0000035402-26-002568.txt : 20260424
0000035402-26-002568.hdr.sgml : 20260424
20260424165827
ACCESSION NUMBER: 0000035402-26-002568
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 GARRISON STREET TRUST
CENTRAL INDEX KEY: 0000803013
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04861
FILM NUMBER: 26895363
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 ADVISOR SERIES V
DATE OF NAME CHANGE: 19930706
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY INVESTMENT SERIES
DATE OF NAME CHANGE: 19930706
FORMER COMPANY:
FORMER CONFORMED NAME: PLYMOUTH INVESTMENT SERIES /NY/
DATE OF NAME CHANGE: 19920206
0000803013
S000071949
Fidelity Education Fund
C000227568
Fidelity Education Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000803013
XXXXXXXX
S000071949
C000227568
Fidelity Garrison Street Trust
811-04861
0000803013
GZF76QJ38YQDHAIO0Y79
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Education Fund
S000071949
549300P87JWB9HLN4A98
2026-08-31
2026-02-28
N
692077922.91
3092878.51
688985044.40
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
536656.32000000
0.00000000
0.00000000
2172619.14000000
USD
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/01/2029#AL5878
3138ENQ85
91848.73500000
PA
USD
91442.46000000
0.013272052963
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.03500000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
1751539.67100000
NS
USD
1751889.98000000
0.254271118689
Long
STIV
RF
US
N
1
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 11/01/2030#AL7688
3138EQRJ3
89065.37200000
PA
USD
88667.25000000
0.012869256121
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 6/1/31#MA2675
31418B6M3
229416.70000000
PA
USD
223647.19000000
0.032460383838
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
0.02500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.35% 01/15/2027
20030NBW0
500000.00000000
PA
USD
493705.33000000
0.071656900830
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02350000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.25% 03/01/2027
00206RDQ2
400000.00000000
PA
USD
401003.31000000
0.058202034029
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04250000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028
46647PAF3
350000.00000000
PA
USD
348068.20000000
0.050518977564
Long
DBT
CORP
US
N
2
2028-05-01
Variable
0.03540000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.591%/VAR 07/22/2028
61744YAK4
1050000.00000000
PA
USD
1043517.28000000
0.151457174358
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.03591000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 08/01/2032#MA3090
31418CNG5
401765.22700000
PA
USD
394206.34000000
0.057215514792
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
CD 2017-CD5 MTG TR
N/A
CD MTG TR 2017-CD5 AAB 3.22% 08/15/2050
12515HBA2
149385.24000000
PA
USD
148468.37000000
0.021548852359
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
0.03220000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 07/32#G18652
3128MMWN9
275519.51800000
PA
USD
270656.27000000
0.039283330197
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03000000
N
N
N
N
N
N
GS MTG SECS TR 2017-GS7
N/A
GS MTG SECS TR 2017-GS7 3.203% 08/10/2050
36254CAW0
645232.58300000
PA
USD
641951.58000000
0.093173514464
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
0.03203000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/32#G18670
3128MMW82
806453.99500000
PA
USD
791634.35000000
0.114898626092
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
BANK 2017-BNK9
N/A
BANK 2017-BNK9 3.47% 11/15/2054
06540RAC8
1151202.67000000
PA
USD
1143510.79000000
0.165970335538
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
0.03470000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4% 03/15/2028
55336VAR1
760000.00000000
PA
USD
760905.02000000
0.110438539440
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.3% 03/25/2028
126650CX6
110000.00000000
PA
USD
110646.02000000
0.016059277468
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029
06051GHM4
1000000.00000000
PA
USD
1005655.76000000
0.145961914293
Long
DBT
CORP
US
N
2
2029-07-23
Variable
0.04271000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 03/01/2032#BM3061
3140J7MK8
788011.30500000
PA
USD
757765.22000000
0.109982825630
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.02000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028
45866FAJ3
125000.00000000
PA
USD
124441.40000000
0.018061553151
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
0.03750000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.3% 02/15/2030
00206RGQ9
250000.00000000
PA
USD
252372.53000000
0.036629609314
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
DBGS 2018-C1 MTG TR
N/A
DBGS 2018-C1 ASB MTG TR ASB 4.302% 10/15/2051
23307DAY9
1742559.09200000
PA
USD
1745598.29000000
0.253357936313
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Fixed
0.04302000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2032#BM5109
3140J9VB4
59276.76900000
PA
USD
58286.69000000
0.008459790306
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
JPMCC COML MTG SECS TR 2019-COR4
N/A
JPMCC COML MTG SECS TR 2019-COR4 3.9381% 03/10/2052
48128YAX9
529767.38000000
PA
USD
529919.11000000
0.076913006212
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Fixed
0.03938100
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#BM5108
3140J9VA6
48807.74100000
PA
USD
47880.24000000
0.006949387419
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C50
N/A
WELLS FARGO COML MTG TR 2019-C50 3.635% 05/15/2052
95001XAZ9
669971.51000000
PA
USD
664586.41000000
0.096458757037
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
0.03635000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#BM5464
3140JACA4
273841.63700000
PA
USD
268947.62000000
0.039035334973
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/01/2030#ZS8591
3132A9RL3
11383.68100000
PA
USD
11216.14000000
0.001627922128
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
0.03000000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2020-L4
N/A
Morgan Stanley Capital I Trust 2020-L4 ASB 2.624% 02/15/2053
61770KAV7
1284962.44000000
PA
USD
1254530.16000000
0.182083801411
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
0.02624000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2020-C55
N/A
WELLS FARGO COML MTG TR 2020-C55 2.651% 02/15/2053
95002EAZ0
1351537.66000000
PA
USD
1319241.32000000
0.191476045920
Long
ABS-MBS
MUN
US
N
2
2053-02-15
Fixed
0.02651000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.7% 04/02/2027
05526DBP9
801000.00000000
PA
USD
806430.90000000
0.117046212621
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
0.04700000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.04% 05/01/2027
097023CU7
500000.00000000
PA
USD
505257.38000000
0.073333577282
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.65% 02/01/2028
00206RKG6
2750000.00000000
PA
USD
2637126.69000000
0.382755287859
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.01650000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A
29449WAB3
700000.00000000
PA
USD
674755.78000000
0.097934749888
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
0.01400000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032
06051GJP5
2750000.00000000
PA
USD
2549707.02000000
0.370067106786
Long
DBT
CORP
US
N
2
2032-03-11
Variable
0.02651000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.1% 03/22/2028
92343VGH1
500000.00000000
PA
USD
483148.67000000
0.070124696309
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032
46647PCC8
3000000.00000000
PA
USD
2768741.88000000
0.401858052290
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02580000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 3.091%/VAR 05/14/2032 144A
225401AU2
250000.00000000
PA
USD
233941.86000000
0.033954562860
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
0.03091000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 03/01/2033#SB0181
3132CWFW9
38821.09100000
PA
USD
38068.29000000
0.005525270876
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.239%/VAR 07/21/2032
61747YED3
2750000.00000000
PA
USD
2465914.85000000
0.357905424804
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02239000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2035#
3140XC4X3
14686.75400000
PA
USD
14477.47000000
0.002101274928
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.03000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA 1.605%/VAR 03/30/2028 144A
25601B2B0
2250000.00000000
PA
USD
2195372.36000000
0.318638608754
Long
DBT
CORP
NO
N
2
2028-03-30
Variable
0.01605000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A
05609PAA6
100000.00000000
PA
USD
99812.50000000
0.014486889201
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.04463580
N
N
N
N
N
N
BX 2021-BXMF
N/A
BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A
05609RAA2
71622.58000000
PA
USD
71600.20000000
0.010392126880
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.04410410
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
3300000.00000000
PA
USD
3259916.58000000
0.473147654872
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
167768.30000000
PA
USD
167715.87000000
0.024342454362
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
1300000.00000000
PA
USD
1282553.95000000
0.186151203197
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
0.02279000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 1.75% 12/02/2026
13645RBE3
1517000.00000000
PA
USD
1493633.97000000
0.216787575019
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
0.01750000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A
233853AF7
500000.00000000
PA
USD
492927.69000000
0.071544033358
Long
DBT
CORP
US
N
2
2026-12-14
Fixed
0.02000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 1.98%/VAR 12/15/2027 144A
74977RDL5
3050000.00000000
PA
USD
3003762.09000000
0.435969127982
Long
DBT
CORP
NL
N
2
2027-12-15
Variable
0.01980000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028
80282KBC9
773000.00000000
PA
USD
761857.49000000
0.110576781918
Long
DBT
CORP
US
N
2
2028-01-06
Variable
0.02490000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032
927804GG3
500000.00000000
PA
USD
450245.11000000
0.065349039672
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
0.02400000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.2% 01/15/2027
00914AAR3
2530000.00000000
PA
USD
2491635.36000000
0.361638526155
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02200000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 2.35% 02/26/2027
37045XDR4
3000000.00000000
PA
USD
2952790.50000000
0.428571058835
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
0.02350000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A
83368RBH4
950000.00000000
PA
USD
939759.03000000
0.136397594931
Long
DBT
CORP
FR
N
2
2028-01-19
Variable
0.02797000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028
38141GZK3
2563000.00000000
PA
USD
2527920.37000000
0.366904969933
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02640000
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
12121.75000000
PA
USD
12117.96000000
0.001758813213
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.04672550
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.551%/VAR 02/04/2028
06051GKJ7
850000.00000000
PA
USD
838964.25000000
0.121768136597
Long
DBT
CORP
US
N
2
2028-02-04
Variable
0.02551000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.07%/VAR 02/24/2028
172967NG2
3000000.00000000
PA
USD
2971024.38000000
0.431217542985
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.03070000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028
46647PCW4
3318000.00000000
PA
USD
3284488.40000000
0.476714034171
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02947000
N
N
N
N
N
N
ALABAMA POWER and LIGHT
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 3.05% 03/15/2032
010392FX1
2526000.00000000
PA
USD
2371354.06000000
0.344180774208
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03050000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
3288000.00000000
PA
USD
3271006.40000000
0.474757242785
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 3.45% 04/07/2027
13607HR61
1150000.00000000
PA
USD
1146592.46000000
0.166417612300
Long
DBT
CORP
CA
N
2
2027-04-07
Fixed
0.03450000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.355% 03/15/2032
92343VGN8
2000000.00000000
PA
USD
1785982.24000000
0.259219304470
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.02355000
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST 2022
N/A
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A
53218DAA6
445000.00000000
PA
USD
429981.25000000
0.062407922130
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.04954890
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1
N/A
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1 3.82% 04/25/2035 144A
89231EAA1
2500000.00000000
PA
USD
2502731.75000000
0.363249067645
Long
ABS-CBDO
CORP
US
N
2
2035-04-25
Fixed
0.03820000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4.35% 06/15/2029
45866FAV6
2500000.00000000
PA
USD
2530739.50000000
0.367314141369
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04350000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027
45866FAU8
1981000.00000000
PA
USD
1986712.02000000
0.288353431783
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A
928668BS0
200000.00000000
PA
USD
200552.91000000
0.029108456218
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
0.04350000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 4.25% 09/15/2027
701094AR5
217000.00000000
PA
USD
218365.13000000
0.031693740201
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04250000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.808%/VAR 07/25/2028
95000U3A9
1250000.00000000
PA
USD
1263722.90000000
0.183418045176
Long
DBT
CORP
US
N
2
2028-07-25
Variable
0.04808000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028
46647PDG8
3750000.00000000
PA
USD
3793447.65000000
0.550584904684
Long
DBT
CORP
US
N
2
2028-07-25
Variable
0.04851000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.948%/VAR 07/22/2028
06051GKW8
3750000.00000000
PA
USD
3797076.23000000
0.551111560528
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.04948000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 4.703%/VAR 08/05/2027 144A
902613AS7
2500000.00000000
PA
USD
2506572.90000000
0.363806576118
Long
DBT
CORP
CH
N
2
2027-08-05
Variable
0.04703000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028
446150BB9
2261000.00000000
PA
USD
2275813.69000000
0.330313946361
Long
DBT
CORP
US
N
2
2028-08-04
Variable
0.04443000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028
404280DG1
2827000.00000000
PA
USD
2871484.91000000
0.416770281639
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
0.05210000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 4.3% 03/15/2028
26441CBS3
1341000.00000000
PA
USD
1351697.20000000
0.196186725820
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04300000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028
38141GZU1
2500000.00000000
PA
USD
2517043.28000000
0.365326257871
Long
DBT
CORP
US
N
2
2028-08-23
Variable
0.04482000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 05/01/2035#BM5385
3140J96X4
1026084.56300000
PA
USD
996568.52000000
0.144642982906
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3% 10/01/2035#K93321
3132LPSJ9
64945.35400000
PA
USD
62981.98000000
0.009141269540
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 11/30/2027
91282CFZ9
15500000.00000000
PA
USD
15619882.89000000
2.267085913831
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.03875000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.354%/VAR 12/02/2028
693475BK0
1020000.00000000
PA
USD
1045800.51000000
0.151788564715
Long
DBT
CORP
US
N
2
2028-12-02
Variable
0.05354000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 2.75% 03/15/2027
30161NBB6
1006000.00000000
PA
USD
994145.12000000
0.144291248130
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.02750000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.15% 03/02/2028
031162DP2
378000.00000000
PA
USD
387102.70000000
0.056184485156
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
0.05150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/29/2028
91282CGP0
13182500.00000000
PA
USD
13334407.75000000
1.935369694651
Long
DBT
UST
US
N
2
2028-02-29
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 01/01/2028#SB0799
3132CW3G7
45057.71800000
PA
USD
44660.69000000
0.006482098612
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 02/01/2028#FS3865
3140XKJK7
62984.95800000
PA
USD
62021.28000000
0.009001832551
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2028#FS3867
3140XKJM3
52809.93600000
PA
USD
52322.06000000
0.007594077756
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.02500000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 4.65% 05/16/2028
373334KS9
948000.00000000
PA
USD
963412.03000000
0.139830615748
Long
DBT
CORP
US
N
2
2028-05-16
Fixed
0.04650000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.65% 04/05/2027
21871XAD1
2762000.00000000
PA
USD
2747504.47000000
0.398775632697
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
0.03650000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1
N/A
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028
92867WAD0
411372.21000000
PA
USD
413962.50000000
0.060082944232
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.05020000
N
N
N
N
N
N
DELL EQUIP FIN TR 2023-2
N/A
DELL EQUIP FIN TR 2023-2 5.65% 01/22/2029 144A
24703GAC8
60126.26000000
PA
USD
60196.61000000
0.008736998065
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
0.05650000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.5% 02/25/2052
3136BMM70
298988.04500000
PA
USD
288754.82000000
0.041910172411
Long
ABS-CBDO
USGSE
US
N
2
2052-02-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.5% 12/25/2042
3137H8AZ4
1620179.79000000
PA
USD
1633127.13000000
0.237033756142
Long
ABS-CBDO
USGSE
US
N
2
2042-12-25
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048
3137H8BP5
1138624.69800000
PA
USD
1154995.84000000
0.167637287541
Long
ABS-CBDO
USGSE
US
N
2
2048-04-25
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044
3137H9AA7
222800.43400000
PA
USD
223855.04000000
0.032490551401
Long
ABS-CBDO
USGSE
US
N
2
2044-10-25
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2032#SB0878
3132CW6P4
1216805.43000000
PA
USD
1182742.30000000
0.171664437365
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.02500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2023-B
N/A
FORD CREDIT AUTO OWNER TRUST 2023-B 5.23% 05/15/2028
344930AD4
525907.88000000
PA
USD
528630.24000000
0.076725938290
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.05230000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 5.16% 06/20/2029
92348KBS1
1806000.00000000
PA
USD
1812857.56000000
0.263120016136
Long
ABS-CBDO
CORP
US
N
2
2029-06-20
Fixed
0.05160000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 02/01/2033#SB0621
3132CWVN1
10226.87700000
PA
USD
10081.16000000
0.001463189960
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2031#FS1234
3140XGLQ0
36130.70600000
PA
USD
35663.38000000
0.005176219758
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/01/2035#FS0112
3140XFDS7
93301.13000000
PA
USD
91742.47000000
0.013315596723
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/01/2034#FS1799
3140XG7M5
21188.25900000
PA
USD
20876.44000000
0.003030028034
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 07/01/2034#FM8940
3140XC5A2
42493.63200000
PA
USD
41901.36000000
0.006081606609
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
0.03000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-B
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028
44933XAD9
133935.88000000
PA
USD
134779.19000000
0.019561990655
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.05480000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2029#
3140XLYD4
171741.22000000
PA
USD
169459.53000000
0.024595530973
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
0.02500000
N
N
N
N
N
N
DLLAA 2023-1A
N/A
DLLAA 2023-1A 5.64% 02/22/2028 144A
23292HAC5
97016.81000000
PA
USD
98022.92000000
0.014227147714
Long
ABS-CBDO
CORP
US
N
2
2028-02-22
Fixed
0.05640000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 1.5% 01/01/2032#
3140XL7M4
1334552.02000000
PA
USD
1274472.49000000
0.184978251757
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.01500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC 3.2% 03/15/2027
775109CG4
19000.00000000
PA
USD
18860.88000000
0.002737487577
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
0.03200000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C
N/A
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028
98164FAD4
89958.50000000
PA
USD
90448.10000000
0.013127730526
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.05150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 12/01/2028#AV1907
3138XDDM9
2282.44000000
PA
USD
2272.47000000
0.000329828639
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 02/01/2033#FM9794
3140XD3C8
181420.91400000
PA
USD
180490.81000000
0.026196622331
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03500000
N
N
N
N
N
N
USAA AUTO OWNER TRUST 2023-A
N/A
USAA AUTO OWNER TRUST 2023-A 5.58% 05/15/2028 144A
90291VAC4
243999.23000000
PA
USD
245369.60000000
0.035613196831
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.05580000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 5.5% 03/15/2029
842587DS3
900000.00000000
PA
USD
938066.62000000
0.136151956798
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.05500000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 5.08% 09/15/2030
161571HU1
2135000.00000000
PA
USD
2211384.96000000
0.320962694034
Long
ABS-CBDO
CORP
US
N
2
2030-09-15
Fixed
0.05080000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.1% 01/15/2027
00774MBD6
2500000.00000000
PA
USD
2542409.98000000
0.369008006873
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
0.06100000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4
N/A
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 5.78% 08/16/2028
379930AD2
790503.01000000
PA
USD
798364.64000000
0.115875467325
Long
ABS-CBDO
CORP
US
N
2
2028-08-16
Fixed
0.05780000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2
N/A
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 5.82% 06/15/2028
14044EAD0
962882.58000000
PA
USD
973446.08000000
0.141286968115
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.05820000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2023-3
N/A
DELL EQUIPMENT FINANCE TRUST 2023-3 A3 5.93% 04/23/2029 144A
24702EAC4
238573.31000000
PA
USD
239568.30000000
0.034771190165
Long
ABS-CBDO
CORP
US
N
2
2029-04-23
Fixed
0.05930000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2023-4
N/A
CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028
14318XAC9
202214.88000000
PA
USD
204540.67000000
0.029687243817
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
0.06000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES 2023-B OWNER TR
N/A
NISSAN AUTO RECEIVABLES 2023-B OWNER TR 5.93% 03/15/2028
65480MAD5
414477.71000000
PA
USD
417433.81000000
0.060586773746
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.05930000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2023-D
N/A
WORLD OMNI AUTO RECEIVABLES TR 2023-D 5.79% 02/15/2029
98164DAD9
727875.80000000
PA
USD
736300.96000000
0.106867480794
Long
ABS-CBDO
CORP
US
N
2
2029-02-15
Fixed
0.05790000
N
N
N
N
N
N
PORSCHE FINL AUTO SECURITIZATION TR 2023-2
N/A
PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A
732916AD3
273795.52000000
PA
USD
275736.32000000
0.040020653893
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
0.05790000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX CORP 5.75% 01/15/2029
75513ECU3
366000.00000000
PA
USD
384551.84000000
0.055814250704
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2
N/A
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028
92867YAD6
3370218.53000000
PA
USD
3410046.09000000
0.494937606805
Long
ABS-CBDO
CORP
US
N
2
2028-12-20
Fixed
0.05480000
N
N
N
N
N
N
TESLA ELEC VEH TR 2023-1
N/A
TESLA ELEC VEH TR 2023-1 5.38% 06/20/2028 144A
881943AD6
645426.30000000
PA
USD
651120.90000000
0.094504359026
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.05380000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A
04685A3Q2
505000.00000000
PA
USD
516234.13000000
0.074926754099
Long
DBT
CORP
US
N
2
2029-01-09
Fixed
0.05583000
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2024-1
N/A
CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.11% 04/17/2028 144A
17331QAD8
462307.81000000
PA
USD
464634.19000000
0.067437485584
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.05110000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1
N/A
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 4.95% 05/21/2029 144A
78435VAC6
376585.67000000
PA
USD
378625.90000000
0.054954153660
Long
ABS-CBDO
CORP
US
N
2
2029-05-21
Fixed
0.04950000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 4.85% 01/17/2029 144A
57629W5B2
2100000.00000000
PA
USD
2154396.53000000
0.312691334523
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
0.04850000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2024-1
N/A
CARMAX AUTO OWNER TRUST 2024-1 4.92% 10/16/2028
14318WAD9
593483.92000000
PA
USD
597627.80000000
0.086740315317
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04920000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/31/2029
91282CJW2
9222600.00000000
PA
USD
9376790.34000000
1.360957021667
Long
DBT
UST
US
N
2
2029-01-31
Fixed
0.04000000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR VAR 01/16/2029
161571HV9
1892000.00000000
PA
USD
1906863.17000000
0.276764087333
Long
ABS-CBDO
CORP
US
N
2
2029-01-15
Variable
0.04600000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/15/2034
91282CJZ5
14746600.00000000
PA
USD
14940725.13000000
2.168512256025
Long
DBT
UST
US
N
2
2034-02-15
Fixed
0.04000000
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
1444469.82000000
PA
USD
1454462.81000000
0.211102232453
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.04860000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 5.15% 03/15/2029
30161NBM2
381000.00000000
PA
USD
393832.06000000
0.057161191407
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.05150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 02/28/2029
91282CKD2
88381000.00000000
PA
USD
90511119.97000000
13.13687731042
Long
DBT
UST
US
N
2
2029-02-28
Fixed
0.04250000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST 2024-1
N/A
ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028
02008FAC8
200961.38000000
PA
USD
202261.80000000
0.029356486275
Long
ABS-CBDO
CORP
US
N
2
2028-12-15
Fixed
0.05080000
N
N
N
N
N
N
TESLA 2024-A A3
N/A
TESLA 2024-A A3 5.3% 06/21/2027 144A
88166VAD8
261418.46000000
PA
USD
262132.52000000
0.038046184330
Long
ABS-CBDO
CORP
US
N
2
2027-06-21
Fixed
0.05300000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 5.335%/VAR 03/19/2030
456837BL6
1031000.00000000
PA
USD
1068060.80000000
0.155019446166
Long
DBT
CORP
NL
N
2
2030-03-19
Variable
0.05335000
N
N
N
N
N
N
NISSAN MASTER OWNER TR RECEIVABLE
N/A
NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A
65479VAB2
589000.00000000
PA
USD
595343.77000000
0.086408808846
Long
ABS-CBDO
CORP
US
N
2
2029-02-15
Fixed
0.05050000
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
218376.16000000
PA
USD
220436.43000000
0.031994370820
Long
ABS-CBDO
CORP
US
N
2
2029-05-25
Fixed
0.05130000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC 5.125% 03/26/2029 144A
05523RAJ6
546000.00000000
PA
USD
565603.99000000
0.082092346502
Long
DBT
CORP
GB
N
2
2029-03-26
Fixed
0.05125000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A
04685A3T6
2000000.00000000
PA
USD
2029443.72000000
0.294555554796
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
0.05516000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 03/31/2029
91282CKG5
50769500.00000000
PA
USD
51836452.52000000
7.523596185624
Long
DBT
UST
US
N
2
2029-03-31
Fixed
0.04125000
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2024-2
N/A
CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A
17331XAD3
256025.72000000
PA
USD
257344.07000000
0.037351183758
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
0.05330000
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2024-2
N/A
CITIZENS AUTO RECEIVABLES TRUST 2024-2 A4 5.26% 04/15/2031 144A
17331XAE1
2500000.00000000
PA
USD
2549649.50000000
0.370058758273
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Fixed
0.05260000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 5.1% 04/09/2027 144A
57629W4S6
1834000.00000000
PA
USD
1860644.72000000
0.270055893828
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
0.05100000
N
N
N
N
N
N
AMPHENOL CORPORATION NEW
549300D3L3G0R4U4VT04
AMPHENOL CORPORATION NEW 5.05% 04/05/2029
032095AP6
430000.00000000
PA
USD
444517.87000000
0.064517782151
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
0.05050000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 5.25% 04/05/2027
29250NCA1
848000.00000000
PA
USD
859323.18000000
0.124723052696
Long
DBT
CORP
CA
N
2
2027-04-05
Fixed
0.05250000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 5.3% 04/05/2029
29250NCB9
708000.00000000
PA
USD
733818.52000000
0.106507176892
Long
DBT
CORP
CA
N
2
2029-04-05
Fixed
0.05300000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 24-1
N/A
DELL EQUIPMENT FINANCE TRUST 24-1 5.39% 03/22/2030 144A
24702GAE5
335176.24000000
PA
USD
337387.20000000
0.048968726207
Long
ABS-CBDO
CORP
US
N
2
2030-03-22
Fixed
0.05390000
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
681817.97000000
PA
USD
685102.15000000
0.099436432701
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.05260000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 5.23% 04/15/2029
02582JKH2
1700000.00000000
PA
USD
1729964.54000000
0.251088837712
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Fixed
0.05230000
N
N
N
N
N
N
DAIMLER TRUCKS RETAIL TRUST 2024-1
N/A
DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 12/15/2027
233874AC0
661187.02000000
PA
USD
665956.62000000
0.096657630729
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Fixed
0.05490000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2024-2
N/A
CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029
14319EAE6
208332.67000000
PA
USD
210910.18000000
0.030611721069
Long
ABS-CBDO
CORP
US
N
2
2029-01-16
Fixed
0.05500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.571%/VAR 04/22/2028
46647PEE2
1160000.00000000
PA
USD
1180799.68000000
0.171382483494
Long
DBT
CORP
US
N
2
2028-04-22
Variable
0.05571000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 04/30/2031
91282CKN0
63010900.00000000
PA
USD
66188520.15000000
9.606670084927
Long
DBT
UST
US
N
2
2031-04-30
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 04/30/2029
91282CKP5
25600100.00000000
PA
USD
26525103.55000000
3.849880888648
Long
DBT
UST
US
N
2
2029-04-30
Fixed
0.04625000
N
N
N
N
N
N
DLLAD 2024-1 LLC
N/A
DLLAD 2024-1 LLC 5.3% 07/20/2029 144A
23346MAC0
105000.00000000
PA
USD
107177.58000000
0.015555864509
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Fixed
0.05300000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
INGERSOLL RAND INC 5.197% 06/15/2027
45687VAC0
2100000.00000000
PA
USD
2130700.80000000
0.309252111830
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05197000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
INGERSOLL RAND INC 5.176% 06/15/2029
45687VAD8
2100000.00000000
PA
USD
2178091.19000000
0.316130401915
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05176000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028
404280EF2
2100000.00000000
PA
USD
2138409.61000000
0.310370976464
Long
DBT
CORP
GB
N
2
2028-05-17
Variable
0.05597000
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
156428.84000000
PA
USD
158197.78000000
0.022960988962
Long
ABS-CBDO
CORP
US
N
2
2029-11-20
Fixed
0.05330000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2024-B
N/A
WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.27% 09/17/2029
98164HAD0
729765.90000000
PA
USD
737151.06000000
0.106990865185
Long
ABS-CBDO
CORP
US
N
2
2029-09-17
Fixed
0.05270000
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
223287.24000000
PA
USD
224283.03000000
0.032552670311
Long
ABS-CBDO
CORP
US
N
2
2027-11-22
Fixed
0.05560000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC 5.416% 05/17/2027 144A
63906YAH1
1800000.00000000
PA
USD
1833849.43000000
0.266166797799
Long
DBT
CORP
GB
N
2
2027-05-17
Fixed
0.05416000
N
N
N
N
N
N
BOFA AUTO TR 2024-1
N/A
BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A
09709AAC6
90086.76000000
PA
USD
90890.71000000
0.013191971398
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.05350000
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
370000.00000000
PA
USD
372824.77000000
0.054112171669
Long
ABS-CBDO
CORP
US
N
2
2028-01-18
Fixed
0.05320000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA GLOBAL FUNDING 5.448% 05/24/2029 144A
76209PAE3
1055000.00000000
PA
USD
1095164.19000000
0.158953260147
Long
DBT
CORP
US
N
2
2029-05-24
Fixed
0.05448000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 6.124%/VAR 05/31/2027
80282KBK1
590000.00000000
PA
USD
592444.48000000
0.085988002905
Long
DBT
CORP
US
N
2
2027-05-31
Variable
0.06124000
N
N
N
N
N
N
CHASE AUTO OWNER TRUST 24-3
N/A
CHASE AUTO OWNER TRUST 5.22% 07/25/2029 144A
16144LAC0
1166898.27000000
PA
USD
1179326.20000000
0.171168621087
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Fixed
0.05220000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/2027 144A
233853AY6
578000.00000000
PA
USD
587957.21000000
0.085336715909
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
0.05125000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A
46849LVA6
586000.00000000
PA
USD
596597.43000000
0.086590766352
Long
DBT
CORP
US
N
2
2027-07-02
Fixed
0.05550000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 5.05% 07/12/2029
11135FBX8
1365000.00000000
PA
USD
1412345.75000000
0.204989318923
Long
DBT
CORP
US
N
2
2029-07-12
Fixed
0.05050000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.042%/VAR 07/19/2030
61747YFS9
1800000.00000000
PA
USD
1852099.47000000
0.268815627429
Long
DBT
CORP
US
N
2
2030-07-19
Variable
0.05042000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 08/01/2029 144A
58769JAW7
1800000.00000000
PA
USD
1843638.88000000
0.267587648670
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04800000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO 4.95% 07/01/2027
233331BM8
574000.00000000
PA
USD
580836.97000000
0.084303276931
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.04950000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 4.55% 08/09/2029
89236TMK8
240000.00000000
PA
USD
245376.39000000
0.035614182338
Long
DBT
CORP
US
N
2
2029-08-09
Fixed
0.04550000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 4.95% 08/15/2029 144A
928668CM2
920000.00000000
PA
USD
937342.70000000
0.136046886303
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.04950000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.8% 11/15/2029
969457CL2
914000.00000000
PA
USD
936815.91000000
0.135970427459
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 4.53%/VAR 02/20/2029
857477CN1
1015000.00000000
PA
USD
1028692.76000000
0.149305528234
Long
DBT
CORP
US
N
2
2029-02-20
Variable
0.04530000
N
N
N
N
N
N
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1
N/A
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.29% 10/16/2028 144A
92887QAC1
136000.00000000
PA
USD
136693.23000000
0.019839796394
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04290000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 4.25% 09/24/2027
682680CB7
173000.00000000
PA
USD
173827.52000000
0.025229505547
Long
DBT
CORP
US
N
2
2027-09-24
Fixed
0.04250000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 4.4% 10/15/2029
682680CC5
180000.00000000
PA
USD
181519.85000000
0.026345978258
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04400000
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO 4.4% 09/25/2027
42824CBS7
821000.00000000
PA
USD
825724.17000000
0.119846457729
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
0.04400000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 09/30/2029
91282CLN9
23255100.00000000
PA
USD
23305062.19000000
3.382520764336
Long
DBT
UST
US
N
2
2029-09-30
Fixed
0.03500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 4.3% 09/24/2027 144A
44891ADF1
1700000.00000000
PA
USD
1707633.60000000
0.247847702048
Long
DBT
CORP
US
N
2
2027-09-24
Fixed
0.04300000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
MET TOWER GLOBAL FUNDING 4% 10/01/2027 144A
58989V2J2
606000.00000000
PA
USD
607929.03000000
0.088235446464
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG 4.6% 10/01/2029 144A
46849LVB4
1897000.00000000
PA
USD
1903429.45000000
0.276265713671
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04600000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 4.721% 10/08/2029 144A
04685A4C2
1400000.00000000
PA
USD
1400743.65000000
0.203305378162
Long
DBT
CORP
US
N
2
2029-10-08
Fixed
0.04721000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA 4.5% 10/10/2029
63307A3B9
1225000.00000000
PA
USD
1245053.31000000
0.180708321627
Long
DBT
CORP
CA
N
2
2029-10-10
Fixed
0.04500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2024-D
N/A
FORD CREDIT AUTO OWNER TRUST 2024-D 4.84% 08/15/2029
34535VAD6
710000.00000000
PA
USD
717369.30000000
0.104119720134
Long
ABS-CBDO
CORP
US
N
2
2029-08-15
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 4.63% 07/20/2029
92868RAD0
1720000.00000000
PA
USD
1741158.24000000
0.252713502876
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Fixed
0.04630000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1
N/A
CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.62% 07/16/2029
14043NAD1
1280000.00000000
PA
USD
1291547.52000000
0.187456539223
Long
ABS-CBDO
CORP
US
N
2
2029-07-16
Fixed
0.04620000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 4.62% 11/20/2030
92348KDM2
1700000.00000000
PA
USD
1726366.15000000
0.250566563676
Long
ABS-CBDO
CORP
US
N
2
2030-11-20
Fixed
0.04620000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028
53944YBC6
414000.00000000
PA
USD
421647.94000000
0.061198416921
Long
DBT
CORP
GB
N
2
2028-11-26
Variable
0.05087000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A
361886DQ4
395000.00000000
PA
USD
401238.59000000
0.058236182811
Long
ABS-CBDO
CORP
US
N
2
2029-11-15
Fixed
0.04730000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 6.259% 05/01/2027
097023DP7
150000.00000000
PA
USD
153665.69000000
0.022303196745
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.06259000
N
N
N
N
N
N
SAMMONS FINANCIAL GROUP GLOBAL FUNDING
635400IPRNPM6HDHRS48
SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A
79587J2A0
1232000.00000000
PA
USD
1263709.40000000
0.183416085773
Long
DBT
CORP
US
N
2
2029-12-10
Fixed
0.05100000
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
145063.15000000
PA
USD
145108.48000000
0.021061194459
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.04952470
N
N
N
N
N
N
TCO COML MTG TR 2024-DPM
N/A
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A
87231EAA5
637000.00000000
PA
USD
637796.76000000
0.092570479603
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.04902560
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 4.783% 12/17/2029
89115A3C4
1526000.00000000
PA
USD
1569677.69000000
0.227824638975
Long
DBT
CORP
CA
N
2
2029-12-17
Fixed
0.04783000
N
N
N
N
N
N
GALLAGHER (ARTHUR J.) and CO
54930049QLLMPART6V29
GALLAGHER (ARTHUR J.) and CO 4.6% 12/15/2027
04316JAK5
1120000.00000000
PA
USD
1132576.78000000
0.164383362049
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04600000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 5.38% 01/07/2030 144A
04685A4G3
2000000.00000000
PA
USD
2030205.74000000
0.294666155165
Long
DBT
CORP
US
N
2
2030-01-07
Fixed
0.05380000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 4.85% 03/15/2030
26442CBP8
824000.00000000
PA
USD
852616.49000000
0.123749636792
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.04850000
N
N
N
N
N
N
SAMMONS FINANCIAL GROUP GLOBAL FUNDING
635400IPRNPM6HDHRS48
SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A
79587J2B8
1469000.00000000
PA
USD
1494224.58000000
0.216873296763
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
0.05050000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A
46849LVE8
1004000.00000000
PA
USD
1034646.50000000
0.150169660199
Long
DBT
CORP
US
N
2
2030-01-13
Fixed
0.05350000
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GBL FUNDING 4.9% 01/07/2028 144A
00138CBD9
820000.00000000
PA
USD
833918.21000000
0.121035749146
Long
DBT
CORP
US
N
2
2028-01-07
Fixed
0.04900000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A
83368RCC4
463000.00000000
PA
USD
475096.05000000
0.068955930736
Long
DBT
CORP
FR
N
2
2029-04-13
Variable
0.05500000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.95% 01/13/2028 144A
233853BC3
605000.00000000
PA
USD
615345.65000000
0.089311902341
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
0.04950000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A
36143L2R5
1173000.00000000
PA
USD
1201960.88000000
0.174453841889
Long
DBT
CORP
US
N
2
2030-01-13
Fixed
0.05400000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031
95000U3P6
937000.00000000
PA
USD
972108.64000000
0.141092850694
Long
DBT
CORP
US
N
2
2031-01-24
Variable
0.05244000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.23%/VAR 01/15/2031
61748UAE2
1311000.00000000
PA
USD
1357649.08000000
0.197050587822
Long
DBT
CORP
US
N
2
2031-01-15
Variable
0.05230000
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE 5.016%/VAR 01/12/2029
61690DK72
1020000.00000000
PA
USD
1039650.87000000
0.150895999622
Long
DBT
CORP
US
N
2
2029-01-12
Variable
0.05016000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031
025816DY2
450000.00000000
PA
USD
464925.24000000
0.067479728882
Long
DBT
CORP
US
N
2
2031-01-30
Variable
0.05085000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO 5.2% 04/01/2030
233331BN6
1072000.00000000
PA
USD
1114670.08000000
0.161784365141
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.05200000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.367%/VAR 02/25/2031
06738ECY9
1794000.00000000
PA
USD
1862223.38000000
0.270285022169
Long
DBT
CORP
GB
N
2
2031-02-25
Variable
0.05367000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.899%/VAR 03/03/2029
404280EQ8
1431000.00000000
PA
USD
1454350.08000000
0.211085870705
Long
DBT
CORP
GB
N
2
2029-03-03
Variable
0.04899000
N
N
N
N
N
N
CHEVRON PHIL CHEM LLC /CHEV LP
N/A
CHEVRON PHIL CHEM LLC /CHEV LP 4.75% 05/15/2030 144A
166754AX9
271000.00000000
PA
USD
276861.81000000
0.040184008673
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04750000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
MARS INC 4.6% 03/01/2028 144A
571676AX3
1422000.00000000
PA
USD
1442627.55000000
0.209384450609
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04600000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
MARS INC 4.8% 03/01/2030 144A
571676AY1
467000.00000000
PA
USD
480073.49000000
0.069678361511
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04800000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INC
PUSS41EMO3E6XXNV3U28
PUBLIC SVC ENTERPRISE GRP INC 4.9% 03/15/2030
744573BA3
499000.00000000
PA
USD
513751.60000000
0.074566437134
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.04900000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 03/31/2030
91282CMU2
24909100.00000000
PA
USD
25407282.00000000
3.687639115900
Long
DBT
UST
US
N
2
2030-03-31
Fixed
0.04000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A
05401AAZ4
268000.00000000
PA
USD
277193.41000000
0.040232137439
Long
DBT
CORP
KY
N
2
2030-05-30
Fixed
0.05375000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 5% 03/27/2030 144A
29449WAT4
886000.00000000
PA
USD
907543.88000000
0.131721854832
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
0.05000000
N
N
N
N
N
N
GLENCORE FDG LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC 4.907% 04/01/2028 144A
378272BY3
449000.00000000
PA
USD
457207.21000000
0.066359526047
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04907000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 5% 04/01/2030
24703TAM8
728000.00000000
PA
USD
748718.63000000
0.108669794226
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.05000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A
29449WAU1
1220000.00000000
PA
USD
1228770.75000000
0.178345054074
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04600000
N
N
N
N
N
N
PAYCHEX INC
529900K900DW6SUBM174
PAYCHEX INC 5.1% 04/15/2030
704326AA5
61000.00000000
PA
USD
62296.56000000
0.009041786974
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05100000
N
N
N
N
N
N
JAPAN TOBACCO INC
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC 4.85% 05/15/2028 144A
471105AC0
934000.00000000
PA
USD
953006.22000000
0.138320305752
Long
DBT
CORP
JP
N
2
2028-05-15
Fixed
0.04850000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.994%/VAR 04/12/2029
61747YFY6
1225000.00000000
PA
USD
1247324.63000000
0.181037983355
Long
DBT
CORP
US
N
2
2029-04-12
Variable
0.04994000
N
N
N
N
N
N
BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
BANK OF NEW YORK MELLON 4.729%/VAR 04/20/2029
06405LAH4
659000.00000000
PA
USD
670242.47000000
0.097279683419
Long
DBT
CORP
US
N
2
2029-04-20
Variable
0.04729000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.97%/VAR 04/23/2029
95000U3T8
1656000.00000000
PA
USD
1688317.83000000
0.245044191266
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.04970000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028
38141GC77
2000000.00000000
PA
USD
2018887.62000000
0.293023431554
Long
DBT
CORP
US
N
2
2028-04-23
Variable
0.04937000
N
N
N
N
N
N
WESTERN-SOUTHERN GLOBAL FUNDING
635400PFYEGVSGK4VB37
WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A
95954A2A0
203000.00000000
PA
USD
208169.62000000
0.030213953364
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.04900000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST 2025-A
N/A
MERCEDES-BENZ AUTO LEASE TRUST 2025-A 4.61% 04/16/2029
58768YAD7
1375000.00000000
PA
USD
1394123.91000000
0.202344582270
Long
ABS-CBDO
CORP
US
N
2
2029-04-16
Fixed
0.04610000
N
N
N
N
N
N
PINNACLE WEST CAPITAL CORP
TWSEY0NEDUDCKS27AH81
PINNACLE WEST CAPITAL CORP 4.9% 05/15/2028
723484AM3
332000.00000000
PA
USD
338445.41000000
0.049122315897
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.04900000
N
N
N
N
N
N
PINNACLE WEST CAPITAL CORP
TWSEY0NEDUDCKS27AH81
PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030
723484AN1
355000.00000000
PA
USD
367796.60000000
0.053382377888
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.05150000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 5.071%/VAR 05/20/2031
89788MAU6
1689000.00000000
PA
USD
1743232.54000000
0.253014568918
Long
DBT
CORP
US
N
2
2031-05-20
Variable
0.05071000
N
N
N
N
N
N
FORDF 2025-1 A1
N/A
FORDF 2025-1 A1 4.63% 04/15/2030
34529BAA4
1145000.00000000
PA
USD
1165680.65000000
0.169188091885
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Fixed
0.04630000
N
N
N
N
N
N
PRICOA GLOBAL FDG I
635400IBXEBMD9ADYA79
PRICOA GLOBAL FDG I 4.7% 05/28/2030 144A
74153WCW7
2140000.00000000
PA
USD
2187071.16000000
0.317433764023
Long
DBT
CORP
US
N
2
2030-05-28
Fixed
0.04700000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 5.115%/VAR 05/23/2031
639057AV0
2140000.00000000
PA
USD
2207024.76000000
0.320329850109
Long
DBT
CORP
GB
N
2
2031-05-23
Variable
0.05115000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA 4.576% 05/29/2027
17325FBN7
2140000.00000000
PA
USD
2158812.40000000
0.313332258449
Long
DBT
CORP
US
N
2
2027-05-29
Fixed
0.04576000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.7% 08/15/2030
00206RMX7
922000.00000000
PA
USD
945343.74000000
0.137208165501
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04700000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG 4.7% 06/05/2028 144A
46849CJP7
1864000.00000000
PA
USD
1881015.93000000
0.273012592259
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
0.04700000
N
N
N
N
N
N
HPS CORPORATE LENDING FUND
549300ZS7IHUA6FKFV61
HPS CORPORATE LENDING FUND 5.3% 06/05/2027 144A
40440VAL9
897000.00000000
PA
USD
899942.55000000
0.130618589955
Long
DBT
CORP
US
N
2
2027-06-05
Fixed
0.05300000
N
N
N
N
N
N
BMW VEHICLE LEASE TRUST 2025-1
N/A
BMW VEHICLE LEASE TRUST 2025-1 4.43% 06/26/2028
096912AD2
1495000.00000000
PA
USD
1507321.79000000
0.218774239332
Long
ABS-CBDO
CORP
US
N
2
2028-06-26
Fixed
0.04430000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 25-B
N/A
HYUNDAI AUTO RECEIVABLES TRUST 25-B 4.36% 12/17/2029
44935XAD7
2020000.00000000
PA
USD
2042454.72000000
0.296443984757
Long
ABS-CBDO
CORP
US
N
2
2029-12-17
Fixed
0.04360000
N
N
N
N
N
N
WELLS FARGO CARD ISSUANCE TRUST
N/A
WELLS FARGO CARD ISSUANCE TRUST 4.34% 05/15/2030
92970QAJ4
1965000.00000000
PA
USD
1994654.99000000
0.289506282641
Long
ABS-CBDO
CORP
US
N
2
2030-05-15
Fixed
0.04340000
N
N
N
N
N
N
EQUITABLE AMERICA GLOBAL FUNDING
98450066CCBIACF06694
EQUITABLE AMERICA GLOBAL FUNDING 4.95% 06/09/2030 144A
29446Q2B8
1118000.00000000
PA
USD
1142230.63000000
0.165784531795
Long
DBT
CORP
US
N
2
2030-06-09
Fixed
0.04950000
N
N
N
N
N
N
EQUITABLE AMERICA GLOBAL FUNDING
98450066CCBIACF06694
EQUITABLE AMERICA GLOBAL FUNDING 4.65% 06/09/2028 144A
29446Q2A0
826000.00000000
PA
USD
835429.82000000
0.121255145781
Long
DBT
CORP
US
N
2
2028-06-09
Fixed
0.04650000
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GBL FUNDING 4.85% 06/06/2030 144A
00138CBF4
2150000.00000000
PA
USD
2190523.46000000
0.317934834406
Long
DBT
CORP
US
N
2
2030-06-06
Fixed
0.04850000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 4.31% 05/15/2030
05522RDK1
2860000.00000000
PA
USD
2903518.90000000
0.421419727989
Long
ABS-CBDO
CORP
US
N
2
2030-05-15
Fixed
0.04310000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2025-P2
N/A
CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.55% 08/12/2030
14688YAC9
1070000.00000000
PA
USD
1080557.69000000
0.156833257671
Long
ABS-CBDO
CORP
US
N
2
2030-08-12
Fixed
0.04550000
N
N
N
N
N
N
USB AUTO OWNER TRUST 2025-1
N/A
USB AUTO OWNER TRUST 2025-1 4.49% 06/17/2030 144A
90367VAC3
520000.00000000
PA
USD
525248.72000000
0.076235140990
Long
ABS-CBDO
CORP
US
N
2
2030-06-17
Fixed
0.04490000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029
539439BD0
2171000.00000000
PA
USD
2207743.74000000
0.320434203607
Long
DBT
CORP
GB
N
2
2029-06-13
Variable
0.04818000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 4.6% 06/20/2028
29250NCH6
261000.00000000
PA
USD
264506.74000000
0.038390781069
Long
DBT
CORP
CA
N
2
2028-06-20
Fixed
0.04600000
N
N
N
N
N
N
CITIBANK CR CARD ISSUANCE TR
R8AG6FXVDQAMDKCSJJ64
CITIBANK CR CARD ISSUANCE TR 4.3% 06/21/2030
17305EHA6
3410000.00000000
PA
USD
3460452.31000000
0.502253617567
Long
ABS-CBDO
CORP
US
N
2
2030-06-21
Fixed
0.04300000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 4.5% 06/30/2028 144A
45262BAJ2
679000.00000000
PA
USD
686096.27000000
0.099580720303
Long
DBT
CORP
GB
N
2
2028-06-30
Fixed
0.04500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031
60687YDL0
1421000.00000000
PA
USD
1448973.35000000
0.210305486567
Long
DBT
CORP
JP
N
2
2031-07-08
Variable
0.04711000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.625% 06/30/2030
969457CR9
410000.00000000
PA
USD
417067.63000000
0.060533626003
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
0.04625000
N
N
N
N
N
N
CENT TRUST 2025-CITY
N/A
CENT TRUST 2025-CITY A VAR 07/10/2040 144A
12517TAA5
421000.00000000
PA
USD
431583.98000000
0.062640544015
Long
ABS-MBS
CORP
US
N
2
2040-07-10
Variable
0.04919988
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 4.62% 07/16/2028 144A
62954WAQ8
200000.00000000
PA
USD
203021.46000000
0.029466744111
Long
DBT
CORP
JP
N
2
2028-07-16
Fixed
0.04620000
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
0.029291534212
Long
DBT
CORP
JP
N
2
2027-07-16
Fixed
0.04567000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 4.16% 07/15/2030
161571HZ0
1797000.00000000
PA
USD
1820264.68000000
0.264195093172
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Fixed
0.04160000
N
N
N
N
N
N
WHEELS FLEET LEASE FUNDING 1 LLC
549300BSFY0E0XXREF43
WHEELS FLEET LEASE FUNDING 1 LLC 4.41% 05/18/2040 144A
96328GCK1
2150000.00000000
PA
USD
2171400.03000000
0.315159240051
Long
ABS-CBDO
CORP
US
N
2
2040-05-18
Fixed
0.04410000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT VAR 07/25/2030
3137HMCE8
2080000.00000000
PA
USD
2118690.29000000
0.307508894020
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
0.04266000
N
N
N
N
N
N
T-MOBILE US TRUST 2025-2
N/A
T-MOBILE US TRUST 2025-2 4.34% 04/22/2030 144A
87268MAA3
1640000.00000000
PA
USD
1658876.56000000
0.240771054971
Long
ABS-CBDO
CORP
US
N
2
2030-04-22
Fixed
0.04340000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031
251526DB2
1780000.00000000
PA
USD
1812876.05000000
0.263122699793
Long
DBT
CORP
US
N
2
2031-08-04
Variable
0.04950000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT K545 A2 4.29% 07/25/2030
3137HMCK4
1566000.00000000
PA
USD
1596951.99000000
0.231783259009
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Fixed
0.04290000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 08/15/2035
91282CNT4
7542000.00000000
PA
USD
7729371.56000000
1.121848960702
Long
DBT
UST
US
N
2
2035-08-15
Fixed
0.04250000
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 4.3% 08/19/2028
62954HBF4
473000.00000000
PA
USD
476165.17000000
0.069111103915
Long
DBT
CORP
NL
N
2
2028-08-19
Fixed
0.04300000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 4.375% 10/01/2030
828807DZ7
2110000.00000000
PA
USD
2136960.34000000
0.310160627922
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.04375000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA GLOBAL FUNDING 4.35% 08/25/2028 144A
76209PAH6
2100000.00000000
PA
USD
2110646.62000000
0.306341427459
Long
DBT
CORP
US
N
2
2028-08-25
Fixed
0.04350000
N
N
N
N
N
N
JERSEY CENTRAL POWR and LIGHT CO
549300W9UGH9ZPLNPF79
JERSEY CENTRAL POWR and LIGHT CO 4.4% 01/15/2031 144A
476556DG7
851000.00000000
PA
USD
855901.90000000
0.124226484588
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04400000
N
N
N
N
N
N
HPS CORPORATE LENDING FUND
549300ZS7IHUA6FKFV61
HPS CORPORATE LENDING FUND 4.9% 09/11/2028 144A
40440VAQ8
644000.00000000
PA
USD
635383.66000000
0.092220239780
Long
DBT
CORP
US
N
2
2028-09-11
Fixed
0.04900000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 4.15% 01/15/2031
90353TAT7
332000.00000000
PA
USD
330699.85000000
0.047998117330
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04150000
N
N
N
N
N
N
ARES STRATEGIC INCOME FUND
549300IANZJVZPTICV54
ARES STRATEGIC INCOME FUND 4.85% 01/15/2029 144A
04020EAP2
1410000.00000000
PA
USD
1387961.21000000
0.201450121636
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04850000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2025-P3
N/A
CARVANA AUTO RECEIVABLES TR 2025-P3 A3 4.04% 11/11/2030
14688AAC1
1660000.00000000
PA
USD
1669610.07000000
0.242328927684
Long
ABS-CBDO
CORP
US
N
2
2030-11-11
Fixed
0.04040000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV 4.125% 09/30/2028 144A
29278GBF4
558000.00000000
PA
USD
559187.14000000
0.081160998274
Long
DBT
CORP
NL
N
2
2028-09-30
Fixed
0.04125000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC 4.148% 09/29/2028 144A
01626PAW6
1426000.00000000
PA
USD
1434022.08000000
0.208135443817
Long
DBT
CORP
CA
N
2
2028-09-29
Fixed
0.04148000
N
N
N
N
N
N
INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA
N/A
INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA VAR 11/05/2037 144A
44989YAA6
271000.00000000
PA
USD
276610.97000000
0.040147601497
Long
ABS-MBS
CORP
US
N
2
2037-11-05
Variable
0.05041458
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 4.2% 10/27/2028
37045XFL5
788000.00000000
PA
USD
791009.70000000
0.114807963747
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
0.04200000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 10/31/2027
91282CPE5
10782800.00000000
PA
USD
10795014.86000000
1.566799591332
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 10/31/2032
91282CPF2
2061100.00000000
PA
USD
2066896.84000000
0.299991539264
Long
DBT
UST
US
N
2
2032-10-31
Fixed
0.03750000
N
N
N
N
N
N
WHEELS FLEET LEASE FUNDING 1 LLC
549300BSFY0E0XXREF43
WHEELS FLEET LEASE FUNDING 1 LLC 25-3A A1 0% 09/18/2040 144A
96328GCP0
1265000.00000000
PA
USD
1270411.92000000
0.184388896439
Long
ABS-CBDO
CORP
US
N
2
2040-09-18
Fixed
0.04080000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA 4.384%/VAR 11/04/2031 144A
25601B2E4
2100000.00000000
PA
USD
2110053.54000000
0.306255347216
Long
DBT
CORP
NO
N
2
2031-11-04
Variable
0.04384000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC 4.2% 11/15/2030
30303MAB8
980000.00000000
PA
USD
988618.63000000
0.143489127671
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.04200000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC 4.6% 11/15/2032
30303MAC6
1060000.00000000
PA
USD
1077779.23000000
0.156429989120
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
0.04600000
N
N
N
N
N
N
ELP 2025-ELP
N/A
ELP COML MTG TR 2025-ELP 4.71318% 11/13/2042 144A
290154AA1
309000.00000000
PA
USD
311435.35000000
0.045202047929
Long
ABS-MBS
CORP
US
N
2
2042-11-13
Fixed
0.04757312
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 4.35% 01/15/2029
87612GAR2
177000.00000000
PA
USD
178441.13000000
0.025899129661
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04350000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 5% 12/15/2029
136385BD2
538000.00000000
PA
USD
555240.60000000
0.080588193388
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
0.05000000
N
N
N
N
N
N
MORGAN STANLEY PRIVATE BANK NA
549300GS0W0TEUQS8571
MORGAN STANLEY PRIVATE BANK NA 4.465%/VAR 11/19/2031
61776NZW6
2110000.00000000
PA
USD
2122986.73000000
0.308132483753
Long
DBT
CORP
US
N
2
2031-11-19
Variable
0.04465000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 4.2% 11/20/2028
29250NCM5
969000.00000000
PA
USD
974953.38000000
0.141505739191
Long
DBT
CORP
CA
N
2
2028-11-20
Fixed
0.04200000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC 4.2% 12/01/2030
26444HAT8
800000.00000000
PA
USD
805696.50000000
0.116939621048
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04200000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 12/31/2030
91282CPR6
5569500.00000000
PA
USD
5595171.94000000
0.812089026529
Long
DBT
UST
US
N
2
2030-12-31
Fixed
0.03625000
N
N
N
N
N
N
ORANGE
969500MCOONR8990S771
ORANGE 4% 01/13/2029 144A
685218AH2
798000.00000000
PA
USD
800481.95000000
0.116182775882
Long
DBT
CORP
FR
N
2
2029-01-13
Fixed
0.04000000
N
N
N
N
N
N
ORANGE
969500MCOONR8990S771
ORANGE 4.25% 01/13/2031 144A
685218AD1
1226000.00000000
PA
USD
1227997.73000000
0.178232857154
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
0.04250000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 4.299%/VAR 01/13/2030 144A
85325C2K7
982000.00000000
PA
USD
984812.48000000
0.142936699135
Long
DBT
CORP
GB
N
2
2030-01-13
Variable
0.04299000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 01/15/2029
91282CPT2
10282200.00000000
PA
USD
10313528.63000000
1.496916183279
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.03500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.55% 01/15/2031
29273VBJ8
937000.00000000
PA
USD
945979.55000000
0.137300447620
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04550000
N
N
N
N
N
N
DLLMT 2026-1 LLC
N/A
DLLMT 2026-1 LLC 4.44% 12/20/2029 144A
23347JAC6
215000.00000000
PA
USD
216497.54000000
0.031422676262
Long
ABS-CBDO
CORP
US
N
2
2029-12-20
Fixed
0.04200000
N
N
N
N
N
N
AUTONATION FINANCE TRUST 2026-1
N/A
AUTONATION FINANCE TRUST 2026-1A A3 4.23% 08/12/2030 144A
05330WAC3
380000.00000000
PA
USD
382122.76000000
0.055461691528
Long
ABS-CBDO
CORP
US
N
2
2030-08-12
Fixed
0.04030000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 4.247%/VAR 02/02/2030
06418GAY3
1700000.00000000
PA
USD
1708388.57000000
0.247957279172
Long
DBT
CORP
CA
N
2
2030-02-02
Variable
0.04247000
N
N
N
N
N
N
BARINGS EQUIPMENT FINANCE LLC 2026-A
N/A
BARINGS EQUIPMENT FINANCE LLC 2026-A A3 4.17% 07/13/2033 144A
06764QAB1
1165000.00000000
PA
USD
1175281.01000000
0.170581498038
Long
ABS-CBDO
CORP
US
N
2
2033-07-13
Fixed
0.04080000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.725%/VAR 02/06/2032
25160PAR8
2050000.00000000
PA
USD
2067517.46000000
0.300081616691
Long
DBT
CORP
US
N
2
2032-02-06
Variable
0.04725000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 4.215% 02/12/2031
883556DG4
1313000.00000000
PA
USD
1323776.16000000
0.192134237275
Long
DBT
CORP
US
N
2
2031-02-12
Fixed
0.04215000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A A3 4.13% 07/21/2031 144A
81885FAD8
1620000.00000000
PA
USD
1625011.31000000
0.235855817656
Long
ABS-CBDO
CORP
US
N
2
2031-07-21
Fixed
0.03960000
N
N
N
N
N
N
REGENCY CTRS LP
5493008PTR2GAOYBXW28
REGENCY CTRS LP 4.5% 03/15/2033
75884RBF9
131000.00000000
PA
USD
131045.55000000
0.019020086294
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.04500000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.2% 04/15/2029 144A
05401ABE0
656000.00000000
PA
USD
654251.43000000
0.094958727379
Long
DBT
CORP
KY
N
2
2029-04-15
Fixed
0.04200000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
LEIDOS INC 4.1% 03/15/2029
52532XAM7
537000.00000000
PA
USD
538375.22000000
0.078140334739
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04100000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 4.35% 04/15/2031
87612GAT8
198000.00000000
PA
USD
198015.91000000
0.028740233421
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.04350000
N
N
N
N
N
N
2026-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer