0001752724-24-089324.txt : 20240424
0001752724-24-089324.hdr.sgml : 20240424
20240424142321
ACCESSION NUMBER: 0001752724-24-089324
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240424
DATE AS OF CHANGE: 20240424
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY SALEM STREET TRUST
CENTRAL INDEX KEY: 0000035315
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02105
FILM NUMBER: 24869766
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FIXED INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND
DATE OF NAME CHANGE: 19860904
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY CORPORATE BOND FUND INC
DATE OF NAME CHANGE: 19851225
0000035315
S000048583
Fidelity Series Short-Term Credit Fund
C000153158
Fidelity Series Short-Term Credit Fund
FYBTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035315
XXXXXXXX
S000048583
C000153158
Fidelity Salem Street Trust
811-02105
0000035315
S4W85DGKOEJ24DPRB829
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Series Short-Term Credit Fund
S000048583
5493002SQB6GUJQNUB87
2024-08-31
2024-02-29
N
506901617.47
1385060.46
505516557.01
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
930.53000000
USD
N
Bloomberg US Credit 1-3 Years Bond Index
24467449
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 3.788% 03/15/2025
55903VAY9
3700000.00000000
PA
USD
3627045.44000000
0.717492906949
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03788000
N
N
N
N
N
N
CENT CLO 21 LTD/CENT CLO 21 CORP
N/A
CENT CLO 21 LTD/CORP TSFR3M+123.161 07/27/2030 144A
15137EBN2
2784100.36000000
PA
USD
2785692.87000000
0.551058680743
Long
ABS-CBDO
CORP
KY
N
2
2030-07-27
Variable
0.06551200
N
N
N
N
N
N
BX COML MTG TR 2024-XL4
N/A
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A
05611VAA9
519000.00000000
PA
USD
519000.00000000
0.102667260409
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.06759670
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.4% 09/08/2025
548661EK9
716000.00000000
PA
USD
707195.54000000
0.139895623633
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
0.04400000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/32 #569160
36200QJD7
836.87440000
PA
USD
866.29000000
0.000171367285
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
0.07000000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO.
O1PLQWO3TX952VMBJ146
PENNSYLVANIA ELECTRIC CO. 5.15% 03/30/2026 144A
708696CA5
550000.00000000
PA
USD
544930.49000000
0.107796764011
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
0.05150000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/31 #549552
36213BQD7
65.67890000
PA
USD
67.61000000
0.000013374438
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #475200
36209L3H7
333.32940000
PA
USD
339.17000000
0.000067093747
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 0.976%/VAR 04/22/2025
06051GJR1
10000000.00000000
PA
USD
9926749.40000000
1.963684326921
Long
DBT
CORP
US
N
2
2025-04-22
Variable
0.00976000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2019
N/A
BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A
05492PAA6
1502000.00000000
PA
USD
1387699.45000000
0.274511176885
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
0.03112000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 4.75% 02/15/2026
855244BE8
1200000.00000000
PA
USD
1192041.82000000
0.235806681990
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.04750000
N
N
N
N
N
N
PORSCHE FINL AUTO SECURITIZATION TR 2023-2
N/A
PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A
732916AD3
564000.00000000
PA
USD
570727.84000000
0.112899930197
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
0.05790000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.75% 04/15/2027
87264ABD6
1540000.00000000
PA
USD
1476177.06000000
0.292013592735
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.03750000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 6.95% 06/10/2026
345397D26
5000000.00000000
PA
USD
5099490.20000000
1.008768185588
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
0.06950000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.5% 04/15/2025
87264ABB0
4500000.00000000
PA
USD
4399185.20000000
0.870235631058
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 11/27 #462363
36208VTU9
253.33060000
PA
USD
256.53000000
0.000050746112
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
0.07000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 5.05% 07/15/2026
053332BE1
1000000.00000000
PA
USD
997867.55000000
0.197395621599
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05050000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 4% 03/01/2027
22822VAE1
2000000.00000000
PA
USD
1926482.60000000
0.381091889728
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
USAA AUTO OWNER TRUST 2023-A
N/A
USAA AUTO OWNER TRUST 2023-A 5.58% 05/15/2028 144A
90291VAC4
1345000.00000000
PA
USD
1354196.98000000
0.267883803452
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.05580000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/28 #481353
36209TWN5
884.04510000
PA
USD
900.87000000
0.000178207812
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 3.125% 07/26/2024 144A
45262BAA1
5257000.00000000
PA
USD
5200646.38000000
1.028778643920
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.4% 05/08/2027
37045XEQ5
1500000.00000000
PA
USD
1500673.29000000
0.296859374671
Long
DBT
CORP
US
N
2
2027-05-08
Fixed
0.05400000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #456802
36208PNT1
255.93890000
PA
USD
260.30000000
0.000051491884
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 4.75% 01/12/2026
02665WEC1
1100000.00000000
PA
USD
1092978.14000000
0.216210156688
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/31 #545304
31385HX98
159.46570000
PA
USD
166.25000000
0.000032887152
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.07500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 5.75% 11/08/2026
75513ECT6
593000.00000000
PA
USD
601480.67000000
0.118983376836
Long
DBT
CORP
US
N
2
2026-11-08
Fixed
0.05750000
N
N
N
N
N
N
HAROT 2023-4
N/A
HAROT 2023-4 5.67% 06/21/2028
438123AC5
934000.00000000
PA
USD
944188.54000000
0.186776976323
Long
ABS-CBDO
CORP
US
N
2
2028-06-21
Fixed
0.05670000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.15% 11/10/2026
161175CM4
1870000.00000000
PA
USD
1886344.77000000
0.373151926250
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
0.06150000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/31 #781324
36225BPH5
3163.25470000
PA
USD
3251.28000000
0.000643159943
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
0.07000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG 5.45% 09/18/2026 144A
64953BBF4
2000000.00000000
PA
USD
2018200.00000000
0.399235192599
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
0.05450000
N
N
N
N
N
N
CSMC 2017-CHOP A
N/A
CSMC 2017-CHOP A PRIME+-230.6 07/15/2032
12651QAA7
304511.30000000
PA
USD
292932.99000000
0.057947259281
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Variable
0.06194000
N
N
N
N
N
N
AJAX MORTGAGE LOAN TRUST 2021
N/A
AJAX MORTGAGE LOAN TRUST 2021-B A VAR 06/25/2066 144A
00970LAA7
1561554.61000000
PA
USD
1521418.60000000
0.300963159149
Long
ABS-CBDO
CORP
US
N
2
2066-06-25
Variable
0.02239000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029
38141GWZ3
1130000.00000000
PA
USD
1083489.22000000
0.214333082660
Long
DBT
CORP
US
N
2
2029-05-01
Variable
0.04223000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 11/28 #469699
36209EX49
555.61730000
PA
USD
565.63000000
0.000111891488
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #473582
36209KCT3
706.02880000
PA
USD
717.70000000
0.000141973589
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/29 #780951
36225BBU1
272.20300000
PA
USD
276.84000000
0.000054763784
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2049#FM1534
3140X4V45
2674345.13200000
PA
USD
2577240.46000000
0.509823155000
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/31 #544721
36212VD22
344.33370000
PA
USD
355.13000000
0.000070250913
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #468256
36209DE59
1553.74210000
PA
USD
1582.53000000
0.000313052060
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/31 #474760
36209LMH6
449.53080000
PA
USD
462.04000000
0.000091399578
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
0.07000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC 0.983% 09/01/2024
595017BC7
3079000.00000000
PA
USD
3005076.35000000
0.594456562960
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.00983000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 03/15/2026
91282CGR6
7725700.00000000
PA
USD
7726001.77000000
1.528338026294
Long
DBT
UST
US
N
2
2026-03-15
Fixed
0.04625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2026#
3128FFB47
166.90850000
PA
USD
170.72000000
0.000033771396
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
0.08500000
N
N
N
N
N
N
VCAT 2021-NPL3
N/A
VCAT 2021-NPL3 VAR 05/25/2051 144A
91824MAA2
3261128.83000000
PA
USD
3136827.32000000
0.620519204861
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Variable
0.01743000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK
N/A
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A
46591JAA4
1524262.42000000
PA
USD
1433015.19000000
0.283475421354
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.06932480
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 4.8% 01/09/2026
24422EWP0
1700000.00000000
PA
USD
1695723.02000000
0.335443616333
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
0.04800000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2019-MEAD
N/A
MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A
61771LAA0
3286000.00000000
PA
USD
3085527.38000000
0.610371181163
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
0.03170000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.25% 01/08/2026
37045XDD5
4954000.00000000
PA
USD
4590622.37000000
0.908105245286
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
0.01250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #465912
36209AR93
90.44160000
PA
USD
91.80000000
0.000018159642
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/29 #488256
36210CMD2
736.43870000
PA
USD
753.95000000
0.000149144472
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
0.07000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.79/VAR 05/30/2025
61747YEA9
11000000.00000000
PA
USD
10845181.82000000
2.145366293073
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.00790000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2027#
3128FQ4A7
2956.94810000
PA
USD
3046.17000000
0.000602585604
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.08500000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 5.16% 09/15/2028
161571HT4
1866000.00000000
PA
USD
1876326.44000000
0.371170125682
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
0.05160000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 1.25% 03/15/2026
125523CP3
728000.00000000
PA
USD
672524.89000000
0.133037163802
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.01250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/31 #558993
36213M7E2
3638.15070000
PA
USD
3759.19000000
0.000743633407
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
0.07000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029
539439AX7
1070000.00000000
PA
USD
1080167.79000000
0.213676045823
Long
DBT
CORP
GB
N
2
2029-03-06
Variable
0.05871000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.625% 10/16/2024 144A
83368RAU6
908000.00000000
PA
USD
890239.52000000
0.176104918356
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
0.02625000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/2026 144A
58769JAF4
2000000.00000000
PA
USD
1985845.04000000
0.392834816676
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
0.04800000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 1.6% 01/15/2026
337932AN7
476000.00000000
PA
USD
440323.32000000
0.087103639612
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01600000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026
95000U2K8
5000000.00000000
PA
USD
4836193.55000000
0.956683511733
Long
DBT
CORP
US
N
2
2026-02-11
Variable
0.02164000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST 2023-B
N/A
TESLA AUTO LEASE TRUST 2023-B 6.13% 09/21/2026 144A
88167QAC0
1417000.00000000
PA
USD
1431423.08000000
0.283160474202
Long
ABS-CBDO
CORP
US
N
2
2026-09-21
Fixed
0.06130000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #587698
36201M3F7
832.31310000
PA
USD
863.40000000
0.000170795592
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/29 #477009
36209N3S9
257.34950000
PA
USD
261.86000000
0.000051800479
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
0.07000000
N
N
N
N
N
N
VCAT 2021-NPL2 LLC
N/A
VCAT 2021-NPL2 A1 LLC 2.115% 03/27/2051 144A
91822YAA8
2237435.97000000
PA
USD
2210600.16000000
0.437295303060
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Fixed
0.02115000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 1.447%/VAR 04/01/2025
251526CG2
4153000.00000000
PA
USD
4136793.71000000
0.818330013653
Long
DBT
CORP
US
N
2
2025-04-01
Variable
0.01447000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 2.9% 10/28/2024
247361ZU5
4794000.00000000
PA
USD
4696946.43000000
0.929138000500
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
0.02900000
N
N
N
N
N
N
AON CORP / AON GLOBAL HOLDINGS PLC
N/A
AON CORP / AON GLOBAL HOLDINGS PLC 2.85% 05/28/2027
03740LAD4
2000000.00000000
PA
USD
1863388.90000000
0.368610854414
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
0.02850000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 6.39% 09/13/2027
06738ECJ2
2370000.00000000
PA
USD
2411662.63000000
0.477068969662
Long
DBT
CORP
GB
N
2
2027-09-13
Variable
0.06496000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 5.8% 09/12/2025 144A
928668BU5
1500000.00000000
PA
USD
1506381.68000000
0.297988593867
Long
DBT
CORP
US
N
2
2025-09-12
Fixed
0.05800000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC 4.8% 02/26/2027
04636NAK9
1500000.00000000
PA
USD
1496460.00000000
0.296025912356
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
0.04800000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/29 #457860
36208QTR7
1337.24530000
PA
USD
1360.02000000
0.000269035698
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
0.07000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.95% 10/15/2025
20030NCS8
3500000.00000000
PA
USD
3438965.50000000
0.680287411423
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
PRPM 2021-2
N/A
PRPM 2021-2 2.115% 03/25/2026 144A
69359UAA3
1301772.05000000
PA
USD
1274316.64000000
0.252082077694
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Fixed
0.02115000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/29 #487117
36210BDW2
1082.96400000
PA
USD
1105.21000000
0.000218629832
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #462643
36208V5C5
3696.27760000
PA
USD
3755.56000000
0.000742915330
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/29 #471552
36209GZR1
66.36520000
PA
USD
67.83000000
0.000013417958
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #486539
36210APY7
2605.65480000
PA
USD
2647.44000000
0.000523709849
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07000000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 3.4% 09/11/2025
24422ETC3
3100000.00000000
PA
USD
3026519.74000000
0.598698439849
Long
DBT
CORP
US
N
2
2025-09-11
Fixed
0.03400000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2024-A
N/A
WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029
98164RAD8
1300000.00000000
PA
USD
1293739.20000000
0.255924199130
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.04860000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/28 #780995
36225BC89
467.57090000
PA
USD
475.53000000
0.000094068135
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
0.07000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028
38141GZK3
3000000.00000000
PA
USD
2778403.32000000
0.549616680496
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02640000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 2.9% 05/15/2025
29278NAP8
1800000.00000000
PA
USD
1742883.82000000
0.344772845880
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.02900000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 3.625% 04/15/2025
053332AY8
1460000.00000000
PA
USD
1433211.31000000
0.283514217314
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03625000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD 5.9% 11/07/2024
67077MAZ1
782000.00000000
PA
USD
783034.27000000
0.154897848377
Long
DBT
CORP
CA
N
2
2024-11-07
Fixed
0.05900000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2024-1
N/A
CARMAX AUTO OWNER TRUST 2024-1 4.92% 10/16/2028
14318WAD9
571000.00000000
PA
USD
568347.08000000
0.112428974307
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04920000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024
674599CW3
2098000.00000000
PA
USD
2067138.42000000
0.408916066414
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 1.3% 02/15/2026
718546AZ7
1750000.00000000
PA
USD
1619360.30000000
0.320337737220
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01300000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/32 #552576
36213E2H8
862.26410000
PA
USD
888.97000000
0.000175853785
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
0.07000000
N
N
N
N
N
N
TESLA ELEC VEH TR 2023-1
N/A
TESLA ELEC VEH TR 2023-1 5.38% 06/20/2028 144A
881943AD6
606000.00000000
PA
USD
609153.26000000
0.120501149082
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.05380000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2001-40 Z 6% 8/31
313920NH9
28662.95340000
PA
USD
28655.18000000
0.005668494849
Long
ABS-CBDO
USGSE
US
N
2
2031-08-25
Fixed
0.06000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C
N/A
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.8% 12/15/2026 144A
44935VAD1
1100000.00000000
PA
USD
1108945.86000000
0.219368850460
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
0.05800000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 2.05% 03/01/2025
337932AK3
2724000.00000000
PA
USD
2623538.88000000
0.518981790728
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.02050000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/28 #475544
36209MHV9
1367.77640000
PA
USD
1393.80000000
0.000275717972
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/32 #574355
36200WBY6
244.97050000
PA
USD
250.49000000
0.000049551294
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
0.07000000
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2024-1
N/A
CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.11% 04/17/2028 144A
17331QAD8
574000.00000000
PA
USD
573150.37000000
0.113379148922
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.05110000
N
N
N
N
N
N
VOLKSWAGEN AUTO LEASE TRUST 2023-A
N/A
VOLKSWAGEN AUTO LEASE TRUST 2023-A 5.81% 10/20/2026
92867UAD4
1380000.00000000
PA
USD
1390299.63000000
0.275025537882
Long
ABS-CBDO
CORP
US
N
2
2026-10-20
Fixed
0.05810000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/32 #594252
36201VEZ1
19303.68800000
PA
USD
19967.73000000
0.003949965579
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #780773
36225A2E9
7642.19390000
PA
USD
7717.16000000
0.001526588969
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
PARK PL SECS INC
N/A
PPSI 2005-WCH1 M4 TSFR1M+135.948 1/36
70069FFL6
69582.39000000
PA
USD
68417.17000000
0.013534110614
Long
ABS-CBDO
CORP
US
N
2
2036-01-25
Variable
0.06680410
N
N
N
N
N
N
TESLA AUTO LEASE TRUST 23-A
N/A
TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A
88167PAC2
276000.00000000
PA
USD
277577.15000000
0.054909606055
Long
ABS-CBDO
CORP
US
N
2
2026-06-22
Fixed
0.05890000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 5.004% 02/23/2027
373334KV2
425000.00000000
PA
USD
424199.66000000
0.083914098186
Long
DBT
CORP
US
N
2
2027-02-23
Fixed
0.05004000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 5.16% 06/20/2029
92348KBS1
1416000.00000000
PA
USD
1418806.65000000
0.280664724097
Long
ABS-CBDO
CORP
US
N
2
2029-06-20
Fixed
0.05160000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/32 #569702
36200Q3K8
227.50140000
PA
USD
234.64000000
0.000046415888
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
0.07000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC 4.8% 02/26/2027
17275RBQ4
2000000.00000000
PA
USD
2001663.98000000
0.395964079166
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
0.04800000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/31 #474763
36209LML7
197.95940000
PA
USD
203.47000000
0.000040249918
Long
ABS-MBS
USGA
US
N
2
2031-02-15
Fixed
0.07000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.2% 05/14/2026
00287YAY5
1460000.00000000
PA
USD
1405527.22000000
0.278037821018
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
0.03200000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2023-D
N/A
WORLD OMNI AUTO RECEIVABLES TR 2023-D 5.79% 02/15/2029
98164DAD9
851000.00000000
PA
USD
864295.26000000
0.170972690808
Long
ABS-CBDO
CORP
US
N
2
2029-02-15
Fixed
0.05790000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST 2024-A
N/A
TOYOTA LEASE OWNER TRUST 2024-A 5.25% 04/20/2027 144A
89238GAD3
250000.00000000
PA
USD
249935.70000000
0.049441644696
Long
ABS-CBDO
CORP
US
N
2
2027-04-20
Fixed
0.05250000
N
N
N
N
N
N
TMUST 24-1A
N/A
TMUST 24-1A A 5.05% 09/20/2029 144A
87267RAA3
1036000.00000000
PA
USD
1035601.14000000
0.204859984433
Long
ABS-CBDO
CORP
US
N
2
2029-09-20
Fixed
0.05050000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 5.15% 10/06/2025
842587DM6
1400000.00000000
PA
USD
1398082.62000000
0.276565149175
Long
DBT
CORP
US
N
2
2025-10-06
Fixed
0.05150000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 0.8% 08/18/2024
00914AAP7
2623000.00000000
PA
USD
2561828.86000000
0.506774471473
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.00800000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC 2024-1
N/A
ENTERPRISE FLEET FINANCING LLC 2024-1 5.23% 03/20/2030 144A
29375PAB6
1313000.00000000
PA
USD
1309867.58000000
0.259114674254
Long
ABS-CBDO
CORP
US
N
2
2030-03-20
Fixed
0.05230000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1
N/A
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028
92867WAD0
650000.00000000
PA
USD
648700.65000000
0.128324313220
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.05020000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 08/01/2039#FM1353
3140X4QF6
430747.98350000
PA
USD
420222.79000000
0.083127403874
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
0.04500000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC 5% 09/27/2025
92939UAH9
570000.00000000
PA
USD
566841.12000000
0.112131069129
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
0.05000000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028
02582JJZ4
792000.00000000
PA
USD
790443.09000000
0.156363442312
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.04870000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5% 02/20/2026
126650DS6
1500000.00000000
PA
USD
1493192.48000000
0.295379539857
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
0.05000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 1.3% 09/15/2025
03027XBB5
1905000.00000000
PA
USD
1791067.02000000
0.354304323995
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01300000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.824/VAR 06/01/2025
46647PCH7
9763000.00000000
PA
USD
9634336.45000000
1.905839940631
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.00824000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/32 #587033
36201MEE8
1104.98180000
PA
USD
1138.35000000
0.000225185502
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 3.5% 06/07/2024
80282KAW6
4731000.00000000
PA
USD
4701269.50000000
0.929993179215
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.03500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.7% 03/25/2026
00206RML3
3100000.00000000
PA
USD
2882959.30000000
0.570299678620
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
0.01700000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST 2023-3
N/A
UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A
91684MAA1
797934.52000000
PA
USD
802174.74000000
0.158684167486
Long
ABS-CBDO
CORP
US
N
2
2033-10-20
Fixed
0.06900000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/28 #464132
36208XSV4
2410.07580000
PA
USD
2451.11000000
0.000484872348
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
0.07000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 5.9% 11/15/2026
29250NBW4
549000.00000000
PA
USD
559262.58000000
0.110631901615
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
0.05900000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 144A
00774MBF1
2006000.00000000
PA
USD
2053261.92000000
0.406171052466
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
0.06450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 11/34 #310105
31374CNW2
825784.11200000
PA
USD
838459.49000000
0.165861924475
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.05500000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2
N/A
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028
92867YAD6
878000.00000000
PA
USD
887736.67000000
0.175609810932
Long
ABS-CBDO
CORP
US
N
2
2028-12-20
Fixed
0.05480000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A
165183CZ5
168794.70000000
PA
USD
169793.42000000
0.033588102633
Long
ABS-CBDO
CORP
US
N
2
2035-10-15
Fixed
0.06160000
N
N
N
N
N
N
CGDB COML MTG TR 2017-BIO
N/A
CGDB COML MTG TR 2019-MOB A TSFR1M+106.448 11/15/2036 144A
125284AA7
1128000.00000000
PA
USD
1115281.01000000
0.220622053725
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.06382480
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 07/01/2027#
31292GS49
118.37940000
PA
USD
120.00000000
0.000023738094
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.08500000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A
12530MAE5
3194897.21000000
PA
USD
2866594.68000000
0.567062471099
Long
ABS-MBS
CORP
US
N
2
2061-03-15
Fixed
0.01530000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A
12530MAA3
4794079.17000000
PA
USD
4457651.31000000
0.881801248284
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
0.01690000
N
N
N
N
N
N
BLP COML MTG 2024-INDS
N/A
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A
05625AAA9
219000.00000000
PA
USD
218826.05000000
0.043287612831
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Variable
0.06642150
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026
62954HAZ1
1460000.00000000
PA
USD
1412214.20000000
0.279360622400
Long
DBT
CORP
NL
N
2
2026-06-18
Fixed
0.03875000
N
N
N
N
N
N
EFF 2021-1
N/A
EFF 2021-1 0.44% 12/21/2026 144A
29374EAB2
139096.81200000
PA
USD
138127.36000000
0.027324003157
Long
ABS-CBDO
CORP
US
N
2
2026-12-21
Fixed
0.00440000
N
N
N
N
N
N
SEQUOIA MTG TR
N/A
SEMT 2004-6 A3B TSFR6M+130.826 7/34
81744FCU9
1000.13490000
PA
USD
900.42000000
0.000178118795
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Variable
0.06559530
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #582173
36201FXA0
2388.66470000
PA
USD
2466.32000000
0.000487881151
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
DOLLAR GEN CORP NEW
OPX52SQVOZI8IVSWYU66
DOLLAR GEN CORP NEW 4.25% 09/20/2024
256677AJ4
1370000.00000000
PA
USD
1358413.31000000
0.268717867132
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/31 #474767
36209LMQ6
145.32430000
PA
USD
149.83000000
0.000029638989
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
0.07000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 0.875% 11/15/2025
760759AY6
6080000.00000000
PA
USD
5641777.19000000
1.116042019151
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.00875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 06/01/2027#
3128FPPS7
1454.21660000
PA
USD
1495.62000000
0.000295859745
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.08500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 11/28 #488293
36210CNJ8
1873.11440000
PA
USD
1907.81000000
0.000377398123
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
0.07000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC 4.6% 11/01/2025
205887CB6
1800000.00000000
PA
USD
1773524.34000000
0.350834075641
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.04600000
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GLOBAL FUNDING 5.75% 07/02/2026 144A
00138CAU2
1200000.00000000
PA
USD
1200909.94000000
0.237560950941
Long
DBT
CORP
US
N
2
2026-07-02
Fixed
0.05750000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 7.149%/VAR 10/29/2027
14040HDB8
2000000.00000000
PA
USD
2073105.36000000
0.410096431314
Long
DBT
CORP
US
N
2
2027-10-29
Variable
0.07149000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II LLC 4.25% 12/15/2025 144A
07274NAJ2
6250000.00000000
PA
USD
6076905.13000000
1.202117921902
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04250000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 0.95% 08/15/2025
65473PAK1
1953000.00000000
PA
USD
1832190.15000000
0.362439197014
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00950000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026
25470DAL3
1460000.00000000
PA
USD
1437748.34000000
0.284411721052
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.04900000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/32 #579718
36201DAT9
280.83660000
PA
USD
291.02000000
0.000057568836
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/31 #529426
36212CD73
505.28690000
PA
USD
517.51000000
0.000102372512
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
0.07000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
TAPESTRY INC 7.35% 11/27/2028
876030AD9
500000.00000000
PA
USD
523001.17000000
0.103458761685
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
0.07350000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
WESTERN UN CO 2.85% 01/10/2025
959802AY5
1063000.00000000
PA
USD
1037066.91000000
0.205149939328
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
0.02850000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 4.5% 04/10/2026 144A
57629W6F2
1500000.00000000
PA
USD
1482493.62000000
0.293263118574
Long
DBT
CORP
US
N
2
2026-04-10
Fixed
0.04500000
N
N
N
N
N
N
TERWIN MORTGAGE TRUST
N/A
TMTS 2003-4HE A TSFR1M+97.448 9/34
881561BU7
115132.44790000
PA
USD
114684.69000000
0.022686633782
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Variable
0.06295410
N
N
N
N
N
N
CITIBANK CR CARD ISSUANCE TR
R8AG6FXVDQAMDKCSJJ64
CITIBANK CR CARD ISSUANCE TR 5.23% 12/08/2027
17305EGW9
591000.00000000
PA
USD
592081.71000000
0.117124098467
Long
ABS-CBDO
CORP
US
N
2
2027-12-08
Fixed
0.05230000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-A
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.58% 04/15/2027
448979AD6
456000.00000000
PA
USD
451488.93000000
0.089312392193
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.04580000
N
N
N
N
N
N
VCAT ASSET SECURITIZATION LLC 2021
N/A
VCAT ASSET SECURITIZATION LLC 2021 5.2891% 12/26/2050 144A
91790CAA4
395589.51280000
PA
USD
392931.98000000
0.077728805229
Long
ABS-CBDO
CORP
US
N
2
2050-12-26
Fixed
0.05289100
N
N
N
N
N
N
DEVON ENERGY CORP NEW
54930042348RKR3ZPN35
DEVON ENERGY CORP NEW 5.25% 09/15/2024
25179MBC6
1200000.00000000
PA
USD
1196380.73000000
0.236664994135
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05250000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2023-B
N/A
FORD CREDIT AUTO OWNER TRUST 2023-B 5.23% 05/15/2028
344930AD4
886000.00000000
PA
USD
888699.29000000
0.175800233973
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.05230000
N
N
N
N
N
N
DONLEN FLEET LEASE FDG 2 LLC
N/A
DONLEN FLEET LEASE FDG 2 LLC 0.56% 12/11/2034 144A
257812AD9
308548.76000000
PA
USD
306463.49000000
0.060623828389
Long
ABS-CBDO
CORP
US
N
2
2034-12-11
Fixed
0.00560000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/29 #499907
36210RKU3
821.62360000
PA
USD
837.26000000
0.000165624644
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
0.07000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.242% 02/15/2025
14448CAN4
1750000.00000000
PA
USD
1695645.18000000
0.335428218222
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02242000
N
N
N
N
N
N
GS MTG SECS TR 2011-GC5
N/A
GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A
36191YAE8
3247667.83000000
PA
USD
3147663.37000000
0.622662764720
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.05152637
N
N
N
N
N
N
BX TR 2021-LGCY
N/A
BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A
05608UAA6
327462.03000000
PA
USD
328283.21000000
0.064940149921
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Variable
0.07482640
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 1% 09/17/2024 144A
44891ABY2
5519000.00000000
PA
USD
5375960.27000000
1.063458791893
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
0.01000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 07/01/2028#
31283HCS2
275.56090000
PA
USD
280.90000000
0.000055566923
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
0.08500000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST
N/A
SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST 5.81% 05/15/2031 144A
83407EAA2
196579.30000000
PA
USD
196442.38000000
0.038859732144
Long
ABS-CBDO
CORP
US
N
2
2031-05-15
Fixed
0.05810000
N
N
N
N
N
N
TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC
N/A
TCI-FLATIRON CLO 2017-1A AR LTD/LLC TSFR3M+96 11/18/2030 144A
87231BAL7
2075387.36900000
PA
USD
2079172.88000000
0.411296692693
Long
ABS-CBDO
CORP
KY
N
2
2030-11-18
Variable
0.06540700
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 5% 02/27/2026
75513ECQ2
824000.00000000
PA
USD
822003.56000000
0.162606654243
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
0.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.625% 08/15/2026
92343VDD3
1460000.00000000
PA
USD
1376488.96000000
0.272293546257
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.02625000
N
N
N
N
N
N
COMM 2015-LC19 MTG TR
N/A
COMM 2015-LC19 MTG TR 2.922% 02/10/2048
200474BB9
477228.81900000
PA
USD
469026.31000000
0.092781592115
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
0.02922000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 1.162% 04/03/2026 144A
62954WAC9
5299000.00000000
PA
USD
4881431.22000000
0.965632312593
Long
DBT
CORP
JP
N
2
2026-04-03
Fixed
0.01162000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 5.8% 06/26/2025 144A
44891ACF2
1500000.00000000
PA
USD
1505631.89000000
0.297840272315
Long
DBT
CORP
US
N
2
2025-06-26
Fixed
0.05800000
N
N
N
N
N
N
BMW VECHICLE LEASE TR 2023-2
N/A
BMW VECHICLE LEASE TR 2023-2 5.99% 09/25/2026
055979AC2
856000.00000000
PA
USD
863007.64000000
0.170717977093
Long
ABS-CBDO
CORP
US
N
2
2026-09-25
Fixed
0.05990000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 4.875% 05/01/2025
097023CT0
3000000.00000000
PA
USD
2972224.50000000
0.587957893521
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04875000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP 0.833% 06/15/2024
29103DAS5
2827000.00000000
PA
USD
2781463.96000000
0.550222128519
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.00833000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 5.65% 05/15/2035 144A
165183CU6
987747.33000000
PA
USD
987774.30000000
0.195399000547
Long
ABS-CBDO
CORP
US
N
2
2035-05-15
Fixed
0.05650000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 5.61% 09/08/2028
92348KBZ5
1170000.00000000
PA
USD
1175732.88000000
0.232580488946
Long
ABS-CBDO
CORP
US
N
2
2028-09-08
Fixed
0.05610000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027
404280DZ9
2390000.00000000
PA
USD
2405854.35000000
0.475919990480
Long
DBT
CORP
GB
N
2
2027-08-14
Variable
0.05887000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A
361886CR3
1306000.00000000
PA
USD
1310957.05000000
0.259330190440
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.05340000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 2.196% 02/04/2026
097023DG7
1750000.00000000
PA
USD
1641718.17000000
0.324760514217
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
0.02196000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B
N/A
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B 5.15% 06/15/2026 144A
448980AD4
1500000.00000000
PA
USD
1496559.75000000
0.296045644647
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
0.05150000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2016-27 KG 3% 01/40
3136ASBQ8
193824.63200000
PA
USD
180333.45000000
0.035673104569
Long
ABS-CBDO
USGSE
US
N
2
2040-01-25
Fixed
0.03000000
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028
362583AD8
376000.00000000
PA
USD
371832.68000000
0.073554995349
Long
ABS-CBDO
CORP
US
N
2
2028-02-16
Fixed
0.04470000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875% 02/15/2026
404119BS7
1400000.00000000
PA
USD
1405802.33000000
0.278092242579
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05875000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.083/VAR 04/22/2026
46647PBK1
5000000.00000000
PA
USD
4810582.10000000
0.951617119813
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #467219
36209CAU0
1337.89550000
PA
USD
1342.27000000
0.000265524438
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 3.2% 09/26/2026 144A
928668BB7
3919000.00000000
PA
USD
3722476.02000000
0.736370741646
Long
DBT
CORP
US
N
2
2026-09-26
Fixed
0.03200000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #468670
36209DT38
259.73780000
PA
USD
263.65000000
0.000052154572
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 1.35% 07/15/2025
22822VAS0
444000.00000000
PA
USD
420123.94000000
0.083107849619
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.01350000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 0.976/VAR 05/24/2025
404280CS6
6000000.00000000
PA
USD
5932159.02000000
1.173484614448
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.00976000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2023-3
N/A
DELL EQUIPMENT FINANCE TRUST 2023-3 5.93% 04/23/2029 144A
24702EAC4
648000.00000000
PA
USD
656009.28000000
0.129770087824
Long
ABS-CBDO
CORP
US
N
2
2029-04-23
Fixed
0.05930000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1
N/A
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 4.95% 05/21/2029 144A
78435VAC6
440000.00000000
PA
USD
437643.10000000
0.086573445306
Long
ABS-CBDO
CORP
US
N
2
2029-05-21
Fixed
0.04950000
N
N
N
N
N
N
CELANESE US HLDGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDGS LLC 6.05% 03/15/2025
15089QAL8
1460000.00000000
PA
USD
1463612.71000000
0.289528144964
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06050000
N
N
N
N
N
N
ARI FLEET LEASE TR 2023-B
N/A
ARI FLEET LEASE TR 2023-B 6.05% 07/15/2032 144A
04033GAB3
963000.00000000
PA
USD
969871.78000000
0.191857569559
Long
ABS-CBDO
CORP
US
N
2
2032-07-15
Fixed
0.06050000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.05% 03/08/2024
37045XDG8
1414000.00000000
PA
USD
1413262.95000000
0.279568083458
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.01050000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024 144A
233853AD2
1475000.00000000
PA
USD
1430303.18000000
0.282938938431
Long
DBT
CORP
US
N
2
2024-12-13
Fixed
0.01625000
N
N
N
N
N
N
AUTONATION INC DEL
N/A
AUTONATION INC DEL 4.5% 10/01/2025
05329WAM4
1460000.00000000
PA
USD
1434295.30000000
0.283728649459
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.04500000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TR 2021-P2
N/A
CARVANA AUTO RECEIVABLES TR 2021-P2 0.49% 03/10/2026
14687TAC1
1106318.25000000
PA
USD
1093922.40000000
0.216396947801
Long
ABS-CBDO
CORP
US
N
2
2026-03-10
Fixed
0.00490000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.645/VAR 04/18/2026
404280CJ6
4469000.00000000
PA
USD
4265267.36000000
0.843744344444
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
0.01645000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 03/01/2039#FM1774
3140X46L5
309789.44570000
PA
USD
301832.60000000
0.059707757503
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.04500000
N
N
N
N
N
N
WHEELS FLEET LEASE FUNDING 1 LLC
549300BSFY0E0XXREF43
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A
96328GBG1
1241000.00000000
PA
USD
1252066.37000000
0.247680585855
Long
ABS-CBDO
CORP
US
N
2
2038-08-18
Fixed
0.06460000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 4.79% 05/15/2028
05522RDG0
575000.00000000
PA
USD
572928.22000000
0.113335203774
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.04790000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT JUN24 TUM4
N/A
116.00000000
NC
USD
12453.76000000
0.002463571138
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2024-06-28
23738546.24000000
USD
12453.76000000
N
N
N
MMAF EQUIP FIN LLC 2019-B
N/A
MMAF EQUIP FIN LLC 2019-B 2.01% 12/12/2024 144A
55316EAC6
130007.46000000
PA
USD
129810.90000000
0.025678862185
Long
ABS-CBDO
CORP
US
N
2
2024-12-12
Fixed
0.02010000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/32 #552475
36213EXC5
1429.98390000
PA
USD
1470.35000000
0.000290860898
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
0.07000000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 3.97% 09/15/2027
161571HS6
1450000.00000000
PA
USD
1424718.38000000
0.281834167495
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.03970000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3949 MK 4.5% 10/34
3137AFZS4
213461.66070000
PA
USD
208293.60000000
0.041204110352
Long
ABS-CBDO
USGSE
US
N
2
2034-10-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/30 #477030
36209N4P4
2442.02780000
PA
USD
2508.03000000
0.000496132117
Long
ABS-MBS
USGA
US
N
2
2030-02-15
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2015-27 KF SOFR30A+41.448 05/45
3136ANWT0
368305.63640000
PA
USD
362203.84000000
0.071650242702
Long
ABS-CBDO
USGSE
US
N
2
2045-05-25
Variable
0.05736130
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028
06051GKW8
5000000.00000000
PA
USD
4950345.80000000
0.979264819589
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.04948000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 2.5% 02/14/2025
29250NBL8
584000.00000000
PA
USD
567622.99000000
0.112285736664
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
0.02500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 2.3% 06/01/2027
00206RJX1
2000000.00000000
PA
USD
1831339.48000000
0.362270919637
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.02300000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.222% 08/15/2024
05526DAZ8
350000.00000000
PA
USD
345869.76000000
0.068419076527
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 6.02% 06/15/2026
24703TAD8
1600000.00000000
PA
USD
1617550.45000000
0.319979717294
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06020000
N
N
N
N
N
N
NIAGARA PARK CLO LLC
N/A
NIAGARA PARK CLO LLC TSFR3M+126.161 07/17/2032 144A
65357LAJ4
6160000.00000000
PA
USD
6174155.68000000
1.221355778437
Long
ABS-CBDO
CORP
KY
N
2
2032-07-17
Variable
0.06578140
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC FRN SFRIX+65 05/13/2024
15189TAZ0
2148000.00000000
PA
USD
2148339.26000000
0.424979010125
Long
DBT
CORP
US
N
2
2024-05-13
Variable
0.05962960
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.25% 03/01/2026
37045XBG0
3100000.00000000
PA
USD
3090037.47000000
0.611263355700
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05250000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 1.5% 02/15/2026
87264ABZ7
1170000.00000000
PA
USD
1086861.53000000
0.215000184450
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.375% 03/19/2024
87165BAN3
5198000.00000000
PA
USD
5194102.90000000
1.027484229343
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.04375000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.393/VAR 06/02/2028
95000U2S1
1780000.00000000
PA
USD
1623504.64000000
0.321157560021
Long
DBT
CORP
US
N
2
2028-06-02
Variable
0.02393000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 6.338%/VAR 10/30/2026
025816DL0
500000.00000000
PA
USD
507608.09000000
0.100413741738
Long
DBT
CORP
US
N
2
2026-10-30
Variable
0.06338000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2027#
31283G3U9
513.02590000
PA
USD
525.64000000
0.000103980768
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.08500000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 2.75% 02/25/2026
718172BT5
1460000.00000000
PA
USD
1394030.82000000
0.275763632401
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
0.02750000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 4.873%/VAR 01/26/2029
89788MAL6
1120000.00000000
PA
USD
1092348.88000000
0.216085678075
Long
DBT
CORP
US
N
2
2029-01-26
Variable
0.04873000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 5.15% 03/15/2029
30161NBM2
286000.00000000
PA
USD
284775.73000000
0.056333610848
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.05150000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2016-27 HK 3% 01/25/2041
3136ASAZ9
426914.54400000
PA
USD
396852.25000000
0.078504303073
Long
ABS-CBDO
USGSE
US
N
2
2041-01-25
Fixed
0.03000000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
2067033.52900000
NS
USD
2067446.94000000
0.408977097056
Long
STIV
RF
US
N
1
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028
46647PDG8
5000000.00000000
PA
USD
4944591.00000000
0.978126419685
Long
DBT
CORP
US
N
2
2028-07-25
Variable
0.04851000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 4.95% 10/15/2027
14041NGB1
1170000.00000000
PA
USD
1166915.18000000
0.230836193952
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04950000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A
23636ABE0
1228000.00000000
PA
USD
1240660.23000000
0.245424252241
Long
DBT
CORP
DK
N
2
2026-09-22
Variable
0.06259000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
TAPESTRY INC 7.05% 11/27/2025
876030AB3
77000.00000000
PA
USD
78437.56000000
0.015516318686
Long
DBT
CORP
US
N
2
2025-11-27
Fixed
0.07050000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT JUN24 FVM4
N/A
251.00000000
NC
USD
49675.41000000
0.009826663303
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2024-06-28
26783793.34000000
USD
49675.41000000
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.8% 04/01/2026
548661EP8
215000.00000000
PA
USD
213686.34000000
0.042270888467
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.04800000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 0.583% 03/01/2024 144A
62954WAB1
2527000.00000000
PA
USD
2527000.00000000
0.499884714943
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.00583000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 5.8% 11/30/2025
14448CBB9
913000.00000000
PA
USD
919433.13000000
0.181879924059
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
0.05800000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 1.668% 03/25/2026
05530QAN0
6600000.00000000
PA
USD
6114729.13000000
1.209600169412
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 5.5% 11/27/2024 144A
58769JAA5
1460000.00000000
PA
USD
1459193.44000000
0.288653936209
Long
DBT
CORP
US
N
2
2024-11-27
Fixed
0.05500000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025
606822BW3
5000000.00000000
PA
USD
4908202.20000000
0.970928079790
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.00953000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #464672
36208YFM6
1140.65450000
PA
USD
1153.98000000
0.000228277389
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 06/01/2039#FM1045
3140X4ET9
156788.64480000
PA
USD
152761.58000000
0.030218907349
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.04500000
N
N
N
N
N
N
CSAIL 2019-C15 COML MTG TR
N/A
CSAIL 2019-C15 COML MTG TR 3.4505% 03/15/2052
22945DAC7
28281.36000000
PA
USD
28189.55000000
0.005576385107
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
0.03450500
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/29 #781120
36225BG51
222.23730000
PA
USD
227.03000000
0.000044910497
Long
ABS-MBS
USGA
US
N
2
2029-12-15
Fixed
0.07000000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 5.706%/VAR 02/08/2028
251526CV9
1500000.00000000
PA
USD
1489617.47000000
0.294672340469
Long
DBT
CORP
US
N
2
2028-02-08
Variable
0.05706000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027
502431AP4
2000000.00000000
PA
USD
2012444.08000000
0.398096571139
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.05400000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/15/2025
91282CFW6
28014600.00000000
PA
USD
27907356.75000000
5.520562356070
Long
DBT
UST
US
N
2
2025-11-15
Fixed
0.04500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC 3.2% 03/15/2027
775109CG4
2000000.00000000
PA
USD
1883148.94000000
0.372519735285
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
0.03200000
N
N
N
N
N
N
OPEN TR 2023-AIR
N/A
OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A
68373BAA9
327246.87000000
PA
USD
328474.05000000
0.064977901405
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Variable
0.08406728
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.075/VAR 04/23/2029
172967LW9
1700000.00000000
PA
USD
1622482.19000000
0.320955301562
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.04075000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 5% 12/08/2025
26441CBV6
1100000.00000000
PA
USD
1096264.03000000
0.216860163094
Long
DBT
CORP
US
N
2
2025-12-08
Fixed
0.05000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.4% 03/02/2026
969457CH1
290000.00000000
PA
USD
290674.30000000
0.057500450968
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.05400000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 5.516%/VAR 09/30/2028
639057AF5
820000.00000000
PA
USD
820170.66000000
0.162244074625
Long
DBT
CORP
GB
N
2
2028-09-30
Variable
0.05516000
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE 5.882% 10/30/2026
61690U7W4
2000000.00000000
PA
USD
2036765.00000000
0.402907673696
Long
DBT
CORP
US
N
2
2026-10-30
Fixed
0.05882000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 5.23% 09/15/2028
02582JKD1
1594000.00000000
PA
USD
1605621.38000000
0.317619938998
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
0.05230000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 4.89% 04/13/2028
92348KBL6
1137000.00000000
PA
USD
1130950.82000000
0.223721815698
Long
ABS-CBDO
CORP
US
N
2
2028-04-13
Fixed
0.04890000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #467760
36209CTR7
507.96960000
PA
USD
513.42000000
0.000101563438
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
ADVANCE AUTO PARTS INC
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC 5.9% 03/09/2026
00751YAH9
574000.00000000
PA
USD
572820.84000000
0.113313962135
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
0.05900000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 3ML+161/VAR 05/07/2025
06738EBH7
10000000.00000000
PA
USD
9961225.40000000
1.970504281584
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
0.03932000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3% 08/15/2026
126650DF4
1460000.00000000
PA
USD
1386271.28000000
0.274228659927
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.85% 04/09/2025
718546AV6
3100000.00000000
PA
USD
3047119.02000000
0.602773337044
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
0.03850000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4
N/A
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 5.78% 08/16/2028
379930AD2
1043000.00000000
PA
USD
1057576.24000000
0.209207042842
Long
ABS-CBDO
CORP
US
N
2
2028-08-16
Fixed
0.05780000
N
N
N
N
N
N
EATON VANCE CLO 2019-1 LTD
N/A
EATON 2019-1A AR TSFR3M+136.161 04/15/2031 144A
27830XAL0
3350000.00000000
PA
USD
3351316.55000000
0.662948918987
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Variable
0.06675600
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #475415
36209MDU5
291.56500000
PA
USD
296.97000000
0.000058745850
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
ENTERPRISE FLEET FING 2023-3 LLC
N/A
ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A
29374LAB6
407000.00000000
PA
USD
413175.49000000
0.081733324907
Long
ABS-CBDO
CORP
US
N
2
2030-03-20
Fixed
0.06400000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC VAR/3.887 01/10/2028
172967LD1
2000000.00000000
PA
USD
1922245.36000000
0.380253689685
Long
DBT
CORP
US
N
2
2028-01-10
Variable
0.03887000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/32 #583152
36201GZR9
818.60020000
PA
USD
849.47000000
0.000168039995
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
0.07000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
WESTLAKE CORP 3.6% 08/15/2026
960413AT9
1460000.00000000
PA
USD
1404706.19000000
0.277875406951
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03600000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2023-4
N/A
CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028
14318XAC9
253000.00000000
PA
USD
257562.17000000
0.050950293601
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
0.06000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
NASDAQ INC 5.65% 06/28/2025
63111XAG6
287000.00000000
PA
USD
287951.98000000
0.056961928547
Long
DBT
CORP
US
N
2
2025-06-28
Fixed
0.05650000
N
N
N
N
N
N
BRASS NO 10 PLC
213800UCE3NFG8SQKH09
BRASS NO 10 PLC VAR 04/16/2069 144A
10554PAA1
346259.91000000
PA
USD
337236.72000000
0.066711310504
Long
ABS-CBDO
CORP
GB
N
2
2069-04-16
Variable
0.00669000
N
N
N
N
N
N
GM FINANCIAL LEASING TRUST 2023-3
N/A
GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026
379929AD4
116000.00000000
PA
USD
116229.18000000
0.022992160867
Long
ABS-CBDO
CORP
US
N
2
2026-11-20
Fixed
0.05380000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2016-42 FL SOFR30A+46.448 07/25/2046
3136ASU95
407842.41980000
PA
USD
404732.13000000
0.080063080899
Long
ABS-CBDO
USGSE
US
N
2
2046-07-25
Variable
0.05786130
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.3%/VAR 01/21/2028
693475BV6
568000.00000000
PA
USD
567291.83000000
0.112220227435
Long
DBT
CORP
US
N
2
2028-01-21
Variable
0.05300000
N
N
N
N
N
N
GREAT-WEST LIFECO FIN 20
N/A
GREAT-WEST LIFECO FIN 20 0.904% 08/12/2025 144A
391399AA0
2318000.00000000
PA
USD
2175794.90000000
0.430410215022
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
0.00904000
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.47% 10/20/2028 144A
78398AAD5
1424000.00000000
PA
USD
1430336.23000000
0.282945476298
Long
ABS-CBDO
CORP
US
N
2
2028-10-20
Fixed
0.05470000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 1% 09/10/2025
02665WDN8
3100000.00000000
PA
USD
2913126.27000000
0.576267231924
Long
DBT
CORP
US
N
2
2025-09-10
Fixed
0.01000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/28 #486623
36210ASL2
121.94880000
PA
USD
124.09000000
0.000024547168
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 5.8% 11/10/2025
68389XCF0
4400000.00000000
PA
USD
4436272.81000000
0.877572207770
Long
DBT
CORP
US
N
2
2025-11-10
Fixed
0.05800000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026
00774MAS4
4184000.00000000
PA
USD
3887133.86000000
0.768942936902
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
0.01750000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 6.72/VAR 01/18/2029
251526CS6
790000.00000000
PA
USD
811634.95000000
0.160555562175
Long
DBT
CORP
US
N
2
2029-01-18
Variable
0.06720000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO 3.875% 07/12/2024
875127BK7
881000.00000000
PA
USD
875263.61000000
0.173142421917
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
0.03875000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST
N/A
CASCADE FUNDING MORTGAGE TRUST 0.8983% 06/25/2036 144A
12527LAA0
681576.84000000
PA
USD
672564.49000000
0.133044997374
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Fixed
0.00898300
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 1.75% 03/01/2026
55336VBR0
5000000.00000000
PA
USD
4664543.70000000
0.922728174837
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.25% 08/15/2024
87165BAD5
5352000.00000000
PA
USD
5302837.44000000
1.048993819582
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1% 04/16/2024 144A
04685A2W0
5000000.00000000
PA
USD
4969960.55000000
0.983144959562
Long
DBT
CORP
US
N
2
2024-04-16
Fixed
0.01000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4% 09/15/2025
96949LAB1
1460000.00000000
PA
USD
1431557.84000000
0.283187132082
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 05/01/2026#
31283GQ59
115.81870000
PA
USD
116.68000000
0.000023081340
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
0.08500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/29 #503947
36210VZL8
236.17620000
PA
USD
241.60000000
0.000047792697
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
0.07000000
N
N
N
N
N
N
DLLAA 2023-1A
N/A
DLLAA 2023-1A 5.64% 02/22/2028 144A
23292HAC5
114000.00000000
PA
USD
115182.37000000
0.022785083574
Long
ABS-CBDO
CORP
US
N
2
2028-02-22
Fixed
0.05640000
N
N
N
N
N
N
ENTERPRISE FLEET FING 2022-3 LLC
N/A
ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A
29374FAB9
181019.46000000
PA
USD
179042.20000000
0.035417672777
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Fixed
0.04380000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 5.8% 03/05/2027
345397D83
1500000.00000000
PA
USD
1497095.22000000
0.296151569961
Long
DBT
CORP
US
N
2
2027-03-05
Fixed
0.05800000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST 2023-B
N/A
TOYOTA LEASE OWNER TRUST 2023-B 5.66% 11/20/2026 144A
89240HAD7
1198000.00000000
PA
USD
1207061.67000000
0.238777870529
Long
ABS-CBDO
CORP
US
N
2
2026-11-20
Fixed
0.05660000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.25% 03/02/2025
031162DM9
2000000.00000000
PA
USD
1995040.00000000
0.394653740285
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
0.05250000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029
06051GLG2
1000000.00000000
PA
USD
994583.35000000
0.196745949506
Long
DBT
CORP
US
N
2
2029-04-25
Variable
0.05202000
N
N
N
N
N
N
BLOX 2021-BLOX
N/A
BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A
055522AA4
3055000.00000000
PA
USD
2948889.16000000
0.583341755894
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Variable
0.06182480
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C
N/A
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028
98164FAD4
142000.00000000
PA
USD
142090.61000000
0.028108003195
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.05150000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 1.75% 01/22/2026
29446MAJ1
909000.00000000
PA
USD
855991.69000000
0.169330099702
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
0.01750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/28 #433933
36207KBA7
426.65470000
PA
USD
432.04000000
0.000085465054
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
0.07000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.25% 02/15/2026
87264ABR5
1600000.00000000
PA
USD
1507382.99000000
0.298186670465
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.02250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/28 #781228
36225BLH9
305.73500000
PA
USD
310.94000000
0.000061509360
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
0.07000000
N
N
N
N
N
N
CWABS INC
N/A
CWABS INC TSFR1M+61.448 07/25/2034
1266713Y0
97809.01740000
PA
USD
94588.10000000
0.018711177445
Long
ABS-CBDO
CORP
US
N
2
2034-07-25
Variable
0.05935410
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 6.442%/VAR 08/11/2028 144A
225401AV0
1509000.00000000
PA
USD
1550893.61000000
0.306793830685
Long
DBT
CORP
CH
N
2
2028-08-11
Variable
0.06442000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/28 #449517
36208FK66
428.07640000
PA
USD
431.88000000
0.000085433403
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A
05401AAH4
1000000.00000000
PA
USD
970545.57000000
0.191990856984
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
0.02875000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5% 01/15/2027 144A
233853AV2
1000000.00000000
PA
USD
996180.12000000
0.197061818487
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.05000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 4.11% 08/17/2026
80287HAC2
404279.25000000
PA
USD
402928.96000000
0.079706382394
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
0.04110000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.164/VAR 04/20/2029
61747YFD2
1630000.00000000
PA
USD
1620677.46000000
0.320598294462
Long
DBT
CORP
US
N
2
2029-04-20
Variable
0.05164000
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 5.75% 11/20/2026
67103HAM9
393000.00000000
PA
USD
398559.65000000
0.078842056599
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
0.05750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #473323
36209JYU9
3046.39090000
PA
USD
3101.30000000
0.000613491280
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #477182
36209PCT2
938.86100000
PA
USD
956.25000000
0.000189162943
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2027#
3128FRAH3
407.96660000
PA
USD
411.36000000
0.000081374189
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.08500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 6% 11/16/2026 144A
928668CA8
550000.00000000
PA
USD
560399.89000000
0.110856881387
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
0.06000000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024
00774MAU9
788000.00000000
PA
USD
766696.07000000
0.151665867194
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
0.01650000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 5.11%/VAR 02/16/2028
025816DP1
1000000.00000000
PA
USD
996229.51000000
0.197071588691
Long
DBT
CORP
US
N
2
2028-02-16
Variable
0.05098000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC 1% 08/15/2024
928563AH8
3937000.00000000
PA
USD
3852157.81000000
0.762024063620
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.01000000
N
N
N
N
N
N
DELL EQUIP FIN TR 2023-2
N/A
DELL EQUIP FIN TR 2023-2 5.65% 01/22/2029 144A
24703GAC8
456000.00000000
PA
USD
457889.85000000
0.090578605913
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
0.05650000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.15% 01/16/2026 144A
233853AP5
1700000.00000000
PA
USD
1694788.29000000
0.335258710421
Long
DBT
CORP
US
N
2
2026-01-16
Fixed
0.05150000
N
N
N
N
N
N
MCCORMICK and CO INC
549300JQQA6MQ4OJP259
MCCORMICK and CO INC 0.9% 02/15/2026
579780AR8
5000000.00000000
PA
USD
4597589.45000000
0.909483455337
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.00900000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/28 #486612
36210AR90
1260.04750000
PA
USD
1286.57000000
0.000254506006
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.38%/VAR 02/22/2029
606822CS1
1000000.00000000
PA
USD
1007094.41000000
0.199220855585
Long
DBT
CORP
JP
N
2
2029-02-22
Variable
0.05422000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO STEP 11/01/2024
233331BD8
1600000.00000000
PA
USD
1582709.02000000
0.313087474198
Long
DBT
CORP
US
N
2
2024-11-01
Variable
0.04220000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/29 #510983
36211EUG1
240.54140000
PA
USD
242.25000000
0.000047921279
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
0.07000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A
29449WAL1
2000000.00000000
PA
USD
1808055.36000000
0.357664914220
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
0.01700000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 4.98% 11/15/2028
05522RDH8
767000.00000000
PA
USD
768788.80000000
0.152079845722
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.04980000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 4.95% 10/15/2027
02582JJX9
947000.00000000
PA
USD
944709.30000000
0.186879991743
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04950000
N
N
N
N
N
N
CFMT 2023-HB12 LLC
N/A
CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A
12530QAA4
169255.78000000
PA
USD
165356.70000000
0.032710441964
Long
ABS-CBDO
CORP
US
N
2
2033-04-25
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/32 #584369
36201JFJ3
571.14700000
PA
USD
589.72000000
0.000116656910
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
PRPM 2021-5 LLC
N/A
PRPM 2021-5 LLC VAR 06/25/2026 144A
69358DAA2
2869360.92000000
PA
USD
2768840.61000000
0.547725009518
Long
ABS-CBDO
CORP
US
N
2
2026-06-25
Variable
0.01793000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025
136385AZ4
4381000.00000000
PA
USD
4180606.71000000
0.826996989916
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 05/01/2027#
31283GYN1
53.53290000
PA
USD
54.27000000
0.000010735553
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.08500000
N
N
N
N
N
N
2024-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer