0000035402-26-002606.txt : 20260424
0000035402-26-002606.hdr.sgml : 20260424
20260424170006
ACCESSION NUMBER: 0000035402-26-002606
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: 26895423
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
S000069440
Fidelity SAI Low Duration Bond Fund
C000221555
Fidelity SAI Low Duration Bond Fund
FZOLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035315
XXXXXXXX
S000069440
C000221555
Fidelity Salem Street Trust
811-02105
0000035315
S4W85DGKOEJ24DPRB829
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity SAI Low Duration Bond Fund
S000069440
5493004JEUFBBU48WY15
2026-08-31
2026-02-28
N
2756638600.13
12392854.87
2744245745.26
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
36454728.07000000
USD
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
7943780.69900000
NS
USD
7945369.46000000
0.289528351231
Long
STIV
RF
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.25% 06/15/2026
404119BT5
8031000.00000000
PA
USD
8036306.08000000
0.292842071227
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.05250000
N
N
N
N
N
N
TRINITY ACQ PLC
549300FJZWZN6MJNGB63
TRINITY ACQ PLC 4.4% 03/15/2026
89641UAC5
5715000.00000000
PA
USD
5714842.61000000
0.208248208815
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
0.04400000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP 3.375% 04/15/2026
29717PAQ0
6017000.00000000
PA
USD
6010028.70000000
0.219004756056
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03375000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.375% 10/15/2026
03027XAK6
7745000.00000000
PA
USD
7713764.80000000
0.281088704002
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03375000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.65% 07/15/2026
68389XBM6
10760000.00000000
PA
USD
10695568.37000000
0.389745283871
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.02650000
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
209900.34500000
PA
USD
209162.04000000
0.007621840732
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
8764000.00000000
PA
USD
8731254.28000000
0.318165903876
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
8778000.00000000
PA
USD
8775785.14000000
0.319788603304
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
0.04346000
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
436970.98800000
PA
USD
434766.21000000
0.015842830794
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
8000000.00000000
PA
USD
7998949.28000000
0.291480793723
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
890402.70100000
PA
USD
884731.28000000
0.032239506302
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
667300.94000000
PA
USD
663366.00000000
0.024172980905
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
198489.69200000
PA
USD
197851.23000000
0.007209676113
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
0.03261000
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
755904.02800000
PA
USD
752134.56000000
0.027407697043
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
1505065.93800000
PA
USD
1495114.44000000
0.054481798599
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
0.03354000
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
534126.18100000
PA
USD
531428.04000000
0.019365176785
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
293261.59700000
PA
USD
292027.49000000
0.010641448219
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
391996.71800000
PA
USD
390491.41000000
0.014229462163
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
0.03488000
N
N
N
N
N
N
BENCHMARK 2018-B2 MTG TR
N/A
BENCHMARK 2018-B2 MTG TR 3.7802% 02/15/2051
08161CAF8
1330651.26900000
PA
USD
1325861.19000000
0.048314229594
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
0.03780200
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027
06051GHT9
12260000.00000000
PA
USD
12251103.78000000
0.446428815683
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
11030000.00000000
PA
USD
11012024.63000000
0.401276913666
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
12330000.00000000
PA
USD
12299550.70000000
0.448194215887
Long
DBT
CORP
US
N
2
2027-06-17
Variable
0.03196000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 2.95% 11/12/2026 144A
04685A2K6
7545000.00000000
PA
USD
7484896.76000000
0.272748778892
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
0.02950000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC 5.875% 12/15/2027 144A
577081BD3
16950000.00000000
PA
USD
16953862.57000000
0.617796806254
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05875000
N
N
N
N
N
N
COPT DEFENSE PROPERTIES LP
H0TWO5VRNEP6CQAWPX27
COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026
22003BAL0
19236000.00000000
PA
USD
19221803.64000000
0.700440318553
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.02250000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 1.668% 03/25/2026
05530QAN0
6815000.00000000
PA
USD
6804485.82000000
0.247954682329
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A
05401AAL5
3195000.00000000
PA
USD
3194573.31000000
0.116409884774
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027
38141GYA6
17550000.00000000
PA
USD
17539283.27000000
0.639129469374
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
12426000.00000000
PA
USD
12366680.39000000
0.450640414086
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
10900000.00000000
PA
USD
10893865.15000000
0.396971195776
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
16504000.00000000
PA
USD
16472732.35000000
0.600264476257
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
0.01726000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027
46647PCB0
12310000.00000000
PA
USD
12267255.62000000
0.447017386879
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
10560000.00000000
PA
USD
10465202.99000000
0.381350795863
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
12430000.00000000
PA
USD
12377634.77000000
0.451039590436
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
9632000.00000000
PA
USD
9594889.73000000
0.349636680555
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
0.01625000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 3.125% 05/15/2026 144A
26884LAM1
5044000.00000000
PA
USD
5029004.49000000
0.183256346436
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03125000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A
83368RBC5
11354000.00000000
PA
USD
11283733.27000000
0.411177945323
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
0.01792000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027
38141GYG3
9230000.00000000
PA
USD
9108682.08000000
0.331919329591
Long
DBT
CORP
US
N
2
2027-09-10
Variable
0.01542000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A
00084DAU4
8611000.00000000
PA
USD
8546147.46000000
0.311420632600
Long
DBT
CORP
NL
N
2
2027-06-16
Variable
0.01542000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 1.642%/VAR 06/14/2027
639057AC2
12364000.00000000
PA
USD
12280675.05000000
0.447506389368
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
6126000.00000000
PA
USD
6130250.34000000
0.223385618820
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
6770000.00000000
PA
USD
6793605.30000000
0.247558197429
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
7905000.00000000
PA
USD
7839942.25000000
0.285686595799
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
7893000.00000000
PA
USD
7820231.20000000
0.284968327399
Long
DBT
CORP
NL
N
2
2026-07-12
Variable
0.01625000
N
N
N
N
N
N
MHP COML MTG TR 2021-STOR
N/A
MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A
55293BAB1
2275000.00000000
PA
USD
2273290.34000000
0.082838439083
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.04474480
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027
606822BY9
9450000.00000000
PA
USD
9362917.31000000
0.341183632193
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
0.01538000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 1.494%/VAR 08/10/2027 144A
902613AH1
12470000.00000000
PA
USD
12330397.10000000
0.449318255163
Long
DBT
CORP
CH
N
2
2027-08-10
Variable
0.01494000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027
46647PCP9
11700000.00000000
PA
USD
11535341.22000000
0.420346510144
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
3933000.00000000
PA
USD
3886259.83000000
0.141614862178
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
9130000.00000000
PA
USD
9007104.72000000
0.328217862250
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
9179000.00000000
PA
USD
9090167.66000000
0.331244666251
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
0.02450000
N
N
N
N
N
N
BX 2021-BXMF
N/A
BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A
05609RAA2
3238772.80200000
PA
USD
3237760.69000000
0.117983627945
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.04410410
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 1.707%/VAR 11/01/2027
316773DD9
13000000.00000000
PA
USD
12806716.65000000
0.466675284898
Long
DBT
CORP
US
N
2
2027-11-01
Variable
0.01707000
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
12480000.00000000
PA
USD
12328411.80000000
0.449245911059
Long
DBT
CORP
US
N
2
2027-11-16
Variable
0.02311000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A
78472UAA6
4497868.17100000
PA
USD
4496462.59000000
0.163850580720
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.04504930
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 2.279%/VAR 11/24/2027
06738EBU8
12500000.00000000
PA
USD
12332249.50000000
0.449385756406
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
0.02279000
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
12480000.00000000
PA
USD
12323580.67000000
0.449069865236
Long
DBT
CORP
US
N
2
2028-01-07
Variable
0.02552000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 2.608%/VAR 01/12/2028 144A
853254CG3
7806000.00000000
PA
USD
7711454.74000000
0.281004525681
Long
DBT
CORP
GB
N
2
2028-01-12
Variable
0.02608000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 2.591%/VAR 01/20/2028 144A
09659W2T0
12480000.00000000
PA
USD
12324952.85000000
0.449119867318
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
1135079.01800000
PA
USD
1134724.31000000
0.041349223624
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.04672550
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
10090000.00000000
PA
USD
10037851.15000000
0.365778143861
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
9500000.00000000
PA
USD
9506922.84000000
0.346431177179
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
12302000.00000000
PA
USD
12347482.83000000
0.449940857203
Long
DBT
CORP
DK
N
2
2028-04-01
Variable
0.04298000
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
10000000.00000000
PA
USD
9992275.70000000
0.364117379693
Long
DBT
CORP
NL
N
2
2026-06-18
Fixed
0.03875000
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
469853.66000000
PA
USD
469811.04000000
0.017119860377
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.03760000
N
N
N
N
N
N
ENTERPRISE FLEET FING 2022-3 LLC
N/A
ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A
29374FAB9
3437.91000000
PA
USD
3438.85000000
0.000125311299
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Fixed
0.04380000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 4.655%/VAR 08/22/2028 144A
74977RDR2
11900000.00000000
PA
USD
12015001.96000000
0.437825292459
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
163937.35000000
PA
USD
164000.20000000
0.005976148465
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
0.04760000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 7.767%/VAR 11/16/2028 144A
853254CN8
5000000.00000000
PA
USD
5298050.10000000
0.193060337586
Long
DBT
CORP
GB
N
2
2028-11-16
Variable
0.07767000
N
N
N
N
N
N
TAOT 2023-A
N/A
TAOT 2023-A A3 4.63% 09/15/2027
891940AC2
3735325.86000000
PA
USD
3742684.08000000
0.136382978327
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.04630000
N
N
N
N
N
N
ENTERPRISE FLEET FING 2023-1 LLC
N/A
ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A
29375CAB5
82265.33000000
PA
USD
82353.40000000
0.003000948444
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
0.05510000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 5.847%/VAR 03/02/2027
639057AJ7
18669000.00000000
PA
USD
18669000.00000000
0.680296217357
Long
DBT
CORP
GB
N
2
2027-03-02
Variable
0.05847000
N
N
N
N
N
N
BX 2021-LBA
N/A
BX 2021-LBA TSFR1M+91.45 02/15/2036 144A
05609BCD9
591000.00000000
PA
USD
590635.65000000
0.021522695298
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Floating
0.04824480
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 5.65% 05/15/2035 144A
165183CU6
2609905.44000000
PA
USD
2621826.97000000
0.095539073879
Long
ABS-CBDO
CORP
US
N
2
2035-05-15
Fixed
0.05650000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.829%/VAR 05/09/2027
06738ECF0
12050000.00000000
PA
USD
12088811.85000000
0.440514916380
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
8000000.00000000
PA
USD
8010991.20000000
0.291919599905
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04750000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027
89788MAN2
10360000.00000000
PA
USD
10411763.43000000
0.379403464430
Long
DBT
CORP
US
N
2
2027-06-08
Variable
0.06047000
N
N
N
N
N
N
OCWEN LN INVT TR 2023-HB1
N/A
OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A
67578KAA4
42919.12000000
PA
USD
42861.62000000
0.001561872513
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Fixed
0.03000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027
53944YAW3
9730000.00000000
PA
USD
9781709.21000000
0.356444360964
Long
DBT
CORP
GB
N
2
2027-08-07
Variable
0.05225891
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 6.083%/VAR 09/11/2027
456837BF9
9025000.00000000
PA
USD
9122706.09000000
0.332430362905
Long
DBT
CORP
NL
N
2
2027-09-11
Variable
0.06083000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 6.496%/VAR 09/13/2027
06738ECJ2
2000000.00000000
PA
USD
2025549.38000000
0.073810786934
Long
DBT
CORP
GB
N
2
2027-09-13
Variable
0.06496000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A
00084DBB5
8500000.00000000
PA
USD
8565416.94000000
0.312122810240
Long
DBT
CORP
NL
N
2
2027-09-18
Variable
0.05468292
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A
165183CZ5
647852.82000000
PA
USD
654663.31000000
0.023855855880
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
11886000.00000000
PA
USD
12048777.58000000
0.439056072176
Long
DBT
CORP
US
N
2
2027-10-22
Variable
0.06070000
N
N
N
N
N
N
WHEELS FLEET LEASE FUNDING 1 LLC
549300BSFY0E0XXREF43
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A
96328GBG1
4820344.11000000
PA
USD
4873244.98000000
0.177580487768
Long
ABS-CBDO
CORP
US
N
2
2038-08-18
Fixed
0.06460000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 6.787%/VAR 10/26/2027
91159HJP6
7619000.00000000
PA
USD
7761745.85000000
0.282837127957
Long
DBT
CORP
US
N
2
2027-10-26
Variable
0.06787000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST 2023-3
N/A
UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A
91684MAA1
278668.02000000
PA
USD
279166.53000000
0.010172796313
Long
ABS-CBDO
CORP
US
N
2
2033-10-20
Fixed
0.06900000
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
1558258.81000000
PA
USD
1558258.81000000
0.056782772194
Long
ABS-MBS
CORP
US
N
2
2040-12-09
Variable
0.05421070
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC 2024-1
N/A
ENTERPRISE FLEET FINANCING LLC 2024-1 5.23% 03/20/2030 144A
29375PAB6
4835523.24100000
PA
USD
4871098.19000000
0.177502258987
Long
ABS-CBDO
CORP
US
N
2
2030-03-20
Fixed
0.05230000
N
N
N
N
N
N
OCWEN LN INVT TR 2024-HB1
N/A
OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A
675952AA3
156434.82000000
PA
USD
154420.13000000
0.005627051814
Long
ABS-CBDO
CORP
US
N
2
2037-02-25
Fixed
0.03000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 5.583%/VAR 03/01/2028
639057AL2
5200000.00000000
PA
USD
5282567.06000000
0.192496137385
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
6298076.86400000
PA
USD
6300045.01000000
0.229572917107
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Variable
0.05051300
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA 5.283%/VAR 03/18/2027
38151LAF7
18330000.00000000
PA
USD
18340389.44000000
0.668321686265
Long
DBT
CORP
US
N
2
2027-03-18
Variable
0.05283000
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
7310000.00000000
PA
USD
7409929.16000000
0.270016968152
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.05130000
N
N
N
N
N
N
BX 2024-CNYN
N/A
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A
05612HAA9
6519321.68000000
PA
USD
6521358.97000000
0.237637572409
Long
ABS-MBS
CORP
US
N
2
2041-04-15
Variable
0.05101528
N
N
N
N
N
N
CHASE AUTO OWNER TRUST 2024-1
N/A
CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A
16144BAC2
7150770.47000000
PA
USD
7218234.41000000
0.263031633463
Long
ABS-CBDO
CORP
US
N
2
2029-05-25
Fixed
0.05130000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 24-1A A2 6.41861% 03/15/2029 144A
361886DB7
11010000.00000000
PA
USD
11064765.94000000
0.403198800949
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Variable
0.04408190
N
N
N
N
N
N
THE CAMPBELL'S COMPANY
5493007JDSMX8Z5Z1902
THE CAMPBELL'S COMPANY 5.3% 03/20/2026
134429BL2
3502000.00000000
PA
USD
3503810.15000000
0.127678439733
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
0.05300000
N
N
N
N
N
N
VOYA CLO 2019-2 LLC
N/A
VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A
92917RAL3
2308426.26600000
PA
USD
2310243.00000000
0.084184989773
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Variable
0.04867630
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
6350360.47200000
PA
USD
6371777.06000000
0.232186824777
Long
ABS-CBDO
CORP
US
N
2
2039-02-18
Variable
0.04494060
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028
95000U3L5
9470000.00000000
PA
USD
9643381.02000000
0.351403697597
Long
DBT
CORP
US
N
2
2028-04-22
Variable
0.05707000
N
N
N
N
N
N
CHASE AUTO OWNER TRUST 2024-2
N/A
CHASE AUTO OWNER TRUST 2024-2 5.52% 06/25/2029 144A
16144CAC0
8160127.19600000
PA
USD
8274976.91000000
0.301539208880
Long
ABS-CBDO
CORP
US
N
2
2029-06-25
Fixed
0.05520000
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
694856.48000000
PA
USD
696580.97000000
0.025383330600
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
12040000.00000000
PA
USD
12066632.12000000
0.439706689564
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
6780796.92000000
PA
USD
6785034.92000000
0.247245893765
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
2093103.71000000
PA
USD
2100611.05000000
0.076546025574
Long
ABS-CBDO
CORP
US
N
2
2027-08-20
Fixed
0.05500000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 A3 5.39% 07/20/2027
36269WAD1
5656094.95700000
PA
USD
5677899.20000000
0.206901995195
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Fixed
0.05390000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2024-2 OWNER TR
N/A
HONDA AUTO RECEIVABLES 2024-2 OWNER TR 5.27% 11/20/2028
437930AC4
9938879.07300000
PA
USD
10041467.19000000
0.365909911943
Long
ABS-CBDO
CORP
US
N
2
2028-11-20
Fixed
0.05270000
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
291301.76000000
PA
USD
291525.04000000
0.010623138999
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.05440000
N
N
N
N
N
N
CFMT 2024-HB13 LLC
N/A
CFMT 2024-HB13 LLC VAR 05/25/2034 144A
12530VAA3
1512918.01000000
PA
USD
1499063.61000000
0.054625705900
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
663509.68000000
PA
USD
667803.78000000
0.024334693099
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
314810.66000000
PA
USD
315069.81000000
0.011481107715
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
81747.77000000
PA
USD
81840.10000000
0.002982243851
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.05780000
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
4400161.43000000
PA
USD
4413382.16000000
0.160823139386
Long
ABS-CBDO
CORP
US
N
2
2027-04-20
Fixed
0.05310000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.102%/VAR 07/23/2027
693475BY0
9960000.00000000
PA
USD
10002676.61000000
0.364496387660
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
1728077.90000000
PA
USD
1730016.11000000
0.063041588494
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
11992000.00000000
PA
USD
11999267.15000000
0.437251917789
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
8170000.00000000
PA
USD
8184364.41000000
0.298237299780
Long
DBT
CORP
US
N
2
2026-07-31
Variable
0.04296988
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A
05565ECN3
12250000.00000000
PA
USD
12283687.50000000
0.447616162700
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
11858000.00000000
PA
USD
11897249.98000000
0.433534423822
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
6502249.08000000
PA
USD
6540695.58000000
0.238342196259
Long
ABS-CBDO
CORP
US
N
2
2039-06-21
Variable
0.04664060
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 4.86% 08/27/2026 144A
04685A4A6
7808000.00000000
PA
USD
7836288.85000000
0.285553466322
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
3911000.00000000
PA
USD
3918075.00000000
0.142774203322
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
11966000.00000000
PA
USD
12007805.37000000
0.437563049546
Long
DBT
CORP
CA
N
2
2027-09-10
Variable
0.04567000
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
6275981.50000000
PA
USD
6287927.20000000
0.229131345502
Long
ABS-CBDO
CORP
US
N
2
2028-02-22
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
9457295.49800000
PA
USD
9469233.44000000
0.345057779769
Long
ABS-CBDO
CORP
US
N
2
2027-09-20
Fixed
0.04210000
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
6224851.95300000
PA
USD
6245052.22000000
0.227568986151
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 4.69% 08/22/2030 144A
24704EAC2
4608540.18000000
PA
USD
4615503.22000000
0.168188407615
Long
ABS-CBDO
CORP
US
N
2
2030-08-22
Fixed
0.04690000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TR 2024-3
N/A
GM FINANCIAL AUTOMOBILE LEASING TR 2024-3 4.21% 10/20/2027
38012QAD0
7370000.00000000
PA
USD
7379227.98000000
0.268898220676
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Fixed
0.04210000
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
3045431.59000000
PA
USD
3047722.67000000
0.111058664307
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
595920.63000000
PA
USD
596259.05000000
0.021727611349
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
7707000.00000000
PA
USD
7696966.26000000
0.280476567133
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
12350000.00000000
PA
USD
12353447.13000000
0.450158195611
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
13247000.00000000
PA
USD
13341314.14000000
0.486155956078
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 FRN SOFRINDX+72 10/18/2027
78017FZR7
12310000.00000000
PA
USD
12344268.21000000
0.449823716819
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
7680000.00000000
PA
USD
7685653.40000000
0.280064327813
Long
DBT
CORP
US
N
2
2026-05-11
Variable
0.04218084
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
16275.08000000
PA
USD
16279.71000000
0.000593230763
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 FRN SOFR+68.5 10/15/2027
61690U8F0
12280000.00000000
PA
USD
12304805.60000000
0.448385703840
Long
DBT
CORP
US
N
2
2027-10-15
Variable
0.04351210
N
N
N
N
N
N
BUCKHORN PARK CLO LTD
N/A
BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A
118382BA7
8000000.00000000
PA
USD
8007384.00000000
0.291788153951
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
3764599.75000000
PA
USD
3767952.13000000
0.137303743169
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04610000
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
7380000.00000000
PA
USD
7423643.11000000
0.270516702916
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.04680000
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
8360000.00000000
PA
USD
8373997.90000000
0.305147522391
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
10576000.00000000
PA
USD
10589643.04000000
0.385885377003
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
11693000.00000000
PA
USD
11683657.29000000
0.425751130713
Long
ABS-CBDO
CORP
KY
N
2
2035-07-15
Variable
0.04772190
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
1656856.26000000
PA
USD
1657374.03000000
0.060394519436
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.04952470
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
663292.23000000
PA
USD
663450.43000000
0.024176057524
Long
ABS-CBDO
CORP
US
N
2
2028-02-10
Fixed
0.04620000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 4.95% 01/07/2027 144A
04685A4E8
8080000.00000000
PA
USD
8137849.89000000
0.296542316010
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
10005000.00000000
PA
USD
10077882.22000000
0.367236871457
Long
DBT
CORP
US
N
2
2027-01-13
Fixed
0.04900000
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
12260000.00000000
PA
USD
12288457.91000000
0.447789995893
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
4449000.00000000
PA
USD
4484092.47000000
0.163399814967
Long
DBT
CORP
US
N
2
2028-01-24
Variable
0.04900000
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
12350000.00000000
PA
USD
12385815.00000000
0.451337677079
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
12221000.00000000
PA
USD
12329094.01000000
0.449270770713
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
285913200.00000000
PA
USD
287389672.92000000
10.47244669747
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.04125000
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
8581340.57600000
PA
USD
8614927.94000000
0.313926985397
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
1464482.11000000
PA
USD
1477390.64000000
0.053835945361
Long
ABS-CBDO
CORP
US
N
2
2031-05-15
Fixed
0.04900000
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
6300000.00000000
PA
USD
6296850.00000000
0.229456491310
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
11084772.81400000
PA
USD
11127707.46000000
0.405492382714
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Fixed
0.04610000
N
N
N
N
N
N
BX TRUST 2025-ROIC
N/A
BX Trust 2025-ROIC VAR 03/15/2030 144A
05593VAA1
7551433.15000000
PA
USD
7541993.86000000
0.274829390663
Long
ABS-MBS
CORP
US
N
2
2030-03-15
Variable
0.04803480
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028
44644MAL5
11545000.00000000
PA
USD
11558773.19000000
0.421200368442
Long
DBT
CORP
US
N
2
2028-04-12
Variable
0.04385253
N
N
N
N
N
N
GLAXOSMITHKLINE CAP PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027
377373AN5
11760000.00000000
PA
USD
11795868.00000000
0.429840076107
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
1364808.32000000
PA
USD
1365882.97000000
0.049772618664
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
10636275.54200000
PA
USD
10685202.41000000
0.389367549478
Long
ABS-CBDO
CORP
US
N
2
2040-01-18
Variable
0.04986780
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A
65558RAM1
12151000.00000000
PA
USD
12210965.31000000
0.444966174443
Long
DBT
CORP
FI
N
2
2028-03-17
Variable
0.04389514
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
6999234.00000000
PA
USD
7007267.02000000
0.255344005984
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
8950000.00000000
PA
USD
8974165.00000000
0.327017542634
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Variable
0.04258190
N
N
N
N
N
N
GLENCORE FDG LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A
378272BX5
9964000.00000000
PA
USD
9984187.06000000
0.363822630580
Long
DBT
CORP
US
N
2
2026-10-01
Variable
0.04430831
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
11000000.00000000
PA
USD
11048191.00000000
0.402594812038
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
8268000.00000000
PA
USD
8327439.81000000
0.303450950935
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04600000
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
317176.20000000
PA
USD
317978.47000000
0.011587098952
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04830000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN NY YCD SOFR+40 04/15/2026
86959TNB8
34000000.00000000
PA
USD
34013032.20000000
1.239430989689
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
34000000.00000000
PA
USD
34011063.60000000
1.239359254131
Long
DBT
CORP
AU
N
2
2026-04-10
Variable
0.04070000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP FRN SOFR+95 04/24/2028
857477CZ4
10395000.00000000
PA
USD
10450199.11000000
0.380804056198
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
10083000.00000000
PA
USD
10112028.05000000
0.368481141583
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
27000000.00000000
PA
USD
27016159.50000000
0.984465751533
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
6178660.73500000
PA
USD
6191498.14000000
0.225617481622
Long
ABS-CBDO
CORP
US
N
2
2028-01-18
Fixed
0.04300000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026
49271VAY6
10324000.00000000
PA
USD
10335815.20000000
0.376635919645
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
1442862.45000000
PA
USD
1444729.37000000
0.052645772431
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
24000000.00000000
PA
USD
24012916.80000000
0.875027932227
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.04220000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC FRN SOFR+111.43 05/07/2028
172967PY1
12300000.00000000
PA
USD
12370594.50000000
0.450783043806
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
5927479.20200000
PA
USD
5938170.00000000
0.216386233275
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
8272695.76600000
PA
USD
8288844.07000000
0.302044526599
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
3327077.40000000
PA
USD
3332334.51000000
0.121429887092
Long
ABS-CBDO
CORP
US
N
2
2027-11-22
Fixed
0.04520000
N
N
N
N
N
N
MIZUHO BANK LTD NY BRANCH
RB0PEZSDGCO3JS6CEU02
MIZUHO BANK LTD NY BRANCH YCD SOFR+40 05/08/2026
60710TR60
25000000.00000000
PA
USD
25013810.00000000
0.911500365563
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
5258350.90800000
PA
USD
5274282.66000000
0.192194254800
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
5649416.52000000
PA
USD
5674862.62000000
0.206791342568
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
14813000.00000000
PA
USD
14842774.13000000
0.540868985790
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
1880792.78000000
PA
USD
1884444.72000000
0.068668949318
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
6474710.37500000
PA
USD
6504720.66000000
0.237031274303
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
12350000.00000000
PA
USD
12414264.46000000
0.452374372136
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
6345000.00000000
PA
USD
6376832.87000000
0.232371057913
Long
ABS-MBS
CORP
US
N
2
2040-06-15
Variable
0.05402630
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
6427629.08000000
PA
USD
6436323.73000000
0.234538898023
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
8020000.00000000
PA
USD
8030468.19000000
0.292629339186
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
4201560.75000000
PA
USD
4207326.55000000
0.153314496606
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
12130000.00000000
PA
USD
12208723.70000000
0.444884490431
Long
DBT
CORP
US
N
2
2027-05-29
Variable
0.04451000
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
14008000.00000000
PA
USD
14031421.38000000
0.511303384699
Long
ABS-CBDO
CORP
US
N
2
2036-04-17
Variable
0.04907630
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
5354325.30500000
PA
USD
5370068.09000000
0.195684664876
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
12240000.00000000
PA
USD
12277363.82000000
0.447385728526
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
8603384.91900000
PA
USD
8618339.32000000
0.314051295693
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
10188079.56100000
PA
USD
10209156.66000000
0.372020496984
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
5270000.00000000
PA
USD
5295779.79000000
0.192977607750
Long
DBT
CORP
US
N
2
2026-12-23
Fixed
0.04600000
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
6793708.53400000
PA
USD
6809641.82000000
0.248142566377
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
11630000.00000000
PA
USD
11713538.29000000
0.426839990923
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
12599589.55000000
PA
USD
12607287.90000000
0.459408124136
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
673129.49000000
PA
USD
674122.02000000
0.024564929039
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
2256797.59000000
PA
USD
2222153.26000000
0.080975009757
Long
ABS-CBDO
CORP
US
N
2
2038-06-25
Variable
0.03000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 4.567% 07/16/2027 144A
62954WAP0
1008000.00000000
PA
USD
1017144.00000000
0.037064610622
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
941691.34000000
PA
USD
945543.89000000
0.034455510831
Long
ABS-CBDO
CORP
US
N
2
2060-06-25
Fixed
0.04930000
N
N
N
N
N
N
CARMX 2025-3
N/A
CARMX 2025-3 4.42% 08/15/2028
14290FAB2
9564237.99500000
PA
USD
9584344.89000000
0.349252427795
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
3432643.43000000
PA
USD
3448354.98000000
0.125657659703
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
10950000.00000000
PA
USD
11027271.96000000
0.401832524621
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
6355000.00000000
PA
USD
6387319.62000000
0.232753193879
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
12414000.00000000
PA
USD
12436717.62000000
0.453192562709
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
11990000.00000000
PA
USD
12018296.40000000
0.437945341475
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
5893296.35000000
PA
USD
5908341.94000000
0.215299302192
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
11860000.00000000
PA
USD
11882771.20000000
0.433006818741
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
906025.91000000
PA
USD
908176.45000000
0.033093845606
Long
ABS-CBDO
CORP
US
N
2
2034-07-25
Fixed
0.04900000
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
20000000.00000000
PA
USD
19999762.00000000
0.728789031905
Long
DBT
CORP
US
N
2
2026-07-23
Variable
0.04030000
N
N
N
N
N
N
GM FINANCIAL LEASING TRST
N/A
GM FINANCIAL LEASING TRST 4.19% 10/20/2027
379965AB2
7341173.44800000
PA
USD
7354485.20000000
0.267996596613
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Fixed
0.04190000
N
N
N
N
N
N
SFUEL 25-BA
N/A
SFUEL 25-BA 4.31% 05/22/2028 144A
858933AB0
10950000.00000000
PA
USD
10985642.25000000
0.400315542767
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
3171471.09000000
PA
USD
3180399.10000000
0.115893378189
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
14514000.00000000
PA
USD
14540691.25000000
0.529861120313
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
7608821.42600000
PA
USD
7619389.32000000
0.277649672342
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
305899000.00000000
PA
USD
306699595.80000000
11.17609807101
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
12190000.00000000
PA
USD
12260336.30000000
0.446765247652
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
8557000.00000000
PA
USD
8598038.35000000
0.313311530676
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
12200000.00000000
PA
USD
12231829.80000000
0.445726474064
Long
DBT
CORP
CA
N
2
2028-09-08
Variable
0.04512264
N
N
N
N
N
N
EQUITABLE AMERICA GLOBAL FUNDING
98450066CCBIACF06694
EQUITABLE AMERICA GLOBAL FUNDING FRN SOFR+71 09/15/2027 144A
29446Q2D4
11806000.00000000
PA
USD
11810718.50000000
0.430381226623
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
11590000.00000000
PA
USD
11607005.31000000
0.422957941359
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
10995000.00000000
PA
USD
11019617.81000000
0.401553608274
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
10455171.52300000
PA
USD
10459397.50000000
0.381139244474
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
7740000.00000000
PA
USD
7749860.76000000
0.282404036642
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
12200000.00000000
PA
USD
12222255.85000000
0.445377600424
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
13000000.00000000
PA
USD
13008684.00000000
0.474034951952
Long
ABS-CBDO
CORP
JE
N
2
2036-07-20
Variable
0.04747630
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
4720000.00000000
PA
USD
4725900.00000000
0.172211253608
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
5930000.00000000
PA
USD
5933454.23000000
0.216214391158
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
5458584.23000000
PA
USD
5465232.79000000
0.199152455622
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
4977024.71400000
PA
USD
4986630.37000000
0.181712238366
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
5940000.00000000
PA
USD
5943578.85000000
0.216583331149
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
7999000.00000000
PA
USD
7999759.91000000
0.291510332987
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
5930000.00000000
PA
USD
5936786.29000000
0.216335811042
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.03950000
N
N
N
N
N
N
RCKTL 2025-2
N/A
RCKTL 2025-2 4.48% 11/25/2034 144A
74939HAA1
1744875.26000000
PA
USD
1746628.69000000
0.063646949002
Long
ABS-CBDO
CORP
US
N
2
2034-11-27
Fixed
0.04480000
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
5930000.00000000
PA
USD
5934598.12000000
0.216256074378
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
13237000.00000000
PA
USD
13257969.39000000
0.483118882953
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
8714000.00000000
PA
USD
8729723.54000000
0.318110123886
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
13000000.00000000
PA
USD
13018482.10000000
0.474391993591
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
8375779.09200000
PA
USD
8385360.15000000
0.305561561477
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
8375000.00000000
PA
USD
8388192.30000000
0.305664764698
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
12400000.00000000
PA
USD
12431124.00000000
0.452988731839
Long
DBT
CORP
US
N
2
2028-11-17
Variable
0.04452193
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
9047843.36300000
PA
USD
9065434.18000000
0.330343381078
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
8027000.00000000
PA
USD
8046177.31000000
0.293201777716
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
1101373.22000000
PA
USD
1067561.06000000
0.038901802502
Long
ABS-CBDO
CORP
US
N
2
2038-11-25
Variable
0.03000000
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
1480000.00000000
PA
USD
1479842.23000000
0.053925281019
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
55000000.00000000
PA
USD
54969921.60000000
2.003097634202
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.03375000
N
N
N
N
N
N
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
MIZUHONG A RP OBFR01+0.7% 6/22/26
N/A
20000000.00000000
PA
USD
20000000.00000000
0.728797704598
Long
RA
CORP
US
N
2
Repurchase
Y
0.04330000
2026-06-22
3580000.00000000
USD
3434998.06666667
USD
CDS
3315000.00000000
USD
3358565.54583333
USD
CDS
2759605.00000000
USD
3374613.63652778
USD
CDS
108096518.00000000
USD
1125127.83363969
USD
PLCMO
316542000.00000000
USD
3350765.24732085
USD
PLCMO
7650000.00000000
USD
3449761.19294034
USD
PLCMO
3422000.00000000
USD
3365618.67454318
USD
PLCMO
100.00000000
USD
132.34013818
USD
UST
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+40 01/10/2028
14913UBG4
12690000.00000000
PA
USD
12708473.09000000
0.463095300847
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
10580000.00000000
PA
USD
10589690.43000000
0.385887103889
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
5950000.00000000
PA
USD
5964613.80000000
0.217349842312
Long
ABS-CBDO
CORP
US
N
2
2034-11-15
Fixed
0.03960000
N
N
N
N
N
N
WELLS FARGO SECURITIES, LLC
VYVVCKR63DVZZN70PB21
WELLSNGR A RP OBFR01+0.75% 9/10/26
N/A
13000000.00000000
PA
USD
13000000.00000000
0.473718507989
Long
RA
CORP
US
N
2
Repurchase
Y
0.04380000
2026-09-10
6434000.00000000
USD
14071515.44444440
USD
CDS
N
N
N
2026-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer