0001145549-24-017430.txt : 20240326
0001145549-24-017430.hdr.sgml : 20240326
20240326113512
ACCESSION NUMBER: 0001145549-24-017430
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240131
FILED AS OF DATE: 20240326
DATE AS OF CHANGE: 20240326
PERIOD START: 20240731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
ORGANIZATION NAME:
IRS NUMBER: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 24782022
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000027194
Columbia Ultra Short Term Bond Fund
C000082083
Columbia Ultra Short Term Bond Fund Institutional 3 Class
CMGUX
C000206531
Columbia Ultra Short Term Bond Fund Advisor Class
CUSHX
C000206532
Columbia Ultra Short Term Bond Fund Institutional Class
CUSBX
C000210388
Columbia Ultra Short Term Bond Fund Class A
CUSOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000773757
XXXXXXXX
S000027194
C000206531
C000210388
C000206532
C000082083
Columbia Funds Series Trust I
811-04367
0000773757
549300W5GIE6ZOZOTD82
290 Congress Street
Boston
02110
800-345-6611
Columbia Ultra Short Term Bond Fund
S000027194
549300JV121JJZBJ3L59
2024-07-31
2024-01-31
N
1116003733.680000000000
10228306.390000000000
1105775427.290000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
5202686.340000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
N/A
N/A
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
BB&T CORP
05531FBE2
4875000.000000000000
PA
USD
4779308.380000000000
0.4322132923
Long
DBT
CORP
US
N
2
2025-06-05
Fixed
3.700000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP FRN
06051GKT5
10325000.000000000000
PA
USD
10339795.730000000000
0.9350719391
Long
DBT
CORP
US
N
2
2025-04-25
Variable
6.41
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368D3S1
5563000.000000000000
PA
USD
5466558.660000000000
0.4943642737
Long
DBT
CORP
CA
N
2
2025-06-07
Fixed
3.700000000000
N
N
N
N
N
N
BANK OF NEW YORK MELLON CORP/THE
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON/THE
06406RAT4
1718000.000000000000
PA
USD
1716939.440000000000
0.1552701749
Long
DBT
CORP
US
N
2
2024-04-26
Variable
5.57
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
N/A
CHARTER COMM OPT/OPT CAP
161175AY0
5200000.000000000000
PA
USD
5153850.470000000000
0.4660847350
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.9080
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MF5
10160000.000000000000
PA
USD
10104558.200000000000
0.9137984034
Long
DBT
CORP
US
N
2
2025-04-24
Variable
3.352000000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
28161651.756000000000
NS
USD
28156019.430000000000
2.5462692275
Long
STIV
CORP
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORPORATION
20030NCS8
5500000.000000000000
PA
USD
5431717.890000000000
0.4912134739
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.950000000000
N
N
N
N
N
N
CEFI_21-A
N/A
CEFI_21-A
20166QAA8
4549308.370000000000
PA
USD
4460248.380000000000
0.4033593323
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
2.050000000000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRALIA
2027A0KC2
5383000.000000000000
PA
USD
5392941.590000000000
0.4877067673
Long
DBT
CORP
AU
N
2
2024-06-04
Variable
6.451000000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_22-R05
N/A
CAS_22-R05
20754DAA5
7894949.580000000000
PA
USD
7962044.810000000000
0.7200417565
Long
ABS-CBDO
CORP
US
N
2
2042-04-25
Variable
7.244600000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
N/A
COOPERATIEVE RABOBANK UA/NY
21688AAX0
5375000.000000000000
PA
USD
5382324.780000000000
0.4867466438
Long
DBT
CORP
US
N
2
2025-07-18
Variable
6.01
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAB5
5500000.000000000000
PA
USD
5380886.060000000000
0.4866165342
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
3.500000000000
N
N
N
N
N
N
CREDITO REAL USA AUTO RECEIVABLES TRUST CRUSA_21-1A
N/A
CRUSA_21-1A
22551EAA4
80373.990000000000
PA
USD
80183.470000000000
0.0072513340
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
1.350000000000
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331BD8
5500000.000000000000
PA
USD
5444706.850000000000
0.4923881211
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.220000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-1A
N/A
DTAOT_20-1A
23344EAG1
3994957.060000000000
PA
USD
3955038.250000000000
0.3576710200
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
2.550000000000
N
N
N
N
N
N
DEXT LLC DEXT_21-1
N/A
DEXT_21-1
23345CAA7
6671124.300000000000
PA
USD
6504696.430000000000
0.5882475112
Long
ABS-MBS
CORP
US
N
2
2028-02-15
Fixed
1.120000000000
N
N
N
N
N
N
DLLMT LLC DLLMT_21-1A
N/A
DLLMT_21-1A
23345FAC6
4100279.040000000000
PA
USD
4018999.620000000000
0.3634553202
Long
ABS-MBS
CORP
US
N
2
2025-07-21
Fixed
1.000000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_22-3
N/A
DTAOT_22-3A
23345RAA4
8635171.750000000000
PA
USD
8642273.320000000000
0.7815577292
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
6.050000000000
N
N
N
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NA
233853AK6
5000000.000000000000
PA
USD
5003574.300000000000
0.4524946184
Long
DBT
CORP
US
N
2
2024-04-05
Variable
6.31
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
N/A
JOHN DEERE CAPITAL CORP
24422EXC8
5340000.000000000000
PA
USD
5400793.390000000000
0.4884168391
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
5.300000000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC
25243YBC2
5000000.000000000000
PA
USD
4735947.500000000000
0.4282919825
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.375000000000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO
254687CZ7
4149000.000000000000
PA
USD
4108390.460000000000
0.3715393161
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.700000000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
N/A
DISCOVERY COMMUNICATIONS LLC
25470DAL3
5500000.000000000000
PA
USD
5480308.960000000000
0.4956077721
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
4.900000000000
N
N
N
N
N
N
LOEWS CORPORATION
R8V1FN4M5ITGZOG7BS19
LOEWS CORPORATION
540424AS7
5500000.000000000000
PA
USD
5370589.680000000000
0.4856853885
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.750000000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWES COMPANIES INC
548661EK9
5236000.000000000000
PA
USD
5201424.130000000000
0.4703870245
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.400000000000
N
N
N
N
N
N
MFA TRUST MFRA_20-NQM3
N/A
MFRA_20-NQM3
552757AC0
998132.280000000000
PA
USD
925445.290000000000
0.0836919746
Long
ABS-CBDO
CORP
US
N
2
2065-01-26
Variable
1.632000000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_20-1
N/A
MBART_20-1
58769VAD2
4542885.800000000000
PA
USD
4471671.070000000000
0.4043923350
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
0.770000000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA
06418GAB3
5500000.000000000000
PA
USD
5528857.290000000000
0.4999982052
Long
DBT
CORP
CA
N
2
2025-06-12
Variable
6.4
N
N
N
N
N
N
BACARDI LTD
N/A
BACARDI LTD
067316AE9
5500000.000000000000
PA
USD
5432565.880000000000
0.4912901613
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
4.450000000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887BV0
5208000.000000000000
PA
USD
5165616.410000000000
0.4671487793
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.363000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_21-3A
N/A
BMIR_21-3A
078777AB5
1847462.570000000000
PA
USD
1847451.670000000000
0.1670729539
Long
ABS-CBDO
CORP
US
N
2
2031-09-25
Variable
6.344600000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CT0
5500000.000000000000
PA
USD
5463557.610000000000
0.4940928759
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875000000000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC
10373QAT7
1500000.000000000000
PA
USD
1451184.020000000000
0.1312367759
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.119000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBB6
5500000.000000000000
PA
USD
5333904.350000000000
0.4823677773
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.150000000000
N
N
N
N
N
N
CCG_21-1
N/A
CCG_21-1
12510KAC7
739731.620000000000
PA
USD
732585.150000000000
0.0662508075
Long
ABS-MBS
CORP
US
N
2
2027-06-14
Fixed
0.300000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_21-EB01
N/A
CFMT_21-EBO1
12530AAA9
6214995.740000000000
PA
USD
5783829.170000000000
0.5230564025
Long
ABS-CBDO
CORP
US
N
2
2050-11-25
Variable
0.984900000000
N
N
N
N
N
N
CIGNA GROUP
549300VIWYMSIGT1U456
CIGNA CORP
125523AG5
5500000.000000000000
PA
USD
5416886.590000000000
0.4898722160
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.1250
N
N
N
N
N
N
COMM_14-CR16
N/A
COMM_14-CR16
12591VAE1
1123000.000000000000
PA
USD
1118570.780000000000
0.1011571385
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
4.051000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_15-CR24
N/A
COMM_15-CR24
12593JBE5
5222286.200000000000
PA
USD
5096024.380000000000
0.4608552744
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.432000000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORPORATION
126408HD8
5500000.000000000000
PA
USD
5368744.920000000000
0.4855185590
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.350000000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_21-B
N/A
CNH_21-B
12657WAC4
4439811.910000000000
PA
USD
4305412.140000000000
0.3893568290
Long
ABS-MBS
CORP
US
N
2
2026-08-17
Fixed
0.440000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CL2
5500000.000000000000
PA
USD
5412514.530000000000
0.4894768320
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.875000000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMER
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607HR38
5500000.000000000000
PA
USD
5519894.380000000000
0.4991876509
Long
DBT
CORP
CA
N
2
2025-04-07
Variable
6.25
N
N
N
N
N
N
COMET_21-A3
N/A
COMET_21-A3
14041NFY2
10153000.000000000000
PA
USD
9828596.420000000000
0.8888419997
Long
ABS-MBS
CORP
US
N
2
2026-11-15
Fixed
1.040000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAT1
5088000.000000000000
PA
USD
5159698.570000000000
0.4666136037
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
5.800000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N1
N/A
CRVNA_21-N1
14687DAA0
3955560.250000000000
PA
USD
3763045.900000000000
0.3403083309
Long
ABS-MBS
CORP
US
N
2
2028-01-10
Fixed
0.700000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N3
N/A
CRVNA_21-N3
14687GAA3
169171.420000000000
PA
USD
168948.540000000000
0.0152787389
Long
ABS-MBS
CORP
US
N
2
2028-06-12
Fixed
0.350000000000
N
N
N
N
N
N
CATERPILLAR FINANCIAL SERVICES CORPORATION
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINANCIAL SERVICES
14913R2C0
5500000.000000000000
PA
USD
5268477.500000000000
0.4764509475
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
1.450000000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189TAZ0
2710000.000000000000
PA
USD
2709803.740000000000
0.2450591389
Long
DBT
CORP
US
N
2
2024-05-13
Variable
5.96
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
MET TOWER GLOBAL FUNDING
58989V2F0
5500000.000000000000
PA
USD
5573162.760000000000
0.5040049383
Long
DBT
CORP
US
N
2
2026-06-20
Fixed
5.400000000000
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INCORPORATED
595017BB9
5129000.000000000000
PA
USD
5118946.340000000000
0.4629282053
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.972000000000
N
N
N
N
N
N
MISS PWR CO
N/A
MISSISSIPPI POWER CO
605417CC6
5286000.000000000000
PA
USD
5281848.320000000000
0.4776601279
Long
DBT
CORP
US
N
2
2024-06-28
Variable
5.61
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AU9
5500000.000000000000
PA
USD
5269448.690000000000
0.4765387763
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
1.500000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_
N/A
MSBAM_15-C27
61690AAD6
3877750.500000000000
PA
USD
3774862.530000000000
0.3413769593
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.473000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEG6
10500000.000000000000
PA
USD
10136711.030000000000
0.9167061213
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.164000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RGD8
5500000.000000000000
PA
USD
5513338.000000000000
0.4985947294
Long
DBT
CORP
US
N
2
2024-06-12
Variable
6.807700000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCX5
5500000.000000000000
PA
USD
5432861.170000000000
0.4913168656
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.800000000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
N/A
ACE INA HOLDINGS INC
00440EAS6
5500000.000000000000
PA
USD
5391510.250000000000
0.4875773251
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.150000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-X1
N/A
AFFRM_23-X1
00834KAA5
2239909.880000000000
PA
USD
2246478.860000000000
0.2031586889
Long
ABS-MBS
CORP
US
N
2
2028-11-15
Fixed
7.110000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3
N/A
ACAR_21-3
025286AC9
2007597.330000000000
PA
USD
1999961.230000000000
0.1808650455
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
0.980000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-2
N/A
ACAR_22-2
02530BAE0
5357742.070000000000
PA
USD
5328826.340000000000
0.4819085511
Long
ABS-MBS
CORP
US
N
2
2028-06-13
Fixed
4.410000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-2
N/A
ACAR_22-2
02530BAG5
6200000.000000000000
PA
USD
6090815.520000000000
0.5508184908
Long
ABS-MBS
CORP
US
N
2
2028-06-13
Fixed
4.850000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UDJ5
5500000.000000000000
PA
USD
5107726.140000000000
0.4619135146
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.450000000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DOWDUPONT INC
26078JAC4
5000000.000000000000
PA
USD
4961562.500000000000
0.4486953117
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.4930
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBJ3
5651000.000000000000
PA
USD
5301135.230000000000
0.4794043256
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.900000000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_22-A
N/A
FORDL_22-A
34528LAD7
302676.290000000000
PA
USD
301510.770000000000
0.0272669081
Long
ABS-MBS
CORP
US
N
2
2025-05-15
Fixed
3.230000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_20-B
N/A
FORDO_20-B
34533GAE9
2988438.140000000000
PA
USD
2972155.630000000000
0.2687847421
Long
ABS-MBS
CORP
US
N
2
2025-11-15
Fixed
0.790000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1
N/A
STACR_22-HQA1
35564KTA7
5741016.600000000000
PA
USD
5812589.280000000000
0.5256573022
Long
ABS-CBDO
CORP
US
N
2
2042-03-25
Variable
7.444600000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_21-1A
N/A
GCAR_21-1A
36261AAE5
40731.000000000000
PA
USD
40661.040000000000
0.0036771517
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Fixed
1.200000000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-1
N/A
GMALT_22-1
36265MAD7
18975000.000000000000
PA
USD
18734472.900000000000
1.6942384898
Long
ABS-MBS
CORP
US
N
2
2026-02-20
Fixed
1.960000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_23-3A
N/A
GCAR_23-3A
36267PAC0
6617000.000000000000
PA
USD
6635861.100000000000
0.6001092931
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
6.040000000000
N
N
N
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
N/A
GE HEALTHCARE TECHNOLOGIES INC
36267VAD5
5500000.000000000000
PA
USD
5553276.250000000000
0.5022065162
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.600000000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558AZ6
5025000.000000000000
PA
USD
4947542.990000000000
0.4474274674
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.500000000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1
N/A
GMCAR_23-1
38013JAB9
1901394.220000000000
PA
USD
1899619.460000000000
0.1717907102
Long
ABS-MBS
CORP
US
N
2
2026-03-16
Fixed
5.190000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GYL2
9000000.000000000000
PA
USD
9006079.230000000000
0.8144582533
Long
DBT
CORP
US
N
2
2024-10-21
Variable
5.796
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES GALC_23-1
N/A
GALC_23-1
39154TCA4
2195048.100000000000
PA
USD
2194890.930000000000
0.1984933718
Long
ABS-MBS
CORP
US
N
2
2024-06-14
Fixed
5.519000000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_24-1
N/A
HPEFS_24-1A
403963AA9
5450000.000000000000
PA
USD
5451334.710000000000
0.4929875068
Long
ABS-MBS
CORP
US
N
2
2025-01-21
Fixed
5.596000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BS7
5075000.000000000000
PA
USD
5123197.530000000000
0.4633126586
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CJ6
7000000.000000000000
PA
USD
6680002.350000000000
0.6041011751
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.645000000000
N
N
N
N
N
N
HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A
N/A
HDMOT_22-A
41284YAD8
3616584.300000000000
PA
USD
3554659.700000000000
0.3214630758
Long
ABS-MBS
CORP
US
N
2
2027-02-15
Fixed
3.060000000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
HARRIS CORPORATION
413875AR6
4005000.000000000000
PA
USD
3940970.340000000000
0.3563987988
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.832000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1A
N/A
HERTZ_21-1A
42806MAA7
4715000.000000000000
PA
USD
4575119.150000000000
0.4137475872
Long
ABS-MBS
CORP
US
N
2
2025-12-26
Fixed
1.210000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1
N/A
NZES_20-PLS1
433674AA6
2526913.530000000000
PA
USD
2416654.940000000000
0.2185484394
Long
ABS-CBDO
CORP
US
N
2
2025-12-25
Fixed
3.844000000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART_21-B
44934KAC8
2747312.600000000000
PA
USD
2693697.150000000000
0.2436025511
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
0.380000000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV/NXP FUNDING LLC
62947QBB3
5500000.000000000000
PA
USD
5527630.630000000000
0.4998872731
Long
DBT
CORP
NL
N
2
2026-03-01
Fixed
5.350000000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH)
N/A
NATIONAL AUSTRALIA BK/NY
63253QAF1
5675000.000000000000
PA
USD
5685189.350000000000
0.5141359818
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.750000000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
N/A
NEW YORK LIFE GLOBAL FUNDING
64952WDQ3
1836000.000000000000
PA
USD
1740327.200000000000
0.1573852300
Long
DBT
CORP
US
N
2
2025-06-24
Fixed
0.950000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS
65339KBS8
5000000.000000000000
PA
USD
5049567.400000000000
0.4566539711
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.749000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC
65473PAK1
5500000.000000000000
PA
USD
5163628.470000000000
0.4669690014
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.950000000000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST OCTL_21-2
N/A
OCTL_21-2A
67578AAA6
8188660.680000000000
PA
USD
7967838.710000000000
0.7205657237
Long
ABS-MBS
CORP
US
N
2
2028-09-20
Fixed
1.210000000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
N/A
ONTARIO (PROVINCE OF)
683234AS7
6000000.000000000000
PA
USD
5575890.840000000000
0.5042516502
Long
DBT
MUN
CA
N
2
2026-01-21
Fixed
0.625000000000
N
N
N
N
N
N
OPORTUN FUNDING LLC OPTN_22-3
N/A
OPTN_22-3
68378PAA3
5275933.560000000000
PA
USD
5278620.070000000000
0.4773681834
Long
ABS-MBS
CORP
US
N
2
2030-01-08
Fixed
7.451000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XBT1
5500000.000000000000
PA
USD
5334594.600000000000
0.4824301995
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.500000000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353REQ7
5498000.000000000000
PA
USD
5365454.550000000000
0.4852209967
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.250000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_22-1
N/A
PAID_22-1
69546MAA5
8061948.540000000000
PA
USD
8028456.790000000000
0.7260476759
Long
ABS-MBS
CORP
US
N
2
2029-10-15
Fixed
2.030000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-5
N/A
PAID_21-5
69547EAA2
524335.520000000000
PA
USD
523227.700000000000
0.0473177181
Long
ABS-MBS
CORP
US
N
2
2029-08-15
Fixed
1.530000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_24-1
N/A
PAID_24-1
69548AAA9
1475000.000000000000
PA
USD
1480959.150000000000
0.1339294683
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Fixed
6.660000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_23-7
N/A
PAID_23-7
69548RAG9
3425000.000000000000
PA
USD
3436610.410000000000
0.3107873737
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Variable
7.342100000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448FU7
5085000.000000000000
PA
USD
5092878.440000000000
0.4605707736
Long
DBT
CORP
US
N
2
2024-11-12
Variable
5.71
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE
716973AB8
6250000.000000000000
PA
USD
6220363.880000000000
0.5625341029
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.450000000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.
N/A
SIEMENS FINANCIERINGSMAATSCHAPPIJ
82620KAE3
5500000.000000000000
PA
USD
5402167.930000000000
0.4885411447
Long
DBT
CORP
NL
N
2
2025-05-27
Fixed
3.250000000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BANKEN AB
83051GAU2
5500000.000000000000
PA
USD
5176199.990000000000
0.4681058977
Long
DBT
CORP
SE
N
2
2025-11-19
Fixed
1.400000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC SCLP_22-1S
N/A
SCLP_22-1S
83406QAA6
1410213.890000000000
PA
USD
1410512.430000000000
0.1275586702
Long
ABS-MBS
CORP
US
N
2
2031-04-15
Fixed
6.210000000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORPORATION
857477CB7
3375000.000000000000
PA
USD
3377290.950000000000
0.3054228613
Long
DBT
CORP
US
N
2
2026-05-18
Variable
5.104000000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB
86959LAJ2
5465000.000000000000
PA
USD
5378524.900000000000
0.4864030044
Long
DBT
CORP
SE
N
2
2025-06-10
Fixed
3.650000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABB0
5500000.000000000000
PA
USD
5391570.860000000000
0.4875828063
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.500000000000
N
N
N
N
N
N
THERMO FISHER
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556CS9
5500000.000000000000
PA
USD
5346380.600000000000
0.4834960579
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.215000000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HU8
3525000.000000000000
PA
USD
3522584.110000000000
0.3185623430
Long
DBT
CORP
US
N
2
2024-02-12
Fixed
3.625000000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
N/A
ERAC USA FINANCE LLC
26884TAP7
5500000.000000000000
PA
USD
5380184.480000000000
0.4865530873
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.800000000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
EL PASO PIPELINE PARTNERS OP
28370TAG4
1710000.000000000000
PA
USD
1703731.770000000000
0.1540757488
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.300000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBK0
5208000.000000000000
PA
USD
5199409.300000000000
0.4702048148
Long
DBT
CORP
CA
N
2
2024-02-16
Fixed
2.150000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RBG3
5000000.000000000000
PA
USD
4967728.550000000000
0.4492529340
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.750000000000
N
N
N
N
N
N
ENT AUTO RECEIVABLES TRUST ENT_23-1
N/A
ENT_23-1A
293601AC4
3775000.000000000000
PA
USD
3786141.540000000000
0.3423969684
Long
ABS-MBS
CORP
US
N
2
2027-08-16
Fixed
6.220000000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_21-3
N/A
EFF_21-3
29373MAC3
12000000.000000000000
PA
USD
11456108.400000000000
1.0360248670
Long
ABS-MBS
CORP
US
N
2
2027-08-20
Fixed
1.220000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBB8
5169000.000000000000
PA
USD
5165090.170000000000
0.4671011891
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.900000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAJ7
3657000.000000000000
PA
USD
3417518.360000000000
0.3090607980
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.800000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-4
N/A
EART_21-4A
30165JAE6
6562880.590000000000
PA
USD
6447837.890000000000
0.5831055503
Long
ABS-MBS
CORP
US
N
2
2027-10-15
Fixed
1.460000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4
N/A
EART_23-4A
30166TAB9
2197545.710000000000
PA
USD
2199500.210000000000
0.1989102087
Long
ABS-MBS
CORP
US
N
2
2025-12-15
Fixed
6.070000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1
N/A
EART_23-1A
30168BAB6
1627825.580000000000
PA
USD
1627994.550000000000
0.1472265082
Long
ABS-MBS
CORP
US
N
2
2025-06-16
Fixed
5.610000000000
N
N
N
N
N
N
FHF TRUST FHF_21-1
N/A
FHF_21-1A
30260WAA9
1923767.400000000000
PA
USD
1866351.220000000000
0.1687821210
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
1.270000000000
N
N
N
N
N
N
FHF TRUST FHF_21-2
N/A
FHF_21-2A
30322JAA4
4367472.310000000000
PA
USD
4227793.560000000000
0.3823374490
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Fixed
0.830000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 3/1 HYBRID ARM
3128QLRD5
17914.140000000000
PA
USD
17961.800000000000
0.0016243624
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Variable
6.380000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
254900C5LP6DN9OP9V83
FFCB
3133EN3K4
483000.000000000000
PA
USD
483630.330000000000
0.0437367587
Long
DBT
USGA
US
N
2
2024-12-05
Variable
5.510000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
254900C5LP6DN9OP9V83
FFCB
3133EN7G9
400000.000000000000
PA
USD
400109.480000000000
0.0361836111
Long
DBT
USGA
US
N
2
2024-09-05
Variable
5.445000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
254900C5LP6DN9OP9V83
FFCB
3133ENEJ5
3575000.000000000000
PA
USD
3462413.810000000000
0.3131208855
Long
DBT
USGA
US
N
2
2024-11-18
Fixed
0.875000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
254900C5LP6DN9OP9V83
FFCB
3133ENNK2
2900000.000000000000
PA
USD
2899932.290000000000
0.2622532766
Long
DBT
USGA
US
N
2
2024-02-09
Variable
5.350000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
254900C5LP6DN9OP9V83
FFCB
3133EPLN3
2550000.000000000000
PA
USD
2551611.750000000000
0.2307531608
Long
DBT
USGA
US
N
2
2025-03-07
Variable
5.490000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIAT
3135G0W66
1650000.000000000000
PA
USD
1611725.960000000000
0.1457552700
Long
DBT
USGA
US
N
2
2024-10-15
Fixed
1.625000000000
N
N
N
N
N
N
FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-2
N/A
FIAOT_21-2A
32057JAA1
3460330.160000000000
PA
USD
3405417.140000000000
0.3079664330
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
0.480000000000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST FCAT_21-3
N/A
FCAT_21-3
33846QAA9
3036896.520000000000
PA
USD
3006276.400000000000
0.2718704292
Long
ABS-MBS
CORP
US
N
2
2027-07-15
Fixed
0.360000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO.
46647PBT2
11500000.000000000000
PA
USD
10692626.290000000000
0.9669799153
Long
DBT
CORP
US
N
2
2026-11-19
Variable
1.045000000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_21-2
N/A
CACLN_21-2
48128U2N8
610961.530000000000
PA
USD
596792.480000000000
0.0539704958
Long
ABS-MBS
CORP
US
N
2
2028-12-26
Fixed
0.969000000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BS4
4583000.000000000000
PA
USD
4582775.940000000000
0.4144400234
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.150000000000
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST LADAR_21-1
N/A
LADAR_21-1A
501683AA4
749701.000000000000
PA
USD
740474.580000000000
0.0669642824
Long
ABS-MBS
CORP
US
N
2
2026-08-17
Fixed
1.300000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC
50249AAF0
2466000.000000000000
PA
USD
2312519.490000000000
0.2091310254
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.250000000000
N
N
N
N
N
N
LENDBUZZ SECURITIZATION TRUST LBZZ_21-1
N/A
LBZZ_21-1A
52607BAA1
5423465.560000000000
PA
USD
5272467.060000000000
0.4768117404
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
1.460000000000
N
N
N
N
N
N
LLEND_21-1A
N/A
LLEND_21-1A
53934QAA0
459094.280000000000
PA
USD
455163.190000000000
0.0411623535
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
1.070000000000
N
N
N
N
N
N
PIONEER NAT RES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES COMPANY
723787AV9
4834000.000000000000
PA
USD
4868080.040000000000
0.4402412931
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.100000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP
72650RBJ0
5500000.000000000000
PA
USD
5457452.550000000000
0.4935407692
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.6500
N
N
N
N
N
N
PRET LLC PRET_21-RN2
N/A
PRET_21-RN2
74143FAA7
7777799.310000000000
PA
USD
7467457.340000000000
0.6753140969
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
1.743600000000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING I
N/A
PRICOA GLOBAL FUNDING I
74153WCM9
6000000.000000000000
PA
USD
5628170.040000000000
0.5089794818
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.800000000000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FUNDING II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II
74256LEE5
5671000.000000000000
PA
USD
5391088.910000000000
0.4875392215
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
1.250000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAA6
4977714.960000000000
PA
USD
4776285.250000000000
0.4319398978
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
1.732000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAA4
6341401.630000000000
PA
USD
6047716.740000000000
0.5469208838
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Fixed
2.078000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_23-1
N/A
PMIT_23-1A
74390NAA0
1077812.730000000000
PA
USD
1083976.630000000000
0.0980286416
Long
ABS-MBS
CORP
US
N
2
2029-07-16
Fixed
7.060000000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROUP
744573AP1
4499000.000000000000
PA
USD
4220122.920000000000
0.3816437602
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.800000000000
N
N
N
N
N
N
QUEBEC (PROVINCE OF)
N/A
QUEBEC (PROVINCE OF)
748149AH4
5500000.000000000000
PA
USD
5416502.850000000000
0.4898375128
Long
DBT
MUN
CA
N
2
2024-10-16
Fixed
2.875000000000
N
N
N
N
N
N
RCO VIII MORTGAGE LLC RCO_24-1
N/A
RCO_24-1
754921AA2
1100000.000000000000
PA
USD
1099999.340000000000
0.0994776437
Long
ABS-CBDO
CORP
US
N
3
2029-01-25
Fixed
7.021300000000
N
N
N
N
N
N
REACH FINANCIAL LLC REACH_24-1
N/A
REACH_24-1A
75526PAA9
4100000.000000000000
PA
USD
4108917.500000000000
0.3715869786
Long
ABS-MBS
CORP
US
N
2
2031-02-18
Fixed
6.300000000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
ROCHE HOLDINGS INC
771196BR2
5250000.000000000000
PA
USD
5249186.620000000000
0.4747063907
Long
DBT
CORP
US
N
2
2024-03-05
Variable
5.55
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78016EZ91
5500000.000000000000
PA
USD
5518596.820000000000
0.4990703070
Long
DBT
CORP
CA
N
2
2025-04-14
Variable
6.15
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3
N/A
SDART_22-3
80285UAD3
8477547.980000000000
PA
USD
8426841.220000000000
0.7620752833
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Fixed
3.400000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3
N/A
SDART_23-3
80285XAB1
2640840.270000000000
PA
USD
2645275.560000000000
0.2392235796
Long
ABS-MBS
CORP
US
N
2
2026-08-17
Fixed
6.080000000000
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN TRUST SREV_19-A
N/A
SREV_19-A
80286JAC9
9150000.000000000000
PA
USD
8891166.630000000000
0.8040662155
Long
ABS-MBS
CORP
US
N
2
2032-01-26
Fixed
3.000000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2
N/A
SDART_22-2
80286MAC2
2246913.150000000000
PA
USD
2237583.290000000000
0.2023542244
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
2.980000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7
N/A
SDART_22-7
80287FAC6
5490000.000000000000
PA
USD
5498269.590000000000
0.4972320287
Long
ABS-MBS
CORP
US
N
2
2027-04-15
Fixed
5.750000000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B
N/A
SRT_22-B
80287UAC3
486439.090000000000
PA
USD
481539.430000000000
0.0435476696
Long
ABS-MBS
CORP
US
N
2
2025-11-20
Fixed
3.280000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1
N/A
SDART_24-1
80288AAB8
2600000.000000000000
PA
USD
2601802.580000000000
0.2352921322
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
5.710000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6
N/A
SDART_22-6
802918AD4
4425000.000000000000
PA
USD
4399340.310000000000
0.3978511551
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Fixed
4.720000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4
N/A
SDART_23-4
802927AC7
13390532.600000000000
PA
USD
13426129.990000000000
1.2141823429
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
6.180000000000
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89114TZS4
5500000.000000000000
PA
USD
5501253.010000000000
0.4975018321
Long
DBT
CORP
CA
N
2
2024-03-08
Variable
6.22
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_22-EBO1
N/A
TPMT_22-EBO1
89180EAA2
158859.520000000000
PA
USD
158187.260000000000
0.0143055503
Long
ABS-CBDO
CORP
US
N
2
2052-01-25
Variable
2.161000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_21-SJ1
N/A
TPMT_21-SJ1
89180FCD1
8472610.180000000000
PA
USD
7996559.630000000000
0.7231630793
Long
ABS-CBDO
CORP
US
N
2
2068-07-25
Variable
2.250000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_22-SJ1
N/A
TPMT_22-SJ1
89180GAW9
14669260.870000000000
PA
USD
14034319.520000000000
1.2691835226
Long
ABS-CBDO
CORP
US
N
2
2062-03-25
Variable
3.612000000000
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1A
N/A
TALNT_19-1A
89231XAA9
31813000.000000000000
PA
USD
31492423.580000000000
2.8479945207
Long
ABS-MBS
CORP
US
N
2
2031-11-25
Fixed
2.560000000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89236TLA1
5700000.000000000000
PA
USD
5710035.480000000000
0.5163829236
Long
DBT
CORP
US
N
2
2025-09-11
Variable
5.96
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AR9
5500000.000000000000
PA
USD
5467122.210000000000
0.4944152379
Long
DBT
CORP
CH
N
2
2025-08-05
Variable
4.490000000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818DY1
5500000.000000000000
PA
USD
5412337.320000000000
0.4894608061
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.250000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHU7
5500000.000000000000
PA
USD
5420725.640000000000
0.4902193977
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
3.950000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY BILL
912797HH3
11900000.000000000000
PA
USD
11743210.480000000000
1.0619887357
Long
DBT
UST
US
N
2
2024-05-02
Fixed
0.000000000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORPORATION
913017DD8
5500000.000000000000
PA
USD
5426390.480000000000
0.4907316934
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.950000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCP5
5500000.000000000000
PA
USD
5427617.250000000000
0.4908426355
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.750000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST6
N/A
UPSPT_21-ST6
91680VAA5
1447905.270000000000
PA
USD
1402404.700000000000
0.1268254535
Long
ABS-MBS
CORP
US
N
2
2027-08-20
Fixed
1.850000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_20-ST6
N/A
UPSPT_20-ST6
91680XAA1
692831.310000000000
PA
USD
680958.470000000000
0.0615819861
Long
ABS-MBS
CORP
US
N
2
2027-01-20
Fixed
3.000000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST2
N/A
UPSPT_21-ST2
91682CAA5
492533.130000000000
PA
USD
478812.390000000000
0.0433010517
Long
ABS-MBS
CORP
US
N
2
2027-04-20
Fixed
2.500000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST7
N/A
UPSPT_21-ST7
91683KAA6
341198.940000000000
PA
USD
339856.770000000000
0.0307347009
Long
ABS-MBS
CORP
US
N
2
2029-09-20
Fixed
1.850000000000
N
N
N
N
N
N
WOODSIDE FIN LTD
N/A
WOODSIDE FINANCE LTD
980236AM5
4537000.000000000000
PA
USD
4448377.870000000000
0.4022858313
Long
DBT
CORP
AU
N
2
2025-03-05
Fixed
3.650000000000
N
N
N
N
N
N
WORLD OMNI SELECT AUTO TRUST WOSAT_21-A
N/A
WOSAT_21-A
98163HAC3
8173770.900000000000
PA
USD
8020801.230000000000
0.7253553508
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
0.530000000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-A
N/A
WOART_21-A
98164EAC9
314058.620000000000
PA
USD
308793.650000000000
0.0279255301
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
0.300000000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-A
N/A
WOART_22-A
98164GAC4
3056557.950000000000
PA
USD
2966003.750000000000
0.2682284012
Long
ABS-MBS
CORP
US
N
2
2027-05-17
Fixed
1.660000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAR1
2334000.000000000000
PA
USD
2279835.240000000000
0.2061752489
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.3000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE MAR 24
000000000
-1085.000000000000
NC
USD
-1946978.620000000000
-0.1760736016
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US 2YR NOTE MAR 24
US 2YR NOTE MAR 24
2024-03-28
-221190052.630000000000
USD
-1946978.620000000000
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_21-1
N/A
CACLN_21-1
46591HBS8
1405108.120000000000
PA
USD
1383816.240000000000
0.1251444195
Long
ABS-MBS
CORP
US
N
2
2028-09-25
Fixed
1.024000000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_21-3
N/A
CACLN_21-3
46591HCD0
2947579.120000000000
PA
USD
2848468.540000000000
0.2575991896
Long
ABS-MBS
CORP
US
N
2
2029-02-26
Fixed
0.760000000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_21-3
N/A
CACLN_21-3
46591HCE8
1202522.820000000000
PA
USD
1162834.640000000000
0.1051601086
Long
ABS-MBS
CORP
US
N
2
2029-02-26
Fixed
0.860000000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18
N/A
JPMBB_14-C18
46641JAW6
1798746.520000000000
PA
USD
1784241.250000000000
0.1613565654
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Fixed
4.079300000000
N
N
N
N
N
N
UPSTART PASS THROUGH TRUST UPSPT_21-ST9
N/A
UPSPT_21-ST9
91683MAA2
1448233.300000000000
PA
USD
1426602.050000000000
0.1290137233
Long
ABS-MBS
CORP
US
N
2
2029-11-20
Fixed
1.700000000000
N
N
N
N
N
N
VCAT VCAT_21-NPL1
N/A
VCAT_21-NPL1
91790CAA4
714234.640000000000
PA
USD
709325.850000000000
0.0641473696
Long
ABS-CBDO
CORP
US
N
2
2050-12-26
Variable
5.289100000000
N
N
N
N
N
N
VCAT VCAT_21-NPL4
N/A
VCAT_21-NPL4
91823DAA3
20087185.390000000000
PA
USD
19165818.340000000000
1.7332469023
Long
ABS-CBDO
CORP
US
N
2
2051-08-25
Variable
1.867700000000
N
N
N
N
N
N
VCAT VCAT_21-NPL5
N/A
VCAT_21-NPL5
91824AAA8
9913888.720000000000
PA
USD
9758733.390000000000
0.8825239872
Long
ABS-CBDO
CORP
US
N
2
2051-08-25
Variable
1.867700000000
N
N
N
N
N
N
VFI CORPORATE FINANCE VFI_22-1
N/A
VFI_22-1A
91824CAA4
2725609.290000000000
PA
USD
2685758.430000000000
0.2428846187
Long
ABS-MBS
CORP
US
N
2
2028-03-24
Fixed
2.230000000000
N
N
N
N
N
N
VWH CAPITAL VCAT_21-NPL6
N/A
VCAT_21-NPL6
91824WAA0
12968927.910000000000
PA
USD
12653790.740000000000
1.1443364021
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Variable
1.917300000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFS8
5838000.000000000000
PA
USD
5440743.130000000000
0.4920296650
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.850000000000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_21-1
N/A
VZMT_21-1
92348KAA1
21345000.000000000000
PA
USD
21078563.170000000000
1.9062245959
Long
ABS-MBS
CORP
US
N
2
2027-05-20
Fixed
0.500000000000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_22-2
N/A
VZMT_22-2
92348KAH6
12000000.000000000000
PA
USD
11593621.200000000000
1.0484607375
Long
ABS-MBS
CORP
US
N
2
2028-07-20
Fixed
1.530000000000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_22-7
N/A
VZMT_22-7
92348KBC6
1510000.000000000000
PA
USD
1510053.910000000000
0.1365606318
Long
ABS-MBS
CORP
US
N
2
2027-11-22
Variable
5.230000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-1
N/A
VERUS_20-1
92536PAA2
313149.710000000000
PA
USD
297311.160000000000
0.0268871195
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
2.417000000000
N
N
N
N
N
N
VOLT_21-NPL2
N/A
VOLT_21-NPL2
92873CAA2
7724749.670000000000
PA
USD
7492534.430000000000
0.6775819253
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
1.892500000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC
92939UAH9
5500000.000000000000
PA
USD
5502945.140000000000
0.4976548587
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
5.000000000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
WELLPOINT INC
94973VBJ5
5503000.000000000000
PA
USD
5441921.270000000000
0.4921362092
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.500000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U2T9
11000000.000000000000
PA
USD
10829578.540000000000
0.9793650928
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.805000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP
N/A
WFCM_17-SMP
95001CAA0
11000000.000000000000
PA
USD
10340356.400000000000
0.9351226429
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
6.380200000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958667AB3
2840000.000000000000
PA
USD
2768876.520000000000
0.2504013430
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.1000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2A
N/A
WLAKE_22-2A
96042VAD1
9270000.000000000000
PA
USD
9213788.570000000000
0.8332422970
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Fixed
3.750000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-3
N/A
WLAKE_21-3A
96043JAJ4
9000000.000000000000
PA
USD
8757324.900000000000
0.7919623356
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Fixed
1.580000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-3A
N/A
WLAKE_21-3A
96043JAL9
6000000.000000000000
PA
USD
5722958.400000000000
0.5175515985
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Fixed
2.120000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3A
N/A
WLAKE_22-3A
96043PAC5
1076931.230000000000
PA
USD
1076582.840000000000
0.0973599895
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
5.240000000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214FM0
5300000.000000000000
PA
USD
5312729.810000000000
0.4804528731
Long
DBT
CORP
AU
N
2
2025-11-17
Variable
6.03
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COMPANIES INC
96949LAB1
5500000.000000000000
PA
USD
5411146.130000000000
0.4893530817
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.000000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3
N/A
ACAR_23-3
02530EAA2
2882368.950000000000
PA
USD
2884991.910000000000
0.2609021542
Long
ABS-MBS
CORP
US
N
2
2027-03-12
Fixed
6.000000000000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS COMPANY
025816CU1
4647000.000000000000
PA
USD
4650398.630000000000
0.4205554324
Long
DBT
CORP
US
N
2
2024-05-03
Variable
6.03
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORPORATION
03027XAV2
5500000.000000000000
PA
USD
5378093.930000000000
0.4863640299
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.950000000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3
N/A
AMCAR_21-3
03066JAC7
8863850.330000000000
PA
USD
8669460.770000000000
0.7840164066
Long
ABS-MBS
CORP
US
N
2
2026-08-18
Fixed
0.760000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BY5
5500000.000000000000
PA
USD
5371972.270000000000
0.4858104220
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.125000000000
N
N
N
N
N
N
AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_24-1
N/A
AXIS_24-1A
03237CAA0
4750000.000000000000
PA
USD
4750768.080000000000
0.4296322710
Long
ABS-MBS
CORP
US
N
2
2025-01-21
Fixed
5.558000000000
N
N
N
N
N
N
ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_21-1A
N/A
ARIVO_21-1A
04047AAA2
1317940.910000000000
PA
USD
1297943.920000000000
0.1173786185
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Fixed
1.190000000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AL2
5500000.000000000000
PA
USD
5382086.820000000000
0.4867251240
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.375000000000
N
N
N
N
N
N
ATALAYA EQUIPMENT LEASING TRUST LLC AELF_21-1A
N/A
AELF_21-1A
046497AB9
813097.260000000000
PA
USD
807095.300000000000
0.0729890790
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Fixed
1.230000000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
N/A
BAE SYSTEMS HOLDINGS INC
05523UAP5
5500000.000000000000
PA
USD
5397766.000000000000
0.4881430593
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.850000000000
N
N
N
N
N
N
2024-02-23
Columbia Funds Series Trust I
Martha Skinner
Martha Skinner
Assistant Treasurer