0001752724-22-296662.txt : 20221229 0001752724-22-296662.hdr.sgml : 20221229 20221229095819 ACCESSION NUMBER: 0001752724-22-296662 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: 221496817 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 S000007796 Transamerica Bond C000021244 A IDITX C000021246 C IFLLX C000021247 I2 C000081828 I TFXIX C000156745 R6 TAFLX C000234684 R TAADX NPORT-P 1 primary_doc.xml NPORT-P false 0000787623 XXXXXXXX S000007796 C000021247 C000156745 C000021244 C000234684 C000081828 C000021246 TRANSAMERICA FUNDS 811-04556 0000787623 54930088ZHZE1VMYEY52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica Bond S000007796 54930028OHE6MAPEQC05 2022-10-31 2022-10-31 N 1348362386.21 135930766.56 1212431619.65 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 65263710.55000000 0.00000000 0.00000000 27128.21000000 USD ACMBS UST Securities Portfolio VaR Designated Reference Portfolio is the Fund's Securities Portfolio IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 2561000.00000000 PA USD 1928945.20000000 0.159097236391 Long DBT CORP KY N 2 2026-11-29 Fixed 5.63000000 N N N N N N Towd Point Mortgage Trust N/A 89175JAA8 1932335.33000000 PA USD 1844708.17000000 0.152149460646 Long ABS-O CORP US N 2 2057-10-25 Variable 2.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 3992000.00000000 PA USD 3746769.44000000 0.309029340646 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N ASHTON WOODS USA/FINANCE N/A 045086AM7 1474000.00000000 PA USD 1102558.91000000 0.090937822152 Long DBT CORP US N 2 2029-08-01 Fixed 4.63000000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAC5 298828.19000000 PA USD 279772.84000000 0.023075350021 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.61000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCT6 3261000.00000000 PA USD 3061279.89000000 0.252490931478 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Austin Fairmont Hotel Trust N/A 05223HAL6 5000000.00000000 PA USD 4722071.50000000 0.389471160556 Long ABS-MBS CORP US N 2 2032-09-15 Floating 5.21000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 1359000.00000000 PA USD 1158878.27000000 0.095582979791 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAA1 2543000.00000000 PA USD 2215702.07000000 0.182748621372 Long DBT CORP US N 2 2026-05-28 Fixed 1.20000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830DAB9 1473604.71000000 PA USD 1389843.10000000 0.114632699896 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 46002000.00000000 PA USD 23570634.03000000 1.944079455532 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DAZ8 3900000.00000000 PA USD 3873035.17000000 0.319443596424 Long DBT CORP US N 2 2023-03-15 Fixed 3.88000000 N N N N N N American Home Mortgage Assets N/A 026930AA5 280434.66000000 PA USD 244384.20000000 0.020156534689 Long ABS-MBS CORP US N 2 2047-03-25 Floating 3.71000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 1991000.00000000 PA USD 1512507.75000000 0.124749942634 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RY6 10424000.00000000 PA USD 7787460.91000000 0.642301040635 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 1627000.00000000 PA USD 1410661.88000000 0.116349809518 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17322GAA7 39708.77000000 PA USD 36660.85000000 0.003023745785 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.00000000 N N N N N N Capital Automotive Reit N/A 12510HAA8 1099541.11000000 PA USD 1019835.59000000 0.084114895510 Long ABS-O CORP US N 2 2050-02-15 Fixed 2.69000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 2085000.00000000 PA USD 1695786.46000000 0.139866565051 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668BJU8 875937.52000000 PA USD 811106.93000000 0.066899189764 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.23000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 4568000.00000000 PA USD 3851212.28000000 0.317643668936 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 5547000.00000000 PA USD 4137945.85000000 0.341293132159 Long DBT CORP CH N 2 2026-08-21 Fixed 6.38000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 2629928.60000000 PA USD 2372171.66000000 0.195654057643 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.54000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552EAJ9 2339000.00000000 PA USD 2239431.58000000 0.184705804740 Long ABS-MBS CORP US N 2 2036-08-15 Floating 4.74000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 1368000.00000000 PA USD 1275627.67000000 0.105212339345 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78472JAC7 654666.67000000 PA USD 653354.59000000 0.053887953713 Long ABS-O CORP US N 2 2052-11-15 Fixed 1.82000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 2838000.00000000 PA USD 2265092.94000000 0.186822324928 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 12388608.00000000 PA USD 8198621.09000000 0.676213071081 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 5544000.00000000 PA USD 4690437.55000000 0.386862027844 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 2535472.69000000 PA USD 2012948.03000000 0.166025695583 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAY4 695000.00000000 PA USD 584012.09000000 0.048168662094 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 583000.00000000 PA USD 491435.83000000 0.040533076013 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFF3 4204300.00000000 PA USD 3758250.05000000 0.309976248481 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 1364000.00000000 PA USD 1050280.00000000 0.086625916297 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N Sierra Receivables Funding Co LLC N/A 82652QAC5 2484998.22000000 PA USD 2263903.70000000 0.186724237747 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.79000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAH8 1921000.00000000 PA USD 1760146.06000000 0.145174872666 Long DBT CORP US N 2 2026-04-11 Fixed 2.80000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 782000.00000000 PA USD 602568.57000000 0.049699179750 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N US AIRWAYS 2013-1A PTT N/A 90346WAA1 209552.17000000 PA USD 185349.21000000 0.015287394933 Long DBT CORP US N 2 2025-11-15 Fixed 3.95000000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 20259BAA9 4661000.00000000 PA USD 4644548.35000000 0.383077138102 Long DBT CORP DE N 2 2023-09-19 Fixed 8.13000000 N N N N N N Orange Lake Timeshare Trust N/A 68504LAA9 176167.97000000 PA USD 168525.19000000 0.013899768635 Long ABS-O CORP US N 2 2029-03-08 Fixed 2.61000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDK9 3842000.00000000 PA USD 3579932.76000000 0.295268838421 Long DBT CORP US N 2 2033-09-14 Fixed 5.72000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 1593000.00000000 PA USD 1037728.39000000 0.085590673583 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAC3 2466000.00000000 PA USD 2252481.12000000 0.185782116161 Long DBT CORP NL N 2 2027-04-21 Fixed 4.90000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 1047000.00000000 PA USD 967166.25000000 0.079770787426 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652BBG3 2675000.00000000 PA USD 2337286.33000000 0.192776754756 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 3.27000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAF3 1558000.00000000 PA USD 1261988.18000000 0.104087369509 Long DBT CORP XX N 2 2029-02-02 Fixed 3.00000000 N N N N N N BRE Grand Islander Timeshare Issuer N/A 05584AAA8 105533.53000000 PA USD 101451.73000000 0.008367624891 Long ABS-O CORP US N 2 2029-05-25 Fixed 2.94000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 849000.00000000 PA USD 782200.68000000 0.064515034689 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N Wellfleet CLO Ltd N/A 94951MAL7 4000000.00000000 PA USD 3799864.00000000 0.313408520399 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 5.86000000 N N N N N N CAFCO LLC 8O46YQAGJ63WE5QHIG35 1247P3L91 500000.00000000 PA USD 499559.50000000 0.041203107202 Long STIV CORP US N 2 2022-11-09 None 0.00000000 N N N N N N UNIFRAX ESCROW ISS CORP 549300RRU6BWJLD0YT71 90473LAA0 1005000.00000000 PA USD 798790.89000000 0.065883376600 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 071734AD9 617000.00000000 PA USD 246800.00000000 0.020355787163 Long DBT CORP CA N 2 2028-01-15 Fixed 7.00000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652MAA8 499618.78000000 PA USD 478823.85000000 0.039492854049 Long ABS-O CORP US N 2 2036-05-20 Fixed 2.59000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAP0 1761000.00000000 PA USD 1565334.67000000 0.129107047740 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AZ9 2986000.00000000 PA USD 2397137.81000000 0.197713237691 Long DBT CORP US N 2 2028-08-16 Fixed 2.04000000 N N N N N N Lehman XS Trust N/A 525221DT1 827132.91000000 PA USD 848756.48000000 0.070004482417 Long ABS-O CORP US N 2 2035-12-25 Floating 4.29000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826525AB3 1193753.85000000 PA USD 1094912.11000000 0.090307122666 Long ABS-O CORP US N 2 2037-07-20 Fixed 2.32000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 1811000.00000000 PA USD 1828416.42000000 0.150805735380 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AT3 439000.00000000 PA USD 417979.42000000 0.034474473712 Long DBT CORP US N 2 2037-06-15 Fixed 7.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECC7 3690000.00000000 PA USD 3684022.72000000 0.303854061564 Long DBT CORP GB N 2 2026-11-02 Fixed 7.33000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 2771000.00000000 PA USD 2693608.82000000 0.222165834043 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 897000.00000000 PA USD 752872.64000000 0.062096090847 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 2053000.00000000 PA USD 1825369.11000000 0.150554396669 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 1942000.00000000 PA USD 1595502.69000000 0.131595272190 Long DBT CORP US N 2 2030-02-15 Fixed 2.72000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RU4 5220000.00000000 PA USD 3999621.11000000 0.329884262763 Long DBT UST US N 2 2046-11-15 Fixed 2.88000000 N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAN3 2861000.00000000 PA USD 2087112.80000000 0.172142722622 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Banc of America Funding Corporation N/A 059515AC0 187877.80000000 PA USD 161334.07000000 0.013306653124 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.77000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829GAA7 341641.04000000 PA USD 314277.03000000 0.025921216908 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 1695000.00000000 PA USD 1419468.33000000 0.117076155635 Long DBT CORP US N 2 2029-12-01 Fixed 2.95000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GCB7 446994.90000000 PA USD 393996.95000000 0.032496426488 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.01000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17324VAH7 244145.03000000 PA USD 226168.09000000 0.018654090369 Long ABS-MBS CORP US N 2 2042-09-25 Variable 3.75000000 N N N N N N LMA-Americas LLC N/A 53944RLF3 6700000.00000000 PA USD 6689799.25000000 0.551767138169 Long STIV CORP US N 2 2022-11-15 None 0.00000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QCU5 3390000.00000000 PA USD 3220991.89000000 0.265663798089 Long ABS-O CORP US N 2 2053-08-15 Fixed 3.01000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 1507000.00000000 PA USD 1223472.55000000 0.100910643550 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 4323000.00000000 PA USD 2735986.15000000 0.225661068686 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 2420000.00000000 PA USD 1778138.78000000 0.146658892029 Long DBT US N 2 2029-08-15 Fixed 3.75000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAA5 2029257.06000000 PA USD 1918092.33000000 0.158202103847 Long ABS-O CORP US N 2 2057-06-25 Variable 2.75000000 N N N N N N Accelerated Assets N/A 00439KAB2 3592987.20000000 PA USD 3171274.34000000 0.261563150333 Long ABS-O CORP US N 2 2040-10-20 Fixed 1.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 15553000.00000000 PA USD 10482479.06000000 0.864583114635 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N MVW Owner Trust N/A 55389TAC5 2017686.22000000 PA USD 1778511.71000000 0.146689650878 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.94000000 N N N N N N INVEST ENERGY RES LTD 254900A71Y7WHN7L5K89 46143NAB6 1793000.00000000 PA USD 1508648.15000000 0.124431607156 Long DBT CORP BM N 2 2029-04-26 Fixed 6.25000000 N N N N N N Great Wolf Trust N/A 39152TAJ9 6222000.00000000 PA USD 5924443.43000000 0.488641448637 Long ABS-MBS CORP US N 2 2036-12-15 Floating 5.05000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BY9 2433000.00000000 PA USD 2124611.92000000 0.175235607977 Long DBT US N 2 2030-04-15 Fixed 4.00000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAN6 879000.00000000 PA USD 655229.30000000 0.054042577691 Long DBT US N 2 2029-01-15 Fixed 2.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 1358000.00000000 PA USD 1180198.12000000 0.097341417105 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 14605505.00000000 NS USD 14605505.00000000 1.204645669354 Long STIV RF US N 1 N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CZ1 2822000.00000000 PA USD 2144768.28000000 0.176898081940 Long DBT CORP US N 2 2032-01-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCS8 1499000.00000000 PA USD 1189597.03000000 0.098116628659 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 1711000.00000000 PA USD 1373970.90000000 0.113323578644 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 2518000.00000000 PA USD 1945960.66000000 0.160500652446 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAB2 5085000.00000000 PA USD 4456555.53000000 0.367571701180 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QX9 26002000.00000000 PA USD 20020524.36000000 1.651270392121 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAD7 3359000.00000000 PA USD 2421678.74000000 0.199737346069 Long DBT CORP US N 2 2028-09-15 Fixed 2.45000000 N N N N N N Metlife Securitization Trust N/A 59166EAB1 487341.85000000 PA USD 473649.25000000 0.039066058846 Long ABS-MBS CORP US N 2 2058-04-25 Variable 3.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 2716000.00000000 PA USD 2223725.00000000 0.183410343639 Long DBT CORP BM N 2 2026-03-15 Fixed 5.88000000 N N N N N N CLOVERIE PLC ZURICH INS 5493002N598MXOKUEF55 000000000 6400000.00000000 PA USD 5960000.00000000 0.491574114647 Long DBT CORP IE Y 2 2046-06-24 Fixed 5.63000000 N N N N N N Nieuw Amsterdam Receivables Corp BV 724500BM7HQ28ZIB2058 65409SNP9 2000000.00000000 PA USD 1978850.66000000 0.163213382753 Long STIV CORP US N 2 2023-01-23 None 0.00000000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAE0 2400000.00000000 PA USD 2231700.72000000 0.184068172079 Long ABS-MBS CORP US N 2 2035-05-15 Variable 3.10000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CE9 753000.00000000 PA USD 732872.31000000 0.060446486063 Long DBT CORP US Y 2 2025-06-15 Fixed 5.75000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AY7 2312000.00000000 PA USD 1816166.08000000 0.149795341078 Long DBT CORP US N 2 2030-06-15 Fixed 1.95000000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAC6 2095000.00000000 PA USD 1552333.39000000 0.128034716749 Long DBT US N 2 2031-11-01 Fixed 2.63000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 1483000.00000000 PA USD 1216060.00000000 0.100299264741 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31282YDS5 398225.70000000 PA USD 68631.82000000 0.005660675529 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2E6 3049000.00000000 PA USD 2167503.61000000 0.178773266456 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 1971000.00000000 PA USD 1200231.21000000 0.098993723897 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 350000.00000000 PA USD 339360.00000000 0.027990032138 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N ALLEGHANY CORP 549300DCJE6AYX159479 017175AF7 4050000.00000000 PA USD 2586791.46000000 0.213355658007 Long DBT CORP US N 2 2051-08-15 Fixed 3.25000000 N N N N N N Residential Asset Securitization Trust N/A 45660NK46 1487510.19000000 PA USD 1364774.09000000 0.112565036071 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 5.50000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 1920000.00000000 PA USD 1603379.14000000 0.132244912951 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829JAA1 1310205.60000000 PA USD 1229128.11000000 0.101377107795 Long ABS-MBS CORP US N 2 2057-02-25 Variable 4.00000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AV7 2333000.00000000 PA USD 2248158.57000000 0.185425597086 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 418751AE3 1830000.00000000 PA USD 1495366.20000000 0.123336126818 Long DBT US N 2 2026-06-15 Fixed 3.38000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 1443000.00000000 PA USD 1291773.60000000 0.106544037541 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 1134000.00000000 PA USD 1106307.88000000 0.091247032993 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 2357000.00000000 PA USD 1943747.19000000 0.160318087923 Long DBT US N 2 2030-01-15 Fixed 4.00000000 N N N N N N KB Home 549300LGUCWQURMWLG09 48666KAV1 795000.00000000 PA USD 795560.32000000 0.065616922810 Long DBT CORP US N 2 2023-05-15 Fixed 7.63000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QCW1 20909041.61000000 PA USD 19930276.83000000 1.643826877078 Long ABS-O CORP US N 2 2053-09-15 Fixed 1.48000000 N N N N N N ILPT Commercial Mortgage Trust N/A 44965LAL8 1930000.00000000 PA USD 1545701.68000000 0.127487740747 Long ABS-MBS CORP US N 2 2041-02-11 Variable 4.29000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 1031000.00000000 PA USD 928544.38000000 0.076585298910 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 22546DAA4 3070000.00000000 PA USD 2965527.90000000 0.244593414749 Long DBT CORP CH N 2 2023-08-08 Fixed 6.50000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAG8 800000.00000000 PA USD 740094.31000000 0.061042148522 Long DBT CORP US N 2 2027-11-15 Fixed 4.05000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAL0 1251000.00000000 PA USD 1083836.79000000 0.089393642695 Long DBT US N 2 2026-03-15 Fixed 2.25000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAG3 4265000.00000000 PA USD 3563535.45000000 0.293916406685 Long DBT CORP MX N 2 2034-09-13 Fixed 5.88000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 2231000.00000000 PA USD 1750331.83000000 0.144365405985 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N 321 Henderson Receivables LLC N/A 88576XAA4 462321.69000000 PA USD 444967.98000000 0.036700459868 Long ABS-O CORP US N 2 2059-07-15 Fixed 5.56000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 3175000.00000000 PA USD 2771108.25000000 0.228557900098 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F0226B6 12377000.00000000 PA USD 10137536.56000000 0.836132644159 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 3386000.00000000 PA USD 3031470.33000000 0.250032272407 Long DBT CORP KY N 2 2025-02-15 Fixed 2.88000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 2561000.00000000 PA USD 2424736.69000000 0.199989562355 Long DBT CORP US N 2 2028-07-25 Fixed 4.81000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 7496200.00000000 PA USD 5811897.56000000 0.479358791523 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 44963LAC0 1975000.00000000 PA USD 1524463.00000000 0.125735998244 Long DBT CORP NL N 2 2027-09-18 Fixed 8.00000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AN4 800000.00000000 PA USD 747920.00000000 0.061687602655 Long DBT CORP US N 2 2028-01-15 Fixed 5.63000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 5369000.00000000 PA USD 5140817.50000000 0.424008860927 Long DBT CORP US N 2 2025-09-01 Fixed 4.95000000 N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 1617000.00000000 PA USD 1297642.50000000 0.107028097829 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 3473000.00000000 PA USD 2664693.98000000 0.219780970473 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Towd Point Mortgage Trust N/A 89176VAK8 1023335.68000000 PA USD 976968.14000000 0.080579236318 Long ABS-O CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 520000.00000000 PA USD 202800.00000000 0.016726716518 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237HAA5 3113242.88000000 PA USD 2172363.91000000 0.179174138548 Long ABS-O CORP US N 2 2048-10-20 Fixed 2.31000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AG5 2500000.00000000 PA USD 2343887.38000000 0.193321201955 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 360000.00000000 PA USD 350100.00000000 0.028875855291 Long DBT CORP US N 2 2027-12-15 Fixed 5.88000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653GAA0 471236.72000000 PA USD 463333.37000000 0.038215216634 Long ABS-O CORP US N 2 2035-09-20 Fixed 3.69000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BN1 2089000.00000000 PA USD 1674260.93000000 0.138091163482 Long DBT CORP US N 2 2027-11-24 Fixed 1.63000000 N N N N N CORE 2019-CORE MORTGAGE TRUST N/A 21871FAJ7 2295200.00000000 PA USD 2187800.02000000 0.180447291586 Long ABS-MBS CORP US N 2 2031-12-15 Floating 4.71000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 424000.00000000 PA USD 292560.00000000 0.024130020634 Long DBT CORP US N 2 2031-10-01 Fixed 3.88000000 N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DM6 2546000.00000000 PA USD 1905387.45000000 0.157154219596 Long DBT US N 2 2031-02-01 Fixed 2.20000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAJ6 2570000.00000000 PA USD 2139418.86000000 0.176456867779 Long ABS-MBS CORP US N 2 2037-03-15 Floating 5.85000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 4698000.00000000 PA USD 4192495.20000000 0.345792301359 Long DBT CORP US N 2 2025-02-01 Fixed 4.60000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126671RV0 6730.73000000 PA USD 6550.08000000 0.000540243251 Long ABS-MBS CORP US N 2 2032-05-25 Variable 4.93000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBM8 2453000.00000000 PA USD 2454228.76000000 0.202422035207 Long DBT CORP US N 2 2033-10-25 Fixed 5.83000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BZ6 1530000.00000000 PA USD 1490547.77000000 0.122938708117 Long DBT CORP US N 2 2032-10-11 Fixed 5.13000000 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAB9 1762000.00000000 PA USD 1404114.33000000 0.115809774938 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 1498000.00000000 PA USD 1288594.58000000 0.106281835537 Long DBT CORP US N 2 2030-02-15 Fixed 4.38000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 4725000.00000000 PA USD 4242010.50000000 0.349876267762 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AU1 529000.00000000 PA USD 445850.57000000 0.036773254901 Long DBT CORP US N 2 2049-03-01 Fixed 4.70000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 4515000.00000000 PA USD 3700975.75000000 0.305252328462 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 5025000.00000000 PA USD 3920255.46000000 0.323338272976 Long DBT CORP US N 2 2033-02-24 Fixed 3.10000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 655000.00000000 PA USD 605875.00000000 0.049971890387 Long DBT CORP US N 2 2030-03-15 Fixed 5.38000000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAF3 1040000.00000000 PA USD 208000.00000000 0.017155606685 Long DBT CORP US N 2 2026-08-15 Fixed 5.38000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAT9 2435000.00000000 PA USD 2288425.83000000 0.188746795523 Long DBT CORP US N 2 2026-03-01 Fixed 3.04000000 N N N N N N TICP CLO Ltd N/A 87249FAE4 1250000.00000000 PA USD 1220013.75000000 0.100625365606 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 5.59000000 N N N N N N GS Mortgage Securities Trust N/A 36255MAG2 5242000.00000000 PA USD 5231544.83000000 0.431491949336 Long ABS-MBS CORP US N 2 2032-10-10 Fixed 3.77000000 N N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAN0 4630000.00000000 PA USD 4268441.91000000 0.352056300810 Long ABS-MBS CORP US N 2 2034-09-15 Floating 5.42000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1217000.00000000 PA USD 875963.13000000 0.072248456391 Long DBT CORP US N 2 2030-12-01 Fixed 4.63000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAD9 1095000.00000000 PA USD 795101.40000000 0.065579071604 Long DBT CORP US N 2 2045-04-01 Fixed 5.05000000 N N N N N N Pikes Peak CLO 2549002NRPBIF0UZPU88 72132WAJ8 4395000.00000000 PA USD 4212040.55000000 0.347404379903 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.28000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BU3 1092000.00000000 PA USD 1086427.68000000 0.089607336396 Long DBT CORP US N 2 2023-02-23 Fixed 2.85000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAE5 2000000.00000000 PA USD 1855610.00000000 0.153048631355 Long DBT CORP US N 2 2027-04-28 Fixed 5.63000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AJ0 3099000.00000000 PA USD 2641897.50000000 0.217900742374 Long DBT CORP US N 2 2029-05-01 Fixed 3.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 1566000.00000000 PA USD 1380882.17000000 0.113893612441 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N MVW Owner Trust N/A 55400DAB7 651481.60000000 PA USD 607828.88000000 0.050133044218 Long ABS-O CORP US N 2 2038-10-20 Fixed 2.44000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBE9 796000.00000000 PA USD 769493.20000000 0.063466935992 Long DBT CORP US Y 2 2029-11-15 Fixed 7.25000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 950000.00000000 PA USD 916527.29000000 0.075594142807 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BH5 2387000.00000000 PA USD 1731095.06000000 0.142778778773 Long DBT CORP US N 2 2033-10-15 Fixed 2.75000000 N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBC3 425000.00000000 PA USD 366562.50000000 0.030233663825 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AF6 3675000.00000000 PA USD 3504318.92000000 0.289032293714 Long DBT CORP US N 2 2025-04-14 Fixed 3.55000000 N N N N N N BX Trust N/A 12433YAL1 3010000.00000000 PA USD 2818260.89000000 0.232446996954 Long ABS-MBS CORP US N 2 2037-10-15 Floating 5.11000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAE7 7065000.00000000 PA USD 6375670.07000000 0.525858115762 Long ABS-MBS CORP US N 2 2037-03-15 Floating 4.53000000 N N N N N N Longship Funding LLC 549300HYL7N00LBQMI55 54316UNH8 1400000.00000000 PA USD 1386780.74000000 0.114380119878 Long STIV CORP IE N 2 2023-01-17 None 0.00000000 N N N N N N MSCG Trust N/A 55358PAJ5 1375000.00000000 PA USD 1313041.26000000 0.108298170281 Long ABS-MBS CORP US N 2 2037-10-15 Floating 4.59000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AC7 2792000.00000000 PA USD 2792000.00000000 0.230281028203 Long DBT CORP GB N 2 2025-02-15 Fixed 6.50000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AX2 3565000.00000000 PA USD 3564613.02000000 0.294005283450 Long DBT CORP US N 2 2032-11-02 Fixed 6.13000000 N N N N N N GSCG Trust N/A 36260TAG0 4480000.00000000 PA USD 4041513.28000000 0.333339481955 Long ABS-MBS CORP US N 2 2034-09-06 Fixed 3.46000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAD3 4221000.00000000 PA USD 3007035.76000000 0.248016936482 Long DBT CORP US N 2 2031-07-15 Fixed 2.65000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 229000.00000000 PA USD 173613.92000000 0.014319481378 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 3579000.00000000 PA USD 3306533.88000000 0.272719205471 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78472JAA1 3169333.32000000 PA USD 3162945.85000000 0.260876225820 Long ABS-O CORP US N 2 2052-11-15 Fixed 1.28000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 2723000.00000000 PA USD 2383817.07000000 0.196614557997 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 2770728.20000000 PA USD 2739155.75000000 0.225922493739 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 3400000.00000000 PA USD 1317500.00000000 0.108665922155 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 2454000.00000000 PA USD 1915960.50000000 0.158026272900 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796X61 21807000.00000000 PA USD 21730040.26000000 1.792269345983 Long STIV UST US N 2 2022-12-08 None 0.00000000 N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552EAN0 1890000.00000000 PA USD 1781155.09000000 0.146907673895 Long ABS-MBS CORP US N 2 2036-08-15 Floating 6.04000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAT5 2011000.00000000 PA USD 1840800.60000000 0.151827168655 Long DBT CORP CA N 2 2029-04-01 Fixed 4.20000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 1960000.00000000 PA USD 1463226.98000000 0.120685320003 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 708000.00000000 PA USD 685832.52000000 0.056566696948 Long DBT US N 2 2025-08-01 Fixed 4.25000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 413000.00000000 PA USD 382739.49000000 0.031567923814 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 6618000.00000000 PA USD 5274235.75000000 0.435013048531 Long DBT UST US N 2 2031-11-15 Fixed 1.38000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AH2 1419000.00000000 PA USD 1405551.03000000 0.115928272342 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N OHIO NAT FINANCIAL SRVS 549300K609B872PZT291 67740QAH9 5254000.00000000 PA USD 4735051.49000000 0.390541735571 Long DBT CORP US N 2 2030-01-24 Fixed 6.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBL4 25090000.00000000 PA USD 20045537.83000000 1.653333475069 Long DBT UST US N 2 2031-02-15 Fixed 1.13000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AY5 5335000.00000000 PA USD 3755640.26000000 0.309760995930 Long DBT CORP IT N 2 2032-06-03 Fixed 3.13000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 26835PAF7 5254000.00000000 PA USD 5046408.94000000 0.416222148796 Long DBT CORP NL N 2 2024-07-15 Fixed 3.63000000 N N N N N N Towd Point Mortgage Trust N/A 89177BAA3 5504167.05000000 PA USD 5053844.17000000 0.416835398227 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 13300000.00000000 PA USD 12709106.27000000 1.048232829301 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.43000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAE1 3028000.00000000 PA USD 2785760.00000000 0.229766360003 Long DBT US N 2 2028-03-15 Fixed 5.25000000 N N N N N N MVW Owner Trust N/A 55389PAA7 1145493.53000000 PA USD 1079707.26000000 0.089053043693 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 569643.23000000 PA USD 537682.14000000 0.044347419787 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.00000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020U5U5 769406.49000000 PA USD 495947.19000000 0.040905167925 Long ABS-MBS CORP US N 2 2036-03-25 Variable 3.12000000 N N N N N N MX REMIT FUND FIDUC EST 54930007WQ6S3GFCM563 593035AA6 6098000.00000000 PA USD 5000360.00000000 0.412424083878 Long DBT CORP LU N 2 2028-01-15 Fixed 4.88000000 N N N N N N Diamond Resorts Owner Trust N/A 252722AA1 597365.42000000 PA USD 581560.03000000 0.047966418936 Long ABS-O CORP US N 2 2032-02-20 Fixed 2.89000000 N N N N N N Credit Suisse Mortgage Trust N/A 12661GAA7 2374289.39000000 PA USD 2041823.82000000 0.168407338352 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 236000.00000000 PA USD 206508.00000000 0.017032548199 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFM8 3322000.00000000 PA USD 3302794.69000000 0.272410801274 Long DBT UST US N 2 2027-09-30 Fixed 4.13000000 N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466317AJ3 1600000.00000000 PA USD 1456276.00000000 0.120112010970 Long ABS-MBS CORP US N 2 2037-04-15 Floating 4.86000000 N N N N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAE3 2272000.00000000 PA USD 2176501.00000000 0.179515361091 Long DBT CORP US N 2 2027-04-06 Fixed 4.60000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GCH4 685342.45000000 PA USD 619803.56000000 0.051120702393 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.03000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05490VAC1 1300000.00000000 PA USD 1296950.07000000 0.106970986980 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 2222930.99000000 PA USD 1897938.48000000 0.156539836906 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N Sheffield Receivables Co LLC 549300MYF6MOTU9T3G29 82124MM15 11000000.00000000 PA USD 10963541.38000000 0.904260595180 Long STIV CORP US N 2 2022-12-01 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 7955000.00000000 PA USD 6289111.15000000 0.518718833134 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAR6 2800000.00000000 PA USD 2313882.37000000 0.190846422387 Long DBT CORP GB N 2 2030-08-15 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 3376000.00000000 PA USD 3090305.93000000 0.254884966699 Long DBT CORP GB N 2 2028-08-11 Fixed 5.21000000 N N N N N N SBA Tower Trust N/A 78403DAN0 6883000.00000000 PA USD 6389629.31000000 0.527009458219 Long DBT US N 2 2025-01-15 Fixed 2.84000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAG3 3970000.00000000 PA USD 3245225.68000000 0.267662573905 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.72000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAJ2 2567000.00000000 PA USD 2337702.31000000 0.192811064320 Long DBT CORP GB N 2 2026-06-27 Fixed 6.75000000 N N N N N ANTERO MIDSTREAM PART/FI N/A 03690EAA6 2739000.00000000 PA USD 2793780.00000000 0.230427840607 Long DBT CORP US N 2 2026-05-15 Fixed 7.88000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 3558000.00000000 PA USD 2818600.63000000 0.232475018328 Long DBT CORP US N 2 2028-03-25 Fixed 2.26000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 6214900.00000000 PA USD 4204525.53000000 0.346784549483 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SY5 19005000.00000000 PA USD 13652420.02000000 1.126036289282 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251525AM3 3443000.00000000 PA USD 3149468.83000000 0.259764656328 Long DBT CORP DE N 2 2028-05-24 Fixed 4.30000000 N N N N N N Hilton Grand Vacations Trust N/A 43284BAC6 509220.69000000 PA USD 484919.35000000 0.039995604052 Long ABS-O CORP US N 2 2032-02-25 Fixed 4.00000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 680000.00000000 PA USD 571939.77000000 0.047172950682 Long DBT CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N GSR Mortgage Loan Trust N/A 3622NAAC4 150830.97000000 PA USD 79234.01000000 0.006535132267 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.71000000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AP0 1186000.00000000 PA USD 878992.04000000 0.072498277490 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 161175BS2 3691000.00000000 PA USD 2711951.95000000 0.223678754830 Long DBT CORP US N 2 2049-07-01 Fixed 5.13000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 4525000.00000000 PA USD 3575364.95000000 0.294892090576 Long DBT CORP BM N 2 2027-09-15 Fixed 5.88000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830HAA2 2604095.57000000 PA USD 2425424.15000000 0.200046263285 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.25000000 N N N N N N SBA Tower Trust N/A 78403DAM2 995000.00000000 PA USD 985211.39000000 0.081259130332 Long DBT CORP US N 2 2023-03-15 Fixed 3.45000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826525AA5 245822.38000000 PA USD 228053.55000000 0.018809600995 Long ABS-O CORP US N 2 2037-07-20 Fixed 1.33000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 1175000.00000000 PA USD 1070718.75000000 0.088311681471 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 362880.00000000 PA USD 192673.73000000 0.015891513127 Long DBT NUSS EC N 2 2030-07-31 Variable 5.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 2400000.00000000 PA USD 1657244.95000000 0.136687704538 Long DBT CORP ES N 2 2030-12-03 Fixed 2.75000000 N N N N N N BXG Receivables Note Trust N/A 05608TAA9 1078481.28000000 PA USD 963070.63000000 0.079432985282 Long ABS-O CORP US N 2 2036-02-28 Fixed 1.55000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 2500000.00000000 PA USD 2027900.00000000 0.167258917297 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BC7 2433000.00000000 PA USD 2232258.60000000 0.184114185395 Long DBT CORP US N 2 2024-09-01 Fixed 0.98000000 N N N N N N DISH DBS Corp N/A 25470XAL9 1500000.00000000 PA USD 1481400.00000000 0.122184210308 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N Countrywide Home Loans N/A 126694YQ5 2333758.53000000 PA USD 2041801.14000000 0.168405467731 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.09000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45669JAC9 615297.02000000 PA USD 469711.16000000 0.038741249600 Long ABS-MBS CORP US N 2 2037-08-25 Variable 3.26000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 970000.00000000 PA USD 378649.20000000 0.031230561283 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 4705000.00000000 PA USD 4268423.05000000 0.352054745259 Long DBT CORP US N 2 2025-11-13 Fixed 3.38000000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339AL4 2572000.00000000 PA USD 1889381.22000000 0.155834043700 Long DBT CORP US N 2 2032-03-01 Fixed 2.20000000 N N N N N N New Residential Mortgage Loan Trust 549300U1MV4J7YQZG974 64828CAA7 374533.19000000 PA USD 352193.63000000 0.029048535545 Long ABS-MBS CORP US N 2 2058-02-25 Variable 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 11552000.00000000 PA USD 9732560.00000000 0.802730631753 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 1514000.00000000 PA USD 1219799.05000000 0.100607657391 Long DBT CORP US N 2 2031-02-15 Fixed 3.40000000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AG3 1868000.00000000 PA USD 1623292.00000000 0.133887303307 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AB1 2584000.00000000 PA USD 1706376.70000000 0.140740036167 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1.00000000 NC USD -22291.45000000 -0.00183857379 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long Term U.S. Treasury Bond Futures WNZ2 Comdty 2022-12-20 149947.70000000 USD -22291.45000000 N N N ANCHORAGE CAPITAL CLO LTD 5493009A4SIPWYPZDB35 03328WAS7 3600000.00000000 PA USD 3479781.60000000 0.287008483084 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 5.22000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 402000.00000000 PA USD 304179.16000000 0.025088355917 Long DBT CORP KY N 2 2031-01-15 Fixed 4.13000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AN2 2168000.00000000 PA USD 1897533.26000000 0.156506414815 Long DBT CORP US N 2 2027-02-01 Fixed 2.25000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAP9 2905000.00000000 PA USD 2871863.54000000 0.236868083399 Long DBT CORP US N 2 2025-10-14 Fixed 5.45000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 2343000.00000000 PA USD 2210058.18000000 0.182283119656 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 3837000.00000000 PA USD 2595244.51000000 0.214052856090 Long DBT CORP IT N 2 2032-06-01 Fixed 4.20000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 5008000.00000000 PA USD 4817037.25000000 0.397303829092 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N ExteNet Systems N/A 30227XAA9 2765000.00000000 PA USD 2601491.73000000 0.214568119788 Long ABS-O CORP US N 2 2049-07-26 Fixed 3.20000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AM0 2436000.00000000 PA USD 2393540.52000000 0.197416537246 Long DBT CORP KY N 2 2024-05-14 Fixed 4.38000000 N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 3940000.00000000 PA USD 3580356.80000000 0.295303812765 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653EAB3 359637.98000000 PA USD 338342.56000000 0.027906114828 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.42000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 4602000.00000000 PA USD 3857149.04000000 0.318133326241 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAA8 3375000.00000000 PA USD 2742081.19000000 0.226163780749 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDH2 2440000.00000000 PA USD 2345450.00000000 0.193450085100 Long DBT CORP MX N 2 2025-10-16 Fixed 6.88000000 N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AH3 1452000.00000000 PA USD 1324413.86000000 0.109236169573 Long DBT CORP US N 2 2027-12-01 Fixed 3.75000000 N N N N N N Octagon Investment Partners 54 Ltd N/A 67577FAA6 2750000.00000000 PA USD 2627933.00000000 0.216748966078 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.20000000 N N N N N N MSCG Trust N/A 55358PAL0 5710000.00000000 PA USD 5395432.10000000 0.445009187533 Long ABS-MBS CORP US N 2 2037-10-15 Floating 5.06000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657GAA3 4351517.80000000 PA USD 3764305.28000000 0.310475677060 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 6338000.00000000 PA USD 5611464.92000000 0.462827332202 Long DBT CORP US N 2 2033-04-27 Fixed 4.57000000 N N N N N N STORE Master Funding LLC N/A 86213CAB1 1034687.51000000 PA USD 971854.87000000 0.080157499544 Long ABS-O CORP US N 2 2045-04-20 Fixed 4.17000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 2696000.00000000 PA USD 2450938.48000000 0.202150656604 Long DBT CORP US N 2 2033-07-20 Fixed 4.89000000 N N N N N N BXG Receivables Note Trust 549300R4HW4HQYM9LE23 05606XAA2 341990.42000000 PA USD 334143.86000000 0.027559810762 Long ABS-O CORP US N 2 2030-05-02 Fixed 2.88000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 2957000.00000000 PA USD 2559696.59000000 0.211120903522 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829KBV1 5838084.82000000 PA USD 5453383.64000000 0.449788965547 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.00000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BP8 1146000.00000000 PA USD 1119215.53000000 0.092311641486 Long DBT US N 2 2032-10-13 Fixed 5.63000000 N N N N N N Accelerated Assets N/A 00439KAD8 2151876.86000000 PA USD 1896378.28000000 0.156411153360 Long ABS-O CORP US N 2 2040-10-20 Fixed 3.58000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 859000.00000000 PA USD 744924.80000000 0.061440561919 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BB5 2035000.00000000 PA USD 1820787.58000000 0.150176517214 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N PACTIV EVERGREEN GROUP N/A 76174LAA1 3570000.00000000 PA USD 3186225.00000000 0.262796264000 Long DBT CORP US N 2 2027-10-15 Fixed 4.00000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 1151000.00000000 PA USD 1032285.86000000 0.085141779814 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFH9 5918000.00000000 PA USD 5631346.88000000 0.464467173961 Long DBT UST US N 2 2027-08-31 Fixed 3.13000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CK0 4456000.00000000 PA USD 3978220.51000000 0.328119165281 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 1400000.00000000 PA USD 1289750.00000000 0.106377133282 Long DBT CORP US N 2 2027-11-01 Fixed 5.13000000 N N N N N N INRETAIL CONSUMER N/A 45790TAB1 3042000.00000000 PA USD 2405461.50000000 0.198399766305 Long DBT CORP PE N 2 2028-03-22 Fixed 3.25000000 N N N N N N Towd Point Mortgage Trust N/A 89173FAA8 326566.82000000 PA USD 320434.38000000 0.026429068230 Long ABS-O CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAE8 5000000.00000000 PA USD 4332106.00000000 0.357307243541 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 3.47000000 N N N N N N Anchorage Capital CLO LTD 5493004RXURZCE1LR038 03329WAG2 4400000.00000000 PA USD 4117093.20000000 0.339573228978 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 6.31000000 N N N N N N Helios Issuer, LLC N/A 86746EAA5 2401423.04000000 PA USD 1921671.07000000 0.158497274308 Long ABS-O CORP US N 2 2048-02-20 Fixed 1.80000000 N N N N N N UMBS, TBA N/A 01F0206B0 58714000.00000000 PA USD 46319841.56000000 3.820408574742 Long ABS-MBS USGSE US N 2 2052-11-15 Fixed 2.00000000 N N N N N N AMER AIRLINE 19-1AA PTT N/A 02377LAA2 1486818.13000000 PA USD 1216258.86000000 0.100315666491 Long DBT CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N Mauser Packaging Solut 549300DNGHXL0OMHW304 12429TAD6 4070000.00000000 PA USD 3988600.00000000 0.328975253973 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N Battalion CLO LTD 549300QOOT46OWR6Z544 07133MAH9 3100000.00000000 PA USD 2866957.50000000 0.236463438723 Long ABS-CBDO CORP KY N 2 2032-12-19 Floating 6.49000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 3806000.00000000 PA USD 3159741.20000000 0.260611909883 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 950976.00000000 PA USD 347577.28000000 0.028667784175 Long DBT NUSS EC N 2 2035-07-31 Variable 2.50000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 1559000.00000000 PA USD 1418778.64000000 0.117019270778 Long DBT CORP US N 2 2028-12-15 Fixed 4.38000000 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAA1 2364000.00000000 PA USD 2124796.77000000 0.175250854197 Long DBT CORP US N 2 2025-07-15 Fixed 1.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 2582000.00000000 PA USD 2480631.69000000 0.204599719258 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N 321 Henderson Receivables LLC N/A 466159AA8 335790.28000000 PA USD 325647.30000000 0.026859024024 Long ABS-O CORP US N 2 2048-01-15 Fixed 4.07000000 N N N N N N Wellfleet CLO Ltd N/A 94950TAG4 2500000.00000000 PA USD 2366020.00000000 0.195146675627 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.71000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDY7 2134000.00000000 PA USD 2028490.49000000 0.167307620250 Long DBT CORP US N 2 2027-03-16 Fixed 4.13000000 N N N N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 74168LAA4 3655000.00000000 PA USD 3092528.80000000 0.255068306523 Long DBT CORP US N 2 2029-04-30 Fixed 4.38000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAD8 1392000.00000000 PA USD 1098079.20000000 0.090568340696 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119AJ8 1031000.00000000 PA USD 1029127.66000000 0.084881295020 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAE0 3152000.00000000 PA USD 2916051.27000000 0.240512637804 Long DBT CORP US N 2 2032-09-12 Fixed 6.38000000 N N N N N N Spin Holdco Inc. 549300QAS44U2GUXGK45 84850XAK8 4731679.92000000 PA USD 4160329.57000000 0.343139316277 Long LON CORP US N 2 2028-03-04 Floating 7.14000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAZ8 3574000.00000000 PA USD 2368124.89000000 0.195320284593 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85000000 N N N N N N Towd Point Mortgage Trust N/A 89179JAA4 8287047.07000000 PA USD 7326880.79000000 0.604312908971 Long ABS-O CORP US N 2 2060-10-25 Fixed 1.75000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 489000.00000000 PA USD 380798.97000000 0.031407871902 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAY5 1193000.00000000 PA USD 1111208.91000000 0.091651264449 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AJ6 846000.00000000 PA USD 711678.47000000 0.058698441913 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 64828GAD2 3982778.81000000 PA USD 3671227.93000000 0.302798761637 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.50000000 N N N N N N ADVANCED MICRO DEVICES R2I72C950HOYXII45366 007903BF3 3311000.00000000 PA USD 2949933.26000000 0.243307186334 Long DBT CORP US N 2 2032-06-01 Fixed 3.92000000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AL6 1319000.00000000 PA USD 1259305.12000000 0.103866073730 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAZ1 2183000.00000000 PA USD 1762772.50000000 0.145391498492 Long DBT CORP US N 2 2030-10-01 Fixed 5.25000000 N N N N N N DELTA AIR LINES 2019-1AA N/A 24737BAA3 1655000.00000000 PA USD 1586650.82000000 0.130865179881 Long DBT CORP US N 2 2024-04-25 Fixed 3.20000000 N N N N N N MONGOLIA INTL BOND N/A 60937LAB1 253000.00000000 PA USD 238452.50000000 0.019667294727 Long DBT NUSS MN Y 2 2023-05-01 Fixed 5.63000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QCY7 1200000.00000000 PA USD 1141391.76000000 0.094140712061 Long ABS-O CORP US N 2 2053-09-15 Fixed 2.17000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 2179000.00000000 PA USD 1630327.80000000 0.134467608199 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAF2 2510000.00000000 PA USD 2551838.04000000 0.210472739133 Long DBT CORP US N 2 2023-09-15 Fixed 7.88000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AG4 3769750.00000000 PA USD 3609296.25000000 0.297690706139 Long ABS-MBS CORP US N 2 2036-10-15 Floating 4.86000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652QAD3 1722317.48000000 PA USD 1570706.18000000 0.129550083859 Long ABS-O CORP US N 2 2037-11-20 Fixed 3.17000000 N N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 66977WAQ2 2800000.00000000 PA USD 2723000.00000000 0.224589985601 Long DBT CORP CA N 2 2024-06-01 Fixed 4.88000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 2971000.00000000 PA USD 2732197.11000000 0.225348552917 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJP5 3000000.00000000 PA USD 2305841.19000000 0.190183194881 Long DBT CORP US N 2 2032-03-11 Fixed 2.65000000 N N N N N N AXIAN TELECOM 984500C6FIA50FZSE337 05466AAA1 1148000.00000000 PA USD 981540.00000000 0.080956318203 Long DBT CORP MU N 2 2027-02-16 Fixed 7.38000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 1660000.00000000 PA USD 1384598.53000000 0.114200133645 Long DBT US N 2 2026-11-15 Fixed 1.63000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BJ1 1428000.00000000 PA USD 979159.65000000 0.080759989605 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N Fontainebleau Miami Beach Trust N/A 34461LAL8 7902000.00000000 PA USD 7268359.96000000 0.599486176556 Long ABS-MBS CORP US N 2 2036-12-10 Variable 3.96000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 1171000.00000000 PA USD 944118.75000000 0.077869855478 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QCS0 2400000.00000000 PA USD 2283706.08000000 0.188357515837 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.82000000 N N N N N N MUNICH RE 529900MUF4C20K50JS49 62582PAA8 1800000.00000000 PA USD 1714312.80000000 0.141394596793 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 94524.94000000 PA USD 93584.73000000 0.007718763556 Long ABS-MBS CORP US N 2 2036-12-27 Floating 3.23000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCP5 3507000.00000000 PA USD 2836847.37000000 0.233979988976 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N Towd Point Mortgage Trust N/A 89175TAA6 3099756.74000000 PA USD 2790250.68000000 0.230136746252 Long ABS-O CORP US N 2 2058-06-25 Variable 3.00000000 N N N N N N COLONY MORTGAGE CAPITAL LTD N/A 12564NAJ1 5700000.00000000 PA USD 5243274.39000000 0.432459390288 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.09000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 2000000.00000000 PA USD 1691820.00000000 0.139539415879 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 1504000.00000000 PA USD 1353479.68000000 0.111633485803 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237JAA1 3974554.65000000 PA USD 3003903.62000000 0.247758601088 Long ABS-O CORP US N 2 2049-01-20 Fixed 2.70000000 N N N N N N Anchorage Capital CLO LTD 5493008M7D1YIDOH2C69 03330WAQ7 2700000.00000000 PA USD 2454367.50000000 0.202433478327 Long ABS-CBDO CORP KY N 2 2035-01-19 Floating 6.63000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 1693000.00000000 PA USD 1142914.25000000 0.094266285329 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N CIM Trust N/A 12567RAA8 6102745.61000000 PA USD 5323374.34000000 0.439065944315 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.43000000 N N N N N N DataBank Issuer LLC N/A 23802WAA9 4727000.00000000 PA USD 4032979.02000000 0.332635585763 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.06000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AG0 6595000.00000000 PA USD 4793521.47000000 0.395364273936 Long DBT CORP VG N 2 2030-09-28 Fixed 1.38000000 N N N N N N Capital Automotive Reit N/A 12510HAM2 4115708.26000000 PA USD 3499354.20000000 0.288622809178 Long ABS-O CORP US N 2 2051-08-15 Fixed 1.92000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 435840.00000000 PA USD 143902.38000000 0.011868906886 Long DBT NUSS EC N 2 2040-07-31 Variable 1.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 3613000.00000000 PA USD 3348203.23000000 0.276156046719 Long DBT CORP US N 2 2027-01-15 Fixed 4.63000000 N N N N N N TRITON CONTAINER/TAL INT N/A 89681LAA0 5371000.00000000 PA USD 3850794.42000000 0.317609204312 Long DBT CORP BM N 2 2032-03-15 Fixed 3.25000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 210000.00000000 PA USD 167212.50000000 0.013791499437 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Liberty Street Funding LLC 549300F33VRHM10B9391 53127UP79 700000.00000000 PA USD 690750.38000000 0.056972316525 Long STIV CORP US N 2 2023-02-07 None 0.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 598000.00000000 PA USD 498499.35000000 0.041115667219 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N ICG US CLO Ltd 213800MAPH9PBACGJG35 44928XAY0 4500000.00000000 PA USD 4273798.50000000 0.352498106345 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.44000000 N N N N N N New Residential AP Advance Receivables Trust N/A 64831JAD1 400000.00000000 PA USD 396044.52000000 0.032665307765 Long ABS-O CORP US N 2 2052-12-16 Fixed 2.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 119808.00000000 PA USD 37240.21000000 0.003071530748 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652MAD2 506920.11000000 PA USD 473027.79000000 0.039014801522 Long ABS-O CORP US N 2 2036-05-20 Fixed 4.54000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 2043000.00000000 PA USD 1610643.46000000 0.132844065916 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N BOYNE USA INC N/A 103557AC8 999000.00000000 PA USD 874125.00000000 0.072096849490 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 1122000.00000000 PA USD 1098328.46000000 0.090588899381 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AN3 2121000.00000000 PA USD 1701720.95000000 0.140356035129 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAE0 2310000.00000000 PA USD 1778700.00000000 0.146705180826 Long DBT CORP US N 2 2048-07-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 1431000.00000000 PA USD 1136862.41000000 0.093767136354 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Battalion CLO LTD 549300EOF4JL75TYXX49 07134WAA1 2880000.00000000 PA USD 2758484.16000000 0.227516679315 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.26000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 12316000.00000000 PA USD 9203804.56000000 0.759119476169 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BG2 2750000.00000000 PA USD 2060377.66000000 0.169937638264 Long DBT CORP US N 2 2031-09-23 Fixed 2.63000000 N N N N N 321 Henderson Receivables LLC N/A 46616PAA1 1141963.89000000 PA USD 1073641.45000000 0.088552742488 Long ABS-O CORP US N 2 2056-10-15 Fixed 4.70000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAG6 3475000.00000000 PA USD 3204477.64000000 0.264301721273 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 2728000.00000000 PA USD 2339287.28000000 0.192941790867 Long DBT CORP US N 2 2029-08-01 Fixed 4.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 1320000.00000000 PA USD 1006500.00000000 0.083014991005 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 3802000.00000000 PA USD 3436255.81000000 0.283418524748 Long DBT US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Towd Point Mortgage Trust N/A 89169DAA9 283230.46000000 PA USD 276872.56000000 0.022836138179 Long ABS-O CORP US N 2 2057-07-25 Variable 2.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 3195000.00000000 PA USD 2955065.24000000 0.243730466288 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 1710000.00000000 PA USD 1423839.26000000 0.117436665039 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653GAD4 506801.75000000 PA USD 492733.90000000 0.040640139370 Long ABS-O CORP US N 2 2035-09-20 Fixed 5.20000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 2833000.00000000 PA USD 2385650.29000000 0.196765759927 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N CSL Finance PLC 2549007CCNBNAF4HBC02 12661PAD1 1546000.00000000 PA USD 1300112.16000000 0.107231792616 Long DBT CORP GB N 2 2042-04-27 Fixed 4.63000000 N N N N N N GSCG Trust N/A 36260TAE5 1660000.00000000 PA USD 1517729.87000000 0.125180657234 Long ABS-MBS CORP US N 2 2034-09-06 Fixed 3.16000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 2647000.00000000 PA USD 1987853.03000000 0.163955888132 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 2086000.00000000 PA USD 1940025.85000000 0.160011155974 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N AMER AIRLN 13-1 A PASS T N/A 023772AB2 1575710.39000000 PA USD 1340620.55000000 0.110572879185 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAC0 1187000.00000000 PA USD 975772.91000000 0.080480655088 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 1089000.00000000 PA USD 878437.44000000 0.072452534704 Long DBT CORP US N 2 2048-10-06 Fixed 4.44000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 12136680.82000000 PA USD 12136680.82000000 1.001019820276 Long RA CORP US N 2 Repurchase N 1.10000000 2022-11-01 12651700.00000000 USD 12379486.02000000 USD UST N N N Credit Suisse Mortgage Trust N/A 126405AA7 6506887.09000000 PA USD 5703758.93000000 0.470439638620 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAA9 298829.85000000 PA USD 281654.87000000 0.023230577744 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.06000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 2137000.00000000 PA USD 2188246.67000000 0.180484130777 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 2800000.00000000 PA USD 2779792.12000000 0.229274135955 Long ABS-O CORP US N 2 2052-12-16 Fixed 1.03000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 3111000.00000000 PA USD 2624128.50000000 0.216435175186 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 92940PAE4 2405000.00000000 PA USD 2161039.08000000 0.178240079273 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AK7 1737000.00000000 PA USD 1576829.15000000 0.130055099557 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N BX Trust N/A 12433QAL8 1825000.00000000 PA USD 1675952.98000000 0.138230721868 Long ABS-MBS CORP US N 2 2034-11-15 Floating 5.41000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 3188000.00000000 PA USD 3181423.76000000 0.262400263110 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AS5 1773000.00000000 PA USD 1588249.53000000 0.130997039689 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11135EAA2 2555000.00000000 PA USD 1840812.14000000 0.151828120461 Long DBT US N 2 2031-09-15 Fixed 2.60000000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AF5 1408000.00000000 PA USD 1386880.00000000 0.114388306731 Long DBT CORP US N 2 2024-07-15 Fixed 5.38000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 699000.00000000 PA USD 676443.27000000 0.055792282140 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCJ8 3496000.00000000 PA USD 3485931.52000000 0.287515721588 Long DBT US N 2 2026-02-15 Fixed 5.50000000 N N N N N Atlantic Asset Securitization LLC 549300BUNY5BIX4CVW20 04821ULH3 500000.00000000 PA USD 499145.99000000 0.041169001361 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 4355000.00000000 PA USD 3630725.66000000 0.299458179839 Long DBT CORP US N 2 2053-01-15 Fixed 4.45000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AU7 1698000.00000000 PA USD 1577090.07000000 0.130076619946 Long DBT CORP US N 2 2027-05-20 Fixed 3.25000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 1442000.00000000 PA USD 1185580.40000000 0.097785341522 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AE0 3318000.00000000 PA USD 2446507.62000000 0.201785204241 Long DBT CORP US N 2 2031-02-10 Fixed 1.80000000 N N N N N N Mill City Mortgage Trust N/A 59981AAC0 4574965.99000000 PA USD 4248437.86000000 0.350406389205 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.25000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAW1 2657000.00000000 PA USD 2646435.77000000 0.218275053793 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEQ0 1268000.00000000 PA USD 1215595.94000000 0.100260989593 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 3143000.00000000 PA USD 2951430.00000000 0.243430635770 Long DBT CORP US N 2 2032-09-12 Fixed 5.00000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAD9 1611000.00000000 PA USD 1288637.29000000 0.106285358210 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 236000.00000000 PA USD 182831.56000000 0.015079741986 Long DBT CORP US N 2 2031-08-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEP2 10805000.00000000 PA USD 9780213.28000000 0.806661020835 Long DBT UST US N 2 2032-05-15 Fixed 2.88000000 N N N N N N Capital Automotive Reit N/A 12510HAD2 5968681.25000000 PA USD 5542344.91000000 0.457126391309 Long ABS-O CORP US N 2 2050-02-15 Fixed 3.19000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EH6 2291000.00000000 PA USD 1976203.98000000 0.162995087555 Long DBT CORP US N 2 2032-04-01 Fixed 3.75000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 1735000.00000000 PA USD 1531137.50000000 0.126286503517 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Welk Resorts LLC N/A 94946DAA9 699793.13000000 PA USD 672088.88000000 0.055433136937 Long ABS-O CORP US N 2 2038-06-15 Fixed 2.80000000 N N N N N N MV24 CAPITAL BV N/A 55388RAA4 3355597.50000000 PA USD 2772309.62000000 0.228656987748 Long DBT CORP NL N 2 2034-06-01 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RS9 9450000.00000000 PA USD 6717251.93000000 0.554031404421 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAL0 1686000.00000000 PA USD 1631306.16000000 0.134548302235 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 1927000.00000000 PA USD 1334447.50000000 0.110063732945 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830MAG8 4136613.78000000 PA USD 3866369.63000000 0.318893830162 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDY4 17676400.00000000 PA USD 14682459.75000000 1.210992810814 Long DBT UST US N 2 2032-02-15 Fixed 1.88000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AQ8 1680000.00000000 PA USD 1585800.22000000 0.130795023348 Long DBT CORP US N 2 2024-12-01 Fixed 2.60000000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 1855697.83000000 PA USD 1645098.58000000 0.135685885565 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830EAC5 4302698.50000000 PA USD 3959503.65000000 0.326575419663 Long ABS-MBS CORP US N 2 2058-11-25 Variable 3.75000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 292000.00000000 PA USD 294539.53000000 0.024293290048 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 1300000.00000000 PA USD 1168333.02000000 0.096362796966 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 1344000.00000000 PA USD 1148908.35000000 0.094760671973 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 1058753.50000000 PA USD 1050035.09000000 0.086605716395 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 2820083.32000000 PA USD 2206717.74000000 0.182007603912 Long ABS-O CORP US N 2 2048-07-20 Fixed 1.93000000 N N N N N N Tharaldson Hotel Portfolio Trust N/A 88327HAJ2 1405489.25000000 PA USD 1319830.58000000 0.108858145779 Long ABS-MBS CORP US N 2 2034-11-11 Floating 4.85000000 N N N N N N Countrywide Home Loans N/A 12669GUR0 90025.34000000 PA USD 79994.43000000 0.006597850856 Long ABS-MBS CORP US N 2 2035-04-25 Floating 3.86000000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AM4 2383000.00000000 PA USD 1876707.82000000 0.154788755883 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N Gotham Funding Corp 549300Z2ZR7VTUMRPR17 38346MLA0 8300000.00000000 PA USD 8291893.64000000 0.683906086381 Long STIV CORP US N 2 2022-11-10 None 0.00000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 5711000.00000000 PA USD 4798685.74000000 0.395790217132 Long DBT US N 2 2027-02-01 Fixed 4.25000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AM1 1874000.00000000 PA USD 1690651.12000000 0.139443007968 Long DBT CORP US N 2 2027-01-15 Fixed 3.15000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 1219000.00000000 PA USD 992869.86000000 0.081890792347 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 5870000.00000000 PA USD 5958050.00000000 0.491413280834 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 854000.00000000 PA USD 683012.12000000 0.056334073520 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N Wellfleet CLO Ltd 254900SGJWAIVC8ISP96 94949LAN0 4975000.00000000 PA USD 4736025.88000000 0.390622102165 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 5.82000000 N N N N N N AMER AIRLN 14-1 A PTT N/A 02377AAA6 1082374.51000000 PA USD 912556.34000000 0.075266623305 Long DBT CORP US N 2 2026-10-01 Fixed 3.70000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552EAL4 2130000.00000000 PA USD 2028662.27000000 0.167321788472 Long ABS-MBS CORP US N 2 2036-08-15 Floating 5.24000000 N N N N N N GSAA Home Equity Trust N/A 362341Z44 993245.20000000 PA USD 448001.76000000 0.036950682639 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.25000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AA5 3593000.00000000 PA USD 4138417.40000000 0.341332025074 Long DBT CORP FR N 2 2030-12-15 Fixed 8.60000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAQ1 771000.00000000 PA USD 718967.46000000 0.059299629632 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N Wellfleet CLO Ltd 254900DLL625KV2D0Z30 949496BL6 3815000.00000000 PA USD 3660507.76000000 0.301914574040 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 5.79000000 N N N N N N Towd Point Mortgage Trust N/A 89175VAA1 1723262.24000000 PA USD 1644290.30000000 0.135619219537 Long ABS-O CORP US N 2 2058-03-25 Variable 3.25000000 N N N N N N VSE VOI Mortgage LLC 549300E4XED7XGXU7L27 918286AA3 328578.86000000 PA USD 317716.04000000 0.026204862596 Long ABS-O CORP US N 2 2036-02-20 Fixed 3.56000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 1419000.00000000 PA USD 1252427.89000000 0.103298847514 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 6276311.50000000 PA USD 5139383.40000000 0.423890577967 Long ABS-MBS CORP US N 2 2060-01-25 Variable 1.11000000 N N N N N N UNITED AIR 2014-2 A PTT N/A 90932QAA4 1255384.74000000 PA USD 1128639.59000000 0.093088927384 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 5020368.82000000 PA USD 4477443.39000000 0.369294508443 Long DBT UST US N 2 2030-07-15 Fixed 0.13000000 N N N N N N OHIO NAT FINANCIAL SRVS 549300K609B872PZT291 67740QAG1 1451000.00000000 PA USD 1361862.95000000 0.112324928509 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 2099490.13000000 PA USD 1961030.23000000 0.161743573676 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 3432000.00000000 PA USD 2653553.76000000 0.218862137624 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 324000.00000000 PA USD 127170.00000000 0.010488838952 Long DBT CORP CA N 2 2031-02-15 Fixed 5.25000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 2249000.00000000 PA USD 1700603.93000000 0.140263904573 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 2042000.00000000 PA USD 1249656.38000000 0.103070256478 Long DBT US N 2 2031-10-15 Fixed 3.45000000 N N N N N N Residential Accredit Loans, Inc. N/A 75116EAA0 118773.37000000 PA USD 106997.93000000 0.008825069246 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.01000000 N N N N N N GLOBAL ATLANTIC N/A 37959GAC1 5907000.00000000 PA USD 4351068.14000000 0.358871219579 Long DBT CORP US N 2 2051-10-15 Fixed 4.70000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAD4 1602000.00000000 PA USD 1329960.47000000 0.109693647744 Long DBT US N 2 2032-04-15 Fixed 4.15000000 N N N N N N Orange Lake Timeshare Trust N/A 68504WAC1 381188.29000000 PA USD 366525.81000000 0.030230637675 Long ABS-O CORP US N 2 2030-11-08 Fixed 3.74000000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 12636YAA0 2580000.00000000 PA USD 2357538.70000000 0.194447147516 Long DBT CORP US N 2 2027-05-09 Fixed 3.40000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78472JAD5 360000.00000000 PA USD 359275.36000000 0.029632628692 Long ABS-O CORP US N 2 2052-11-15 Fixed 2.37000000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAC0 690000.00000000 PA USD 33637.50000000 0.002774383268 Long DBT CORP US N 2 2027-08-15 Fixed 6.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 36463000.00000000 PA USD 26521135.16000000 2.187433479147 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAK7 4641000.00000000 PA USD 4262028.10000000 0.351527296956 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 55607LLM4 6687000.00000000 PA USD 6672676.45000000 0.550354868831 Long STIV CORP US N 2 2022-11-21 None 0.00000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118RM2 2501758.24000000 PA USD 1363243.59000000 0.112438802148 Long ABS-MBS CORP US N 2 2046-02-25 Floating 4.13000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 3848000.00000000 PA USD 3944455.39000000 0.325334256057 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 2923000.00000000 PA USD 2166399.10000000 0.178682167710 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAA3 2004000.00000000 PA USD 1898168.76000000 0.156558830142 Long DBT CORP US N 2 2029-04-15 Fixed 6.63000000 N N N N N N Longfellow Place CLO Ltd 549300FY38ZCUKZQU403 54303PAY1 1899161.45000000 PA USD 1877756.00000000 0.154875208594 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 5.08000000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 50587KAA9 2427000.00000000 PA USD 2242072.82000000 0.184923651252 Long DBT CORP US N 2 2026-09-22 Fixed 3.50000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BL0 2267000.00000000 PA USD 2314545.63000000 0.190901127328 Long DBT CORP US N 2 2030-04-01 Fixed 5.95000000 N N N N N N 2022-11-14 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer