABS-CBDO CORP US N 2 2029-07-16 Fixed 0.04890000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAH3 1573560.00000000 PA USD 1564024.86000000 0.220959369164 Long ABS-CBDO CORP US N 2 2047-07-25 Fixed 0.04118000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FFB47 3.05180000 PA USD 3.06000000 0.000000432304 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 0.08500000 N N N N N N CFMT 2024-HB15 LLC N/A 15723AAA9 66336.58070000 PA USD 66119.85000000 0.009341156089 Long ABS-CBDO CORP US N 2 2034-08-25 Variable 0.04000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2019-BROOK N/A 46591JAA4 112394.03190000 PA USD 110189.64000000 0.015567165181 Long ABS-MBS CORP US N 2 2029-09-15 Variable 0.05242480 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849LVC2 1847000.00000000 PA USD 1853312.10000000 0.261828748988 Long DBT CORP US N 2 2027-01-13 Fixed 0.04900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209AR93 6.95330000 PA USD 7.01000000 0.000000990345 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 36210CMD2 185.60630000 PA USD 188.90000000 0.000026687059 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBT1 1194000.00000000 PA USD 1178155.08000000 0.166445182498 Long DBT CORP IE N 2 2029-02-28 Fixed 0.04125000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401ABE0 638000.00000000 PA USD 627365.34000000 0.088631743207 Long DBT CORP KY N 2 2029-04-15 Fixed 0.04200000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HBF4 494000.00000000 PA USD 492075.09000000 0.069518461150 Long DBT CORP NL N 2 2028-08-19 Fixed 0.04300000 N N N N N N ENTERPRISE FLEET FINANCING 2024-4 LLC N/A 29374MAC2 425000.00000000 PA USD 426528.13000000 0.060258240738 Long ABS-CBDO CORP US N 2 2028-11-20 Fixed 0.04560000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAA9 669976.34000000 PA USD 669138.87000000 0.094533345587 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.04827090 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FQ4A7 97.63360000 PA USD 98.93000000 0.000013976446 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.08500000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AH4 796000.00000000 PA USD 797259.41000000 0.112633718810 Long DBT CORP US N 2 2026-12-23 Fixed 0.04600000 N N N N N N STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C N/A 85855EAC0 1398000.00000000 PA USD 1390306.67000000 0.196417136712 Long ABS-CBDO CORP US N 2 2029-04-20 Fixed 0.04110000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213M7E2 271.95200000 PA USD 278.64000000 0.000039365179 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GCK1 2231543.45000000 PA USD 2232122.09000000 0.315345555890 Long ABS-CBDO CORP US N 2 2040-05-18 Fixed 0.04410000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AX7 1963000.00000000 PA USD 2007644.08000000 0.283632172843 Long DBT CORP GB N 2 2029-03-06 Variable 0.05871000 N N N N N N VERUS SECURITIZATION TR 2026-R2 N/A 92541GAD9 1254362.74000000 PA USD 1256788.30000000 0.177554178992 Long ABS-CBDO CORP US N 2 2067-10-25 Variable 0.05282000 N N N N N N WELLS FARGO CARD ISSUANCE TRUST N/A 92970QAE5 2164000.00000000 PA USD 2169625.10000000 0.306516223417 Long ABS-CBDO CORP US N 2 2029-10-15 Fixed 0.04290000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAQ9 445000.00000000 PA USD 446193.56000000 0.063036496454 Long DBT CORP US N 2 2028-04-07 Fixed 0.04700000 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAA5 1145000.00000000 PA USD 1145716.66000000 0.161862408270 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.04870000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEB8 1522000.00000000 PA USD 1554022.68000000 0.219546299947 Long DBT CORP US N 2 2028-01-09 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201M3F7 65.01450000 PA USD 66.82000000 0.000009440070 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAU4 500000.00000000 PA USD 499428.23000000 0.070557284264 Long DBT CORP NL N 2 2027-06-16 Variable 0.01542000 N N N N N N UBS AG STAMFORD BRH 254900R882POXXVAK772 90261AAG7 1386000.00000000 PA USD 1383454.79000000 0.195449129667 Long DBT CORP US N 2 2029-03-16 Variable 0.04302000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 25-B N/A 44935XAD7 2327000.00000000 PA USD 2331095.29000000 0.329328105909 Long ABS-CBDO CORP US N 2 2029-12-17 Fixed 0.04360000 N N N N N N BX TRUST 2026-CIP N/A 123917AA4 1068000.00000000 PA USD 1070670.00000000 0.151260107069 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.04850000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAQ8 540000.00000000 PA USD 544287.73000000 0.076894860523 Long DBT CORP FR N 2 2027-10-19 Variable 0.06612000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3R0 934000.00000000 PA USD 938058.53000000 0.132525272665 Long DBT CORP US N 2 2027-01-15 Fixed 0.05339000 N N N N N N Discovery Global Holdings Inc 549300DXR29GD4N0A520 254948AN2 869000.00000000 PA USD 862847.48000000 0.121899747083 Long DBT CORP US N 2 2027-03-15 Fixed 0.03755000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 1834000.00000000 PA USD 1904286.11000000 0.269030159516 Long DBT CORP GB N 2 2028-11-03 Variable 0.07390000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QTR7 80.51440000 PA USD 81.51000000 0.000011515416 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N OCWEN LOAN INVESTMENT TRUST N/A 68278EAA9 209008.67930000 PA USD 205143.34000000 0.028981855822 Long ABS-CBDO CORP US N 2 2038-06-25 Variable 0.03000000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 2265000.00000000 PA USD 2257987.97000000 0.318999787146 Long DBT CORP US N 2 2026-10-05 Fixed 0.03244000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BDW2 114.64430000 PA USD 116.07000000 0.000016397919 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N FORDF 2025-1 A1 N/A 34529BAA4 1300000.00000000 PA USD 1305958.16000000 0.184500706202 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 0.04630000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208V5C5 221.19450000 PA USD 223.45000000 0.000031568149 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 36209GZR1 28.85050000 PA USD 29.30000000 0.000004139390 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 36210APY7 103.98190000 PA USD 105.10000000 0.000014848120 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N MORGAN STANLEY BK NA SALT LAKE G1MLHIS0N32I3QPILB75 61690DK72 1204000.00000000 PA USD 1213551.69000000 0.171445878341 Long DBT CORP US N 2 2029-01-12 Variable 0.05016000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BC89 14.53810000 PA USD 14.71000000 0.000002078171 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC N/A 00900PBC8 2611000.00000000 PA USD 2611770.25000000 0.368980776201 Long ABS-CBDO CORP KY N 2 2037-04-16 Variable 0.04879520 N N N N N N OHA CREDIT FUNDING 22 LTD N/A 67121HAA3 1674000.00000000 PA USD 1674992.68000000 0.236636472598 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.05005230 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBS7 877000.00000000 PA USD 876374.98000000 0.123810859842 Long DBT CORP US N 2 2027-09-25 Fixed 0.04400000 N N N N N N GLENCORE FDG LLC 213800STG1QDNBY87K49 378272BY3 459000.00000000 PA USD 461989.21000000 0.065268044653 Long DBT CORP US N 2 2028-04-01 Fixed 0.04907000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3T6 2275000.00000000 PA USD 2293798.42000000 0.324058948700 Long DBT CORP US N 2 2027-03-25 Fixed 0.05516000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 N/A 92868RAD0 1957000.00000000 PA USD 1966677.76000000 0.277844609962 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.04630000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3C6 2352000.00000000 PA USD 2355023.73000000 0.332708623152 Long DBT CORP FR N 2 2029-05-09 Variable 0.04792000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E2H8 49.67940000 PA USD 50.73000000 0.000007166937 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N TESLA ELEC VEH TR 2023-1 N/A 881943AD6 404785.69460000 PA USD 407097.26000000 0.057513122750 Long ABS-CBDO CORP US N 2 2028-06-20 Fixed 0.05380000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 313920NH9 1340.46740000 PA USD 1359.77000000 0.000192103034 Long ABS-CBDO USGSE US N 2 2031-08-25 Fixed 0.06000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCM5 975000.00000000 PA USD 968392.66000000 0.136810760959 Long DBT CORP CA N 2 2028-11-20 Fixed 0.04200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MHV9 67.18860000 PA USD 68.06000000 0.000009615252 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N OCEANVIEW MTG LN TR 2020-1 N/A 676477AA0 71978.40080000 PA USD 68441.55000000 0.009669156865 Long ABS-CBDO CORP US N 2 2050-05-28 Fixed 0.01732910 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183DE1 155433.43830000 PA USD 156766.05000000 0.022147299828 Long ABS-CBDO CORP US N 2 2036-05-15 Fixed 0.05520000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WBY6 58.15870000 PA USD 59.07000000 0.000008345180 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.07000000 N N N N N N DRYDEN 68 CLO LTD N/A 26252QAS1 1750000.00000000 PA USD 1751312.50000000 0.247418640909 Long ABS-CBDO CORP KY N 2 2035-07-15 Variable 0.04773100 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BC7 1871000.00000000 PA USD 1932671.32000000 0.273040311948 Long DBT CORP US N 2 2029-08-21 Variable 0.06208000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AY6 597000.00000000 PA USD 602462.56000000 0.085113574986 Long DBT CORP US N 2 2027-09-25 Fixed 0.05125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201VEZ1 1207.43550000 PA USD 1234.38000000 0.000174388421 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 36225A2E9 146.69270000 PA USD 147.76000000 0.000020874959 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 25160PAQ0 1944000.00000000 PA USD 1965753.48000000 0.277714031267 Long DBT CORP US N 2 2029-01-10 Variable 0.05373000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFY6 1229000.00000000 PA USD 1238263.19000000 0.174937023265 Long DBT CORP US N 2 2029-04-12 Variable 0.04994000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368MK78 1665000.00000000 PA USD 1655083.94000000 0.233823842989 Long DBT CORP CA N 2 2030-03-19 Variable 0.04338000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBD9 1849000.00000000 PA USD 1870928.33000000 0.264317501672 Long DBT CORP NL N 2 2029-06-26 Fixed 0.05125000 N N N N N N VERIZON MASTER TRUST N/A 92348KBS1 1385000.00000000 PA USD 1385979.61000000 0.195805826449 Long ABS-CBDO CORP US N 2 2029-06-20 Fixed 0.05160000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200Q3K8 47.82900000 PA USD 49.03000000 0.000006926768 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAW3 1853000.00000000 PA USD 1861564.58000000 0.262994627371 Long DBT CORP US N 2 2029-03-04 Variable 0.04786000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 1688000.00000000 PA USD 1640531.09000000 0.231767872756 Long DBT CORP US N 2 2027-10-15 Fixed 0.02375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LML7 51.87930000 PA USD 52.98000000 0.000007484809 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 0.07000000 N N N N N N AVIS BUDGET RENT CAR FDG AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKW3 974000.00000000 PA USD 961372.48000000 0.135818977143 Long ABS-CBDO CORP US N 2 2030-02-20 Fixed 0.04170000 N N N N N N AFFRM 2026-X1 N/A 00835EAA8 1940000.00000000 PA USD 1940417.49000000 0.274134660817 Long ABS-CBDO CORP US N 2 2031-04-15 Fixed 0.04270000 N N N N N N PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC N/A 69704AAA9 2203632.15620000 PA USD 2203566.05000000 0.311311269259 Long ABS-CBDO CORP KY N 2 2033-07-15 Variable 0.04613100 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECX1 2201000.00000000 PA USD 2218154.31000000 0.313372242079 Long DBT CORP GB N 2 2029-02-25 Variable 0.05086000 N N N N N N MASSMUTUAL GLOBAL FDG II 549300K1IE3K7YU6VG29 57629TCB1 636000.00000000 PA USD 628577.29000000 0.088802962805 Long DBT CORP US N 2 2029-01-22 Fixed 0.04000000 N N N N N N EQUITABLE AMERICA GLOBAL FUNDING 98450066CCBIACF06694 29446Q2A0 946000.00000000 PA USD 945962.39000000 0.133641899366 Long DBT CORP US N 2 2028-06-09 Fixed 0.04650000 N N N N N N ENTERPRISE FLEET FINANCING 2024-3 LLC N/A 29375QAC2 1168000.00000000 PA USD 1176272.94000000 0.166179281055 Long ABS-CBDO CORP US N 2 2028-08-21 Fixed 0.04980000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAP2 2203000.00000000 PA USD 2145223.20000000 0.303068817581 Long DBT CORP US N 2 2029-01-15 Fixed 0.04850000 N N N N N N STELLANTIS FINL SVC US CORP 5493000KNKFDOC1BOW59 85855FAD5 317000.00000000 PA USD 317801.10000000 0.044897707428 Long DBT CORP US N 2 2029-06-15 Fixed 0.05400000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 1908000.00000000 PA USD 1978965.29000000 0.279580544567 Long DBT CORP GB N 2 2028-11-02 Variable 0.07385000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4QF6 41303.47920000 PA USD 40963.46000000 0.005787158830 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EDF9 2216000.00000000 PA USD 2212158.65000000 0.312525198477 Long DBT CORP US N 2 2028-03-17 Fixed 0.04300000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAL1 2189000.00000000 PA USD 2171012.79000000 0.306712270881 Long DBT CORP US N 2 2028-09-09 Fixed 0.05450000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFQ4 2170000.00000000 PA USD 2175321.86000000 0.307321039586 Long DBT CORP US N 2 2029-04-06 Fixed 0.04750000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBR0 1467000.00000000 PA USD 1515764.27000000 0.214141300094 Long DBT CORP US N 2 2027-11-15 Fixed 0.07100000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201MEE8 71.54120000 PA USD 73.27000000 0.000010351301 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E74 2201000.00000000 PA USD 2221602.81000000 0.313859432791 Long DBT CORP US N 2 2027-05-17 Fixed 0.05850000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2024-2 N/A 17331XAD3 156577.62930000 PA USD 157275.93000000 0.022219333698 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.05330000 N N N N N N WORLD OMNI SELECT AUTO TRUST 2025-A N/A 98164UAE9 314000.00000000 PA USD 311205.81000000 0.043965950424 Long ABS-CBDO CORP US N 2 2031-08-15 Fixed 0.04080000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XSV4 191.93830000 PA USD 194.52000000 0.000027481031 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBW4 588000.00000000 PA USD 591615.64000000 0.083581164177 Long DBT CORP CA N 2 2026-11-15 Fixed 0.05900000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCH6 1467000.00000000 PA USD 1482328.80000000 0.209417666508 Long DBT CORP US N 2 2028-06-01 Fixed 0.05450000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCH6 311000.00000000 PA USD 312053.25000000 0.044085673462 Long DBT CORP CA N 2 2028-06-20 Fixed 0.04600000 N N N N N N REGIONS BANK OF ALABAMA EQTWLK1G7ODGC2MGLV11 759187JX6 770000.00000000 PA USD 772332.15000000 0.109112092149 Long DBT CORP US N 2 2029-07-27 Variable 0.04755000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374CNW2 55198.79000000 PA USD 56230.61000000 0.007944042598 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.05500000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 N/A 92867YAD6 613232.34730000 PA USD 618572.31000000 0.087389498016 Long ABS-CBDO CORP US N 2 2028-12-20 Fixed 0.05480000 N N N N N N LEGACY MORTGAGE ASSET TRUST 21-GS5 N/A 52475XAA2 423763.11320000 PA USD 425619.03000000 0.060129806615 Long ABS-CBDO CORP US N 2 2067-07-25 Variable 0.06250000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2K7 973000.00000000 PA USD 961690.52000000 0.135863908602 Long DBT CORP GB N 2 2030-01-13 Variable 0.04299000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NZU0 2133000.00000000 PA USD 2126763.28000000 0.300460871645 Long DBT CORP US N 2 2028-11-17 Variable 0.04204000 N N N N N N RKTL 2026-1A N/A 74990JAA3 661162.70280000 PA USD 660474.30000000 0.093309248727 Long ABS-CBDO CORP US N 2 2035-02-26 Fixed 0.04070000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAE5 396459.06530000 PA USD 315499.98000000 0.044572614115 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 0.01530000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAA3 652525.13210000 PA USD 545125.30000000 0.077013189165 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 0.01690000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAA1 2121664.17400000 PA USD 2118350.98000000 0.299272414512 Long ABS-MBS CORP US N 2 2030-03-15 Variable 0.04770920 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CY3 954000.00000000 PA USD 962026.33000000 0.135911350537 Long DBT CORP US N 2 2028-03-01 Fixed 0.05000000 N N N N N N BARINGS CLO LTD 2019-III 549300T40QLO0VJIOB35 06761KAW1 862000.00000000 PA USD 861736.23000000 0.121742753990 Long ABS-CBDO CORP KY N 2 2036-01-20 Variable 0.04815230 N N N N N N BLP COML MTG 2024-INDS N/A 05625AAA9 382030.61370000 PA USD 382508.15000000 0.054039268611 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.04969240 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBC0 2000000.00000000 PA USD 2072855.84000000 0.292845037498 Long DBT CORP US N 2 2028-11-27 Fixed 0.07300000 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAN4 884000.00000000 PA USD 883873.08000000 0.124870162343 Long DBT CORP US N 2 2026-06-15 Fixed 0.03950000 N N N N N N ARI FLEET LEASE TRUST N/A 04033DAB0 1085000.00000000 PA USD 1081247.42000000 0.152754443962 Long ABS-CBDO CORP US N 2 2034-11-15 Fixed 0.03960000 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAW6 1547000.00000000 PA USD 1534067.03000000 0.216727043075 Long DBT CORP CA N 2 2028-09-29 Fixed 0.04148000 N N N N N N BRAVO RESIDENTIAL FDG TR 2026-NQM3 N/A 10571LAC5 457850.61140000 PA USD 456570.23000000 0.064502472166 Long ABS-CBDO CORP US N 2 2065-11-25 Variable 0.04922000 N N N N N N SEQUOIA MTG TR N/A 81744FCU9 133.33870000 PA USD 124.83000000 0.000017635498 Long ABS-CBDO CORP US N 2 2034-07-20 Variable 0.04927650 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAP0 200000.00000000 PA USD 200401.07000000 0.028311886300 Long DBT CORP JP N 2 2027-07-16 Fixed 0.04567000 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2026-P2 N/A 14689CAC6 600000.00000000 PA USD 602364.84000000 0.085099769483 Long ABS-CBDO CORP US N 2 2031-04-10 Fixed 0.04770000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 487000.00000000 PA USD 485006.07000000 0.068519777408 Long DBT CORP US N 2 2028-04-20 Fixed 0.04350000 N N N N N N PINNACLE WEST CAPITAL CORP TWSEY0NEDUDCKS27AH81 723484AM3 376000.00000000 PA USD 378447.04000000 0.053465530733 Long DBT CORP US N 2 2028-05-15 Fixed 0.04900000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 727000.00000000 PA USD 732526.70000000 0.103488532482 Long DBT CORP CA N 2 2027-04-05 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FXA0 173.98490000 PA USD 178.18000000 0.000025172579 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 635400FQ1M7J2CHLAS59 45115AAA2 1820000.00000000 PA USD 1834670.95000000 0.259195199580 Long DBT CORP IE N 2 2027-05-08 Fixed 0.05809000 N N N N N N WESTERN-SOUTHERN GLOBAL FUNDING 635400PFYEGVSGK4VB37 95954A2D4 1394000.00000000 PA USD 1378454.71000000 0.194742737748 Long DBT CORP US N 2 2029-01-29 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMQ6 18.44070000 PA USD 18.87000000 0.000002665880 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPP0 44116600.00000000 PA USD 43546186.04000000 6.152036353759 Long DBT UST US N 2 2028-12-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FPPS7 42.05690000 PA USD 42.51000000 0.000006005648 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.08500000 N N N N N N PEAC SOLUTIONS RECEIVABLES 2026-1 LLC N/A 704583AB9 440000.00000000 PA USD 438894.50000000 0.062005313553 Long ABS-CBDO CORP US N 2 2028-10-20 Fixed 0.04270000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210CNJ8 216.19510000 PA USD 219.41000000 0.000030997394 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N BUCKHORN PARK CLO LTD N/A 118382BA7 1871000.00000000 PA USD 1872309.70000000 0.264512656270 Long ABS-CBDO CORP KY N 2 2034-07-18 Variable 0.04745230 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DE1 1834000.00000000 PA USD 1863487.68000000 0.263266315484 Long DBT CORP JP N 2 2030-04-17 Variable 0.05258000 N N N N N N BRIDGE COML MTG TR 2026-MF N/A 10804AAA2 1873000.00000000 PA USD 1873000.00000000 0.264610179178 Long ABS-MBS CORP US N 2 2039-06-15 Variable 0.04850000 N N N N N N STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2026-A N/A 85856FAD4 1983000.00000000 PA USD 1977741.68000000 0.279407677690 Long ABS-CBDO CORP US N 2 2029-11-20 Fixed 0.04350000 N N N N N N BX 2024-CNYN N/A 05612HAA9 613570.76310000 PA USD 614337.73000000 0.086791252969 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.05068968 N N N N N N GLENCORE FDG LLC 213800STG1QDNBY87K49 378272BR8 2568000.00000000 PA USD 2591050.16000000 0.366053522209 Long DBT CORP US N 2 2027-04-04 Fixed 0.05338000 N N N N N N DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC N/A 26253BAN4 1123000.00000000 PA USD 1123574.98000000 0.158734317553 Long ABS-CBDO CORP KY N 2 2034-08-20 Variable 0.04931920 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDB8 1192000.00000000 PA USD 1204538.77000000 0.170172567943 Long DBT CORP US N 2 2027-10-29 Variable 0.07149000 N N N N N N REACH ABS TR 2025-2 N/A 75525QAA8 316980.29970000 PA USD 318049.13000000 0.044932748145 Long ABS-CBDO CORP US N 2 2032-08-18 Fixed 0.04930000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAR2 178000.00000000 PA USD 177299.00000000 0.025048115407 Long DBT CORP US N 2 2029-01-15 Fixed 0.04350000 N N N N N N MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC N/A 55820BAS6 1743000.00000000 PA USD 1743484.55000000 0.246312738478 Long ABS-CBDO CORP KY N 2 2034-07-15 Variable 0.04753100 N N N N N N STELLANTIS FINL SVC US CORP 5493000KNKFDOC1BOW59 85855FAA1 535000.00000000 PA USD 532898.44000000 0.075285825783 Long DBT CORP US N 2 2028-09-15 Fixed 0.04950000 N N N N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 N/A 39571VAB4 47742.56940000 PA USD 47884.23000000 0.006764898387 Long ABS-CBDO CORP US N 2 2060-06-25 Fixed 0.04930000 N N N N N N OCWEN LOAN INVESTMENT TRUST N/A 68279MAA0 350000.00000000 PA USD 342860.00000000 0.048437931678 Long ABS-CBDO CORP US N 2 2039-05-25 Variable 0.03000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEP7 2201000.00000000 PA USD 2204439.13000000 0.311434614617 Long DBT CORP US N 2 2028-10-22 Variable 0.04505000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201DAT9 31.75930000 PA USD 32.54000000 0.000004597125 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 36212CD73 172.33660000 PA USD 175.39000000 0.000024778419 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFL5 787000.00000000 PA USD 781144.44000000 0.110357058319 Long DBT CORP US N 2 2028-10-27 Fixed 0.04200000 N N N N N N TERWIN MORTGAGE TRUST N/A 881561BU7 11131.42400000 PA USD 12119.24000000 0.001712159246 Long ABS-CBDO CORP US N 2 2034-09-25 Variable 0.04558800 N N N N N N ANGEL OAK MTG TR 2021-8 N/A 03465MAA1 356399.78480000 PA USD 316698.02000000 0.044741868562 Long ABS-CBDO CORP US N 2 2066-11-25 Fixed 0.01820000 N N N N N N MAGNETITE XXIII LTD N/A 55954NAS8 1022000.00000000 PA USD 1022381.21000000 0.144438054013 Long ABS-CBDO CORP KY N 2 2035-01-25 Variable 0.04656590 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JBJ5 2164000.00000000 PA USD 2151551.83000000 0.303962901894 Long DBT CORP US N 2 2028-03-10 Fixed 0.04125000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAP1 616000.00000000 PA USD 617795.87000000 0.087279805582 Long DBT CORP US N 2 2027-04-07 Fixed 0.04600000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAX3 1597000.00000000 PA USD 1594931.82000000 0.225325784659 Long DBT CORP US N 2 2027-06-05 Fixed 0.05300000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AR9 1834000.00000000 PA USD 1850868.36000000 0.261483506874 Long DBT CORP US N 2 2029-02-01 Fixed 0.06000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-B N/A 344930AD4 280029.69650000 PA USD 281260.82000000 0.039735438321 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.05230000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAA8 959280.80000000 PA USD 960479.90000000 0.135692876901 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.04927090 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBQ2 825000.00000000 PA USD 827702.60000000 0.116934614678 Long DBT CORP US N 2 2027-06-09 Fixed 0.04750000 N N N N N N FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC N/A 33884EAQ4 2823000.00000000 PA USD 2823000.00000000 0.398822496434 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.04753100 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210RKU3 43.06960000 PA USD 43.63000000 0.000006163877 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07000000 N N N N N N BX TRUST 2025-DIME N/A 05613UAA9 1199000.00000000 PA USD 1193005.00000000 0.168543121628 Long ABS-MBS CORP US N 2 2035-02-15 Variable 0.04777090 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNU1 70627100.00000000 PA USD 70039460.63000000 9.894903484719 Long DBT UST US N 2 2028-08-15 Fixed 0.03625000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAJ6 1431000.00000000 PA USD 1442396.73000000 0.203776218458 Long DBT CORP GB N 2 2027-10-18 Variable 0.06557000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HCS2 2.54900000 PA USD 2.57000000 0.000000363079 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.08500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 2330000.00000000 PA USD 2390005.21000000 0.337650671038 Long DBT CORP US N 2 2028-10-18 Variable 0.06296000 N N N N N N BX COML MTG TR 2024-GPA3 N/A 123910AA9 231316.88700000 PA USD 231750.61000000 0.032740827782 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.04919910 N N N N N N PLYM COMMERCIAL MORTGAGE TRUST 2026-IND N/A 69292BAA5 979000.00000000 PA USD 979611.88000000 0.138395768869 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.04877090 N N N N N N BX 2026-ALOHA N/A 12434HAA1 590000.00000000 PA USD 589999.94000000 0.083352904345 Long ABS-MBS CORP US N 2 2043-04-15 Floating 0.04977090 N N N N N N US BANK NA CINCINNATI OHIO 6BYL5QZYBDK8S7L73M02 90331HPV9 2130000.00000000 PA USD 2130725.39000000 0.301020623186 Long DBT CORP US N 2 2029-05-20 Variable 0.04535000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439BD0 1508000.00000000 PA USD 1516354.37000000 0.214224667135 Long DBT CORP GB N 2 2029-06-13 Variable 0.04818000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAY7 655000.00000000 PA USD 620939.28000000 0.087723894361 Long DBT CORP US N 2 2028-07-15 Fixed 0.02450000 N N N N N N FLATIRON CLO 23 LLC N/A 33883DAQ7 2128000.00000000 PA USD 2128587.33000000 0.300718566358 Long ABS-CBDO CORP US N 2 2036-04-17 Variable 0.04920380 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 1834000.00000000 PA USD 1812177.29000000 0.256017382493 Long DBT CORP US N 2 2028-10-27 Variable 0.03520000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAR2 322000.00000000 PA USD 312292.69000000 0.044119500617 Long DBT CORP KY N 2 2027-11-18 Fixed 0.02528000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAT9 541000.00000000 PA USD 542580.26000000 0.076653635780 Long DBT CORP US N 2 2026-12-30 Fixed 0.05050000 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAT1 1444000.00000000 PA USD 1444074.54000000 0.204013252950 Long DBT CORP US N 2 2027-10-08 Fixed 0.04500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCX1 1467000.00000000 PA USD 1488243.98000000 0.210253340207 Long DBT CORP US N 2 2029-02-01 Variable 0.05468000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EQ8 1963000.00000000 PA USD 1973521.56000000 0.278811475496 Long DBT CORP GB N 2 2029-03-03 Variable 0.04899000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 279.00000000 NC USD 63570.15000000 0.008980944357 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-09-30 57584804.85000000 USD 63570.15000000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4E8 1938000.00000000 PA USD 1943246.34000000 0.274534309778 Long DBT CORP US N 2 2027-01-07 Fixed 0.04950000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABC4 2201000.00000000 PA USD 2200012.10000000 0.310809180980 Long DBT CORP DK N 2 2028-04-01 Variable 0.04298000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAT5 1790000.00000000 PA USD 1780065.68000000 0.251480778715 Long DBT CORP CA N 2 2030-04-17 Variable 0.04400000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CJ2 1800000.00000000 PA USD 1801129.54000000 0.254456599200 Long DBT CORP US N 2 2029-10-26 Variable 0.04618000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DT38 30.55580000 PA USD 30.82000000 0.000004354130 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAH6 1633000.00000000 PA USD 1643568.30000000 0.232196958011 Long DBT CORP US N 2 2026-11-21 Fixed 0.06125000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJK7 1834000.00000000 PA USD 1839572.50000000 0.259887671562 Long DBT CORP US N 2 2029-02-01 Variable 0.04653000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AC0 265000.00000000 PA USD 263388.27000000 0.037210473741 Long DBT CORP US N 2 2029-03-24 Fixed 0.04500000 N N N N N N DELL EQUIPMENT FINANCE TRUST 2023-3 N/A 24702EAC4 75015.59190000 PA USD 75101.24000000 0.010610012051 Long ABS-CBDO CORP US N 2 2029-04-23 Fixed 0.05930000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HRY8 2036000.00000000 PA USD 2028451.75000000 0.286571799798 Long DBT CORP US N 2 2028-02-01 Variable 0.03782000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 2014000.00000000 PA USD 2030095.61000000 0.286804037966 Long DBT CORP US N 2 2027-04-18 Fixed 0.05200000 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAA1 1098070.63840000 PA USD 1099100.08000000 0.155276598560 Long ABS-MBS CORP US N 2 2043-02-15 Variable 0.04827090 N N N N N N CSAIL 2018-CX12 COML MTG TR N/A 12595XAU7 165485.69820000 PA USD 163451.61000000 0.023091809828 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 0.04162800 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AF2 200540.72700000 PA USD 201701.80000000 0.028495648392 Long ABS-CBDO CORP US N 2 2037-04-20 Fixed 0.05820000 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849LVA6 1246000.00000000 PA USD 1259381.79000000 0.177920577205 Long DBT CORP US N 2 2027-07-02 Fixed 0.05550000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMK2 2201000.00000000 PA USD 2218314.36000000 0.313394853323 Long DBT CORP US N 2 2029-01-24 Variable 0.04979000 N N N N N N OCWEN LN INVT TR 2024-HB1 N/A 675952AA3 21370.73930000 PA USD 21122.40000000 0.002984090789 Long ABS-CBDO CORP US N 2 2037-02-25 Fixed 0.03000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BQ5 1405000.00000000 PA USD 1413369.54000000 0.199675369580 Long DBT CORP NL N 2 2029-03-25 Variable 0.04858000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X46L5 30573.54700000 PA USD 30321.86000000 0.004283754835 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04500000 N N N N N N ANGEL OAK MORTGAGE TRUST 2026-2 N/A 03466LAD6 744738.75860000 PA USD 738480.05000000 0.104329598692 Long ABS-CBDO CORP US N 2 2071-02-25 Variable 0.04628000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAB8 445000.00000000 PA USD 446653.87000000 0.063101527267 Long DBT CORP US N 2 2027-09-01 Fixed 0.04911000 N N N N N N SOFI CONSUMER LOAN PROGRAM 2025-3 N/A 83390JAA0 240784.84610000 PA USD 241162.64000000 0.034070522894 Long ABS-CBDO CORP US N 2 2034-08-15 Fixed 0.04470000 N N N N N N BA CR CARD TR N/A 05522RDL9 1809000.00000000 PA USD 1804606.48000000 0.254947807805 Long ABS-CBDO CORP US N 2 2031-04-15 Fixed 0.04220000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KCL2 1054000.00000000 PA USD 1058575.10000000 0.149551386484 Long DBT CORP US N 2 2027-09-01 Fixed 0.04685000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADA2 1309000.00000000 PA USD 1310158.71000000 0.185094143622 Long DBT CORP US N 2 2026-06-24 Fixed 0.05450000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 917000.00000000 PA USD 921952.19000000 0.130249831388 Long DBT CORP US N 2 2027-05-01 Fixed 0.05040000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EXC5 87.60320000 PA USD 89.63000000 0.000012662578 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AFZS4 14542.96390000 PA USD 14469.42000000 0.002044183565 Long ABS-CBDO USGSE US N 2 2034-10-15 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ANWT0 104356.94660000 PA USD 103474.08000000 0.014618416897 Long ABS-CBDO USGSE US N 2 2045-05-25 Variable 0.04026580 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816ED7 1798000.00000000 PA USD 1806998.02000000 0.255285675305 Long DBT CORP US N 2 2029-04-25 Variable 0.04731000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAU5 852000.00000000 PA USD 870878.51000000 0.123034339868 Long DBT CORP KY N 2 2029-03-01 Fixed 0.05750000 N N N N N N WELLS FARGO COML MTG TR 2024-GRP N/A 95003YAA0 762000.00000000 PA USD 758829.78000000 0.107204529659 Long ABS-MBS CORP US N 2 2041-10-15 Variable 0.05418410 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAB9 495000.00000000 PA USD 494256.35000000 0.069826621107 Long DBT CORP GB N 2 2026-07-26 Fixed 0.03500000 N N N N N N FORDF 2025-1 A1 N/A 34529BAC0 655000.00000000 PA USD 658570.73000000 0.093040319736 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 0.04840000 N N N N N N MAGNETITE XXII LTD / MAGNETITE XXII LLC N/A 55954HAW2 1764000.00000000 PA USD 1764672.08000000 0.249306030582 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.04923100 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 917000.00000000 PA USD 930072.28000000 0.131397006225 Long DBT CORP US N 2 2028-03-01 Fixed 0.05450000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCH3 2440000.00000000 PA USD 2463456.43000000 0.348027574661 Long DBT CORP FR N 2 2029-05-22 Variable 0.05249000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 3669000.00000000 PA USD 3704163.37000000 0.523309841453 Long DBT CORP US N 2 2030-07-22 Variable 0.04995000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853BC3 706000.00000000 PA USD 711370.51000000 0.100499667973 Long DBT CORP US N 2 2028-01-13 Fixed 0.04950000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368MS47 1750000.00000000 PA USD 1751010.80000000 0.247376017902 Long DBT CORP CA N 2 2029-06-02 Variable 0.04547000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283G3U9 8.97200000 PA USD 9.08000000 0.000001282787 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.08500000 N N N N N N VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC N/A 92013AAT6 1168000.00000000 PA USD 1168290.83000000 0.165051599497 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.04865230 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBC9 693000.00000000 PA USD 684690.83000000 0.096730466208 Long DBT CORP US N 2 2028-01-06 Variable 0.02490000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAL6 2421000.00000000 PA USD 2436168.90000000 0.344172498205 Long DBT CORP US N 2 2029-01-26 Variable 0.04873000 N N N N N N LINCOLN FINANCIAL GLOBAL FUNDING 984500OC010458395923 53359KAA9 1252000.00000000 PA USD 1269118.88000000 0.179296195534 Long DBT CORP US N 2 2030-01-13 Fixed 0.05300000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3L5 2201000.00000000 PA USD 2226084.27000000 0.314492556087 Long DBT CORP US N 2 2028-04-22 Variable 0.05707000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAM7 525000.00000000 PA USD 518280.92000000 0.073220719223 Long DBT CORP US N 2 2029-03-15 Fixed 0.04100000 N N N N N N PRINCIPAL LIFE GLOBAL FDG II 635400WSLKBQWSOIIT41 74256L6U8 2130000.00000000 PA USD 2128110.16000000 0.300651153630 Long DBT CORP US N 2 2029-05-18 Fixed 0.04650000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 1928595.59000000 NS USD 1928981.31000000 0.272519001639 Long STIV RF US N 1 N N N BAIN CAPITAL CREDIT CLO N/A 05682GAQ1 1284000.00000000 PA USD 1285034.90000000 0.181544749140 Long ABS-CBDO CORP JE N 2 2035-04-22 Variable 0.04813640 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 1834000.00000000 PA USD 1868085.11000000 0.263915822572 Long DBT CORP US N 2 2028-09-01 Fixed 0.05625000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBV3 1284000.00000000 PA USD 1291188.45000000 0.182414098829 Long DBT CORP FR N 2 2028-01-19 Variable 0.05519000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAA6 416000.00000000 PA USD 415870.00000000 0.058752501449 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.04430580 N N N N N N DLLAD 2024-1 LLC N/A 23346MAC0 109000.00000000 PA USD 110310.98000000 0.015584307625 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.05300000 N N N N N N PK ALIFT LOAN FUNDING 7 LP N/A 69291NAA0 525877.14520000 PA USD 518364.94000000 0.073232589243 Long ABS-CBDO CORP US N 2 2043-03-15 Fixed 0.04750000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBF4 606000.00000000 PA USD 599730.24000000 0.084727563409 Long DBT CORP NL N 2 2028-09-30 Fixed 0.04125000 N N N N N N GCAT 2021-NQM7 TR N/A 36167YAA6 158496.81970000 PA USD 148374.93000000 0.020961834924 Long ABS-CBDO CORP US N 2 2066-08-25 Fixed 0.01915000 N N N N N N VERIZON MASTER TRUST N/A 92348KDM2 1944000.00000000 PA USD 1955284.34000000 0.276234991752 Long ABS-CBDO CORP US N 2 2030-11-20 Fixed 0.04620000 N N N N N N WELLS FARGO COML MTG TR 2018-C47 N/A 95002DBD0 348885.12760000 PA USD 346105.25000000 0.048896408017 Long ABS-MBS CORP US N 2 2061-09-15 Fixed 0.04175000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607QWB4 720000.00000000 PA USD 713503.61000000 0.100801024071 Long DBT CORP CA N 2 2030-01-29 Variable 0.04283000 N N N N N N NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN N/A 64134VAY2 1854000.00000000 PA USD 1854904.75000000 0.262053752406 Long ABS-CBDO CORP JE N 2 2036-07-23 Variable 0.04706060 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAW9 1467000.00000000 PA USD 1460981.59000000 0.206401815433 Long DBT CORP CA N 2 2028-05-15 Fixed 0.04250000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAP2 1999000.00000000 PA USD 2015295.23000000 0.284713097655 Long DBT CORP CA N 2 2029-02-14 Variable 0.04932000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECP8 1101000.00000000 PA USD 1110705.45000000 0.156916160245 Long DBT CORP GB N 2 2028-03-12 Variable 0.05674000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBY0 734000.00000000 PA USD 741342.71000000 0.104734024199 Long DBT CORP GB N 2 2028-08-09 Variable 0.05501000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CJ9 1101000.00000000 PA USD 1105252.96000000 0.156145853594 Long DBT CORP US N 2 2026-10-01 Fixed 0.05300000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TR 2025-4 N/A 30167KAC5 1422000.00000000 PA USD 1424282.17000000 0.201217063643 Long ABS-CBDO CORP US N 2 2029-09-17 Fixed 0.04390000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 185000.00000000 PA USD 184594.23000000 0.026078757221 Long DBT CORP US N 2 2027-09-24 Fixed 0.04250000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G23 210000.00000000 PA USD 210281.86000000 0.029707806007 Long DBT CORP US N 2 2029-09-06 Fixed 0.05303000 N N N N N N M and T BANK AUTO RECEIVABLES TRUST 2026-1 N/A 551922AC1 1725000.00000000 PA USD 1732162.89000000 0.244713258243 Long ABS-CBDO CORP US N 2 2031-06-16 Fixed 0.04660000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DQ4 452000.00000000 PA USD 454978.05000000 0.064277535148 Long ABS-CBDO CORP US N 2 2029-11-15 Fixed 0.04730000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YFM6 32.94240000 PA USD 33.08000000 0.000004673414 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N AFFIRM MASTER TRUST N/A 00833BAU2 1118000.00000000 PA USD 1111794.43000000 0.157070007118 Long ABS-CBDO CORP US N 2 2034-02-15 Fixed 0.04370000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 2045000.00000000 PA USD 2009915.78000000 0.283953109813 Long DBT CORP US N 2 2028-02-15 Fixed 0.03750000 N N N N N N OPORTUN ISSUANCE TRUST 2025-B N/A 68378QAA1 1120000.00000000 PA USD 1120965.78000000 0.158365699892 Long ABS-CBDO CORP US N 2 2033-05-09 Fixed 0.04880000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4ET9 15791.27830000 PA USD 15661.28000000 0.002212564926 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.04500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AEJ2 1810000.00000000 PA USD 1808861.00000000 0.255548869898 Long DBT CORP US N 2 2028-04-06 Fixed 0.04600000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBY5 917000.00000000 PA USD 932655.16000000 0.131761905498 Long DBT CORP US N 2 2028-03-15 Fixed 0.05500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZR8 2476000.00000000 PA USD 2460306.10000000 0.347582508251 Long DBT CORP US N 2 2028-03-15 Variable 0.03615000 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AN9 730000.00000000 PA USD 716634.96000000 0.101243409061 Long DBT CORP US N 2 2029-05-15 Fixed 0.03900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BG51 25.53010000 PA USD 25.94000000 0.000003664702 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.07000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CV9 2495000.00000000 PA USD 2515958.82000000 0.355444908791 Long DBT CORP US N 2 2028-02-08 Variable 0.05706000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMS7 52927800.00000000 PA USD 52816155.16000000 7.461661655320 Long DBT UST US N 2 2028-03-15 Fixed 0.03875000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 2219000.00000000 PA USD 2242985.33000000 0.316880272325 Long DBT CORP GB N 2 2028-05-17 Variable 0.05597000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816ET2 1790000.00000000 PA USD 1783655.00000000 0.251987863931 Long DBT CORP US N 2 2030-05-03 Variable 0.04444000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 1376000.00000000 PA USD 1455553.40000000 0.205634941792 Long DBT CORP US N 2 2029-10-30 Variable 0.07161000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAT6 720000.00000000 PA USD 715505.77000000 0.101083881475 Long DBT CORP JP N 2 2029-09-11 Variable 0.04254000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 2047000.00000000 PA USD 2031986.20000000 0.287071133193 Long DBT CORP US N 2 2029-04-23 Variable 0.04075000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCC4 538000.00000000 PA USD 545407.10000000 0.077053000777 Long DBT CORP FR N 2 2029-04-13 Variable 0.05500000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DU5 200000.00000000 PA USD 199639.07000000 0.028204233894 Long DBT CORP JP N 2 2030-04-18 Variable 0.04592000 N N N N N N BMP 2024-MF23 N/A 05593JAA8 418000.00000000 PA USD 418261.25000000 0.059090327979 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.04999030 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 1834000.00000000 PA USD 1859614.05000000 0.262719064054 Long DBT CORP GB N 2 2028-09-30 Variable 0.05516000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAL0 2047000.00000000 PA USD 2058590.15000000 0.290829636116 Long DBT CORP US N 2 2028-04-01 Fixed 0.04750000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 2568000.00000000 PA USD 2544418.11000000 0.359465526958 Long DBT CORP US N 2 2027-08-15 Fixed 0.03557000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABM2 2207000.00000000 PA USD 2207427.65000000 0.311856821137 Long DBT CORP DK N 2 2029-03-27 Variable 0.04662000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CTR7 10.71110000 PA USD 10.74000000 0.000001517305 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAG7 734000.00000000 PA USD 732376.89000000 0.103467367906 Long DBT CORP US N 2 2028-06-06 Variable 0.04123000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AC0 942000.00000000 PA USD 948911.37000000 0.134058519829 Long DBT CORP JP N 2 2028-05-15 Fixed 0.04850000 N N N N N N EMERA US FINANCE LLC N/A 29103HAC1 1387000.00000000 PA USD 1381191.56000000 0.195129389306 Long DBT CORP US N 2 2029-04-01 Fixed 0.04500000 N N N N N N ORANGE 969500MCOONR8990S771 685218AH2 791000.00000000 PA USD 782880.31000000 0.110602295304 Long DBT CORP FR N 2 2029-01-13 Fixed 0.04000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAV4 1614000.00000000 PA USD 1600857.02000000 0.226162873946 Long DBT CORP US N 2 2028-11-15 Fixed 0.04500000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAA6 626000.00000000 PA USD 601742.50000000 0.085011847701 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.04922330 N N N N N N MONONGAHELA PWR CO N/A 610202BS1 989000.00000000 PA USD 987006.54000000 0.139440457768 Long DBT CORP US N 2 2029-08-15 Fixed 0.04450000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBD9 953000.00000000 PA USD 958439.25000000 0.135404581780 Long DBT CORP US N 2 2028-01-07 Fixed 0.04900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MDU5 52.51040000 PA USD 53.16000000 0.000007510238 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AA4 987000.00000000 PA USD 982059.06000000 0.138741496973 Long DBT CORP US N 2 2028-03-24 Fixed 0.04400000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLS6 2935000.00000000 PA USD 3013910.76000000 0.425793628527 Long DBT CORP US N 2 2029-09-15 Variable 0.05819000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38145GAP5 2091000.00000000 PA USD 2076491.20000000 0.293358627066 Long DBT CORP US N 2 2029-01-21 Variable 0.04148000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 2733000.00000000 PA USD 2724612.83000000 0.384922738461 Long DBT CORP US N 2 2028-01-10 Variable 0.03887000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 1834000.00000000 PA USD 1818243.43000000 0.256874383236 Long DBT CORP US N 2 2028-12-15 Fixed 0.04375000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 1834000.00000000 PA USD 1828238.09000000 0.258286390056 Long DBT CORP US N 2 2028-03-25 Fixed 0.04300000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBG9 2287000.00000000 PA USD 2324867.16000000 0.328448219847 Long DBT CORP IE N 2 2027-04-15 Fixed 0.06450000 N N N N N N CARMAX AUTO OWNER TRUST 2026-2 N/A 142935AD7 1440000.00000000 PA USD 1433308.90000000 0.202492325065 Long ABS-CBDO CORP US N 2 2031-06-16 Fixed 0.04220000 N N N N N N JERSEY CENTRAL POWR and LIGHT CO 549300W9UGH9ZPLNPF79 476556DJ1 1244000.00000000 PA USD 1229238.52000000 0.173662052872 Long DBT CORP US N 2 2029-01-15 Fixed 0.04150000 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2B8 1712000.00000000 PA USD 1719666.11000000 0.242947761609 Long DBT CORP US N 2 2028-01-10 Fixed 0.05050000 N N N N N N AUTONATION FINANCE TRUST 2026-1 N/A 05330WAC3 382000.00000000 PA USD 380175.03000000 0.053709654462 Long ABS-CBDO CORP US N 2 2030-08-12 Fixed 0.04030000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201GZR9 346.11850000 PA USD 355.83000000 0.000050270282 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ASU95 99555.30210000 PA USD 99511.24000000 0.014058562224 Long ABS-CBDO USGSE US N 2 2046-07-25 Variable 0.04076580 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAQ8 200000.00000000 PA USD 200151.76000000 0.028276664749 Long DBT CORP JP N 2 2028-07-16 Fixed 0.04620000 N N N N N N BX COML MTG TR 2024-MDHS N/A 12433BAA5 573287.25460000 PA USD 573824.71000000 0.081067730555 Long ABS-MBS CORP US N 2 2041-05-15 Floating 0.05268390 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210ASL2 12.89260000 PA USD 13.06000000 0.000001845066 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CS6 1926000.00000000 PA USD 1988681.92000000 0.280953272386 Long DBT CORP US N 2 2029-01-18 Variable 0.06720000 N N N N N N RCKTL 2025-2 N/A 74939HAA1 135776.07390000 PA USD 135940.65000000 0.019205168048 Long ABS-CBDO CORP US N 2 2034-11-27 Fixed 0.04480000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2024-D N/A 34535VAD6 811000.00000000 PA USD 814864.90000000 0.115120954188 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0.04610000 N N N N N N OCWEN LOAN INVESTMENT TRUST N/A 68278FAA6 96159.80360000 PA USD 93976.85000000 0.013276685059 Long ABS-CBDO CORP US N 2 2038-11-25 Variable 0.03000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2025-P2 N/A 14688YAC9 1267000.00000000 PA USD 1270135.57000000 0.179439829556 Long ABS-CBDO CORP US N 2 2030-08-12 Fixed 0.04550000 N N N N N N CFMT 2024-HB13 LLC N/A 12530VAA3 130629.68570000 PA USD 130629.69000000 0.018454856207 Long ABS-CBDO CORP US N 2 2034-05-25 Variable 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210VZL8 66.73900000 PA USD 67.84000000 0.000009584172 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 2201000.00000000 PA USD 2151265.65000000 0.303922471493 Long DBT CORP US N 2 2029-04-05 Fixed 0.03850000 N N N N N N DLLAA 2023-1A N/A 23292HAC5 56551.31720000 PA USD 56971.37000000 0.008048694299 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.05640000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAN4 725000.00000000 PA USD 727394.32000000 0.102763449732 Long DBT CORP US N 2 2028-04-03 Fixed 0.04900000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WGV7 370000.00000000 PA USD 369933.67000000 0.052262794822 Long DBT CORP US N 2 2028-04-10 Fixed 0.04550000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 1467000.00000000 PA USD 1478508.31000000 0.208877922491 Long DBT CORP US N 2 2027-03-05 Fixed 0.05800000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 4624000.00000000 PA USD 4594591.54000000 0.649106081501 Long DBT CORP US N 2 2027-10-01 Fixed 0.03900000 N N N N N N REACH ABS TR 2026-2 N/A 754923AA8 385000.00000000 PA USD 384989.07000000 0.054389763371 Long ABS-CBDO CORP US N 2 2035-02-15 Fixed 0.04340000 N N N N N N BLOX 2021-BLOX N/A 055522AA4 418000.00000000 PA USD 416599.91000000 0.058855620304 Long ABS-MBS CORP US N 2 2026-09-15 Variable 0.04742480 N N N N N N FLATIRON RR CLO 22 LLC N/A 33883QAQ8 1941000.00000000 PA USD 1940033.38000000 0.274080395245 Long ABS-CBDO CORP US N 2 2034-10-15 Variable 0.04583100 N N N N N N ARI FLEET LEASE TRUST 2024-B N/A 04033HAC9 170000.00000000 PA USD 172002.97000000 0.024299912819 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.05260000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEN2 917000.00000000 PA USD 943005.62000000 0.133224178363 Long DBT CORP US N 2 2029-01-07 Fixed 0.05800000 N N N N N N MHP COML MTG TR 2021-STOR N/A 55293BAB1 183000.00000000 PA USD 182885.63000000 0.025837372836 Long ABS-MBS CORP US N 3 2038-07-15 Variable 0.04442480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KBA7 13.59310000 PA USD 13.77000000 0.000001945372 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N PRPM 2024-RPL2 LLC N/A 69381DAA3 630928.33230000 PA USD 614114.47000000 0.086759711661 Long ABS-CBDO CORP US N 2 2054-05-25 Variable 0.03500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 1467000.00000000 PA USD 1463654.30000000 0.206779405541 Long DBT CORP US N 2 2027-12-01 Fixed 0.04250000 N N N N N N OPTN 2026-A N/A 68390VAA4 151000.00000000 PA USD 149837.25000000 0.021168425824 Long ABS-CBDO CORP US N 2 2034-01-09 Fixed 0.04320000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BLH9 54.36470000 PA USD 55.07000000 0.000007780076 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N AMUR EQUIP FIN RECEIVABLES XV LLC N/A 03237FAB1 994048.11350000 PA USD 999089.43000000 0.141147481627 Long ABS-CBDO CORP US N 2 2031-09-22 Fixed 0.04700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQA2 58776200.00000000 PA USD 57954251.28000000 8.187551956948 Long DBT UST US N 2 2029-02-15 Fixed 0.03500000 N N N N N N CWABS INC N/A 1266713Y0 7654.50410000 PA USD 7540.66000000 0.001065315212 Long ABS-CBDO CORP US N 2 2034-07-25 Variable 0.04198800 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LE9 2140000.00000000 PA USD 2152375.53000000 0.304079271037 Long DBT CORP US N 2 2029-06-15 Fixed 0.04600000 N N N N N N NISSAN AUTO RECEIVABLES 2023-B OWNER TR N/A 65480MAD5 221476.56150000 PA USD 222607.44000000 0.031449116169 Long ABS-CBDO CORP US N 2 2028-03-15 Fixed 0.05930000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAH6 2234000.00000000 PA USD 2218547.06000000 0.313427728277 Long DBT CORP US N 2 2028-08-25 Fixed 0.04350000 N N N N N N OPORTUN ISSUANCE TRUST 2025-C N/A 68378RAA9 456000.00000000 PA USD 454378.42000000 0.064192821746 Long ABS-CBDO CORP US N 2 2033-07-08 Fixed 0.04490000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQJ3 31259300.00000000 PA USD 31110330.05000000 4.395146827996 Long DBT UST US N 2 2029-04-15 Fixed 0.03875000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BJ5 1344000.00000000 PA USD 1354567.85000000 0.191368094766 Long DBT CORP US N 2 2028-06-01 Fixed 0.04875000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AV2 1284000.00000000 PA USD 1289970.91000000 0.182242089498 Long DBT CORP US N 2 2027-01-15 Fixed 0.05000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 917000.00000000 PA USD 889954.90000000 0.125729378296 Long DBT CORP US N 2 2029-04-15 Fixed 0.03375000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADU8 2153000.00000000 PA USD 2162267.63000000 0.305476788577 Long DBT CORP US N 2 2027-06-23 Fixed 0.04875000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAW1 1314000.00000000 PA USD 1319234.71000000 0.186376365719 Long DBT CORP KY N 2 2028-01-15 Fixed 0.04950000 N N N N N N JUNIPER VALLEY PARK CLO LLC N/A 48206KAY2 1834000.00000000 PA USD 1835192.10000000 0.259268825631 Long ABS-CBDO CORP JE N 2 2036-07-20 Variable 0.04755230 N N N N N N ALLY AUTO RECEIVABLES TRUST 2024-1 N/A 02008FAC8 133084.41700000 PA USD 133655.06000000 0.018882268753 Long ABS-CBDO CORP US N 2 2028-12-15 Fixed 0.05080000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209PCT2 52.63600000 PA USD 53.29000000 0.000007528604 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N BX TRUST 2026-LP3 N/A 05620HAA9 760788.92000000 PA USD 762928.64000000 0.107783600710 Long ABS-MBS CORP US N 2 2043-04-15 Fixed 0.05007090 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 1669000.00000000 PA USD 1669395.44000000 0.235845716229 Long DBT CORP CH N 2 2027-08-05 Variable 0.04703000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VBB0 1742000.00000000 PA USD 1711568.91000000 0.241803820582 Long DBT CORP US N 2 2028-09-11 Fixed 0.04900000 N N N N N N VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC N/A 92918UAL5 1381000.00000000 PA USD 1382202.85000000 0.195272260437 Long ABS-CBDO CORP KY N 2 2035-04-20 Variable 0.04925230 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3A9 2806000.00000000 PA USD 2814639.42000000 0.397641346102 Long DBT CORP US N 2 2028-07-25 Variable 0.04808000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668CA8 917000.00000000 PA USD 923832.38000000 0.130515457342 Long DBT CORP US N 2 2026-11-16 Fixed 0.06000000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NVE0 2302000.00000000 PA USD 2303309.56000000 0.325402645688 Long DBT CORP US N 2 2028-07-06 Variable 0.04466000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBD6 926000.00000000 PA USD 934654.52000000 0.132044367329 Long DBT CORP IE N 2 2027-01-15 Fixed 0.06100000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210AR90 79.43770000 PA USD 80.62000000 0.000011389681 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BV3 1467000.00000000 PA USD 1472842.68000000 0.208077504248 Long DBT CORP US N 2 2026-09-12 Fixed 0.05700000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AL9 655000.00000000 PA USD 655411.14000000 0.092593945110 Long ABS-CBDO CORP US N 2 2039-01-20 Fixed 0.04490000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AJ0 444000.00000000 PA USD 444879.75000000 0.062850886471 Long DBT CORP US N 2 2028-06-23 Fixed 0.04700000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 899000.00000000 PA USD 897054.05000000 0.126732318688 Long DBT CORP US N 2 2026-06-29 Fixed 0.01608000 N N N N N N FTAI MRE 2026-1 CAYMAN LTD N/A 30345KAA4 355000.00000000 PA USD 355639.00000000 0.050243299259 Long ABS-CBDO CORP KY N 2 2051-06-15 Fixed 0.05632000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3T8 1660000.00000000 PA USD 1672540.98000000 0.236290105927 Long DBT CORP US N 2 2029-04-23 Variable 0.04970000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 1834000.00000000 PA USD 1865992.50000000 0.263620186743 Long DBT CORP US N 2 2029-07-12 Fixed 0.05050000 N N N N N N BOFA AUTO TR 2024-1 N/A 09709AAC6 71345.17840000 PA USD 71791.57000000 0.010142434704 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05350000 N N N N N N USB AUTO OWNER TRUST 2025-1 N/A 90367VAC3 616000.00000000 PA USD 617984.63000000 0.087306472863 Long ABS-CBDO CORP US N 2 2030-06-17 Fixed 0.04490000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201JFJ3 133.59490000 PA USD 136.78000000 0.000019323748 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHQ7 15868800.00000000 PA USD 15902893.16000000 2.246699096917 Long DBT UST US N 2 2028-07-31 Fixed 0.04125000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBG7 1110000.00000000 PA USD 1097787.59000000 0.155091175061 Long DBT CORP GB N 2 2030-02-10 Variable 0.04241000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U4H3 2130000.00000000 PA USD 2129013.41000000 0.300778761288 Long DBT CORP US N 2 2029-05-20 Variable 0.04577000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNY3 44340600.00000000 PA USD 43710132.09000000 6.175198016154 Long DBT UST US N 2 2028-09-15 Fixed 0.03375000 N N N N N N 2026-06-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX