0001752724-22-296649.txt : 20221229 0001752724-22-296649.hdr.sgml : 20221229 20221229095812 ACCESSION NUMBER: 0001752724-22-296649 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221031 FILED AS OF DATE: 20221229 DATE AS OF CHANGE: 20221229 PERIOD START: 20221031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TRANSAMERICA FUNDS CENTRAL INDEX KEY: 0000787623 IRS NUMBER: 000000000 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04556 FILM NUMBER: 221496805 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: TRANSAMERICA IDEX MUTUAL FUNDS DATE OF NAME CHANGE: 20040301 FORMER COMPANY: FORMER CONFORMED NAME: IDEX MUTUAL FDS DATE OF NAME CHANGE: 20010504 FORMER COMPANY: FORMER CONFORMED NAME: IDEX MUTUAL FUNDS / DATE OF NAME CHANGE: 20010423 0000787623 S000044275 Transamerica Core Bond (formerly Transamerica Intermediate Bond) C000137931 I2 C000171829 R TMBRX C000171830 R4 TMBFX C000171831 I3 TMBTX C000228029 R6 TAGMX NPORT-P 1 primary_doc.xml NPORT-P false 0000787623 XXXXXXXX S000044275 C000137931 C000171829 C000171830 C000171831 C000228029 TRANSAMERICA FUNDS 811-04556 0000787623 54930088ZHZE1VMYEY52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica Intermediate Bond S000044275 549300ZF0O00XTDBKY49 2022-10-31 2022-10-31 N 3057380898.90 708067347.28 2349313551.62 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 501851782.60000000 0.00000000 0.00000000 0.00000000 USD ACMBS UST Securities Portfolio VaR Designated Reference Portfolio is the Fund's Securities Portfolio Towd Point Mortgage Trust N/A 89175JAA8 2072293.07000000 PA USD 1978319.14000000 0.084208390941 Long ABS-O CORP US N 2 2057-10-25 Variable 2.75000000 N N N N N N One Market Plaza Trust N/A 68245HAA2 11917000.00000000 PA USD 11470156.59000000 0.488234385831 Long ABS-MBS CORP US N 2 2032-02-10 Fixed 3.61000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DW7 3716000.00000000 PA USD 2313880.37000000 0.098491764473 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828R36 4019000.00000000 PA USD 3655563.08000000 0.155601327778 Long DBT UST US N 2 2026-05-15 Fixed 1.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 7011000.00000000 PA USD 6028437.80000000 0.256604223639 Long DBT CORP US N 2 2027-04-22 Fixed 1.58000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 2526000.00000000 PA USD 2154029.80000000 0.091687625030 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAA1 2588000.00000000 PA USD 2254910.32000000 0.095981667429 Long DBT CORP US N 2 2026-05-28 Fixed 1.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 21429000.00000000 PA USD 10979851.24000000 0.467364232093 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DAZ8 7230000.00000000 PA USD 7180011.35000000 0.305621671702 Long DBT CORP US Y 2 2023-03-15 Fixed 3.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXG20 201118.29000000 PA USD 201383.64000000 0.008572020531 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 6203000.00000000 PA USD 4759590.99000000 0.202594965951 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 3592000.00000000 PA USD 2728743.26000000 0.116150662737 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286B1 2275400.00000000 PA USD 2071680.59000000 0.088182379426 Long DBT UST US N 2 2029-02-15 Fixed 2.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RY6 5574000.00000000 PA USD 4164169.91000000 0.177250495453 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17322GAA7 240537.99000000 PA USD 222075.06000000 0.009452763759 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.00000000 N N N N N N Citigroup Capital XIII N/A 173080201 98502.00000000 NS USD 2703879.90000000 0.115092338276 Long EP CORP US N 1 N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 4530000.00000000 PA USD 3684370.59000000 0.156827537450 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BX9 3121000.00000000 PA USD 2846504.30000000 0.121163235023 Long DBT CORP NL N 2 2026-09-12 Fixed 2.50000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 2477000.00000000 PA USD 2309743.97000000 0.098315696021 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 3109000.00000000 PA USD 2481386.17000000 0.105621753566 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CE4 614000.00000000 PA USD 596111.25000000 0.025373848015 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 7467264.00000000 PA USD 4941739.06000000 0.210348212421 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y3DW8 2004962.99000000 PA USD 2053895.03000000 0.087425325946 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 5.50000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 3965237.12000000 PA USD 3148058.45000000 0.133999075935 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 570000.00000000 PA USD 480477.57000000 0.020451828137 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N New Residential Mortgage Loan Trust N/A 64829NAA2 1399147.62000000 PA USD 1296456.06000000 0.055184462674 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFF3 75631400.00000000 PA USD 67607381.16000000 2.877750443885 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AZ1 8211000.00000000 PA USD 7141392.44000000 0.303977833655 Long DBT CORP CH N 2 2033-08-12 Fixed 6.54000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BQ1 1795000.00000000 PA USD 1763532.70000000 0.075065871849 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Diameter Capital CLO 1 Ltd. 25490018I1ROE4V49X69 25255DAA8 4000000.00000000 PA USD 3824748.00000000 0.162802789664 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.32000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAH8 4981000.00000000 PA USD 4563918.56000000 0.194266046643 Long DBT CORP US N 2 2026-04-11 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QHTK6 12212.13000000 PA USD 12229.33000000 0.000520549076 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 3.69000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GWF6 300928.58000000 PA USD 253861.51000000 0.010805773874 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.21000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 4800000.00000000 PA USD 912000.00000000 0.038819850137 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77000000 N N N N N N COMM Mortgage Trust N/A 12592TAA3 17005000.00000000 PA USD 15663070.83000000 0.666708401660 Long ABS-MBS CORP US N 2 2035-02-10 Fixed 3.18000000 N N N N N N Countrywide Home Loans N/A 12669FJC8 20495.76000000 PA USD 19290.20000000 0.000821099422 Long ABS-MBS CORP US N 2 2034-02-25 Variable 2.17000000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 20259BAA9 4227000.00000000 PA USD 4212080.21000000 0.179289827324 Long DBT CORP DE N 2 2023-09-19 Fixed 8.13000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDK9 11009000.00000000 PA USD 10258063.45000000 0.436640883586 Long DBT CORP US N 2 2033-09-14 Fixed 5.72000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 641000.00000000 PA USD 417566.79000000 0.017773991458 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QHXK1 13621.51000000 PA USD 13696.91000000 0.000583017536 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 3.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406F6E6 24785.62000000 PA USD 24950.58000000 0.001062037035 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAC3 5002000.00000000 PA USD 4568901.28000000 0.194478139235 Long DBT CORP NL N 2 2027-04-21 Fixed 4.90000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAF3 2483000.00000000 PA USD 2011243.04000000 0.085609817327 Long DBT CORP XX N 2 2029-02-02 Fixed 3.00000000 N N N N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CAW6 7848376.38000000 PA USD 7680664.43000000 0.326932283036 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.34000000 N N N N N N Wellfleet CLO Ltd 254900SGJWAIVC8ISP96 94949LAL4 5208446.83000000 PA USD 5134169.17000000 0.218539120351 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 5.38000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AL0 2086000.00000000 PA USD 2084359.44000000 0.088722062602 Long DBT CORP US N 2 2022-11-15 Fixed 2.65000000 N N N N N N Cancara Asset Securitisation LLC N/A 13738KM20 10500000.00000000 PA USD 10464654.69000000 0.445434568867 Long STIV CORP JE N 2 2022-12-02 None 0.00000000 N N N N N N CAFCO LLC 8O46YQAGJ63WE5QHIG35 1247P3L91 14000000.00000000 PA USD 13987666.00000000 0.595393747690 Long STIV CORP US N 2 2022-11-09 None 0.00000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAP0 2801000.00000000 PA USD 2489779.91000000 0.105979038357 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AZ9 4624000.00000000 PA USD 3712111.60000000 0.158008350883 Long DBT CORP US N 2 2028-08-16 Fixed 2.04000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 9922000.00000000 PA USD 6010561.56000000 0.255843310308 Long DBT UST US N 2 2051-11-15 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418NYJ3 18804.16000000 PA USD 18615.34000000 0.000792373584 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 3314000.00000000 PA USD 2177240.44000000 0.092675600432 Long DBT CORP US N 2 2041-02-15 Fixed 3.50000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 6916000.00000000 PA USD 6982511.31000000 0.297214959032 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N UMBS, TBA N/A 01F0426B4 36282000.00000000 PA USD 34038468.42000000 1.448868687473 Long ABS-MBS USGSE US N 2 2052-11-15 Fixed 4.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECC7 7149000.00000000 PA USD 7137419.62000000 0.303808728089 Long DBT CORP GB N 2 2026-11-02 Fixed 7.33000000 N N N N N N COMM Mortgage Trust 549300BCCWSDWINK2593 12626LBN1 565000.00000000 PA USD 555322.12000000 0.023637633197 Long ABS-MBS CORP US N 2 2050-08-10 Variable 4.72000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAT2 5349000.00000000 PA USD 3661364.45000000 0.155848266719 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 2789000.00000000 PA USD 2711106.10000000 0.115399925996 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 3484000.00000000 PA USD 3097703.84000000 0.131855700481 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 27484200.00000000 PA USD 19701662.34000000 0.838613574012 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 2352000.00000000 PA USD 1932349.29000000 0.082251655538 Long DBT CORP US N 2 2030-02-15 Fixed 2.72000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAN3 6515000.00000000 PA USD 4752722.79000000 0.202302616724 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AU4 3182000.00000000 PA USD 2887762.02000000 0.122919395668 Long DBT CORP GB N 2 2028-03-15 Fixed 4.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAE4 2726000.00000000 PA USD 1916546.33000000 0.081578992666 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829GAA7 984556.31000000 PA USD 905697.48000000 0.038551579433 Long ABS-MBS CORP US N 2 2035-11-26 Variable 3.75000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAW2 2929000.00000000 PA USD 2452874.76000000 0.104408147576 Long DBT CORP US N 2 2029-12-01 Fixed 2.95000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17324VAH7 190877.02000000 PA USD 176822.33000000 0.007526553017 Long ABS-MBS CORP US N 2 2042-09-25 Variable 3.75000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829HAD9 1961882.39000000 PA USD 1776375.62000000 0.075612538767 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.25000000 N N N N N N UMBS, TBA N/A 01F0304B1 12158000.00000000 PA USD 11177777.18000000 0.475789073463 Long ABS-MBS USGSE US N 2 2037-11-15 Fixed 3.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BK8 1594000.00000000 PA USD 1239320.34000000 0.052752445034 Long DBT CORP US N 2 2047-03-01 Fixed 4.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 9112000.00000000 PA USD 5766899.33000000 0.245471675163 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAN4 1095000.00000000 PA USD 925447.45000000 0.039392249253 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAA5 1373858.83000000 PA USD 1298597.47000000 0.055275613129 Long ABS-O CORP US N 2 2057-06-25 Variable 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFG1 13397000.00000000 PA USD 13087717.66000000 0.557086883995 Long DBT UST US N 2 2024-08-31 Fixed 3.25000000 N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BN9 974000.00000000 PA USD 806322.20000000 0.034321608515 Long DBT CORP US N 2 2044-03-01 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 3501000.00000000 PA USD 2359619.31000000 0.100438671048 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BY9 5505000.00000000 PA USD 4807229.19000000 0.204622715715 Long DBT US N 2 2030-04-15 Fixed 4.00000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAN6 1623000.00000000 PA USD 1209826.11000000 0.051497004695 Long DBT US N 2 2029-01-15 Fixed 2.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 3037000.00000000 PA USD 2639367.96000000 0.112346347220 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 33838451.25000000 NS USD 33838451.25000000 1.440354831591 Long STIV RF US N 1 N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CZ1 4897000.00000000 PA USD 3721803.79000000 0.158420905010 Long DBT CORP US N 2 2032-01-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 414000.00000000 PA USD 334450.55000000 0.014236096742 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 3184000.00000000 PA USD 2556822.53000000 0.108832749389 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 6139000.00000000 PA USD 4744341.73000000 0.201945871666 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QX9 12992500.00000000 PA USD 10003717.51000000 0.425814489645 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282A7 4457000.00000000 PA USD 4009907.19000000 0.170684206339 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAD7 4767000.00000000 PA USD 3436779.57000000 0.146288670902 Long DBT CORP US N 2 2028-09-15 Fixed 2.45000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 4965000.00000000 PA USD 4950545.25000000 0.210723053403 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Nieuw Amsterdam Receivables Corp BV 724500BM7HQ28ZIB2058 65409SNP9 15000000.00000000 PA USD 14841379.95000000 0.631732615672 Long STIV CORP US N 2 2023-01-23 None 0.00000000 N N N N N N Liberty Street Funding LLC 549300F33VRHM10B9391 53127ULU2 10250000.00000000 PA USD 10220136.01000000 0.435026478392 Long STIV CORP US N 2 2022-11-28 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MFD9 324496.44000000 PA USD 332673.83000000 0.014160469545 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAY4 1216000.00000000 PA USD 1008318.41000000 0.042919703472 Long DBT CORP NL N 2 2030-05-01 Fixed 3.40000000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAC6 5653000.00000000 PA USD 4188706.75000000 0.178294921387 Long DBT US N 2 2031-11-01 Fixed 2.63000000 N N N N N N Anglesea Funding LLC 549300JC7SH8MD7E2Z33 0347M3ME1 2350000.00000000 PA USD 2338824.18000000 0.099553513339 Long STIV CORP IE N 2 2022-12-14 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 1946000.00000000 PA USD 1185007.57000000 0.050440588025 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829DAG1 880086.37000000 PA USD 806748.16000000 0.034339739769 Long ABS-MBS CORP US N 2 2054-11-25 Variable 3.75000000 N N N N N N ALLEGHANY CORP 549300DCJE6AYX159479 017175AF7 8075000.00000000 PA USD 5157615.07000000 0.219537109741 Long DBT CORP US N 2 2051-08-15 Fixed 3.25000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 3332000.00000000 PA USD 2782530.88000000 0.118440166408 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652QAA9 2866338.59000000 PA USD 2642451.46000000 0.112477598325 Long ABS-O CORP US N 2 2037-11-20 Fixed 0.99000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829JAA1 1777594.43000000 PA USD 1667594.22000000 0.070982190472 Long ABS-MBS CORP US N 2 2057-02-25 Variable 4.00000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AV7 4636000.00000000 PA USD 4467408.10000000 0.190158018580 Long DBT CORP US N 2 2027-12-15 Fixed 5.10000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 2020000.00000000 PA USD 1808304.00000000 0.076971590222 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N Countrywide Home Loans N/A 12669GTQ4 67392.33000000 PA USD 57813.95000000 0.002460886924 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.17000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BY7 2857000.00000000 PA USD 2125422.04000000 0.090469917841 Long DBT CORP NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N American Tower Trust I 5493004YGM0MQZJOEJ36 03027WAK8 2800000.00000000 PA USD 2517524.80000000 0.107160016944 Long DBT US N 2 2028-03-23 Fixed 3.65000000 N N N N N N AMER AIRLINE 16-2 AA PTT N/A 023765AA8 166.21000000 PA USD 138.48000000 0.000005894487 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N Britannia Funding Co LLC 549300X2ZBE7GS6QP587 11042MNA2 8000000.00000000 PA USD 7932360.64000000 0.337645889563 Long STIV CORP US N 2 2023-01-10 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDK4 12997000.00000000 PA USD 11501837.34000000 0.489582896760 Long DBT UST US N 2 2026-11-30 Fixed 1.25000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QCW1 7643552.96000000 PA USD 7285753.66000000 0.310122659232 Long ABS-O CORP US N 2 2053-09-15 Fixed 1.48000000 N N N N N N Welk Resorts LLC 549300MEV7EEC7NFNW78 94945PAA3 1392832.51000000 PA USD 1383302.75000000 0.058881146326 Long ABS-O CORP US N 2 2033-06-15 Fixed 2.82000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 2775000.00000000 PA USD 2730374.17000000 0.116220083441 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Impac CMB Trust N/A 45254NJV0 5866.06000000 PA USD 5560.22000000 0.000236674240 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.39000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 57645WAA8 193267.06000000 PA USD 123053.04000000 0.005237829574 Long ABS-MBS CORP US N 2 2035-11-25 Variable 3.59000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAL0 1209000.00000000 PA USD 1047448.98000000 0.044585320647 Long DBT US N 2 2026-03-15 Fixed 2.25000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 4825000.00000000 PA USD 3785455.44000000 0.161130277284 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N CIFC Funding Ltd 254900S2BZHNDNVF2L25 12548JAC6 10650679.09000000 PA USD 10467647.17000000 0.445561945649 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.46000000 N N N N N N 321 Henderson Receivables LLC N/A 88576XAA4 3607125.30000000 PA USD 3471728.24000000 0.147776282889 Long ABS-O CORP US N 2 2059-07-15 Fixed 5.56000000 N N N N N N UMBS, TBA N/A 01F0226B6 122995000.00000000 PA USD 100740592.19000000 4.288086284631 Long ABS-MBS USGSE US N 2 2052-11-15 Fixed 2.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 8743000.00000000 PA USD 7827567.94000000 0.333185322776 Long DBT CORP KY N 2 2025-02-15 Fixed 2.88000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 2268000.00000000 PA USD 2147326.37000000 0.091402289341 Long DBT CORP US N 2 2028-07-25 Fixed 4.81000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 3692500.00000000 PA USD 2862841.41000000 0.121858634324 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QHTC4 1923.45000000 PA USD 1868.93000000 0.000079552173 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 2.82000000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461LAA2 1300000.00000000 PA USD 1197359.80000000 0.050966368417 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.14000000 N N N N N N Morgan Stanley BAML Trust N/A 61762TAH9 1035000.00000000 PA USD 713455.00000000 0.030368658091 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.35000000 N N N N N N MVW Owner Trust N/A 55400UAA1 7752643.69000000 PA USD 7404725.97000000 0.315186789983 Long ABS-O CORP US N 2 2039-11-21 Fixed 4.15000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 6300000.00000000 PA USD 4833738.00000000 0.205751079785 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92927BAB8 24560.10000000 PA USD 490.63000000 0.000020883972 Long ABS-MBS CORP US N 2 2047-07-25 Floating 2.18000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PDW0 113963.79000000 PA USD 99898.09000000 0.004252224652 Long ABS-MBS CORP US N 2 2034-06-19 Floating 4.04000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AU2 2386000.00000000 PA USD 2008367.30000000 0.085487409656 Long DBT CORP GB N 2 2048-08-17 Fixed 4.38000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBL9 1955000.00000000 PA USD 1856022.16000000 0.079002743534 Long DBT CORP US N 2 2025-05-15 Fixed 3.00000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237HAA5 3713058.08000000 PA USD 2590903.98000000 0.110283447614 Long ABS-O CORP US N 2 2048-10-20 Fixed 2.31000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653GAA0 1037313.51000000 PA USD 1019916.21000000 0.043413371080 Long ABS-O CORP US N 2 2035-09-20 Fixed 3.69000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BN1 3463000.00000000 PA USD 2775474.20000000 0.118139794412 Long DBT CORP US N 2 2027-11-24 Fixed 1.63000000 N N N N N N UMBS, TBA N/A 01F0326B5 95193000.00000000 PA USD 83743810.43000000 3.564607643464 Long ABS-MBS USGSE US N 2 2052-11-15 Fixed 3.50000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DM6 3744000.00000000 PA USD 2801952.32000000 0.119266852143 Long DBT US N 2 2031-02-01 Fixed 2.20000000 N N N N N N 321 Henderson Receivables LLC N/A 46616MAA8 533425.03000000 PA USD 518469.07000000 0.022068960085 Long ABS-O CORP US N 2 2048-12-15 Fixed 3.82000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 2888000.00000000 PA USD 2632260.26000000 0.112043803526 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N 321 Henderson Receivables LLC N/A 46617FAA2 959703.72000000 PA USD 834435.03000000 0.035518248699 Long ABS-O CORP US N 2 2067-04-15 Fixed 3.22000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QSU46 52600.94000000 PA USD 52478.41000000 0.002233776328 Long ABS-MBS USGSE US N 2 2038-01-01 Floating 1.96000000 N N N N N N Laurel Road Prime Student Loan Trust 549300XLHGW4YH0MCQ51 51888RAB6 311943.09000000 PA USD 306004.57000000 0.013025275821 Long ABS-O CORP US N 2 2043-05-26 Fixed 3.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415MM77 316550.52000000 PA USD 327812.69000000 0.013953552082 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.50000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86363GAF1 508404.90000000 PA USD 260679.83000000 0.011095999928 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.49000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBM8 4755000.00000000 PA USD 4757381.87000000 0.202500933377 Long DBT CORP US N 2 2033-10-25 Fixed 5.83000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BZ6 2894000.00000000 PA USD 2819375.98000000 0.120008501123 Long DBT CORP US N 2 2032-10-11 Fixed 5.13000000 N N N N N N COMM Mortgage Trust N/A 12624UAC8 1611456.43000000 PA USD 1590955.32000000 0.067720007782 Long ABS-MBS CORP US N 2 2028-02-10 Fixed 3.37000000 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAB9 3121000.00000000 PA USD 2487083.33000000 0.105864256743 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 2585000.00000000 PA USD 2223642.85000000 0.094650748022 Long DBT CORP US N 2 2030-02-15 Fixed 4.38000000 N N N N N N RAAC Series N/A 74919LAD0 420688.69000000 PA USD 367417.85000000 0.015639370476 Long ABS-O CORP US N 2 2046-11-25 Floating 3.94000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 822000.00000000 PA USD 848287.56000000 0.036107890299 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABBJ7 11840.13000000 PA USD 11610.71000000 0.000494217129 Long ABS-MBS USGSE US N 2 2041-03-01 Floating 2.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 10385000.00000000 PA USD 8101861.28000000 0.344860790268 Long DBT CORP US N 2 2033-02-24 Fixed 3.10000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579UL0 201944.30000000 PA USD 125154.54000000 0.005327281235 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284V9 12179700.00000000 PA USD 11307614.48000000 0.481315679305 Long DBT UST US N 2 2028-08-15 Fixed 2.88000000 N N N N N N JP Morgan Mortgage Trust N/A 466247BL6 12212.99000000 PA USD 10796.36000000 0.000459553812 Long ABS-MBS CORP US N 2 2034-02-25 Variable 2.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFY1 6005000.00000000 PA USD 5678387.69000000 0.241704121873 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PZ5 13214866.62000000 PA USD 13815988.17000000 0.588086173532 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 1870000.00000000 PA USD 1648946.14000000 0.070188423289 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298T5K4 148515.00000000 PA USD 150582.66000000 0.006409645059 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 3830000.00000000 PA USD 2638959.78000000 0.112328972783 Long DBT UST US N 2 2051-05-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 9737000.00000000 PA USD 7513084.39000000 0.319799133871 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N Longship Funding LLC 549300HYL7N00LBQMI55 54316UL31 4008000.00000000 PA USD 4006910.14000000 0.170556635032 Long STIV CORP IE N 2 2022-11-03 None 0.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAN5 4753000.00000000 PA USD 4662395.32000000 0.198457771496 Long DBT CORP US N 2 2024-04-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MY63 350470.24000000 PA USD 360804.28000000 0.015357859735 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 6.00000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AF6 6520000.00000000 PA USD 6217186.23000000 0.264638418559 Long DBT CORP US N 2 2025-04-14 Fixed 3.55000000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAA3 1794512.49000000 PA USD 1758337.63000000 0.074844740447 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFW9 9757000.00000000 PA USD 5587073.93000000 0.237817294594 Long DBT CORP US N 2 2056-10-30 Fixed 2.99000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 2745000.00000000 PA USD 2591078.22000000 0.110290864248 Long DBT CORP IT N 2 2024-06-26 Fixed 5.02000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BF9 2771000.00000000 PA USD 2141367.39000000 0.091148641632 Long DBT CORP US N 2 2042-10-09 Fixed 4.13000000 N N N N N N Longship Funding LLC 549300HYL7N00LBQMI55 54316UNH8 14000000.00000000 PA USD 13867807.38000000 0.590291890600 Long STIV CORP IE N 2 2023-01-17 None 0.00000000 N N N N N N Manhattan Asset Funding Co LLC 549300S0NSJYSOB32S63 56274MN57 14000000.00000000 PA USD 13893432.00000000 0.591382618570 Long STIV CORP US N 2 2023-01-05 None 0.00000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AX2 6903000.00000000 PA USD 6902250.68000000 0.293798615141 Long DBT CORP US N 2 2032-11-02 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418QGR8 5137.24000000 PA USD 5104.18000000 0.000217262612 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.50000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAD3 9977000.00000000 PA USD 7107603.83000000 0.302539600348 Long DBT CORP US N 2 2031-07-15 Fixed 2.65000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 402000.00000000 PA USD 304772.04000000 0.012972812411 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAL9 6232000.00000000 PA USD 5757563.32000000 0.245074282061 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DL9 825000.00000000 PA USD 543374.37000000 0.023129069749 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N Countrywide Alternative Loan Trust N/A 02151BBG2 4664831.29000000 PA USD 1949771.20000000 0.082993230029 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.50000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78472JAA1 286666.66000000 PA USD 286088.91000000 0.012177553302 Long ABS-O CORP US N 2 2052-11-15 Fixed 1.28000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 1445000.00000000 PA USD 1265007.59000000 0.053845838888 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Trafigura Securitisation Finance Plc N/A 892725AS1 4500000.00000000 PA USD 4008550.50000000 0.170626457981 Long ABS-O CORP IE N 2 2025-01-15 Fixed 1.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KFF6 80709.91000000 PA USD 83420.82000000 0.003550859353 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DT2BKPLXAJ4C66 94989CBC4 3000000.00000000 PA USD 2770709.70000000 0.117936990491 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.78000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AJ5 3645000.00000000 PA USD 3480088.21000000 0.148132130238 Long DBT CORP US N 2 2025-03-15 Fixed 3.38000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 4783553.05000000 PA USD 4729044.46000000 0.201294733805 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796X61 35652000.00000000 PA USD 35526179.46000000 1.512194037935 Long STIV UST US N 2 2022-12-08 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416TL56 675477.03000000 PA USD 665220.90000000 0.028315543471 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAK7 6802000.00000000 PA USD 6150049.79000000 0.261780714020 Long DBT CORP US N 2 2027-03-24 Fixed 3.38000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17326QAA1 1186103.77000000 PA USD 1127892.88000000 0.048009465540 Long ABS-O CORP US N 2 2064-09-25 Variable 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 2943000.00000000 PA USD 2668933.13000000 0.113604807164 Long DBT CORP US N 2 2024-06-15 Fixed 5.90000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 4892000.00000000 PA USD 3652095.11000000 0.155453711467 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364DAS9 1493000.00000000 PA USD 1466399.55000000 0.062418213566 Long DBT CORP US N 2 2024-06-01 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 4848000.00000000 PA USD 3863628.73000000 0.164457772243 Long DBT UST US N 2 2031-11-15 Fixed 1.38000000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAB3 9317000.00000000 PA USD 6556357.90000000 0.279075472726 Long DBT CORP US N 2 2031-06-15 Fixed 3.13000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AH2 4781000.00000000 PA USD 4735686.73000000 0.201577466180 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N OHIO NAT FINANCIAL SRVS 549300K609B872PZT291 67740QAH9 4906000.00000000 PA USD 4421424.18000000 0.188200684278 Long DBT CORP US N 2 2030-01-24 Fixed 6.05000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020UAB1 46003.02000000 PA USD 43011.65000000 0.001830817771 Long ABS-MBS CORP US N 2 2034-02-25 Variable 2.94000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BFE98 17140000.00000000 PA USD 16559505.91000000 0.704865721247 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.17000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBL4 5731000.00000000 PA USD 4578755.57000000 0.194897593249 Long DBT UST US N 2 2031-02-15 Fixed 1.13000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AY5 6341000.00000000 PA USD 4463826.59000000 0.190005569368 Long DBT CORP IT N 2 2032-06-03 Fixed 3.13000000 N N N N N N Towd Point Mortgage Trust N/A 89177BAA3 7269654.58000000 PA USD 6674888.52000000 0.284120802665 Long ABS-O CORP US N 2 2058-03-25 Variable 3.70000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QCR2 11450000.00000000 PA USD 10941298.26000000 0.465723200398 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.43000000 N N N N N N MVW Owner Trust N/A 55389PAA7 402135.63000000 PA USD 379040.78000000 0.016134107758 Long ABS-O CORP US N 2 2036-11-20 Fixed 2.89000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828MAA5 2795256.13000000 PA USD 2638422.14000000 0.112306087800 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.00000000 N N N N N N Orange Lake Timeshare Trust N/A 68504WAB3 636116.37000000 PA USD 613501.92000000 0.026114092756 Long ABS-O CORP US N 2 2030-11-08 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CCW4 2805924.13000000 PA USD 2743730.40000000 0.116788599721 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 2244700.00000000 PA USD 1879410.14000000 0.079998267523 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAD8 7295000.00000000 PA USD 5877413.79000000 0.250175792241 Long DBT CORP US N 2 2044-07-01 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RN21 17310.94000000 PA USD 17556.12000000 0.000747287223 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 3.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -125.00000000 NC USD 459693.50000000 0.019567141205 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUZ2 Comdty 2022-12-30 -26007545.00000000 USD 459693.50000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAY5 2863000.00000000 PA USD 2834721.20000000 0.120661680006 Long DBT CORP US N 2 2024-02-01 Fixed 4.90000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAT9 2767000.00000000 PA USD 2685569.32000000 0.114312936991 Long DBT CORP US N 2 2023-11-01 Fixed 2.70000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020UXK6 44153.34000000 PA USD 37805.79000000 0.001609227085 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.12000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFM8 3536000.00000000 PA USD 3515557.50000000 0.149641902741 Long DBT UST US N 2 2027-09-30 Fixed 4.13000000 N N N N N Starbird Funding Corp 549300A8DDPP6QJBB522 85520ML76 5400000.00000000 PA USD 5396324.98000000 0.229697946290 Long STIV CORP US N 2 2022-11-07 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284N7 23720100.00000000 PA USD 22069885.29000000 0.939418464375 Long DBT UST US N 2 2028-05-15 Fixed 2.88000000 N N N N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAE3 3395000.00000000 PA USD 3252297.93000000 0.138436094567 Long DBT CORP US N 2 2027-04-06 Fixed 4.60000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 5781000.00000000 PA USD 5102589.88000000 0.217194928130 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05490VAC1 1100000.00000000 PA USD 1097419.29000000 0.046712338131 Long ABS-MBS CORP US N 2 2032-09-15 Fixed 3.89000000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 1573535.42000000 PA USD 1343484.54000000 0.057186259325 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N BB-UBS Trust N/A 05490AAA1 1769257.07000000 PA USD 1703451.85000000 0.072508492909 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89000000 N N N N N N UMBS, TBA N/A 01F0224B8 21614000.00000000 PA USD 19474505.57000000 0.828944504090 Long ABS-MBS USGSE US N 2 2037-11-15 Fixed 2.50000000 N N N N N N Sheffield Receivables Co LLC 549300MYF6MOTU9T3G29 82124MM15 14000000.00000000 PA USD 13953598.12000000 0.593943627081 Long STIV CORP US N 2 2022-12-01 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 3727300.00000000 PA USD 2946750.97000000 0.125430297201 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 6664000.00000000 PA USD 6100058.87000000 0.259652819258 Long DBT CORP GB N 2 2028-08-11 Fixed 5.21000000 N N N N N N SBA Tower Trust N/A 78403DAN0 13134000.00000000 PA USD 12192560.13000000 0.518983944122 Long DBT US N 2 2025-01-15 Fixed 2.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CER8 1347000.00000000 PA USD 1303064.65000000 0.055465761439 Long DBT UST US N 2 2024-05-31 Fixed 2.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46629AAM3 152496.31000000 PA USD 62450.99000000 0.002658265430 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285M8 13172000.00000000 PA USD 12374991.13000000 0.526749233684 Long DBT UST US N 2 2028-11-15 Fixed 3.13000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 5667000.00000000 PA USD 4489322.60000000 0.191090822972 Long DBT CORP US N 2 2028-03-25 Fixed 2.26000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796XS3 11946000.00000000 PA USD 11842538.80000000 0.504085067394 Long STIV UST US N 2 2023-01-19 None 0.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322AAD4 4165000.00000000 PA USD 4066145.39000000 0.173078020479 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.02000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251525AM3 3673000.00000000 PA USD 3359860.29000000 0.143014553663 Long DBT CORP DE N 2 2028-05-24 Fixed 4.30000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAZ2 1293000.00000000 PA USD 1091120.47000000 0.046444224920 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 3016396.21000000 PA USD 2903169.75000000 0.123575235327 Long ABS-O CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53943SNH6 7908000.00000000 PA USD 7832850.28000000 0.333410168880 Long STIV CORP GB N 2 2023-01-17 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796N96 7243000.00000000 PA USD 7242137.65000000 0.308266116500 Long STIV UST US N 2 2022-11-03 None 0.00000000 N N N N N SBA Tower Trust N/A 78403DAM2 8244000.00000000 PA USD 8162897.18000000 0.347458821508 Long DBT CORP US N 2 2023-03-15 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DGM6 127986.76000000 PA USD 131212.48000000 0.005585141238 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JAS3 707000.00000000 PA USD 661483.79000000 0.028156471048 Long DBT CORP US N 2 2042-06-01 Fixed 5.30000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 2400000.00000000 PA USD 1657244.95000000 0.070541667324 Long DBT CORP ES N 2 2030-12-03 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELMZ3 176980.90000000 PA USD 170814.23000000 0.007270814484 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 1620000.00000000 PA USD 933694.27000000 0.039743280302 Long DBT CORP US N 2 2056-11-01 Fixed 2.94000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322AAC6 1280763.16000000 PA USD 1253838.06000000 0.053370400861 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FRW7 130123.74000000 PA USD 133304.66000000 0.005674196188 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.50000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BC7 4561000.00000000 PA USD 4184682.06000000 0.178123607941 Long DBT CORP US N 2 2024-09-01 Fixed 0.98000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 3353000.00000000 PA USD 2733271.72000000 0.116343419468 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N Mont Blanc Capital Corp 549300NC8BUDZTUFIQ67 6117P5L96 2927000.00000000 PA USD 2924421.31000000 0.124479821264 Long STIV CORP US N 2 2022-11-09 None 0.00000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45669JAC9 294952.72000000 PA USD 225163.75000000 0.009584235780 Long ABS-MBS CORP US N 2 2037-08-25 Variable 3.26000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 3928000.00000000 PA USD 3563520.88000000 0.151683493995 Long DBT CORP US N 2 2025-11-13 Fixed 3.38000000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339AL4 3830000.00000000 PA USD 2813503.14000000 0.119758520017 Long DBT CORP US N 2 2032-03-01 Fixed 2.20000000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461LAJ3 4570000.00000000 PA USD 4221004.18000000 0.179669681685 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 4526000.00000000 PA USD 4018325.41000000 0.171042533136 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59000000 N N N N N N Orange Lake Timeshare Trust N/A 68504WAA5 777482.06000000 PA USD 750253.71000000 0.031935018187 Long ABS-O CORP US N 2 2030-11-08 Fixed 3.10000000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 3125000.00000000 PA USD 2517749.03000000 0.107169561434 Long DBT CORP US N 2 2031-02-15 Fixed 3.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796R27 36931000.00000000 PA USD 36703512.06000000 1.562307936064 Long STIV UST US N 2 2022-12-29 None 0.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410K3E2 20644.97000000 PA USD 21111.49000000 0.000898623769 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BC0 5932000.00000000 PA USD 5480996.80000000 0.233302055241 Long DBT CORP US N 2 2026-07-15 Fixed 3.30000000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AB1 2902000.00000000 PA USD 1916371.98000000 0.081571571350 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DP2 3472000.00000000 PA USD 2234891.99000000 0.095129574698 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 3751000.00000000 PA USD 2838248.84000000 0.120811836208 Long DBT CORP KY N 2 2031-01-15 Fixed 4.13000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AN2 3740000.00000000 PA USD 3273419.93000000 0.139335165701 Long DBT CORP US N 2 2027-02-01 Fixed 2.25000000 N N N N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53943SL88 14425000.00000000 PA USD 14413841.40000000 0.613534170015 Long STIV CORP GB N 2 2022-11-08 None 0.00000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAP9 5538000.00000000 PA USD 5474829.70000000 0.233039548774 Long DBT CORP US N 2 2025-10-14 Fixed 5.45000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAP0 4363000.00000000 PA USD 4285067.74000000 0.182396587166 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 1044000.00000000 PA USD 706133.77000000 0.030057025360 Long DBT CORP IT N 2 2032-06-01 Fixed 4.20000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 8463000.00000000 PA USD 8140292.78000000 0.346496651091 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137B7YY9 6965000.00000000 PA USD 6841200.61000000 0.291199980746 Long ABS-MBS USGSE US N 2 2024-01-25 Fixed 3.49000000 N N N N N N Towd Point Mortgage Trust N/A 89180YAA8 14687392.55000000 PA USD 13569793.60000000 0.577606747751 Long ABS-MBS CORP US N 2 2062-09-25 Variable 3.75000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AM0 4652000.00000000 PA USD 4570915.64000000 0.194563881728 Long DBT CORP KY N 2 2024-05-14 Fixed 4.38000000 N N N N N Mont Blanc Capital Corp 549300NC8BUDZTUFIQ67 6117P5NL7 15000000.00000000 PA USD 14849576.25000000 0.632081496306 Long STIV CORP US N 2 2023-01-20 None 0.00000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653EAB3 2247737.38000000 PA USD 2114640.98000000 0.090011015283 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.42000000 N N N N N N Manhattan Asset Funding Co LLC 549300S0NSJYSOB32S63 56274MLE0 9000000.00000000 PA USD 8987463.00000000 0.382556981114 Long STIV CORP US N 2 2022-11-14 None 0.00000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AH3 3740000.00000000 PA USD 3411369.04000000 0.145207055807 Long DBT CORP US N 2 2027-12-01 Fixed 3.75000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668ACZ6 339647.26000000 PA USD 273148.61000000 0.011626741343 Long ABS-MBS CORP US N 2 2035-11-20 Floating 4.13000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BV0 2893000.00000000 PA USD 2408089.54000000 0.102501836689 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653EAA5 989004.45000000 PA USD 946262.25000000 0.040278244227 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.20000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBU61 3398151.53000000 PA USD 3333878.89000000 0.141908639129 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 2.89000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830GAB2 858823.20000000 PA USD 804617.03000000 0.034249026888 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.00000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 500472AE5 2162000.00000000 PA USD 1775463.33000000 0.075573706573 Long DBT CORP NL N 2 2042-03-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QW1 3570000.00000000 PA USD 2881659.38000000 0.122659632981 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657GAA3 4276491.63000000 PA USD 3699403.46000000 0.157467420960 Long ABS-MBS CORP US N 2 2060-10-25 Variable 2.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKQ1 11175000.00000000 PA USD 9893991.87000000 0.421143949183 Long DBT CORP US N 2 2033-04-27 Fixed 4.57000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 5027000.00000000 PA USD 4570054.80000000 0.194527239535 Long DBT CORP US N 2 2033-07-20 Fixed 4.89000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JM3C9 6146.23000000 PA USD 6096.03000000 0.000259481327 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 2.00000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 270000.00000000 PA USD 271876.88000000 0.011572609361 Long DBT MUN US N 2 2057-04-01 Fixed 6.64000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BM71 2552128.46000000 PA USD 41861.54000000 0.001781862619 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413NJ63 1010.70000000 PA USD 1007.89000000 0.000042901467 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403V4K2 1170.06000000 PA USD 1177.85000000 0.000050135921 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406H3D7 3824.63000000 PA USD 3881.77000000 0.000165229966 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBN9 1351176.21000000 PA USD 1344879.84000000 0.057245651142 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBB4 4041000.00000000 PA USD 4100765.99000000 0.174551667961 Long DBT CORP US N 2 2024-02-01 Fixed 7.60000000 N N N N N N BXG Receivables Note Trust 549300R4HW4HQYM9LE23 05606XAA2 269754.82000000 PA USD 263565.62000000 0.011218835383 Long ABS-O CORP US N 2 2030-05-02 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X4FZ8 422450.92000000 PA USD 407664.36000000 0.017352488335 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829KBV1 1988412.21000000 PA USD 1857385.59000000 0.079060778784 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.00000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BP8 2319000.00000000 PA USD 2264800.01000000 0.096402628267 Long DBT US N 2 2032-10-13 Fixed 5.63000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 1520000.00000000 PA USD 1363227.20000000 0.058026617990 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N SBA TOWER TRUST N/A 78403DAP5 1100000.00000000 PA USD 962276.15000000 0.040959885892 Long DBT US N 2 2026-01-15 Fixed 1.88000000 N N N N N N Towd Point Mortgage Trust N/A 89173FAA8 502248.83000000 PA USD 492817.35000000 0.020977078587 Long ABS-O CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796X87 35706000.00000000 PA USD 35522887.85000000 1.512053928497 Long STIV UST US N 2 2022-12-22 None 0.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 1668000.00000000 PA USD 1294432.48000000 0.055098327726 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 1410000.00000000 PA USD 1304483.88000000 0.055526171851 Long DBT CORP MX N 2 2026-08-04 Fixed 6.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QHTU4 4724.08000000 PA USD 4605.38000000 0.000196030878 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 2.91000000 N N N N N N UMBS, TBA N/A 01F0206B0 46160000.00000000 PA USD 36415912.50000000 1.550066081000 Long ABS-MBS USGSE US N 2 2052-11-15 Fixed 2.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 2847000.00000000 PA USD 2363579.40000000 0.100607234754 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAL6 4063000.00000000 PA USD 3915713.28000000 0.166674783674 Long DBT CORP US N 2 2024-11-15 Fixed 3.85000000 N N N N N N Mackinac Funding Co LLC 549300DSZ0UOZX6UNF02 55458FM12 17500000.00000000 PA USD 17442419.58000000 0.742447493565 Long STIV CORP US N 2 2022-12-01 None 0.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 4174000.00000000 PA USD 3798577.33000000 0.161688818735 Long DBT CORP US N 2 2028-12-15 Fixed 4.38000000 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAA1 5112000.00000000 PA USD 4594738.19000000 0.195577903461 Long DBT CORP US N 2 2025-07-15 Fixed 1.75000000 N N N N N N 321 Henderson Receivables LLC N/A 466159AA8 370723.87000000 PA USD 359525.67000000 0.015303434901 Long ABS-O CORP US N 2 2048-01-15 Fixed 4.07000000 N N N N N N JP Morgan Mortgage Trust N/A 466247K77 8646.61000000 PA USD 8233.76000000 0.000350475141 Long ABS-MBS CORP US N 2 2033-11-25 Variable 3.71000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DQ8 3184000.00000000 PA USD 2435961.55000000 0.103688226219 Long DBT CORP US N 2 2030-11-13 Fixed 1.45000000 N N N N N N Accelerated Assets N/A 00439KAA4 880302.40000000 PA USD 798370.45000000 0.033983137306 Long ABS-O CORP US N 2 2040-10-20 Fixed 1.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QJG42 155724.60000000 PA USD 156960.86000000 0.006681137130 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.98000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAE0 6271000.00000000 PA USD 5801572.82000000 0.246947573941 Long DBT CORP US N 2 2032-09-12 Fixed 6.38000000 N N N N N N Sheffield Receivables Co LLC 549300MYF6MOTU9T3G29 82124MMF4 9000000.00000000 PA USD 8955337.50000000 0.381189539124 Long STIV CORP US N 2 2022-12-15 None 0.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAZ8 6388000.00000000 PA USD 4232675.39000000 0.180166474035 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828AAA1 333782.49000000 PA USD 306766.50000000 0.013057707847 Long ABS-MBS CORP US N 2 2054-01-25 Variable 3.75000000 N N N N N N Towd Point Mortgage Trust N/A 89179JAA4 2364007.28000000 PA USD 2090105.12000000 0.088966631063 Long ABS-O CORP US N 2 2060-10-25 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MSG3 2296.04000000 PA USD 2291.44000000 0.000097536576 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAY5 2346000.00000000 PA USD 2185160.19000000 0.093012709542 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828GAD2 2088405.81000000 PA USD 1925041.31000000 0.081940586801 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828VS6 9569000.00000000 PA USD 9408270.66000000 0.400468922231 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830WAD3 5855788.57000000 PA USD 5264813.60000000 0.224100082186 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.50000000 N N N N N N ADVANCED MICRO DEVICES R2I72C950HOYXII45366 007903BF3 6496000.00000000 PA USD 5787606.91000000 0.246353106251 Long DBT CORP US N 2 2032-06-01 Fixed 3.92000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 14913000.00000000 PA USD 12704594.38000000 0.540779002072 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N Manhattan West N/A 563136AA8 3365000.00000000 PA USD 2830434.42000000 0.120479210535 Long ABS-MBS CORP US N 2 2039-09-10 Fixed 2.13000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CD8 535000.00000000 PA USD 507476.07000000 0.021601036168 Long DBT CORP US N 2 2037-04-01 Fixed 5.75000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAF2 1290000.00000000 PA USD 1311502.42000000 0.055824920394 Long DBT CORP US N 2 2023-09-15 Fixed 7.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CTT9 227068.52000000 PA USD 233073.07000000 0.009920900930 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461LAG9 6050000.00000000 PA USD 5580161.84000000 0.237523077162 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283U2 1558000.00000000 PA USD 1551246.77000000 0.066029788528 Long DBT UST US N 2 2023-01-31 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XKSX3 301681.01000000 PA USD 290064.63000000 0.012346782310 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 6847000.00000000 PA USD 6296652.18000000 0.268020936398 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N Gotham Funding Corp 549300Z2ZR7VTUMRPR17 38346MMC5 21000000.00000000 PA USD 20904891.00000000 0.889829754124 Long STIV CORP US N 2 2022-12-12 None 0.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJP5 5492000.00000000 PA USD 4221226.61000000 0.179679149557 Long DBT CORP US N 2 2032-03-11 Fixed 2.65000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 6278000.00000000 PA USD 5236451.55000000 0.222892833797 Long DBT US N 2 2026-11-15 Fixed 1.63000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BJ1 2992000.00000000 PA USD 2051572.60000000 0.087326470261 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N Towd Point Mortgage Trust N/A 89178BAA2 10499311.36000000 PA USD 9567037.61000000 0.407226936711 Long ABS-O CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 2210000.00000000 PA USD 1890416.98000000 0.080466780549 Long DBT CORP US N 2 2026-12-10 Fixed 0.99000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638AS1 390000.00000000 PA USD 405891.63000000 0.017277030974 Long DBT NUSS PE N 2 2025-07-21 Fixed 7.35000000 N N N N N N MUNICH RE 529900MUF4C20K50JS49 62582PAA8 3400000.00000000 PA USD 3238146.40000000 0.137833725845 Long DBT CORP DE N 2 2042-05-23 Fixed 5.88000000 N N N N N N Credit Suisse Mortgage Trust N/A 12649FEQ7 137697.62000000 PA USD 136327.98000000 0.005802885694 Long ABS-MBS CORP US N 2 2036-12-27 Floating 3.23000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BM1 723000.00000000 PA USD 705753.00000000 0.030040817647 Long DBT CORP US N 2 2024-03-01 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 22417000.00000000 PA USD 14952839.53000000 0.636476962374 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Towd Point Mortgage Trust N/A 89175TAA6 2470626.06000000 PA USD 2223937.75000000 0.094663300625 Long ABS-O CORP US N 2 2058-06-25 Variable 3.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAN8 1240000.00000000 PA USD 714401.44000000 0.030408943902 Long DBT CORP XX N 2 2051-11-30 Fixed 3.25000000 N N N N N N Liberty Street Funding LLC 549300F33VRHM10B9391 53127UMN7 10900000.00000000 PA USD 10837274.10000000 0.461295346997 Long STIV CORP US N 2 2022-12-22 None 0.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAJ6 5018000.00000000 PA USD 4540272.80000000 0.193259550087 Long DBT US N 2 2026-10-15 Fixed 3.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 1310000.00000000 PA USD 1108142.10000000 0.047168761242 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TJ7 58403000.00000000 PA USD 46503388.75000000 1.979445813775 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RE0 9479600.00000000 PA USD 8337234.16000000 0.354879584049 Long DBT UST US N 2 2044-02-15 Fixed 3.63000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BS4 3178000.00000000 PA USD 3137112.49000000 0.133533154305 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237JAA1 4887777.89000000 PA USD 3694102.86000000 0.157241797607 Long ABS-O CORP US N 2 2049-01-20 Fixed 2.70000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRY8 2474000.00000000 PA USD 2251040.08000000 0.095816928244 Long DBT CORP US N 2 2028-02-01 Fixed 3.78000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 3404000.00000000 PA USD 2297979.98000000 0.097814954432 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N CIM Trust N/A 12567RAA8 5908125.02000000 PA USD 5153608.42000000 0.219366564179 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.43000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AG0 5908000.00000000 PA USD 4294181.18000000 0.182784506437 Long DBT CORP VG N 2 2030-09-28 Fixed 1.38000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CB3 3026000.00000000 PA USD 2792331.31000000 0.118857327838 Long DBT CORP DE N 2 2025-11-26 Fixed 3.96000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PV4 4405355.23000000 PA USD 4412840.90000000 0.187835331599 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDH9 984146.86000000 PA USD 1008955.94000000 0.042946840335 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828YAR2 256044.91000000 PA USD 232613.83000000 0.009901353092 Long ABS-MBS CORP US N 2 2054-05-25 Variable 3.75000000 N N N N N N TRITON CONTAINER/TAL INT N/A 89681LAA0 6048000.00000000 PA USD 4336176.62000000 0.184572068594 Long DBT CORP BM N 2 2032-03-15 Fixed 3.25000000 N N N N N N Chariot Funding LLC 549300EEWRNP448AMT79 15963UN93 14900000.00000000 PA USD 14776491.37000000 0.628970592699 Long STIV CORP US N 2 2023-01-09 None 0.00000000 N N N N N N Liberty Street Funding LLC 549300F33VRHM10B9391 53127UP79 1275000.00000000 PA USD 1258152.47000000 0.053554046420 Long STIV CORP US N 2 2023-02-07 None 0.00000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AJ9 4337000.00000000 PA USD 2903376.85000000 0.123584050668 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N ICG US CLO Ltd 213800MAPH9PBACGJG35 44928XAY0 7305000.00000000 PA USD 6937799.57000000 0.295311775868 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.44000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 2613000.00000000 PA USD 2305397.33000000 0.098130678572 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 3740000.00000000 PA USD 2948510.31000000 0.125505184608 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 6079000.00000000 PA USD 4725267.49000000 0.201133964716 Long DBT CORP US N 2 2050-10-01 Fixed 3.70000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AN3 3178000.00000000 PA USD 2549773.31000000 0.108532694933 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N Residential Accredit Loans, Inc. N/A 74923LAB8 270033.51000000 PA USD 239357.03000000 0.010188381616 Long ABS-MBS CORP US N 2 2047-05-25 Floating 3.97000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BV7 3205000.00000000 PA USD 3137113.16000000 0.133533182824 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 1522000.00000000 PA USD 1137397.74000000 0.048414045848 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BG2 4976000.00000000 PA USD 3728159.72000000 0.158691449143 Long DBT CORP US N 2 2031-09-23 Fixed 2.63000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CE3 7305000.00000000 PA USD 4777755.11000000 0.203368133074 Long DBT CORP US N 2 2039-03-01 Fixed 3.50000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAG6 6126000.00000000 PA USD 5649102.17000000 0.240457565406 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 2731000.00000000 PA USD 2341859.81000000 0.099682726828 Long DBT CORP US N 2 2029-08-01 Fixed 4.13000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 6748000.00000000 PA USD 6098856.98000000 0.259601660059 Long DBT US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Towd Point Mortgage Trust N/A 89169DAA9 745897.22000000 PA USD 729153.47000000 0.031036873281 Long ABS-O CORP US N 2 2057-07-25 Variable 2.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 5153000.00000000 PA USD 4766025.42000000 0.202868851487 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 3097000.00000000 PA USD 2578731.11000000 0.109765301793 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2G9 323000.00000000 PA USD 310087.11000000 0.013199051688 Long DBT CORP SA N 2 2023-11-24 Fixed 1.25000000 N N N N N N CSL Finance PLC 2549007CCNBNAF4HBC02 12661PAD1 2753000.00000000 PA USD 2315141.52000000 0.098545446111 Long DBT CORP GB N 2 2042-04-27 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405WN92 683.18000000 PA USD 677.56000000 0.000028840764 Long ABS-MBS USGSE US N 2 2034-08-01 Floating 3.65000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 4965000.00000000 PA USD 3728632.53000000 0.158711574597 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N UMBS, TBA N/A 01F0306B9 94353000.00000000 PA USD 80137393.95000000 3.411098271439 Long ABS-MBS USGSE US N 2 2052-11-15 Fixed 3.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 2481000.00000000 PA USD 2276903.09000000 0.096917803433 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87019SNT7 23785000.00000000 PA USD 23530283.82000000 1.001581240774 Long STIV CORP SE N 2 2023-01-27 None 0.00000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBE4 2100000.00000000 PA USD 1640084.38000000 0.069811216934 Long DBT CORP MX N 2 2042-07-16 Fixed 4.38000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAC0 2488000.00000000 PA USD 2045259.48000000 0.087057748361 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N Anglesea Funding LLC 549300JC7SH8MD7E2Z33 0347M3NK6 7000000.00000000 PA USD 6930777.77000000 0.295012888561 Long STIV CORP IE N 2 2023-01-19 None 0.00000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FR75 19495.78000000 PA USD 17672.03000000 0.000752221004 Long ABS-MBS CORP US N 2 2045-07-25 Floating 4.17000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 4426000.00000000 PA USD 3570214.97000000 0.151968432120 Long DBT CORP US N 2 2048-10-06 Fixed 4.44000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829EAA2 1108737.94000000 PA USD 1015096.48000000 0.043208216259 Long ABS-MBS CORP US N 2 2055-08-25 Variable 3.75000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 14047626.87000000 PA USD 14047626.87000000 0.597946019607 Long RA CORP US N 2 Repurchase N 1.10000000 2022-11-01 14629000.00000000 USD 14328637.37000000 USD UST N N N Orange Lake Timeshare Trust N/A 68504UAA9 508010.74000000 PA USD 478813.28000000 0.020380986593 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.06000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QU5 18089000.00000000 PA USD 14966527.65000000 0.637059605759 Long DBT UST US N 2 2042-02-15 Fixed 3.13000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 5006E3M15 9320000.00000000 PA USD 9290080.75000000 0.395438094825 Long STIV CORP US N 2 2022-12-01 None 0.00000000 N N N N N N Atlantic Asset Securitization LLC 549300BUNY5BIX4CVW20 04821UMF6 10000000.00000000 PA USD 9951500.00000000 0.423591818688 Long STIV CORP US N 2 2022-12-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283F5 123937400.00000000 PA USD 112584540.82000000 4.792231362321 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 4135000.00000000 PA USD 4234160.03000000 0.180229668665 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N New Residential AP Advance Receivables Trust N/A 64831JAA7 12270000.00000000 PA USD 12181446.18000000 0.518510871892 Long ABS-O CORP US N 2 2052-12-16 Fixed 1.03000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FG8 25842100.00000000 PA USD 27157422.58000000 1.155972669602 Long DBT UST US N 2 2029-02-15 Fixed 5.25000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AK7 5457000.00000000 PA USD 4953803.48000000 0.210861742000 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828M56 1956500.00000000 PA USD 1834142.33000000 0.078071414892 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 4176000.00000000 PA USD 4167385.71000000 0.177387377990 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AS5 4089000.00000000 PA USD 3662917.29000000 0.155914364324 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11135EAA2 6211000.00000000 PA USD 4474866.62000000 0.190475495146 Long DBT US N 2 2031-09-15 Fixed 2.60000000 N N N N N N GMAC Mortgage Corporation Loan Trust N/A 76112BKN9 3646.53000000 PA USD 3155.55000000 0.000134317958 Long ABS-MBS CORP US N 2 2035-03-18 Variable 3.22000000 N N N N N N Atlantic Asset Securitization LLC 549300BUNY5BIX4CVW20 04821ULH3 12773000.00000000 PA USD 12751183.33000000 0.542762089854 Long STIV CORP US N 2 2022-11-17 None 0.00000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBJ9 7909000.00000000 PA USD 6593664.57000000 0.280663454456 Long DBT CORP US N 2 2053-01-15 Fixed 4.45000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AU7 3552000.00000000 PA USD 3299071.81000000 0.140427054010 Long DBT CORP US N 2 2027-05-20 Fixed 3.25000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBQ5 8341000.00000000 PA USD 6159724.49000000 0.262192523673 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AE0 5842000.00000000 PA USD 4307564.06000000 0.183354157091 Long DBT CORP US N 2 2031-02-10 Fixed 1.80000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAW1 913000.00000000 PA USD 909369.91000000 0.038707898712 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEQ0 2275000.00000000 PA USD 2180978.53000000 0.092834714569 Long DBT UST US N 2 2025-05-15 Fixed 2.75000000 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAF9 6254000.00000000 PA USD 5872810.44000000 0.249979847770 Long DBT CORP US N 2 2032-09-12 Fixed 5.00000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAD9 2941000.00000000 PA USD 2352502.96000000 0.100135759161 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N SCHLUMBERGER INVESTMENT 529900EZ29I5KXPV2J32 806854AH8 1121000.00000000 PA USD 1104959.54000000 0.047033293586 Long DBT CORP LU N 2 2023-12-01 Fixed 3.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEP2 39617000.00000000 PA USD 35859575.16000000 1.526385234328 Long DBT UST US N 2 2032-05-15 Fixed 2.88000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CU9 4135000.00000000 PA USD 3944929.80000000 0.167918403113 Long DBT CORP US N 2 2025-06-01 Fixed 3.40000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HMW8 26482.05000000 PA USD 24150.61000000 0.001027985812 Long ABS-MBS CORP US N 2 2034-11-25 Variable 3.72000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BHCY1 10399334.00000000 PA USD 9942798.04000000 0.423221414320 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 2.81000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828TY6 24594400.00000000 PA USD 24579541.54000000 1.046243551570 Long DBT UST US N 2 2022-11-15 Fixed 1.63000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EH6 4632000.00000000 PA USD 3995537.68000000 0.170072559162 Long DBT CORP US N 2 2032-04-01 Fixed 3.75000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668ALH6 446242.54000000 PA USD 360779.46000000 0.015356803256 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Towd Point Mortgage Trust N/A 89179YAR4 4559791.23000000 PA USD 4028533.15000000 0.171477031970 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.25000000 N N N N N N COMM Mortgage Trust N/A 12591UAF0 4680000.00000000 PA USD 4558056.98000000 0.194016544826 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.96000000 N N N N N N Countrywide Alternative Loan Trust N/A 02150EBG7 703661.89000000 PA USD 367247.75000000 0.015632130063 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.50000000 N N N N N N ABN AMRO Funding USA LLC 549300WEQ09INLYV6558 00084CNB4 11073000.00000000 PA USD 10981492.73000000 0.467434103141 Long STIV CORP US N 2 2023-01-11 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RS9 15026000.00000000 PA USD 10680785.98000000 0.454634332340 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAL0 2683000.00000000 PA USD 2595963.48000000 0.110498808394 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830MAG8 1455447.64000000 PA USD 1360363.54000000 0.057904724512 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDY4 21448800.00000000 PA USD 17815909.50000000 0.758345325497 Long DBT UST US N 2 2032-02-15 Fixed 1.88000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AQ8 4000000.00000000 PA USD 3775714.80000000 0.160715660853 Long DBT CORP US N 2 2024-12-01 Fixed 2.60000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 2768000.00000000 PA USD 2994032.44000000 0.127442862530 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 2059000.00000000 PA USD 1599103.04000000 0.068066820578 Long DBT UST US N 2 2030-05-15 Fixed 0.63000000 N N N N N N Palisades Center Trust N/A 69640GAA3 6500000.00000000 PA USD 5090150.00000000 0.216665416861 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 2.71000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 3650000.00000000 PA USD 3280319.64000000 0.139628856171 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 1440000.00000000 PA USD 1230973.23000000 0.052397145078 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N GS Mortgage Securities Trust N/A 36197QAC3 881183.07000000 PA USD 873926.88000000 0.037199243983 Long ABS-MBS CORP US N 2 2031-04-10 Variable 3.56000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237GAA7 9614694.92000000 PA USD 7523507.43000000 0.320242797084 Long ABS-O CORP US N 2 2048-07-20 Fixed 1.93000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LAA7 13701.20000000 PA USD 12810.12000000 0.000545270766 Long ABS-MBS CORP US N 2 2034-01-19 Floating 4.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QSNS1 9991.38000000 PA USD 10115.33000000 0.000430565345 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 4.05000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BLMZ8 12812000.00000000 PA USD 12198669.06000000 0.519243974546 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 3.01000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LS8 12004000.00000000 PA USD 10617532.84000000 0.451941922893 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZT0 3253000.00000000 PA USD 2920584.06000000 0.124316486319 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 2070000.00000000 PA USD 1686005.42000000 0.071765874709 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 5039000.00000000 PA USD 5114585.00000000 0.217705507912 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N SCE Trust III N/A 78409B207 7998.00000000 NS USD 154681.32000000 0.006584107084 Long EP CORP US N 1 N N Britannia Funding Co LLC 549300X2ZBE7GS6QP587 11042ML89 14000000.00000000 PA USD 13989042.62000000 0.595452344381 Long STIV CORP US N 2 2022-11-08 None 0.00000000 N N N N N N UMBS, TBA N/A 01F0204B2 37380000.00000000 PA USD 32756629.28000000 1.394306403136 Long ABS-MBS USGSE US N 2 2037-11-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCJ8 2410100.00000000 PA USD 2124653.78000000 0.090437216374 Long DBT UST US N 2 2026-06-30 Fixed 0.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z78 66470000.00000000 PA USD 59215422.99000000 2.520541498139 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital 549300TPZNMN50BJ3745 161175BT0 3602000.00000000 PA USD 2539883.66000000 0.108111735798 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EH3N0 539907.79000000 PA USD 562745.55000000 0.023953616136 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300NYO16WLNMVJJ46 94989KAX1 6250000.00000000 PA USD 5842008.13000000 0.248668728189 Long ABS-MBS CORP US N 2 2048-06-15 Variable 4.01000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBTA4 4877128.00000000 PA USD 4718506.24000000 0.200846167883 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.06000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAQ1 1889000.00000000 PA USD 1761516.91000000 0.074980068487 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N Glencove Funding LLC 549300XUUQZO7I38ZR06 37828XME6 7100000.00000000 PA USD 7066234.74000000 0.300778699170 Long STIV CORP IE N 2 2022-12-14 None 0.00000000 N N N N N N CIFC Funding Ltd N/A 12549BAY4 6195000.00000000 PA USD 6066732.53000000 0.258234262762 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 5.19000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 6794000.00000000 PA USD 5996472.93000000 0.255243618965 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656TAB4 6443679.81000000 PA USD 5276433.63000000 0.224594696027 Long ABS-MBS CORP US N 2 2060-01-25 Variable 1.11000000 N N N N N N MLCC Mortgage Investors Inc N/A 5899292M9 5375.72000000 PA USD 4999.95000000 0.000212825997 Long ABS-MBS CORP US N 2 2028-10-25 Floating 4.23000000 N N N N N N UMBS, TBA N/A 01F0406B8 71248000.00000000 PA USD 64835680.00000000 2.759771251278 Long ABS-MBS USGSE US N 2 2052-11-15 Fixed 4.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDW3 4041000.00000000 PA USD 3818023.03000000 0.162516537112 Long DBT CORP US N 2 2027-04-09 Fixed 5.00000000 N N N N N N UNITED AIR 2014-2 A PTT N/A 90932QAA4 3926040.97000000 PA USD 3529663.16000000 0.150242318977 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 5106900.00000000 PA USD 4215785.83000000 0.179447559355 Long DBT UST US N 2 2031-05-15 Fixed 1.63000000 N N N N N N Nationstar Mortgage Loan Trust N/A 63861HAA6 783458.71000000 PA USD 696132.21000000 0.029631302706 Long ABS-MBS CORP US N 2 2052-12-25 Variable 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 7715380.43000000 PA USD 6881004.24000000 0.292894247141 Long DBT UST US N 2 2030-07-15 Fixed 0.13000000 N N N N N N OHIO NAT FINANCIAL SRVS 549300K609B872PZT291 67740QAG1 1348000.00000000 PA USD 1265190.39000000 0.053853619885 Long DBT CORP US N 2 2031-05-01 Fixed 6.63000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829VAA4 7886603.34000000 PA USD 7366487.37000000 0.313559140069 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 7039000.00000000 PA USD 5442414.02000000 0.231659755090 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N Concord Minutemen Capital Co LLC 549300B4YYZ4SNU1JB49 2063C1MK3 9000000.00000000 PA USD 8951796.27000000 0.381038804455 Long STIV CORP US N 2 2022-12-19 None 0.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 4157000.00000000 PA USD 3143357.29000000 0.133798968121 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N OFFICE PPTY INCOME TRST N/A 67623CAF6 2512000.00000000 PA USD 1537285.42000000 0.065435514937 Long DBT US N 2 2031-10-15 Fixed 3.45000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CR7 2917000.00000000 PA USD 2861246.45000000 0.121790743854 Long DBT CORP US N 2 2024-04-01 Fixed 3.60000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAD4 2844000.00000000 PA USD 2361053.42000000 0.100499714836 Long DBT US N 2 2032-04-15 Fixed 4.15000000 N N N N N N Octagon Investment Partners 33 Ltd 549300IDWDG12HO3TO90 675711AA3 3600000.00000000 PA USD 3526322.40000000 0.150100117439 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.43000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 14282000.00000000 PA USD 10387923.44000000 0.442168455242 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAK7 3257000.00000000 PA USD 2991041.91000000 0.127315568751 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 55607LLM4 17500000.00000000 PA USD 17462515.00000000 0.743302867680 Long STIV CORP US N 2 2022-11-21 None 0.00000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 6502000.00000000 PA USD 6664981.54000000 0.283699105868 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128UGL47 20814.87000000 PA USD 20456.65000000 0.000870750095 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 2.40000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFX7 5851000.00000000 PA USD 4352143.77000000 0.185251720316 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AT9 500000.00000000 PA USD 496250.00000000 0.021123191481 Long DBT NUSS PL N 2 2023-03-17 Fixed 3.00000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BF0 735000.00000000 PA USD 668589.15000000 0.028458915138 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.88000000 N N N N N UMBS, TBA N/A 01F0324B7 13507000.00000000 PA USD 12686027.66000000 0.539988698028 Long ABS-MBS USGSE US N 2 2037-11-15 Fixed 3.50000000 N N N N N N 2022-11-14 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer