NPORT-P false 0000035315 XXXXXXXX S000048583 C000153158 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Series Short-Term Credit Fund S000048583 5493002SQB6GUJQNUB87 2025-08-31 2024-11-30 N 470981698.12 5463356.99 465518341.13 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 572832.04000000 0.00000000 0.00000000 527557.75000000 USD N Bloomberg US Credit 1-3 Years Bond Index 24467449 WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAY9 3700000.00000000 PA USD 3685083.38000000 0.791608633733 Long DBT CORP US N 2 2025-03-15 Fixed 0.03788000 N N N N N N DAIMLER TRUCKS RETAIL TRUST 2024-1 N/A 233874AC0 809000.00000000 PA USD 819459.24000000 0.176031569027 Long ABS-CBDO CORP US N 2 2027-12-15 Fixed 0.05490000 N N N N N N CENT CLO 21 LTD/CENT CLO 21 CORP N/A 15137EBN2 189038.82000000 PA USD 189034.47000000 0.040607308734 Long ABS-CBDO CORP KY N 2 2030-07-27 Variable 0.05848820 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAA9 504472.88000000 PA USD 506049.36000000 0.108706642744 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06051320 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200QJD7 591.28440000 PA USD 606.79000000 0.000130347173 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N FIRSTENERGY PENNSYLVANIA ELECTRIC CO N/A 708696CA5 550000.00000000 PA USD 550785.44000000 0.118316592781 Long DBT CORP US N 2 2026-03-30 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213BQD7 58.81890000 PA USD 60.13000000 0.000012916784 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 36209L3H7 279.81940000 PA USD 283.51000000 0.000060902004 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 1502000.00000000 PA USD 1381840.00000000 0.296839002443 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03112000 N N N N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429BL2 292000.00000000 PA USD 293900.31000000 0.063133991517 Long DBT CORP US N 2 2026-03-20 Fixed 0.05300000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BE8 1200000.00000000 PA USD 1203172.28000000 0.258458619928 Long DBT CORP US N 2 2026-02-15 Fixed 0.04750000 N N N N N N PORSCHE FINL AUTO SECURITIZATION TR 2023-2 N/A 732916AD3 564000.00000000 PA USD 570954.40000000 0.122649173953 Long ABS-CBDO CORP US N 2 2029-01-22 Fixed 0.05790000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 1540000.00000000 PA USD 1508646.42000000 0.324078835720 Long DBT CORP US N 2 2027-04-15 Fixed 0.03750000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEL6 2500000.00000000 PA USD 2516230.48000000 0.540522307647 Long DBT CORP US N 2 2028-07-22 Variable 0.04979000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D26 5000000.00000000 PA USD 5118434.95000000 1.099513058406 Long DBT CORP US N 2 2026-06-10 Fixed 0.06950000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QJA3 1146000.00000000 PA USD 1165579.30000000 0.250383109969 Long ABS-CBDO CORP US N 2 2029-04-15 Fixed 0.05290000 N N N N N N DELL EQUIP FIN TR 2024-2 N/A 24704EAE8 229000.00000000 PA USD 229081.50000000 0.049209983744 Long ABS-CBDO CORP US N 2 2030-08-22 Fixed 0.04590000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 4500000.00000000 PA USD 4476272.72000000 0.961567423774 Long DBT CORP US N 2 2025-04-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208VTU9 196.82060000 PA USD 198.74000000 0.000042692195 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BE1 1000000.00000000 PA USD 1007150.29000000 0.216350291925 Long DBT CORP US N 2 2026-07-15 Fixed 0.05050000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EH4 875000.00000000 PA USD 877490.25000000 0.188497460243 Long DBT CORP US N 2 2027-08-01 Fixed 0.05000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAE1 2000000.00000000 PA USD 1967601.56000000 0.422668966215 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N N CENTERPOINT ENERGY RES CORP 2JADVB0458J06WCD4N56 15189YAG1 900000.00000000 PA USD 917714.11000000 0.197138120868 Long DBT CORP US N 2 2028-03-01 Fixed 0.05250000 N N N N N N USAA AUTO OWNER TRUST 2023-A N/A 90291VAC4 1345000.00000000 PA USD 1357327.87000000 0.291573446215 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.05580000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209TWN5 749.26510000 PA USD 759.98000000 0.000163254577 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC N/A 33884EAC5 1387000.00000000 PA USD 1391208.16000000 0.298851417244 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.06586600 N N N N N N HARTWICK PARK CLO LTD N/A 417403AN2 928000.00000000 PA USD 928000.00000000 0.199347677203 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.00000000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEQ5 1500000.00000000 PA USD 1520382.60000000 0.326599935098 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 213.54890000 PA USD 216.28000000 0.000046460038 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAK7 1000000.00000000 PA USD 972699.08000000 0.208949679112 Long DBT CORP US N 2 2027-03-24 Fixed 0.03375000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WEC1 1100000.00000000 PA USD 1101535.68000000 0.236625624100 Long DBT CORP US N 2 2026-01-12 Fixed 0.04750000 N N N N N N DELL EQUIPMENT FINANCE TRUST 24-1 N/A 24702GAE5 377000.00000000 PA USD 380755.75000000 0.081791782698 Long ABS-CBDO CORP US N 2 2030-03-22 Fixed 0.05390000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385HX98 125.53570000 PA USD 131.63000000 0.000028276007 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.07500000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECT6 593000.00000000 PA USD 604688.35000000 0.129895709056 Long DBT CORP US N 2 2026-11-08 Fixed 0.05750000 N N N N N N HAROT 2023-4 N/A 438123AC5 934000.00000000 PA USD 949688.21000000 0.204006615012 Long ABS-CBDO CORP US N 2 2028-06-21 Fixed 0.05670000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DH5 1010000.00000000 PA USD 1034989.49000000 0.222330550389 Long DBT CORP US N 2 2027-05-01 Fixed 0.06259000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 1063000.00000000 PA USD 1030768.87000000 0.221423900828 Long DBT CORP CH N 2 2029-01-12 Variable 0.03869000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CM4 870000.00000000 PA USD 888408.64000000 0.190842886629 Long DBT CORP US N 2 2026-11-10 Fixed 0.06150000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B N/A 44934FAD7 406000.00000000 PA USD 410764.17000000 0.088238020655 Long ABS-CBDO CORP US N 2 2027-05-17 Fixed 0.05410000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BK0 2000000.00000000 PA USD 2034810.10000000 0.437106322182 Long DBT CORP US N 2 2028-12-02 Variable 0.05354000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BPH5 2659.32470000 PA USD 2715.68000000 0.000583366918 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64953BBF4 2000000.00000000 PA USD 2033254.86000000 0.436772234379 Long DBT CORP US N 2 2026-09-18 Fixed 0.05450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKY6 11846500.00000000 PA USD 11913136.56000000 2.559112178283 Long DBT UST US N 2 2026-06-30 Fixed 0.04625000 N N N N N N VOYA CLO 2019-2 LLC N/A 92917RAL3 1800000.00000000 PA USD 1803243.60000000 0.387362524884 Long ABS-MBS CORP KY N 2 2032-07-20 Variable 0.05817400 N N N N N N CSMC 2017-CHOP A N/A 12651QAA7 304511.30000000 PA USD 298474.45000000 0.064116582232 Long ABS-MBS CORP US N 2 2032-07-15 Variable 0.05444000 N N N N N N ARES CLO N/A 04017WAL6 460000.00000000 PA USD 460642.62000000 0.098952625342 Long ABS-CBDO CORP KY N 2 2032-10-15 Variable 0.05925900 N N N N N N PALMER SQUARE LOAN FUNDING 2024-3 LTD N/A 69690EAA7 715580.76000000 PA USD 716352.87000000 0.153882845574 Long ABS-CBDO CORP KY N 2 2032-08-08 Variable 0.05602260 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWZ3 1130000.00000000 PA USD 1108855.81000000 0.238198092755 Long DBT CORP US N 2 2029-05-01 Variable 0.04223000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EX49 442.27730000 PA USD 448.60000000 0.000096365698 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 585.59880000 PA USD 592.87000000 0.000127356958 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 215.85300000 PA USD 218.62000000 0.000046962703 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 2453356.82200000 PA USD 2401388.59000000 0.515852626594 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 717000.00000000 PA USD 715876.25000000 0.153780460778 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 314.37370000 PA USD 321.85000000 0.000069137984 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 36209DE59 394.78210000 PA USD 399.08000000 0.000085728093 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAJ5 1000000.00000000 PA USD 1016033.11000000 0.218258448750 Long DBT CORP US N 2 2027-10-01 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMH6 402.68080000 PA USD 411.21000000 0.000088333791 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 716000.00000000 PA USD 721805.69000000 0.155054189325 Long ABS-CBDO CORP US N 2 2029-07-16 Fixed 0.04890000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FFB47 120.60850000 PA USD 122.97000000 0.000026415715 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 0.08500000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAH1 1000000.00000000 PA USD 1015895.45000000 0.218228877413 Long DBT CORP GB N 2 2027-05-17 Fixed 0.05416000 N N N N N N CFMT 2024-HB15 LLC N/A 15723AAA9 87852.08000000 PA USD 86235.94000000 0.018524713718 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 871283.29000000 PA USD 819006.12000000 0.175934232368 Long ABS-MBS CORP US N 2 2029-09-15 Variable 0.06224480 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAQ1 1000000.00000000 PA USD 961773.03000000 0.206602607249 Long DBT CORP US N 2 2027-03-01 Fixed 0.02900000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBF2 989000.00000000 PA USD 1026070.71000000 0.220414668841 Long DBT CORP US N 2 2029-03-09 Variable 0.06499000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XDD5 4954000.00000000 PA USD 4763729.69000000 1.023317293672 Long DBT CORP US N 2 2026-01-08 Fixed 0.01250000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAJ6 1555000.00000000 PA USD 1580839.44000000 0.339586929306 Long DBT CORP US N 2 2027-07-15 Fixed 0.05625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209AR93 74.09160000 PA USD 74.93000000 0.000016096036 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 647.48870000 PA USD 659.34000000 0.000141635665 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N ENTERPRISE FLEET FINANCING 2024-4 LLC N/A 29374MAC2 275000.00000000 PA USD 274845.97000000 0.059040846668 Long ABS-CBDO CORP US N 2 2028-11-20 Fixed 0.04560000 N N N N N N JOHN DEERE OWNER TRUST 2024 N/A 47800RAD5 1457000.00000000 PA USD 1470251.27000000 0.315831008168 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 249000.00000000 PA USD 250978.48000000 0.053913768336 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.04990000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FQ4A7 2341.78810000 PA USD 2408.76000000 0.000517436110 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.08500000 N N N N N N CHASE ISSUANCE TR 5493008SHVCX2Y068L12 161571HT4 1866000.00000000 PA USD 1889140.45000000 0.405814397218 Long ABS-CBDO CORP US N 2 2028-09-15 Fixed 0.05160000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CP3 728000.00000000 PA USD 696731.90000000 0.149667980494 Long DBT CORP US N 2 2026-03-15 Fixed 0.01250000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZU1 1000000.00000000 PA USD 992177.25000000 0.213133868708 Long DBT CORP US N 2 2028-08-23 Variable 0.04482000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213M7E2 3346.36070000 PA USD 3430.54000000 0.000736929073 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AX7 2570000.00000000 PA USD 2639498.07000000 0.567001949610 Long DBT CORP GB N 2 2029-03-06 Variable 0.05871000 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAF4 2000000.00000000 PA USD 2002587.82000000 0.430184515424 Long DBT CORP US N 2 2026-03-30 Fixed 0.04800000 N N N N N N PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 N/A 73328NAE1 902000.00000000 PA USD 897956.06000000 0.192893809043 Long ABS-CBDO CORP US N 2 2027-10-20 Fixed 0.04350000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CB4 1000000.00000000 PA USD 973618.48000000 0.209147179386 Long DBT CORP US N 2 2027-03-01 Fixed 0.03400000 N N N N N N CHASE AUTO OWNER TRUST 24-3 N/A 16144LAC0 880000.00000000 PA USD 891450.38000000 0.191496295900 Long ABS-CBDO CORP US N 2 2029-07-25 Fixed 0.05220000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AN7 476000.00000000 PA USD 457631.54000000 0.098305802278 Long DBT CORP US N 2 2026-01-15 Fixed 0.01600000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2K8 5000000.00000000 PA USD 4972976.40000000 1.068266480742 Long DBT CORP US N 2 2026-02-11 Variable 0.02164000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201M3F7 775.45310000 PA USD 797.17000000 0.000171243521 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N DLLMT 2024-1 LLC N/A 23347AAE1 435000.00000000 PA USD 436445.07000000 0.093754645400 Long ABS-CBDO CORP US N 2 2028-08-21 Fixed 0.04840000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209N3S9 215.90950000 PA USD 218.75000000 0.000046990629 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDY7 1000000.00000000 PA USD 990791.82000000 0.212836258523 Long DBT CORP US N 2 2027-03-16 Fixed 0.04125000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CAX3 1000000.00000000 PA USD 963041.56000000 0.206875105642 Long DBT CORP US N 2 2027-08-15 Fixed 0.03150000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 1000000.00000000 PA USD 961738.96000000 0.206595288526 Long DBT CORP US N 2 2027-04-01 Fixed 0.02800000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BP7 1000000.00000000 PA USD 987973.70000000 0.212230886027 Long DBT CORP US N 2 2027-02-15 Fixed 0.04185000 N N N N N N AON CORP / AON GLOBAL HOLDINGS PLC N/A 03740LAD4 2000000.00000000 PA USD 1916999.16000000 0.411798846710 Long DBT CORP US N 2 2027-05-28 Fixed 0.02850000 N N N N N N MORGAN STANLEY BK NA SALT LAKE G1MLHIS0N32I3QPILB75 61690U8E3 1000000.00000000 PA USD 1005409.18000000 0.215976276586 Long DBT CORP US N 2 2028-07-14 Variable 0.04968000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECJ2 2370000.00000000 PA USD 2429291.71000000 0.521846615990 Long DBT CORP GB N 2 2027-09-13 Variable 0.06496000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BU5 1500000.00000000 PA USD 1510922.82000000 0.324567839009 Long DBT CORP US N 2 2025-09-12 Fixed 0.05800000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 N/A 14043NAD1 870000.00000000 PA USD 871263.94000000 0.187159959774 Long ABS-CBDO CORP US N 2 2029-07-16 Fixed 0.04620000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QTR7 1105.31530000 PA USD 1119.88000000 0.000240566246 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAS9 1000000.00000000 PA USD 1001803.10000000 0.215201639009 Long DBT CORP US N 2 2027-03-15 Fixed 0.04875000 N N N N N N NISSAN MASTER OWNER TR RECEIVABLE N/A 65479VAB2 440000.00000000 PA USD 443872.00000000 0.095350056223 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.05050000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 N/A 78397XAC8 132000.00000000 PA USD 133699.01000000 0.028720460224 Long ABS-CBDO CORP US N 2 2029-11-20 Fixed 0.05330000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 1000000.00000000 PA USD 968592.32000000 0.208067488307 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 920.99400000 PA USD 935.19000000 0.000200892192 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 900000.00000000 PA USD 913506.34000000 0.196234231670 Long DBT CORP US N 2 2028-03-02 Fixed 0.05150000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 1000000.00000000 PA USD 968082.67000000 0.207958008195 Long DBT CORP US N 2 2028-07-22 Variable 0.03591000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208V5C5 2953.19760000 PA USD 2988.76000000 0.000642028409 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 57.58520000 PA USD 58.54000000 0.000012575229 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 2059.26480000 PA USD 2085.62000000 0.000448021015 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2A0 1000000.00000000 PA USD 971201.63000000 0.208628005427 Long DBT CORP US N 2 2028-05-22 Variable 0.03584000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR 2024-A N/A 98164RAD8 1300000.00000000 PA USD 1304257.24000000 0.280173115592 Long ABS-CBDO CORP US N 2 2029-03-15 Fixed 0.04860000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BC89 361.17090000 PA USD 365.66000000 0.000078548999 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZK3 3000000.00000000 PA USD 2863157.34000000 0.615047160773 Long DBT CORP US N 2 2028-02-24 Variable 0.02640000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 1800000.00000000 PA USD 1782808.20000000 0.382972708588 Long DBT CORP US N 2 2025-05-15 Fixed 0.02900000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBS7 566000.00000000 PA USD 562763.20000000 0.120889586999 Long DBT CORP US N 2 2027-09-25 Fixed 0.04400000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAS7 1000000.00000000 PA USD 972785.35000000 0.208968211142 Long DBT CORP US N 2 2027-05-09 Fixed 0.03500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3T6 3000000.00000000 PA USD 3042128.37000000 0.653492698615 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 1170000.00000000 PA USD 1173609.80000000 0.252108176264 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.04630000 N N N N N N OPORTUN FUNDING TRUST 2024-3 N/A 68377NAA9 190287.76000000 PA USD 190336.21000000 0.040886941111 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0.05260000 N N N N N N CARMAX AUTO OWNER TRUST 2024-1 N/A 14318WAD9 571000.00000000 PA USD 574373.87000000 0.123383725033 Long ABS-CBDO CORP US N 2 2028-10-16 Fixed 0.04920000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AZ7 1750000.00000000 PA USD 1680170.01000000 0.360924556897 Long DBT CORP US N 2 2026-02-15 Fixed 0.01300000 N N N N N N ARES XXXIV CLO LTD 549300VDFIIXSFET0S73 04015GAX7 2206000.00000000 PA USD 2210974.53000000 0.474948962189 Long ABS-CBDO CORP KY N 2 2033-04-17 Variable 0.05967450 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBZ9 865000.00000000 PA USD 863716.60000000 0.185538683159 Long ABS-CBDO CORP US N 2 2039-09-19 Fixed 0.04800000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E2H8 776.25410000 PA USD 794.50000000 0.000170669967 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 606000.00000000 PA USD 612032.37000000 0.131473309626 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 21644.89340000 PA USD 21967.81000000 0.004718999888 Long ABS-CBDO USGSE US N 2 2031-08-25 Fixed 0.06000000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FBB9 1500000.00000000 PA USD 1447431.45000000 0.310928984341 Long DBT CORP US N 2 2028-09-01 Fixed 0.03625000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AK3 2724000.00000000 PA USD 2702778.13000000 0.580595411866 Long DBT CORP US N 2 2025-03-01 Fixed 0.02050000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MHV9 1150.50640000 PA USD 1166.96000000 0.000250679704 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183DE1 232771.86000000 PA USD 235039.17000000 0.050489776499 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 213.67050000 PA USD 217.35000000 0.000046689889 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.07000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBR6 1000000.00000000 PA USD 940043.80000000 0.201934857758 Long DBT CORP US N 2 2028-06-01 Variable 0.02182000 N N N N N N DRYDEN 68 CLO LTD N/A 26252QAS1 1054000.00000000 PA USD 1054000.00000000 0.226414279927 Long ABS-CBDO CORP KY N 2 2035-07-15 Variable 0.00000000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BC7 1100000.00000000 PA USD 1146015.50000000 0.246180525823 Long DBT CORP US N 2 2029-08-21 Variable 0.06208000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2J2 416000.00000000 PA USD 410675.10000000 0.088218887144 Long DBT CORP US N 2 2027-10-01 Fixed 0.04000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AY6 399000.00000000 PA USD 402584.38000000 0.086480884732 Long DBT CORP US N 2 2027-09-25 Fixed 0.05125000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2024-1 N/A 17331QAD8 574000.00000000 PA USD 577442.74000000 0.124042962216 Long ABS-CBDO CORP US N 2 2028-04-17 Fixed 0.05110000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201VEZ1 17048.13800000 PA USD 17472.40000000 0.003753321503 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 5062.60390000 PA USD 5102.01000000 0.001095984744 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N PARK PL SECS INC N/A 70069FFL6 32075.51000000 PA USD 31834.06000000 0.006838411548 Long ABS-CBDO CORP US N 2 2036-01-25 Variable 0.05947190 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KV2 425000.00000000 PA USD 429776.09000000 0.092322053081 Long DBT CORP US N 2 2027-02-23 Fixed 0.05004000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBD9 1230000.00000000 PA USD 1241179.25000000 0.266623060863 Long DBT CORP NL N 2 2029-06-26 Fixed 0.05125000 N N N N N N VERIZON MASTER TRUST N/A 92348KBS1 1416000.00000000 PA USD 1429833.90000000 0.307148778827 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 197.07140000 PA USD 201.87000000 0.000043364564 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 36209LML7 178.28940000 PA USD 182.07000000 0.000039111240 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 0.07000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAY5 1460000.00000000 PA USD 1433426.67000000 0.307920557226 Long DBT CORP US N 2 2026-05-14 Fixed 0.03200000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR 2023-D N/A 98164DAD9 851000.00000000 PA USD 866074.95000000 0.186045290481 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.05790000 N N N N N N TOYOTA LEASE OWNER TRUST 2024-A N/A 89238GAD3 250000.00000000 PA USD 251941.78000000 0.054120698958 Long ABS-CBDO CORP US N 2 2027-04-20 Fixed 0.05250000 N N N N N N TMUST 24-1A N/A 87267RAA3 1036000.00000000 PA USD 1044323.74000000 0.224335680838 Long ABS-CBDO CORP US N 2 2029-09-20 Fixed 0.05050000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DM6 1400000.00000000 PA USD 1404809.08000000 0.301773089453 Long DBT CORP US N 2 2025-10-06 Fixed 0.05150000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBZ3 1500000.00000000 PA USD 1515032.52000000 0.325450661368 Long DBT CORP US N 2 2027-07-12 Fixed 0.05050000 N N N N N N ENTERPRISE FLEET FINANCING LLC 2024-1 N/A 29375PAB6 1252662.73000000 PA USD 1260499.64000000 0.270773357058 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.05230000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 N/A 92867WAD0 650000.00000000 PA USD 653596.91000000 0.140401967495 Long ABS-CBDO CORP US N 2 2028-06-20 Fixed 0.05020000 N N N N N N ENTERPRISE FLEET FINANCING 2024-3 LLC N/A 29375QAC2 776000.00000000 PA USD 782397.50000000 0.168070177020 Long ABS-CBDO CORP US N 2 2028-08-21 Fixed 0.04980000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4QF6 391330.77350000 PA USD 387566.17000000 0.083254758353 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CH0 1000000.00000000 PA USD 963163.49000000 0.206901297951 Long DBT CORP US N 2 2027-03-15 Fixed 0.03125000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DA9 1260000.00000000 PA USD 1275609.89000000 0.274019254945 Long ABS-CBDO CORP US N 2 2029-03-15 Fixed 0.05130000 N N N N N N AMERICAN EXPRESS CR ACC MST TR N/A 02582JJZ4 792000.00000000 PA USD 796143.82000000 0.171023083229 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.04870000 N N N N N N SBNA AUTO LEASE TRUST 2024-C N/A 78398DAC1 188000.00000000 PA USD 187773.31000000 0.040336393523 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.04560000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DS6 1500000.00000000 PA USD 1501762.94000000 0.322600165732 Long DBT CORP US N 2 2026-02-20 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKV2 3000000.00000000 PA USD 3035156.25000000 0.651994987486 Long DBT UST US N 2 2027-06-15 Fixed 0.04625000 N N N N N N PALMER SQUARE LOAN FUNDING 2024-2 LTD N/A 69703RAA3 250000.00000000 PA USD 250000.00000000 0.053703576832 Long ABS-CBDO CORP KY N 2 2033-01-15 Variable 0.00000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201MEE8 648.86180000 PA USD 663.75000000 0.000142582996 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RML3 3100000.00000000 PA USD 2983175.91000000 0.640828866754 Long DBT CORP US N 2 2026-03-25 Fixed 0.01700000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2024-2 N/A 17331XAD3 278000.00000000 PA USD 280886.17000000 0.060338368047 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.05330000 N N N N N N UPSTART SECURITIZATION TRUST 2023-3 N/A 91684MAA1 455168.37000000 PA USD 459921.01000000 0.098797613190 Long ABS-CBDO CORP US N 2 2033-10-20 Fixed 0.06900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XSV4 1831.08580000 PA USD 1857.95000000 0.000399114242 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBW4 549000.00000000 PA USD 560575.73000000 0.120419687146 Long DBT CORP CA N 2 2026-11-15 Fixed 0.05900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374CNW2 715086.14200000 PA USD 731809.43000000 0.157203135804 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 878000.00000000 PA USD 892632.92000000 0.191750322411 Long ABS-CBDO CORP US N 2 2028-12-20 Fixed 0.05480000 N N N N N N JUNIPER VALLEY PARK CLO LLC N/A 48206KAQ9 1250000.00000000 PA USD 1254158.75000000 0.269411243165 Long ABS-CBDO CORP US N 2 2036-07-20 Variable 0.05867400 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183CZ5 131263.06000000 PA USD 133077.36000000 0.028586920909 Long ABS-CBDO CORP US N 2 2035-10-15 Fixed 0.06160000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST 2024-X2 N/A 00833QAA3 1235000.00000000 PA USD 1235398.29000000 0.265381227945 Long ABS-CBDO CORP US N 2 2029-12-17 Fixed 0.05220000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292GS49 62.90940000 PA USD 63.47000000 0.000013634264 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.08500000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAE5 3194897.21000000 PA USD 3010443.01000000 0.646686229954 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 4794079.17000000 PA USD 4662558.88000000 1.001584356200 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 0.01690000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBD0 1000000.00000000 PA USD 973457.90000000 0.209112684504 Long DBT CORP US N 2 2028-04-01 Fixed 0.04250000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBC6 282000.00000000 PA USD 283353.76000000 0.060868441684 Long DBT CORP GB N 2 2028-11-26 Variable 0.05087000 N N N N N N BLP COML MTG 2024-INDS N/A 05625AAA9 219000.00000000 PA USD 219136.88000000 0.047073737088 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05951440 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAZ1 1460000.00000000 PA USD 1442348.60000000 0.309837115439 Long DBT CORP NL N 2 2026-06-18 Fixed 0.03875000 N N N N N N SEQUOIA MTG TR N/A 81744FCU9 888.49490000 PA USD 821.42000000 0.000176452768 Long ABS-CBDO CORP US N 2 2034-07-20 Variable 0.06577180 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AM5 1500000.00000000 PA USD 1488672.21000000 0.319788089634 Long DBT CORP NL N 2 2028-10-02 Fixed 0.04550000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AN1 222000.00000000 PA USD 224446.21000000 0.048214257134 Long DBT CORP US N 2 2027-04-05 Fixed 0.05050000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FXA0 2187.60470000 PA USD 2240.85000000 0.000481366640 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 1224000.00000000 PA USD 1247545.95000000 0.267990719113 Long DBT CORP IE N 2 2027-05-08 Fixed 0.05809000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMQ6 131.98430000 PA USD 135.09000000 0.000029019264 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FPPS7 1132.91660000 PA USD 1163.15000000 0.000249861261 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.08500000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBR9 697000.00000000 PA USD 693980.87000000 0.149077019890 Long DBT CORP US N 2 2026-09-25 Fixed 0.04450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210CNJ8 1572.11440000 PA USD 1594.01000000 0.000342416154 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CB6 1800000.00000000 PA USD 1796156.87000000 0.385840193887 Long DBT CORP US N 2 2025-11-01 Fixed 0.04600000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAU2 1200000.00000000 PA USD 1218719.94000000 0.261798479742 Long DBT CORP US N 2 2026-07-02 Fixed 0.05750000 N N N N N N BUCKHORN PARK CLO LTD N/A 118382BA7 1130000.00000000 PA USD 1130000.00000000 0.242740167284 Long ABS-CBDO CORP KY N 2 2034-07-18 Variable 0.05627690 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A2W1 2500000.00000000 PA USD 2519453.13000000 0.541214578975 Long DBT CORP CA N 2 2027-04-05 Fixed 0.04980000 N N N N N N GLENCORE FDG LLC 213800STG1QDNBY87K49 378272BR8 1250000.00000000 PA USD 1265359.80000000 0.271817388962 Long DBT CORP US N 2 2027-04-04 Fixed 0.05338000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDB8 2000000.00000000 PA USD 2080479.86000000 0.446916840043 Long DBT CORP US N 2 2027-10-29 Variable 0.07149000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 6250000.00000000 PA USD 6196186.13000000 1.331029431613 Long DBT CORP US N 2 2025-12-15 Fixed 0.04250000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAK1 1953000.00000000 PA USD 1899718.98000000 0.408086816813 Long DBT CORP US N 2 2025-08-15 Fixed 0.00950000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAL3 1460000.00000000 PA USD 1454922.84000000 0.312538242095 Long DBT CORP US N 2 2026-03-11 Fixed 0.04900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201DAT9 253.45660000 PA USD 260.17000000 0.000055888238 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 444.41690000 PA USD 452.55000000 0.000097214214 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 959802AY5 1063000.00000000 PA USD 1060565.71000000 0.227824688373 Long DBT CORP US N 2 2025-01-10 Fixed 0.02850000 N N N N N N MASSMUTUAL GLOBAL FDG II 549300K1IE3K7YU6VG29 57629W6F2 1500000.00000000 PA USD 1500025.97000000 0.322227039724 Long DBT CORP US N 2 2026-04-10 Fixed 0.04500000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AG3 2000000.00000000 PA USD 1990374.84000000 0.427560992584 Long DBT CORP US N 2 2025-05-15 Fixed 0.04000000 N N N N N N TERWIN MORTGAGE TRUST N/A 881561BU7 110207.97790000 PA USD 113110.44000000 0.024297740820 Long ABS-CBDO CORP US N 2 2034-09-25 Variable 0.05562190 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 17305EGW9 591000.00000000 PA USD 595034.05000000 0.127821827289 Long ABS-CBDO CORP US N 2 2027-12-08 Fixed 0.05230000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCL1 2400000.00000000 PA USD 2441349.12000000 0.524436720167 Long DBT CORP JP N 2 2028-09-13 Variable 0.05414000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-B N/A 344930AD4 886000.00000000 PA USD 893262.19000000 0.191885498610 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.05230000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210RKU3 697.85360000 PA USD 707.83000000 0.000152052011 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07000000 N N N N N N MASSMUTUAL GLOBAL FDG II 549300K1IE3K7YU6VG29 57629W4S6 1000000.00000000 PA USD 1014232.49000000 0.217871649812 Long DBT CORP US N 2 2027-04-09 Fixed 0.05100000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAN4 1750000.00000000 PA USD 1739576.48000000 0.373685916601 Long DBT CORP US N 2 2025-02-15 Fixed 0.02242000 N N N N N N GS MTG SECS TR 2011-GC5 N/A 36191YAE8 2880414.95000000 PA USD 2761972.29000000 0.593311164345 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05209000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144YAC2 1089000.00000000 PA USD 1097137.88000000 0.235680913739 Long ABS-CBDO CORP US N 2 2029-07-25 Fixed 0.04940000 N N N N N N BX TR 2021-LGCY N/A 05608UAA6 155064.80000000 PA USD 155210.03000000 0.033341335085 Long ABS-MBS CORP US N 2 2039-08-15 Variable 0.06774290 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HCS2 154.91090000 PA USD 157.78000000 0.000033893401 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.08500000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CR8 1000000.00000000 PA USD 965685.66000000 0.207443096152 Long DBT CORP US N 2 2027-05-04 Fixed 0.03125000 N N N N N N TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC N/A 87231BAL7 677505.97900000 PA USD 678343.38000000 0.145717863307 Long ABS-CBDO CORP KY N 2 2030-11-18 Variable 0.05707000 N N N N N N 6297782 LLC 254900Z1WAY7QFQ7O850 83007CAA0 290000.00000000 PA USD 289695.81000000 0.062230804762 Long DBT CORP US N 2 2027-09-01 Fixed 0.04911000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAC9 5299000.00000000 PA USD 5064073.92000000 1.087835531400 Long DBT CORP JP N 2 2026-04-03 Fixed 0.01162000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACF2 1500000.00000000 PA USD 1507208.39000000 0.323769926302 Long DBT CORP US N 2 2025-06-26 Fixed 0.05800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 3000000.00000000 PA USD 2996442.99000000 0.643678825355 Long DBT CORP US N 2 2025-05-01 Fixed 0.04875000 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183CU6 743213.75000000 PA USD 747357.98000000 0.160543186802 Long ABS-CBDO CORP US N 2 2035-05-15 Fixed 0.05650000 N N N N N N NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN N/A 64134VAQ9 1233000.00000000 PA USD 1235276.12000000 0.265354984081 Long ABS-CBDO CORP JE N 2 2036-07-23 Variable 0.05876260 N N N N N N VERIZON MASTER TRUST N/A 92348KBZ5 1170000.00000000 PA USD 1179295.53000000 0.253329552416 Long ABS-CBDO CORP US N 2 2028-09-08 Fixed 0.05610000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBF1 2400000.00000000 PA USD 2424569.50000000 0.520832217719 Long DBT CORP ES N 2 2028-07-15 Variable 0.05365000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 2390000.00000000 PA USD 2426546.59000000 0.521256924938 Long DBT CORP GB N 2 2027-08-14 Variable 0.05887000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAY7 570000.00000000 PA USD 515369.21000000 0.110708679866 Long DBT CORP US N 2 2028-07-15 Fixed 0.02450000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886CR3 1306000.00000000 PA USD 1320459.38000000 0.283653567074 Long ABS-CBDO CORP US N 2 2028-06-15 Fixed 0.05340000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 2107000.00000000 PA USD 2034643.96000000 0.437070632933 Long DBT CORP US N 2 2028-10-27 Variable 0.03520000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 1507000.00000000 PA USD 1521773.00000000 0.326898612910 Long DBT CORP US N 2 2029-02-01 Variable 0.05123000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 1750000.00000000 PA USD 1691227.63000000 0.363299891878 Long DBT CORP US N 2 2026-02-04 Fixed 0.02196000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B N/A 448980AD4 1493040.01000000 PA USD 1494935.13000000 0.321133454456 Long ABS-CBDO CORP US N 2 2026-06-15 Fixed 0.05150000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ASBQ8 168724.70200000 PA USD 159229.99000000 0.034204880008 Long ABS-CBDO USGSE US N 2 2040-01-25 Fixed 0.03000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAT9 323000.00000000 PA USD 323467.92000000 0.069485537178 Long DBT CORP US N 2 2026-12-30 Fixed 0.05050000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WFK2 1000000.00000000 PA USD 1008730.98000000 0.216689846752 Long DBT CORP US N 2 2027-07-09 Fixed 0.04900000 N N N N N N GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 N/A 362583AD8 376000.00000000 PA USD 375745.67000000 0.080715545833 Long ABS-CBDO CORP US N 2 2028-02-16 Fixed 0.04470000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BS7 1400000.00000000 PA USD 1410883.07000000 0.303077869407 Long DBT CORP US N 2 2026-02-15 Fixed 0.05875000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBK1 5000000.00000000 PA USD 4946339.45000000 1.062544482778 Long DBT CORP US N 2 2026-04-22 Variable 0.02083000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CAU0 658.43550000 PA USD 658.90000000 0.000141541147 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BB7 3919000.00000000 PA USD 3788671.70000000 0.813860886942 Long DBT CORP US N 2 2026-09-26 Fixed 0.03200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DT38 212.02780000 PA USD 214.42000000 0.000046060483 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAS0 444000.00000000 PA USD 434506.61000000 0.093338236458 Long DBT CORP US N 2 2025-07-15 Fixed 0.01350000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 1000000.00000000 PA USD 1017261.36000000 0.218522294423 Long DBT CORP US N 2 2027-06-01 Fixed 0.05500000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJK7 2100000.00000000 PA USD 2091738.58000000 0.449335374181 Long DBT CORP US N 2 2029-02-01 Variable 0.04653000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAF7 3800000.00000000 PA USD 3824600.97000000 0.821579008190 Long DBT CORP US N 2 2027-03-18 Variable 0.05283000 N N N N N N DELL EQUIPMENT FINANCE TRUST 2023-3 N/A 24702EAC4 648000.00000000 PA USD 655933.59000000 0.140903919791 Long ABS-CBDO CORP US N 2 2029-04-23 Fixed 0.05930000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 N/A 78435VAC6 440000.00000000 PA USD 442051.10000000 0.094958900851 Long ABS-CBDO CORP US N 2 2029-05-21 Fixed 0.04950000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 1364000.00000000 PA USD 1381509.79000000 0.296768068610 Long DBT CORP US N 2 2027-04-18 Fixed 0.05200000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAL8 1460000.00000000 PA USD 1462085.93000000 0.314076976312 Long DBT CORP US N 2 2025-03-15 Fixed 0.06050000 N N N N N N ARI FLEET LEASE TR 2023-B N/A 04033GAB3 774339.03000000 PA USD 782187.11000000 0.168024982238 Long ABS-CBDO CORP US N 2 2032-07-15 Fixed 0.06050000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AD2 1475000.00000000 PA USD 1473542.66000000 0.316538045831 Long DBT CORP US N 2 2024-12-13 Fixed 0.01625000 N N N N N N AUTONATION INC DEL N/A 05329WAM4 1460000.00000000 PA USD 1454371.36000000 0.312419776301 Long DBT CORP US N 2 2025-10-01 Fixed 0.04500000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AF2 231000.00000000 PA USD 233001.36000000 0.050052025755 Long ABS-CBDO CORP US N 2 2037-04-20 Fixed 0.05820000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDF3 1000000.00000000 PA USD 980119.66000000 0.210543725864 Long DBT CORP US N 2 2027-03-15 Fixed 0.03600000 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849LVA6 832000.00000000 PA USD 845441.03000000 0.181612829249 Long DBT CORP US N 2 2027-07-02 Fixed 0.05550000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 4469000.00000000 PA USD 4412821.72000000 0.947937241159 Long DBT CORP GB N 2 2026-04-18 Variable 0.01645000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X46L5 278977.19570000 PA USD 276293.44000000 0.059351783933 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04500000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBG1 1067715.35000000 PA USD 1087304.83000000 0.233568633914 Long ABS-CBDO CORP US N 2 2038-08-18 Fixed 0.06460000 N N N N N N BA CR CARD TR N/A 05522RDG0 575000.00000000 PA USD 577042.52000000 0.123956989234 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.04790000 N N N N N N CARMAX AUTO OWNER TR 2024-2 N/A 14319EAE6 172000.00000000 PA USD 175013.87000000 0.037595483257 Long ABS-CBDO CORP US N 2 2029-01-16 Fixed 0.05500000 N N N N N N RR 16 LTD N/A 74971CAA1 667000.00000000 PA USD 668242.62000000 0.143548075544 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.06027510 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADA2 873000.00000000 PA USD 880317.50000000 0.189104793994 Long DBT CORP US N 2 2026-06-24 Fixed 0.05450000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A N/A 981946AD8 559000.00000000 PA USD 565896.05000000 0.121562568002 Long ABS-CBDO CORP US N 2 2027-10-15 Fixed 0.05260000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EXC5 1258.77390000 PA USD 1286.19000000 0.000276292013 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAV6 1000000.00000000 PA USD 967733.96000000 0.207883100298 Long DBT CORP US N 2 2027-04-01 Fixed 0.03625000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR 2024-B N/A 98164HAD0 602000.00000000 PA USD 610874.80000000 0.131224647028 Long ABS-CBDO CORP US N 2 2029-09-17 Fixed 0.05270000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AFZS4 186813.96070000 PA USD 184085.52000000 0.039544203468 Long ABS-CBDO USGSE US N 2 2034-10-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209N4P4 2188.92780000 PA USD 2234.01000000 0.000479897310 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ANWT0 306124.48640000 PA USD 304304.55000000 0.065368971126 Long ABS-CBDO USGSE US N 2 2045-05-25 Variable 0.05148510 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKW8 5000000.00000000 PA USD 5024560.40000000 1.079347461971 Long DBT CORP US N 2 2028-07-22 Variable 0.04948000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJX1 1000000.00000000 PA USD 945878.52000000 0.203188239093 Long DBT CORP US N 2 2027-06-01 Fixed 0.02300000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BM8 394000.00000000 PA USD 396559.33000000 0.085186617789 Long DBT CORP US N 2 2027-07-01 Fixed 0.04950000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAD8 1144000.00000000 PA USD 1161506.37000000 0.249508186332 Long DBT CORP US N 2 2026-06-15 Fixed 0.06020000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST 2024-A N/A 58770JAD6 258000.00000000 PA USD 261321.31000000 0.056135556198 Long ABS-CBDO CORP US N 2 2028-01-18 Fixed 0.05320000 N N N N N N WELLS FARGO COML MTG TR 2024-GRP N/A 95003YAA0 492000.00000000 PA USD 491812.65000000 0.105648393746 Long ABS-MBS CORP US N 2 2041-10-15 Variable 0.06400610 N N N N N N MAGNETITE XXII LTD / MAGNETITE XXII LLC N/A 55954HAW2 1168000.00000000 PA USD 1170156.13000000 0.251366278535 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.05905900 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XBG0 3100000.00000000 PA USD 3112743.67000000 0.668661875371 Long DBT CORP US N 2 2026-03-01 Fixed 0.05250000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABZ7 1170000.00000000 PA USD 1125701.38000000 0.241816762206 Long DBT CORP US N 2 2026-02-15 Fixed 0.01500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2S1 1780000.00000000 PA USD 1679145.45000000 0.360704466750 Long DBT CORP US N 2 2028-06-02 Variable 0.02393000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DL0 500000.00000000 PA USD 507059.15000000 0.108923560083 Long DBT CORP US N 2 2026-10-30 Variable 0.06338000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283G3U9 348.56590000 PA USD 356.47000000 0.000076574856 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.08500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBR2 974000.00000000 PA USD 1006364.46000000 0.216181484398 Long DBT CORP FR N 2 2029-01-10 Variable 0.06446000 N N N N N N VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC N/A 92013AAT6 698000.00000000 PA USD 698000.00000000 0.149940386517 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.00000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172BT5 1460000.00000000 PA USD 1427989.98000000 0.306752678430 Long DBT CORP US N 2 2026-02-25 Fixed 0.02750000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAL6 1120000.00000000 PA USD 1120051.93000000 0.240603179518 Long DBT CORP US N 2 2029-01-26 Variable 0.04873000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 1500000.00000000 PA USD 1553481.33000000 0.333710015856 Long DBT CORP GB N 2 2029-03-09 Variable 0.06161000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3L5 1500000.00000000 PA USD 1530053.66000000 0.328677417153 Long DBT CORP US N 2 2028-04-22 Variable 0.05707000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBM2 286000.00000000 PA USD 290525.61000000 0.062409057674 Long DBT CORP US N 2 2029-03-15 Fixed 0.05150000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ASAZ9 381149.98400000 PA USD 360281.26000000 0.077393569311 Long ABS-CBDO USGSE US N 2 2041-01-25 Fixed 0.03000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 12020232.20700000 NS USD 12022636.25000000 2.582634278343 Long STIV RF US N 1 N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDG8 5000000.00000000 PA USD 5008997.85000000 1.076004403573 Long DBT CORP US N 2 2028-07-25 Variable 0.04851000 N N N N N N DLLAD 2024-1 LLC N/A 23346MAC0 73000.00000000 PA USD 74209.58000000 0.015941279525 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.05300000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABE0 1228000.00000000 PA USD 1240073.56000000 0.266385542831 Long DBT CORP DK N 2 2026-09-22 Variable 0.06259000 N N N N N N VERIZON MASTER TRUST N/A 92348KDM2 1170000.00000000 PA USD 1170643.50000000 0.251470972584 Long ABS-CBDO CORP US N 2 2030-11-20 Fixed 0.04620000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 2111000.00000000 PA USD 2050378.73000000 0.440450686652 Long DBT CORP US N 2 2029-01-24 Variable 0.03772000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 261.00000000 NC USD 154518.53000000 0.033192790991 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-03-31 53640028.35000000 USD 154518.53000000 N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EP8 215000.00000000 PA USD 215588.52000000 0.046311498592 Long DBT CORP US N 2 2026-04-01 Fixed 0.04800000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECP8 1250000.00000000 PA USD 1270251.10000000 0.272868110183 Long DBT CORP GB N 2 2028-03-12 Variable 0.05674000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 6600000.00000000 PA USD 6338154.77000000 1.361526326678 Long DBT CORP GB N 2 2026-03-25 Fixed 0.01668000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEE2 861000.00000000 PA USD 877174.90000000 0.188429718552 Long DBT CORP US N 2 2028-04-22 Variable 0.05571000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 119000.00000000 PA USD 117741.20000000 0.025292494322 Long DBT CORP US N 2 2027-09-24 Fixed 0.04250000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DQ4 270000.00000000 PA USD 270989.17000000 0.058212350847 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 885.26450000 PA USD 892.86000000 0.000191799102 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAU1 1250000.00000000 PA USD 1251338.43000000 0.268805398077 Long DBT CORP US N 2 2027-08-01 Fixed 0.04750000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 1000000.00000000 PA USD 960125.27000000 0.206248644826 Long DBT CORP US N 2 2028-02-15 Fixed 0.03750000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBT3 332000.00000000 PA USD 332793.28000000 0.071488757927 Long ABS-CBDO CORP US N 2 2039-06-21 Fixed 0.04870000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4ET9 142386.93480000 PA USD 141017.17000000 0.030292505695 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.04500000 N N N N N N VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 N/A 92887QAC1 94000.00000000 PA USD 93119.20000000 0.020003336447 Long ABS-CBDO CORP US N 2 2028-10-16 Fixed 0.04290000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BG51 182.12730000 PA USD 185.07000000 0.000039755683 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 1500000.00000000 PA USD 1519086.68000000 0.326321552940 Long DBT CORP US N 2 2028-02-08 Variable 0.05706000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 1500000.00000000 PA USD 1521512.55000000 0.326842664524 Long DBT CORP GB N 2 2028-05-17 Variable 0.05597000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBM8 1196000.00000000 PA USD 1208554.17000000 0.259614726901 Long ABS-CBDO CORP US N 2 2039-02-18 Fixed 0.05490000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AP4 2000000.00000000 PA USD 2032999.48000000 0.436717375101 Long DBT CORP US N 2 2027-01-15 Fixed 0.05400000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AQ5 249000.00000000 PA USD 247495.33000000 0.053165537881 Long DBT CORP US N 2 2026-09-01 Fixed 0.04450000 N N N N N N KUBOTA CREDIT OWNER TRUST 2024-2 N/A 50117DAC0 199000.00000000 PA USD 202171.90000000 0.043429416660 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05260000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CG4 2000000.00000000 PA USD 1933487.04000000 0.415340679232 Long DBT CORP CA N 2 2027-03-15 Fixed 0.03200000 N N N N N N OPEN TR 2023-AIR N/A 68373BAA9 287044.31000000 PA USD 289734.06000000 0.062239021409 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.07698378 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAM6 900000.00000000 PA USD 918243.37000000 0.197251813488 Long DBT CORP US N 2 2027-07-15 Fixed 0.06165000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 1700000.00000000 PA USD 1662609.95000000 0.357152404771 Long DBT CORP US N 2 2029-04-23 Variable 0.04075000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CH1 290000.00000000 PA USD 292094.04000000 0.062745978878 Long DBT CORP US N 2 2026-03-02 Fixed 0.05400000 N N N N N N BMP 2024-MF23 N/A 05593JAA8 279000.00000000 PA USD 279348.75000000 0.060008108235 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.05981230 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 1820000.00000000 PA USD 1847739.06000000 0.396920786303 Long DBT CORP GB N 2 2028-09-30 Variable 0.05516000 N N N N N N MARLETTE FUNDING TRUST 2024-1 N/A 57108VAA0 57452.95000000 PA USD 57698.59000000 0.012394482644 Long ABS-CBDO CORP US N 2 2034-07-17 Fixed 0.05950000 N N N N N N AMERICAN EXPRESS CR ACC MST TR N/A 02582JKD1 1594000.00000000 PA USD 1614708.29000000 0.346862442858 Long ABS-CBDO CORP US N 2 2028-09-15 Fixed 0.05230000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKS9 17998800.00000000 PA USD 18153477.19000000 3.899626628229 Long DBT UST US N 2 2026-05-31 Fixed 0.04875000 N N N N N N VERIZON MASTER TRUST N/A 92348KBL6 1137000.00000000 PA USD 1137954.28000000 0.244448860433 Long ABS-CBDO CORP US N 2 2028-04-13 Fixed 0.04890000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CTR7 385.67960000 PA USD 388.68000000 0.000083494024 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAH9 574000.00000000 PA USD 577807.70000000 0.124121360846 Long DBT CORP US N 2 2026-03-09 Fixed 0.05900000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DF4 1460000.00000000 PA USD 1415608.99000000 0.304093064639 Long DBT CORP US N 2 2026-08-15 Fixed 0.03000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AV6 3100000.00000000 PA USD 3087304.66000000 0.663197212059 Long DBT CORP US N 2 2025-04-09 Fixed 0.03850000 N N N N N N GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 N/A 379930AD2 1043000.00000000 PA USD 1060226.19000000 0.227751754619 Long ABS-CBDO CORP US N 2 2028-08-16 Fixed 0.05780000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MDU5 246.23500000 PA USD 249.66000000 0.000053630539 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N ENTERPRISE FLEET FING 2023-3 LLC N/A 29374LAB6 344598.70000000 PA USD 350681.83000000 0.075331474405 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.06400000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 2000000.00000000 PA USD 1963145.42000000 0.421711723588 Long DBT CORP US N 2 2028-01-10 Variable 0.03887000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MBG9 2006000.00000000 PA USD 2078383.16000000 0.446466438885 Long DBT CORP IE N 2 2027-04-15 Fixed 0.06450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201GZR9 763.29020000 PA USD 784.85000000 0.000168597009 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AT9 1460000.00000000 PA USD 1431831.48000000 0.307577887591 Long DBT CORP US N 2 2026-08-15 Fixed 0.03600000 N N N N N N CARMAX AUTO OWNER TR 2023-4 N/A 14318XAC9 253000.00000000 PA USD 257856.08000000 0.055391175216 Long ABS-CBDO CORP US N 2 2028-07-17 Fixed 0.06000000 N N N N N N BRASS NO 10 PLC 213800UCE3NFG8SQKH09 10554PAA1 61578.31000000 PA USD 61245.79000000 0.013156471955 Long ABS-CBDO CORP GB N 2 2069-04-16 Variable 0.00669000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ASU95 329464.04980000 PA USD 328405.68000000 0.070546238672 Long ABS-CBDO USGSE US N 2 2046-07-25 Variable 0.05198510 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BV6 568000.00000000 PA USD 574572.17000000 0.123426322710 Long DBT CORP US N 2 2028-01-21 Variable 0.05300000 N N N N N N BX COML MTG TR 2024-MDHS N/A 12433BAA5 578873.51000000 PA USD 580682.49000000 0.124738906868 Long ABS-MBS CORP US N 2 2041-05-15 Floating 0.06250590 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 N/A 78398AAD5 1424000.00000000 PA USD 1436890.62000000 0.308664663246 Long ABS-CBDO CORP US N 2 2028-10-20 Fixed 0.05470000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210ASL2 90.48880000 PA USD 91.82000000 0.000019724249 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AV1 1000000.00000000 PA USD 946394.19000000 0.203299012387 Long DBT CORP US N 2 2027-03-12 Fixed 0.02000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAS4 4184000.00000000 PA USD 4039741.50000000 0.867794272121 Long DBT CORP IE N 2 2026-01-30 Fixed 0.01750000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CS6 1790000.00000000 PA USD 1870712.30000000 0.401855766941 Long DBT CORP US N 2 2029-01-18 Variable 0.06720000 N N N N N N ENTERPRISE FLEET FINANCING 2024-2 N/A 29375RAC0 155000.00000000 PA USD 157971.69000000 0.033934579165 Long ABS-CBDO CORP US N 2 2028-04-20 Fixed 0.05610000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2024-D N/A 34535VAD6 485000.00000000 PA USD 485282.03000000 0.104245523134 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0.04610000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 5000000.00000000 PA USD 4812892.40000000 1.033878147167 Long DBT CORP US N 2 2026-03-01 Fixed 0.01750000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAB1 1460000.00000000 PA USD 1450649.04000000 0.311620168708 Long DBT CORP US N 2 2025-09-15 Fixed 0.04000000 N N N N N N BUNGE LTD FIN CORP 549300QHC068L40NNM71 120568BD1 698000.00000000 PA USD 686466.95000000 0.147462922370 Long DBT CORP US N 2 2028-01-07 Fixed 0.04100000 N N N N N N AFFIRM ASSET SECURITIZATION TR 2024-X1 N/A 00834XAA7 95334.04000000 PA USD 95653.97000000 0.020547841309 Long ABS-CBDO CORP US N 2 2029-05-15 Fixed 0.06270000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283GQ59 25.42870000 PA USD 25.52000000 0.000005482061 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 0.08500000 N N N N N N CFMT 2024-HB13 LLC N/A 12530VAA3 166147.16000000 PA USD 161619.83000000 0.034718251832 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 206.56620000 PA USD 210.20000000 0.000045153967 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N DOLLAR GEN CORP NEW OPX52SQVOZI8IVSWYU66 256677AK1 1000000.00000000 PA USD 995132.36000000 0.213768668616 Long DBT CORP US N 2 2027-11-01 Fixed 0.04625000 N N N N N N DLLAA 2023-1A N/A 23292HAC5 114000.00000000 PA USD 115754.57000000 0.024865737775 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.05640000 N N N N N N ENTERPRISE FLEET FING 2022-3 LLC N/A 29374FAB9 107303.68000000 PA USD 107028.03000000 0.022991152129 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.04380000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 1500000.00000000 PA USD 1518872.96000000 0.326275642827 Long DBT CORP US N 2 2027-03-05 Fixed 0.05800000 N N N N N N TOYOTA LEASE OWNER TRUST 2023-B N/A 89240HAD7 1198000.00000000 PA USD 1209356.08000000 0.259786988642 Long ABS-CBDO CORP US N 2 2026-11-20 Fixed 0.05660000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBK1 410000.00000000 PA USD 416127.36000000 0.089390110600 Long DBT CORP US N 2 2027-05-31 Variable 0.06124000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLG2 8000000.00000000 PA USD 8096220.40000000 1.739183977230 Long DBT CORP US N 2 2029-04-25 Variable 0.05202000 N N N N N N BLOX 2021-BLOX N/A 055522AA4 3055000.00000000 PA USD 2980825.21000000 0.640323902762 Long ABS-MBS CORP US N 2 2026-09-15 Variable 0.05724480 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAD4 142000.00000000 PA USD 142921.51000000 0.030701585173 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05150000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBB3 424000.00000000 PA USD 423655.19000000 0.091007196187 Long DBT CORP US N 2 2027-08-20 Fixed 0.04650000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAJ1 909000.00000000 PA USD 881504.86000000 0.189359855910 Long DBT CORP NO N 2 2026-01-22 Fixed 0.01750000 N N N N N N ARI FLEET LEASE TRUST 2024-B N/A 04033HAC9 114000.00000000 PA USD 115732.53000000 0.024861003267 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.05260000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KBA7 315.20470000 PA USD 318.52000000 0.000068422653 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 533829.34000000 PA USD 511728.75000000 0.109926656972 Long ABS-CBDO CORP US N 2 2054-05-25 Variable 0.03500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 1600000.00000000 PA USD 1551560.16000000 0.333297321053 Long DBT CORP US N 2 2026-02-15 Fixed 0.02250000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CN2 900000.00000000 PA USD 915408.32000000 0.196642804186 Long DBT CORP JP N 2 2028-09-13 Variable 0.05354000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BLH9 234.94500000 PA USD 238.13000000 0.000051153731 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N CWABS INC N/A 1266713Y0 89897.63740000 PA USD 88762.67000000 0.019067491472 Long ABS-CBDO CORP US N 2 2034-07-25 Variable 0.05202190 N N N N N N SBNA AUTO LEASE TRUST 2024-B N/A 78437VAE0 231000.00000000 PA USD 233872.53000000 0.050239165535 Long ABS-CBDO CORP US N 2 2027-11-22 Fixed 0.05560000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AV0 1509000.00000000 PA USD 1567249.29000000 0.336667570647 Long DBT CORP CH N 2 2028-08-11 Variable 0.06442000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FK66 78.57640000 PA USD 79.25000000 0.000017024033 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBG1 1000000.00000000 PA USD 984059.98000000 0.211390162976 Long DBT CORP US N 2 2028-06-13 Variable 0.03992000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAH4 1000000.00000000 PA USD 993635.44000000 0.213447108783 Long DBT CORP KY N 2 2025-02-15 Fixed 0.02875000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AV2 1000000.00000000 PA USD 1004930.47000000 0.215873442829 Long DBT CORP US N 2 2027-01-15 Fixed 0.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 1630000.00000000 PA USD 1647475.87000000 0.353901387859 Long DBT CORP US N 2 2029-04-20 Variable 0.05164000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAM9 393000.00000000 PA USD 400851.27000000 0.086108587908 Long DBT CORP US N 2 2026-11-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209JYU9 2560.81090000 PA USD 2595.52000000 0.000557554830 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N ALLY AUTO RECEIVABLES TRUST 2024-1 N/A 02008FAC8 241000.00000000 PA USD 242738.21000000 0.052143640444 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 792.77100000 PA USD 803.81000000 0.000172669888 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BD9 900000.00000000 PA USD 920479.09000000 0.197732078131 Long DBT CORP US N 2 2028-03-02 Fixed 0.05450000 N N N N N N VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC N/A 92918UAL5 892000.00000000 PA USD 892603.88000000 0.191744084203 Long ABS-CBDO CORP KY N 2 2035-04-20 Variable 0.05867400 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3A9 2000000.00000000 PA USD 1999112.22000000 0.429437906817 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 550000.00000000 PA USD 558895.40000000 0.120058728221 Long DBT CORP US N 2 2026-11-16 Fixed 0.06000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DP1 1000000.00000000 PA USD 1007183.51000000 0.216357428056 Long DBT CORP US N 2 2028-02-16 Variable 0.05098000 N N N N N N DELL EQUIP FIN TR 2023-2 N/A 24703GAC8 456000.00000000 PA USD 458697.06000000 0.098534691218 Long ABS-CBDO CORP US N 2 2029-01-22 Fixed 0.05650000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AP5 1700000.00000000 PA USD 1706141.44000000 0.366503591643 Long DBT CORP US N 2 2026-01-16 Fixed 0.05150000 N N N N N N MCCORMICK and CO INC 549300JQQA6MQ4OJP259 579780AR8 5000000.00000000 PA USD 4780873.50000000 1.027000029342 Long DBT CORP US N 2 2026-02-15 Fixed 0.00900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210AR90 1085.92750000 PA USD 1103.06000000 0.000236953069 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECP8 1024000.00000000 PA USD 1024855.33000000 0.220153587829 Long DBT CORP US N 2 2026-08-13 Fixed 0.04650000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CS1 1000000.00000000 PA USD 1021726.18000000 0.219481401639 Long DBT CORP JP N 2 2029-02-22 Variable 0.05422000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211EUG1 152.94140000 PA USD 153.53000000 0.000032980440 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAL1 2000000.00000000 PA USD 1888727.96000000 0.405725788465 Long DBT CORP US N 2 2026-11-12 Fixed 0.01700000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDS0 1500000.00000000 PA USD 1534463.70000000 0.329624756840 Long DBT CORP NL N 2 2029-02-28 Variable 0.05564000 N N N N N N BA CR CARD TR N/A 05522RDH8 767000.00000000 PA USD 774466.75000000 0.166366538452 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.04980000 N N N N N N AMERICAN EXPRESS CR ACC MST TR N/A 02582JJX9 947000.00000000 PA USD 949992.14000000 0.204071903524 Long ABS-CBDO CORP US N 2 2027-10-15 Fixed 0.04950000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAC0 1500000.00000000 PA USD 1520448.26000000 0.326614039805 Long DBT CORP US N 2 2027-06-15 Fixed 0.05197000 N N N N N N CFMT 2023-HB12 LLC N/A 12530QAA4 108047.88000000 PA USD 106501.28000000 0.022877998693 Long ABS-CBDO CORP US N 2 2033-04-25 Fixed 0.04250000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAR6 1000000.00000000 PA USD 979702.79000000 0.210454176224 Long DBT CORP CA N 2 2027-07-15 Fixed 0.03700000 N N N N N N BOFA AUTO TR 2024-1 N/A 09709AAC6 88000.00000000 PA USD 89191.45000000 0.019159599551 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201JFJ3 443.26700000 PA USD 453.93000000 0.000097510658 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N TESLA 2024-A A3 N/A 88166VAD8 555000.00000000 PA USD 557658.12000000 0.119792942775 Long ABS-CBDO CORP US N 2 2027-06-21 Fixed 0.05300000 N N N N N N PRPM 2021-5 LLC N/A 69358DAA2 2536143.84000000 PA USD 2511984.28000000 0.539610163136 Long ABS-CBDO CORP US N 2 2026-06-25 Variable 0.04793000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAH0 440000.00000000 PA USD 443236.60000000 0.095213563213 Long DBT CORP GB N 2 2027-03-26 Fixed 0.05000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AZ4 4381000.00000000 PA USD 4304769.81000000 0.924726144957 Long DBT CORP CA N 2 2025-07-15 Fixed 0.02050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283GYN1 22.87290000 PA USD 23.15000000 0.000004972951 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.08500000 N N N N N N MERCEDES-BENZ AUTO LEASE TR 2024-B N/A 58769GAD5 1168000.00000000 PA USD 1162455.04000000 0.249711974221 Long ABS-CBDO CORP US N 2 2028-02-15 Fixed 0.04230000 N N N N N N 2024-12-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX