0001752724-24-089263.txt : 20240424
0001752724-24-089263.hdr.sgml : 20240424
20240424141605
ACCESSION NUMBER: 0001752724-24-089263
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 GARRISON STREET TRUST
CENTRAL INDEX KEY: 0000803013
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04861
FILM NUMBER: 24869681
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 ADVISOR SERIES V
DATE OF NAME CHANGE: 19930706
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY INVESTMENT SERIES
DATE OF NAME CHANGE: 19930706
FORMER COMPANY:
FORMER CONFORMED NAME: PLYMOUTH INVESTMENT SERIES /NY/
DATE OF NAME CHANGE: 19920206
0000803013
S000071949
Fidelity Education Income Fund
C000227568
Fidelity Education Income Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000803013
XXXXXXXX
S000071949
C000227568
Fidelity Garrison Street Trust
811-04861
0000803013
GZF76QJ38YQDHAIO0Y79
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Education Income Fund
S000071949
549300P87JWB9HLN4A98
2024-08-31
2024-02-29
N
676678338.29
4096212.17
672582126.12
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
1431.42000000
USD
N
GS MTG SECS TR 2017-GS7
N/A
GS MTG SECS TR 2017-GS7 3.203% 08/10/2050
36254CAW0
1840483.65300000
PA
USD
1782002.47000000
0.264949424136
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
0.03203000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.4% 09/08/2025
548661EK9
2275000.00000000
PA
USD
2247024.94000000
0.334089303407
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
0.04400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 1.5% 01/01/2032#
3140XL7M4
2113307.20000000
PA
USD
1919774.75000000
0.285433506994
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.01500000
N
N
N
N
N
N
CARMX 2023-3 A3
N/A
CARMX 2023-3 A3 5.28% 05/15/2028
14319BAC6
1274000.00000000
PA
USD
1276847.39000000
0.189842599202
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.05280000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/32#G18670
3128MMW82
1252004.04500000
PA
USD
1184173.72000000
0.176063810501
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028
446150BB9
2261000.00000000
PA
USD
2171477.94000000
0.322856920466
Long
DBT
CORP
US
N
2
2028-08-04
Variable
0.04443000
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
721000.00000000
PA
USD
729600.66000000
0.108477557113
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
0.05790000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A
29449WAB3
700000.00000000
PA
USD
605755.81000000
0.090064214684
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
0.01400000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 5.03% 10/15/2027
254683CX1
1613000.00000000
PA
USD
1610961.17000000
0.239518879172
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.05030000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032
46647PCC8
3000000.00000000
PA
USD
2510117.28000000
0.373206063991
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02580000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.65% 02/01/2028
00206RKG6
2750000.00000000
PA
USD
2419729.95000000
0.359767209985
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.01650000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 11/30/2028
91282CJN2
14000000.00000000
PA
USD
14059062.50000000
2.090311644334
Long
DBT
UST
US
N
2
2028-11-30
Fixed
0.04375000
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
1697000.00000000
PA
USD
1708603.92000000
0.254036474304
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.05580000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028
46647PCW4
3318000.00000000
PA
USD
3108162.18000000
0.462123814965
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02947000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA 1.605/VAR 03/30/2028 144A
25601B2B0
2250000.00000000
PA
USD
2002965.39000000
0.297802351893
Long
DBT
CORP
NO
N
2
2028-03-30
Variable
0.01605000
N
N
N
N
N
N
BX TR 2021-ACNT
N/A
BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A
05609QAA4
98494.05000000
PA
USD
97847.68000000
0.014548064273
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.06282480
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025
06051GHR3
393000.00000000
PA
USD
392687.18000000
0.058385015710
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 5.75% 11/08/2026
75513ECT6
778000.00000000
PA
USD
789126.41000000
0.117327888945
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
1195000.00000000
PA
USD
1208035.66000000
0.179611621106
Long
ABS-CBDO
CORP
US
N
2
2028-06-21
Fixed
0.05670000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 03/01/2033#SB0181
3132CWFW9
58409.61100000
PA
USD
55174.57000000
0.008203395222
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC SOFR+ 12/02/2028
693475BK0
1020000.00000000
PA
USD
1020434.76000000
0.151718982763
Long
DBT
CORP
US
N
2
2028-12-02
Variable
0.05354000
N
N
N
N
N
N
FORD CR FLOORPLN MAST OWN TR A
5493001DTG5N7T8BG747
FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A
34528QHV9
1171000.00000000
PA
USD
1165773.36000000
0.173328031585
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.04920000
N
N
N
N
N
N
WELLS FARGO BANK NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BK NATL ASSN 5.254% 12/11/2026
94988J6F9
1800000.00000000
PA
USD
1806585.28000000
0.268604414218
Long
DBT
CORP
US
N
2
2026-12-11
Fixed
0.05254000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 02/01/2033#SB0621
3132CWVN1
18479.55700000
PA
USD
17587.59000000
0.002614935681
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.226%/VAR 01/21/2026 144A
83368RBG6
2500000.00000000
PA
USD
2416031.35000000
0.359217299445
Long
DBT
CORP
FR
N
2
2026-01-21
Variable
0.02226000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.239%/VAR 07/21/2032
61747YED3
2750000.00000000
PA
USD
2215442.49000000
0.329393601756
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02239000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.355% 03/15/2032
92343VGN8
2000000.00000000
PA
USD
1621576.98000000
0.241097245529
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.02355000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 03/15/2026
91282CGR6
2155800.00000000
PA
USD
2155884.21000000
0.320538433341
Long
DBT
UST
US
N
2
2026-03-15
Fixed
0.04625000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 2.992% 03/19/2025
30231GBH4
210000.00000000
PA
USD
205259.26000000
0.030518096159
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
0.02992000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2023-D OWNER TR
N/A
TOYOTA AUTO RECEIVABLES 2023-D OWNER TR 5.54% 08/15/2028
89239FAD4
985000.00000000
PA
USD
995180.76000000
0.147964199664
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
0.05540000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 3.75% 03/24/2025
615369AS4
750000.00000000
PA
USD
737276.86000000
0.109618860116
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
0.03750000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 4.3% 03/15/2028
26441CBS3
1341000.00000000
PA
USD
1302830.94000000
0.193705852327
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04300000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025
92277GAT4
2000000.00000000
PA
USD
1944617.28000000
0.289127112434
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 6/1/31#MA2675
31418B6M3
378832.10000000
PA
USD
354973.75000000
0.052777755491
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
0.02500000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.25% 01/08/2026
37045XDD5
500000.00000000
PA
USD
463324.83000000
0.068887472920
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
0.01250000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 6.373%/VAR 07/15/2026 144A
225401AY4
300000.00000000
PA
USD
302058.35000000
0.044910255308
Long
DBT
CORP
CH
N
2
2026-07-15
Variable
0.06373000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.79/VAR 05/30/2025
61747YEA9
750000.00000000
PA
USD
739444.22000000
0.109941104778
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.00790000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A
09659W2N3
750000.00000000
PA
USD
693649.82000000
0.103132360058
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
0.01323000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 5.16% 09/15/2028
161571HT4
2354000.00000000
PA
USD
2367027.04000000
0.351931302970
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
0.05160000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 11/15/2026
91282CJK8
4328000.00000000
PA
USD
4344230.00000000
0.645903278022
Long
DBT
UST
US
N
2
2026-11-15
Fixed
0.04625000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028
38141GZU1
2500000.00000000
PA
USD
2437558.68000000
0.362417998536
Long
DBT
CORP
US
N
2
2028-08-23
Variable
0.04482000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2035#
3140XC4X3
26440.59400000
PA
USD
25164.22000000
0.003741434543
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 01/15/2026
91282CGE5
8070500.00000000
PA
USD
7955117.03000000
1.182772589555
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST 2023-B
N/A
FORD CREDIT AUTO LEASE TRUST 2023-B 5.91% 10/15/2026
34529NAD2
1684000.00000000
PA
USD
1696225.84000000
0.252196092362
Long
ABS-CBDO
CORP
US
N
2
2026-10-15
Fixed
0.05910000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2031#FS1234
3140XGLQ0
70762.35600000
PA
USD
67557.46000000
0.010044492319
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 02/01/2033#FM9794
3140XD3C8
346344.20400000
PA
USD
332786.14000000
0.049478885488
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03500000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026
95000U2K8
750000.00000000
PA
USD
725429.03000000
0.107857316129
Long
DBT
CORP
US
N
2
2026-02-11
Variable
0.02164000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.875% 10/31/2030
91282CJG7
3000000.00000000
PA
USD
3101250.00000000
0.461096107012
Long
DBT
UST
US
N
2
2030-10-31
Fixed
0.04875000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.1% 03/22/2028
92343VGH1
500000.00000000
PA
USD
445195.51000000
0.066191992428
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.7% 05/15/2027
91324PEG3
399000.00000000
PA
USD
386377.31000000
0.057446859646
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/31/2029
91282CJW2
14000000.00000000
PA
USD
13838125.00000000
2.057462496041
Long
DBT
UST
US
N
2
2029-01-31
Fixed
0.04000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A
928668BR2
227000.00000000
PA
USD
222307.80000000
0.033052885494
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
0.03950000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.188%/VAR 04/28/2026
6174468Q5
750000.00000000
PA
USD
721767.65000000
0.107312939486
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/15/2026
91282CGL9
11900000.00000000
PA
USD
11758222.69000000
1.748221106890
Long
DBT
UST
US
N
2
2026-02-15
Fixed
0.04000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A
233853AF7
500000.00000000
PA
USD
458656.48000000
0.068193379245
Long
DBT
CORP
US
N
2
2026-12-14
Fixed
0.02000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.15% 03/02/2028
031162DP2
378000.00000000
PA
USD
378729.69000000
0.056309805939
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
0.05150000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.591/VAR 07/22/2028
61744YAK4
1050000.00000000
PA
USD
993935.18000000
0.147779005923
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.03591000
N
N
N
N
N
N
CSAIL 2017-CX9 COML MTG TR
N/A
CSAIL 2017-CX9 A2 3.0538% 09/15/2050
12595FAB8
5238.53000000
PA
USD
5224.63000000
0.000776801790
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
0.03053800
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
1962000.00000000
PA
USD
1952551.01000000
0.290306705184
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.04860000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028
38141GZK3
2563000.00000000
PA
USD
2373682.57000000
0.352920852014
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02640000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A
83368RBH4
950000.00000000
PA
USD
871720.00000000
0.129607964016
Long
DBT
CORP
FR
N
2
2028-01-19
Variable
0.02797000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026
06051GJK6
500000.00000000
PA
USD
465835.44000000
0.069260752242
Long
DBT
CORP
US
N
2
2026-10-24
Variable
0.01197000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/15/2032
91282CFF3
5035500.00000000
PA
USD
4495560.66000000
0.668403230685
Long
DBT
UST
US
N
2
2032-08-15
Fixed
0.02750000
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
757000.00000000
PA
USD
753482.90000000
0.112028385938
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04920000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 0.8% 08/15/2025
30040WAJ7
43000.00000000
PA
USD
40158.70000000
0.005970824742
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00800000
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
808000.00000000
PA
USD
812204.35000000
0.120759133860
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.05380000
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
1391000.00000000
PA
USD
1402312.45000000
0.208496835633
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
0.05800000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 5.75% 01/15/2029
75513ECU3
366000.00000000
PA
USD
376852.25000000
0.056030666793
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026
251526CE7
750000.00000000
PA
USD
702890.75000000
0.104506308256
Long
DBT
CORP
US
N
2
2026-11-24
Variable
0.02129000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 1.305%/VAR 02/02/2027 144A
225401AT5
1300000.00000000
PA
USD
1195198.07000000
0.177702918882
Long
DBT
CORP
CH
N
2
2027-02-02
Variable
0.01305000
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
764000.00000000
PA
USD
762869.13000000
0.113423937445
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
1997000.00000000
PA
USD
2011904.61000000
0.299131441628
Long
ABS-CBDO
CORP
US
N
2
2026-10-20
Fixed
0.05810000
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN 4.15% 08/08/2025
49327M3E2
250000.00000000
PA
USD
242106.37000000
0.035996551290
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
0.04150000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 1.122%/VAR 01/28/2027
17327CAM5
3000000.00000000
PA
USD
2764774.53000000
0.411068689254
Long
DBT
CORP
US
N
2
2027-01-28
Variable
0.01122000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 5.16% 06/20/2029
92348KBS1
1806000.00000000
PA
USD
1809579.67000000
0.269049622302
Long
ABS-CBDO
CORP
US
N
2
2029-06-20
Fixed
0.05160000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 07/31/2030
91282CHR5
2000000.00000000
PA
USD
1968437.50000000
0.292668720079
Long
DBT
UST
US
N
2
2030-07-31
Fixed
0.04000000
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
1089000.00000000
PA
USD
1106013.56000000
0.164442901029
Long
ABS-CBDO
CORP
US
N
2
2029-02-15
Fixed
0.05790000
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
823000.00000000
PA
USD
821354.82000000
0.122119632399
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.05020000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
3288000.00000000
PA
USD
3117424.15000000
0.463500891405
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.5% 12/25/2042
3137H8AZ4
2524376.82000000
PA
USD
2464759.12000000
0.366462179751
Long
ABS-CBDO
USGSE
US
N
2
2042-12-25
Fixed
0.04500000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA GLOBAL FUNDING 2% 11/30/2026 144A
76209PAA1
30000.00000000
PA
USD
27300.14000000
0.004059004683
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
0.02000000
N
N
N
N
N
N
GS MTG SECS TR 2015-GC32
54930066YOFVQE068N73
GS MTG SECS TR 2015-GC32 AAB 3.513% 07/10/2048
36250PAE5
153621.46200000
PA
USD
151549.95000000
0.022532556860
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
0.03513000
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
1003000.00000000
PA
USD
1001028.30000000
0.148833616167
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.04870000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
HUNTINGTON NATL BK COLUMBUS OH 5.699%/VAR 11/18/2025
44644MAH4
1490000.00000000
PA
USD
1477618.43000000
0.219693383546
Long
DBT
CORP
US
N
2
2025-11-18
Variable
0.05699000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C50
N/A
WELLS FARGO COML MTG TR 2019-C50 3.635% 05/15/2052
95001XAZ9
1000000.00000000
PA
USD
959791.40000000
0.142702483864
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
0.03635000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027
606822BZ6
1300000.00000000
PA
USD
1185207.18000000
0.176217466086
Long
DBT
CORP
JP
N
2
2027-10-13
Variable
0.01640000
N
N
N
N
N
N
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
N/A
BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026
05724BAD1
15000.00000000
PA
USD
13834.33000000
0.002056898252
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.02061000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3% 10/01/2035#K93321
3132LPSJ9
94049.17400000
PA
USD
87503.83000000
0.013010133127
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2032#BM5109
3140J9VB4
97984.65900000
PA
USD
92937.26000000
0.013817979454
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.375% 05/15/2033
91282CHC8
4000000.00000000
PA
USD
3731562.48000000
0.554811425264
Long
DBT
UST
US
N
2
2033-05-15
Fixed
0.03375000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.824/VAR 06/01/2025
46647PCH7
63000.00000000
PA
USD
62169.74000000
0.009243442188
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.00824000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.65% 04/05/2027
21871XAD1
2762000.00000000
PA
USD
2620796.53000000
0.389661935430
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
0.03650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/01/2030#ZS8591
3132A9RL3
19553.80100000
PA
USD
18583.44000000
0.002762999383
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/01/2034#FS1799
3140XG7M5
38857.87900000
PA
USD
36968.99000000
0.005496576338
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.03000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 5.9% 11/15/2026
29250NBW4
720000.00000000
PA
USD
733459.12000000
0.109051235754
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
0.05900000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.679%/VAR 07/17/2026
61747YET8
1842000.00000000
PA
USD
1822240.88000000
0.270932100219
Long
DBT
CORP
US
N
2
2026-07-17
Variable
0.04679000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 04/30/2029
91282CEM9
4117800.00000000
PA
USD
3852877.47000000
0.572848626267
Long
DBT
UST
US
N
2
2029-04-30
Fixed
0.02875000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-C
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.54% 10/16/2028
44918CAD4
994000.00000000
PA
USD
1004429.64000000
0.149339329874
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.05540000
N
N
N
N
N
N
HUNTINGTON AUTO TR 2024-1
N/A
HUNTINGTON AUTO TR 2024-1 5.23% 01/16/2029 144A
446144AE7
1943000.00000000
PA
USD
1948335.87000000
0.289679995101
Long
ABS-CBDO
CORP
US
N
2
2029-01-16
Fixed
0.05230000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 1.75% 01/13/2026
254687FV3
306000.00000000
PA
USD
288627.25000000
0.042913309585
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
0.01750000
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
1153000.00000000
PA
USD
1165786.31000000
0.173329957000
Long
ABS-CBDO
CORP
US
N
2
2028-12-20
Fixed
0.05480000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 12/01/2036#MA2832
31418CEE0
328265.93000000
PA
USD
303998.08000000
0.045198655776
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 1.734%/VAR 07/22/2027
06051GJS9
500000.00000000
PA
USD
458490.67000000
0.068168726493
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.01734000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 12/15/2025
91282CGA3
11173000.00000000
PA
USD
11036392.65000000
1.640898891213
Long
DBT
UST
US
N
2
2025-12-15
Fixed
0.04000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 3.091%/VAR 05/14/2032 144A
225401AU2
250000.00000000
PA
USD
210084.49000000
0.031235514867
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
0.03091000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR VAR 01/16/2029
161571HV9
1892000.00000000
PA
USD
1880001.50000000
0.279519991238
Long
ABS-CBDO
CORP
US
N
2
2029-01-16
Variable
0.04600000
N
N
N
N
N
N
WELLS FARGO CARD ISSUANCE TRUST
N/A
WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029
92970QAA3
1723000.00000000
PA
USD
1723000.00000000
0.256176893956
Long
ABS-CBDO
CORP
US
N
2
2029-02-15
Fixed
0.04940000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2028#FS3867
3140XKJM3
203186.67600000
PA
USD
195437.58000000
0.029057801628
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.02500000
N
N
N
N
N
N
FORD CR AUTO OWNER TR 2021-A
N/A
FORD CREDIT AUTO OWNER TRUST 2021-A A3 0.3% 08/15/2025
34532NAC9
80170.92000000
PA
USD
79349.64000000
0.011797762223
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00300000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 3.25% 07/01/2026
842587CV7
500000.00000000
PA
USD
478144.88000000
0.071090928740
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.03250000
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028
36267KAD9
312000.00000000
PA
USD
313866.60000000
0.046665914512
Long
ABS-CBDO
CORP
US
N
2
2028-06-16
Fixed
0.05450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 05/01/2035#BM5385
3140J96X4
1410596.03300000
PA
USD
1316452.99000000
0.195731188634
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.03000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 4.85% 01/17/2029 144A
57629W5B2
2100000.00000000
PA
USD
2078113.51000000
0.308975429065
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
0.04850000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 06/15/2026
91282CHH7
22000000.00000000
PA
USD
21795468.64000000
3.240566139593
Long
DBT
UST
US
N
2
2026-06-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2029#
3140XLYD4
441940.14000000
PA
USD
422277.96000000
0.062784594416
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
0.02500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.5% 02/25/2052
3136BMM70
413858.15500000
PA
USD
380414.15000000
0.056560252677
Long
ABS-CBDO
USGSE
US
N
2
2052-02-25
Fixed
0.02500000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
KENVUE INC 5.05% 03/22/2028
49177JAF9
1262000.00000000
PA
USD
1270037.84000000
0.188830150353
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.05050000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032
06051GJP5
2750000.00000000
PA
USD
2301439.77000000
0.342179739934
Long
DBT
CORP
US
N
2
2032-03-11
Variable
0.02651000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026
89788MAH5
2960000.00000000
PA
USD
2899718.71000000
0.431132288145
Long
DBT
CORP
US
N
2
2026-07-28
Variable
0.04260000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 0.95% 08/15/2025
65473PAK1
1500000.00000000
PA
USD
1407212.10000000
0.209225319161
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 02/01/2028#FS3865
3140XKJK7
178912.37800000
PA
USD
170232.12000000
0.025310235492
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.02000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.589%/VAR 05/24/2027
404280CM9
550000.00000000
PA
USD
503545.98000000
0.074867582774
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
0.01589000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 03/31/2030
91282CGS4
5000000.00000000
PA
USD
4825000.00000000
0.717384511514
Long
DBT
UST
US
N
2
2030-03-31
Fixed
0.03625000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.2% 01/15/2027
00914AAR3
2530000.00000000
PA
USD
2319468.96000000
0.344860333024
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02200000
N
N
N
N
N
N
CITIBANK CR CARD ISSUANCE TR
R8AG6FXVDQAMDKCSJJ64
CITIBANK CR CARD ISSUANCE TR 5.23% 12/08/2027
17305EGW9
789000.00000000
PA
USD
790444.11000000
0.117523805540
Long
ABS-CBDO
CORP
US
N
2
2027-12-08
Fixed
0.05230000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
750000.00000000
PA
USD
725076.09000000
0.107804840753
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 1.642/VAR 06/14/2027
639057AC2
3300000.00000000
PA
USD
3015615.90000000
0.448363966701
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
0.01642000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 09/15/2025
91282CFK2
2560600.00000000
PA
USD
2511288.45000000
0.373380194399
Long
DBT
UST
US
N
2
2025-09-15
Fixed
0.03500000
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
533000.00000000
PA
USD
527727.19000000
0.078462862675
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.04580000
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 2.45% 03/01/2027
78409VBH6
2814000.00000000
PA
USD
2623359.35000000
0.390042977373
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.02450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 12/01/2028#AV1907
3138XDDM9
6341.69000000
PA
USD
6145.48000000
0.000913714438
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
0.03500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027
60687YBP3
2050000.00000000
PA
USD
1873362.49000000
0.278532898399
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
0.01234000
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
1127000.00000000
PA
USD
1130433.52000000
0.168073678454
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.05230000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2
N/A
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 5.82% 06/15/2028
14044EAD0
1612000.00000000
PA
USD
1636083.76000000
0.243254124137
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.05820000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC T1Y 2.651%/VAR 05/22/2026
60687YCA5
500000.00000000
PA
USD
482655.92000000
0.071761633450
Long
DBT
CORP
JP
N
2
2026-05-22
Variable
0.02651000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2% 04/25/2045
3137FVE99
600631.28800000
PA
USD
533230.25000000
0.079281061641
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
0.02000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION SOFR+0 02/04/2028
06051GKJ7
850000.00000000
PA
USD
786625.13000000
0.116955996814
Long
DBT
CORP
US
N
2
2028-02-04
Variable
0.02551000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 11/01/2030#AL7688
3138EQRJ3
190169.20200000
PA
USD
183745.84000000
0.027319465216
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
0.03500000
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
16869.26000000
PA
USD
16911.56000000
0.002514423048
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Variable
0.07482640
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 07/15/2026
91282CHM6
24000000.00000000
PA
USD
23983125.12000000
3.565828497161
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.04500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 1% 09/17/2024 144A
44891ABY2
74000.00000000
PA
USD
72082.09000000
0.010717217600
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
0.01000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
KENVUE INC 5.35% 03/22/2026
49177JAD4
598000.00000000
PA
USD
601884.12000000
0.089488568997
Long
DBT
CORP
US
N
2
2026-03-22
Fixed
0.05350000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028
404280DG1
2827000.00000000
PA
USD
2799584.60000000
0.416244275795
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
0.05210000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025
404280BZ1
2250000.00000000
PA
USD
2248869.24000000
0.334363515274
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.696% 07/16/2024
86562MBM1
500000.00000000
PA
USD
494658.09000000
0.073546124821
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
0.02696000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3% 03/22/2027
92343VFF6
78000.00000000
PA
USD
73418.21000000
0.010915872894
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.03000000
N
N
N
N
N
N
JPMCC COML MTG SECS TR 2019-COR4
N/A
JPMCC COML MTG SECS TR 2019-COR4 3.9381% 03/10/2052
48128YAX9
983114.12000000
PA
USD
951031.27000000
0.141400021360
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Fixed
0.03938100
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 01/01/2028#SB0799
3132CW3G7
196287.53800000
PA
USD
189081.21000000
0.028112731911
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.02500000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 1.45% 03/02/2026 144A
233851EC4
2500000.00000000
PA
USD
2323465.45000000
0.345454534066
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.01450000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4.35% 06/15/2029
45866FAV6
2500000.00000000
PA
USD
2420160.50000000
0.359831224472
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04350000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 2.35% 02/26/2027
37045XDR4
3000000.00000000
PA
USD
2750079.48000000
0.408883818525
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
0.02350000
N
N
N
N
N
N
BANK 2017-BNK9
N/A
BANK 2017-BNK9 3.47% 11/15/2054
06540RAC8
2557016.01000000
PA
USD
2472492.57000000
0.367611994725
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
0.03470000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.25% 03/01/2025
00912XBA1
97000.00000000
PA
USD
94699.83000000
0.014080039644
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.03250000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 5.61% 09/08/2028
92348KBZ5
1480000.00000000
PA
USD
1487251.85000000
0.221125687442
Long
ABS-CBDO
CORP
US
N
2
2028-09-08
Fixed
0.05610000
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
1660000.00000000
PA
USD
1666300.70000000
0.247746800768
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.05340000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1% 09/15/2025
776743AM8
2076000.00000000
PA
USD
1944853.33000000
0.289162208520
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 08/15/2025
91282CFE6
15215500.00000000
PA
USD
14855914.98000000
2.208788250990
Long
DBT
UST
US
N
2
2025-08-15
Fixed
0.03125000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.7% 04/02/2027
05526DBP9
801000.00000000
PA
USD
783926.40000000
0.116554747674
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
0.04700000
N
N
N
N
N
N
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
N/A
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A
26863LAA2
769104.78000000
PA
USD
761413.73000000
0.113207547514
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.06133480
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026
86562MCH1
750000.00000000
PA
USD
683354.89000000
0.101601702373
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
0.01402000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A
928668BS0
200000.00000000
PA
USD
195033.87000000
0.028997777732
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
0.04350000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 5% 04/15/2028
05522RDF2
1294000.00000000
PA
USD
1296991.73000000
0.192837674334
Long
ABS-CBDO
CORP
US
N
2
2028-04-15
Fixed
0.05000000
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
440000.00000000
PA
USD
435123.35000000
0.064694456349
Long
ABS-CBDO
CORP
US
N
2
2028-02-16
Fixed
0.04470000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA 3.3% 04/01/2025
816851BN8
28000.00000000
PA
USD
27336.33000000
0.004064385439
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03300000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.35% 01/15/2027
20030NBW0
500000.00000000
PA
USD
466152.28000000
0.069307860244
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02350000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 08/01/2032#MA3090
31418CNG5
622104.18700000
PA
USD
588231.86000000
0.087458741045
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/01/2029#AL5878
3138ENQ85
211288.75500000
PA
USD
204607.42000000
0.030421180113
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.03500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 2.593%/VAR 09/11/2025 144A
225401AM0
2500000.00000000
PA
USD
2457068.60000000
0.365318747641
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.083/VAR 04/22/2026
46647PBK1
500000.00000000
PA
USD
481058.21000000
0.071524084764
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044
3137H9AA7
336074.77400000
PA
USD
327610.56000000
0.048709376487
Long
ABS-CBDO
USGSE
US
N
2
2044-10-25
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2032#SB0878
3132CW6P4
1903128.72000000
PA
USD
1777129.04000000
0.264224839017
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.02500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.827%/VAR 07/22/2026
06051GLA5
2500000.00000000
PA
USD
2478984.40000000
0.368577204734
Long
DBT
CORP
US
N
2
2026-07-22
Variable
0.04827000
N
N
N
N
N
N
BX 2021-BXMF
N/A
BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A
05609RAA2
93846.51000000
PA
USD
92732.08000000
0.013787473142
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.06068410
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 5.08% 09/15/2030
161571HU1
2135000.00000000
PA
USD
2159485.67000000
0.321073901035
Long
ABS-CBDO
CORP
US
N
2
2030-09-15
Fixed
0.05080000
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
827000.00000000
PA
USD
837221.72000000
0.124478734638
Long
ABS-CBDO
CORP
US
N
2
2029-04-23
Fixed
0.05930000
N
N
N
N
N
N
CD 2017-CD5 MTG TR
N/A
CD MTG TR 2017-CD5 AAB 3.22% 08/15/2050
12515HBA2
478125.09000000
PA
USD
461274.77000000
0.068582668507
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
0.03220000
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
585000.00000000
PA
USD
581866.39000000
0.086512318333
Long
ABS-CBDO
CORP
US
N
2
2029-05-21
Fixed
0.04950000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.05% 03/08/2024
37045XDG8
18000.00000000
PA
USD
17990.62000000
0.002674858474
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.01050000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026
14040HCU7
2701000.00000000
PA
USD
2676333.50000000
0.397919212548
Long
DBT
CORP
US
N
2
2026-07-24
Variable
0.04985000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 2.625% 08/06/2024
446150AQ7
450000.00000000
PA
USD
444289.96000000
0.066057354595
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
0.02625000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 4.79% 05/15/2028
05522RDG0
729000.00000000
PA
USD
726373.34000000
0.107997716827
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.04790000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 3.945% 08/04/2025
13607H6M9
495000.00000000
PA
USD
485292.31000000
0.072153613834
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
0.03945000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A
04685A3D1
573000.00000000
PA
USD
515512.06000000
0.076646708257
Long
DBT
CORP
US
N
2
2026-10-02
Fixed
0.01730000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.04% 05/01/2027
097023CU7
500000.00000000
PA
USD
495286.83000000
0.073639606341
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 TSFR1M+102.701 535 05/15/2036 144A
12653VAA4
3112257.09000000
PA
USD
3112282.61000000
0.462736443496
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.06345010
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 3.97% 09/15/2027
161571HS6
560000.00000000
PA
USD
550236.06000000
0.081809497848
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.03970000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 04/15/2026
91282CGV7
22299000.00000000
PA
USD
21920091.16000000
3.259095106563
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2036#FS1970
3140XHFL6
790773.75000000
PA
USD
719734.12000000
0.107010592766
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.02500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028
06051GKW8
3750000.00000000
PA
USD
3712759.35000000
0.552015762211
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.04948000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 09/15/2026
91282CHY0
10000000.00000000
PA
USD
10027734.40000000
1.490930848526
Long
DBT
UST
US
N
2
2026-09-15
Fixed
0.04625000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 5.5% 03/15/2029
842587DS3
900000.00000000
PA
USD
912799.85000000
0.135715746010
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.05500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A
928668BL5
1000000.00000000
PA
USD
931184.16000000
0.138449138601
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.01250000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC 3.25% 06/01/2025
30161MAS2
178000.00000000
PA
USD
172888.03000000
0.025705118123
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03250000
N
N
N
N
N
N
BMW VECHILE OWNER TRUST 2023-A
N/A
BMW VECHILE OWNER TRUST 2023-A 5.47% 02/25/2028
05592XAD2
272000.00000000
PA
USD
273266.19000000
0.040629416005
Long
ABS-CBDO
CORP
US
N
2
2028-02-25
Fixed
0.05470000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027
06738EBU8
1300000.00000000
PA
USD
1188139.34000000
0.176653421769
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
0.02279000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 3.75% 08/15/2027
02582JJV3
1377000.00000000
PA
USD
1349471.15000000
0.200640352693
Long
ABS-CBDO
CORP
US
N
2
2027-08-15
Fixed
0.03750000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.54% 05/01/2028
46647PAF3
350000.00000000
PA
USD
332689.76000000
0.049464555640
Long
DBT
CORP
US
N
2
2028-05-01
Variable
0.03540000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 11/30/2027
91282CFZ9
15500000.00000000
PA
USD
15242675.82000000
2.266292134156
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.03875000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028
80282KBC9
773000.00000000
PA
USD
699030.56000000
0.103932372397
Long
DBT
CORP
US
N
2
2028-01-06
Variable
0.02490000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2015-C27
5493001SKB2HKIF64L70
WELLS FARGO COML MTG TR 15-C27 ASB 3.278% 02/15/2048
94989DAX7
126908.32500000
PA
USD
125297.76000000
0.018629362145
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
0.03278000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/29/2028
91282CGP0
10368800.00000000
PA
USD
10241215.13000000
1.522671318829
Long
DBT
UST
US
N
2
2028-02-29
Fixed
0.04000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1.716% 01/07/2025 144A
04685A3F6
600000.00000000
PA
USD
580294.49000000
0.086278607097
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
0.01716000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 5.15% 03/15/2029
30161NBM2
381000.00000000
PA
USD
379369.06000000
0.056404867936
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.05150000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 4.75% 02/12/2027
718172DF3
1503000.00000000
PA
USD
1484333.69000000
0.220691813290
Long
DBT
CORP
US
N
2
2027-02-12
Fixed
0.04750000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
991872.03300000
NS
USD
992070.41000000
0.147501750562
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
3750000.00000000
PA
USD
3708443.25000000
0.551374041322
Long
DBT
CORP
US
N
2
2028-07-25
Variable
0.04851000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A
05609PAA6
100000.00000000
PA
USD
98968.75000000
0.014714745776
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.06121580
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 4.95% 10/15/2027
14041NGB1
1603000.00000000
PA
USD
1598773.53000000
0.237706811987
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 03/01/2036#BM5018
3140J9SG7
1880849.47700000
PA
USD
1747680.82000000
0.259846456236
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.03000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028
45866FAJ3
125000.00000000
PA
USD
119274.60000000
0.017733834333
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
0.03750000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.8% 04/01/2026
548661EP8
261000.00000000
PA
USD
259405.28000000
0.038568565819
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.04800000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A
78472UAA6
191372.58000000
PA
USD
190506.39000000
0.028324628710
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.06162920
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 12/31/2028
91282CJR3
2533400.00000000
PA
USD
2475804.72000000
0.368104447598
Long
DBT
UST
US
N
2
2028-12-31
Fixed
0.03750000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 1.668% 03/25/2026
05530QAN0
2750000.00000000
PA
USD
2547803.80000000
0.378809323211
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD 3ML+176.2 03/22/2025
780097BK6
200000.00000000
PA
USD
199827.34000000
0.029710474340
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
0.04269000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 3.32% 05/15/2027
254683CS2
540000.00000000
PA
USD
527925.01000000
0.078492274697
Long
ABS-CBDO
CORP
US
N
2
2027-05-15
Fixed
0.03320000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025
606822BW3
750000.00000000
PA
USD
736230.33000000
0.109463261274
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.00953000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 10/31/2027
91282CFU0
50177900.00000000
PA
USD
49766284.66000000
7.399287421908
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.04125000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 3.45% 04/07/2027
13607HR61
1150000.00000000
PA
USD
1096571.03000000
0.163038978797
Long
DBT
CORP
CA
N
2
2027-04-07
Fixed
0.03450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/15/2033
91282CJJ1
1978200.00000000
PA
USD
2015600.34000000
0.299680925454
Long
DBT
UST
US
N
2
2033-11-15
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 05/31/2028
91282CHE4
13000000.00000000
PA
USD
12655195.28000000
1.881583644365
Long
DBT
UST
US
N
2
2028-05-31
Fixed
0.03625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 06/30/2028
91282CHK0
7000000.00000000
PA
USD
6915507.83000000
1.028202737098
Long
DBT
UST
US
N
2
2028-06-30
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#BM5464
3140JACA4
437319.77700000
PA
USD
413778.37000000
0.061520869189
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 1.75% 12/02/2026
13645RBE3
1517000.00000000
PA
USD
1391170.92000000
0.206840304845
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
0.01750000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027
45866FAU8
1981000.00000000
PA
USD
1908351.18000000
0.283735042292
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 2.55% 03/04/2027
025816CS6
54000.00000000
PA
USD
50117.52000000
0.007451509347
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
0.02550000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2023-2
N/A
CARMAX AUTO OWNER TR 2023-2 5.05% 01/18/2028
142921AD7
1732000.00000000
PA
USD
1726553.21000000
0.256705187805
Long
ABS-CBDO
CORP
US
N
2
2028-01-18
Fixed
0.05050000
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE 4.754% 04/21/2026
61690U4T4
1062000.00000000
PA
USD
1055260.61000000
0.156896915487
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
0.04754000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS 4.524% 07/13/2025 144A
06675DCD2
449000.00000000
PA
USD
443773.78000000
0.065980608577
Long
DBT
CORP
FR
N
2
2025-07-13
Fixed
0.04524000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027
539439AY5
901000.00000000
PA
USD
907314.82000000
0.134900227758
Long
DBT
CORP
GB
N
2
2027-08-07
Variable
0.05985000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/15/2025
91282CFW6
12700000.00000000
PA
USD
12651382.88000000
1.881016813958
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
19000.00000000
PA
USD
17889.91000000
0.002659884838
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
0.03200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.070%/VAR 02/24/28
172967NG2
3000000.00000000
PA
USD
2810064.15000000
0.417802382916
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.03070000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025
21871XAB5
508000.00000000
PA
USD
496152.14000000
0.073768261262
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
0.03500000
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
1700000.00000000
PA
USD
1731250.25000000
0.257403547130
Long
DBT
CORP
US
N
2
2026-10-30
Fixed
0.05882000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP 3.878%/VAR 05/23/2025
49326EEL3
177000.00000000
PA
USD
175201.63000000
0.026049105855
Long
DBT
CORP
US
N
2
2025-05-23
Variable
0.03878000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 4.65% 05/16/2028
373334KS9
948000.00000000
PA
USD
934289.28000000
0.138910810102
Long
DBT
CORP
US
N
2
2028-05-16
Fixed
0.04650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 07/32#G18652
3128MMWN9
433641.97800000
PA
USD
410554.92000000
0.061041604297
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03000000
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
2016000.00000000
PA
USD
2030698.05000000
0.301925663965
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
1342000.00000000
PA
USD
1334860.16000000
0.198467980066
Long
ABS-CBDO
CORP
US
N
2
2028-04-13
Fixed
0.04890000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026
00774MAV7
700000.00000000
PA
USD
645673.54000000
0.095999211832
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
0.02450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 04/30/2027
91282CEN7
3710300.00000000
PA
USD
3530437.42000000
0.524908004969
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.02750000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.3% 02/15/2030
00206RGQ9
250000.00000000
PA
USD
238427.05000000
0.035449507315
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST 2022
N/A
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A
53218DAA6
445000.00000000
PA
USD
441106.25000000
0.065583998276
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.06612880
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
1324000.00000000
PA
USD
1342503.30000000
0.199604367684
Long
ABS-CBDO
CORP
US
N
2
2028-08-16
Fixed
0.05780000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029
110122EF1
846000.00000000
PA
USD
844009.85000000
0.125487998747
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
0.04900000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.3% 03/25/2028
126650CX6
110000.00000000
PA
USD
106755.09000000
0.015872424474
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025
86562MCA6
2500000.00000000
PA
USD
2375887.25000000
0.353248645441
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
0.01474000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 03/01/2032#BM3061
3140J7MK8
1224288.47500000
PA
USD
1125379.68000000
0.167322269845
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.02000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA .856/VAR 09/30/2025 144A
25601B2A2
2500000.00000000
PA
USD
2428670.55000000
0.361096504899
Long
DBT
CORP
NO
N
2
2025-09-30
Variable
0.00856000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 3.95% 08/16/2025
913017DD8
116000.00000000
PA
USD
113781.85000000
0.016917168265
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
0.03950000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048
3137H8BP5
1590113.93800000
PA
USD
1571307.50000000
0.233623142658
Long
ABS-CBDO
USGSE
US
N
2
2048-04-25
Fixed
0.05000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027
14040HCH6
3400000.00000000
PA
USD
3085981.54000000
0.458825981267
Long
DBT
CORP
US
N
2
2027-11-02
Variable
0.01878000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#BM5108
3140J9VA6
75090.64100000
PA
USD
71002.11000000
0.010556645388
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
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
321000.00000000
PA
USD
326788.37000000
0.048587132680
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
0.06000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 4.25% 09/15/2027
701094AR5
217000.00000000
PA
USD
212372.99000000
0.031575770712
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04250000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.7% 03/23/2029
444859BT8
2500000.00000000
PA
USD
2338052.50000000
0.347623347276
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
0.03700000
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
147000.00000000
PA
USD
147290.43000000
0.021899248326
Long
ABS-CBDO
CORP
US
N
2
2026-11-20
Fixed
0.05380000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2021-1 OWNER TR
N/A
HONDA AUTO RECEIVABLES 2021-1 A3 OWNER TR A3 0.27% 04/21/2025
43813GAC5
80881.27000000
PA
USD
80271.88000000
0.011934881538
Long
ABS-CBDO
CORP
US
N
2
2025-04-21
Fixed
0.00270000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 4.75% 06/08/2026
24422EWX3
804000.00000000
PA
USD
801585.56000000
0.119180324434
Long
DBT
CORP
US
N
2
2026-06-08
Fixed
0.04750000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027
251526CP2
3300000.00000000
PA
USD
2997866.26000000
0.445724937309
Long
DBT
CORP
US
N
2
2027-11-16
Variable
0.02311000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.106%/VAR 04/08/2026
172967MQ1
1100000.00000000
PA
USD
1070642.56000000
0.159183915007
Long
DBT
CORP
US
N
2
2026-04-08
Variable
0.03106000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 07/01/2034#FM8940
3140XC5A2
80261.82200000
PA
USD
76444.57000000
0.011365834302
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 04/30/2028
91282CHA2
23000000.00000000
PA
USD
22286641.20000000
3.313594033277
Long
DBT
UST
US
N
2
2028-04-30
Fixed
0.03500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A
05610HAA1
80508.23000000
PA
USD
79929.58000000
0.011883988125
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.06330540
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 1.75% 03/01/2026
55336VBR0
2000000.00000000
PA
USD
1865817.48000000
0.277411100821
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1.75% 02/15/2031
776743AL0
750000.00000000
PA
USD
599800.86000000
0.089178828384
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01750000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-B
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028
44933XAD9
314000.00000000
PA
USD
315792.63000000
0.046952278054
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.05480000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032
927804GG3
500000.00000000
PA
USD
412695.12000000
0.061359810790
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
0.02400000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.304%/VAR 08/09/2026
06738EBZ7
2500000.00000000
PA
USD
2484035.55000000
0.369328213393
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
0.05304000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.05% 07/20/2026
362548AD1
1165000.00000000
PA
USD
1161309.16000000
0.172664291080
Long
ABS-CBDO
CORP
US
N
2
2026-07-20
Fixed
0.05050000
N
N
N
N
N
N
DOLLAR GEN CORP NEW
OPX52SQVOZI8IVSWYU66
DOLLAR GEN CORP NEW 4.625% 11/01/2027
256677AK1
2406000.00000000
PA
USD
2359965.93000000
0.350881451996
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.04625000
N
N
N
N
N
N
DLLAA 2023-1A
N/A
DLLAA 2023-1A 5.64% 02/22/2028 144A
23292HAC5
146000.00000000
PA
USD
147514.27000000
0.021932529020
Long
ABS-CBDO
CORP
US
N
2
2028-02-22
Fixed
0.05640000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND COOP CENTL 1.98%/VAR 12/15/2027 144A
74977RDL5
3050000.00000000
PA
USD
2766903.27000000
0.411385191866
Long
DBT
CORP
NL
N
2
2027-12-15
Variable
0.01980000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.875% 04/15/2027
437076CN0
2028000.00000000
PA
USD
1916239.43000000
0.284907873043
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.02875000
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
1515000.00000000
PA
USD
1526459.46000000
0.226955103431
Long
ABS-CBDO
CORP
US
N
2
2026-11-20
Fixed
0.05660000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A
29449WAK3
500000.00000000
PA
USD
483751.31000000
0.071924496832
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
0.01100000
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
181000.00000000
PA
USD
181115.50000000
0.026928384351
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.05150000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4% 03/15/2028
55336VAR1
760000.00000000
PA
USD
728689.76000000
0.108342123839
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027
404280CX5
1300000.00000000
PA
USD
1190858.18000000
0.177057660879
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
0.02251000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 3.755% 03/15/2027
55903VBA0
1000000.00000000
PA
USD
946238.79000000
0.140687471946
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03755000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.456%/VAR 10/22/2025
06051GHW2
500000.00000000
PA
USD
489492.50000000
0.072778101140
Long
DBT
CORP
US
N
2
2025-10-22
Variable
0.02456000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 09/30/2027
91282CFM8
7162000.00000000
PA
USD
7104088.50000000
1.056241048358
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.04125000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 2021-1 A 0.99% 04/20/2028
92348KAD5
90000.00000000
PA
USD
87482.72000000
0.013006994477
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Fixed
0.00990000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 01/31/2026
91282CJV4
5469500.00000000
PA
USD
5428692.39000000
0.807141935411
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.04250000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES 2023-B OWNER TR
N/A
NISSAN AUTO RECEIVABLES 2023-B OWNER TR 5.93% 03/15/2028
65480MAD5
901000.00000000
PA
USD
914330.48000000
0.135943321193
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.05930000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 3.56% 07/15/2027
254683CW3
1472000.00000000
PA
USD
1439840.77000000
0.214076573563
Long
ABS-CBDO
CORP
US
N
2
2027-07-15
Fixed
0.03560000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A
04685A3Q2
505000.00000000
PA
USD
503113.77000000
0.074803321477
Long
DBT
CORP
US
N
2
2029-01-09
Fixed
0.05583000
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 5.75% 11/20/2026
67103HAM9
516000.00000000
PA
USD
523299.70000000
0.077804580240
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
0.05750000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027
46647PCP9
3080000.00000000
PA
USD
2798590.04000000
0.416096403891
Long
DBT
CORP
US
N
2
2027-09-22
Variable
0.01470000
N
N
N
N
N
N
ALABAMA POWER and LIGHT
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 3.05% 03/15/2032
010392FX1
2526000.00000000
PA
USD
2187077.56000000
0.325176283321
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03050000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.875% 10/31/2028
91282CJF9
32595500.00000000
PA
USD
33392561.67000000
4.964830371368
Long
DBT
UST
US
N
2
2028-10-31
Fixed
0.04875000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 4.703%/VAR 08/05/2027 144A
902613AS7
2500000.00000000
PA
USD
2450473.73000000
0.364338217569
Long
DBT
CORP
CH
N
2
2027-08-05
Variable
0.04703000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.808%/VAR 07/25/2028
95000U3A9
1250000.00000000
PA
USD
1227590.11000000
0.182518990964
Long
DBT
CORP
US
N
2
2028-07-25
Variable
0.04808000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027
00774MBD6
2500000.00000000
PA
USD
2531238.10000000
0.376346322879
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
0.06100000
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
578000.00000000
PA
USD
580395.46000000
0.086293619390
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
0.05650000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.25% 03/01/2027
00206RDQ2
400000.00000000
PA
USD
389958.74000000
0.057979349265
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04250000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.14%/VAR 05/24/2025
172967NQ0
2500000.00000000
PA
USD
2488489.55000000
0.369990437354
Long
DBT
CORP
US
N
2
2025-05-24
Variable
0.04140000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A
928668BV3
2500000.00000000
PA
USD
2523189.93000000
0.375149715107
Long
DBT
CORP
US
N
2
2026-09-12
Fixed
0.05700000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A
29449WAL1
799000.00000000
PA
USD
722318.12000000
0.107394783766
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
1029000.00000000
PA
USD
1031399.83000000
0.153349277351
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.04980000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 2.8% 03/10/2027
89114TZT2
64000.00000000
PA
USD
60028.30000000
0.008925051331
Long
DBT
CORP
CA
N
2
2027-03-10
Fixed
0.02800000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2
N/A
MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 5.95% 11/15/2028
58769FAC9
759000.00000000
PA
USD
773735.68000000
0.115039584007
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.05950000
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
1122000.00000000
PA
USD
1119285.99000000
0.166416255581
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04950000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 2.75% 03/15/2027
30161NBB6
1006000.00000000
PA
USD
935808.77000000
0.139136728981
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.02750000
N
N
N
N
N
N
GS MTG SECS TR 2016-GS2
N/A
GS MTG SECS TR 2016-GS2 2.922% 05/10/2049
36252TAS4
421119.08200000
PA
USD
409865.64000000
0.060939121645
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
0.02922000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 07/31/2028
91282CHQ7
7000000.00000000
PA
USD
6951054.67000000
1.033487867139
Long
DBT
UST
US
N
2
2028-07-31
Fixed
0.04125000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.188/VAR 04/30/2026
95000U2N2
2676000.00000000
PA
USD
2567706.62000000
0.381768488974
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.02188000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025
136385AZ4
315000.00000000
PA
USD
300591.44000000
0.044692154062
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2027
110122EE4
1158000.00000000
PA
USD
1156705.49000000
0.171979814074
Long
DBT
CORP
US
N
2
2027-02-22
Fixed
0.04900000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 4.054% 03/15/2029
55903VBB8
6000.00000000
PA
USD
5557.61000000
0.000826309499
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04054000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/01/2035#FS0112
3140XFDS7
161798.91000000
PA
USD
153511.68000000
0.022824228304
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.03000000
N
N
N
N
N
N
2024-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer