NPORT-P false 0000911507 XXXXXXXX S000055282 C000173880 C000173883 C000173882 C000173881 C000213736 C000188258 C000173884 LORD ABBETT INVESTMENT TRUST 811-07988 0000911507 54930085JIVNI3FPKR71 90 HUDSON STREET JERSEY CITY 07302 201-827-2000 Lord Abbett Ultra Short Bond Fund S000055282 549300RJJ1EPD16IQB51 2019-11-30 2019-11-30 N 20740210780.89 189256956.83 20550953824.06 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 137335000.00000000 0.00000000 0.00000000 0.00000000 USD N Fifth Third Auto Trust 549300EMGYBMVWMPNI56 31680YAB3 37041963.25000000 PA USD 37196620.85000000 0.180997053316 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.66000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDV1 4600000.00000000 PA USD 4649086.14000000 0.022622240212 Long DBT CORP US N 2 2021-07-15 Floating 2.95000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFN3 45977000.00000000 PA USD 46023518.15000000 0.223948331274 Long DBT CORP US N 2 2021-06-10 Floating 2.44000000 N N N N N N BROADCOM INC DISC COML PAPER N/A 11135MAM8 80951000.00000000 PA USD 80704773.77000000 0.392705732594 Long STIV CORP US N 2 2020-01-21 None 0.00000000 N N N N N N CREDIT AGRICOLE CIB 1VUV7VQFKUOQSJ21A208 22533AA98 32902000.00000000 PA USD 32999129.67000000 0.160572253494 Long DBT CORP FR N 2 2021-10-03 Variable 2.71000000 N N N N N N Nissan Motor Acceptance Corp 7D6DIU2QXTUJRFNNJA49 654740BN8 53995000.00000000 PA USD 54078098.84000000 0.263141551983 Long DBT CORP US N 2 2021-09-21 Floating 2.79000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105MAB7 11212634.30000000 PA USD 11248327.48000000 0.054733846303 Long ABS-O CORP US N 2 2022-04-15 Fixed 3.32000000 N N N N N N B A T INTL FIN N/A 05531NZP4 32141000.00000000 PA USD 32102564.83000000 0.156209610049 Long STIV CORP US N 2 2019-12-23 None 0.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BU2 5971000.00000000 PA USD 6033512.25000000 0.029358794251 Long DBT CORP US N 2 2022-06-06 Floating 3.14000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BQ1 4702000.00000000 PA USD 4711085.63000000 0.022923926890 Long DBT CORP US N 2 2020-10-30 Floating 2.27000000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 564759PS1 40097000.00000000 PA USD 40121457.57000000 0.195229174828 Long DBT CORP US N 2 2020-12-28 Variable 2.91000000 N N N N N N ROYAL CARIBBEAN CRUISE N/A 78015FAT2 91812000.00000000 PA USD 91519221.63000000 0.445328340540 Long STIV CORP LR N 2 2020-01-27 None 0.00000000 N N N N N N AVIATION CAPT GRP N/A 05369CZ34 32209000.00000000 PA USD 32207192.75000000 0.156718724715 Long STIV CORP US N 2 2019-12-03 None 0.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BZ1 23482000.00000000 PA USD 23624856.50000000 0.114957469625 Long DBT CORP US N 2 2021-11-05 Floating 2.49000000 N N N N N N ENI FINANCE USA INC N/A 26876ABL6 23327593.00000000 PA USD 23220188.33000000 0.112988372845 Long STIV CORP US N 2 2020-02-20 None 0.00000000 N N N N N N PENTAIR FINANCE N/A 70962WZ43 18198000.00000000 PA USD 18195775.84000000 0.088539811805 Long STIV CORP US N 2 2019-12-04 None 0.00000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAE9 8403495.25000000 PA USD 8420041.73000000 0.040971537389 Long ABS-O CORP US N 2 2022-10-17 Fixed 3.36000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDJ9 36787000.00000000 PA USD 36891527.32000000 0.179512482173 Long DBT CORP US N 2 2022-07-12 Floating 2.44000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066GAC3 21486411.86000000 PA USD 21489467.23000000 0.104566763246 Long ABS-O CORP US N 2 2022-06-20 Floating 2.02000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AW2 27861000.00000000 PA USD 28045550.43000000 0.136468363804 Long DBT CORP US N 2 2021-09-24 Floating 2.97000000 N N N N N N Drive Auto Receivables Trust N/A 26209AAE1 36764000.00000000 PA USD 36735507.90000000 0.178753298822 Long ABS-O CORP US N 2 2024-01-16 Fixed 2.23000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DA9 53126000.00000000 PA USD 53146324.95000000 0.258607582913 Long DBT CORP US N 2 2021-02-12 Floating 2.33000000 N N N N N N Synchrony Credit Card Master Note Trust 549300G1V1M796QIYC04 87165LBG5 30707408.00000000 PA USD 30725190.66000000 0.149507370426 Long ABS-O CORP US N 2 2023-03-15 Fixed 2.64000000 N N N N N N DLL Securitization Trust 549300Y1OC411ERTRZ95 23291FAC0 17696287.88000000 PA USD 17703122.19000000 0.086142581709 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.14000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BF0 4319780.58000000 PA USD 4321927.51000000 0.021030301303 Long ABS-O CORP US N 2 2029-11-15 Floating 2.11000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886BF0 27768000.00000000 PA USD 27775530.68000000 0.135154460069 Long ABS-O CORP US N 2 2022-03-15 Floating 2.07000000 N N N N N N WALGREENS BOOTS 549300RPTUOIXG4LIH86 93142WCW1 26710000.00000000 PA USD 26527426.73000000 0.129081243416 Long STIV CORP US N 2 2020-03-30 None 0.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208MAE6 39891000.00000000 PA USD 40398573.08000000 0.196577606206 Long ABS-O CORP US N 2 2023-07-15 Fixed 3.68000000 N N N N N N BOSTON SCIENTIFIC CORP N/A 10114AAD1 34193000.00000000 PA USD 34105636.89000000 0.165956466945 Long STIV CORP US N 2 2020-01-13 None 0.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AZ2 1200000.00000000 PA USD 1222253.54000000 0.005947429742 Long DBT CORP GB N 2 2021-05-25 Floating 3.57000000 N N N N N N ENTERGY CORP N/A 29366EBE5 21152000.00000000 PA USD 21057173.26000000 0.102463240588 Long STIV CORP US N 2 2020-02-14 None 0.00000000 N N N N N N Wabtec Corp 06BTX5UWZD0GQ5N5Y745 960386AP5 11255000.00000000 PA USD 11257061.58000000 0.054776346034 Long DBT CORP US N 2 2021-09-15 Floating 3.42000000 N N N N N N Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 26208BAN0 17515070.47000000 PA USD 17746714.28000000 0.086354698822 Long ABS-O CORP US N 2 2024-03-15 Fixed 4.18000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WCX7 69124000.00000000 PA USD 69435900.62000000 0.337871912002 Long DBT CORP US N 2 2022-06-27 Floating 2.64000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBD5 91604000.00000000 PA USD 91630597.22000000 0.445870289060 Long DBT CORP AU N 2 2021-11-24 Floating 2.36000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LE9 194785000.00000000 PA USD 194807443.13000000 0.947924095386 Long DBT CORP US N 2 2020-01-10 Floating 2.80000000 N N N N N N Freedom Financial 549300S83C1QQOPJBY76 35634BAA3 9434413.12000000 PA USD 9504361.75000000 0.046247788941 Long ABS-O CORP US N 2 2025-10-20 Fixed 3.99000000 N N N N N N CNH INDUSTRIAL CAPITAL 549300PNSJ5B81UMVO28 18977GA88 18421000.00000000 PA USD 18378022.70000000 0.089426616678 Long STIV CORP US N 2 2020-01-08 None 0.00000000 N N N N N N CarMax Auto Owner Trust N/A 14312QAD8 17638000.00000000 PA USD 17579893.37000000 0.085542955915 Long ABS-O CORP US N 2 2022-06-15 Fixed 1.60000000 N N N N N N California Republic Auto Receivables Trust 549300453GKC2DO7CI71 13057VAD8 710231.83000000 PA USD 710612.02000000 0.003457805540 Long ABS-O CORP US N 2 2021-06-15 Fixed 2.58000000 N N N N N N Gracechurch Card Funding PLC N/A 38406EAG4 19202000.00000000 PA USD 19180165.41000000 0.093329806364 Long ABS-O CORP GB N 2 2022-07-15 Floating 2.17000000 N N N N N N Branch Banking & Trust Co JJKC32MCHWDI71265Z06 07330NAS4 10000000.00000000 PA USD 10005974.10000000 0.048688611660 Long DBT CORP US N 2 2020-06-01 Floating 2.13000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QBD9 32917000.00000000 PA USD 33191643.65000000 0.161509017703 Long DBT CORP CA N 2 2020-12-14 Floating 3.05000000 N N N N N N Santander Drive Auto Receivables Trust 549300GZMOJI10UAGZ40 80284MAG5 24883461.68000000 PA USD 24931556.43000000 0.121315811633 Long ABS-O CORP US N 2 2021-08-16 Fixed 3.53000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114Q3V8 64287000.00000000 PA USD 64131155.45000000 0.312059264981 Long DBT CORP CA N 2 2021-07-30 Variable 2.70000000 N N N N N N SHERWIN WILLIAMS CO N/A 82434UZP5 27326000.00000000 PA USD 27293800.95000000 0.132810385268 Long STIV CORP US N 3 2019-12-23 None 0.00000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFJ5 13140662.00000000 PA USD 13218982.97000000 0.064322965654 Long ABS-O CORP US N 2 2024-09-16 Floating 2.28000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YR8 5384000.00000000 PA USD 5354688.16000000 0.026055667322 Long DBT CORP US N 2 2020-11-02 Floating 2.33000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 0020A3Z60 46055000.00000000 PA USD 46042718.51000000 0.224041759346 Long STIV CORP US N 2 2019-12-06 None 0.00000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 446438RV7 30421000.00000000 PA USD 30459780.08000000 0.148215894701 Long DBT CORP US N 2 2020-03-10 Floating 2.64000000 N N N N N N B A T INTL FIN 21380041YBGOQDFAC823 05531NZ41 40000000.00000000 PA USD 39995555.60000000 0.194616541608 Long STIV CORP US N 2 2019-12-04 None 0.00000000 N N N N N N Santander Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 80284QAG6 11764538.46000000 PA USD 11803589.67000000 0.057435726687 Long ABS-O CORP US N 2 2021-12-15 Fixed 3.65000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285EAH0 38076000.00000000 PA USD 38457620.52000000 0.187133019952 Long ABS-O CORP US N 2 2023-06-15 Fixed 5.02000000 N N N N N N ENTERGY CORP N/A 29366EBA3 65000000.00000000 PA USD 64725317.15000000 0.314950428598 Long STIV CORP US N 2 2020-02-10 None 0.00000000 N N N N N N HYUNDAI CAPITAL AMERICA N/A 44890NZB9 17335000.00000000 PA USD 17325032.38000000 0.084302814012 Long STIV CORP US N 2 2019-12-11 None 0.00000000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 55279HAS9 17447000.00000000 PA USD 17462114.51000000 0.084969849377 Long DBT CORP US N 2 2021-01-25 Floating 2.21000000 N N N N N N Fifth Third Bank/Cincinnati OH QFROUN1UWUYU0DVIWD51 31677QBP3 25887000.00000000 PA USD 25992260.17000000 0.126477147447 Long DBT CORP US N 2 2021-07-26 Floating 2.38000000 N N N N N N Citizens Bank NA/Providence RI DRMSV1Q0EKMEXLAU1P80 17401QAH4 12516000.00000000 PA USD 12525667.23000000 0.060949323020 Long DBT CORP US N 2 2020-03-02 Floating 2.45000000 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29366GZ95 18428000.00000000 PA USD 18419937.75000000 0.089630573391 Long STIV CORP US N 2 2019-12-09 None 0.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KW0 19884000.00000000 PA USD 20179535.30000000 0.098192694474 Long DBT CORP US N 2 2021-08-02 Floating 3.09000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516BV7 36733000.00000000 PA USD 36894814.37000000 0.179528476808 Long DBT CORP US N 2 2022-08-08 Variable 2.27000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDX0 15105000.00000000 PA USD 15127412.95000000 0.073609298524 Long DBT CORP US N 2 2020-01-27 Floating 3.08000000 N N N N N N BOSTON SCIENTIFIC CORP N/A 10114AAX7 12887000.00000000 PA USD 12843834.99000000 0.062497512767 Long STIV CORP US N 2 2020-01-31 None 0.00000000 N N N N N N ROYAL CARIBBEAN CRUISE N/A 78015FAH8 86318000.00000000 PA USD 86082322.28000000 0.418872637333 Long STIV CORP LR N 2 2020-01-17 None 0.00000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464GH7 107821000.00000000 PA USD 108056912.35000000 0.525799986098 Long ABS-O CORP US N 2 2024-08-15 Fixed 2.31000000 N N N N N N GM Financial Automobile Leasing Trust N/A 38013MAF3 3787000.00000000 PA USD 3788847.30000000 0.018436357418 Long ABS-O CORP US N 2 2021-06-21 Fixed 2.43000000 N N N N N N Dell Equipment Finance Trust N/A 24704AAB2 9832361.12000000 PA USD 9849360.29000000 0.047926536034 Long ABS-O CORP US N 2 2020-10-22 Fixed 2.97000000 N N N N N N BELL CANADA N/A 07787PBS6 45879000.00000000 PA USD 45649658.68000000 0.222129148217 Long STIV CORP US N 2 2020-02-26 None 0.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AB6 68124000.00000000 PA USD 68139577.92000000 0.331564065120 Long DBT CORP US N 2 2021-09-17 Floating 2.79000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286AAE4 12616000.00000000 PA USD 12700784.57000000 0.061801435975 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.52000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89231LAD9 89008.65000000 PA USD 88978.26000000 0.000432964137 Long ABS-O CORP US N 2 2020-10-15 Fixed 1.23000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AL8 2024593.09000000 PA USD 2023366.19000000 0.009845607203 Long ABS-O CORP US N 2 2029-05-15 Fixed 1.99000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EFM2 9819000.00000000 PA USD 9934367.36000000 0.048340176543 Long ABS-O CORP US N 2 2023-01-23 Fixed 2.88000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUZ0 22951000.00000000 PA USD 23048656.05000000 0.112153704627 Long DBT CORP US N 2 2022-06-13 Floating 2.62000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166JAE5 960000.00000000 PA USD 970709.18000000 0.004723426407 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.95000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CZ0 3243000.00000000 PA USD 3243450.81000000 0.015782483079 Long DBT CORP US N 2 2021-08-16 Floating 2.55000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WQD8 45993000.00000000 PA USD 46111181.77000000 0.224374898434 Long DBT CORP CA N 2 2021-09-10 Floating 2.53000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBB9 68896000.00000000 PA USD 68977514.30000000 0.335641425164 Long DBT CORP AU N 2 2021-08-06 Floating 2.36000000 N N N N N N B A T INTL FIN N/A 05531NZ33 36852000.00000000 PA USD 36849952.50000000 0.179310181004 Long STIV CORP US N 2 2019-12-03 None 0.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042JAC0 46295287.73000000 PA USD 46486505.79000000 0.226201207924 Long ABS-O CORP US N 2 2022-05-16 Fixed 3.06000000 N N N N N N ENI FINANCE USA INC N/A 26876AAQ6 22991253.00000000 PA USD 22922202.68000000 0.111538388321 Long STIV CORP US N 2 2020-01-24 None 0.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36966THX3 12627000.00000000 PA USD 12645095.00000000 0.061530453078 Long DBT CORP US N 2 2020-04-15 Floating 2.80000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KAT3 13038000.00000000 PA USD 13054898.55000000 0.063524538382 Long ABS-O CORP US N 2 2022-04-18 Fixed 2.54000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013XZ76 46102000.00000000 PA USD 46192235.91000000 0.224769304166 Long DBT CORP CA N 2 2021-07-08 Floating 2.38000000 N N N N N N ENCANA CORPORATION N/A 29250BZK0 99317000.00000000 PA USD 99202601.83000000 0.482715316667 Long STIV CORP US N 2 2019-12-19 None 0.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LB5 2264000.00000000 PA USD 2297248.54000000 0.011178306173 Long DBT CORP US N 2 2021-12-08 Floating 3.17000000 N N N N N N CIGNA CORPORATION N/A 12553NAH8 77548000.00000000 PA USD 77329384.22000000 0.376281241649 Long STIV CORP US N 2 2020-01-17 None 0.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAJ7 29866000.00000000 PA USD 30144163.86000000 0.146680120631 Long DBT CORP US N 2 2022-07-22 Floating 2.88000000 N N N N N N VIACOM INC N/A 9255M3Z29 19284000.00000000 PA USD 19284000.00000000 0.093835060723 Long STIV CORP US N 2 2019-12-02 None 0.00000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AV2 45750000.00000000 PA USD 45762679.16000000 0.222679100696 Long DBT CORP US N 2 2020-12-20 Floating 2.71000000 N N N N N N California Republic Auto Receivables Trust N/A 13057FAB7 159040.55000000 PA USD 159082.16000000 0.000774086504 Long ABS-O CORP US N 2 2021-03-15 Fixed 2.86000000 N N N N N N Drive Auto Receivables Trust N/A 26209AAB7 69860000.00000000 PA USD 69960298.00000000 0.340423605633 Long ABS-O CORP US N 2 2022-06-15 Fixed 2.32000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29372EBV9 193519.42000000 PA USD 193545.08000000 0.000941781494 Long ABS-O CORP US N 2 2022-07-20 Fixed 2.13000000 N N N N N N HAWAIIAN ELECTRIC CO N/A 41986BZP5 40000000.00000000 PA USD 39950533.20000000 0.194397464672 Long STIV CORP US N 2 2019-12-23 None 0.00000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43814WAB1 57840923.60000000 PA USD 58092751.41000000 0.282676667503 Long ABS-O CORP US N 2 2021-09-20 Fixed 2.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGU7 68188000.00000000 PA USD 68446670.50000000 0.333058363548 Long DBT CORP US N 2 2021-10-01 Floating 2.75000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857MZ21 46002000.00000000 PA USD 46002000.00000000 0.223843624942 Long STIV CORP US N 2 2019-12-02 None 0.00000000 N N N N N N Nissan Motor Acceptance Corp 7D6DIU2QXTUJRFNNJA49 654740AY5 6832000.00000000 PA USD 6837636.95000000 0.033271628210 Long DBT CORP US N 2 2020-07-13 Floating 2.39000000 N N N N N N Access Point Financial N/A 00436KAA7 437641.79000000 PA USD 437714.09000000 0.002129896713 Long ABS-O CORP US N 2 2029-04-15 Fixed 3.06000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAD0 3045000.00000000 PA USD 3052612.04000000 0.014853870365 Long DBT CORP US N 2 2020-06-12 Floating 2.63000000 N N N N N N PUBLIC SEVC. ENT. GR N/A 74457LAP1 22958000.00000000 PA USD 22890018.84000000 0.111381783229 Long STIV CORP US N 2 2020-01-23 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SY6 386906000.00000000 PA USD 386509421.35000000 1.880737140762 Long DBT UST US N 2 2019-12-26 None 0.00000000 N N N N N N Avid Automobile Receivables Trust 549300MXT4YCVL1BDV18 05367MAA5 706092.74000000 PA USD 707007.91000000 0.003440268106 Long ABS-O CORP US N 2 2023-08-15 Fixed 2.84000000 N N N N N N Trillium Credit Card Trust II 549300P7QN1SDIOQVL28 89621AAP4 80000000.00000000 PA USD 80922112.00000000 0.393763290467 Long ABS-O CORP CA N 2 2024-01-26 Fixed 3.04000000 N N N N N N PVH CORP N/A 69376MZ96 45982000.00000000 PA USD 45963045.30000000 0.223654073156 Long STIV CORP US N 2 2019-12-09 None 0.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEE2 201404000.00000000 PA USD 203534777.79000000 0.990390906098 Long DBT CORP US N 2 2022-01-20 Floating 3.15000000 N N N N N N EI DUPONT N/A 2635J5ZS1 46065000.00000000 PA USD 46002965.65000000 0.223848323750 Long STIV CORP US N 2 2019-12-26 None 0.00000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36257AAD3 16101000.00000000 PA USD 16221329.21000000 0.078932244940 Long ABS-O CORP US N 2 2022-03-21 Fixed 2.67000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBD6 56220000.00000000 PA USD 56376945.44000000 0.274327634243 Long DBT CORP US N 2 2021-08-13 Floating 2.40000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38145GAK6 58343000.00000000 PA USD 58357386.80000000 0.283964371189 Long DBT CORP US N 2 2019-12-13 Floating 2.93000000 N N N N N N HUNTINGTON INGALLS N/A 44641MZ31 10000000.00000000 PA USD 9999430.60000000 0.048656771289 Long STIV CORP US N 2 2019-12-03 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAX6 45174000.00000000 PA USD 45332592.81000000 0.220586320217 Long DBT CORP US N 2 2022-05-20 Floating 2.50000000 N N N N N N ARROW ELECTRONICS INC N/A 04273MZ22 36842000.00000000 PA USD 36842000.00000000 0.179271484503 Long STIV CORP US N 2 2019-12-02 None 0.00000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAU7 14250000.00000000 PA USD 14308017.17000000 0.069622156190 Long DBT CORP GB N 2 2021-06-01 Floating 2.53000000 N N N N N N Freedom Financial N/A 35633CAA2 4517767.42000000 PA USD 4540357.16000000 0.022093169975 Long ABS-O CORP US N 2 2024-07-18 Fixed 3.61000000 N N N N N N B A T INTL FIN N/A 05531NZ66 73679000.00000000 PA USD 73662627.05000000 0.358438969211 Long STIV CORP US N 2 2019-12-06 None 0.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBT5 55064000.00000000 PA USD 55123792.90000000 0.268229851382 Long DBT CORP US N 2 2021-05-21 Floating 2.24000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QEC4 39334000.00000000 PA USD 39438030.56000000 0.191903650300 Long ABS-O CORP US N 2 2022-08-15 Fixed 2.42000000 N N N N N N ENCANA CORPORATION N/A 29250AAM5 18136000.00000000 PA USD 18080584.36000000 0.087979295339 Long STIV CORP US N 2 2020-01-21 None 0.00000000 N N N N N N CPS Auto Trust N/A 22411YAB8 134.02000000 PA USD 134.03000000 0.000000652183 Long ABS-O CORP US N 2 2021-07-15 Fixed 2.30000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148LAB2 245872000.00000000 PA USD 246688403.22000000 1.200374470849 Long DBT CORP US N 2 2020-04-23 Floating 3.09000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAD2 45731000.00000000 PA USD 45878688.72000000 0.223243597901 Long DBT CORP NO N 2 2022-12-02 Floating 2.53000000 N N N N N N HUNTINGTON INGALLS N/A 44641MZ49 64039000.00000000 PA USD 64031670.93000000 0.311575177863 Long STIV CORP US N 2 2019-12-04 None 0.00000000 N N N N N N Marsh & McLennan Companies Inc 549300XMP3KDCKJXIU47 571748BK7 28125000.00000000 PA USD 28141658.44000000 0.136936020979 Long DBT CORP US N 2 2021-12-29 Floating 3.30000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36967FAA9 60583000.00000000 PA USD 60586668.91000000 0.294811955827 Long DBT CORP US N 2 2020-01-09 Floating 2.63000000 N N N N N N AIG Global Funding 54930057MDZ7KOVOTV71 00138CAJ7 32931000.00000000 PA USD 33044417.00000000 0.160792619568 Long DBT CORP US N 2 2021-01-22 Floating 2.60000000 N N N N N N Marlette Funding Trust 549300ICATMFOKQ20083 57109FAA4 9947218.33000000 PA USD 9972352.96000000 0.048525012733 Long ABS-O CORP US N 2 2028-09-15 Fixed 3.20000000 N N N N N N AmeriCredit Automobile Receivables Trust 54930070NSV60J38I987 03065DAF4 2481000.00000000 PA USD 2482430.30000000 0.012079392135 Long ABS-O CORP US N 2 2022-04-08 Fixed 2.24000000 N N N N N N CROWN CASTLE N/A 22823QZ95 114812000.00000000 PA USD 114765341.55000000 0.558442895315 Long STIV CORP US N 2 2019-12-09 None 0.00000000 N N N N N N Santander Drive Auto Receivables Trust 549300GZMOJI10UAGZ40 80284MAH3 40950000.00000000 PA USD 41144217.66000000 0.200205878579 Long ABS-O CORP US N 2 2022-11-15 Fixed 4.54000000 N N N N N N BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 09702LBS3 191160000.00000000 PA USD 190187410.42000000 0.925443227833 Long STIV CORP US N 2 2020-02-26 None 0.00000000 N N N N N N CONSTELLATION BRANDS INC N/A 21037DZ98 16567000.00000000 PA USD 16560557.26000000 0.080582913093 Long STIV CORP US N 2 2019-12-09 None 0.00000000 N N N N N N PFS Financing Corp N/A 69335PCP8 6000000.00000000 PA USD 5990027.40000000 0.029147198963 Long ABS-O CORP US N 2 2022-02-17 Floating 2.37000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DK7 10073000.00000000 PA USD 10088903.66000000 0.049092143101 Long DBT CORP US N 2 2021-05-04 Floating 2.45000000 N N N N N N CarMax Auto Owner Trust N/A 14313YAG3 6389000.00000000 PA USD 6400758.32000000 0.031145796807 Long ABS-O CORP US N 2 2022-08-15 Fixed 3.11000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QC63 29054000.00000000 PA USD 29104434.55000000 0.141620845432 Long DBT CORP CA N 2 2020-09-17 Floating 2.40000000 N N N N N N HUMANA INC. N/A 44486HAW3 46004000.00000000 PA USD 45835955.21000000 0.223035658599 Long STIV CORP US N 2 2020-01-30 None 0.00000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JHE3 19097000.00000000 PA USD 19090533.76000000 0.092893662860 Long ABS-O CORP US N 2 2022-11-15 Fixed 1.77000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DD9 3375000.00000000 PA USD 3391771.42000000 0.016504204374 Long DBT CORP US N 2 2021-03-09 Floating 2.82000000 N N N N N N WALGREENS BOOTS 549300RPTUOIXG4LIH86 93142WBB8 45847000.00000000 PA USD 45663512.51000000 0.222196560319 Long STIV CORP US N 2 2020-02-11 None 0.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 48125LRP9 24750000.00000000 PA USD 24769427.27000000 0.120526898566 Long DBT CORP US N 2 2021-04-26 Floating 2.28000000 N N N N N N SYNGENTA WILMINGTON N/A 8716A2BE6 92367875.00000000 PA USD 91909722.95000000 0.447228502077 Long STIV CORP US N 2 2020-02-14 None 0.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34531KAB8 31357000.00000000 PA USD 31368242.43000000 0.152636430885 Long ABS-O CORP US N 2 2022-07-15 Fixed 1.88000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2X6 46220000.00000000 PA USD 46337959.91000000 0.225478390476 Long DBT CORP US N 2 2021-05-17 Floating 2.29000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QFP4 38517000.00000000 PA USD 38565569.94000000 0.187658296885 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.16000000 N N N N N N FMC TECH INC N/A 3024X3Z56 18401000.00000000 PA USD 18397473.08000000 0.089521261336 Long STIV CORP US N 2 2019-12-05 None 0.00000000 N N N N N N WALGREENS BOOTS 549300RPTUOIXG4LIH86 93142WDQ3 36842000.00000000 PA USD 36534805.14000000 0.177776688385 Long STIV CORP US N 2 2020-04-24 None 0.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636BAL3 14404000.00000000 PA USD 14412891.16000000 0.070132468222 Long DBT CORP DK Y 2 2020-03-02 Floating 2.42000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BZ3 15450000.00000000 PA USD 15450282.27000000 0.075180365847 Long DBT CORP US N 2 2020-11-10 Floating 2.45000000 N N N N N N MOTOROLA SOLUTIONS N/A 62010MZT9 17276000.00000000 PA USD 17247806.60000000 0.083927036903 Long STIV CORP US N 2 2019-12-27 None 0.00000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFM5 70467000.00000000 PA USD 70535183.16000000 0.343220970490 Long DBT CORP US N 2 2021-03-12 Floating 2.48000000 N N N N N N GM Financial Automobile Leasing Trust N/A 38013TAB7 92037000.00000000 PA USD 92086331.83000000 0.448087872798 Long ABS-O CORP US N 2 2021-10-20 Fixed 2.09000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BX9 32968000.00000000 PA USD 32971818.02000000 0.160439356257 Long DBT CORP US N 2 2020-10-22 Floating 2.70000000 N N N N N N ENCANA CORPORATION N/A 29250AAF0 4598000.00000000 PA USD 4585636.48000000 0.022313497072 Long STIV CORP US N 3 2020-01-15 None 0.00000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0JQ3 7000000.00000000 PA USD 7017302.60000000 0.034145873033 Long DBT CORP AU N 2 2020-09-18 Floating 2.55000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFK2 46182000.00000000 PA USD 46196935.26000000 0.224792170988 Long ABS-O CORP US N 2 2023-01-17 Fixed 2.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBN8 44300000.00000000 PA USD 44480295.24000000 0.216439079279 Long DBT CORP US N 2 2022-11-21 Floating 2.54000000 N N N N N N Marlette Funding Trust 549300JRCMNFIBT50883 57109GAA2 11171129.06000000 PA USD 11269251.79000000 0.054835663037 Long ABS-O CORP US N 2 2028-12-15 Fixed 3.71000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBG4 18346000.00000000 PA USD 18410315.02000000 0.089583749628 Long DBT CORP US N 2 2021-09-09 Floating 3.00000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976MAD6 13907000.00000000 PA USD 14023756.22000000 0.068238955427 Long ABS-O CORP US N 2 2022-06-20 Fixed 2.93000000 N N N N N N Nissan Motor Acceptance Corp 7D6DIU2QXTUJRFNNJA49 654740BG3 32286000.00000000 PA USD 32304974.16000000 0.157194524578 Long DBT CORP US N 2 2021-03-15 Floating 2.64000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CB9 39045000.00000000 PA USD 39083607.70000000 0.190179044897 Long ABS-O CORP US N 2 2023-02-15 Fixed 1.88000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042FAE4 5383000.00000000 PA USD 5435633.36000000 0.026449542958 Long ABS-O CORP US N 2 2024-01-16 Fixed 3.50000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65478HAD0 31645852.16000000 PA USD 31679934.74000000 0.154153111389 Long ABS-O CORP US N 2 2022-04-18 Fixed 2.12000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAC7 19378000.00000000 PA USD 19415048.41000000 0.094472736283 Long DBT CORP CA N 2 2020-10-30 Floating 2.27000000 N N N N N N ARROW ELECTRONICS INC N/A 04273MZS5 40500000.00000000 PA USD 40443300.00000000 0.196795245350 Long STIV CORP US N 2 2019-12-26 None 0.00000000 N N N N N N Nissan Motor Acceptance Corp 7D6DIU2QXTUJRFNNJA49 654740AU3 6389000.00000000 PA USD 6392994.21000000 0.031108017003 Long DBT CORP US N 2 2020-01-13 Floating 2.58000000 N N N N N N PVH CORP N/A 69376MZB1 45691000.00000000 PA USD 45667240.68000000 0.222214701424 Long STIV CORP US N 2 2019-12-11 None 0.00000000 N N N N N N MOTOROLA SOLUTIONS N/A 62010MZ36 19408000.00000000 PA USD 19406684.79000000 0.094432039291 Long STIV CORP US N 2 2019-12-03 None 0.00000000 N N N N N N GNRL MTRS FINCL CO INC N/A 37046TAA2 27631000.00000000 PA USD 27565146.21000000 0.134130738874 Long STIV CORP US N 2 2020-01-10 None 0.00000000 N N N N N N CRH AMERICA FINANCE IN N/A 12636DZ68 18456000.00000000 PA USD 18451345.03000000 0.089783399777 Long STIV CORP US N 2 2019-12-06 None 0.00000000 N N N N N N BOSTON SCIENTIFIC CORP N/A 10114AB73 45980000.00000000 PA USD 45807000.25000000 0.222894765090 Long STIV CORP US N 2 2020-02-07 None 0.00000000 N N N N N N HAWAIIAN ELECT IND N/A 41987LZ23 19738000.00000000 PA USD 19738000.00000000 0.096044203928 Long STIV CORP US N 2 2019-12-02 None 0.00000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HNT6 24000000.00000000 PA USD 24009580.80000000 0.116829520447 Long DBT CORP US N 2 2021-05-21 Floating 2.18000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02587AAJ3 46674000.00000000 PA USD 46668791.18000000 0.227088200282 Long ABS-O CORP US N 2 2022-09-15 Fixed 1.93000000 N N N N N N ENERGY TRANSFER PARTNERS N/A 29277FZ38 113051000.00000000 PA USD 113044562.88000000 0.550069665124 Long STIV CORP US N 2 2019-12-03 None 0.00000000 N N N N N N BLACK HILLS CORP N/A 09212EAP9 27586000.00000000 PA USD 27506705.70000000 0.133846370029 Long STIV CORP US N 2 2020-01-23 None 0.00000000 N N N N N N Synchrony Credit Card Master Note Trust 549300G1V1M796QIYC04 87165LAT8 26086000.00000000 PA USD 26170591.68000000 0.127344900407 Long ABS-O CORP US N 2 2023-09-15 Fixed 2.38000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746AE8 143596000.00000000 PA USD 143613523.02000000 0.698816824997 Long DBT CORP US N 2 2020-04-17 Floating 2.70000000 N N N N N N Ford Credit Auto Owner Trust 5493000WID0TF4CVCL74 34530RAA6 124736000.00000000 PA USD 124761845.30000000 0.607085424686 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.12000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHA4 47041000.00000000 PA USD 47157034.62000000 0.229463970498 Long DBT CORP CA N 2 2021-01-22 Floating 2.35000000 N N N N N N Flagship Credit Auto Trust N/A 33843MAC7 1374164.55000000 PA USD 1377569.18000000 0.006703188532 Long ABS-O CORP US N 2 2022-06-15 Fixed 3.91000000 N N N N N N Citizens Bank NA/Providence RI DRMSV1Q0EKMEXLAU1P80 17401QAM3 2778000.00000000 PA USD 2801041.43000000 0.013629739300 Long DBT CORP US N 2 2022-05-26 Floating 2.73000000 N N N N N N AmeriCredit Automobile Receivables Trust 54930070NSV60J38I987 03065TAE2 1361996.51000000 PA USD 1361264.03000000 0.006623848419 Long ABS-O CORP US N 2 2021-12-08 Fixed 1.83000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBR6 9375000.00000000 PA USD 9471761.81000000 0.046089159126 Long DBT CORP US N 2 2022-01-14 Floating 3.54000000 N N N N N N BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 09702LC45 99000000.00000000 PA USD 98454312.00000000 0.479074172629 Long STIV CORP US N 2 2020-03-04 None 0.00000000 N N N N N N First Investors Auto Owner Trust N/A 32059TAA7 26683960.80000000 PA USD 26898750.67000000 0.130888088700 Long ABS-O CORP US N 2 2024-03-15 Fixed 2.89000000 N N N N N N BLACK HILLS CORP N/A 09212EAN4 18368000.00000000 PA USD 18316477.76000000 0.089127141819 Long STIV CORP US N 2 2020-01-22 None 0.00000000 N N N N N N EXPERIAN FINANCE PLC N/A 30217HBJ6 17351000.00000000 PA USD 17272998.58000000 0.084049619924 Long STIV CORP GB N 2 2020-02-18 None 0.00000000 N N N N N N DLL Securitization Trust 549300L4WVT3M77GS330 23342AAC0 23109000.00000000 PA USD 23255081.23000000 0.113158160098 Long ABS-O CORP US N 2 2022-04-18 Fixed 3.10000000 N N N N N N ENI FINANCE USA INC 5493004C2UY8KKD61453 26876BZ20 18400677.00000000 PA USD 18400677.00000000 0.089536851464 Long STIV CORP US N 2 2019-12-02 None 0.00000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FG6 13762000.00000000 PA USD 13801414.64000000 0.067157051483 Long DBT CORP US N 2 2021-09-01 Floating 2.16000000 N N N N N N Regions Bank/Birmingham AL EQTWLK1G7ODGC2MGLV11 759187CC9 17288000.00000000 PA USD 17304047.07000000 0.084200700454 Long DBT CORP US N 2 2021-04-01 Floating 2.48000000 N N N N N N CPS Auto Trust N/A 12596HAA5 17504492.92000000 PA USD 17573642.67000000 0.085512540295 Long ABS-O CORP US N 2 2022-06-15 Fixed 3.18000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAX3 81609000.00000000 PA USD 82039491.56000000 0.399200408226 Long DBT CORP US N 2 2022-08-15 Floating 2.79000000 N N N N N N Santander Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 80285CAJ0 1160000.00000000 PA USD 1169641.22000000 0.005691420602 Long ABS-O CORP US N 2 2022-04-15 Fixed 3.39000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AU3 16724000.00000000 PA USD 16749014.92000000 0.081499939435 Long DBT CORP US N 2 2020-06-15 Floating 2.72000000 N N N N N N MARRIOTT INTERNATION 225YDZ14ZO8E1TXUSU86 57163UZA7 33861000.00000000 PA USD 33844069.50000000 0.164683692006 Long STIV CORP US N 2 2019-12-10 None 0.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066NAB0 33489000.00000000 PA USD 33528440.00000000 0.163147853316 Long ABS-O CORP US N 2 2023-01-18 Fixed 2.17000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013X6E3 23500000.00000000 PA USD 23577889.81000000 0.114728931862 Long DBT CORP CA N 2 2022-04-29 Floating 2.40000000 N N N N N N First National Master Note Trust N/A 32113CBP4 3500000.00000000 PA USD 3505068.70000000 0.017055503749 Long ABS-O CORP US N 2 2023-10-16 Floating 2.21000000 N N N N N N SMB Private Education Loan Trust 549300INMCHM7L5O6M41 78449LAA6 4606606.24000000 PA USD 4605080.99000000 0.022408113168 Long ABS-O CORP US N 2 2024-12-16 Floating 2.09000000 N N N N N N CPS Auto Trust N/A 12595MAB3 1200456.81000000 PA USD 1202455.81000000 0.005851094894 Long ABS-O CORP US N 2 2022-04-18 Fixed 2.77000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013GKP9 2822000.00000000 PA USD 2826878.81000000 0.013755462808 Long DBT CORP CA N 2 2020-10-26 Floating 2.18000000 N N N N N N Barclays Dryrock Issuance Trust 213800R4G3N2G68CHU37 06742LAP8 16646000.00000000 PA USD 16662045.08000000 0.081076748177 Long ABS-O CORP US N 2 2023-05-15 Floating 2.07000000 N N N N N N CPS Auto Trust N/A 12595PAB6 1135000.00000000 PA USD 1139629.21000000 0.005545383536 Long ABS-O CORP US N 2 2022-07-15 Fixed 3.23000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105DAC5 5279342.74000000 PA USD 5300119.07000000 0.025790136630 Long ABS-O CORP US N 2 2022-09-15 Fixed 3.24000000 N N N N N N CPS Auto Trust N/A 12632VAD4 5977263.66000000 PA USD 5981872.13000000 0.029107515793 Long ABS-O CORP US N 2 2020-08-17 Fixed 4.83000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36257AAB7 30765271.85000000 PA USD 30856229.38000000 0.150144998836 Long ABS-O CORP US N 2 2021-06-21 Fixed 2.67000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAM2 5000000.00000000 PA USD 5010027.05000000 0.024378562147 Long DBT CORP US N 2 2020-08-07 Floating 2.69000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06050TML3 130473000.00000000 PA USD 130571899.84000000 0.635356883957 Long DBT CORP US N 2 2021-05-24 Floating 2.26000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAS9 28480000.00000000 PA USD 28598109.69000000 0.139157091854 Long DBT CORP NL N 2 2021-08-27 Floating 2.49000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529HAE0 3518516.61000000 PA USD 3534286.60000000 0.017197676712 Long ABS-O CORP US N 2 2024-04-10 Fixed 3.55000000 N N N N N N FMC CORP N/A 34410XZT0 204685000.00000000 PA USD 204384168.44000000 0.994524002096 Long STIV CORP US N 2 2019-12-27 None 0.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887CF4 9293000.00000000 PA USD 9298916.67000000 0.045248102592 Long DBT CORP US N 2 2020-12-29 Floating 2.98000000 N N N N N N DOWDUPONT INC 5493004JF0SDFLM8GD76 26082NZL2 23076000.00000000 PA USD 23050616.40000000 0.112163243600 Long STIV CORP US N 2 2019-12-20 None 0.00000000 N N N N N N SoFi Professional Loan Program LLC N/A 83405DAB4 78251.47000000 PA USD 78220.54000000 0.000380617564 Long ABS-O CORP US N 2 2040-07-25 Fixed 1.75000000 N N N N N N SunTrust Bank/Atlanta GA IYDOJBGJWY9T8XKCSX06 86787EAZ0 14608000.00000000 PA USD 14632162.22000000 0.071199431156 Long DBT CORP US N 2 2021-10-26 Floating 2.44000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAT2 10231000.00000000 PA USD 10253311.46000000 0.049892143925 Long DBT CORP US N 2 2020-08-14 Floating 2.50000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 30478097.20000000 PA USD 30478097.20000000 0.148305024968 Long RA CORP US N 2 Repurchase N 0.85000000 2019-12-02 31345000.00000000 USD 31090415.91000000 USD UST N N N GNRL MTRS FINCL CO INC N/A 37046UZ20 3500000.00000000 PA USD 3500000.00000000 0.017030839687 Long STIV CORP US N 2 2019-12-02 None 0.00000000 N N N N N N AmeriCredit Automobile Receivables Trust 54930070NSV60J38I987 03065NAF2 291507.69000000 PA USD 291548.18000000 0.001418660089 Long ABS-O CORP US N 2 2021-03-08 Fixed 2.73000000 N N N N N N HUMANA INC. N/A 44486HBE2 36785000.00000000 PA USD 36614581.35000000 0.178164875769 Long STIV CORP US N 2 2020-02-14 None 0.00000000 N N N N N N ENI FINANCE USA INC N/A 26876ABB8 22960228.00000000 PA USD 22867676.70000000 0.111273067400 Long STIV CORP US N 2 2020-02-11 None 0.00000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5Q6 84066000.00000000 PA USD 84218307.42000000 0.409802426403 Long DBT CORP US N 2 2021-07-23 Floating 2.43000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAF6 4697000.00000000 PA USD 4746032.92000000 0.023093978803 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.66000000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AM7 52836000.00000000 PA USD 53057163.57000000 0.258173727721 Long DBT CORP US N 2 2021-06-15 Floating 2.72000000 N N N N N N AVIATION CAPT GRP N/A 05369BAF6 75000000.00000000 PA USD 74809333.50000000 0.364018790273 Long STIV CORP US N 2 2020-01-15 None 0.00000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FH4 18349000.00000000 PA USD 18461974.24000000 0.089835121026 Long DBT CORP US N 2 2022-09-01 Floating 2.30000000 N N N N N N DLL Securitization Trust N/A 23291JAB4 10358461.58000000 PA USD 10371751.49000000 0.050468467686 Long ABS-O CORP US N 2 2020-10-20 Fixed 3.14000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285FAE4 20342528.85000000 PA USD 20387770.63000000 0.099205958052 Long ABS-O CORP US N 2 2022-09-15 Fixed 3.03000000 N N N N N N Conn Funding II, L.P N/A 20824LAA3 25343000.00000000 PA USD 25375261.64000000 0.123474860861 Long ABS-O CORP US N 2 2024-06-17 Fixed 2.66000000 N N N N N N ROYAL CARIBBEAN CRUISE N/A 78015FAE5 45384000.00000000 PA USD 45264669.90000000 0.220255810448 Long STIV CORP LR N 2 2020-01-14 None 0.00000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAG5 18771000.00000000 PA USD 18861004.13000000 0.091776782194 Long DBT CORP US N 2 2020-11-15 Floating 2.62000000 N N N N N N California Republic Auto Receivables Trust N/A 13057YAD2 155348.03000000 PA USD 155215.84000000 0.000755273167 Long ABS-O CORP US N 2 2021-12-15 Fixed 1.83000000 N N N N N N Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 26208EAF1 784526.19000000 PA USD 784805.64000000 0.003818828297 Long ABS-O CORP US N 2 2022-04-15 Fixed 2.84000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAL5 3000000.00000000 PA USD 3001851.81000000 0.014606873411 Long DBT CORP DK N 2 2020-03-02 Floating 2.42000000 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29366GZD6 34291000.00000000 PA USD 34267529.87000000 0.166744230770 Long STIV CORP US N 2 2019-12-13 None 0.00000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13974HAH0 1320323.89000000 PA USD 1321124.27000000 0.006428530185 Long ABS-O CORP US N 2 2021-03-22 Fixed 3.34000000 N N N N N N BB&T Corp 549300DRQQI75D2JP341 05531FAT0 8685000.00000000 PA USD 8687345.73000000 0.042272226410 Long DBT CORP US N 2 2020-01-15 Floating 2.72000000 N N N N N N CAMPBELL SOUP CO. 5493007JDSMX8Z5Z1902 13443CAN1 31316000.00000000 PA USD 31221060.22000000 0.151920248993 Long STIV CORP US N 2 2020-01-22 None 0.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BU7 69054929.92000000 PA USD 69120490.67000000 0.336337141632 Long ABS-O CORP US N 2 2031-01-15 Floating 2.25000000 N N N N N N Nissan Motor Acceptance Corp 7D6DIU2QXTUJRFNNJA49 654740BC2 21120000.00000000 PA USD 21126874.77000000 0.102802404943 Long DBT CORP US N 2 2020-09-28 Floating 2.49000000 N N N N N N Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 26208CAL2 768372.44000000 PA USD 768892.40000000 0.003741395200 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.98000000 N N N N N N Nissan Auto Receivables Owner Trust 549300WXJR6JCWQXRV39 65478VAD9 11191.06000000 PA USD 11187.01000000 0.000054435478 Long ABS-O CORP US N 2 2021-01-15 Fixed 1.32000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCK6 38654000.00000000 PA USD 38837179.37000000 0.188979935931 Long DBT CORP US N 2 2020-06-30 Floating 3.03000000 N N N N N N AVIATION CAPT GRP N/A 05369BA66 10000000.00000000 PA USD 9980263.90000000 0.048563507005 Long STIV CORP US N 2 2020-01-06 None 0.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AZ7 11073350.58000000 PA USD 11069350.89000000 0.053862954414 Long ABS-O CORP US N 2 2029-08-15 Floating 2.11000000 N N N N N N GNRL MTRS FINCL CO INC N/A 37046TBC7 22960000.00000000 PA USD 22832524.24000000 0.111102017139 Long STIV CORP US N 2 2020-02-12 None 0.00000000 N N N N N N Ally Master Owner Trust N/A 02005AGU6 15340000.00000000 PA USD 15634632.31000000 0.076077404697 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.29000000 N N N N N N CIGNA CORPORATION N/A 12553YZ53 36857000.00000000 PA USD 36850089.31000000 0.179310846715 Long STIV CORP US N 2 2019-12-05 None 0.00000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683BP9 14699000.00000000 PA USD 14698494.35000000 0.071522200262 Long ABS-O CORP US N 2 2022-10-17 Fixed 1.90000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAL2 1657000.00000000 PA USD 1657153.32000000 0.008063632151 Long DBT CORP US N 2 2021-03-26 Floating 3.36000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AP9 12957000.00000000 PA USD 12961577.84000000 0.063070444082 Long DBT CORP US N 2 2020-04-15 Floating 2.75000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XAT3 7891000.00000000 PA USD 7904251.36000000 0.038461725074 Long DBT CORP US N 2 2020-01-15 Floating 3.56000000 N N N N N N Synchrony Credit Card Master Note Trust 549300G1V1M796QIYC04 87165LCB5 15400000.00000000 PA USD 15517609.80000000 0.075507978524 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.36000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 000000000 14608000.00000000 PA USD 14581997.76000000 0.070955333192 Long DBT CORP US N 2 2020-03-28 Floating 2.51000000 N N N N N N B A T INTL FIN 21380041YBGOQDFAC823 05531NZ58 13820000.00000000 PA USD 13817696.62000000 0.067236278852 Long STIV CORP US N 2 2019-12-05 None 0.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGG9 73561000.00000000 PA USD 73646092.42000000 0.358358512458 Long DBT CORP US N 2 2020-01-30 Floating 2.62000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58769QAB7 27502000.00000000 PA USD 27525062.35000000 0.133935692647 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.01000000 N N N N N N ENCANA CORPORATION N/A 29250AAV5 40404000.00000000 PA USD 40273373.87000000 0.195968392585 Long STIV CORP US N 2 2020-01-29 None 0.00000000 N N N N N N CAMPBELL SOUP CO. 5493007JDSMX8Z5Z1902 13443CAF8 23092000.00000000 PA USD 23026521.25000000 0.112045997704 Long STIV CORP US N 2 2020-01-15 None 0.00000000 N N N N N N Drive Auto Receivables Trust N/A 26209WAB9 26120776.34000000 PA USD 26173864.21000000 0.127360824388 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.63000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069XZ9 1130000.00000000 PA USD 1131933.10000000 0.005507934617 Long DBT CORP CA N 2 2021-02-02 Floating 2.22000000 N N N N N N Flagship Credit Auto Trust N/A 33844PAA3 17511984.45000000 PA USD 17601593.27000000 0.085648546635 Long ABS-O CORP US N 2 2023-02-15 Fixed 3.07000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAQ6 10000000.00000000 PA USD 10008362.10000000 0.048700231559 Long DBT CORP GB N 2 2020-11-03 Floating 2.20000000 N N N N N N ENTERGY CORP N/A 29366EAU0 24750000.00000000 PA USD 24667706.25000000 0.120031928742 Long STIV CORP US N 2 2020-01-28 None 0.00000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02587AAL8 17324000.00000000 PA USD 17406212.77000000 0.084697834071 Long ABS-O CORP US N 2 2024-09-16 Floating 2.22000000 N N N N N N GNRL MTRS FINCL CO INC N/A 37046TAX2 60068000.00000000 PA USD 59790380.72000000 0.290937253968 Long STIV CORP US N 2 2020-01-31 None 0.00000000 N N N N N N Citizens Bank NA/Providence RI DRMSV1Q0EKMEXLAU1P80 17401QAK7 2000000.00000000 PA USD 2004199.92000000 0.009752345011 Long DBT CORP US N 2 2020-05-26 Floating 2.49000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCM9 77190000.00000000 PA USD 77254259.90000000 0.375915690149 Long DBT CORP US N 2 2021-01-08 Floating 2.26000000 N N N N N N ENCANA CORPORATION N/A 29250AAE3 11955000.00000000 PA USD 11923584.89000000 0.058019617931 Long STIV CORP US N 2 2020-01-14 None 0.00000000 N N N N N N Nissan Motor Acceptance Corp 7D6DIU2QXTUJRFNNJA49 654740AW9 17979000.00000000 PA USD 18063299.94000000 0.087895190143 Long DBT CORP US N 2 2022-01-13 Floating 2.89000000 N N N N N N Flagship Credit Auto Trust 549300A2KXZJ0K08VV65 33844NAA8 10985596.57000000 PA USD 11026025.76000000 0.053652136316 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.97000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAQ8 2351000.00000000 PA USD 2354232.15000000 0.011455585809 Long DBT CORP US N 2 2020-04-06 Floating 2.42000000 N N N N N N AXIS Equipment Finance Receivables VI LLC 549300NOANH9X4RIOF97 03237JAB3 10131429.53000000 PA USD 10301654.77000000 0.050127380257 Long ABS-O CORP US N 2 2022-07-20 Fixed 3.89000000 N N N N N N Mississippi Power Co LNZ0J6YZ5SC6ILIRU850 605417CA0 2488000.00000000 PA USD 2488941.14000000 0.012111073584 Long DBT CORP US N 2 2020-03-27 Floating 2.75000000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622CN2 47074000.00000000 PA USD 47195628.86000000 0.229651768302 Long DBT CORP JP N 2 2020-10-16 Floating 2.37000000 N N N N N N MYLAN N V N/A 62852MZ60 27588000.00000000 PA USD 27581409.51000000 0.134209875347 Long STIV CORP NL N 2 2019-12-06 None 0.00000000 N N N N N N GM Financial Securitized Term N/A 36254MAD0 25373184.47000000 PA USD 25372293.87000000 0.123460419828 Long ABS-O CORP US N 2 2022-05-16 Fixed 1.97000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066GAB5 19440856.95000000 PA USD 19514584.46000000 0.094957074143 Long ABS-O CORP US N 2 2022-06-20 Fixed 2.93000000 N N N N N N SunTrust Bank/Atlanta GA IYDOJBGJWY9T8XKCSX06 86787EBD8 57542000.00000000 PA USD 57831466.76000000 0.281405268364 Long DBT CORP US N 2 2022-05-17 Floating 2.49000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LTA9 2388000.00000000 PA USD 2396736.81000000 0.011662411538 Long DBT CORP US N 2 2021-06-11 Floating 2.62000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AR7 45836000.00000000 PA USD 45900893.69000000 0.223351646268 Long DBT CORP US N 2 2020-05-22 Floating 2.55000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M2R4 4428000.00000000 PA USD 4473930.36000000 0.021769940209 Long DBT CORP US N 2 2021-11-22 Variable 2.71000000 N N N N N N Bank of America Credit Card Trust 5493006DQ60M1CRKHH19 05522RCW6 9020000.00000000 PA USD 9021526.18000000 0.043898333173 Long ABS-O CORP US N 2 2022-08-15 Fixed 1.95000000 N N N N N N PVH CORP N/A 69376MZ47 45774000.00000000 PA USD 45768608.73000000 0.222707953712 Long STIV CORP US N 2 2019-12-04 None 0.00000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DV3 60036000.00000000 PA USD 60461773.51000000 0.294204220532 Long DBT CORP US N 2 2022-02-15 Floating 2.81000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AX7 39636000.00000000 PA USD 39754061.77000000 0.193441443693 Long DBT CORP US N 2 2021-03-01 Floating 2.56000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AX2 19196000.00000000 PA USD 19294200.59000000 0.093884696326 Long DBT CORP JP N 2 2021-07-26 Floating 2.59000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BR0 27596000.00000000 PA USD 27810834.86000000 0.135326248592 Long DBT CORP GB N 2 2022-09-10 Floating 3.33000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAU9 13998000.00000000 PA USD 14004400.03000000 0.068144769093 Long DBT CORP CA N 2 2020-01-10 Floating 2.41000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWF7 29906000.00000000 PA USD 29925952.39000000 0.145618313613 Long DBT CORP US N 2 2020-12-27 Floating 2.83000000 N N N N N N ROYAL CARIBBEAN CRUISE N/A 78015FA62 28311000.00000000 PA USD 28249069.69000000 0.137458679202 Long STIV CORP LR N 2 2020-01-06 None 0.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BV0 70500000.00000000 PA USD 70707376.46000000 0.344058855201 Long DBT CORP GB N 2 2021-09-11 Floating 2.78000000 N N N N N N First Investors Auto Owner Trust 5493005MRGG10NHC4413 32059DAA2 7697968.31000000 PA USD 7733585.27000000 0.037631271697 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.23000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QBW7 15549000.00000000 PA USD 15569773.00000000 0.075761802266 Long DBT CORP CA N 2 2021-01-25 Floating 2.18000000 N N N N N N Exeter Automobile Receivables N/A 30167EAA3 72943992.25000000 PA USD 73105286.01000000 0.355726973238 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.59000000 N N N N N N CPS Auto Trust N/A 12594TAC7 10449135.84000000 PA USD 10480416.37000000 0.050997226015 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.31000000 N N N N N N SCF Equipment Trust Llc N/A 784034AA8 23738097.32000000 PA USD 23763311.93000000 0.115631187405 Long ABS-O CORP US N 2 2024-06-20 Fixed 2.22000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCW9 11357000.00000000 PA USD 11415267.43000000 0.055546168453 Long DBT CORP US N 2 2021-10-01 Floating 2.54000000 N N N N N N Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 26208DAF3 7104426.61000000 PA USD 7138225.21000000 0.034734276915 Long ABS-O CORP US N 2 2022-10-17 Fixed 3.72000000 N N N N N N SL Green Operating Partnership LP 2K1OXW4LY7IS2U150Y32 78444FAG1 16698000.00000000 PA USD 16699919.94000000 0.081261045511 Long DBT US N 2 2021-08-16 Floating 2.88000000 N N N N N N FMC TECH INC N/A 3024X3Z31 20242000.00000000 PA USD 20240706.74000000 0.098490351899 Long STIV CORP US N 2 2019-12-03 None 0.00000000 N N N N N N ENCANA CORPORATION N/A 29250AAG8 20203000.00000000 PA USD 20147441.75000000 0.098036528729 Long STIV CORP US N 2 2020-01-16 None 0.00000000 N N N N N N BELL CANADA N/A 07787PAA6 46119000.00000000 PA USD 46008583.27000000 0.223875658832 Long STIV CORP US N 2 2020-01-10 None 0.00000000 N N N N N N ENERGY TRANSFER PARTNERS N/A 29277FZ46 148188000.00000000 PA USD 148171122.87000000 0.720993897113 Long STIV CORP US N 2 2019-12-04 None 0.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041LAB8 43480000.00000000 PA USD 43640023.79000000 0.212350356891 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.57000000 N N N N N N Santander Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 80284RAF6 2639864.61000000 PA USD 2642888.05000000 0.012860172197 Long ABS-O CORP US N 2 2022-03-15 Fixed 2.46000000 N N N N N N PFS Financing Corp N/A 69335PCN3 26700000.00000000 PA USD 26690930.01000000 0.129876842887 Long ABS-O CORP US N 2 2022-02-17 Floating 2.17000000 N N N N N N SPIRE INC N/A 84858PZ20 35000000.00000000 PA USD 35000000.00000000 0.170308396873 Long STIV CORP US N 2 2019-12-02 None 0.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGN3 203989000.00000000 PA USD 204593356.17000000 0.995541900008 Long DBT CORP US N 2 2021-07-21 Floating 2.63000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCE6 46038000.00000000 PA USD 46185419.20000000 0.224736134368 Long DBT CORP CA N 2 2022-12-01 Floating 2.44000000 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29366GZ38 13365000.00000000 PA USD 13364149.85000000 0.065029341043 Long STIV CORP US N 2 2019-12-03 None 0.00000000 N N N N N N L3Harris Tech Inc 549300UTE50ZMDBG8A20 413875AU9 12323000.00000000 PA USD 12330342.78000000 0.059998883193 Long DBT CORP US N 2 2020-04-30 Floating 2.42000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KL4 52653000.00000000 PA USD 53420667.58000000 0.259942521584 Long DBT CORP US N 2 2021-03-30 Floating 3.48000000 N N N N N N CarMax Auto Owner Trust N/A 14314EAC5 48206.66000000 PA USD 48219.74000000 0.000234635046 Long ABS-O CORP US N 2 2021-05-17 Fixed 1.39000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CE7 45206000.00000000 PA USD 45487308.35000000 0.221339158948 Long DBT CORP US N 2 2022-05-20 Floating 2.52000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZG1 33232000.00000000 PA USD 32824215.11000000 0.159721127257 Long DBT CORP US N 2 2021-10-12 Floating 2.88000000 N N N N N N BROADCOM INC DISC COML PAPER N/A 11135NZ56 42750000.00000000 PA USD 42742198.13000000 0.207981578353 Long STIV CORP US N 2 2019-12-05 None 0.00000000 N N N N N N BROADCOM INC DISC COML PAPER N/A 11135MA97 45774000.00000000 PA USD 45668185.62000000 0.222219299459 Long STIV CORP US N 2 2020-01-09 None 0.00000000 N N N N N N CNH INDUSTRIAL CAPITAL 549300PNSJ5B81UMVO28 18977GDH5 18433000.00000000 PA USD 18278306.21000000 0.088941400805 Long STIV CORP US N 2 2020-04-17 None 0.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285FAF1 42429000.00000000 PA USD 42858406.94000000 0.208547045100 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.35000000 N N N N N N First Investors Auto Owner Trust N/A 32057HAC1 11255.52000000 PA USD 11253.86000000 0.000054760767 Long ABS-O CORP US N 2 2021-11-15 Fixed 1.87000000 N N N N N N MOTOROLA SOLUTIONS N/A 62010MZB8 15702000.00000000 PA USD 15691989.97000000 0.076356504444 Long STIV CORP US N 2 2019-12-11 None 0.00000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976MAC8 19344331.35000000 PA USD 19397385.11000000 0.094386787474 Long ABS-O CORP US N 2 2022-01-20 Fixed 2.79000000 N N N N N N Master Credit Card Trust II 549300G7G68IV2D8IM76 576339BF1 53055000.00000000 PA USD 53069208.13000000 0.258232335999 Long ABS-O CORP CA N 2 2021-07-21 Fixed 2.26000000 N N N N N N Hyundai Auto Receivables Trust N/A 44891JAB4 16743000.00000000 PA USD 16761089.14000000 0.081558692036 Long ABS-O CORP US N 2 2022-07-15 Fixed 1.93000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464GL8 30616000.00000000 PA USD 30980958.03000000 0.150751922734 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.07000000 N N N N N N CNH INDUSTRIAL CAPITAL 549300PNSJ5B81UMVO28 18977GAE5 19480000.00000000 PA USD 19427182.12000000 0.094531778360 Long STIV CORP US N 2 2020-01-14 None 0.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FW2 101372000.00000000 PA USD 101375125.30000000 0.493286716363 Long DBT CORP US N 2 2022-05-06 Floating 2.31000000 N N N N N N CANADIAN TIRE N/A 13668MZJ9 20000000.00000000 PA USD 19980000.00000000 0.097221764843 Long STIV CORP CA N 2 2019-12-18 None 0.00000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CB8 23084000.00000000 PA USD 23163422.35000000 0.112712152186 Long DBT CORP US N 2 2021-04-16 Floating 2.54000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BW1 10045000.00000000 PA USD 10059382.83000000 0.048948496094 Long DBT CORP US N 2 2020-10-09 Floating 2.51000000 N N N N N N DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 26055BZX5 46153000.00000000 PA USD 46070834.74000000 0.224178571634 Long STIV CORP US N 2 2019-12-31 None 0.00000000 N N N N N N Harley-Davidson Financial Services Inc RLUFFFFW4GRYU77BTS24 41284VAA0 19633000.00000000 PA USD 19644652.97000000 0.095589981555 Long DBT CORP US N 2 2020-05-21 Floating 2.39000000 N N N N N N Ford Credit Auto Lease Trust N/A 34531JAD7 48660000.00000000 PA USD 48816529.49000000 0.237538996525 Long ABS-O CORP US N 2 2021-06-15 Fixed 2.93000000 N N N N N N World Omni Automobile Lease Securitization Trust N/A 98161YAC8 17031000.00000000 PA USD 17095879.59000000 0.083187767031 Long ABS-O CORP US N 2 2021-07-15 Fixed 2.83000000 N N N N N N PVH CORP N/A 69376MZJ4 10000000.00000000 PA USD 9990755.60000000 0.048614559136 Long STIV CORP US N 2 2019-12-18 None 0.00000000 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 902674XJ4 34139000.00000000 PA USD 34231516.69000000 0.166568992286 Long DBT CORP CH N 2 2020-12-01 Floating 2.39000000 N N N N N N PUBLIC SEVC. ENT. GR PUSS41EMO3E6XXNV3U28 74457LBL9 20662000.00000000 PA USD 20567963.73000000 0.100082769423 Long STIV CORP US N 2 2020-02-20 None 0.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAC7 9468000.00000000 PA USD 9499692.14000000 0.046225066833 Long DBT CORP US N 2 2021-06-25 Floating 2.74000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148YAB4 55263000.00000000 PA USD 55639022.72000000 0.270736936087 Long DBT CORP US N 2 2022-10-31 Floating 2.71000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2Y9 62787000.00000000 PA USD 63242190.05000000 0.307733600062 Long DBT CORP US N 2 2022-02-01 Floating 2.57000000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 832248AX6 3817000.00000000 PA USD 3816943.55000000 0.018573072484 Long DBT CORP US N 2 2020-01-31 Fixed 2.70000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AA8 74717000.00000000 PA USD 74760811.06000000 0.363782682302 Long DBT CORP US N 2 2020-03-17 Floating 2.49000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069VY4 37856000.00000000 PA USD 37945482.12000000 0.184640977955 Long DBT CORP CA N 2 2020-10-05 Floating 2.35000000 N N N N N N ENCANA CORPORATION N/A 29250AAW3 26000000.00000000 PA USD 25914429.58000000 0.126098427361 Long STIV CORP US N 2 2020-01-30 None 0.00000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886AW4 25509000.00000000 PA USD 25521081.06000000 0.124184411480 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.13000000 N N N N N N First National Master Note Trust N/A 32113CBS8 32938000.00000000 PA USD 32924446.01000000 0.160208846226 Long ABS-O CORP US N 2 2024-10-15 Floating 2.23000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851CQ5 34835000.00000000 PA USD 34857148.79000000 0.169613289428 Long DBT CORP US N 2 2020-01-06 Floating 2.67000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KD2 32322000.00000000 PA USD 32457893.65000000 0.157938623812 Long DBT CORP US N 2 2021-05-13 Floating 2.30000000 N N N N N N DUPONT DE NEMOURS INC N/A 26082MA31 26940000.00000000 PA USD 26889711.91000000 0.130844106508 Long STIV CORP US N 2 2020-01-03 None 0.00000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29372JAB3 506114.14000000 PA USD 505902.08000000 0.002461696349 Long ABS-O CORP US N 2 2023-01-20 Fixed 1.97000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HQK9 55106000.00000000 PA USD 55919461.55000000 0.272101538589 Long DBT CORP US N 2 2021-03-01 Floating 3.39000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAR1 9800000.00000000 PA USD 9820230.43000000 0.047784791470 Long DBT CORP NL N 2 2021-01-19 Floating 2.38000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 6325C0DV0 4611000.00000000 PA USD 4640046.26000000 0.022578252570 Long DBT CORP AU N 2 2021-09-20 Floating 2.74000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HN7 12755000.00000000 PA USD 12764656.81000000 0.062112235370 Long ABS-O CORP US N 2 2023-04-17 Floating 1.97000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EGB5 65640000.00000000 PA USD 65641050.24000000 0.319406343870 Long ABS-O CORP US N 2 2022-04-07 Fixed 1.92000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AZ6 46980000.00000000 PA USD 47177543.38000000 0.229563765185 Long DBT CORP US N 2 2020-12-01 Floating 2.51000000 N N N N N N BROADCOM INC DISC COML PAPER N/A 11135MA71 82000000.00000000 PA USD 81820420.00000000 0.398134416049 Long STIV CORP US N 2 2020-01-07 None 0.00000000 N N N N N N MYLAN N V N/A 62852MZ29 55448000.00000000 PA USD 55448000.00000000 0.269807428281 Long STIV CORP NL N 2 2019-12-02 None 0.00000000 N N N N N N BOSTON SCIENTIFIC CORP N/A 10114AAH2 18000000.00000000 PA USD 17949630.06000000 0.087342077714 Long STIV CORP US N 2 2020-01-17 None 0.00000000 N N N N N N FMC TECH INC N/A 3024X3Z64 27422000.00000000 PA USD 27414687.38000000 0.133398613099 Long STIV CORP US N 2 2019-12-06 None 0.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208KAF7 8689000.00000000 PA USD 8769169.93000000 0.042670379219 Long ABS-O CORP US N 2 2024-09-16 Fixed 3.72000000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AB7 18321000.00000000 PA USD 18333191.34000000 0.089208469334 Long DBT CORP US N 2 2022-11-15 Floating 2.94000000 N N N N N N WALGREENS BOOTS N/A 93142WDP5 5000000.00000000 PA USD 4958613.05000000 0.024128383978 Long STIV CORP US N 2 2020-04-23 None 0.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGN4 143936000.00000000 PA USD 144656388.17000000 0.703891359050 Long DBT CORP US N 2 2020-07-22 Floating 2.83000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KC4 14314000.00000000 PA USD 14463393.50000000 0.070378210295 Long DBT CORP US N 2 2020-10-26 Floating 3.25000000 N N N N N N HUNTINGTON INGALLS N/A 44641MZ23 38139000.00000000 PA USD 38139000.00000000 0.185582627096 Long STIV CORP US N 2 2019-12-02 None 0.00000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13975WAC7 2372380.80000000 PA USD 2372151.87000000 0.011542782346 Long ABS-O CORP US N 2 2021-08-20 Fixed 2.02000000 N N N N N N CPS Auto Trust 54930087Z25SUMBR4I05 12652BAB7 1366545.52000000 PA USD 1367094.05000000 0.006652217029 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.43000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDA6 22992000.00000000 PA USD 23060263.48000000 0.112210185850 Long DBT CORP US N 2 2021-06-11 Floating 2.49000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DB3 3622000.00000000 PA USD 3627272.36000000 0.017650141161 Long DBT CORP US N 2 2020-03-09 Floating 2.73000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LBH1 69057000.00000000 PA USD 69741893.51000000 0.339360859389 Long DBT CORP US N 2 2021-10-06 Floating 2.38000000 N N N N N N Prestige Auto Receivables Trust N/A 74113NAB4 35587000.00000000 PA USD 35640658.08000000 0.173425809746 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.44000000 N N N N N N Conn Funding II, L.P N/A 20827DAA8 28152563.81000000 PA USD 28380723.45000000 0.138099300368 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.40000000 N N N N N N World Omni Select Auto Trust N/A 98162DAC3 9755318.41000000 PA USD 9779728.17000000 0.047587709328 Long ABS-O CORP US N 2 2022-04-15 Fixed 3.24000000 N N N N N N ENEL FINANCE AMERICA N/A 29279GAP2 79443000.00000000 PA USD 79204318.27000000 0.385404584858 Long STIV CORP US N 2 2020-01-23 None 0.00000000 N N N N N N Hyundai Auto Lease Securitization Trust 549300HYB2ZMNKF8SB89 44935AAD7 65888731.19000000 PA USD 66101578.15000000 0.321647251586 Long ABS-O CORP US N 2 2021-04-15 Fixed 2.81000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAP7 69115000.00000000 PA USD 69128346.80000000 0.336375369200 Long DBT CORP US N 2 2021-03-19 Floating 2.91000000 N N N N N N Master Credit Card Trust N/A 576339BZ7 34629000.00000000 PA USD 34694531.92000000 0.168822003187 Long ABS-O CORP CA N 2 2022-07-21 Floating 2.20000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06050TMN9 78101000.00000000 PA USD 78151237.69000000 0.380280342990 Long DBT CORP US N 2 2021-07-26 Floating 2.26000000 N N N N N N World Financial Network Credit Card Master Trust 549300G8S4PO686J7H97 981464EY2 5045000.00000000 PA USD 5062286.19000000 0.024632852729 Long ABS-O CORP US N 2 2024-06-17 Fixed 2.55000000 N N N N N N BMW Floorplan Master Owner Trust N/A 05564UAM2 15670000.00000000 PA USD 15936593.71000000 0.077546735039 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.15000000 N N N N N N CONSTELLATION BRANDS INC N/A 21037CAV8 20197000.00000000 PA USD 20106754.75000000 0.097838547651 Long STIV CORP US N 2 2020-01-29 None 0.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042HAC4 76952000.00000000 PA USD 77046127.69000000 0.374902928348 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.15000000 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881EX6 49831000.00000000 PA USD 49994266.29000000 0.243269809849 Long ABS-O CORP CA N 2 2022-12-15 Floating 2.22000000 N N N N N N Drive Auto Receivables Trust N/A 26208KAE0 13641348.24000000 PA USD 13663447.22000000 0.066485708337 Long ABS-O CORP US N 2 2022-09-15 Fixed 3.37000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAD7 35630000.00000000 PA USD 35696960.17000000 0.173699773137 Long DBT CORP US N 2 2021-06-11 Floating 2.87000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp 549300ZX07JYMI8GHQ39 709599AR5 3676000.00000000 PA USD 3679018.92000000 0.017901937552 Long DBT CORP US N 2 2020-01-09 Fixed 3.05000000 N N N N N N DLL Securitization Trust 549300L4WVT3M77GS330 23342AAB2 1370923.38000000 PA USD 1371379.62000000 0.006673070416 Long ABS-O CORP US N 2 2020-11-17 Fixed 2.81000000 N N N N N N BMW Vehicle Lease Trust N/A 05586VAB8 54350864.29000000 PA USD 54517384.47000000 0.265279095737 Long ABS-O CORP US N 2 2021-03-22 Fixed 2.79000000 N N N N N N BB&T Corp 549300DRQQI75D2JP341 05531FAW3 31283000.00000000 PA USD 31364011.40000000 0.152615842887 Long DBT CORP US N 2 2020-06-15 Floating 2.69000000 N N N N N N ENI FINANCE USA INC N/A 26876AAT0 22991253.00000000 PA USD 22918294.17000000 0.111519369690 Long STIV CORP US N 2 2020-01-27 None 0.00000000 N N N N N N CCG Receivables Trust N/A 12508VAB9 1051732.60000000 PA USD 1053930.20000000 0.005128376079 Long ABS-O CORP US N 2 2025-06-16 Fixed 2.50000000 N N N N N N ENCANA CORPORATION N/A 29250BZ38 13000000.00000000 PA USD 12999144.21000000 0.063253240318 Long STIV CORP US N 2 2019-12-03 None 0.00000000 N N N N N N Ascentium Equipment Receivables LLC 549300Q0SQ1DXWXY4D79 04365JAC3 4538758.20000000 PA USD 4542927.50000000 0.022105677132 Long ABS-O CORP US N 2 2021-06-10 Fixed 2.29000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DC5 7754000.00000000 PA USD 7762234.36000000 0.037770676857 Long DBT CORP US N 2 2021-02-22 Floating 2.35000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DQ4 16285000.00000000 PA USD 16396549.64000000 0.079784859527 Long DBT CORP US N 2 2022-02-22 Floating 2.78000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528CAC6 11520000.00000000 PA USD 11638176.77000000 0.056630835092 Long ABS-O CORP US N 2 2023-04-12 Fixed 3.32000000 N N N N N N FMC TECH INC N/A 3024X3ZD9 23935000.00000000 PA USD 23918178.96000000 0.116384763280 Long STIV CORP US N 2 2019-12-13 None 0.00000000 N N N N N N PVH CORP N/A 69376MZ62 22990000.00000000 PA USD 22984584.48000000 0.111841935302 Long STIV CORP US N 2 2019-12-06 None 0.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBA5 63019000.00000000 PA USD 63020567.28000000 0.306655193814 Long DBT CORP US N 2 2021-11-15 Floating 2.61000000 N N N N N N UBS Group Funding Switzerland AG 549300SZJ9VS8SGXAN81 90351DAG2 27670000.00000000 PA USD 28320956.95000000 0.137808479316 Long DBT CORP CH N 2 2022-02-01 Floating 3.44000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAE1 9570000.00000000 PA USD 9553929.00000000 0.046488980909 Long DBT CORP US N 2 2021-07-30 Floating 2.61000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBG9 48940000.00000000 PA USD 49039352.12000000 0.238623241236 Long DBT CORP US N 2 2022-04-14 Floating 2.53000000 N N N N N N ENI FINANCE USA INC N/A 26876ABM4 22953121.00000000 PA USD 22845952.88000000 0.111167360286 Long STIV CORP US N 2 2020-02-21 None 0.00000000 N N N N N N Santander Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 80284RAG4 11898000.00000000 PA USD 11973004.99000000 0.058260093874 Long ABS-O CORP US N 2 2022-08-15 Fixed 2.80000000 N N N N N N ARROW ELECTRONICS INC N/A 04273MZP1 18137000.00000000 PA USD 18114570.52000000 0.088144670437 Long STIV CORP US N 2 2019-12-23 None 0.00000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAG6 9600000.00000000 PA USD 9631239.36000000 0.046865169580 Long DBT CORP US N 2 2021-06-01 Floating 2.86000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746SP7 149618000.00000000 PA USD 150707078.40000000 0.733333740566 Long DBT CORP US N 2 2022-02-11 Floating 2.83000000 N N N N N N OneMain Financial Issuance Trust N/A 68268GAA6 1488209.28000000 PA USD 1492443.09000000 0.007262159716 Long ABS-O CORP US N 2 2029-02-20 Fixed 3.66000000 N N N N N N TD AMERITRADE HOLDING CO ZI85ER3E6RXD4HPHW309 87236YAG3 23482000.00000000 PA USD 23544932.23000000 0.114568561788 Long DBT CORP US N 2 2021-11-01 Variable 2.34000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFN6 86277000.00000000 PA USD 86386761.60000000 0.420354025120 Long ABS-O CORP US N 2 2023-07-17 Fixed 1.99000000 N N N N N N Conn Funding II, L.P N/A 20826JAA6 9073229.02000000 PA USD 9109335.93000000 0.044325611394 Long ABS-O CORP US N 2 2023-01-15 Fixed 3.25000000 N N N N N N Springleaf Funding Trust N/A 85172NAA0 5814549.79000000 PA USD 5818449.03000000 0.028312306474 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.90000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683BW4 47116000.00000000 PA USD 47377743.51000000 0.230537929847 Long ABS-O CORP US N 2 2024-07-15 Floating 2.26000000 N N N N N N WALGREENS BOOTS N/A 93142WBM4 3682000.00000000 PA USD 3665014.93000000 0.017833794778 Long STIV CORP US N 2 2020-02-21 None 0.00000000 N N N N N N Mercedes-Benz Master Owner Trust N/A 58768UAK9 20435000.00000000 PA USD 20441655.68000000 0.099468160237 Long ABS-O CORP US N 2 2023-05-15 Floating 2.11000000 N N N N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53944VAQ2 19757000.00000000 PA USD 19795627.31000000 0.096324615779 Long DBT CORP GB N 2 2021-05-07 Floating 2.38000000 N N N N N N ENCANA CORPORATION N/A 29250AA29 34779000.00000000 PA USD 34710717.35000000 0.168900760748 Long STIV CORP US N 2 2020-01-02 None 0.00000000 N N N N N N Navistar Financial Dealer Note Master Owner Trust II 549300S28N49H5RT4J50 63938PBD0 33008000.00000000 PA USD 33053211.06000000 0.160835411061 Long ABS-O CORP US N 2 2023-09-25 Floating 2.34000000 N N N N N N MARRIOTT INTERNATION 225YDZ14ZO8E1TXUSU86 57163TAT6 64750000.00000000 PA USD 64521360.63000000 0.313957985514 Long STIV CORP US N 2 2020-01-27 None 0.00000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFQ6 87342000.00000000 PA USD 87499649.69000000 0.425769287591 Long DBT CORP US N 2 2022-07-22 Floating 2.40000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAG8 9492000.00000000 PA USD 9552865.55000000 0.046483806210 Long DBT CORP GB N 2 2021-06-21 Floating 2.96000000 N N N N N N Prestige Auto Receivables Trust N/A 74113NAC2 29320000.00000000 PA USD 29423634.47000000 0.143174057622 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.45000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AQ7 1103990.07000000 PA USD 1105024.07000000 0.005376996510 Long ABS-O CORP US N 2 2029-05-15 Floating 2.22000000 N N N N N N MOTOROLA SOLUTIONS N/A 62010MZS1 13863000.00000000 PA USD 13840079.89000000 0.067345194819 Long STIV CORP US N 2 2019-12-26 None 0.00000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13974LAG3 1028351.13000000 PA USD 1029299.27000000 0.005008523102 Long ABS-O CORP US N 2 2021-05-20 Fixed 3.62000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AR5 753399.97000000 PA USD 752743.98000000 0.003662817728 Long ABS-O CORP US N 2 2029-08-15 Fixed 1.91000000 N N N N N N NBCUniversal Enterprise Inc 51M0QTTNCGUN7KFCFZ59 63946CAG3 84826000.00000000 PA USD 85146979.89000000 0.414321304105 Long DBT CORP US N 2 2021-04-01 Floating 2.50000000 N N N N N N AVIATION CAPT GRP N/A 05369BAA7 27544000.00000000 PA USD 27484321.24000000 0.133737448272 Long STIV CORP US N 2 2020-01-10 None 0.00000000 N N N N N N ACC Trust 2018-1 549300U9SU9NK6P6TK25 00435QAA5 304527.56000000 PA USD 304808.46000000 0.001483184005 Long ABS-O CORP US N 2 2020-12-21 Fixed 3.70000000 N N N N N N DLL Securitization Trust N/A 23291RAB6 49857218.00000000 PA USD 49866062.67000000 0.242645976906 Long ABS-O CORP US N 2 2022-01-20 Fixed 2.13000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCZ4 28524000.00000000 PA USD 28612583.28000000 0.139227519680 Long DBT CORP US N 2 2021-08-06 Floating 2.23000000 N N N N N N Capital One Prime Auto Receivables Trust N/A 14042WAB6 114502000.00000000 PA USD 115044808.18000000 0.559802767136 Long ABS-O CORP US N 2 2022-04-15 Fixed 2.58000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AS3 17524000.00000000 PA USD 17524181.37000000 0.085271863875 Long DBT CORP US N 2 2021-02-26 Floating 2.52000000 N N N N N N BOSTON SCIENTIFIC CORP N/A 10114AAA7 10750000.00000000 PA USD 10723796.88000000 0.052181504429 Long STIV CORP US N 2 2020-01-10 None 0.00000000 N N N N N N CONSTELLATION BRANDS INC N/A 21037CAN6 18359000.00000000 PA USD 18306982.89000000 0.089080940216 Long STIV CORP US N 2 2020-01-22 None 0.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042LAF8 21564955.03000000 PA USD 21611735.89000000 0.105161716945 Long ABS-O CORP US N 2 2022-01-18 Fixed 3.58000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5W3 5693000.00000000 PA USD 5718730.42000000 0.027827080285 Long DBT CORP US N 2 2022-05-27 Floating 2.54000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QDW1 11437000.00000000 PA USD 11436698.06000000 0.055650448917 Long ABS-O CORP US N 2 2022-01-15 Fixed 1.98000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LTD3 78156000.00000000 PA USD 78256582.86000000 0.380792947762 Long DBT CORP US N 2 2020-10-15 Floating 2.30000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83402QAA0 666823.31000000 PA USD 669541.82000000 0.003257959828 Long ABS-O CORP US N 2 2025-10-27 Fixed 3.09000000 N N N N N N Drive Auto Receivables Trust 549300RZ091I85JWZO63 26207KAF8 538748.96000000 PA USD 539180.28000000 0.002623626546 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.80000000 N N N N N N USAA Auto Owner Trust N/A 90290EAB5 39555000.00000000 PA USD 39622579.72000000 0.192801658060 Long ABS-O CORP US N 2 2022-02-15 Fixed 2.26000000 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29366GZ46 27103000.00000000 PA USD 27099612.13000000 0.131865471364 Long STIV CORP US N 2 2019-12-04 None 0.00000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976CAD8 5648000.00000000 PA USD 5721465.80000000 0.027840390519 Long ABS-O CORP US N 2 2023-10-20 Fixed 3.48000000 N N N N N N Capital One Prime Auto Receivables Trust N/A 14043TAD8 95682000.00000000 PA USD 95766640.30000000 0.465996085241 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.06000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AL7 9589000.00000000 PA USD 9601438.18000000 0.046720158403 Long DBT CORP US N 2 2020-05-20 Floating 2.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAG1 140134000.00000000 PA USD 140435254.47000000 0.683351515809 Long DBT CORP US N 2 2021-06-01 Floating 2.59000000 N N N N N N FMC TECH INC N/A 3024X3ZC1 46030000.00000000 PA USD 46000591.89000000 0.223836773143 Long STIV CORP US N 2 2019-12-12 None 0.00000000 N N N N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAC6 8550324.09000000 PA USD 8568974.91000000 0.041696239422 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.98000000 N N N N N N ENTERGY CORP N/A 29366EAA4 55845000.00000000 PA USD 55711297.58000000 0.271088622245 Long STIV CORP US N 2 2020-01-10 None 0.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JB40 17995000.00000000 PA USD 18076826.86000000 0.087961011516 Long DBT CORP US N 2 2020-06-16 Floating 3.10000000 N N N N N N Bank of New York Mellon Corp/The HPFHU0OQ28E4N0NFVK49 06405LAB7 45966000.00000000 PA USD 46019856.52000000 0.223930513950 Long DBT CORP US N 2 2021-06-04 Floating 2.41000000 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAD8 45887000.00000000 PA USD 46231300.26000000 0.224959389504 Long DBT CORP NL N 2 2022-08-12 Floating 2.69000000 N N N N N N Wells Fargo Dealer Floorplan Master Note Trust 549300S66LNQV7U0Q707 36159LCS3 39621000.00000000 PA USD 39633298.36000000 0.192853814471 Long ABS-O CORP US N 2 2022-01-20 Floating 2.37000000 N N N N N N PVH CORP N/A 69376MZ54 22999000.00000000 PA USD 22994936.77000000 0.111892309071 Long STIV CORP US N 2 2019-12-05 None 0.00000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP N/A 92276VAQ8 49121000.00000000 PA USD 48977089.22000000 0.238320272817 Long STIV CORP US N 2 2020-01-24 None 0.00000000 N N N N N N California Republic Auto Receivables Trust N/A 13057DAD8 8897772.35000000 PA USD 8904680.58000000 0.043329767835 Long ABS-O CORP US N 2 2022-06-15 Fixed 2.28000000 N N N N N N Drive Auto Receivables Trust N/A 26208FAJ0 1218022.27000000 PA USD 1218383.05000000 0.005928596114 Long ABS-O CORP US N 2 2023-09-15 Fixed 2.75000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QFJ8 72938000.00000000 PA USD 72949691.96000000 0.354969859718 Long ABS-O CORP US N 2 2022-05-15 Fixed 2.07000000 N N N N N N World Omni Select Auto Trust N/A 98162DAE9 39410000.00000000 PA USD 39736125.63000000 0.193354167257 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.46000000 N N N N N N Westgate Resorts N/A 96033WAA6 2409790.53000000 PA USD 2438379.32000000 0.011865042084 Long ABS-O CORP US N 2 2031-12-20 Fixed 3.38000000 N N N N N N SCF Equipment Trust LLC N/A 78411KAB0 6443951.79000000 PA USD 6529869.00000000 0.031774043462 Long ABS-O CORP US N 2 2024-10-20 Fixed 3.63000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 0020A3Z29 51001000.00000000 PA USD 51001000.00000000 0.248168529970 Long STIV CORP US N 2 2019-12-02 None 0.00000000 N N N N N N Citizens Bank NA/Providence RI DRMSV1Q0EKMEXLAU1P80 17401QAT8 32248000.00000000 PA USD 32426181.16000000 0.157784312288 Long DBT CORP US N 2 2022-02-14 Floating 2.63000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AQ5 3115000.00000000 PA USD 3141151.76000000 0.015284700588 Long DBT CORP US N 2 2021-11-12 Floating 2.84000000 N N N N N N Bank of America Credit Card Trust 5493006DQ60M1CRKHH19 05522RCX4 68435000.00000000 PA USD 68405675.60000000 0.332858884242 Long ABS-O CORP US N 2 2023-01-17 Fixed 1.84000000 N N N N N N B A T INTL FIN N/A 05531NZ90 36573000.00000000 PA USD 36558777.13000000 0.177893334990 Long STIV CORP US N 2 2019-12-09 None 0.00000000 N N N N N N CPS Auto Trust N/A 12655CAB2 3840000.00000000 PA USD 3862601.47000000 0.018795241831 Long ABS-O CORP US N 2 2022-07-15 Fixed 3.43000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAE1 45926000.00000000 PA USD 46022401.89000000 0.223942899604 Long DBT CORP FR N 2 2021-08-07 Floating 2.28000000 N N N N N N SoFi Professional Loan Program LLC 5493002WMPR84WZ75V46 83406EAB1 4973611.81000000 PA USD 4976860.57000000 0.024217175575 Long ABS-O CORP US N 2 2042-02-25 Fixed 2.39000000 N N N N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAG7 23532000.00000000 PA USD 23743016.15000000 0.115532429070 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.32000000 N N N N N N General Motors N/A 361886AT1 22234000.00000000 PA USD 22239511.81000000 0.108216445817 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.58000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AS5 39088000.00000000 PA USD 39091208.73000000 0.190216031161 Long DBT CORP US N 2 2019-12-20 Floating 2.66000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAR9 63154000.00000000 PA USD 63502575.35000000 0.309000623005 Long DBT CORP US N 2 2021-07-23 Floating 2.50000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LTG6 46734000.00000000 PA USD 46798973.35000000 0.227721660759 Long DBT CORP US N 2 2021-03-16 Floating 2.43000000 N N N N N N SoFi Professional Loan Program LLC N/A 83401BAA4 2072503.07000000 PA USD 2071758.83000000 0.010081083572 Long ABS-O CORP US N 2 2041-01-25 Fixed 2.05000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066MAC0 7691735.63000000 PA USD 7691037.22000000 0.037424234835 Long ABS-O CORP US N 2 2022-01-18 Floating 2.01000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36256UAB4 12513831.15000000 PA USD 12556335.63000000 0.061098554050 Long ABS-O CORP US N 2 2021-04-20 Fixed 2.91000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13974MAE6 494643.72000000 PA USD 494619.48000000 0.002406795734 Long ABS-O CORP US N 2 2021-03-22 Fixed 2.11000000 N N N N N N PVH CORP N/A 69376MZK1 39500000.00000000 PA USD 39461202.32000000 0.192016403023 Long STIV CORP US N 2 2019-12-19 None 0.00000000 N N N N N N AVIATION CAPT GRP N/A 05369BAG4 69500000.00000000 PA USD 69322775.00000000 0.337321447916 Long STIV CORP US N 2 2020-01-16 None 0.00000000 N N N N N N ENCANA CORPORATION N/A 29250BZ53 25000000.00000000 PA USD 24994750.00000000 0.121623308650 Long STIV CORP US N 2 2019-12-05 None 0.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAM0 288581000.00000000 PA USD 288811579.10000000 1.405343915287 Long DBT CORP US N 2 2021-02-10 Floating 2.45000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CAL8 33345000.00000000 PA USD 33491628.30000000 0.162968729270 Long DBT CORP US N 2 2021-06-28 Floating 2.62000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CE6 13868000.00000000 PA USD 13878731.06000000 0.067533269641 Long DBT CORP US N 2 2020-11-16 Floating 2.10000000 N N N N N N Drive Auto Receivables Trust N/A 26208JAF0 12993000.00000000 PA USD 13068910.30000000 0.063592718916 Long ABS-O CORP US N 2 2024-08-15 Fixed 3.63000000 N N N N N N Wheels SPV LLC N/A 96328DBF0 4291164.52000000 PA USD 4315371.84000000 0.020998401713 Long ABS-O CORP US N 2 2027-04-20 Fixed 3.06000000 N N N N N N HUNTINGTON INGALLS N/A 44641MZ56 9000000.00000000 PA USD 8998447.50000000 0.043786033373 Long STIV CORP US N 2 2019-12-05 None 0.00000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43814PAC4 5840250.60000000 PA USD 5836707.90000000 0.028401153299 Long ABS-O CORP US N 2 2021-09-20 Fixed 1.79000000 N N N N N N AmeriCredit Automobile Receivables Trust 54930070NSV60J38I987 03065MAG2 21398000.00000000 PA USD 21542847.34000000 0.104826508416 Long ABS-O CORP US N 2 2021-12-08 Fixed 3.72000000 N N N N N N BOSTON SCIENTIFIC CORP N/A 10114BZ67 36922000.00000000 PA USD 36912605.57000000 0.179615047973 Long STIV CORP US N 2 2019-12-06 None 0.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RT0 28181000.00000000 PA USD 28567339.25000000 0.139007364303 Long DBT CORP US N 2 2021-03-04 Floating 3.47000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCV1 22980000.00000000 PA USD 23032100.26000000 0.112073144911 Long DBT CORP US N 2 2020-10-01 Floating 2.43000000 N N N N N N ENCANA CORPORATION N/A 29250BZ46 13621000.00000000 PA USD 13619123.30000000 0.066270030172 Long STIV CORP US N 2 2019-12-04 None 0.00000000 N N N N N N CANADIAN TIRE N/A 13668MZ67 53348000.00000000 PA USD 53335322.26000000 0.259527235166 Long STIV CORP CA N 2 2019-12-06 None 0.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533FAB7 17576012.31000000 PA USD 17643804.75000000 0.085853945763 Long ABS-O CORP US N 2 2022-02-15 Fixed 2.78000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976CAB2 10859171.49000000 PA USD 10878588.77000000 0.052934714676 Long ABS-O CORP US N 2 2021-02-22 Fixed 3.02000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAU2 70177000.00000000 PA USD 70362919.93000000 0.342382745503 Long DBT CORP US N 2 2022-02-19 Floating 2.43000000 N N N N N N Carvana Auto Receivables Trust N/A 14686XAB5 52172000.00000000 PA USD 52215125.38000000 0.254076408457 Long ABS-O CORP US N 2 2022-04-15 Fixed 2.42000000 N N N N N N GNRL MTRS FINCL CO INC N/A 37046TBU7 9241000.00000000 PA USD 9178000.22000000 0.044659728684 Long STIV CORP US N 2 2020-02-28 None 0.00000000 N N N N N N TRANSCANADA PIPELINES LTD N/A 89355PCP1 15000000.00000000 PA USD 14903591.70000000 0.072520194573 Long STIV CORP CA N 2 2020-03-23 None 0.00000000 N N N N N N UBS Group Funding Switzerland AG 549300SZJ9VS8SGXAN81 90351DAC1 4687000.00000000 PA USD 4738107.28000000 0.023055413002 Long DBT CORP CH N 2 2020-09-24 Floating 3.57000000 N N N N N N Amur Equipment Finance Receivables VII LLC 5493008OAETJ1UTO4Q72 03237MAB6 18822000.00000000 PA USD 18944173.60000000 0.092181481026 Long ABS-O CORP US N 2 2024-06-20 Fixed 2.63000000 N N N N N N Nissan Master Owner Trust Receivables N/A 65474VAN1 45559000.00000000 PA USD 45593961.98000000 0.221858130626 Long ABS-O CORP US N 2 2022-04-18 Floating 2.20000000 N N N N N N MOTOROLA SOLUTIONS N/A 62010MZJ1 19394000.00000000 PA USD 19372192.61000000 0.094264201923 Long STIV CORP US N 2 2019-12-18 None 0.00000000 N N N N N N Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 26208AAG7 7197065.22000000 PA USD 7285843.18000000 0.035452579195 Long ABS-O CORP US N 2 2023-08-15 Fixed 4.53000000 N N N N N N CAMPBELL SOUP CO. 5493007JDSMX8Z5Z1902 13443CB34 21200000.00000000 PA USD 21125259.40000000 0.102794544627 Long STIV CORP US N 2 2020-02-03 None 0.00000000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133AV9 28184000.00000000 PA USD 28221301.24000000 0.137323559196 Long DBT CORP LU N 2 2020-06-05 Floating 2.58000000 N N N N N N SCF Equipment Trust LLC N/A 78397AAA2 13787588.44000000 PA USD 13833655.53000000 0.067313934177 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.04000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBD0 4787000.00000000 PA USD 4788399.62000000 0.023300133224 Long DBT US N 2 2021-01-15 Floating 2.43000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBU9 49955000.00000000 PA USD 50058214.52000000 0.243580979007 Long DBT CORP US N 2 2020-04-13 Floating 2.92000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 05252ADE8 22988000.00000000 PA USD 23049688.53000000 0.112158728628 Long DBT CORP AU N 2 2022-11-21 Floating 2.38000000 N N N N N N Santander Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 80285TAE4 33841189.81000000 PA USD 33874611.37000000 0.164832307346 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.63000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5M5 2340000.00000000 PA USD 2345101.86000000 0.011411158236 Long DBT CORP US N 2 2021-01-15 Floating 2.31000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDU3 3967000.00000000 PA USD 3970692.05000000 0.019321205643 Long DBT CORP US N 2 2020-01-15 Floating 2.65000000 N N N N N N WGL Holdings Inc 549300FMXG4FL88R7K50 92924FAD8 28459000.00000000 PA USD 28441214.83000000 0.138393648652 Long DBT CORP US N 2 2020-03-12 Floating 2.68000000 N N N N N N Drive Auto Receivables Trust N/A 26208RAB1 17250717.47000000 PA USD 17275249.72000000 0.084060573868 Long ABS-O CORP US N 2 2022-03-15 Fixed 2.93000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89238BAD4 7448000.00000000 PA USD 7469462.16000000 0.036346060742 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.35000000 N N N N N N EI DUPONT GLU7INWNWH88J9XBXD45 2635J5ZX0 9210000.00000000 PA USD 9194790.70000000 0.044741430391 Long STIV CORP US N 2 2019-12-31 None 0.00000000 N N N N N N MYLAN N V N/A 62852MZD5 78958000.00000000 PA USD 78905405.29000000 0.383950087988 Long STIV CORP NL N 2 2019-12-13 None 0.00000000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 564759QB7 35540000.00000000 PA USD 35579170.41000000 0.173126613560 Long DBT CORP US N 2 2021-12-01 Variable 2.55000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851CX0 14403000.00000000 PA USD 14418652.03000000 0.070160500351 Long DBT CORP US N 2 2020-05-05 Floating 2.42000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BB8 4952000.00000000 PA USD 4971040.94000000 0.024188857522 Long DBT CORP US N 2 2021-11-05 Floating 2.61000000 N N N N N N MARRIOTT INTERNATION 225YDZ14ZO8E1TXUSU86 57163TA82 96000000.00000000 PA USD 95780959.68000000 0.466065762689 Long STIV CORP US N 2 2020-01-08 None 0.00000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBQ7 10205000.00000000 PA USD 10228329.65000000 0.049770583582 Long DBT CORP US N 2 2020-05-12 Floating 2.66000000 N N N N N N TCF Auto Receivables Owner Trust N/A 87226VAA4 239930.76000000 PA USD 239824.21000000 0.001166973621 Long ABS-O CORP US N 2 2022-06-15 Fixed 1.93000000 N N N N N N American Express Credit Corp 9ET6B8VCXWW51H8Z3M54 0258M0DY2 9379000.00000000 PA USD 9443652.26000000 0.045952379343 Long DBT CORP US N 2 2020-09-14 Floating 3.17000000 N N N N N N MARRIOTT INTERNATION 225YDZ14ZO8E1TXUSU86 57163TAV1 23037000.00000000 PA USD 22962521.38000000 0.111734577268 Long STIV CORP US N 2 2020-01-29 None 0.00000000 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 902674XE5 22190000.00000000 PA USD 22239364.32000000 0.108215728137 Long DBT CORP CH N 2 2020-06-08 Floating 2.68000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVQ4 2764000.00000000 PA USD 2785870.90000000 0.013555920196 Long DBT CORP US N 2 2020-09-15 Floating 3.32000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BB9 23244871.64000000 PA USD 23241033.91000000 0.113089806482 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.12000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644AAG2 47000000.00000000 PA USD 47188670.69000000 0.229617910166 Long DBT CORP US N 2 2021-02-05 Floating 2.44000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285GAF9 42656000.00000000 PA USD 43147371.53000000 0.209953133559 Long ABS-O CORP US N 2 2023-08-15 Fixed 3.51000000 N N N N N N AmeriCredit Automobile Receivables Trust 54930070NSV60J38I987 03065DAG2 6489000.00000000 PA USD 6530708.70000000 0.031778129404 Long ABS-O CORP US N 2 2022-09-08 Fixed 2.71000000 N N N N N N MMAF Equipment Finance LLC R6ZXK5P01NP6HXSY1S07 55315CAD9 2190519.97000000 PA USD 2188474.68000000 0.010649017552 Long ABS-O CORP US N 2 2022-02-08 Fixed 1.59000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDT2 27845000.00000000 PA USD 27889844.65000000 0.135710706611 Long DBT CORP GB N 2 2020-11-24 Floating 2.16000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AJ2 30425000.00000000 PA USD 30813266.20000000 0.149935941970 Long DBT CORP NL N 2 2022-03-29 Floating 3.25000000 N N N N N N Barclays Dryrock Issuance Trust 213800LBQA1Y9L22JB70 06742LAN3 616000.00000000 PA USD 616538.94000000 0.003000050242 Long ABS-O CORP US N 2 2023-03-15 Floating 2.10000000 N N N N N N AVIATION CAPT GRP N/A 05369CZD2 8000000.00000000 PA USD 7995111.12000000 0.038903844504 Long STIV CORP US N 2 2019-12-13 None 0.00000000 N N N N N N HUMANA INC. N/A 44486HAE3 29750000.00000000 PA USD 29668270.21000000 0.144364443927 Long STIV CORP US N 2 2020-01-14 None 0.00000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCC0 91813000.00000000 PA USD 91940720.15000000 0.447379333033 Long DBT CORP CA N 2 2021-03-17 Floating 2.41000000 N N N N N N CarMax Auto Owner Trust N/A 14312QAC0 1230698.27000000 PA USD 1228883.61000000 0.005979691358 Long ABS-O CORP US N 2 2021-08-15 Fixed 1.40000000 N N N N N N Pentair Finance Sarl 549300H2U8U8TZPV3T89 709629AF6 3750000.00000000 PA USD 3750000.00000000 0.018247328236 Long DBT CORP LU N 2 2019-12-01 Fixed 2.65000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042NAJ6 2745000.00000000 PA USD 2753398.33000000 0.013397910158 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.92000000 N N N N N N ENI FINANCE USA INC N/A 26876ABJ1 13164979.00000000 PA USD 13106062.43000000 0.063773499479 Long STIV CORP US N 2 2020-02-18 None 0.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBA7 47466000.00000000 PA USD 47480001.52000000 0.231035512640 Long DBT CORP US N 2 2021-08-28 Floating 2.46000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YF4 39494000.00000000 PA USD 39524679.73000000 0.192325281193 Long DBT CORP US N 2 2020-01-09 Floating 3.01000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TFR1 23434000.00000000 PA USD 23558751.13000000 0.114635803922 Long DBT CORP US N 2 2021-01-08 Floating 2.57000000 N N N N N N Drive Auto Receivables Trust 5493006QMFDDMYWIAM13 26208CAN8 16792000.00000000 PA USD 17053169.33000000 0.082979940863 Long ABS-O CORP US N 2 2024-05-15 Fixed 4.16000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAS4 9237000.00000000 PA USD 9269965.38000000 0.045107226941 Long DBT CORP US N 2 2022-04-06 Floating 2.68000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AV4 130558000.00000000 PA USD 131091909.11000000 0.637887225246 Long DBT CORP US N 2 2020-11-13 Floating 2.67000000 N N N N N N PFS Financing Corp N/A 69335PCL7 13043000.00000000 PA USD 13072075.46000000 0.063608120440 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.40000000 N N N N N N BOSTON SCIENTIFIC CORP N/A 10114AB40 20229000.00000000 PA USD 20156489.15000000 0.098080552963 Long STIV CORP US N 2 2020-02-04 None 0.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVW1 36110000.00000000 PA USD 36635982.59000000 0.178269013222 Long DBT CORP US N 2 2021-04-23 Floating 3.30000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63941BAA3 13930128.30000000 PA USD 14011742.14000000 0.068180495464 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.03000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 6325C0DT5 51851000.00000000 PA USD 51924543.38000000 0.252662449755 Long DBT CORP AU N 2 2021-01-12 Floating 2.35000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BQ1 60010000.00000000 PA USD 60088666.51000000 0.292388698959 Long DBT CORP GB N 2 2021-05-18 Floating 2.50000000 N N N N N N TELUS CORP N/A 87974PB44 9210000.00000000 PA USD 9176986.76000000 0.044654797235 Long STIV CORP CA N 2 2020-02-04 None 0.00000000 N N N N N N CIGNA CORPORATION N/A 12553NBS3 87282000.00000000 PA USD 86852164.95000000 0.422618656504 Long STIV CORP US N 2 2020-02-26 None 0.00000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JHQ6 9618000.00000000 PA USD 9639040.34000000 0.046903128791 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.67000000 N N N N N N Express Scripts Holding Co 5493003UA6VMND084504 30219GAS7 10304000.00000000 PA USD 10305533.13000000 0.050146252179 Long DBT CORP US N 2 2020-11-30 Floating 2.66000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066MAB2 7691735.50000000 PA USD 7714327.67000000 0.037537565098 Long ABS-O CORP US N 2 2022-01-18 Fixed 3.11000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 05252ADC2 11750000.00000000 PA USD 11796232.84000000 0.057399928689 Long DBT CORP AU N 2 2021-05-17 Floating 2.36000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DH4 33492000.00000000 PA USD 33524762.88000000 0.163129960618 Long DBT CORP US N 2 2020-05-04 Floating 2.29000000 N N N N N N CONSTELLATION BRANDS INC N/A 21037CAQ9 5518000.00000000 PA USD 5501752.58000000 0.026771276054 Long STIV CORP US N 2 2020-01-24 None 0.00000000 N N N N N N CPS Auto Trust N/A 12636AAC8 2868867.99000000 PA USD 2872672.68000000 0.013978293682 Long ABS-O CORP US N 2 2022-06-15 Fixed 3.27000000 N N N N N N CPS Auto Trust N/A 12636AAD6 5325000.00000000 PA USD 5436999.13000000 0.026456188732 Long ABS-O CORP US N 2 2022-06-15 Fixed 5.92000000 N N N N N N World Omni Automobile Lease Securitization Trust N/A 98162KAE3 1353000.00000000 PA USD 1353413.21000000 0.006585646688 Long ABS-O CORP US N 2 2022-08-15 Fixed 2.48000000 N N N N N N KEURIG DR PEPPER DYTQ8KRTKO7Y2BVU5K74 49271KZ64 75000000.00000000 PA USD 74981416.50000000 0.364856138269 Long STIV CORP US N 2 2019-12-06 None 0.00000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29373LAB7 8553331.57000000 PA USD 8593997.53000000 0.041817998344 Long ABS-O CORP US N 2 2023-10-20 Fixed 2.87000000 N N N N N N AVIATION CAPT GRP N/A 05369CZ67 68578000.00000000 PA USD 68562480.96000000 0.333621891942 Long STIV CORP US N 2 2019-12-06 None 0.00000000 N N N N N N Regions Bank/Birmingham AL EQTWLK1G7ODGC2MGLV11 759187CE5 52991000.00000000 PA USD 53014024.06000000 0.257963812842 Long DBT CORP US N 2 2021-08-13 Floating 2.40000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YY3 14800000.00000000 PA USD 14726722.98000000 0.071659559483 Long DBT CORP US N 2 2021-04-05 Floating 2.85000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAV7 77657000.00000000 PA USD 77801174.88000000 0.378576953391 Long DBT CORP US N 2 2021-04-12 Floating 2.41000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5Z6 45775000.00000000 PA USD 45994550.17000000 0.223807374410 Long DBT CORP US N 2 2022-09-09 Floating 2.80000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159LH7 28611000.00000000 PA USD 28721644.75000000 0.139758207798 Long DBT CORP CA N 2 2021-04-20 Floating 2.41000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529UAE1 2783994.87000000 PA USD 2796309.59000000 0.013606714383 Long ABS-O CORP US N 2 2022-08-12 Fixed 4.26000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 000000000 2808000.00000000 PA USD 2808842.40000000 0.013667698463 Long DBT CORP US N 2 2020-03-28 Fixed 2.50000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBC9 14116000.00000000 PA USD 14148435.74000000 0.068845640261 Long ABS-O CORP US N 2 2023-10-15 Floating 2.37000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066FAE1 6002669.05000000 PA USD 6003486.61000000 0.029212690862 Long ABS-O CORP US N 2 2022-07-18 Fixed 2.04000000 N N N N N N DUPONT DE NEMOURS INC N/A 26082MA23 50842000.00000000 PA USD 50750060.88000000 0.246947471706 Long STIV CORP US N 2 2020-01-02 None 0.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38143U8G9 18443000.00000000 PA USD 18781490.65000000 0.091389873242 Long DBT CORP US N 2 2021-02-25 Floating 3.68000000 N N N N N N CAMPBELL SOUP CO. N/A 13443CB67 50000000.00000000 PA USD 49814850.00000000 0.242396778400 Long STIV CORP US N 2 2020-02-06 None 0.00000000 N N N N N N Master Credit Card Trust II 549300G7G68IV2D8IM76 576339BG9 932000.00000000 PA USD 932276.06000000 0.004536412606 Long ABS-O CORP CA N 2 2021-07-21 Fixed 2.56000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XX29 70329000.00000000 PA USD 70520583.93000000 0.343149931306 Long DBT CORP CA N 2 2021-01-25 Floating 2.34000000 N N N N N N CPS Auto Trust N/A 12655CAA4 1999738.48000000 PA USD 2001633.03000000 0.009739854641 Long ABS-O CORP US N 2 2021-09-15 Fixed 2.87000000 N N N N N N MUFG Union Bank NA OX3PU53ZLPQKJ4700D47 90520EAJ0 46977000.00000000 PA USD 47069303.23000000 0.229037073573 Long DBT CORP US N 2 2022-03-07 Floating 2.70000000 N N N N N N Flagship Credit Auto Trust N/A 33843RAA0 520083.11000000 PA USD 519704.33000000 0.002528857465 Long ABS-O CORP US N 2 2022-04-15 Fixed 2.07000000 N N N N N N Synchrony Credit Card Master Note Trust 549300G1V1M796QIYC04 87165LAF8 31270000.00000000 PA USD 31297386.27000000 0.152291648056 Long ABS-O CORP US N 2 2023-03-15 Fixed 2.37000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BB4 30325000.00000000 PA USD 30340503.66000000 0.147635501104 Long DBT CORP US N 2 2020-03-16 Floating 2.62000000 N N N N N N Drive Auto Receivables Trust N/A 26209AAD3 44367000.00000000 PA USD 44365451.59000000 0.215880255339 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.16000000 N N N N N N Flagship Credit Auto Trust N/A 33844KAA4 384281.83000000 PA USD 384128.27000000 0.001869150567 Long ABS-O CORP US N 2 2021-10-15 Fixed 1.88000000 N N N N N N CPS Auto Trust N/A 12595PAA8 1058259.77000000 PA USD 1058707.20000000 0.005151620742 Long ABS-O CORP US N 2 2021-09-15 Fixed 2.72000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWD2 109330000.00000000 PA USD 110522093.87000000 0.537795446460 Long DBT CORP US N 2 2022-04-26 Floating 3.05000000 N N N N N N Engs Commercial Finance Trust N/A 29332JAB2 45602.04000000 PA USD 45641.50000000 0.000222089448 Long ABS-O CORP US N 2 2022-02-22 Fixed 2.63000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2Z1 45874000.00000000 PA USD 45938304.34000000 0.223533684778 Long DBT CORP US N 2 2021-03-08 Floating 2.41000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DP6 92015000.00000000 PA USD 92408570.24000000 0.449655870141 Long DBT CORP US N 2 2021-11-05 Floating 2.56000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 48125LRS3 93584000.00000000 PA USD 93639486.89000000 0.455645454180 Long DBT CORP US N 2 2021-02-19 Floating 2.27000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285CAA9 13300000.00000000 PA USD 13499263.26000000 0.065686796708 Long ABS-O CORP US N 2 2023-09-15 Fixed 4.38000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BD0 35585000.00000000 PA USD 35586638.69000000 0.173162953869 Long DBT CORP US N 2 2021-01-15 Floating 2.50000000 N N N N N N ACC Trust N/A 00085MAA7 9177543.81000000 PA USD 9230409.22000000 0.044914748478 Long ABS-O CORP US N 2 2022-05-20 Fixed 3.75000000 N N N N N N Verizon Owner Trust N/A 92348NAB3 5164000.00000000 PA USD 5173917.46000000 0.025176045376 Long ABS-O CORP US N 2 2021-09-20 Fixed 2.45000000 N N N N N N MONDELEZ INTL INC N/A 60920VBM3 27552000.00000000 PA USD 27424902.62000000 0.133448319989 Long STIV CORP US N 2 2020-02-21 None 0.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285MAF6 46221000.00000000 PA USD 46441104.40000000 0.225980286840 Long ABS-O CORP US N 2 2023-01-17 Fixed 3.27000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUW7 18421000.00000000 PA USD 18489455.01000000 0.089968841194 Long DBT CORP US N 2 2021-06-07 Floating 2.50000000 N N N N N N GE Capital International Funding Co Unlimited Co 549300G6UZOB126GBY72 36164QMS4 5885000.00000000 PA USD 5880403.34000000 0.028613773308 Long DBT CORP IE N 2 2020-11-15 Fixed 2.34000000 N N N N N N CONSTELLATION BRANDS INC N/A 21037CAF3 16338000.00000000 PA USD 16297064.16000000 0.079300767738 Long STIV CORP US N 2 2020-01-15 None 0.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEB8 6937000.00000000 PA USD 7045711.46000000 0.034284109245 Long DBT CORP US N 2 2021-04-21 Floating 3.37000000 N N N N N N CANADIAN PACIFIC 54930036474DURYNB481 13645XZK0 18447502.00000000 PA USD 18428250.00000000 0.089671020419 Long STIV CORP US N 2 2019-12-19 None 0.00000000 N N N N N N ENI FINANCE USA INC N/A 26876AAH6 15357480.00000000 PA USD 15317448.12000000 0.074534000957 Long STIV CORP US N 2 2020-01-17 None 0.00000000 N N N N N N ROGERS COMMUNICATIONS N/A 77511LA94 131968000.00000000 PA USD 131693096.54000000 0.640812575744 Long STIV CORP CA N 2 2020-01-09 None 0.00000000 N N N N N N Barclays Dryrock Issuance Trust 213800R4G3N2G68CHU37 06742LAQ6 8533000.00000000 PA USD 8536399.55000000 0.041537729212 Long ABS-O CORP US N 2 2024-07-15 Floating 2.10000000 N N N N N N ING Bank NV 3TK20IVIUJ8J3ZU0QE75 44987CAH1 1700000.00000000 PA USD 1710567.15000000 0.008323541401 Long DBT CORP NL N 2 2020-08-17 Floating 2.87000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159JY3 31350000.00000000 PA USD 31420281.68000000 0.152889651492 Long DBT CORP CA N 2 2020-07-14 Floating 2.39000000 N N N N N N Master Credit Card Trust II 549300G7G68IV2D8IM76 576339BU8 9053000.00000000 PA USD 9114690.76000000 0.044351667752 Long ABS-O CORP CA N 2 2022-01-21 Fixed 3.40000000 N N N N N N AmeriCredit Automobile Receivables Trust 54930070NSV60J38I987 03065DAE7 499555.42000000 PA USD 499395.96000000 0.002430037867 Long ABS-O CORP US N 2 2021-10-08 Fixed 1.80000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 36256XAB8 28763519.69000000 PA USD 28848095.94000000 0.140373513497 Long ABS-O CORP US N 2 2022-03-16 Fixed 2.99000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFK9 3500000.00000000 PA USD 3509049.08000000 0.017074872096 Long DBT CORP US N 2 2021-01-22 Floating 2.20000000 N N N N N N BOSTON SCIENTIFIC CORP N/A 10114AAQ2 22796000.00000000 PA USD 22722837.61000000 0.110568287022 Long STIV CORP US N 2 2020-01-24 None 0.00000000 N N N N N N SoFi Professional Loan Program LLC N/A 83404RAA6 7105261.73000000 PA USD 7115285.12000000 0.034622651488 Long ABS-O CORP US N 2 2047-08-25 Fixed 2.64000000 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881DX7 23339000.00000000 PA USD 23337121.21000000 0.113557362883 Long ABS-O CORP CA N 2 2022-04-15 Fixed 1.98000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAC0 165747000.00000000 PA USD 165963763.93000000 0.807572073543 Long DBT CORP US N 2 2021-03-09 Floating 2.65000000 N N N N N N MARRIOTT INTERNATION 225YDZ14ZO8E1TXUSU86 57163TAU3 46074000.00000000 PA USD 45906213.70000000 0.223377533193 Long STIV CORP US N 2 2020-01-28 None 0.00000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5U7 37974000.00000000 PA USD 38116554.78000000 0.185473409683 Long DBT CORP US N 2 2021-10-22 Floating 2.46000000 N N N N N N ENTERGY CORP N/A 29366EAH9 32000000.00000000 PA USD 31908817.92000000 0.155266846459 Long STIV CORP US N 2 2020-01-17 None 0.00000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976CAC0 12196000.00000000 PA USD 12303872.40000000 0.059870079536 Long ABS-O CORP US N 2 2023-06-20 Fixed 3.27000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 05252ACY5 9405000.00000000 PA USD 9422956.78000000 0.045851676086 Long DBT CORP AU N 2 2020-11-09 Floating 2.22000000 N N N N N N CRH AMERICA FINANCE IN N/A 12636DZ50 59736000.00000000 PA USD 59724749.92000000 0.290617897501 Long STIV CORP US N 2 2019-12-05 None 0.00000000 N N N N N N ROYAL CARIBBEAN CRUISE N/A 78015FAN5 13801000.00000000 PA USD 13759942.03000000 0.066955247662 Long STIV CORP LR N 2 2020-01-22 None 0.00000000 N N N N N N First Investors Auto Owner Trust N/A 32058RAA2 48869746.48000000 PA USD 48887935.80000000 0.237886456358 Long ABS-O CORP US N 2 2024-09-16 Fixed 2.21000000 N N N N N N SoFi Professional Loan Program LLC N/A 83404KAB9 823861.10000000 PA USD 822942.58000000 0.004004400900 Long ABS-O CORP US N 2 2040-11-26 Fixed 1.86000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066LAB4 11027383.26000000 PA USD 11043507.50000000 0.053737201662 Long ABS-O CORP US N 2 2021-11-18 Fixed 2.86000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166LAC4 3825000.00000000 PA USD 3867512.58000000 0.018819139068 Long ABS-O CORP US N 2 2022-06-15 Fixed 4.22000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBJ7 62175000.00000000 PA USD 62300646.97000000 0.303152094561 Long DBT CORP US N 2 2021-11-19 Floating 2.35000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAK4 10750000.00000000 PA USD 10767690.20000000 0.052395087314 Long DBT CORP US N 2 2020-10-20 Floating 2.27000000 N N N N N N 2019-12-26 LORD ABBETT INVESTMENT TRUST Vito Fronda Vito Fronda Treasurer