0001752724-24-075995.txt : 20240401
0001752724-24-075995.hdr.sgml : 20240401
20240401122642
ACCESSION NUMBER: 0001752724-24-075995
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240131
FILED AS OF DATE: 20240401
DATE AS OF CHANGE: 20240401
PERIOD START: 20240131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUNDS
CENTRAL INDEX KEY: 0000106444
ORGANIZATION NAME:
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: 24807327
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
2024-01-31
2024-01-31
N
12301350684.90
95549981.63
12205800703.27
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
19583671.98000000
AUD
EUR
GBP
JPY
USD
N
HPEFS EQUIPMENT TRUST HPEFS_23-2
N/A
HPEFS 2023-2A A2
44328UAB2
12900000.00000000
PA
USD
12996200.46000000
0.106475607589
Long
ABS-CBDO
CORP
US
Y
2
2031-01-21
Fixed
6.04000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29273RAY5
8314000.00000000
PA
USD
8314000.00000000
0.068115154442
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
Japan Treasury Discount Bill
N/A
JAPAN T-BILL
N/A
20000000000.00000000
PA
135892172.85000000
1.113340911863
Long
DBT
NUSS
JP
N
2
2024-02-13
None
0.00000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175AY0
81492000.00000000
PA
USD
80768765.83000000
0.661724435729
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
TESLA ELECTRIC VEHICLE TRUST TEVT_23-1
N/A
TEVT 2023-1 A3
881943AD6
11030000.00000000
PA
USD
11150342.82000000
0.091352817328
Long
ABS-CBDO
CORP
US
Y
2
2028-06-20
Fixed
5.38000000
N
N
N
N
N
N
ARI FLEET LEASE TRUST ARIFL_22-A
N/A
ARIFL 2022-A A2
00217QAB7
1264166.95000000
PA
USD
1251121.76000000
0.010250222745
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Fixed
3.12000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B
N/A
SRT 2022-B B
80287UAE9
12140000.00000000
PA
USD
11922317.66000000
0.097677472783
Long
ABS-CBDO
CORP
US
Y
2
2027-03-22
Fixed
3.85000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353REQ7
22745000.00000000
PA
USD
22196664.90000000
0.181853410846
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
N/A
7500000.00000000
PA
7876855.29000000
0.064533703945
Long
DBT
NUSS
ID
N
2
2025-04-24
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA6
5493000ISONLNOUKGB71
STACR 2021-DNA6 M1
35564KKR9
9486267.35000000
PA
USD
9491935.39000000
0.077765774001
Long
ABS-MBS
CORP
US
Y
2
2041-10-25
Floating
6.14460000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 2021-2 A3
03066RAC9
1608533.97000000
PA
USD
1593579.43000000
0.013055918810
Long
ABS-CBDO
CORP
US
N
2
2026-12-18
Fixed
0.34000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BANK
94988J6B8
42640000.00000000
PA
USD
43084303.26000000
0.352982195166
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
5.55000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HP ENTERPRISE
42824CBL2
64110000.00000000
PA
USD
64190414.46000000
0.525900889425
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BS7
5000000.00000000
PA
USD
5047485.25000000
0.041353167831
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AL0
12640000.00000000
PA
USD
12624389.09000000
0.103429421771
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
5.37500000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBC6
10850000.00000000
PA
USD
10741581.38000000
0.088003906020
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2
N/A
GMALT 2022-2 A4
36266FAD1
7470000.00000000
PA
USD
7388498.57000000
0.060532682366
Long
ABS-CBDO
CORP
US
N
2
2026-05-20
Fixed
3.54000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-B
N/A
WOART 2023-B A3
98164QAD0
9200000.00000000
PA
USD
9167033.64000000
0.075103910532
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
4.66000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBA6
7700000.00000000
PA
USD
7525280.46000000
0.061653312576
Long
DBT
CORP
GB
N
2
2024-10-24
Fixed
2.12500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCK2
36240000.00000000
PA
USD
34032983.28000000
0.278826306502
Long
DBT
CORP
CA
N
2
2025-09-11
Fixed
0.75000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_22-3
N/A
HERTZ 2022-3A A
42806MAS8
4926666.67000000
PA
USD
4914109.58000000
0.040260444189
Long
ABS-CBDO
CORP
US
Y
2
2025-03-25
Fixed
3.37000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBB5
6059000.00000000
PA
USD
5707009.30000000
0.046756533542
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.30000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_23-A
N/A
HART 2023-A A3
448979AD6
4900000.00000000
PA
USD
4875776.85000000
0.039946390806
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
4.58000000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST FCAT_21-4
N/A
FCAT 2021-4 A
33845AAA5
3019899.95000000
PA
USD
2973040.46000000
0.024357602850
Long
ABS-CBDO
CORP
US
Y
2
2026-07-17
Fixed
0.81000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AM8
2046000.00000000
PA
USD
2049420.46000000
0.016790545002
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CJ6
25970000.00000000
PA
USD
24782808.72000000
0.203041236887
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64500000
N
N
N
N
N
N
General Property Trust
549300SW9ZVCAW2QHF98
GENERAL PROPERTY
N/A
2420000.00000000
PA
1574683.22000000
0.012901105452
Long
DBT
CORP
AU
N
2
2024-09-19
Fixed
3.67250000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGP9
5439000.00000000
PA
USD
5320271.85000000
0.043588060950
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3
N/A
SDART 2023-3 A3
80285XAC9
8270000.00000000
PA
USD
8321025.90000000
0.068172716418
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
5.61000000
N
N
N
N
N
N
GE Capital International Funding Co Unlimited Co
549300G6UZOB126GBY72
GE CAPITAL INTL
36164Q6M5
6144000.00000000
PA
USD
5970031.23000000
0.048911426420
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC
378272AL2
3304000.00000000
PA
USD
3256204.04000000
0.026677512759
Long
DBT
CORP
US
Y
2
2025-04-16
Fixed
4.00000000
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER OP LLC
42217KBF2
27787000.00000000
PA
USD
27360620.43000000
0.224160799403
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_22-B
N/A
HALST 2022-B A4
44934LAE2
22270000.00000000
PA
USD
22003187.58000000
0.180268284850
Long
ABS-CBDO
CORP
US
Y
2
2026-04-15
Fixed
3.50000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH
036752AV5
14260000.00000000
PA
USD
14336924.29000000
0.117459924494
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.35000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3
N/A
GMALT 2023-3 A4
379929AE2
6000000.00000000
PA
USD
6049577.40000000
0.049563134341
Long
ABS-CBDO
CORP
US
N
2
2027-08-20
Fixed
5.44000000
N
N
N
N
N
N
Haleon UK Capital PLC
5493004B26DRJNN0OV17
HALEON UK CPTL
36264NAB0
28245000.00000000
PA
USD
27629589.18000000
0.226364413541
Long
DBT
CORP
GB
N
2
2025-03-24
Fixed
3.12500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAQ2
7803000.00000000
PA
USD
7673842.33000000
0.062870454110
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_22-3
N/A
HERTZ 2022-3A C
42806MAW9
920000.00000000
PA
USD
918534.99000000
0.007525397246
Long
ABS-CBDO
CORP
US
Y
2
2025-03-25
Fixed
4.35000000
N
N
N
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
CIGNA GROUP/THE
125523AG5
9639000.00000000
PA
USD
9493339.96000000
0.077777281399
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAT1
75290000.00000000
PA
USD
74039925.50000000
0.606596218469
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.65000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AV8
4975000.00000000
PA
USD
5059294.46000000
0.041449918632
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CT4
95809000.00000000
PA
USD
95716894.98000000
0.784191855224
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.12500000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_23-A
N/A
TESLA 2023-A A3
88167PAC2
18980000.00000000
PA
USD
19145925.06000000
0.156859230503
Long
ABS-CBDO
CORP
US
Y
2
2026-06-22
Fixed
5.89000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_23-B
N/A
HALST 2023-B A3
448980AD4
14720000.00000000
PA
USD
14731051.78000000
0.120688942398
Long
ABS-CBDO
CORP
US
Y
2
2026-06-15
Fixed
5.15000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCP1
39184000.00000000
PA
USD
36374313.24000000
0.298008415214
Long
DBT
CORP
CA
N
2
2026-01-06
Fixed
0.75000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAB2
5180000.00000000
PA
USD
5167056.22000000
0.042332791970
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.65000000
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty Ltd
529900VBZRQG6COX9X61
VOLKSWAGEN AUST
N/A
12100000.00000000
PA
7820554.78000000
0.064072443669
Long
DBT
CORP
AU
N
2
2024-08-28
Fixed
2.40000000
N
N
N
N
N
N
Cooperatieve Rabobank UA/NY
DG3RU1DBUFHT4ZF9WN62
COOP RAB UA/NY
21688AAW2
52360000.00000000
PA
USD
52917142.86000000
0.433540938005
Long
DBT
CORP
NL
N
2
2025-07-18
Fixed
5.50000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109AV6
14524000.00000000
PA
USD
14311765.87000000
0.117253805939
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.87500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABR5
7405000.00000000
PA
USD
7026842.94000000
0.057569700758
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
United Energy Distribution Pty Ltd
54930028EZKBY3VF2528
UNITED ENERGY D
N/A
13120000.00000000
PA
8548805.75000000
0.070038877070
Long
DBT
CORP
AU
N
2
2024-10-23
Fixed
3.85000000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613AK7
4895000.00000000
PA
USD
4775018.21000000
0.039120892812
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
2.85000000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST ALLYA_23-A
N/A
ALLYA 2023-A B
02008NAC1
9029000.00000000
PA
USD
9087099.81000000
0.074449026580
Long
ABS-CBDO
CORP
US
Y
2
2034-01-17
Fixed
6.01000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607LNF6
82000000.00000000
PA
USD
82085347.24000000
0.672510957990
Long
DBT
CORP
CA
N
2
2025-04-28
Fixed
5.14400000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST KCOT_23-1
N/A
KCOT 2023-1A A2
50117KAB6
7611340.19000000
PA
USD
7606431.64000000
0.062318170064
Long
ABS-CBDO
CORP
US
Y
2
2026-02-17
Fixed
5.40000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_23-A
N/A
TESLA 2023-A A4
88167PAD0
4750000.00000000
PA
USD
4763380.28000000
0.039025545278
Long
ABS-CBDO
CORP
US
Y
2
2027-07-20
Fixed
5.94000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBD0
6370000.00000000
PA
USD
6110456.83000000
0.050061908911
Long
DBT
CORP
JP
N
2
2026-05-25
Variable
2.22600000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3
N/A
SDART 2022-3 A3
80285UAD3
397272.80000000
PA
USD
394302.99000000
0.003230455744
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
3.40000000
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST NALT_24-A
N/A
NALT 2024-A A3
65481CAD6
26040000.00000000
PA
USD
26060097.67000000
0.213505842865
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
4.91000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
96950FAM6
24974000.00000000
PA
USD
24942889.39000000
0.204352749945
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAL0
5000000.00000000
PA
USD
5035717.20000000
0.041256754246
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4
N/A
SDART 2023-4 A3
802927AD5
5760000.00000000
PA
USD
5827663.87000000
0.047745035427
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
5.73000000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC CFII_23-2
N/A
CFII 2023-2A A1
165183CZ5
12587180.36000000
PA
USD
12706649.06000000
0.104103363383
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Fixed
6.16000000
N
N
N
N
N
N
SYNCHRONY CARD ISSUANCE TRUST_22-A1
N/A
SYNIT 2022-A1 A
87166PAG6
38115000.00000000
PA
USD
37333371.88000000
0.305865815669
Long
ABS-CBDO
CORP
US
N
2
2028-04-15
Fixed
3.37000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICA
761713BG0
16810000.00000000
PA
USD
16635630.21000000
0.136292821867
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
Vietnam Government International Bond
N/A
VIETNAM (REP OF)
N/A
21904000.00000000
PA
USD
21719060.15000000
0.177940478285
Long
DBT
NUSS
VN
N
2
2024-11-19
Fixed
4.80000000
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST NALT_23-B
N/A
NALT 2023-B A3
65473FAD9
5540000.00000000
PA
USD
5570307.12000000
0.045636556383
Long
ABS-CBDO
CORP
US
N
2
2026-07-15
Fixed
5.69000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG 2020-SFR1 A
74331CAA6
11484583.95000000
PA
USD
11000006.86000000
0.090121140983
Long
ABS-CBDO
CORP
US
Y
2
2037-04-17
Fixed
1.73200000
N
N
N
N
N
N
Region Retail Trust
N/A
REGION RETAIL TR
N/A
10680000.00000000
PA
6978273.95000000
0.057171783479
Long
DBT
CORP
AU
N
2
2024-06-07
Fixed
3.90000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DA4
31360000.00000000
PA
USD
30489159.14000000
0.249792372341
Long
DBT
CORP
GB
N
2
2026-03-10
Variable
2.99900000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
06675FBA4
36000000.00000000
PA
USD
36730893.24000000
0.300929813069
Long
DBT
CORP
FR
Y
2
2026-07-13
Fixed
5.89600000
N
N
N
N
N
N
Pacific National Finance Pty Ltd
213800SSTRDXLWWVF948
PACIFIC NTNL FIN
N/A
3680000.00000000
PA
2402356.71000000
0.019682090248
Long
DBT
CORP
AU
N
2
2025-05-19
Fixed
5.25000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C
N/A
TAOT 2022-C A2A
89231CAB3
4772533.96000000
PA
USD
4755214.43000000
0.038958643890
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
3.83000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_22-B
N/A
HART 2022-B A2A
44918MAB6
2267170.31000000
PA
USD
2261502.38000000
0.018528095247
Long
ABS-CBDO
CORP
US
N
2
2025-05-15
Fixed
3.64000000
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
MORGAN STANLEY B
61690U7U8
25030000.00000000
PA
USD
25266177.82000000
0.207001395764
Long
DBT
CORP
US
N
2
2025-07-16
Fixed
5.47900000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_24-1
N/A
VZMT 2024-1 C
92348KCP6
11380000.00000000
PA
USD
11407065.05000000
0.093456097861
Long
ABS-CBDO
CORP
US
N
2
2028-12-20
Fixed
5.49000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667AH4
17232000.00000000
PA
USD
16804844.22000000
0.137679162789
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.37500000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HBB4
8747000.00000000
PA
USD
8479292.82000000
0.069469369737
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC CFII_23-1
N/A
CFII 2023-1A A1
165183CU6
8377721.85000000
PA
USD
8388507.33000000
0.068725580024
Long
ABS-CBDO
CORP
US
Y
2
2035-05-15
Fixed
5.65000000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HLDG
55903VAY9
43977000.00000000
PA
USD
43162919.76000000
0.353626286462
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.78800000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457CH1
10000000.00000000
PA
USD
10103266.00000000
0.082774299250
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.40000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89115A2A9
23438000.00000000
PA
USD
23095601.06000000
0.189218238290
Long
DBT
CORP
CA
N
2
2025-06-06
Fixed
3.76600000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-2
N/A
HAROT 2023-2 A3
437927AC0
9880000.00000000
PA
USD
9879571.21000000
0.080941606783
Long
ABS-CBDO
CORP
US
N
2
2027-11-15
Fixed
4.93000000
N
N
N
N
N
N
NNN REIT Inc
5493008JKH5SOTI0JS97
NNN REIT
637417AG1
16746000.00000000
PA
USD
16616129.75000000
0.136133057993
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.90000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A
N/A
TAOT 2023-A A2
891940AB4
7569322.16000000
PA
USD
7552476.63000000
0.061876126061
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
5.05000000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_23-A
N/A
WOLS 2023-A A4
981944AE1
10150000.00000000
PA
USD
10152971.92000000
0.083181531198
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
5.04000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822CF9
225000.00000000
PA
USD
221247.28000000
0.001812640443
Long
DBT
CORP
JP
N
2
2026-04-17
Variable
3.83700000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXM1
18112000.00000000
PA
USD
16816170.26000000
0.137771955063
Long
DBT
CORP
US
N
2
2026-12-09
Variable
1.09300000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29273RBD0
5000000.00000000
PA
USD
4931790.05000000
0.040405297201
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
CHASE AUTO OWNER TRUST CHAOT_22-A
N/A
CHAOT 2022-AA A2
16144JAB7
2464028.07000000
PA
USD
2458269.64000000
0.020140175149
Long
ABS-CBDO
CORP
US
Y
2
2025-10-27
Fixed
3.86000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A
N/A
TAOT 2024-A A3
89238DAD0
20780000.00000000
PA
USD
20825724.31000000
0.170621533288
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
4.83000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-B
N/A
NAROT 2023-B A3
65480MAD5
16650000.00000000
PA
USD
17028569.39000000
0.139512104154
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
5.93000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST
N/A
GMALT 2023-2 A3
362548AD1
9320000.00000000
PA
USD
9326081.30000000
0.076406960319
Long
ABS-CBDO
CORP
US
N
2
2026-07-20
Fixed
5.05000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP
92277GAD9
5000000.00000000
PA
USD
4971756.05000000
0.040732731681
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
JOHN DEERE OWNER TRUST JDOT_23-A
N/A
JDOT 2023-A A2
47800CAB2
15549845.23000000
PA
USD
15522096.53000000
0.127169834305
Long
ABS-CBDO
CORP
US
N
2
2026-03-16
Fixed
5.28000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
609207AZ8
8475000.00000000
PA
USD
8434812.31000000
0.069104948663
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.12500000
N
N
N
N
N
N
Nuveen Finance LLC
N/A
TIAA ASSET MGMT
87246YAC0
9060000.00000000
PA
USD
8950604.94000000
0.073330747876
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.12500000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH
036752AR4
14885000.00000000
PA
USD
13898708.59000000
0.113869699562
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.50000000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERAC
874054AF6
19050000.00000000
PA
USD
18685594.46000000
0.153087822046
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CT0
74689000.00000000
PA
USD
74194118.90000000
0.607859498149
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_23-A
N/A
FORDO 2023-A A3
344928AD8
9420000.00000000
PA
USD
9380914.54000000
0.076856199507
Long
ABS-CBDO
CORP
US
N
2
2028-02-15
Fixed
4.65000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397XL2
13570000.00000000
PA
USD
13257093.31000000
0.108613057285
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2
N/A
AESOP 2020-2A A
05377RDY7
8030000.00000000
PA
USD
7572861.74000000
0.062043137718
Long
ABS-CBDO
CORP
US
Y
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBT1
55216000.00000000
PA
USD
53555450.03000000
0.438770477512
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST NALT_24-A
N/A
NALT 2024-A A4
65481CAE4
3090000.00000000
PA
USD
3092505.06000000
0.025336355518
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
4.97000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
06428CAC8
35000000.00000000
PA
USD
35455918.40000000
0.290484166192
Long
DBT
CORP
US
N
2
2025-08-18
Fixed
5.65000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAV2
24602000.00000000
PA
USD
24056703.07000000
0.197092379720
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHY8
15600000.00000000
PA
USD
15044913.16000000
0.123260354037
Long
DBT
CORP
US
N
2
2026-02-13
Variable
2.01500000
N
N
N
N
N
N
ENT AUTO RECEIVABLES TRUST ENT_23-1
N/A
ENT 2023-1A A2
293601AC4
5770000.00000000
PA
USD
5790441.38000000
0.047440078047
Long
ABS-CBDO
CORP
US
Y
2
2027-08-16
Fixed
6.22000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DM9
11945000.00000000
PA
USD
11973929.95000000
0.098100323289
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.25000000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST
N/A
KCOT 2022-2A A3
50117JAC7
8540000.00000000
PA
USD
8421648.41000000
0.068997099123
Long
ABS-CBDO
CORP
US
Y
2
2026-12-15
Fixed
4.09000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHU7
6863000.00000000
PA
USD
6764080.01000000
0.055416929822
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
3.95000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2
N/A
AMCAR 2023-2 A2
03065UAB5
9000000.00000000
PA
USD
9018146.70000000
0.073884105756
Long
ABS-CBDO
CORP
US
N
2
2027-04-19
Fixed
6.19000000
N
N
N
N
N
N
Haleon US Capital LLC
549300N8C3A3L0UVQB07
GSK CONSUMER
36264FAH4
22450000.00000000
PA
USD
22360712.76000000
0.183197426400
Long
DBT
CORP
US
N
2
2024-03-24
Fixed
3.02400000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP_22-5A
N/A
AESOP 2022-5A C
05377RFX7
430000.00000000
PA
USD
444627.40000000
0.003642754873
Long
ABS-CBDO
CORP
US
Y
2
2027-04-20
Fixed
6.24000000
N
N
N
N
N
N
Manufacturers & Traders Trust Co
WWB2V0FCW3A0EE3ZJN75
MANUF & TRADERS
55279HAK6
2551000.00000000
PA
USD
2484128.09000000
0.020352028927
Long
DBT
CORP
US
N
2
2025-02-06
Fixed
2.90000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BJ2
16890000.00000000
PA
USD
16550457.63000000
0.135595017748
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2N2
48375000.00000000
PA
USD
46538350.73000000
0.381280604700
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAT0
14940000.00000000
PA
USD
14780862.71000000
0.121097034674
Long
DBT
CORP
GB
N
2
2026-08-11
Variable
4.71600000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599EB7
12420000.00000000
PA
USD
12512282.34000000
0.102510950687
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
Resimac Bastille Trust Series 2021-2NC
N/A
RESI 2021-2NCA A1B
76120BAB6
5652020.26000000
PA
USD
5602110.10000000
0.045897112661
Long
ABS-MBS
CORP
AU
Y
2
2053-02-03
Floating
6.07540000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_22-6
N/A
VZMT 2022-6 A
92348KAZ6
16180000.00000000
PA
USD
15832505.38000000
0.129712959967
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
3.67000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368LGU4
22200000.00000000
PA
USD
22197454.99000000
0.181859883916
Long
DBT
CORP
CA
N
2
2024-12-12
Fixed
5.20000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAE2
10000000.00000000
PA
USD
9237439.00000000
0.075680729388
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_23-B
N/A
CNH 2023-B A2
12666DAB7
17650000.00000000
PA
USD
17757693.24000000
0.145485688908
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
5.90000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587DM6
25611000.00000000
PA
USD
25696386.82000000
0.210526023197
Long
DBT
CORP
US
N
2
2025-10-06
Fixed
5.15000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-2
N/A
SDART 2023-2 A3
80287JAC8
12910000.00000000
PA
USD
12883921.80000000
0.105555728077
Long
ABS-CBDO
CORP
US
N
2
2027-07-15
Fixed
5.21000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B28
16250000.00000000
PA
USD
15596815.00000000
0.127781989720
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-2
N/A
AMXCA 2022-2 A
02582JJT8
37312000.00000000
PA
USD
36574330.57000000
0.299647122373
Long
ABS-CBDO
CORP
US
N
2
2027-05-15
Fixed
3.39000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14913R2P1
4847000.00000000
PA
USD
4712927.33000000
0.038612193043
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.60000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BDZ6
11499000.00000000
PA
USD
11293240.69000000
0.092523554697
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST NAVMT_23-1
N/A
NAVMT 2023-1 A
63938PBU2
5200000.00000000
PA
USD
5236770.24000000
0.042903946797
Long
ABS-CBDO
CORP
US
Y
2
2028-08-25
Fixed
6.18000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
05530QAK6
7370000.00000000
PA
USD
7234498.28000000
0.059270984803
Long
DBT
CORP
GB
Y
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCV6
1860000.00000000
PA
USD
1807517.16000000
0.014808673383
Long
DBT
CORP
US
N
2
2026-02-24
Variable
2.59500000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PART
958254AE4
1775000.00000000
PA
USD
1738628.92000000
0.014244284027
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AU7
10240000.00000000
PA
USD
9691259.70000000
0.079398803368
Long
DBT
CORP
NL
Y
2
2026-07-01
Variable
1.40000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_22-A
N/A
FORDL 2022-A C
34528LAG0
8350000.00000000
PA
USD
8221006.70000000
0.067353276526
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
OMNICOM GP/OMNI
681919BA3
7200000.00000000
PA
USD
7098998.11000000
0.058160855502
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
EFF 2021-3 A2
29373MAB5
4209145.73000000
PA
USD
4121079.46000000
0.033763286491
Long
ABS-CBDO
CORP
US
Y
2
2027-08-20
Fixed
0.77000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20240213
N/A
1.00000000
NC
7825130.47000000
0.064109931500
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
20020000000.00000000
JPY
144129875.27000000
USD
2024-02-13
7825130.47000000
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
SPECTRA PARTNERS
84756NAF6
1742000.00000000
PA
USD
1707808.88000000
0.013991780805
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-A
N/A
HDMOT 2021-A A3
41284NAC4
1667742.14000000
PA
USD
1646581.83000000
0.013490158245
Long
ABS-CBDO
CORP
US
N
2
2026-04-15
Fixed
0.37000000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851DS0
23810000.00000000
PA
USD
23779649.63000000
0.194822529124
Long
DBT
CORP
US
Y
2
2024-02-22
Fixed
3.65000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
78355HKN8
3740000.00000000
PA
USD
3672479.87000000
0.030087988156
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJH4
60000000.00000000
PA
USD
60605332.80000000
0.496528939586
Long
DBT
CORP
US
N
2
2026-10-21
Variable
5.72700000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4
N/A
GMCAR 2022-4 A2A
36265QAB2
4282346.57000000
PA
USD
4271250.15000000
0.034993608808
Long
ABS-CBDO
CORP
US
N
2
2025-11-17
Fixed
4.60000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_23-B
N/A
HART 2023-B A3
44933XAD9
9040000.00000000
PA
USD
9142065.22000000
0.074899348615
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
5.48000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XDU7
35920000.00000000
PA
USD
35319957.48000000
0.289370262047
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55608JBL1
62000000.00000000
PA
USD
62343265.48000000
0.510767519440
Long
DBT
CORP
AU
Y
2
2024-11-22
Fixed
6.20700000
N
N
N
N
N
N
PORSCHE FINANCIAL AUTO SECURITIZATION TRUST PFAST_23-1
N/A
PFAST 2023-1A A3
73328QAC8
11900000.00000000
PA
USD
11880449.49000000
0.097334454156
Long
ABS-CBDO
CORP
US
Y
2
2028-09-22
Fixed
4.81000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
609207AU9
12544000.00000000
PA
USD
12018175.34000000
0.098462818066
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
1.50000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_20-A
N/A
CNH 2020-A A4
12597PAD0
1691477.05000000
PA
USD
1684262.73000000
0.013798871298
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
1.51000000
N
N
N
N
N
N
DAIMLER TRUCKS RETAIL TRUST 2022-1 DTRT_22-1
N/A
DTRT 2022-1 A2
233869AB2
1212628.97000000
PA
USD
1211808.63000000
0.009928137116
Long
ABS-CBDO
CORP
US
N
2
2024-09-16
Fixed
5.07000000
N
N
N
N
N
N
Manufacturers & Traders Trust Co
WWB2V0FCW3A0EE3ZJN75
MANUF & TRADERS
55279HAV2
3326000.00000000
PA
USD
3282099.56000000
0.026889670246
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
4.65000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2
N/A
SDART 2022-2 A3
80286MAC2
1972352.66000000
PA
USD
1963913.75000000
0.016090003415
Long
ABS-CBDO
CORP
US
N
2
2026-10-15
Fixed
2.98000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
OVINTIV INC
69047QAA0
16715000.00000000
PA
USD
16792908.78000000
0.137581377807
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.65000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DAZ8
4524000.00000000
PA
USD
4463408.89000000
0.036567931908
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1
N/A
SFAST 2024-1A A2
78435VAB8
14550000.00000000
PA
USD
14562691.97000000
0.119309599788
Long
ABS-CBDO
CORP
US
Y
2
2027-06-21
Fixed
5.35000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
08576PAG6
5500000.00000000
PA
USD
5489138.27000000
0.044971554127
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
N/A
HART 2020-A A4
44891LAD5
4635849.41000000
PA
USD
4608091.33000000
0.037753289948
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
1.72000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBH8
20163000.00000000
PA
USD
19418865.94000000
0.159095387611
Long
DBT
CORP
US
N
2
2026-03-13
Variable
2.00500000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte Ltd
5493000FQO8XF9C0RT95
PFIZER INVSTMNT
716973AA0
135215000.00000000
PA
USD
134892923.28000000
1.105154234116
Long
DBT
CORP
SG
N
2
2025-05-19
Fixed
4.65000000
N
N
N
N
N
N
Energy Partnership Gas Pty Ltd
213800K6H2M9O3WB3B76
ENERGY PARTNERSH
N/A
24380000.00000000
PA
15824798.03000000
0.129649814991
Long
DBT
CORP
AU
N
2
2024-12-11
Fixed
3.64200000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-3
N/A
HAROT 2023-3 A3
43815QAC1
17110000.00000000
PA
USD
17308282.66000000
0.141803746274
Long
ABS-CBDO
CORP
US
N
2
2028-02-18
Fixed
5.41000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816DE6
103773000.00000000
PA
USD
103672714.81000000
0.849372501897
Long
DBT
CORP
US
N
2
2026-05-01
Variable
4.99000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WBP5
2697000.00000000
PA
USD
2694376.66000000
0.022074558855
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
2.90000000
N
N
N
N
N
N
CHASE AUTO OWNER TRUST CHAOT_23-A
N/A
CHAOT 2023-AA A2
16144KAB4
19624000.00000000
PA
USD
19682191.05000000
0.161252764390
Long
ABS-CBDO
CORP
US
Y
2
2027-03-25
Fixed
5.90000000
N
N
N
N
N
N
PFS FINANCING CORP PFSFC_22-D
N/A
PFSFC 2022-D A
69335PEP6
19468000.00000000
PA
USD
19183054.67000000
0.157163426934
Long
ABS-CBDO
CORP
US
Y
2
2027-08-15
Fixed
4.27000000
N
N
N
N
N
N
Bank of New York Mellon/The
HPFHU0OQ28E4N0NFVK49
BK OF NY MELLON
06405LAD3
33940000.00000000
PA
USD
34001330.26000000
0.278566978820
Long
DBT
CORP
US
N
2
2026-05-22
Variable
5.14800000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAF8
7001000.00000000
PA
USD
6919664.06000000
0.056691602855
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
N/A
29000000.00000000
PA
19072222.97000000
0.156255402112
Long
DBT
CORP
GB
N
2
2025-06-28
Floating
6.21000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORP CH
16412XAC9
8120000.00000000
PA
USD
8141567.86000000
0.066702447941
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.87500000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C
N/A
TAOT 2023-C A3
89231FAD2
7390000.00000000
PA
USD
7428040.76000000
0.060856644644
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
5.16000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA CACLN_21-2
N/A
CACLN 2021-2 B
48128U2M0
1805113.61000000
PA
USD
1765809.43000000
0.014466969213
Long
ABS-CBDO
CORP
US
Y
2
2028-12-26
Fixed
0.88900000
N
N
N
N
N
N
Legg Mason Inc
OWUNCC6U1ZJXMZKFBJ36
LEGG MASON INC
524901AT2
10000000.00000000
PA
USD
9918733.00000000
0.081262452510
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.95000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_23-B
N/A
TESLA 2023-B A3
88167QAC0
34390000.00000000
PA
USD
34923959.77000000
0.286125921756
Long
ABS-CBDO
CORP
US
Y
2
2026-09-21
Fixed
6.13000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCA6
29142000.00000000
PA
USD
27694646.54000000
0.226897417164
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22550L2L4
14680000.00000000
PA
USD
15029279.18000000
0.123132267561
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HEALTHCARE
36267VAD5
73885000.00000000
PA
USD
74600693.70000000
0.611190494696
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.60000000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
AFFIL MANAGERS
008252AM0
9420000.00000000
PA
USD
9411328.42000000
0.077105375131
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912796ZV4
234566000.00000000
PA
USD
224769421.38000000
1.841496734579
Long
DBT
UST
US
N
2
2024-12-26
None
0.00000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABZ7
12796000.00000000
PA
USD
11976978.71000000
0.098125301249
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_23-B
N/A
HDMOT 2023-B A2
41285YAB1
21310000.00000000
PA
USD
21393260.30000000
0.175271256839
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
5.92000000
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_23-A1
N/A
CCCIT 2023-A1 A1
17305EGW9
15250000.00000000
PA
USD
15386528.68000000
0.126059150514
Long
ABS-CBDO
CORP
US
N
2
2027-12-08
Fixed
5.23000000
N
N
N
N
N
N
HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A
N/A
HDMOT 2022-A A3
41284YAD8
4599970.12000000
PA
USD
4522757.78000000
0.037054167030
Long
ABS-CBDO
CORP
US
N
2
2027-02-15
Fixed
3.06000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP
92277GAP2
10040000.00000000
PA
USD
9991104.90000000
0.081855382886
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.50000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587DG9
1296000.00000000
PA
USD
1291538.61000000
0.010581350960
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.60000000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
MERCEDES-BNZ FIN
58769JAJ6
46665000.00000000
PA
USD
47111154.73000000
0.385973488141
Long
DBT
CORP
US
Y
2
2025-08-01
Fixed
5.37500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAJ1
27050000.00000000
PA
USD
25837344.17000000
0.211680862223
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BZ5
7610000.00000000
PA
USD
7578123.54000000
0.062086246729
Long
DBT
CORP
US
N
2
2026-01-26
Variable
4.85700000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYL2
38426000.00000000
PA
USD
38451955.61000000
0.315030177411
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.80330000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABD4
6628000.00000000
PA
USD
6483319.58000000
0.053116708502
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.37500000
N
N
N
N
N
N
US BANK NATIONAL ASSOCIATION USCLN_23-1
N/A
USCLN 2023-1 B
90357PAV6
3320662.30000000
PA
USD
3342477.06000000
0.027384332591
Long
ABS-CBDO
CORP
US
Y
2
2032-08-25
Fixed
6.78900000
N
N
N
N
N
N
Brisbane Airport Corp Pty Ltd
213800C7HCV4YHQ1B159
BRISBANE AIRPORT
N/A
13540000.00000000
PA
8789628.98000000
0.072011899863
Long
DBT
CORP
AU
N
2
2025-04-24
Fixed
3.90000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE
744573AP1
14130000.00000000
PA
USD
13254131.32000000
0.108588790217
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A
N/A
WLAKE 2022-1A A3
96042WAD9
6388500.69000000
PA
USD
6375289.91000000
0.052231640225
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
NAROT 2022-B A2
65480JAB6
7770791.38000000
PA
USD
7749580.23000000
0.063490961538
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
4.50000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1
N/A
SDART 2023-1 A3
80287GAC4
15610000.00000000
PA
USD
15541280.10000000
0.127327001954
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
4.88000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103AG3
6000000.00000000
PA
USD
5863030.20000000
0.048034785611
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.85000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
TAPESTRY INC
876030AB3
39806000.00000000
PA
USD
40727658.97000000
0.333674618815
Long
DBT
CORP
US
N
2
2025-11-27
Fixed
7.05000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477CB7
120000000.00000000
PA
USD
120081456.00000000
0.983806461527
Long
DBT
CORP
US
N
2
2026-05-18
Variable
5.10400000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBL8
11000000.00000000
PA
USD
10646637.10000000
0.087226044065
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
2.85200000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAN5
14686000.00000000
PA
USD
14887487.81000000
0.121970595554
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A
N/A
WOLS 2022-A A4
98163NAD8
1200000.00000000
PA
USD
1187633.52000000
0.009730074649
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
CARMX 2023-1 A2A
14318DAB5
6427235.40000000
PA
USD
6417834.28000000
0.052580198841
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
MBART 2023-1 A2
58770AAB9
7062098.60000000
PA
USD
7049123.41000000
0.057752240769
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
5.09000000
N
N
N
N
N
N
SBNA AUTO LEASE TRUST SBALT_24-A
N/A
SBALT 2024-A A4
78414SAG9
8650000.00000000
PA
USD
8691127.98000000
0.071204898320
Long
ABS-CBDO
CORP
US
Y
2
2029-01-22
Fixed
5.24000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NL1
19058000.00000000
PA
USD
18618536.81000000
0.152538430395
Long
DBT
CORP
US
N
2
2026-03-17
Variable
3.29000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XCV6
23041000.00000000
PA
USD
22465945.26000000
0.184059577951
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
SPACE COAST CREDIT UNION SCCU_23-1
N/A
SCCU 2023-1A A3
805922AE1
9560000.00000000
PA
USD
9728216.80000000
0.079701586454
Long
ABS-CBDO
CORP
US
Y
2
2028-10-16
Fixed
5.70000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4
N/A
SDART 2022-4 A3
80286FAC7
12382616.10000000
PA
USD
12312866.06000000
0.100877167826
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
4.14000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AU2
1433000.00000000
PA
USD
1440915.69000000
0.011805171369
Long
DBT
CORP
CH
Y
2
2027-01-12
Variable
5.71100000
N
N
N
N
N
N
USAA AUTO OWNER TRUST USAOT_22-A
N/A
USAOT 2022-A A2
90291UAB8
1335099.22000000
PA
USD
1334593.22000000
0.010934089884
Long
ABS-CBDO
CORP
US
Y
2
2025-02-18
Fixed
4.60000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST DEFT_23-1
N/A
DEFT 2023-1 A3
24702HAE3
25160000.00000000
PA
USD
25319126.94000000
0.207435198685
Long
ABS-CBDO
CORP
US
Y
2
2028-09-22
Fixed
5.65000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_24-1
N/A
CARMX 2024-1 A2A
14318WAB3
8630000.00000000
PA
USD
8636896.23000000
0.070760587035
Long
ABS-CBDO
CORP
US
N
2
2027-03-15
Fixed
5.30000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAL4
59858000.00000000
PA
USD
59516735.18000000
0.487610248822
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U3C5
7672000.00000000
PA
USD
7595170.83000000
0.062225912208
Long
DBT
CORP
US
N
2
2026-08-15
Variable
4.54000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3
N/A
GMCAR 2020-3 C
362590AF8
900000.00000000
PA
USD
868307.31000000
0.007113890609
Long
ABS-CBDO
CORP
US
N
2
2026-01-16
Fixed
1.37000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A3J8
2250000.00000000
PA
USD
2242103.76000000
0.018369165731
Long
DBT
CORP
US
Y
2
2024-03-08
Fixed
2.51400000
N
N
N
N
N
N
Healthpeak OP LLC
N/A
HEALTHPEAK OP
40414LAN9
8595000.00000000
PA
USD
8458507.96000000
0.069299082998
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
TRUIST BANK
89788JAA7
22255000.00000000
PA
USD
21348957.33000000
0.174908290320
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST KCOT_20-2
N/A
KCOT 2020-2A A4
50116YAD3
3802480.19000000
PA
USD
3782035.78000000
0.030985560652
Long
ABS-CBDO
CORP
US
Y
2
2026-06-15
Fixed
0.73000000
N
N
N
N
N
N
PORSCHE FINANCIAL AUTO SECURITIZATION TRUST PFAST_23-2
N/A
PFAST 2023-2A A3
732916AD3
10540000.00000000
PA
USD
10744359.01000000
0.088026662659
Long
ABS-CBDO
CORP
US
Y
2
2029-01-22
Fixed
5.79000000
N
N
N
N
N
N
DONLEN FLEET LEASE FUNDING DFLF2_21-2
N/A
DFLF2 2021-2 A2
257812AD9
1365713.23000000
PA
USD
1351372.56000000
0.011071560095
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
AUST & NZ BANK
AZ7115639
25894000.00000000
PA
17054940.91000000
0.139728161425
Long
DBT
CORP
AU
N
2
2029-07-26
Floating
6.35640000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BB9
747000.00000000
PA
USD
747000.00000000
0.006120040939
Long
DBT
CORP
US
Y
2
2024-02-01
Fixed
3.90000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KAS2
5097000.00000000
PA
USD
5080204.47000000
0.041621230704
Long
DBT
CORP
NL
Y
2
2024-03-16
Fixed
3.12500000
N
N
N
N
N
N
National Australia Bank Ltd/New York
549300E2IPL06NDXMZ63
NATL AUS BANK/NY
63253QAF1
52280000.00000000
PA
USD
52373867.69000000
0.429089979127
Long
DBT
CORP
AU
N
2
2025-12-10
Fixed
4.75000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAM9
12387000.00000000
PA
USD
12166983.34000000
0.099681976101
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_23-B
N/A
FORDL 2023-B A4
34529NAE0
8270000.00000000
PA
USD
8351442.96000000
0.068421918094
Long
ABS-CBDO
CORP
US
N
2
2027-01-15
Fixed
5.87000000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST TLOT_23-B
N/A
TLOT 2023-B A3
89240HAD7
35870000.00000000
PA
USD
36435243.05000000
0.298507602538
Long
ABS-CBDO
CORP
US
Y
2
2026-11-20
Fixed
5.66000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1
N/A
SDART 2024-1 B
80288AAD4
5950000.00000000
PA
USD
5967876.18000000
0.048893770470
Long
ABS-CBDO
CORP
US
N
2
2028-12-15
Fixed
5.23000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-3
N/A
HAROT 2020-3 A4
43813KAD4
10209666.69000000
PA
USD
10186153.83000000
0.083453384809
Long
ABS-CBDO
CORP
US
N
2
2027-04-19
Fixed
0.46000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WEJ6
32985000.00000000
PA
USD
33079021.43000000
0.271010663160
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
5.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
52052000.00000000
PA
USD
51807401.41000000
0.424449019523
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGI
776743AM8
26555000.00000000
PA
USD
24920169.04000000
0.204166606073
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_24-A
N/A
FORDL 2024-A B
345290AF7
8430000.00000000
PA
USD
8443965.14000000
0.069179936206
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
5.29000000
N
N
N
N
N
N
COMET_21-A3
N/A
COMET 2021-A3 A3
14041NFY2
4900000.00000000
PA
USD
4742825.15000000
0.038857140676
Long
ABS-CBDO
CORP
US
N
2
2026-11-15
Fixed
1.04000000
N
N
N
N
N
N
SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_23-B
N/A
SBCLN 2023-B B
80290CCB8
980000.00000000
PA
USD
983617.08000000
0.008058603478
Long
ABS-CBDO
CORP
US
Y
2
2033-12-15
Fixed
5.64000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEM3
23380000.00000000
PA
USD
22719167.34000000
0.186134182363
Long
DBT
CORP
US
N
2
2026-02-18
Variable
2.63000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAT8
8130000.00000000
PA
USD
8029615.72000000
0.065785243551
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.40000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_24-A
N/A
FORDL 2024-A A4
345290AE0
1710000.00000000
PA
USD
1716604.53000000
0.014063842034
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
5.05000000
N
N
N
N
N
N
SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_23-B
N/A
SBCLN 2023-B D
80290CCD4
2290000.00000000
PA
USD
2300202.41000000
0.018845157855
Long
ABS-CBDO
CORP
US
Y
2
2033-12-15
Fixed
6.66300000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RAS3
33100000.00000000
PA
USD
32368055.07000000
0.265185839560
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
2.90000000
N
N
N
N
N
N
Network Finance Co Pty Ltd
213800XV6ZAOWZ2IIS63
NETWORK FINANCE
N/A
24350000.00000000
PA
15803429.15000000
0.129474743478
Long
DBT
CORP
AU
N
2
2024-12-06
Fixed
3.50000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939UAK2
22937000.00000000
PA
USD
22884837.36000000
0.187491487992
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.75000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX CORP
686330AK7
1163000.00000000
PA
USD
1141830.07000000
0.009354814958
Long
DBT
CORP
JP
N
2
2024-12-04
Fixed
3.25000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST DEFT_23-3
N/A
DEFT 2023-3 A3
24702EAC4
26169000.00000000
PA
USD
26599964.18000000
0.217928875185
Long
ABS-CBDO
CORP
US
Y
2
2029-04-23
Fixed
5.93000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL
14448CAT1
36584000.00000000
PA
USD
37099530.75000000
0.303949996005
Long
DBT
CORP
US
Y
2
2025-11-30
Fixed
5.80000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-C
N/A
TAOT 2020-C A4
89237VAC3
4727542.36000000
PA
USD
4668280.25000000
0.038246407290
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.57000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A
N/A
HALST 2024-A A3
448988AD7
11360000.00000000
PA
USD
11379535.79000000
0.093230555427
Long
ABS-CBDO
CORP
US
Y
2
2027-03-15
Fixed
5.02000000
N
N
N
N
N
N
N/A
N/A
AUST 3YR BOND FUT Mar24
N/A
-200.00000000
NC
-137467.41000000
-0.00112624655
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
SFE 3 Year Australian Bond Future
2024-03-15
-13892483.20000000
AUD
-137467.41000000
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216CL2
17370000.00000000
PA
USD
17035037.96000000
0.139565100021
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
1.75000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
APPALACHIAN PWR
037735CU9
920000.00000000
PA
USD
901403.75000000
0.007385043979
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.40000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBB8
1623000.00000000
PA
USD
1621808.93000000
0.013287198189
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.80000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_23-B
N/A
FORDO 2023-B A3
344930AD4
13290000.00000000
PA
USD
13412452.73000000
0.109885889963
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
5.23000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBL3
29862000.00000000
PA
USD
29638403.80000000
0.242822281966
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25500000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_23-A
N/A
CNH 2023-A A2
12664QAB0
3912856.22000000
PA
USD
3906060.37000000
0.032001672524
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
5.34000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAU9
1622000.00000000
PA
USD
1606245.22000000
0.013159687422
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
ALLYA 2022-2 A2
02008MAB5
9576792.40000000
PA
USD
9561591.16000000
0.078336451597
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
4.62000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468C6
3500000.00000000
PA
USD
3454471.09000000
0.028301880179
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd
549300L82YB0C6JQIC26
GALAXY PIPELINE
N/A
18331110.00000000
PA
USD
17210987.52000000
0.141006624132
Long
DBT
CORP
JE
N
2
2027-09-30
Fixed
1.75000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DOWDUPONT
26078JAC4
39419000.00000000
PA
USD
39115966.44000000
0.320470302530
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGF5
3521000.00000000
PA
USD
3497319.41000000
0.028652929005
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
Enbridge Energy Partners LP
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY
29250RAW6
11628000.00000000
PA
USD
11750617.49000000
0.096270763185
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.87500000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_23-1
N/A
COPAR 2023-1 A2
14043KAD7
14649917.88000000
PA
USD
14621385.70000000
0.119790467298
Long
ABS-CBDO
CORP
US
N
2
2026-05-15
Fixed
5.20000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTRM
958667AB3
11950000.00000000
PA
USD
11650730.41000000
0.095452405730
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.10000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_20-B
N/A
HART 2020-B A4
44933FAD8
2676117.96000000
PA
USD
2660660.44000000
0.021798327735
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Fixed
0.62000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAV2
14090000.00000000
PA
USD
14298109.02000000
0.117141917745
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473PAK1
9498000.00000000
PA
USD
8917116.95000000
0.073056386604
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RBJ5
12440000.00000000
PA
USD
12331792.65000000
0.101032230082
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.41400000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-B
N/A
TAOT 2023-B A3
891941AD8
11900000.00000000
PA
USD
11894967.49000000
0.097453397603
Long
ABS-CBDO
CORP
US
N
2
2028-02-15
Fixed
4.71000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd/New York NY
JHE42UYNWWTJB8YTTU19
AUST & NZ BK NY
05253JAX9
28240000.00000000
PA
USD
28464185.22000000
0.233202113585
Long
DBT
CORP
AU
N
2
2025-07-03
Fixed
5.37500000
N
N
N
N
N
N
BANK OF AMERICA AUTO TRUST BAAT_23-2
N/A
BAAT 2023-2A A2
06054YAB3
14500000.00000000
PA
USD
14581935.15000000
0.119467255811
Long
ABS-CBDO
CORP
US
Y
2
2026-08-17
Fixed
5.85000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2023-R07
N/A
CAS 2023-R07 2M1
20753BAA0
9542712.54000000
PA
USD
9646250.02000000
0.079030046897
Long
ABS-MBS
CORP
US
Y
2
2043-09-25
Floating
7.29460000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2023-R08
N/A
CAS 2023-R08 1M1
20755CAA6
7428549.09000000
PA
USD
7461939.68000000
0.061134372593
Long
ABS-MBS
CORP
US
Y
2
2043-10-25
Floating
6.84460000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TLJ2
42160000.00000000
PA
USD
42343431.41000000
0.346912361092
Long
DBT
CORP
US
N
2
2026-01-05
Fixed
4.80000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214FL2
22020000.00000000
PA
USD
22336830.37000000
0.183001762137
Long
DBT
CORP
AU
N
2
2025-11-17
Fixed
5.51200000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST TLOT_23-A
N/A
TLOT 2023-A A3
89239MAC1
40920000.00000000
PA
USD
40862724.28000000
0.334781185383
Long
ABS-CBDO
CORP
US
Y
2
2026-04-20
Fixed
4.93000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KG5
7870000.00000000
PA
USD
7693300.79000000
0.063029873885
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBZ1
65122000.00000000
PA
USD
63759767.58000000
0.522372674517
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A3
N/A
DCENT 2022-A3 A3
254683CW3
41150000.00000000
PA
USD
40387116.04000000
0.330884609882
Long
ABS-CBDO
CORP
US
N
2
2027-07-15
Fixed
3.56000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65558RAC3
2691000.00000000
PA
USD
2683670.47000000
0.021986844904
Long
DBT
CORP
FI
Y
2
2025-09-22
Fixed
4.75000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_23-2
N/A
HPEFS 2023-2A A3
44328UAC0
4180000.00000000
PA
USD
4238966.01000000
0.034729110470
Long
ABS-CBDO
CORP
US
Y
2
2031-01-21
Fixed
5.99000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822DA9
16233000.00000000
PA
USD
16283440.31000000
0.133407391336
Long
DBT
CORP
JP
N
2
2026-04-17
Variable
5.54100000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK
233853AV2
14925000.00000000
PA
USD
15019308.69000000
0.123050581073
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
DBNGP Finance Co Pty Ltd
213800Q5H1Q4B99WAX06
DBNGP FINANCE CO
N/A
15830000.00000000
PA
10243004.10000000
0.083919149173
Long
DBT
CORP
AU
N
2
2025-05-28
Fixed
4.22500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_22-B
N/A
FORDO 2022-B A2A
34534LAB3
601506.31000000
PA
USD
600974.76000000
0.004923681572
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
NAROT 2020-A A4
65479MAD8
5048376.17000000
PA
USD
4989680.21000000
0.040879581203
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
CARMX 2020-3 A4
14315FAE7
3262705.16000000
PA
USD
3219625.05000000
0.026377827463
Long
ABS-CBDO
CORP
US
N
2
2026-03-16
Fixed
0.77000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AR3
14889000.00000000
PA
USD
14570099.66000000
0.119370289702
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2
N/A
AMCAR 2020-2 C
03066EAF1
1918239.76000000
PA
USD
1888626.74000000
0.015473190050
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
DTAOT 2022-2A A
23345AAA1
478578.21000000
PA
USD
477901.55000000
0.003915364191
Long
ABS-CBDO
CORP
US
Y
2
2026-06-15
Fixed
2.88000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22550L2C4
19800000.00000000
PA
USD
19257719.98000000
0.157775146818
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
Pepper Residential Securities Trust No. 24
N/A
PEPAU 24A A1U
71338CAA5
63000.00000000
PA
USD
62993.62000000
0.000516095760
Long
ABS-MBS
CORP
AU
Y
2
2060-11-18
Floating
6.32510000
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1
N/A
CITZN 2024-1 A3
17331QAD8
22210000.00000000
PA
USD
22253911.39000000
0.182322421371
Long
ABS-CBDO
CORP
US
Y
2
2028-04-17
Fixed
5.11000000
N
N
N
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX CORP
75513ECG4
67924000.00000000
PA
USD
67682689.80000000
0.554512493243
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
DLLST LLC
N/A
DLLST 2022-1A A3
23292GAC7
5603454.01000000
PA
USD
5570498.98000000
0.045638128259
Long
ABS-CBDO
CORP
US
Y
2
2025-01-21
Fixed
3.40000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBK0
29360000.00000000
PA
USD
29052426.11000000
0.238021468777
Long
DBT
CORP
US
Y
2
2025-04-09
Fixed
3.90000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CV7
5520000.00000000
PA
USD
5413171.88000000
0.044349174721
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP
92277GAT4
7802000.00000000
PA
USD
7602341.90000000
0.062284663536
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.65000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EAW9
2540000.00000000
PA
USD
2483403.39000000
0.020346091586
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2
N/A
GMALT 2022-2 B
36266FAE9
5250000.00000000
PA
USD
5180005.43000000
0.042438882593
Long
ABS-CBDO
CORP
US
N
2
2026-05-20
Fixed
4.02000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAA0
780000.00000000
PA
USD
735915.73000000
0.006029229445
Long
DBT
CORP
US
N
2
2025-08-05
Fixed
1.20000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1
N/A
AMCAR 2023-1 A3
03067BAD1
11150000.00000000
PA
USD
11288990.33000000
0.092488732238
Long
ABS-CBDO
CORP
US
N
2
2027-11-18
Fixed
5.62000000
N
N
N
N
N
N
RESIMAC Premier Series 2020-1
N/A
RESI 2020-1A A1B
76120GAB5
576260.55000000
PA
USD
568915.65000000
0.004661026866
Long
ABS-MBS
CORP
AU
Y
2
2052-02-07
Fixed
1.27400000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBV1
12212000.00000000
PA
USD
11890418.72000000
0.097416130322
Long
DBT
CORP
JP
N
2
2025-01-15
Fixed
2.34800000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_24-1
N/A
VZMT 2024-1 A1A
92348KCL5
31920000.00000000
PA
USD
32024694.41000000
0.262372745455
Long
ABS-CBDO
CORP
US
N
2
2028-12-20
Fixed
5.00000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_23-B
N/A
FORDL 2023-B B
34529NAF7
10010000.00000000
PA
USD
10124751.64000000
0.082950327357
Long
ABS-CBDO
CORP
US
N
2
2027-02-15
Fixed
6.20000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAJ4
37265000.00000000
PA
USD
37879183.84000000
0.310337558025
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL
12592BAP9
10580000.00000000
PA
USD
10658528.67000000
0.087323469628
Long
DBT
CORP
US
N
2
2025-10-14
Fixed
5.45000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903AP8
3634000.00000000
PA
USD
3556925.48000000
0.029141271158
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
Aurizon Network Pty Ltd
549300FNL9A7DVZKZ444
AURIZON NETWORK
N/A
29340000.00000000
PA
19169061.52000000
0.157048783492
Long
DBT
CORP
AU
N
2
2024-06-21
Fixed
4.00000000
N
N
N
N
N
N
TRILLIUM CREDIT CARD TRUST II TCCT_24-1
N/A
TCCT 2024-1A A
89621ABZ1
25990000.00000000
PA
USD
26029401.36000000
0.213254353342
Long
ABS-CBDO
CORP
CA
Y
2
2028-12-27
Floating
6.05000000
N
N
N
N
N
N
CCG RECEIVABLES TRUST CCG_23-2
N/A
CCG 2023-2 A2
12511QAB5
4870000.00000000
PA
USD
4952386.76000000
0.040574042460
Long
ABS-CBDO
CORP
US
Y
2
2032-04-14
Fixed
6.28000000
N
N
N
N
N
N
BMW VEHICLE OWNER TRUST BMWOT_23-A
N/A
BMWOT 2023-A A3
05592XAD2
10030000.00000000
PA
USD
10134441.39000000
0.083029713792
Long
ABS-CBDO
CORP
US
N
2
2028-02-25
Fixed
5.47000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2
N/A
AMCAR 2022-2 A2A
03065WAB1
7661576.81000000
PA
USD
7643295.52000000
0.062620189414
Long
ABS-CBDO
CORP
US
N
2
2025-12-18
Fixed
4.20000000
N
N
N
N
N
N
DLLST LLC
N/A
DLLST 2022-1A A4
23292GAD5
2810000.00000000
PA
USD
2769081.90000000
0.022686605879
Long
ABS-CBDO
CORP
US
Y
2
2028-09-20
Fixed
3.69000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468Q5
3531000.00000000
PA
USD
3404072.87000000
0.027888976338
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BE2
20980000.00000000
PA
USD
20507188.85000000
0.168011827724
Long
DBT
CORP
US
N
2
2025-11-01
Variable
2.35400000
N
N
N
N
N
N
ARI FLEET LEASE TRUST ARIFL_23-A
N/A
ARIFL 2023-A A2
00218GAB8
8269527.93000000
PA
USD
8256251.20000000
0.067642028578
Long
ABS-CBDO
CORP
US
Y
2
2032-02-17
Fixed
5.41000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06417XAN1
3373000.00000000
PA
USD
3368278.37000000
0.027595718231
Long
DBT
CORP
CA
N
2
2026-02-02
Fixed
4.75000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1
N/A
SDART 2024-1 A3
80288AAC6
19000000.00000000
PA
USD
19011206.20000000
0.155755502340
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
5.25000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAU7
6779000.00000000
PA
USD
6843190.42000000
0.056065067637
Long
DBT
CORP
US
N
2
2025-11-14
Fixed
5.40000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816DL0
27171000.00000000
PA
USD
27729618.10000000
0.227183933066
Long
DBT
CORP
US
N
2
2026-10-30
Variable
6.33800000
N
N
N
N
N
N
7-Eleven Inc
549300K23JPL0SS3LB18
7-ELEVEN INC
817826AB6
73354000.00000000
PA
USD
73248486.14000000
0.600112093591
Long
DBT
CORP
US
Y
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAG5
12807000.00000000
PA
USD
12608247.78000000
0.103297178829
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475BQ7
56573000.00000000
PA
USD
56904540.41000000
0.466208991883
Long
DBT
CORP
US
N
2
2026-06-12
Variable
5.81200000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
MERCEDES-BNZ FIN
58769JAP2
74000000.00000000
PA
USD
74195579.78000000
0.607871466884
Long
DBT
CORP
US
Y
2
2026-01-09
Fixed
4.90000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL
14448CAN4
41255000.00000000
PA
USD
40018576.92000000
0.327865233038
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
KINDER MORGAN EN
494550BS4
11031000.00000000
PA
USD
11031000.00000000
0.090375062383
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.15000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475AY1
2000000.00000000
PA
USD
1956462.26000000
0.016028954654
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.20000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAM4
10203000.00000000
PA
USD
10006518.79000000
0.081981666203
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST ALLYA_23-1
N/A
ALLYA 2023-1 A3
02007WAC2
12590000.00000000
PA
USD
12729835.87000000
0.104293328880
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
5.46000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAD2
2870000.00000000
PA
USD
2868946.62000000
0.023504780143
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2
N/A
AMCAR 2020-2 D
03066EAG9
6060000.00000000
PA
USD
5898273.14000000
0.048323524882
Long
ABS-CBDO
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
NNN REIT Inc
5493008JKH5SOTI0JS97
NNN REIT
637417AH9
6741000.00000000
PA
USD
6613822.88000000
0.054185899317
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-D
N/A
WOART 2022-D A2A
98163VAB4
14858134.22000000
PA
USD
14850017.22000000
0.121663605534
Long
ABS-CBDO
CORP
US
N
2
2026-03-16
Fixed
5.51000000
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNIC
775109BE0
8656000.00000000
PA
USD
8433108.35000000
0.069090988416
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
3.62500000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687CZ7
8130000.00000000
PA
USD
8050425.27000000
0.065955732571
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.70000000
N
N
N
N
N
N
DE LAGE LANDEN FINANCIAL SERVICES INC DLLST_24-1
N/A
DLLST 2024-1A A3
23346HAC1
8190000.00000000
PA
USD
8183236.70000000
0.067043833493
Long
ABS-CBDO
CORP
US
Y
2
2027-08-20
Fixed
5.05000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAA3
19613000.00000000
PA
USD
18836814.35000000
0.154326740276
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.20000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667BA8
7034000.00000000
PA
USD
6679393.62000000
0.054723108974
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.15000000
N
N
N
N
N
N
Lonsdale Finance Pty Ltd
549300VX4WC30OTQ1E62
LONSDALE FINANCE
N/A
13730000.00000000
PA
8868040.57000000
0.072654312368
Long
DBT
CORP
AU
N
2
2025-10-15
Fixed
3.90000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAA0
15574000.00000000
PA
USD
15123708.47000000
0.123905910293
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAG0
9875000.00000000
PA
USD
9715695.91000000
0.079599004982
Long
DBT
CORP
IE
N
2
2025-10-01
Fixed
4.45000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBS8
16030000.00000000
PA
USD
16188913.08000000
0.132632946199
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BD5
40935000.00000000
PA
USD
40935000.00000000
0.335373327773
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.60000000
N
N
N
N
N
N
JOHN DEERE OWNER TRUST JDOT_20-B
N/A
JDOT 2020-B A4
47787NAD1
2886235.89000000
PA
USD
2881228.56000000
0.023605403939
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
0.72000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
225401AQ1
10000000.00000000
PA
USD
9564592.50000000
0.078361041053
Long
DBT
CORP
CH
Y
2
2026-06-05
Variable
2.19300000
N
N
N
N
N
N
SYNIT_22-A2
N/A
SYNIT 2022-A2 A
87166PAH4
31708000.00000000
PA
USD
31180058.63000000
0.255452791570
Long
ABS-CBDO
CORP
US
N
2
2028-07-15
Fixed
3.86000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST DEFT_22-2
N/A
DEFT 2022-2 A2
24702CAC8
3968358.88000000
PA
USD
3958360.20000000
0.032430155925
Long
ABS-CBDO
CORP
US
Y
2
2027-07-22
Fixed
4.03000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WEF4
100000000.00000000
PA
USD
99717933.00000000
0.816971663098
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.60000000
N
N
N
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
CIGNA GROUP/THE
125523CN8
10215000.00000000
PA
USD
10157624.59000000
0.083219649713
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.61300000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149YBH0
16250000.00000000
PA
USD
16082506.05000000
0.131761171929
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.07900000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
197473661.74000000
NS
USD
197453914.37000000
1.617705541571
Long
STIV
CORP
US
N
1
N
N
N
JOHN DEERE OWNER TRUST JDOT_23-B
N/A
JDOT 2023-B A2
477920AB8
7460000.00000000
PA
USD
7463197.36000000
0.061144676547
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
5.59000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST MBALT_23-A
N/A
MBALT 2023-A A3
58768RAC4
32340000.00000000
PA
USD
32212140.58000000
0.263908459289
Long
ABS-CBDO
CORP
US
N
2
2027-01-15
Fixed
4.74000000
N
N
N
N
N
N
JOHN DEERE OWNER TRUST JDOT_22-B
N/A
JDOT 2022-B A2
47800AAB6
3118719.57000000
PA
USD
3111449.21000000
0.025491561640
Long
ABS-CBDO
CORP
US
N
2
2025-06-16
Fixed
3.73000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_22-4A
N/A
HERTZ 2022-4A A
42806MBA6
15870000.00000000
PA
USD
15482959.27000000
0.126849189548
Long
ABS-CBDO
CORP
US
Y
2
2026-09-25
Fixed
3.73000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CL2
19588000.00000000
PA
USD
19276424.46000000
0.157928389366
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GFP9
15169000.00000000
PA
USD
14930795.58000000
0.122325408573
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NX5
10000000.00000000
PA
USD
10076960.70000000
0.082558784507
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.61000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST DEFT_23-2
N/A
DEFT 2023-2 A3
24703GAC8
4710000.00000000
PA
USD
4759125.30000000
0.038990684967
Long
ABS-CBDO
CORP
US
Y
2
2029-01-22
Fixed
5.65000000
N
N
N
N
N
N
WHEELS FLEET LEASE FUNDING LLC WFLF_22-1A
N/A
WFLF 2022-1A A
96328GAF4
1833810.24000000
PA
USD
1805255.06000000
0.014790140392
Long
ABS-CBDO
CORP
US
Y
2
2036-10-18
Fixed
2.47000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_23-B
N/A
HALST 2023-B A4
448980AE2
10460000.00000000
PA
USD
10397742.08000000
0.085186890502
Long
ABS-CBDO
CORP
US
Y
2
2027-04-15
Fixed
5.17000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
63111XAG6
56200000.00000000
PA
USD
56725462.69000000
0.464741839302
Long
DBT
CORP
US
N
2
2025-06-28
Fixed
5.65000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-B
N/A
NAROT 2020-B A4
65479CAE8
2080449.47000000
PA
USD
2067174.33000000
0.016935999368
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.71000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2H5
15316000.00000000
PA
USD
14958565.45000000
0.122552922283
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.40600000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK
233853AS9
26187000.00000000
PA
USD
26388294.76000000
0.216194704481
Long
DBT
CORP
US
Y
2
2025-08-08
Fixed
5.60000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_22-C
N/A
FORDO 2022-C A2A
34535AAB6
2986728.43000000
PA
USD
2982412.61000000
0.024434387243
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
4.52000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PAN8
9153000.00000000
PA
USD
9097500.42000000
0.074534236967
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.75000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-1
N/A
FORDR 2018-1 A
34532RAA4
8568000.00000000
PA
USD
8419149.85000000
0.068976628856
Long
ABS-CBDO
CORP
US
Y
2
2031-07-15
Fixed
3.19000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL
256677AD7
6980000.00000000
PA
USD
6874548.60000000
0.056321979746
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.15000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3
N/A
GMCAR 2020-3 B
362590AE1
2100000.00000000
PA
USD
2016911.82000000
0.016524207375
Long
ABS-CBDO
CORP
US
N
2
2026-01-16
Fixed
0.81000000
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAG9
1495000.00000000
PA
USD
1490707.62000000
0.012213107982
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.62500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAY7
49538000.00000000
PA
USD
48890269.35000000
0.400549464459
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.62500000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HLDG
05523UAK6
12060000.00000000
PA
USD
11917352.99000000
0.097636798107
Long
DBT
CORP
US
Y
2
2024-10-07
Fixed
3.80000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475BH7
51371000.00000000
PA
USD
51338001.84000000
0.420603310573
Long
DBT
CORP
US
N
2
2025-10-28
Variable
5.67100000
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1
N/A
TALNT 2020-1A A
89237JAA4
36173000.00000000
PA
USD
34494355.76000000
0.282606250901
Long
ABS-CBDO
CORP
US
Y
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-A
N/A
WOART 2023-A A2A
98164JAB0
7530015.20000000
PA
USD
7515850.49000000
0.061576054473
Long
ABS-CBDO
CORP
US
N
2
2026-07-15
Fixed
5.18000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_23-C
N/A
HART 2023-C A2A
44918CAB8
15420000.00000000
PA
USD
15484464.85000000
0.126861524503
Long
ABS-CBDO
CORP
US
N
2
2027-01-15
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
CAS 2021-R02 2M1
20754KAA9
9592378.70000000
PA
USD
9595652.58000000
0.078615510881
Long
ABS-MBS
CORP
US
Y
2
2041-11-25
Floating
6.24460000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DS6
21822000.00000000
PA
USD
21878718.43000000
0.179248530775
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.00000000
N
N
N
N
N
N
BMW VEHICLE OWNER TRUST BMWOT_20-A
N/A
BMWOT 2020-A A4
09661RAE1
2110385.34000000
PA
USD
2089838.21000000
0.017121680591
Long
ABS-CBDO
CORP
US
N
2
2027-04-26
Fixed
0.62000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
WILLIS NORTH AME
970648AF8
10566000.00000000
PA
USD
10494161.03000000
0.085976834171
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GZV9
40177000.00000000
PA
USD
40308950.91000000
0.330244216581
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.70000000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Mar24
N/A
-1172.00000000
NC
USD
-1103337.82000000
-0.00903945465
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT 5 Year US Treasury Note
2024-03-28
-125930474.68000000
USD
-1103337.82000000
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-2
N/A
FORDR 2020-2 A
34532JAA2
17264000.00000000
PA
USD
16179613.63000000
0.132556757424
Long
ABS-CBDO
CORP
US
Y
2
2033-04-15
Fixed
1.06000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2024-R01
N/A
CAS 2024-R01 1M1
20753UAA8
16840000.00000000
PA
USD
16857339.64000000
0.138109248625
Long
ABS-MBS
CORP
US
Y
2
2044-01-25
Floating
6.39460000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3
N/A
GMALT 2023-3 B
379929AF9
6290000.00000000
PA
USD
6339687.86000000
0.051939958828
Long
ABS-CBDO
CORP
US
N
2
2027-08-20
Fixed
5.88000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TKG9
30228000.00000000
PA
USD
30060568.32000000
0.246281002375
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
4.40000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAE9
11200000.00000000
PA
USD
10820520.26000000
0.088650638520
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-C
N/A
WOART 2023-C A2A
98164FAB8
16500000.00000000
PA
USD
16523786.40000000
0.135376505005
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
5.57000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO
29717PAN7
1050000.00000000
PA
USD
1044698.63000000
0.008559033982
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.87500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFS8
41764000.00000000
PA
USD
38922095.95000000
0.318881955360
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL
552081AK7
14198000.00000000
PA
USD
14197815.71000000
0.116320232118
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20240320
N/A
1.00000000
NC
41542.61000000
0.000340351370
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7390379.10000000
EUR
8045351.45000000
USD
2024-03-20
41542.61000000
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_24-1
N/A
EFF 2024-1 A2
29375PAB6
6910000.00000000
PA
USD
6928890.07000000
0.056767189948
Long
ABS-CBDO
CORP
US
N
2
2030-03-20
Fixed
5.23000000
N
N
N
N
N
N
BANK OF AMERICA AUTO TRUST BAAT_23-2
N/A
BAAT 2023-2A A3
06054YAC1
13780000.00000000
PA
USD
14062947.50000000
0.115215280356
Long
ABS-CBDO
CORP
US
Y
2
2028-06-15
Fixed
5.74000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBN0
42500000.00000000
PA
USD
41667464.53000000
0.341374282138
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.37500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BR9
53404000.00000000
PA
USD
53403158.35000000
0.437522778294
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
Cencora Inc
AI8GXW8LG5WK7E9UD086
CENCORA INC
03073EAL9
22674000.00000000
PA
USD
22515408.07000000
0.184464818141
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.40000000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERAC
874054AJ8
4883000.00000000
PA
USD
4901640.61000000
0.040158288089
Long
DBT
CORP
US
N
2
2026-03-28
Fixed
5.00000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
7400000.00000000
PA
4876252.08000000
0.039950284283
Long
DBT
CORP
AU
N
2
2029-08-27
Floating
6.35750000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCS
446150AM6
16995000.00000000
PA
USD
16726297.32000000
0.137035641713
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
17325FBA5
40000000.00000000
PA
USD
40696714.40000000
0.333421095341
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
5.86400000
N
N
N
N
N
N
MASTER CREDIT CARD TRUST MCCT_24-1
N/A
MCCT 2024-1A A
576339DZ5
35050000.00000000
PA
USD
35050000.00000000
0.287158547415
Long
ABS-CBDO
CORP
CA
Y
2
2028-01-21
Floating
6.07000000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERAC
874054AE9
1632000.00000000
PA
USD
1625645.43000000
0.013318629965
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FU3
7680000.00000000
PA
USD
7454615.19000000
0.061074364322
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.15000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-D
N/A
WOART 2023-D A2A
98164DAB3
16820000.00000000
PA
USD
16937718.13000000
0.138767775599
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
5.91000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAP8
10000000.00000000
PA
USD
9703914.00000000
0.079502477845
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-B
N/A
TAOT 2020-B A4
89239RAD8
1983241.49000000
PA
USD
1975124.48000000
0.016181850974
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
1.66000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368LWT9
104000000.00000000
PA
USD
105689119.12000000
0.865892551331
Long
DBT
CORP
CA
N
2
2025-09-25
Fixed
5.92000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_23-C
N/A
HALST 2023-C A3
44935VAD1
10000000.00000000
PA
USD
10136960.00000000
0.083050348325
Long
ABS-CBDO
CORP
US
Y
2
2026-12-15
Fixed
5.80000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CS4
32256000.00000000
PA
USD
31793607.34000000
0.260479489325
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.37500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJK6
7645000.00000000
PA
USD
7129763.93000000
0.058412914509
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.19700000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG LONDON
902674ZV5
75000000.00000000
PA
USD
75956355.75000000
0.622297197836
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
5.80000000
N
N
N
N
N
N
BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2
N/A
BACCT 2022-A2 A2
05522RDF2
11426000.00000000
PA
USD
11494100.10000000
0.094169160872
Long
ABS-CBDO
CORP
US
N
2
2028-04-15
Fixed
5.00000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BG1
15379000.00000000
PA
USD
14559624.57000000
0.119284469113
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_23-B
N/A
SBCLN 2023-B C
80290CCC6
2100000.00000000
PA
USD
2107721.07000000
0.017268191749
Long
ABS-CBDO
CORP
US
Y
2
2033-12-15
Fixed
5.93300000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CS9
1364000.00000000
PA
USD
1325902.39000000
0.010862887427
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
0020A2BM3
61000000.00000000
PA
USD
60802421.00000000
0.498143648894
Long
DBT
CORP
US
Y
2
2024-02-21
Fixed
0.00000000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST FCAT_21-3
N/A
FCAT 2021-3 A
33846QAA9
3705013.70000000
PA
USD
3663901.02000000
0.030017703132
Long
ABS-CBDO
CORP
US
Y
2
2027-07-15
Fixed
0.36000000
N
N
N
N
N
N
PFS FINANCING CORP PFSFC_22-C
N/A
PFSFC 2022-C A
69335PEK7
5015000.00000000
PA
USD
4930092.54000000
0.040391389797
Long
ABS-CBDO
CORP
US
Y
2
2027-05-15
Fixed
3.89000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_23-1
N/A
EFF 2023-1 A2
29375CAB5
9234571.34000000
PA
USD
9256709.38000000
0.075838608257
Long
ABS-CBDO
CORP
US
Y
2
2029-01-22
Fixed
5.51000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-4
N/A
HAROT 2023-4 A2
438123AB7
20940000.00000000
PA
USD
21084720.53000000
0.172743444224
Long
ABS-CBDO
CORP
US
N
2
2026-06-22
Fixed
5.87000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_22-P1
N/A
CRVNA 2022-P1 A3
14688DAC5
5118494.52000000
PA
USD
5034334.19000000
0.041245423486
Long
ABS-CBDO
CORP
US
N
2
2027-02-10
Fixed
3.35000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AY0
34862000.00000000
PA
USD
34801629.13000000
0.285123688122
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
05600LAB2
7480000.00000000
PA
USD
7363149.01000000
0.060324997835
Long
DBT
CORP
NL
Y
2
2024-08-14
Fixed
2.40000000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
KENVUE INC
49177JAB8
62553000.00000000
PA
USD
63045029.39000000
0.516516948970
Long
DBT
CORP
US
N
2
2025-03-22
Fixed
5.50000000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-4
N/A
DCENT 2022-A4 A
254683CX1
17500000.00000000
PA
USD
17545960.25000000
0.143750997386
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
5.03000000
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNIC
775109CF6
18700000.00000000
PA
USD
18235457.78000000
0.149399930601
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DE2
3211000.00000000
PA
USD
3211000.00000000
0.026307163930
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_24-A
N/A
MMAF 2024-A A2
55318CAB0
20830000.00000000
PA
USD
20856441.19000000
0.170873191337
Long
ABS-CBDO
CORP
US
Y
2
2027-09-13
Fixed
5.20000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 2020-1 A
34531NAA4
31214000.00000000
PA
USD
30230081.66000000
0.247669795656
Long
ABS-CBDO
CORP
US
Y
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
WHEELS SPV LLC WHLS_20-1
N/A
WHLS 2020-1A A3
96328DBU7
1359620.16000000
PA
USD
1351919.14000000
0.011076038130
Long
ABS-CBDO
CORP
US
Y
2
2029-08-20
Fixed
0.62000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_22-A
N/A
FORDL 2022-A A4
34528LAE5
2630000.00000000
PA
USD
2609288.75000000
0.021377448423
Long
ABS-CBDO
CORP
US
N
2
2025-07-15
Fixed
3.37000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDING
70450YAC7
45776000.00000000
PA
USD
44863628.93000000
0.367559900580
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2021-R01
N/A
CAS 2021-R01 1M1
20754RAA4
1373472.68000000
PA
USD
1373060.23000000
0.011249243399
Long
ABS-MBS
CORP
US
Y
2
2041-10-25
Floating
6.09460000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAZ3
8660000.00000000
PA
USD
8393767.18000000
0.068768673060
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES IN
26875PAM3
2400000.00000000
PA
USD
2353815.79000000
0.019284402942
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.15000000
N
N
N
N
N
N
CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A3
N/A
COMET 2022-A3 A
14041NGB1
5150000.00000000
PA
USD
5154942.46000000
0.042233546043
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
4.95000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3
N/A
GMALT 2023-3 A3
379929AD4
8750000.00000000
PA
USD
8805097.00000000
0.072138626658
Long
ABS-CBDO
CORP
US
N
2
2026-11-20
Fixed
5.38000000
N
N
N
N
N
N
Stockland Trust
N/A
STOCKLAND TRUST
N/A
7780000.00000000
PA
5092574.34000000
0.041722574895
Long
DBT
CORP
AU
N
2
2024-03-22
Fixed
3.30000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1
N/A
MBART 2022-1 A2
58768PAB0
13955370.83000000
PA
USD
13948825.76000000
0.114280300810
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
5.26000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1
N/A
GMCAR 2023-1 A2A
38013JAB9
8123387.15000000
PA
USD
8109491.28000000
0.066439650106
Long
ABS-CBDO
CORP
US
N
2
2026-03-16
Fixed
5.19000000
N
N
N
N
N
N
MASTER CREDIT CARD TRUST MCCT_22-1A
N/A
MCCT 2022-1A A
576339CM5
8150000.00000000
PA
USD
7877063.02000000
0.064535405841
Long
ABS-CBDO
CORP
CA
Y
2
2026-07-21
Fixed
1.66000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAM1
3366000.00000000
PA
USD
3200463.18000000
0.026220837598
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816CY3
8500000.00000000
PA
USD
8375972.51000000
0.068622884427
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABE0
60075000.00000000
PA
USD
61068275.24000000
0.500321746394
Long
DBT
CORP
DK
Y
2
2026-09-22
Variable
6.25900000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAY2
36903000.00000000
PA
USD
36227903.53000000
0.296808905951
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.62500000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6
N/A
SDART 2022-6 A3
802918AC6
953201.44000000
PA
USD
949327.15000000
0.007777672051
Long
ABS-CBDO
CORP
US
N
2
2026-11-16
Fixed
4.49000000
N
N
N
N
N
N
Cooperatieve Rabobank UA/NY
DG3RU1DBUFHT4ZF9WN62
COOP RAB UA/NY
21688ABA9
50000000.00000000
PA
USD
50188740.50000000
0.411187612514
Long
DBT
CORP
NL
N
2
2026-01-09
Fixed
4.85000000
N
N
N
N
N
N
AUSTRALIAN GAS NETWORKS LTD
213800FSBEPXHNIOUB98
AGIAGN 7/1/2024
BVN09Z2C1
12500000.00000000
PA
8182817.69000000
0.067040400617
Long
DBT
CORP
AU
N
2
2024-07-01
Floating
0.00000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST DEFT_23-3
N/A
DEFT 2023-3 A2
24702EAB6
8300000.00000000
PA
USD
8335997.93000000
0.068295379653
Long
ABS-CBDO
CORP
US
Y
2
2029-04-23
Fixed
6.10000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1
N/A
DRIVE 2020-1 D
26208QAG2
960592.89000000
PA
USD
953714.85000000
0.007813619713
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
2.70000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748AV4
24356000.00000000
PA
USD
24164497.30000000
0.197975519078
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_23-A
N/A
WOLS 2023-A A3
981944AD3
28384000.00000000
PA
USD
28385572.47000000
0.232558053011
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
5.07000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAX0
8000000.00000000
PA
USD
7882980.96000000
0.064583890493
Long
DBT
CORP
NO
N
2
2024-11-10
Fixed
3.25000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939UAH9
7522000.00000000
PA
USD
7526027.88000000
0.061659436058
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
5.00000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5
N/A
SDART 2022-5 A3
80287HAC2
4767438.21000000
PA
USD
4746792.82000000
0.038889647106
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
4.11000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA GLOBAL FNDING
36143L2J3
3239000.00000000
PA
USD
3182019.45000000
0.026069731329
Long
DBT
CORP
US
Y
2
2025-04-11
Fixed
3.85000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
HUNT INGALLS IND
446413AS5
25046000.00000000
PA
USD
24579197.16000000
0.201373082827
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84400000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RAW4
7850000.00000000
PA
USD
7850000.00000000
0.064313683230
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC
IHXLB8SL0QWSSG2VG640
AESOP 2020-1A A
05377RDU5
13712000.00000000
PA
USD
13181570.48000000
0.107994311888
Long
ABS-CBDO
CORP
US
Y
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659AT8
68123000.00000000
PA
USD
67448314.58000000
0.552592297873
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL
03076CAK2
25675000.00000000
PA
USD
25090650.86000000
0.205563333942
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST KCOT_22-2A
N/A
KCOT 2022-2A A2
50117JAB9
6025379.96000000
PA
USD
6000534.31000000
0.049161332843
Long
ABS-CBDO
CORP
US
Y
2
2025-06-17
Fixed
4.07000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAH5
4579000.00000000
PA
USD
4514302.71000000
0.036984896114
Long
DBT
CORP
US
N
2
2026-07-28
Variable
4.26000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2023-HQA3
529900ZTXRUUVE8G8W08
STACR 2023-HQA3 M1
35564K3G2
5751978.70000000
PA
USD
5806712.23000000
0.047573382288
Long
ABS-MBS
CORP
US
Y
2
2043-11-25
Floating
7.19460000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20240320
N/A
1.00000000
NC
787912.96000000
0.006455233697
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
290446566.25000000
AUD
191647100.49000000
USD
2024-03-20
787912.96000000
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BF8
22940000.00000000
PA
USD
22881242.86000000
0.187462038880
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.87500000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_23-5
N/A
VZMT 2023-5 A1A
92348KBZ5
22000000.00000000
PA
USD
22094344.80000000
0.181015120082
Long
ABS-CBDO
CORP
US
N
2
2028-09-08
Fixed
5.61000000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST ALLYA_22-3
N/A
ALLYA 2022-3 A2
02008DAB5
5200584.63000000
PA
USD
5197823.64000000
0.042584864085
Long
ABS-CBDO
CORP
US
N
2
2025-06-16
Fixed
5.29000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY COMPANY
427866BC1
11539000.00000000
PA
USD
11262961.96000000
0.092275486334
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.05000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
05530QAN0
46967000.00000000
PA
USD
43780104.00000000
0.358682769482
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_23-2
N/A
VZMT 2023-2 A
92348KBL6
19120000.00000000
PA
USD
19055028.33000000
0.156114529421
Long
ABS-CBDO
CORP
US
N
2
2028-04-13
Fixed
4.89000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
PLAINS ALL AMER
72650RBJ0
38420000.00000000
PA
USD
38122786.72000000
0.312333354007
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
GEORGIA-PACIFIC
37331NAH4
9050000.00000000
PA
USD
8912201.62000000
0.073016116161
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
3.60000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114TZD7
15522000.00000000
PA
USD
14304491.57000000
0.117194208866
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBD5
24420000.00000000
PA
USD
23623936.33000000
0.193546797168
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22550L2H3
10000000.00000000
PA
USD
9841758.50000000
0.080631813833
Long
DBT
CORP
CH
N
2
2025-02-21
Fixed
3.70000000
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_20-1A
N/A
VZMT 2021-2 A
92348KAD5
29130000.00000000
PA
USD
28254066.73000000
0.231480649380
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Fixed
0.99000000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
INVESCO FIN PLC
46132FAD2
15437000.00000000
PA
USD
15060405.74000000
0.123387282048
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.75000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WEY3
15540000.00000000
PA
USD
15614499.69000000
0.127926877306
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.95000000
N
N
N
N
N
N
PORSCHE FINANCIAL AUTO SECURITIZATION TRUST PFAST_23-2
N/A
PFAST 2023-2A A2A
732916AB7
14540000.00000000
PA
USD
14602997.46000000
0.119639815650
Long
ABS-CBDO
CORP
US
Y
2
2026-11-23
Fixed
5.88000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_23-3
N/A
EFF 2023-3 A2
29374LAB6
13600000.00000000
PA
USD
13875123.92000000
0.113676474467
Long
ABS-CBDO
CORP
US
Y
2
2030-03-20
Fixed
6.40000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06418GAC1
120500000.00000000
PA
USD
121180212.86000000
0.992808385176
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
5.45000000
N
N
N
N
N
N
VOLKSWAGEN AUTO LEASE TRUST VWALT_23-A
N/A
VWALT 2023-A A3
92867UAD4
36800000.00000000
PA
USD
37287232.00000000
0.305487799665
Long
ABS-CBDO
CORP
US
N
2
2026-10-20
Fixed
5.81000000
N
N
N
N
N
N
DLLAD LLC DLLAD_23-1
N/A
DLLAD 2023-1A A2
233258AB8
6272118.31000000
PA
USD
6251035.84000000
0.051213648264
Long
ABS-CBDO
CORP
US
Y
2
2026-04-20
Fixed
5.19000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_23-2
N/A
CARMX 2023-2 A3
142921AD7
20260000.00000000
PA
USD
20310007.76000000
0.166396357385
Long
ABS-CBDO
CORP
US
N
2
2028-01-18
Fixed
5.05000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMER ELEC PWR
02557TAD1
17790000.00000000
PA
USD
17926195.97000000
0.146866202437
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.69900000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_23-4
N/A
CARMX 2023-4 A2A
14318XAB1
22100000.00000000
PA
USD
22258578.55000000
0.182360658600
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
6.08000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BD5
845000.00000000
PA
USD
831902.80000000
0.006815634797
Long
DBT
NUSS
PA
N
2
2024-09-22
Fixed
4.00000000
N
N
N
N
N
N
FIFTH THIRD AUTO TRUST FITAT_23-1
N/A
FITAT 2023-1 A3
31680EAD3
39870000.00000000
PA
USD
40234431.74000000
0.329633693996
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
5.53000000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_21-2
N/A
VZMT 2021-2 C
92348KAG8
6710000.00000000
PA
USD
6498072.70000000
0.053237578246
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Fixed
1.38000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B
N/A
SRT 2022-B A4
80287UAD1
16150000.00000000
PA
USD
15852187.54000000
0.129874212477
Long
ABS-CBDO
CORP
US
Y
2
2026-10-20
Fixed
3.33000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-A
N/A
NAROT 2023-A A3
65480WAD3
27790000.00000000
PA
USD
27757096.64000000
0.227409059960
Long
ABS-CBDO
CORP
US
N
2
2027-11-15
Fixed
4.91000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_24-1
N/A
HPEFS 2024-1A A3
403963AC5
19310000.00000000
PA
USD
19342770.42000000
0.158471950265
Long
ABS-CBDO
CORP
US
Y
2
2031-05-20
Fixed
5.18000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
8274000.00000000
PA
USD
8636590.76000000
0.070758084372
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-1
N/A
GMALT 2023-1 A3
362541AD6
12500000.00000000
PA
USD
12495091.25000000
0.102370107080
Long
ABS-CBDO
CORP
US
N
2
2026-04-20
Fixed
5.16000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BN3
46962000.00000000
PA
USD
45511571.59000000
0.372868381980
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGZ6
20000000.00000000
PA
USD
19581503.80000000
0.160427851281
Long
DBT
CORP
US
N
2
2026-01-23
Variable
3.36600000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2023-R06
N/A
CAS 2023-R06 1M1
20754EAA3
3536189.00000000
PA
USD
3572931.77000000
0.029272407905
Long
ABS-MBS
CORP
US
Y
2
2043-07-25
Floating
7.04460000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_22-B
N/A
CNH 2022-B A2
12663JAB7
2558578.66000000
PA
USD
2546984.97000000
0.020867004401
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Fixed
3.94000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38145GAM2
47150000.00000000
PA
USD
47598849.61000000
0.389969087380
Long
DBT
CORP
US
N
2
2026-08-10
Variable
5.79800000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
AETNA INC
00817YAQ1
976000.00000000
PA
USD
961956.08000000
0.007881138676
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822AU8
13364000.00000000
PA
USD
13164495.79000000
0.107854421926
Long
DBT
CORP
JP
N
2
2025-03-02
Fixed
3.77700000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_22-2
N/A
CARMX 2022-2 A3
14317HAC5
3431994.63000000
PA
USD
3381380.60000000
0.027703062520
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
3.49000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_24-1
N/A
HPEFS 2024-1A C
403963AE1
5560000.00000000
PA
USD
5573104.25000000
0.045659472782
Long
ABS-CBDO
CORP
US
Y
2
2031-05-20
Fixed
5.33000000
N
N
N
N
N
N
DLLMT LLC DLLMT_23-1A
N/A
DLLMT 2023-1A A2
232989AB9
15820000.00000000
PA
USD
15820091.76000000
0.129611257340
Long
ABS-CBDO
CORP
US
Y
2
2025-11-20
Fixed
5.78000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834LAX8
48375000.00000000
PA
USD
47497631.33000000
0.389139823635
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
3.50000000
N
N
N
N
N
N
SPACE COAST CREDIT UNION SCCU_23-1
N/A
SCCU 2023-1A A2
805922AC5
6620000.00000000
PA
USD
6652574.37000000
0.054503383528
Long
ABS-CBDO
CORP
US
Y
2
2027-05-17
Fixed
5.85000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05611C2A0
37500000.00000000
PA
USD
37556061.38000000
0.307690271969
Long
DBT
CORP
FR
Y
2
2026-01-26
Fixed
5.10000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_24-A
N/A
CNH 2024-A A2
18978FAB2
11990000.00000000
PA
USD
12005486.28000000
0.098358858807
Long
ABS-CBDO
CORP
US
N
2
2027-07-15
Fixed
5.19000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BE1
46766000.00000000
PA
USD
45661909.92000000
0.374100077742
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1
N/A
GMCAR 2024-1 A3
36268GAD7
8760000.00000000
PA
USD
8780760.32000000
0.071939240476
Long
ABS-CBDO
CORP
US
N
2
2028-12-18
Fixed
4.85000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AH2
4000000.00000000
PA
USD
3949029.88000000
0.032353714238
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
SEMPRA
816851BN8
1980000.00000000
PA
USD
1937229.76000000
0.015871386131
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BY5
29803000.00000000
PA
USD
29109252.62000000
0.238487038480
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.12500000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C
N/A
WOART 2022-C A2
98163TAB9
3194213.38000000
PA
USD
3175996.78000000
0.026020388643
Long
ABS-CBDO
CORP
US
N
2
2026-03-16
Fixed
3.73000000
N
N
N
N
N
N
Abu Dhabi National Energy Co PJSC
213800UNJSVQFNUYYW03
TAQA ABU DHABI
N/A
10100000.00000000
PA
USD
10040501.91000000
0.082260083988
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
ARIFL 2022-A A3
00217QAC5
1950000.00000000
PA
USD
1907720.49000000
0.015629621819
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Fixed
3.43000000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST TLOT_23-B
N/A
TLOT 2023-B A2A
89240HAB1
9120000.00000000
PA
USD
9155037.22000000
0.075005625952
Long
ABS-CBDO
CORP
US
Y
2
2026-04-20
Fixed
5.73000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AJ5
65000.00000000
PA
USD
64939.82000000
0.000532040638
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
EFF 2021-2 A2
29374YAB8
4596462.82000000
PA
USD
4508989.37000000
0.036941364844
Long
ABS-CBDO
CORP
US
Y
2
2027-05-20
Fixed
0.48000000
N
N
N
N
N
N
USAA AUTO OWNER TRUST USAOT_23-A
N/A
USAOT 2023-A A3
90291VAC4
24640000.00000000
PA
USD
24969779.30000000
0.204573054296
Long
ABS-CBDO
CORP
US
Y
2
2028-05-15
Fixed
5.58000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DAL3
13503000.00000000
PA
USD
13454656.69000000
0.110231659659
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
4.90000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BD3
11929000.00000000
PA
USD
11791067.84000000
0.096602165860
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85000000
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
MARS INC
571676AA3
8730000.00000000
PA
USD
8512885.34000000
0.069744587405
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
2.70000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002BH3
6959000.00000000
PA
USD
6453184.88000000
0.052869820152
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.75000000
N
N
N
N
N
N
Brass No 10 PLC
213800UCE3NFG8SQKH09
BRASS 10A A1
10554PAA1
3599616.67000000
PA
USD
3486364.81000000
0.028563179874
Long
ABS-MBS
CORP
GB
Y
2
2069-04-16
Variable
0.66900000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20240213
N/A
1.00000000
NC
-624.78000000
-0.00000511871
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
33817.55000000
USD
4875246.00000000
JPY
2024-02-13
-624.78000000
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A
N/A
WOLS 2022-A B
98163NAE6
3890000.00000000
PA
USD
3833032.12000000
0.031403364786
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
3.67000000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_23-1
N/A
VALET 2023-1 A2A
92867WAB4
17871137.13000000
PA
USD
17887705.46000000
0.146550856390
Long
ABS-CBDO
CORP
US
N
2
2026-12-21
Fixed
5.50000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST
N/A
FORDF 2019-4 A
34528QHF4
7980000.00000000
PA
USD
7835617.86000000
0.064195852861
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_24-A
N/A
FORDL 2024-A A3
345290AD2
19390000.00000000
PA
USD
19411902.94000000
0.159038340965
Long
ABS-CBDO
CORP
US
N
2
2027-05-15
Fixed
5.06000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822CV4
55720000.00000000
PA
USD
55937500.79000000
0.458286204648
Long
DBT
CORP
JP
N
2
2026-02-20
Variable
5.71900000
N
N
N
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
SPECTRA PARTNERS
84756NAD1
1129000.00000000
PA
USD
1127736.17000000
0.009239346089
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
HAROT 2022-2 A2
43815PAB5
2407413.38000000
PA
USD
2401907.87000000
0.019678412980
Long
ABS-CBDO
CORP
US
N
2
2025-03-18
Fixed
3.81000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA GLOBAL FNDING
36143L2B0
45015000.00000000
PA
USD
44588913.22000000
0.365309202599
Long
DBT
CORP
US
Y
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO
29717PAP2
31767000.00000000
PA
USD
31104997.32000000
0.254837827326
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
AESOP_19-3A
N/A
AESOP 2019-3A A
05377RDQ4
20545000.00000000
PA
USD
19969236.65000000
0.163604479013
Long
ABS-CBDO
CORP
US
Y
2
2026-03-20
Fixed
2.36000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6
N/A
SDART 2023-6 A3
80287DAC1
2180000.00000000
PA
USD
2203136.78000000
0.018049916048
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
5.93000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CU1
11400000.00000000
PA
USD
11448102.30000000
0.093792308905
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
5.00000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_21-1
N/A
CACLN 2021-1 C
46591HBS8
1476554.34000000
PA
USD
1456278.74000000
0.011931038162
Long
ABS-CBDO
CORP
US
Y
2
2028-09-25
Fixed
1.02400000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1
N/A
SFAST 2024-1A A3
78435VAC6
16410000.00000000
PA
USD
16437151.99000000
0.134666724368
Long
ABS-CBDO
CORP
US
Y
2
2029-05-21
Fixed
4.95000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN
701094AQ7
12280000.00000000
PA
USD
12188632.01000000
0.099859339885
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAY4
13126000.00000000
PA
USD
13342869.87000000
0.109315809706
Long
DBT
CORP
CA
N
2
2025-11-07
Fixed
5.95000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
EL PASO PIPELINE
28370TAG4
8460000.00000000
PA
USD
8428988.77000000
0.069057237414
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK
579780AR8
5104000.00000000
PA
USD
4710722.51000000
0.038594129336
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.90000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBG9
3577000.00000000
PA
USD
3515824.89000000
0.028804541180
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.78900000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBF2
20846000.00000000
PA
USD
19713462.25000000
0.161508963887
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397A60
36002000.00000000
PA
USD
35684255.71000000
0.292354894017
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBJ3
10000000.00000000
PA
USD
9380879.90000000
0.076855915708
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
ARI FLEET LEASE TRUST ARIFL_21-A
N/A
ARIFL 2021-A A2
00217FAB1
99828.92000000
PA
USD
99665.96000000
0.000816545857
Long
ABS-CBDO
CORP
US
Y
2
2030-03-15
Fixed
0.37000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BANK
94988J6H5
44500000.00000000
PA
USD
44577895.03000000
0.365218932487
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.81100000
N
N
N
N
N
N
Victoria Power Networks Finance Pty Ltd
254900YISQHUZHEC9B94
VICTORIA POWER N
N/A
11900000.00000000
PA
7798157.03000000
0.063888942803
Long
DBT
CORP
AU
N
2
2024-08-23
Floating
4.89820000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BU5
16602000.00000000
PA
USD
16762773.10000000
0.137334481428
Long
DBT
CORP
US
Y
2
2025-09-12
Fixed
5.80000000
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887BV0
6452000.00000000
PA
USD
6399492.53000000
0.052429928077
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
WYETH
983024AF7
4863000.00000000
PA
USD
4863000.00000000
0.039841712299
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.45000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAH6
1149000.00000000
PA
USD
1145851.59000000
0.009387762571
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
SBNA AUTO LEASE TRUST SBALT_23-A
N/A
SBALT 2023-A A3
78436TAC0
17670000.00000000
PA
USD
18020369.60000000
0.147637750591
Long
ABS-CBDO
CORP
US
Y
2
2027-04-20
Fixed
6.51000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KCS7
22280000.00000000
PA
USD
22293866.85000000
0.182649769498
Long
DBT
CORP
US
N
2
2026-01-29
Fixed
4.95000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CH0
1281000.00000000
PA
USD
1272349.70000000
0.010424139562
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
2.87500000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161NAN1
4480000.00000000
PA
USD
4412309.75000000
0.036149285550
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CC4
9464000.00000000
PA
USD
9248766.78000000
0.075773535918
Long
DBT
CORP
NL
N
2
2024-11-07
Fixed
2.00000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BY9
5010000.00000000
PA
USD
5034344.59000000
0.041245508692
Long
DBT
CORP
US
Y
2
2027-01-12
Fixed
5.35000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKM0
24989000.00000000
PA
USD
24430114.02000000
0.200151670618
Long
DBT
CORP
US
N
2
2026-04-02
Variable
3.38400000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2
N/A
COPAR 2022-2 A2A
14043GAB0
3165472.87000000
PA
USD
3153656.16000000
0.025837355833
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
3.74000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBM9
14000000.00000000
PA
USD
13918814.70000000
0.114034425420
Long
DBT
CORP
US
N
2
2024-05-09
Fixed
3.60000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTICS
92345YAD8
28092000.00000000
PA
USD
27702489.53000000
0.226961673416
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
JOHN DEERE OWNER TRUST JDOT_23-1
N/A
JDOT 2023-A A3
47800CAC0
12750000.00000000
PA
USD
12775377.60000000
0.104666444345
Long
ABS-CBDO
CORP
US
N
2
2027-11-15
Fixed
5.01000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BE3
13903000.00000000
PA
USD
13825306.70000000
0.113268330657
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.62500000
N
N
N
N
N
N
SBNA AUTO LEASE TRUST SBALT_24-A
N/A
SBALT 2024-A A3
78414SAE4
20790000.00000000
PA
USD
20848428.22000000
0.170807542469
Long
ABS-CBDO
CORP
US
Y
2
2026-11-20
Fixed
5.39000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHZ6
32632000.00000000
PA
USD
31227782.71000000
0.255843786648
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.45000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641593U8
5743000.00000000
PA
USD
5312382.11000000
0.043523421684
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
1.05000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CR6
29723000.00000000
PA
USD
29723000.00000000
0.243515363904
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.75000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_22-A
N/A
HALST 2022-C A4
448978AE6
16042000.00000000
PA
USD
15923634.10000000
0.130459561704
Long
ABS-CBDO
CORP
US
Y
2
2026-08-17
Fixed
4.48000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432AR1
12068000.00000000
PA
USD
11880761.00000000
0.097337006304
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_22-A
N/A
CNH 2022-A A3
12660DAC1
11425000.00000000
PA
USD
11163009.90000000
0.091456596509
Long
ABS-CBDO
CORP
US
N
2
2027-07-15
Fixed
2.94000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
78355HKR9
10709000.00000000
PA
USD
10419252.16000000
0.085363118842
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2
N/A
FORDF 2020-2 A
34528QHQ0
45424000.00000000
PA
USD
42583501.01000000
0.348879209526
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
1.06000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBK1
6484000.00000000
PA
USD
6236862.15000000
0.051097525689
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.08300000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_22-C
N/A
CNH 2022-C A2
12664JAB6
11674510.40000000
PA
USD
11663574.89000000
0.095557638319
Long
ABS-CBDO
CORP
US
N
2
2026-07-15
Fixed
5.42000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCF0
4666000.00000000
PA
USD
4735792.77000000
0.038799525611
Long
DBT
CORP
US
N
2
2025-11-10
Fixed
5.80000000
N
N
N
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX CORP
75513ECQ2
3279000.00000000
PA
USD
3295048.08000000
0.026995755215
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
5.00000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
96950FAQ7
6190000.00000000
PA
USD
6114926.57000000
0.050098528713
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
VOLVO FINANCIAL EQUIPMENT LLC VFET_20-1
N/A
VFET 2020-1A A4
92888EAD5
3483568.15000000
PA
USD
3431085.41000000
0.028110285375
Long
ABS-CBDO
CORP
US
Y
2
2028-03-15
Fixed
0.60000000
N
N
N
N
N
N
BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A1
N/A
BACCT 2022-A1 A1
05522RDE5
45485000.00000000
PA
USD
44712823.90000000
0.366324381226
Long
ABS-CBDO
CORP
US
N
2
2027-11-15
Fixed
3.53000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd/New York NY
JHE42UYNWWTJB8YTTU19
AUST & NZ BK NY
05253JAY7
29880000.00000000
PA
USD
30340230.88000000
0.248572229037
Long
DBT
CORP
AU
N
2
2025-10-03
Fixed
5.67100000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAR6
2573000.00000000
PA
USD
2562192.76000000
0.020991599177
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GL
64952WEB5
350000.00000000
PA
USD
345655.16000000
0.002831892543
Long
DBT
CORP
US
Y
2
2024-04-26
Fixed
0.55000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BL5
12004000.00000000
PA
USD
11198365.94000000
0.091746262389
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Mar24
N/A
-4995.00000000
NC
USD
-1122931.91000000
-0.00919998562
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT 2 Year US Treasury Note Future
2024-03-28
-1026130036.84000000
USD
-1122931.91000000
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAB1
83588000.00000000
PA
USD
83240274.76000000
0.681973078076
Long
DBT
CORP
JP
Y
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EAV1
4595000.00000000
PA
USD
4502532.56000000
0.036888465324
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.45000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BX6
37825000.00000000
PA
USD
37141899.03000000
0.304297111946
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29200000
N
N
N
N
N
N
BANK OF AMERICA AUTO TRUST BAAT_23-1
N/A
BAAT 2023-1A A3
06428AAC2
17200000.00000000
PA
USD
17377863.48000000
0.142373809817
Long
ABS-CBDO
CORP
US
Y
2
2028-02-15
Fixed
5.53000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA INC
40428HVL3
27695000.00000000
PA
USD
27868289.55000000
0.228320044112
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
5.62500000
N
N
N
N
N
N
DLLAA LLC DLLAA_23-1
N/A
DLLAA 2023-1A A2
23292HAB7
7700000.00000000
PA
USD
7741292.02000000
0.063423057677
Long
ABS-CBDO
CORP
US
Y
2
2026-07-20
Fixed
5.93000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2
N/A
AMCAR 2023-2 A3
03065UAD1
36000000.00000000
PA
USD
36577170.00000000
0.299670385329
Long
ABS-CBDO
CORP
US
N
2
2028-05-18
Fixed
5.81000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAS4
11500000.00000000
PA
USD
10709493.91000000
0.087741018965
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DG7
5000000.00000000
PA
USD
4712718.25000000
0.038610480087
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-4
N/A
HAROT 2023-4 A3
438123AC5
9030000.00000000
PA
USD
9215566.50000000
0.075501531804
Long
ABS-CBDO
CORP
US
N
2
2028-06-21
Fixed
5.67000000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1
N/A
SFAST 2023-1A A2A
78398AAB9
8301894.84000000
PA
USD
8321728.07000000
0.068178469174
Long
ABS-CBDO
CORP
US
Y
2
2027-03-22
Fixed
5.89000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_22-C
N/A
HART 2022-C A2A
44933DAB7
12921154.84000000
PA
USD
12907149.60000000
0.105746029398
Long
ABS-CBDO
CORP
US
N
2
2025-11-17
Fixed
5.35000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAU9
40000000.00000000
PA
USD
38846824.40000000
0.318265268656
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912797JR9
608360000.00000000
PA
USD
581181760.34000000
4.761520972436
Long
DBT
UST
US
N
2
2025-01-23
None
0.00000000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC CFII_20-1
N/A
CFII 2020-1A A1
165183CJ1
1152743.25000000
PA
USD
1146873.60000000
0.009396135721
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
CACLN 2021-3 B
46591HCD0
4921953.77000000
PA
USD
4765345.08000000
0.039041642542
Long
ABS-CBDO
CORP
US
Y
2
2029-02-26
Fixed
0.76000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RAX2
4158000.00000000
PA
USD
4013754.53000000
0.032883992026
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17327CAN3
9450000.00000000
PA
USD
9122733.74000000
0.074740969165
Long
DBT
CORP
US
N
2
2026-01-25
Variable
2.01400000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3
N/A
AMXCA 2022-3 A
02582JJV3
34644000.00000000
PA
USD
34102001.55000000
0.279391761171
Long
ABS-CBDO
CORP
US
N
2
2027-08-15
Fixed
3.75000000
N
N
N
N
N
N
ARI FLEET LEASE TRUST ARIFL_23-B
N/A
ARIFL 2023-B A2
04033GAB3
12260000.00000000
PA
USD
12371987.74000000
0.101361541456
Long
ABS-CBDO
CORP
US
Y
2
2032-07-15
Fixed
6.05000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531FBE2
11930000.00000000
PA
USD
11695825.43000000
0.095821861378
Long
DBT
CORP
US
N
2
2025-06-05
Fixed
3.70000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETRO
56585ABH4
28662000.00000000
PA
USD
28469649.03000000
0.233246877629
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HLDG
55903VAZ6
26509000.00000000
PA
USD
25994170.30000000
0.212965711401
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_23-B
N/A
TESLA 2023-B A4
88167QAD8
4340000.00000000
PA
USD
4396737.69000000
0.036021706374
Long
ABS-CBDO
CORP
US
Y
2
2027-03-22
Fixed
6.22000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_23-2
N/A
EFF 2023-2 A2
29375NAB1
11720000.00000000
PA
USD
11740209.97000000
0.096185496186
Long
ABS-CBDO
CORP
US
Y
2
2030-04-22
Fixed
5.56000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBB3
9195000.00000000
PA
USD
9100005.54000000
0.074554760979
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
AUSGRID FINANCE
N/A
36370000.00000000
PA
23654713.73000000
0.193798951048
Long
DBT
CORP
AU
N
2
2024-10-30
Fixed
3.75000000
N
N
N
N
N
N
SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_21-1A
N/A
SBCLN 2021-1A B
80290CAE4
3213556.05000000
PA
USD
3139398.42000000
0.025720544651
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
TAOT 2022-D A2A
89239HAB4
9196377.98000000
PA
USD
9188828.67000000
0.075282473418
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
5.27000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
136385AT8
4100000.00000000
PA
USD
4081735.07000000
0.033440944754
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
3.80000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_24-1
N/A
HPEFS 2024-1A B
403963AD3
3955000.00000000
PA
USD
3964088.43000000
0.032477086316
Long
ABS-CBDO
CORP
US
Y
2
2031-05-20
Fixed
5.18000000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST
N/A
KCOT 2023-2A A2
500945AB6
13190000.00000000
PA
USD
13205285.89000000
0.108188608113
Long
ABS-CBDO
CORP
US
Y
2
2026-07-15
Fixed
5.61000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
80281LAN5
5000000.00000000
PA
USD
4968449.70000000
0.040705643331
Long
DBT
CORP
GB
N
2
2025-03-15
Variable
1.08900000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANS
292480AH3
3000000.00000000
PA
USD
2983677.00000000
0.024444746170
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.90000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_23-3
N/A
CARMX 2023-3 A2A
14319BAB8
18680000.00000000
PA
USD
18712166.96000000
0.153305525912
Long
ABS-CBDO
CORP
US
N
2
2026-11-16
Fixed
5.72000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_23-B
N/A
FORDL 2023-B A3
34529NAD2
40370000.00000000
PA
USD
40778491.92000000
0.334091084324
Long
ABS-CBDO
CORP
US
N
2
2026-10-15
Fixed
5.91000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJX4
46595000.00000000
PA
USD
46404270.82000000
0.380182111342
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
2.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
225401AT5
44440000.00000000
PA
USD
40922777.09000000
0.335273187600
Long
DBT
CORP
CH
Y
2
2027-02-02
Variable
1.30500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_22-D
N/A
FORDO 2022-D A2A
345295AB5
5255647.57000000
PA
USD
5252157.29000000
0.043030010219
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
5.37000000
N
N
N
N
N
N
Huntington National Bank/The
2WHM8VNJH63UN14OL754
HUNTINGTON NATL
44644MAH4
21688000.00000000
PA
USD
21570583.55000000
0.176724035353
Long
DBT
CORP
US
N
2
2025-11-18
Variable
5.69900000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1
N/A
HAROT 2023-1 A3
43815JAC7
12250000.00000000
PA
USD
12270039.78000000
0.100526299570
Long
ABS-CBDO
CORP
US
N
2
2027-04-21
Fixed
5.04000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BV1
21412000.00000000
PA
USD
21277358.99000000
0.174321697586
Long
DBT
CORP
US
N
2
2024-05-22
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20240320
N/A
1.00000000
NC
1750.10000000
0.000014338264
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
392213.40000000
GBP
498998.60000000
USD
2024-03-20
1750.10000000
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_23-B
N/A
FORDL 2023-B A2A
34529NAB6
5800000.00000000
PA
USD
5817435.38000000
0.047661235189
Long
ABS-CBDO
CORP
US
N
2
2026-02-15
Fixed
5.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBW5
7185000.00000000
PA
USD
6634674.55000000
0.054356733419
Long
DBT
CORP
US
N
2
2027-02-04
Variable
1.04000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDS
15089QAJ3
2581000.00000000
PA
USD
2565126.36000000
0.021015633651
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2
N/A
SDART 2022-2 B
80286MAD0
10000000.00000000
PA
USD
9837730.00000000
0.080598809034
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
3.44000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-2
N/A
GMALT 2023-2 A4
362548AE9
2600000.00000000
PA
USD
2593348.42000000
0.021246852075
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
5.09000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016FZY3
46899000.00000000
PA
USD
46970665.89000000
0.384822487535
Long
DBT
CORP
CA
N
2
2025-04-25
Fixed
4.95000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_21-1
N/A
EFF 2021-1 A2
29374EAB2
622297.55000000
PA
USD
615866.73000000
0.005045688889
Long
ABS-CBDO
CORP
US
Y
2
2026-12-21
Fixed
0.44000000
N
N
N
N
N
N
DE LAGE LANDEN FINANCIAL SERVICES INC DLLST_24-1
N/A
DLLST 2024-1A A2
23346HAB3
9310000.00000000
PA
USD
9322106.72000000
0.076374397277
Long
ABS-CBDO
CORP
US
Y
2
2026-01-20
Fixed
5.33000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCH9
11872000.00000000
PA
USD
11295034.10000000
0.092538247793
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_23-A
N/A
HDMOT 2023-A A2A
41285JAB4
5947765.89000000
PA
USD
5938540.31000000
0.048653426795
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
5.32000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_21-1
N/A
CACLN 2021-1 B
46591HBR0
2381539.25000000
PA
USD
2336231.42000000
0.019140337260
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
DAIMLER TRUCK
233853AN0
25600000.00000000
PA
USD
25607739.14000000
0.209799748189
Long
DBT
CORP
US
Y
2
2025-01-17
Fixed
5.20000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES GALC_24-1
N/A
GALC 2024-1 A2
39154TCH9
16814000.00000000
PA
USD
16838302.96000000
0.137953284420
Long
ABS-CBDO
CORP
US
Y
2
2026-08-17
Fixed
5.32000000
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST CITZN_23-1
N/A
CITZN 2023-1 A3
17331KAD1
16760000.00000000
PA
USD
16987111.41000000
0.139172446142
Long
ABS-CBDO
CORP
US
Y
2
2028-01-18
Fixed
5.84000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
78355HKQ1
9462000.00000000
PA
USD
9401472.91000000
0.077024630653
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.62500000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP FINL INC
12509RDF5
59730000.00000000
PA
USD
59064607.80000000
0.483906047918
Long
DBT
CORP
CA
Y
2
2024-04-15
Fixed
0.00000000
N
N
N
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017DD8
10989000.00000000
PA
USD
10841928.17000000
0.088826029799
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
BMW VEHICLE LEASE TRUST BMWLT_23-1
N/A
BMWLT 2023-1 A3
05593AAC3
7750000.00000000
PA
USD
7740693.80000000
0.063418156564
Long
ABS-CBDO
CORP
US
N
2
2025-11-25
Fixed
5.16000000
N
N
N
N
N
N
BMW VEHICLE LEASE TRUST BMWLT_23-2
N/A
BMWLT 2023-2 A3
055979AC2
22300000.00000000
PA
USD
22585620.63000000
0.185040057420
Long
ABS-CBDO
CORP
US
N
2
2026-09-25
Fixed
5.99000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2
N/A
AESOP 2023-2A C
05377RGN8
1390000.00000000
PA
USD
1392310.60000000
0.011406958329
Long
ABS-CBDO
CORP
US
Y
2
2027-10-20
Fixed
6.18000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-3
N/A
GMCAR 2023-3 A3
36267KAD9
4770000.00000000
PA
USD
4834763.72000000
0.039610377373
Long
ABS-CBDO
CORP
US
N
2
2028-06-16
Fixed
5.45000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307A2T1
36650000.00000000
PA
USD
36678207.31000000
0.300498166418
Long
DBT
CORP
CA
N
2
2025-01-17
Fixed
5.25000000
N
N
N
N
N
N
US Bank NA/Cincinnati OH
6BYL5QZYBDK8S7L73M02
US BANK NA OHIO
90331HPL1
29270000.00000000
PA
USD
28426515.58000000
0.232893492783
Long
DBT
CORP
US
N
2
2025-01-21
Fixed
2.05000000
N
N
N
N
N
N
Cooperatieve Rabobank UA/NY
DG3RU1DBUFHT4ZF9WN62
COOP RAB UA/NY
21688AAV4
39700000.00000000
PA
USD
39689374.30000000
0.325168133290
Long
DBT
CORP
NL
N
2
2025-01-13
Fixed
5.00000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABB0
13691000.00000000
PA
USD
13421090.29000000
0.109956655989
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2
N/A
CITZN 2023-2 A3
17295FAD6
18500000.00000000
PA
USD
18779594.20000000
0.153857945550
Long
ABS-CBDO
CORP
US
Y
2
2028-02-15
Fixed
5.83000000
N
N
N
N
N
N
2024-04-01
VANGUARD FIXED INCOME SECURITIES FUNDS
Ashley Grim
Ashley Grim
Treasurer