0000035402-26-002576.txt : 20260424
0000035402-26-002576.hdr.sgml : 20260424
20260424165834
ACCESSION NUMBER: 0000035402-26-002576
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 SALEM STREET TRUST
CENTRAL INDEX KEY: 0000035315
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02105
FILM NUMBER: 26895371
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
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FIXED INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND
DATE OF NAME CHANGE: 19860904
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY CORPORATE BOND FUND INC
DATE OF NAME CHANGE: 19851225
0000035315
S000062001
Fidelity Flex Conservative Income Bond Fund
C000200823
Fidelity Flex Conservative Income Bond Fund
FJTDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035315
XXXXXXXX
S000062001
C000200823
Fidelity Salem Street Trust
811-02105
0000035315
S4W85DGKOEJ24DPRB829
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Flex Conservative Income Bond Fund
S000062001
549300FBTXVRBTFRQ531
2026-08-31
2026-02-28
N
701222431.62
4329047.24
696893384.38
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
3089056.34000000
USD
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
57695573.69800000
NS
USD
57707112.81000000
8.280622847545
Long
STIV
RF
US
N
1
N
N
N
TRINITY ACQ PLC
549300FJZWZN6MJNGB63
TRINITY ACQ PLC 4.4% 03/15/2026
89641UAC5
1600000.00000000
PA
USD
1599955.94000000
0.229584033348
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
0.04400000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.65% 07/15/2026
68389XBM6
1650000.00000000
PA
USD
1640119.68000000
0.235347287944
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.02650000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.632% 07/14/2026
86562MAF7
1400000.00000000
PA
USD
1393705.47000000
0.199988334117
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
0.02632000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 4.5% 12/15/2026
72650RBL5
1800000.00000000
PA
USD
1805531.67000000
0.259082911456
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.04500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 4.25% 12/01/2026
29250NAL9
900000.00000000
PA
USD
901122.79000000
0.129305688674
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 4.337% 01/10/2028
06738EAU9
1500000.00000000
PA
USD
1504124.82000000
0.215832845269
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
0.04337000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027
136385AX9
700000.00000000
PA
USD
699908.06000000
0.100432587779
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.03850000
N
N
N
N
N
N
TRANE TECHNOLOGIES FINANCING LTD
549300A5OEF3CJI2CO89
TRANE TECHNOLOGIES FINANCING LTD 3.5% 03/21/2026
456873AE8
1440000.00000000
PA
USD
1439238.99000000
0.206522119775
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
1600000.00000000
PA
USD
1598838.99000000
0.229423757756
Long
DBT
CORP
US
N
2
2027-04-23
Variable
0.03559000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027
95000U2F9
2200000.00000000
PA
USD
2194567.03000000
0.314907140631
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
1600000.00000000
PA
USD
1592016.58000000
0.228444783044
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
0.02700000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 2.75% 01/15/2027
03027XAX8
2000000.00000000
PA
USD
1979294.34000000
0.284016807213
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02750000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC 3.85% 12/15/2026
502431AL3
1253000.00000000
PA
USD
1252122.27000000
0.179671998337
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.03850000
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO 1.75% 04/01/2026
42824CBK4
1600000.00000000
PA
USD
1596947.31000000
0.229152313078
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.01750000
N
N
N
N
N
N
COPT DEFENSE PROPERTIES LP
H0TWO5VRNEP6CQAWPX27
COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026
22003BAL0
1550000.00000000
PA
USD
1548856.08000000
0.222251511452
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
1400000.00000000
PA
USD
1394792.66000000
0.200144339329
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.00875000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027
60687YBP3
960000.00000000
PA
USD
954301.99000000
0.136936583326
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
0.01234000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 1.162% 04/03/2026 144A
62954WAC9
1390000.00000000
PA
USD
1386812.04000000
0.198999168464
Long
DBT
CORP
JP
N
2
2026-04-03
Fixed
0.01162000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027
89788MAD4
1000000.00000000
PA
USD
1000000.00000000
0.143493972308
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
1805000.00000000
PA
USD
1803897.79000000
0.258848459525
Long
DBT
CORP
US
N
2
2027-03-09
Variable
0.01431000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027
53944YAP8
1600000.00000000
PA
USD
1592361.87000000
0.228494330078
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
0.01627000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027
06051GJQ3
2140000.00000000
PA
USD
2138795.54000000
0.306904267989
Long
DBT
CORP
US
N
2
2027-03-11
Variable
0.01658000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 1.726%/VAR 04/01/2027
456837AV5
1300000.00000000
PA
USD
1297537.09000000
0.186188751261
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
0.01726000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 1.45% 04/15/2026
25746UDJ5
1500000.00000000
PA
USD
1495439.48000000
0.214586551331
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01450000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2021-1 A
N/A
FORD CREDIT AUTO OWNER TRUST 2021-1 A 1.37% 10/17/2033 144A
345340AA1
1600000.00000000
PA
USD
1594570.72000000
0.228811286739
Long
ABS-CBDO
CORP
US
N
2
2033-10-17
Fixed
0.01370000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027
46647PCB0
1600000.00000000
PA
USD
1594444.27000000
0.228793141926
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
2300000.00000000
PA
USD
2279352.92000000
0.327073404783
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.01734000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 1.593%/VAR 05/04/2027
61772BAB9
2610000.00000000
PA
USD
2599004.57000000
0.372941489796
Long
DBT
CORP
US
N
2
2027-05-04
Variable
0.01593000
N
N
N
N
N
N
GLENCORE FDG LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC 1.625% 04/27/2026 144A
378272BD9
300000.00000000
PA
USD
298844.16000000
0.042882335619
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 05/31/2026
91282CCF6
5000000.00000000
PA
USD
4963593.75000000
0.712245784111
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.00750000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 1.462%/VAR 06/09/2027
172967NA5
1950000.00000000
PA
USD
1936246.79000000
0.277839743266
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.01462000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027
38141GYG3
1200000.00000000
PA
USD
1184227.36000000
0.169929488002
Long
DBT
CORP
US
N
2
2027-09-10
Variable
0.01542000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 1.642%/VAR 06/14/2027
639057AC2
2200000.00000000
PA
USD
2185173.50000000
0.313559225697
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
362000.00000000
PA
USD
362251.16000000
0.051980857921
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
1640000.00000000
PA
USD
1645718.27000000
0.236150651862
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.04900000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A
04685A2Z3
2250000.00000000
PA
USD
2231482.61000000
0.320204303845
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
0.01608000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV STEP 07/12/2026 144A
29278GAM0
1300000.00000000
PA
USD
1288014.77000000
0.184822355738
Long
DBT
CORP
NL
N
2
2026-07-12
Variable
0.01625000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 1.512%/VAR 07/20/2027
61747YEC5
1750000.00000000
PA
USD
1733758.58000000
0.248783905667
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
1700000.00000000
PA
USD
1679896.04000000
0.241054955844
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
1600000.00000000
PA
USD
1582087.84000000
0.227020068702
Long
DBT
CORP
CH
N
2
2027-08-10
Variable
0.01494000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026
86562MCH1
1000000.00000000
PA
USD
987049.81000000
0.141635698102
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
0.01402000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027
46647PCP9
1500000.00000000
PA
USD
1478889.90000000
0.212211786357
Long
DBT
CORP
US
N
2
2027-09-22
Variable
0.01470000
N
N
N
N
N
N
BANK OF IRELAND GROUP PLC
635400C8EK6DRI12LJ39
BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A
06279JAB5
1300000.00000000
PA
USD
1284550.67000000
0.184325278269
Long
DBT
CORP
IE
N
2
2027-09-30
Variable
0.02029000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027
38141GYM0
1600000.00000000
PA
USD
1578463.04000000
0.226499931751
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
1000000.00000000
PA
USD
990322.22000000
0.142105269212
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
2000000.00000000
PA
USD
1970264.10000000
0.282721022205
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
1400000.00000000
PA
USD
1377925.84000000
0.197724052327
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
1600000.00000000
PA
USD
1580565.62000000
0.226801639307
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
2000000.00000000
PA
USD
1976892.62000000
0.283672174870
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
0.02251000
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
2300000.00000000
PA
USD
2271172.72000000
0.325899595390
Long
DBT
CORP
US
N
2
2028-01-07
Variable
0.02552000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 2.591%/VAR 01/20/2028 144A
09659W2T0
550000.00000000
PA
USD
543166.99000000
0.077941189021
Long
DBT
CORP
FR
N
2
2028-01-20
Variable
0.02591000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028
46647PCW4
2380000.00000000
PA
USD
2355962.14000000
0.338066366076
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02947000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
2380000.00000000
PA
USD
2367699.28000000
0.339750574918
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 3.649%/VAR 04/06/2028 144A
74977RDN1
680000.00000000
PA
USD
677975.39000000
0.097285381838
Long
DBT
CORP
NL
N
2
2028-04-06
Variable
0.03649000
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
2122000.00000000
PA
USD
2120360.90000000
0.304259008268
Long
DBT
CORP
NL
N
2
2026-06-18
Fixed
0.03875000
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 3.15% 05/01/2027
62954HAX6
1980000.00000000
PA
USD
1962575.21000000
0.281617712836
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
0.03150000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027
38141GZT4
1800000.00000000
PA
USD
1801547.96000000
0.258511273084
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
13572.01000000
PA
USD
13573.80000000
0.001947758481
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
1810000.00000000
PA
USD
1814758.78000000
0.260406946123
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
26054.17000000
PA
USD
26051.81000000
0.003738277702
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
2000000.00000000
PA
USD
2019328.06000000
0.289761404722
Long
DBT
CORP
NL
N
2
2028-08-22
Variable
0.04655000
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
140257.74000000
PA
USD
140558.12000000
0.020169242978
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Fixed
0.05210000
N
N
N
N
N
N
TAOT 2023-A
N/A
TAOT 2023-A A3 4.63% 09/15/2027
891940AC2
207489.43000000
PA
USD
207898.16000000
0.029832132813
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.04630000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.4% 03/02/2026
969457CH1
400000.00000000
PA
USD
400000.00000000
0.057397588923
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
2500000.00000000
PA
USD
2500000.00000000
0.358734930770
Long
DBT
CORP
GB
N
2
2027-03-02
Variable
0.05847000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.4% 04/06/2026
37045XEF9
1300000.00000000
PA
USD
1301400.53000000
0.186743131613
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
0.05400000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FUNDING
635400EVYITCJYWL2I50
PROTECTIVE LIFE GLOBAL FUNDING 5.209% 04/14/2026 144A
74368CBS2
1000000.00000000
PA
USD
1001428.50000000
0.143698953447
Long
DBT
CORP
US
N
2
2026-04-14
Fixed
0.05209000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP 4.947%/VAR 04/26/2027
06406RBQ9
1600000.00000000
PA
USD
1602582.62000000
0.229960946095
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
2300000.00000000
PA
USD
2307408.07000000
0.331099149700
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
1050000.00000000
PA
USD
1051442.60000000
0.150875675328
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04750000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST
N/A
HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST 4.93% 11/15/2027
437927AC0
534922.35000000
PA
USD
537073.38000000
0.077066792717
Long
ABS-CBDO
CORP
US
N
2
2027-11-15
Fixed
0.04930000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027
89788MAN2
2000000.00000000
PA
USD
2009992.94000000
0.288421871272
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
550000.00000000
PA
USD
552363.35000000
0.079260811248
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
2200000.00000000
PA
USD
2204703.38000000
0.316361645757
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
1500000.00000000
PA
USD
1508358.90000000
0.216440410227
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
2100000.00000000
PA
USD
2123744.32000000
0.304744508643
Long
DBT
CORP
US
N
2
2027-07-13
Variable
0.07146000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027
025816DG1
1500000.00000000
PA
USD
1508039.21000000
0.216394536639
Long
DBT
CORP
US
N
2
2027-07-28
Variable
0.05389000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027
53944YAW3
500000.00000000
PA
USD
502657.21000000
0.072128279772
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
1500000.00000000
PA
USD
1512754.47000000
0.217071148027
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
1500000.00000000
PA
USD
1517809.31000000
0.217796487098
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 6.083%/VAR 09/11/2027
456837BF9
2260000.00000000
PA
USD
2284467.12000000
0.327807261656
Long
DBT
CORP
NL
N
2
2027-09-11
Variable
0.06083000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A
00084DBA7
2300000.00000000
PA
USD
2328758.74000000
0.334162842150
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
0.159058149330
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
1310000.00000000
PA
USD
1324075.88000000
0.189996907658
Long
DBT
CORP
US
N
2
2027-09-15
Variable
0.05933000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 6.327%/VAR 12/22/2027 144A
225401BC1
1330000.00000000
PA
USD
1354650.15000000
0.194384131111
Long
DBT
CORP
CH
N
2
2027-12-22
Variable
0.06327000
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GBL FUNDING FRN SOFR+130 09/25/2026 144A
00138CAW8
1870000.00000000
PA
USD
1879217.27000000
0.269656350902
Long
DBT
CORP
US
N
2
2026-09-25
Variable
0.04987369
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027
46647PDW3
1200000.00000000
PA
USD
1216433.88000000
0.174550929491
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
2050000.00000000
PA
USD
2083948.82000000
0.299034094268
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
2100000.00000000
PA
USD
2139344.57000000
0.306983050485
Long
DBT
CORP
US
N
2
2027-10-26
Variable
0.06787000
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+116.5 10/30/2026
61690U7X2
900000.00000000
PA
USD
905162.04000000
0.129885296702
Long
DBT
CORP
US
N
2
2026-10-30
Variable
0.04835870
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 5.75% 11/20/2026
67103HAM9
2131000.00000000
PA
USD
2156050.78000000
0.309380290920
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
0.05750000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2024-A
N/A
WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029
98164RAD8
1236854.90000000
PA
USD
1245411.59000000
0.178709056207
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.04860000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 5.583%/VAR 03/01/2028
639057AL2
1810000.00000000
PA
USD
1838739.69000000
0.263848062158
Long
DBT
CORP
GB
N
2
2028-03-01
Variable
0.05583000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A
361886DA9
2340000.00000000
PA
USD
2371988.27000000
0.340366019130
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.05130000
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
1600000.00000000
PA
USD
1600535.12000000
0.229667142187
Long
DBT
CORP
US
N
2
2026-03-20
Variable
0.04517480
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
2118796.88000000
PA
USD
2129002.70000000
0.305499054477
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
700000.00000000
PA
USD
712815.92000000
0.102284787885
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 5.61% 04/20/2028 144A
29375RAC0
2340000.00000000
PA
USD
2374752.74000000
0.340762703912
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Fixed
0.05610000
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
36364.48000000
PA
USD
36454.73000000
0.005231034017
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
1000000.00000000
PA
USD
1002211.97000000
0.143811376670
Long
DBT
CORP
US
N
2
2027-04-23
Variable
0.05645000
N
N
N
N
N
N
FORD CR FLOORPLN MAST OWN TR A
5493001DTG5N7T8BG747
FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A
34528QJA3
2330000.00000000
PA
USD
2367405.82000000
0.339708465177
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Fixed
0.05290000
N
N
N
N
N
N
DLLAD 2024-1 LLC
N/A
DLLAD 2024-1 LLC 5.5% 08/20/2027 144A
23346MAB2
110916.14000000
PA
USD
111313.96000000
0.015972882293
Long
ABS-CBDO
CORP
US
N
2
2027-08-20
Fixed
0.05500000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2
N/A
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A
78397XAC8
1806794.40900000
PA
USD
1827226.18000000
0.262195942873
Long
ABS-CBDO
CORP
US
N
2
2029-11-20
Fixed
0.05330000
N
N
N
N
N
N
SBNA AUTO LEASE TRUST 2024-B
N/A
SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A
78437VAE0
335942.73000000
PA
USD
337440.93000000
0.048420739465
Long
ABS-CBDO
CORP
US
N
2
2027-11-22
Fixed
0.05560000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST 2024-A
N/A
MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028
58770JAD6
1830000.00000000
PA
USD
1843971.14000000
0.264598743700
Long
ABS-CBDO
CORP
US
N
2
2028-01-18
Fixed
0.05320000
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
15535.41000000
PA
USD
15547.32000000
0.002230946705
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.05440000
N
N
N
N
N
N
FORDO 2024-B
N/A
FORDO 2024-B 5.4% 04/15/2027
34531QAB5
17177.70000000
PA
USD
17191.84000000
0.002466925412
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
4442.03000000
PA
USD
4447.05000000
0.000638124869
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
737000.00000000
PA
USD
740018.94000000
0.106188257283
Long
DBT
CORP
US
N
2
2026-06-24
Fixed
0.05450000
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GBL FUNDING 5.35% 06/24/2026 144A
00138CAY4
1360000.00000000
PA
USD
1365895.49000000
0.195997769617
Long
DBT
CORP
US
N
2
2026-06-24
Fixed
0.05350000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA 5.6%/VAR 07/02/2027
63307A3A1
1600000.00000000
PA
USD
1608493.87000000
0.230809174839
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
1700000.00000000
PA
USD
1707471.14000000
0.245011816480
Long
DBT
CORP
CA
N
2
2027-07-23
Variable
0.05069000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP FRN SOFRINDX+83 07/21/2028
06406RBY2
2048000.00000000
PA
USD
2058608.17000000
0.295397863739
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
1500000.00000000
PA
USD
1506427.20000000
0.216163222921
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
129420.66000000
PA
USD
129565.82000000
0.018591914187
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.05210000
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
900000.00000000
PA
USD
901582.37000000
0.129371635634
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
1300000.00000000
PA
USD
1301866.80000000
0.186810038548
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
2030000.00000000
PA
USD
2046171.18000000
0.293613230640
Long
ABS-CBDO
CORP
US
N
2
2028-08-21
Fixed
0.04840000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026
89236TML6
1309000.00000000
PA
USD
1312521.21000000
0.188338882161
Long
DBT
CORP
US
N
2
2026-08-07
Variable
0.04434465
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A
05565ECN3
1300000.00000000
PA
USD
1303575.00000000
0.187055154951
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
1279000.00000000
PA
USD
1283233.49000000
0.184136270879
Long
DBT
CORP
US
N
2
2026-08-14
Variable
0.04732193
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+69 10/16/2026
14913UAP5
1300000.00000000
PA
USD
1304146.58000000
0.187137173236
Long
DBT
CORP
US
N
2
2026-10-16
Variable
0.04356216
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026
21688ABF8
1100000.00000000
PA
USD
1102388.20000000
0.158186061843
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
2300000.00000000
PA
USD
2308333.04000000
0.331231877319
Long
DBT
CORP
US
N
2
2026-08-27
Fixed
0.04860000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE 4.567%/VAR 09/10/2027
06368L8K5
1776000.00000000
PA
USD
1782204.78000000
0.255735643348
Long
DBT
CORP
CA
N
2
2027-09-10
Variable
0.04567000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFRINDX+88 09/10/2027
06368L8M1
1380000.00000000
PA
USD
1383802.60000000
0.198567331964
Long
DBT
CORP
CA
N
2
2027-09-10
Variable
0.04579873
N
N
N
N
N
N
SBNA AUTO LEASE TRUST 2024-C
N/A
SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A
78398DAC1
594879.77000000
PA
USD
596012.06000000
0.085524138033
Long
ABS-CBDO
CORP
US
N
2
2028-02-22
Fixed
0.04560000
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
221755.74000000
PA
USD
221955.28000000
0.031849244801
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
0.04560000
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
2050759.14000000
PA
USD
2053347.81000000
0.294643033787
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
243039.35000000
PA
USD
243127.35000000
0.034887309228
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
654000.00000000
PA
USD
655926.93000000
0.094121560729
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
31300000.00000000
PA
USD
31272184.63000000
4.487369995314
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.03500000
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
278396.53000000
PA
USD
278728.63000000
0.039995878314
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
188643.56000000
PA
USD
188785.48000000
0.027089578439
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
36962.39000000
PA
USD
36983.38000000
0.005306892105
Long
ABS-CBDO
CORP
US
N
2
2028-05-22
Fixed
0.04710000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026
89236TMR3
1400000.00000000
PA
USD
1400390.77000000
0.200947634371
Long
DBT
CORP
US
N
2
2026-04-10
Variable
0.04115255
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027
78017FZR7
1400000.00000000
PA
USD
1403897.28000000
0.201450797419
Long
DBT
CORP
CA
N
2
2027-10-18
Variable
0.04386474
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026
02665WFR7
1400000.00000000
PA
USD
1401030.57000000
0.201039441814
Long
DBT
CORP
US
N
2
2026-05-11
Variable
0.04218084
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
700000.00000000
PA
USD
702510.91000000
0.100806081065
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
1400000.00000000
PA
USD
1402828.00000000
0.201297362185
Long
DBT
CORP
US
N
2
2027-10-15
Variable
0.04351210
N
N
N
N
N
N
US BANK NA CINCINNATI OHIO
6BYL5QZYBDK8S7L73M02
US BANK NA CINCINNATI OHIO 4.507%/VAR 10/22/2027
90331HPP2
698000.00000000
PA
USD
700898.35000000
0.100574688425
Long
DBT
CORP
US
N
2
2027-10-22
Variable
0.04507000
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
192648.27000000
PA
USD
192901.62000000
0.027680219718
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Fixed
0.04670000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA FRN SOFR+71.2 11/19/2027
17325FBM9
1400000.00000000
PA
USD
1403516.09000000
0.201396098952
Long
DBT
CORP
US
N
2
2027-11-19
Variable
0.04390045
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
226413.23000000
PA
USD
226614.85000000
0.032517865010
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
452403.05000000
PA
USD
453476.47000000
0.065071140028
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
294874.70000000
PA
USD
295362.39000000
0.042382722611
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04590000
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
1200000.00000000
PA
USD
1207096.44000000
0.173211063134
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
2000000.00000000
PA
USD
2003442.66000000
0.287481945575
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
831000.00000000
PA
USD
832391.42000000
0.119443151371
Long
DBT
CORP
US
N
2
2026-11-25
Variable
0.04127040
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
40899.17000000
PA
USD
40908.92000000
0.005870183433
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 FRN SOFR+62 12/17/2026
89115A3B6
1900000.00000000
PA
USD
1904484.00000000
0.273281974357
Long
DBT
CORP
CA
N
2
2026-12-17
Variable
0.04309514
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING FRN SOFRINDX+83 01/07/2027 144A
04685A4F5
2000000.00000000
PA
USD
2002774.26000000
0.287386034204
Long
DBT
CORP
US
N
2
2027-01-07
Variable
0.04496603
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A
46849LVC2
1164000.00000000
PA
USD
1172479.25000000
0.168243705031
Long
DBT
CORP
US
N
2
2027-01-13
Fixed
0.04900000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2025-1
N/A
CARMAX AUTO OWNER TR 2025-1 4.63% 03/15/2028
14319WAB2
447608.01000000
PA
USD
448459.32000000
0.064351209245
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.04630000
N
N
N
N
N
N
DLLAA 2025-1 LLC
N/A
DLLAA 2025-1 LLC 4.7% 10/20/2027 144A
233249AB7
288852.79000000
PA
USD
289827.96000000
0.041588565266
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Fixed
0.04700000
N
N
N
N
N
N
HALST 2025-A
N/A
HALST 2025-A 4.6% 06/15/2027 144A
44935WAB3
446003.39000000
PA
USD
447081.78000000
0.064153540558
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
0.04600000
N
N
N
N
N
N
MBART 2025-1
N/A
MERCEDES-BENZ AUTO RECEIVABLES TR 2025-1 4.5% 02/15/2028
58773DAB0
271149.70000000
PA
USD
271546.09000000
0.038965227118
Long
ABS-CBDO
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.9%/VAR 01/24/2028
95000U3R2
1800000.00000000
PA
USD
1814197.90000000
0.260326463224
Long
DBT
CORP
US
N
2
2028-01-24
Variable
0.04900000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW FRN SOFR+78 01/24/2028
95000U3S0
1500000.00000000
PA
USD
1503870.00000000
0.215796280135
Long
DBT
CORP
US
N
2
2028-01-24
Variable
0.04447574
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
436689.34000000
PA
USD
437201.93000000
0.062735841636
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.04490000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN SOFR+83 01/24/2029
06051GMN6
1900000.00000000
PA
USD
1907482.20000000
0.273712197985
Long
DBT
CORP
US
N
2
2029-01-24
Variable
0.04500154
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
563418.49000000
PA
USD
564428.19000000
0.080992043065
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
1500000.00000000
PA
USD
1504350.00000000
0.215865157241
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
1466000.00000000
PA
USD
1478966.68000000
0.212222803824
Long
DBT
CORP
CA
N
2
2028-02-01
Variable
0.04950000
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
789266.67000000
PA
USD
792355.86000000
0.113698289833
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Fixed
0.04650000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUS
N/A
HONDA AUTO RECEIVABLES OWNER TRUS 4.53% 08/23/2027
43814VAB3
748886.26000000
PA
USD
750307.95000000
0.107664668199
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
866894.32000000
PA
USD
868452.22000000
0.124617658807
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Variable
0.04540000
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
1039437.17000000
PA
USD
1043463.22000000
0.149730682395
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
338888.73000000
PA
USD
339264.56000000
0.048682419377
Long
ABS-CBDO
CORP
US
N
2
2028-05-22
Fixed
0.04650000
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
367661.42000000
PA
USD
368395.97000000
0.052862601117
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
2373000.00000000
PA
USD
2375830.99000000
0.340917426288
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
1435000.00000000
PA
USD
1438172.79000000
0.206369126502
Long
DBT
CORP
US
N
2
2027-02-26
Variable
0.04030220
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC FRN SOFR+103 03/03/2029
404280ET2
1300000.00000000
PA
USD
1309285.85000000
0.187874627503
Long
DBT
CORP
GB
N
2
2029-03-03
Variable
0.04783799
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
MARS INC 4.45% 03/01/2027 144A
571676AW5
643000.00000000
PA
USD
648257.70000000
0.093021072452
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
1707000.00000000
PA
USD
1712206.35000000
0.245691290572
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
101421.53000000
PA
USD
101501.39000000
0.014564837645
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
1381395.72000000
PA
USD
1387750.14000000
0.199133780159
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
208258.21000000
PA
USD
208729.54000000
0.029951430832
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
1520000.00000000
PA
USD
1527501.22000000
0.219187217763
Long
DBT
CORP
FI
N
2
2028-03-17
Variable
0.04389514
N
N
N
N
N
N
SBNA AUTO LEASE TRUST 2025-A
N/A
SBNA AUTO LEASE TRUST 2025-A 4.83% 04/20/2028 144A
78437KAC8
600000.00000000
PA
USD
602877.00000000
0.086509215543
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Fixed
0.04830000
N
N
N
N
N
N
UST BILLS
254900HROIFWPRGM1V77
UST BILLS 0% 03/19/2026
912797PV3
15000000.00000000
PA
USD
14974282.20000000
2.148719235342
Long
DBT
UST
US
N
2
2026-03-19
Fixed
0.00000000
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
936023.29000000
PA
USD
938259.73000000
0.134634615714
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
506090.67000000
PA
USD
506671.51000000
0.072704307625
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
975000.00000000
PA
USD
977632.50000000
0.140284370882
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
927000.00000000
PA
USD
933581.38000000
0.133963300689
Long
DBT
CORP
US
N
2
2027-03-20
Fixed
0.04500000
N
N
N
N
N
N
GLENCORE FDG LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A
378272BX5
1575000.00000000
PA
USD
1578190.95000000
0.226460888476
Long
DBT
CORP
US
N
2
2026-10-01
Variable
0.04430831
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+82 03/27/2028
78017DAG3
1300000.00000000
PA
USD
1304219.19000000
0.187147592333
Long
DBT
CORP
CA
N
2
2028-03-27
Variable
0.04507422
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST SOFR30A+55 03/20/2030
92348KDZ3
1675000.00000000
PA
USD
1677956.71000000
0.240776673679
Long
ABS-CBDO
CORP
US
N
2
2030-03-20
Variable
0.04208190
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
1600000.00000000
PA
USD
1607009.60000000
0.230596191041
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
947000.00000000
PA
USD
953808.12000000
0.136865715958
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04600000
N
N
N
N
N
N
MIZUHO BANK LTD NY BRANCH
RB0PEZSDGCO3JS6CEU02
MIZUHO BANK LTD NY BRANCH YCD SOFR+35 05/04/2026
60710TK91
1500000.00000000
PA
USD
1500648.00000000
0.215333942556
Long
DBT
CORP
US
N
2
2026-05-04
Variable
0.04020000
N
N
N
N
N
N
UBS AG STAMFORD BRH
254900R882POXXVAK772
UBS AG STAMFORD BRH YCD SOFR+41 10/02/2026
90275DUK4
1500000.00000000
PA
USD
1501529.25000000
0.215460396619
Long
DBT
CORP
US
N
2
2026-10-02
Variable
0.04090829
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN NY YCD SOFR+35 04/08/2026
86959TMN3
1500000.00000000
PA
USD
1500411.90000000
0.215300063629
Long
DBT
CORP
US
N
2
2026-04-08
Variable
0.04020000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE VCP SOFR+45 04/08/2026
06373LDY2
1500000.00000000
PA
USD
1500522.90000000
0.215315991460
Long
DBT
CORP
CA
N
2
2026-04-08
Variable
0.04100000
N
N
N
N
N
N
BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
BANK OF NEW YORK MELLON FRN SOFRINDX+71 04/20/2027
06405LAG6
2000000.00000000
PA
USD
2001187.46000000
0.287158337968
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
23105.56000000
PA
USD
23164.00000000
0.003323894374
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
1119000.00000000
PA
USD
1127475.45000000
0.161785931000
Long
DBT
CORP
US
N
2
2028-04-23
Variable
0.04956890
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN NY YCD SOFR+40 04/15/2026
86959TNB8
1000000.00000000
PA
USD
1000383.30000000
0.143548973547
Long
DBT
CORP
US
N
2
2026-04-15
Variable
0.04070000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC VCP SOFR+40 4/10/26
9612C47E5
1000000.00000000
PA
USD
1000325.40000000
0.143540665246
Long
DBT
CORP
AU
N
2
2026-04-10
Variable
0.04070000
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
1022123.73000000
PA
USD
1025824.84000000
0.147199681184
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
514313.83000000
PA
USD
515856.46000000
0.074022292586
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
154994.80000000
PA
USD
155416.71000000
0.022301361080
Long
ABS-CBDO
CORP
US
N
2
2027-07-22
Fixed
0.04680000
N
N
N
N
N
N
DELL EQUIP FIN TR 2025-1
N/A
DELL EQUIP FIN TR 2025-1 4.61% 02/24/2031 144A
24703UAE3
1222000.00000000
PA
USD
1236756.38000000
0.177467085743
Long
ABS-CBDO
CORP
US
N
2
2031-02-24
Fixed
0.04610000
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
1049619.25000000
PA
USD
1052185.46000000
0.150982271260
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
699000.00000000
PA
USD
702711.80000000
0.100834907569
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
1433000.00000000
PA
USD
1437125.48000000
0.206218843830
Long
DBT
CORP
US
N
2
2027-04-28
Variable
0.04098645
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK VCP SOFR+45 04/27/2026
89120FC69
1000000.00000000
PA
USD
1000598.50000000
0.143579853450
Long
DBT
CORP
CA
N
2
2026-04-27
Variable
0.04120000
N
N
N
N
N
N
HAROT 2025-2 A2A
N/A
HAROT 2025-2 A2A 4.3% 01/18/2028
437921AB5
1039224.28000000
PA
USD
1041383.48000000
0.149432252241
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
1481971.38000000
PA
USD
1487769.89000000
0.213486011396
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
1760000.00000000
PA
USD
1762014.21000000
0.252838418256
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
97133.88000000
PA
USD
97259.56000000
0.013956160609
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Fixed
0.05080000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA INC VCP SOFR+55 04/30/2026
40434WUZ2
1000000.00000000
PA
USD
1000538.20000000
0.143571200764
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.04220000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+45 11/15/2028 144A
361886DL5
1600000.00000000
PA
USD
1600798.40000000
0.229704921280
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Variable
0.04108190
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC FRN SOFR+111.43 05/07/2028
172967PY1
1300000.00000000
PA
USD
1307461.21000000
0.187612802661
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
839821.76000000
PA
USD
841336.46000000
0.120726710693
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
2102433.14700000
PA
USD
2106537.10000000
0.302275376293
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
222429.53000000
PA
USD
222780.99000000
0.031967729209
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
281000.00000000
PA
USD
282932.98000000
0.040599177197
Long
DBT
CORP
US
N
2
2027-05-14
Fixed
0.04250000
N
N
N
N
N
N
MIZUHO BANK LTD NY BRANCH
RB0PEZSDGCO3JS6CEU02
MIZUHO BANK LTD NY BRANCH YCD SOFR+40 05/08/2026
60710TR60
1000000.00000000
PA
USD
1000552.40000000
0.143573238378
Long
DBT
CORP
US
N
2
2026-05-08
Variable
0.04070000
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
498126.79000000
PA
USD
499636.01000000
0.071694755783
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
925133.05000000
PA
USD
929300.03000000
0.133348952770
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.04570000
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
984290.42000000
PA
USD
986201.62000000
0.141513987950
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
601738.88000000
PA
USD
604527.94000000
0.086746115481
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
2100000.00000000
PA
USD
2110927.56000000
0.302905380839
Long
DBT
CORP
US
N
2
2028-05-15
Variable
0.04582193
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK 4.671%/VAR 05/20/2027
89788JAE9
1700000.00000000
PA
USD
1702328.03000000
0.244273811196
Long
DBT
CORP
US
N
2
2027-05-20
Variable
0.04671000
N
N
N
N
N
N
GMF LEASING LLC
N/A
GMF LEASING LLC 4.55% 07/20/2027
362962AB8
1056487.21000000
PA
USD
1058843.49000000
0.151937658432
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
423256.08000000
PA
USD
423828.62000000
0.060816852261
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
1600000.00000000
PA
USD
1602088.42000000
0.229890031374
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
276727.85000000
PA
USD
277107.60000000
0.039763270280
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
1000000.00000000
PA
USD
1006490.00000000
0.144425248188
Long
DBT
CORP
US
N
2
2027-05-29
Variable
0.04451000
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
1107953.86000000
PA
USD
1111407.57000000
0.159480287072
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
769960.83000000
PA
USD
772224.67000000
0.110809585412
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
0.04450000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP FRN SOFRINDX+68 06/09/2028
06406RCD7
1600000.00000000
PA
USD
1604884.16000000
0.230291203212
Long
DBT
CORP
US
N
2
2028-06-09
Variable
0.04389357
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG FRN SOFR+89 06/09/2027 144A
46849CJR3
1500000.00000000
PA
USD
1503133.61000000
0.215690612608
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.04599357
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
762005.06000000
PA
USD
763329.58000000
0.109533193614
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
900452.96000000
PA
USD
902315.82000000
0.129476881288
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
515000.00000000
PA
USD
517519.28000000
0.074260897233
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
680000.00000000
PA
USD
683254.07000000
0.098042840600
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
639708.91000000
PA
USD
641209.22000000
0.092009658058
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
1380000.00000000
PA
USD
1389912.54000000
0.199444071525
Long
DBT
CORP
US
N
2
2027-06-23
Variable
0.04807503
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
50908.95000000
PA
USD
50984.02000000
0.007315899554
Long
ABS-CBDO
CORP
US
N
2
2035-07-16
Fixed
0.04750000
N
N
N
N
N
N
ING US FUNDING LLC
254900QX5Y2ZDZ6XBT08
ING VCP SOFR+30 4/2/2026
44988GGH5
2500000.00000000
PA
USD
2500465.50000000
0.358801727214
Long
DBT
CORP
US
N
2
2026-04-02
Variable
0.03970000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBCUI VCP SOFR+53 7/7/26
40434WVA6
2500000.00000000
PA
USD
2499966.25000000
0.358730087848
Long
DBT
CORP
US
N
2
2026-07-07
Variable
0.04200000
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
0.028959134140
Long
DBT
CORP
JP
N
2
2027-07-16
Fixed
0.04567000
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
1690000.00000000
PA
USD
1698628.63000000
0.243742969595
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
1343367.08000000
PA
USD
1346191.24000000
0.193170328514
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
0.04420000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C
N/A
HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C 4.37% 01/18/2028 144A
44935GAB8
773301.60000000
PA
USD
775897.50000000
0.111336614379
Long
ABS-CBDO
CORP
US
N
2
2028-01-18
Fixed
0.04370000
N
N
N
N
N
N
DLLAD LLC
N/A
DLLAD LLC 4.46% 11/20/2028 144A
23347BAB5
2365000.00000000
PA
USD
2377027.68000000
0.341089144089
Long
ABS-CBDO
CORP
US
N
2
2028-11-20
Fixed
0.04460000
N
N
N
N
N
N
MORGAN STANLEY PRIVATE BANK NA
549300GS0W0TEUQS8571
MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028
61776NVF7
1700000.00000000
PA
USD
1704012.00000000
0.244515450740
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
637225.68000000
PA
USD
638852.52000000
0.091671485813
Long
ABS-CBDO
CORP
US
N
2
2029-06-15
Fixed
0.04540000
N
N
N
N
N
N
FORDL 2025-B
N/A
FORDL 2025-B 4.37% 03/15/2028
34533MAB2
618449.09000000
PA
USD
619860.58000000
0.088946256901
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.04370000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK FRN SOFR+77 07/24/2028
89788JAG4
1700000.00000000
PA
USD
1703264.00000000
0.244408117249
Long
DBT
CORP
US
N
2
2028-07-24
Variable
0.04437574
N
N
N
N
N
N
BANK OF NOVA SCOTIA HOUSTON BRANCH
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+33 07/22/2026
06418NHS4
2500000.00000000
PA
USD
2501372.00000000
0.358931804500
Long
DBT
CORP
US
N
2
2026-07-22
Variable
0.04000000
N
N
N
N
N
N
MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH
JBONEPAGQXF4QP29B387
MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+36 07/23/2026
60683D6Z7
2500000.00000000
PA
USD
2499970.25000000
0.358730661824
Long
DBT
CORP
US
N
2
2026-07-23
Variable
0.04030000
N
N
N
N
N
N
SUMITOMO MITSUI BKG CORP NY BRANCH
549300MS3WYYVQ4HXM15
SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+35 07/24/2026
86565GRP7
2500000.00000000
PA
USD
2499998.75000000
0.358734751403
Long
DBT
CORP
US
N
2
2026-07-24
Variable
0.04020000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027
65339KCL2
776000.00000000
PA
USD
784799.57000000
0.112614007765
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
1471220.93000000
PA
USD
1473888.69000000
0.211494142868
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
1640816.59000000
PA
USD
1643164.27000000
0.235784168257
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
1710000.00000000
PA
USD
1715566.05000000
0.246173387271
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
261142.95000000
PA
USD
261878.09000000
0.037577927394
Long
ABS-CBDO
CORP
US
N
2
2034-08-15
Fixed
0.04470000
N
N
N
N
N
N
BANK OF NOVA SCOTIA HOUSTON BRANCH
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+33 08/13/2026
06418NJB9
2500000.00000000
PA
USD
2501435.25000000
0.358940880494
Long
DBT
CORP
US
N
2
2026-08-13
Variable
0.04000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NBC VCP SOFR+33 8/14/26
63307NPK7
2500000.00000000
PA
USD
2499996.75000000
0.358734464415
Long
DBT
CORP
CA
N
2
2026-08-14
Variable
0.04000000
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
849277.81000000
PA
USD
850457.37000000
0.122035506300
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.04530000
N
N
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH
213800MBWEIJDM5CU638
LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRH YCD SOFR+34 08/21/2026
53947B4G2
2500000.00000000
PA
USD
2499993.50000000
0.358733998059
Long
DBT
CORP
US
N
2
2026-08-21
Variable
0.04010000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 08/31/2027
91282CNV9
13000000.00000000
PA
USD
13034023.47000000
1.870303802868
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
1700000.00000000
PA
USD
1709809.00000000
0.245347285298
Long
DBT
CORP
US
N
2
2027-09-02
Variable
0.04589545
N
N
N
N
N
N
MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH
JBONEPAGQXF4QP29B387
MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+35 09/02/2026
60683FBA1
3000000.00000000
PA
USD
2999990.40000000
0.430480539382
Long
DBT
CORP
US
N
2
2026-09-02
Variable
0.04020000
N
N
N
N
N
N
SUMITOMO MITSUI BKG CORP NY BRANCH
549300MS3WYYVQ4HXM15
SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+35 08/31/2026
86565GSS0
3000000.00000000
PA
USD
2999997.60000000
0.430481572539
Long
DBT
CORP
US
N
2
2026-08-31
Variable
0.04020000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC FRN SOFR+46 09/15/2027
58933YBU8
1729000.00000000
PA
USD
1737292.08000000
0.249290941618
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
2400000.00000000
PA
USD
2406261.60000000
0.345284035396
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
1525000.00000000
PA
USD
1526320.96000000
0.219017857567
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
1887000.00000000
PA
USD
1887754.18000000
0.270881346029
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
1780000.00000000
PA
USD
1782611.69000000
0.255794032481
Long
DBT
CORP
CA
N
2
2028-09-15
Variable
0.04449811
N
N
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH
213800MBWEIJDM5CU638
LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRH YCD SOFR+34 09/08/2026
53947B4H0
3000000.00000000
PA
USD
2999982.60000000
0.430479420129
Long
DBT
CORP
US
N
2
2026-09-08
Variable
0.04010000
N
N
N
N
N
N
MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH
JBONEPAGQXF4QP29B387
MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+35 09/10/2026
60683FBQ6
3000000.00000000
PA
USD
2999980.20000000
0.430479075743
Long
DBT
CORP
US
N
2
2026-09-10
Variable
0.04020000
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
2370000.00000000
PA
USD
2375306.43000000
0.340842155089
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
2154287.85800000
PA
USD
2155158.62000000
0.309252271338
Long
ABS-CBDO
CORP
US
N
2
2029-02-12
Fixed
0.04070000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFRINDX+75 09/22/2028
06368MXW9
2400000.00000000
PA
USD
2404378.20000000
0.345013778849
Long
DBT
CORP
CA
N
2
2028-09-22
Variable
0.04437481
N
N
N
N
N
N
CANADIAN IMPRL BK COMM NY BRH
549300H8L46OOZOFHU82
CANADIAN IMPRL BK COMM NY BRH YCD SOFR+34 10/16/2026
13606DNX6
3000000.00000000
PA
USD
2999996.40000000
0.430481400346
Long
DBT
CORP
US
N
2
2026-10-16
Variable
0.04010000
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
1229811.53000000
PA
USD
1232080.29000000
0.176796095014
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.04140000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA CP .0395 03/25/2026
78013WCR9
2000000.00000000
PA
USD
1994680.00000000
0.286224556683
Long
DBT
CORP
CA
N
2
2026-03-25
Fixed
0.03950000
N
N
N
N
N
N
UST BILLS
254900HROIFWPRGM1V77
UST BILLS 0% 04/02/2026
912797SD0
23000000.00000000
PA
USD
22928204.81000000
3.290059186083
Long
DBT
UST
US
N
2
2026-04-02
Fixed
0.00000000
N
N
N
N
N
N
TORONTO DOMINION BANK - NY
PT3QB789TSUIDF371261
TORONTO DOMINION BANK - NY YCD SOFR+32 10/01/2026
89115DZG4
3000000.00000000
PA
USD
3001632.30000000
0.430716142135
Long
DBT
CORP
US
N
2
2026-10-01
Variable
0.03990000
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
1830000.00000000
PA
USD
1831065.98000000
0.262746931028
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.03980000
N
N
N
N
N
N
ROYAL BK OF CDA NEW YORK BRH
549300HXQQQCCUBS2Z23
ROYAL BK OF CDA NEW YORK BRH YCD SOFR+31 10/02/2026
78015JPU5
3000000.00000000
PA
USD
3001898.40000000
0.430754325881
Long
DBT
CORP
US
N
2
2026-10-02
Variable
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
1495055.92000000
PA
USD
1496876.90000000
0.214792812437
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
1378367.63000000
PA
USD
1381027.88000000
0.198169176369
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
1780000.00000000
PA
USD
1781072.45000000
0.255573160819
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
0.04030000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN NY YCD SOFR+30 10/07/2026
86959TRL2
3000000.00000000
PA
USD
3001666.50000000
0.430721049629
Long
DBT
CORP
US
N
2
2026-10-07
Variable
0.03970000
N
N
N
N
N
N
COMMONWEALTH BANK AUST NY BRH
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUST NY BRH YCD SOFR+30 10/13/2026
20271ER35
3000000.00000000
PA
USD
3001635.30000000
0.430716572617
Long
DBT
CORP
US
N
2
2026-10-13
Variable
0.03970000
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
1460000.00000000
PA
USD
1461670.82000000
0.209740952168
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.03950000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP VCP SOFR+25 07/14/2026
65557RHZ6
3000000.00000000
PA
USD
3001560.00000000
0.430705767521
Long
DBT
CORP
FI
N
2
2026-07-14
Variable
0.03920000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK YCP .0385 05/04/2026
89119BE44
3000000.00000000
PA
USD
2979338.70000000
0.427517144914
Long
DBT
CORP
CA
N
2
2026-05-04
Fixed
0.03850000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA YCP .0385 04/16/2026
2332K1DG2
1000000.00000000
PA
USD
995171.90000000
0.142801169060
Long
DBT
CORP
NO
N
2
2026-04-16
Fixed
0.03850000
N
N
N
N
N
N
WESTPAC BANKING NY BRANCH
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING NY BRANCH YCD SOFR+30 10/19/2026
96130AD39
3000000.00000000
PA
USD
3001488.00000000
0.430695435955
Long
DBT
CORP
US
N
2
2026-10-19
Variable
0.03970000
N
N
N
N
N
N
BARCLAYS BANK PLC NY BRANCH
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC NY BRANCH YCD SOFR+37 10/23/2026
06745GFK2
3000000.00000000
PA
USD
2997304.80000000
0.430095171970
Long
DBT
CORP
US
N
2
2026-10-23
Variable
0.04040000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA VCP SOFR+30 10/19/26
86960LNK2
3000000.00000000
PA
USD
3001602.90000000
0.430711923412
Long
DBT
CORP
SE
N
2
2026-10-19
Variable
0.03970000
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
1900000.00000000
PA
USD
1901473.26000000
0.272849951315
Long
ABS-CBDO
CORP
US
N
2
2029-01-16
Fixed
0.03880000
N
N
N
N
N
N
AMPHENOL CORPORATION NEW
549300D3L3G0R4U4VT04
AMPHENOL CORPORATION NEW FRN SOFR+53 11/15/2027
032095AV3
2236000.00000000
PA
USD
2240034.64000000
0.321431468601
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
1900000.00000000
PA
USD
1902701.23000000
0.273026157608
Long
DBT
CORP
CA
N
2
2028-11-03
Variable
0.04369462
N
N
N
N
N
N
SUMITOMO MITSUI BKG CORP NY BRANCH
549300MS3WYYVQ4HXM15
SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+37 10/30/2026
86565GVC1
3000000.00000000
PA
USD
2999997.90000000
0.430481615587
Long
DBT
CORP
US
N
2
2026-10-30
Variable
0.04040000
N
N
N
N
N
N
UST BILLS
254900HROIFWPRGM1V77
UST BILLS 0% 05/07/2026
912797SP3
30000000.00000000
PA
USD
29802000.00000000
4.276407362729
Long
DBT
UST
US
N
2
2026-05-07
Fixed
0.00000000
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
1118042.49000000
PA
USD
1119321.42000000
0.160615876845
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Fixed
0.04450000
N
N
N
N
N
N
COMMONWEALTH BANK AUST NY BRH
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUST NY BRH YCD SOFR+31 11/10/2026
20271ES26
3000000.00000000
PA
USD
3001650.30000000
0.430718725027
Long
DBT
CORP
US
N
2
2026-11-10
Variable
0.03980000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP VCP SOFR+26 08/04/2026
65557RJD3
3000000.00000000
PA
USD
3001673.70000000
0.430722082786
Long
DBT
CORP
FI
N
2
2026-08-04
Variable
0.03930000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NAB VCP SOFR+27 8/13/26
63254G2L8
3000000.00000000
PA
USD
3001208.40000000
0.430655315040
Long
DBT
CORP
AU
N
2
2026-08-13
Variable
0.03940000
N
N
N
N
N
N
MORGAN STANLEY PRIVATE BANK NA
549300GS0W0TEUQS8571
MORGAN STANLEY PRIVATE BANK NA FRN SOFR+78 11/17/2028
61776NZT3
1900000.00000000
PA
USD
1904769.00000000
0.273322870139
Long
DBT
CORP
US
N
2
2028-11-17
Variable
0.04452193
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+65 11/19/2027
02665WGP0
2500000.00000000
PA
USD
2503356.40000000
0.359216553939
Long
DBT
CORP
US
N
2
2027-11-19
Variable
0.04328045
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC FRN SOFR+50 11/15/2027
717081FC2
525000.00000000
PA
USD
526848.00000000
0.075599512322
Long
DBT
CORP
US
N
2
2027-11-15
Variable
0.04172193
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
1239000.00000000
PA
USD
1241960.09000000
0.178213786762
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.04060000
N
N
N
N
N
N
NORDEA BANK ABP NY BRH
529900ODI3047E2LIV03
NORDEA BANK ABP NY BRH YCD SOFR+35 01/04/2027
65558WQU5
3000000.00000000
PA
USD
3002420.70000000
0.430829272783
Long
DBT
CORP
US
N
2
2027-01-04
Variable
0.04020000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+43 06/09/2027
89236TPE9
2600000.00000000
PA
USD
2604238.00000000
0.373692455455
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
2600000.00000000
PA
USD
2602244.63000000
0.373406418876
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
160000.00000000
PA
USD
159982.94000000
0.022956587562
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.04100000
N
N
N
N
N
N
UST BILLS
254900HROIFWPRGM1V77
UST BILLS 0% 06/18/2026
912797TD9
15000000.00000000
PA
USD
14839395.00000000
2.129363735200
Long
DBT
UST
US
N
2
2026-06-18
Fixed
0.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA HOUSTON BRANCH
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+37 01/19/2027
06418NLY6
3000000.00000000
PA
USD
2999963.10000000
0.430476621997
Long
DBT
CORP
US
N
2
2027-01-19
Variable
0.04040000
N
N
N
N
N
N
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
MIZUHONG A RP OBFR01+0.7% 6/22/26
N/A
3000000.00000000
PA
USD
3000000.00000000
0.430481916924
Long
RA
CORP
US
N
2
Repurchase
Y
0.04330000
2026-06-22
3200000.00000000
USD
3259371.20000000
USD
CDS
N
N
N
UST BILLS
254900HROIFWPRGM1V77
UST BILLS 0% 07/02/2026
912797TF4
23000000.00000000
PA
USD
22721738.41000000
3.260432502198
Long
DBT
UST
US
N
2
2026-07-02
Fixed
0.00000000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+40 01/10/2028
14913UBG4
2700000.00000000
PA
USD
2703930.44000000
0.387997719680
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
2700000.00000000
PA
USD
2702472.98000000
0.387788582955
Long
DBT
CORP
US
N
2
2028-01-14
Variable
0.04075990
N
N
N
N
N
N
CANADIAN IMPRL BK COMM NY BRH
549300H8L46OOZOFHU82
CANADIAN IMPRL BK COMM NY BRH YCD SOFR+35 02/09/2027
13606DRX2
3000000.00000000
PA
USD
2999995.80000000
0.430481314249
Long
DBT
CORP
US
N
2
2027-02-09
Variable
0.04020000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA FRN SOFR+77 01/20/2029
63307A3L7
1700000.00000000
PA
USD
1701938.00000000
0.244217844242
Long
DBT
CORP
CA
N
2
2029-01-20
Variable
0.04436469
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
2100000.00000000
PA
USD
2100939.12000000
0.301472099906
Long
ABS-CBDO
CORP
US
N
2
2028-12-15
Fixed
0.03800000
N
N
N
N
N
N
MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH
JBONEPAGQXF4QP29B387
MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+35 01/15/2027
60683FEK6
3000000.00000000
PA
USD
2999962.50000000
0.430476535900
Long
DBT
CORP
US
N
2
2027-01-15
Variable
0.04020000
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
1405000.00000000
PA
USD
1405278.75000000
0.201649030037
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) FRN SOFR+71 01/21/2029
38141GD76
2200000.00000000
PA
USD
2200418.11000000
0.315746735342
Long
DBT
CORP
US
N
2
2029-01-21
Variable
0.04376254
N
N
N
N
N
N
DLLMT 2026-1 LLC
N/A
DLLMT 2026-1 LLC 4.37% 07/20/2028 144A
23347JAB8
410000.00000000
PA
USD
410572.69000000
0.058914706209
Long
ABS-CBDO
CORP
US
N
2
2028-07-20
Fixed
0.04030000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC FRN SOFR+62 01/26/2029
693475CH6
1693000.00000000
PA
USD
1692390.52000000
0.242847838411
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
2010000.00000000
PA
USD
2012219.84000000
0.288741417998
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
1600000.00000000
PA
USD
1599456.32000000
0.229512340890
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
1550000.00000000
PA
USD
1552051.27000000
0.222710001958
Long
ABS-CBDO
CORP
US
N
2
2029-04-13
Fixed
0.03890000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1 4.01% 04/20/2028
36273VAB1
2000000.00000000
PA
USD
2000790.60000000
0.287101390950
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Fixed
0.03770000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 4.009%/VAR 02/09/2029
025816EN5
2000000.00000000
PA
USD
2005966.98000000
0.287844170279
Long
DBT
CORP
US
N
2
2029-02-09
Variable
0.04009000
N
N
N
N
N
N
TOYOTA LEASE OWNER TR 2026-A
N/A
TOYOTA LEASE OWNER TRUST 2026-A 4.09% 02/22/2028 144A
89240MAB0
2050000.00000000
PA
USD
2048710.35000000
0.293977586230
Long
ABS-CBDO
CORP
US
N
2
2028-02-22
Fixed
0.03700000
N
N
N
N
N
N
WELLS FARGO SECURITIES, LLC
VYVVCKR63DVZZN70PB21
WELLSNGR A RP OBFR01+0.75% 9/10/26
N/A
3500000.00000000
PA
USD
3500000.00000000
0.502228903078
Long
RA
CORP
US
N
2
Repurchase
Y
0.04380000
2026-09-10
1733000.00000000
USD
3790167.27777778
USD
CDS
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
1355000.00000000
PA
USD
1355191.46000000
0.194461805833
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
620000.00000000
PA
USD
620088.16000000
0.088978913259
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
2100000.00000000
PA
USD
2101468.32000000
0.301548036916
Long
ABS-CBDO
CORP
US
N
2
2029-08-20
Fixed
0.03910000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC FRN SOFRINDX+NA 03/03/2028
00287YEC9
2100000.00000000
PA
USD
2104284.00000000
0.301952070024
Long
DBT
CORP
US
N
2
2028-03-03
Variable
0.00000000
N
N
N
N
N
N
2026-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer