0001145549-21-055885.txt : 20210924
0001145549-21-055885.hdr.sgml : 20210924
20210924083941
ACCESSION NUMBER: 0001145549-21-055885
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210731
FILED AS OF DATE: 20210924
PERIOD START: 20210731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
IRS NUMBER: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 211274170
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000027194
Columbia Ultra Short Term Bond Fund
C000082083
Columbia Ultra Short Term Bond Fund Institutional 3 Class
CMGUX
C000206531
Columbia Ultra Short Term Bond Fund Advisor Class
CUSHX
C000206532
Columbia Ultra Short Term Bond Fund Institutional Class
CUSBX
C000210388
Columbia Ultra Short Term Bond Fund Class A
CUSOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000773757
XXXXXXXX
S000027194
C000206531
C000210388
C000206532
C000082083
Columbia Funds Series Trust I
811-04367
0000773757
549300W5GIE6ZOZOTD82
290 Congress Street
Boston
02110
800-345-6611
Columbia Ultra Short Term Bond Fund
S000027194
549300JV121JJZBJ3L59
2021-07-31
2021-07-31
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0.000000000000
0.000000000000
0.000000000000
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0.000000000000
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0.000000000000
0.000000000000
0.000000000000
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0.000000000000
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USD
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JOHN DEERE CAPITAL CORP
N/A
JOHN DEERE CAPITAL CORP
24422EUJ6
6621000.000000000000
PA
USD
6622438.880000000000
0.1666255535
Long
DBT
CORP
US
N
2
2021-09-10
Variable
0.388000000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
N/A
JOHN DEERE CAPITAL CORP
24422EUZ0
9535000.000000000000
PA
USD
9571865.360000000000
0.2408353468
Long
DBT
CORP
US
N
2
2022-06-13
Variable
0.609000000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST DEFT_20-1
N/A
DEFT_20-1
24703NAB5
8290070.300000000000
PA
USD
8349230.730000000000
0.2100729380
Long
ABS-MBS
CORP
US
N
2
2022-06-22
Fixed
2.260000000000
N
N
N
N
N
N
DEXT ABS DEXT_20-1
N/A
DEXT_20-1
25216AAA2
15282697.090000000000
PA
USD
15341459.060000000000
0.3860026728
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
1.460000000000
N
N
N
N
N
N
DIAGEO INVESTMENT CORPORATION
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DIAGEO INVESTMENT CORPORATION
25245BAB3
12000000.000000000000
PA
USD
12242577.240000000000
0.3080324706
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.875000000000
N
N
N
N
N
N
DISCOVER BANK
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DISCOVER BANK
25466AAK7
20000000.000000000000
PA
USD
20827909.200000000000
0.5240458934
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.350000000000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST DCENT_19-A1
N/A
DCENT_19-A1
254683CK9
3350000.000000000000
PA
USD
3394372.090000000000
0.0854049601
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
3.040000000000
N
N
N
N
N
N
WALT DISNEY CO
N/A
WALT DISNEY COMPANY (THE)
254687FH4
969000.000000000000
PA
USD
972373.040000000000
0.0244656386
Long
DBT
CORP
US
N
2
2022-09-01
Variable
0.524600000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
WALT DISNEY CO
25468PDS2
22192000.000000000000
PA
USD
22239104.520000000000
0.5595526313
Long
DBT
CORP
US
N
2
2022-03-04
Variable
0.524000000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
N/A
DISCOVERY COMMUNICATIONS LLC
25470DAQ2
18225000.000000000000
PA
USD
18913347.130000000000
0.4758740687
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.950000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UDH9
10000000.000000000000
PA
USD
10004671.900000000000
0.2517250855
Long
DBT
CORP
US
N
2
2023-09-15
Variable
0.648900000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC
26078JAH3
17085000.000000000000
PA
USD
17381914.920000000000
0.4373420801
Long
DBT
CORP
US
N
2
2023-11-15
Variable
1.265900000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_18-1
N/A
DRIVE_18-1
26208GAG4
1663643.380000000000
PA
USD
1680813.010000000000
0.0422905222
Long
ABS-MBS
CORP
US
N
2
2024-05-15
Fixed
3.810000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_18-3
N/A
DRIVE_18-3
26208KAG5
6001337.290000000000
PA
USD
6118515.200000000000
0.1539464539
Long
ABS-MBS
CORP
US
N
2
2024-09-16
Fixed
4.300000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1
N/A
DRIVE_20-1
26208QAE7
15000000.000000000000
PA
USD
15077971.500000000000
0.3793731272
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
2.080000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2
N/A
DRIVE_19-2
26208RAF2
626430.950000000000
PA
USD
634446.700000000000
0.0159631572
Long
ABS-MBS
CORP
US
N
2
2025-06-16
Fixed
3.420000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
N/A
DRIVE_20-2
26208VAB2
43767.400000000000
PA
USD
43778.370000000000
0.0011014968
Long
ABS-MBS
CORP
US
N
2
2023-07-17
Fixed
0.850000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_18-4
N/A
DRIVE_18-4
26209BAG4
6565693.220000000000
PA
USD
6733210.320000000000
0.1694126465
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
4.090000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-3A
N/A
DTAOT_20-3A
26253AAA4
2964693.270000000000
PA
USD
2967993.570000000000
0.0746769552
Long
ABS-MBS
CORP
US
N
2
2024-04-15
Fixed
0.540000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-3A
N/A
DTAOT_19-3A
26253KAB0
609556.180000000000
PA
USD
610104.480000000000
0.0153506886
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Fixed
2.600000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-3A
N/A
DTAOT_19-3A
26253KAC8
8900000.000000000000
PA
USD
9000804.070000000000
0.2264670143
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
2.740000000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC
26442UAJ3
18635000.000000000000
PA
USD
18635282.130000000000
0.4688777438
Long
DBT
CORP
US
N
2
2022-02-18
Variable
0.335100000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
N/A
ERAC USA FINANCE LLC
26884TAT9
18035000.000000000000
PA
USD
18832900.860000000000
0.4738499800
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
2.700000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBD6
19588000.000000000000
PA
USD
19627370.310000000000
0.4938394301
Long
DBT
CORP
CA
N
2
2023-02-17
Variable
0.45
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAS8
6566000.000000000000
PA
USD
6797051.300000000000
0.1710189336
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.600000000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_19-1
N/A
EFF_19-1
29374AAB0
6057845.140000000000
PA
USD
6101416.190000000000
0.1535162300
Long
ABS-MBS
CORP
US
N
2
2024-10-20
Fixed
2.980000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBS1
14070000.000000000000
PA
USD
14293352.670000000000
0.3596315260
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.500000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAC2
15645000.000000000000
PA
USD
15852052.500000000000
0.3988495886
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.750000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_18-4A
N/A
EART_18-4A
30166EAE6
3324084.410000000000
PA
USD
3334045.690000000000
0.0838871024
Long
ABS-MBS
CORP
US
N
2
2023-09-15
Fixed
3.970000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2A
N/A
EART_19-2A
30167LAE9
9784475.790000000000
PA
USD
9880807.870000000000
0.2486085732
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
3.300000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
N/A
EART_20-2A
30167YAA9
229378.150000000000
PA
USD
229478.820000000000
0.0057738601
Long
ABS-MBS
CORP
US
N
2
2023-08-15
Fixed
1.130000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
N/A
EART_20-2A
30167YAC5
16600000.000000000000
PA
USD
16717582.780000000000
0.4206269828
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
2.080000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
N/A
EART_20-2A
30167YAE1
18000000.000000000000
PA
USD
18568159.200000000000
0.4671888803
Long
ABS-MBS
CORP
US
N
2
2025-05-15
Fixed
3.280000000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBA9
2300000.000000000000
PA
USD
2307158.700000000000
0.0580498518
Long
DBT
CORP
US
N
2
2022-08-16
Variable
0.485900000000
N
N
N
N
N
N
FHF TRUST FHF_21-1
N/A
FHF_21-1A
30260WAA9
9435482.770000000000
PA
USD
9437979.400000000000
0.2374666751
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
1.270000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 3/1 HYBRID ARM
3128QLRD5
46015.340000000000
PA
USD
48787.130000000000
0.0012275210
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Variable
2.380000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133EGL52
2250000.000000000000
PA
USD
2251836.230000000000
0.0566578968
Long
DBT
USGA
US
N
2
2021-11-23
Variable
0.346600000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133EJP94
8279000.000000000000
PA
USD
8279026.240000000000
0.2083065401
Long
DBT
USGA
US
N
2
2021-11-02
Variable
0.125800000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133EKW85
16355000.000000000000
PA
USD
16359358.120000000000
0.4116137803
Long
DBT
USGA
US
N
2
2021-10-04
Variable
0.262500000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133ELB52
17625000.000000000000
PA
USD
17627028.460000000000
0.4435093215
Long
DBT
USGA
US
N
2
2021-11-26
Variable
0.109300000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133ELFP4
3000000.000000000000
PA
USD
3001281.360000000000
0.0755145011
Long
DBT
USGA
US
N
2
2021-12-23
Variable
0.186600000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133ELSP0
2137000.000000000000
PA
USD
2154747.850000000000
0.0542150799
Long
DBT
USGA
US
N
2
2023-03-13
Fixed
0.750000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133ELU28
7050000.000000000000
PA
USD
7059173.320000000000
0.1776141212
Long
DBT
USGA
US
N
2
2022-07-14
Variable
0.240000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133EM6Z0
2000000.000000000000
PA
USD
2018401.500000000000
0.0507845030
Long
DBT
USGA
US
N
2
2023-12-08
Variable
0.502100000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133EM7K2
22130000.000000000000
PA
USD
22157700.340000000000
0.5575044408
Long
DBT
USGA
US
N
2
2022-09-06
Variable
0.182900000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133EMD66
15000000.000000000000
PA
USD
14996138.850000000000
0.3773141560
Long
DBT
USGA
US
N
2
2022-09-15
Fixed
0.080000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 5/1 HYBRID ARM
31412B6M9
109904.006000000000
PA
USD
109601.810000000000
0.0027576641
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Variable
2.505000000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SE
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERV
31620MBP0
12000000.000000000000
PA
USD
12001110.000000000000
0.3019569728
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.375000000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
FIVE CORNERS FUNDING TRUST
33829TAA4
3190000.000000000000
PA
USD
3468964.420000000000
0.0872817594
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.419000000000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST FCAT_21-1
N/A
FCAT_21-1
33843WAA9
2543464.370000000000
PA
USD
2543587.470000000000
0.0639985778
Long
ABS-MBS
CORP
US
N
2
2025-06-16
Fixed
0.310000000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
N/A
FLORIDA POWER & LIGHT CO
341081GD3
12330000.000000000000
PA
USD
12320292.100000000000
0.3099878350
Long
DBT
CORP
US
N
2
2023-05-10
Variable
0.3
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_19-B
N/A
FORDL_19-B
34528DAD5
2301801.900000000000
PA
USD
2307039.420000000000
0.0580468506
Long
ABS-MBS
CORP
US
N
2
2022-10-15
Fixed
2.220000000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_18-3
N/A
FORDF_18-3
34528QGH1
19292000.000000000000
PA
USD
19426503.820000000000
0.4887854778
Long
ABS-MBS
CORP
US
N
2
2023-10-15
Fixed
3.520000000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWN
N/A
FORDF_19-1
34528QGS7
7636000.000000000000
PA
USD
7759839.880000000000
0.1952434200
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
2.840000000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_19-3
N/A
FORDF_19-3
34528QHA5
22975000.000000000000
PA
USD
23482965.760000000000
0.5908491176
Long
ABS-MBS
CORP
US
N
2
2024-09-15
Fixed
2.230000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_17-2
N/A
FORDR_17-2
34529SAA7
1000000.000000000000
PA
USD
1014423.800000000000
0.0255236674
Long
ABS-MBS
CORP
US
N
2
2029-03-15
Fixed
2.360000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FOR
N/A
FORDR_17-1
34531FAA1
14499000.000000000000
PA
USD
14687691.440000000000
0.3695533867
Long
ABS-MBS
CORP
US
N
2
2028-08-15
Fixed
2.620000000000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST FCRT_21-1
N/A
FCRT_21-1
35105WAC3
10859424.520000000000
PA
USD
10867316.060000000000
0.2734298627
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Fixed
0.400000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1
N/A
STACR_21-DNA1
35564KAA7
3063514.160000000000
PA
USD
3063513.850000000000
0.0770803174
Long
ABS-CBDO
CORP
US
N
2
2051-01-25
Variable
0.700000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-DNA5
N/A
STACR_20-DNA5
35566AAA7
738962.100000000000
PA
USD
739162.950000000000
0.0185978969
Long
ABS-CBDO
CORP
US
N
2
2050-10-25
Variable
1.318000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6
N/A
STACR_20-DNA6
35566CAA3
4290948.490000000000
PA
USD
4292969.100000000000
0.1080143382
Long
ABS-CBDO
CORP
US
N
2
2050-12-25
Variable
0.950000000000
N
N
N
N
N
N
FREEDOM FINANCIAL FREED_21-1CP
N/A
FREED_21-1CP
35635BAA2
4996366.990000000000
PA
USD
4999217.920000000000
0.1257840908
Long
ABS-MBS
CORP
US
N
2
2028-03-20
Fixed
0.660000000000
N
N
N
N
N
N
FREEDOM FINANCIAL FREED_21-2
N/A
FREED_21-2
35635CAA0
7173112.630000000000
PA
USD
7173404.580000000000
0.1804882658
Long
ABS-MBS
CORP
US
N
2
2028-06-19
Fixed
0.680000000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_18-3
N/A
GMCAR_18-3
36255JAD6
1036381.210000000000
PA
USD
1043767.400000000000
0.0262619745
Long
ABS-MBS
CORP
US
N
2
2023-05-16
Fixed
3.020000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_19-3A
N/A
GCAR_19-3A
36258AAA8
607571.670000000000
PA
USD
608688.080000000000
0.0153150509
Long
ABS-MBS
CORP
US
N
2
2023-07-17
Fixed
2.580000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_19-3A
N/A
GCAR_19-3A
36258AAB6
10000000.000000000000
PA
USD
10122684.000000000000
0.2546943589
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
2.720000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_19-4A
N/A
GCAR_19-4A
36258HAA3
2979568.330000000000
PA
USD
2992802.680000000000
0.0753011711
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Fixed
2.470000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_19-4A
N/A
GCAR_19-4A
36258HAC9
4500000.000000000000
PA
USD
4586955.300000000000
0.1154112525
Long
ABS-MBS
CORP
US
N
2
2024-09-16
Fixed
2.780000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_20-1A
N/A
GCAR_20-1A
36258XAA8
1784656.620000000000
PA
USD
1791953.190000000000
0.0450868929
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Fixed
2.170000000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT_20-2
36259PAB2
661441.290000000000
PA
USD
662438.020000000000
0.0166674399
Long
ABS-MBS
CORP
US
N
2
2022-10-20
Fixed
0.710000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_20-3
N/A
GCAR_20-3A
36260CAB8
8250000.000000000000
PA
USD
8301315.830000000000
0.2088673630
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Fixed
1.380000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_20-4A
N/A
GCAR_20-4A
36261EAB3
20000000.000000000000
PA
USD
19994944.000000000000
0.5030878612
Long
ABS-MBS
CORP
US
N
2
2024-12-16
Fixed
0.870000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_21-2A
N/A
GCAR_21-2A
36261XAC9
9050000.000000000000
PA
USD
9041370.830000000000
0.2274877045
Long
ABS-MBS
CORP
US
N
2
2025-09-15
Fixed
0.770000000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604BD4
22370000.000000000000
PA
USD
22976288.070000000000
0.5781007250
Long
DBT
CORP
US
N
2
2022-10-09
Fixed
2.700000000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BV4
16000000.000000000000
PA
USD
16008329.760000000000
0.4027816422
Long
DBT
CORP
US
N
2
2023-09-29
Variable
0.666000000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_19-3
N/A
GMALT_19-3
38013TAE1
5300000.000000000000
PA
USD
5325448.480000000000
0.1339922975
Long
ABS-MBS
CORP
US
N
2
2023-07-20
Fixed
2.030000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_20-2
N/A
GCAR_20-2A
38014RAA2
11171093.540000000000
PA
USD
11247398.810000000000
0.2829930312
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Fixed
1.580000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GWU4
36449000.000000000000
PA
USD
36748554.280000000000
0.9246213230
Long
DBT
CORP
US
N
2
2023-02-23
Variable
0.900100000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES GALC_21-1
N/A
GALC_21-1
39154TBH0
5000000.000000000000
PA
USD
5002279.500000000000
0.1258611224
Long
ABS-MBS
CORP
US
N
2
2023-06-15
Fixed
0.270000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280BJ7
23655000.000000000000
PA
USD
24072528.020000000000
0.6056829484
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
3.262000000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_19-1A
N/A
HPEFS_19-1A
40438DAD1
1512000.000000000000
PA
USD
1523147.220000000000
0.0383235320
Long
ABS-MBS
CORP
US
N
2
2029-09-20
Fixed
2.320000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_19-1
N/A
ACAR_19-1
02528CAG7
2475000.000000000000
PA
USD
2541989.340000000000
0.0639583677
Long
ABS-MBS
CORP
US
N
2
2025-04-14
Fixed
3.810000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2
N/A
ACAR_21-2
025291AA3
1134523.400000000000
PA
USD
1134974.940000000000
0.0285568249
Long
ABS-MBS
CORP
US
N
2
2024-10-15
Fixed
0.370000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3
N/A
ACAR_20-3
025297AB8
4750000.000000000000
PA
USD
4772380.580000000000
0.1200766923
Long
ABS-MBS
CORP
US
N
2
2024-08-13
Fixed
1.150000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3
N/A
ACAR_20-3
025297AC6
4275000.000000000000
PA
USD
4344266.970000000000
0.1093050312
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
1.850000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_18-2
N/A
ACAR_18-2
02529KAG8
3024511.150000000000
PA
USD
3073865.120000000000
0.0773407632
Long
ABS-MBS
CORP
US
N
2
2024-07-10
Fixed
4.070000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_18-4
N/A
ACAR_18-4
02529MAE9
380236.730000000000
PA
USD
380611.150000000000
0.0095764634
Long
ABS-MBS
CORP
US
N
2
2025-01-13
Fixed
3.970000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_19-4
N/A
ACAR_19-4
02529RAE8
5307000.000000000000
PA
USD
5364341.070000000000
0.1349708644
Long
ABS-MBS
CORP
US
N
2
2025-12-12
Fixed
2.690000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-2
N/A
ACAR_20-2
02529WAA5
495886.020000000000
PA
USD
496773.410000000000
0.0124991934
Long
ABS-MBS
CORP
US
N
2
2023-12-13
Fixed
1.650000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-2
N/A
ACAR_20-2
02529WAB3
11100000.000000000000
PA
USD
11225493.270000000000
0.2824418713
Long
ABS-MBS
CORP
US
N
2
2024-09-13
Fixed
2.480000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER
025537AG6
6430000.000000000000
PA
USD
6611221.830000000000
0.1663433241
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.950000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER
025537AQ4
10000000.000000000000
PA
USD
10006569.700000000000
0.2517728356
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.750000000000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS COMPANY
025816BX6
25088000.000000000000
PA
USD
25382123.430000000000
0.6386333559
Long
DBT
CORP
US
N
2
2023-08-03
Variable
0.925600000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874CY1
17885000.000000000000
PA
USD
19440260.460000000000
0.4891316053
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.125000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XAB6
17720000.000000000000
PA
USD
18543798.370000000000
0.4665759434
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
3.500000000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2
N/A
AMCAR_20-2
03066EAB0
602955.880000000000
PA
USD
603548.890000000000
0.0151857450
Long
ABS-MBS
CORP
US
N
2
2023-12-18
Fixed
0.600000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CH1
8541000.000000000000
PA
USD
8838621.910000000000
0.2223863889
Long
DBT
CORP
US
N
2
2023-08-19
Fixed
2.250000000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AF0
19712000.000000000000
PA
USD
20362180.020000000000
0.5123277962
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.950000000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CN8
11459000.000000000000
PA
USD
11487821.100000000000
0.2890422372
Long
DBT
CORP
US
N
2
2022-02-09
Variable
0.662000000000
N
N
N
N
N
N
ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_21-1A
N/A
ARIVO_21-1A
04047AAA2
14880142.140000000000
PA
USD
14912768.340000000000
0.3752164912
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Fixed
1.190000000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AY4
38919000.000000000000
PA
USD
38909000.930000000000
0.9789797890
Long
DBT
CORP
GB
N
2
2023-05-26
Fixed
0.300000000000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
JHE42UYNWWTJB8YTTU19
AUSTRALIA & NZ BANKING GROUP
05252ACZ2
20665000.000000000000
PA
USD
20797459.140000000000
0.5232797470
Long
DBT
CORP
AU
N
2
2022-11-09
Variable
0.742000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_20-REV1
N/A
AVNT_20-REV1
05355MAA9
7300000.000000000000
PA
USD
7311120.090000000000
0.1839532918
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
2.170000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING A
N/A
AESOP_16-2A
05377RCK8
16666666.680000000000
PA
USD
16739538.350000000000
0.4211794014
Long
ABS-MBS
CORP
US
N
2
2022-11-20
Fixed
2.720000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING A
N/A
AESOP_17-1A
05377RCQ5
8520000.000000000000
PA
USD
8737995.280000000000
0.2198545471
Long
ABS-MBS
CORP
US
N
2
2023-09-20
Fixed
3.070000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A
N/A
AESOP_17-2A
05377RCU6
18780000.000000000000
PA
USD
19464812.700000000000
0.4897493581
Long
ABS-MBS
CORP
US
N
2
2024-03-20
Fixed
2.970000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_19-1A
N/A
AESOP_19-1A
05377RDG6
14720000.000000000000
PA
USD
14919576.700000000000
0.3753877946
Long
ABS-MBS
CORP
US
N
2
2023-03-20
Fixed
3.450000000000
N
N
N
N
N
N
BCC FUNDING CORP BCCFC_20-1
N/A
BCCFC_20-1
05493CAB2
4000000.000000000000
PA
USD
4009490.000000000000
0.1008817903
Long
ABS-MBS
CORP
US
N
2
2025-08-20
Fixed
0.910000000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
BB&T CORP
05531FAY9
16580000.000000000000
PA
USD
16637447.210000000000
0.4186107114
Long
DBT
CORP
US
N
2
2022-04-01
Variable
0.794900000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
N/A
BP CAPITAL MARKETS PLC
05565QCB2
11893000.000000000000
PA
USD
12234675.540000000000
0.3078336578
Long
DBT
CORP
GB
N
2
2022-11-06
Fixed
2.500000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJX8
38481000.000000000000
PA
USD
38519481.000000000000
0.9691791740
Long
DBT
CORP
US
N
2
2024-05-28
Variable
0.536400000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367WYH0
24792000.000000000000
PA
USD
24993829.940000000000
0.6288635991
Long
DBT
CORP
CA
N
2
2023-03-10
Variable
0.73
N
N
N
N
N
N
BANK OF NEW YORK MELLON CORP/THE
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP
06406FAF0
25992000.000000000000
PA
USD
26303938.310000000000
0.6618269131
Long
DBT
CORP
US
N
2
2023-10-30
Variable
1.178500000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA
0641596F8
28150000.000000000000
PA
USD
28115709.920000000000
0.7074124523
Long
DBT
CORP
CA
N
2
2024-07-31
Variable
0.43
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-1F
N/A
BVRT_21-1F
07335FAA5
5338002.820000000000
PA
USD
5338284.130000000000
0.1343152522
Long
ABS-CBDO
CORP
US
N
2
2038-03-15
Variable
1.588000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-2F
N/A
BVRT_21-2F
07335MAA0
6065025.320000000000
PA
USD
6065025.320000000000
0.1526006082
Long
ABS-CBDO
CORP
US
N
3
2032-01-10
Variable
1.588000000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887BU2
19483000.000000000000
PA
USD
19635011.630000000000
0.4940316915
Long
DBT
CORP
US
N
2
2022-06-06
Variable
1.160800000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_21-1A
N/A
BMIR_21-1A
07876MAA5
16000000.000000000000
PA
USD
16090888.000000000000
0.4048588697
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Variable
1.760000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-1A
N/A
BMIR_19-1A
07876RAA4
369022.730000000000
PA
USD
369070.670000000000
0.0092860962
Long
ABS-CBDO
CORP
US
N
2
2029-03-25
Variable
1.389300000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_19-3A
N/A
BMIR_19-3A
07877GAA7
768181.450000000000
PA
USD
769668.340000000000
0.0193654355
Long
ABS-CBDO
CORP
BM
N
2
2029-07-25
Variable
1.189300000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_20-3A
N/A
BMIR_20-3A
07877KAA8
9800000.000000000000
PA
USD
9853551.120000000000
0.2479227728
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
2.089300000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_20-3A
N/A
BMIR_20-3A
07877KAC4
6150000.000000000000
PA
USD
6247384.020000000000
0.1571888906
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
2.939300000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DD4
18190000.000000000000
PA
USD
18248260.390000000000
0.4591399851
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.167000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DT2
15000000.000000000000
PA
USD
15010227.600000000000
0.3776686396
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.537000000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
BRITISH SKY BROADCASTING GROUP PLC
111013AK4
18202000.000000000000
PA
USD
18867415.430000000000
0.4747183925
Long
DBT
CORP
GB
N
2
2022-11-26
Fixed
3.125000000000
N
N
N
N
N
N
BROADCOM CORPORATION/BROADCOM CA
N/A
BROADCOM CORP/BROADCOM CAYMAN FIN
11134LAF6
17695000.000000000000
PA
USD
18867152.900000000000
0.4747117871
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.625000000000
N
N
N
N
N
N
CCG RECEIVABLES TRUST CCG_20-1
N/A
CCG_20-1
12509DAB8
8663324.490000000000
PA
USD
8680549.780000000000
0.2184091750
Long
ABS-MBS
CORP
US
N
2
2027-12-14
Fixed
0.540000000000
N
N
N
N
N
N
CCG RECEIVABLES TRUST CCG_19-2
N/A
CCG_19-2
12510FAB0
2311965.490000000000
PA
USD
2337494.210000000000
0.0588131161
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
2.110000000000
N
N
N
N
N
N
CCG RECEIVABLES TRUST CCG_19-1
N/A
CCG_19-1
12510GAB8
1654677.480000000000
PA
USD
1671369.700000000000
0.0420529214
Long
ABS-MBS
CORP
US
N
2
2026-09-14
Fixed
2.800000000000
N
N
N
N
N
N
CCG_21-1
N/A
CCG_21-1
12510KAC7
9025000.000000000000
PA
USD
9014701.570000000000
0.2268166859
Long
ABS-MBS
CORP
US
N
2
2027-06-14
Fixed
0.300000000000
N
N
N
N
N
N
CIGNA CORP
N/A
CIGNA CORP
125523AC4
19447000.000000000000
PA
USD
19685407.190000000000
0.4952996817
Long
DBT
CORP
US
N
2
2023-07-15
Variable
1.016100000000
N
N
N
N
N
N
CIG AUTO RECEIVABLES TRUST CIGAR_20-1
N/A
CIGAR_20-1A
12597UAA5
3971922.310000000000
PA
USD
3975042.250000000000
0.1000150590
Long
ABS-MBS
CORP
US
N
2
2023-10-12
Fixed
0.680000000000
N
N
N
N
N
N
CSMC_20-BPL2
N/A
CSMC_20-BPL2
126394AA3
3289936.660000000000
PA
USD
3291749.090000000000
0.0828228881
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Fixed
3.452600000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_18-A
N/A
CNH_18-A
12652VAD9
1270000.000000000000
PA
USD
1294682.200000000000
0.0325751800
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
3.300000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650BZ2
7300000.000000000000
PA
USD
7493806.530000000000
0.1885498204
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.750000000000
N
N
N
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP COMPANY
134429AY5
5809000.000000000000
PA
USD
5930965.070000000000
0.1492275513
Long
DBT
CORP
US
N
2
2022-08-02
Fixed
2.500000000000
N
N
N
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP COMPANY
134429BE8
10808000.000000000000
PA
USD
11333195.950000000000
0.2851517519
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.650000000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMER
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
136069TZ4
20175000.000000000000
PA
USD
20293682.060000000000
0.5106043359
Long
DBT
CORP
CA
N
2
2022-06-16
Variable
0.838000000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMER
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607RAE0
3240000.000000000000
PA
USD
3278576.900000000000
0.0824914659
Long
DBT
CORP
CA
N
2
2023-09-13
Variable
0.779000000000
N
N
N
N
N
N
CANADIAN NTL RAIL CO
3SU7BEP7TH9YEQOZCS77
CANADIAN NATIONAL RAILWAY COMPANY
136375BX9
6175000.000000000000
PA
USD
6294142.860000000000
0.1583653782
Long
DBT
CORP
CA
N
2
2022-11-15
Fixed
2.250000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-3
N/A
CARMX_19-3
14315PAD7
2065135.960000000000
PA
USD
2093172.040000000000
0.0526657861
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Fixed
2.180000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_20-2
N/A
CARMX_20-2
14315VAD4
7170000.000000000000
PA
USD
7248555.240000000000
0.1823791131
Long
ABS-MBS
CORP
US
N
2
2024-11-15
Fixed
1.700000000000
N
N
N
N
N
N
CARNOW AUTO RECEIVABLES TRUST CNART_21-1
N/A
CNART_21-1A
14369GAA8
9738494.010000000000
PA
USD
9745087.940000000000
0.2451937574
Long
ABS-MBS
CORP
US
N
2
2024-10-15
Fixed
0.970000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N2
N/A
CRVNA_21-N2
14686KAA5
14683699.560000000000
PA
USD
14681392.750000000000
0.3693949069
Long
ABS-MBS
CORP
US
N
2
2028-03-10
Fixed
0.320000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_19-3A
N/A
CRVNA_19-3A
14686XAD1
23498527.580000000000
PA
USD
23675936.760000000000
0.5957044134
Long
ABS-MBS
CORP
US
N
2
2024-04-15
Fixed
2.510000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N1
N/A
CRVNA_21-N1
14687DAA0
17738603.230000000000
PA
USD
17726679.340000000000
0.4460166128
Long
ABS-MBS
CORP
US
N
2
2028-01-10
Fixed
0.700000000000
N
N
N
N
N
N
CATERPILLAR FINANCIAL SERVICES CORPORATION
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINANCIAL SERVICES
14913R2J5
21125000.000000000000
PA
USD
21129768.760000000000
0.5316409075
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.250000000000
N
N
N
N
N
N
CENOVUS ENERGY INC (ALBERTA)
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY INC
15135UAG4
9872000.000000000000
PA
USD
10063325.780000000000
0.2532008613
Long
DBT
CORP
CA
N
2
2022-08-15
Fixed
3.000000000000
N
N
N
N
N
N
CENOVUS ENERGY INC (ALBERTA)
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY INC
15135UAJ8
6425000.000000000000
PA
USD
6769335.280000000000
0.1703215777
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
3.800000000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189TAR8
17758000.000000000000
PA
USD
18133491.670000000000
0.4562523176
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
2.500000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
N/A
CHARTER COMM OPT/OPT CAP
161175BP8
18827000.000000000000
PA
USD
19336006.400000000000
0.4865084945
Long
DBT
CORP
US
N
2
2024-02-01
Variable
1.775800000000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC CFII_18-2A
N/A
CFII_18-2A
165183BN3
543035.560000000000
PA
USD
545988.750000000000
0.0137374885
Long
ABS-MBS
CORP
US
N
2
2030-08-15
Fixed
3.230000000000
N
N
N
N
N
N
CHEVRON USA INC.
N/A
CHEVRON USA INC
166756AG1
19320000.000000000000
PA
USD
19335217.200000000000
0.4864886377
Long
DBT
CORP
US
N
2
2022-08-12
Variable
0.277500000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LR0
37143000.000000000000
PA
USD
37380015.800000000000
0.9405093708
Long
DBT
CORP
US
N
2
2022-10-27
Variable
0.818900000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_19-IMC1
N/A
CMLTI_19-IMC1
17328BAA2
2370664.880000000000
PA
USD
2383755.450000000000
0.0599770838
Long
ABS-CBDO
CORP
US
N
2
2049-07-25
Variable
2.720000000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_19-IMC1
N/A
CMLTI_19-IMC1
17328BAB0
821482.210000000000
PA
USD
826988.360000000000
0.0208076504
Long
ABS-CBDO
CORP
US
N
2
2049-07-25
Variable
2.930000000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
70006006.908000000000
NS
USD
69999006.310000000000
1.7612277569
Long
STIV
CORP
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORPORATION
20030NCX7
2982000.000000000000
PA
USD
3015446.860000000000
0.0758709157
Long
DBT
CORP
US
N
2
2024-04-15
Variable
0.756100000000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRALIA
2027A0JL4
7883000.000000000000
PA
USD
7914831.320000000000
0.1991431214
Long
DBT
CORP
AU
N
2
2022-03-10
Variable
0.828000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA FOODS INC
205887BJ0
7215000.000000000000
PA
USD
7431889.900000000000
0.1869919513
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.250000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887BR2
5390000.000000000000
PA
USD
5572772.800000000000
0.1402151638
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.200000000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
N/A
COOPERATIEVE RABOBANK UA/NY
21688AAM4
25152000.000000000000
PA
USD
25295823.160000000000
0.6364619761
Long
DBT
CORP
US
N
2
2023-01-10
Variable
0.599000000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-1A
N/A
CAALT_20-1A
22534GAA1
4860000.000000000000
PA
USD
4937079.110000000000
0.1242206315
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Fixed
2.010000000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_19-1A
N/A
CAALT_19-1A
22535AAA3
12583622.960000000000
PA
USD
12659567.640000000000
0.3185242633
Long
ABS-MBS
CORP
US
N
2
2028-02-15
Fixed
3.330000000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2
N/A
CAALT_20-2A
22535MAA7
3250000.000000000000
PA
USD
3288807.600000000000
0.0827488780
Long
ABS-MBS
CORP
US
N
2
2029-07-16
Fixed
1.370000000000
N
N
N
N
N
N
CREDITO REAL USA AUTO RECEIVABLES TRUST CRUSA_21-1A
N/A
CRUSA_21-1A
22551EAA4
7617554.490000000000
PA
USD
7615171.720000000000
0.1916034600
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
1.350000000000
N
N
N
N
N
N
CROSSROADS ASSET TRUST XROAD_21-A
N/A
XROAD_21-A
22767CAB6
3500000.000000000000
PA
USD
3503962.700000000000
0.0881623425
Long
ABS-MBS
CORP
US
N
2
2024-03-20
Fixed
0.820000000000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL_17-A
23291FAD8
252541.100000000000
PA
USD
253080.780000000000
0.0063677032
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
2.430000000000
N
N
N
N
N
N
DLL_19-DA1
N/A
DLL_19-DA1
23291GAC8
5254348.630000000000
PA
USD
5292826.230000000000
0.1331714971
Long
ABS-MBS
CORP
US
N
2
2023-04-20
Fixed
2.890000000000
N
N
N
N
N
N
DLL SECURITIZATION TRUST DLL_18-ST2
N/A
DLL_18-ST2
23291JAD0
14349234.110000000000
PA
USD
14427288.200000000000
0.3630014449
Long
ABS-MBS
CORP
US
N
2
2024-06-20
Fixed
3.590000000000
N
N
N
N
N
N
DLL SECURITIZATION TRUST DLL_19-MT3
N/A
DLL_19-MT3
23291RAC4
39867107.070000000000
PA
USD
40119390.110000000000
1.0094340931
Long
ABS-MBS
CORP
US
N
2
2023-02-21
Fixed
2.080000000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
23329PAD2
20597000.000000000000
PA
USD
20740037.310000000000
0.5218349704
Long
DBT
CORP
NO
N
2
2022-12-02
Variable
0.751400000000
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331BE6
15860000.000000000000
PA
USD
16222069.370000000000
0.4081594919
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.250000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_17-3A
N/A
DTAOT_17-3A
23342EAE8
4122437.850000000000
PA
USD
4173611.320000000000
0.1050112065
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Fixed
5.600000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_18-3A
N/A
DTAOT_18-3A
23343CAE1
3964498.020000000000
PA
USD
3975542.320000000000
0.1000276411
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
3.790000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-4A
N/A
DTAOT_19-4A
23343JAE6
12000000.000000000000
PA
USD
12185576.400000000000
0.3065982865
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
2.730000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-2
N/A
DTAOT_20-2A
23343RAC2
2500000.000000000000
PA
USD
2536520.500000000000
0.0638207675
Long
ABS-MBS
CORP
US
N
2
2026-03-16
Fixed
2.080000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-2
N/A
DTAOT_20-2A
23343RAE8
3000000.000000000000
PA
USD
3120709.200000000000
0.0785193955
Long
ABS-MBS
CORP
US
N
2
2026-03-16
Fixed
3.280000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-1A
N/A
DTAOT_20-1A
23344EAA4
1036746.080000000000
PA
USD
1038705.220000000000
0.0261346062
Long
ABS-MBS
CORP
US
N
2
2023-09-15
Fixed
1.940000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-1A
N/A
DTAOT_21-1A
23344GAA9
4507366.290000000000
PA
USD
4509658.740000000000
0.1134664128
Long
ABS-MBS
CORP
US
N
2
2025-01-15
Fixed
0.350000000000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_20-2
N/A
DRMT_20-2
24380NAA7
3934516.890000000000
PA
USD
3954327.180000000000
0.0994938522
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
1.692000000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
N/A
JOHN DEERE CAPITAL CORP
24422EUG2
285000.000000000000
PA
USD
287401.420000000000
0.0072312363
Long
DBT
CORP
US
N
2
2023-06-07
Variable
0.680700000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_20-1A
N/A
HPEFS_20-1A
40438FAB0
763363.300000000000
PA
USD
765109.650000000000
0.0192507355
Long
ABS-MBS
CORP
US
N
2
2030-02-20
Fixed
1.730000000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_20-2
N/A
HPEFS_20-2A
40438PAB8
16107174.820000000000
PA
USD
16124746.140000000000
0.4057107661
Long
ABS-MBS
CORP
US
N
2
2030-07-22
Fixed
0.650000000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-A
N/A
HDMOT_21-A
41284NAB6
4577586.390000000000
PA
USD
4577783.680000000000
0.1151804877
Long
ABS-MBS
CORP
US
N
2
2024-04-15
Fixed
0.220000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1
N/A
NZES_20-PLS1
433674AA6
5758697.160000000000
PA
USD
5825152.530000000000
0.1465652281
Long
ABS-CBDO
CORP
US
N
2
2025-12-25
Fixed
3.844000000000
N
N
N
N
N
N
HOME RE LTD HMIR_21-1
N/A
HMIR_21-1
437307AA9
17250000.000000000000
PA
USD
17230786.950000000000
0.4335395865
Long
ABS-CBDO
USGA
US
N
2
2033-07-25
Variable
1.139300000000
N
N
N
N
N
N
HOME RE LTD HMIR_20-1
N/A
HMIR_20-1
43731WAA3
7253798.040000000000
PA
USD
7272570.140000000000
0.1829833460
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
2.744000000000
N
N
N
N
N
N
ACC TRUST ACC_21-1
N/A
ACC_21-1
00091KAA3
5244330.790000000000
PA
USD
5242862.900000000000
0.1319143821
Long
ABS-MBS
CORP
US
N
2
2023-11-20
Fixed
0.740000000000
N
N
N
N
N
N
ACC AUTO TRUST ACC_21-A
N/A
AUTOC_21-A
00108XAA6
15175000.000000000000
PA
USD
15175585.760000000000
0.3818291755
Long
ABS-MBS
CORP
US
N
2
2027-04-15
Fixed
1.080000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RCM2
12829000.000000000000
PA
USD
13086771.560000000000
0.3292730359
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.000000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RMH2
10999000.000000000000
PA
USD
11020340.150000000000
0.2772800642
Long
DBT
CORP
US
N
2
2024-03-25
Variable
0.69
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-1
N/A
HAROT_19-1
43814WAC9
958790.890000000000
PA
USD
968753.010000000000
0.0243745559
Long
ABS-MBS
CORP
US
N
2
2023-03-20
Fixed
2.830000000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516CD6
19247000.000000000000
PA
USD
19244562.560000000000
0.4842076986
Long
DBT
CORP
US
N
2
2022-08-19
Variable
0.379600000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBP3
22735000.000000000000
PA
USD
22882862.530000000000
0.5757500680
Long
DBT
CORP
US
N
2
2022-11-21
Variable
0.799300000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
N/A
ACE INA HOLDINGS INC
00440EAU1
10188000.000000000000
PA
USD
10482083.850000000000
0.2637371300
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.875000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-A
N/A
AFFRM_21-A
00833MAA2
19050000.000000000000
PA
USD
19088884.860000000000
0.4802907303
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
0.880000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-A
N/A
AFFRM_21-A
00833MAB0
3250000.000000000000
PA
USD
3255893.230000000000
0.0819207276
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
1.060000000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_20-A
N/A
HART_20-A
44891LAB9
3637827.120000000000
PA
USD
3649218.980000000000
0.0918170999
Long
ABS-MBS
CORP
US
N
2
2023-04-17
Fixed
1.510000000000
N
N
N
N
N
N
ING BANK NV
3TK20IVIUJ8J3ZU0QE75
ING BANK NV
449786BJ0
6000000.000000000000
PA
USD
6004653.720000000000
0.1510816133
Long
DBT
CORP
NL
N
2
2021-08-15
Fixed
2.050000000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200JX0
3719000.000000000000
PA
USD
3795875.600000000000
0.0955070910
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.850000000000
N
N
N
N
N
N
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_16-C2
N/A
JPMDB_16-C2
46590LAR3
641554.570000000000
PA
USD
652898.600000000000
0.0164274209
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Fixed
2.661900000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3
N/A
ACAR_21-3
025286AA3
11860000.000000000000
PA
USD
11864969.340000000000
0.2985315712
Long
ABS-MBS
CORP
US
N
2
2025-06-13
Fixed
0.330000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1
N/A
ACAR_21-1
02528BAA2
5873216.590000000000
PA
USD
5875145.350000000000
0.1478230851
Long
ABS-MBS
CORP
US
N
2
2024-05-13
Fixed
0.350000000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_20-1
N/A
CACLN_20-1
46591HAN0
4191994.540000000000
PA
USD
4202353.800000000000
0.1057343889
Long
ABS-MBS
CORP
US
N
2
2028-01-25
Fixed
0.991000000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_20-2
N/A
CACLN_20-2
46591HAU4
16197211.450000000000
PA
USD
16217161.560000000000
0.4080360077
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Fixed
0.840000000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_20-2
N/A
CACLN_20-2
46591HAW0
2506711.290000000000
PA
USD
2512088.690000000000
0.0632060448
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Fixed
1.140000000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_21-1
N/A
CACLN_21-1
46591HBS8
14014493.850000000000
PA
USD
14020175.330000000000
0.3527581783
Long
ABS-MBS
CORP
US
N
2
2028-09-25
Fixed
1.024000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBB1
36510000.000000000000
PA
USD
37210908.760000000000
0.9362545102
Long
DBT
CORP
US
N
2
2023-04-01
Variable
3.207000000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_21-2
N/A
CACLN_21-2
48128U2N8
2400000.000000000000
PA
USD
2399681.280000000000
0.0603777896
Long
ABS-MBS
CORP
US
N
2
2028-12-26
Fixed
0.969000000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAM3
13550000.000000000000
PA
USD
14059364.550000000000
0.3537442086
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.150000000000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST KCOT_18-1A
N/A
KCOT_18-1A
50117PAC3
247321.210000000000
PA
USD
248068.740000000000
0.0062415965
Long
ABS-MBS
CORP
US
N
2
2022-08-15
Fixed
3.100000000000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST KCOT_20-1
N/A
KCOT_20-1A
50117WAB0
2612501.220000000000
PA
USD
2620380.260000000000
0.0659307423
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
1.920000000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AG4
5219000.000000000000
PA
USD
5248692.720000000000
0.1320610648
Long
DBT
CORP
US
N
2
2023-03-10
Variable
0.878000000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AJ8
13255000.000000000000
PA
USD
14062675.270000000000
0.3538275088
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.850000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC
50249AAE3
16267000.000000000000
PA
USD
16291850.450000000000
0.4099152365
Long
DBT
CORP
US
N
2
2023-10-01
Variable
1.144900000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-CRT2
N/A
BVRT_21-CRT2
51236PAA1
4647174.660000000000
PA
USD
4647174.660000000000
0.1169264170
Long
ABS-CBDO
CORP
US
N
3
2032-11-10
Variable
1.850400000000
N
N
N
N
N
N
LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A
N/A
LDPT_21-A
52607FAA2
46100000.000000000000
PA
USD
46102572.380000000000
1.1599754685
Long
ABS-MBS
CORP
US
N
2
2028-12-15
Fixed
1.000000000000
N
N
N
N
N
N
LLOYDS BANK PLC
N/A
LLOYDS BANK PLC
53944VAS8
976000.000000000000
PA
USD
995622.780000000000
0.0250506195
Long
DBT
CORP
GB
N
2
2022-08-14
Fixed
2.250000000000
N
N
N
N
N
N
LOEWS CORPORATION
R8V1FN4M5ITGZOG7BS19
LOEWS CORPORATION
540424AQ1
10775000.000000000000
PA
USD
11148132.970000000000
0.2804954278
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.625000000000
N
N
N
N
N
N
MFA TRUST MFRA_20-NQM3
N/A
MFRA_20-NQM3
552757AC0
3305350.490000000000
PA
USD
3315885.300000000000
0.0834301733
Long
ABS-CBDO
CORP
US
N
2
2065-01-26
Variable
1.632000000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_
N/A
MMAF_16-AA
55315FAD2
68012.740000000000
PA
USD
68099.140000000000
0.0017134257
Long
ABS-MBS
CORP
US
N
2
2023-01-17
Fixed
1.760000000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_17-B
N/A
MMAF_17-B
55316AAD2
1065097.540000000000
PA
USD
1076031.510000000000
0.0270737638
Long
ABS-MBS
CORP
US
N
2
2024-11-15
Fixed
2.410000000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-11
N/A
MRAIT_21-11
55349E103
15000000.000000000000
PA
USD
15000000.000000000000
0.3774113055
Long
ABS-CBDO
CORP
US
N
3
2022-01-25
Variable
1.243100000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-NA1
N/A
MRAIT_21-NA1
55350M101
18450000.000000000000
PA
USD
18450000.000000000000
0.4642159057
Long
ABS-CBDO
CORP
US
N
3
2022-03-08
Variable
1.700000000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-14
N/A
MRAIT_21-14
55350P104
36500000.000000000000
PA
USD
36500000.000000000000
0.9183675100
Long
ABS-CBDO
CORP
US
N
2
2022-02-15
Variable
1.450000000000
N
N
N
N
N
N
MVW OWNER TRUST MVWOT_17-1A
N/A
MVWOT_17-1A
553896AA9
4424505.760000000000
PA
USD
4519751.210000000000
0.1137203470
Long
ABS-MBS
CORP
US
N
2
2034-12-20
Fixed
2.420000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_20-2A
N/A
MFT_20-2A
57108RAA9
893340.440000000000
PA
USD
893936.830000000000
0.0224921244
Long
ABS-MBS
CORP
US
N
2
2030-09-16
Fixed
1.020000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_21-2
N/A
MFT_21-2A
57108TAA5
30400000.000000000000
PA
USD
30403803.040000000000
0.7649825998
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Fixed
0.510000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_19-2A
N/A
MFT_19-2A
57109HAA0
225109.410000000000
PA
USD
225623.420000000000
0.0056768553
Long
ABS-MBS
CORP
US
N
2
2029-07-16
Fixed
3.130000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_20-1A
N/A
MFT_20-1A
57109JAA6
1268012.880000000000
PA
USD
1269264.790000000000
0.0319356588
Long
ABS-MBS
CORP
US
N
2
2030-03-15
Fixed
2.240000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_21-1A
N/A
MFT_21-1A
57110NAA4
5611273.930000000000
PA
USD
5614031.310000000000
0.1412532590
Long
ABS-MBS
CORP
US
N
2
2031-06-16
Fixed
0.600000000000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST MWST_20-1
N/A
MWST_20-1
585505AA8
20000000.000000000000
PA
USD
20045898.000000000000
0.5043699022
Long
ABS-CBDO
CORP
US
N
2
2053-10-25
Variable
0.989300000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
N/A
METROPOLITAN LIFE GLOBAL FUNDING I
59217GDB2
20000000.000000000000
PA
USD
20385214.600000000000
0.5129073636
Long
DBT
CORP
US
N
2
2022-06-17
Fixed
2.400000000000
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INCORPORATED
595017AP9
11338000.000000000000
PA
USD
12053729.160000000000
0.3032809105
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.333000000000
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC
595017AV6
5500000.000000000000
PA
USD
5509815.470000000000
0.1386311100
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.972000000000
N
N
N
N
N
N
MISS PWR CO
N/A
MISSISSIPPI POWER CO
605417CC6
12286000.000000000000
PA
USD
12294520.830000000000
0.3093394104
Long
DBT
CORP
US
N
2
2024-06-28
Variable
0.35
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_20-A
N/A
MMAF_20-A
60700MAB4
1059409.780000000000
PA
USD
1063479.080000000000
0.0267579352
Long
ABS-MBS
CORP
US
N
2
2024-04-09
Fixed
0.740000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAA1
39420000.000000000000
PA
USD
39553327.900000000000
0.9951915412
Long
DBT
CORP
US
N
2
2024-04-05
Variable
0.731000000000
N
N
N
N
N
N
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST MRAFT_21-1
N/A
MRAFT_21-1
61916BBC3
25000000.000000000000
PA
USD
24998945.000000000000
0.6289922979
Long
ABS-CBDO
CORP
US
N
2
2022-03-10
Variable
0.610500000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-EBO4
N/A
MRAIT_21-EBO4
62477K109
35500000.000000000000
PA
USD
35496751.750000000000
0.8931250279
Long
ABS-CBDO
CORP
US
N
2
2022-02-16
Variable
1.842100000000
N
N
N
N
N
N
NMEF FUNDING LLC NMEF_21-A
N/A
NMEF_21-A
62919TAB2
30000000.000000000000
PA
USD
29985783.000000000000
0.7544649005
Long
ABS-MBS
CORP
US
N
2
2027-12-15
Fixed
0.810000000000
N
N
N
N
N
N
NEW RESIDENTIAL ADVANCE RECEIVABLES TRUST ADVANCE NRART_20-T3
N/A
NRART_20-T3
62942QDB6
7890000.000000000000
PA
USD
7925270.670000000000
0.1994057833
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
1.317300000000
N
N
N
N
N
N
NXP BV AND NXP FUNDING LLC
N/A
NXP BV/NXP FUNDING LLC
62947QAW8
15753000.000000000000
PA
USD
16303902.890000000000
0.4102184849
Long
DBT
CORP
NL
N
2
2022-09-01
Fixed
3.875000000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD
63254WAA8
25320000.000000000000
PA
USD
25431211.520000000000
0.6398684493
Long
DBT
CORP
AU
N
2
2022-12-13
Variable
0.529000000000
N
N
N
N
N
N
NEW RESIDENTIAL AP ADVANCE RECEIVABLES TRUST ADVANCE NRART_20-AP
N/A
NRART_20-APT1
64831JAA7
10500000.000000000000
PA
USD
10539075.750000000000
0.2651710891
Long
ABS-MBS
CORP
US
N
2
2052-12-16
Fixed
1.034700000000
N
N
N
N
N
N
NEW RESIDENTIAL AP ADVANCE RECEIVABLES TRUST ADVANCE NRART_20-AP
N/A
NRART_20-APT1
64831JAD1
3750000.000000000000
PA
USD
3755996.250000000000
0.0945036965
Long
ABS-MBS
CORP
US
N
2
2052-12-16
Fixed
1.998600000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
N/A
NEW YORK LIFE GLOBAL FUNDING
64952WDZ3
20000000.000000000000
PA
USD
20036254.800000000000
0.5041272720
Long
DBT
CORP
US
N
2
2023-02-02
Variable
0.270000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS
65339KBV1
7405000.000000000000
PA
USD
7437377.620000000000
0.1871300265
Long
DBT
CORP
US
N
2
2023-03-01
Variable
0.59
N
N
N
N
N
N
NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_18-2A
N/A
NFMOT_18-2A
65341KBD7
12325000.000000000000
PA
USD
12389426.470000000000
0.3117273079
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Fixed
3.690000000000
N
N
N
N
N
N
PRESTIGE AUTO RECEIVABLES TRUST PART_19-1A
N/A
PART_19-1A
74113NAD0
8371000.000000000000
PA
USD
8427284.090000000000
0.2120368193
Long
ABS-MBS
CORP
US
N
2
2024-01-16
Fixed
2.530000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS PRET_20-NPL3
N/A
PRET_20-NPL3
741392AA2
9336615.540000000000
PA
USD
9429936.880000000000
0.2372643192
Long
ABS-CBDO
CORP
US
N
2
2060-06-27
Variable
3.104800000000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING I
N/A
PRICOA GLOBAL FUNDING I
74153WCN7
1815000.000000000000
PA
USD
1859774.200000000000
0.0467933206
Long
DBT
CORP
US
N
2
2022-09-21
Fixed
2.450000000000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FUNDING II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II
74256LEJ4
20000000.000000000000
PA
USD
20013537.800000000000
0.5035556952
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.500000000000
N
N
N
N
N
N
NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_19-1A
N/A
NFMOT_19-1A
65341KBG0
10856000.000000000000
PA
USD
11028726.560000000000
0.2774910726
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Fixed
3.210000000000
N
N
N
N
N
N
NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_20-1
N/A
NFMOT_20-1A
65341KBM7
8575000.000000000000
PA
USD
8655621.290000000000
0.2177819554
Long
ABS-MBS
CORP
US
N
2
2025-02-15
Variable
0.870000000000
N
N
N
N
N
N
NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_20-1
N/A
NFMOT_20-1A
65341KBN5
5644000.000000000000
PA
USD
5737733.860000000000
0.1443657084
Long
ABS-MBS
CORP
US
N
2
2025-02-18
Fixed
1.550000000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-A
N/A
NAROT_20-A
65479MAB2
1714837.250000000000
PA
USD
1717744.070000000000
0.0432197355
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
1.450000000000
N
N
N
N
N
N
NMEF_19-A
N/A
NMEF_19-A
65489MAA2
1350638.820000000000
PA
USD
1353827.000000000000
0.0340633077
Long
ABS-MBS
CORP
US
N
2
2026-08-17
Fixed
2.730000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807BG6
6128000.000000000000
PA
USD
6470618.930000000000
0.1628056492
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.250000000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROUP
744573AL0
15583000.000000000000
PA
USD
16023683.030000000000
0.4031679420
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.650000000000
N
N
N
N
N
N
QUALCOMM INC
N/A
QUALCOMM INC
747525AS2
18450000.000000000000
PA
USD
18627790.840000000000
0.4686892573
Long
DBT
CORP
US
N
2
2023-01-30
Variable
0.858500000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_20-2A
N/A
OMIR_20-2A
67401JAA0
1809073.010000000000
PA
USD
1814594.660000000000
0.0456565693
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
2.489300000000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST OCTL_20-1A
N/A
OCTL_20-1A
67592LAA4
19625321.980000000000
PA
USD
19807301.700000000000
0.4983666395
Long
ABS-MBS
CORP
US
N
2
2025-02-20
Fixed
1.710000000000
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_18-1A
N/A
OMFIT_18-1A
68267BAA8
3361199.790000000000
PA
USD
3372711.230000000000
0.0848599566
Long
ABS-MBS
CORP
US
N
2
2029-03-14
Fixed
3.300000000000
N
N
N
N
N
N
ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_18-1A
N/A
ODART_18-1A
68268XAA9
6377640.580000000000
PA
USD
6398731.440000000000
0.1609969057
Long
ABS-MBS
CORP
US
N
2
2024-12-16
Fixed
3.430000000000
N
N
N
N
N
N
QUEBEC (PROVINCE OF)
N/A
QUEBEC (PROVINCE OF)
748149AM3
18601000.000000000000
PA
USD
18805530.270000000000
0.4731613153
Long
DBT
MUN
CA
N
2
2022-01-31
Fixed
2.375000000000
N
N
N
N
N
N
RELX CAPITAL INC
N/A
RELX CAPITAL INC
74949LAB8
16519000.000000000000
PA
USD
17300064.570000000000
0.4352826636
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.500000000000
N
N
N
N
N
N
ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_18-1A
N/A
ODART_18-1A
68268XAC5
6715000.000000000000
PA
USD
6779190.700000000000
0.1705695475
Long
ABS-MBS
CORP
US
N
2
2025-10-14
Fixed
3.850000000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
N/A
ONTARIO (PROVINCE OF)
68323ABK9
21000000.000000000000
PA
USD
21432440.190000000000
0.5392563488
Long
DBT
MUN
CA
N
2
2022-06-29
Fixed
2.450000000000
N
N
N
N
N
N
RMIR_19-2
N/A
RMIR_19-2
75049TAA9
565872.530000000000
PA
USD
565869.420000000000
0.0142377011
Long
ABS-CBDO
CORP
US
N
2
2029-06-25
Variable
1.289300000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORPORATION
75513EBW0
18470000.000000000000
PA
USD
18923641.300000000000
0.4761330778
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.500000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XAP0
20159000.000000000000
PA
USD
20674936.340000000000
0.5201969810
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.500000000000
N
N
N
N
N
N
OSCAR US FUNDING TRUST OSCAR_21-2A
N/A
OSCAR_21-2A
68785BAB9
11250000.000000000000
PA
USD
11250000.000000000000
0.2830584791
Long
ABS-MBS
CORP
US
N
3
2024-08-12
Fixed
0.390000000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
N/A
ROCHE HOLDINGS INC
771196BM3
1000000.000000000000
PA
USD
1006345.700000000000
0.0253204163
Long
DBT
CORP
US
N
2
2022-01-28
Fixed
1.750000000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC
775109BQ3
18181000.000000000000
PA
USD
18230055.790000000000
0.4586819436
Long
DBT
CORP
CA
N
2
2022-03-22
Variable
0.734900000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES CORPORATION
N/A
PPL ELECTRIC UTILITIES CORPORATION
69351UAY9
14938000.000000000000
PA
USD
14941924.210000000000
0.3759500748
Long
DBT
CORP
US
N
2
2024-06-24
Variable
0.38
N
N
N
N
N
N
PNC BANK NATIONAL ASSOCIATION
N/A
PNC BANK NA
69353RFF0
24717000.000000000000
PA
USD
24831021.500000000000
0.6247672160
Long
DBT
CORP
US
N
2
2022-07-27
Variable
0.628900000000
N
N
N
N
N
N
PACIFICORP
N/A
PACIFICORP
695114CP1
6508000.000000000000
PA
USD
6551015.470000000000
0.1648284867
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
2.950000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_20-3
N/A
PAID_20-3
69546TAA0
10222176.410000000000
PA
USD
10278851.220000000000
0.2586236438
Long
ABS-MBS
CORP
US
N
2
2027-05-17
Fixed
2.100000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-1
N/A
PAID_21-1
69547JAA1
27497835.900000000000
PA
USD
27566302.760000000000
0.6935889541
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
1.180000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DU9
10875000.000000000000
PA
USD
10902332.140000000000
0.2743108937
Long
DBT
CORP
US
N
2
2022-05-02
Variable
0.490800000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081DZ3
6200000.000000000000
PA
USD
6245601.500000000000
0.1571440410
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.200000000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AX2
14500000.000000000000
PA
USD
14507518.980000000000
0.3650201118
Long
DBT
CORP
US
N
2
2024-02-15
Variable
0.775900000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78015K7E8
26457000.000000000000
PA
USD
26560307.710000000000
0.6682773604
Long
DBT
CORP
CA
N
2
2023-01-17
Variable
0.493900000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_21-1A
N/A
SCFET_21-1A
783897AB7
15700000.000000000000
PA
USD
15696991.880000000000
0.3949481465
Long
ABS-MBS
CORP
US
N
2
2026-08-20
Fixed
0.420000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_19-2A
N/A
SCFET_19-2A
784034AA8
2821432.010000000000
PA
USD
2839925.930000000000
0.0714546768
Long
ABS-MBS
CORP
US
N
2
2024-06-20
Fixed
2.220000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_20-1
N/A
SCFET_20-1A
784054AB4
6846866.050000000000
PA
USD
6861534.780000000000
0.1726413866
Long
ABS-MBS
CORP
US
N
2
2025-10-20
Fixed
0.680000000000
N
N
N
N
N
N
PIONEER NAT RES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES COMPANY
723787AU1
8848000.000000000000
PA
USD
8857896.750000000000
0.2228713584
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.550000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMERICAN PIPELINE LP
72650RAZ5
9366000.000000000000
PA
USD
9531876.820000000000
0.2398292049
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.650000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3
N/A
SDART_20-3
80285WAB3
5681955.660000000000
PA
USD
5682953.980000000000
0.1429874054
Long
ABS-MBS
CORP
US
N
2
2023-09-15
Fixed
0.460000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-1
N/A
SDART_21-1
80286NAD8
14900000.000000000000
PA
USD
14909901.050000000000
0.3751443480
Long
ABS-MBS
CORP
US
N
2
2024-09-16
Fixed
0.320000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMERICAN PIPELINE LP
72650RBB7
8313000.000000000000
PA
USD
8523938.720000000000
0.2144687227
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
2.850000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-1
N/A
SDART_20-1
80287AAE3
11417000.000000000000
PA
USD
11616505.220000000000
0.2922800267
Long
ABS-MBS
CORP
US
N
2
2024-11-15
Fixed
3.030000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3
N/A
SDART_21-3
80287EAB1
10800000.000000000000
PA
USD
10799957.880000000000
0.2717350802
Long
ABS-MBS
CORP
US
N
2
2024-05-15
Fixed
0.290000000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EK5
26046000.000000000000
PA
USD
26166935.750000000000
0.6583798254
Long
DBT
CORP
AU
N
2
2023-01-13
Variable
0.518600000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COMPANIES INC
96950FAJ3
5884000.000000000000
PA
USD
6020924.920000000000
0.1514910089
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.350000000000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
N/A
SHELL INTERNATIONAL FINANCE BV
822582CA8
13514000.000000000000
PA
USD
13595096.430000000000
0.3420628728
Long
DBT
CORP
NL
N
2
2023-11-13
Variable
0.560300000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.
N/A
SIEMENS FINANCIERINGSMAATSCHAPPIJ
82620KAV5
20000000.000000000000
PA
USD
20037908.000000000000
0.5041688678
Long
DBT
CORP
NL
N
2
2023-03-11
Fixed
0.400000000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BANKEN AB
83051GAL2
17997000.000000000000
PA
USD
18120665.490000000000
0.4559296012
Long
DBT
CORP
SE
N
2
2022-12-12
Variable
0.764000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST SCLP_19-4
N/A
SCLP_19-4
83405BAA0
1625402.340000000000
PA
USD
1633011.500000000000
0.0410878001
Long
ABS-MBS
CORP
US
N
2
2028-08-25
Fixed
2.450000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST SCLP_17-6
N/A
SCLP_17-6
83405QAC3
3070427.980000000000
PA
USD
3096194.400000000000
0.0779025847
Long
ABS-MBS
CORP
US
N
2
2026-11-25
Fixed
3.520000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST SCLP_19-3
N/A
SCLP_19-3
83405TAA1
2945166.290000000000
PA
USD
2952126.310000000000
0.0742777230
Long
ABS-MBS
CORP
US
N
2
2028-05-25
Fixed
2.900000000000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_19-B
N/A
WOLS_19-B
98162GAD4
10747065.290000000000
PA
USD
10818000.220000000000
0.2721890390
Long
ABS-MBS
CORP
US
N
2
2022-11-15
Fixed
2.030000000000
N
N
N
N
N
N
WOLS_20-A
N/A
WOLS_20-A
98162HAC4
8125000.000000000000
PA
USD
8241285.810000000000
0.2073569624
Long
ABS-MBS
CORP
US
N
2
2023-01-17
Fixed
1.700000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST SCLP_18-3
N/A
SCLP_18-3
83405XAC8
5386021.030000000000
PA
USD
5449117.190000000000
0.1371038955
Long
ABS-MBS
CORP
US
N
2
2027-08-25
Fixed
4.020000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST SCLP_19-2
N/A
SCLP_19-2
83406CAA7
865297.740000000000
PA
USD
866638.690000000000
0.0218052826
Long
ABS-MBS
CORP
US
N
2
2028-04-25
Fixed
3.010000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST SCLP_20-1
N/A
SCLP_20-1
83407AAA0
2028093.150000000000
PA
USD
2043827.710000000000
0.0514242456
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Fixed
2.020000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON COMPANY
842400GX5
15000000.000000000000
PA
USD
15003377.400000000000
0.3774962834
Long
DBT
CORP
US
N
2
2021-12-03
Variable
0.398500000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS COMPANY
N/A
SOUTHERN CALIFORNIA GAS COMPANY
842434CV2
12622000.000000000000
PA
USD
12609423.690000000000
0.3172626037
Long
DBT
CORP
US
N
2
2023-09-14
Variable
0.469000000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS COMPANY LLC
N/A
SOUTHERN NATURAL GAS COMPANY
84346LAC4
10971000.000000000000
PA
USD
10973232.710000000000
0.2760948055
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
0.625000000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-B
N/A
WOART_18-B
98162QAD2
1750000.000000000000
PA
USD
1786794.800000000000
0.0449571039
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
3.030000000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-D
N/A
WOART_18-D
98162WAD9
1222779.990000000000
PA
USD
1239370.670000000000
0.0311835002
Long
ABS-MBS
CORP
US
N
2
2024-04-15
Fixed
3.330000000000
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SPST_21-WL1
N/A
SPST_21-WL1
857740AC8
4500000.000000000000
PA
USD
4499685.450000000000
0.1132154773
Long
ABS-CBDO
CORP
US
N
2
2054-01-26
Variable
1.178500000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB
86959LAF0
21045000.000000000000
PA
USD
21170227.640000000000
0.5326588834
Long
DBT
CORP
SE
N
2
2023-06-30
Fixed
0.625000000000
N
N
N
N
N
N
THEOREM FUNDING TRUST THRM_20-1
N/A
THRM_20-1A
88337YAA2
3870404.150000000000
PA
USD
3887836.840000000000
0.0978209051
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
2.480000000000
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK
89114QCL0
27446000.000000000000
PA
USD
27597629.270000000000
0.6943771527
Long
DBT
CORP
CA
N
2
2023-09-28
Variable
0.5
N
N
N
N
N
N
WORLD OMNI SELECT AUTO TRUST WOSAT_20-A
N/A
WOSAT_20-A
98163DAB4
3568373.190000000000
PA
USD
3571246.800000000000
0.0898552611
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
0.470000000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-C
N/A
WOART_18-C
98163EAD8
2405642.510000000000
PA
USD
2429464.870000000000
0.0611271672
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Fixed
3.130000000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-A
N/A
WOART_21-A
98164EAB1
5774388.470000000000
PA
USD
5774480.280000000000
0.1452902761
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Fixed
0.170000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE SEP 21
000000000
-1050.000000000000
NC
USD
-9417.000000000000
-0.0002369388
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US 2YR NOTE SEP 21
US 2YR NOTE SEP 21
2021-09-30
-231679645.500000000000
USD
-9417.000000000000
N
N
N
TOYOTA MOTOR CREDIT CORP
N/A
TOYOTA MOTOR CREDIT CORP
89236TEN1
10947000.000000000000
PA
USD
10997478.260000000000
0.2767048418
Long
DBT
CORP
US
N
2
2023-01-11
Variable
0.509000000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
N/A
TOYOTA MOTOR CREDIT CORP
89236TJG1
23000000.000000000000
PA
USD
22939300.240000000000
0.5771700833
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.500000000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-B
N/A
TAOT_20-B
89239RAB2
1491070.230000000000
PA
USD
1493604.150000000000
0.0375802061
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
1.380000000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-1
N/A
TMIR_21-1
89600FAA1
21041945.880000000000
PA
USD
21051252.730000000000
0.5296653850
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Variable
1.789300000000
N
N
N
N
N
N
TRICOLOR AUTO SECURITIZATION TAST_21-1
N/A
TAST_21-1A
89615BAA3
9300000.000000000000
PA
USD
9299966.520000000000
0.2339941670
Long
ABS-MBS
CORP
US
N
2
2024-04-15
Fixed
0.740000000000
N
N
N
N
N
N
TRICOLOR AUTO SECURITIZATION TAST_21-1
N/A
TAST_21-1A
89615BAB1
2450000.000000000000
PA
USD
2449794.200000000000
0.0616386685
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
1.000000000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494BG7
2000000.000000000000
PA
USD
2142037.860000000000
0.0538952870
Long
DBT
CORP
US
N
2
2023-09-28
Fixed
3.900000000000
N
N
N
N
N
N
UBS AG (LONDON BRANCH)
N/A
UBS AG LONDON
902674YB0
17675000.000000000000
PA
USD
17617069.480000000000
0.4432587461
Long
DBT
CORP
GB
N
2
2024-02-09
Fixed
0.450000000000
N
N
N
N
N
N
UBS AG (LONDON BRANCH)
N/A
UBS AG (LONDON BRANCH)
902674YF1
10000000.000000000000
PA
USD
9996308.700000000000
0.2515146611
Long
DBT
CORP
GB
N
2
2023-06-01
Fixed
0.375000000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST UB
N/A
UBSCM_12-C1
90269GAD3
315654.910000000000
PA
USD
315787.420000000000
0.0079454495
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
3.002000000000
N
N
N
N
N
N
US BANK NATIONAL ASSOCIATION
N/A
US BANK NA/CINCINNATI OH
90331HPK3
14000000.000000000000
PA
USD
14008181.600000000000
0.3524564070
Long
DBT
CORP
US
N
2
2022-01-21
Variable
0.314300000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818EU8
4244000.000000000000
PA
USD
4481011.400000000000
0.1127456242
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.500000000000
N
N
N
N
N
N
UNITED AUTO CREDIT SECURITIZATION TRUST UACST_21-1
N/A
UACST_21-1
90943UAA2
7856366.890000000000
PA
USD
7856946.690000000000
0.1976867005
Long
ABS-MBS
CORP
US
N
2
2023-07-10
Fixed
0.340000000000
N
N
N
N
N
N
UNITED AUTO CREDIT SECURITIZATION TRUST
N/A
UACST_20-1
90945BAC8
4792509.370000000000
PA
USD
4799597.490000000000
0.1207614903
Long
ABS-MBS
CORP
US
N
2
2022-11-10
Fixed
1.470000000000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC
911312BB1
5000000.000000000000
PA
USD
5012142.400000000000
0.1261092804
Long
DBT
CORP
US
N
2
2022-05-16
Variable
0.535900000000
N
N
N
N
N
N
UNITED STATES TREASURY
N/A
TREASURY BILL
912796H44
60000000.000000000000
PA
USD
59971172.400000000000
1.5089198977
Long
DBT
UST
US
N
1
2022-05-19
Fixed
0.000000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCN0
5332000.000000000000
PA
USD
5491091.200000000000
0.1381599932
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.350000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-3
N/A
UPST_21-3
91679LAA0
39925000.000000000000
PA
USD
39928245.900000000000
1.0046247607
Long
ABS-MBS
CORP
US
N
2
2031-07-20
Fixed
0.830000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_20-3
N/A
UPST_20-3
91680EAA3
8199656.540000000000
PA
USD
8246313.410000000000
0.2074834606
Long
ABS-MBS
CORP
US
N
2
2030-11-20
Fixed
1.702000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST6
N/A
UPSPT_21-ST6
91680VAA5
6925000.000000000000
PA
USD
6928904.320000000000
0.1743364550
Long
ABS-MBS
CORP
US
N
2
2027-08-20
Fixed
1.850000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_20-ST6
N/A
UPSPT_20-ST6
91680XAA1
4104567.170000000000
PA
USD
4161537.330000000000
0.1047074158
Long
ABS-MBS
CORP
US
N
2
2027-01-20
Fixed
3.000000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-1
N/A
UPST_21-1
91681NAA2
7998997.690000000000
PA
USD
8017037.030000000000
0.2017146941
Long
ABS-MBS
CORP
US
N
2
2031-03-20
Fixed
0.870000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST2
N/A
UPSPT_21-ST2
91682CAA5
2582992.740000000000
PA
USD
2613804.230000000000
0.0657652844
Long
ABS-MBS
CORP
US
N
2
2027-04-20
Fixed
2.500000000000
N
N
N
N
N
N
VCAT VCAT_21-NPL1
N/A
VCAT_21-NPL1
91790CAA4
2843389.930000000000
PA
USD
2853659.120000000000
0.0718002143
Long
ABS-CBDO
CORP
US
N
2
2050-12-26
Variable
2.289100000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VDX9
17854000.000000000000
PA
USD
17960118.640000000000
0.4518901215
Long
DBT
CORP
US
N
2
2022-03-16
Variable
1.118000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGD0
12000000.000000000000
PA
USD
12070743.600000000000
0.3037090067
Long
DBT
CORP
US
N
2
2024-03-22
Variable
0.55
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_19-C
N/A
VZOT_19-C
92348AAA3
9959000.000000000000
PA
USD
10088040.750000000000
0.2538227086
Long
ABS-MBS
CORP
US
N
2
2024-04-22
Fixed
1.940000000000
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_20-A
N/A
VZOT_20-A
92348TAA2
10000000.000000000000
PA
USD
10160046.000000000000
0.2556344150
Long
ABS-MBS
CORP
US
N
2
2024-07-22
Fixed
1.850000000000
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_18-A
N/A
VZOT_18-A
92348XAA3
1652869.630000000000
PA
USD
1663736.750000000000
0.0418608706
Long
ABS-MBS
CORP
US
N
2
2023-04-20
Fixed
3.230000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-1
N/A
VERUS_20-1
92536PAA2
1739023.490000000000
PA
USD
1759630.050000000000
0.0442736183
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
2.417000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-NPL1
N/A
VERUS_20-NPL1
92538AAA3
5191788.740000000000
PA
USD
5199624.190000000000
0.1308264636
Long
ABS-CBDO
CORP
US
N
2
2050-08-25
Variable
3.597900000000
N
N
N
N
N
N
VOLT_21-NPL2
N/A
VOLT_21-NPL2
92873CAA2
13429546.390000000000
PA
USD
13418487.160000000000
0.3376192504
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
1.892500000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_12-C6
N/A
WFRBS_12-C6
92936QAG3
1197739.970000000000
PA
USD
1200497.410000000000
0.0302054196
Long
ABS-MBS
CORP
US
N
2
2045-04-15
Fixed
3.440000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS_12-C8
92936YAD3
648975.370000000000
PA
USD
650823.200000000000
0.0163752022
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
2.559000000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94107MWA0
20000000.000000000000
PA
USD
19994960.000000000000
0.5030882638
Long
STIV
CORP
US
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
949746SJ1
37640000.000000000000
PA
USD
38130856.840000000000
0.9594010972
Long
DBT
CORP
US
N
2
2023-10-31
Variable
1.358500000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE
N/A
WFCM_12-LC5
94988HAD3
1216612.960000000000
PA
USD
1224983.380000000000
0.0308215051
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
2.528000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP
N/A
WFCM_17-SMP
95001CAA0
11000000.000000000000
PA
USD
10999235.500000000000
0.2767490553
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
0.968100000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-2A
N/A
WLAKE_19-2A
96041LAE2
12400000.000000000000
PA
USD
12551607.360000000000
0.3158079013
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
2.840000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_18-3A
N/A
WLAKE_18-3A
96042GAJ1
402020.010000000000
PA
USD
402527.960000000000
0.0101279069
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Fixed
3.610000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A
N/A
WLAKE_19-3A
96042HAC4
1278658.140000000000
PA
USD
1280340.850000000000
0.0322143408
Long
ABS-MBS
CORP
US
N
2
2023-02-15
Fixed
2.150000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A
N/A
WLAKE_19-3A
96042HAG5
10000000.000000000000
PA
USD
10048036.000000000000
0.2528161589
Long
ABS-MBS
CORP
US
N
2
2024-10-15
Fixed
2.410000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-1A
N/A
WLAKE_19-1A
96042JAJ5
18549294.020000000000
PA
USD
18664438.760000000000
0.4696113465
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
3.450000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-2
N/A
WLAKE_20-2A
96042PAB8
7882703.520000000000
PA
USD
7901289.360000000000
0.1988023955
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Fixed
0.930000000000
N
N
N
N
N
N
2021-08-19
Columbia Funds Series Trust I
Martha Skinner
Martha Skinner
Assistant Treasurer