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(a) |
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(b)
Identity of issue, borrower, lessor, or similar party |
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(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity
value |
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(d) Cost |
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(e) Current value |
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DISCOVER CARD EXECUTION NT TR 5.03% 10/15/2027 |
|
|
574,000 |
|
|
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** |
|
|
|
577,624 |
|
|
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DLLAA 2023-1A 5.64% 02/22/2028 144A |
|
|
39,000 |
|
|
|
** |
|
|
|
39,698 |
|
|
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FORD CR AUTO OWNER TR 2019-1 A 3.52% 07/15/2030 144A |
|
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550,000 |
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** |
|
|
|
550,372 |
|
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FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A |
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344,000 |
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** |
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345,579 |
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FORD CREDIT AUTO LEASE TRUST 2023-B 5.91% 10/15/2026 |
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449,000 |
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** |
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|
455,362 |
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FORD CREDIT AUTO OWNER TRUST 2023-B 5.23% 05/15/2028 |
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308,000 |
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** |
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|
311,453 |
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GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.05%
07/20/2026 |
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342,000 |
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** |
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|
342,533 |
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GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026 |
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|
40,000 |
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** |
|
|
|
40,339 |
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GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR2023-4 5.78%
08/16/2028 |
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348,000 |
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** |
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|
357,761 |
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GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-24.47%
02/16/2028 |
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141,000 |
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** |
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140,374 |
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GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-35.45%
06/16/2028 |
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83,000 |
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** |
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84,467 |
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GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A |
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455,000 |
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** |
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461,769 |
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HAROT 2023-4 5.67% 06/21/2028 |
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302,000 |
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** |
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308,877 |
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HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.8% 12/15/2026
144A |
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376,000 |
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** |
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381,578 |
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HYUNDAI AUTO RECEIVABLES TRUST 2023-A
4.58% 04/15/2027 |
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171,000 |
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** |
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170,398 |
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HYUNDAI AUTO RECEIVABLES TRUST 2023-B
5.48% 04/17/2028 |
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84,000 |
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** |
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85,643 |
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HYUNDAI AUTO RECEIVABLES TRUST 2023-C
5.54% 10/16/2028 |
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249,000 |
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** |
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254,857 |
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MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2
5.95% 11/15/2028 |
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193,000 |
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** |
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|
199,023 |
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NISSAN AUTO RECEIVABLES 2023-B OWNER TR
5.93% 03/15/2028 |
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230,000 |
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** |
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|
236,236 |
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PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A |
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183,000 |
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** |
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187,246 |
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TOYOTA AUTO RECEIVABLES 2023-D OWNER TR
5.54% 08/15/2028 |
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247,000 |
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** |
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|
252,507 |
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TOYOTA LEASE OWNER TRUST 2023-B 5.66% 11/20/2026
144A |
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409,000 |
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** |
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|
415,739 |
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USAA AUTO OWNER TRUST 2023-A 5.58% 05/15/2028 144A |
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458,000 |
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** |
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464,804 |
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VERIZON MASTER TRUST 2021-1 A 0.5% 05/20/2027 |
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561,000 |
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** |
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|
549,974 |
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VERIZON MASTER TRUST 2021-1 A 0.99% 04/20/2028 |
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860,000 |
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** |
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830,943 |
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VERIZON MASTER TRUST 3.72% 07/20/2027 |
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|
319,000 |
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** |
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|
319,051 |
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VERIZON MASTER TRUST 4.89% 04/13/2028 |
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423,000 |
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** |
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|
422,289 |
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VERIZON MASTER TRUST 5.61% 09/08/2028 |
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|
400,000 |
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** |
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|
402,076 |
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VOLKSWAGEN AUTO LEASE TRUST 2023-A 5.81% 10/20/2026 |
|
|
539,000 |
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** |
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|
546,657 |
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VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02%
06/20/2028 |
|
|
231,000 |
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** |
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|
232,645 |
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VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48%
12/20/2028 |
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|
286,000 |
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** |
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|
292,466 |
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WORLD OMNI AUTO RECEIVABLES TR 2023-D
5.79% 02/15/2029 |
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|
276,000 |
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** |
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|
284,023 |
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WORLD OMNI AUTO RECEIVABLES TRUST 2023-C
5.15% 11/15/2028 |
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49,000 |
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** |
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49,519 |
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Total Asset Backed Securities |
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$ |
22,768,588 |
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Corporate Bonds: |
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7 ELEVEN INC 0.95% 02/10/2026 144A |
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229,000 |
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** |
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$ |
212,500 |
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7 ELEVEN INC 1.3% 02/10/2028 144A |
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286,000 |
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** |
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|
251,669 |
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* |
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BANK NEW YORK MELLON CORP 4.414%/VAR 07/24/2026 |
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|
510,000 |
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** |
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|
514,428 |
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BANK OF AMERICA CORPORATION 3.559/VAR 04/23/2027 |
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510,000 |
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** |
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|
494,320 |
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BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028 |
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500,000 |
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** |
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|
510,753 |
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BANK OF AMERICA CORPORATION SOFR+0 02/04/2028 |
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700,000 |
|
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** |
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|
655,713 |
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BANK OF MONTREAL QUE 0.949%/VAR 01/22/2027 |
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510,000 |
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** |
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|
472,319 |
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BANK OF MONTREAL QUE 1.85% 05/01/2025 |
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|
800,000 |
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** |
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|
769,471 |
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BANQUE FED CRED MUTUEL PARIS 1.604% 10/04/2026 144A |
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510,000 |
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** |
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|
468,064 |
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BANQUE FED CRED MUTUEL PARIS 4.524% 07/13/2025 144A |
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526,000 |
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** |
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|
532,124 |
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CANADIAN IMPERIAL BK OF COMM 3.45% 04/07/2027 |
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800,000 |
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** |
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|
774,513 |
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CANADIAN IMPERIAL BK OF COMM 3.945% 08/04/2025 |
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569,000 |
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** |
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569,084 |
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EQUINOR ASA 1.75% 01/22/2026 |
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120,000 |
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** |
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|
114,393 |
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GUARDIAN LIFE GLOBAL FUNDING 1.1% 06/23/2025 144A |
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|
600,000 |
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** |
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|
566,329 |
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GUARDIAN LIFE GLOBAL FUNDING 1.4% 07/06/2027 144A |
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|
800,000 |
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** |
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|
719,595 |
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* |
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JPMORGAN CHASE & CO 0.824/VAR 06/01/2025 |
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|
587,000 |
|
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** |
|
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|
574,841 |
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* |
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JPMORGAN CHASE & CO 1.045%/VAR 11/19/2026 |
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|
660,000 |
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** |
|
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|
611,996 |
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* |
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JPMORGAN CHASE & CO 1.578%/VAR 04/22/2027 |
|
|
510,000 |
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** |
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|
472,201 |
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* |
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JPMORGAN CHASE & CO 2.083/VAR 04/22/2026 |
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|
800,000 |
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** |
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|
769,512 |
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* |
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JPMORGAN CHASE & CO 2.947%/VAR 02/24/2028 |
|
|
604,000 |
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** |
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|
574,557 |
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* |
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JPMORGAN CHASE & CO 4.851%/VAR 07/25/2028 |
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|
500,000 |
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** |
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|
510,691 |
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* |
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JPMORGAN CHASE & CO SOFR 1.47%/VAR 09/22/2027 |
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730,000 |
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** |
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|
664,366 |
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MASSMUTUAL GLOBAL FDG II 4.5% 04/10/2026 144A |
|
|
600,000 |
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** |
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|
604,297 |
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METROPOLITAN LIFE GLBL FDG I 3.45% 12/18/2026 144A |
|
|
510,000 |
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** |
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|
491,515 |
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METROPOLITAN LIFE GLBL FDG I 4.05% 08/25/2025 144A |
|
|
800,000 |
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** |
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|
799,758 |
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MORGAN STANLEY BK NA SALT LAKE 4.754% 04/21/2026 |
|
|
334,000 |
|
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** |
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|
336,862 |
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MORGAN STANLEY BK NA SALT LAKE 5.882% 10/30/2026 |
|
|
400,000 |
|
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** |
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|
415,212 |
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NEW YORK LIFE GLOBAL FDG 0.85% 01/15/2026 144A |
|
|
1,300,000 |
|
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** |
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|
|
1,206,200 |
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NEW YORK LIFE GLOBAL FDG 5.45% 09/18/2026 144A |
|
|
700,000 |
|
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|
** |
|
|
|
726,229 |
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NORTHWESTERN MUTUAL GLOBAL FUNDING 0.8% 01/14/2026 144A |
|
|
1,200,000 |
|
|
|
** |
|
|
|
1,113,934 |
|
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PACIFIC LIFE GF II 1.375% 04/14/2026 144A |
|
|
510,000 |
|
|
|
** |
|
|
|
472,571 |
|
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PRICOA GLOBAL FDG I 2.4% 09/23/2024 144A |
|
|
651,000 |
|
|
|
** |
|
|
|
640,834 |
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|
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PROTECTIVE LIFE GLOBAL FUNDING 1.618% 04/15/2026 144A |
|
|
510,000 |
|
|
|
** |
|
|
|
472,212 |
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PROTECTIVE LIFE GLOBAL FUNDING 3.218% 03/28/2025 144A |
|
|
154,000 |
|
|
|
** |
|
|
|
151,474 |
|
|
|
RGA GLOBAL FUNDING 2% 11/30/2026 144A |
|
|
781,000 |
|
|
|
** |
|
|
|
715,546 |
|
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ROYAL BANK OF CANADA 1.15% 06/10/2025 |
|
|
610,000 |
|
|
|
** |
|
|
|
578,490 |
|
|
|
ROYAL BANK OF CANADA 1.4% 11/02/2026 |
|
|
510,000 |
|
|
|
** |
|
|
|
467,825 |
|
|
|
STATE STREET CORP 2.203%/VAR 02/07/2028 |
|
|
510,000 |
|
|
|
** |
|
|
|
478,209 |
|
|
|
TORONTO DOMINION BANK 1.25% 09/10/2026 |
|
|
510,000 |
|
|
|
** |
|
|
|
467,902 |
|