0001752724-24-195966.txt : 20240828
0001752724-24-195966.hdr.sgml : 20240828
20240828093014
ACCESSION NUMBER: 0001752724-24-195966
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240828
DATE AS OF CHANGE: 20240828
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRANSAMERICA SERIES TRUST
CENTRAL INDEX KEY: 0000778207
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04419
FILM NUMBER: 241251574
BUSINESS ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
BUSINESS PHONE: 720-482-8836
MAIL ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
FORMER COMPANY:
FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES TRUST
DATE OF NAME CHANGE: 20050511
FORMER COMPANY:
FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES FUND INC
DATE OF NAME CHANGE: 20010501
FORMER COMPANY:
FORMER CONFORMED NAME: WRL SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000778207
S000007911
Transamerica Aegon Bond VP
C000021467
Initial
C000021468
Service
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000778207
XXXXXXXX
S000007911
C000021468
C000021467
TRANSAMERICA SERIES TRUST
811-04419
0000778207
5493000QR1WGXIM5V222
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Aegon Bond VP
S000007911
JG2TUH0Q6HM6T4LE7X38
2024-12-31
2024-06-30
N
2480351208.77
176608506.73
2303742702.04
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
153110788.88000000
0.00000000
0.00000000
375.27000000
USD
UST
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd.
44963HAA3
2572000.00000000
PA
USD
2435817.74000000
0.105733063759
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.63000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
785931AA4
3695000.00000000
PA
USD
3657217.29000000
0.158751117768
Long
DBT
US
N
2
2034-04-01
Fixed
6.10000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
7926805.65000000
PA
USD
7641729.18000000
0.331709316896
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
5449000.00000000
PA
USD
4994136.22000000
0.216783593739
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Residential Asset Securities Corporation
N/A
RASC Trust
76110W7E0
288852.56000000
PA
USD
288113.85000000
0.012506338044
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
6.09000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DX5
2756000.00000000
PA
USD
2728468.44000000
0.118436335689
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
6017000.00000000
PA
USD
5936164.97000000
0.257674824742
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC/Ashton Woods Finance Co.
045086AM7
1781000.00000000
PA
USD
1605990.93000000
0.069712252526
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
5464000.00000000
PA
USD
5293092.86000000
0.229760591550
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830DAB9
5196648.30000000
PA
USD
4963111.45000000
0.215436882148
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CU1
3896000.00000000
PA
USD
3880037.04000000
0.168423193986
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
35958200.00000000
PA
USD
17953817.07000000
0.779332564096
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
AMBIPAR LUX SARL
9845008C0E14F9BDEK55
Ambipar Lux SARL
02319WAA9
4583000.00000000
PA
USD
4444348.67000000
0.192918621774
Long
DBT
CORP
LU
N
2
2031-02-06
Fixed
9.88000000
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECN3
5702000.00000000
PA
USD
6183402.75000000
0.268406829656
Long
DBT
CORP
GB
N
2
2029-12-15
Fixed
9.63000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAC5
4107000.00000000
PA
USD
3441285.08000000
0.149378013306
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826935AB4
1699198.56000000
PA
USD
1690993.98000000
0.073402033070
Long
ABS-O
CORP
US
N
2
2043-01-20
Fixed
5.35000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LSNFNEGAD7J679
OBX Trust
67118TAA2
4851063.23000000
PA
USD
4843373.32000000
0.210239334267
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.07000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
3753000.00000000
PA
USD
3569432.14000000
0.154940572870
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAA8
4430132.86000000
PA
USD
4335352.38000000
0.188187351658
Long
ABS-O
US
N
2
2050-02-15
Fixed
2.69000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CL2
2412000.00000000
PA
USD
2088355.77000000
0.090650564759
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEB8
11055000.00000000
PA
USD
10976953.69000000
0.476483492721
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.01000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
6103000.00000000
PA
USD
5551139.28000000
0.240961773859
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust
03842VAA5
4226142.18000000
PA
USD
3789301.08000000
0.164484561433
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.54000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17325DAE3
2650446.92000000
PA
USD
2591117.20000000
0.112474244528
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.84000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
1821000.00000000
PA
USD
1801793.44000000
0.078211574513
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
3043000.00000000
PA
USD
2678731.29000000
0.116277364118
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TBB1
1728000.00000000
PA
USD
1701657.21000000
0.073864898562
Long
DBT
US
N
2
2034-07-01
Fixed
5.70000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAU7
2824000.00000000
PA
USD
2703509.15000000
0.117352912180
Long
DBT
CORP
GB
N
2
2033-08-11
Fixed
4.98000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAD4
2524000.00000000
PA
USD
2633152.90000000
0.114298914443
Long
DBT
CORP
NL
N
2
2030-07-28
Fixed
7.00000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DS1
2326000.00000000
PA
USD
1830358.22000000
0.079451503780
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Protected Indexed Bonds
912810SM1
36338011.77000000
PA
USD
22368786.13000000
0.970975886768
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AX5
6057000.00000000
PA
USD
4180685.86000000
0.181473645311
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BH5
5245000.00000000
PA
USD
4579939.82000000
0.198804311607
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
4.50000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284BAB8
2645960.05000000
PA
USD
2597463.04000000
0.112749702373
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.70000000
N
N
N
N
N
N
CONSTELLATION SOFTWARE
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037XAC4
1460000.00000000
PA
USD
1460400.07000000
0.063392499028
Long
DBT
CORP
CA
N
2
2029-02-16
Fixed
5.16000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAY4
1582000.00000000
PA
USD
1493553.70000000
0.064831619376
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308HW0
400000.00000000
PA
USD
372920.55000000
0.016187595501
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.30000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788CAA3
1311000.00000000
PA
USD
1182194.64000000
0.051316261965
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
421000.00000000
PA
USD
375265.59000000
0.016289388119
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCA5
4220000.00000000
PA
USD
4239017.01000000
0.184005662014
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
5.94000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55389TAB7
3932203.85000000
PA
USD
3657231.13000000
0.158751718530
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAZ3
13248000.00000000
PA
USD
13523648.49000000
0.587029466355
Long
DBT
US
N
2
2028-01-15
Fixed
6.60000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BG6
2253000.00000000
PA
USD
2223909.26000000
0.096534619861
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA
07336UAA1
6000000.00000000
PA
USD
6181434.00000000
0.268321370894
Long
DBT
CORP
MX
N
2
2038-06-29
Fixed
8.45000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112CD3
4998000.00000000
PA
USD
4991656.29000000
0.216675945867
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.30000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAC5
881859.70000000
PA
USD
839650.72000000
0.036447243837
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900IGQ7EODCWHCM84
Wellfleet CLO Ltd.
94950NAS1
3000000.00000000
PA
USD
3000252.00000000
0.130233814624
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
7.94000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
3476000.00000000
PA
USD
3590160.32000000
0.155840333940
Long
DBT
CORP
NL
N
2
2034-09-11
Fixed
6.11000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAH8
2558000.00000000
PA
USD
2454728.32000000
0.106553927130
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.80000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
25714PEF1
1489000.00000000
PA
USD
1332104.67000000
0.057823500377
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAD9
4693000.00000000
PA
USD
5160850.99000000
0.224020286008
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
437084CZ7
1029386.17000000
PA
USD
1011691.95000000
0.043915145085
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
6.24000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XIX Ltd.
87165YAC7
4251315.82000000
PA
USD
4252153.33000000
0.184575878470
Long
ABS-CBDO
CORP
KY
N
2
2031-04-16
Floating
6.55000000
N
N
N
N
N
N
CIFC Funding Ltd
254900JEH56UBUEZJW15
CIFC Funding Ltd.
12551JAL0
3422391.90000000
PA
USD
3427053.20000000
0.148760241192
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
6.53000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
11034300.00000000
PA
USD
10246382.02000000
0.444771111414
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.38000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA Trust
55283QAA2
4246687.47000000
PA
USD
3746419.62000000
0.162623179085
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.13000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
1538000.00000000
PA
USD
1111323.73000000
0.048239924059
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DL6
3609000.00000000
PA
USD
3702011.33000000
0.160695520672
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.53000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
6685000.00000000
PA
USD
6581445.00000000
0.285684898498
Long
DBT
CORP
NL
N
2
2027-04-21
Fixed
4.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GMA4
2652000.00000000
PA
USD
2655949.07000000
0.115288442049
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.47000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
1394000.00000000
PA
USD
1331495.13000000
0.057797041693
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKC4
30024000.00000000
PA
USD
29878571.25000000
1.296957825348
Long
DBT
UST
US
N
2
2031-02-28
Fixed
4.25000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAK8
1884000.00000000
PA
USD
1708525.45000000
0.074163032550
Long
DBT
US
N
2
2029-08-15
Fixed
4.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEC6
4503000.00000000
PA
USD
4485439.92000000
0.194702295357
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.34000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BU4
1498000.00000000
PA
USD
1441714.90000000
0.062581420170
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
6061000.00000000
PA
USD
4866059.79000000
0.211224100056
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QA9
37159000.00000000
PA
USD
33557770.44000000
1.456663125195
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826935AC2
2783244.22000000
PA
USD
2786672.62000000
0.120962840925
Long
ABS-O
CORP
US
N
2
2043-01-20
Fixed
5.94000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings, Inc.
90473LAA0
964000.00000000
PA
USD
527790.00000000
0.022910110557
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652MAA8
1040319.99000000
PA
USD
1038463.12000000
0.045077218001
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
4981000.00000000
PA
USD
5136600.76000000
0.222967641110
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
3911000.00000000
PA
USD
3751477.00000000
0.162842707941
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
5.12000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PAP0
1805000.00000000
PA
USD
1718769.86000000
0.074607718061
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AZ9
4900000.00000000
PA
USD
4311980.16000000
0.187172819090
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBZ7
5555000.00000000
PA
USD
5631271.98000000
0.244440144075
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWHT3
16325428.06000000
PA
USD
16126016.71000000
0.699992090944
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826525AB3
1686691.12000000
PA
USD
1631153.44000000
0.070804497331
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
Reperforming Loan Trust REMICS
12669UCN8
954978.21000000
PA
USD
881613.35000000
0.038268741957
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406L3C0
1025.02000000
PA
USD
1041.43000000
0.000045206003
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Floating
6.30000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
7666000.00000000
PA
USD
7800032.80000000
0.338580901117
Long
DBT
CORP
GB
N
2
2026-11-02
Fixed
7.33000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBV8
11077000.00000000
PA
USD
12237348.98000000
0.531194259201
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.25000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AF6
2416000.00000000
PA
USD
2481474.47000000
0.107714913987
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAQ5
2261000.00000000
PA
USD
2401942.76000000
0.104262631320
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EBA5
2386000.00000000
PA
USD
2248070.35000000
0.097583395403
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust
05492PAA6
2700000.00000000
PA
USD
2473874.46000000
0.107385015601
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
3.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140J6GM3
172093.70000000
PA
USD
161213.44000000
0.006997892597
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAA1
3255000.00000000
PA
USD
3079025.94000000
0.133653204295
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JU2
11522000.00000000
PA
USD
11470109.41000000
0.497890211430
Long
STIV
UST
US
N
2
2024-08-01
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TV0
2631000.00000000
PA
USD
2736651.09000000
0.118791525094
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
4806000.00000000
PA
USD
4773298.82000000
0.207197566628
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.88000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIV Ltd.
67113DAW4
5000000.00000000
PA
USD
5003505.00000000
0.217190270231
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
8938000.00000000
PA
USD
8112631.56000000
0.352150070961
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.88000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
5755000.00000000
PA
USD
5388455.13000000
0.233900041234
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
21937000.00000000
PA
USD
13413275.77000000
0.582238448682
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173UAA5
4400662.84000000
PA
USD
4204465.45000000
0.182505860844
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co.
832696AY4
2332000.00000000
PA
USD
2462950.22000000
0.106910820284
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
5162000.00000000
PA
USD
3459749.87000000
0.150179525992
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
INVEST ENERGY RES LTD
254900A71Y7WHN7L5K89
Investment Energy Resources Ltd.
46143NAB6
1588000.00000000
PA
USD
1495181.40000000
0.064902273968
Long
DBT
CORP
BM
N
2
2029-04-26
Fixed
6.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security
01F022675
23889000.00000000
PA
USD
19563050.64000000
0.849185571925
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
2.50000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
4288000.00000000
PA
USD
4005167.21000000
0.173854797519
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
5511665.00000000
NS
USD
5511665.00000000
0.239248289104
Long
STIV
RF
US
N
1
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security
01F052672
39740000.00000000
PA
USD
39240451.11000000
1.703334798423
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
24025000.00000000
PA
USD
19522189.33000000
0.847411879491
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
29719900.00000000
PA
USD
29268296.91000000
1.270467265466
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ADF9
4982000.00000000
PA
USD
4907526.22000000
0.213024059312
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.15000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers Issuer LLC
92212KAB2
9170000.00000000
PA
USD
8684688.75000000
0.376981715115
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
35479000.00000000
PA
USD
27413071.09000000
1.189936318223
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAG0
2374000.00000000
PA
USD
2454200.30000000
0.106531007035
Long
DBT
CORP
US
N
2
2032-04-23
Fixed
6.88000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBA8
3086000.00000000
PA
USD
3051191.77000000
0.132444989073
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
CLOVERIE PLC ZURICH INS
5493002N598MXOKUEF55
Cloverie PLC for Zurich Insurance Co. Ltd.
000000000
7053000.00000000
PA
USD
6974112.20000000
0.302729649184
Long
DBT
CORP
IE
N
2
2046-06-24
Fixed
5.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYN8
6732000.00000000
PA
USD
5606887.24000000
0.243381660418
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKUQ1
9136926.84000000
PA
USD
8847152.49000000
0.384033880266
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp.
863667AY7
3078000.00000000
PA
USD
2593389.68000000
0.112572887488
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
Sound Point CLO LTD
549300ZK5CJ7PM7YBH85
Sound Point CLO XVI Ltd.
83610KAJ2
1626733.45000000
PA
USD
1627223.10000000
0.070633890605
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
6.57000000
N
N
N
N
N
N
DOC DR LLC
549300P6Q1UMT0X60U20
DOC DR LLC
71951QAC6
2789000.00000000
PA
USD
2313006.14000000
0.100402103843
Long
DBT
US
N
2
2031-11-01
Fixed
2.63000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12433YAJ6
1623999.98000000
PA
USD
1607759.98000000
0.069789042785
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.84000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
1821000.00000000
PA
USD
1676804.30000000
0.072786092757
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bonds
91822Q2E6
2745000.00000000
PA
USD
2229332.54000000
0.096770031567
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp.
020002BL4
7510000.00000000
PA
USD
7480761.54000000
0.324722093894
Long
DBT
CORP
US
N
2
2029-06-24
Fixed
5.05000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DA5
2807000.00000000
PA
USD
1981190.42000000
0.085998771401
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEX6
3894000.00000000
PA
USD
3626116.13000000
0.157401090268
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AC7
466000.00000000
PA
USD
475684.72000000
0.020648344087
Long
DBT
CORP
US
N
2
2032-01-25
Fixed
6.15000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bonds
221625AU0
3772000.00000000
PA
USD
3647524.00000000
0.158330355068
Long
DBT
NUSS
CI
N
2
2037-01-30
Fixed
8.25000000
N
N
N
N
N
N
Glencove Funding LLC
549300XUUQZO7I38ZR06
Glencove Funding LLC
37828VM26
16112000.00000000
PA
USD
15736403.66000000
0.683079913658
Long
STIV
CORP
IE
N
2
2024-12-02
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKF7
24284000.00000000
PA
USD
23991833.13000000
1.041428502790
Long
DBT
UST
US
N
2
2031-03-31
Fixed
4.13000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AV7
3106000.00000000
PA
USD
3093911.35000000
0.134299344595
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.10000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC/HAT Holdings II LLC
418751AE3
3656000.00000000
PA
USD
3449484.62000000
0.149733935866
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.38000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAQ7
3538000.00000000
PA
USD
3462011.51000000
0.150277698413
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
4.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31405U2C2
641.50000000
PA
USD
639.32000000
0.000027751363
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Floating
5.59000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
1509000.00000000
PA
USD
1500315.09000000
0.065125115260
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.90000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BS3
4205000.00000000
PA
USD
4318278.37000000
0.187446209430
Long
DBT
CORP
US
N
2
2034-08-18
Fixed
5.94000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP/GLP Financing II, Inc.
361841AP4
3493000.00000000
PA
USD
3200929.66000000
0.138944755296
Long
DBT
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Trust
92922F4M7
564803.99000000
PA
USD
541313.40000000
0.023497129237
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
6.04000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KL0
24171000.00000000
PA
USD
23890992.50000000
1.037051250508
Long
STIV
UST
US
N
2
2024-09-19
None
0.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172BL2
4200000.00000000
PA
USD
3412085.46000000
0.148110527142
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.25000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AE0
5703000.00000000
PA
USD
5915845.43000000
0.256792801763
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co.
61945CAG8
2525000.00000000
PA
USD
2421128.97000000
0.105095459135
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82650BAA4
2551301.27000000
PA
USD
2547367.93000000
0.110575192609
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
5.80000000
N
N
N
N
N
N
ALSEA S.A.
4469000001BJLPKNUN21
Alsea SAB de CV
000000000
2500000.00000000
PA
USD
2524142.50000000
0.109567031846
Long
DBT
CORP
MX
N
2
2026-12-14
Fixed
7.75000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAM1
3798000.00000000
PA
USD
3700073.55000000
0.160611406244
Long
DBT
US
N
2
2034-06-30
Fixed
5.38000000
N
N
N
N
N
N
COPT DEFENSE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAL0
2812000.00000000
PA
USD
2654796.63000000
0.115238417365
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
First National Master Note Trust
N/A
First National Master Note Trust
32113CBV1
8210000.00000000
PA
USD
8176826.67000000
0.354936628242
Long
ABS-O
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA
05533UAG3
2450000.00000000
PA
USD
2271458.70000000
0.098598628136
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.88000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
4751000.00000000
PA
USD
4070972.22000000
0.176711236736
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
2087423.98000000
PA
USD
2077721.63000000
0.090188961994
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
4106000.00000000
PA
USD
3829471.70000000
0.166228272654
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
6118000.00000000
PA
USD
4546916.69000000
0.197370855954
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
2253000.00000000
PA
USD
2182149.91000000
0.094721945643
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAA2
5000000.00000000
PA
USD
4928545.50000000
0.213936456342
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.14000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LMIQVUH9BFZJ05
OBX Trust
67118XAA3
4793656.33000000
PA
USD
4828703.71000000
0.209602561333
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.45000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHY3
5270000.00000000
PA
USD
5248081.54000000
0.227806757037
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
5.36000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp.
55261FAT1
2312000.00000000
PA
USD
2306536.14000000
0.100121256508
Long
DBT
CORP
US
N
2
2032-03-13
Fixed
6.08000000
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAA5
5013372.74000000
PA
USD
3998889.69000000
0.173582305283
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
2869000.00000000
PA
USD
2543002.99000000
0.110385720929
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 80 CLO Ltd.
26245JAQ1
6700000.00000000
PA
USD
6703155.70000000
0.290968070959
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
6.57000000
N
N
N
N
N
N
Venture CDO Ltd
549300EM6DS6KQH1HN07
Venture 38 CLO Ltd.
92332NAS4
4900000.00000000
PA
USD
4902018.80000000
0.212784995288
Long
ABS-CBDO
CORP
KY
N
2
2032-07-30
Floating
6.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83371GAA9
5471000.00000000
PA
USD
5679986.73000000
0.246554735690
Long
DBT
CORP
FR
N
2
2028-11-14
Fixed
10.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BG7
4931000.00000000
PA
USD
5103908.42000000
0.221548544265
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust
46591PAA0
7500000.00000000
PA
USD
7360356.75000000
0.319495607885
Long
ABS-MBS
CORP
US
N
2
2037-01-10
Fixed
3.29000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
2037000.00000000
PA
USD
2036393.65000000
0.088395012524
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.13000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAB9
2346000.00000000
PA
USD
2037628.36000000
0.088448608353
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
3358000.00000000
PA
USD
3084046.64000000
0.133871140959
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
4479000.00000000
PA
USD
4446193.12000000
0.192998684968
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CR5
4043000.00000000
PA
USD
3573089.39000000
0.155099325407
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAJ3
2367000.00000000
PA
USD
2376742.60000000
0.103168752217
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.70000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AS8
1764000.00000000
PA
USD
1703520.73000000
0.073945789540
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.38000000
N
N
N
N
N
N
OZLM Ltd
5493008RJIODIVVGSK16
OZLM XV Ltd.
67111DBE5
3900000.00000000
PA
USD
3903705.00000000
0.169450563925
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
7.41000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
1278000.00000000
PA
USD
1204664.77000000
0.052291636949
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAT9
3243000.00000000
PA
USD
3136389.03000000
0.136143199812
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EL8
1876000.00000000
PA
USD
1841509.08000000
0.079935536132
Long
DBT
CORP
US
N
2
2064-02-22
Fixed
5.65000000
N
N
N
N
N
N
Liberty Street Funding LLC
549300F33VRHM10B9391
Liberty Street Funding LLC
53127TL19
13500000.00000000
PA
USD
13246740.00000000
0.575009526379
Long
STIV
CORP
US
N
2
2024-11-01
None
0.00000000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687VAF3
3539000.00000000
PA
USD
3576980.58000000
0.155268232725
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
5.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLS6
10133000.00000000
PA
USD
10349822.18000000
0.449261203121
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.82000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBW4
1687000.00000000
PA
USD
1678743.82000000
0.072870282714
Long
DBT
CORP
US
N
2
2027-12-08
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EKYU3
10802.05000000
PA
USD
10716.81000000
0.000465191272
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
5.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
5076000.00000000
PA
USD
4179059.63000000
0.181403054529
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8M7
3962000.00000000
PA
USD
3970079.51000000
0.172331723785
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
3919000.00000000
PA
USD
3885780.20000000
0.168672490923
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.63000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161VAC4
107115.63000000
PA
USD
91365.97000000
0.003965979791
Long
ABS-MBS
CORP
US
N
2
2046-09-19
Floating
5.85000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAP7
2323000.00000000
PA
USD
2344980.09000000
0.101790017084
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AJ0
4439000.00000000
PA
USD
4070041.42000000
0.176670832918
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61945WAA7
7428262.33000000
PA
USD
7246343.44000000
0.314546560845
Long
ABS-O
CORP
US
N
2
2053-09-22
Fixed
5.36000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
7672000.00000000
PA
USD
7395987.83000000
0.321042268455
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.88000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International, Inc.
80874YBE9
1730000.00000000
PA
USD
1767150.02000000
0.076707785918
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
1162000.00000000
PA
USD
1154729.83000000
0.050124079784
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BH5
3179000.00000000
PA
USD
2572890.02000000
0.111683045928
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
3259000.00000000
PA
USD
3205588.74000000
0.139146994894
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QUVB9
11394662.31000000
PA
USD
11453984.63000000
0.497190273022
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
6.00000000
N
N
N
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co. LLC
11042LJ68
5272000.00000000
PA
USD
5216370.65000000
0.226430262606
Long
STIV
CORP
US
N
2
2024-09-06
None
0.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829LAA6
2878825.44000000
PA
USD
2668240.80000000
0.115821996859
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
2190000.00000000
PA
USD
2191193.55000000
0.095114508580
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31334YHW0
581880.49000000
PA
USD
522570.46000000
0.022683542721
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406TV99
39051.45000000
PA
USD
38952.70000000
0.001690844206
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Floating
6.50000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
7337000.00000000
PA
USD
5958402.13000000
0.258640087051
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PBH7
1013000.00000000
PA
USD
877314.13000000
0.038082123026
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAL9
2421000.00000000
PA
USD
2376290.11000000
0.103149110701
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAF7
3626000.00000000
PA
USD
3624346.62000000
0.157324280041
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAH6
1946000.00000000
PA
USD
2001201.44000000
0.086867402259
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.86000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
4435000.00000000
PA
USD
2062275.00000000
0.089518460467
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
2712000.00000000
PA
USD
1749505.48000000
0.075941878337
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900RDM4XSF0B1E373
OBX Trust
67448NAA6
1900376.01000000
PA
USD
1899389.71000000
0.082447996832
Long
ABS-MBS
CORP
US
N
2
2064-12-01
Variable
5.99000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDB3
1190000.00000000
PA
USD
1164597.07000000
0.050552393241
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese U.S. Holdings LLC
15089QAY0
3156000.00000000
PA
USD
3322643.59000000
0.144228067963
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds, Principal Only STRIPS
912803GK3
82601000.00000000
PA
USD
23882266.06000000
1.036672456470
Long
DBT
UST
US
N
2
2052-08-15
None
0.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
3610000.00000000
PA
USD
3702632.60000000
0.160722488527
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAT5
4112000.00000000
PA
USD
3937015.40000000
0.170896489287
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830TAD0
7495171.19000000
PA
USD
6881555.77000000
0.298711994351
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JG3
2611000.00000000
PA
USD
2156598.90000000
0.093612836975
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650EE6
3710000.00000000
PA
USD
3649306.81000000
0.158407742616
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
6.00000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
3323000.00000000
PA
USD
3202669.52000000
0.139020278487
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
38352000.00000000
PA
USD
31238902.50000000
1.356006574533
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
123919AA0
4160733.44000000
PA
USD
4139219.54000000
0.179673690830
Long
ABS-O
CORP
US
N
2
2038-11-15
Fixed
5.77000000
N
N
N
N
N
N
CONSTELLATION INSURC INC
549300K609B872PZT291
Constellation Insurance, Inc.
67740QAH9
8992000.00000000
PA
USD
8795662.92000000
0.381798840305
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
6.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31379KVP5
1455.66000000
PA
USD
1449.49000000
0.000062918918
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Floating
6.52000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
4535000.00000000
PA
USD
4530559.83000000
0.196660843504
Long
DBT
CORP
NL
N
2
2024-07-15
Fixed
3.63000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB5 LP
12510HAK6
3252138.35000000
PA
USD
2968740.51000000
0.128865975673
Long
ABS-O
US
N
2
2051-08-15
Fixed
1.44000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89177BAA3
9012915.84000000
PA
USD
8580779.87000000
0.372471277387
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAE1
5956000.00000000
PA
USD
5763349.25000000
0.250173304722
Long
DBT
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12661GAA7
5262356.82000000
PA
USD
4529728.87000000
0.196624773503
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237TAA9
585303.22000000
PA
USD
544475.63000000
0.023634394132
Long
ABS-O
CORP
US
N
2
2049-07-20
Fixed
4.95000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
915000.00000000
PA
USD
860897.24000000
0.037369504816
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BD9
3721000.00000000
PA
USD
3756210.41000000
0.163048174028
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.45000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
7821000.00000000
PA
USD
8292700.15000000
0.359966420844
Long
DBT
CORP
FR
N
2
2027-11-17
Fixed
9.25000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338LAE3
4459000.00000000
PA
USD
4380308.77000000
0.190138801790
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKTV2
7816102.97000000
PA
USD
7577673.14000000
0.328928796314
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAE1
2950000.00000000
PA
USD
2926125.41000000
0.127016155380
Long
DBT
CORP
US
N
2
2034-04-10
Fixed
5.88000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAC6
3486000.00000000
PA
USD
3600040.62000000
0.156269214301
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJW2
2760000.00000000
PA
USD
2719139.06000000
0.118031369457
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31407EYE7
4152.87000000
PA
USD
4178.69000000
0.000181387009
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
5.95000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAR6
2620000.00000000
PA
USD
2221251.72000000
0.096419262360
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
4446000.00000000
PA
USD
4527671.06000000
0.196535448858
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKP38
9995467.64000000
PA
USD
9878345.45000000
0.428795517887
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.50000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy, Inc.
516806AH9
3265000.00000000
PA
USD
3291139.59000000
0.142860554135
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UA4
1440000.00000000
PA
USD
1468800.00000000
0.063757120042
Long
DBT
UST
US
N
2
2054-05-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XPDG1
11853307.57000000
PA
USD
11481958.14000000
0.498404536662
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
5.00000000
N
N
N
N
N
N
LCM Ltd Partnership
549300FY8UGGJMQNCO13
LCM XXV Ltd.
50189PAY8
1790686.44000000
PA
USD
1791024.88000000
0.077744136895
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.42000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEH5
1895000.00000000
PA
USD
1948281.03000000
0.084570252931
Long
DBT
CORP
US
N
2
2035-04-22
Fixed
5.77000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAV3
6926000.00000000
PA
USD
6882752.60000000
0.298763945900
Long
DBT
CORP
KY
N
2
2029-11-15
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFL4
2256000.00000000
PA
USD
2254488.66000000
0.097861998998
Long
DBT
CORP
US
N
2
2035-01-18
Fixed
5.47000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
5575000.00000000
PA
USD
4774464.84000000
0.207248180787
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
12471000.00000000
PA
USD
9065345.24000000
0.393505109401
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAE4
1530839.91000000
PA
USD
1494091.33000000
0.064854956618
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.78000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAD9
2876000.00000000
PA
USD
2934958.00000000
0.127399557138
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC/Ashton Woods Finance Co.
045086AP0
1086000.00000000
PA
USD
970752.81000000
0.042138074236
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.63000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BS2
7592000.00000000
PA
USD
5849640.33000000
0.253918995590
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd.
92676XAD9
5609000.00000000
PA
USD
5551051.74000000
0.240957973956
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAP5
1324000.00000000
PA
USD
1337353.86000000
0.058051355249
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.38000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DJ5
3662000.00000000
PA
USD
3599445.06000000
0.156243362455
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830HAA2
3812065.00000000
PA
USD
3610323.28000000
0.156715560153
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826525AA5
3361811.33000000
PA
USD
3248220.10000000
0.140997520995
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CR9
1570000.00000000
PA
USD
1524102.29000000
0.066157661124
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.35000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AZ9
3165000.00000000
PA
USD
3244520.59000000
0.140836934052
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
5.90000000
N
N
N
N
N
N
TCI-Symphony CLO
5493005WLG3H3B8NI222
TCI-Symphony CLO Ltd.
87229WAQ4
4334598.92000000
PA
USD
4337559.45000000
0.188283155326
Long
ABS-CBDO
CORP
KY
N
2
2032-10-13
Floating
6.61000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36169HAA1
6405238.66000000
PA
USD
6391692.22000000
0.277448180924
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
6.01000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286NAG1
5976376.18000000
PA
USD
5881051.78000000
0.255282492041
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KK2
47496000.00000000
PA
USD
46992436.02000000
2.039830054736
Long
STIV
UST
US
N
2
2024-09-12
None
0.00000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp. A Mutual Legal Reserve Co.
42218SAM0
1789000.00000000
PA
USD
1766343.78000000
0.076672788954
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
5.88000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAS1
3531000.00000000
PA
USD
3522488.45000000
0.152902858764
Long
DBT
CORP
US
N
2
2035-01-24
Fixed
5.71000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
2825000.00000000
PA
USD
2382685.51000000
0.103426719828
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62847RAC1
2803512.63000000
PA
USD
2806690.41000000
0.121831765653
Long
ABS-O
CORP
US
N
2
2043-02-20
Fixed
6.20000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
3240000.00000000
PA
USD
3212593.16000000
0.139451040133
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAC5
5364000.00000000
PA
USD
5879102.99000000
0.255197899695
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62848PAA8
5263124.92000000
PA
USD
5212664.71000000
0.226269396551
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TZ1
33221000.00000000
PA
USD
32733066.56000000
1.420864688188
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513CE3
6674000.00000000
PA
USD
6818112.15000000
0.295958057467
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
ICG US CLO Ltd
N/A
ICG U.S. CLO Ltd.
449303AL0
4500000.00000000
PA
USD
4500000.00000000
0.195334313854
Long
ABS-CBDO
CORP
KY
N
2
2034-04-17
Floating
1.00000000
N
N
N
N
N
N
JSW HYDRO ENERGY LTD
3358006ZP5KO7VUH2790
JSW Hydro Energy Ltd.
000000000
2432000.00000000
PA
USD
2158400.00000000
0.093691018449
Long
DBT
CORP
IN
N
2
2031-05-18
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31412AKM5
14344.48000000
PA
USD
14210.30000000
0.000616835377
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
4403000.00000000
PA
USD
4261007.96000000
0.184960236932
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAJ3
2800000.00000000
PA
USD
2747885.28000000
0.119279174604
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.75000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBA2
3800000.00000000
PA
USD
3793977.53000000
0.164687555022
Long
DBT
CORP
ES
N
2
2028-03-14
Fixed
5.55000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
5193000.00000000
PA
USD
4551669.54000000
0.197577165886
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AG3
3293000.00000000
PA
USD
3076865.92000000
0.133559442956
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TS7
32600000.00000000
PA
USD
29539929.61000000
1.282258195927
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.88000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AN2
2888000.00000000
PA
USD
2677010.89000000
0.116202685639
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
7219000.00000000
PA
USD
7199495.20000000
0.312512989997
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBP2
3072000.00000000
PA
USD
3064065.39000000
0.133003802346
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.45000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89180YAA8
9621950.79000000
PA
USD
8978280.77000000
0.389725847511
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Fixed
3.75000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
6126000.00000000
PA
USD
5601036.53000000
0.243127694991
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
1823000.00000000
PA
USD
2202298.70000000
0.095596556770
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.02000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp.
422806AB5
4605000.00000000
PA
USD
4571854.18000000
0.198453333176
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAE3
6128000.00000000
PA
USD
5937963.67000000
0.257752902038
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3F8
5746000.00000000
PA
USD
5753763.54000000
0.249757211814
Long
DBT
CORP
US
N
2
2034-07-25
Fixed
5.56000000
N
N
N
N
N
N
Diamond Infrastructure Funding LLC
N/A
Diamond Infrastructure Funding LLC
25265LAA8
2385000.00000000
PA
USD
2151936.37000000
0.093410447620
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDH2
2701000.00000000
PA
USD
2691033.85000000
0.116811389033
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.88000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBM6
4634000.00000000
PA
USD
4381224.01000000
0.190178530185
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
4533000.00000000
PA
USD
5100389.90000000
0.221395813668
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAB7
2004040.16000000
PA
USD
1905064.22000000
0.082694313836
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.34000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80285RAG3
413340.22000000
PA
USD
412682.97000000
0.017913587729
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAR3
2365000.00000000
PA
USD
2400855.77000000
0.104215447665
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
26779000.00000000
PA
USD
25144016.46000000
1.091442045057
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAH9
1697000.00000000
PA
USD
1714832.55000000
0.074436808784
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.50000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust
96043PAJ0
4095000.00000000
PA
USD
4097749.38000000
0.177873569664
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
5.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140MMBG2
909435.38000000
PA
USD
776049.40000000
0.033686461570
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283YAB9
1136050.40000000
PA
USD
1148190.35000000
0.049840216486
Long
ABS-O
CORP
US
N
2
2039-09-15
Fixed
5.99000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55389TAA9
834658.72000000
PA
USD
778999.00000000
0.033814496701
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.14000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31390NF56
1916.01000000
PA
USD
1932.26000000
0.000083874818
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Floating
5.90000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAN7
1802000.00000000
PA
USD
1704889.50000000
0.074005204595
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
2709000.00000000
PA
USD
2591032.02000000
0.112470547066
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89170VAA6
10436607.21000000
PA
USD
9709448.08000000
0.421464084135
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
3.75000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC
76174LAA1
7824000.00000000
PA
USD
7330113.91000000
0.318182838018
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
2587000.00000000
PA
USD
2434973.52000000
0.105696418173
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co.
186108CK0
5935000.00000000
PA
USD
5554102.44000000
0.241090397598
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
INRETAIL CONSUMER
254900BI1YXHZ31NSP51
InRetail Consumer
45790TAB1
3319000.00000000
PA
USD
2997480.50000000
0.130113510390
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp.
032095AQ4
4620000.00000000
PA
USD
4615192.24000000
0.200334535445
Long
DBT
CORP
US
N
2
2034-04-05
Fixed
5.25000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493004RXURZCE1LR038
Anchorage Capital CLO 25 Ltd.
03329WAG2
1000000.00000000
PA
USD
999763.00000000
0.043397337693
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
7.67000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BW4
1026000.00000000
PA
USD
1033690.83000000
0.044870064225
Long
DBT
CORP
US
N
2
2035-01-22
Fixed
5.68000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AU6
1762000.00000000
PA
USD
1894773.45000000
0.082247615947
Long
DBT
US
N
2
2034-02-01
Fixed
7.65000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAG6
2732000.00000000
PA
USD
2779391.65000000
0.120646791307
Long
DBT
CORP
US
N
2
2034-05-06
Fixed
6.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AS2
1234000.00000000
PA
USD
1226920.21000000
0.053257692749
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.80000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826943AA0
5272195.26000000
PA
USD
5225495.74000000
0.226826361093
Long
ABS-O
CORP
US
N
2
2040-01-20
Fixed
5.20000000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Pass-Through Trust
02377LAA2
1793849.32000000
PA
USD
1599815.10000000
0.069444174411
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp.
482480AL4
3528000.00000000
PA
USD
3450315.03000000
0.149769981992
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.65000000
N
N
N
N
N
N
HOLCIM FINANCE US LLC
529900FB2F1WKLFNGY62
Holcim Finance U.S. LLC
50587KAB7
1100000.00000000
PA
USD
955179.26000000
0.041462063413
Long
DBT
CORP
US
N
2
2046-09-22
Fixed
4.75000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBD4
3809000.00000000
PA
USD
3109299.99000000
0.134967328914
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AQ6
1773000.00000000
PA
USD
1730753.06000000
0.075127880316
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
5068000.00000000
PA
USD
4498535.19000000
0.195270729930
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAF0
892000.00000000
PA
USD
906643.74000000
0.039355251747
Long
DBT
CORP
US
N
2
2052-12-06
Fixed
5.75000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
2232000.00000000
PA
USD
2120987.80000000
0.092067043690
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAL1
3259000.00000000
PA
USD
3235723.96000000
0.140455093233
Long
DBT
CORP
GB
N
2
2034-03-26
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402LPB2
22278.44000000
PA
USD
22199.33000000
0.000963620198
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Floating
6.31000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDY7
2842000.00000000
PA
USD
2771474.26000000
0.120303116209
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.13000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings, Inc.
74168LAA4
6468000.00000000
PA
USD
5959793.72000000
0.258700492668
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.38000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283JAA4
3540782.28000000
PA
USD
3560937.12000000
0.154571824225
Long
ABS-O
CORP
US
N
2
2038-03-25
Fixed
5.50000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAD8
1505000.00000000
PA
USD
1262582.88000000
0.054805724566
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding Trust
06051GDM8
818014.65000000
PA
USD
741723.90000000
0.032196473127
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.56000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHX2
1636000.00000000
PA
USD
1634849.70000000
0.070964943201
Long
DBT
UST
US
N
2
2028-08-31
Fixed
4.38000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89179JAA4
12279311.07000000
PA
USD
10870379.23000000
0.471857348495
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
1459000.00000000
PA
USD
1392403.80000000
0.060440942418
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
25714PEZ7
5227000.00000000
PA
USD
5199371.65000000
0.225692376383
Long
DBT
NUSS
DO
N
2
2036-06-01
Fixed
6.60000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864AJ6
2308000.00000000
PA
USD
2058312.25000000
0.089346446900
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828GAD2
2294945.43000000
PA
USD
2128269.74000000
0.092383135413
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80285VAE9
4601134.54000000
PA
USD
4560749.92000000
0.197971323618
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.26000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826944AA8
5629782.53000000
PA
USD
5692626.10000000
0.247103380727
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
6.10000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830WAD3
6199949.66000000
PA
USD
5675991.29000000
0.246381303127
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
4408000.00000000
PA
USD
4097258.48000000
0.177852260861
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92000000
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance U.S., Inc.
85855CAB6
3316000.00000000
PA
USD
2742649.37000000
0.119051896184
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.69000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504AL6
2100000.00000000
PA
USD
2111253.90000000
0.091644518206
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAZ1
2379000.00000000
PA
USD
2174569.68000000
0.094392905860
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QB7
17911000.00000000
PA
USD
17566073.37000000
0.762501530854
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826935AA6
2075173.12000000
PA
USD
2064835.44000000
0.089629603087
Long
ABS-O
CORP
US
N
2
2043-01-20
Fixed
5.15000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635WAA5
5000000.00000000
PA
USD
4723913.50000000
0.205053867162
Long
ABS-MBS
CORP
US
N
2
2036-02-10
Fixed
3.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJP5
5035000.00000000
PA
USD
4267687.95000000
0.185250199435
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65000000
N
N
N
N
N
N
AXIAN TELECOM
984500C6FIA50FZSE337
Axian Telecom
05466AAA1
728000.00000000
PA
USD
715267.96000000
0.031048083597
Long
DBT
CORP
MU
N
2
2027-02-16
Fixed
7.38000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
1902000.00000000
PA
USD
1349980.12000000
0.058599431212
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAL8
1500000.00000000
PA
USD
1462764.00000000
0.063495111615
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
4.09000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89178BAA2
7174355.10000000
PA
USD
6706014.63000000
0.291092170321
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
1559000.00000000
PA
USD
1332929.25000000
0.057859293436
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust
05548WAG2
5000000.00000000
PA
USD
4300207.50000000
0.186661795876
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.97000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG
62582PAA8
2600000.00000000
PA
USD
2593656.00000000
0.112584447807
Long
DBT
CORP
DE
N
2
2042-05-23
Fixed
5.88000000
N
N
N
N
N
N
COLT Funding LLC
213800YFAHWZN77V6P52
COLT Mortgage Loan Trust
19688VAA8
11574124.24000000
PA
USD
11645654.64000000
0.505510212997
Long
ABS-MBS
CORP
US
N
2
2069-06-25
Variable
6.39000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
3820000.00000000
PA
USD
3449868.36000000
0.149750593108
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
6822588.26000000
PA
USD
6281555.65000000
0.272667413962
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAC4
5148000.00000000
PA
USD
4462293.09000000
0.193697546433
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.20000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
2579000.00000000
PA
USD
2321957.78000000
0.100790673278
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDU0
3455000.00000000
PA
USD
3452084.71000000
0.149846799598
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.05000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237JAA1
593129.93000000
PA
USD
488693.27000000
0.021213014351
Long
ABS-O
CORP
US
N
2
2049-01-20
Fixed
2.70000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBZ7
2255000.00000000
PA
USD
1731997.08000000
0.075181880271
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKQ3
2867000.00000000
PA
USD
2874167.50000000
0.124760785892
Long
DBT
UST
US
N
2
2034-05-15
Fixed
4.38000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer LLC
23802WAA9
6419000.00000000
PA
USD
5957614.48000000
0.258605897035
Long
ABS-O
CORP
US
N
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB5 LP
12510HAM2
1389791.61000000
PA
USD
1274462.25000000
0.055321379808
Long
ABS-O
US
N
2
2051-08-15
Fixed
1.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QRW66
9239491.10000000
PA
USD
8953208.33000000
0.388637512430
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust
32057JAA1
276969.30000000
PA
USD
275354.02000000
0.011952464125
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.48000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP
013092AC5
2428000.00000000
PA
USD
2345163.32000000
0.101797970664
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Ltd./TAL International Container Corp.
89681LAA0
8998000.00000000
PA
USD
7420017.14000000
0.322085323739
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
ORGANON & CO/ORGANON FOR
N/A
Organon & Co./Organon Foreign Debt Co.-Issuer BV
68622FAA9
2003000.00000000
PA
USD
1999983.68000000
0.086814542189
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
6.75000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust
00161AAA0
2815016.01000000
PA
USD
2829822.43000000
0.122835871709
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
7.97000000
N
N
N
N
N
N
Apidos CLO Ltd
549300IG6PHVJ3WBR394
Apidos CLO XXXI Ltd.
03767VAG3
7000000.00000000
PA
USD
7000000.00000000
0.303853377106
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.69000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
1347000.00000000
PA
USD
1198401.79000000
0.052019775860
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKH3
1829000.00000000
PA
USD
1819497.78000000
0.078980077870
Long
DBT
UST
US
N
2
2026-03-31
Fixed
4.50000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7 LP
12510HAS9
7760000.00000000
PA
USD
7679480.69000000
0.333348020297
Long
ABS-O
US
N
2
2053-09-15
Fixed
5.75000000
N
N
N
N
N
N
ICG US CLO Ltd
25490053S2JSJU63Y978
ICG US CLO Ltd.
44928XAY0
9325000.00000000
PA
USD
9333261.95000000
0.405134737561
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.79000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AG2
2072000.00000000
PA
USD
2100715.85000000
0.091187086480
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWGZ0
6560046.99000000
PA
USD
6483051.19000000
0.281413856862
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
2720000.00000000
PA
USD
2398759.11000000
0.104124436634
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
1273000.00000000
PA
USD
1187848.27000000
0.051561672618
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
28622HAC5
4390000.00000000
PA
USD
4058273.47000000
0.176160014154
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.13000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
2640000.00000000
PA
USD
2633453.83000000
0.114311977100
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAF2
4765000.00000000
PA
USD
4961878.51000000
0.215383363151
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
432917AA0
3020702.03000000
PA
USD
3044169.26000000
0.132140158590
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
5.72000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AN3
2824000.00000000
PA
USD
2421552.32000000
0.105113835753
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bonds
817477AJ1
3791000.00000000
PA
USD
3732410.10000000
0.162015059090
Long
DBT
NUSS
RS
N
2
2034-06-12
Fixed
6.00000000
N
N
N
N
N
N
Veridian Auto Receivables Trust
N/A
Veridian Auto Receivables Trust
92347BAB0
1816497.47000000
PA
USD
1817232.06000000
0.078881728345
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.97000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190AM6
4065000.00000000
PA
USD
4149055.95000000
0.180100666030
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.85000000
N
N
N
N
N
N
Battalion CLO LTD
549300EOF4JL75TYXX49
Battalion CLO XXI Ltd.
07134WAA1
3000000.00000000
PA
USD
3003285.00000000
0.130365469952
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.77000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
5247000.00000000
PA
USD
4312703.49000000
0.187204217128
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.63000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFR1
4463000.00000000
PA
USD
4584631.70000000
0.199007974976
Long
DBT
CORP
US
N
2
2035-04-19
Fixed
5.83000000
N
N
N
N
N
N
HANWHA LIFE INSURANCE
988400ZKCI3R9DQHR320
Hanwha Life Insurance Co. Ltd.
41135UAB1
4600000.00000000
PA
USD
4309695.75000000
0.187073658277
Long
DBT
CORP
KR
N
2
2032-02-04
Fixed
3.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFK6
10733000.00000000
PA
USD
10712313.75000000
0.464996101366
Long
DBT
CORP
US
N
2
2030-01-16
Fixed
5.17000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
5327000.00000000
PA
USD
4913259.37000000
0.213272921739
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128NHK36
12634.10000000
PA
USD
12804.32000000
0.000555805124
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
5.63000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
6119000.00000000
PA
USD
5904895.58000000
0.256317494778
Long
DBT
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBM3
2277000.00000000
PA
USD
2080596.55000000
0.090313755444
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410UK68
4511.11000000
PA
USD
4518.39000000
0.000196132580
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Floating
7.36000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CX1
3547000.00000000
PA
USD
3181131.77000000
0.138085375905
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAD1
4421000.00000000
PA
USD
3965964.42000000
0.172153097500
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.63000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283YAC7
1145517.18000000
PA
USD
1158083.73000000
0.050269664618
Long
ABS-O
CORP
US
N
2
2039-09-15
Fixed
6.62000000
N
N
N
N
N
N
COLT Funding LLC
213800Z2Q6LED8DB8K38
COLT Mortgage Loan Trust
12665LAA2
3906074.54000000
PA
USD
3907158.09000000
0.169600454362
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.13000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co.
37959GAF4
994000.00000000
PA
USD
987663.01000000
0.042872105861
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc./SkyMiles IP Ltd.
830867AB3
4436000.00000000
PA
USD
4322178.76000000
0.187615516097
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAC0
1582000.00000000
PA
USD
1444622.19000000
0.062707618724
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126405AA7
10544311.72000000
PA
USD
9196145.55000000
0.399182840247
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AR3
3673000.00000000
PA
USD
3645245.82000000
0.158231464684
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.25000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo, Inc.
92940PAE4
3913000.00000000
PA
USD
3724978.75000000
0.161692481834
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
2313000.00000000
PA
USD
2209609.78000000
0.095913913391
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Venture CDO Ltd
549300JZGSLL2771YV05
Venture XXVII CLO Ltd.
92331LBC3
4162050.98000000
PA
USD
4164244.38000000
0.180759959708
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.64000000
N
N
N
N
N
N
TCW CLO
N/A
TCW CLO Ltd.
87240UAR1
2909414.85000000
PA
USD
2910837.55000000
0.126352545682
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
6.56000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AS5
2361000.00000000
PA
USD
2192088.49000000
0.095153355800
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
3404000.00000000
PA
USD
2709865.17000000
0.117628811915
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International, Inc.
80874YBC3
1439000.00000000
PA
USD
1446961.99000000
0.062809183886
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAX1
4697000.00000000
PA
USD
4687083.32000000
0.203455156508
Long
DBT
CORP
GB
N
2
2035-01-05
Fixed
5.68000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAG2
4911000.00000000
PA
USD
4837472.66000000
0.209983200628
Long
DBT
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW LLC
55400EAA7
1105870.58000000
PA
USD
1041910.68000000
0.045226868394
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAH5
4807000.00000000
PA
USD
4825950.11000000
0.209483034096
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP/Targa Resources Partners Finance Corp.
87612BBU5
1919000.00000000
PA
USD
1727820.01000000
0.075000563581
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KD8
4984000.00000000
PA
USD
4941055.56000000
0.214479488339
Long
STIV
UST
US
N
2
2024-08-29
None
0.00000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AE0
6750000.00000000
PA
USD
5415572.25000000
0.235077131018
Long
DBT
CORP
US
N
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAC5
6046000.00000000
PA
USD
6135966.29000000
0.266347725575
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AV1
5000000.00000000
PA
USD
4908541.00000000
0.213068108502
Long
DBT
CORP
CO
N
2
2036-01-19
Fixed
8.38000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAE3
3626000.00000000
PA
USD
3626023.93000000
0.157397088085
Long
DBT
CORP
US
N
2
2033-09-18
Fixed
5.45000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59981AAC0
796339.31000000
PA
USD
762984.48000000
0.033119344418
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKS76
8783368.91000000
PA
USD
8306479.41000000
0.360564545799
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAK5
4450000.00000000
PA
USD
4298476.61000000
0.186586662051
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
2.19000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
2146000.00000000
PA
USD
1756168.07000000
0.076231085548
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17313EAA3
1478975.15000000
PA
USD
1383920.53000000
0.060072703812
Long
ABS-O
CORP
US
N
2
2037-10-25
Variable
4.25000000
N
N
N
N
N
N
Venture CLO 43 Limited
549300OLN5VHTMLSN650
Venture 43 CLO Ltd.
92290CAB5
4000000.00000000
PA
USD
4001508.00000000
0.173695959902
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.83000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
8283300.00000000
PA
USD
7475031.16000000
0.324473351706
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAD2
1230989.58000000
PA
USD
1202646.78000000
0.052204040795
Long
ABS-O
US
N
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
1211 Avenue of the Americas Trust
N/A
1211 Avenue of the Americas Trust
90117PAA3
5900000.00000000
PA
USD
5681184.93000000
0.246606746706
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Fixed
3.90000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
5053000.00000000
PA
USD
4595612.09000000
0.199484607631
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHL1
5355000.00000000
PA
USD
5417235.81000000
0.235149342207
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
5.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKG5
2267000.00000000
PA
USD
2245215.54000000
0.097459474880
Long
DBT
UST
US
N
2
2029-03-31
Fixed
4.13000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89181JAA0
8736883.25000000
PA
USD
8230177.22000000
0.357252448926
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
2926000.00000000
PA
USD
2787517.98000000
0.120999535995
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust
10569LAA3
3964198.33000000
PA
USD
3973981.97000000
0.172501120306
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.19000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
4020330.00000000
PA
USD
3841096.45000000
0.166732875446
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAY5
4488000.00000000
PA
USD
4467189.05000000
0.193910068431
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.15000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397D26
3402000.00000000
PA
USD
3467347.04000000
0.150509301100
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
6.95000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBM1
2372000.00000000
PA
USD
1953588.93000000
0.084800656265
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5A29
36335.95000000
PA
USD
36043.15000000
0.001564547549
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
5.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830MAG8
2757809.59000000
PA
USD
2540611.13000000
0.110281895966
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAF2
2252000.00000000
PA
USD
2309380.96000000
0.100244743388
Long
DBT
CORP
MA
N
2
2034-05-02
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
14309500.00000000
PA
USD
12031718.23000000
0.522268316654
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
2238000.00000000
PA
USD
2208377.23000000
0.095860411323
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd.
716973AF9
3877000.00000000
PA
USD
3702175.72000000
0.160702656452
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust
23345LAA7
5300000.00000000
PA
USD
4416069.18000000
0.191691076268
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Fixed
2.96000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NCC7
5166000.00000000
PA
USD
5169313.52000000
0.224387624339
Long
DBT
CORP
CA
N
2
2034-04-05
Fixed
5.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
12203000.00000000
PA
USD
9873942.99000000
0.428604417553
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BD4
390000.00000000
PA
USD
390294.17000000
0.016941743088
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DM4
2353000.00000000
PA
USD
2425863.35000000
0.105300967328
Long
DBT
CORP
US
N
2
2054-05-01
Fixed
6.86000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
1790000.00000000
PA
USD
1624562.88000000
0.070518416772
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CV0
5574000.00000000
PA
USD
5507656.36000000
0.239074283561
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DS6
2459000.00000000
PA
USD
2432389.69000000
0.105584260249
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security
01F020679
70366000.00000000
PA
USD
55190634.12000000
2.395694366003
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
2.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CV9
3867000.00000000
PA
USD
3831336.01000000
0.166309197924
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826935AD0
989406.76000000
PA
USD
995440.86000000
0.043209723860
Long
ABS-O
CORP
US
N
2
2043-01-20
Fixed
8.02000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BLMZ8
2051.56000000
PA
USD
2003.02000000
0.000086946341
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Fixed
3.01000000
N
N
N
N
N
N
Rackspace Technology Global Inc
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
75008UAC1
1070083.06000000
PA
USD
1078554.91000000
0.046817507399
Long
LON
CORP
US
N
2
2028-05-15
Floating
11.69000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504AM4
2621000.00000000
PA
USD
2337087.78000000
0.101447430649
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.
505742AM8
9156000.00000000
PA
USD
8672243.93000000
0.376441515032
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AM1
2494000.00000000
PA
USD
2365673.08000000
0.102688250641
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.15000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
9126000.00000000
PA
USD
9108897.88000000
0.395395626079
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67448GAA1
2909956.84000000
PA
USD
2910121.83000000
0.126321477976
Long
ABS-MBS
CORP
US
N
2
2063-03-25
Variable
6.11000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
1408000.00000000
PA
USD
1207784.23000000
0.052427045300
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286XAF1
4427985.54000000
PA
USD
4313077.54000000
0.187220453750
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X4YR1
1300491.27000000
PA
USD
1216130.55000000
0.052789339231
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PL9
2850000.00000000
PA
USD
2833869.74000000
0.123011555825
Long
DBT
CORP
US
N
2
2035-06-11
Fixed
5.45000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
61701688.96000000
PA
USD
61701688.96000000
2.678323794812
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2024-07-01
62578600.00000000
USD
62935904.41000000
USD
UST
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
6215000.00000000
PA
USD
7321612.20000000
0.317813798976
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAQ1
1806000.00000000
PA
USD
1744738.49000000
0.075734954622
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QJGY6
55880.61000000
PA
USD
56114.37000000
0.002435791546
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
6.12000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175VAA1
184087.71000000
PA
USD
178641.82000000
0.007754417185
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
5136000.00000000
PA
USD
4812592.50000000
0.208903211966
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.13000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
1890000.00000000
PA
USD
1767942.16000000
0.076742170835
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25273CAB6
1027860.98000000
PA
USD
968575.71000000
0.042043571495
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
2.05000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690AAB0
1019102.87000000
PA
USD
1008695.89000000
0.043785093235
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140JVPM8
988202.03000000
PA
USD
844217.80000000
0.036645489934
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133B9Z56
901800.17000000
PA
USD
768852.78000000
0.033374073385
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Protected Indexed Notes
912828ZZ6
14569281.35000000
PA
USD
13048069.76000000
0.566385723043
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829VAA4
6800700.07000000
PA
USD
6436948.99000000
0.279412669839
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
5199000.00000000
PA
USD
4336414.05000000
0.188233436232
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62847RAA5
1464478.97000000
PA
USD
1461734.54000000
0.063450425201
Long
ABS-O
CORP
US
N
2
2043-02-20
Fixed
5.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
4530000.00000000
PA
USD
4406840.63000000
0.191290486828
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
2134000.00000000
PA
USD
1950272.89000000
0.084656714843
Long
DBT
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAR8
6049000.00000000
PA
USD
6185784.52000000
0.268510216636
Long
DBT
US
N
2
2031-01-15
Fixed
5.90000000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance, Inc.
12636YAA0
4733000.00000000
PA
USD
4519617.81000000
0.196185876400
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TW8
3089000.00000000
PA
USD
3143540.16000000
0.136453613383
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
77443300.00000000
PA
USD
56639488.71000000
2.458585703162
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
7337000.00000000
PA
USD
7278546.19000000
0.315944405751
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
MetLife Securitization Trust
59166BAA9
1400344.06000000
PA
USD
1309288.51000000
0.056833105052
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFR0
3892000.00000000
PA
USD
3154540.84000000
0.136931126779
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc.
18972EAA3
3807000.00000000
PA
USD
3741628.86000000
0.162415223570
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFX7
2873000.00000000
PA
USD
2336583.75000000
0.101425551904
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AX8
1338000.00000000
PA
USD
1359333.07000000
0.059005420561
Long
DBT
CORP
AR
N
2
2031-01-17
Fixed
9.50000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AK8
6556000.00000000
PA
USD
6782456.63000000
0.294410336015
Long
DBT
CORP
CA
N
2
2028-12-04
Fixed
6.32000000
N
N
N
N
N
N
LCM Ltd Partnership
549300HV40B88JRNJD93
LCM XV LP
50184NAR3
1786108.73000000
PA
USD
1786694.57000000
0.077556168421
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.59000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BE3
3466000.00000000
PA
USD
3439937.66000000
0.149319525003
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.05000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BF4
5160000.00000000
PA
USD
5551850.40000000
0.240992641890
Long
DBT
CORP
CH
N
2
2028-11-13
Fixed
9.25000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764RBD9
155654.60000000
PA
USD
155122.15000000
0.006733484163
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.07000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BL0
3019000.00000000
PA
USD
3143975.46000000
0.136472508723
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECS2
1049000.00000000
PA
USD
1068219.91000000
0.046368889592
Long
DBT
CORP
GB
N
2
2055-03-12
Fixed
6.04000000
N
N
N
N
N
N
2024-07-30
TRANSAMERICA SERIES TRUST
Vincent Toner
Vincent Toner
Treasurer