NPORT-P false 0000911507 XXXXXXXX S000055282 C000173880 C000213736 C000173881 C000173884 C000173882 C000188258 C000173883 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 2020-11-30 2020-11-30 N 21723675933.44 155737412.76 21567938520.68 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 134353398.19000000 0.00000000 0.00000000 0.00000000 USD N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAA5 10000000.00000000 PA USD 10743189.20000000 0.049810922771 Long DBT CORP BM N 2 2022-11-01 Fixed 5.00000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAW8 10199000.00000000 PA USD 10773110.18000000 0.049949651746 Long DBT CORP NL N 2 2022-09-01 Fixed 3.88000000 N N N N N N Cabot Corp K05C0SER542GQ6VLRO68 12705WM33 44799000.00000000 PA USD 44798427.47000000 0.207708434568 Long STIV CORP US N 2 2020-12-03 None 0.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903AZ6 46980000.00000000 PA USD 46980000.00000000 0.217823321199 Long DBT CORP US N 2 2020-12-01 Floating 0.85000000 N N N N N N Nissan Auto Lease Trust N/A 65480EAB7 132942000.00000000 PA USD 133018056.12000000 0.616739777853 Long ABS-O CORP US N 2 2022-12-15 Fixed 0.34000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285GAF9 27436482.86000000 PA USD 27699423.14000000 0.128428700375 Long ABS-O CORP US N 2 2023-08-15 Fixed 3.51000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BG3 32286000.00000000 PA USD 32224550.38000000 0.149409505915 Long DBT CORP US N 2 2021-03-15 Floating 0.77000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 1518T2M19 50845000.00000000 PA USD 50845000.00000000 0.235743439046 Long STIV CORP US N 2 2020-12-01 None 0.00000000 N N N N N N Hyundai Auto Receivables Trust N/A 44933FAB2 25489000.00000000 PA USD 25511185.63000000 0.118282911487 Long ABS-O CORP US N 2 2023-03-15 Fixed 0.38000000 N N N N N N CANADIAN TIRE N/A 13668LM30 16942000.00000000 PA USD 16941811.77000000 0.078550909043 Long STIV CORP CA N 2 2020-12-03 None 0.00000000 N N N N N N Tesla Auto Lease Trust N/A 88165GAC4 49529000.00000000 PA USD 50677963.84000000 0.234968973930 Long ABS-O CORP US N 2 2022-10-20 Fixed 2.16000000 N N N N N N BMW Floorplan Master Owner Trust N/A 05564UAM2 17792000.00000000 PA USD 18023488.15000000 0.083566114270 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.15000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CL7 5339000.00000000 PA USD 5351921.98000000 0.024814249052 Long ABS-O CORP US N 2 2023-12-15 Floating 0.41000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AS3 17524000.00000000 PA USD 17525688.79000000 0.081258061697 Long DBT CORP US N 2 2021-02-26 Floating 0.83000000 N N N N N N American Credit Acceptance Receivables Trust N/A 025297AA0 36472964.23000000 PA USD 36511005.53000000 0.169283705510 Long ABS-O CORP US N 2 2023-10-13 Fixed 0.62000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159YN0 68855000.00000000 PA USD 69173227.84000000 0.320722482464 Long DBT CORP CA N 2 2023-09-15 Floating 0.63000000 N N N N N N SCF Equipment Trust LLC N/A 78411KAB0 2485488.77000000 PA USD 2493448.80000000 0.011560904615 Long ABS-O CORP US N 2 2024-10-20 Fixed 3.63000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7K4 86378000.00000000 PA USD 86528391.01000000 0.401189900124 Long DBT CORP CA N 2 2023-10-26 Floating 0.53000000 N N N N N N Flagship Credit Auto Trust N/A 33844QAA1 9554824.81000000 PA USD 9629102.11000000 0.044645444907 Long ABS-O CORP US N 2 2024-07-15 Fixed 1.49000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89239AAD5 17300944.71000000 PA USD 17627572.71000000 0.081730447687 Long ABS-O CORP US N 2 2023-07-17 Fixed 2.91000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AQ1 8807000.00000000 PA USD 9062545.41000000 0.042018598121 Long DBT CORP GB N 2 2022-06-12 Fixed 2.38000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFQ6 136045000.00000000 PA USD 136357417.82000000 0.632222767554 Long DBT CORP US N 2 2022-07-22 Floating 0.67000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWU4 135220000.00000000 PA USD 136347003.26000000 0.632174480325 Long DBT CORP US N 2 2023-02-23 Floating 0.96000000 N N N N N N Flagship Credit Auto Trust N/A 33844PAA3 4194501.84000000 PA USD 4217338.81000000 0.019553740873 Long ABS-O CORP US N 2 2023-02-15 Fixed 3.07000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DV3 66291000.00000000 PA USD 66740956.13000000 0.309445226144 Long DBT CORP US N 2 2022-02-15 Floating 1.12000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2B6 35572000.00000000 PA USD 36759272.42000000 0.170434797858 Long DBT CORP CH N 2 2022-04-08 Fixed 2.80000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CD6 46357000.00000000 PA USD 46395658.96000000 0.215114017111 Long DBT CORP US N 2 2022-08-19 Floating 0.46000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AS0 27275000.00000000 PA USD 27299993.45000000 0.126576739931 Long DBT CORP US N 2 2023-11-01 Floating 0.68000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BR0 48933000.00000000 PA USD 49131562.28000000 0.227799064954 Long DBT CORP GB N 2 2022-09-10 Floating 1.45000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36257AAD3 13304205.73000000 PA USD 13388809.84000000 0.062077373909 Long ABS-O CORP US N 2 2022-03-21 Fixed 2.67000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36259KAB3 1239672.55000000 PA USD 1245921.24000000 0.005776728447 Long ABS-O CORP US N 2 2022-04-20 Fixed 1.67000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2Z1 45874000.00000000 PA USD 45907641.70000000 0.212851319359 Long DBT CORP US N 2 2021-03-08 Floating 0.55000000 N N N N N N CPS Auto Trust N/A 12597TAA8 16820430.39000000 PA USD 16830305.66000000 0.078033909656 Long ABS-O CORP US N 2 2024-03-15 Fixed 0.63000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464GL8 30616000.00000000 PA USD 30791570.51000000 0.142765477936 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.07000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790AN74 89776000.00000000 PA USD 89723406.52000000 0.416003627022 Long STIV CORP US N 2 2021-01-07 None 0.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167YAA9 14982459.63000000 PA USD 15020985.53000000 0.069644975645 Long ABS-O CORP US N 2 2023-08-15 Fixed 1.13000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14918GM29 55592000.00000000 PA USD 55589606.21000000 0.257741861405 Long STIV CORP US N 2 2020-12-02 None 0.00000000 N N N N N N MANUF & TRADERS TRUST CO WWB2V0FCW3A0EE3ZJN75 55279HAS9 17447000.00000000 PA USD 17452666.26000000 0.080919491880 Long DBT CORP US N 2 2021-01-25 Floating 0.48000000 N N N N N N WALT DISNEY CO N/A 2546R2S72 10935000.00000000 PA USD 10919258.41000000 0.050627269729 Long STIV CORP US N 2 2021-05-07 None 0.00000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58769QAC5 7024000.00000000 PA USD 7118610.47000000 0.033005520964 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.00000000 N N N N N N DLL Securitization Trust 549300L4WVT3M77GS330 23342AAC0 3743323.27000000 PA USD 3756099.98000000 0.017415201626 Long ABS-O CORP US N 2 2022-04-18 Fixed 3.10000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFY0 20910000.00000000 PA USD 21101814.96000000 0.097838812642 Long DBT CORP US N 2 2022-10-21 Floating 1.39000000 N N N N N N Dell Equipment Finance Trust N/A 24704GAB9 37598000.00000000 PA USD 37674891.67000000 0.174680077253 Long ABS-O CORP US N 2 2022-10-24 Fixed 0.47000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DP6 99774000.00000000 PA USD 100176490.31000000 0.464469472657 Long DBT CORP US N 2 2021-11-05 Floating 0.89000000 N N N N N N Emera US Finance LP N/A 29103DAF3 10196000.00000000 PA USD 10296208.53000000 0.047738491651 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEE2 237228000.00000000 PA USD 237577809.29000000 1.101532300188 Long DBT CORP US N 2 2022-01-20 Floating 1.40000000 N N N N N N DLL Securitization Trust N/A 23291RAB6 27075887.42000000 PA USD 27191517.70000000 0.126073790844 Long ABS-O CORP US N 2 2022-01-20 Fixed 2.13000000 N N N N N N Drive Auto Receivables Trust N/A 26208KAF7 2687940.44000000 PA USD 2704338.76000000 0.012538698389 Long ABS-O CORP US N 2 2024-09-16 Fixed 3.72000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDA4 17591000.00000000 PA USD 17864298.88000000 0.082828031352 Long DBT CORP US N 2 2021-08-15 Variable 2.72000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528CAC6 3714544.21000000 PA USD 3722952.45000000 0.017261512714 Long ABS-O CORP US N 2 2023-04-12 Fixed 3.32000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532TAD4 14892896.05000000 PA USD 15134589.88000000 0.070171703547 Long ABS-O CORP US N 2 2023-04-15 Fixed 3.24000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAH0 47067000.00000000 PA USD 48551815.59000000 0.225111062624 Long DBT CORP SE N 2 2022-03-14 Fixed 2.80000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAU2 70177000.00000000 PA USD 70258314.09000000 0.325753497593 Long DBT CORP US N 2 2022-02-19 Floating 0.76000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45856WM71 33082000.00000000 PA USD 33080952.29000000 0.153380223419 Long STIV CORP US N 2 2020-12-07 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06739FFU0 29556000.00000000 PA USD 30971014.78000000 0.143597473399 Long DBT CORP GB N 2 2021-06-12 Fixed 10.18000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BV4 41082000.00000000 PA USD 41175255.73000000 0.190909556286 Long DBT CORP US N 2 2023-09-29 Floating 0.74000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAC7 25501000.00000000 PA USD 25560776.64000000 0.118512840786 Long DBT CORP US N 2 2021-06-25 Floating 0.86000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046TP16 64444000.00000000 PA USD 64367198.87000000 0.298439272757 Long STIV CORP US N 2 2021-02-01 None 0.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AM2 4836000.00000000 PA USD 4894020.10000000 0.022691181613 Long DBT CORP GB N 2 2021-04-15 Fixed 4.13000000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11134NAL9 3122723.72000000 PA USD 3122723.72000000 0.014478545165 Long LON CORP US N 2 2022-11-04 None 0.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065DAG2 6489000.00000000 PA USD 6558046.85000000 0.030406461163 Long ABS-O CORP US N 2 2022-09-08 Fixed 2.71000000 N N N N N N DOLLARAMA INC. N/A 25675LM35 13367000.00000000 PA USD 13366844.01000000 0.061975529080 Long STIV CORP CA N 2 2020-12-03 None 0.00000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AV7 36977000.00000000 PA USD 37169842.82000000 0.172338412335 Long DBT CORP US N 2 2022-07-01 Fixed 0.63000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58769VAB6 55266000.00000000 PA USD 55339216.40000000 0.256580926113 Long ABS-O CORP US N 2 2023-03-15 Fixed 0.46000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAS4 9237000.00000000 PA USD 9280447.34000000 0.043028902976 Long DBT CORP US N 2 2022-04-06 Floating 0.87000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041LAB8 14127656.06000000 PA USD 14202738.90000000 0.065851165545 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.57000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WYH0 108871000.00000000 PA USD 109656435.68000000 0.508423350589 Long DBT CORP CA N 2 2023-03-10 Floating 0.77000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCB2 21995000.00000000 PA USD 22896995.59000000 0.106162188695 Long DBT CORP GB N 2 2022-11-06 Fixed 2.50000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92868JAB2 46569338.59000000 PA USD 46700058.72000000 0.216525370170 Long ABS-O CORP US N 2 2022-12-20 Fixed 0.93000000 N N N N N N Capital One Prime Auto Receivables Trust N/A 14043TAD8 37555347.49000000 PA USD 37710150.63000000 0.174843555835 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.06000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAJ3 37086000.00000000 PA USD 37091914.85000000 0.171977098388 Long DBT CORP US N 2 2022-02-18 Floating 0.40000000 N N N N N N Ford Credit Auto Owner Trust N/A 34528GAJ5 7185707.98000000 PA USD 7206785.10000000 0.033414343670 Long ABS-O CORP US N 2 2022-10-15 Fixed 1.03000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LSX0 14000000.00000000 PA USD 14119063.28000000 0.065463202551 Long DBT CORP US N 2 2022-06-27 Floating 0.96000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665JM80 18000000.00000000 PA USD 17999299.98000000 0.083453965536 Long STIV CORP US N 2 2020-12-08 None 0.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790ANC3 91835000.00000000 PA USD 91778215.67000000 0.425530773754 Long STIV CORP US N 2 2021-01-12 None 0.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166LAC4 864894.92000000 PA USD 869960.09000000 0.004033580164 Long ABS-O CORP US N 2 2022-06-15 Fixed 4.22000000 N N N N N N WALT DISNEY CO N/A 2546R2QS8 8727000.00000000 PA USD 8718226.49000000 0.040422159408 Long STIV CORP US N 2 2021-03-26 None 0.00000000 N N N N N N CPS Auto Trust N/A 12597TAB6 3880000.00000000 PA USD 3890971.09000000 0.018040533110 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.01000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCC0 91813000.00000000 PA USD 91882150.80000000 0.426012670204 Long DBT CORP CA N 2 2021-03-17 Floating 0.52000000 N N N N N N MANUF & TRADERS TRUST CO WWB2V0FCW3A0EE3ZJN75 564759PS1 40097000.00000000 PA USD 40119273.48000000 0.186013482195 Long DBT CORP US N 2 2020-12-28 Variable 1.36000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 6325C0DV0 4611000.00000000 PA USD 4631180.09000000 0.021472520823 Long DBT CORP AU N 2 2021-09-20 Floating 0.81000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CE7 45206000.00000000 PA USD 45496784.43000000 0.210946374807 Long DBT CORP US N 2 2022-05-20 Floating 0.84000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AX7 42506000.00000000 PA USD 42509862.10000000 0.197097474379 Long DBT CORP US N 2 2021-03-01 Floating 0.88000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36254MAD0 4796650.35000000 PA USD 4807033.18000000 0.022287865738 Long ABS-O CORP US N 2 2022-05-16 Fixed 1.97000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046TNU4 28449000.00000000 PA USD 28412332.37000000 0.131734112385 Long STIV CORP US N 2 2021-01-28 None 0.00000000 N N N N N N Dell Equipment Finance Trust N/A 24704GAC7 49519000.00000000 PA USD 49693841.69000000 0.230406080035 Long ABS-O CORP US N 2 2023-10-23 Fixed 0.57000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TFR1 23434000.00000000 PA USD 23447620.78000000 0.108715168848 Long DBT CORP US N 2 2021-01-08 Floating 0.77000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAF6 52227000.00000000 PA USD 52460386.79000000 0.243233198850 Long DBT CORP GB N 2 2022-06-24 Floating 0.78000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DB7 36795000.00000000 PA USD 37014479.97000000 0.171618070658 Long DBT CORP US N 2 2021-02-22 Fixed 3.00000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550UAA9 5092000.00000000 PA USD 5099986.29000000 0.023646146269 Long DBT CORP CH N 2 2022-02-04 Floating 0.53000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CB8 2695000.00000000 PA USD 2699816.75000000 0.012517732037 Long DBT CORP US N 2 2021-04-16 Floating 0.77000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CAL8 37017000.00000000 PA USD 37127326.58000000 0.172141285289 Long DBT CORP US N 2 2021-06-28 Floating 0.75000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813KAC6 105418000.00000000 PA USD 105641401.83000000 0.489807599037 Long ABS-O CORP US N 2 2024-10-18 Fixed 0.37000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGZ2 92417000.00000000 PA USD 93620480.97000000 0.434072458432 Long DBT CORP US N 2 2022-05-26 Fixed 1.15000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GA9 59859000.00000000 PA USD 59884212.01000000 0.277653851584 Long DBT CORP US N 2 2023-07-28 Floating 0.60000000 N N N N N N HITACHI INTRNL TRSY 549300CGU7TX0W29IM37 4335Q2M18 53614000.00000000 PA USD 53614000.00000000 0.248581940033 Long STIV CORP SG N 2 2020-12-01 None 0.00000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89236XAB2 160460000.00000000 PA USD 160492380.83000000 0.744124806717 Long ABS-O CORP US N 2 2023-05-15 Fixed 0.23000000 N N N N N N HEALTHPEAK PPTYS INC N/A 42250QM32 114535000.00000000 PA USD 114533600.39000000 0.531036381989 Long STIV CORP US N 2 2020-12-03 None 0.00000000 N N N N N N Mercedes-Benz Master Owner Trust N/A 58768UAK9 20435000.00000000 PA USD 20462558.64000000 0.094874893214 Long ABS-O CORP US N 2 2023-05-15 Floating 0.48000000 N N N N N N Hitachi America Capital Ltd 549300FT5PAYBG3RQJ06 4335P2M27 97994000.00000000 PA USD 97993591.37000000 0.454348436110 Long STIV CORP US N 2 2020-12-02 None 0.00000000 N N N N N N Trillium Credit Card Trust II 549300P7QN1SDIOQVL28 89621AAP4 55368000.00000000 PA USD 55593635.67000000 0.257760544044 Long ABS-O CORP CA N 2 2024-01-26 Fixed 3.04000000 N N N N N N Barclays Dryrock Issuance Trust 213800R4G3N2G68CHU37 06742LAQ6 8533000.00000000 PA USD 8548330.39000000 0.039634434147 Long ABS-O CORP US N 2 2024-07-15 Floating 0.47000000 N N N N N N NUTRITION & BIOSCIENCES N/A 67079BAA8 9798000.00000000 PA USD 9836699.16000000 0.045607971065 Long DBT CORP US N 2 2022-09-15 Fixed 0.70000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEF2 71666000.00000000 PA USD 72020811.92000000 0.333925339461 Long DBT CORP US N 2 2023-01-13 Floating 0.65000000 N N N N N N Ally Auto Receivables Trust N/A 02007TAB1 10222632.56000000 PA USD 10255665.97000000 0.047550515595 Long ABS-O CORP US N 2 2022-10-17 Fixed 1.93000000 N N N N N N PFS Financing Corp. N/A 69335PDV4 25175000.00000000 PA USD 25333914.67000000 0.117460992601 Long ABS-O CORP US N 2 2024-08-15 Fixed 0.93000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDJ9 36787000.00000000 PA USD 36993734.48000000 0.171521883950 Long DBT CORP US N 2 2022-07-12 Floating 0.66000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BG8 12239000.00000000 PA USD 12681277.56000000 0.058796892191 Long DBT CORP JP N 2 2022-03-07 Fixed 3.22000000 N N N N N N Tesla Auto Lease Trust N/A 88167HAB2 17018000.00000000 PA USD 17050637.12000000 0.079055479055 Long ABS-O CORP US N 2 2023-05-22 Fixed 0.55000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAX3 81609000.00000000 PA USD 82258932.44000000 0.381394505372 Long DBT CORP US N 2 2022-08-15 Floating 1.10000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36256UAD0 10634104.72000000 PA USD 10691524.63000000 0.049571379386 Long ABS-O CORP US N 2 2021-12-20 Fixed 2.98000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34531FAA1 20898000.00000000 PA USD 21467428.70000000 0.099533985037 Long ABS-O CORP US N 2 2028-08-15 Fixed 2.62000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAL3 53743000.00000000 PA USD 55541616.98000000 0.257519358777 Long DBT CORP US N 2 2021-07-28 Fixed 5.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166JAE5 318923.01000000 PA USD 321240.88000000 0.001489437109 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.95000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAQ3 46435000.00000000 PA USD 48225645.04000000 0.223598769042 Long DBT CORP JP N 2 2022-07-12 Fixed 2.78000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BM0 77506000.00000000 PA USD 80174757.90000000 0.371731205664 Long DBT CORP US N 2 2022-08-01 Fixed 2.50000000 N N N N N N Ford Credit Auto Lease Trust N/A 34531RAB3 43095000.00000000 PA USD 43156358.66000000 0.200094963265 Long ABS-O CORP US N 2 2022-12-15 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAR2 267499000.00000000 PA USD 267415406.56000000 1.239874670004 Long DBT UST US N 2 2022-10-31 Fixed 0.13000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAJ7 182953000.00000000 PA USD 183838858.43000000 0.852371024025 Long DBT CORP US N 2 2022-07-22 Floating 1.15000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89231PAD0 10943198.54000000 PA USD 11134011.81000000 0.051622976388 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.18000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29373LAC5 11752000.00000000 PA USD 11940939.25000000 0.055364304931 Long ABS-O CORP US N 2 2023-10-20 Fixed 3.10000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVW1 25700000.00000000 PA USD 25802169.32000000 0.119632060779 Long DBT CORP US N 2 2021-04-23 Floating 1.57000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBM6 16539000.00000000 PA USD 16672944.40000000 0.077304302328 Long DBT CORP US N 2 2022-03-09 Floating 1.19000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGS7 25716000.00000000 PA USD 27299223.54000000 0.126573170235 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8G9 49500000.00000000 PA USD 49700711.61000000 0.230437932500 Long DBT CORP US N 2 2021-02-25 Floating 1.98000000 N N N N N N SCF Equipment Trust Llc N/A 784034AA8 14576926.36000000 PA USD 14688068.14000000 0.068101400260 Long ABS-O CORP US N 2 2024-06-20 Fixed 2.22000000 N N N N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 257375AM7 52836000.00000000 PA USD 52976492.51000000 0.245626129076 Long DBT CORP US N 2 2021-06-15 Floating 0.85000000 N N N N N N Conn Funding II, L.P N/A 20824LAA3 3642902.28000000 PA USD 3644851.23000000 0.016899395491 Long ABS-O CORP US N 2 2024-06-17 Fixed 2.66000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AV2 47125000.00000000 PA USD 47136106.42000000 0.218547110447 Long DBT CORP US N 2 2020-12-20 Floating 0.78000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAD2 45731000.00000000 PA USD 46089477.53000000 0.213694403319 Long DBT CORP NO N 2 2022-12-02 Floating 0.85000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAG2 36966000.00000000 PA USD 37588352.92000000 0.174278839324 Long DBT CORP CH N 2 2022-02-01 Floating 1.74000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GKW3 139903000.00000000 PA USD 141109177.91000000 0.654254358962 Long DBT CORP CA N 2 2023-03-17 Floating 0.88000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BG6 27273000.00000000 PA USD 27324235.88000000 0.126689140243 Long DBT CORP US N 2 2022-11-23 Fixed 0.75000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 93142WPS6 72767000.00000000 PA USD 72725377.28000000 0.337192065019 Long STIV CORP US N 2 2021-02-26 None 0.00000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q3D9 50440000.00000000 PA USD 50505691.04000000 0.234170229072 Long DBT CORP US N 2 2021-11-12 Floating 0.41000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LTA9 2388000.00000000 PA USD 2393794.43000000 0.011098855960 Long DBT CORP US N 2 2021-06-11 Floating 0.73000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAF1 4714000.00000000 PA USD 4775638.43000000 0.022142303611 Long DBT CORP US N 2 2021-04-01 Fixed 4.88000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFT3 10500000.00000000 PA USD 10832604.30000000 0.050225496932 Long ABS-O CORP US N 2 2024-12-15 Fixed 2.84000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAM2 22090000.00000000 PA USD 22704380.78000000 0.105269127868 Long DBT CORP JP N 2 2022-01-11 Fixed 2.85000000 N N N N N N Bank of America Credit Card Trust 5493006DQ60M1CRKHH19 05522RDA3 30475000.00000000 PA USD 31026000.19000000 0.143852413897 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.10000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 01265QN89 18013000.00000000 PA USD 18003493.10000000 0.083473406986 Long STIV CORP US N 2 2021-01-08 None 0.00000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBB9 68896000.00000000 PA USD 69076692.85000000 0.320274896851 Long DBT CORP AU N 2 2021-08-06 Floating 0.68000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BB8 21551000.00000000 PA USD 21588874.16000000 0.100097068337 Long DBT CORP US N 2 2021-11-05 Floating 0.94000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 09702LM28 48000000.00000000 PA USD 47997466.56000000 0.222540816842 Long STIV CORP US N 2 2020-12-02 None 0.00000000 N N N N N N MANUF & TRADERS TRUST CO WWB2V0FCW3A0EE3ZJN75 564759QB7 53378000.00000000 PA USD 53455094.38000000 0.247845172262 Long DBT CORP US N 2 2021-12-01 Variable 0.87000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEU9 29578000.00000000 PA USD 31382059.83000000 0.145503288596 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAE1 10065000.00000000 PA USD 9896403.50000000 0.045884790938 Long DBT CORP US N 2 2021-07-30 Floating 0.88000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AW2 34811000.00000000 PA USD 34982991.40000000 0.162199050068 Long DBT CORP US N 2 2021-09-24 Floating 1.08000000 N N N N N N GM Financial Automobile Leasing Trust N/A 362569AC9 88466000.00000000 PA USD 88666074.71000000 0.411101295680 Long ABS-O CORP US N 2 2023-08-21 Fixed 0.45000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BU2 27990000.00000000 PA USD 28235085.76000000 0.130912306398 Long DBT CORP US N 2 2022-06-06 Floating 1.28000000 N N N N N N PPL WEM LTD/WESTERN PWR N/A 69353UAA9 5076000.00000000 PA USD 5115434.07000000 0.023717770083 Long DBT CORP GB N 2 2021-05-01 Fixed 5.38000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34530UAA9 22256000.00000000 PA USD 22349613.19000000 0.103624243775 Long ABS-O CORP US N 2 2027-08-15 Fixed 2.31000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36259PAB2 27847058.96000000 PA USD 27936267.01000000 0.129526829758 Long ABS-O CORP US N 2 2022-10-20 Fixed 0.71000000 N N N N N N EI du Pont de Nemours and Co GLU7INWNWH88J9XBXD45 2635J4M17 83574000.00000000 PA USD 83574000.00000000 0.387491831543 Long STIV CORP US N 2 2020-12-01 None 0.00000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAE4 19428000.00000000 PA USD 20092622.17000000 0.093159678430 Long DBT CORP US N 2 2022-09-15 Fixed 2.35000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92869BAD4 14389490.96000000 PA USD 14661155.92000000 0.067976621437 Long ABS-O CORP US N 2 2023-04-20 Fixed 3.25000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65479KAD2 36447432.22000000 PA USD 37153674.11000000 0.172263445921 Long ABS-O CORP US N 2 2023-10-16 Fixed 2.90000000 N N N N N N TD AMERITRADE HOLDING CO ZI85ER3E6RXD4HPHW309 87236YAG3 23482000.00000000 PA USD 23559289.36000000 0.109232921530 Long DBT CORP US N 2 2021-11-01 Floating 0.64000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29373EAC1 11421935.11000000 PA USD 11531038.58000000 0.053463795665 Long ABS-O CORP US N 2 2023-05-20 Fixed 2.36000000 N N N N N N Capital Auto Receivables Asset Trust / Ally N/A 13976CAE6 4551000.00000000 PA USD 4631908.59000000 0.021475898522 Long ABS-O CORP US N 2 2023-12-20 Fixed 3.69000000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677QBQ1 1505000.00000000 PA USD 1514064.16000000 0.007019976241 Long DBT CORP US N 2 2022-02-01 Floating 0.85000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SL6 9758000.00000000 PA USD 9843670.56000000 0.045640294043 Long DBT CORP US N 2 2023-01-24 Floating 1.32000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042HAC4 46328487.02000000 PA USD 46656858.70000000 0.216325072770 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.15000000 N N N N N N EI du Pont de Nemours and Co GLU7INWNWH88J9XBXD45 2635J4MM1 13706000.00000000 PA USD 13700441.39000000 0.063522257247 Long STIV CORP US N 2 2020-12-21 None 0.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAA8 13859000.00000000 PA USD 13988299.34000000 0.064856914009 Long DBT CORP US N 2 2022-06-22 Fixed 1.13000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046TPG3 18553000.00000000 PA USD 18524419.10000000 0.085888686497 Long STIV CORP US N 2 2021-02-16 None 0.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFG4 42546000.00000000 PA USD 42692402.49000000 0.197943825039 Long DBT CORP US N 2 2021-10-28 Floating 0.65000000 N N N N N N CarMax Auto Owner Trust 549300LQMUNTYT3DC014 14315NAC4 14595380.93000000 PA USD 14916007.88000000 0.069158245539 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.05000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LB5 21283000.00000000 PA USD 21469191.13000000 0.099542156564 Long DBT CORP US N 2 2021-12-08 Floating 1.32000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CC8 90919000.00000000 PA USD 91065113.20000000 0.422224465786 Long DBT CORP US N 2 2022-08-19 Fixed 0.48000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCJ3 9164000.00000000 PA USD 9257276.97000000 0.042921473283 Long DBT CORP US N 2 2021-04-09 Fixed 3.55000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2X6 46220000.00000000 PA USD 46302845.65000000 0.214683687110 Long DBT CORP US N 2 2021-05-17 Floating 0.61000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AP3 9158000.00000000 PA USD 9224524.26000000 0.042769614959 Long DBT CORP GB N 2 2022-06-10 Floating 0.87000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBG9 48940000.00000000 PA USD 49102966.28000000 0.227666479264 Long DBT CORP US N 2 2022-04-14 Floating 0.76000000 N N N N N N Hyundai Auto Receivables Trust N/A 44932GAD7 1291296.26000000 PA USD 1293815.71000000 0.005998791719 Long ABS-O CORP US N 2 2022-01-18 Fixed 1.77000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513EBB6 58921000.00000000 PA USD 60653480.68000000 0.281220574798 Long DBT CORP US N 2 2022-03-15 Fixed 2.80000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCL0 22823000.00000000 PA USD 22868558.59000000 0.106030340211 Long DBT CORP CA N 2 2023-09-28 Floating 0.53000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LH2 45265000.00000000 PA USD 45703597.48000000 0.211905265939 Long DBT CORP US N 2 2022-04-25 Floating 1.17000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZG1 33232000.00000000 PA USD 32685676.22000000 0.151547521283 Long DBT CORP US N 2 2021-10-12 Floating 1.10000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45856WM89 49900000.00000000 PA USD 49898350.81000000 0.231354288969 Long STIV CORP US N 2 2020-12-08 None 0.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBK4 95119000.00000000 PA USD 95341013.45000000 0.442049727462 Long DBT CORP US N 2 2021-11-19 Floating 0.69000000 N N N N N N Capital Auto Receivables Asset Trust / Ally N/A 13976MAD6 12491170.90000000 PA USD 12576807.87000000 0.058312517248 Long ABS-O CORP US N 2 2022-06-20 Fixed 2.93000000 N N N N N N FREED ABS Trust 549300S83C1QQOPJBY76 35634BAA3 1385707.18000000 PA USD 1390221.68000000 0.006445779130 Long ABS-O CORP US N 2 2025-10-20 Fixed 3.99000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHJ1 36624000.00000000 PA USD 36743320.99000000 0.170360838866 Long DBT CORP US N 2 2022-06-25 Floating 0.88000000 N N N N N N Ally Master Owner Trust N/A 02005AGU6 15340000.00000000 PA USD 15554845.90000000 0.072120225514 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.29000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BC2 8140000.00000000 PA USD 8150834.10000000 0.037791437935 Long DBT CORP US N 2 2021-03-15 Floating 0.88000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15200KM16 20736000.00000000 PA USD 20736000.00000000 0.096142707288 Long STIV CORP US N 2 2020-12-01 None 0.00000000 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881EK4 28656000.00000000 PA USD 28736884.43000000 0.133238901819 Long ABS-O CORP CA N 2 2023-01-15 Fixed 2.62000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGY9 170549000.00000000 PA USD 171144289.35000000 0.793512505545 Long DBT CORP US N 2 2022-01-23 Fixed 2.74000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533GAB5 84439809.93000000 PA USD 84530464.51000000 0.391926490466 Long ABS-O CORP US N 2 2023-02-15 Fixed 0.50000000 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881EX6 49831000.00000000 PA USD 49900135.53000000 0.231362563845 Long ABS-O CORP CA N 2 2022-12-15 Floating 0.59000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CH6 13370000.00000000 PA USD 13695257.34000000 0.063498221338 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.32000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AL8 305729.94000000 PA USD 306208.01000000 0.001419737030 Long ABS-O CORP US N 2 2029-05-15 Fixed 1.99000000 N N N N N N Volkswagen Auto Lease Trust N/A 92868VAB5 90367000.00000000 PA USD 90154276.08000000 0.418001358792 Long ABS-O CORP US N 2 2023-04-20 Fixed 0.27000000 N N N N N N Capital Auto Receivables Asset Trust / Ally N/A 13976CAD8 5648000.00000000 PA USD 5703034.11000000 0.026442184562 Long ABS-O CORP US N 2 2023-10-20 Fixed 3.48000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFC9 41122000.00000000 PA USD 42750252.32000000 0.198212046455 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N BAT International Finance PLC 21380041YBGOQDFAC823 05531MMN5 40864000.00000000 PA USD 40855656.79000000 0.189427732051 Long STIV CORP US N 2 2020-12-22 None 0.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KL4 52653000.00000000 PA USD 52886186.97000000 0.245207426381 Long DBT CORP US N 2 2021-03-30 Floating 1.60000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BL7 86031000.00000000 PA USD 89230466.22000000 0.413718103538 Long DBT CORP JP N 2 2022-07-18 Fixed 2.62000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWD2 218544000.00000000 PA USD 219290526.64000000 1.016743099623 Long DBT CORP US N 2 2022-04-26 Floating 1.32000000 N N N N N N CarMax Auto Owner Trust N/A 14314PAC0 412370.12000000 PA USD 412685.67000000 0.001913421950 Long ABS-O CORP US N 2 2022-03-15 Fixed 1.93000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36258NAB8 10501563.47000000 PA USD 10556806.94000000 0.048946759236 Long ABS-O CORP US N 2 2023-01-17 Fixed 1.83000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCS6 85633000.00000000 PA USD 88548336.95000000 0.410555403174 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N Drive Auto Receivables Trust N/A 26208MAE6 10041938.92000000 PA USD 10066684.27000000 0.046674299726 Long ABS-O CORP US N 2 2023-07-15 Fixed 3.68000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YA2 84030000.00000000 PA USD 85591379.08000000 0.396845433317 Long DBT CORP CH N 2 2022-04-21 Fixed 1.75000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFU7 91548000.00000000 PA USD 91717150.49000000 0.425247644331 Long DBT CORP US N 2 2023-02-24 Floating 0.53000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851CS1 6020000.00000000 PA USD 6177543.16000000 0.028642251340 Long DBT CORP US N 2 2022-01-06 Fixed 2.85000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAQ9 10998000.00000000 PA USD 11314355.49000000 0.052459141976 Long DBT CORP US N 2 2021-09-25 Fixed 4.38000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUZ0 22951000.00000000 PA USD 23104579.83000000 0.107124655459 Long DBT CORP US N 2 2022-06-13 Floating 0.74000000 N N N N N N Wheels SPV LLC N/A 96328DBF0 746847.73000000 PA USD 750266.95000000 0.003478621516 Long ABS-O CORP US N 2 2027-04-20 Fixed 3.06000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 39184873.18000000 PA USD 39184873.18000000 0.181681124241 Long RA CORP US N 2 Repurchase N 0.00000000 2020-12-01 39990500.00000000 USD 39968625.19650000 USD UST N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29373LAB7 1731319.63000000 PA USD 1739943.33000000 0.008067267663 Long ABS-O CORP US N 2 2023-10-20 Fixed 2.87000000 N N N N N N First Investors Auto Owner Trust N/A 32058RAA2 25258405.57000000 PA USD 25475643.01000000 0.118118117712 Long ABS-O CORP US N 2 2024-09-16 Fixed 2.21000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36257FAD2 44555532.28000000 PA USD 45364732.04000000 0.210334112351 Long ABS-O CORP US N 2 2024-02-16 Fixed 2.65000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 93142WRT2 90294000.00000000 PA USD 90181523.48000000 0.418127691682 Long STIV CORP US N 2 2021-04-27 None 0.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAW1 3750000.00000000 PA USD 3911023.16000000 0.018133504767 Long DBT CORP US N 2 2022-06-01 Fixed 3.50000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HA1 45315000.00000000 PA USD 46823817.30000000 0.217099178278 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.14000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAG8 9492000.00000000 PA USD 9529104.13000000 0.044181803100 Long DBT CORP GB N 2 2021-06-21 Floating 1.03000000 N N N N N N GM Financial Automobile Leasing Trust N/A 38013TAB7 20666855.27000000 PA USD 20703749.74000000 0.095993178579 Long ABS-O CORP US N 2 2021-10-20 Fixed 2.09000000 N N N N N N Drive Auto Receivables Trust N/A 26208CAN8 9698691.57000000 PA USD 9850584.72000000 0.045672351627 Long ABS-O CORP US N 2 2024-05-15 Fixed 4.16000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAB4 23947160.51000000 PA USD 23972180.50000000 0.111147296145 Long ABS-O CORP US N 2 2023-05-15 Fixed 0.62000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45856WWP0 45647000.00000000 PA USD 45436247.80000000 0.210665696011 Long STIV CORP US N 2 2021-09-23 None 0.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44890MM82 128472000.00000000 PA USD 128467503.49000000 0.595641087194 Long STIV CORP US N 2 2020-12-08 None 0.00000000 N N N N N N MUFG Union Bank NA OX3PU53ZLPQKJ4700D47 90520EAJ0 46977000.00000000 PA USD 47220779.63000000 0.218939698778 Long DBT CORP US N 2 2022-03-07 Floating 0.85000000 N N N N N N GLS Auto Receivables Trust N/A 36260CAA0 24866907.68000000 PA USD 24887621.81000000 0.115391750519 Long ABS-O CORP US N 2 2023-10-16 Fixed 0.69000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5Z6 134050000.00000000 PA USD 134519244.71000000 0.623700056363 Long DBT CORP US N 2 2022-09-09 Floating 0.90000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFR4 68653000.00000000 PA USD 68865709.65000000 0.319296670768 Long DBT CORP US N 2 2022-12-09 Floating 0.67000000 N N N N N N GLENCORE FINANCE CANADA 5493005TTO0UJ33KCK70 98417EAT7 15008000.00000000 PA USD 15933391.33000000 0.073875355842 Long DBT CORP CA N 2 2022-10-25 Fixed 4.25000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAG2 36636000.00000000 PA USD 36647089.72000000 0.169914661453 Long DBT CORP US N 2 2023-04-05 Floating 0.68000000 N N N N N N Prestige Auto Receivables Trust N/A 74113NAB4 4101590.96000000 PA USD 4108269.99000000 0.019048042009 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.44000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXK5 54581000.00000000 PA USD 54675443.69000000 0.253503336156 Long DBT CORP US N 2 2023-11-17 Floating 0.62000000 N N N N N N Ford Credit Auto Lease Trust N/A 34532FAD4 49998398.93000000 PA USD 50338218.05000000 0.233393738589 Long ABS-O CORP US N 2 2022-05-15 Fixed 2.90000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAT2 4955000.00000000 PA USD 4999802.86000000 0.023181644621 Long DBT CORP GB N 2 2023-01-10 Floating 1.85000000 N N N N N N Ascentium Equipment Receivables LLC N/A 04365JAC3 607424.50000000 PA USD 608216.40000000 0.002820002474 Long ABS-O CORP US N 2 2021-06-10 Fixed 2.29000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DQ4 16285000.00000000 PA USD 16393826.30000000 0.076010167982 Long DBT CORP US N 2 2022-02-22 Floating 1.09000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 000000000 5961000.00000000 PA USD 6267562.31000000 0.029059626185 Long DBT CORP GB Y 2 2022-01-25 Fixed 5.70000000 N N N N N N VW Credit Inc 549300UUPJ2NXDB68M19 91842JM30 107694000.00000000 PA USD 107692833.83000000 0.499319087574 Long STIV CORP US N 2 2020-12-03 None 0.00000000 N N N N N N BROOKFIELD US HLDGS INC N/A 11289QMF5 136190000.00000000 PA USD 136179407.14000000 0.631397418948 Long STIV CORP CA N 2 2020-12-15 None 0.00000000 N N N N N N WALT DISNEY CO N/A 2546R2RW8 92857000.00000000 PA USD 92730418.26000000 0.429945672235 Long STIV CORP US N 2 2021-04-30 None 0.00000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAD7 35630000.00000000 PA USD 35733473.44000000 0.165678668852 Long DBT CORP US N 2 2021-06-11 Floating 0.98000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAG4 1390000.00000000 PA USD 1447247.43000000 0.006710179689 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.09000000 N N N N N N BMW Vehicle Lease Trust N/A 05586CAC8 5385437.81000000 PA USD 5399156.67000000 0.025033253246 Long ABS-O CORP US N 2 2021-07-20 Fixed 3.26000000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 90261AAB8 24429000.00000000 PA USD 27205443.31000000 0.126138357098 Long DBT CORP CH N 2 2022-08-17 Fixed 7.63000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFP8 6427000.00000000 PA USD 6507382.81000000 0.030171556747 Long DBT CORP US N 2 2022-07-22 Fixed 2.23000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KW0 32667000.00000000 PA USD 32908404.56000000 0.152580203844 Long DBT CORP US N 2 2021-08-02 Floating 1.40000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDH9 32132000.00000000 PA USD 32196901.50000000 0.149281311559 Long DBT CORP US N 2 2023-09-15 Floating 0.78000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AR5 187587.04000000 PA USD 187979.58000000 0.000871569528 Long ABS-O CORP US N 2 2029-08-15 Fixed 1.91000000 N N N N N N HSBC USA Inc 549300LBOHZ4QSIWU288 40434PP34 64409000.00000000 PA USD 64375507.32000000 0.298477794983 Long STIV CORP US N 2 2021-02-03 None 0.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SA0 41037000.00000000 PA USD 41515492.65000000 0.192487068758 Long DBT CORP US N 2 2021-07-26 Fixed 2.10000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBA5 4388000.00000000 PA USD 4459762.71000000 0.020677742129 Long DBT CORP US N 2 2021-09-01 Fixed 4.00000000 N N N N N N BROOKFIELD RENEWABLE N/A 11284WME0 17971000.00000000 PA USD 17969247.83000000 0.083314628390 Long STIV CORP CA N 2 2020-12-14 None 0.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAB4 207418000.00000000 PA USD 208289076.78000000 0.965734748271 Long DBT CORP US N 2 2022-10-31 Floating 0.99000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066NAB0 13015665.17000000 PA USD 13088396.71000000 0.060684504907 Long ABS-O CORP US N 2 2023-01-18 Fixed 2.17000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CG8 11380000.00000000 PA USD 11583510.82000000 0.053707083822 Long ABS-O CORP US N 2 2024-01-16 Fixed 3.11000000 N N N N N N ALEXANDRIA REAL ESTATE N/A 01527LM28 181852000.00000000 PA USD 181850939.80000000 0.843154015974 Long STIV CORP US N 2 2020-12-02 None 0.00000000 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAD8 45887000.00000000 PA USD 46217174.40000000 0.214286471355 Long DBT CORP NL N 2 2022-08-12 Floating 1.00000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 14042RFJ5 1730000.00000000 PA USD 1743182.60000000 0.008082286577 Long DBT CORP US N 2 2023-01-30 Floating 1.36000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065DAF4 334455.20000000 PA USD 334761.43000000 0.001552125297 Long ABS-O CORP US N 2 2022-04-08 Fixed 2.24000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BN3 9158000.00000000 PA USD 9773280.23000000 0.045313928452 Long DBT CORP US N 2 2022-11-15 Fixed 4.75000000 N N N N N N CCG Receivables Trust N/A 12508VAB9 166733.75000000 PA USD 167119.62000000 0.000774852078 Long ABS-O CORP US N 2 2025-06-16 Fixed 2.50000000 N N N N N N DANSKE BANK A/S N/A 23636QV60 69516000.00000000 PA USD 69384255.36000000 0.321700914037 Long STIV CORP DK N 2 2021-08-06 None 0.00000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44891PAC8 29857000.00000000 PA USD 29956447.70000000 0.138893421229 Long ABS-O CORP US N 2 2023-09-15 Fixed 0.51000000 N N N N N N World Omni Auto Receivables Trust N/A 98162VAD1 9491000.00000000 PA USD 9667201.36000000 0.044822092527 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.59000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGS8 45812000.00000000 PA USD 45834275.17000000 0.212511154582 Long DBT CORP US N 2 2021-08-13 Floating 0.35000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 63254WAA8 72383000.00000000 PA USD 72716115.98000000 0.337149124893 Long DBT CORP AU N 2 2022-12-13 Floating 0.66000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LR0 6274000.00000000 PA USD 6320749.33000000 0.029306228427 Long DBT CORP US N 2 2022-10-27 Floating 0.91000000 N N N N N N Drive Auto Receivables Trust N/A 26208BAN0 3919448.70000000 PA USD 3971984.21000000 0.018416151391 Long ABS-O CORP US N 2 2024-03-15 Fixed 4.18000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QFY5 32154000.00000000 PA USD 32541712.93000000 0.150880033800 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.95000000 N N N N N N Capital Auto Receivables Asset Trust / Ally N/A 13976CAC0 3011714.61000000 PA USD 3022260.43000000 0.014012745942 Long ABS-O CORP US N 2 2023-06-20 Fixed 3.27000000 N N N N N N HSBC USA Inc 549300LBOHZ4QSIWU288 40434PPN0 80790000.00000000 PA USD 80733258.76000000 0.374320701455 Long STIV CORP US N 2 2021-02-22 None 0.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167EAA3 3270290.63000000 PA USD 3273447.11000000 0.015177375931 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.59000000 N N N N N N WALT DISNEY CO N/A 2546R2SH0 67247000.00000000 PA USD 67143125.58000000 0.311309889517 Long STIV CORP US N 2 2021-05-17 None 0.00000000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2A1 97032000.00000000 PA USD 97480645.89000000 0.451970158374 Long DBT CORP US N 2 2022-07-13 Fixed 0.55000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057CP7 9983000.00000000 PA USD 10737964.38000000 0.049786697832 Long DBT CORP US N 2 2022-10-01 Fixed 5.38000000 N N N N N N AIG Global Funding 54930057MDZ7KOVOTV71 00138CAJ7 32931000.00000000 PA USD 32962132.97000000 0.152829316248 Long DBT CORP US N 2 2021-01-22 Floating 0.87000000 N N N N N N Volkswagen Auto Lease Trust N/A 92868VAC3 44001000.00000000 PA USD 43764978.64000000 0.202916836943 Long ABS-O CORP US N 2 2024-01-22 Fixed 0.39000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7E8 97223000.00000000 PA USD 97621682.36000000 0.452624075622 Long DBT CORP CA N 2 2023-01-17 Floating 0.58000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SP7 265437000.00000000 PA USD 265838845.07000000 1.232564924158 Long DBT CORP US N 2 2022-02-11 Floating 1.14000000 N N N N N N GM Financial Automobile Leasing Trust N/A 362569AA3 84689000.00000000 PA USD 84733326.22000000 0.392867061164 Long ABS-O CORP US N 2 2022-11-21 Fixed 0.35000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042FAE4 4169444.41000000 PA USD 4189129.19000000 0.019422946638 Long ABS-O CORP US N 2 2024-01-16 Fixed 3.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208DAF3 924914.62000000 PA USD 927816.91000000 0.004301833988 Long ABS-O CORP US N 2 2022-10-17 Fixed 3.72000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516BV7 21953000.00000000 PA USD 22058434.11000000 0.102274188554 Long DBT CORP US N 2 2022-08-08 Floating 0.58000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5X1 70372000.00000000 PA USD 71243992.12000000 0.330323605344 Long DBT CORP US N 2 2022-05-27 Fixed 2.90000000 N N N N N N Synchrony Card Issuance Trust N/A 87166PAE1 98911000.00000000 PA USD 102257960.31000000 0.474120232733 Long ABS-O CORP US N 2 2025-03-15 Fixed 2.95000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EFM2 9819000.00000000 PA USD 9856170.81000000 0.045698251599 Long ABS-O CORP US N 2 2023-01-23 Fixed 2.88000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DA9 53126000.00000000 PA USD 53151709.80000000 0.246438526097 Long DBT CORP US N 2 2021-02-12 Floating 0.64000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBD5 91604000.00000000 PA USD 91928483.35000000 0.426227491616 Long DBT CORP AU N 2 2021-11-24 Floating 0.65000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BK7 46701000.00000000 PA USD 46721041.73000000 0.216622658142 Long DBT CORP US N 2 2021-12-29 Floating 1.42000000 N N N N N N Santander Retail Auto Lease Trust N/A 80281GAB2 6578008.46000000 PA USD 6625004.38000000 0.030716910536 Long ABS-O CORP US N 2 2022-04-20 Fixed 2.29000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBY4 55064000.00000000 PA USD 55118315.13000000 0.255556714783 Long DBT CORP US N 2 2021-05-21 Floating 0.56000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAL2 1657000.00000000 PA USD 1657004.54000000 0.007682720990 Long DBT CORP US N 2 2021-03-26 Floating 1.48000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFK9 3500000.00000000 PA USD 3501275.96000000 0.016233707067 Long DBT CORP US N 2 2021-01-22 Floating 0.47000000 N N N N N N Drive Auto Receivables Trust N/A 26208VAB2 45036390.42000000 PA USD 45116640.76000000 0.209183834221 Long ABS-O CORP US N 2 2023-07-17 Fixed 0.85000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LQ2 6114000.00000000 PA USD 6370827.74000000 0.029538417563 Long DBT CORP US N 2 2022-10-27 Fixed 2.70000000 N N N N N N AVID AUTOMOBILE RECEIVABLES TRUST 2018-1 549300MXT4YCVL1BDV18 05367MAA5 24520.68000000 PA USD 24540.89000000 0.000113784124 Long ABS-O CORP US N 2 2023-08-15 Fixed 2.84000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307CAG6 8945000.00000000 PA USD 9232514.13000000 0.042806660085 Long DBT CORP CA N 2 2022-10-07 Fixed 2.15000000 N N N N N N CROWN CASTLE N/A 22823PM91 114488000.00000000 PA USD 114477569.00000000 0.530776591792 Long STIV CORP US N 2 2020-12-09 None 0.00000000 N N N N N N BROOKFIELD RENEWABLE N/A 11284WM34 41820000.00000000 PA USD 41819349.28000000 0.193895903588 Long STIV CORP CA N 2 2020-12-03 None 0.00000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDA6 22992000.00000000 PA USD 23032054.36000000 0.106788390266 Long DBT CORP US N 2 2021-06-11 Floating 0.60000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042JAC0 3169324.24000000 PA USD 3172899.24000000 0.014711184552 Long ABS-O CORP US N 2 2022-05-16 Fixed 3.06000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44890MM74 136209000.00000000 PA USD 136204686.27000000 0.631514625931 Long STIV CORP US N 2 2020-12-07 None 0.00000000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644AAG2 47000000.00000000 PA USD 47024307.46000000 0.218028753257 Long DBT CORP US N 2 2021-02-05 Floating 0.77000000 N N N N N N California Republic Auto Receivables Trust N/A 13057DAD8 1428646.90000000 PA USD 1431624.63000000 0.006637744393 Long ABS-O CORP US N 2 2022-06-15 Fixed 2.28000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80284RAG4 8774182.76000000 PA USD 8819510.19000000 0.040891762472 Long ABS-O CORP US N 2 2022-08-15 Fixed 2.80000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YY3 14800000.00000000 PA USD 14725095.57000000 0.068273078374 Long DBT CORP US N 2 2021-04-05 Floating 1.04000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HPG2 91656000.00000000 PA USD 92121552.90000000 0.427122660849 Long DBT CORP US N 2 2022-12-09 Floating 0.64000000 N N N N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAG7 5492465.66000000 PA USD 5500279.79000000 0.025502111779 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.32000000 N N N N N N CarMax Auto Owner Trust N/A 14312QAD8 8692120.26000000 PA USD 8699272.14000000 0.040334277342 Long ABS-O CORP US N 2 2022-06-15 Fixed 1.60000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 77511LVS9 12400000.00000000 PA USD 12368033.79000000 0.057344533777 Long STIV CORP CA N 2 2021-08-26 None 0.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAU5 59058000.00000000 PA USD 60081642.86000000 0.278569242036 Long DBT CORP DK N 2 2022-09-20 Fixed 3.00000000 N N N N N N USAA Auto Owner Trust N/A 90290EAB5 983237.78000000 PA USD 984099.49000000 0.004562788831 Long ABS-O CORP US N 2 2022-02-15 Fixed 2.26000000 N N N N N N EI du Pont de Nemours and Co GLU7INWNWH88J9XBXD45 2635J4M25 37132000.00000000 PA USD 37131123.31000000 0.172158888872 Long STIV CORP US N 2 2020-12-02 None 0.00000000 N N N N N N CarMax Auto Owner Trust N/A 14315VAD4 5680000.00000000 PA USD 5792702.56000000 0.026857933383 Long ABS-O CORP US N 2 2024-11-15 Fixed 1.70000000 N N N N N N Tesla Auto Lease Trust N/A 88161NAA7 4693068.10000000 PA USD 4732383.81000000 0.021941753058 Long ABS-O CORP US N 2 2021-08-20 Fixed 3.71000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BU7 45258994.29000000 PA USD 45292974.74000000 0.210001408788 Long ABS-O CORP US N 2 2031-01-15 Floating 0.62000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC38 30688000.00000000 PA USD 30839883.50000000 0.142989481681 Long DBT CORP US N 2 2022-11-04 Floating 0.95000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BF0 1735077.05000000 PA USD 1737300.72000000 0.008055015171 Long ABS-O CORP US N 2 2029-11-15 Floating 0.45000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 17401QAM3 2778000.00000000 PA USD 2799471.72000000 0.012979783474 Long DBT CORP US N 2 2022-05-26 Floating 1.04000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788JAC3 22738000.00000000 PA USD 22919446.51000000 0.106266282649 Long DBT CORP US N 2 2023-03-09 Floating 0.82000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHH5 177988000.00000000 PA USD 180570084.38000000 0.837215314791 Long DBT CORP US N 2 2022-05-17 Fixed 3.50000000 N N N N N N Synchrony Credit Card Master Note Trust 549300G1V1M796QIYC04 87165LCB5 15400000.00000000 PA USD 15498322.84000000 0.071858155683 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.36000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCV9 125000000.00000000 PA USD 125000000.00000000 0.579563966580 Long DBT CORP US N 2 2020-12-01 Floating 0.65000000 N N N N N N ARI Fleet Lease Trust N/A 00217TAB1 12188000.00000000 PA USD 12312337.10000000 0.057086295420 Long ABS-O CORP US N 2 2028-08-15 Fixed 1.77000000 N N N N N N Conn Funding II, L.P N/A 20827DAA8 6237836.80000000 PA USD 6265490.38000000 0.029050019657 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.40000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LBH1 59820000.00000000 PA USD 59964759.61000000 0.278027311476 Long DBT CORP US N 2 2021-10-06 Floating 0.63000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BT5 6050000.00000000 PA USD 6100614.30000000 0.028285569778 Long DBT CORP US N 2 2023-02-27 Floating 0.88000000 N N N N N N BACARDI MARTINI B V N/A 05634EM90 17973000.00000000 PA USD 17971322.58000000 0.083324247993 Long STIV CORP US N 2 2020-12-09 None 0.00000000 N N N N N N Flagship Credit Auto Trust 549300A2KXZJ0K08VV65 33844NAA8 1367017.15000000 PA USD 1369691.31000000 0.006350589828 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.97000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAF6 9411026.33000000 PA USD 9497413.91000000 0.044034871023 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.66000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAV0 13193000.00000000 PA USD 13272963.43000000 0.061540250670 Long DBT CORP US N 2 2022-02-19 Fixed 3.17000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02587AAL8 4415000.00000000 PA USD 4433800.39000000 0.020557367528 Long ABS-O CORP US N 2 2024-09-16 Floating 0.59000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36260KAB0 137890000.00000000 PA USD 137900934.68000000 0.639379301585 Long ABS-O CORP US N 2 2023-11-16 Fixed 0.26000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBR6 9375000.00000000 PA USD 9445944.28000000 0.043796231480 Long DBT CORP US N 2 2022-01-14 Floating 1.78000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HF0 106250000.00000000 PA USD 109622991.25000000 0.508268285097 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.21000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDV2 63751000.00000000 PA USD 63853020.09000000 0.296055276811 Long DBT CORP US N 2 2023-10-21 Floating 0.44000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CD9 71428000.00000000 PA USD 73800276.74000000 0.342175848977 Long DBT CORP US N 2 2022-05-20 Fixed 2.75000000 N N N N N N Drive Auto Receivables Trust N/A 26209WAF0 5000000.00000000 PA USD 5157043.00000000 0.023910690375 Long ABS-O CORP US N 2 2025-08-15 Fixed 2.90000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046TN75 13907000.00000000 PA USD 13895565.39000000 0.064426951962 Long STIV CORP US N 2 2021-01-07 None 0.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046TNK6 74205000.00000000 PA USD 74120410.94000000 0.343660154951 Long STIV CORP US N 2 2021-01-19 None 0.00000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44891PAB0 56713000.00000000 PA USD 56765465.20000000 0.263193745408 Long ABS-O CORP US N 2 2023-01-17 Fixed 0.36000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285FAF1 27062357.88000000 PA USD 27323179.47000000 0.126684242185 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.35000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013XZ76 46102000.00000000 PA USD 46196660.78000000 0.214191359715 Long DBT CORP CA N 2 2021-07-08 Floating 0.58000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFJ5 13140662.00000000 PA USD 13213068.36000000 0.061262546475 Long ABS-O CORP US N 2 2024-09-16 Floating 0.65000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89237VAA7 52548000.00000000 PA USD 52578320.20000000 0.243779998489 Long ABS-O CORP US N 2 2023-02-15 Fixed 0.36000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 34410WMU3 34723000.00000000 PA USD 34708676.77000000 0.160927187068 Long STIV CORP US N 2 2020-12-28 None 0.00000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M2Y9 62787000.00000000 PA USD 63196426.49000000 0.293010972881 Long DBT CORP US N 2 2022-02-01 Floating 0.87000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WCX7 69124000.00000000 PA USD 69525396.16000000 0.322355315012 Long DBT CORP US N 2 2022-06-27 Floating 0.77000000 N N N N N N REALTY INC CORP N/A 75611MMB7 127699000.00000000 PA USD 127692615.05000000 0.592048307850 Long STIV CORP US N 2 2020-12-11 None 0.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DD9 3375000.00000000 PA USD 3381211.55000000 0.015677027022 Long DBT CORP US N 2 2021-03-09 Floating 0.96000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BZ1 72033000.00000000 PA USD 72349591.52000000 0.335449729934 Long DBT CORP US N 2 2021-11-05 Floating 0.82000000 N N N N N N Fifth Third Auto Trust 549300EMGYBMVWMPNI56 31680YAB3 1713227.76000000 PA USD 1715137.32000000 0.007952254307 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.66000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89119AM39 179478000.00000000 PA USD 179476903.39000000 0.832146768305 Long STIV CORP CA N 2 2020-12-03 None 0.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC46 19728000.00000000 PA USD 20070408.24000000 0.093056683283 Long DBT CORP US N 2 2022-11-04 Fixed 2.31000000 N N N N N N Master Credit Card Trust N/A 576339BZ7 34629000.00000000 PA USD 34649625.03000000 0.160653392983 Long ABS-O CORP CA N 2 2022-07-21 Floating 0.63000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GCR8 26147000.00000000 PA USD 26615970.24000000 0.123405258293 Long DBT CORP GB N 2 2022-05-12 Fixed 1.70000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUW7 18421000.00000000 PA USD 18464647.82000000 0.085611556256 Long DBT CORP US N 2 2021-06-07 Floating 0.65000000 N N N N N N Capital One Prime Auto Receivables Trust N/A 14043MAB7 38257798.31000000 PA USD 38480695.89000000 0.178416197974 Long ABS-O CORP US N 2 2023-06-15 Fixed 1.64000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AK2 9272000.00000000 PA USD 9284835.79000000 0.043049250075 Long DBT CORP US N 2 2022-08-15 Fixed 0.45000000 N N N N N N BACARDI MARTINI B V N/A 05634EMA7 16359000.00000000 PA USD 16357282.31000000 0.075840731344 Long STIV CORP US N 2 2020-12-10 None 0.00000000 N N N N N N EI du Pont de Nemours and Co GLU7INWNWH88J9XBXD45 2635J4M33 73945000.00000000 PA USD 73942945.81000000 0.342837335794 Long STIV CORP US N 2 2020-12-03 None 0.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KK6 115330000.00000000 PA USD 116243215.23000000 0.538963031253 Long DBT CORP US N 2 2021-03-30 Fixed 2.70000000 N N N N N N LYB INT FINANCE III N/A 50249AAE3 73497000.00000000 PA USD 73584813.48000000 0.341176851044 Long DBT CORP US N 2 2023-10-01 Floating 1.23000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAP7 86778000.00000000 PA USD 86795585.56000000 0.402428750790 Long DBT CORP US N 2 2021-03-19 Floating 0.98000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557FAA4 38273000.00000000 PA USD 39035086.24000000 0.180986635336 Long DBT CORP FI N 2 2021-05-13 Fixed 4.88000000 N N N N N N AXIS Equipment Finance Receivables LLC 549300NOANH9X4RIOF97 03237JAB3 5695412.33000000 PA USD 5793842.72000000 0.026863219748 Long ABS-O CORP US N 2 2022-07-20 Fixed 3.89000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529WAA5 11407242.31000000 PA USD 11463161.75000000 0.053149083947 Long ABS-O CORP US N 2 2023-12-13 Fixed 1.65000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 12553NQP3 4406000.00000000 PA USD 4402321.25000000 0.020411414126 Long STIV CORP US N 2 2021-03-23 None 0.00000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02588QAC2 9000000.00000000 PA USD 9294762.60000000 0.043095275847 Long ABS-O CORP US N 2 2024-10-15 Fixed 3.07000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 12553NM85 22116000.00000000 PA USD 22115139.91000000 0.102537105661 Long STIV CORP US N 2 2020-12-08 None 0.00000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BH9 68600000.00000000 PA USD 68779026.11000000 0.318894761518 Long DBT CORP US N 2 2022-11-01 Fixed 0.55000000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677QBP3 25887000.00000000 PA USD 25944475.61000000 0.120291865562 Long DBT CORP US N 2 2021-07-26 Floating 0.65000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCE6 60427000.00000000 PA USD 60903923.12000000 0.282381754109 Long DBT CORP CA N 2 2022-12-01 Floating 0.76000000 N N N N N N HSBC USA Inc 549300LBOHZ4QSIWU288 40434PP59 91988000.00000000 PA USD 91938352.24000000 0.426273248840 Long STIV CORP US N 2 2021-02-05 None 0.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDM2 68682000.00000000 PA USD 68820111.26000000 0.319085253298 Long DBT CORP US N 2 2023-01-10 Floating 0.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45856WME6 53623000.00000000 PA USD 53619901.66000000 0.248609303149 Long STIV CORP US N 2 2020-12-14 None 0.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042PAB8 113155846.86000000 PA USD 113568254.66000000 0.526560545186 Long ABS-O CORP US N 2 2024-02-15 Fixed 0.93000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EK5 41737000.00000000 PA USD 41895917.80000000 0.194250914429 Long DBT CORP AU N 2 2023-01-13 Floating 0.61000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5W3 88672000.00000000 PA USD 88888851.81000000 0.412134204318 Long DBT CORP US N 2 2022-05-27 Floating 0.85000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DC5 10149000.00000000 PA USD 10155568.03000000 0.047086410322 Long DBT CORP US N 2 2021-02-22 Floating 0.66000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 17401QAT8 32248000.00000000 PA USD 32401733.63000000 0.150231018133 Long DBT CORP US N 2 2022-02-14 Floating 0.94000000 N N N N N N CANADIAN TIRE N/A 13668LM97 16942000.00000000 PA USD 16941171.71000000 0.078547941398 Long STIV CORP CA N 2 2020-12-09 None 0.00000000 N N N N N N Cabot Corp K05C0SER542GQ6VLRO68 12705WMX7 22370000.00000000 PA USD 22361611.25000000 0.103679872921 Long STIV CORP US N 2 2020-12-31 None 0.00000000 N N N N N N Prestige Auto Receivables Trust N/A 74113NAC2 29320000.00000000 PA USD 29604893.64000000 0.137263436705 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.45000000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC N/A 92866BY82 159371000.00000000 PA USD 158429560.44000000 0.734560515777 Long STIV CORP US N 2 2021-11-08 None 0.00000000 N N N N N N World Omni Automobile Lease Securitization Trust 549300JMLWTKGTW3CW74 98162CAD3 17413610.24000000 PA USD 17492486.93000000 0.081104120884 Long ABS-O CORP US N 2 2021-12-15 Fixed 3.19000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 05253AM15 103979000.00000000 PA USD 103979000.00000000 0.482099853448 Long STIV CORP AU N 2 2020-12-01 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127963W7 1003166000.00000000 PA USD 1003038908.90000000 4.650601669409 Long DBT UST US N 2 2021-02-04 None 0.00000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464GS3 29864000.00000000 PA USD 30590471.66000000 0.141833080758 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.46000000 N N N N N N TCF Auto Receivables Owner Trust N/A 87226VAA4 5769.02000000 PA USD 5772.37000000 0.000026763661 Long ABS-O CORP US N 2 2022-06-15 Fixed 1.93000000 N N N N N N World Omni Automobile Lease Securitization Trust N/A 98163GAB7 57126000.00000000 PA USD 57142749.34000000 0.264943027750 Long ABS-O CORP US N 2 2023-09-15 Fixed 0.32000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAS0 88290000.00000000 PA USD 92451166.85000000 0.428650919796 Long DBT CORP DK N 2 2022-01-12 Fixed 5.00000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 57978CM24 31390000.00000000 PA USD 31389877.89000000 0.145539537123 Long STIV CORP US N 2 2020-12-02 None 0.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AC4 30562000.00000000 PA USD 30928428.60000000 0.143400022076 Long DBT CORP US N 2 2023-07-15 Floating 1.13000000 N N N N N N World Omni Select Auto Trust N/A 98162DAE9 13060979.75000000 PA USD 13115441.42000000 0.060809898022 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.46000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAX6 13020000.00000000 PA USD 13042303.13000000 0.060470791482 Long DBT CORP US N 2 2021-02-15 Fixed 4.13000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 05252ADE8 31137000.00000000 PA USD 31333256.51000000 0.145277011430 Long DBT CORP AU N 2 2022-11-21 Floating 0.70000000 N N N N N N HSBC USA Inc 549300LBOHZ4QSIWU288 40434PQ33 26415000.00000000 PA USD 26394118.94000000 0.122376642138 Long STIV CORP US N 2 2021-03-03 None 0.00000000 N N N N N N Drive Auto Receivables Trust N/A 26209AAE1 53208000.00000000 PA USD 53836695.09000000 0.249614468431 Long ABS-O CORP US N 2 2024-01-16 Fixed 2.23000000 N N N N N N Cabot Corp K05C0SER542GQ6VLRO68 12705WM17 61101000.00000000 PA USD 61101000.00000000 0.283295503376 Long STIV CORP US N 2 2020-12-01 None 0.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SB8 52951000.00000000 PA USD 53281849.50000000 0.247041920343 Long DBT CORP US N 2 2021-07-26 Floating 1.24000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBD6 56220000.00000000 PA USD 56354058.28000000 0.261286252397 Long DBT CORP US N 2 2021-08-13 Floating 0.71000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48128BAC5 28520000.00000000 PA USD 28780723.00000000 0.133442159863 Long DBT CORP US N 2 2023-01-15 Floating 1.24000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813KAB8 155100000.00000000 PA USD 155134215.06000000 0.719281608259 Long ABS-O CORP US N 2 2023-02-21 Fixed 0.27000000 N N N N N N CarMax Auto Owner Trust N/A 14316LAC7 45490000.00000000 PA USD 46661212.83000000 0.216345260745 Long ABS-O CORP US N 2 2024-03-15 Fixed 2.68000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AB6 76423000.00000000 PA USD 76442593.33000000 0.354426980848 Long DBT CORP US N 2 2021-09-17 Floating 0.90000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36254MAE8 4797000.00000000 PA USD 4843998.13000000 0.022459254162 Long ABS-O CORP US N 2 2023-03-16 Fixed 2.13000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BW9 31978000.00000000 PA USD 32177212.39000000 0.149190022769 Long DBT CORP GB N 2 2023-10-14 Floating 1.33000000 N N N N N N Drive Auto Receivables Trust N/A 26208JAF0 1978006.89000000 PA USD 1982280.18000000 0.009190865311 Long ABS-O CORP US N 2 2024-08-15 Fixed 3.63000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBM7 39689000.00000000 PA USD 40185992.80000000 0.186322827105 Long DBT CORP US N 2 2021-07-06 Fixed 3.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAN1 198656000.00000000 PA USD 198609439.01000000 0.920854994182 Long DBT UST US N 2 2022-09-30 Fixed 0.13000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066EAB0 18904000.00000000 PA USD 18939792.83000000 0.087814571670 Long ABS-O CORP US N 2 2023-12-18 Fixed 0.60000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89119AM70 180851000.00000000 PA USD 180847685.00000000 0.838502413323 Long STIV CORP CA N 2 2020-12-07 None 0.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91058TM29 139063000.00000000 PA USD 139062536.92000000 0.644765084000 Long STIV CORP US N 2 2020-12-02 None 0.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BC5 10539000.00000000 PA USD 10886679.92000000 0.050476219178 Long DBT CORP US N 2 2022-05-13 Fixed 2.90000000 N N N N N N Ford Credit Auto Lease Trust N/A 34531MAB4 32485447.24000000 PA USD 32658932.52000000 0.151423523804 Long ABS-O CORP US N 2 2022-07-15 Fixed 1.80000000 N N N N N N EI du Pont de Nemours and Co GLU7INWNWH88J9XBXD45 2635J4ME9 50870000.00000000 PA USD 50856590.16000000 0.235797176958 Long STIV CORP US N 2 2020-12-14 None 0.00000000 N N N N N N FRESENIUS MED CARE US B8RI7LM5Z25R6H3S2R89 35803QAA5 5004000.00000000 PA USD 5054450.28000000 0.023435018025 Long DBT CORP US N 2 2021-02-15 Fixed 5.75000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 83051GAL2 57560000.00000000 PA USD 58118970.92000000 0.269469290559 Long DBT CORP SE N 2 2022-12-12 Floating 0.89000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAD9 28531000.00000000 PA USD 28886450.90000000 0.133932368512 Long DBT CORP IT N 2 2021-02-24 Fixed 6.50000000 N N N N N N Mercedes-Benz Auto Lease Trust 549300U4TNYCTQL3R792 58772TAC4 5505857.67000000 PA USD 5534314.70000000 0.025659915038 Long ABS-O CORP US N 2 2021-11-15 Fixed 3.10000000 N N N N N N Amur Equipment Finance Receivables VII LLC 5493008OAETJ1UTO4Q72 03237MAB6 15141390.87000000 PA USD 15434458.55000000 0.071562048154 Long ABS-O CORP US N 2 2024-06-20 Fixed 2.63000000 N N N N N N DANSKE BANK A/S N/A 23636QS49 92055000.00000000 PA USD 91964632.37000000 0.426395096971 Long STIV CORP DK N 2 2021-05-04 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAY4 75203000.00000000 PA USD 76102822.70000000 0.352851630335 Long DBT CORP US N 2 2022-05-20 Fixed 2.84000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94107MWA0 13450000.00000000 PA USD 13413287.42000000 0.062190864496 Long STIV CORP US N 2 2021-09-10 None 0.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAG6 9600000.00000000 PA USD 9499730.78000000 0.044045613218 Long DBT CORP US N 2 2021-06-01 Floating 1.18000000 N N N N N N WALT DISNEY CO N/A 2546R2SM9 20636000.00000000 PA USD 20603266.76000000 0.095527288063 Long STIV CORP US N 2 2021-05-21 None 0.00000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236THE8 78180000.00000000 PA USD 78270954.61000000 0.362904199374 Long DBT CORP US N 2 2022-02-14 Floating 0.37000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AZ7 2757123.92000000 PA USD 2757381.44000000 0.012784631397 Long ABS-O CORP US N 2 2029-08-15 Floating 0.48000000 N N N N N N SCF Equipment Trust LLC N/A 78397AAA2 927898.72000000 PA USD 928775.96000000 0.004306280635 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.04000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BB9 9336502.78000000 PA USD 9398842.61000000 0.043577844034 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.12000000 N N N N N N Drive Auto Receivables Trust N/A 26209AAD3 41306109.27000000 PA USD 41473411.40000000 0.192291958548 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.16000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EBD8 57542000.00000000 PA USD 57906584.96000000 0.268484560564 Long DBT CORP US N 2 2022-05-17 Floating 0.81000000 N N N N N N World Omni Automobile Lease Securitization Trust N/A 98162XAC9 24409000.00000000 PA USD 24692930.37000000 0.114489061373 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.94000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AQ5 3115000.00000000 PA USD 3136654.83000000 0.014543136920 Long DBT CORP US N 2 2021-11-12 Floating 1.15000000 N N N N N N CROWN CASTLE N/A 22823PMG5 42417000.00000000 PA USD 42408869.93000000 0.196629222998 Long STIV CORP US N 2 2020-12-16 None 0.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046TNE0 27345000.00000000 PA USD 27318262.60000000 0.126661445060 Long STIV CORP US N 2 2021-01-14 None 0.00000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43814PAC4 261469.04000000 PA USD 261668.41000000 0.001213228653 Long ABS-O CORP US N 2 2021-09-20 Fixed 1.79000000 N N N N N N CONAGRA FOODS INC. 54930035UDEIH090K650 20600GR81 58657000.00000000 PA USD 58522900.13000000 0.271342113080 Long STIV CORP US N 2 2021-04-08 None 0.00000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105FAB2 13726834.52000000 PA USD 13845146.11000000 0.064193182379 Long ABS-O CORP US N 2 2023-09-15 Fixed 1.97000000 N N N N N N Nissan Auto Lease Trust N/A 65478LAB5 12295635.19000000 PA USD 12332619.23000000 0.057180333754 Long ABS-O CORP US N 2 2021-10-15 Fixed 2.27000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 04635PMB2 30000000.00000000 PA USD 29983333.20000000 0.139018076165 Long STIV CORP GB N 2 2020-12-11 None 0.00000000 N N N N N N DLL Securitization Trust 549300Y1OC411ERTRZ95 23291FAC0 1115159.53000000 PA USD 1115903.56000000 0.005173899948 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.14000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468K8 232583000.00000000 PA USD 233420743.03000000 1.082258013700 Long DBT CORP US N 2 2023-01-20 Floating 0.78000000 N N N N N N NVR Inc 529900RWXR4JI3JYTV70 62944TAE5 15323000.00000000 PA USD 16123346.49000000 0.074756085170 Long DBT CORP US N 2 2022-09-15 Fixed 3.95000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAR5 109820000.00000000 PA USD 110290468.88000000 0.511363052960 Long DBT CORP US N 2 2023-06-15 Floating 0.90000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 83265000.00000000 PA USD 85106910.06000000 0.394599187021 Long DBT CORP US N 2 2022-10-31 Fixed 2.88000000 N N N N N N CAPITAL ONE NA 207ALC1P1YM0OVDV0K75 14042RNW7 5493000.00000000 PA USD 5656410.49000000 0.026226013601 Long DBT CORP US N 2 2022-09-06 Fixed 2.15000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHA4 47041000.00000000 PA USD 47068904.25000000 0.218235526797 Long DBT CORP CA N 2 2021-01-22 Floating 0.62000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAX6 98092000.00000000 PA USD 98288544.98000000 0.455715991983 Long DBT CORP US N 2 2022-05-20 Floating 0.82000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WQD8 45993000.00000000 PA USD 46122966.56000000 0.213849675599 Long DBT CORP CA N 2 2021-09-10 Floating 0.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2B8 64642000.00000000 PA USD 66989875.01000000 0.310599341451 Long DBT CORP US N 2 2022-07-22 Fixed 2.63000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBA7 47466000.00000000 PA USD 47482842.36000000 0.220154755701 Long DBT CORP US N 2 2021-08-28 Floating 0.77000000 N N N N N N BMW Vehicle Lease Trust N/A 05586VAC6 12663928.53000000 PA USD 12723170.39000000 0.058991128789 Long ABS-O CORP US N 2 2021-11-22 Fixed 2.84000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AQ7 166711.43000000 PA USD 166717.67000000 0.000772988432 Long ABS-O CORP US N 2 2029-05-15 Floating 0.59000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813DAB4 27592044.19000000 PA USD 27656604.05000000 0.128230169162 Long ABS-O CORP US N 2 2022-11-15 Fixed 0.74000000 N N N N N N Social Professional Loan Program LLC 5493002WMPR84WZ75V46 83406EAB1 0.05000000 PA USD 0.05000000 0.000000000231 Long ABS-O CORP US N 2 2042-02-25 Fixed 2.39000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046TNM2 37000000.00000000 PA USD 36958066.80000000 0.171356510333 Long STIV CORP US N 2 2021-01-21 None 0.00000000 N N N N N N First National Master Note Trust N/A 32113CBS8 32938000.00000000 PA USD 32979524.94000000 0.152909954321 Long ABS-O CORP US N 2 2024-10-15 Floating 0.60000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAV7 77657000.00000000 PA USD 77736669.87000000 0.360426981908 Long DBT CORP US N 2 2021-04-12 Floating 0.63000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046TP24 21315000.00000000 PA USD 21289118.90000000 0.098707249557 Long STIV CORP US N 2 2021-02-02 None 0.00000000 N N N N N N BRITISH TRA INTL FINANCE 549300GGLD5FF6EQTM03 000000000 18260000.00000000 PA USD 18159300.85000000 0.084195811447 Long DBT CORP NL Y 2 2021-11-04 None 0.00000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBC9 14616000.00000000 PA USD 14651399.95000000 0.067931387767 Long ABS-O CORP US N 2 2023-10-15 Floating 0.74000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAU7 14250000.00000000 PA USD 14287296.10000000 0.066243215995 Long DBT CORP GB N 2 2021-06-01 Floating 0.85000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M2R4 4428000.00000000 PA USD 4461386.01000000 0.020685268579 Long DBT CORP US N 2 2021-11-22 Floating 1.02000000 N N N N N N CarMax Auto Owner Trust N/A 14313FAD1 11090178.82000000 PA USD 11292973.83000000 0.052360005659 Long ABS-O CORP US N 2 2023-06-15 Fixed 3.13000000 N N N N N N CANADIAN TIRE N/A 13668LM22 27268000.00000000 PA USD 27267829.57000000 0.126427611724 Long STIV CORP CA N 2 2020-12-02 None 0.00000000 N N N N N N Westgate Resorts N/A 96033WAA6 1581516.94000000 PA USD 1602459.70000000 0.007429823200 Long ABS-O CORP US N 2 2031-12-20 Fixed 3.38000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58769LAC6 1859423.23000000 PA USD 1864892.54000000 0.008646596141 Long ABS-O CORP US N 2 2021-09-15 Fixed 3.21000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533YAB6 102448000.00000000 PA USD 102474318.89000000 0.475123381827 Long ABS-O CORP US N 2 2023-10-15 Fixed 0.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBP3 56978000.00000000 PA USD 57360901.85000000 0.265954494422 Long DBT CORP US N 2 2022-11-21 Floating 0.86000000 N N N N N N First Investors Auto Owner Trust N/A 32059TAA7 14738754.66000000 PA USD 14893199.12000000 0.069052492456 Long ABS-O CORP US N 2 2024-03-15 Fixed 2.89000000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AC5 18321000.00000000 PA USD 18322342.75000000 0.084951757129 Long DBT CORP US N 2 2022-11-15 Floating 1.27000000 N N N N N N ACC Trust N/A 00085MAA7 3740841.77000000 PA USD 3760053.99000000 0.017433534439 Long ABS-O CORP US N 2 2022-05-20 Fixed 3.75000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DR2 18453000.00000000 PA USD 19096401.30000000 0.088540688678 Long DBT CORP US N 2 2022-02-22 Fixed 3.40000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935RAB4 12196527.28000000 PA USD 12231383.74000000 0.056710954216 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.08000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAS9 28480000.00000000 PA USD 28601513.05000000 0.132611250827 Long DBT CORP NL N 2 2021-08-27 Floating 0.80000000 N N N N N N General Motors N/A 361886BK9 32275000.00000000 PA USD 32532709.42000000 0.150838288920 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.13000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CK9 13936000.00000000 PA USD 14376901.59000000 0.066658672901 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.04000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LAK1 12189000.00000000 PA USD 12210378.77000000 0.056613564427 Long DBT CORP US N 2 2021-01-15 Fixed 2.85000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913R2E6 23102000.00000000 PA USD 23135762.65000000 0.107269234970 Long DBT CORP US N 2 2022-01-06 Floating 0.45000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAH0 46333000.00000000 PA USD 47588975.97000000 0.220646845429 Long DBT CORP CH N 2 2022-02-01 Fixed 2.65000000 N N N N N N Santander Consumer Auto Receivables Trust N/A 802830AG4 27276000.00000000 PA USD 27260840.00000000 0.126395204501 Long ABS-O CORP US N 2 2024-08-15 Fixed 0.46000000 N N N N N N HPEFS Equipment Trust N/A 40438FAB0 13901544.22000000 PA USD 14014035.52000000 0.064976240110 Long ABS-O CORP US N 2 2030-02-20 Fixed 1.73000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DK7 10073000.00000000 PA USD 10088288.50000000 0.046774467992 Long DBT CORP US N 2 2021-05-04 Floating 0.77000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BR0 15748000.00000000 PA USD 16407728.29000000 0.076074624722 Long DBT CORP US N 2 2022-02-15 Fixed 3.90000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AG4 82463000.00000000 PA USD 83176196.10000000 0.385647409094 Long DBT CORP US N 2 2023-03-10 Floating 1.00000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAB4 60286000.00000000 PA USD 62306374.36000000 0.288884235738 Long DBT CORP NL N 2 2022-05-25 Fixed 2.88000000 N N N N N N Marlette Funding Trust 549300JRCMNFIBT50883 57109GAA2 2419163.88000000 PA USD 2431765.55000000 0.011274909503 Long ABS-O CORP US N 2 2028-12-15 Fixed 3.71000000 N N N N N N Drive Auto Receivables Trust 549300RZ091I85JWZO63 26207KAG6 3134814.48000000 PA USD 3180807.85000000 0.014747852915 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.53000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468H5 12150000.00000000 PA USD 12179660.34000000 0.056471138065 Long DBT CORP US N 2 2022-06-10 Floating 0.92000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114Q3V8 68437000.00000000 PA USD 68596459.58000000 0.318048289660 Long DBT CORP CA N 2 2021-07-30 Variable 0.51000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AJ2 56060000.00000000 PA USD 56679122.16000000 0.262793414890 Long DBT CORP NL N 2 2022-03-29 Floating 1.37000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AX2 19196000.00000000 PA USD 19261553.96000000 0.089306420924 Long DBT CORP JP N 2 2021-07-26 Floating 0.86000000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAG1 20653000.00000000 PA USD 20516317.00000000 0.095124144481 Long DBT US N 2 2021-08-16 Floating 1.20000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 05353AM89 136190000.00000000 PA USD 136185497.56000000 0.631425657252 Long STIV CORP US N 2 2020-12-08 None 0.00000000 N N N N N N Synchrony Card Issuance Trust N/A 87166PAA9 76125000.00000000 PA USD 77986225.80000000 0.361584050906 Long ABS-O CORP US N 2 2024-09-15 Fixed 3.38000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790ANB5 115943000.00000000 PA USD 115869053.87000000 0.537228227718 Long STIV CORP US N 2 2021-01-11 None 0.00000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 93142WSR5 75000000.00000000 PA USD 74878633.50000000 0.347175662746 Long STIV CORP US N 2 2021-05-25 None 0.00000000 N N N N N N 2020-12-21 LORD ABBETT INVESTMENT TRUST Vito Fronda Vito Fronda Treasurer