0000035402-26-002592.txt : 20260424
0000035402-26-002592.hdr.sgml : 20260424
20260424165956
ACCESSION NUMBER: 0000035402-26-002592
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260424
DATE AS OF CHANGE: 20260424
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Fidelity Merrimack Street Trust
CENTRAL INDEX KEY: 0001562565
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22796
FILM NUMBER: 26895406
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
0001562565
S000084018
Fidelity Low Duration Bond ETF
C000248144
Fidelity Low Duration Bond ETF
FLDB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001562565
XXXXXXXX
S000084018
C000248144
Fidelity Merrimack Street Trust
811-22796
0001562565
549300782HVYOIE6CE74
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Low Duration Bond ETF
S000084018
254900GLVWWWTZ5LL369
2026-08-31
2026-02-28
N
407326223.80
3349367.26
403976856.54
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
69586.65000000
USD
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
8652999.97300000
NS
USD
8654730.57000000
2.142382770173
Long
STIV
RF
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 3.65% 03/01/2026
375558BF9
1100000.00000000
PA
USD
1100000.00000000
0.272292826233
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.03650000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.25% 03/01/2026
37045XBG0
1100000.00000000
PA
USD
1100000.00000000
0.272292826233
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05250000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG 3.05% 04/29/2026 144A
46849LSQ5
760000.00000000
PA
USD
758607.44000000
0.187784876217
Long
DBT
CORP
US
N
2
2026-04-29
Fixed
0.03050000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.375% 10/15/2026
03027XAK6
730000.00000000
PA
USD
727055.95000000
0.179974654050
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03375000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 2.875% 06/01/2026
126650CU2
1701000.00000000
PA
USD
1696713.02000000
0.420002530474
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.02875000
N
N
N
N
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
REINSURANCE GRP OF AMERICA INC 3.95% 09/15/2026
759351AM1
790000.00000000
PA
USD
789641.89000000
0.195467110854
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03950000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.632% 07/14/2026
86562MAF7
1200000.00000000
PA
USD
1194604.69000000
0.295711170246
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
0.02632000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 2.625% 09/16/2026
02209SAU7
770000.00000000
PA
USD
764381.46000000
0.189214170966
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
0.02625000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 2.6% 11/01/2026
126408HE6
700000.00000000
PA
USD
694252.86000000
0.171854612154
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.02600000
N
N
N
N
N
N
JPMDB COML MTG SECS TR 2016-C4
N/A
JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049
46646RAK9
10856.91100000
PA
USD
10818.72000000
0.002678054404
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
0.02994100
N
N
N
N
N
N
CHEVRON PHIL CHEM LLC /CHEV LP
N/A
CHEVRON PHIL CHEM LLC /CHEV LP 3.4% 12/01/2026 144A
166754AP6
1200000.00000000
PA
USD
1195516.33000000
0.295936836639
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03400000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 4.346% 12/08/2026
345370CR9
906000.00000000
PA
USD
905771.40000000
0.224213685842
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
0.04346000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.887%/VAR 01/10/2028
172967LD1
600000.00000000
PA
USD
599167.29000000
0.148317231618
Long
DBT
CORP
US
N
2
2028-01-10
Variable
0.03887000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.824%/VAR 01/20/2028
06051GGF0
1150000.00000000
PA
USD
1148546.92000000
0.284310079007
Long
DBT
CORP
US
N
2
2028-01-20
Variable
0.03824000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.041%/VAR 03/13/2028
404280BK4
600000.00000000
PA
USD
600303.94000000
0.148598596746
Long
DBT
CORP
GB
N
2
2028-03-13
Variable
0.04041000
N
N
N
N
N
N
JPMDB COML MTG SECS TR 2017-C5
N/A
JPMDB 2017-C5 ASB 3.4919% 03/50
46590TAF2
576913.60600000
PA
USD
573518.07000000
0.141968051069
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
0.03491900
N
N
N
N
N
N
CITIGROUP COML MTG TR 2017
N/A
CITIGROUP COML MTG TR 2017-P7 3.509% 04/14/2050
17325HBQ6
5445.86400000
PA
USD
5431.55000000
0.001344520091
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Fixed
0.03509000
N
N
N
N
N
N
COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR
N/A
CD 2017-CD4 ASB 3.317% 05/10/2050
12515DAP9
22649.06900000
PA
USD
22534.79000000
0.005578237870
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
0.03317000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027
136385AX9
530000.00000000
PA
USD
529930.39000000
0.131178403272
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.03850000
N
N
N
N
N
N
DBJPM 2017-C6 MTG TR
N/A
DBJPM 2017-C6 ASB 3.121% 06/50
23312JAD5
46245.91000000
PA
USD
45951.35000000
0.011374748146
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Fixed
0.03121000
N
N
N
N
N
N
BANK 2017-BNKS
N/A
BANK 2017-BNKS 3.179% 06/15/2060
06541WAU6
34675.46800000
PA
USD
34470.99000000
0.008532912081
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Fixed
0.03179000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2017-C38
N/A
WELLS FARGO COML MTG TR 2017-C38 3.261% 07/15/2050
95001MAD2
10276.29200000
PA
USD
10243.24000000
0.002535600699
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
0.03261000
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 3.6% 09/01/2027
67103HAF4
900000.00000000
PA
USD
895630.10000000
0.221703319262
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.03600000
N
N
N
N
N
N
GS MTG SECS TR 2017-GS7
N/A
GS MTG SECS TR 2017-GS7 3.203% 08/10/2050
36254CAW0
238975.03900000
PA
USD
237759.85000000
0.058854819564
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
0.03203000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST 2017-C4
N/A
UBS COMMERCIAL MORTGAGE TRUST 2017-C4 3.366% 10/15/2050
90276RBC1
39211.17800000
PA
USD
39015.64000000
0.009657889893
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
0.03366000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 ASB 3.354% 11/15/2052
61767EAC8
78206.85200000
PA
USD
77689.75000000
0.019231237815
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
0.03354000
N
N
N
N
N
N
UBS COML MTG TR 2017-C5
N/A
UBS COML MTG TR 2017-C5 3.345% 11/15/2050
90276TAC8
7442.54500000
PA
USD
7385.17000000
0.001828117101
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
0.03345000
N
N
N
N
N
N
GS MTG SECS CORP TR 2012-BWTR
N/A
GS MTG SECS CORP TR 2012-BWTR 3.313% 11/10/2050
36254KAM4
27728.50700000
PA
USD
27588.44000000
0.006829212999
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Fixed
0.03313000
N
N
N
N
N
N
CSAIL 2017-CX10 COML MTG TR
N/A
CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.3269% 08/15/2026
12595JAL8
15269.57600000
PA
USD
15205.32000000
0.003763908687
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
0.03326900
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2017
N/A
WFCM 2017-C42 ASB 3.488% 12/15/2050
95001GAC7
20394.12000000
PA
USD
20315.80000000
0.005028951453
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
0.03488000
N
N
N
N
N
N
UBS COML MTG TR 2017-C7
N/A
UBS COML MTG TR 2017-C7 3.586% 12/15/2050
90276WAQ0
128299.48300000
PA
USD
127679.81000000
0.031605723925
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
0.03586000
N
N
N
N
N
N
BENCHMARK 2018-B2 MTG TR
N/A
BENCHMARK 2018-B2 MTG TR 3.7802% 02/15/2051
08161CAF8
69124.74300000
PA
USD
68875.91000000
0.017049469266
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
0.03780200
N
N
N
N
N
N
TRANE TECHNOLOGIES FINANCING LTD
549300A5OEF3CJI2CO89
TRANE TECHNOLOGIES FINANCING LTD 3.5% 03/21/2026
456873AE8
1140000.00000000
PA
USD
1139397.53000000
0.282045248769
Long
DBT
CORP
IE
N
2
2026-03-21
Fixed
0.03500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027
06051GHT9
1160000.00000000
PA
USD
1159158.27000000
0.286936801263
Long
DBT
CORP
US
N
2
2027-04-23
Variable
0.03559000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 3.1% 05/01/2026
097023CH6
900000.00000000
PA
USD
898533.29000000
0.222421971816
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.03100000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027
95000U2F9
1631000.00000000
PA
USD
1626972.20000000
0.402738962309
Long
DBT
CORP
US
N
2
2027-06-17
Variable
0.03196000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 2.7% 08/03/2026
064159QE9
1100000.00000000
PA
USD
1094511.40000000
0.270934184045
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
0.02700000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.215% 09/06/2026
05526DBJ3
1251000.00000000
PA
USD
1246419.73000000
0.308537409958
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
0.03215000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 2.75% 01/15/2027
03027XAX8
1000000.00000000
PA
USD
989647.17000000
0.244976204447
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02750000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 2.95% 11/12/2026 144A
04685A2K6
970000.00000000
PA
USD
962273.01000000
0.238200034091
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
0.02950000
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A
92564RAA3
1150000.00000000
PA
USD
1148223.08000000
0.284229915999
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC 5.875% 12/15/2027 144A
577081BD3
1280000.00000000
PA
USD
1280291.69000000
0.316922038793
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05875000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A
05401AAJ0
400000.00000000
PA
USD
396337.34000000
0.098108922227
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
0.03250000
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 3.75% 02/15/2027 144A
92564RAD7
600000.00000000
PA
USD
597064.13000000
0.147796617636
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03750000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.04% 05/01/2027
097023CU7
830000.00000000
PA
USD
838727.24000000
0.207617646016
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC 3.85% 12/15/2026
502431AL3
800000.00000000
PA
USD
799439.60000000
0.197892425533
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.03850000
N
N
N
N
N
N
COPT DEFENSE PROPERTIES LP
H0TWO5VRNEP6CQAWPX27
COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026
22003BAL0
1100000.00000000
PA
USD
1099188.19000000
0.272091871651
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.02250000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
ROSS STORES INC 0.875% 04/15/2026
778296AF0
760000.00000000
PA
USD
757173.16000000
0.187429836076
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.00875000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A
05401AAL5
1100000.00000000
PA
USD
1099853.10000000
0.272256462763
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027
60687YBP3
1200000.00000000
PA
USD
1192877.48000000
0.295283618526
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
0.01234000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027
89788MAD4
970000.00000000
PA
USD
970000.00000000
0.240112764950
Long
DBT
CORP
US
N
2
2027-03-02
Variable
0.01267000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027
38141GYA6
1200000.00000000
PA
USD
1199267.23000000
0.296865330423
Long
DBT
CORP
US
N
2
2027-03-09
Variable
0.01431000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFRINDX+54.5 03/02/2026
0641593V6
30000.00000000
PA
USD
30000.00000000
0.007426167988
Long
DBT
CORP
CA
N
2
2026-03-02
Variable
0.04284545
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027
53944YAP8
900000.00000000
PA
USD
895703.55000000
0.221721500996
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
0.01627000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.625% 04/15/2026
87264ABU8
1160000.00000000
PA
USD
1157884.15000000
0.286621406958
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.02625000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 1.45% 04/15/2026
25746UDJ5
1200000.00000000
PA
USD
1196351.58000000
0.296143593533
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01450000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027
46647PCB0
1219000.00000000
PA
USD
1214767.23000000
0.300702183883
Long
DBT
CORP
US
N
2
2027-04-22
Variable
0.01578000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027
06051GJS9
1250000.00000000
PA
USD
1238778.76000000
0.306645972398
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.01734000
N
N
N
N
N
N
GLENCORE FDG LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC 1.625% 04/27/2026 144A
378272BD9
1100000.00000000
PA
USD
1095761.91000000
0.271243733956
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
0.01625000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+57 04/27/2026
78016EZR1
1100000.00000000
PA
USD
1100573.85000000
0.272434876449
Long
DBT
CORP
CA
N
2
2026-04-27
Variable
0.04238010
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 3.125% 05/15/2026 144A
26884LAM1
499000.00000000
PA
USD
497516.50000000
0.123154703529
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03125000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA 1.535%/VAR 05/25/2027 144A
23329PAG5
340000.00000000
PA
USD
338030.65000000
0.083675746401
Long
DBT
CORP
NO
N
2
2027-05-25
Variable
0.01535000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 05/31/2026
91282CCF6
7600000.00000000
PA
USD
7544662.50000000
1.867597704635
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.00750000
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II FRN SOFR+62 06/04/2026 144A
6944PL2G3
25000.00000000
PA
USD
25024.27000000
0.006194481093
Long
DBT
CORP
US
N
2
2026-06-04
Variable
0.04339297
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 1.462%/VAR 06/09/2027
172967NA5
600000.00000000
PA
USD
595768.24000000
0.147475834408
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.01462000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A
83368RBC5
1000000.00000000
PA
USD
993811.28000000
0.246006983794
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
0.01792000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB 1.418%/VAR 06/11/2027 144A
86959LAH6
1180000.00000000
PA
USD
1171753.37000000
0.290054578877
Long
DBT
CORP
SE
N
2
2027-06-11
Variable
0.01418000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.5% 06/10/2026
37045XDK9
600000.00000000
PA
USD
595918.53000000
0.147513037034
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
0.01500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 1.642%/VAR 06/14/2027
639057AC2
1487000.00000000
PA
USD
1476978.63000000
0.365609714044
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
0.01642000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 6.02% 06/15/2026
24703TAD8
450000.00000000
PA
USD
450312.22000000
0.111469806428
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06020000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 4.9% 10/01/2026
24703TAE6
1180000.00000000
PA
USD
1184114.37000000
0.293114407627
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.04900000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027
60687YBS7
640000.00000000
PA
USD
634730.69000000
0.157120557706
Long
DBT
CORP
JP
N
2
2027-07-09
Variable
0.01554000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV STEP 07/12/2026 144A
29278GAM0
1190000.00000000
PA
USD
1179028.90000000
0.291855555810
Long
DBT
CORP
NL
N
2
2026-07-12
Variable
0.01625000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027
606822BY9
1200000.00000000
PA
USD
1188941.88000000
0.294309404301
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
0.01538000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 1.512%/VAR 07/20/2027
61747YEC5
1220000.00000000
PA
USD
1208677.41000000
0.299194716338
Long
DBT
CORP
US
N
2
2027-07-20
Variable
0.01512000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMWARE LLC 1.4% 08/15/2026
928563AJ4
1545000.00000000
PA
USD
1526729.05000000
0.377924879924
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.01400000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 1.494%/VAR 08/10/2027 144A
902613AH1
1290000.00000000
PA
USD
1275558.32000000
0.315750345434
Long
DBT
CORP
CH
N
2
2027-08-10
Variable
0.01494000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 1.549%/VAR 09/10/2027 144A
23636ABB6
820000.00000000
PA
USD
810219.77000000
0.200560937311
Long
DBT
CORP
DK
N
2
2027-09-10
Variable
0.01549000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026
86562MCH1
1200000.00000000
PA
USD
1184459.77000000
0.293199907575
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
0.01402000
N
N
N
N
N
N
BANK OF IRELAND GROUP PLC
635400C8EK6DRI12LJ39
BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A
06279JAB5
1161000.00000000
PA
USD
1147202.56000000
0.283977297567
Long
DBT
CORP
IE
N
2
2027-09-30
Variable
0.02029000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 1.45% 09/15/2026
03027XBR0
800000.00000000
PA
USD
789162.30000000
0.195348393657
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.01450000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 1.6% 10/04/2026
29250NBH7
850000.00000000
PA
USD
838337.85000000
0.207521256831
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
0.01600000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
254900WVU0BM7ZCJ9E93
MARVELL TECHNOLOGY INC 1.65% 04/15/2026
573874AC8
1026000.00000000
PA
USD
1023021.01000000
0.253237529189
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01650000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027
38141GYM0
1400000.00000000
PA
USD
1381155.16000000
0.341889674529
Long
DBT
CORP
US
N
2
2027-10-21
Variable
0.01948000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026
00774MAV7
1310000.00000000
PA
USD
1297322.11000000
0.321137730787
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
0.02450000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 1.707%/VAR 11/01/2027
316773DD9
1000000.00000000
PA
USD
985132.05000000
0.243858536461
Long
DBT
CORP
US
N
2
2027-11-01
Variable
0.01707000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A
29449WAL1
1000000.00000000
PA
USD
984232.74000000
0.243635922223
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
0.01700000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027
251526CP2
1170000.00000000
PA
USD
1155788.61000000
0.286102679222
Long
DBT
CORP
US
N
2
2027-11-16
Variable
0.02311000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027
404280CX5
1500000.00000000
PA
USD
1482669.47000000
0.367018418505
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
0.02251000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 2.279%/VAR 11/24/2027
06738EBU8
1260000.00000000
PA
USD
1243090.75000000
0.307713357801
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
0.02279000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 1.98%/VAR 12/15/2027 144A
74977RDL5
980000.00000000
PA
USD
965143.23000000
0.238910525287
Long
DBT
CORP
NL
N
2
2027-12-15
Variable
0.01980000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.552%/VAR 01/07/2028
25160PAH0
1200000.00000000
PA
USD
1184959.68000000
0.293323654763
Long
DBT
CORP
US
N
2
2028-01-07
Variable
0.02552000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A
83368RBH4
400000.00000000
PA
USD
395688.01000000
0.097948187772
Long
DBT
CORP
FR
N
2
2028-01-19
Variable
0.02797000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 2.591%/VAR 01/20/2028 144A
09659W2T0
1100000.00000000
PA
USD
1086333.99000000
0.268909956700
Long
DBT
CORP
FR
N
2
2028-01-20
Variable
0.02591000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A
05610HAA1
218191.19300000
PA
USD
218123.01000000
0.053993937144
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.04672550
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028
46647PCW4
1000000.00000000
PA
USD
989900.06000000
0.245038804568
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02947000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 3.75%/VAR 03/18/2028
53944YAS2
400000.00000000
PA
USD
399059.29000000
0.098782710826
Long
DBT
CORP
GB
N
2
2028-03-18
Variable
0.03750000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
1360000.00000000
PA
USD
1352971.02000000
0.334913002588
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 4.017%/VAR 03/28/2028
456837BB8
1000000.00000000
PA
USD
1000728.72000000
0.247719319510
Long
DBT
CORP
NL
N
2
2028-03-28
Variable
0.04017000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A
23636ABC4
990000.00000000
PA
USD
993660.22000000
0.245969590562
Long
DBT
CORP
DK
N
2
2028-04-01
Variable
0.04298000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.21%/VAR 04/20/2028
61747YER2
400000.00000000
PA
USD
400766.28000000
0.099205257309
Long
DBT
CORP
US
N
2
2028-04-20
Variable
0.04210000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.323%/VAR 04/26/2028
46647PDA1
400000.00000000
PA
USD
401363.54000000
0.099353102412
Long
DBT
CORP
US
N
2
2028-04-26
Variable
0.04323000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026
62954HAZ1
800000.00000000
PA
USD
799382.06000000
0.197878182143
Long
DBT
CORP
NL
N
2
2026-06-18
Fixed
0.03875000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027
38141GZT4
930000.00000000
PA
USD
930799.78000000
0.230409184321
Long
DBT
CORP
US
N
2
2027-06-15
Variable
0.04387000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2022-3
N/A
CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027
14318MAD1
16965.03000000
PA
USD
16967.27000000
0.004200059910
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.03970000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 4.703%/VAR 08/05/2027 144A
902613AS7
600000.00000000
PA
USD
601577.50000000
0.148913852430
Long
DBT
CORP
CH
N
2
2027-08-05
Variable
0.04703000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2022-C OWNER TR
N/A
TOYOTA AUTO RECEIVABLES 2022-C OWNER TR 3.76% 04/15/2027
89231CAD9
23199.93000000
PA
USD
23197.83000000
0.005742366084
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.03760000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 4.655%/VAR 08/22/2028 144A
74977RDR2
1000000.00000000
PA
USD
1009664.03000000
0.249931156613
Long
DBT
CORP
NL
N
2
2028-08-22
Variable
0.04655000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST 2022-2
N/A
ALLY AUTO RECEIVABLES TRUST 2022-2 A3 4.76% 05/17/2027
02008MAC3
14493.62000000
PA
USD
14499.18000000
0.003589111545
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
0.04760000
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-4
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-4 4.82% 08/16/2027
36265QAD8
2263.15000000
PA
USD
2265.13000000
0.000560707863
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Fixed
0.04820000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1
N/A
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 5.21% 08/16/2027
58768PAC8
123426.80000000
PA
USD
123691.13000000
0.030618370334
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Fixed
0.05210000
N
N
N
N
N
N
MERCEDES-AUTO RECEIVABLES TR 2023-1
N/A
MERCEDES-BENZ AUTO RECEIVABLES TR 2023-1 4.51% 11/15/2027
58770AAC7
145686.66000000
PA
USD
145951.55000000
0.036128690947
Long
ABS-CBDO
CORP
US
N
2
2027-11-15
Fixed
0.04510000
N
N
N
N
N
N
TAOT 2023-A
N/A
TAOT 2023-A A3 4.63% 09/15/2027
891940AC2
184521.08000000
PA
USD
184884.57000000
0.045766129174
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.04630000
N
N
N
N
N
N
DLLAD 2023-1A
N/A
DLLAD 2023-1A 4.79% 01/20/2028 144A
233258AC6
247259.59800000
PA
USD
248202.45000000
0.061439769625
Long
ABS-CBDO
CORP
US
N
2
2028-01-20
Fixed
0.04790000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.4% 03/02/2026
969457CH1
1100000.00000000
PA
USD
1100000.00000000
0.272292826233
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.05400000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 5.847%/VAR 03/02/2027
639057AJ7
1440000.00000000
PA
USD
1440000.00000000
0.356456063432
Long
DBT
CORP
GB
N
2
2027-03-02
Variable
0.05847000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2023-A
N/A
FORD CREDIT AUTO OWNER TRUST 2023-A 4.65% 02/15/2028
344928AD8
343551.28000000
PA
USD
344339.63000000
0.085237464578
Long
ABS-CBDO
CORP
US
N
2
2028-02-15
Fixed
0.04650000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP 4.947%/VAR 04/26/2027
06406RBQ9
1290000.00000000
PA
USD
1292082.24000000
0.319840658959
Long
DBT
CORP
US
N
2
2027-04-26
Variable
0.04947000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.829%/VAR 05/09/2027
06738ECF0
1450000.00000000
PA
USD
1454670.31000000
0.360087536315
Long
DBT
CORP
GB
N
2
2027-05-09
Variable
0.05829000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 4.75% 05/15/2026
30040WAV0
750000.00000000
PA
USD
751030.43000000
0.185909271246
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04750000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+89 05/18/2026
89236TKV6
25000.00000000
PA
USD
25042.55000000
0.006199006105
Long
DBT
CORP
US
N
2
2026-05-18
Variable
0.04563530
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027
89788MAN2
1440000.00000000
PA
USD
1447194.92000000
0.358237086251
Long
DBT
CORP
US
N
2
2027-06-08
Variable
0.06047000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A
361886CR3
1100000.00000000
PA
USD
1104726.70000000
0.273462868507
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.05340000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A
361886CS1
1111000.00000000
PA
USD
1113375.21000000
0.275603711444
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Variable
0.04808190
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA 5.589% 07/05/2026 144A
22534PAE3
1000000.00000000
PA
USD
1005572.60000000
0.248918368396
Long
DBT
CORP
FR
N
2
2026-07-05
Fixed
0.05589000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027
25160PAN7
1209000.00000000
PA
USD
1222669.95000000
0.302658414759
Long
DBT
CORP
US
N
2
2027-07-13
Variable
0.07146000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 5.05% 07/15/2026
053332BE1
800000.00000000
PA
USD
802950.05000000
0.198761398580
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05050000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027
025816DG1
1100000.00000000
PA
USD
1105895.42000000
0.273752172209
Long
DBT
CORP
US
N
2
2027-07-28
Variable
0.05389000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SOFRINDX+97 07/28/2027
025816DJ5
1500000.00000000
PA
USD
1503862.56000000
0.372264533389
Long
DBT
CORP
US
N
2
2027-07-28
Variable
0.04638645
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027
53944YAW3
1100000.00000000
PA
USD
1105845.85000000
0.273739901704
Long
DBT
CORP
GB
N
2
2027-08-07
Variable
0.05225891
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027
404280DZ9
1450000.00000000
PA
USD
1462329.32000000
0.361983439478
Long
DBT
CORP
GB
N
2
2027-08-14
Variable
0.05887000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB 6.136% 09/12/2026 144A
87020PAX5
1100000.00000000
PA
USD
1113060.16000000
0.275525724303
Long
DBT
CORP
SE
N
2
2026-09-12
Fixed
0.06136000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV FRN SOFRINDX+156 09/11/2027
456837BJ1
1100000.00000000
PA
USD
1106754.00000000
0.273964704186
Long
DBT
CORP
NL
N
2
2027-09-11
Variable
0.05256301
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 6.083%/VAR 09/11/2027
456837BF9
1100000.00000000
PA
USD
1111908.78000000
0.275240712926
Long
DBT
CORP
NL
N
2
2027-09-11
Variable
0.06083000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC FRN SOFR+188 09/13/2027
06738ECM5
1130000.00000000
PA
USD
1138305.50000000
0.281774928828
Long
DBT
CORP
GB
N
2
2027-09-13
Variable
0.05569811
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A
00084DBA7
800000.00000000
PA
USD
810003.04000000
0.200507288199
Long
DBT
CORP
NL
N
2
2027-09-18
Variable
0.06339000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A
00084DBB5
1100000.00000000
PA
USD
1108465.72000000
0.274388421528
Long
DBT
CORP
NL
N
2
2027-09-18
Variable
0.05468292
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027
06051GLV9
1430000.00000000
PA
USD
1445365.28000000
0.357784179118
Long
DBT
CORP
US
N
2
2027-09-15
Variable
0.05933000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A
165183CZ5
403094.70800000
PA
USD
407332.20000000
0.100830578139
Long
ABS-CBDO
CORP
US
N
2
2035-10-15
Fixed
0.06160000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027
46647PDW3
1550000.00000000
PA
USD
1571227.10000000
0.388939879738
Long
DBT
CORP
US
N
2
2027-10-22
Variable
0.06070000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 6.615%/VAR 10/20/2027
693475BT1
430000.00000000
PA
USD
437120.97000000
0.108204458479
Long
DBT
CORP
US
N
2
2027-10-20
Variable
0.06615000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 6.787%/VAR 10/26/2027
91159HJP6
1300000.00000000
PA
USD
1324356.16000000
0.327829710677
Long
DBT
CORP
US
N
2
2027-10-26
Variable
0.06787000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 6.75%/VAR 02/08/2028 144A
853254CW8
790000.00000000
PA
USD
809366.09000000
0.200349618275
Long
DBT
CORP
GB
N
2
2028-02-08
Variable
0.06750000
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 5.75% 11/20/2026
67103HAM9
1130000.00000000
PA
USD
1143283.61000000
0.283007204866
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
0.05750000
N
N
N
N
N
N
BX COML MTG TR 2023-XL3
N/A
BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A
12434GAA3
41658.38000000
PA
USD
41658.38000000
0.010312070933
Long
ABS-MBS
CORP
US
N
2
2040-12-09
Variable
0.05421070
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028
53944YAZ6
1120000.00000000
PA
USD
1133802.56000000
0.280660275866
Long
DBT
CORP
GB
N
2
2028-01-05
Variable
0.05462000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 5.519%/VAR 01/19/2028 144A
83368RBV3
790000.00000000
PA
USD
799791.54000000
0.197979544385
Long
DBT
CORP
FR
N
2
2028-01-19
Variable
0.05519000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028
46647PEA0
1160000.00000000
PA
USD
1170361.17000000
0.289709955175
Long
DBT
CORP
US
N
2
2028-01-23
Variable
0.05040000
N
N
N
N
N
N
BX COML MTG TR 2024-XL4
N/A
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A
05611VAA9
248545.94700000
PA
USD
248545.95000000
0.061524799249
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.05101680
N
N
N
N
N
N
BLP COML MTG 2024-INDS
N/A
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A
05625AAA9
242433.59400000
PA
USD
242433.59000000
0.060011752177
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Variable
0.05001800
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 5.583%/VAR 03/01/2028
639057AL2
360000.00000000
PA
USD
365716.18000000
0.090528992955
Long
DBT
CORP
GB
N
2
2028-03-01
Variable
0.05583000
N
N
N
N
N
N
BX COML MTG TR 2024-XL5
N/A
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2041 144A
05612GAA1
828292.16500000
PA
USD
828551.01000000
0.205098632901
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Variable
0.05051300
N
N
N
N
N
N
BX 2024-CNYN
N/A
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A
05612HAA9
337230.86000000
PA
USD
337336.24000000
0.083503852891
Long
ABS-MBS
CORP
US
N
2
2041-04-15
Variable
0.05101528
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+83 03/20/2026 144A
928668CD2
1530000.00000000
PA
USD
1530511.71000000
0.378861235544
Long
DBT
CORP
US
N
2
2026-03-20
Variable
0.04517480
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 5.3% 03/22/2027 144A
928668CF7
390000.00000000
PA
USD
395398.28000000
0.097876468317
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.05300000
N
N
N
N
N
N
THE CAMPBELL'S COMPANY
5493007JDSMX8Z5Z1902
THE CAMPBELL'S COMPANY 5.3% 03/20/2026
134429BL2
3000.00000000
PA
USD
3001.55000000
0.000743000484
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
0.05300000
N
N
N
N
N
N
GLENCORE FDG LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC 5.338% 04/04/2027 144A
378272BR8
600000.00000000
PA
USD
608665.61000000
0.150668435616
Long
DBT
CORP
US
N
2
2027-04-04
Fixed
0.05338000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 5.25% 04/05/2027
29250NCA1
820000.00000000
PA
USD
830949.30000000
0.205692303048
Long
DBT
CORP
CA
N
2
2027-04-05
Fixed
0.05250000
N
N
N
N
N
N
WHEELS FLEET LEASE FUNDING 1 LLC
549300BSFY0E0XXREF43
WHEELS FLEET LEASE FUNDING 1 LLC 0% 02/18/2039 144A
96328GBN6
576245.67000000
PA
USD
578189.06000000
0.143124302949
Long
ABS-CBDO
CORP
US
N
2
2039-02-18
Variable
0.04494060
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A
N/A
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027
981946AD8
1294820.32000000
PA
USD
1301057.21000000
0.322062313456
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.05260000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028
95000U3L5
900000.00000000
PA
USD
916477.61000000
0.226863889641
Long
DBT
CORP
US
N
2
2028-04-22
Variable
0.05707000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 2024-2
N/A
ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A
29375RAB2
33612.59000000
PA
USD
33696.01000000
0.008341074359
Long
ABS-CBDO
CORP
US
N
2
2026-12-20
Fixed
0.05740000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 5.645%/VAR 04/23/2027
025816DT3
1100000.00000000
PA
USD
1102433.17000000
0.272895130538
Long
DBT
CORP
US
N
2
2027-04-23
Variable
0.05645000
N
N
N
N
N
N
BX COML MTG TR 2024-MDHS
N/A
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A
12433BAA5
327312.27000000
PA
USD
327516.84000000
0.081073169093
Long
ABS-MBS
CORP
US
N
2
2041-05-15
Floating
0.05300950
N
N
N
N
N
N
DLLAD 2024-1 LLC
N/A
DLLAD 2024-1 LLC 5.5% 08/20/2027 144A
23346MAB2
101200.88000000
PA
USD
101563.86000000
0.025141009529
Long
ABS-CBDO
CORP
US
N
2
2027-08-20
Fixed
0.05500000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 5.62% 05/08/2026 144A
04685A3V1
1120000.00000000
PA
USD
1122857.71000000
0.277950999375
Long
DBT
CORP
US
N
2
2026-05-08
Fixed
0.05620000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST 2024-A
N/A
MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027
58770JAB0
14151.05000000
PA
USD
14161.90000000
0.003505621614
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.05440000
N
N
N
N
N
N
BMP 2024-MF23
N/A
BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A
05593JAA8
211000.00000000
PA
USD
211065.94000000
0.052247037567
Long
ABS-MBS
CORP
US
N
2
2041-06-15
Variable
0.05031590
N
N
N
N
N
N
CFMT 2024-HB13 LLC
N/A
CFMT 2024-HB13 LLC VAR 05/25/2034 144A
12530VAA3
73945.18000000
PA
USD
73268.03000000
0.018136689964
Long
ABS-CBDO
CORP
US
N
2
2034-05-25
Variable
0.03000000
N
N
N
N
N
N
ARI FLEET LEASE TRUST 2024-B
N/A
ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A
04033HAB1
41084.20000000
PA
USD
41350.09000000
0.010235757155
Long
ABS-CBDO
CORP
US
N
2
2033-04-15
Fixed
0.05540000
N
N
N
N
N
N
FORDO 2024-B
N/A
FORDO 2024-B 5.4% 04/15/2027
34531QAB5
15387.53000000
PA
USD
15400.20000000
0.003812149075
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.05400000
N
N
N
N
N
N
CARMAX SELECT RECEIVABLES TRUST 2024-A
N/A
CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027
14319FAB9
4012.17000000
PA
USD
4016.70000000
0.000994289631
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.05780000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 5.45% 06/24/2026 144A
44891ADA2
661000.00000000
PA
USD
663707.63000000
0.164293478513
Long
DBT
CORP
US
N
2
2026-06-24
Fixed
0.05450000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST 2024-2
N/A
KUBOTA CREDIT OWNER TRUST 2024-2 5.45% 04/15/2027 144A
50117DAB2
71885.33000000
PA
USD
72036.57000000
0.017831855670
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.05450000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA 5.6%/VAR 07/02/2027
63307A3A1
600000.00000000
PA
USD
603185.20000000
0.149311820772
Long
DBT
CORP
CA
N
2
2027-07-02
Variable
0.05600000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 5.069%/VAR 07/23/2027
78016HZX1
1540000.00000000
PA
USD
1546767.98000000
0.382885295273
Long
DBT
CORP
CA
N
2
2027-07-23
Variable
0.05069000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 2024-3 LLC
N/A
ENTERPRISE FLEET FINANCING 2024-3 LLC 5.31% 04/20/2027 144A
29375QAB4
217482.27000000
PA
USD
218135.72000000
0.053997083364
Long
ABS-CBDO
CORP
US
N
2
2027-04-20
Fixed
0.05310000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP FRN SOFRINDX+83 07/21/2028
06406RBY2
600000.00000000
PA
USD
603107.86000000
0.149292676111
Long
DBT
CORP
US
N
2
2028-07-21
Variable
0.04496252
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.102%/VAR 07/23/2027
693475BY0
1270000.00000000
PA
USD
1275441.70000000
0.315721477444
Long
DBT
CORP
US
N
2
2027-07-23
Variable
0.05102000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2024-3
N/A
CARMAX AUTO OWNER TRUST 2024-3 5.21% 09/15/2027
14319GAB7
83705.43000000
PA
USD
83799.31000000
0.020743591778
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.05210000
N
N
N
N
N
N
MAGNETITE XXII LTD / MAGNETITE XXII LLC
N/A
MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A
55954HAW2
892000.00000000
PA
USD
892540.55000000
0.220938535351
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Variable
0.04922190
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A
58769JAV9
1500000.00000000
PA
USD
1502637.29000000
0.371961231361
Long
DBT
CORP
US
N
2
2026-07-31
Variable
0.04296988
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA FRN SOFR+70.8 08/06/2026
17325FBH0
750000.00000000
PA
USD
751077.00000000
0.185920799135
Long
DBT
CORP
US
N
2
2026-08-06
Variable
0.04374973
N
N
N
N
N
N
DLLMT 2024-1 LLC
N/A
DLLMT 2024-1 LLC 4.84% 08/21/2028 144A
23347AAE1
1170000.00000000
PA
USD
1179320.34000000
0.291927698556
Long
ABS-CBDO
CORP
US
N
2
2028-08-21
Fixed
0.04840000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A
05565ECN3
1170000.00000000
PA
USD
1173217.50000000
0.290417008055
Long
DBT
CORP
US
N
2
2026-08-13
Variable
0.04471070
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A
928668CJ9
1121000.00000000
PA
USD
1124710.51000000
0.278409639510
Long
DBT
CORP
US
N
2
2026-08-14
Variable
0.04732193
N
N
N
N
N
N
WHEELS FLEET LEASE FUNDING 1 LLC
549300BSFY0E0XXREF43
WHEELS FLEET LEASE FUNDING 1 LLC 24-2A A2 SOFR30A+108 06/21/2039 144A
96328GBU0
323842.48000000
PA
USD
325757.30000000
0.080637614439
Long
ABS-CBDO
CORP
US
N
2
2039-06-21
Variable
0.04664060
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026
21688ABF8
1000000.00000000
PA
USD
1002171.09000000
0.248076362241
Long
DBT
CORP
US
N
2
2026-08-28
Fixed
0.04333000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 4.86% 08/27/2026 144A
04685A4A6
1036000.00000000
PA
USD
1039753.49000000
0.257379469434
Long
DBT
CORP
US
N
2
2026-08-27
Fixed
0.04860000
N
N
N
N
N
N
VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC
N/A
VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A
92918UAL5
696000.00000000
PA
USD
697259.06000000
0.172598763694
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Variable
0.04917630
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE 4.567%/VAR 09/10/2027
06368L8K5
1030000.00000000
PA
USD
1033598.49000000
0.255855867302
Long
DBT
CORP
CA
N
2
2027-09-10
Variable
0.04567000
N
N
N
N
N
N
DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC
N/A
DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A
26253BAN4
566000.00000000
PA
USD
567062.95000000
0.140370157552
Long
ABS-CBDO
CORP
KY
N
2
2034-08-20
Variable
0.04945570
N
N
N
N
N
N
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1
N/A
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1A A2 4.56% 05/17/2027 144A
92887QAB3
184796.45000000
PA
USD
184962.73000000
0.045785476817
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
0.04560000
N
N
N
N
N
N
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1
N/A
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.29% 10/16/2028 144A
92887QAC1
660000.00000000
PA
USD
663364.22000000
0.164208471168
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04290000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST 2024-B
N/A
TOYOTA LEASE OWNER TRUST 2024-B A3 4.21% 09/20/2027 144A
891943AD4
1071155.44000000
PA
USD
1072507.56000000
0.265487376971
Long
ABS-CBDO
CORP
US
N
2
2027-09-20
Fixed
0.04210000
N
N
N
N
N
N
JOHN DEERE OWNER TR 2024-C
N/A
JOHN DEERE OWNER TR 2024-C A2B SOFR30A+43 08/16/2027
477911AC5
202374.23000000
PA
USD
202447.51000000
0.050113640601
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Variable
0.04088190
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO 4.45% 09/25/2026
42824CBR9
544000.00000000
PA
USD
545602.83000000
0.135057942346
Long
DBT
CORP
US
N
2
2026-09-25
Fixed
0.04450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 09/30/2026
91282CLP4
21610300.00000000
PA
USD
21591095.57000000
5.344636758383
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.03500000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 2024-4 LLC
N/A
ENTERPRISE FLEET FINANCING 2024-4 LLC 4.69% 07/20/2027 144A
29374MAB4
568987.96000000
PA
USD
570834.38000000
0.141303733310
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Fixed
0.04690000
N
N
N
N
N
N
DELL EQUIP FIN TR 2024-2
N/A
DELL EQUIP FIN TR 2024-2 4.59% 08/22/2030 144A
24704EAE8
1140000.00000000
PA
USD
1147415.13000000
0.284029916918
Long
ABS-CBDO
CORP
US
N
2
2030-08-22
Fixed
0.04590000
N
N
N
N
N
N
DELL EQUIP FIN TR 2024-2
N/A
DELL EQUIP FIN TR 2024-2 4.69% 08/22/2030 144A
24704EAC2
232842.33000000
PA
USD
233194.13000000
0.057724626107
Long
ABS-CBDO
CORP
US
N
2
2030-08-22
Fixed
0.04690000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2024-C
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2024-C 4.53% 09/15/2027
448976AB6
227008.93000000
PA
USD
227279.73000000
0.056260581842
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.04530000
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 4.53% 10/18/2027
38014AAB7
153888.51000000
PA
USD
154004.28000000
0.038122055139
Long
ABS-CBDO
CORP
US
N
2
2027-10-18
Fixed
0.04530000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 4.71% 05/22/2028 144A
78436XAB3
30146.65000000
PA
USD
30163.77000000
0.007466707439
Long
ABS-CBDO
CORP
US
N
2
2028-05-22
Fixed
0.04710000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2024-GRP
N/A
WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A
95003YAA0
388000.00000000
PA
USD
387494.86000000
0.095920064163
Long
ABS-MBS
CORP
US
N
2
2041-10-15
Variable
0.05450970
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026
89236TMR3
1100000.00000000
PA
USD
1100307.03000000
0.272368828111
Long
DBT
CORP
US
N
2
2026-04-10
Variable
0.04115255
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAPITAL LLC 4.5% 10/08/2027
12592BAT1
881000.00000000
PA
USD
887272.42000000
0.219634468073
Long
DBT
CORP
US
N
2
2027-10-08
Fixed
0.04500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 4.51%/VAR 10/18/2027
78017FZQ9
1100000.00000000
PA
USD
1105150.56000000
0.273567790359
Long
DBT
CORP
CA
N
2
2027-10-18
Variable
0.04510000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027
78017FZR7
1100000.00000000
PA
USD
1103062.15000000
0.273050827576
Long
DBT
CORP
CA
N
2
2027-10-18
Variable
0.04386474
N
N
N
N
N
N
OPORTUN FUNDING TRUST 2024-3
N/A
OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A
68377NAA9
770.10000000
PA
USD
770.32000000
0.000190684190
Long
ABS-CBDO
CORP
US
N
2
2029-08-15
Fixed
0.05260000
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE 4.447%/VAR 10/15/2027
61690U8G8
900000.00000000
PA
USD
903228.31000000
0.223584172057
Long
DBT
CORP
US
N
2
2027-10-15
Variable
0.04447000
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027
61690U8F0
1200000.00000000
PA
USD
1202424.00000000
0.297646753900
Long
DBT
CORP
US
N
2
2027-10-15
Variable
0.04351210
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2024-4
N/A
CARMAX AUTO OWNER TRUST 2024-4 4.67% 12/15/2027
14290DAB7
155030.57000000
PA
USD
155234.45000000
0.038426570108
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Fixed
0.04670000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2024-2 LTD
N/A
PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A
69703RAA3
171287.49000000
PA
USD
171287.49000000
0.042400322500
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Variable
0.04672190
N
N
N
N
N
N
VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC
N/A
VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A
92013AAT6
558000.00000000
PA
USD
558464.81000000
0.138241783151
Long
ABS-CBDO
CORP
JE
N
2
2037-01-20
Variable
0.04857630
N
N
N
N
N
N
BUCKHORN PARK CLO LTD
N/A
BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A
118382BA7
910000.00000000
PA
USD
910839.93000000
0.225468344350
Long
ABS-CBDO
CORP
KY
N
2
2034-07-18
Variable
0.04737630
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1
N/A
CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027
14043NAB5
180363.07000000
PA
USD
180523.68000000
0.044686639117
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04610000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1
N/A
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 4.65% 11/22/2027
92868RAB4
360388.87000000
PA
USD
361243.96000000
0.089421944389
Long
ABS-CBDO
CORP
US
N
2
2027-11-22
Fixed
0.04650000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2024-D
N/A
FORD CREDIT AUTO OWNER TRUST 2024-D 4.59% 10/15/2027
34535VAB0
232497.35000000
PA
USD
232881.88000000
0.057647332076
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04590000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A
92840VAT9
260000.00000000
PA
USD
262822.23000000
0.065058734366
Long
DBT
CORP
US
N
2
2026-12-30
Fixed
0.05050000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 4.68% 11/15/2028 144A
361886DK7
940000.00000000
PA
USD
945558.88000000
0.234062636186
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.04680000
N
N
N
N
N
N
COMMONWEALTH BANK AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A
2027A0KV0
1200000.00000000
PA
USD
1202065.60000000
0.297558035946
Long
DBT
CORP
AU
N
2
2026-11-27
Variable
0.04130000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026
857449AD4
711000.00000000
PA
USD
712190.49000000
0.176294873943
Long
DBT
CORP
US
N
2
2026-11-25
Variable
0.04127040
N
N
N
N
N
N
HARTWICK PARK CLO LTD
N/A
HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A
417403AN2
1139000.00000000
PA
USD
1140469.31000000
0.282310556047
Long
ABS-CBDO
CORP
JE
N
2
2037-01-20
Variable
0.04827630
N
N
N
N
N
N
DRYDEN 68 CLO LTD
N/A
DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A
26252QAS1
853000.00000000
PA
USD
852318.45000000
0.210981999637
Long
ABS-CBDO
CORP
KY
N
2
2035-07-15
Variable
0.04772190
N
N
N
N
N
N
MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC
N/A
MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A
55820BAS6
845000.00000000
PA
USD
845611.78000000
0.209321837701
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Variable
0.04752190
N
N
N
N
N
N
BX COML MTG TR 2024-GPA3
N/A
BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A
123910AA9
82333.14000000
PA
USD
82358.87000000
0.020387026797
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.04952470
N
N
N
N
N
N
TCO COML MTG TR 2024-DPM
N/A
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A
87231EAA5
445000.00000000
PA
USD
445556.61000000
0.110292607803
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.04902560
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2024-P4
N/A
CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62% 02/10/2028
14076LAB9
31993.70000000
PA
USD
32001.33000000
0.007921575080
Long
ABS-CBDO
CORP
US
N
2
2028-02-10
Fixed
0.04620000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 4.568% 12/17/2026
89115A3A8
1500000.00000000
PA
USD
1508432.22000000
0.373395702149
Long
DBT
CORP
CA
N
2
2026-12-17
Fixed
0.04568000
N
N
N
N
N
N
BARINGS CLO LTD 2019-III
549300T40QLO0VJIOB35
BARINGS CLO LTD 2019-III A1RR TSFR3M+114 01/20/2036 144A
06761KAW1
940000.00000000
PA
USD
940944.70000000
0.232920446992
Long
ABS-CBDO
CORP
KY
N
2
2036-01-20
Variable
0.04807630
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 4.95% 01/07/2027 144A
04685A4E8
1200000.00000000
PA
USD
1208591.57000000
0.299173467596
Long
DBT
CORP
US
N
2
2027-01-07
Fixed
0.04950000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A
46849LVC2
1276000.00000000
PA
USD
1285295.12000000
0.318160582516
Long
DBT
CORP
US
N
2
2027-01-13
Fixed
0.04900000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 4.862%/VAR 01/13/2028
13607PVP6
600000.00000000
PA
USD
604196.63000000
0.149562189075
Long
DBT
CORP
CA
N
2
2028-01-13
Variable
0.04862000
N
N
N
N
N
N
DLLAA 2025-1 LLC
N/A
DLLAA 2025-1 LLC 4.7% 10/20/2027 144A
233249AB7
219648.48000000
PA
USD
220390.01000000
0.054555107905
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Fixed
0.04700000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A
46849CJN2
1000000.00000000
PA
USD
1002321.20000000
0.248113520310
Long
DBT
CORP
US
N
2
2028-01-14
Variable
0.04635990
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.9%/VAR 01/24/2028
95000U3R2
1100000.00000000
PA
USD
1108676.49000000
0.274440595309
Long
DBT
CORP
US
N
2
2028-01-24
Variable
0.04900000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2025-A
N/A
WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028
98164YAB7
333102.57000000
PA
USD
333493.57000000
0.082552642459
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.04490000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST 2025-A
N/A
FORD CREDIT AUTO LEASE TRUST 2025-A 4.57% 08/15/2027
345282AB3
428087.58000000
PA
USD
428854.76000000
0.106158249676
Long
ABS-CBDO
CORP
US
N
2
2027-08-15
Fixed
0.04570000
N
N
N
N
N
N
FEDERATION DES CAISSES DESJARD INS DU QUEBEC
549300B2Q47IR0CR5B54
FEDERATION DES CAISE DESJARDIN FRN SOFR+63 01/27/2027 144A
31429KAN3
1100000.00000000
PA
USD
1103190.00000000
0.273082475429
Long
DBT
CORP
CA
N
2
2027-01-27
Variable
0.04298015
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA 4.95%/VAR 02/01/2028
63307A3D5
1175000.00000000
PA
USD
1185392.80000000
0.293430868825
Long
DBT
CORP
CA
N
2
2028-02-01
Variable
0.04950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 01/31/2027
91282CMH1
34850000.00000000
PA
USD
35029967.49000000
8.671280773365
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.04125000
N
N
N
N
N
N
FIFTH THIRD BANK CINN OH
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK CINN OH 4.967%/VAR 01/28/2028
31677QBU2
600000.00000000
PA
USD
605131.31000000
0.149793558765
Long
DBT
CORP
US
N
2
2028-01-28
Variable
0.04967000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 2025-1 LLC
N/A
ENTERPRISE FLEET FINANCING 2025-1 LLC 4.65% 10/20/2027 144A
29390HAB5
599687.90000000
PA
USD
602035.08000000
0.149027121295
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Fixed
0.04650000
N
N
N
N
N
N
POST ROAD EQUIPMENT FINANCE 2025-1 LLC
N/A
POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A
73747LAB4
85642.23000000
PA
USD
86397.11000000
0.021386648418
Long
ABS-CBDO
CORP
US
N
2
2031-05-15
Fixed
0.04900000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUS
N/A
HONDA AUTO RECEIVABLES OWNER TRUS 4.53% 08/23/2027
43814VAB3
549183.25000000
PA
USD
550225.82000000
0.136202312358
Long
ABS-CBDO
CORP
US
N
2
2027-08-23
Fixed
0.04530000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027
36271VAB3
635722.50000000
PA
USD
636864.96000000
0.157648872624
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Variable
0.04540000
N
N
N
N
N
N
FLATIRON RR CLO 22 LLC
N/A
FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A
33883QAQ8
1100000.00000000
PA
USD
1099450.00000000
0.272156679819
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Variable
0.04582190
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST 2025-1
N/A
KUBOTA CREDIT OWNER TRUST 2025-1 4.61% 12/15/2027 144A
50117FAB7
778618.98000000
PA
USD
781634.80000000
0.193485044340
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Fixed
0.04610000
N
N
N
N
N
N
SFAST 2025-1A
N/A
SFAST 2025-1A 4.65% 05/22/2028 144A
81885BAC9
253016.48000000
PA
USD
253297.08000000
0.062700888899
Long
ABS-CBDO
CORP
US
N
2
2028-05-22
Fixed
0.04650000
N
N
N
N
N
N
BX TRUST 2025-ROIC
N/A
BX Trust 2025-ROIC VAR 03/15/2030 144A
05593VAA1
920382.76400000
PA
USD
919232.29000000
0.227545780189
Long
ABS-MBS
CORP
US
N
2
2030-03-15
Variable
0.04803480
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST 2025-A
N/A
TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A
89239NAB1
274222.61000000
PA
USD
274770.48000000
0.068016391422
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Fixed
0.04580000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028
44644MAL5
952000.00000000
PA
USD
953135.74000000
0.235938204025
Long
DBT
CORP
US
N
2
2028-04-12
Variable
0.04385253
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC FRN SOFRINDX+36 02/26/2027
166756BA3
1066000.00000000
PA
USD
1068356.93000000
0.264459934450
Long
DBT
CORP
US
N
2
2027-02-26
Variable
0.04030220
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XXV LTD
N/A
BENEFIT STREET PARTNERS CLO XXV LTD A1R TSFR3M+100 01/15/2035 144A
08186YAL8
641000.00000000
PA
USD
641123.71000000
0.158703079055
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Variable
0.04672190
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
MARS INC 4.45% 03/01/2027 144A
571676AW5
989000.00000000
PA
USD
997086.87000000
0.246817819847
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04450000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027
377373AN5
1250000.00000000
PA
USD
1253812.50000000
0.310367408355
Long
DBT
CORP
GB
N
2
2027-03-12
Variable
0.04192900
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TR 2025-P1
N/A
CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028
14689MAB6
73874.94000000
PA
USD
73933.11000000
0.018301323158
Long
ABS-CBDO
CORP
US
N
2
2028-06-12
Fixed
0.04500000
N
N
N
N
N
N
WHEELS FLEET LEASE FUNDING 1 LLC
549300BSFY0E0XXREF43
WHEELS FLEET LEASE FUNDING 1 LLC TSFR1M+0 01/18/2040 144A
96328GCF2
1008937.49000000
PA
USD
1013578.60000000
0.250900165093
Long
ABS-CBDO
CORP
US
N
2
2040-01-18
Variable
0.04986780
N
N
N
N
N
N
DEXT ABS 2025-1 LLC
N/A
DEXT ABS 2025-1 LLC 4.59% 08/16/2027 144A
252154AB5
152527.13000000
PA
USD
152872.33000000
0.037841853444
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Fixed
0.04590000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A
65558RAM1
1100000.00000000
PA
USD
1105428.51000000
0.273636593805
Long
DBT
CORP
FI
N
2
2028-03-17
Variable
0.04389514
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2025-A
N/A
FORD CREDIT AUTO OWNER TRUST 2025-A 4.47% 12/15/2027
34535KAB4
686417.09000000
PA
USD
688057.15000000
0.170320932712
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Fixed
0.04470000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.71% 06/15/2028
80287NAB1
371133.16000000
PA
USD
371559.11000000
0.091975345613
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.04710000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+55 03/15/2029 144A
361886DX9
705000.00000000
PA
USD
706903.50000000
0.174986138080
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Variable
0.04258190
N
N
N
N
N
N
ONCOR ELEC DELIVERY CO LLC
549300SP2X2BS1KERD24
ONCOR ELEC DELIVERY CO LLC 4.5% 03/20/2027 144A
68233JCY8
671000.00000000
PA
USD
675763.87000000
0.167277867298
Long
DBT
CORP
US
N
2
2027-03-20
Fixed
0.04500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2025-SPOT
N/A
BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A
12433FAA6
530385.64000000
PA
USD
531048.62000000
0.131455208733
Long
ABS-MBS
CORP
US
N
2
2040-04-15
Variable
0.05103010
N
N
N
N
N
N
GLENCORE FDG LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A
378272BX5
1225000.00000000
PA
USD
1227481.85000000
0.303849547351
Long
DBT
CORP
US
N
2
2026-10-01
Variable
0.04430831
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 4.51% 03/20/2030
92348KDY6
920000.00000000
PA
USD
927271.04000000
0.229535683786
Long
ABS-CBDO
CORP
US
N
2
2030-03-20
Fixed
0.04510000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A
58769JBD8
780000.00000000
PA
USD
783417.18000000
0.193926252783
Long
DBT
CORP
US
N
2
2027-04-01
Variable
0.04460829
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A
29449WAU1
1041000.00000000
PA
USD
1048483.89000000
0.259540583334
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04600000
N
N
N
N
N
N
BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
BANK OF NEW YORK MELLON FRN SOFRINDX+71 04/20/2027
06405LAG6
1500000.00000000
PA
USD
1500890.60000000
0.371528857582
Long
DBT
CORP
US
N
2
2027-04-20
Variable
0.04376474
N
N
N
N
N
N
EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1
N/A
EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028
30185AAB7
16804.03000000
PA
USD
16846.53000000
0.004170172059
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04830000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028
38141GC85
807000.00000000
PA
USD
813112.32000000
0.201276956052
Long
DBT
CORP
US
N
2
2028-04-23
Variable
0.04956890
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B
N/A
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A
44935DAB5
742256.50000000
PA
USD
744944.21000000
0.184402694842
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.04580000
N
N
N
N
N
N
CARMX 2025-2
N/A
CARMX 2025-2 4.59% 07/17/2028
14320AAB7
375020.50000000
PA
USD
376145.34000000
0.093110616093
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
0.04590000
N
N
N
N
N
N
DELL EQUIP FIN TR 2025-1
N/A
DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A
24703UAC7
111940.69000000
PA
USD
112245.40000000
0.027785106543
Long
ABS-CBDO
CORP
US
N
2
2027-07-22
Fixed
0.04680000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2025-B OWNER TR
N/A
TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.46% 03/15/2028
89231HAB2
758434.56000000
PA
USD
760288.86000000
0.188201093129
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.04460000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP FRN SOFR+95 04/24/2028
857477CZ4
507000.00000000
PA
USD
509692.25000000
0.126168675692
Long
DBT
CORP
US
N
2
2028-04-24
Variable
0.04617574
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC FRN SOFRINDX+43 04/28/2027
931142FM0
1039000.00000000
PA
USD
1041991.19000000
0.257933387304
Long
DBT
CORP
US
N
2
2027-04-28
Variable
0.04098645
N
N
N
N
N
N
HAROT 2025-2 A2A
N/A
HAROT 2025-2 A2A 4.3% 01/18/2028
437921AB5
750288.45000000
PA
USD
751847.32000000
0.186111483325
Long
ABS-CBDO
CORP
US
N
2
2028-01-18
Fixed
0.04300000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 2025-2 LLC
N/A
ENTERPRISE FLEET FINANCING 2025-2 LLC 4.51% 02/22/2028 144A
29375TAB8
1069882.74000000
PA
USD
1074068.87000000
0.265873861982
Long
ABS-CBDO
CORP
US
N
2
2028-02-22
Fixed
0.04510000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026
49271VAY6
1272000.00000000
PA
USD
1273455.73000000
0.315229872549
Long
DBT
CORP
US
N
2
2026-11-15
Variable
0.04252193
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TR 2025-X1
N/A
AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A
00834MAA1
69785.49000000
PA
USD
69875.79000000
0.017296978494
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Fixed
0.05080000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC FRN SOFR+111.43 05/07/2028
172967PY1
1205000.00000000
PA
USD
1211915.96000000
0.299996383550
Long
DBT
CORP
US
N
2
2028-05-07
Variable
0.04812713
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028
362549AB3
599053.75000000
PA
USD
600134.20000000
0.148556579488
Long
ABS-CBDO
CORP
US
N
2
2028-02-16
Fixed
0.04400000
N
N
N
N
N
N
WOART 2025-B
N/A
WOART 2025-B 4.38% 08/15/2028
98164TAB8
807795.92000000
PA
USD
809372.74000000
0.200351264409
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
0.04380000
N
N
N
N
N
N
BOFA AUTO TRUST 2025-1
N/A
BOFA AUTO TRUST 2025-1 4.52% 11/22/2027 144A
05594BAB2
159212.72000000
PA
USD
159464.29000000
0.039473620188
Long
ABS-CBDO
CORP
US
N
2
2027-11-22
Fixed
0.04520000
N
N
N
N
N
N
DTE ELEC CO
9N0FWODEJVKHC2DYLO03
DTE ELEC CO 4.25% 05/14/2027
23338VAW6
201000.00000000
PA
USD
202382.67000000
0.050097590177
Long
DBT
CORP
US
N
2
2027-05-14
Fixed
0.04250000
N
N
N
N
N
N
PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1
N/A
PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 4.6% 12/20/2027 144A
73329KAB2
351802.04000000
PA
USD
352867.93000000
0.087348550860
Long
ABS-CBDO
CORP
US
N
2
2027-12-20
Fixed
0.04600000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST 2025-A
N/A
MERCEDES-BENZ AUTO LEASE TRUST 2025-A 4.57% 04/17/2028
58768YAB1
657454.96000000
PA
USD
660416.27000000
0.163478738771
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.04570000
N
N
N
N
N
N
OHA CREDIT FUNDING 22 LTD
N/A
OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A
67121HAA3
787000.00000000
PA
USD
788581.87000000
0.195204714634
Long
ABS-CBDO
CORP
KY
N
2
2038-07-20
Variable
0.04997630
N
N
N
N
N
N
AUTONATION FINANCE TRUST 2025-1
N/A
AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A
05330QAB8
87788.06000000
PA
USD
87958.52000000
0.021773158183
Long
ABS-CBDO
CORP
US
N
2
2028-04-10
Fixed
0.04720000
N
N
N
N
N
N
MTLRF 2025-1A
N/A
MTLRF 2025-1A 4.7% 12/16/2027 144A
55340QAB1
428438.08000000
PA
USD
430423.89000000
0.106546670442
Long
ABS-CBDO
CORP
US
N
2
2027-12-16
Fixed
0.04700000
N
N
N
N
N
N
US BANK NA CINCINNATI OHIO
6BYL5QZYBDK8S7L73M02
US BANK NA CINCINNATI OHIO FRN SOFR+91 05/15/2028
90331HPT4
1500000.00000000
PA
USD
1507805.40000000
0.373240539795
Long
DBT
CORP
US
N
2
2028-05-15
Variable
0.04582193
N
N
N
N
N
N
ALA TRUST 2025-OANA
N/A
ALA TRUST 2025-OANA A VAR 06/15/2040 144A
009920AA7
820000.00000000
PA
USD
824113.94000000
0.204000285327
Long
ABS-MBS
CORP
US
N
2
2040-06-15
Variable
0.05402630
N
N
N
N
N
N
GMF LEASING LLC
N/A
GMF LEASING LLC 4.55% 07/20/2027
362962AB8
737987.39000000
PA
USD
739633.32000000
0.183088042798
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Fixed
0.04550000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A A2 4.94% 01/18/2028
30166XAB0
296828.94000000
PA
USD
297230.46000000
0.073576110905
Long
ABS-CBDO
CORP
US
N
2
2028-01-18
Fixed
0.04830000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+65 05/20/2026
02665WGB1
900000.00000000
PA
USD
901174.73000000
0.223075831055
Long
DBT
CORP
US
N
2
2026-05-20
Variable
0.04337470
N
N
N
N
N
N
DRIVE 2025-1 A2
N/A
DRIVE 2025-1 A2 5.05% 08/15/2028
262102AB2
193528.63000000
PA
USD
193794.21000000
0.047971611953
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
0.04870000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA FRN SOFR+78.1 05/29/2027
17325FBQ0
1130000.00000000
PA
USD
1137333.70000000
0.281534370493
Long
DBT
CORP
US
N
2
2027-05-29
Variable
0.04451000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5% 07/15/2027
37045XFH4
400000.00000000
PA
USD
405133.44000000
0.100286299435
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05000000
N
N
N
N
N
N
FLATIRON CLO 23 LLC
N/A
FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A
33883DAQ7
981000.00000000
PA
USD
982640.23000000
0.243241713997
Long
ABS-CBDO
CORP
US
N
2
2036-04-17
Variable
0.04907630
N
N
N
N
N
N
BMW VEHICLE LEASE TRUST 2025-1
N/A
BMW VEHICLE LEASE TRUST 2025-1 4.43% 09/27/2027
096912AB6
765629.25000000
PA
USD
768015.87000000
0.190113828940
Long
ABS-CBDO
CORP
US
N
2
2027-09-27
Fixed
0.04430000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 25-B
N/A
HYUNDAI AUTO RECEIVABLES TRUST 25-B 4.45% 08/15/2028
44935XAB1
531007.47000000
PA
USD
532568.74000000
0.131831497616
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
0.04450000
N
N
N
N
N
N
BMW VEHICLE LEASE TRUST 2025-1
N/A
BMW VEHICLE LEASE TRUST 2025-1 4.43% 06/26/2028
096912AD2
1260000.00000000
PA
USD
1270384.92000000
0.314469727518
Long
ABS-CBDO
CORP
US
N
2
2028-06-26
Fixed
0.04430000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP FRN SOFRINDX+68 06/09/2028
06406RCD7
1325000.00000000
PA
USD
1329044.70000000
0.328990306866
Long
DBT
CORP
US
N
2
2028-06-09
Variable
0.04389357
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2025-P2
N/A
CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.56% 08/10/2028
14688YAB1
524866.55000000
PA
USD
525778.87000000
0.130150740441
Long
ABS-CBDO
CORP
US
N
2
2028-08-10
Fixed
0.04560000
N
N
N
N
N
N
USB AUTO OWNER TRUST 2025-1
N/A
USB AUTO OWNER TRUST 2025-1 4.51% 06/15/2028 144A
90367VAB5
620766.82000000
PA
USD
622051.06000000
0.153981855626
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.04510000
N
N
N
N
N
N
BROWN and BROWN INC
549300PC8KTJ71XKFY89
BROWN and BROWN INC 4.6% 12/23/2026
115236AH4
354000.00000000
PA
USD
355731.70000000
0.088057445430
Long
DBT
CORP
US
N
2
2026-12-23
Fixed
0.04600000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST 2025-2
N/A
KUBOTA CREDIT OWNER TRUST 2025-2 4.48% 04/17/2028 144A
50117LAB4
465000.00000000
PA
USD
467225.21000000
0.115656429925
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.04480000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A A2 4.85% 11/20/2028 144A
78398HAB4
438200.59000000
PA
USD
439228.30000000
0.108726104698
Long
ABS-CBDO
CORP
US
N
2
2028-11-20
Fixed
0.04520000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER FRN SOFR+112 06/23/2027 144A
44891ADY0
950000.00000000
PA
USD
956823.85000000
0.236851154839
Long
DBT
CORP
US
N
2
2027-06-23
Variable
0.04807503
N
N
N
N
N
N
PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC
N/A
PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A
69704AAA9
1016527.39000000
PA
USD
1017148.49000000
0.251783851855
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Variable
0.04612190
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2025-1
N/A
MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A
570920AA6
37710.35000000
PA
USD
37765.95000000
0.009348542964
Long
ABS-CBDO
CORP
US
N
2
2035-07-16
Fixed
0.04750000
N
N
N
N
N
N
OCWEN LOAN INVESTMENT TRUST
N/A
OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A
68278EAA9
116804.68000000
PA
USD
115011.60000000
0.028469848739
Long
ABS-CBDO
CORP
US
N
2
2038-06-25
Variable
0.03000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+87 07/09/2027
02665WGE5
1100000.00000000
PA
USD
1106293.47000000
0.273850705081
Long
DBT
CORP
US
N
2
2027-07-09
Variable
0.04535312
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 4.567% 07/16/2027 144A
62954WAP0
200000.00000000
PA
USD
201814.29000000
0.049956893998
Long
DBT
CORP
JP
N
2
2027-07-16
Fixed
0.04567000
N
N
N
N
N
N
GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2
N/A
GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 4.93% 06/25/2060 144A
39571VAB4
57420.21000000
PA
USD
57655.12000000
0.014271886883
Long
ABS-CBDO
CORP
US
N
2
2060-06-25
Fixed
0.04930000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 2025-3 LLC
N/A
ENTERPRISE FLEET FINANCING 2025-3 LLC 4.5% 04/20/2028 144A
29375UAB5
1140000.00000000
PA
USD
1145820.50000000
0.283635183909
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Fixed
0.04500000
N
N
N
N
N
N
CARMX 2025-3
N/A
CARMX 2025-3 4.42% 08/15/2028
14290FAB2
905991.74000000
PA
USD
907896.41000000
0.224739708550
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
0.04420000
N
N
N
N
N
N
REACH ABS TR 2025-2
N/A
REACH ABS TR 2025-2 4.93% 08/18/2032 144A
75525QAA8
178319.13000000
PA
USD
179135.31000000
0.044342963489
Long
ABS-CBDO
CORP
US
N
2
2032-08-18
Fixed
0.04930000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C
N/A
HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C A3 4.36% 07/17/2028 144A
44935GAD4
800000.00000000
PA
USD
805645.44000000
0.199428612544
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
0.04360000
N
N
N
N
N
N
DLLAD LLC
N/A
DLLAD LLC 4.46% 11/20/2028 144A
23347BAB5
615000.00000000
PA
USD
618127.71000000
0.153010673753
Long
ABS-CBDO
CORP
US
N
2
2028-11-20
Fixed
0.04460000
N
N
N
N
N
N
PNC BANK NA PITTSBURGH PA
AD6GFRVSDT01YPT1CS68
PNC BANK NA PITTSBURGH PA FRN SOFR+73 07/21/2028
69353RGA0
849000.00000000
PA
USD
850553.67000000
0.210545147879
Long
DBT
CORP
US
N
2
2028-07-21
Variable
0.04396254
N
N
N
N
N
N
MORGAN STANLEY PRIVATE BANK NA
549300GS0W0TEUQS8571
MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028
61776NVF7
1140000.00000000
PA
USD
1142690.40000000
0.282860362295
Long
DBT
CORP
US
N
2
2028-07-06
Variable
0.04437302
N
N
N
N
N
N
EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2
N/A
EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.54% 06/15/2029
30185EAB9
428982.00000000
PA
USD
430077.19000000
0.106460848694
Long
ABS-CBDO
CORP
US
N
2
2029-06-15
Fixed
0.04540000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK FRN SOFR+77 07/24/2028
89788JAG4
1100000.00000000
PA
USD
1102112.00000000
0.272815628459
Long
DBT
CORP
US
N
2
2028-07-24
Variable
0.04437574
N
N
N
N
N
N
RCKT TRUST 2025-1A
N/A
RCKT TRUST 2025-1A 4.9% 07/25/2034 144A
74939RAA9
47811.40000000
PA
USD
47924.89000000
0.011863276131
Long
ABS-CBDO
CORP
US
N
2
2034-07-25
Fixed
0.04900000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027
65339KCL2
520000.00000000
PA
USD
525896.62000000
0.130179888151
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.04685000
N
N
N
N
N
N
GM FINANCIAL LEASING TRST
N/A
GM FINANCIAL LEASING TRST 4.19% 10/20/2027
379965AB2
977495.91000000
PA
USD
979268.40000000
0.242407054796
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Fixed
0.04190000
N
N
N
N
N
N
WOART 2025-C
N/A
WOART 2025-C 4.19% 10/16/2028
981936AB3
1090994.04000000
PA
USD
1092555.03000000
0.270449906303
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04190000
N
N
N
N
N
N
SFUEL 25-BA
N/A
SFUEL 25-BA 4.31% 05/22/2028 144A
858933AB0
1140000.00000000
PA
USD
1143710.70000000
0.283112926269
Long
ABS-CBDO
CORP
US
N
2
2028-05-22
Fixed
0.04310000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM 2025-3
N/A
SOFI CONSUMER LOAN PROGRAM 2025-3 4.47% 08/15/2034 144A
83390JAA0
173046.54000000
PA
USD
173533.68000000
0.042956341976
Long
ABS-CBDO
CORP
US
N
2
2034-08-15
Fixed
0.04470000
N
N
N
N
N
N
FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC
N/A
FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A
33884EAQ4
1538000.00000000
PA
USD
1540828.38000000
0.381415013027
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Variable
0.04752190
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TR 2025-4
N/A
EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.53% 03/15/2028
30167KAB7
559107.90000000
PA
USD
559884.44000000
0.138593196846
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.04530000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 08/31/2027
91282CNV9
28667100.00000000
PA
USD
28742127.25000000
7.114795509864
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.03625000
N
N
N
N
N
N
SAMMONS FINANCIAL GROUP GLOBAL FUNDING
635400IPRNPM6HDHRS48
SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A
79587J2D4
1130000.00000000
PA
USD
1136520.10000000
0.281332972817
Long
DBT
CORP
US
N
2
2027-09-02
Variable
0.04589545
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC FRN SOFR+46 09/15/2027
58933YBU8
1124000.00000000
PA
USD
1129390.57000000
0.279568136569
Long
DBT
CORP
US
N
2
2027-09-15
Variable
0.04149811
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM FRN SOFR+80 09/08/2028
13607QFC1
1140000.00000000
PA
USD
1142974.26000000
0.282930628697
Long
DBT
CORP
CA
N
2
2028-09-08
Variable
0.04512264
N
N
N
N
N
N
VOLKSWAGEN AUTO LEASE TRUST 2025-B
N/A
VOLKSWAGEN AUTO LEASE TRUST 2025-B 3.97% 04/20/2028
92868BAB9
980000.00000000
PA
USD
980848.88000000
0.242798285129
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Fixed
0.03970000
N
N
N
N
N
N
EQUITABLE AMERICA GLOBAL FUNDING
98450066CCBIACF06694
EQUITABLE AMERICA GLOBAL FUNDING FRN SOFR+71 09/15/2027 144A
29446Q2D4
666000.00000000
PA
USD
666266.18000000
0.164926819250
Long
DBT
CORP
US
N
2
2027-09-15
Variable
0.04399811
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFR+76 09/15/2028
06418GAT4
1190000.00000000
PA
USD
1191746.02000000
0.295003538125
Long
DBT
CORP
CA
N
2
2028-09-15
Variable
0.04449811
N
N
N
N
N
N
WORLD OMNI SELECT AUTO TRUST 2025-A
N/A
WORLD OMNI SELECT AUTO TRUST 2025-A 4.14% 05/15/2030
98164UAC3
860000.00000000
PA
USD
861925.54000000
0.213360128444
Long
ABS-CBDO
CORP
US
N
2
2030-05-15
Fixed
0.04140000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2025-P3
N/A
CARVANA AUTO RECEIVABLES TR 2025-P3 4.07% 02/12/2029
14688AAB3
788377.68000000
PA
USD
788696.34000000
0.195233050416
Long
ABS-CBDO
CORP
US
N
2
2029-02-12
Fixed
0.04070000
N
N
N
N
N
N
INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC
5493000BVI47XOSBML18
INVESCO CLO 2021-3A A1R TSFR3M+108 10/22/2034 144A
46151VAA9
760000.00000000
PA
USD
760968.24000000
0.188369266130
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Variable
0.04749200
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFRINDX+75 09/22/2028
06368MXW9
1200000.00000000
PA
USD
1202189.10000000
0.297588607005
Long
DBT
CORP
CA
N
2
2028-09-22
Variable
0.04437481
N
N
N
N
N
N
JUNIPER VALLEY PARK CLO LLC
N/A
JUNIPER VALLEY PARK CLO LLC 1A ARR TSFR3M+108 07/20/2036 144A
48206KAY2
1419000.00000000
PA
USD
1419947.89000000
0.351492385519
Long
ABS-CBDO
CORP
JE
N
2
2036-07-20
Variable
0.04747630
N
N
N
N
N
N
TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC
N/A
TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC 4.14% 06/20/2028 144A
88162VAB6
780544.58000000
PA
USD
781984.53000000
0.193571616131
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.04140000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST 2025-ESH
N/A
EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A
30227TAA8
520000.00000000
PA
USD
520650.00000000
0.128881145434
Long
ABS-MBS
CORP
US
N
2
2042-10-15
Variable
0.04959650
N
N
N
N
N
N
USAA AUTO OWNER TRUST 2025-A
N/A
USAA AUTO OWNER TRUST 2025-A 3.98% 03/15/2028 144A
90327HAB5
1150000.00000000
PA
USD
1150669.88000000
0.284835594260
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.03980000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A 4.11% 03/20/2029 144A
78398KAB7
936156.51000000
PA
USD
937296.75000000
0.232017437342
Long
ABS-CBDO
CORP
US
N
2
2029-03-20
Fixed
0.04110000
N
N
N
N
N
N
SCLP 2025-4
N/A
SCLP 2025-4 4.24% 08/25/2035 144A
83405UAA8
864273.76000000
PA
USD
865941.81000000
0.214354311634
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
0.04240000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST 2025-1
N/A
ALLY AUTO RECEIVABLES TRUST 2025-1 A2 4.28% 07/17/2028
02008KAB9
1120000.00000000
PA
USD
1120674.80000000
0.277410644163
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
0.04030000
N
N
N
N
N
N
RR 16 LTD
549300FLUOZC8QYYKL96
RR 16 LTD A1R TSFR3M+105 07/15/2036 144A
74971CAJ2
500000.00000000
PA
USD
500047.50000000
0.123781224568
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Variable
0.04722190
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2025-4
N/A
CARMAX AUTO OWNER TRUST 2025-4 3.95% 03/15/2029
14320HAB2
910000.00000000
PA
USD
911041.40000000
0.225518216019
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.03950000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1
N/A
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 A2A 4.39% 01/16/2029
14043YAB1
1160000.00000000
PA
USD
1160899.46000000
0.287367813577
Long
ABS-CBDO
CORP
US
N
2
2029-01-16
Fixed
0.03880000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC FRN SOFR+66 10/27/2028
718172EB1
788000.00000000
PA
USD
789248.31000000
0.195369684481
Long
DBT
CORP
US
N
2
2028-10-27
Variable
0.04328015
N
N
N
N
N
N
AMPHENOL CORPORATION NEW
549300D3L3G0R4U4VT04
AMPHENOL CORPORATION NEW FRN SOFR+53 11/15/2027
032095AV3
539000.00000000
PA
USD
539972.57000000
0.133664233794
Long
DBT
CORP
US
N
2
2027-11-15
Variable
0.04202193
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFR+70 11/03/2028
78017DAP3
800000.00000000
PA
USD
801137.36000000
0.198312687232
Long
DBT
CORP
CA
N
2
2028-11-03
Variable
0.04369462
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST 2025-X2
N/A
SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A
00835DAA0
686852.04000000
PA
USD
687637.73000000
0.170217109932
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Fixed
0.04450000
N
N
N
N
N
N
FIAOT 2025-1A
N/A
FIAOT 2025-1A A2 4.42% 12/15/2028 144A
32059WAC6
720000.00000000
PA
USD
721134.14000000
0.178508775521
Long
ABS-CBDO
CORP
US
N
2
2028-12-15
Fixed
0.04310000
N
N
N
N
N
N
MORGAN STANLEY PRIVATE BANK NA
549300GS0W0TEUQS8571
MORGAN STANLEY PRIVATE BANK NA FRN SOFR+78 11/17/2028
61776NZT3
1200000.00000000
PA
USD
1203012.00000000
0.297792306792
Long
DBT
CORP
US
N
2
2028-11-17
Variable
0.04452193
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC FRN SOFR+50 11/15/2027
717081FC2
319000.00000000
PA
USD
320122.88000000
0.079242876124
Long
DBT
CORP
US
N
2
2027-11-15
Variable
0.04172193
N
N
N
N
N
N
GREENSKY HOME IMPROVEMENT 2025-3A
N/A
GREENSKY HOME IMPROVEMENT 2025-3A A1 4.63% 12/27/2060 144A
39571WAA4
779240.10000000
PA
USD
780755.10000000
0.193267284340
Long
ABS-CBDO
CORP
US
N
2
2060-12-27
Fixed
0.04340000
N
N
N
N
N
N
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C
N/A
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C A2 4.35% 06/20/2028 144A
85855EAB2
749000.00000000
PA
USD
750789.44000000
0.185849616839
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.04060000
N
N
N
N
N
N
OCWEN LOAN INVESTMENT TRUST
N/A
OCWEN LOAN INVESTMENT TRUST 25-HB2 A VAR 11/25/2038 144A
68278FAA6
74482.33000000
PA
USD
72195.72000000
0.017871251491
Long
ABS-CBDO
CORP
US
N
2
2038-11-25
Variable
0.03000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+43 06/09/2027
89236TPE9
1400000.00000000
PA
USD
1402282.00000000
0.347119389959
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.04100000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE 4.1%/VAR 12/15/2027
06368MC69
1200000.00000000
PA
USD
1201035.98000000
0.297303164910
Long
DBT
CORP
CA
N
2
2027-12-15
Variable
0.04100000
N
N
N
N
N
N
DEXT ABS 2025-2 LLC
N/A
DEXT ABS 2025-2 LLC 4.28% 04/17/2028 144A
252153AB7
100000.00000000
PA
USD
99989.34000000
0.024751254528
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.04100000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.375% 12/31/2027
91282CPS4
8200000.00000000
PA
USD
8195515.58000000
2.028709181558
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.03375000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+40 01/10/2028
14913UBG4
1200000.00000000
PA
USD
1201746.86000000
0.297479135387
Long
DBT
CORP
US
N
2
2028-01-10
Variable
0.04065573
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH FRN SOFR+41 01/14/2028
21688ABS0
1000000.00000000
PA
USD
1000915.92000000
0.247765658798
Long
DBT
CORP
US
N
2
2028-01-14
Variable
0.04075990
N
N
N
N
N
N
ARI FLEET LEASE TRUST
N/A
ARI FLEET LEASE TRUST 4.35% 11/15/2034 144A
04033DAB0
615000.00000000
PA
USD
616510.50000000
0.152610351315
Long
ABS-CBDO
CORP
US
N
2
2034-11-15
Fixed
0.03960000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA 4.166%/VAR 01/20/2029
63307A3K9
1100000.00000000
PA
USD
1103962.09000000
0.273273597763
Long
DBT
CORP
CA
N
2
2029-01-20
Variable
0.04166000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2026-A OWNER TRUST
N/A
TOYOTA AUTO RECEIVABLES 2026-A A2A OWNER TRUST 4.14% 12/15/2028
89240KAB4
1230000.00000000
PA
USD
1230550.06000000
0.304609048780
Long
ABS-CBDO
CORP
US
N
2
2028-12-15
Fixed
0.03800000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TR 2026-1
N/A
EXETER AUTO RECEIVBLES 2012-2 4.22% 09/15/2028
30168HAB3
825000.00000000
PA
USD
825163.68000000
0.204260136847
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
0.04080000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.148%/VAR 01/21/2029
38145GAP5
1400000.00000000
PA
USD
1400579.87000000
0.346698046515
Long
DBT
CORP
US
N
2
2029-01-21
Variable
0.04148000
N
N
N
N
N
N
DLLMT 2026-1 LLC
N/A
DLLMT 2026-1 LLC 4.37% 07/20/2028 144A
23347JAB8
240000.00000000
PA
USD
240335.23000000
0.059492326381
Long
ABS-CBDO
CORP
US
N
2
2028-07-20
Fixed
0.04030000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2026-ESH2
N/A
EXTENDED STAY AMER TR 2026-ESH2 A TSFR1M+130 02/15/2043 144A
30227WAA1
465000.00000000
PA
USD
465145.31000000
0.115141573699
Long
ABS-MBS
CORP
US
N
2
2043-02-15
Variable
0.04870000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC FRN SOFR+62 01/26/2029
693475CH6
993000.00000000
PA
USD
992642.52000000
0.245717670190
Long
DBT
CORP
US
N
2
2029-01-26
Variable
0.04287574
N
N
N
N
N
N
AUTONATION FINANCE TRUST 2026-1
N/A
AUTONATION FINANCE TRUST 2026-1 4.18% 01/11/2029 144A
05330WAB5
1200000.00000000
PA
USD
1201325.28000000
0.297374777923
Long
ABS-CBDO
CORP
US
N
2
2029-01-11
Fixed
0.03950000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK FRN SOFR+66 01/27/2029
89788JAK5
1000000.00000000
PA
USD
999660.20000000
0.247454819209
Long
DBT
CORP
US
N
2
2029-01-27
Variable
0.04328015
N
N
N
N
N
N
BARINGS EQUIPMENT FINANCE LLC 2026-A
N/A
BARINGS EQUIPMENT FINANCE LLC 2026-A 4.08% 04/13/2029 144A
06764QAA3
905000.00000000
PA
USD
906197.68000000
0.224319206739
Long
ABS-CBDO
CORP
US
N
2
2029-04-13
Fixed
0.03890000
N
N
N
N
N
N
MAGNETITE XXIII LTD
N/A
MAGNETITE XXIII LTD AR2 TSFR3M+99 01/25/2035 144A
55954NAS8
790000.00000000
PA
USD
790680.98000000
0.195724326084
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Variable
0.04637060
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 4.009%/VAR 02/09/2029
025816EN5
1200000.00000000
PA
USD
1203580.19000000
0.297932955939
Long
DBT
CORP
US
N
2
2029-02-09
Variable
0.04009000
N
N
N
N
N
N
NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN
N/A
NEUBERGER BERMAN CLO LTD 22-50A AR2 VAR 07/23/2036 144A
64134VAY2
1500000.00000000
PA
USD
1500202.50000000
0.371358526042
Long
ABS-CBDO
CORP
JE
N
2
2036-07-23
Variable
0.04698910
N
N
N
N
N
N
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND
N/A
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND A TSFR1M+125 03/15/2043 144A
69292BAA5
590000.00000000
PA
USD
590000.00000000
0.146047970434
Long
ABS-MBS
CORP
US
N
2
2043-03-15
Variable
0.04900000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2026-XL6
N/A
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A
12433NAA9
425000.00000000
PA
USD
425267.33000000
0.105270221082
Long
ABS-MBS
CORP
US
N
2
2043-03-15
Variable
0.05000000
N
N
N
N
N
N
RKTL 2026-1A
N/A
RKTL 2026-1A 4.31% 02/26/2035 144A
74990JAA3
515000.00000000
PA
USD
515586.07000000
0.127627625606
Long
ABS-CBDO
CORP
US
N
2
2035-02-26
Fixed
0.04070000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 4.18% 03/15/2029
80288FAB7
795000.00000000
PA
USD
795112.33000000
0.196821257734
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.04040000
N
N
N
N
N
N
CARMAX SELECT RECEIVABLES TRUST 2026-A
N/A
CARMAX SELECT RECEIVABLES TRUST 2026-A A2A 4.37% 12/17/2029
142929AB4
365000.00000000
PA
USD
365051.90000000
0.090364557793
Long
ABS-CBDO
CORP
US
N
2
2029-12-17
Fixed
0.04030000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A
81885FAB2
1240000.00000000
PA
USD
1240867.01000000
0.307162895574
Long
ABS-CBDO
CORP
US
N
2
2029-08-20
Fixed
0.03910000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.775% 03/03/2028
00287YED7
1000000.00000000
PA
USD
1001323.73000000
0.247866607650
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
0.03775000
N
N
N
N
N
N
2026-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer