0001752724-23-075073.txt : 20230331 0001752724-23-075073.hdr.sgml : 20230331 20230331103321 ACCESSION NUMBER: 0001752724-23-075073 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230131 FILED AS OF DATE: 20230331 DATE AS OF CHANGE: 20230331 PERIOD START: 20230131 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUNDS CENTRAL INDEX KEY: 0000106444 IRS NUMBER: 231899003 STATE OF INCORPORATION: DE FISCAL YEAR END: 0131 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02368 FILM NUMBER: 23784162 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUND INC DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: WESTMINSTER BOND FUND INC DATE OF NAME CHANGE: 19800619 0000106444 S000048081 Vanguard Ultra-Short-Term Bond Fund C000151975 Admiral Shares VUSFX C000151976 Investor Shares VUBFX NPORT-P 1 primary_doc.xml NPORT-P false 0000106444 XXXXXXXX S000048081 C000151975 C000151976 VANGUARD FIXED INCOME SECURITIES FUNDS 811-02368 0000106444 549300F3N7VQKU6I4K64 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD ULTRA-SHORT-TERM BOND FUND S000048081 549300W8Q3A1OLMSCN32 2023-01-31 2023-01-31 N 14123702272.65 167047589.26 13956654683.39 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 57962283.79000000 AUD EUR GBP KRW USD N Sumitomo Mitsui Trust Bank Ltd 5493006GGLR4BTEL8O61 86563VAU3 31878000.00000000 PA USD 30362407.67000000 0.217547889224 Long DBT CORP JP Y 2 2024-03-25 Fixed 0.85000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST FCAT_21-2 N/A 33844WAA8 6474855.84000000 PA USD 6366263.44000000 0.045614537182 Long ABS-CBDO CORP US Y 2 2026-12-15 Fixed 0.37000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RAY5 8314000.00000000 PA USD 8282966.08000000 0.059347789766 Long DBT CORP US N 2 2024-02-01 Fixed 4.90000000 N N N N N N Astrazeneca Finance LLC 549300C3HATU4Q460S18 04636NAC7 22765000.00000000 PA USD 21616635.51000000 0.154884075019 Long DBT CORP US N 2 2024-05-28 Fixed 0.70000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-2 N/A 36258VAE4 9000000.00000000 PA USD 8739980.10000000 0.062622313858 Long ABS-CBDO CORP US N 2 2025-08-18 Fixed 1.74000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AP0 6978000.00000000 PA USD 6912144.36000000 0.049525796237 Long DBT CORP US N 2 2024-04-29 Fixed 3.90000000 N N N N N N ARI FLEET LEASE TRUST ARIFL_22-A N/A 00217QAB7 3530000.00000000 PA USD 3470608.10000000 0.024867048578 Long ABS-CBDO CORP US Y 2 2031-01-15 Fixed 3.12000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3 N/A 80287EAD7 10247374.20000000 PA USD 10159552.15000000 0.072793605491 Long ABS-CBDO CORP US N 2 2025-12-15 Fixed 0.60000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAR5 7735000.00000000 PA USD 7780087.16000000 0.055744641796 Long DBT CORP US N 2 2024-07-05 Fixed 5.90000000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B N/A 80287UAE9 4790000.00000000 PA USD 4619386.91000000 0.033098095602 Long ABS-CBDO CORP US Y 2 2027-03-22 Fixed 3.85000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BV5 12392000.00000000 PA USD 12060719.83000000 0.086415549453 Long DBT CORP JP N 2 2024-09-15 Variable 0.84800000 N N N N N N DT AUTO OWNER TRUST DTAOT_21-2 N/A 23345EAA3 520350.92000000 PA USD 519465.18000000 0.003721989200 Long ABS-CBDO CORP US Y 2 2025-03-17 Fixed 0.41000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 233851EB6 6960000.00000000 PA USD 6653900.87000000 0.047675471099 Long DBT CORP US Y 2 2024-03-01 Fixed 0.75000000 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA6 N/A 35564KKR9 18708538.91000000 PA USD 18471688.81000000 0.132350403653 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 5.11010000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599AY0 8986000.00000000 PA USD 8962239.94000000 0.064214814676 Long DBT CORP US Y 2 2023-03-14 Fixed 2.70000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2 N/A 03066RAC9 7916905.65000000 PA USD 7705904.28000000 0.055213118435 Long ABS-CBDO CORP US N 2 2026-12-18 Fixed 0.34000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 891906AB5 8895000.00000000 PA USD 8841580.37000000 0.063350283936 Long DBT CORP US N 2 2023-06-01 Fixed 3.75000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-1 N/A 80285VAC3 5415666.98000000 PA USD 5397909.55000000 0.038676242068 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 0.51000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_21-3 N/A 14317DAB6 1477999.15000000 PA USD 1473386.61000000 0.010556875149 Long ABS-CBDO CORP US N 2 2024-09-16 Fixed 0.29000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XBH2 6660000.00000000 PA USD 6388329.41000000 0.045772640757 Long DBT CORP US N 2 2024-01-15 Fixed 0.60000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556CP5 40432000.00000000 PA USD 39269992.00000000 0.281371094226 Long DBT CORP US N 2 2023-10-18 Fixed 0.79700000 N N N N N N Hungary Government International Bond N/A 445545AL0 712000.00000000 PA USD 714379.48000000 0.005118558108 Long DBT NUSS HU N 2 2024-03-25 Fixed 5.37500000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2 N/A 36266FAD1 7470000.00000000 PA USD 7320821.86000000 0.052453987191 Long ABS-CBDO CORP US N 2 2026-05-20 Fixed 3.54000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBA6 7700000.00000000 PA USD 7368774.26000000 0.052797568093 Long DBT CORP GB N 2 2024-10-24 Fixed 2.12500000 N N N N N N NISSAN AUTO LEASE TRUST NALT_21-A N/A 65480DAB9 4310436.12000000 PA USD 4300289.78000000 0.030811751652 Long ABS-CBDO CORP US N 2 2023-12-15 Fixed 0.30000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAG0 10452000.00000000 PA USD 10346447.34000000 0.074132717149 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_22-3 N/A 42806MAS8 14780000.00000000 PA USD 14466359.53000000 0.103652056013 Long ABS-CBDO CORP US Y 2 2025-03-25 Fixed 3.37000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST FCAT_21-4 N/A 33845AAA5 9509795.08000000 PA USD 9194149.77000000 0.065876458066 Long ABS-CBDO CORP US Y 2 2026-07-17 Fixed 0.81000000 N N N N N N VERIZON OWNER TRUST VZOT_19-C N/A 92348AAD7 11000000.00000000 PA USD 10982650.80000000 0.078691140886 Long ABS-CBDO CORP US N 2 2024-04-22 Fixed 2.16000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AL7 12950000.00000000 PA USD 12883336.64000000 0.092309632446 Long DBT CORP US N 2 2023-05-15 Fixed 3.10000000 N N N N N N VERIZON OWNER TRUST VZOT_20-B N/A 92290BAC5 13620000.00000000 PA USD 13185054.83000000 0.094471455582 Long ABS-CBDO CORP US N 2 2025-02-20 Fixed 0.68000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CS2 37881000.00000000 PA USD 37813330.14000000 0.270934052592 Long DBT CORP US N 2 2023-05-01 Fixed 4.50800000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CC1 9165000.00000000 PA USD 9024317.07000000 0.064659599844 Long DBT CORP US N 2 2024-02-22 Fixed 3.40000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAD1 50600000.00000000 PA USD 49030926.89000000 0.351308590792 Long DBT CORP ES N 2 2024-06-27 Fixed 2.70600000 N N N N N N GS Mortgage Securities Trust 2013-GCJ12 549300SSCQUZ3RRV2T53 36197XAQ7 4719000.00000000 PA USD 4673366.80000000 0.033484863715 Long ABS-MBS CORP US N 2 2046-06-10 Variable 3.77700000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_22-3 N/A 42806MAW9 2760000.00000000 PA USD 2681052.41000000 0.019209849858 Long ABS-CBDO CORP US Y 2 2025-03-25 Fixed 4.35000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVY2 11250000.00000000 PA USD 10581387.19000000 0.075816070756 Long DBT CORP US N 2 2025-01-10 Fixed 1.25000000 N N N N N N TESLA AUTO LEASE TRUST TESLA_21-B N/A 88161KAB1 15451783.20000000 PA USD 15147560.77000000 0.108532890679 Long ABS-CBDO CORP US Y 2 2025-09-22 Fixed 0.36000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CT4 73619000.00000000 PA USD 74153239.10000000 0.531310982339 Long DBT CORP US N 2 2024-11-15 Fixed 5.12500000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCJ5 2400000.00000000 PA USD 2335697.83000000 0.016735370208 Long DBT CORP CA N 2 2023-09-11 Fixed 0.45000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBE3 7000000.00000000 PA USD 6967585.10000000 0.049923031400 Long DBT CORP US Y 2 2023-06-15 Fixed 4.25000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAB2 20720000.00000000 PA USD 20459526.39000000 0.146593340984 Long DBT CORP US N 2 2024-03-15 Fixed 3.65000000 N N N N N N GLS AUTO RECEIVABLES TRUST GCAR_21-3 N/A 36263LAA7 2271764.66000000 PA USD 2261208.91000000 0.016201654058 Long ABS-CBDO CORP US Y 2 2025-01-15 Fixed 0.42000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAG3 9898000.00000000 PA USD 9759569.15000000 0.069927710983 Long DBT CORP US N 2 2024-05-06 Fixed 3.40000000 N N N N N N N/A N/A N/A 4564.00000000 NC USD 669825.08000000 0.004799324015 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long N/A CBOT 2 Year US Treasury Note Future 2023-03-31 937909645.95000000 USD 669825.08000000 N N N N/A N/A N/A 1.00000000 NC 0.59000000 0.000000004227 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 750.95000000 USD 609.00000000 GBP 2023-03-15 0.59000000 N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBF4 32370000.00000000 PA USD 31266107.90000000 0.224022938227 Long DBT CORP US N 2 2023-11-17 Fixed 0.62000000 N N N N N N TOYOTA LEASE OWNER TRUST TLOT_21-B N/A 89239CAC3 19800000.00000000 PA USD 19310644.98000000 0.138361558826 Long ABS-CBDO CORP US Y 2 2024-10-21 Fixed 0.42000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AR7 422000.00000000 PA USD 418910.06000000 0.003001507664 Long DBT CORP US N 2 2023-10-01 Fixed 3.65000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAV6 78350000.00000000 PA USD 77380956.23000000 0.554437707211 Long DBT CORP US N 2 2023-09-01 Fixed 3.12500000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAC0 59410000.00000000 PA USD 57785036.10000000 0.414032140300 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1 N/A 361886CH5 10940000.00000000 PA USD 10680376.30000000 0.076525331766 Long ABS-CBDO CORP US Y 2 2025-08-15 Fixed 0.68000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAY5 4135000.00000000 PA USD 4099004.91000000 0.029369537349 Long DBT CORP GB N 2 2023-09-18 Fixed 3.50000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCJ8 1355000.00000000 PA USD 1346163.08000000 0.009645313368 Long DBT CORP US N 2 2023-07-14 Fixed 3.45000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3 N/A 80285UAD3 940000.00000000 PA USD 925259.30000000 0.006629520619 Long ABS-CBDO CORP US N 2 2026-12-15 Fixed 3.40000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAS2 67408000.00000000 PA USD 66720728.93000000 0.478056743851 Long DBT CORP US N 2 2024-01-31 Fixed 4.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-1 N/A 80286NAF3 5500223.75000000 PA USD 5421318.09000000 0.038843965212 Long ABS-CBDO CORP US N 2 2026-02-17 Fixed 0.75000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAM6 24974000.00000000 PA USD 24764782.06000000 0.177440673440 Long DBT CORP US N 2 2024-03-04 Fixed 4.30000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAN5 22900000.00000000 PA USD 22599652.07000000 0.161927428761 Long DBT CORP US N 2 2024-04-15 Fixed 3.75000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AH7 1131000.00000000 PA USD 1113441.41000000 0.007977853112 Long DBT CORP JP N 2 2023-09-13 Fixed 2.52700000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 N/A 8880000.00000000 PA 6211977.23000000 0.044509070195 Long DBT CORP GB N 2 2023-11-23 Fixed 3.90000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAQ3 62448000.00000000 PA USD 61944119.58000000 0.443832143054 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAC3 861000.00000000 PA USD 847522.08000000 0.006072530267 Long DBT CORP IE N 2 2023-09-23 Fixed 2.87500000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAT5 82858000.00000000 PA USD 80481699.67000000 0.576654660416 Long DBT CORP US Y 2 2023-09-13 Fixed 0.40000000 N N N N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088MAJ1 80121000.00000000 PA USD 78875643.24000000 0.565147200595 Long DBT CORP US N 2 2023-06-01 Fixed 0.90000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YBF5 47611000.00000000 PA USD 46691675.39000000 0.334547758393 Long DBT CORP JP N 2 2024-07-10 Variable 1.24100000 N N N N N N VERIZON OWNER TRUST VZOT_20-A N/A 92348TAD6 14500000.00000000 PA USD 14359094.80000000 0.102883499848 Long ABS-CBDO CORP US N 2 2024-07-22 Fixed 2.06000000 N N N N N N Shopping Centres Australasia Property Retail Trust N/A N/A 8560000.00000000 PA 5988037.00000000 0.042904529314 Long DBT CORP AU N 2 2024-06-07 Fixed 3.90000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661CZ8 370000.00000000 PA USD 366957.87000000 0.002629268104 Long DBT CORP US N 2 2023-09-15 Fixed 3.87500000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 58155QAG8 16990000.00000000 PA USD 16955724.54000000 0.121488457833 Long DBT CORP US N 2 2023-03-15 Fixed 2.85000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C N/A 89231CAB3 14320000.00000000 PA USD 14199263.78000000 0.101738304071 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 3.83000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAQ1 15000000.00000000 PA USD 14434375.50000000 0.103422889133 Long DBT CORP US Y 2 2023-12-08 Fixed 0.45000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AV7 6614000.00000000 PA USD 6526884.49000000 0.046765393556 Long DBT CORP US N 2 2024-01-23 Fixed 3.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAD5 912000.00000000 PA USD 899086.23000000 0.006441989505 Long DBT CORP US N 2 2023-08-16 Fixed 2.20000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AC3 21170000.00000000 PA USD 21183769.81000000 0.151782574625 Long DBT CORP CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_22-B N/A 44918MAB6 12500000.00000000 PA USD 12394845.00000000 0.088809569923 Long ABS-CBDO CORP US N 2 2025-05-15 Fixed 3.64000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AW3 1770000.00000000 PA USD 1747068.62000000 0.012517817912 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607HVC3 31610000.00000000 PA USD 31061539.32000000 0.222557196008 Long DBT CORP CA N 2 2023-06-22 Fixed 0.45000000 N N N N N N N/A N/A N/A 1.00000000 NC -41.84000000 -0.00000029978 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 18597.29000000 USD 17020.00000000 EUR 2023-03-15 -41.84000000 N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEH8 29346000.00000000 PA USD 28945853.79000000 0.207398222902 Long DBT CORP US Y 2 2023-06-08 Fixed 0.90000000 N N N N N N VOLKSWAGEN AUTO LEASE TRUST VWALT_22-A N/A 92868AAB1 16619371.76000000 PA USD 16410991.43000000 0.117585422884 Long ABS-CBDO CORP US N 2 2024-10-21 Fixed 3.02000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAE3 75823000.00000000 PA USD 74892081.60000000 0.536604818983 Long DBT CORP US Y 2 2023-12-15 Fixed 3.87500000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAF6 17246000.00000000 PA USD 17008334.94000000 0.121865413495 Long DBT CORP N/A N 2 2024-01-15 Fixed 3.62500000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AT3 58925000.00000000 PA USD 58645062.06000000 0.420194261378 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FAT3 89370000.00000000 PA USD 86870824.25000000 0.622432998599 Long DBT CORP US N 2 2024-03-08 Fixed 2.12500000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A N/A 891940AB4 12000000.00000000 PA USD 11988464.40000000 0.085897836350 Long ABS-CBDO CORP US N 2 2026-01-15 Fixed 5.05000000 N N N N N N MMAF EQUIPMENT FINANCE LLC MMAF_20-A N/A 60700MAB4 2053493.52000000 PA USD 2036203.72000000 0.014589482696 Long ABS-CBDO CORP US Y 2 2024-04-09 Fixed 0.74000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 N/A 37630000.00000000 PA 26553459.81000000 0.190256622466 Long DBT CORP US N 2 2023-02-17 Fixed 3.50000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_20-B N/A 44891PAD6 3174231.73000000 PA USD 3167270.00000000 0.022693618720 Long ABS-CBDO CORP US Y 2 2024-06-17 Fixed 0.58000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89231XAA9 860000.00000000 PA USD 832553.96000000 0.005965283077 Long ABS-CBDO CORP US Y 2 2031-11-25 Fixed 2.56000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAK8 11544000.00000000 PA USD 11313620.89000000 0.081062555079 Long DBT CORP NO N 2 2024-01-15 Fixed 2.65000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_22-A N/A 16144JAB7 14500000.00000000 PA USD 14391432.70000000 0.103115202220 Long ABS-CBDO CORP US Y 2 2025-10-27 Fixed 3.86000000 N N N N N N Chevron Corp N/A 166764BT6 7992000.00000000 PA USD 7850955.03000000 0.056252412975 Long DBT CORP US N 2 2024-03-03 Fixed 2.89500000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAD9 5000000.00000000 PA USD 4914680.25000000 0.035213884426 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 N/A 4000000.00000000 PA USD 3989032.00000000 0.028581576964 Long DBT CORP ID N 2 2023-05-20 Fixed 4.30000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAC7 79586000.00000000 PA USD 79048706.16000000 0.566387203475 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_20-A N/A 44891TAC0 4828795.51000000 PA USD 4806015.18000000 0.034435294768 Long ABS-CBDO CORP US Y 2 2024-01-16 Fixed 0.33000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AZ8 8475000.00000000 PA USD 8231451.55000000 0.058978686058 Long DBT CORP US N 2 2024-03-17 Fixed 2.12500000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST_20-A N/A 80286RAD9 9950000.00000000 PA USD 9627650.85000000 0.068982510984 Long ABS-CBDO CORP US Y 2 2024-12-20 Fixed 0.65000000 N N N N N N GLS AUTO RECEIVABLES TRUST GCAR_21-4 N/A 36263DAA5 7843836.56000000 PA USD 7736112.45000000 0.055429561205 Long ABS-CBDO CORP US Y 2 2025-07-15 Fixed 0.84000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDK4 51135000.00000000 PA USD 50258531.27000000 0.360104426240 Long DBT CORP US N 2 2023-07-07 Fixed 0.87500000 N N N N N N TESLA AUTO LEASE TRUST TESLA_20-A N/A 88167HAD8 26347.01000000 PA USD 26291.71000000 0.000188381174 Long ABS-CBDO CORP US Y 2 2023-12-20 Fixed 0.78000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAM0 32600000.00000000 PA USD 32478219.44000000 0.232707766845 Long DBT CORP US N 2 2023-08-15 Floating 4.35440000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7L2 15542000.00000000 PA USD 14900361.27000000 0.106761696180 Long DBT CORP CA N 2 2024-01-19 Fixed 0.42500000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WCU2 44362000.00000000 PA USD 43717652.15000000 0.313238760589 Long DBT CORP US Y 2 2023-06-09 Fixed 0.85000000 N N N N N N COMM 2014-CR14 Mortgage Trust N/A 12630DAV6 25682.80000000 PA USD 25592.61000000 0.000183372094 Long ABS-MBS CORP US N 2 2047-02-10 Fixed 3.14700000 N N N N N N Delmarva Power & Light Co NJ98T8DDD027ZFXUDB24 247109BS9 1616000.00000000 PA USD 1598809.56000000 0.011455535701 Long DBT CORP US N 2 2023-11-15 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHF9 56718000.00000000 PA USD 56628329.98000000 0.405744293776 Long DBT CORP US N 2 2024-03-05 Variable 3.55000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXE9 10819000.00000000 PA USD 10670480.01000000 0.076454424445 Long DBT CORP US N 2 2024-02-20 Fixed 3.62500000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3 N/A 03066JAB9 5423729.86000000 PA USD 5387802.53000000 0.038603824857 Long ABS-CBDO CORP US N 2 2025-02-18 Fixed 0.41000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236THF5 9352000.00000000 PA USD 9134108.50000000 0.065446259918 Long DBT CORP US N 2 2023-08-14 Fixed 0.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAS4 4101000.00000000 PA USD 4076162.95000000 0.029205873774 Long DBT CORP US N 2 2023-07-15 Fixed 3.62500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDE3 19462000.00000000 PA USD 19138868.72000000 0.137130774918 Long DBT CORP US N 2 2025-06-14 Variable 3.84500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400HH9 2150000.00000000 PA USD 2102900.21000000 0.015067365767 Long DBT CORP US N 2 2023-08-01 Fixed 0.70000000 N N N N N N GSK Consumer Healthcare Capital US LLC 549300N8C3A3L0UVQB07 36264FAH4 22450000.00000000 PA USD 21921464.81000000 0.157068189385 Long DBT CORP US N 2 2024-03-24 Fixed 3.02400000 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327AL3 28917000.00000000 PA USD 28724270.80000000 0.205810571742 Long DBT CORP US N 2 2023-03-23 Fixed 0.55000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 N/A 41700000.00000000 PA 29419569.99000000 0.210792418795 Long DBT CORP AU N 2 2028-06-22 Floating 5.01000000 N N N N N N N/A N/A N/A 1.00000000 NC 1409750.91000000 0.010100922763 N/A DFE N/A N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 216852749.58000000 AUD 154740158.65000000 USD 2023-03-15 1409750.91000000 N N N HYUNDAI AUTO RECEIVABLES TRUST HART_19-B N/A 44891JAD0 3648192.72000000 PA USD 3614714.71000000 0.025899578315 Long ABS-CBDO CORP US N 2 2025-04-15 Fixed 2.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAM1 8000000.00000000 PA USD 7864779.44000000 0.056351465436 Long DBT CORP US N 2 2024-03-13 Fixed 3.80000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787AU1 32382000.00000000 PA USD 31966707.97000000 0.229042766301 Long DBT CORP US N 2 2023-05-15 Fixed 0.55000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 0641593X2 2200000.00000000 PA USD 2093705.70000000 0.015001486727 Long DBT CORP CA N 2 2024-04-15 Fixed 0.70000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2 N/A 03066EAD6 443532.75000000 PA USD 442251.16000000 0.003168747597 Long ABS-CBDO CORP US N 2 2024-12-18 Fixed 0.66000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AL5 2596000.00000000 PA USD 2572989.29000000 0.018435573196 Long DBT CORP JP N 2 2024-01-16 Fixed 4.05000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2M2 51891000.00000000 PA USD 51502135.07000000 0.369014898185 Long DBT CORP US Y 2 2023-05-26 Fixed 2.80000000 N N N N N N Resimac Bastille Trust Series 2021-2NC N/A 76120BAB6 10955494.18000000 PA USD 10880331.82000000 0.077958021222 Long ABS-MBS CORP AU Y 2 2053-02-03 Floating 5.04000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556CN0 60000000.00000000 PA USD 60006931.80000000 0.429952113606 Long DBT CORP US N 2 2023-04-18 Floating 4.65550000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LSS1 982000.00000000 PA USD 964544.26000000 0.006910998959 Long DBT CORP US Y 2 2024-01-30 Fixed 3.25000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LGU4 22200000.00000000 PA USD 22363820.90000000 0.160237688811 Long DBT CORP CA N 2 2024-12-12 Fixed 5.20000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298CF3 14119000.00000000 PA USD 14516948.11000000 0.104014525252 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N N/A N/A N/A -200.00000000 NC 37662.73000000 0.000269854996 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A SFE 3 Year Australian Bond Future 2023-03-15 -14610977.52000000 AUD 37662.73000000 N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913R2P1 6947000.00000000 PA USD 6527294.15000000 0.046768328787 Long DBT CORP US N 2 2024-09-13 Fixed 0.60000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_22-A N/A 34528LAG0 8350000.00000000 PA USD 8194692.51000000 0.058715306037 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 4.18000000 N N N N N N Omnicom Group Inc / Omnicom Capital Inc N/A 681919BA3 7200000.00000000 PA USD 7060477.39000000 0.050588608446 Long DBT CORP US N 2 2024-11-01 Fixed 3.65000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_21-3 N/A 29373MAB5 9577267.24000000 PA USD 9167697.32000000 0.065686925183 Long ABS-CBDO CORP US Y 2 2027-08-20 Fixed 0.77000000 N N N N N N N/A N/A N/A 1.00000000 NC 11562.06000000 0.000082842631 N/A DFE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 9588228.00000000 AUD 6791125.20000000 USD 2023-03-15 11562.06000000 N N N HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-A N/A 41284NAC4 6151256.87000000 PA USD 5964610.51000000 0.042736677558 Long ABS-CBDO CORP US N 2 2026-04-15 Fixed 0.37000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AS1 2831000.00000000 PA USD 2825368.43000000 0.020243880027 Long DBT CORP US N 2 2023-06-15 Fixed 4.87500000 N N N N N N VERIZON MASTER TRUST VZMT_22-5 N/A 92348KAV5 4010000.00000000 PA USD 3955852.57000000 0.028343844995 Long ABS-CBDO CORP US N 2 2027-07-20 Variable 3.72000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 233851DS0 23810000.00000000 PA USD 23489155.25000000 0.168300755323 Long DBT CORP US Y 2 2024-02-22 Fixed 3.65000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKN8 3740000.00000000 PA USD 3589239.18000000 0.025717045104 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4 N/A 36265QAB2 35500000.00000000 PA USD 35333465.95000000 0.253165724534 Long ABS-CBDO CORP US N 2 2025-11-17 Fixed 4.60000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAS4 31363000.00000000 PA USD 31209245.72000000 0.223615518388 Long DBT CORP US N 2 2023-03-15 Fixed 0.73700000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDU7 35920000.00000000 PA USD 34895678.34000000 0.250028958454 Long DBT CORP US N 2 2025-04-07 Fixed 3.80000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBK5 15227000.00000000 PA USD 15106795.02000000 0.108240802417 Long DBT CORP US N 2 2023-06-05 Fixed 3.05000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M3A0 8330000.00000000 PA USD 8316961.22000000 0.059591366331 Long DBT CORP US N 2 2024-01-03 Variable 4.65080000 N N N N N N CNH EQUIPMENT TRUST CNH_20-A N/A 12597PAD0 2250000.00000000 PA USD 2154803.85000000 0.015439257464 Long ABS-CBDO CORP US N 2 2027-04-15 Fixed 1.51000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAL8 45972000.00000000 PA USD 45792847.58000000 0.328107620477 Long DBT CORP US N 2 2023-11-15 Fixed 4.50000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAJ3 1981000.00000000 PA USD 1963538.73000000 0.014068835079 Long DBT CORP US N 2 2024-01-15 Fixed 4.20000000 N N N N N N DAIMLER TRUCKS RETAIL TRUST 2022-1 DTRT_22-1 N/A 233869AB2 12110000.00000000 PA USD 12079813.40000000 0.086552355661 Long ABS-CBDO CORP US N 2 2024-09-16 Fixed 5.07000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2F1 912000.00000000 PA USD 880453.89000000 0.006308488029 Long DBT CORP US Y 2 2023-12-08 Fixed 1.25000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBA2 37100000.00000000 PA USD 36826579.68000000 0.263863945303 Long DBT CORP IE N 2 2023-09-29 Floating 4.99110000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBG3 34897000.00000000 PA USD 34719637.74000000 0.248767620376 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2 N/A 80286MAC2 8800000.00000000 PA USD 8677616.64000000 0.062175477124 Long ABS-CBDO CORP US N 2 2026-10-15 Fixed 2.98000000 N N N N N N Aon Global Ltd VVT2B79I2Z4U3R6BY589 00185AAD6 52277000.00000000 PA USD 51868400.88000000 0.371639207651 Long DBT CORP GB N 2 2023-11-27 Fixed 4.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 N/A 2800000.00000000 PA 1977627.33000000 0.014169780472 Long DBT CORP US N 2 2023-05-16 Floating 4.24970000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAZ8 7800000.00000000 PA USD 7590261.43000000 0.054384532699 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N N/A N/A N/A 1.00000000 NC -2226201.33000000 -0.01595082332 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 40000000000.00000000 KRW 30481996.57000000 USD 2023-07-10 -2226201.33000000 N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08576PAG6 5500000.00000000 PA USD 5257754.81000000 0.037672027640 Long DBT CORP US N 2 2024-02-15 Fixed 0.95000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AR3 8429000.00000000 PA USD 8362148.08000000 0.059915132026 Long DBT CORP US Y 2 2023-11-13 Fixed 4.25000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_19-B N/A 44891LAD5 9260000.00000000 PA USD 8957037.80000000 0.064177541131 Long ABS-CBDO CORP US N 2 2026-06-15 Fixed 1.72000000 N N N N N N N/A N/A N/A 1.00000000 NC -3276926.67000000 -0.02347931323 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 38000000000.00000000 KRW 27795861.34000000 USD 2023-07-10 -3276926.67000000 N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCR5 1526000.00000000 PA USD 1524291.84000000 0.010921613198 Long DBT CORP US N 2 2024-01-17 Fixed 5.10000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WBP5 2697000.00000000 PA USD 2642237.66000000 0.018931740592 Long DBT CORP US N 2 2024-02-16 Fixed 2.90000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AJ8 22215000.00000000 PA USD 22090114.38000000 0.158276570432 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N VERIZON OWNER TRUST VZOT_20-B N/A 92290BAD3 21010000.00000000 PA USD 20284575.12000000 0.145339807999 Long ABS-CBDO CORP US N 2 2025-02-20 Fixed 0.83000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BL6 2400000.00000000 PA USD 2364994.68000000 0.016945283333 Long DBT CORP US N 2 2023-09-01 Fixed 2.50000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1 N/A 34528QHP2 6730000.00000000 PA USD 6560916.83000000 0.047009236660 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 2.12000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDM0 49057000.00000000 PA USD 47802600.25000000 0.342507580322 Long DBT CORP US N 2 2023-09-08 Fixed 0.65000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAM5 31556000.00000000 PA USD 31694676.00000000 0.227093646142 Long DBT CORP US N 2 2024-01-15 Fixed 5.87500000 N N N N N N Reckitt Benckiser Treasury Services PLC 213800LAXWIUOOBZ3908 75625QAB5 434000.00000000 PA USD 429772.18000000 0.003079335197 Long DBT CORP GB Y 2 2023-09-21 Fixed 3.62500000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBA1 11902000.00000000 PA USD 11416393.76000000 0.081798926884 Long DBT CORP US Y 2 2024-01-12 Fixed 0.47300000 N N N N N N DLL FINANCE LLC DLLAD_21-1 N/A 233262AB0 6530539.40000000 PA USD 6445725.98000000 0.046183889522 Long ABS-CBDO CORP US Y 2 2024-09-20 Fixed 0.35000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAC9 8120000.00000000 PA USD 8202984.05000000 0.058774715260 Long DBT CORP US N 2 2025-03-31 Fixed 5.87500000 N N N N N N JPMORGAN CHASE BANK NA CACLN_21-2 N/A 48128U2M0 5235517.59000000 PA USD 5037006.13000000 0.036090354345 Long ABS-CBDO CORP US Y 2 2028-12-26 Fixed 0.88900000 N N N N N N Legg Mason Inc OWUNCC6U1ZJXMZKFBJ36 524901AT2 10000000.00000000 PA USD 9830506.30000000 0.070435978556 Long DBT CORP US N 2 2024-07-15 Fixed 3.95000000 N N N N N N Oklahoma Gas and Electric Co 549300VJ8YXGPO8EV472 678858BW0 352000.00000000 PA USD 347061.51000000 0.002486709873 Long DBT CORP US N 2 2023-05-26 Fixed 0.55300000 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VAC7 37540000.00000000 PA USD 36754776.20000000 0.263349470441 Long DBT CORP US Y 2 2024-03-15 Fixed 3.42800000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3 N/A 262081AC6 18251079.04000000 PA USD 18156582.25000000 0.130092652300 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 0.79000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TKN4 12115000.00000000 PA USD 12157948.40000000 0.087112196122 Long DBT CORP US N 2 2025-01-10 Fixed 4.80000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAK5 20000000.00000000 PA USD 19599677.80000000 0.140432490769 Long DBT CORP ES N 2 2024-06-30 Variable 0.70100000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CC3 15763000.00000000 PA USD 15538792.92000000 0.111336084989 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BA1 57929000.00000000 PA USD 57577465.39000000 0.412544887698 Long DBT CORP JP N 2 2023-07-26 Fixed 3.76100000 N N N N N N QPH Finance Co Pty Ltd 549300DAS54SITV58008 N/A 9520000.00000000 PA 6708858.63000000 0.048069245690 Long DBT CORP AU N 2 2023-06-07 Fixed 3.75000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAG8 75299000.00000000 PA USD 73385233.75000000 0.525808192684 Long DBT CORP GB N 2 2023-09-02 Fixed 0.75000000 N N N N N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 008252AM0 9420000.00000000 PA USD 9325090.67000000 0.066814654955 Long DBT CORP US N 2 2024-02-15 Fixed 4.25000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CH1 17000000.00000000 PA USD 16755073.18000000 0.120050782655 Long DBT CORP US N 2 2023-08-19 Fixed 2.25000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-3 N/A 03066PAC3 4722697.00000000 PA USD 4664173.34000000 0.033418992199 Long ABS-CBDO CORP US N 2 2025-06-18 Fixed 0.53000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115A2J0 54323000.00000000 PA USD 53903104.94000000 0.386217945222 Long DBT CORP CA N 2 2024-09-13 Fixed 4.28500000 N N N N N N HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A N/A 41284YAD8 5660000.00000000 PA USD 5516131.29000000 0.039523305656 Long ABS-CBDO CORP US N 2 2027-02-15 Fixed 3.06000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EU8 8264000.00000000 PA USD 8223401.45000000 0.058921006763 Long DBT CORP US N 2 2023-06-08 Fixed 3.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAP2 10040000.00000000 PA USD 9822786.41000000 0.070380665229 Long DBT CORP US N 2 2024-04-15 Fixed 3.50000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587DG9 1296000.00000000 PA USD 1237544.65000000 0.008867057887 Long DBT CORP US N 2 2024-02-26 Fixed 0.60000000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD JHE42UYNWWTJB8YTTU19 05252ADF5 35000000.00000000 PA USD 35048668.20000000 0.251125137040 Long DBT CORP AU Y 2 2025-02-03 Fixed 4.82900000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCQ9 18965000.00000000 PA USD 18132854.30000000 0.129922640570 Long DBT CORP CA N 2 2024-03-04 Fixed 0.55000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_19-1 N/A 26208NAG9 580559.71000000 PA USD 578887.47000000 0.004147752331 Long ABS-CBDO CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BZ5 7610000.00000000 PA USD 7636807.90000000 0.054718040055 Long DBT CORP US N 2 2026-01-26 Variable 4.85700000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GYL2 54900000.00000000 PA USD 53097258.58000000 0.380444023188 Long DBT CORP US N 2 2024-10-21 Variable 0.92500000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913R2Y2 19364000.00000000 PA USD 19564258.03000000 0.140178706673 Long DBT CORP US N 2 2025-01-17 Fixed 4.90000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CU1 38760000.00000000 PA USD 37735352.66000000 0.270375340767 Long DBT CORP GB N 2 2024-08-17 Variable 0.73200000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AG0 10672000.00000000 PA USD 10447337.86000000 0.074855601840 Long DBT CORP GB N 2 2024-06-01 Fixed 3.00000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2 N/A 26208VAF3 790792.96000000 PA USD 784307.51000000 0.005619595295 Long ABS-CBDO CORP US N 2 2026-08-17 Fixed 2.28000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A N/A 96042WAD9 28100000.00000000 PA USD 27369669.76000000 0.196104800046 Long ABS-CBDO CORP US Y 2 2025-07-15 Fixed 2.42000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-B N/A 65480JAB6 18470000.00000000 PA USD 18378370.33000000 0.131681772938 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 4.50000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2 N/A 361886CM4 29460000.00000000 PA USD 28528477.75000000 0.204407706554 Long ABS-CBDO CORP US Y 2 2025-10-15 Fixed 0.69000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1 N/A 80287GAC4 15610000.00000000 PA USD 15575653.32000000 0.111600191258 Long ABS-CBDO CORP US N 2 2027-04-15 Fixed 4.88000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CM8 11230000.00000000 PA USD 11136269.03000000 0.079791821769 Long DBT CORP US N 2 2024-03-01 Fixed 3.60000000 N N N N N N ANZ New Zealand Int'l Ltd/London 213800VD256NU2D97H12 00182EBK4 17345000.00000000 PA USD 17051276.30000000 0.122173090090 Long DBT CORP NZ Y 2 2024-03-19 Fixed 3.40000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 581557BE4 50000000.00000000 PA USD 49326805.50000000 0.353428573100 Long DBT CORP US N 2 2024-03-15 Fixed 3.79600000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A N/A 98163NAD8 1200000.00000000 PA USD 1173469.20000000 0.008407954675 Long ABS-CBDO CORP US N 2 2027-06-15 Fixed 3.34000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_21-4 N/A 14318DAB5 11420000.00000000 PA USD 11410218.77000000 0.081754682829 Long ABS-CBDO CORP US N 2 2026-01-15 Fixed 5.23000000 N N N N N N MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-1 N/A 58770AAB9 13340000.00000000 PA USD 13345710.85000000 0.095622562517 Long ABS-CBDO CORP US N 2 2026-01-15 Fixed 5.09000000 N N N N N N Pepper Residential Securities Trust No. 22 N/A 71338AAA9 1316992.80000000 PA USD 1313721.92000000 0.009412871134 Long ABS-MBS CORP AU Y 2 2060-06-20 Floating 5.35290000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_21-B N/A 345329AB2 920821.32000000 PA USD 919279.40000000 0.006586674391 Long ABS-CBDO CORP US N 2 2024-04-15 Fixed 0.24000000 N N N N N N US Airways 2001-1C Pass Through Trust N/A 90332UAP8 15815.63000000 PA USD 15815.63000000 0.000113319633 Long DBT CORP US N 3 2023-09-20 Fixed 7.34600000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424AQ1 3000000.00000000 PA USD 2978658.66000000 0.021342210777 Long DBT CORP US N 2 2023-05-15 Fixed 2.62500000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BW5 24000000.00000000 PA USD 23202317.76000000 0.166245553009 Long DBT CORP US N 2 2024-08-15 Fixed 2.30000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCL8 2105000.00000000 PA USD 2097168.56000000 0.015026298261 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N General Property Trust 549300SW9ZVCAW2QHF98 N/A 20520000.00000000 PA 14419395.65000000 0.103315557897 Long DBT CORP AU N 2 2023-11-07 Fixed 3.59100000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4 N/A 80286FAC7 19480000.00000000 PA USD 19263943.42000000 0.138026940244 Long ABS-CBDO CORP US N 2 2027-02-16 Fixed 4.14000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AN5 2175000.00000000 PA USD 2164630.97000000 0.015509669180 Long DBT CORP US N 2 2023-06-15 Fixed 3.95000000 N N N N N N USAA AUTO OWNER TRUST USAOT_22-A N/A 90291UAB8 27920000.00000000 PA USD 27834436.37000000 0.199434871761 Long ABS-CBDO CORP US Y 2 2025-02-18 Fixed 4.60000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAL4 59858000.00000000 PA USD 57184694.43000000 0.409730667751 Long DBT CORP US N 2 2024-03-15 Fixed 0.75000000 N N N N N N GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3 N/A 362590AF8 900000.00000000 PA USD 844042.14000000 0.006047596355 Long ABS-CBDO CORP US N 2 2026-01-16 Fixed 1.37000000 N N N N N N BMW VEHICLE LEASE TRUST BMWLT_22-1 N/A 05601XAB5 6487948.07000000 PA USD 6444811.00000000 0.046177333653 Long ABS-CBDO CORP US N 2 2024-05-28 Fixed 0.67000000 N N N N N N Five Corners Funding Trust N/A 33829TAA4 34381000.00000000 PA USD 34105311.14000000 0.244365945233 Long DBT CORP US Y 2 2023-11-15 Fixed 4.41900000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDF8 24990000.00000000 PA USD 24198936.05000000 0.173386363702 Long DBT CORP NL Y 2 2024-07-22 Fixed 2.62500000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3J8 2250000.00000000 PA USD 2171037.80000000 0.015555574378 Long DBT CORP US Y 2 2024-03-08 Fixed 2.51400000 N N N N N N FLAGSHIP CREDIT AUTO TRUST FCAT_21-1 N/A 33843WAA9 807270.74000000 PA USD 803758.06000000 0.005758959279 Long ABS-CBDO CORP US Y 2 2025-06-16 Fixed 0.31000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAG3 278000.00000000 PA USD 275199.52000000 0.001971815784 Long DBT CORP US N 2 2023-12-01 Fixed 3.80000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_20-A N/A 34528GAK2 1525018.57000000 PA USD 1512055.00000000 0.010833935741 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 1.04000000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAA4 6619000.00000000 PA USD 6623692.28000000 0.047459025319 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N KUBOTA CREDIT OWNER TRUST KCOT_20-2 N/A 50116YAD3 4810000.00000000 PA USD 4563685.19000000 0.032698990506 Long ABS-CBDO CORP US Y 2 2026-06-15 Fixed 0.73000000 N N N N N N DONLEN FLEET LEASE FUNDING DFLF2_21-2 N/A 257812AD9 6002989.87000000 PA USD 5825384.81000000 0.041739119740 Long ABS-CBDO CORP US Y 2 2034-12-11 Fixed 0.56000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 AZ7115639 2568000.00000000 PA 1821863.22000000 0.013053724272 Long DBT CORP AU N 2 2029-07-26 Floating 5.38210000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BB9 747000.00000000 PA USD 734555.15000000 0.005263117607 Long DBT CORP US Y 2 2024-02-01 Fixed 3.90000000 N N N N N N VERIZON OWNER TRUST VZOT_20-A N/A 92348TAC8 16280000.00000000 PA USD 16160535.73000000 0.115790897579 Long ABS-CBDO CORP US N 2 2024-07-22 Fixed 1.98000000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B N/A 80286DAC2 22600000.00000000 PA USD 21983431.32000000 0.157512181956 Long ABS-CBDO CORP US Y 2 2024-08-20 Fixed 0.51000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AS8 84479000.00000000 PA USD 84044606.45000000 0.602183032800 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N Airservices Australia 984500E3D9SF5M749X15 N/A 6290000.00000000 PA 4426898.98000000 0.031718911733 Long DBT NUSS AU N 2 2023-05-15 Fixed 2.75000000 N N N N N N MASTER CREDIT CARD TRUST MSTCCT_20-1 N/A 576339CF0 5320000.00000000 PA USD 5299869.65000000 0.037973782186 Long ABS-CBDO CORP CA Y 2 2024-09-21 Fixed 1.99000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAS2 20097000.00000000 PA USD 19731463.50000000 0.141376740684 Long DBT CORP NL Y 2 2024-03-16 Fixed 3.12500000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAF3 11775000.00000000 PA USD 11699991.60000000 0.083830916974 Long DBT CORP US N 2 2023-10-15 Fixed 4.00000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-A N/A 65479MAC0 6278469.79000000 PA USD 6203506.74000000 0.044448378789 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 1.38000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-3 N/A 43813KAD4 10740000.00000000 PA USD 10256570.05000000 0.073488742701 Long ABS-CBDO CORP US N 2 2027-04-19 Fixed 0.46000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CP3 919000.00000000 PA USD 913864.33000000 0.006547875194 Long DBT CORP US N 2 2024-01-16 Fixed 4.30000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-4 N/A 02530TAC5 9200000.00000000 PA USD 9120178.96000000 0.065346454196 Long ABS-CBDO CORP US Y 2 2026-02-13 Fixed 0.86000000 N N N N N N VERIZON OWNER TRUST VZOT_20-B N/A 92290BAA9 20625750.46000000 PA USD 20316506.52000000 0.145568597782 Long ABS-CBDO CORP US N 2 2025-02-20 Fixed 0.47000000 N N N N N N HSBC USA Inc 549300LBOHZ4QSIWU288 40428HTA0 2460000.00000000 PA USD 2430231.20000000 0.017412705659 Long DBT CORP US N 2 2024-05-24 Fixed 3.75000000 N N N N N N Sumitomo Mitsui Trust Bank Ltd 5493006GGLR4BTEL8O61 86563VAQ2 22300000.00000000 PA USD 21701346.47000000 0.155491032502 Long DBT CORP JP Y 2 2023-09-12 Fixed 0.80000000 N N N N N N N/A N/A N/A 1.00000000 NC -3294128.62000000 -0.02360256590 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 38190000000.00000000 KRW 27934023.33000000 USD 2023-07-10 -3294128.62000000 N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_19-4 N/A 26209AAG6 1734598.86000000 PA USD 1694793.29000000 0.012143263041 Long ABS-CBDO CORP US N 2 2027-02-16 Fixed 2.70000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHR3 24624000.00000000 PA USD 24151713.90000000 0.173048015071 Long DBT CORP US N 2 2025-03-15 Variable 3.45800000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAT8 8130000.00000000 PA USD 7982163.35000000 0.057192525938 Long DBT CORP US N 2 2024-09-01 Fixed 3.40000000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAU6 14065000.00000000 PA USD 13896361.63000000 0.099567997813 Long DBT CORP NL N 2 2024-08-22 Fixed 3.87500000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAS3 33100000.00000000 PA USD 31882551.22000000 0.228439779755 Long DBT CORP CA N 2 2025-02-01 Fixed 2.90000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2R3 101159000.00000000 PA USD 99964709.76000000 0.716251222285 Long DBT CORP US N 2 2024-06-02 Variable 1.65400000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MCC2 1598000.00000000 PA USD 1533089.56000000 0.010984649221 Long DBT CORP JP N 2 2024-01-12 Fixed 0.50800000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZH3 109663000.00000000 PA USD 108458279.57000000 0.777107996367 Long DBT CORP CA N 2 2024-07-26 Fixed 3.97000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AK7 1163000.00000000 PA USD 1130361.60000000 0.008099086963 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VAJ0 47048000.00000000 PA USD 46561215.52000000 0.333613008104 Long DBT CORP US N 2 2023-07-15 Fixed 3.15000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CC8 10000000.00000000 PA USD 9920266.90000000 0.071079116916 Long DBT CORP N/A N 2 2023-05-12 Fixed 2.37500000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AB6 12235000.00000000 PA USD 11824915.71000000 0.084726003317 Long DBT CORP US Y 2 2023-12-14 Fixed 1.12500000 N N N N N N N/A N/A N/A 1.00000000 NC -19794.45000000 -0.00014182804 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 7260178.37000000 USD 10239959.47000000 AUD 2023-03-15 -19794.45000000 N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAA6 16325000.00000000 PA USD 16028517.27000000 0.114844979929 Long DBT CORP US N 2 2023-10-01 Fixed 2.45000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-C N/A 89237VAC3 7530000.00000000 PA USD 7160116.61000000 0.051302527521 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 0.57000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CL2 17370000.00000000 PA USD 16725984.50000000 0.119842361077 Long DBT CORP US N 2 2024-09-06 Fixed 1.75000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAK7 33861000.00000000 PA USD 33849454.75000000 0.242532723764 Long DBT CORP US N 2 2023-02-06 Fixed 3.35000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BJ8 6246000.00000000 PA USD 6211228.02000000 0.044503702075 Long DBT CORP US N 2 2023-08-01 Fixed 4.37500000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B N/A 80286DAB4 867274.92000000 PA USD 865066.32000000 0.006198235462 Long ABS-CBDO CORP US Y 2 2024-01-22 Fixed 0.31000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2 N/A 05377RCU6 3116666.54000000 PA USD 3110341.89000000 0.022285726490 Long ABS-CBDO CORP US Y 2 2024-03-20 Fixed 2.97000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBB8 1623000.00000000 PA USD 1601918.25000000 0.011477809592 Long DBT CORP US N 2 2024-02-14 Fixed 3.80000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CA3 43811000.00000000 PA USD 43309220.79000000 0.310312333238 Long DBT CORP US Y 2 2023-06-30 Fixed 2.95000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBL3 29862000.00000000 PA USD 29617695.39000000 0.212211995366 Long DBT CORP US N 2 2024-09-01 Fixed 4.25500000 N N N N N N Bank of New York Mellon/The HPFHU0OQ28E4N0NFVK49 06405LAC5 4050000.00000000 PA USD 4078249.56000000 0.029220824420 Long DBT CORP US N 2 2025-11-21 Variable 5.22400000 N N N N N N DELL EQUIPMENT FINANCE TRUST DEFT_21-2 N/A 24702VAC6 5299782.39000000 PA USD 5256696.22000000 0.037664442799 Long ABS-CBDO CORP US Y 2 2026-12-22 Fixed 0.33000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES CACLN_20-1 N/A 46591HAN0 3365893.87000000 PA USD 3316147.64000000 0.023760333082 Long ABS-CBDO CORP US Y 2 2028-01-25 Fixed 0.99100000 N N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903AK5 32238000.00000000 PA USD 31433464.28000000 0.225222053515 Long DBT CORP US N 2 2023-08-15 Fixed 0.35000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAU9 1622000.00000000 PA USD 1589057.67000000 0.011385663012 Long DBT CORP US N 2 2024-07-08 Fixed 3.40000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_22-2 N/A 02008MAB5 35500000.00000000 PA USD 35369644.00000000 0.253424941738 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 4.62000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BX1 28124000.00000000 PA USD 27629906.32000000 0.197969405611 Long DBT CORP US N 2 2024-02-06 Fixed 2.87500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VGF5 3521000.00000000 PA USD 3361831.29000000 0.024087658298 Long DBT CORP US N 2 2024-03-22 Fixed 0.75000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DT2 35175000.00000000 PA USD 34016554.29000000 0.243729998783 Long DBT CORP US N 2 2023-11-13 Fixed 0.53700000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAZ3 21883000.00000000 PA USD 21212279.05000000 0.151986844492 Long DBT CORP US N 2 2023-10-15 Fixed 0.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 N/A 8436000.00000000 PA 5953453.29000000 0.042656735622 Long DBT CORP GB N 2 2024-02-16 Floating 4.14970000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAD3 41311000.00000000 PA USD 41096198.09000000 0.294455935338 Long DBT CORP US N 2 2023-08-08 Fixed 4.20000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3 N/A 14687JAD1 4166675.47000000 PA USD 4133952.48000000 0.029619938113 Long ABS-CBDO CORP US N 2 2025-01-10 Fixed 0.38000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_20-B N/A 44933FAD8 8020000.00000000 PA USD 7697449.23000000 0.055152537657 Long ABS-CBDO CORP US N 2 2025-12-15 Fixed 0.62000000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622BJ2 1910000.00000000 PA USD 1892218.26000000 0.013557821003 Long DBT CORP JP N 2 2024-01-10 Fixed 3.95000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3 N/A 025286AB1 3192665.84000000 PA USD 3184093.21000000 0.022814157706 Long ABS-CBDO CORP US Y 2 2026-02-13 Fixed 0.66000000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST MBALT_20-B N/A 58769EAD0 4775000.00000000 PA USD 4751045.74000000 0.034041436488 Long ABS-CBDO CORP US N 2 2026-06-15 Fixed 0.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFN5 8000000.00000000 PA USD 7961878.24000000 0.057047182298 Long DBT CORP US N 2 2023-08-15 Fixed 4.12500000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAE7 8470000.00000000 PA USD 8421177.31000000 0.060338078866 Long DBT CORP US N 2 2023-05-01 Fixed 3.25000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BC7 4472000.00000000 PA USD 4443621.18000000 0.031838726978 Long DBT CORP US Y 2 2023-08-01 Fixed 4.12500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DM9 11976000.00000000 PA USD 11479187.62000000 0.082248847452 Long DBT CORP US N 2 2024-09-11 Fixed 1.80000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AU2 19789000.00000000 PA USD 19181930.87000000 0.137439316979 Long DBT CORP US N 2 2023-11-17 Fixed 0.95000000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_20-1 N/A 92868JAE6 3590000.00000000 PA USD 3467934.26000000 0.024847890405 Long ABS-CBDO CORP US N 2 2026-08-20 Fixed 1.26000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AT3 24439000.00000000 PA USD 23650741.81000000 0.169458529615 Long DBT CORP US N 2 2023-11-08 Fixed 0.84100000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 06418BAC2 5366000.00000000 PA USD 5224390.67000000 0.037432972216 Long DBT CORP CA N 2 2024-03-11 Fixed 2.44000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAX1 24000000.00000000 PA USD 22954731.84000000 0.164471589795 Long DBT CORP NL Y 2 2024-03-11 Fixed 0.65000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557CAY9 29322000.00000000 PA USD 29097658.55000000 0.208485910199 Long DBT CORP FI Y 2 2023-08-30 Fixed 3.75000000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WCV0 65560000.00000000 PA USD 63900847.51000000 0.457852178474 Long DBT CORP US Y 2 2023-08-28 Fixed 0.48000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2 N/A 80285RAF5 952883.80000000 PA USD 949608.26000000 0.006803981910 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 1.46000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BD8 9000000.00000000 PA USD 8926574.40000000 0.063959269628 Long DBT CORP US N 2 2023-11-29 Fixed 4.20000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5 N/A 26208MAG1 2358784.05000000 PA USD 2357238.81000000 0.016889712208 Long ABS-CBDO CORP US N 2 2026-04-15 Fixed 4.30000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAG4 2144000.00000000 PA USD 2121525.73000000 0.015200818377 Long DBT CORP FR N 2 2024-01-15 Fixed 3.70000000 N N N N N N State Bank of India/London 5493001JZ37UBBZF6L49 AU5885655 6550000.00000000 PA USD 6524410.46000000 0.046747667030 Long DBT CORP IN N 2 2023-09-28 Fixed 4.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_22-B N/A 34534LAB3 20611158.51000000 PA USD 20457873.32000000 0.146581496670 Long ABS-CBDO CORP US N 2 2025-02-15 Fixed 3.44000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-A N/A 65479MAD8 6830000.00000000 PA USD 6556918.84000000 0.046980590899 Long ABS-CBDO CORP US N 2 2027-05-17 Fixed 1.70000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_20-3 N/A 14315FAE7 4660000.00000000 PA USD 4445148.84000000 0.031849672724 Long ABS-CBDO CORP US N 2 2026-03-16 Fixed 0.77000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2 N/A 03066EAF1 2520000.00000000 PA USD 2395085.11000000 0.017160882491 Long ABS-CBDO CORP US N 2 2026-02-18 Fixed 1.48000000 N N N N N N DT AUTO OWNER TRUST DTAOT_22-2 N/A 23345AAA1 5177468.36000000 PA USD 5097041.57000000 0.036520510721 Long ABS-CBDO CORP US Y 2 2026-06-15 Fixed 2.88000000 N N N N N N CNH EQUIPMENT TRUST CNH_20-A N/A 12597PAC2 2406146.26000000 PA USD 2375034.79000000 0.017017221131 Long ABS-CBDO CORP US N 2 2025-06-16 Fixed 1.16000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3 N/A 362569AG0 4760000.00000000 PA USD 4697752.05000000 0.033659585026 Long ABS-CBDO CORP US N 2 2025-02-20 Fixed 1.71000000 N N N N N N Pepper Residential Securities Trust No. 24 N/A 71338CAA5 1285200.01000000 PA USD 1282326.17000000 0.009187919305 Long ABS-MBS CORP AU Y 2 2060-11-18 Floating 5.23910000 N N N N N N Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc N/A 05724BAB5 10227000.00000000 PA USD 9905834.16000000 0.070975705745 Long DBT CORP US N 2 2023-12-15 Fixed 1.23100000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 0641598J8 91465000.00000000 PA USD 88940719.66000000 0.637263883628 Long DBT CORP CA N 2 2023-09-15 Fixed 0.40000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513ECG4 5776000.00000000 PA USD 5678677.87000000 0.040687958531 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N DLLST LLC N/A 23292GAC7 11000000.00000000 PA USD 10781723.70000000 0.077251490020 Long ABS-CBDO CORP US Y 2 2025-01-21 Fixed 3.40000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-2 N/A 380144AC9 23446341.23000000 PA USD 23180722.32000000 0.166090820800 Long ABS-CBDO CORP US N 2 2024-05-20 Fixed 0.34000000 N N N N N N COMM 2014-CCRE16 Mortgage Trust N/A 12591VAC5 1293358.63000000 PA USD 1281498.53000000 0.009181989230 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 3.65300000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBM1 2705000.00000000 PA USD 2618245.89000000 0.018759838581 Long DBT CORP JP N 2 2024-07-16 Fixed 2.69600000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813CY3 42000000.00000000 PA USD 41747272.98000000 0.299120913478 Long DBT CORP US N 2 2023-12-01 Floating 4.44980000 N N N N N N LYB International Finance BV 549300J6QSW38QNOJK61 50247VAA7 30972000.00000000 PA USD 30788409.75000000 0.220600211500 Long DBT CORP NL N 2 2023-07-15 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAQ1 10000000.00000000 PA USD 9964474.70000000 0.071395867606 Long DBT CORP US N 2 2024-04-24 Variable 3.73700000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B N/A 58769KAD6 20110000.00000000 PA USD 19609548.57000000 0.140503215239 Long ABS-CBDO CORP US N 2 2024-11-15 Fixed 0.40000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BG6 7654000.00000000 PA USD 7598604.94000000 0.054444314288 Long DBT CORP US N 2 2023-08-01 Fixed 3.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJC4 19000000.00000000 PA USD 18794185.73000000 0.134661107237 Long DBT CORP US N 2 2024-05-19 Variable 1.48600000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAZ6 31336000.00000000 PA USD 31274916.11000000 0.224086049411 Long DBT CORP US N 2 2023-03-15 Fixed 3.35000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2 N/A 36266FAE9 5250000.00000000 PA USD 5114111.10000000 0.036642814600 Long ABS-CBDO CORP US N 2 2026-05-20 Fixed 4.02000000 N N N N N N GLS AUTO RECEIVABLES TRUST GCAR_22-1 N/A 36263XAA1 7360062.19000000 PA USD 7259231.55000000 0.052012690108 Long ABS-CBDO CORP US Y 2 2025-08-15 Fixed 1.98000000 N N N N N N CNH EQUIPMENT TRUST CNH_21-C N/A 12598LAB2 6844716.78000000 PA USD 6752617.69000000 0.048382781140 Long ABS-CBDO CORP US N 2 2025-01-15 Fixed 0.33000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 N/A 11840000.00000000 PA 8339551.77000000 0.059753228543 Long DBT CORP US N 2 2023-05-16 Fixed 3.60000000 N N N N N N RESIMAC Premier Series 2020-1 N/A 76120GAB5 1725203.40000000 PA USD 1665843.29000000 0.011935835110 Long ABS-MBS CORP AU Y 2 2052-02-07 Fixed 1.27400000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813CE7 1567000.00000000 PA USD 1514158.30000000 0.010849005971 Long DBT CORP US N 2 2023-12-01 Fixed 0.86800000 N N N N N N N/A N/A N/A 1.00000000 NC -3294128.62000000 -0.02360256590 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 38190000000.00000000 KRW 27934023.33000000 USD 2023-07-10 -3294128.62000000 N N N Aurizon Network Pty Ltd 549300FNL9A7DVZKZ444 N/A 16120000.00000000 PA 11277813.62000000 0.080805994529 Long DBT CORP AU N 2 2024-06-21 Fixed 4.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_19-1 N/A 34532PAA8 30270000.00000000 PA USD 29807362.40000000 0.213570967228 Long ABS-CBDO CORP US Y 2 2030-07-15 Fixed 3.52000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLE N/A 96043JAE5 32220000.00000000 PA USD 31428902.34000000 0.225189367029 Long ABS-CBDO CORP US Y 2 2025-06-16 Fixed 0.95000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FY4 38368000.00000000 PA USD 37947962.10000000 0.271898696076 Long DBT CORP US N 2 2023-10-01 Fixed 3.50000000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAB6 23613000.00000000 PA USD 23389948.06000000 0.167589931760 Long DBT CORP GB N 2 2024-01-30 Fixed 4.00000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2 N/A 03065WAB1 36971515.45000000 PA USD 36751091.27000000 0.263323067767 Long ABS-CBDO CORP US N 2 2025-12-18 Fixed 4.20000000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAJ7 44405000.00000000 PA USD 43934715.53000000 0.314794028559 Long DBT CORP US Y 2 2023-09-19 Fixed 3.85000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_20-A N/A 34528GAL0 2340000.00000000 PA USD 2267408.75000000 0.016246076165 Long ABS-CBDO CORP US N 2 2025-07-15 Fixed 1.35000000 N N N N N N DLLST LLC N/A 23292GAD5 2810000.00000000 PA USD 2707749.44000000 0.019401135167 Long ABS-CBDO CORP US Y 2 2028-09-20 Fixed 3.69000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_20-3 N/A 14315FAD9 14240733.50000000 PA USD 14004384.32000000 0.100341984792 Long ABS-CBDO CORP US N 2 2025-03-17 Fixed 0.62000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BE2 16931000.00000000 PA USD 16266302.32000000 0.116548719510 Long DBT CORP US N 2 2025-11-01 Variable 2.35400000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKK4 19951000.00000000 PA USD 19724480.93000000 0.141326710285 Long DBT CORP US N 2 2023-12-01 Fixed 3.87500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XW20 56642000.00000000 PA USD 56162658.01000000 0.402407735120 Long DBT CORP CA N 2 2023-10-05 Fixed 3.70000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAW9 11200000.00000000 PA USD 11036387.49000000 0.079076166462 Long DBT CORP US N 2 2023-12-15 Fixed 3.13000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CW7 26200000.00000000 PA USD 25267270.83000000 0.181041025970 Long DBT CORP GB N 2 2024-11-22 Variable 1.16200000 N N N N N N 7-Eleven Inc 549300K23JPL0SS3LB18 817826AB6 73354000.00000000 PA USD 70154539.85000000 0.502660139134 Long DBT CORP US Y 2 2024-02-10 Fixed 0.80000000 N N N N N N Guardian Life Global Funding 635400NHILJ5JEKILC36 40139LAE3 18931000.00000000 PA USD 18862630.13000000 0.135151514155 Long DBT CORP US Y 2 2023-04-25 Fixed 3.40000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJT8 3576000.00000000 PA USD 3543699.10000000 0.025390748573 Long DBT CORP US N 2 2024-02-01 Fixed 3.87500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BS4 11031000.00000000 PA USD 10935004.38000000 0.078349752344 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BQ8 1482000.00000000 PA USD 1468419.68000000 0.010521286893 Long DBT CORP US N 2 2023-09-01 Fixed 3.50000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAM4 19433000.00000000 PA USD 18796580.33000000 0.134678264644 Long DBT CORP US N 2 2024-12-15 Fixed 3.45000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAE0 500000.00000000 PA USD 500000.00000000 0.003582520391 Long DBT CORP US N 2 2023-10-02 Fixed 4.87500000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAP8 2000000.00000000 PA USD 1988678.54000000 0.014248962843 Long DBT CORP US N 2 2023-05-02 Fixed 2.95000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAD2 2870000.00000000 PA USD 2869831.73000000 0.020562461385 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AK1 11121000.00000000 PA USD 11030089.94000000 0.079031044259 Long DBT CORP US N 2 2023-09-15 Fixed 3.70000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159VK9 3338000.00000000 PA USD 3312044.35000000 0.023730932842 Long DBT CORP CA N 2 2023-05-01 Fixed 1.62500000 N N N N N N N/A N/A N/A 1.00000000 NC 0.83000000 0.000000005946 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 2254.18000000 USD 1827.32000000 GBP 2023-03-15 0.83000000 N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AK6 25470000.00000000 PA USD 24788719.53000000 0.177612186389 Long DBT CORP US N 2 2023-09-01 Fixed 0.55000000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747AU1 45198000.00000000 PA USD 44701167.31000000 0.320285686821 Long DBT CORP US N 2 2024-01-15 Fixed 3.95000000 N N N N N N N/A N/A N/A 1.00000000 NC 2040.51000000 0.000014620337 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 504733.87000000 GBP 624909.04000000 USD 2023-03-15 2040.51000000 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBG9 40528000.00000000 PA USD 39303521.86000000 0.281611337040 Long DBT CORP CA N 2 2023-10-04 Fixed 0.55000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-A N/A 89232HAC9 828970.03000000 PA USD 824703.65000000 0.005909035286 Long ABS-CBDO CORP US N 2 2024-05-15 Fixed 1.66000000 N N N N N N WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-D N/A 98163VAB4 34175000.00000000 PA USD 34179063.41000000 0.244894383255 Long ABS-CBDO CORP US N 2 2026-03-16 Fixed 5.51000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468T9 22323000.00000000 PA USD 22308611.49000000 0.159842111136 Long DBT CORP US N 2 2023-11-10 Variable 4.57600000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAB7 18337000.00000000 PA USD 18363186.15000000 0.131572977669 Long DBT CORP US Y 2 2023-11-15 Fixed 5.62500000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAK5 33311000.00000000 PA USD 33000733.35000000 0.236451600319 Long DBT CORP CA N 2 2023-10-16 Fixed 3.75000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687CZ7 8130000.00000000 PA USD 7994569.97000000 0.057281419877 Long DBT CORP US N 2 2024-09-15 Fixed 3.70000000 N N N N N N Jackson Financial Inc 213800WXW2KG1N4CO374 46817MAJ6 15474000.00000000 PA USD 14983165.49000000 0.107354991793 Long DBT CORP US N 2 2023-11-22 Fixed 1.12500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368FAA7 77590000.00000000 PA USD 75439889.54000000 0.540529885215 Long DBT CORP CA N 2 2023-09-15 Fixed 0.40000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DD6 17465000.00000000 PA USD 17328735.62000000 0.124161097434 Long DBT CORP US N 2 2023-06-01 Fixed 2.75000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236THA6 4901000.00000000 PA USD 4805097.33000000 0.034428718335 Long DBT CORP US N 2 2023-08-25 Fixed 1.35000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109BD5 40935000.00000000 PA USD 40777104.70000000 0.292169618186 Long DBT CORP US N 2 2024-02-06 Fixed 4.60000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAQ4 3908000.00000000 PA USD 3881937.39000000 0.027814239716 Long DBT CORP US N 2 2023-09-01 Fixed 3.85000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAA1 12210000.00000000 PA USD 12183651.92000000 0.087296362892 Long DBT CORP FR Y 2 2023-10-22 Fixed 5.70000000 N N N N N N JOHN DEERE OWNER TRUST JDOT_20-B N/A 47787NAD1 3820000.00000000 PA USD 3645275.11000000 0.026118544828 Long ABS-CBDO CORP US N 2 2027-06-15 Fixed 0.72000000 N N N N N N Pricoa Global Funding I 635400IBXEBMD9ADYA79 741531FA0 23536000.00000000 PA USD 23325142.39000000 0.167125596492 Long DBT CORP US Y 2 2023-09-01 Fixed 3.45000000 N N N N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 654744AA9 34851000.00000000 PA USD 34266029.80000000 0.245517500986 Long DBT CORP JP Y 2 2023-09-15 Fixed 3.04300000 N N N N N N N/A N/A N/A 1.00000000 NC -3272911.11000000 -0.02345054158 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 37620000000.00000000 KRW 27489149.02000000 USD 2023-07-10 -3272911.11000000 N N N DELL EQUIPMENT FINANCE TRUST DEFT_22-2 N/A 24702CAC8 14410000.00000000 PA USD 14263384.01000000 0.102197728134 Long ABS-CBDO CORP US Y 2 2027-07-22 Fixed 4.03000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJY6 20000000.00000000 PA USD 19640416.00000000 0.140724381634 Long DBT CORP US N 2 2024-06-14 Variable 0.52300000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CN8 10215000.00000000 PA USD 9739892.48000000 0.069786726840 Long DBT CORP US N 2 2024-03-15 Fixed 0.61300000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBH0 16250000.00000000 PA USD 15842476.00000000 0.113511986642 Long DBT CORP US N 2 2024-06-15 Fixed 3.07900000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AP7 14980000.00000000 PA USD 14839305.89000000 0.106324231892 Long DBT CORP US N 2 2023-07-15 Fixed 3.12500000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 49965930.84000000 NS USD 49960934.25000000 0.357972131455 Long STIV CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AW4 5981000.00000000 PA USD 5927789.44000000 0.042472853090 Long DBT CORP US N 2 2023-12-15 Fixed 3.62500000 N N N N N N JOHN DEERE OWNER TRUST JDOT_22-B N/A 47800AAB6 13330000.00000000 PA USD 13206085.65000000 0.094622142265 Long ABS-CBDO CORP US N 2 2025-06-16 Fixed 3.73000000 N N N N N N HPEFS EQUIPMENT TRUST HPEFS_22-1 N/A 40441RAB9 9718370.92000000 PA USD 9567109.34000000 0.068548728596 Long ABS-CBDO CORP US Y 2 2029-05-21 Fixed 1.02000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCT4 18956000.00000000 PA USD 18728836.98000000 0.134192880778 Long DBT CORP US Y 2 2024-01-11 Fixed 3.60000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LAP1 20509000.00000000 PA USD 20303464.13000000 0.145475148526 Long DBT CORP CA N 2 2024-09-14 Fixed 4.25000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC WFLF_22-1A N/A 96328GAF4 3378006.13000000 PA USD 3293146.90000000 0.023595531842 Long ABS-CBDO CORP US Y 2 2036-10-18 Fixed 2.47000000 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 29449WAC1 16302000.00000000 PA USD 15744988.70000000 0.112813486162 Long DBT CORP US Y 2 2023-11-17 Fixed 0.50000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-B N/A 65479CAE8 7030000.00000000 PA USD 6799487.00000000 0.048718601658 Long ABS-CBDO CORP US N 2 2027-02-16 Fixed 0.71000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83051GAN8 84452000.00000000 PA USD 82295093.39000000 0.589647700375 Long DBT CORP SE Y 2 2023-09-01 Fixed 0.55000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_22-C N/A 34535AAB6 16970000.00000000 PA USD 16914562.40000000 0.121193529421 Long ABS-CBDO CORP US N 2 2025-04-15 Fixed 4.52000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKL2 8616000.00000000 PA USD 8477517.62000000 0.060741759485 Long DBT CORP US N 2 2024-03-18 Fixed 3.65000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_20-B N/A 34533GAD1 13961862.57000000 PA USD 13809558.20000000 0.098946047697 Long ABS-CBDO CORP US N 2 2024-10-15 Fixed 0.56000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AY2 2837000.00000000 PA USD 2835122.62000000 0.020313769196 Long DBT CORP US N 2 2023-09-15 Fixed 4.85000000 N N N N N N GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3 N/A 362590AE1 2100000.00000000 PA USD 1964374.65000000 0.014074824480 Long ABS-CBDO CORP US N 2 2026-01-16 Fixed 0.81000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAG9 1495000.00000000 PA USD 1471112.92000000 0.010540584068 Long DBT CORP US N 2 2024-03-15 Fixed 3.62500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636BAW9 4760000.00000000 PA USD 4528411.62000000 0.032446253939 Long DBT CORP DK N 2 2024-06-22 Variable 1.22600000 N N N N N N DLLAA_21-1 N/A 23291YAB1 1445720.46000000 PA USD 1438862.25000000 0.010309506702 Long ABS-CBDO CORP US Y 2 2024-05-17 Fixed 0.36000000 N N N N N N CNH Industrial NV 549300WGC2HZ5J67V817 12594KAA0 1414000.00000000 PA USD 1407228.37000000 0.010082848661 Long DBT CORP NL N 2 2023-08-15 Fixed 4.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAK1 2400000.00000000 PA USD 2386600.01000000 0.017100086404 Long DBT CORP IE N 2 2024-01-16 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC -2255209.70000000 -0.01615866947 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 40000000000.00000000 KRW 30452988.20000000 USD 2023-07-10 -2255209.70000000 N N N Walmart Inc Y87794H0US1R65VBXU25 931142EL3 24791000.00000000 PA USD 24263146.06000000 0.173846431042 Long DBT CORP US N 2 2024-07-08 Fixed 2.85000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBB5 27382000.00000000 PA USD 27220576.26000000 0.195036539038 Long DBT CORP JP N 2 2023-07-19 Fixed 3.74800000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBC5 7983000.00000000 PA USD 7699055.39000000 0.055164045859 Long DBT CORP US N 2 2024-08-16 Fixed 2.01900000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754KAA9 16392282.71000000 PA USD 16230818.73000000 0.116294478141 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 5.21010000 N N N N N N DE LAGE LANDEN FINANCIAL SERVICES INC DLLMT_21-1 N/A 23345FAB8 8848976.92000000 PA USD 8756597.14000000 0.062741375627 Long ABS-CBDO CORP US Y 2 2024-03-20 Fixed 0.60000000 N N N N N N State Grid Overseas Investment 2013 Ltd 529900GBH9XYPD4XZZ70 N/A 17729000.00000000 PA USD 17641154.58000000 0.126399592023 Long DBT CORP VG N 2 2023-05-22 Fixed 3.12500000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAK3 17950000.00000000 PA USD 17733119.66000000 0.127058525572 Long DBT CORP SE Y 2 2023-06-02 Fixed 1.30000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AM3 8059000.00000000 PA USD 8014597.33000000 0.057424916728 Long DBT CORP GB N 2 2023-12-04 Fixed 4.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LZ2 91975000.00000000 PA USD 91620191.72000000 0.656462410215 Long DBT CORP US N 2 2024-06-01 Variable 4.04400000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2 N/A 30166QAC3 18000000.00000000 PA USD 17744958.00000000 0.127143347761 Long ABS-CBDO CORP US N 2 2025-11-17 Fixed 2.80000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2C6 74919000.00000000 PA USD 74109151.83000000 0.530995095251 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_19-A N/A 34533FAE1 3416002.42000000 PA USD 3413305.14000000 0.024456470532 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 2.85000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAK0 24675000.00000000 PA USD 24330829.40000000 0.174331384933 Long DBT CORP US N 2 2023-07-02 Fixed 1.95000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAA5 35900000.00000000 PA USD 35665741.37000000 0.255546491470 Long DBT CORP US N 2 2023-10-15 Fixed 4.30000000 N N N N N N BMW VEHICLE OWNER TRUST BMWOT_20-A N/A 09661RAE1 4230000.00000000 PA USD 4052020.21000000 0.029032890057 Long ABS-CBDO CORP US N 2 2027-04-26 Fixed 0.62000000 N N N N N N N/A N/A N/A 1.00000000 NC 795.97000000 0.000005703157 N/A DFE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 649839.68000000 AUD 460279.11000000 USD 2023-03-15 795.97000000 N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AF8 10566000.00000000 PA USD 10344076.07000000 0.074115726903 Long DBT CORP US N 2 2024-05-15 Fixed 3.60000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GZV9 12177000.00000000 PA USD 12368792.01000000 0.088622899187 Long DBT CORP US N 2 2024-11-01 Fixed 5.70000000 N N N N N N PerkinElmer Inc 549300IKL1SDPFI7N655 714046AK5 67895000.00000000 PA USD 65943570.06000000 0.472488368853 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351AL3 1454000.00000000 PA USD 1449588.62000000 0.010386361580 Long DBT CORP US N 2 2023-09-15 Fixed 4.70000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2 N/A 96042RAB4 5960217.03000000 PA USD 5897845.15000000 0.042258301031 Long ABS-CBDO CORP US Y 2 2025-04-15 Fixed 0.32000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJX9 4100000.00000000 PA USD 4058958.80000000 0.029082605338 Long DBT CORP US N 2 2024-05-13 Fixed 3.62500000 N N N N N N Nissan Motor Acceptance Co LLC 7D6DIU2QXTUJRFNNJA49 654740BH1 10885000.00000000 PA USD 10855427.52000000 0.077779580897 Long DBT CORP US Y 2 2023-03-15 Fixed 3.45000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AQ4 13760000.00000000 PA USD 13341507.76000000 0.095592447206 Long DBT CORP US N 2 2023-11-01 Fixed 0.75000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TKG9 21518000.00000000 PA USD 21424059.51000000 0.153504260125 Long DBT CORP US N 2 2024-09-20 Fixed 4.40000000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1 N/A 14044CAB8 6971171.46000000 PA USD 6900872.77000000 0.049445034834 Long ABS-CBDO CORP US N 2 2025-02-18 Fixed 0.32000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TFS9 22750000.00000000 PA USD 22434087.36000000 0.160741150862 Long DBT CORP US N 2 2024-01-08 Fixed 3.35000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GAP9 4521000.00000000 PA USD 4432458.43000000 0.031758745419 Long DBT CORP CA N 2 2024-04-02 Fixed 3.10000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YAY4 5299000.00000000 PA USD 5287040.21000000 0.037881858725 Long DBT CORP US N 2 2023-03-15 Fixed 3.20000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAN7 1050000.00000000 PA USD 1031951.78000000 0.007393976589 Long DBT CORP US N 2 2024-05-01 Fixed 3.87500000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAR8 122576000.00000000 PA USD 121844732.42000000 0.873022476976 Long DBT CORP FR Y 2 2023-07-20 Fixed 3.75000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AJ6 2023000.00000000 PA USD 2015179.55000000 0.014438843660 Long DBT CORP US N 2 2023-03-15 Fixed 2.95000000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 552081AK7 14198000.00000000 PA USD 14270094.75000000 0.102245810860 Long DBT CORP NL N 2 2024-04-15 Fixed 5.75000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1 N/A 34528QHK3 52100000.00000000 PA USD 50691841.20000000 0.363209109560 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 0.70000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BW3 8327000.00000000 PA USD 8305095.24000000 0.059506346100 Long DBT CORP US N 2 2023-12-15 Fixed 4.87500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAL7 2262000.00000000 PA USD 2259599.61000000 0.016190123358 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_21-4 N/A 14317JAB3 5193278.16000000 PA USD 5155705.83000000 0.036940842536 Long ABS-CBDO CORP US N 2 2024-11-15 Fixed 0.24000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBX7 37700000.00000000 PA USD 37658111.53000000 0.269821904921 Long DBT CORP US N 2 2023-11-03 Floating 4.46010000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BR9 16000000.00000000 PA USD 16061869.12000000 0.115083947295 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAL9 22674000.00000000 PA USD 22234721.86000000 0.159312688924 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2Q3 26054000.00000000 PA USD 25306472.96000000 0.181321910830 Long DBT CORP US Y 2 2023-10-13 Fixed 1.20000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VAY3 2400000.00000000 PA USD 2382368.47000000 0.017069767247 Long DBT CORP US N 2 2023-11-15 Fixed 3.75000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AM6 16995000.00000000 PA USD 16722436.06000000 0.119816936360 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 N/A 14250000.00000000 PA 10074840.29000000 0.072186641559 Long DBT CORP GB N 2 2023-06-15 Floating 4.96690000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 9590000.00000000 PA 6775962.78000000 0.048550049662 Long DBT CORP FR N 2 2023-04-26 Floating 4.48210000 N N N N N N VOLVO FINANCIAL EQUIPMENT LLC VFET_20-1 N/A 92888EAC7 11707136.74000000 PA USD 11515270.82000000 0.082507385051 Long ABS-CBDO CORP US Y 2 2024-10-15 Fixed 0.51000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAF1 9129000.00000000 PA USD 9042641.58000000 0.064790895706 Long DBT CORP US N 2 2023-09-01 Fixed 3.37500000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_21-B N/A 345329AC0 43720000.00000000 PA USD 42864692.52000000 0.307127270054 Long ABS-CBDO CORP US N 2 2024-10-15 Fixed 0.37000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 N/A 29487000.00000000 PA 20802555.54000000 0.149051158833 Long DBT CORP GB N 2 2024-02-16 Variable 3.35000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DD4 44000000.00000000 PA USD 44000000.00000000 0.315261794449 Long DBT CORP US N 2 2023-02-04 Fixed 1.16700000 N N N N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054AE9 17559000.00000000 PA USD 17209607.51000000 0.123307539667 Long DBT CORP US N 2 2024-03-28 Fixed 3.30000000 N N N N N N Hungary Government International Bond N/A 445545AJ5 1332000.00000000 PA USD 1336134.27000000 0.009573456536 Long DBT NUSS HU N 2 2023-11-22 Fixed 5.75000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-B N/A 89239RAD8 4460000.00000000 PA USD 4325930.17000000 0.030995466092 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 1.66000000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QBC9 4214000.00000000 PA USD 4179743.68000000 0.029948033929 Long DBT CORP US N 2 2023-05-15 Fixed 2.37500000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AX5 13600000.00000000 PA USD 13263029.81000000 0.095030149494 Long DBT CORP US N 2 2024-05-05 Fixed 2.60000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCA1 2927000.00000000 PA USD 2894432.12000000 0.020738724183 Long DBT CORP US N 2 2024-01-29 Fixed 3.90000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 25601B2D6 50000000.00000000 PA USD 48531935.50000000 0.347733297132 Long DBT CORP NO Y 2 2025-03-28 Variable 2.96800000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748AU6 5058000.00000000 PA USD 5011066.46000000 0.035904495551 Long DBT CORP US N 2 2023-10-15 Fixed 4.05000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BJ0 110478000.00000000 PA USD 106617394.90000000 0.763917982630 Long DBT CORP US Y 2 2023-11-22 Fixed 0.87500000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466LAG9 19996000.00000000 PA USD 18875970.85000000 0.135247100957 Long DBT CORP US N 2 2024-07-15 Fixed 0.62500000 N N N N N N BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA_11-1 N/A 10620NCG1 11207.65000000 PA USD 11199.99000000 0.000080248385 Long ABS-CBDO CORP US N 2 2030-02-25 Floating 5.49870000 N N N N N N Pepper Residential Securities Trust N/A 71336WAA3 383950.24000000 PA USD 383346.06000000 0.002746690153 Long ABS-MBS CORP AU Y 2 2060-01-16 Floating 5.33900000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAT6 25272000.00000000 PA USD 25126386.02000000 0.180031580561 Long DBT CORP US N 2 2023-12-15 Fixed 4.20000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2 N/A 80286XAD6 2121179.29000000 PA USD 2116762.15000000 0.015166687132 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 0.59000000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413AW6 30454000.00000000 PA USD 29709857.73000000 0.212872342291 Long DBT CORP US N 2 2023-08-16 Fixed 0.67000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AM5 1126000.00000000 PA USD 1115380.10000000 0.007991743904 Long DBT CORP US N 2 2023-11-20 Fixed 3.70000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 74620000.00000000 PA USD 73366538.46000000 0.525674240169 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 N/A 8970000.00000000 PA 6324789.21000000 0.045317372633 Long DBT CORP GB N 2 2023-03-20 Fixed 3.65000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-1 N/A 96043FAB9 1401975.24000000 PA USD 1393018.30000000 0.009981032930 Long ABS-CBDO CORP US Y 2 2024-10-15 Fixed 0.39000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556CS9 1364000.00000000 PA USD 1288211.05000000 0.009230084710 Long DBT CORP US N 2 2024-10-18 Fixed 1.21500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BU2 1860000.00000000 PA USD 1846238.64000000 0.013228375150 Long DBT CORP US N 2 2023-05-10 Fixed 2.12500000 N N N N N N N/A N/A N/A 1.00000000 NC -11.83000000 -0.00000008476 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 18567.35000000 USD 17020.06000000 EUR 2023-03-15 -11.83000000 N N N FLAGSHIP CREDIT AUTO TRUST FCAT_21-3 N/A 33846QAA9 15324372.78000000 PA USD 14841460.42000000 0.106339669187 Long ABS-CBDO CORP US Y 2 2027-07-15 Fixed 0.36000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBE3 31000000.00000000 PA USD 30372795.91000000 0.217622321387 Long DBT CORP US Y 2 2023-07-07 Fixed 0.39100000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAE0 4000000.00000000 PA USD 3984602.76000000 0.028549841279 Long DBT CORP US N 2 2023-07-15 Fixed 4.50000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AE6 3087000.00000000 PA USD 3056651.30000000 0.021901031223 Long DBT CORP US N 2 2023-09-15 Fixed 3.65000000 N N N N N N Hungary Government International Bond N/A 445545AH9 23702000.00000000 PA USD 23702331.35000000 0.169828170773 Long DBT NUSS HU N 2 2023-02-21 Fixed 5.37500000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_22-P1 N/A 14688DAC5 5700000.00000000 PA USD 5490909.18000000 0.039342588210 Long ABS-CBDO CORP US N 2 2027-02-10 Fixed 3.35000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AY0 34862000.00000000 PA USD 33425275.97000000 0.239493465506 Long DBT CORP US N 2 2024-02-15 Fixed 0.90000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AZ9 10400000.00000000 PA USD 10131703.30000000 0.072594067345 Long DBT CORP US N 2 2024-08-22 Fixed 2.80000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 90623000.00000000 PA USD 90217093.24000000 0.646409152383 Long DBT CORP GB N 2 2024-05-18 Variable 3.95000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MR9 29203000.00000000 PA USD 28903198.50000000 0.207092596010 Long DBT CORP US N 2 2024-05-15 Variable 1.67800000 N N N N N N Sprint LLC 549300ZTTY7CXOLJ6539 85207UAF2 52105000.00000000 PA USD 52878341.37000000 0.378875472450 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DE2 3211000.00000000 PA USD 3094840.63000000 0.022174659330 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAJ2 19100000.00000000 PA USD 18903453.93000000 0.135444018347 Long DBT CORP GB N 2 2024-03-13 Fixed 4.00000000 N N N N N N TESLA AUTO LEASE TRUST TESLA_20-A N/A 88167HAE6 2080000.00000000 PA USD 2075089.12000000 0.014868098173 Long ABS-CBDO CORP US Y 2 2024-01-22 Fixed 1.18000000 N N N N N N WHEELS SPV LLC WHLS_20-1 N/A 96328DBU7 3475000.00000000 PA USD 3343142.17000000 0.023953749991 Long ABS-CBDO CORP US Y 2 2029-08-20 Fixed 0.62000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BP2 3104000.00000000 PA USD 3072326.38000000 0.022013343811 Long DBT CORP US N 2 2024-01-15 Fixed 3.85000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-2 N/A 43813DAD0 4730000.00000000 PA USD 4597535.88000000 0.032941532081 Long ABS-CBDO CORP US N 2 2026-10-15 Fixed 1.09000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_22-A N/A 34528LAE5 2630000.00000000 PA USD 2575474.05000000 0.018453376603 Long ABS-CBDO CORP US N 2 2025-07-15 Fixed 3.37000000 N N N N N N Connecticut Avenue Securities Trust 2021-R01 N/A 20754RAA4 8459612.70000000 PA USD 8397265.35000000 0.060166748697 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 5.06010000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAN3 77785000.00000000 PA USD 76665911.87000000 0.549314385210 Long DBT CORP GB N 2 2024-05-11 Variable 0.69500000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBM6 13390000.00000000 PA USD 13341923.34000000 0.095595424854 Long DBT CORP CA N 2 2024-02-16 Floating 4.74950000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1 N/A 58768PAB0 39310000.00000000 PA USD 39383155.91000000 0.282181918256 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 5.26000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GRS5 5706000.00000000 PA USD 5491045.51000000 0.039343565020 Long DBT CORP CA N 2 2023-12-14 Fixed 0.50000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1 N/A 38013JAB9 12770000.00000000 PA USD 12782683.16000000 0.091588446156 Long ABS-CBDO CORP US N 2 2026-03-16 Fixed 5.19000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_18-C N/A 65478NAE5 18839.66000000 PA USD 18827.63000000 0.000134900736 Long ABS-CBDO CORP US N 2 2025-06-16 Fixed 3.27000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAL9 33885000.00000000 PA USD 33650635.75000000 0.241108177520 Long DBT CORP US N 2 2023-10-15 Fixed 3.95000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAP3 7955000.00000000 PA USD 7551416.12000000 0.054106204468 Long DBT CORP US N 2 2025-02-14 Fixed 1.75000000 N N N N N N RESIMAC Bastille Trust Series 2018-1NC N/A 76118VAA8 549688.38000000 PA USD 549383.41000000 0.003936354538 Long ABS-MBS CORP AU Y 2 2059-12-05 Floating 5.02230000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-A N/A 98163MAD0 398600.82000000 PA USD 393070.39000000 0.002816365374 Long ABS-CBDO CORP US N 2 2025-04-15 Fixed 1.10000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_21-A N/A 34532QAF5 10450000.00000000 PA USD 10255249.62000000 0.073479281766 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 0.78000000 N N N N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115AE4 34357000.00000000 PA USD 33165470.38000000 0.237631947858 Long DBT CORP US N 2 2023-12-01 Fixed 0.65000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6 N/A 802918AC6 1440000.00000000 PA USD 1429931.23000000 0.010245515579 Long ABS-CBDO CORP US N 2 2026-11-16 Fixed 4.49000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_18-2 N/A 34528HAA2 23140000.00000000 PA USD 22958096.46000000 0.164495697434 Long ABS-CBDO CORP US Y 2 2030-01-15 Fixed 3.47000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3 N/A 80285WAF4 3985487.60000000 PA USD 3957201.40000000 0.028353509417 Long ABS-CBDO CORP US N 2 2026-01-15 Fixed 1.12000000 N N N N N N N/A N/A N/A 1.00000000 NC -49029.39000000 -0.00035129757 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 10772775.07000000 USD 15166422.44000000 AUD 2023-03-15 -49029.39000000 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBB3 2150000.00000000 PA USD 2150000.00000000 0.015404837683 Long DBT CORP US N 2 2023-09-15 Fixed 4.36800000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAM0 24865000.00000000 PA USD 24713473.68000000 0.177073046805 Long DBT CORP US N 2 2023-07-25 Fixed 3.80000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GGV5 71712000.00000000 PA USD 68776371.03000000 0.492785503333 Long DBT CORP US Y 2 2024-01-07 Fixed 0.40000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1 N/A 26208QAG2 2130000.00000000 PA USD 2087352.29000000 0.014955964286 Long ABS-CBDO CORP US N 2 2027-05-17 Fixed 2.70000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BD2 11111000.00000000 PA USD 11012913.87000000 0.078907977017 Long DBT CORP GB N 2 2023-09-12 Fixed 3.87500000 N N N N N N KUBOTA CREDIT OWNER TRUST KCOT_20-2 N/A 50116YAC5 9723594.46000000 PA USD 9537087.17000000 0.068333618523 Long ABS-CBDO CORP US Y 2 2024-10-15 Fixed 0.59000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAX0 8000000.00000000 PA USD 7856633.36000000 0.056293098441 Long DBT CORP NO N 2 2024-11-10 Fixed 3.25000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KBC9 11142000.00000000 PA USD 11074317.70000000 0.079347937963 Long DBT CORP US N 2 2024-01-15 Fixed 4.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EWM7 28119000.00000000 PA USD 28151297.20000000 0.201705192530 Long DBT CORP US N 2 2024-10-11 Fixed 4.55000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 N/A 80287HAC2 9780000.00000000 PA USD 9674817.08000000 0.069320458945 Long ABS-CBDO CORP US N 2 2026-08-17 Fixed 4.11000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-B N/A 44891VAC5 3584815.40000000 PA USD 3536131.10000000 0.025336523545 Long ABS-CBDO CORP US Y 2 2024-06-17 Fixed 0.33000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BW2 46997000.00000000 PA USD 45699765.31000000 0.327440682217 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 N/A 200000.00000000 PA USD 193789.50000000 0.001388509670 Long DBT CORP SA N 2 2023-11-24 Fixed 1.25000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAW4 7850000.00000000 PA USD 7740326.79000000 0.055459757123 Long DBT CORP US N 2 2024-02-01 Fixed 3.80000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406HCS6 2040000.00000000 PA USD 2016718.40000000 0.014449869583 Long DBT CORP US N 2 2024-02-04 Fixed 3.65000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644AAE7 25260000.00000000 PA USD 25007929.70000000 0.179182836197 Long DBT CORP US N 2 2023-10-06 Fixed 3.55000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AT8 30000000.00000000 PA USD 29638821.90000000 0.212363367672 Long DBT CORP US N 2 2025-04-15 Fixed 4.05000000 N N N N N N Korea Monetary Stabilization Bond N/A N/A 80000000000.00000000 PA 64788108.46000000 0.464209439365 Long DBT NUSS KR N 2 2023-07-09 Fixed 3.05000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667BB6 25000000.00000000 PA USD 24105892.00000000 0.172719699289 Long DBT CORP US N 2 2023-12-01 Fixed 0.60000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBC2 2915000.00000000 PA USD 2889537.56000000 0.020703654461 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N KUBOTA CREDIT OWNER TRUST KCOT_22-2A N/A 50117JAB9 17370000.00000000 PA USD 17160378.84000000 0.122954814239 Long ABS-CBDO CORP US Y 2 2025-06-17 Fixed 4.07000000 N N N N N N VERIZON MASTER TRUST VZMT_22-1 N/A 92348KAN3 4700000.00000000 PA USD 4605926.68000000 0.033001652505 Long ABS-CBDO CORP US N 2 2027-01-20 Variable 1.39000000 N N N N N N DELL EQUIPMENT FINANCE TRUST DEFT_20-2 N/A 24704GAC7 7613592.22000000 PA USD 7558848.21000000 0.054159455696 Long ABS-CBDO CORP US Y 2 2023-10-23 Fixed 0.57000000 N N N N N N Korea Monetary Stabilization Bond N/A N/A 181000000000.00000000 PA 147236990.58000000 1.054959042264 Long DBT NUSS KR N 2 2023-09-09 Fixed 3.31000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BF8 22940000.00000000 PA USD 22700231.81000000 0.162648086701 Long DBT CORP US N 2 2024-03-15 Fixed 3.87500000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_22-3 N/A 02008DAB5 16500000.00000000 PA USD 16533268.95000000 0.118461546302 Long ABS-CBDO CORP US N 2 2025-06-16 Fixed 5.29000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CAZ7 4426000.00000000 PA USD 4294838.50000000 0.030772693008 Long DBT CORP US Y 2 2023-10-13 Fixed 0.63100000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866BC1 11539000.00000000 PA USD 11064063.99000000 0.079274469713 Long DBT CORP US N 2 2024-11-15 Fixed 2.05000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796ZN2 654000000.00000000 PA USD 627232303.20000000 4.494145032809 Long DBT UST US N 2 2023-12-28 None 0.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAV0 61551000.00000000 PA USD 60968761.39000000 0.436843661845 Long DBT CORP CA N 2 2023-05-13 Fixed 1.90000000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 23636TAD2 35200000.00000000 PA USD 34530990.56000000 0.247415955637 Long DBT CORP FR Y 2 2023-11-02 Fixed 2.58900000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEJ4 33765000.00000000 PA USD 32408430.69000000 0.232207727605 Long DBT CORP US Y 2 2024-01-08 Fixed 0.50000000 N N N N N N WHEELS SPV LLC WHLS_20-1 N/A 96328DBT0 1866149.42000000 PA USD 1846744.64000000 0.013232000661 Long ABS-CBDO CORP US Y 2 2029-08-20 Fixed 0.51000000 N N N N N N DLLAD LLC DLLAD_23-1 N/A 233258AB8 8020000.00000000 PA USD 8019208.03000000 0.057457952581 Long ABS-CBDO CORP US Y 2 2026-04-20 Fixed 5.19000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAV9 12267000.00000000 PA USD 11712547.67000000 0.083920881727 Long DBT CORP FR Y 2 2024-02-27 Fixed 0.65000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557DAY7 12061000.00000000 PA USD 11968721.77000000 0.085756379601 Long DBT CORP FI N 2 2023-08-30 Fixed 3.75000000 N N N N N N Panama Government International Bond N/A 698299BD5 845000.00000000 PA USD 829541.00000000 0.005943695096 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AB4 50445000.00000000 PA USD 49395241.57000000 0.353918920332 Long DBT CORP CH Y 2 2024-07-30 Variable 1.00800000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B N/A 80287UAD1 4050000.00000000 PA USD 3903940.80000000 0.027971895046 Long ABS-CBDO CORP US Y 2 2026-10-20 Fixed 3.33000000 N N N N N N KUBOTA CREDIT OWNER TRUST KCOT_20-1 N/A 50117WAC8 1605132.72000000 PA USD 1596380.09000000 0.011438128449 Long ABS-CBDO CORP US Y 2 2024-03-15 Fixed 1.96000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CY2 50515000.00000000 PA USD 49675017.38000000 0.355923525421 Long DBT CORP US N 2 2025-07-17 Fixed 3.50000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_20-B N/A 44933FAC0 6223432.27000000 PA USD 6143412.62000000 0.044017801968 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 0.48000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBK1 2898000.00000000 PA USD 2887275.60000000 0.020687447425 Long DBT CORP US N 2 2023-05-09 Fixed 3.70000000 N N N N N N N/A N/A N/A 1.00000000 NC -125958.24000000 -0.00090249592 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 72284250.00000000 AUD 50984177.77000000 USD 2023-03-15 -125958.24000000 N N N CNH EQUIPMENT TRUST CNH_22-B N/A 12663JAB7 8800000.00000000 PA USD 8728402.32000000 0.062539358592 Long ABS-CBDO CORP US N 2 2025-12-15 Fixed 3.94000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 AO9512929 16380000.00000000 PA 11556705.95000000 0.082804269448 Long DBT CORP JP N 2 2023-03-07 Fixed 3.60400000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAQ1 976000.00000000 PA USD 953893.71000000 0.006834687334 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHV5 25226000.00000000 PA USD 24860196.26000000 0.178124320074 Long DBT CORP US N 2 2024-02-05 Fixed 3.37500000 N N N N N N VERIZON OWNER TRUST VZOT_20-A N/A 92348TAA2 5012862.90000000 PA USD 4991951.24000000 0.035767534221 Long ABS-CBDO CORP US N 2 2024-07-22 Fixed 1.85000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_22-2 N/A 14317HAC5 3680000.00000000 PA USD 3599670.75000000 0.025791787728 Long ABS-CBDO CORP US N 2 2027-02-16 Fixed 3.49000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HD6 20000000.00000000 PA USD 19811077.80000000 0.141947180391 Long DBT CORP US N 2 2023-10-25 Fixed 3.87500000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 233851DY7 17177000.00000000 PA USD 17123292.33000000 0.122689087882 Long DBT CORP US Y 2 2023-03-10 Fixed 1.75000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCQ2 6493000.00000000 PA USD 6430908.22000000 0.046077719667 Long DBT CORP US N 2 2023-10-10 Fixed 3.62500000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36267VAA1 53133000.00000000 PA USD 53620342.25000000 0.384191939016 Long DBT CORP US Y 2 2024-11-15 Fixed 5.55000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBQ8 53139000.00000000 PA USD 52498145.25000000 0.376151351745 Long DBT CORP US N 2 2024-06-01 Variable 1.51400000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-A N/A 44891TAD8 4280000.00000000 PA USD 4227551.17000000 0.030290576545 Long ABS-CBDO CORP US Y 2 2024-12-16 Fixed 0.42000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159MK9 26548000.00000000 PA USD 26161990.75000000 0.187451730686 Long DBT CORP CA N 2 2024-02-11 Fixed 3.40000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-4 N/A 02530TAA9 147804.94000000 PA USD 147593.82000000 0.001057515739 Long ABS-CBDO CORP US Y 2 2025-09-15 Fixed 0.45000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BY5 29803000.00000000 PA USD 28802811.32000000 0.206373317771 Long DBT CORP US N 2 2025-05-01 Fixed 3.12500000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBF6 4912000.00000000 PA USD 4874578.08000000 0.034926550742 Long DBT CORP JP N 2 2023-10-16 Fixed 3.93600000 N N N N N N WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C N/A 98163TAB9 8610000.00000000 PA USD 8518250.12000000 0.061033609509 Long ABS-CBDO CORP US N 2 2026-03-16 Fixed 3.73000000 N N N N N N VERIZON MASTER TRUST VZMT_22-1 N/A 92348KAM5 10135000.00000000 PA USD 9937760.74000000 0.071204460993 Long ABS-CBDO CORP US N 2 2027-01-20 Variable 1.27000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CV9 8280000.00000000 PA USD 8137686.59000000 0.058306856296 Long DBT CORP US N 2 2024-05-03 Fixed 3.37500000 N N N N N N Abu Dhabi National Energy Co PJSC 213800UNJSVQFNUYYW03 N/A 10100000.00000000 PA USD 9975255.91000000 0.071473115415 Long DBT CORP AE N 2 2024-05-06 Fixed 3.87500000 N N N N N N ARI FLEET LEASE TRUST ARIFL_22-A N/A 00217QAC5 1950000.00000000 PA USD 1876307.94000000 0.013443822911 Long ABS-CBDO CORP US Y 2 2031-01-15 Fixed 3.43000000 N N N N N N HPEFS EQUIPMENT TRUST HPEFS_21-2 N/A 40441JAC5 10500000.00000000 PA USD 10325194.95000000 0.073980442908 Long ABS-CBDO CORP US Y 2 2028-09-20 Fixed 0.36000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135CM6 70000000.00000000 PA USD 70317614.50000000 0.503828575652 Long DBT CORP US N 2 2024-11-29 Fixed 4.70000000 N N N N N N DT AUTO OWNER TRUST DTAOT_21-3 N/A 23344QAA7 4658956.10000000 PA USD 4625611.95000000 0.033142698267 Long ABS-CBDO CORP US Y 2 2025-04-15 Fixed 0.33000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AJ5 312000.00000000 PA USD 313866.73000000 0.002248867920 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_21-2 N/A 29374YAB8 11121447.35000000 PA USD 10668788.87000000 0.076442307358 Long ABS-CBDO CORP US Y 2 2027-05-20 Fixed 0.48000000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PAV5 23225000.00000000 PA USD 22841614.01000000 0.163661095929 Long DBT CORP NL Y 2 2023-09-19 Fixed 2.48500000 N N N N N N Schlumberger Investment SA 529900EZ29I5KXPV2J32 806854AH8 8400000.00000000 PA USD 8304805.40000000 0.059504269385 Long DBT CORP LU N 2 2023-12-01 Fixed 3.65000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 11303000.00000000 PA USD 11219853.89000000 0.080390710700 Long DBT CORP GB Y 2 2023-11-07 Fixed 5.00000000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616CHQ6 28143000.00000000 PA USD 28075982.23000000 0.201165557699 Long DBT CORP US N 2 2024-02-12 Variable 1.91200000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAH5 6641000.00000000 PA USD 6607999.81000000 0.047346588132 Long DBT CORP US N 2 2023-05-15 Fixed 3.12500000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAP0 29189000.00000000 PA USD 28999000.63000000 0.207779022178 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N Croatia Government International Bond N/A N/A 10662000.00000000 PA USD 10669380.24000000 0.076446544548 Long DBT NUSS HR N 2 2023-04-04 Fixed 5.50000000 N N N N N N Brass No 10 PLC 213800UCE3NFG8SQKH09 10554PAA1 7095900.00000000 PA USD 6732981.61000000 0.048242087826 Long ABS-MBS CORP GB Y 2 2069-04-16 Variable 0.66900000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A N/A 98163NAE6 3890000.00000000 PA USD 3771359.67000000 0.027021945842 Long ABS-CBDO CORP US N 2 2027-06-15 Fixed 3.67000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_21-A N/A 34532QAD0 3500000.00000000 PA USD 3479639.80000000 0.024931761076 Long ABS-CBDO CORP US N 2 2024-04-15 Fixed 0.30000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-1 N/A 03063FAC8 7525087.96000000 PA USD 7394622.50000000 0.052982771786 Long ABS-CBDO CORP US N 2 2025-08-18 Fixed 0.37000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CAR5 13690000.00000000 PA USD 13503132.87000000 0.096750497711 Long DBT CORP US Y 2 2023-06-09 Fixed 1.08200000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_21-C N/A 44935FAB0 3894631.38000000 PA USD 3854342.59000000 0.027616521848 Long ABS-CBDO CORP US N 2 2024-10-15 Fixed 0.36000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 664397AK2 44715000.00000000 PA USD 44488617.79000000 0.318762760842 Long DBT CORP US N 2 2023-05-01 Fixed 2.80000000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAD1 1129000.00000000 PA USD 1124975.26000000 0.008060493617 Long DBT CORP US N 2 2024-03-15 Fixed 4.75000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2 N/A 43815PAB5 9900000.00000000 PA USD 9812586.96000000 0.070307585754 Long ABS-CBDO CORP US N 2 2025-03-18 Fixed 3.81000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_22-1 N/A 14317CAB8 13137368.32000000 PA USD 12989000.14000000 0.093066715732 Long ABS-CBDO CORP US N 2 2025-02-18 Fixed 0.91000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2B0 45015000.00000000 PA USD 42513925.19000000 0.304614007829 Long DBT CORP US Y 2 2024-04-08 Fixed 1.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHH9 55002000.00000000 PA USD 54140718.18000000 0.387920453777 Long DBT CORP CA N 2 2024-02-05 Fixed 3.30000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES CACLN_21-1 N/A 46591HBS8 5249164.72000000 PA USD 5071288.90000000 0.036335991790 Long ABS-CBDO CORP US Y 2 2028-09-25 Fixed 1.02400000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AQ7 12280000.00000000 PA USD 12071322.40000000 0.086491517300 Long DBT CORP US N 2 2024-06-15 Fixed 3.65000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 28370TAG4 8460000.00000000 PA USD 8402636.12000000 0.060205230484 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AF7 40501000.00000000 PA USD 40263306.92000000 0.288488236138 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Coca-Cola Europacific Partners PLC 549300LTH67W4GWMRF57 19123MAD5 17000000.00000000 PA USD 16799390.65000000 0.120368319135 Long DBT CORP GB Y 2 2023-05-05 Fixed 0.50000000 N N N N N N ARI FLEET LEASE TRUST ARIFL_21-A N/A 00217FAB1 4082464.28000000 PA USD 4022315.70000000 0.028820056032 Long ABS-CBDO CORP US Y 2 2030-03-15 Fixed 0.37000000 N N N N N N N/A N/A N/A -323.00000000 NC USD -93846.78000000 -0.00067241600 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A CBOT 5 Year US Treasury Note 2023-03-31 -35191379.94000000 USD -93846.78000000 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BV0 6452000.00000000 PA USD 6326250.07000000 0.045327839754 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AF7 4863000.00000000 PA USD 4936966.18000000 0.035373564023 Long DBT CORP US N 2 2024-02-01 Fixed 6.45000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-1 N/A 380146AB6 9742676.23000000 PA USD 9624141.96000000 0.068957369644 Long ABS-CBDO CORP US N 2 2025-02-18 Fixed 0.76000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AY2 15000000.00000000 PA USD 14688458.25000000 0.105243402399 Long DBT CORP US N 2 2023-07-15 Fixed 0.65000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3 N/A 30165JAC0 4661181.25000000 PA USD 4643361.09000000 0.033269871579 Long ABS-CBDO CORP US N 2 2025-07-15 Fixed 0.68000000 N N N N N N Sinopec Group Overseas Development 2013 Ltd 529900F9XKMFEV9DNO17 N/A 6090000.00000000 PA USD 6071161.19000000 0.043500117526 Long DBT CORP VG N 2 2023-10-17 Fixed 4.37500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAH6 1149000.00000000 PA USD 1139591.31000000 0.008165218212 Long DBT CORP US N 2 2024-04-15 Fixed 4.50000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1 N/A 34528QHM9 5200000.00000000 PA USD 5044305.24000000 0.036142652766 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 0.98000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CH0 1281000.00000000 PA USD 1251349.78000000 0.008965972207 Long DBT CORP US N 2 2024-05-01 Fixed 2.87500000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747AT4 1800000.00000000 PA USD 1784906.44000000 0.012788927436 Long DBT CORP US N 2 2023-06-01 Fixed 2.75000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-4 N/A 43813VAD0 1900000.00000000 PA USD 1888298.47000000 0.013529735547 Long ABS-CBDO CORP US N 2 2026-01-20 Fixed 1.87000000 N N N N N N Volkswagen Financial Services Australia Pty Ltd 529900VBZRQG6COX9X61 N/A 7110000.00000000 PA 5008051.04000000 0.035882889944 Long DBT CORP AU N 2 2023-04-17 Fixed 3.10000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAV0 33028000.00000000 PA USD 32760618.52000000 0.234731167770 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CC4 11823000.00000000 PA USD 11346242.25000000 0.081296288454 Long DBT CORP NL N 2 2024-11-07 Fixed 2.00000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3 N/A 362569AD7 769467.91000000 PA USD 767768.23000000 0.005501090679 Long ABS-CBDO CORP US N 2 2024-10-21 Fixed 0.51000000 N N N N N N TESLA AUTO LEASE TRUST TESLA_20-A N/A 88167HAF3 1050000.00000000 PA USD 1047629.63000000 0.007506309024 Long ABS-CBDO CORP US Y 2 2024-02-20 Fixed 1.68000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_22-A N/A 44891WAB5 15799630.20000000 PA USD 15620171.68000000 0.111919167123 Long ABS-CBDO CORP US Y 2 2024-04-15 Fixed 0.81000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAF2 31673000.00000000 PA USD 31433458.68000000 0.225222013391 Long DBT CORP CA N 2 2023-10-01 Fixed 4.00000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES CACLN_20-1 N/A 46591HAW0 690766.53000000 PA USD 675360.85000000 0.004838988033 Long ABS-CBDO CORP US Y 2 2028-02-25 Fixed 1.13900000 N N N N N N State Grid Overseas Investment BVI Ltd 3003006V8BHG5158QO96 857006AL4 32647000.00000000 PA USD 32560126.99000000 0.233294637781 Long DBT CORP VG Y 2 2023-05-02 Fixed 3.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFB0 16344000.00000000 PA USD 16233267.11000000 0.116312020883 Long DBT CORP US N 2 2024-01-22 Fixed 4.12500000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2 N/A 14043GAB0 10780000.00000000 PA USD 10678713.28000000 0.076513416160 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 3.74000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBM9 14000000.00000000 PA USD 13793400.04000000 0.098830273822 Long DBT CORP US N 2 2024-05-09 Fixed 3.60000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CG5 17500000.00000000 PA USD 17068200.45000000 0.122294352315 Long DBT CORP US N 2 2023-08-11 Fixed 0.50000000 N N N N N N Commonwealth Bank of Australia/New York NY MSFSBD3QN1GSN7Q6C537 20271RAQ3 35250000.00000000 PA USD 35526712.50000000 0.254550343946 Long DBT CORP AU N 2 2025-01-10 Fixed 5.07900000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 80414L2G9 766000.00000000 PA USD 741300.03000000 0.005311444947 Long DBT CORP SA Y 2 2023-11-24 Fixed 1.25000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CR6 29723000.00000000 PA USD 29364770.68000000 0.210399779504 Long DBT CORP US N 2 2024-02-01 Fixed 3.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAY2 50000000.00000000 PA USD 49497791.00000000 0.354653691180 Long DBT CORP US N 2 2024-12-05 Variable 4.02300000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBU3 9653000.00000000 PA USD 9618684.65000000 0.068918267795 Long DBT CORP US N 2 2023-03-01 Fixed 0.65000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAT9 83131000.00000000 PA USD 81431965.30000000 0.583463352410 Long DBT CORP US Y 2 2023-11-01 Fixed 2.70000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_20-2 N/A 29375MAB3 7742270.53000000 PA USD 7557287.56000000 0.054148273575 Long ABS-CBDO CORP US Y 2 2026-07-20 Fixed 0.61000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GZE7 65000000.00000000 PA USD 62988010.80000000 0.451311666218 Long DBT CORP US N 2 2023-12-06 Fixed 1.21700000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCB2 15099000.00000000 PA USD 14843430.55000000 0.106353785249 Long DBT CORP CA N 2 2024-03-11 Fixed 3.25000000 N N N N N N CNH EQUIPMENT TRUST CNH_22-C N/A 12664JAB6 24370000.00000000 PA USD 24452058.66000000 0.175199997525 Long ABS-CBDO CORP US N 2 2026-07-15 Fixed 5.42000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAN4 23903000.00000000 PA USD 22749423.05000000 0.163000543941 Long DBT CORP US N 2 2025-03-03 Fixed 2.00000000 N N N N N N VOLVO FINANCIAL EQUIPMENT LLC VFET_20-1 N/A 92888EAD5 4700000.00000000 PA USD 4443585.86000000 0.031838473909 Long ABS-CBDO CORP US Y 2 2028-03-15 Fixed 0.60000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WEB5 350000.00000000 PA USD 332573.70000000 0.002382904123 Long DBT CORP US Y 2 2024-04-26 Fixed 0.55000000 N N N N N N NTT Finance Corp 3538007PR116187GD960 62954WAB1 83588000.00000000 PA USD 79721418.06000000 0.571207211674 Long DBT CORP JP Y 2 2024-03-01 Fixed 0.58300000 N N N N N N NISSAN AUTO LEASE TRUST NALT_20-B N/A 65480EAE1 4360076.15000000 PA USD 4346872.97000000 0.031145522108 Long ABS-CBDO CORP US N 2 2026-01-15 Fixed 0.49000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796ZY8 1002000000.00000000 PA USD 957509296.20000000 6.860593157324 Long DBT UST US N 2 2024-01-25 None 0.00000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBH2 68869000.00000000 PA USD 68045167.67000000 0.487546401438 Long DBT CORP GB N 2 2024-01-16 Fixed 3.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDJ8 1624000.00000000 PA USD 1615475.20000000 0.011574945691 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 054561AC9 36492000.00000000 PA USD 36412173.75000000 0.260894709914 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BD0 4168000.00000000 PA USD 4144176.46000000 0.029693193347 Long DBT CORP US N 2 2023-09-01 Fixed 4.00000000 N N N N N N MUFG Bank Ltd C3GTMMZIHMY46P4OIX74 064255AR3 1520000.00000000 PA USD 1510476.91000000 0.010822628661 Long DBT CORP JP Y 2 2023-09-09 Fixed 4.10000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 06417XAL5 21828000.00000000 PA USD 21995022.84000000 0.157595235670 Long DBT CORP CA N 2 2024-12-06 Fixed 5.25000000 N N N N N N United Energy Distribution Pty Ltd 54930028EZKBY3VF2528 N/A 25140000.00000000 PA 17683976.61000000 0.126706413615 Long DBT CORP AU N 2 2023-09-12 Fixed 3.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDH9 6090000.00000000 PA USD 6091462.03000000 0.043645573872 Long DBT CORP US N 2 2023-09-15 Floating 5.29900000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCZ7 23095000.00000000 PA USD 22648683.81000000 0.162278743178 Long DBT CORP US N 2 2023-08-18 Fixed 1.70000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BE8 27137000.00000000 PA USD 26871453.60000000 0.192535060941 Long DBT CORP US N 2 2023-11-15 Fixed 3.60000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AQ1 47360000.00000000 PA USD 46973820.40000000 0.336569338896 Long DBT CORP US N 2 2023-10-01 Fixed 3.80000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_22-C N/A 44933DAB7 27770000.00000000 PA USD 27810424.79000000 0.199262827811 Long ABS-CBDO CORP US N 2 2025-11-17 Fixed 5.35000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-C N/A 44933MAB7 8465084.94000000 PA USD 8428590.27000000 0.060391193027 Long ABS-CBDO CORP US Y 2 2024-01-16 Fixed 0.24000000 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 902674YB0 23620000.00000000 PA USD 22557778.84000000 0.161627405361 Long DBT CORP CH Y 2 2024-02-09 Fixed 0.45000000 N N N N N N CHESAPEAKE FUNDING II LLC CFII_20-1 N/A 165183CJ1 5900365.90000000 PA USD 5790573.07000000 0.041489692203 Long ABS-CBDO CORP US Y 2 2032-08-16 Fixed 0.87000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES CACLN_21-3 N/A 46591HCD0 10439447.67000000 PA USD 9920815.91000000 0.071083050595 Long ABS-CBDO CORP US Y 2 2029-02-26 Fixed 0.76000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAL9 20178000.00000000 PA USD 19773180.29000000 0.141675643186 Long DBT CORP US N 2 2024-05-18 Fixed 2.75000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506BN6 7000000.00000000 PA USD 6983580.80000000 0.050037641243 Long DBT CORP US N 2 2023-03-15 Fixed 3.20000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAL1 6033000.00000000 PA USD 5791407.79000000 0.041495673006 Long DBT CORP US N 2 2024-10-24 Fixed 2.10000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2S9 52152000.00000000 PA USD 50019315.93000000 0.358390438573 Long DBT CORP US Y 2 2024-01-08 Fixed 0.95000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AN6 7666000.00000000 PA USD 7608643.83000000 0.054516243344 Long DBT CORP US N 2 2024-12-05 Fixed 3.80000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CG2 42012000.00000000 PA USD 40615297.20000000 0.291010260849 Long DBT CORP US N 2 2024-07-30 Fixed 2.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAC7 23114000.00000000 PA USD 22943125.59000000 0.164388430540 Long DBT CORP US N 2 2023-09-15 Fixed 4.20000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368EAT7 12200000.00000000 PA USD 11838461.30000000 0.084823058021 Long DBT CORP US N 2 2023-10-13 Fixed 0.63100000 N N N N N N WORLD OMNI SELECT AUTO TRUST WOSAT_21-A N/A 98163HAB5 717876.08000000 PA USD 716623.17000000 0.005134634239 Long ABS-CBDO CORP US N 2 2025-02-18 Fixed 0.29000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AG0 47966000.00000000 PA USD 46789493.31000000 0.335248627779 Long DBT CORP US N 2 2023-08-15 Fixed 0.60000000 N N N N N N Baltimore Gas and Electric Co 88V8C2WYSOD1SPSSLH72 059165EF3 7592000.00000000 PA USD 7537793.96000000 0.054008601136 Long DBT CORP US N 2 2023-07-01 Fixed 3.35000000 N N N N N N SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_21-1A N/A 80290CAE4 8189253.31000000 PA USD 7879222.92000000 0.056454953559 Long ABS-CBDO CORP US Y 2 2031-12-15 Fixed 1.83300000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D N/A 89239HAB4 16850000.00000000 PA USD 16884529.02000000 0.120978339029 Long ABS-CBDO CORP US N 2 2026-01-15 Fixed 5.27000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AT8 4100000.00000000 PA USD 4038197.99000000 0.028933853287 Long DBT CORP CA N 2 2024-04-15 Fixed 3.80000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBH7 10000000.00000000 PA USD 9790973.60000000 0.070152725148 Long DBT CORP US Y 2 2024-04-18 Fixed 3.15000000 N N N N N N Indonesia Asahan Aluminium Persero PT 2549008P48EB9SN2OI80 AV5448809 35874000.00000000 PA USD 35934103.30000000 0.257469315643 Long DBT CORP ID N 2 2023-11-15 Fixed 5.71000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBC7 12623000.00000000 PA USD 12552392.11000000 0.089938401391 Long DBT CORP US N 2 2023-07-03 Fixed 3.87500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 292480AH3 3000000.00000000 PA USD 2949096.60000000 0.021130397411 Long DBT CORP US N 2 2024-05-15 Fixed 3.90000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCN1 437000.00000000 PA USD 428904.94000000 0.003073121387 Long DBT CORP US Y 2 2024-01-17 Fixed 2.90000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES CACLN_20-1 N/A 46591HAQ3 276580.31000000 PA USD 272724.09000000 0.001954079227 Long ABS-CBDO CORP US Y 2 2028-01-25 Fixed 1.88600000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TJX4 46595000.00000000 PA USD 45453224.94000000 0.325674210411 Long DBT CORP US N 2 2024-03-22 Fixed 2.50000000 N N N N N N Romanian Government International Bond N/A 77586TAC0 13860000.00000000 PA USD 13802025.01000000 0.098892072083 Long DBT NUSS RO N 2 2023-08-22 Fixed 4.37500000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_22-D N/A 345295AB5 15000000.00000000 PA USD 15021049.50000000 0.107626432270 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 5.37000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BV1 21412000.00000000 PA USD 21081817.11000000 0.151052079371 Long DBT CORP US N 2 2024-05-22 Fixed 3.62500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CC2 1729000.00000000 PA USD 1715213.94000000 0.012289577831 Long DBT CORP US N 2 2023-12-05 Fixed 4.00000000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C N/A 80286CAC4 16768979.17000000 PA USD 16416263.82000000 0.117623199773 Long ABS-CBDO CORP US Y 2 2025-03-20 Fixed 0.50000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAJ3 2930000.00000000 PA USD 2865086.93000000 0.020528464700 Long DBT CORP US N 2 2024-05-08 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -59849.36000000 -0.00042882310 N/A DFE N/A N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 16063318.19000000 AUD 11298065.78000000 USD 2023-03-15 -59849.36000000 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2 N/A 80286MAD0 10000000.00000000 PA USD 9711139.00000000 0.069580706983 Long ABS-CBDO CORP US N 2 2027-09-15 Fixed 3.44000000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AE5 25493000.00000000 PA USD 25224016.98000000 0.180731110371 Long DBT CORP US N 2 2023-11-01 Fixed 3.55000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468W2 61444000.00000000 PA USD 61393740.04000000 0.439888651204 Long DBT CORP US N 2 2024-01-25 Variable 4.75780000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAB7 18597000.00000000 PA USD 18371713.90000000 0.131634079346 Long DBT CORP FR Y 2 2024-01-10 Fixed 3.80000000 N N N N N N PFS FINANCING CORP PFSFC_20-A N/A 69335PDP7 4100000.00000000 PA USD 4031145.42000000 0.028883321336 Long ABS-CBDO CORP US Y 2 2025-06-15 Fixed 1.27000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 0641596E1 20160000.00000000 PA USD 18935139.28000000 0.135671045171 Long DBT CORP CA N 2 2024-07-31 Fixed 0.65000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_21-1 N/A 29374EAB2 3324109.17000000 PA USD 3228234.55000000 0.023130432207 Long ABS-CBDO CORP US Y 2 2026-12-21 Fixed 0.44000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D N/A 98163KAB8 5984442.52000000 PA USD 5933056.51000000 0.042510591861 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 0.35000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 6325C0DZ1 20000000.00000000 PA USD 18809255.40000000 0.134769082037 Long DBT CORP AU Y 2 2025-01-12 Fixed 1.38800000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1 N/A 34528QHN7 4790000.00000000 PA USD 4645171.00000000 0.033282839658 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 1.42000000 N N N N N N DT AUTO OWNER TRUST DTAOT_21-4A N/A 26253WAA6 4764095.87000000 PA USD 4693042.24000000 0.033625839045 Long ABS-CBDO CORP US Y 2 2025-09-15 Fixed 0.56000000 N N N N N N N/A N/A N/A 1.00000000 NC -3289932.96000000 -0.02357250383 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 38000000000.00000000 KRW 27782855.05000000 USD 2023-07-10 -3289932.96000000 N N N CHASE AUTO CREDIT LINKED NOTES CACLN_21-1 N/A 46591HBR0 8466394.71000000 PA USD 8187118.83000000 0.058661040311 Long ABS-CBDO CORP US Y 2 2028-09-25 Fixed 0.87500000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AN0 25600000.00000000 PA USD 25718890.24000000 0.184276897461 Long DBT CORP US Y 2 2025-01-17 Fixed 5.20000000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_20-B N/A 98163GAF8 5000000.00000000 PA USD 4913306.50000000 0.035204041451 Long ABS-CBDO CORP US N 2 2026-02-17 Fixed 0.70000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1 N/A 361886CK8 1360000.00000000 PA USD 1323949.80000000 0.009486154311 Long ABS-CBDO CORP US Y 2 2025-08-15 Fixed 1.48000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1 N/A 361886CJ1 1670000.00000000 PA USD 1629714.26000000 0.011676969137 Long ABS-CBDO CORP US Y 2 2025-08-15 Fixed 1.03000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GZP2 7962000.00000000 PA USD 7806455.24000000 0.055933570164 Long DBT CORP US N 2 2024-03-15 Fixed 3.00000000 N N N N N N JOHN DEERE OWNER TRUST JDOT_20-B N/A 47787NAC3 4892303.89000000 PA USD 4822391.89000000 0.034552634563 Long ABS-CBDO CORP US N 2 2024-11-15 Fixed 0.51000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-2 N/A 36258VAD6 3763352.65000000 PA USD 3723200.69000000 0.026676884786 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 1.49000000 N N N N N N HPEFS EQUIPMENT TRUST HPEFS_21-2 N/A 40441JAB7 1322696.33000000 PA USD 1319379.14000000 0.009453405346 Long ABS-CBDO CORP US Y 2 2028-09-20 Fixed 0.30000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES CACLN_20-1 N/A 46591HAP5 352617.45000000 PA USD 347631.62000000 0.002490794734 Long ABS-CBDO CORP US Y 2 2028-01-25 Fixed 1.38900000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2T1 36650000.00000000 PA USD 36889393.77000000 0.264314010820 Long DBT CORP CA N 2 2025-01-17 Fixed 5.25000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAT1 4243000.00000000 PA USD 4185591.74000000 0.029989935517 Long DBT CORP US N 2 2023-09-15 Fixed 3.00000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607RAD2 1294000.00000000 PA USD 1283001.44000000 0.009192757642 Long DBT CORP CA N 2 2023-09-13 Fixed 3.50000000 N N N N N N Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP N/A 166754AQ4 42811000.00000000 PA USD 42622483.05000000 0.305391829323 Long DBT CORP US Y 2 2023-05-01 Fixed 3.30000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 233851DL5 400000.00000000 PA USD 398550.41000000 0.002855629941 Long DBT CORP US Y 2 2023-05-04 Fixed 3.70000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBL3 91708000.00000000 PA USD 89473262.21000000 0.641079572717 Long DBT CORP US N 2 2023-10-02 Fixed 1.45000000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAV4 43700000.00000000 PA USD 43969563.45000000 0.315043715327 Long DBT CORP NL N 2 2025-01-13 Fixed 5.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BD5 31200000.00000000 PA USD 30704550.24000000 0.219999354691 Long DBT CORP JP N 2 2024-03-07 Fixed 3.40700000 N N N N N N 2023-03-30 VANGUARD FIXED INCOME SECURITIES FUNDS Ashley Grim Ashley Grim Treasurer