Form NPORT-P Federated Hermes Total For: Mar 31

May 25, 2022 11:56 AM EDT

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    NPORT-P
    false
    
      
      
        
          0000912763
          XXXXXXXX
        
      
      
      
      
        S000010898
        C000212356
        C000030206
        C000030207
        C000030205
      
      
      
    
  
  
    
      Federated Hermes Total Return Series, Inc.
      811-07115
      0000912763
      254900I1JON2W1ZB0K47
      Federated Hermes Funds
      4000 Ericsson Drive
      Warrendale
      
      15086-7561
      8003417400
      Federated Hermes Ultrashort Bond Fund
      S000010898
      4SLJRM7FK1CXGQHDBA02
      2022-09-30
      2022-03-31
      N
    
    
      7858263232.910000000000
      13664822.980000000000
      7844598409.930000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        AMERICAN HONDA FINANCE
        B6Q2VFHD1797Q7NZ3E43
        American Honda Finance Corp
        02665WDK4
        
          
        
        5000000.0000000000
        PA
        USD
        4917090.3500000000
        0.0626812246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-07
          Fixed
          0.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBC8
        
          
        
        15000000.0000000000
        PA
        USD
        15075193.9500000000
        0.1921729216
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-16
          Floating
          1.8400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARDS II Trust
        549300GWPYLNK6X47W76
        CARDS II Trust
        14161GBZ2
        
          
        
        14000000.0000000000
        PA
        USD
        13393347.1000000000
        0.1707333684
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY RES
        2JADVB0458J06WCD4N56
        CenterPoint Energy Resources Corp
        15189WAN0
        
          
        
        17440000.0000000000
        PA
        USD
        17389928.3600000000
        0.2216802882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-02
          Floating
          1.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CL6
        
          
        
        1840000.0000000000
        PA
        USD
        1807074.0300000000
        0.0230359024
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NH0
        
          
        
        8000000.0000000000
        PA
        USD
        8030817.1200000000
        0.1023738463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.4800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank Credit Card Issuance Trust
        R8AG6FXVDQAMDKCSJJ64
        Citibank Credit Card Issuance Trust
        17305EGL3
        
          
        
        10800000.0000000000
        PA
        USD
        10814651.2800000000
        0.1378611207
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        COCA-COLA EUROPACIFIC
        549300LTH67W4GWMRF57
        Coca-Cola European Partners PLC
        19123MAD5
        
          
        
        32655000.0000000000
        PA
        USD
        31955581.8200000000
        0.4073577786
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2023-05-05
          Fixed
          0.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22550UAD3
        
          
        
        25000000.0000000000
        PA
        USD
        24915887.2500000000
        0.3176183910
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-09
          Floating
          0.5600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBWF Mortgage Trust
        N/A
        DBWF 2018-GLKS Mortgage Trust
        23307GAA4
        
          
        
        14053523.0000000000
        PA
        USD
        13912997.6100000000
        0.1773576783
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2030-12-19
          Floating
          1.4800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DLL Securitization Trust
        54930006VDXWCS0NKG23
        DLL 2019-2 LLC
        23342NAC2
        
          
        
        2598433.8100000000
        PA
        USD
        2600579.6000000000
        0.0331512139
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Discover Card Execution Note Trust
        549300CKCX1QE4RUW216
        Discover Card Execution Note Trust
        254683CM5
        
          
        
        4500000.0000000000
        PA
        USD
        4510247.8500000000
        0.0574949489
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        DNB BANK ASA
        549300GKFG0RYRRQ1414
        DNB Bank ASA
        25601B2C8
        
          
        
        10000000.0000000000
        PA
        USD
        10022886.7000000000
        0.1277680026
        Long
        DBT
        CORP
        NO
        Y
        
        2
        
          2025-03-28
          Floating
          1.1000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2020-1
        26208QAG2
        
          
        
        8600000.0000000000
        PA
        USD
        8578698.2300000000
        0.1093580293
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BB3Z3
        
          
        
        13111518.4200000000
        PA
        USD
        13106671.0900000000
        0.1670789300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2060-10-25
          Floating
          0.7600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        GM Financial Automobile Leasing Trust 2020-1
        36259KAH0
        
          
        
        7000000.0000000000
        PA
        USD
        7000530.2500000000
        0.0892401355
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        GM Financial Consumer Automobile Receivables Trust 2021-1
        36261LAE1
        
          
        
        1675000.0000000000
        PA
        USD
        1605146.3900000000
        0.0204618045
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        549300RO0W90UZB1HD05
        GM Financial Consumer Automobile Receivables Trust 2018-4
        38013FAG6
        
          
        
        3275000.0000000000
        PA
        USD
        3303033.5100000000
        0.0421058331
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          3.62
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Credit Card Trust
        549300BEDPMEONLTJX58
        Golden Credit Card Trust
        380881ED0
        
          
        
        21500000.0000000000
        PA
        USD
        21511855.1000000000
        0.2742250651
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2024-07-15
          Floating
          2.99
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374LCJ8
        
          
        
        6266579.1400000000
        PA
        USD
        6270298.9800000000
        0.0799314210
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-05-20
          Floating
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CJ6
        
          
        
        2855000.0000000000
        PA
        USD
        2689276.3600000000
        0.0342818870
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Fixed
          1.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABM8
        
          
        
        14980000.0000000000
        PA
        USD
        14579949.3600000000
        0.1858597292
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-09-18
          Fixed
          1.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        Impac CMB Trust Series 2004-9
        45254NKY2
        
          
        
        126830.6200000000
        PA
        USD
        123153.7600000000
        0.0015699180
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Floating
          1.3400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBQ8
        
          
        
        5000000.0000000000
        PA
        USD
        4933750.5000000000
        0.0628936020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          1.5100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Master Credit Card Trust
        N/A
        Master Credit Card Trust II Series 2018-1
        576339BM6
        
          
        
        23995000.0000000000
        PA
        USD
        24034440.5800000000
        0.3063820393
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2024-07-21
          Floating
          2.98
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468R3
        
          
        
        1795000.0000000000
        PA
        USD
        1691838.3000000000
        0.0215669205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          0.8600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Auto Receivables Owner Trust
        N/A
        Nissan Auto Receivables 2020-B Owner Trust
        65479CAD0
        
          
        
        2727381.8900000000
        PA
        USD
        2710063.0100000000
        0.0345468674
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDF9
        
          
        
        10750000.0000000000
        PA
        USD
        10777754.3500000000
        0.1373907724
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PPL ELECTRIC UTILITIES
        549300GCZLSGYEYPIR35
        PPL Electric Utilities Corp
        69351UAX1
        
          
        
        17855000.0000000000
        PA
        USD
        17771930.1500000000
        0.2265499038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-28
          Floating
          1.2200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AN6
        
          
        
        2935000.0000000000
        PA
        USD
        2910150.7100000000
        0.0370975104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          2.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIF GAS CO
        XY0N0J73VHV5F4CUJV89
        Southern California Gas Co
        842434CV2
        
          
        
        9575000.0000000000
        PA
        USD
        9558430.6500000000
        0.1218472910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-14
          Floating
          1.1500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NATURAL GAS
        N/A
        Southern Natural Gas Co LLC
        84346LAC4
        
          
        
        4565000.0000000000
        PA
        USD
        4477094.3500000000
        0.0570723205
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-04-28
          Fixed
          0.6300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG STAMFORD CT
        254900R882POXXVAK772
        UBS AG/Stamford CT
        90261AAB8
        
          
        
        6866000.0000000000
        PA
        USD
        6969946.5700000000
        0.0888502662
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-08-17
          Fixed
          7.6300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust
        549300G1IXWLFE766Q13
        UBS-Barclays Commercial Mortgage Trust 2013-C6
        90349GAC9
        
          
        
        14051427.9300000000
        PA
        USD
        13994237.2100000000
        0.1783932902
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2046-04-10
          Floating
          1.1400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2021-A
        98164EAF2
        
          
        
        1685000.0000000000
        PA
        USD
        1588290.1800000000
        0.0202469278
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ARI Fleet Lease Trust
        N/A
        ARI Fleet Lease Trust 2019-A
        04033JAB7
        
          
        
        966791.5800000000
        PA
        USD
        969248.2900000000
        0.0123556139
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        064159YN0
        
          
        
        15000000.0000000000
        PA
        USD
        14981360.2500000000
        0.1909767647
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-09-15
          Floating
          0.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607HYE6
        
          
        
        25000000.0000000000
        PA
        USD
        24736124.5000000000
        0.3153268428
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-10-18
          Floating
          0.5400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DLL Securitization Trust
        54930006VDXWCS0NKG23
        DLL 2019-2 LLC
        23342NAD0
        
          
        
        13251000.0000000000
        PA
        USD
        13283451.7000000000
        0.1693324630
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2020-1
        26208QAF4
        
          
        
        4044377.5400000000
        PA
        USD
        4053181.3400000000
        0.0516684364
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBD6
        
          
        
        8935000.0000000000
        PA
        USD
        8927707.7000000000
        0.1138070712
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-17
          Floating
          0.6000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385YCQ6
        
          
        
        53895.5300000000
        PA
        USD
        54981.7800000000
        0.0007008871
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Floating
          1.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31394PGD9
        
          
        
        1250929.0000000000
        PA
        USD
        1253767.8600000000
        0.0159825627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-15
          Floating
          0.7800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397HG28
        
          
        
        74632.8800000000
        PA
        USD
        75266.8000000000
        0.0009594730
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-15
          Floating
          0.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        Ford Credit Auto Owner Trust 2019-C
        34531KAG7
        
          
        
        5850000.0000000000
        PA
        USD
        5819338.9800000000
        0.0741827520
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886CN2
        
          
        
        5750000.0000000000
        PA
        USD
        5583854.9000000000
        0.0711808892
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        GM Financial Consumer Automobile Receivables Trust 2020-3
        362590AE1
        
          
        
        3350000.0000000000
        PA
        USD
        3251885.3700000000
        0.0414538157
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust 2020-1
        40438FAE4
        
          
        
        11650000.0000000000
        PA
        USD
        11609670.6100000000
        0.1479957291
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        MCCORMICK & CO
        549300JQQA6MQ4OJP259
        McCormick & Co Inc/MD
        579780AL1
        
          
        
        6000000.0000000000
        PA
        USD
        6018754.6800000000
        0.0767248285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          2.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBT6
        
          
        
        20015000.0000000000
        PA
        USD
        19949051.5800000000
        0.2543030317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-22
          Floating
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AH9
        
          
        
        7135000.0000000000
        PA
        USD
        7028028.4400000000
        0.0895906721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          2.3500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2021-A
        80282YAH9
        
          
        
        1750000.0000000000
        PA
        USD
        1685752.8600000000
        0.0214893456
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2020-3
        80285WAG2
        
          
        
        4100000.0000000000
        PA
        USD
        4008321.3400000000
        0.0510965779
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-B
        88161KAG0
        
          
        
        6000000.0000000000
        PA
        USD
        5716851.3000000000
        0.0728762774
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556CQ3
        
          
        
        26600000.0000000000
        PA
        USD
        26564994.9300000000
        0.3386405975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-18
          Floating
          0.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transportation Finance Equipment Trust
        N/A
        Transportation Finance Equipment Trust 2019-1
        89389JAE2
        
          
        
        3679000.0000000000
        PA
        USD
        3670265.6900000000
        0.0467871712
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2021-1
        03063FAF1
        
          
        
        27000000.0000000000
        PA
        USD
        25712216.1000000000
        0.3277696927
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Trillium Credit Card Trust II
        549300P7QN1SDIOQVL28
        Trillium Credit Card Trust II
        89621ABD0
        
          
        
        10000000.0000000000
        PA
        USD
        9738302.5000000000
        0.1241402299
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        Trillium Credit Card Trust II
        549300P7QN1SDIOQVL28
        Trillium Credit Card Trust II
        89621ABE8
        
          
        
        8044000.0000000000
        PA
        USD
        7828199.9900000000
        0.0997909591
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        US BANK NA CINCINNATI
        6BYL5QZYBDK8S7L73M02
        US Bank NA/Cincinnati OH
        90331HPM9
        
          
        
        38000000.0000000000
        PA
        USD
        37903100.0000000000
        0.4831745109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-02
          Floating
          0.6700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2019-A
        98162YAD5
        
          
        
        865097.0600000000
        PA
        USD
        868612.5500000000
        0.0110727472
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2021-C
        98164CAE9
        
          
        
        5000000.0000000000
        PA
        USD
        4666771.5000000000
        0.0594902538
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2020-2
        03066EAG9
        
          
        
        5320000.0000000000
        PA
        USD
        5200824.5500000000
        0.0662981618
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAA3
        
          
        
        36000000.0000000000
        PA
        USD
        36007258.6800000000
        0.4590070364
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2022-04-11
          Floating
          1.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        06367WRC9
        
          
        
        2060000.0000000000
        PA
        USD
        2066904.6900000000
        0.0263481262
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-11-01
          Fixed
          2.0500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        Carmax Auto Owner Trust 2021-1
        14316NAF6
        
          
        
        800000.0000000000
        PA
        USD
        750949.7600000000
        0.0095728260
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINAN NA
        5493003HSDTSCZRXBA58
        Daimler Trucks Finance North America LLC
        233853AE0
        
          
        
        20000000.0000000000
        PA
        USD
        19846600.0000000000
        0.2529970173
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-12-13
          Floating
          1.0200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EVH9
        
          
        
        4360000.0000000000
        PA
        USD
        4281886.5000000000
        0.0545838840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-05
          Fixed
          0.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2021-1
        24703QAF9
        
          
        
        22518000.0000000000
        PA
        USD
        21936974.8000000000
        0.2796443317
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396KM90
        
          
        
        713293.8000000000
        PA
        USD
        716141.2700000000
        0.0091291005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-25
          Floating
          0.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816BT5
        
          
        
        10000000.0000000000
        PA
        USD
        10023389.6000000000
        0.1277744134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-27
          Floating
          1.1600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        0641598M1
        
          
        
        20000000.0000000000
        PA
        USD
        19723029.8000000000
        0.2514217908
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-09-15
          Floating
          0.8700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CA0
        
          
        
        6200000.0000000000
        PA
        USD
        6201019.5900000000
        0.0790482733
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-04-15
          Fixed
          3.11
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040WAJ7
        
          
        
        6935000.0000000000
        PA
        USD
        6388783.8700000000
        0.0814418220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B3QC7
        
          
        
        23356042.9000000000
        PA
        USD
        23387720.7000000000
        0.2981378966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-25
          Floating
          0.7600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B5MD4
        
          
        
        1806349.3300000000
        PA
        USD
        1815683.6400000000
        0.0231456544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          0.8600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397JYE8
        
          
        
        47311.2600000000
        PA
        USD
        47557.1000000000
        0.0006062401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-15
          Floating
          0.8500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AS7
        
          
        
        4615000.0000000000
        PA
        USD
        4604394.1800000000
        0.0586950911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          2.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F8MQ3
        
          
        
        29341519.1300000000
        PA
        USD
        29310358.4400000000
        0.3736374625
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Floating
          0.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31395N3L9
        
          
        
        1103726.5000000000
        PA
        USD
        1109571.0600000000
        0.0141443960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-25
          Floating
          0.8600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master Owner Trust
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHN7
        
          
        
        14500000.0000000000
        PA
        USD
        14058281.4300000000
        0.1792097020
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        Ford Credit Auto Owner Trust 2019-B
        34532DAF4
        
          
        
        6600000.0000000000
        PA
        USD
        6612434.4000000000
        0.0842928351
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        GM Financial Consumer Automobile Receivables Trust 2019-3
        36257PAG3
        
          
        
        9000000.0000000000
        PA
        USD
        9007460.1000000000
        0.1148237249
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDEN CREDIT CARD TRUST
        549300BEDPMEONLTJX58
        GOLDEN CREDIT CARD TRUST
        380881FD9
        
          
        
        4250000.0000000000
        PA
        USD
        3960242.6500000000
        0.0504836888
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        Ford Credit Auto Lease Trust 2020-B
        34531RAF4
        
          
        
        11500000.0000000000
        PA
        USD
        11443928.8800000000
        0.1458829156
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        Ford Credit Auto Owner Trust 2020-C
        34533YAF7
        
          
        
        5000000.0000000000
        PA
        USD
        4736495.0000000000
        0.0603790628
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ANZ NEW ZEALAND INTL/LDN
        213800VD256NU2D97H12
        ANZ New Zealand Int'l Ltd/London
        00182EBQ1
        
          
        
        6380000.0000000000
        PA
        USD
        6372432.9400000000
        0.0812333864
        Long
        DBT
        CORP
        NZ
        Y
        
        2
        
          2025-02-18
          Floating
          0.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353AP3
        
          
        
        6500000.0000000000
        PA
        USD
        6500772.9200000000
        0.0828694164
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-06-10
          Floating
          1.3200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAW0
        
          
        
        3510000.0000000000
        PA
        USD
        3633248.7400000000
        0.0463152930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          5.4000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Credit Card Trust
        549300BEDPMEONLTJX58
        Golden Credit Card Trust
        380881FC1
        
          
        
        8000000.0000000000
        PA
        USD
        7425248.8000000000
        0.0946542884
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375B3Y6
        
          
        
        3169410.2300000000
        PA
        USD
        3164178.1700000000
        0.0403357572
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-07-20
          Floating
          0.6600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375B4Y5
        
          
        
        2707134.5300000000
        PA
        USD
        2701862.3900000000
        0.0344423290
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-07-20
          Floating
          0.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CM8
        
          
        
        4615000.0000000000
        PA
        USD
        4651649.1500000000
        0.0592974797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-26
          Fixed
          2.9000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Prime Auto Receivables Trust
        N/A
        Capital One Prime Auto Receivables Trust 2019-1
        14042WAD2
        
          
        
        7000000.0000000000
        PA
        USD
        7026507.6000000000
        0.0895712850
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Harley-Davidson Motorcycle Trust
        N/A
        Harley-Davidson Motorcycle Trust 2019-A
        41284WAD2
        
          
        
        5560000.0000000000
        PA
        USD
        5587452.7800000000
        0.0712267536
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2020-B
        44933FAE6
        
          
        
        4125000.0000000000
        PA
        USD
        3985506.9400000000
        0.0508057485
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EVJ5
        
          
        
        8865000.0000000000
        PA
        USD
        8636104.2800000000
        0.1100898201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-10
          Fixed
          0.4000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BAS96
        
          
        
        8301779.0600000000
        PA
        USD
        8301947.5900000000
        0.1058301159
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Floating
          0.8600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        Chase Auto Credit Linked Notes Series 2020-2
        46591HAW0
        
          
        
        1669597.7300000000
        PA
        USD
        1653565.2500000000
        0.0210790300
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAG5
        
          
        
        5028000.0000000000
        PA
        USD
        5118234.8000000000
        0.0652453387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-25
          Fixed
          4.0600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BV5
        
          
        
        9000000.0000000000
        PA
        USD
        8727047.1000000000
        0.1112491251
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-09-15
          Fixed
          0.8500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextGear Floorplan Master Owner Trust
        N/A
        NextGear Floorplan Master Owner Trust
        65341KBP0
        
          
        
        4000000.0000000000
        PA
        USD
        3977720.0000000000
        0.0507064835
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F84M2
        
          
        
        50836033.0200000000
        PA
        USD
        50782812.7800000000
        0.6473602615
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Floating
          0.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31388XVV3
        
          
        
        471813.6000000000
        PA
        USD
        479460.4200000000
        0.0061119817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Floating
          1.4700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVABLES
        N/A
        Great American Auto Leasing Inc 2019-1
        39154TAY4
        
          
        
        7500000.0000000000
        PA
        USD
        7550811.0000000000
        0.0962549082
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2025-02-18
          Fixed
          3.37
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABE6
        
          
        
        8895000.0000000000
        PA
        USD
        8870023.9100000000
        0.1130717399
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-02-10
          Fixed
          2.3800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396XVJ0
        
          
        
        378219.4000000000
        PA
        USD
        382208.1000000000
        0.0048722456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-25
          Floating
          0.9200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31398EK29
        
          
        
        313015.5000000000
        PA
        USD
        320172.8200000000
        0.0040814431
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-15
          Floating
          1.3100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gosforth Funding plc
        213800GD24WOLHNGMP34
        Gosforth Funding 2018-1 plc
        38312RAA1
        
          
        
        6015056.2700000000
        PA
        USD
        6015531.4600000000
        0.0766837401
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2060-08-25
          Floating
          0.9500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kubota Credit Owner Trust
        N/A
        Kubota Credit Owner Trust 2020-2
        50116YAB7
        
          
        
        1299955.0000000000
        PA
        USD
        1298766.7800000000
        0.0165561921
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        OGE ENERGY CORP
        CE5OG6JPOZMDSA0LAQ19
        OGE Energy Corp
        670837AC7
        
          
        
        19160000.0000000000
        PA
        USD
        18778030.6500000000
        0.2393752958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          0.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2021-1
        80286NAG1
        
          
        
        55000000.0000000000
        PA
        USD
        53501236.2500000000
        0.6820137049
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        LENNOX INTERNATIONAL INC
        S7DWAC87RDMPBF77GJ92
        Lennox International Inc
        526107AE7
        
          
        
        1545000.0000000000
        PA
        USD
        1448298.7300000000
        0.0184623693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          1.3500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navistar Financial Dealer Note Master Trust
        N/A
        Navistar Financial Dealer Note Master Trust
        63938PBM0
        
          
        
        9800000.0000000000
        PA
        USD
        9805766.8100000000
        0.1250002396
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2021-A
        80286TAG8
        
          
        
        40000000.0000000000
        PA
        USD
        38265962.0000000000
        0.4878001397
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2021-3
        80287EAF2
        
          
        
        34000000.0000000000
        PA
        USD
        32470945.2000000000
        0.4139274377
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MCC2
        
          
        
        1825000.0000000000
        PA
        USD
        1756057.4100000000
        0.0223855616
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-01-12
          Fixed
          0.5100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANK NA CINCINNATI
        6BYL5QZYBDK8S7L73M02
        US Bank NA/Cincinnati OH
        90331HPG2
        
          
        
        10000000.0000000000
        PA
        USD
        10001594.1000000000
        0.1274965725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-09
          Floating
          1.0400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AK7
        
          
        
        8795000.0000000000
        PA
        USD
        8648709.3300000000
        0.1102505046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          2.0300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-C
        63941KAA3
        
          
        
        662913.7800000000
        PA
        USD
        662984.5800000000
        0.0084514789
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDN2
        
          
        
        2000000.0000000000
        PA
        USD
        2010716.8000000000
        0.0256318641
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300P0XXSIS1ESEJ26
        Verizon Owner Trust 2019-B
        92349GAB7
        
          
        
        1158762.5100000000
        PA
        USD
        1162463.3700000000
        0.0148186473
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        American Express Credit Account Master Trust
        02582JJC5
        
          
        
        10000000.0000000000
        PA
        USD
        10017456.5000000000
        0.1276987804
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Floating
          3.02
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CC6
        
          
        
        4000000.0000000000
        PA
        USD
        4026936.8000000000
        0.0513338808
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-04-15
          Fixed
          3.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PED3
        
          
        
        38000000.0000000000
        PA
        USD
        35811868.8000000000
        0.4565162795
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Public Service New Hampshire Funding Llc.
        N/A
        PSNH Funding LLC 3
        69363PAA8
        
          
        
        2722013.3200000000
        PA
        USD
        2743704.5000000000
        0.0349757165
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          3.09
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2019-B
        44891JAF5
        
          
        
        4900000.0000000000
        PA
        USD
        4901565.0600000000
        0.0624833140
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        Chase Auto Credit Linked Notes Series 2021-1
        46591HBT6
        
          
        
        4726316.1300000000
        PA
        USD
        4654122.8300000000
        0.0593290132
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AE6
        
          
        
        20000000.0000000000
        PA
        USD
        20287300.8000000000
        0.2586149060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          3.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2021-A
        80286TAE3
        
          
        
        15000000.0000000000
        PA
        USD
        14438462.2500000000
        0.1840561045
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        RKWYUSIDZTWNAX1D9U96
        Enterprise Fleet Financing LLC
        29373MAB5
        
          
        
        35800000.0000000000
        PA
        USD
        34679220.1400000000
        0.4420776989
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        FNB CORP
        PCYSKIGYNYFDTBLVZU83
        FNB Corp/PA
        30260NAA9
        
          
        
        19150000.0000000000
        PA
        USD
        19044732.2600000000
        0.2427751080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-24
          Fixed
          2.2000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137B4CT1
        
          
        
        1249717.3200000000
        PA
        USD
        1253345.5000000000
        0.0159771786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-15
          Floating
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F73C7
        
          
        
        18957397.4400000000
        PA
        USD
        18949731.0700000000
        0.2415640684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-25
          Floating
          0.5200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FXFQ6
        
          
        
        24718306.9000000000
        PA
        USD
        24754056.9900000000
        0.3155554395
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-25
          Floating
          0.4000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master Owner Trust
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHP2
        
          
        
        17500000.0000000000
        PA
        USD
        17101884.6300000000
        0.2180084147
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        5493002WMPR84WZ75V46
        Sofi Professional Loan Program 2018-A LLC
        83406EAA3
        
          
        
        374740.3600000000
        PA
        USD
        374084.2100000000
        0.0047686853
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2042-02-25
          Floating
          2.83
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust
        88165GAD2
        
          
        
        16760000.0000000000
        PA
        USD
        16804803.6700000000
        0.2142213379
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        Ford Credit Auto Lease Trust 2021-A
        34532QAE8
        
          
        
        15000000.0000000000
        PA
        USD
        14674971.0000000000
        0.1870710294
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        GM Financial Leasing Trust
        36261RAF5
        
          
        
        9640000.0000000000
        PA
        USD
        9349751.1700000000
        0.1191871232
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        GM Financial Consumer Automobile Receivables Trust 2021-3
        380140AE3
        
          
        
        4250000.0000000000
        PA
        USD
        3976268.3400000000
        0.0506879783
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375JXQ3
        
          
        
        3075370.0000000000
        PA
        USD
        3078988.1700000000
        0.0392497870
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-04-16
          Floating
          0.7300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        N/A
        Verizon Owner Trust 2020-C
        92348CAC5
        
          
        
        9000000.0000000000
        PA
        USD
        8700790.5000000000
        0.1109144158
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380XR25
        
          
        
        23894686.5300000000
        PA
        USD
        23877083.3100000000
        0.3043761078
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Floating
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honda Auto Receivables Owner Trust
        N/A
        Honda Auto Receivables 2019-1 Owner Trust
        43814WAD7
        
          
        
        6500000.0000000000
        PA
        USD
        6525306.7800000000
        0.0831821648
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-18
          Fixed
          2.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSMUTUAL GLOBAL FUNDIN
        549300K1IE3K7YU6VG29
        MassMutual Global Funding II
        57629WCU2
        
          
        
        6475000.0000000000
        PA
        USD
        6362936.0100000000
        0.0811123231
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-06-09
          Fixed
          0.8500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF Equipment Finance LLC
        N/A
        MMAF Equipment Finance LLC 2020-B
        60700KAB8
        
          
        
        12014309.4900000000
        PA
        USD
        11950544.7400000000
        0.1523410647
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046AK5
        
          
        
        15000000.0000000000
        PA
        USD
        14575535.1000000000
        0.1858034578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.5500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046AL3
        
          
        
        27235000.0000000000
        PA
        USD
        25860447.3700000000
        0.3296592893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.8500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LFE GLB FND II
        635400WSLKBQWSOIIT41
        Principal Life Global Funding II
        74256LER6
        
          
        
        9000000.0000000000
        PA
        USD
        8908610.4900000000
        0.1135636272
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-08-23
          Floating
          0.6000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2019-B
        80281GAF3
        
          
        
        985000.0000000000
        PA
        USD
        986274.1500000000
        0.0125726532
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Toyota Auto Receivables Owner Trust
        N/A
        Toyota Auto Receivables 2020-C Owner Trust
        89237VAB5
        
          
        
        8596345.4600000000
        PA
        USD
        8506260.9200000000
        0.1084346257
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyota Auto Receivables Owner Trust
        N/A
        Toyota Auto Receivables 2019-C Owner Trust
        89238UAD2
        
          
        
        2182649.9800000000
        PA
        USD
        2185494.5200000000
        0.0278598649
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Verizon Master Trust
        5493007MUBNP1GFMEB89
        Verizon Master Trust
        92348KAM5
        
          
        
        11650000.0000000000
        PA
        USD
        11470626.1200000000
        0.1462232420
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300P0XXSIS1ESEJ26
        Verizon Owner Trust 2019-B
        92349GAD3
        
          
        
        3500000.0000000000
        PA
        USD
        3523987.6000000000
        0.0449224730
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2006-AR1 Trust
        92925CCF7
        
          
        
        236882.9700000000
        PA
        USD
        231285.4500000000
        0.0029483402
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-01-25
          Floating
          1.2100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2020-C
        98163CAB6
        
          
        
        1007340.8100000000
        PA
        USD
        1006796.5400000000
        0.0128342649
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCS3
        
          
        
        20000000.0000000000
        PA
        USD
        19704275.4000000000
        0.2511827167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-10
          Floating
          0.8500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GF II
        6354003EUPCHXTWUU869
        Pacific Life Global Funding II
        6944PL2K4
        
          
        
        20000000.0000000000
        PA
        USD
        19824635.8000000000
        0.2527170260
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-01-27
          Floating
          0.5500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BH0
        
          
        
        15525000.0000000000
        PA
        USD
        15857664.2700000000
        0.2021475599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-04
          Fixed
          4.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89788MAF9
        
          
        
        47000000.0000000000
        PA
        USD
        46732507.9600000000
        0.5957284939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-09
          Floating
          0.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2020-3
        03066PAF6
        
          
        
        17825000.0000000000
        PA
        USD
        17041965.5800000000
        0.2172445891
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CZ6
        
          
        
        17075000.0000000000
        PA
        USD
        16704841.4900000000
        0.2129470575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          1.9500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MW8
        
          
        
        10000000.0000000000
        PA
        USD
        9909690.2000000000
        0.1263250160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Floating
          0.8300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2021-2
        24702VAG7
        
          
        
        13000000.0000000000
        PA
        USD
        12461240.3500000000
        0.1588512209
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2020-2
        24704GAE3
        
          
        
        2350000.0000000000
        PA
        USD
        2318622.8000000000
        0.0295569343
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DAX3
        
          
        
        10000000.0000000000
        PA
        USD
        10011966.5000000000
        0.1276287960
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-15
          Floating
          1.3900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BP0
        
          
        
        10000000.0000000000
        PA
        USD
        9840381.5000000000
        0.1254414947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-03
          Fixed
          0.4000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2021-1
        262108AE3
        
          
        
        11185000.0000000000
        PA
        USD
        11027526.3900000000
        0.1405747728
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDF0
        
          
        
        10000000.0000000000
        PA
        USD
        9934272.5000000000
        0.1266383820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Floating
          1.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        American Express Credit Account Master Trust
        02587AAP9
        
          
        
        4202000.0000000000
        PA
        USD
        4203798.2500000000
        0.0535884443
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AQ6
        
          
        
        25000000.0000000000
        PA
        USD
        24599464.0000000000
        0.3135847460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.4500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        06406FAF0
        
          
        
        5000000.0000000000
        PA
        USD
        5022881.1000000000
        0.0640298054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-30
          Floating
          1.3500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        Bayer US Finance II LLC
        07274NAG8
        
          
        
        9100000.0000000000
        PA
        USD
        9145023.6200000000
        0.1165773331
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-12-15
          Floating
          1.8400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CN8
        
          
        
        11035000.0000000000
        PA
        USD
        10590085.2400000000
        0.1349984370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.6100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2005-51
        12668ARF4
        
          
        
        119020.1600000000
        PA
        USD
        86779.4700000000
        0.0011062322
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-20
          Floating
          1.5500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        05252ADE8
        
          
        
        13500000.0000000000
        PA
        USD
        13522859.8200000000
        0.1723843480
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2022-11-21
          Floating
          0.9700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        06406RAP2
        
          
        
        25000000.0000000000
        PA
        USD
        24183016.5000000000
        0.3082760294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-07
          Fixed
          0.3500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harley-Davidson Motorcycle Trust
        N/A
        Harley-Davidson Motorcycle Trust 2019-A
        41284WAC4
        
          
        
        1569599.0300000000
        PA
        USD
        1571095.4100000000
        0.0200277354
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AH8
        
          
        
        25000000.0000000000
        PA
        USD
        23857893.2500000000
        0.3041314801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          1.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2019-C
        98162RAF5
        
          
        
        13500000.0000000000
        PA
        USD
        13489479.4500000000
        0.1719588275
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DD4
        
          
        
        5000000.0000000000
        PA
        USD
        4962382.8000000000
        0.0632585958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-04
          Fixed
          1.1700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASS PLC
        213800UCE3NFG8SQKH09
        Brass No 10 PLC
        10554PAA1
        
          
        
        24999833.3300000000
        PA
        USD
        24363587.5700000000
        0.3105778817
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2069-04-16
          Variable
          0.6700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG GLOBAL FUNDING
        54930057MDZ7KOVOTV71
        AIG Global Funding
        00138CAM0
        
          
        
        6820000.0000000000
        PA
        USD
        6671653.1300000000
        0.0850477332
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-07-07
          Fixed
          0.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AS0
        
          
        
        12060000.0000000000
        PA
        USD
        12047633.9200000000
        0.1535787212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Floating
          0.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARDS II Trust
        549300GWPYLNK6X47W76
        CARDS II Trust
        14161GCA6
        
          
        
        6118000.0000000000
        PA
        USD
        5855099.4500000000
        0.0746386130
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA/RI
        DRMSV1Q0EKMEXLAU1P80
        Citizens Bank NA/Providence RI
        17401QAR2
        
          
        
        10000000.0000000000
        PA
        USD
        10047031.2000000000
        0.1280757876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-29
          Floating
          1.9300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Trucks Retail Trust
        N/A
        Daimler Trucks Retail Trust 2020-1
        233854AC2
        
          
        
        2569605.7400000000
        PA
        USD
        2569715.7200000000
        0.0327577727
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Discover Card Execution Note Trust
        549300CKCX1QE4RUW216
        Discover Card Execution Note Trust
        254683CC7
        
          
        
        14700000.0000000000
        PA
        USD
        14711873.9300000000
        0.1875414541
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Floating
          2.83
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Pacer Auto Receivables Trust
        N/A
        Canadian Pacer Auto Receivables Trust 2021-1
        13646CAF3
        
          
        
        18002000.0000000000
        PA
        USD
        16884821.9800000000
        0.2152413814
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        CarMax Auto Owner Trust 2021-3
        14317DAE0
        
          
        
        7000000.0000000000
        PA
        USD
        6595025.5000000000
        0.0840709129
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        EAST OHIO GAS CO/THE
        BC95Y6MXLT75BGO7UM71
        East Ohio Gas Co/The
        27409LAA1
        
          
        
        1000000.0000000000
        PA
        USD
        944871.9200000000
        0.0120448731
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-06-15
          Fixed
          1.3000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F84A8
        
          
        
        31150886.2200000000
        PA
        USD
        31159633.3900000000
        0.3972113263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Floating
          0.5400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust
        14687TAH0
        
          
        
        2481979.0500000000
        PA
        USD
        2480006.5000000000
        0.0316141932
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CS1
        
          
        
        2550000.0000000000
        PA
        USD
        2429421.0800000000
        0.0309693493
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F9CM1
        
          
        
        29984198.1000000000
        PA
        USD
        29933290.9300000000
        0.3815783723
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Floating
          0.4100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FUQ98
        
          
        
        21024389.4100000000
        PA
        USD
        21086165.3700000000
        0.2687985320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Floating
          0.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJX8
        
          
        
        6500000.0000000000
        PA
        USD
        6486824.5000000000
        0.0826916072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-28
          Floating
          0.9100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH INDUSTRIAL CAP LLC
        549300PNSJ5B81UMVO28
        CNH Industrial Capital LLC
        12592BAK0
        
          
        
        9610000.0000000000
        PA
        USD
        9515065.1200000000
        0.1212944834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-02
          Fixed
          1.9500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        5493001NEANKKEPIN618
        Fannie Mae Trust 2006-W1
        31395B5N9
        
          
        
        578348.1500000000
        PA
        USD
        571008.9700000000
        0.0072790083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-25
          Floating
          0.6800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        GM Financial Automobile Leasing Trust 2020-2
        36259PAG1
        
          
        
        3000000.0000000000
        PA
        USD
        3014107.2000000000
        0.0384227088
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        Carmax Auto Owner Trust 2021-1
        14316NAG4
        
          
        
        1750000.0000000000
        PA
        USD
        1654126.1600000000
        0.0210861802
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust
        14687GAA3
        
          
        
        18080488.2600000000
        PA
        USD
        17819730.5500000000
        0.2271592454
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EVT3
        
          
        
        20000000.0000000000
        PA
        USD
        19929626.6000000000
        0.2540554093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-10
          Floating
          0.2200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EVV8
        
          
        
        7895000.0000000000
        PA
        USD
        7873996.6900000000
        0.1003747583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-11
          Floating
          0.3000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374MEV7
        
          
        
        3641341.6700000000
        PA
        USD
        3633686.4800000000
        0.0463208732
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-11-20
          Floating
          0.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        Hyundai Auto Lease Securitization Trust 2021-A
        44891TAC0
        
          
        
        30000000.0000000000
        PA
        USD
        29710362.0000000000
        0.3787365579
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2020-1
        24703NAF6
        
          
        
        5000000.0000000000
        PA
        USD
        5086493.7500000000
        0.0648407157
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F72K0
        
          
        
        20659745.6000000000
        PA
        USD
        20705234.2300000000
        0.2639425647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Floating
          0.5700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRW2
        
          
        
        5000000.0000000000
        PA
        USD
        5025070.5000000000
        0.0640577151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-24
          Floating
          1.4900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCG9
        
          
        
        8000000.0000000000
        PA
        USD
        7926426.6400000000
        0.1010431156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Floating
          0.7600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCQ7
        
          
        
        12500000.0000000000
        PA
        USD
        12174853.5000000000
        0.1552004687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-22
          Floating
          1.0400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        JPMorgan Chase Bank NA - CACLN
        48128U2N8
        
          
        
        6009749.3900000000
        PA
        USD
        5897039.2400000000
        0.0751732457
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUST
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        2027A0KG3
        
          
        
        25975000.0000000000
        PA
        USD
        25734600.0800000000
        0.3280550353
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2025-07-07
          Floating
          0.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA N.A.
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.0000000000
        NC
        
        544218.4400000000
        0.0069374927
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA N.A.
              1IE8VN30JCEQV1H4R804
            
            5023456.2500000000
            EUR
            6104147.3700000000
            USD
            2022-04-21
            544218.4400000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FNQV5
        
          
        
        5445946.4000000000
        PA
        USD
        5473794.2500000000
        0.0697778773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-25
          Floating
          0.8600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385HJR4
        
          
        
        407333.8600000000
        PA
        USD
        422647.7800000000
        0.0053877555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Floating
          2.4500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSMUTUAL GLOBAL FUNDIN
        549300K1IE3K7YU6VG29
        MassMutual Global Funding II
        57629WCE8
        
          
        
        6000000.0000000000
        PA
        USD
        5994618.4800000000
        0.0764171493
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-06-22
          Fixed
          2.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Master Credit Card Trust
        N/A
        Master Credit Card Trust II Series 2018-1
        576339BN4
        
          
        
        7648000.0000000000
        PA
        USD
        7720793.6600000000
        0.0984217835
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396R3N5
        
          
        
        180017.4400000000
        PA
        USD
        181330.0400000000
        0.0023115274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-15
          Floating
          0.8600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master Owner Trust
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHB3
        
          
        
        5000000.0000000000
        PA
        USD
        5004180.0000000000
        0.0637914108
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851EB6
        
          
        
        14285000.0000000000
        PA
        USD
        13716791.7000000000
        0.1748565189
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-03-01
          Fixed
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2021-2
        24702VAL6
        
          
        
        9000000.0000000000
        PA
        USD
        8621154.0000000000
        0.1098992396
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Mellon Residential Funding Corporation
        N/A
        Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1
        585525FC7
        
          
        
        197542.4100000000
        PA
        USD
        193086.2100000000
        0.0024613906
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-11-15
          Floating
          1.1000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GGW3
        
          
        
        12000000.0000000000
        PA
        USD
        11942156.4000000000
        0.1522341333
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-01-07
          Floating
          0.4200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        Ford Credit Auto Owner Trust 2019-B
        34532DAG2
        
          
        
        5000000.0000000000
        PA
        USD
        5007196.2500000000
        0.0638298609
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDQ6
        
          
        
        10000000.0000000000
        PA
        USD
        9887902.0000000000
        0.1260472682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-26
          Floating
          1.2600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468J1
        
          
        
        2145000.0000000000
        PA
        USD
        2124605.2800000000
        0.0270836717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-22
          Fixed
          2.7200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        63254WAA8
        
          
        
        30000000.0000000000
        PA
        USD
        30025557.3000000000
        0.3827545494
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2022-12-13
          Floating
          1.2100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2021-D
        64034YAA9
        
          
        
        56342748.3100000000
        PA
        USD
        56062423.4200000000
        0.7146627589
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        ONE GAS INC
        549300HXDWI0LATTX840
        ONE Gas Inc
        68235PAK4
        
          
        
        24875000.0000000000
        PA
        USD
        24848542.7000000000
        0.3167599079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-11
          Floating
          1.3600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PEJ0
        
          
        
        6000000.0000000000
        PA
        USD
        6015189.6000000000
        0.0766793822
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546AU8
        
          
        
        10000000.0000000000
        PA
        USD
        10144649.4000000000
        0.1293201879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          3.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-E
        78450MAB8
        
          
        
        32764764.0500000000
        PA
        USD
        32627964.6100000000
        0.4159290623
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2019-B
        80281GAG1
        
          
        
        15600000.0000000000
        PA
        USD
        15624669.0600000000
        0.1991774243
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2021-A
        80282YAG1
        
          
        
        1500000.0000000000
        PA
        USD
        1420872.8300000000
        0.0181127542
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2020-3
        80285WAF4
        
          
        
        32125000.0000000000
        PA
        USD
        31878565.9100000000
        0.4063760086
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2021-C
        80286CAG5
        
          
        
        52000000.0000000000
        PA
        USD
        49891348.0000000000
        0.6359962026
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2019-2
        80286GAF8
        
          
        
        2051087.0300000000
        PA
        USD
        2053481.7800000000
        0.0261770160
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDH9
        
          
        
        16885000.0000000000
        PA
        USD
        16860475.2100000000
        0.2149310179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Floating
          1.3600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137A9HR0
        
          
        
        4967039.2500000000
        PA
        USD
        4983918.2400000000
        0.0635331215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-15
          Floating
          0.7300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F24X1
        
          
        
        2236842.0800000000
        PA
        USD
        2232978.1600000000
        0.0284651686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-15
          Floating
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FPAS4
        
          
        
        24274933.2000000000
        PA
        USD
        24436368.7900000000
        0.3115056694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-25
          Floating
          0.9100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H2NK6
        
          
        
        25000000.0000000000
        PA
        USD
        24948320.0000000000
        0.3180318315
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-25
          Floating
          0.2300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397GZ94
        
          
        
        236821.9200000000
        PA
        USD
        238277.5500000000
        0.0030374729
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-15
          Floating
          0.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397PFG0
        
          
        
        875258.1000000000
        PA
        USD
        880183.2600000000
        0.0112202463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-15
          Floating
          0.8200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        Ford Credit Auto Lease Trust 2020-B
        34531RAG2
        
          
        
        6750000.0000000000
        PA
        USD
        6732899.2100000000
        0.0858284753
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GVM3
        
          
        
        10000000.0000000000
        PA
        USD
        10208950.1000000000
        0.1301398691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-03
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZL1
        
          
        
        9375000.0000000000
        PA
        USD
        9373936.0300000000
        0.1194954227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.3300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRUST
        N/A
        SoFi Consumer Loan Program 2020-1 Trust
        83407AAB8
        
          
        
        5000000.0000000000
        PA
        USD
        5011642.0000000000
        0.0638865336
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DG9
        
          
        
        10000000.0000000000
        PA
        USD
        9618858.9000000000
        0.1226176076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-26
          Fixed
          0.6000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVABLES
        N/A
        GreatAmerica Leasing Receivables Funding LLC Series 2020-1
        39154TBE7
        
          
        
        10800000.0000000000
        PA
        USD
        10674293.9400000000
        0.1360718979
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BR9
        
          
        
        5000000.0000000000
        PA
        USD
        5017729.1500000000
        0.0639641303
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-18
          Floating
          1.4900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GDB2
        
          
        
        2915000.0000000000
        PA
        USD
        2923339.5200000000
        0.0372656364
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2022-06-17
          Fixed
          2.4000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEH8
        
          
        
        5555000.0000000000
        PA
        USD
        5459740.8600000000
        0.0695987299
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-06-08
          Fixed
          0.9000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        Ford Credit Auto Lease Trust 2021-A
        34532QAF5
        
          
        
        5000000.0000000000
        PA
        USD
        4871022.0000000000
        0.0620939626
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        GM Financial Automobile Leasing Trust 2021-3
        36262XAF1
        
          
        
        22750000.0000000000
        PA
        USD
        21810372.6800000000
        0.2780304554
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2019-D
        63941CAC7
        
          
        
        7013872.8200000000
        PA
        USD
        6964743.4500000000
        0.0887839388
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDW2
        
          
        
        2900000.0000000000
        PA
        USD
        2902735.5700000000
        0.0370029850
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-B
        88161KAE5
        
          
        
        17350000.0000000000
        PA
        USD
        16562261.4200000000
        0.2111295003
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Transportation Finance Equipment Trust
        N/A
        Transportation Finance Equipment Trust 2019-1
        89389JAF9
        
          
        
        2500000.0000000000
        PA
        USD
        2475906.0000000000
        0.0315619216
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        AIG GLOBAL FUNDING
        54930057MDZ7KOVOTV71
        AIG Global Funding
        00138CAS7
        
          
        
        5090000.0000000000
        PA
        USD
        4845157.3100000000
        0.0617642492
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-06-17
          Fixed
          0.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        American Express Credit Account Master Trust
        02582JJE1
        
          
        
        16613000.0000000000
        PA
        USD
        16648644.0200000000
        0.2122306733
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-17
          Floating
          3.04
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913YBA7
        
          
        
        2500000.0000000000
        PA
        USD
        2414290.7300000000
        0.0307764732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          1.2000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214DT7
        
          
        
        30300000.0000000000
        PA
        USD
        30377882.8200000000
        0.3872458631
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2023-01-11
          Floating
          0.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LFE GLB FND II
        635400WSLKBQWSOIIT41
        Principal Life Global Funding II
        74256LEM7
        
          
        
        8000000.0000000000
        PA
        USD
        7988029.2800000000
        0.1018284030
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-04-12
          Floating
          0.5600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2020-B
        802830AR0
        
          
        
        2000000.0000000000
        PA
        USD
        1964855.5000000000
        0.0250472414
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRUST
        N/A
        SoFi Consumer Loan Program 2020-1 Trust
        83407AAA0
        
          
        
        299855.8200000000
        PA
        USD
        300478.9500000000
        0.0038303930
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-A
        88161FAH9
        
          
        
        10000000.0000000000
        PA
        USD
        9818833.0000000000
        0.1251668025
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2019-A
        98163BAF9
        
          
        
        1593000.0000000000
        PA
        USD
        1589237.3300000000
        0.0202590018
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust
        98163MAG3
        
          
        
        1400000.0000000000
        PA
        USD
        1373603.5600000000
        0.0175101833
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-B
        88161KAF2
        
          
        
        16000000.0000000000
        PA
        USD
        15288064.0000000000
        0.1948865092
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WBN9
        
          
        
        30800000.0000000000
        PA
        USD
        31047235.9100000000
        0.3957785254
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-01-16
          Floating
          1.2300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        -300.0000000000
        NC
        USD
        1119637.5000000000
        0.0142727192
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 10 Year US Treasury Note
                CBOT 10 Year US Treasury Note
                
                  
                  
                
              
            
            2022-06-21
            -37982137.5000000000
            USD
            1119637.5000000000
          
        
        
          N
          N
          N
        
      
      
        Volkswagen Auto Lease Trust
        N/A
        Volkswagen Auto Lease Trust 2020-A
        92868VAC3
        
          
        
        34600000.0000000000
        PA
        USD
        34312105.5100000000
        0.4373978592
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2019-C
        98162RAG3
        
          
        
        8100000.0000000000
        PA
        USD
        8046959.9900000000
        0.1025796296
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        GM Financial Leasing Trust
        380144AF2
        
          
        
        8000000.0000000000
        PA
        USD
        7760916.8000000000
        0.0989332582
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Golden Credit Card Trust
        549300BEDPMEONLTJX58
        Golden Credit Card Trust
        380881FJ6
        
          
        
        17658000.0000000000
        PA
        USD
        17344845.0800000000
        0.2211055834
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBH2
        
          
        
        19530000.0000000000
        PA
        USD
        18730108.8100000000
        0.2387644062
        Long
        DBT
        
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.6000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2021-2
        03066RAE5
        
          
        
        15500000.0000000000
        PA
        USD
        14589624.5500000000
        0.1859830649
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust 2020-1
        40438FAF1
        
          
        
        2750000.0000000000
        PA
        USD
        2745302.3100000000
        0.0349960848
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516CC8
        
          
        
        2000000.0000000000
        PA
        USD
        1994448.0600000000
        0.0254244763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-19
          Fixed
          0.4800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833DL1
        
          
        
        6535000.0000000000
        PA
        USD
        6547641.0400000000
        0.0834668736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-11
          Fixed
          1.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJV2
        
          
        
        15000000.0000000000
        PA
        USD
        14946923.2500000000
        0.1905377748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Floating
          1.1100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        06368FAD1
        
          
        
        10000000.0000000000
        PA
        USD
        9918367.9000000000
        0.1264356361
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-09-15
          Floating
          0.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        06406RAT4
        
          
        
        10000000.0000000000
        PA
        USD
        9968026.5000000000
        0.1270686653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-26
          Floating
          0.4000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        Hyundai Auto Lease Securitization Trust 2021-B
        44891VAE1
        
          
        
        20050000.0000000000
        PA
        USD
        19381410.7000000000
        0.2470669585
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Chase Auto Credit Linked Notes
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HCG3
        
          
        
        1969386.8100000000
        PA
        USD
        1927461.1300000000
        0.0245705520
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2020-A
        98163DAF5
        
          
        
        7750000.0000000000
        PA
        USD
        7612250.7300000000
        0.0970381189
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World Omni Automobile Lease Securitization Trust
        N/A
        World Omni Automobile Lease Securitization Trust 2021-A
        98163JAE5
        
          
        
        5760000.0000000000
        PA
        USD
        5527359.6500000000
        0.0704607089
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        CarMax Auto Owner Trust 2021-3
        14317DAF7
        
          
        
        12075000.0000000000
        PA
        USD
        11453231.6900000000
        0.1460015044
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust
        14687GAG0
        
          
        
        1581778.2100000000
        PA
        USD
        1580463.4400000000
        0.0201471555
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAQ9
        
          
        
        6000000.0000000000
        PA
        USD
        6017063.3400000000
        0.0767032680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-23
          Floating
          0.9900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAL4
        
          
        
        6900000.0000000000
        PA
        USD
        6650469.0900000000
        0.0847776870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CB8
        
          
        
        3800000.0000000000
        PA
        USD
        3818383.0700000000
        0.0486753161
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-04-15
          Fixed
          3.36
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CN2
        
          
        
        1350000.0000000000
        PA
        USD
        1316224.9600000000
        0.0167787424
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CQ5
        
          
        
        5300000.0000000000
        PA
        USD
        5062594.4500000000
        0.0645360563
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MZ1
        
          
        
        15000000.0000000000
        PA
        USD
        14731861.8000000000
        0.1877962520
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-09
          Floating
          1.0200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercedes-Benz Auto Lease Trust
        N/A
        Mercedes-Benz Auto Lease Trust 2020-B
        58769EAD0
        
          
        
        11500000.0000000000
        PA
        USD
        11339069.0000000000
        0.1445462012
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Mercedes-Benz Auto Lease Trust
        N/A
        Mercedes-Benz Auto Lease Trust
        58769QAD3
        
          
        
        8601485.3700000000
        PA
        USD
        8604062.3800000000
        0.1096813620
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        DBWF Mortgage Trust
        N/A
        DBWF 2018-GLKS Mortgage Trust
        23307GAG1
        
          
        
        25000000.0000000000
        PA
        USD
        24718785.0000000000
        0.3151058054
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2030-12-19
          Floating
          1.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        Enterprise Fleet Financing 2020-1 LLC
        29373KAB9
        
          
        
        2258047.1300000000
        PA
        USD
        2256973.5400000000
        0.0287710527
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-D
        78449MAB2
        
          
        
        12597545.1700000000
        PA
        USD
        12413500.0700000000
        0.1582426457
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        867224AC1
        
          
        
        2345000.0000000000
        PA
        USD
        2349806.3800000000
        0.0299544509
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-05-15
          Fixed
          2.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        Enterprise Fleet Financing 2019-2 LLC
        29374DAC2
        
          
        
        2000000.0000000000
        PA
        USD
        2002534.4000000000
        0.0255275579
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Evergreen Credit Card Trust
        5493002G9KVV6J3CNU15
        Evergreen Credit Card Trust
        30023JBJ6
        
          
        
        4100000.0000000000
        PA
        USD
        4110832.4100000000
        0.0524033506
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114QCN6
        
          
        
        15000000.0000000000
        PA
        USD
        14977015.3500000000
        0.1909213776
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-06
          Floating
          0.3400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Auto Receivables Owner Trust
        N/A
        Toyota Auto Receivables 2019-B Owner Trust
        89239JAD6
        
          
        
        1230325.4600000000
        PA
        USD
        1233766.8600000000
        0.0157275975
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BRN76
        
          
        
        1333671.9000000000
        PA
        USD
        1345576.2600000000
        0.0171529018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-15
          Floating
          0.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31392F6K8
        
          
        
        92304.0000000000
        PA
        USD
        94324.3900000000
        0.0012024120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-18
          Floating
          1.4700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trillium Credit Card Trust II
        549300P7QN1SDIOQVL28
        Trillium Credit Card Trust II
        89621ABC2
        
          
        
        50000000.0000000000
        PA
        USD
        49984030.0000000000
        0.6371776780
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        902674YC8
        
          
        
        35000000.0000000000
        PA
        USD
        34769568.7500000000
        0.4432294291
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2024-02-09
          Floating
          0.5400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAN2
        
          
        
        11000000.0000000000
        PA
        USD
        10996094.0100000000
        0.1401740846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Floating
          1.1800000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        American Express Credit Account Master Trust
        02588NAB1
        
          
        
        6679000.0000000000
        PA
        USD
        6685644.9400000000
        0.0852260956
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Floating
          3.05
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396GE98
        
          
        
        689000.8000000000
        PA
        USD
        695854.9100000000
        0.0088704976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-15
          Floating
          0.9200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396RKP1
        
          
        
        299362.9000000000
        PA
        USD
        300592.4100000000
        0.0038318394
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-15
          Floating
          0.5700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300XY7L2MRX0BQH89
        Verizon Owner Trust 2020-A
        92348TAD6
        
          
        
        10000000.0000000000
        PA
        USD
        9973908.0000000000
        0.1271436405
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396TZ89
        
          
        
        58403.0400000000
        PA
        USD
        58564.0700000000
        0.0007465528
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-15
          Floating
          0.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397B5Q0
        
          
        
        163141.5300000000
        PA
        USD
        163630.9200000000
        0.0020859056
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-15
          Floating
          0.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833DV9
        
          
        
        15000000.0000000000
        PA
        USD
        14815762.8000000000
        0.1888657905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        06368EA44
        
          
        
        50000000.0000000000
        PA
        USD
        49770149.0000000000
        0.6344512032
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-12-08
          Floating
          0.5900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXK5
        
          
        
        15000000.0000000000
        PA
        USD
        14928101.4000000000
        0.1902978409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Floating
          0.7400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVABLES
        N/A
        GreatAmerica Leasing Receivables Funding LLC Series 2021-1
        39154TBL1
        
          
        
        2610000.0000000000
        PA
        USD
        2450652.8400000000
        0.0312400038
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        Impac CMB Trust Series 2004-7
        45254NKG1
        
          
        
        70171.2300000000
        PA
        USD
        68498.7300000000
        0.0008731961
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Floating
          1.3800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        JPMorgan Chase Bank NA - CACLN
        48128U2P3
        
          
        
        5346096.0800000000
        PA
        USD
        5244633.0600000000
        0.0668566163
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DT2
        
          
        
        6330000.0000000000
        PA
        USD
        6156822.2800000000
        0.0784848626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-13
          Fixed
          0.5400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAV3
        
          
        
        10000000.0000000000
        PA
        USD
        9914959.1000000000
        0.1263921820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          2.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Master Credit Card Trust
        549300G7G68IV2D8IM76
        Master Credit Card Trust II
        576339CP8
        
          
        
        2000000.0000000000
        PA
        USD
        1940204.7000000000
        0.0247330022
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        NELNET STUDENT LOAN TRUST
        N/A
        Nelnet Student Loan Trust 2021-C
        64035GAA7
        
          
        
        9560248.2400000000
        PA
        USD
        9449596.0100000000
        0.1204599078
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        NextGear Floorplan Master Owner Trust
        N/A
        NextGear Floorplan Master Owner Trust
        65341KBL9
        
          
        
        18000000.0000000000
        PA
        USD
        18027179.1000000000
        0.2298037217
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78015K7E8
        
          
        
        5000000.0000000000
        PA
        USD
        5006585.8500000000
        0.0638220797
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-17
          Floating
          0.6000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAG8
        
          
        
        12085000.0000000000
        PA
        USD
        11739269.1800000000
        0.1496478031
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-09-02
          Fixed
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2017-A
        80286DAG3
        
          
        
        55825000.0000000000
        PA
        USD
        52873029.8300000000
        0.6740055649
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Bank Auto Credit-Linked Notes
        N/A
        Santander Bank NA - SBCLN
        80290CAE4
        
          
        
        8613201.9300000000
        PA
        USD
        8461972.1900000000
        0.1078700495
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co LLC
        N/A
        Sierra Timeshare 2020-2 Receivables Funding LLC
        826525AA5
        
          
        
        4037665.1000000000
        PA
        USD
        3947358.6800000000
        0.0503194488
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        Stryker Corp
        863667BB6
        
          
        
        8145000.0000000000
        PA
        USD
        7904495.7400000000
        0.1007635487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.6000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114QCJ5
        
          
        
        5000000.0000000000
        PA
        USD
        4864120.3000000000
        0.0620059823
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-09-11
          Fixed
          0.4500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust
        14687KAH9
        
          
        
        5533520.5700000000
        PA
        USD
        5521158.6900000000
        0.0703816614
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LN9
        
          
        
        5000000.0000000000
        PA
        USD
        5008741.8500000000
        0.0638495636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Floating
          1.2100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volvo Financial Equipment LLC
        N/A
        Volvo Financial Equipment LLC Series 2019-1
        92888DAF2
        
          
        
        4770000.0000000000
        PA
        USD
        4797210.2300000000
        0.0611530378
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2026-04-15
          Fixed
          3.48
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volvo Financial Equipment LLC
        N/A
        Volvo Financial Equipment LLC
        92888EAB9
        
          
        
        3383268.5600000000
        PA
        USD
        3381327.4100000000
        0.0431038943
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2020-C
        98163CAH3
        
          
        
        2650000.0000000000
        PA
        USD
        2556066.6400000000
        0.0325837794
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2021-A
        98163HAD1
        
          
        
        9250000.0000000000
        PA
        USD
        8755705.4400000000
        0.1116144509
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2021-B
        98163LAE0
        
          
        
        5000000.0000000000
        PA
        USD
        4701363.5000000000
        0.0599312196
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2021-B
        98163LAF7
        
          
        
        4500000.0000000000
        PA
        USD
        4254723.2300000000
        0.0542376169
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2021-A
        98164EAE5
        
          
        
        6430000.0000000000
        PA
        USD
        6064130.4300000000
        0.0773032616
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        -3500.0000000000
        NC
        USD
        10273543.0000000000
        0.1309632751
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 2 Year US Treasury Note Future
                CBOT 2 Year US Treasury Note Future
                
                  
                  
                
              
            
            2022-06-30
            -752000109.0000000000
            USD
            10273543.0000000000
          
        
        
          N
          N
          N
        
      
      
        Citibank Credit Card Issuance Trust
        R8AG6FXVDQAMDKCSJJ64
        Citibank Credit Card Issuance Trust
        17305EGN9
        
          
        
        20250000.0000000000
        PA
        USD
        20287631.5900000000
        0.2586191227
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-07
          Floating
          2.81
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCX7
        
          
        
        35830000.0000000000
        PA
        USD
        36281847.8300000000
        0.4625073960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Floating
          0.8700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAB2
        
          
        
        5835000.0000000000
        PA
        USD
        5965554.6200000000
        0.0760466541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2019-4
        26209AAF8
        
          
        
        322577.7000000000
        PA
        USD
        323041.2100000000
        0.0041180083
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAL6
        
          
        
        34975000.0000000000
        PA
        USD
        33434527.5200000000
        0.4262108240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BV7
        
          
        
        14950000.0000000000
        PA
        USD
        14729257.7200000000
        0.1877630562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-12
          Fixed
          0.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        American Express Credit Account Master Trust
        02582JJB7
        
          
        
        11537000.0000000000
        PA
        USD
        11562587.3400000000
        0.1473955292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        AMERICAN HONDA FINANCE
        B6Q2VFHD1797Q7NZ3E43
        American Honda Finance Corp
        02665WDY4
        
          
        
        13635000.0000000000
        PA
        USD
        13000799.2000000000
        0.1657293149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-09
          Fixed
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATMOS ENERGY CORP
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp
        049560AV7
        
          
        
        18950000.0000000000
        PA
        USD
        18927887.4300000000
        0.2412856139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Floating
          1.0200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GRP NY
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd/New York NY
        05253JAW1
        
          
        
        430000.0000000000
        PA
        USD
        431041.4800000000
        0.0054947552
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2022-11-21
          Fixed
          2.0500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHMS Mortgage Trust
        N/A
        BHMS 2018-ATLS
        05549GAA9
        
          
        
        20000000.0000000000
        PA
        USD
        19775034.0000000000
        0.2520847208
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2035-07-15
          Floating
          1.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGJ2
        
          
        
        25000000.0000000000
        PA
        USD
        25006777.7500000000
        0.3187770290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-24
          Floating
          1.2600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBQ7
        
          
        
        3280000.0000000000
        PA
        USD
        3150982.6400000000
        0.0401675456
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-12-10
          Fixed
          1.0100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW Vehicle Lease Trust
        N/A
        BMW Vehicle Lease Trust 2021-2
        09690AAC7
        
          
        
        63000000.0000000000
        PA
        USD
        61260425.1000000000
        0.7809249358
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607GKW3
        
          
        
        10870000.0000000000
        PA
        USD
        10894448.9100000000
        0.1388783509
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-03-17
          Floating
          1.0700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMERA US FINANCE LP
        N/A
        Emera US Finance LP
        29103DAS5
        
          
        
        7660000.0000000000
        PA
        USD
        7256577.7500000000
        0.0925041330
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          0.8300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBB7
        
          
        
        14155000.0000000000
        PA
        USD
        14192593.8400000000
        0.1809218662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-16
          Fixed
          1.9000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DLLMT LLC
        N/A
        Dllmt 2021-1 LLC
        23345FAB8
        
          
        
        31650000.0000000000
        PA
        USD
        31323641.0300000000
        0.3993020343
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2021-1
        24703QAE2
        
          
        
        17617000.0000000000
        PA
        USD
        17134150.6200000000
        0.2184197294
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F8ZR7
        
          
        
        55726441.8800000000
        PA
        USD
        55649394.5000000000
        0.7093976210
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Floating
          0.3000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FX4E5
        
          
        
        2382920.8900000000
        PA
        USD
        2373996.3700000000
        0.0302628158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-25
          Floating
          0.5900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31395NAY3
        
          
        
        214873.0500000000
        PA
        USD
        216158.3800000000
        0.0027555060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-25
          Floating
          0.8900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        Ford Credit Auto Owner Trust 2022-A
        345286AB4
        
          
        
        4200000.0000000000
        PA
        USD
        4161375.1200000000
        0.0530476501
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDC0
        
          
        
        20000000.0000000000
        PA
        USD
        20016153.0000000000
        0.2551584154
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-01-15
          Fixed
          2.4500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2021-2
        262104AB8
        
          
        
        2773108.6100000000
        PA
        USD
        2767110.9300000000
        0.0352740929
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        Enterprise Fleet Financing 2019-1 LLC
        29374AAB0
        
          
        
        288840.7200000000
        PA
        USD
        289103.6800000000
        0.0036853853
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2024-10-22
          Fixed
          2.98
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FMKA9
        
          
        
        17760285.3800000000
        PA
        USD
        17843952.3100000000
        0.2274680153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          0.8600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886CB8
        
          
        
        3340000.0000000000
        PA
        USD
        3341700.3900000000
        0.0425987439
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886CM4
        
          
        
        13000000.0000000000
        PA
        USD
        12598110.8500000000
        0.1605959947
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385HHZ8
        
          
        
        29176.2800000000
        PA
        USD
        30156.0700000000
        0.0003844183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-01
          Floating
          2.4300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397PHA1
        
          
        
        1066256.0000000000
        PA
        USD
        1081492.9000000000
        0.0137864661
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-15
          Floating
          1.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master Owner Trust
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHM9
        
          
        
        14000000.0000000000
        PA
        USD
        13615270.9000000000
        0.1735623698
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        Ford Credit Auto Owner Trust 2020-C
        34533YAG5
        
          
        
        4280000.0000000000
        PA
        USD
        4107527.5600000000
        0.0523612216
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Golden Credit Card Trust
        549300BEDPMEONLTJX58
        Golden Credit Card Trust
        380881FH0
        
          
        
        15000000.0000000000
        PA
        USD
        14934921.0000000000
        0.1903847746
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust
        40440YAE9
        
          
        
        19640000.0000000000
        PA
        USD
        19130893.8800000000
        0.2438734640
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        GM Financial Consumer Automobile Receivables Trust 2021-1
        36261LAC5
        
          
        
        8400000.0000000000
        PA
        USD
        8236859.8200000000
        0.1050004014
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        GM Financial Consumer Automobile Receivables Trust 2021-1
        36261LAF8
        
          
        
        1375000.0000000000
        PA
        USD
        1314353.0100000000
        0.0167548795
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334CC6
        
          
        
        6950000.0000000000
        PA
        USD
        7036477.3200000000
        0.0896983753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-17
          Floating
          1.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXN9
        
          
        
        10000000.0000000000
        PA
        USD
        9827843.6000000000
        0.1252816663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-09
          Floating
          1.0400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378JBX9
        
          
        
        1796513.5100000000
        PA
        USD
        1798009.8300000000
        0.0229203553
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-02-20
          Floating
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABY2
        
          
        
        12000000.0000000000
        PA
        USD
        11296726.8000000000
        0.1440064387
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-09-17
          Fixed
          1.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust
        40441RAF0
        
          
        
        14400000.0000000000
        PA
        USD
        13805888.4000000000
        0.1759922902
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        HUNTINGTON INGALLS INDUS
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413AU0
        
          
        
        19835000.0000000000
        PA
        USD
        19256589.5800000000
        0.2454757857
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-08-16
          Fixed
          0.6700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2021-B
        44934KAE4
        
          
        
        9330000.0000000000
        PA
        USD
        8760709.5200000000
        0.1116782410
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933YAU9
        
          
        
        4735000.0000000000
        PA
        USD
        4794394.6600000000
        0.0611171460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-07
          Fixed
          2.9000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        Hyundai Auto Lease Securitization Trust 2021-A
        44891TAE6
        
          
        
        5150000.0000000000
        PA
        USD
        5042519.2400000000
        0.0642801451
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AM3
        
          
        
        3315000.0000000000
        PA
        USD
        3299908.3000000000
        0.0420659940
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2022-09-15
          Fixed
          0.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        Chase Auto Credit Linked Notes Series 2020-2
        46591HAU4
        
          
        
        19618250.3200000000
        PA
        USD
        19404199.5100000000
        0.2473574617
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Chase Auto Credit Linked Notes
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HCD0
        
          
        
        16664042.2300000000
        PA
        USD
        16216511.0500000000
        0.2067220041
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468T9
        
          
        
        4635000.0000000000
        PA
        USD
        4582593.8200000000
        0.0584171882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-10
          Fixed
          0.5600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468W2
        
          
        
        20000000.0000000000
        PA
        USD
        19682560.0000000000
        0.2509058969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          0.5300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Auto Credit Linked Notes
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HCE8
        
          
        
        4355374.6700000000
        PA
        USD
        4229513.9200000000
        0.0539162580
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBY1
        
          
        
        2470000.0000000000
        PA
        USD
        2362126.4600000000
        0.0301115027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-16
          Fixed
          0.5600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF CANADA
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada
        63307A2J3
        
          
        
        22500000.0000000000
        PA
        USD
        22504427.5500000000
        0.2868780067
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-01
          Fixed
          2.1000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-F
        63942GAA1
        
          
        
        48376677.1800000000
        PA
        USD
        45058951.4400000000
        0.5743946227
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF CANADA
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada
        63307A2Q7
        
          
        
        16000000.0000000000
        PA
        USD
        15889471.8400000000
        0.2025530309
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-08-06
          Floating
          0.6600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-H
        63935BAA1
        
          
        
        11035754.4500000000
        PA
        USD
        10696068.9600000000
        0.1363494777
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBX7
        
          
        
        30000000.0000000000
        PA
        USD
        29883689.4000000000
        0.3809460706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-03
          Floating
          0.5600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL ELECTRIC UTI
        549300GCZLSGYEYPIR35
        PPL Electric Utilities Corp
        69351UAY9
        
          
        
        14970000.0000000000
        PA
        USD
        14879157.7000000000
        0.1896739249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Floating
          0.6000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Corp
        654740BE8
        
          
        
        4000000.0000000000
        PA
        USD
        3992439.0400000000
        0.0508941163
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2022-09-28
          Floating
          1.6600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448FB9
        
          
        
        8660000.0000000000
        PA
        USD
        8461450.7100000000
        0.1078634019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-07
          Fixed
          0.4000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LFE GLB FND II
        635400WSLKBQWSOIIT41
        Principal Life Global Funding II
        74256LEJ4
        
          
        
        22815000.0000000000
        PA
        USD
        21923506.3800000000
        0.2794726414
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-01-08
          Fixed
          0.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AK2
        
          
        
        3830000.0000000000
        PA
        USD
        3814135.9900000000
        0.0486211759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          0.4500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        549300E92LV3L3L4EW68
        Sofi Professional Loan Program 2016-E LLC
        78470RAA5
        
          
        
        176555.3100000000
        PA
        USD
        176517.7000000000
        0.0022501815
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2039-07-25
          Floating
          3.33
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW CENTURY
        N/A
        NEW CENTURY CLASS D 1999 1
        000000000
        
          
        
        109416.1100000000
        PA
        USD
        0.0000000000
        0.0000000000
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2029-01-25
          Variable
          8.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78013XW61
        
          
        
        5000000.0000000000
        PA
        USD
        5030333.2500000000
        0.0641248027
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-05
          Floating
          0.8700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2021-1
        80286NAD8
        
          
        
        10206216.4200000000
        PA
        USD
        10192642.1500000000
        0.1299319814
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2020-A
        80286KAG7
        
          
        
        5260000.0000000000
        PA
        USD
        5239547.2800000000
        0.0667917847
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        822582CJ9
        
          
        
        18060000.0000000000
        PA
        USD
        17600797.4100000000
        0.2243683678
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-09-15
          Fixed
          0.3800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program 2017-A LLC
        83404FAA2
        
          
        
        626258.1100000000
        PA
        USD
        625842.4600000000
        0.0079780051
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2040-03-26
          Floating
          3.18
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRUST
        N/A
        SoFi Consumer Loan Program 2021-1 Trust
        83407CAA6
        
          
        
        16242119.8200000000
        PA
        USD
        16033242.9100000000
        0.2043857706
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        TRUIST BANK
        JJKC32MCHWDI71265Z06
        Truist Bank
        89788JAC3
        
          
        
        6000000.0000000000
        PA
        USD
        6010698.9000000000
        0.0766221365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Floating
          0.9800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        902674YL8
        
          
        
        10000000.0000000000
        PA
        USD
        9949447.9000000000
        0.1268318323
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2024-08-09
          Floating
          0.6300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-A
        88161FAF3
        
          
        
        23000000.0000000000
        PA
        USD
        22323173.2500000000
        0.2845674448
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Verizon Master Trust
        5493007MUBNP1GFMEB89
        Verizon Master Trust
        92348KAG8
        
          
        
        10000000.0000000000
        PA
        USD
        9487215.0000000000
        0.1209394606
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust
        93363QAA6
        
          
        
        392801.1100000000
        PA
        USD
        383875.2500000000
        0.0048934978
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-25
          Floating
          0.9800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Automobile Lease Securitization Trust
        N/A
        World Omni Automobile Lease Securitization Trust 2019-B
        98162GAF9
        
          
        
        6000000.0000000000
        PA
        USD
        6001843.5000000000
        0.0765092512
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2020-A
        98163DAE8
        
          
        
        9250000.0000000000
        PA
        USD
        9133236.3300000000
        0.1164270732
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2021-A
        98163HAE9
        
          
        
        3500000.0000000000
        PA
        USD
        3281343.9800000000
        0.0418293431
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389BAZ3
        
          
        
        8575000.0000000000
        PA
        USD
        8309753.3000000000
        0.1059296202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-15
          Fixed
          0.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2021-C
        98164CAB5
        
          
        
        19282065.1700000000
        PA
        USD
        19165350.8300000000
        0.2443127083
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          0.2200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARI Fleet Lease Trust
        N/A
        ARI Fleet Lease Trust 2021-A
        00217FAE5
        
          
        
        2546000.0000000000
        PA
        USD
        2434486.3500000000
        0.0310339194
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        ASSOC BANC-CORP
        549300N3CIN473IW5094
        Associated Banc-Corp
        045487AB1
        
          
        
        2655000.0000000000
        PA
        USD
        2709377.4500000000
        0.0345381281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          4.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353AV0
        
          
        
        4700000.0000000000
        PA
        USD
        4301310.6600000000
        0.0548314960
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-08
          Fixed
          0.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BU2
        
          
        
        10500000.0000000000
        PA
        USD
        10508144.0100000000
        0.1339538809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-06
          Floating
          1.6100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Pacer Auto Receivables Trust
        549300G7ER2PTT19ZV22
        Canadian Pacer Auto Receivables Trust
        13645YAD1
        
          
        
        1709378.4400000000
        PA
        USD
        1707922.6500000000
        0.0217719577
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-P3
        14687JAA7
        
          
        
        4659711.5500000000
        PA
        USD
        4653390.6500000000
        0.0593196797
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22550UAB7
        
          
        
        12000000.0000000000
        PA
        USD
        11908787.8800000000
        0.1518087639
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-02-02
          Floating
          0.5500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2021-1
        24703QAD4
        
          
        
        12280000.0000000000
        PA
        USD
        11936099.2100000000
        0.1521569185
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2020-2
        24704GAF0
        
          
        
        3380000.0000000000
        PA
        USD
        3351017.3500000000
        0.0427175131
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AVR27
        
          
        
        2312131.6400000000
        PA
        USD
        2312346.6700000000
        0.0294769286
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-25
          Floating
          0.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396LM49
        
          
        
        295699.9100000000
        PA
        USD
        296387.1800000000
        0.0037782327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-25
          Floating
          0.7600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396PV99
        
          
        
        3689987.0500000000
        PA
        USD
        3685816.2600000000
        0.0469854041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-25
          Floating
          0.6900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL INFO SERV
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620MBP0
        
          
        
        10590000.0000000000
        PA
        USD
        10404976.3900000000
        0.1326387387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.3800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYR9
        
          
        
        12275000.0000000000
        PA
        USD
        12073290.4500000000
        0.1539057810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Floating
          1.0500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust
        40438PAC6
        
          
        
        1600831.3700000000
        PA
        USD
        1598367.7700000000
        0.0203753932
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust
        40440YAD1
        
          
        
        25000000.0000000000
        PA
        USD
        24277028.7500000000
        0.3094744623
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEF2
        
          
        
        7000000.0000000000
        PA
        USD
        7005998.3000000000
        0.0893098401
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-01-13
          Floating
          0.6800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextGear Floorplan Master Owner Trust
        N/A
        NextGear Floorplan Master Owner Trust
        65341KBS4
        
          
        
        7650000.0000000000
        PA
        USD
        7655355.3800000000
        0.0975876008
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2021-4
        80285VAE9
        
          
        
        11000000.0000000000
        PA
        USD
        10510958.7000000000
        0.1339897615
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2012-6
        81744NAB6
        
          
        
        567980.2400000000
        PA
        USD
        565322.7200000000
        0.0072065221
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-25
          Variable
          1.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BY5
        
          
        
        12750000.0000000000
        PA
        USD
        12188709.5600000000
        0.1553771006
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-01-12
          Fixed
          0.9900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-A
        88161FAG1
        
          
        
        18150000.0000000000
        PA
        USD
        17590853.8600000000
        0.2242416111
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236TJE6
        
          
        
        10000000.0000000000
        PA
        USD
        10006725.6000000000
        0.1275619870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Floating
          0.4200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES
        5BV01I6231JPDAPMGH09
        TransCanada PipeLines Ltd
        89352HBB4
        
          
        
        25000000.0000000000
        PA
        USD
        23773431.0000000000
        0.3030547870
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-10-12
          Fixed
          1.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust
        92925DAA8
        
          
        
        231684.0900000000
        PA
        USD
        218919.4100000000
        0.0027907026
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-12-25
          Floating
          0.9200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAC0
        
          
        
        10000000.0000000000
        PA
        USD
        9718037.3000000000
        0.1238818967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.5500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        064159TE6
        
          
        
        10000000.0000000000
        PA
        USD
        10006839.4000000000
        0.1275634376
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-01
          Fixed
          1.9500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CJ5
        
          
        
        500000.0000000000
        PA
        USD
        500049.1800000000
        0.0063744395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-16
          Floating
          0.8400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indymac Manufactured Housing Contract
        N/A
        Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1
        22540ABC1
        
          
        
        4101.9300000000
        PA
        USD
        4122.1200000000
        0.0000525472
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-25
          Fixed
          6.61
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2020-2
        24704GAD5
        
          
        
        4834000.0000000000
        PA
        USD
        4745648.5000000000
        0.0604957482
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2021-2
        262104AE2
        
          
        
        47000000.0000000000
        PA
        USD
        44960272.8500000000
        0.5731367050
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        Enterprise Fleet Financing 2021-2 LLC
        29374YAB8
        
          
        
        38000000.0000000000
        PA
        USD
        36799804.2000000000
        0.4691101096
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F6JG3
        
          
        
        21460077.1400000000
        PA
        USD
        21648685.4700000000
        0.2759693274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Floating
          0.5700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS NV
        549300LKT9PW7ZIBDF31
        Fiat Chrysler Automobiles NV
        31562QAF4
        
          
          
        
        9810000.0000000000
        PA
        USD
        10025378.5500000000
        0.1277997678
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-04-15
          Fixed
          5.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBP3
        
          
        
        13635000.0000000000
        PA
        USD
        13669019.33
        0.1742475346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Floating
          1.1300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fontainebleau Miami Beach Trust
        N/A
        Fontainebleau Miami Beach Trust 2019-FBLU
        34461LAG9
        
          
        
        38000000.0000000000
        PA
        USD
        37090546.0000000000
        0.4728163771
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-12-10
          Fixed
          3.4500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        GM Financial Leasing Trust
        36261RAG3
        
          
        
        10000000.0000000000
        PA
        USD
        9735764.0000000000
        0.1241078700
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CL1
        
          
        
        21550000.0000000000
        PA
        USD
        21261471.5800000000
        0.2710332699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-04
          Floating
          0.8200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJJ9
        
          
        
        5000000.0000000000
        PA
        USD
        5004826.0000000000
        0.0637996458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-24
          Floating
          0.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Equipment Trust
        N/A
        CNH Equipment Trust 2020-A
        12597PAC2
        
          
        
        3220080.8400000000
        PA
        USD
        3197741.8500000000
        0.0407636144
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        Carmax Auto Owner Trust 2021-1
        14316NAE9
        
          
        
        9500000.0000000000
        PA
        USD
        8978953.5000000000
        0.1144603335
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-P1
        14687BAA4
        
          
        
        72575.0000000000
        PA
        USD
        72561.1100000000
        0.0009249818
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CR3
        
          
        
        2000000.0000000000
        PA
        USD
        1909696.4000000000
        0.0243440939
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        DLL Securitization Trust
        N/A
        DLL 2019-1 LLC
        23291GAD6
        
          
        
        1768883.6800000000
        PA
        USD
        1778133.6100000000
        0.0226669807
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2027-04-20
          Fixed
          2.92
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        Enterprise Fleet Financing 2019-3 LLC
        29374WAB2
        
          
        
        2084859.1400000000
        PA
        USD
        2085921.0600000000
        0.0265905398
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040WAM0
        
          
        
        47010000.0000000000
        PA
        USD
        46894518.9900000000
        0.5977937498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Floating
          0.4400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137A9HP4
        
          
        
        12502481.6000000000
        PA
        USD
        12555235.8200000000
        0.1600494399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-15
          Floating
          0.7300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTZZ3
        
          
        
        10652880.4800000000
        PA
        USD
        10695222.4800000000
        0.1363386871
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Floating
          0.7100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FU5D2
        
          
        
        32917216.8000000000
        PA
        USD
        33111569.9200000000
        0.4220938815
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Floating
          0.9100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396KYA4
        
          
        
        231557.4000000000
        PA
        USD
        232454.0800000000
        0.0029632375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-25
          Floating
          0.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDN3
        
          
        
        20000000.0000000000
        PA
        USD
        19689450.4000000000
        0.2509937332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Floating
          0.7400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375BC42
        
          
        
        4350485.2100000000
        PA
        USD
        4327476.8000000000
        0.0551650521
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-11-20
          Floating
          0.4600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2019-A
        44932NAG5
        
          
        
        16000000.0000000000
        PA
        USD
        16091760.8000000000
        0.2051317347
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          3.03
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2020-B
        44933FAF3
        
          
        
        6353000.0000000000
        PA
        USD
        6144235.9700000000
        0.0783244170
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        Hyundai Auto Lease Securitization Trust 2020-A
        44935SAE6
        
          
        
        4375000.0000000000
        PA
        USD
        4383650.9100000000
        0.0558811386
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        Chase Auto Credit Linked Notes Series 2021-1
        46591HBU3
        
          
        
        3465965.1600000000
        PA
        USD
        3427004.9400000000
        0.0436861744
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-1
        46592EBC9
        
          
        
        13700327.6000000000
        PA
        USD
        13444539.7400000000
        0.1713859530
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-06-25
          Floating
          0.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCA2
        
          
        
        10000000.0000000000
        PA
        USD
        9972004.2000000000
        0.1271193716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-16
          Floating
          0.8500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lanark Master Issuer plc
        213800KIOPB5OYXIVY33
        Lanark Master Issuer PLC
        513770BE6
        
          
        
        9100000.0000000000
        PA
        USD
        9078787.9000000000
        0.1157329850
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2069-12-22
          Variable
          2.2800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382GDK5
        
          
        
        13064375.3600000000
        PA
        USD
        13148226.4400000000
        0.1676086621
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-20
          Floating
          0.8500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust 2021-2
        40441JAE1
        
          
        
        15600000.0000000000
        PA
        USD
        15025147.8000000000
        0.1915349520
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585ABH4
        
          
        
        8000000.0000000000
        PA
        USD
        8322441.2000000000
        0.1060913608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Master Credit Card Trust
        549300G7G68IV2D8IM76
        Master Credit Card Trust II
        576339CN3
        
          
        
        3000000.0000000000
        PA
        USD
        2909608.5000000000
        0.0370905985
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        MISSISSIPPI POWE
        LNZ0J6YZ5SC6ILIRU850
        Mississippi Power Co
        605417CC6
        
          
        
        15295000.0000000000
        PA
        USD
        15163231.7400000000
        0.1932951943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-28
          Floating
          0.5700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navistar Financial Dealer Note Master Trust
        N/A
        Navistar Financial Dealer Note Master Trust
        63938PBN8
        
          
        
        5500000.0000000000
        PA
        USD
        5511553.3000000000
        0.0702592155
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        New York Life Global Funding
        64952WEL3
        
          
        
        20000000.0000000000
        PA
        USD
        19830674.0000000000
        0.2527939987
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-01-14
          Floating
          0.4500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBV1
        
          
        
        8570000.0000000000
        PA
        USD
        8562334.7300000000
        0.1091494336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Floating
          0.7600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516CB0
        
          
        
        2015000.0000000000
        PA
        USD
        1943119.9900000000
        0.0247701653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.3500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federated Hermes Institutional Prime Value Obligations Fund
        254900OXLDDVEP8MMK94
        Federated Institutional Prime Value Obligations Fund
        60934N583
        
          
          
          
        
        103670978.2210000000
        NS
        USD
        103629509.8300000000
        1.3210301460
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ARI Fleet Lease Trust
        N/A
        ARI Fleet Lease Trust 2021-A
        00217FAD7
        
          
        
        2750000.0000000000
        PA
        USD
        2622794.9000000000
        0.0334344062
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        NextGear Floorplan Master Owner Trust
        N/A
        NextGear Floorplan Master Owner Trust
        65341KBQ8
        
          
        
        20000000.0000000000
        PA
        USD
        19101077.0000000000
        0.2434933696
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDU6
        
          
        
        4000000.0000000000
        PA
        USD
        3926553.2000000000
        0.0500542283
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PEE1
        
          
        
        4500000.0000000000
        PA
        USD
        4285976.4000000000
        0.0546360206
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2020-B
        802830AN9
        
          
        
        4150000.0000000000
        PA
        USD
        4089444.2400000000
        0.0521307023
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        BB&T Corp
        05531FBG7
        
          
        
        12855000.0000000000
        PA
        USD
        12885590.6600000000
        0.1642606796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-20
          Fixed
          3.0500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CS2
        
          
        
        5000000.0000000000
        PA
        USD
        5087498.0500000000
        0.0648535181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          4.5100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NatWest Markets PLC
        63906YAC2
        
          
        
        2000000.0000000000
        PA
        USD
        1974436.3200000000
        0.0251693741
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-08-12
          Floating
          0.7200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDX0
        
          
        
        7500000.0000000000
        PA
        USD
        7200069.7500000000
        0.0917837902
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2020-A
        88167HAG1
        
          
        
        4650000.0000000000
        PA
        USD
        4624587.2900000000
        0.0589525053
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236TEN1
        
          
        
        5000000.0000000000
        PA
        USD
        4998664.2000000000
        0.0637210975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-11
          Floating
          0.6300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236TJU0
        
          
        
        10000000.0000000000
        PA
        USD
        9914579.0000000000
        0.1263873366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-13
          Floating
          0.4300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transportation Finance Equipment Trust
        N/A
        Transportation Finance Equipment Trust 2019-1
        89389JAG7
        
          
        
        3000000.0000000000
        PA
        USD
        2968601.4000000000
        0.0378426179
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GF II
        6354003EUPCHXTWUU869
        Pacific Life Global Funding II
        6944PL2C2
        
          
        
        16000000.0000000000
        PA
        USD
        15542493.7600000000
        0.1981298844
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-09-23
          Fixed
          0.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599BF0
        
          
        
        3200000.0000000000
        PA
        USD
        3209021.8600000000
        0.0409074078
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-07-01
          Fixed
          3.4500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cosmopolitan Hotel Trust
        N/A
        CHT 2017-COSMO Mortgage Trust
        12546DAG2
        
          
        
        30000000.0000000000
        PA
        USD
        29850000.0000000000
        0.3805166108
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-11-15
          Floating
          1.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        CWABS Inc Asset-Backed Certificates Trust 2004-4
        1266715J1
        
          
        
        28887.3100000000
        PA
        USD
        27717.2500000000
        0.0003533291
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-08-25
          Floating
          3.22
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNILEVER CAPITAL CORP
        MYF1DAS6G5WY7PRWCU78
        Unilever Capital Corp
        904764BJ5
        
          
        
        6545000.0000000000
        PA
        USD
        6381418.7900000000
        0.0813479347
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-14
          Fixed
          0.3800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300XY7L2MRX0BQH89
        Verizon Owner Trust 2020-A
        92348TAB0
        
          
        
        21641810.4700000000
        PA
        USD
        21710666.0500000000
        0.2767594326
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607GRK2
        
          
        
        5000000.0000000000
        PA
        USD
        4908541.8000000000
        0.0625722509
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-23
          Fixed
          0.9500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBD5
        
          
        
        7730000.0000000000
        PA
        USD
        7418858.3000000000
        0.0945728247
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-02
          Fixed
          1.3500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189TAZ0
        
          
        
        9375000.0000000000
        PA
        USD
        9304942.7800000000
        0.1186159226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-13
          Floating
          0.8400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAP8
        
          
        
        7695000.0000000000
        PA
        USD
        7574564.8600000000
        0.0965577135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-25
          Floating
          0.8300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300P0XXSIS1ESEJ26
        Verizon Owner Trust 2019-B
        92349GAA9
        
          
        
        3034854.1900000000
        PA
        USD
        3046179.6600000000
        0.0388315565
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BC5
        
          
        
        8570000.0000000000
        PA
        USD
        8581381.8200000000
        0.1093922387
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-05-13
          Fixed
          2.9000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volvo Financial Equipment LLC
        N/A
        Volvo Financial Equipment LLC
        92888BAF6
        
          
        
        1464000.0000000000
        PA
        USD
        1454233.8800000000
        0.0185380284
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        4931000.0000000000
        PA
        
        5455081.2000000000
        0.0695393303
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2022-04-21
          Fixed
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2021-3
        80287EAE5
        
          
        
        33000000.0000000000
        PA
        USD
        32105214.9000000000
        0.4092652450
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        SILVERSTONE MASTER ISSUER
        549300P6OXWKM20QS303
        Silverstone Master Issuer PLC
        82846GAU4
        
          
        
        14000000.0000000000
        PA
        USD
        14000266.0000000000
        0.1784701430
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2070-01-21
          Floating
          0.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Card Execution Note Trust
        549300CKCX1QE4RUW216
        Discover Card Execution Note Trust
        254683CE3
        
          
        
        14655000.0000000000
        PA
        USD
        14669862.3700000000
        0.1870059065
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Floating
          2.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Card Execution Note Trust
        549300CKCX1QE4RUW216
        Discover Card Execution Note Trust
        254683CJ2
        
          
        
        6250000.0000000000
        PA
        USD
        6265252.8100000000
        0.0798670943
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-15
          Floating
          2.86
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Auto Lease Trust
        N/A
        Volkswagen Auto Lease Trust 2020-A
        92868VAD1
        
          
        
        12000000.0000000000
        PA
        USD
        11801730.6000000000
        0.1504440378
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2020-A
        98163DAB4
        
          
        
        85161.8300000000
        PA
        USD
        85139.8700000000
        0.0010853311
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        AEP Texas Inc
        5493001L78U618KXNZ75
        AEP Texas Inc
        00108WAD2
        
          
        
        1500000.0000000000
        PA
        USD
        1502511.2100000000
        0.0191534497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          2.4000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG GLOBAL FUNDING
        54930057MDZ7KOVOTV71
        AIG Global Funding
        00138CAQ1
        
          
        
        15000000.0000000000
        PA
        USD
        14403392.2500000000
        0.1836090453
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-12-08
          Fixed
          0.4500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2020-A
        98163DAG3
        
          
        
        9000000.0000000000
        PA
        USD
        8766537.7500000000
        0.1117525371
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAK1
        
          
        
        3430000.0000000000
        PA
        USD
        3477841.2300000000
        0.0443342163
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          4.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAT2
        
          
        
        30000000.0000000000
        PA
        USD
        28733598.6000000000
        0.3662851442
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-10-29
          Fixed
          1.1500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        American Express Credit Account Master Trust
        02582JHS2
        
          
        
        12000000.0000000000
        PA
        USD
        12014436.0000000000
        0.1531555265
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Floating
          2.79
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HONDA FINANCE
        B6Q2VFHD1797Q7NZ3E43
        American Honda Finance Corp
        02665WDU2
        
          
        
        10000000.0000000000
        PA
        USD
        9996141.5000000000
        0.1274270648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-12
          Floating
          0.5200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2021-2
        262104AD4
        
          
        
        42000000.0000000000
        PA
        USD
        40974318.0000000000
        0.5223252467
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NAF2
        
          
        
        25000000.0000000000
        PA
        USD
        25399879.2500000000
        0.3237881396
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        Enterprise Fleet Financing 2019-2 LLC
        29374DAB4
        
          
        
        2053719.4800000000
        PA
        USD
        2057303.5300000000
        0.0262257342
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396QVX4
        
          
        
        18304.2900000000
        PA
        USD
        18467.2200000000
        0.0002354132
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-25
          Floating
          0.9600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2020-2
        03066EAF1
        
          
        
        2000000.0000000000
        PA
        USD
        1968988.8000000000
        0.0250999312
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF NEW ZEALAND
        N7LGVZM7X4UQ66T7LT74
        Bank of New Zealand
        06407EAD7
        
          
        
        25000000.0000000000
        PA
        USD
        24818830.7500000000
        0.3163811511
        Long
        DBT
        CORP
        NZ
        Y
        
        2
        
          2027-01-27
          Floating
          0.9600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396R6R3
        
          
        
        151566.6000000000
        PA
        USD
        152931.4700000000
        0.0019495131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-15
          Floating
          0.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31398EDL5
        
          
        
        91753.2000000000
        PA
        USD
        93621.8300000000
        0.0011934560
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-15
          Floating
          1.1500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Equipment Trust
        N/A
        CNH EQUIPMENT TRUST 07/26 3.34
        12596JAE3
        
          
        
        1500000.0000000000
        PA
        USD
        1514720.6300000000
        0.0193090908
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.34
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Equipment Trust
        N/A
        CNH EQUIPMENT TRUST CNH 2019 B B
        12596TAE1
        
          
        
        3600000.0000000000
        PA
        USD
        3618691.3800000000
        0.0461297213
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CNH Equipment Trust
        N/A
        CNH Equipment Trust 2020-A
        12597PAE8
        
          
        
        2200000.0000000000
        PA
        USD
        2175828.9300000000
        0.0277366516
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CARDS II Trust
        549300GWPYLNK6X47W76
        CARDS II Trust
        14161GBY5
        
          
        
        30000000.0000000000
        PA
        USD
        28646986.5000000000
        0.3651810456
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886CK8
        
          
        
        1440000.0000000000
        PA
        USD
        1402435.1500000000
        0.0178777176
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWU4
        
          
        
        20495000.0000000000
        PA
        USD
        20536988.5200000000
        0.2617978314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-23
          Floating
          1.2100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CM4
        
          
        
        4838000.0000000000
        PA
        USD
        4767369.5500000000
        0.0607726400
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        Chevron USA Inc
        166756AK2
        
          
        
        15000000.0000000000
        PA
        USD
        14974323.3000000000
        0.1908870603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-11
          Floating
          0.5800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2019-2
        24703KAF2
        
          
        
        6000000.0000000000
        PA
        USD
        6008728.8000000000
        0.0765970224
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396EFY7
        
          
        
        137378.1500000000
        PA
        USD
        137515.2100000000
        0.0017529923
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-15
          Floating
          0.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        549300NXXXDG2TJQD265
        HPEFS Equipment Trust 2019-1
        40438DAF6
        
          
        
        2750000.0000000000
        PA
        USD
        2760775.1900000000
        0.0351933273
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust
        40440YAF6
        
          
        
        21250000.0000000000
        PA
        USD
        20467504.8800000000
        0.2609120800
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396RKK2
        
          
        
        728977.6800000000
        PA
        USD
        731216.0100000000
        0.0093212676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-15
          Floating
          0.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federated Hermes Conservative Microshort Fund
        254900CWA9RK4W0R7Y46
        Federated Hermes Conservative Microshort Fund
        31423A473
        
          
        
        4995005.0000000000
        NS
        USD
        49750249.8000000000
        0.6341975357
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        Ford Credit Auto Lease Trust 2020-A
        34531MAF5
        
          
        
        7000000.0000000000
        PA
        USD
        7010500.7000000000
        0.0893672351
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        GM Financial Automobile Leasing Trust 2020-3
        362569AG0
        
          
        
        9000000.0000000000
        PA
        USD
        8912038.5000000000
        0.1136073261
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        GM Financial Automobile Leasing Trust 2020-2
        36259PAH9
        
          
        
        7840000.0000000000
        PA
        USD
        7873577.5400000000
        0.1003694151
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379MPG3
        
          
        
        4337734.4400000000
        PA
        USD
        4321053.6800000000
        0.0550831726
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-08-20
          Floating
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        Chase Auto Credit Linked Notes Series 2020-2
        46591HAY6
        
          
        
        2778687.6500000000
        PA
        USD
        2756522.4800000000
        0.0351391153
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        MUFG UNION BANK NA
        OX3PU53ZLPQKJ4700D47
        MUFG Union Bank NA
        624786FV6
        
          
        
        7355000.0000000000
        PA
        USD
        7369320.6300000000
        0.0939413370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-09
          Floating
          0.9600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL FUEL GAS CO
        8JB38FFW1Y3C1HM8E841
        National Fuel Gas Co
        636180BQ3
        
          
        
        4965000.0000000000
        PA
        USD
        5263227.9400000000
        0.0670936569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RURAL UTIL COOP
        4NYF266XZC35SCTGX023
        National Rural Utilities Cooperative Finance Corp
        63743HFA5
        
          
        
        25790000.0000000000
        PA
        USD
        25491615.3700000000
        0.3249575573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-18
          Floating
          0.4500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVABLES
        N/A
        GreatAmerica Leasing Receivables Funding LLC Series 2021-1
        39154TBH0
        
          
        
        18177786.1700000000
        PA
        USD
        18097933.8800000000
        0.2307056771
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust 2021-2
        40441JAF8
        
          
        
        11200000.0000000000
        PA
        USD
        10679938.6400000000
        0.1361438544
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2020-C
        44891RAF7
        
          
        
        6375000.0000000000
        PA
        USD
        6039299.5100000000
        0.0769867263
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Kubota Credit Owner Trust
        N/A
        Kubota Credit Owner Trust 2020-1
        50117WAC8
        
          
        
        1406499.3100000000
        PA
        USD
        1404833.3800000000
        0.0179082893
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAM5
        
          
        
        7380000.0000000000
        PA
        USD
        7362360.3200000000
        0.0938526096
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-15
          Fixed
          1.3300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAA1
        
          
        
        5000000.0000000000
        PA
        USD
        5047168.9500000000
        0.0643394179
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-03-15
          Floating
          2.0400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEN5
        
          
        
        4375000.0000000000
        PA
        USD
        4142847.2800000000
        0.0528114642
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-06-07
          Fixed
          0.5500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEQ8
        
          
        
        10000000.0000000000
        PA
        USD
        9899226.4000000000
        0.1261916274
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-09-27
          Floating
          0.5700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Corp
        654740BR9
        
          
        
        20000000.0000000000
        PA
        USD
        19901299.8000000000
        0.2536943099
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-03-08
          Floating
          1.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDR3
        
          
        
        10000000.0000000000
        PA
        USD
        10016936.0000000000
        0.1276921453
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NatWest Markets PLC
        63906YAE8
        
          
        
        9000000.0000000000
        PA
        USD
        8776946.3400000000
        0.1118852219
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2026-09-29
          Floating
          1.0300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navistar Financial Dealer Note Master Trust
        N/A
        Navistar Financial Dealer Note Master Trust
        63938PBQ1
        
          
        
        3250000.0000000000
        PA
        USD
        3254588.3500000000
        0.0414882723
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2020-B
        802830AU3
        
          
        
        3050000.0000000000
        PA
        USD
        3006063.9900000000
        0.0383201769
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AA3
        
          
        
        37000000.0000000000
        PA
        USD
        36388703.0200000000
        0.4638695459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          0.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-G
        63941UAA1
        
          
        
        12857437.1000000000
        PA
        USD
        12429824.4600000000
        0.1584507429
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        New York Life Global Funding
        64952WDV2
        
          
        
        5000000.0000000000
        PA
        USD
        4995306.9000000000
        0.0636782999
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-10-21
          Floating
          0.4900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300ESLK4DH2NBDS67
        Verizon Owner Trust 2020-B
        92290BAD3
        
          
        
        17000000.0000000000
        PA
        USD
        16494464.2000000000
        0.2102652467
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300WANFF5OIMC3D47
        Verizon Owner Trust 2019-C
        92348AAD7
        
          
        
        17600000.0000000000
        PA
        USD
        17642859.5200000000
        0.2249045598
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        N/A
        Verizon Owner Trust 2020-C
        92348CAB7
        
          
        
        27000000.0000000000
        PA
        USD
        26161695.9000000000
        0.3334994927
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World Omni Automobile Lease Securitization Trust 2020-A
        N/A
        World Omni Auto Receivables Trust 2020-A
        98162HAE0
        
          
        
        10645000.0000000000
        PA
        USD
        10647296.1300000000
        0.1357277400
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78015K7F5
        
          
        
        25000000.0000000000
        PA
        USD
        25005587.0000000000
        0.3187618498
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-08-05
          Floating
          0.5700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78015K7M0
        
          
        
        10000000.0000000000
        PA
        USD
        9939590.8000000000
        0.1267061777
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-01-19
          Floating
          0.4200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2021-C
        98164CAF6
        
          
        
        3000000.0000000000
        PA
        USD
        2802687.6000000000
        0.0357276109
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-17
          Fixed
          1.0600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78016EZV2
        
          
        
        20000000.0000000000
        PA
        USD
        19881361.2000000000
        0.2534401401
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-07-29
          Floating
          0.5100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2017-A
        80286DAF5
        
          
        
        25500000.0000000000
        PA
        USD
        24437765.6300000000
        0.3115234758
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2020-B
        80286RAF4
        
          
        
        5750000.0000000000
        PA
        USD
        5524307.3300000000
        0.0704217991
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2020-B
        80286RAG2
        
          
        
        20000000.0000000000
        PA
        USD
        19472130.0000000000
        0.2482234142
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2021-3
        80287EAD7
        
          
        
        41680000.0000000000
        PA
        USD
        40988557.9800000000
        0.5225067727
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Securitized Term Auto Receivables Trust
        N/A
        Securitized Term Auto Receivables Trust 2019-1
        81377DAD8
        
          
        
        21573482.0000000000
        PA
        USD
        21673246.4100000000
        0.2762824211
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2023-11-27
          Fixed
          3.14
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2020-A
        88167HAE6
        
          
        
        20670000.0000000000
        PA
        USD
        20515058.7100000000
        0.2615182784
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236TJS5
        
          
        
        15000000.0000000000
        PA
        USD
        14973799.0500000000
        0.1908803774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-13
          Floating
          0.6200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        American Express Credit Account Master Trust
        02582JJD3
        
          
        
        3600000.0000000000
        PA
        USD
        3608665.0200000000
        0.0460019090
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AG0
        
          
        
        14750000.0000000000
        PA
        USD
        14341718.5300000000
        0.1828228519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.6000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU ASSET-BACKED CERTIFICATES NIM
        N/A
        WM Asset Holdings Corp CI 2007-WM1
        92933UAA0
        
          
        
        2532131.5900000000
        PA
        USD
        0.0000000000
        0.0000000000
        Long
        ABS-O
        CORP
        KY
        Y
        
        3
        
          2047-01-25
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        American Express Credit Account Master Trust
        02582JJL5
        
          
        
        18679000.0000000000
        PA
        USD
        18743108.2000000000
        0.2389301175
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Floating
          3.06
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        06406RAY3
        
          
        
        10000000.0000000000
        PA
        USD
        9941897.4000000000
        0.1267355814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-25
          Floating
          0.3400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK HILLS CORP
        3MGELCRSTNSAMJ962671
        Black Hills Corp
        092113AU3
        
          
        
        31575000.0000000000
        PA
        USD
        30168751.4900000000
        0.3845799353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-23
          Fixed
          1.0400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Equipment Trust
        N/A
        CNH Equipment Trust 2021-A
        12598AAE0
        
          
        
        10050000.0000000000
        PA
        USD
        9510339.6200000000
        0.1212342445
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607GRT3
        
          
        
        10000000.0000000000
        PA
        USD
        9941995.6000000000
        0.1267368332
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-12-14
          Floating
          0.6600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Multi-Asset Execution Trust
        R42WS16M9R97TJJKGU15
        Capital One Multi-Asset Execution Trust
        14041NFS5
        
          
        
        4700000.0000000000
        PA
        USD
        4706999.0100000000
        0.0600030590
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        CarMax Auto Owner Trust 2021-3
        14317DAG5
        
          
        
        5600000.0000000000
        PA
        USD
        5254012.6800000000
        0.0669761842
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CJ1
        
          
        
        6187776.3100000000
        PA
        USD
        6141296.8300000000
        0.0782869499
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAF2
        
          
        
        12495000.0000000000
        PA
        USD
        12516714.9400000000
        0.1595583902
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-11-15
          Fixed
          2.0500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2021-2
        24702VAJ1
        
          
        
        10500000.0000000000
        PA
        USD
        10065739.4300000000
        0.1283142731
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31395ABZ7
        
          
        
        1039715.0500000000
        PA
        USD
        1041279.9300000000
        0.0132738462
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-15
          Floating
          0.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396Q6Q7
        
          
        
        254927.6700000000
        PA
        USD
        260831.3900000000
        0.0033249808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-25
          Floating
          1.3100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396XB29
        
          
        
        203904.2700000000
        PA
        USD
        205585.5800000000
        0.0026207279
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-25
          Floating
          0.9100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31397MGS0
        
          
        
        101119.2000000000
        PA
        USD
        104056.4200000000
        0.0013264722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-25
          Floating
          1.4600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402GMR1
        
          
        
        334166.2700000000
        PA
        USD
        374608.9400000000
        0.0047753743
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federated Core Trust - Federated Bank Loan Core Fund
        549300FJK5JF0KIC2N83
        FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND
        31409N804
        
          
        
        37188140.4670000000
        NS
        USD
        352171690.2200000000
        4.4893526962
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Golden Credit Card Trust
        549300BEDPMEONLTJX58
        Golden Credit Card Trust
        380881FK3
        
          
        
        7626000.0000000000
        PA
        USD
        7491700.4200000000
        0.0955013887
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380HAM4
        
          
        
        3959740.2500000000
        PA
        USD
        3949117.8500000000
        0.0503418740
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-16
          Floating
          0.6800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust
        40438PAF9
        
          
        
        8000000.0000000000
        PA
        USD
        8034003.6000000000
        0.1024144664
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2019-B
        44891JAE8
        
          
        
        2750000.0000000000
        PA
        USD
        2744247.4100000000
        0.0349826373
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        Hyundai Auto Lease Securitization Trust 2021-C
        44933MAE1
        
          
        
        34000000.0000000000
        PA
        USD
        32653926.4000000000
        0.4162600135
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HJE1
        
          
        
        6000000.0000000000
        PA
        USD
        6053130.3600000000
        0.0771630368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-23
          Fixed
          3.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        JPMorgan Chase Bank NA - CACLN
        48128U2M0
        
          
        
        11982629.1500000000
        PA
        USD
        11748808.5100000000
        0.1497694069
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        LEIDOS INC
        5493006I78VIN6J1BQ95
        Leidos Inc
        52532XAB1
        
          
        
        14500000.0000000000
        PA
        USD
        14548792.5000000000
        0.1854625532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          2.9500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MANUF & TRADERS TRUST CO
        WWB2V0FCW3A0EE3ZJN75
        Manufacturers & Traders Trust Co
        55279HAM2
        
          
        
        7000000.0000000000
        PA
        USD
        7002489.2000000000
        0.0892651075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-18
          Floating
          1.1000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSMUTUAL GLOBAL FUNDIN
        549300K1IE3K7YU6VG29
        MassMutual Global Funding II
        57629WDF4
        
          
        
        25000000.0000000000
        PA
        USD
        24786852.2500000000
        0.3159735012
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-10-21
          Floating
          0.4000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GCD9
        
          
        
        4765000.0000000000
        PA
        USD
        4765361.1900000000
        0.0607470382
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2022-04-08
          Fixed
          2.6500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF Equipment Finance LLC
        N/A
        MMAF Equipment Finance LLC 2020-A
        60700MAB4
        
          
        
        5497405.0300000000
        PA
        USD
        5461519.6200000000
        0.0696214049
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-c
        63942JAA5
        
          
        
        44364758.5200000000
        PA
        USD
        42189532.2300000000
        0.5378163422
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDT9
        
          
        
        19296000.0000000000
        PA
        USD
        18871825.6800000000
        0.2405709597
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDZ5
        
          
        
        35410000.0000000000
        PA
        USD
        33640533.9700000000
        0.4288369170
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525AS2
        
          
        
        5000000.0000000000
        PA
        USD
        5027322.1000000000
        0.0640864177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Floating
          1.0300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2021-A
        80282YAB2
        
          
        
        3205958.1700000000
        PA
        USD
        3202984.8000000000
        0.0408304496
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2020-2
        80285RAG3
        
          
        
        10000000.0000000000
        PA
        USD
        9935027.0000000000
        0.1266480001
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2019-3
        80286HAG4
        
          
        
        17550000.0000000000
        PA
        USD
        17611208.2600000000
        0.2245010814
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program 2016-D LLC
        83404LAA9
        
          
        
        304442.6700000000
        PA
        USD
        301407.0700000000
        0.0038422243
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2039-01-25
          Floating
          3.43
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236THV0
        
          
        
        10000000.0000000000
        PA
        USD
        9965396.3000000000
        0.1270351365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-11
          Floating
          0.4300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300AUOVO1I366IH69
        Verizon Owner Trust 2019-A
        92347YAD6
        
          
        
        9400000.0000000000
        PA
        USD
        9474412.2800000000
        0.1207762563
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          3.22
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Master Trust
        5493007MUBNP1GFMEB89
        Verizon Master Trust
        92348KAN3
        
          
        
        6050000.0000000000
        PA
        USD
        5960692.9300000000
        0.0759846791
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World Omni Automobile Lease Securitization Trust
        N/A
        World Omni Automobile Lease Securitization Trust 2020-B
        98163GAF8
        
          
        
        5700000.0000000000
        PA
        USD
        5575877.3700000000
        0.0710791946
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        -1000.0000000000
        NC
        USD
        3075875.0000000000
        0.0392101015
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                CBOT 5 Year US Treasury Note
                
                  
                  
                
              
            
            2022-06-30
            -117763375.0000000000
            USD
            3075875.0000000000
          
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2019-3
        03066NAG9
        
          
        
        2590000.0000000000
        PA
        USD
        2573365.3400000000
        0.0328042967
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2020-3
        03066PAE9
        
          
        
        6000000.0000000000
        PA
        USD
        5771646.9000000000
        0.0735747912
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAA1
        
          
        
        20000000.0000000000
        PA
        USD
        20696997.2000000000
        0.2638375621
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2023-10-22
          Fixed
          5.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06740L8C2
        
          
        
        25985000.0000000000
        PA
        USD
        26643455.2200000000
        0.3396407799
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-11-21
          Fixed
          7.6300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAGRA BRANDS INC
        54930035UDEIH090K650
        Conagra Brands Inc
        205887CG5
        
          
        
        19090000.0000000000
        PA
        USD
        18489111.7100000000
        0.2356922655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-11
          Fixed
          0.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DLLAD LLC
        N/A
        DLLAD 2021-1 LLC
        233262AB0
        
          
        
        20633622.1000000000
        PA
        USD
        20375549.1300000000
        0.2597398626
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        DLLAD LLC
        N/A
        DLLAD 2021-1 LLC
        233262AC8
        
          
        
        19000000.0000000000
        PA
        USD
        17863312.6500000000
        0.2277148136
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Evergreen Credit Card Trust
        5493002G9KVV6J3CNU15
        Evergreen Credit Card Trust
        30023JBU1
        
          
        
        6750000.0000000000
        PA
        USD
        6433621.4300000000
        0.0820133944
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ASHM1
        
          
        
        11276558.3500000000
        PA
        USD
        11310713.9200000000
        0.1441847413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-25
          Floating
          0.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F7JH9
        
          
        
        8252950.2000000000
        PA
        USD
        8257503.3500000000
        0.1052635574
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Floating
          0.3500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31398NWL4
        
          
        
        6995167.3000000000
        PA
        USD
        7029445.7200000000
        0.0896087391
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Floating
          0.8600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        Ford Credit Auto Owner Trust 2021-A
        34532NAF2
        
          
        
        2565000.0000000000
        PA
        USD
        2422085.7700000000
        0.0308758415
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886CJ1
        
          
        
        2450000.0000000000
        PA
        USD
        2318609.5600000000
        0.0295567655
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886CP7
        
          
        
        4000000.0000000000
        PA
        USD
        3889742.2000000000
        0.0495849755
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        GM Financial Consumer Automobile Receivables Trust 2020-3
        362590AG6
        
          
        
        2000000.0000000000
        PA
        USD
        1961076.5000000000
        0.0249990681
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCZ7
        
          
        
        10500000.0000000000
        PA
        USD
        10391914.4700000000
        0.1324722303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-18
          Fixed
          1.7000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honda Auto Receivables Owner Trust
        N/A
        Honda Auto Receivables 2019-2 Owner Trust
        43815MAC0
        
          
        
        1103271.8600000000
        PA
        USD
        1106240.2700000000
        0.0141019363
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        Hyundai Auto Lease Securitization Trust 2020-B
        44891PAE4
        
          
        
        6100000.0000000000
        PA
        USD
        6022555.3200000000
        0.0767732777
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2021-B
        44934KAF1
        
          
        
        5000000.0000000000
        PA
        USD
        4656564.5000000000
        0.0593601387
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        JDE PEET'S NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        47216QAA1
        
          
        
        16755000.0000000000
        PA
        USD
        15736560.0600000000
        0.2006037688
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2024-09-24
          Fixed
          0.8000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        JPMorgan Chase Bank NA - CACLN
        48128U2Q1
        
          
        
        2949570.2500000000
        PA
        USD
        2907707.2900000000
        0.0370663626
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        ELI LILLY & CO
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457BQ0
        
          
        
        3430000.0000000000
        PA
        USD
        3435410.5200000000
        0.0437933256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-15
          Fixed
          2.3500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Master Credit Card Trust
        N/A
        Master Credit Card Trust II Series 2018-1
        576339BP9
        
          
        
        4237000.0000000000
        PA
        USD
        4273829.4900000000
        0.0544811763
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        Master Credit Card Trust
        N/A
        Master Credit Card Trust
        576339CL7
        
          
        
        9000000.0000000000
        PA
        USD
        8572899.1500000000
        0.1092841048
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          N
          N
          N
        
      
      
        METALSA SA DE CV
        549300F2FONGJR575V67
        Metalsa SA de CV
        59132VAA6
        
          
        
        4850000.0000000000
        PA
        USD
        4898621.2500000000
        0.0624457875
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2023-04-24
          Fixed
          4.9000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mississippi Higher Education Assistance Corp.
        549300HWPV47979HMV21
        Mississippi Higher Education Assistance Corp
        60535YAA1
        
          
        
        2661416.5300000000
        PA
        USD
        2617899.9700000000
        0.0333720075
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          3.16
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEB7
        
          
        
        11970000.0000000000
        PA
        USD
        11498309.9400000000
        0.1465761450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          0.7900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEJ0
        
          
        
        8570000.0000000000
        PA
        USD
        8535117.2700000000
        0.1088024756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-24
          Floating
          0.7700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-A
        63942BAA2
        
          
        
        21441442.9000000000
        PA
        USD
        20506419.1000000000
        0.2614081439
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-B
        63942LAA0
        
          
        
        59466867.3100000000
        PA
        USD
        56338734.6600000000
        0.7181850710
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        New York Life Global Funding
        64952WDZ3
        
          
        
        5000000.0000000000
        PA
        USD
        4995652.5500000000
        0.0636827061
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-02-02
          Floating
          0.3800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDD4
        
          
        
        11000000.0000000000
        PA
        USD
        11029477.8000000000
        0.1405996486
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2024-04-15
          Floating
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDY8
        
          
        
        4915000.0000000000
        PA
        USD
        4787311.2500000000
        0.0610268493
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PEB7
        
          
        
        10875000.0000000000
        PA
        USD
        10409245.5000000000
        0.1326931598
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC Bank NA
        69353RFF0
        
          
        
        6665000.0000000000
        PA
        USD
        6667806.8300000000
        0.0849987021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-27
          Floating
          0.7700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2020-4
        80286WAG1
        
          
        
        15244000.0000000000
        PA
        USD
        14843522.5900000000
        0.1892196619
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088MAJ1
        
          
        
        8015000.0000000000
        PA
        USD
        7839493.7000000000
        0.0999349271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          0.9000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        Sofi Professional Loan Program 2017-C LLC
        83405DAA6
        
          
        
        450718.8400000000
        PA
        USD
        450314.8800000000
        0.0057404453
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2040-07-25
          Floating
          3.08
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGE8
        
          
        
        25000000.0000000000
        PA
        USD
        24994710.7500000000
        0.3186232034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-20
          Floating
          1.0600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300WANFF5OIMC3D47
        Verizon Owner Trust 2019-C
        92348AAA3
        
          
        
        3511638.1500000000
        PA
        USD
        3523825.2900000000
        0.0449204039
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BG6
        
          
        
        30000000.0000000000
        PA
        USD
        29750718.9000000000
        0.3792510125
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-11-23
          Fixed
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volvo Financial Equipment LLC
        N/A
        Volvo Financial Equipment LLC
        92888BAE9
        
          
        
        4200000.0000000000
        PA
        USD
        4186721.2800000000
        0.0533707535
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2019-A
        98163BAC6
        
          
        
        4695709.2200000000
        PA
        USD
        4698194.8900000000
        0.0598908274
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2019-A
        98163BAE2
        
          
        
        5000000.0000000000
        PA
        USD
        4996286.0000000000
        0.0636907811
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2020-C
        98163CAG5
        
          
        
        5000000.0000000000
        PA
        USD
        4777718.5000000000
        0.0609045645
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2021-A
        98163HAF6
        
          
        
        5000000.0000000000
        PA
        USD
        4607526.0000000000
        0.0587350143
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        FEDERATED HERMES INC
        254900VAJ9169N7JRF45
        Federated Government Obligations Fund
        60934N104
        
          
          
        
        4765700
        PA
        USD
        4765700
        0.0607513572
        Long
        EC
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
    
    
      2022-05-25
      Federated Hermes Total Return Series, Inc.
      Stephen Van Meter
      Federated Hermes Total Return Series, Inc.
      Chief Compliance Officer
    
  





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