0001752724-21-130137.txt : 20210621
0001752724-21-130137.hdr.sgml : 20210621
20210621114602
ACCESSION NUMBER: 0001752724-21-130137
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210621
PERIOD START: 20210430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: UBS Series Funds
CENTRAL INDEX KEY: 0001060517
IRS NUMBER: 134010447
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08767
FILM NUMBER: 211028882
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: 12TH FLOOR 1285 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-821-3000
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: 12TH FLOOR 1285 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: UBS MONEY SERIES
DATE OF NAME CHANGE: 20020716
FORMER COMPANY:
FORMER CONFORMED NAME: BRINSON MONEY SERIES
DATE OF NAME CHANGE: 20010625
FORMER COMPANY:
FORMER CONFORMED NAME: MITCHELL HUTCHINS LIR MONEY SERIES
DATE OF NAME CHANGE: 19990730
0001060517
S000061955
UBS Ultra Short Income Fund
C000200717
Class A
USIAX
C000200718
Class P
USIPX
C000200719
Class I
USDIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001060517
XXXXXXXX
S000061955
C000200717
C000200718
C000200719
UBS SERIES FUNDS
811-08767
0001060517
54930058UKPXVB81RJ71
C/O UBS ASSET MANAGEMENT (AMERICAS) INC
12TH FLOOR 1285 AVENUE OF THE AMERICAS
NEW YORK
10019
212-821-3000
UBS Ultra Short Income Fund
S000061955
549300S6VZYIBES1HD75
2021-04-30
2021-04-30
N
3392528396.74
8565450.79
3383962945.95
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
0.00000000
USD
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JL4
14800000.00000000
PA
USD
14876460.20000000
0.439616521741
Long
DBT
CORP
AU
N
2
2022-03-10
Floating
0.88300000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-R1
034651AA7
14653434.37000000
PA
USD
14674255.43000000
0.433641138049
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
0.99000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2019-2 LLC
29374DAB4
9896709.41000000
PA
USD
10056758.00000000
0.297188774245
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
2.29000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369BZV1
25000000.00000000
PA
USD
24952944.45000000
0.737388229379
Long
STIV
CORP
FR
N
2
2021-12-29
None
0.00000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2W8
7500000.00000000
PA
USD
7506840.60000000
0.221835780116
Long
DBT
CORP
US
N
2
2021-05-17
Fixed
2.65000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAA5
35983000.00000000
PA
USD
36728831.52000000
1.085379246364
Long
DBT
CORP
FR
N
2
2022-01-10
Fixed
3.37500000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0HX0
6250000.00000000
PA
USD
6267580.88000000
0.185214229000
Long
DBT
CORP
AU
N
2
2021-09-06
Floating
1.00600000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2018-A
60700DAC2
681549.08000000
PA
USD
685633.06000000
0.020261246087
Long
ABS-O
CORP
US
N
2
2022-09-12
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BED4
7000000.00000000
PA
USD
7088736.97000000
0.209480336611
Long
DBT
CORP
US
N
2
2021-11-17
Fixed
2.62500000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2017-A
98162EAE7
5635000.00000000
PA
USD
5648215.20000000
0.166911260265
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
2.38000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37046TSA3
55000000.00000000
PA
USD
54995050.00000000
1.625167026897
Long
STIV
CORP
US
N
2
2021-05-10
None
0.00000000
N
N
N
N
N
N
WALT DISNEY CO
N/A
WALT DISNEY CO
2546R2VG8
12000000.00000000
PA
USD
11989656.67000000
0.354308154713
Long
STIV
CORP
US
N
2
2021-08-16
None
0.00000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2020-A
65479NAE4
4500000.00000000
PA
USD
4579612.20000000
0.135332811651
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
1.88000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HDD4
10000000.00000000
PA
USD
9961444.45000000
0.294372149137
Long
STIV
CORP
US
N
2
2022-04-13
None
0.00000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2019-A Owner Trust
89239AAD5
2908764.62000000
PA
USD
2951480.99000000
0.087219660414
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
2.91000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R1
92538BAA1
13375616.50000000
PA
USD
13328428.66000000
0.393870407947
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82000000
N
N
N
N
N
N
Schlumberger Holdings Corp
529900IKZG65COT1D505
Schlumberger Holdings Corp
80686DV27
15000000.00000000
PA
USD
14981787.50000000
0.442729064688
Long
STIV
CORP
US
N
2
2021-08-02
None
0.00000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JU81
23491000.00000000
PA
USD
23480350.74000000
0.693871390291
Long
STIV
CORP
US
N
2
2021-07-08
None
0.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2017-REV2
34529SAB5
11926000.00000000
PA
USD
12272422.87000000
0.362664221388
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
2.60000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2018-B Owner Trust
65479GAD1
710251.25000000
PA
USD
718151.73000000
0.021222210215
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
3.06000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2018-C
98163EAD8
1563987.01000000
PA
USD
1584064.54000000
0.046810930418
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
3.13000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369BVJ2
30000000.00000000
PA
USD
29970933.33000000
0.885675576497
Long
STIV
CORP
FR
N
2
2021-08-18
None
0.00000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464HG8
16180000.00000000
PA
USD
16611360.42000000
0.490884820115
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.71000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AF1
6769000.00000000
PA
USD
6792461.42000000
0.200725053095
Long
DBT
CORP
JP
N
2
2021-09-13
Floating
1.24400000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAA3
11520529.39000000
PA
USD
11487962.01000000
0.339482500059
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.90900000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2018-D
98162WAD9
914732.67000000
PA
USD
930517.66000000
0.027497867880
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
3.33000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBC3
5000000.00000000
PA
USD
5021971.80000000
0.148405046988
Long
DBT
CORP
US
N
2
2022-02-25
Floating
0.90800000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890MVP4
20000000.00000000
PA
USD
19981633.34000000
0.590480264091
Long
STIV
CORP
US
N
2
2021-08-23
None
0.00000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHQ6
18216000.00000000
PA
USD
18294117.31000000
0.540612223071
Long
DBT
CORP
US
N
2
2022-01-24
Floating
0.81600000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
54930055DOVJH2UEOS50
Honda Auto Receivables 2018-1 Owner Trust
43814UAD1
2629000.00000000
PA
USD
2642898.73000000
0.078100699452
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
2.83000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890MT93
5000000.00000000
PA
USD
4998591.67000000
0.147714137236
Long
STIV
CORP
US
N
2
2021-06-09
None
0.00000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DP6
4500000.00000000
PA
USD
4512697.02000000
0.133355391063
Long
DBT
CORP
US
N
2
2021-11-05
Floating
0.86500000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL 2019-3 LLC
23291RAB6
375459.61000000
PA
USD
375842.65000000
0.011106582903
Long
ABS-O
CORP
US
N
2
2022-01-20
Fixed
2.13000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2YG1
15000000.00000000
PA
USD
14968491.67000000
0.442336157608
Long
STIV
CORP
US
N
2
2021-11-16
None
0.00000000
N
N
N
N
N
N
DLL Securitization Trust
549300L4WVT3M77GS330
DLL 2018-1 LLC
23342AAD8
1171671.10000000
PA
USD
1184708.28000000
0.035009493275
Long
ABS-O
CORP
US
N
2
2026-04-17
Fixed
3.27000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-2
92538FAA2
2000000.00000000
PA
USD
2003867.60000000
0.059216594035
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.03100000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2019-A
80285JAG1
3324968.73000000
PA
USD
3348653.81000000
0.098956574391
Long
ABS-O
CORP
US
N
2
2022-06-20
Fixed
2.77000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2WM0
8000000.00000000
PA
USD
7989195.55000000
0.236089924080
Long
STIV
CORP
US
N
2
2021-09-21
None
0.00000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2P3
9185000.00000000
PA
USD
9191628.26000000
0.271623194662
Long
DBT
CORP
US
N
2
2021-09-07
Floating
0.45600000
N
N
N
N
N
N
WALT DISNEY CO
N/A
WALT DISNEY CO
2546R2UF1
15000000.00000000
PA
USD
14990312.50000000
0.442980988250
Long
STIV
CORP
US
N
2
2021-07-15
None
0.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TJY7
6013000.00000000
PA
USD
6027860.83000000
0.178130225604
Long
DBT
CORP
CA
N
2
2021-08-27
Floating
0.98000000
N
N
N
N
N
N
Daimler Trucks Retail Trust
N/A
Daimler Trucks Retail Trust 2019-1
233871AC6
906185.24000000
PA
USD
913361.86000000
0.026990894244
Long
ABS-O
CORP
US
N
2
2022-08-15
Fixed
2.77000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DW8
8350000.00000000
PA
USD
8378245.80000000
0.247586806765
Long
DBT
CORP
AU
N
2
2021-11-04
Floating
0.88600000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22532LAR5
8000000.00000000
PA
USD
8027076.08000000
0.237209337342
Long
DBT
CORP
FR
N
2
2021-07-01
Fixed
2.37500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KZD2
7143000.00000000
PA
USD
7177760.34000000
0.212111079661
Long
DBT
CORP
CA
N
2
2022-02-01
Floating
0.90600000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183BN3
1201498.65000000
PA
USD
1215363.10000000
0.035915378490
Long
ABS-O
CORP
US
N
2
2030-08-15
Fixed
3.23000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-B
88161NAB5
4000000.00000000
PA
USD
4034000.80000000
0.119209366781
Long
ABS-O
CORP
US
N
2
2021-10-20
Fixed
4.12000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CT5
15200000.00000000
PA
USD
15207904.00000000
0.449411067523
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
2.12500000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPK3
14000000.00000000
PA
USD
14011340.00000000
0.414051224076
Long
DBT
CORP
US
N
2
2022-01-21
Floating
0.36600000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DV0
3850000.00000000
PA
USD
3857824.20000000
0.114003145472
Long
DBT
CORP
AU
N
2
2021-09-20
Floating
0.76700000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HD10
15000000.00000000
PA
USD
14944166.67000000
0.441617325860
Long
STIV
CORP
US
N
2
2022-04-01
None
0.00000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183BG8
7364815.69000000
PA
USD
7402854.96000000
0.218762884766
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
3.04000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2YJ5
25000000.00000000
PA
USD
24946958.33000000
0.737211332643
Long
STIV
CORP
US
N
2
2021-11-18
None
0.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBB0
26300000.00000000
PA
USD
26800702.03000000
0.791991592640
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BY4
10415000.00000000
PA
USD
10569688.79000000
0.312346469474
Long
DBT
CORP
US
N
2
2021-11-05
Fixed
3.70000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KD2
23725000.00000000
PA
USD
23727502.99000000
0.701175023751
Long
DBT
CORP
US
N
2
2021-05-13
Floating
0.59400000
N
N
N
N
N
N
Eni Finance USA Inc
5493004C2UY8KKD61453
Eni Finance USA Inc
26876ASQ7
5000000.00000000
PA
USD
4999169.44000000
0.147731211004
Long
STIV
CORP
US
N
2
2021-05-24
None
0.00000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust 2019-1
05586VAD4
4227362.25000000
PA
USD
4241421.19000000
0.125338878047
Long
ABS-O
CORP
US
N
2
2022-08-22
Fixed
2.92000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUJ6
2371000.00000000
PA
USD
2372929.09000000
0.070122785854
Long
DBT
CORP
US
N
2
2021-09-10
Floating
0.44300000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550UAA9
4750000.00000000
PA
USD
4747910.90000000
0.140306231948
Long
DBT
CORP
CH
N
2
2022-02-04
Floating
0.46000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2018-2
38013RAD7
2348306.84000000
PA
USD
2364980.52000000
0.069887896462
Long
ABS-O
CORP
US
N
2
2022-12-16
Fixed
2.81000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDX9
9300000.00000000
PA
USD
9371691.38000000
0.276944267111
Long
DBT
CORP
US
N
2
2022-03-16
Floating
1.19000000
N
N
N
N
N
N
WALT DISNEY CO
N/A
WALT DISNEY CO
2546R2SH0
10000000.00000000
PA
USD
9998444.44000000
0.295465541428
Long
STIV
CORP
US
N
2
2021-05-17
None
0.00000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2017-B
55316AAC4
3069492.77000000
PA
USD
3074441.10000000
0.090853273191
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.21000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2018-2
12509KAB2
719288.92000000
PA
USD
723619.26000000
0.021383782020
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.09000000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL 2018-2 LLC
23291JAC2
177598.20000000
PA
USD
177846.48000000
0.005255568185
Long
ABS-O
CORP
US
N
2
2022-01-20
Fixed
3.46000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890MTM4
9000000.00000000
PA
USD
8996047.50000000
0.265843558091
Long
STIV
CORP
US
N
2
2021-06-21
None
0.00000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2018-3 LLC
29373GAB8
8403689.02000000
PA
USD
8461584.55000000
0.250049562750
Long
ABS-O
CORP
US
N
2
2024-05-20
Fixed
3.38000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAH2
8382000.00000000
PA
USD
8566020.19000000
0.253135756118
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
2.95300000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust
12510GAB8
1707621.23000000
PA
USD
1728431.67000000
0.051077145276
Long
ABS-O
CORP
US
N
2
2026-09-14
Fixed
2.80000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAB2
9443628.46000000
PA
USD
9458106.49000000
0.279497933076
Long
ABS-O
CORP
US
N
2
2023-05-22
Fixed
0.55000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2019-1
50117CAB4
513299.19000000
PA
USD
514545.94000000
0.015205424770
Long
ABS-O
CORP
US
N
2
2022-06-15
Fixed
2.49000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183BY9
2182756.65000000
PA
USD
2212763.01000000
0.065389693839
Long
ABS-O
CORP
US
N
2
2031-04-15
Fixed
2.94000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2017-REV1
34531FAA1
21485000.00000000
PA
USD
21891208.30000000
0.646910402083
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.62000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust LLC 2020-5
03464WAA0
8559228.33000000
PA
USD
8599065.55000000
0.254112284541
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.37300000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAA7
3989679.45000000
PA
USD
4000400.92000000
0.118216451654
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.91800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747WAL3
24367000.00000000
PA
USD
24665008.41000000
0.728879387982
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KV2
10011000.00000000
PA
USD
10062957.09000000
0.297371964490
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
2.35000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2018-B
98162QAC4
1008904.26000000
PA
USD
1018303.72000000
0.030092046995
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
2.87000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AP9
20000000.00000000
PA
USD
20547245.80000000
0.607194763305
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.66500000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2018-D Owner Trust
89231PAD0
8936931.08000000
PA
USD
9044681.87000000
0.267280759702
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
3.18000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
RKWYUSIDZTWNAX1D9U96
Enterprise Fleet Financing LLC
29373LAC5
1961410.66000000
PA
USD
1969572.09000000
0.058203122240
Long
ABS-O
CORP
US
N
2
2023-10-20
Fixed
3.10000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2020-A
80281MAA1
3209079.59000000
PA
USD
3233957.02000000
0.095567152231
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
1.37000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2UD2
5000000.00000000
PA
USD
4996958.33000000
0.147665870159
Long
STIV
CORP
US
N
2
2021-07-13
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
49820000.00000000
PA
USD
51782533.35000000
1.530233462277
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2018-4 Owner Trust
43815AAC6
1201032.52000000
PA
USD
1215598.16000000
0.035922324783
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
3.16000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2019-1 LLC
29374AAB0
5549785.59000000
PA
USD
5603955.94000000
0.165603348189
Long
ABS-O
CORP
US
N
2
2024-10-20
Fixed
2.98000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2014-A
55315CAE7
2986963.17000000
PA
USD
3016077.10000000
0.089128549814
Long
ABS-O
CORP
US
N
2
2025-12-08
Fixed
2.33000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HAY1
17096000.00000000
PA
USD
17248496.32000000
0.509712919304
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
4.75000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTA9
5760000.00000000
PA
USD
5762493.85000000
0.170288325907
Long
DBT
CORP
US
N
2
2021-06-11
Floating
0.65700000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBB9
4000000.00000000
PA
USD
4004202.04000000
0.118328779125
Long
DBT
CORP
AU
N
2
2021-08-06
Floating
0.64300000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAG6
5000000.00000000
PA
USD
5003603.90000000
0.147862254401
Long
DBT
CORP
US
N
2
2021-11-26
Floating
0.44000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2019-1
39154TAX6
1667000.00000000
PA
USD
1728795.52000000
0.051087897462
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.21000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AW2
7000000.00000000
PA
USD
7021715.96000000
0.207499788625
Long
DBT
CORP
US
N
2
2021-09-24
Floating
1.05100000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05568TT17
25000000.00000000
PA
USD
24993756.94000000
0.738594285434
Long
STIV
CORP
GB
N
2
2021-06-01
None
0.00000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2020-2
36259PAB2
2607887.56000000
PA
USD
2613710.45000000
0.077238152182
Long
ABS-O
CORP
US
N
2
2022-10-20
Fixed
0.71000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2018-3 LLC
29373GAC6
16520000.00000000
PA
USD
17051443.44000000
0.503889779892
Long
ABS-O
CORP
US
N
2
2024-05-20
Fixed
3.55000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAF6
27921000.00000000
PA
USD
28035446.78000000
0.828479721196
Long
DBT
CORP
JP
N
2
2021-09-13
Floating
1.32400000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHC1
34918000.00000000
PA
USD
35826803.80000000
1.058723289002
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.42000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2019-A Owner Trust
65479KAD2
6281711.14000000
PA
USD
6370809.67000000
0.188264758561
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
2.90000000
N
N
N
N
N
N
ENERGY TRANSFER PARTNERS
N/A
ENERGY TRANSFER PARTNERS
29277ES39
80000000.00000000
PA
USD
79998222.22000000
2.364039544692
Long
STIV
CORP
US
N
2
2021-05-03
None
0.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890NB33
21400000.00000000
PA
USD
21347118.23000000
0.630831914266
Long
STIV
CORP
US
N
2
2022-02-03
None
0.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAY6
2600000.00000000
PA
USD
2600000.00000000
0.076832992604
Long
DBT
CORP
US
N
2
2021-05-04
Floating
0.67200000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2XL1
15000000.00000000
PA
USD
14973483.33000000
0.442483666906
Long
STIV
CORP
US
N
2
2021-10-20
None
0.00000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2019-A
34532FAF9
38180000.00000000
PA
USD
38451505.62000000
1.136286248820
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
3.25000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFG4
13600000.00000000
PA
USD
13623933.82000000
0.402602925552
Long
DBT
CORP
US
N
2
2021-10-28
Floating
0.61400000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LB5
16099000.00000000
PA
USD
16184146.81000000
0.478260166216
Long
DBT
CORP
US
N
2
2021-12-08
Floating
1.24600000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2X6
5500000.00000000
PA
USD
5500887.76000000
0.162557564839
Long
DBT
CORP
US
N
2
2021-05-17
Floating
0.58200000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2TF9
10000000.00000000
PA
USD
9996562.50000000
0.295409927935
Long
STIV
CORP
US
N
2
2021-06-15
None
0.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571BTM5
11500000.00000000
PA
USD
11494786.66000000
0.339684176322
Long
STIV
CORP
FR
N
2
2021-06-21
None
0.00000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05252ADC2
2300000.00000000
PA
USD
2300420.90000000
0.067980085383
Long
DBT
CORP
AU
N
2
2021-05-17
Floating
0.65200000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2019-2
36257AAF8
3000000.00000000
PA
USD
3030986.40000000
0.089569136790
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
2.89000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2020-1 LLC
29373KAB9
15878306.38000000
PA
USD
16095997.96000000
0.475655266239
Long
ABS-O
CORP
US
N
2
2025-12-22
Fixed
1.78000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
26055ASC1
17000000.00000000
PA
USD
16999080.00000000
0.502342379970
Long
STIV
CORP
US
N
2
2021-05-12
None
0.00000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2019-C Owner Trust
65479JAB9
2176025.20000000
PA
USD
2180620.31000000
0.064439840058
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
1.97000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBK4
11287000.00000000
PA
USD
11302764.55000000
0.334009701953
Long
DBT
CORP
US
N
2
2021-11-19
Floating
0.64100000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAK8
2150000.00000000
PA
USD
2162292.13000000
0.063898221243
Long
DBT
CORP
NL
N
2
2022-01-10
Floating
1.01800000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2019-B
44935RAE8
11884000.00000000
PA
USD
12032579.71000000
0.355576579950
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
2.13000000
N
N
N
N
N
N
Eni Finance USA Inc
5493004C2UY8KKD61453
Eni Finance USA Inc
26876AU84
10000000.00000000
PA
USD
9993955.55000000
0.295332889562
Long
STIV
CORP
US
N
2
2021-07-08
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565B4S7
6500000.00000000
PA
USD
6500516.30000000
0.192097738770
Long
DBT
CORP
JP
N
2
2021-10-12
Floating
0.56800000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAE0
5222000.00000000
PA
USD
5241148.81000000
0.154881979906
Long
DBT
CORP
JP
N
2
2021-07-14
Fixed
2.05800000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
12553NUD5
20000000.00000000
PA
USD
19987833.33000000
0.590663480932
Long
STIV
CORP
US
N
2
2021-07-13
None
0.00000000
N
N
N
N
N
N
Discover Card Execution Note Trust
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CH6
10820000.00000000
PA
USD
10945813.88000000
0.323461398804
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.32000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFC9
5022000.00000000
PA
USD
5158888.02000000
0.152451078879
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WBW0
10035000.00000000
PA
USD
10050302.17000000
0.296997997038
Long
DBT
CORP
US
N
2
2021-11-05
Floating
0.54500000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RP34
500000.00000000
PA
USD
500025.00000000
0.014776314279
Long
DBT
CORP
US
N
2
2021-05-10
Floating
0.45500000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464GV6
12549000.00000000
PA
USD
12726485.53000000
0.376082295618
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.55000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCS6
48997000.00000000
PA
USD
50045005.16000000
1.478887504365
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2019-2
36257AAG6
2000000.00000000
PA
USD
2026957.60000000
0.059898930111
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
3.12000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
52600000.00000000
PA
USD
54062653.46000000
1.597613635950
Long
DBT
CORP
FR
N
2
2022-05-22
Fixed
3.00000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBB4
14175000.00000000
PA
USD
14206828.69000000
0.419828139873
Long
DBT
CORP
NZ
N
2
2021-07-28
Floating
1.19400000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2018-1
50117PAC3
1656275.82000000
PA
USD
1666940.58000000
0.049260012790
Long
ABS-O
CORP
US
N
2
2022-08-15
Fixed
3.10000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CS1
11525000.00000000
PA
USD
11717221.44000000
0.346257380094
Long
DBT
CORP
US
N
2
2022-01-06
Fixed
2.85000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2016-A
55315FAD2
507397.48000000
PA
USD
509122.28000000
0.015045149374
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
1.76000000
N
N
N
N
N
N
Verizon Owner Trust
549300DBBHVB9QKK8Q94
Verizon Owner Trust 2018-A
92348XAC9
6700000.00000000
PA
USD
6845677.43000000
0.202297647443
Long
ABS-O
CORP
US
N
2
2023-04-20
Fixed
3.38000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAH1
11450000.00000000
PA
USD
11451698.04000000
0.338410858006
Long
DBT
CORP
SE
N
2
2021-05-17
Floating
0.62200000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2021-1
24380VAA9
3290169.89000000
PA
USD
3289825.08000000
0.097218117708
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.71500000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2017-A
55315XAE1
3000000.00000000
PA
USD
3074943.60000000
0.090868122645
Long
ABS-O
CORP
US
N
2
2027-07-16
Fixed
2.68000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464HA1
20800000.00000000
PA
USD
21263827.52000000
0.628370577918
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.14000000
N
N
N
N
N
N
Synchrony Credit Card Master Note Trust
549300G1V1M796QIYC04
Synchrony Credit Card Master Note Trust
87165LBV2
14917808.00000000
PA
USD
15420032.42000000
0.455679706494
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.82000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHA5
10000000.00000000
PA
USD
10264750.00000000
0.303335177244
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.23000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05252ACL3
1250000.00000000
PA
USD
1250955.28000000
0.036967168375
Long
DBT
CORP
AU
N
2
2021-06-01
Floating
1.18100000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214CW1
100000.00000000
PA
USD
100026.33000000
0.002955893181
Long
DBT
CORP
AU
N
2
2021-05-13
Floating
1.19400000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2018-2 LLC
29373FAB0
4614024.04000000
PA
USD
4629823.84000000
0.136816623407
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
3.14000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2017-B
55316AAD2
3595000.00000000
PA
USD
3642626.92000000
0.107643818155
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
2.41000000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL 2018-2 LLC
23291JAD0
13543000.00000000
PA
USD
13664943.88000000
0.403814820027
Long
ABS-O
CORP
US
N
2
2024-06-20
Fixed
3.59000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAJ9
11086000.00000000
PA
USD
11139959.66000000
0.329198630065
Long
DBT
CORP
JP
N
2
2021-10-19
Floating
1.33000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2VH2
10000000.00000000
PA
USD
9990100.00000000
0.295218953622
Long
STIV
CORP
US
N
2
2021-08-17
None
0.00000000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL 2019-3 LLC
23291RAC4
29045000.00000000
PA
USD
29310175.04000000
0.866149408493
Long
ABS-O
CORP
US
N
2
2023-02-21
Fixed
2.08000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DQ4
9750000.00000000
PA
USD
9814935.29000000
0.290042634826
Long
DBT
CORP
US
N
2
2022-02-22
Floating
1.06200000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279GX69
17050000.00000000
PA
USD
17023809.30000000
0.503073159248
Long
STIV
CORP
US
N
2
2021-10-06
None
0.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37046TUS1
10000000.00000000
PA
USD
9989250.00000000
0.295193835143
Long
STIV
CORP
US
N
2
2021-07-26
None
0.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37046TU69
10000000.00000000
PA
USD
9991750.00000000
0.295267713021
Long
STIV
CORP
US
N
2
2021-07-06
None
0.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBK0
10000000.00000000
PA
USD
10046709.20000000
0.296891820639
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.90000000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL 2019-1 LLC
23291GAC8
3985631.04000000
PA
USD
4028394.07000000
0.119043681457
Long
ABS-O
CORP
US
N
2
2023-04-20
Fixed
2.89000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KW0
2000000.00000000
PA
USD
2005597.78000000
0.059267722845
Long
DBT
CORP
US
N
2
2021-08-02
Floating
1.36600000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AE9
4425000.00000000
PA
USD
4521385.97000000
0.133612159536
Long
DBT
CORP
JP
N
2
2022-07-02
Fixed
2.15700000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2019-B
44935RAC2
1875850.55000000
PA
USD
1884709.63000000
0.055695338870
Long
ABS-O
CORP
US
N
2
2022-08-15
Fixed
2.04000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAJ9
10000000.00000000
PA
USD
10303596.90000000
0.304483147852
Long
DBT
CORP
US
N
2
2022-05-06
Fixed
3.24500000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2019-B
65478LAD1
1976758.53000000
PA
USD
1985370.48000000
0.058669982848
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
2.27000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2018-1
24704AAE6
797638.20000000
PA
USD
799040.05000000
0.023612553173
Long
ABS-O
CORP
US
N
2
2023-06-22
Fixed
3.34000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HC37
15000000.00000000
PA
USD
14949000.00000000
0.441760156324
Long
STIV
CORP
US
N
2
2022-03-03
None
0.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SA0
42266000.00000000
PA
USD
42450279.76000000
1.254454627253
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
2.10000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2019-C
80284NAF5
7995000.00000000
PA
USD
8174385.41000000
0.241562497597
Long
ABS-O
CORP
US
N
2
2023-11-20
Fixed
2.17000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2019-A
34533FAD3
9201574.11000000
PA
USD
9321246.10000000
0.275453551025
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
2.78000000
N
N
N
N
N
N
DLL Securitization Trust
54930006VDXWCS0NKG23
DLL 2019-2 LLC
23342NAC2
14707383.22000000
PA
USD
14867751.06000000
0.439359156630
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
2.34000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369CAB0
15000000.00000000
PA
USD
14970250.00000000
0.442388118283
Long
STIV
CORP
FR
N
2
2022-01-11
None
0.00000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2018-B Owner Trust
89238TAD5
1615873.64000000
PA
USD
1625435.25000000
0.048033482516
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
2.96000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGS8
5090000.00000000
PA
USD
5091160.01000000
0.150449638229
Long
DBT
CORP
US
N
2
2021-08-13
Floating
0.31900000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
8225X2U85
4500000.00000000
PA
USD
4498215.00000000
0.132927430703
Long
STIV
CORP
US
N
2
2021-07-08
None
0.00000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2019-A
448969AE5
3470000.00000000
PA
USD
3491873.84000000
0.103188891124
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
3.05000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QFY5
10670000.00000000
PA
USD
10680741.49000000
0.315628204581
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
2.95000000
N
N
N
N
N
N
USAA Auto Owner Trust
N/A
USAA Auto Owner Trust 2019-1
90290EAC3
13618249.04000000
PA
USD
13705670.03000000
0.405018324636
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
2.16000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2019-A
44932NAD2
10783743.40000000
PA
USD
10915643.68000000
0.322569834668
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
2.66000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-NQM1 Trust
55283FAA6
3298078.67000000
PA
USD
3298106.70000000
0.097462849111
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.15300000
N
N
N
N
N
N
Verizon Owner Trust
54930074536XOX02QB08
Verizon Owner Trust 2018-1
92349FAC7
9235000.00000000
PA
USD
9268519.36000000
0.273895415169
Long
ABS-O
CORP
US
N
2
2022-09-20
Fixed
3.05000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842KC12
10000000.00000000
PA
USD
9972133.33000000
0.294688017844
Long
STIV
CORP
US
N
2
2022-03-01
None
0.00000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
44486HUS0
25000000.00000000
PA
USD
24982083.34000000
0.738249317117
Long
STIV
CORP
US
N
2
2021-07-26
None
0.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AT78
10000000.00000000
PA
USD
9996711.11000000
0.295414319532
Long
STIV
CORP
US
N
2
2021-06-07
None
0.00000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBD5
15000000.00000000
PA
USD
15028265.85000000
0.444102553427
Long
DBT
CORP
AU
N
2
2021-11-24
Floating
0.62600000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890MTM4
20000000.00000000
PA
USD
19991216.67000000
0.590763462523
Long
STIV
CORP
US
N
2
2021-06-21
None
0.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBY4
9000000.00000000
PA
USD
9001191.15000000
0.265995558869
Long
DBT
CORP
US
N
2
2021-05-21
Floating
0.53200000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740BN8
2500000.00000000
PA
USD
2502407.93000000
0.073949034607
Long
DBT
CORP
US
N
2
2021-09-21
Floating
0.81700000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
44486HUP6
24000000.00000000
PA
USD
23983400.00000000
0.708737074934
Long
STIV
CORP
US
N
2
2021-07-23
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2WM0
4000000.00000000
PA
USD
3994438.89000000
0.118040266805
Long
STIV
CORP
US
N
2
2021-09-21
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDA6
3000000.00000000
PA
USD
3001227.69000000
0.088689732657
Long
DBT
CORP
US
N
2
2021-06-11
Floating
0.52700000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2017-B
12637BAE1
8221451.58000000
PA
USD
8237989.03000000
0.243442057776
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
2.17000000
N
N
N
N
N
N
Canadian Pacer Auto Receivables Trust
549300EBZ7BR10QAH203
Canadian Pacer Auto Receivables Trust 2018-2
13646AAD2
795619.11000000
PA
USD
802961.00000000
0.023728421759
Long
ABS-O
CORP
CA
N
2
2022-12-19
Fixed
3.27000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAH1
21000000.00000000
PA
USD
21540862.98000000
0.636557294629
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
2.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGQ1
16895000.00000000
PA
USD
17089799.35000000
0.505023241180
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
5.25000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2018-C
98163EAE6
2610000.00000000
PA
USD
2694751.40000000
0.079633005533
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.27000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAQ5
10930000.00000000
PA
USD
10992924.99000000
0.324853586330
Long
DBT
CORP
SE
N
2
2021-09-07
Fixed
1.87500000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2018-2 LLC
29373FAC8
2135000.00000000
PA
USD
2184369.31000000
0.064550627323
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
3.34000000
N
N
N
N
N
N
Dell Equipment Finance Trust
549300CHGEQ6XHCQGX20
Dell Equipment Finance Trust 2019-1
24704BAE4
23308147.90000000
PA
USD
23506241.52000000
0.694636492640
Long
ABS-O
CORP
US
N
2
2024-03-22
Fixed
2.83000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571BV34
9500000.00000000
PA
USD
9492558.33000000
0.280516024602
Long
STIV
CORP
FR
N
2
2021-08-03
None
0.00000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEL4
16174000.00000000
PA
USD
16198996.59000000
0.478698994307
Long
DBT
CORP
US
N
2
2021-05-20
Fixed
3.62500000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAB9
4600000.00000000
PA
USD
4604037.70000000
0.136054613290
Long
DBT
CORP
NO
N
2
2021-06-02
Floating
1.25800000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CD9
19795000.00000000
PA
USD
20272835.27000000
0.599085616296
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
2.75000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAE5
3180000.00000000
PA
USD
3200988.00000000
0.094592879742
Long
DBT
CORP
GB
N
2
2021-08-05
Fixed
2.87500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XZ76
20000000.00000000
PA
USD
20011194.20000000
0.591353821528
Long
DBT
CORP
CA
N
2
2021-07-08
Floating
0.54700000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2017-C Owner Trust
65478HAE8
1624391.78000000
PA
USD
1636766.88000000
0.048368345225
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
2.28000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBF6
6398000.00000000
PA
USD
6550084.87000000
0.193562547067
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN
N/A
VOLKSWAGEN GROUP AMER FIN 08/21 ZCP
92866BV69
15000000.00000000
PA
USD
14983025.00000000
0.442765634237
Long
STIV
CORP
US
N
2
2021-08-06
None
0.00000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DF5
4800000.00000000
PA
USD
4809032.88000000
0.142112456809
Long
DBT
CORP
AU
N
2
2021-07-12
Floating
1.18800000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCP4
20000000.00000000
PA
USD
20377797.20000000
0.602187362139
Long
DBT
CORP
US
N
2
2021-12-10
Fixed
3.37500000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CH5
15225000.00000000
PA
USD
15270649.88000000
0.451265280498
Long
DBT
CORP
US
N
2
2021-07-06
Fixed
2.00000000
N
N
N
N
N
N
BMW Vehicle Owner Trust
N/A
BMW Vehicle Owner Trust 2018-A
09659QAE7
3366486.38000000
PA
USD
3400217.56000000
0.100480342554
Long
ABS-O
CORP
US
N
2
2024-06-25
Fixed
2.51000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2016-REV2
34531BAA0
12000000.00000000
PA
USD
12025743.60000000
0.355374565031
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
2.03000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2019-1
50117CAC2
2870000.00000000
PA
USD
2926774.63000000
0.086489559039
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
2.46000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2018-1
39154TAR9
5310185.65000000
PA
USD
5350541.47000000
0.158114658920
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
2.83000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2A1
18070000.00000000
PA
USD
18562594.89000000
0.548546044578
Long
DBT
CORP
FR
N
2
2022-05-23
Fixed
2.95000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUW7
4000000.00000000
PA
USD
4001539.00000000
0.118250083228
Long
DBT
CORP
US
N
2
2021-06-07
Floating
0.57600000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2019-3 LLC
29374WAB2
24612719.07000000
PA
USD
24957607.26000000
0.737526020781
Long
ABS-O
CORP
US
N
2
2025-05-20
Fixed
2.06000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AUC5
15000000.00000000
PA
USD
14989500.00000000
0.442956977940
Long
STIV
CORP
US
N
2
2021-07-12
None
0.00000000
N
N
N
N
N
N
DNB BANK ASA/NY
549300GKFG0RYRRQ1414
DNB Bank ASA/New York
23341VZW4
25000000.00000000
PA
USD
25000000.00000000
0.738778775043
Long
DBT
CORP
NO
N
2
2021-12-10
Floating
0.47300000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
8225X2UC6
15000000.00000000
PA
USD
14988000.00000000
0.442912651213
Long
STIV
CORP
US
N
2
2021-07-12
None
0.00000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2020-B
34531RAG2
8750000.00000000
PA
USD
8927943.50000000
0.263831006503
Long
ABS-O
CORP
US
N
2
2025-02-15
Fixed
1.70000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AUV3
10000000.00000000
PA
USD
9991347.22000000
0.295255810408
Long
STIV
CORP
US
N
2
2021-07-29
None
0.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCF3
9475000.00000000
PA
USD
9518585.00000000
0.281285142657
Long
DBT
CORP
CA
N
2
2023-01-27
Floating
0.49000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HES7
5925000.00000000
PA
USD
5928408.24000000
0.175191287100
Long
DBT
CORP
US
N
2
2021-06-30
Floating
0.57400000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBP3
2315000.00000000
PA
USD
2316480.56000000
0.068454666821
Long
DBT
CORP
US
N
2
2021-07-26
Floating
0.61600000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AG9
31286000.00000000
PA
USD
31501668.79000000
0.930910571219
Long
DBT
CORP
JP
N
2
2021-09-13
Fixed
2.19000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AT0
5558000.00000000
PA
USD
5592029.24000000
0.165250900477
Long
DBT
CORP
SE
N
2
2021-09-13
Fixed
1.87500000
N
N
N
N
N
N
Verizon Owner Trust
549300P0XXSIS1ESEJ26
Verizon Owner Trust 2019-B
92349GAA9
1556000.00000000
PA
USD
1577985.35000000
0.046631283356
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
2.33000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AG8
20632000.00000000
PA
USD
21155024.71000000
0.625155329650
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
3.15000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
8225X2SH8
15000000.00000000
PA
USD
14996600.00000000
0.443166791112
Long
STIV
CORP
US
N
2
2021-05-17
None
0.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790ATU7
15400000.00000000
PA
USD
15392308.56000000
0.454860434521
Long
STIV
CORP
US
N
2
2021-06-28
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2ZE5
3000000.00000000
PA
USD
2992433.34000000
0.088429849492
Long
STIV
CORP
US
N
2
2021-12-14
None
0.00000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464GS3
4452000.00000000
PA
USD
4504928.05000000
0.133125809057
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.46000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
1193331.33000000
PA
USD
1195948.78000000
0.035341662988
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
8225X2SR6
6000000.00000000
PA
USD
5998000.00000000
0.177247803708
Long
STIV
CORP
US
N
2
2021-05-25
None
0.00000000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
549300JMLWTKGTW3CW74
World Omni Automobile Lease Securitization Trust 2018-B
98162CAE1
1901042.46000000
PA
USD
1903510.77000000
0.056250934197
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.30000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464FJ4
10039000.00000000
PA
USD
10060034.72000000
0.297285605093
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.03000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2018-B
47788EAC2
1994084.12000000
PA
USD
2007324.84000000
0.059318759456
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
3.08000000
N
N
N
N
N
N
Eni Finance USA Inc
5493004C2UY8KKD61453
Eni Finance USA Inc
26876AUF8
15000000.00000000
PA
USD
14991875.00000000
0.443027161923
Long
STIV
CORP
US
N
2
2021-07-15
None
0.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SB8
25704000.00000000
PA
USD
25759625.77000000
0.761226590877
Long
DBT
CORP
US
N
2
2021-07-26
Floating
1.20100000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AC8
9306000.00000000
PA
USD
9635755.60000000
0.284747668751
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
4.30000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBD6
8080000.00000000
PA
USD
8091162.76000000
0.239103172500
Long
DBT
CORP
US
N
2
2021-08-13
Floating
0.69800000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AK0
10285000.00000000
PA
USD
10352518.35000000
0.305928833008
Long
DBT
CORP
JP
N
2
2022-02-22
Floating
1.10200000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAS9
25000000.00000000
PA
USD
25176260.25000000
0.743987468306
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.40300000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2017-3
36254MAE8
5431087.94000000
PA
USD
5450059.82000000
0.161055540709
Long
ABS-O
CORP
US
N
2
2023-03-16
Fixed
2.13000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2020-A
80286KAC6
25000000.00000000
PA
USD
25442682.50000000
0.751860552446
Long
ABS-O
CORP
US
N
2
2023-07-20
Fixed
1.74000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2018-1
50117PAD1
9100000.00000000
PA
USD
9272353.09000000
0.274008706303
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.21000000
N
N
N
N
N
N
Eni Finance USA Inc
5493004C2UY8KKD61453
Eni Finance USA Inc
26876ASB0
15000000.00000000
PA
USD
14998916.67000000
0.443235251377
Long
STIV
CORP
US
N
2
2021-05-11
None
0.00000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2019-A
80285JAN6
10890000.00000000
PA
USD
11116598.03000000
0.328508267009
Long
ABS-O
CORP
US
N
2
2023-05-22
Fixed
3.30000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890ND64
13893000.00000000
PA
USD
13853636.50000000
0.409390904134
Long
STIV
CORP
US
N
2
2022-04-06
None
0.00000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDQ5
4000000.00000000
PA
USD
4017163.80000000
0.118711814052
Long
DBT
CORP
US
N
2
2022-01-11
Floating
0.87800000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
2254EASU8
15000000.00000000
PA
USD
14997075.00000000
0.443180827909
Long
STIV
CORP
CH
N
2
2021-05-28
None
0.00000000
N
N
N
N
N
N
Barton Capital SA
549300KOFKIMD0C37W24
Barton Capital SA
06945LU63
4500000.00000000
PA
USD
4497937.50000000
0.132919230258
Long
STIV
CORP
US
N
2
2021-07-06
None
0.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BC5
15519000.00000000
PA
USD
15908608.84000000
0.470117702058
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.90000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2019-A
65479PAE9
43000000.00000000
PA
USD
43318187.10000000
1.280102288112
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.78000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust 2017-5
02007YAD6
4723775.79000000
PA
USD
4734293.75000000
0.139903829492
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.22000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2018-C Owner Trust
65478NAD7
2770691.55000000
PA
USD
2811870.95000000
0.083094023040
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
3.22000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBL8
20000000.00000000
PA
USD
20419857.60000000
0.603430295371
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
3.05000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust 2020-2
N/A
GM Financial Consumer Automobile Receivables Trust 2020-2
36258VAB0
2185191.55000000
PA
USD
2191403.61000000
0.064758498984
Long
ABS-O
CORP
US
N
2
2023-03-16
Fixed
1.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AQ5
7000000.00000000
PA
USD
7030089.64000000
0.207747240507
Long
DBT
CORP
US
N
2
2021-11-12
Floating
1.14100000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAJ8
4630000.00000000
PA
USD
4660716.72000000
0.137729543568
Long
DBT
CORP
JP
N
2
2022-02-28
Floating
1.13000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAA9
5678304.19000000
PA
USD
5654443.96000000
0.167095327292
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.81500000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2019-1
36256XAD4
1482745.34000000
PA
USD
1501470.78000000
0.044370189744
Long
ABS-O
CORP
US
N
2
2023-11-16
Fixed
2.97000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAT0
3450000.00000000
PA
USD
3452240.46000000
0.102017679127
Long
DBT
CORP
FI
N
2
2021-05-27
Floating
1.18000000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL 2019-3 LLC
23291RAD2
3000000.00000000
PA
USD
3069155.70000000
0.090697083538
Long
ABS-O
CORP
US
N
2
2026-09-21
Fixed
2.15000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAU6
14520000.00000000
PA
USD
14523839.67000000
0.429196179212
Long
DBT
CORP
SE
N
2
2021-05-24
Floating
0.64600000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BU5
1325000.00000000
PA
USD
1328074.00000000
0.039246115315
Long
DBT
CORP
US
N
2
2022-03-01
Floating
0.50100000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464HC7
21500000.00000000
PA
USD
22030516.80000000
0.651027128602
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
2.49000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN
N/A
VOLKSWAGEN GROUP AMER FIN 08/21 ZCP
92866BV69
15000000.00000000
PA
USD
14982216.66000000
0.442741746860
Long
STIV
CORP
US
N
2
2021-08-06
None
0.00000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DB6
15599000.00000000
PA
USD
15636401.25000000
0.462073654462
Long
DBT
CORP
AU
N
2
2021-08-19
Floating
1.03100000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAT7
5909000.00000000
PA
USD
5967821.61000000
0.176355997548
Long
DBT
CORP
NL
N
2
2021-08-27
Fixed
3.40000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2020-2 LLC
29375MAB3
2185000.00000000
PA
USD
2190343.85000000
0.064727181857
Long
ABS-O
CORP
US
N
2
2026-07-20
Fixed
0.61000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468K8
8515000.00000000
PA
USD
8531865.83000000
0.252126455468
Long
DBT
CORP
US
N
2
2023-01-20
Floating
0.71000000
N
N
N
N
N
N
EI du Pont de Nemours and Co
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours and Co
2635J4Z13
25000000.00000000
PA
USD
24955416.67000000
0.737461286326
Long
STIV
CORP
US
N
2
2021-12-01
None
0.00000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAM2
5000000.00000000
PA
USD
5003034.65000000
0.147845432408
Long
DBT
CORP
US
N
2
2023-03-02
Fixed
0.70000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790ATM5
10000000.00000000
PA
USD
9995325.00000000
0.295373358386
Long
STIV
CORP
US
N
2
2021-06-21
None
0.00000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2020-A Owner Trust
65479MAB2
1784808.99000000
PA
USD
1790665.66000000
0.052916231312
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
1.45000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842KAA4
10000000.00000000
PA
USD
9977422.22000000
0.294844310631
Long
STIV
CORP
US
N
2
2022-01-10
None
0.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-2
92537GAA1
8386935.92000000
PA
USD
8402914.71000000
0.248315801449
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
3.21100000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAU7
20000000.00000000
PA
USD
20574586.40000000
0.608002709504
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
4.05000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464HD5
3705000.00000000
PA
USD
3795251.58000000
0.112154052530
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.04000000
N
N
N
N
N
N
Eni Finance USA Inc
5493004C2UY8KKD61453
Eni Finance USA Inc
26876AUC5
10000000.00000000
PA
USD
9993800.00000000
0.295328292881
Long
STIV
CORP
US
N
2
2021-07-12
None
0.00000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CK8
25000000.00000000
PA
USD
25231611.75000000
0.745623168841
Long
DBT
CORP
US
N
2
2021-10-30
Fixed
2.20000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-B
55316EAB8
3315112.14000000
PA
USD
3335588.92000000
0.098570491854
Long
ABS-O
CORP
US
N
2
2022-10-12
Fixed
2.07000000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL 2019-1 LLC
23291GAD6
24485000.00000000
PA
USD
25303895.93000000
0.747759249559
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
2.92000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BC2
26238000.00000000
PA
USD
27152777.11000000
0.802395816493
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.20000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CA0
1000000.00000000
PA
USD
1024732.90000000
0.030282036664
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
2.86000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDK6
15425000.00000000
PA
USD
15450447.70000000
0.456578513026
Long
DBT
CORP
US
N
2
2022-01-21
Floating
0.46600000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAQ6
2300000.00000000
PA
USD
2312013.31000000
0.068322654441
Long
DBT
CORP
NL
N
2
2022-03-16
Floating
0.80000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CD4
2667595.49000000
PA
USD
2698657.77000000
0.079748443263
Long
ABS-O
CORP
US
N
2
2031-09-15
Fixed
1.95000000
N
N
N
N
N
N
BANCO SANTANDER
N/A
BANCO SANTANDER
05970RU60
25000000.00000000
PA
USD
24987166.67000000
0.738399535370
Long
STIV
CORP
ES
N
2
2021-07-06
None
0.00000000
N
N
N
N
N
N
Eni Finance USA Inc
5493004C2UY8KKD61453
Eni Finance USA Inc
26876ASS3
10000000.00000000
PA
USD
9998263.89000000
0.295460205968
Long
STIV
CORP
US
N
2
2021-05-26
None
0.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2017-REV2
34529SAA7
22500000.00000000
PA
USD
23126431.50000000
0.683412669387
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
2.36000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
N/A
VOLKSWAGEN GROUP AMER FIN LLC
92866BYA7
4000000.00000000
PA
USD
3989277.78000000
0.117887750064
Long
STIV
CORP
US
N
2
2021-11-10
None
0.00000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886BZ6
22200000.00000000
PA
USD
22714735.86000000
0.671246589363
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
2.70000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DR2
14682000.00000000
PA
USD
15037587.91000000
0.444378031030
Long
DBT
CORP
US
N
2
2022-02-22
Fixed
3.40000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAS9
20120000.00000000
PA
USD
20152393.20000000
0.595526414499
Long
DBT
CORP
NL
N
2
2021-08-27
Floating
0.76000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790ATU7
15000000.00000000
PA
USD
14992266.66000000
0.443038735927
Long
STIV
CORP
US
N
2
2021-06-28
None
0.00000000
N
N
N
N
N
N
Eni Finance USA Inc
5493004C2UY8KKD61453
Eni Finance USA Inc
26876AVP5
15000000.00000000
PA
USD
14987175.00000000
0.442888271514
Long
STIV
CORP
US
N
2
2021-08-23
None
0.00000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HC94
15000000.00000000
PA
USD
14948000.00000000
0.441730605173
Long
STIV
CORP
US
N
2
2022-03-09
None
0.00000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DK7
350000.00000000
PA
USD
350000.00000000
0.010342902850
Long
DBT
CORP
US
N
2
2021-05-04
Floating
0.74200000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565BZY0
15000000.00000000
PA
USD
15000020.96000000
0.443267884417
Long
DBT
CORP
JP
N
2
2021-05-14
Floating
0.53900000
N
N
N
N
N
N
Securitized Term Auto Receivables Trust
N/A
Securitized Term Auto Receivables Trust 2019-1
81377DAC0
4186026.17000000
PA
USD
4233217.75000000
0.125096456953
Long
ABS-O
CORP
CA
N
2
2023-02-27
Fixed
2.98600000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAF2
5335000.00000000
PA
USD
5355027.64000000
0.158247230408
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.55000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Funding LLC
19688BAA2
2401758.96000000
PA
USD
2396775.79000000
0.070827483287
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.85700000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114Q3V8
15000000.00000000
PA
USD
15008599.95000000
0.443521403446
Long
DBT
CORP
CA
N
2
2021-07-30
Variable
0.48600000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AX2
8571000.00000000
PA
USD
8582422.49000000
0.253620462962
Long
DBT
CORP
JP
N
2
2021-07-26
Floating
0.82600000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
975900.70000000
NS
USD
975900.70000000
0.028838988948
Long
STIV
RF
US
N
2
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2019-A
65479PAD1
648699.26000000
PA
USD
650966.72000000
0.019236815839
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
2.76000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DH3
6000000.00000000
PA
USD
6033094.14000000
0.178284875938
Long
DBT
CORP
AU
N
2
2022-01-11
Floating
1.03800000
N
N
N
N
N
N
2021-05-27
UBS SERIES FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer