0001752724-23-148906.txt : 20230629
0001752724-23-148906.hdr.sgml : 20230629
20230629084041
ACCESSION NUMBER: 0001752724-23-148906
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230629
DATE AS OF CHANGE: 20230629
PERIOD START: 20231031
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: 231054453
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
2023-10-31
2023-04-30
N
1628263114.62
121099252.33
1507163862.29
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
69935439.28000000
0.00000000
0.00000000
3667.08000000
USD
ACMBS
UST
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd.
44963HAA3
2561000.00000000
PA
USD
2135720.34000000
0.141704587897
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.63000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
8190362.00000000
PA
USD
7816212.34000000
0.518604017490
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
8082000.00000000
PA
USD
8571971.25000000
0.568748459571
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
4325000.00000000
PA
USD
4178840.95000000
0.277265203509
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC/Ashton Woods Finance Co.
045086AM7
1474000.00000000
PA
USD
1230790.00000000
0.081662653331
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504UAC5
247432.46000000
PA
USD
233657.92000000
0.015503153031
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.61000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
3533000.00000000
PA
USD
3496718.39000000
0.232006517505
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAK8
1473000.00000000
PA
USD
1325900.74000000
0.087973230593
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
2755000.00000000
PA
USD
2518141.99000000
0.167078182605
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCF6
1439000.00000000
PA
USD
1438805.10000000
0.095464410738
Long
DBT
US
N
2
2053-06-15
Fixed
5.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830DAB9
1365010.51000000
PA
USD
1310531.44000000
0.086953480825
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
59647000.00000000
PA
USD
34728067.62000000
2.304199861004
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
026930AA5
270019.57000000
PA
USD
236983.08000000
0.015723776686
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
5.15000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAC5
3008000.00000000
PA
USD
2502236.35000000
0.166022846792
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
10424000.00000000
PA
USD
8667393.18000000
0.575079684224
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
1627000.00000000
PA
USD
1521535.91000000
0.100953582292
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
Citigroup Mortgage Loan Trust, Inc.
17322GAA7
37423.14000000
PA
USD
35778.52000000
0.002373897151
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAA8
1096622.58000000
PA
USD
1039894.07000000
0.068996749193
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
2.69000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CL2
3285000.00000000
PA
USD
2844414.88000000
0.188726319093
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
BofA Securities Inc
549300HN4UKV1E2R3U73
BofA Securities, Inc.
06054PUD6
6700000.00000000
PA
USD
6627849.17000000
0.439756375257
Long
STIV
CORP
US
N
2
2023-07-13
None
0.00000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
12668BJU8
856633.63000000
PA
USD
791388.90000000
0.052508484299
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.66000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
4950000.00000000
PA
USD
4426856.78000000
0.293721000799
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust
03842VAA5
2269829.40000000
PA
USD
2038176.97000000
0.135232606154
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
BBCMS Mortgage Trust
05552EAJ9
2339000.00000000
PA
USD
2321259.15000000
0.154015048269
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.27000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
1482000.00000000
PA
USD
1408024.31000000
0.093422111903
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
2838000.00000000
PA
USD
2293373.44000000
0.152164837373
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CP1
4887000.00000000
PA
USD
4429674.39000000
0.293907948620
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810SM1
14036339.00000000
PA
USD
10043795.57000000
0.666403688497
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AX5
5544000.00000000
PA
USD
4477822.83000000
0.297102587318
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BH5
2844000.00000000
PA
USD
2564920.30000000
0.170181913471
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
4.50000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EAY4
695000.00000000
PA
USD
606092.54000000
0.040214110433
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788CAA3
583000.00000000
PA
USD
507101.27000000
0.033646060835
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
8876500.00000000
PA
USD
8382744.69000000
0.556193317776
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
5131000.00000000
PA
USD
5172185.66000000
0.343173412620
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BG6
1364000.00000000
PA
USD
1203523.57000000
0.079853531531
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAC5
1913669.38000000
PA
USD
1764378.29000000
0.117066122280
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW U.S. Capital LLC
05565EAH8
2081000.00000000
PA
USD
1994472.23000000
0.132332806000
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.80000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
25714PEF1
782000.00000000
PA
USD
672913.72000000
0.044647681439
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
Glencove Funding LLC
549300XUUQZO7I38ZR06
Glencove Funding LLC
37828XVH9
6687000.00000000
PA
USD
6579640.75000000
0.436557756898
Long
STIV
CORP
IE
N
2
2023-08-17
None
0.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020653
44199000.00000000
PA
USD
36664896.36000000
2.432708033769
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
2.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3D3
4665000.00000000
PA
USD
4731878.89000000
0.313959152577
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.39000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
4661000.00000000
PA
USD
4611008.63000000
0.305939436671
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
8.13000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504LAA9
132590.28000000
PA
USD
127593.67000000
0.008465812722
Long
ABS-O
CORP
US
N
2
2029-03-08
Fixed
2.61000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDK9
1409000.00000000
PA
USD
1452196.21000000
0.096352908023
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
1593000.00000000
PA
USD
1066329.99000000
0.070750766832
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
4505000.00000000
PA
USD
4348664.56000000
0.288532963721
Long
DBT
CORP
NL
N
2
2027-04-21
Fixed
4.90000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
1134000.00000000
PA
USD
1081529.82000000
0.071759272303
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
JP Morgan Chase Commercial Mortgage Securities Trust
46652BBG3
2675000.00000000
PA
USD
2317282.68000000
0.153751210334
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
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.
46590XAF3
1688000.00000000
PA
USD
1443103.63000000
0.095749617284
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
BRE Grand Islander Timeshare Issuer LLC
05584AAA8
87216.85000000
PA
USD
84568.29000000
0.005611087959
Long
ABS-O
CORP
US
N
2
2029-05-25
Fixed
2.94000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BU4
849000.00000000
PA
USD
819349.18000000
0.054363642899
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94951MAL7
4000000.00000000
PA
USD
3940588.00000000
0.261457171220
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
6.87000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QA9
3058000.00000000
PA
USD
3033870.48000000
0.201296657643
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings, Inc.
90473LAA0
1005000.00000000
PA
USD
820602.60000000
0.054446807048
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AD9
617000.00000000
PA
USD
282277.50000000
0.018729051768
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
Sierra Timeshare Receivables Funding LLC
82652MAA8
398550.76000000
PA
USD
384281.49000000
0.025496994694
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
3586000.00000000
PA
USD
3739493.57000000
0.248114598788
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
4413000.00000000
PA
USD
4271566.35000000
0.283417513972
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
5.12000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PAP0
1908000.00000000
PA
USD
1797325.73000000
0.119252177879
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AZ9
3235000.00000000
PA
USD
2758131.14000000
0.183001411393
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust
525221DT1
693151.01000000
PA
USD
747902.52000000
0.049623172284
Long
ABS-O
CORP
US
N
2
2035-12-25
Floating
5.72000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826525AB3
940564.07000000
PA
USD
884424.62000000
0.058681384428
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713AT3
476000.00000000
PA
USD
514699.97000000
0.034150232955
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
7.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
6599000.00000000
PA
USD
6842695.79000000
0.454011402555
Long
DBT
CORP
GB
N
2
2026-11-02
Fixed
7.33000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBV8
8648000.00000000
PA
USD
9268918.88000000
0.614990785800
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828VB3
22227000.00000000
PA
USD
22202445.39000000
1.473127504282
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
3002000.00000000
PA
USD
3064966.77000000
0.203359889835
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
897000.00000000
PA
USD
775881.86000000
0.051479595511
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAA1
2253000.00000000
PA
USD
2118673.82000000
0.140573554940
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAQ7
2104000.00000000
PA
USD
1839735.31000000
0.122066044444
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RU4
5220000.00000000
PA
USD
4452700.77000000
0.295435744009
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.88000000
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAN3
3100000.00000000
PA
USD
2539668.80000000
0.168506481846
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
Banc of America Funding Trust
059515AC0
181111.17000000
PA
USD
148904.39000000
0.009879774437
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.20000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829GAA7
308697.54000000
PA
USD
293143.20000000
0.019449988639
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAW2
1837000.00000000
PA
USD
1659498.35000000
0.110107360687
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
12667GCB7
432779.64000000
PA
USD
383902.46000000
0.025471846134
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.44000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17324VAH7
230534.80000000
PA
USD
215806.55000000
0.014318718448
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
3.75000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed
62942QCU5
3390000.00000000
PA
USD
3333119.87000000
0.221151790684
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
3.01000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
2581000.00000000
PA
USD
2605196.88000000
0.172854255942
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.88000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DU8
2391000.00000000
PA
USD
2432160.18000000
0.161373307896
Long
DBT
US
N
2
2033-03-08
Fixed
5.50000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
1633000.00000000
PA
USD
1474794.08000000
0.097852271866
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
4323000.00000000
PA
USD
3064095.11000000
0.203302055381
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
2622000.00000000
PA
USD
2089122.10000000
0.138612804637
Long
DBT
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173UAA5
1797502.16000000
PA
USD
1708558.70000000
0.113362504419
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAB2
2965290.18000000
PA
USD
2665109.41000000
0.176829439497
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
1.90000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
40870445.75000000
PA
USD
40870445.75000000
2.711745336562
Long
RA
CORP
US
N
2
Repurchase
N
2.10000000
2023-05-01
41795700.00000000
USD
41687945.67000000
USD
UST
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
15553000.00000000
PA
USD
11752843.13000000
0.779798628673
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55389TAC5
3202378.00000000
PA
USD
2915880.77000000
0.193468065613
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.94000000
N
N
N
N
N
N
INVEST ENERGY RES LTD
254900A71Y7WHN7L5K89
Investment Energy Resources Ltd.
46143NAB6
1793000.00000000
PA
USD
1658525.00000000
0.110042779122
Long
DBT
CORP
BM
N
2
2029-04-26
Fixed
6.25000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust
39152TAJ9
5107000.00000000
PA
USD
4984721.06000000
0.330735176494
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.64000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
2636000.00000000
PA
USD
2488580.41000000
0.165116778093
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AL7
1996000.00000000
PA
USD
1857339.90000000
0.123234105227
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
11743137.50000000
NS
USD
11743137.50000000
0.779154662198
Long
STIV
RF
US
N
1
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CZ1
1538000.00000000
PA
USD
1244149.15000000
0.082549030077
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
1499000.00000000
PA
USD
1265015.47000000
0.083933505947
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
27859200.00000000
PA
USD
29347926.00000000
1.947228614903
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
2871000.00000000
PA
USD
2536101.93000000
0.168269820784
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AR8
2728000.00000000
PA
USD
2281551.89000000
0.151380480058
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers LLC
92212KAB2
5085000.00000000
PA
USD
4581304.82000000
0.303968595228
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
34843000.00000000
PA
USD
29763543.91000000
1.974804774364
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
MetLife Securitization Trust
59166EAB1
441640.63000000
PA
USD
428404.40000000
0.028424540338
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBA8
2716000.00000000
PA
USD
2334572.84000000
0.154898408753
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
CLOVERIE PLC ZURICH INS
5493002N598MXOKUEF55
Cloverie PLC for Zurich Insurance Co. Ltd.
000000000
6935000.00000000
PA
USD
6830975.00000000
0.453233730645
Long
DBT
CORP
IE
Y
2
2046-06-24
Fixed
5.63000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAE0
2550000.00000000
PA
USD
2142000.00000000
0.142121241995
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.20000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
753000.00000000
PA
USD
750984.67000000
0.049827672278
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp.
863667AY7
2505000.00000000
PA
USD
2119039.39000000
0.140597810431
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
PHYSICIANS REALTY LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
2270000.00000000
PA
USD
1801264.16000000
0.119513491868
Long
DBT
US
N
2
2031-11-01
Fixed
2.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
1.00000000
NC
USD
4763.13000000
0.000316032657
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNM3 Comdty
2023-06-21
136643.12000000
USD
4763.13000000
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
1483000.00000000
PA
USD
1297084.89000000
0.086061305107
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Strips
31282YDS5
367086.30000000
PA
USD
59549.56000000
0.003951100573
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bonds
91822Q2E6
3049000.00000000
PA
USD
2475647.75000000
0.164258698867
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEX6
2597000.00000000
PA
USD
2645597.19000000
0.175534807872
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
13021000.00000000
PA
USD
8900056.89000000
0.590516871634
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
350000.00000000
PA
USD
344424.50000000
0.022852491929
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust
45660NK46
1448031.76000000
PA
USD
1408233.04000000
0.093435961094
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.50000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
2080000.00000000
PA
USD
1860132.44000000
0.123419389659
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
New Residential Mortgage Loan Trust
64829JAA1
1203246.61000000
PA
USD
1144630.45000000
0.075945985611
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
4.00000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AV7
2528000.00000000
PA
USD
2555155.45000000
0.169534017762
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.10000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC/HAT Holdings II LLC
418751AE3
1830000.00000000
PA
USD
1620352.82000000
0.107510063141
Long
DBT
US
N
2
2026-06-15
Fixed
3.38000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAQ7
2416000.00000000
PA
USD
2386328.19000000
0.158332365159
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
4.55000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
1443000.00000000
PA
USD
1303334.05000000
0.086475935537
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
1229000.00000000
PA
USD
1221575.51000000
0.081051273890
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
GLP Capital LP/GLP Financing II, Inc.
361841AP4
2554000.00000000
PA
USD
2265614.12000000
0.150323012426
Long
DBT
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AE0
2430000.00000000
PA
USD
2484265.98000000
0.164830516585
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QCW1
20913000.00000000
PA
USD
20432017.73000000
1.355660007595
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
ILPT Trust
44965LAL8
1930000.00000000
PA
USD
1613481.54000000
0.107054155183
Long
ABS-MBS
CORP
US
N
2
2041-02-11
Variable
4.44000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC/Directv Financing Co.-Obligor, Inc.
25461LAA0
1031000.00000000
PA
USD
904258.14000000
0.059997334239
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co.
61945CAG8
1497000.00000000
PA
USD
1450639.72000000
0.096249635245
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
1355000.00000000
PA
USD
1208603.33000000
0.080190572521
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA
05533UAG3
4265000.00000000
PA
USD
3859825.00000000
0.256098563439
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.88000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
2417000.00000000
PA
USD
2071197.39000000
0.137423503961
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
819864.60000000
PA
USD
816416.33000000
0.054169048928
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
2467000.00000000
PA
USD
2214704.84000000
0.146945192584
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
3669000.00000000
PA
USD
3440909.50000000
0.228303609587
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
7496200.00000000
PA
USD
6414521.73000000
0.425602145227
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAH1
3763000.00000000
PA
USD
3031510.43000000
0.201140068830
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
1975000.00000000
PA
USD
1735432.50000000
0.115145575303
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
800000.00000000
PA
USD
781707.12000000
0.051866100266
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
1617000.00000000
PA
USD
1349926.63000000
0.089567343258
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAB3
1320000.00000000
PA
USD
1334308.80000000
0.088531103577
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.88000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176VAK8
918278.41000000
PA
USD
883893.29000000
0.058646130796
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AK3
520000.00000000
PA
USD
238316.00000000
0.015812215643
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
GoodLeap Sustainable Home Solutions Trust
38237HAA5
2962973.50000000
PA
USD
2337814.24000000
0.155113474950
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp.
482480AG5
2709000.00000000
PA
USD
2670312.45000000
0.177174660089
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.10000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel, Inc.
577081BD3
360000.00000000
PA
USD
360452.88000000
0.023915971515
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
Sierra Timeshare Receivables Funding LLC
82653GAA0
370137.98000000
PA
USD
366954.68000000
0.024347364555
Long
ABS-O
CORP
US
N
2
2035-09-20
Fixed
3.69000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
2289000.00000000
PA
USD
2002914.65000000
0.132892958762
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
CORE 2019-CORE MORTGAGE TRUST
N/A
CORE Mortgage Trust
21871FAJ7
2295200.00000000
PA
USD
2200990.99000000
0.146035281568
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
6.25000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DM6
1428000.00000000
PA
USD
1163478.12000000
0.077196524486
Long
DBT
US
N
2
2031-02-01
Fixed
2.20000000
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust
05548WAJ6
2570000.00000000
PA
USD
1543647.63000000
0.102420690186
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
7.54000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAG6
5090000.00000000
PA
USD
4720975.00000000
0.313235681807
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates
126671RV0
6730.73000000
PA
USD
5251.15000000
0.000348412679
Long
ABS-O
CORP
US
N
2
2032-05-25
Variable
4.93000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BG7
3736000.00000000
PA
USD
3899633.81000000
0.258739869470
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46591PAA0
5000000.00000000
PA
USD
4730181.00000000
0.313846497939
Long
ABS-MBS
CORP
US
N
2
2037-01-10
Fixed
3.29000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
1658000.00000000
PA
USD
1716881.71000000
0.113914734353
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.13000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAG8
1415000.00000000
PA
USD
1487203.22000000
0.098675615652
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.86000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAB9
1909000.00000000
PA
USD
1665230.78000000
0.110487706192
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
1498000.00000000
PA
USD
1364490.75000000
0.090533669506
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
4725000.00000000
PA
USD
4505258.21000000
0.298922918915
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AU1
573000.00000000
PA
USD
543719.40000000
0.036075665931
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CR5
4515000.00000000
PA
USD
3851243.98000000
0.255529214597
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZM9
6156000.00000000
PA
USD
5295688.90000000
0.351367826186
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10000000
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AS8
655000.00000000
PA
USD
609516.08000000
0.040441261580
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.38000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC/Diamond Sports Finance Co.
25277LAF3
1040000.00000000
PA
USD
70200.00000000
0.004657754989
Long
DBT
CORP
US
N
2
2026-08-15
None
0.00000000
Y
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAT9
2638000.00000000
PA
USD
2563405.75000000
0.170081423403
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust
36255MAG2
5242000.00000000
PA
USD
5033795.10000000
0.333991228555
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
280 Park Avenue Mortgage Trust
90205FAN0
4630000.00000000
PA
USD
4065866.45000000
0.269769369590
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
7.01000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
1217000.00000000
PA
USD
594525.55000000
0.039446643120
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.63000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBW4
1220000.00000000
PA
USD
1242119.75000000
0.082414379821
Long
DBT
CORP
US
N
2
2027-12-08
Fixed
5.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
1095000.00000000
PA
USD
868970.10000000
0.057655980331
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
Pikes Peak CLO
2549002NRPBIF0UZPU88
Pikes Peak CLO 4
72132WAJ8
4395000.00000000
PA
USD
4310936.84000000
0.286029737566
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.46000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLH0
6024000.00000000
PA
USD
6051880.94000000
0.401541006351
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.29000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
2000000.00000000
PA
USD
1923900.00000000
0.127650353630
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.63000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AJ0
3099000.00000000
PA
USD
2793221.05000000
0.185329619418
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
1697000.00000000
PA
USD
1605161.69000000
0.106502134914
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400DAB7
561301.11000000
PA
USD
521738.47000000
0.034617235925
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.44000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
796000.00000000
PA
USD
796000.00000000
0.052814429798
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
950000.00000000
PA
USD
931695.29000000
0.061817783275
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BH5
2586000.00000000
PA
USD
2094395.66000000
0.138962704215
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBC3
425000.00000000
PA
USD
421164.50000000
0.027944174521
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
3982000.00000000
PA
USD
3870013.30000000
0.256774554965
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust
05548WAE7
7065000.00000000
PA
USD
5486363.90000000
0.364019071666
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.22000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
1997000.00000000
PA
USD
2021742.83000000
0.134142204479
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp.
665859AX2
4178000.00000000
PA
USD
4459051.39000000
0.295857106288
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.13000000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust
36260TAG0
4480000.00000000
PA
USD
3678164.67000000
0.244045439386
Long
ABS-MBS
CORP
US
N
2
2034-09-06
Fixed
3.46000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
4574000.00000000
PA
USD
3610442.44000000
0.239552083906
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PBH7
248000.00000000
PA
USD
208510.29000000
0.013834613157
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAL9
3878000.00000000
PA
USD
3747600.16000000
0.248652469301
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
Columbia Funding Co LLC
549300O1V8MCLCRCFD82
Columbia Funding Co. LLC
19767DVA9
1200000.00000000
PA
USD
1181782.67000000
0.078411027464
Long
STIV
CORP
US
N
2
2023-08-10
None
0.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAF7
2950000.00000000
PA
USD
2857677.36000000
0.189606281805
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
3400000.00000000
PA
USD
1598000.00000000
0.106026958314
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
2454000.00000000
PA
USD
1719308.96000000
0.114075781872
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDB3
1400000.00000000
PA
USD
1359288.84000000
0.090188523889
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
2408000.00000000
PA
USD
2449417.60000000
0.162518334023
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAT5
2179000.00000000
PA
USD
2114645.24000000
0.140306259518
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JG3
2124000.00000000
PA
USD
1718564.30000000
0.114026373840
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
413000.00000000
PA
USD
388064.22000000
0.025747978020
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
13278000.00000000
PA
USD
11267109.17000000
0.747570284287
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AH2
1538000.00000000
PA
USD
1521742.43000000
0.100967284850
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
OHIO NAT FINANCIAL SRVS
549300K609B872PZT291
Ohio National Financial Services, Inc.
67740QAH9
5254000.00000000
PA
USD
4982608.15000000
0.330594985367
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
6.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
18944600.00000000
PA
USD
16057768.62000000
1.065429514452
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
3316000.00000000
PA
USD
3243633.04000000
0.215214358647
Long
DBT
CORP
NL
N
2
2024-07-15
Fixed
3.63000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89177BAA3
5490224.04000000
PA
USD
5222587.70000000
0.346517577197
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed
62942QCR2
13300000.00000000
PA
USD
13065120.67000000
0.866867962860
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.43000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAE1
3028000.00000000
PA
USD
2912584.15000000
0.193249335581
Long
DBT
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
953323.36000000
PA
USD
902734.78000000
0.059896259629
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
New Residential Mortgage Loan Trust
64828MAA5
523314.86000000
PA
USD
503756.96000000
0.033424166582
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
Merrill Lynch Mortgage Investors Trust
59020U5U5
745213.56000000
PA
USD
460170.42000000
0.030532208973
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.80000000
N
N
N
N
N
N
MX REMIT FUND FIDUC EST
54930007WQ6S3GFCM563
Mexico Remittances Funding Fiduciary Estate Management Sarl
593035AA6
5793100.00000000
PA
USD
5219409.31000000
0.346306691700
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252722AA1
460308.22000000
PA
USD
439771.29000000
0.029178731059
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
CSMC Trust
12661GAA7
2265092.32000000
PA
USD
1955460.54000000
0.129744388710
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
236000.00000000
PA
USD
215934.03000000
0.014327176719
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
3322000.00000000
PA
USD
3391165.07000000
0.225003077292
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.13000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BD9
2472000.00000000
PA
USD
2530665.80000000
0.167909134721
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.45000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
5670000.00000000
PA
USD
5831028.00000000
0.386887461005
Long
DBT
CORP
FR
N
2
2027-11-17
Fixed
9.25000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338LAE3
2462000.00000000
PA
USD
2457214.83000000
0.163035678566
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
12667GCH4
671734.17000000
PA
USD
611667.97000000
0.040584039022
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.46000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SD1
7955000.00000000
PA
USD
6945709.38000000
0.460846332226
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAR6
2800000.00000000
PA
USD
2399354.72000000
0.159196672640
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
6998000.00000000
PA
USD
6676591.66000000
0.442990429047
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
BAMLL Commercial Mortgage Securities Trust
05492PAG3
3970000.00000000
PA
USD
3096599.21000000
0.205458695466
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.84000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
2781000.00000000
PA
USD
2561754.89000000
0.169971889195
Long
DBT
CORP
GB
N
2
2026-06-27
Fixed
6.75000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP/Antero Midstream Finance Corp.
03690EAA6
2739000.00000000
PA
USD
2812320.29000000
0.186596849909
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.88000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
3855000.00000000
PA
USD
3340473.88000000
0.221639727675
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SJ8
6214900.00000000
PA
USD
4673556.26000000
0.310089458547
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
19005000.00000000
PA
USD
15139412.65000000
1.004496792206
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284BAC6
420207.21000000
PA
USD
402091.87000000
0.026678709598
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
4.00000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
680000.00000000
PA
USD
614307.99000000
0.040759203784
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust
3622NAAC4
146186.19000000
PA
USD
75889.13000000
0.005035227548
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.15000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC/Ashton Woods Finance Co.
045086AP0
1186000.00000000
PA
USD
982755.18000000
0.065205596059
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.63000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BS2
3999000.00000000
PA
USD
3123706.52000000
0.207257259688
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd.
92676XAD9
4525000.00000000
PA
USD
3882133.25000000
0.257578711056
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
New Residential Mortgage Loan Trust
64830HAA2
2398520.23000000
PA
USD
2277067.08000000
0.151082913873
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826525AA5
193684.57000000
PA
USD
180405.67000000
0.011969877630
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
Antero Midstream Partners LP/Antero Midstream Finance Corp.
03690AAH9
1175000.00000000
PA
USD
1100300.08000000
0.073004675040
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.38000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
362880.00000000
PA
USD
191439.61000000
0.012701977189
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
05608TAA9
937627.40000000
PA
USD
848260.44000000
0.056281898818
Long
ABS-O
CORP
US
N
2
2036-02-28
Fixed
1.55000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CT4
5794000.00000000
PA
USD
5412176.50000000
0.359096753539
Long
DBT
CORP
DE
N
2
2034-02-10
Fixed
7.08000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 U.K. Financing I PLC
92858RAB6
2500000.00000000
PA
USD
2129920.00000000
0.141319736578
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
2636000.00000000
PA
USD
2479672.15000000
0.164525716947
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62848PAA8
3106000.00000000
PA
USD
3095838.41000000
0.205408216548
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
126694YQ5
1935017.79000000
PA
USD
1676365.90000000
0.111226519023
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.52000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283D0
2737000.00000000
PA
USD
2651575.66000000
0.175931478079
Long
DBT
UST
US
N
2
2024-10-31
Fixed
2.25000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust
45669JAC9
584644.08000000
PA
USD
437027.41000000
0.028996675207
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
3.22000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AM9
970000.00000000
PA
USD
455900.00000000
0.030248867519
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
4705000.00000000
PA
USD
4369610.66000000
0.289922732977
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AL4
2787000.00000000
PA
USD
2202361.42000000
0.146126209306
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust
64828CAA7
343011.71000000
PA
USD
330657.70000000
0.021939067693
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TH1
12331000.00000000
PA
USD
11404729.93000000
0.756701392287
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
1640000.00000000
PA
USD
1437945.05000000
0.095407346604
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AG3
1868000.00000000
PA
USD
1688261.04000000
0.112015759018
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
2584000.00000000
PA
USD
1072360.00000000
0.071150856707
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD
5493009A4SIPWYPZDB35
Anchorage Capital CLO 9 Ltd.
03328WAS7
3600000.00000000
PA
USD
3544268.40000000
0.235161450501
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
6.40000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AN2
2349000.00000000
PA
USD
2139159.11000000
0.141932749551
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAC6
2343000.00000000
PA
USD
2372959.94000000
0.157445384630
Long
DBT
CORP
NL
N
2
2028-01-17
Fixed
6.95000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
5426000.00000000
PA
USD
5350740.02000000
0.355020456227
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
ExteNet Systems
N/A
ExteNet LLC
30227XAA9
2765000.00000000
PA
USD
2632477.70000000
0.174664332516
Long
ABS-O
CORP
US
N
2
2049-07-26
Fixed
3.20000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc.
444859BX9
1743000.00000000
PA
USD
1776198.08000000
0.117850362819
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.50000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu, Inc.
056752AM0
2436000.00000000
PA
USD
2417994.94000000
0.160433447251
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
3940000.00000000
PA
USD
3615783.31000000
0.239906449488
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401BB3
3841000.00000000
PA
USD
4557999.47000000
0.302422290239
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.02000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82653EAB3
282015.20000000
PA
USD
270056.71000000
0.017918204964
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.42000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAE3
4986000.00000000
PA
USD
4762602.57000000
0.315997662176
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
Diamond Infrastructure Funding LLC
N/A
Diamond Infrastructure Funding LLC
25265LAA8
3375000.00000000
PA
USD
2914606.13000000
0.193383493522
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDH2
2440000.00000000
PA
USD
2403135.75000000
0.159447543172
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.88000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AH3
1573000.00000000
PA
USD
1505816.95000000
0.099910632657
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796YH6
23723000.00000000
PA
USD
23311457.91000000
1.546710247854
Long
STIV
UST
US
N
2
2023-09-07
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
20713000.00000000
PA
USD
20651508.28000000
1.370223158656
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
Octagon Investment Partners 54 Ltd
N/A
Octagon 54 Ltd.
67577FAA6
2750000.00000000
PA
USD
2684896.50000000
0.178142308688
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.38000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
2973000.00000000
PA
USD
3334582.03000000
0.221248804687
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286MAC2
3159146.27000000
PA
USD
3120363.64000000
0.207035460315
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
2.98000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust
55358PAL0
3390463.72000000
PA
USD
3285464.79000000
0.217989886315
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGG0
8724000.00000000
PA
USD
8705597.77000000
0.577614550601
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.13000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12657GAA3
4089216.37000000
PA
USD
3642274.43000000
0.241664129636
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Variable
2.00000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
1650000.00000000
PA
USD
1461909.04000000
0.096997352217
Long
DBT
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
Store Master Funding I LLC
86213CAB1
1032000.01000000
PA
USD
977261.28000000
0.064841076969
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
4.17000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
12528300.00000000
PA
USD
12579196.22000000
0.834626979503
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
BXG Receivables Note Trust
549300R4HW4HQYM9LE23
BXG Receivables Note Trust
05606XAA2
233064.98000000
PA
USD
224881.39000000
0.014920832142
Long
ABS-O
CORP
US
N
2
2030-05-02
Fixed
2.88000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp.
126650CY4
2050000.00000000
PA
USD
1953068.66000000
0.129585687984
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
New Residential Mortgage Loan Trust
64829KBV1
5384476.80000000
PA
USD
5111086.99000000
0.339119528929
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAD8
1775942.68000000
PA
USD
1577513.94000000
0.104667712613
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
3.58000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAN7
859000.00000000
PA
USD
802083.78000000
0.053218087300
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
2205000.00000000
PA
USD
2037091.65000000
0.135160595404
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZP7
5105000.00000000
PA
USD
5079390.61000000
0.337016480894
Long
STIV
UST
US
N
2
2023-06-08
None
0.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89170VAA6
3437936.71000000
PA
USD
3221392.42000000
0.213738698266
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
3.75000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC
76174LAA1
3570000.00000000
PA
USD
3187602.77000000
0.211496762213
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1151000.00000000
PA
USD
1078911.37000000
0.071585538705
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co.
186108CK0
4828000.00000000
PA
USD
4555114.25000000
0.302230856509
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
INRETAIL CONSUMER
N/A
InRetail Consumer
45790TAB1
3042000.00000000
PA
USD
2613078.00000000
0.173377166569
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173FAA8
208679.92000000
PA
USD
204978.15000000
0.013600256423
Long
ABS-MBS
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
BAMLL Commercial Mortgage Securities Trust
05492PAE8
5000000.00000000
PA
USD
4149998.00000000
0.275351479944
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
3.47000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493004RXURZCE1LR038
Anchorage Capital CLO 25 Ltd.
03329WAG2
4400000.00000000
PA
USD
4116670.80000000
0.273140227350
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
7.40000000
N
N
N
N
N
N
CRH America Inc
549300RN11MJ182CNF63
CRH America, Inc.
12626PAM5
1000000.00000000
PA
USD
972975.25000000
0.064556699795
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
3.88000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios V Issuer LLC
86746EAA5
2332542.15000000
PA
USD
1987126.71000000
0.131845432319
Long
ABS-O
CORP
US
N
2
2048-02-20
Fixed
1.80000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826943AA0
5353721.52000000
PA
USD
5372647.46000000
0.356474010187
Long
ABS-O
CORP
US
N
2
2040-01-20
Fixed
5.20000000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Pass-Through Trust
02377LAA2
1560700.28000000
PA
USD
1348181.75000000
0.089451570843
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
Battalion CLO LTD
549300QOOT46OWR6Z544
Battalion CLO XVI Ltd.
07133MAH9
3100000.00000000
PA
USD
2955484.20000000
0.196095744726
Long
ABS-CBDO
CORP
KY
N
2
2032-12-19
Floating
7.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AQ6
2213000.00000000
PA
USD
2197386.29000000
0.145796110494
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
4124000.00000000
PA
USD
3650399.84000000
0.242203248852
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
950976.00000000
PA
USD
347753.91000000
0.023073397571
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
2.50000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAF0
1624000.00000000
PA
USD
1737891.28000000
0.115308714830
Long
DBT
CORP
US
N
2
2052-12-06
Fixed
5.75000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer U.S. Finance II LLC
07274NAL7
1759000.00000000
PA
USD
1703035.67000000
0.112996052560
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
2561000.00000000
PA
USD
2343449.89000000
0.155487399123
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXI LLC
466159AA8
297943.33000000
PA
USD
291223.37000000
0.019322608329
Long
ABS-O
CORP
US
N
2
2048-01-15
Fixed
4.07000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94950TAG4
2500000.00000000
PA
USD
2394527.50000000
0.158876387625
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
7.84000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDY7
2312000.00000000
PA
USD
2286945.73000000
0.151738360188
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.13000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings, Inc.
74168LAA4
3655000.00000000
PA
USD
3220958.92000000
0.213709935634
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.38000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAD8
1392000.00000000
PA
USD
1030078.75000000
0.068345504810
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119AJ8
1117000.00000000
PA
USD
1250825.29000000
0.082991990539
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.50000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance U.S., Inc.
85855CAE0
2385000.00000000
PA
USD
2506904.29000000
0.166332563613
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
6.38000000
N
N
N
N
N
Spin Holdco Inc.
549300QAS44U2GUXGK45
Spin Holdco, Inc.
84850XAK8
3219640.02000000
PA
USD
2657928.74000000
0.176353003578
Long
LON
CORP
US
N
2
2028-03-04
Floating
8.99000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89179JAA4
10967859.95000000
PA
USD
9603869.47000000
0.637214685827
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
489000.00000000
PA
USD
422647.00000000
0.028042538079
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAY5
1293000.00000000
PA
USD
1244044.19000000
0.082542066004
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864AJ6
846000.00000000
PA
USD
737077.50000000
0.048904934522
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828GAD2
3729415.77000000
PA
USD
3491227.31000000
0.231642185521
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
3588000.00000000
PA
USD
3477733.69000000
0.230746886719
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92000000
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504AL6
1319000.00000000
PA
USD
1324407.90000000
0.087874180979
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EAZ1
2183000.00000000
PA
USD
1835496.31000000
0.121784787701
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
Delta Air Lines Pass-Through Trust
24737BAA3
1793000.00000000
PA
USD
1748382.63000000
0.116004813659
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QCY7
1200000.00000000
PA
USD
1170925.32000000
0.077690644613
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
2.17000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
2179000.00000000
PA
USD
1724151.62000000
0.114397091327
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAF2
2510000.00000000
PA
USD
2529301.90000000
0.167818640247
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
BX Commercial Mortgage Trust
056054AG4
2919750.00000000
PA
USD
2860838.79000000
0.189816042009
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.45000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAD3
1326337.47000000
PA
USD
1215216.92000000
0.080629382803
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
3.17000000
N
N
N
N
N
N
NOVA Chemicals Corp
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAQ2
2800000.00000000
PA
USD
2756270.44000000
0.182877954346
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.88000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607LVE1
8300000.00000000
PA
USD
8171615.60000000
0.542184947798
Long
STIV
CORP
US
N
2
2023-08-14
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJP5
3251000.00000000
PA
USD
2711869.28000000
0.179931946874
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65000000
N
N
N
N
N
N
AXIAN TELECOM
984500C6FIA50FZSE337
Axian Telecom
05466AAA1
1148000.00000000
PA
USD
1040202.80000000
0.069017233363
Long
DBT
CORP
MU
N
2
2027-02-16
Fixed
7.38000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
2000000.00000000
PA
USD
1755369.20000000
0.116468371085
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
1547000.00000000
PA
USD
1186997.29000000
0.078757016386
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAL8
7902000.00000000
PA
USD
7449439.82000000
0.494268739212
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
4.09000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
1269000.00000000
PA
USD
1080756.54000000
0.071707965340
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
New Residential Advance Receivables Trust Advance Receivables Backed
62942QCS0
2400000.00000000
PA
USD
2357112.96000000
0.156393940896
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.82000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
62582PAA8
2000000.00000000
PA
USD
2006076.00000000
0.133102713659
Long
DBT
CORP
DE
N
2
2042-05-23
Fixed
5.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12649FEQ7
60356.66000000
PA
USD
59850.38000000
0.003971059915
Long
ABS-MBS
CORP
US
N
2
2036-12-27
Floating
5.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFL0
10777000.00000000
PA
USD
10977805.79000000
0.728375066883
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.88000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052656
19667000.00000000
PA
USD
19804515.40000000
1.314025362173
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
5.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
3507000.00000000
PA
USD
2969070.39000000
0.196997185527
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
3152545.44000000
PA
USD
2926567.83000000
0.194177149759
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
2167000.00000000
PA
USD
1958749.13000000
0.129962585954
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
6221500.00000000
PA
USD
5459366.25000000
0.362227783361
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
1504000.00000000
PA
USD
1430570.31000000
0.094918034182
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
GoodLeap Sustainable Home Solutions Trust
38237JAA1
3797034.16000000
PA
USD
3106104.94000000
0.206089398619
Long
ABS-O
CORP
US
N
2
2049-01-20
Fixed
2.70000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493008M7D1YIDOH2C69
Anchorage Capital CLO 16 Ltd.
03330WAQ7
2700000.00000000
PA
USD
2583778.50000000
0.171433151009
Long
ABS-CBDO
CORP
KY
N
2
2035-01-19
Floating
7.67000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBZ7
2613000.00000000
PA
USD
2024347.28000000
0.134315009180
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
5680910.55000000
PA
USD
4934450.83000000
0.327399757482
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.43000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAA9
4727000.00000000
PA
USD
4204359.25000000
0.278958337258
Long
ABS-O
CORP
US
N
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AG0
6595000.00000000
PA
USD
5282547.52000000
0.350495898433
Long
DBT
CORP
VG
N
2
2030-09-28
Fixed
1.38000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB5 LP
12510HAM2
4110558.18000000
PA
USD
3585865.57000000
0.237921413836
Long
ABS-O
CORP
US
N
2
2051-08-15
Fixed
1.92000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
435840.00000000
PA
USD
141648.00000000
0.009398314512
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
1.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC
013092AC5
3613000.00000000
PA
USD
3492769.12000000
0.231744484285
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Ltd./TAL International Container Corp.
89681LAA0
5820000.00000000
PA
USD
4586501.28000000
0.304313379238
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
210000.00000000
PA
USD
182384.27000000
0.012101157316
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
598000.00000000
PA
USD
506613.16000000
0.033613674841
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
ICG US CLO Ltd
213800MAPH9PBACGJG35
Bavarian Sky U.K. 5 PLC
44928XAY0
4500000.00000000
PA
USD
4337334.00000000
0.287781183487
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.45000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
119808.00000000
PA
USD
36553.81000000
0.002425337477
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
Sierra Timeshare Receivables Funding LLC
82652MAD2
404375.09000000
PA
USD
383153.57000000
0.025422157443
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
4.54000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
2214000.00000000
PA
USD
1918719.20000000
0.127306608657
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
999000.00000000
PA
USD
904730.77000000
0.060028693139
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
28622HAC5
1679000.00000000
PA
USD
1667023.22000000
0.110606634202
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.13000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
1122000.00000000
PA
USD
1110289.01000000
0.073667438410
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AN3
2298000.00000000
PA
USD
1973482.69000000
0.130940154509
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAE0
2310000.00000000
PA
USD
1748842.33000000
0.116035314656
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
1431000.00000000
PA
USD
1252572.19000000
0.083107896980
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Battalion CLO LTD
549300EOF4JL75TYXX49
Battalion CLO XXI Ltd.
07134WAA1
2880000.00000000
PA
USD
2811024.00000000
0.186510841344
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
12316000.00000000
PA
USD
10246815.81000000
0.679874038011
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
2980000.00000000
PA
USD
2466510.57000000
0.163652448928
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.63000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIII LLC
46616PAA1
1085604.05000000
PA
USD
1041122.51000000
0.069078255924
Long
ABS-O
CORP
US
N
2
2056-10-15
Fixed
4.70000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
3765000.00000000
PA
USD
3608762.36000000
0.239440610957
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
2728000.00000000
PA
USD
2369950.00000000
0.157245675755
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA
02156LAH4
1320000.00000000
PA
USD
988155.04000000
0.065563875615
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
4120000.00000000
PA
USD
3938266.80000000
0.261303160096
Long
DBT
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169DAA9
214821.90000000
PA
USD
208893.20000000
0.013860019154
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CY9
3462000.00000000
PA
USD
3480228.50000000
0.230912416829
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBM3
1853000.00000000
PA
USD
1669255.13000000
0.110754720954
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
Sierra Timeshare Receivables Funding LLC
82653GAD4
398072.91000000
PA
USD
388916.52000000
0.025804527943
Long
ABS-O
CORP
US
N
2
2035-09-20
Fixed
5.20000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CX1
4072000.00000000
PA
USD
4016024.41000000
0.266462360894
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAD1
2468000.00000000
PA
USD
2340175.67000000
0.155270155326
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.63000000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust
36260TAE5
1660000.00000000
PA
USD
1387791.37000000
0.092079660660
Long
ABS-MBS
CORP
US
N
2
2034-09-06
Fixed
3.16000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AQ4
2868000.00000000
PA
USD
2327881.00000000
0.154454406600
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc./SkyMiles IP Ltd.
830867AB3
2260000.00000000
PA
USD
2192048.63000000
0.145441957894
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAC0
1286000.00000000
PA
USD
1131985.28000000
0.075106981286
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126405AA7
6102970.32000000
PA
USD
5362193.61000000
0.355780399475
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
Orange Lake Timeshare Trust
68504UAA9
247433.83000000
PA
USD
236901.02000000
0.015718332022
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.06000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
3111000.00000000
PA
USD
2709992.10000000
0.179807396382
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo, Inc.
92940PAE4
2606000.00000000
PA
USD
2493824.37000000
0.165464713718
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
1882000.00000000
PA
USD
1819895.96000000
0.120749707814
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
BX Trust
N/A
BXP Trust
12433QAL8
1825000.00000000
PA
USD
1629678.28000000
0.108128805418
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
6.95000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AY2
2848000.00000000
PA
USD
2923494.95000000
0.193973264828
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
5.90000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703TAD8
1552000.00000000
PA
USD
1595483.07000000
0.105859960547
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AS5
1921000.00000000
PA
USD
1822042.43000000
0.120892125639
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
2768000.00000000
PA
USD
2027673.60000000
0.134535709801
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AF5
1408000.00000000
PA
USD
1400911.72000000
0.092950193077
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.38000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBC3
699000.00000000
PA
USD
697376.24000000
0.046270764410
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89119BW69
11000000.00000000
PA
USD
10789413.91000000
0.715875305927
Long
STIV
CORP
CA
N
2
2023-09-06
None
0.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP/Targa Resources Partners Finance Corp.
87612BBU5
1562000.00000000
PA
USD
1372638.74000000
0.091074286900
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AE0
3595000.00000000
PA
USD
2877074.11000000
0.190893252020
Long
DBT
CORP
US
N
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAC5
4349000.00000000
PA
USD
4317910.48000000
0.286492437089
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59981AAC0
4234413.67000000
PA
USD
4043263.34000000
0.268269658075
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEQ0
1268000.00000000
PA
USD
1234962.65000000
0.081939507766
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
Aon Corp./Aon Global Holdings PLC
03740LAF9
3406000.00000000
PA
USD
3439047.29000000
0.228180052351
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
1746000.00000000
PA
USD
1502246.82000000
0.099673755295
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
Venture CLO 43 Limited
549300OLN5VHTMLSN650
Venture 43 CLO Ltd.
92290CAB5
1100000.00000000
PA
USD
1068832.60000000
0.070916814471
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.50000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp.
670001AH9
236000.00000000
PA
USD
197649.46000000
0.013113999409
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
10805000.00000000
PA
USD
10321729.52000000
0.684844546651
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAD2
5953656.25000000
PA
USD
5601003.33000000
0.371625373334
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
2482000.00000000
PA
USD
2298727.95000000
0.152520107966
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89181JAA0
4873410.14000000
PA
USD
4566427.21000000
0.302981468986
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
1880000.00000000
PA
USD
1771802.24000000
0.117558699775
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Welk Resorts LLC
N/A
Welk Resorts LLC
94946DAA9
580511.39000000
PA
USD
560887.43000000
0.037214761051
Long
ABS-O
CORP
US
N
2
2038-06-15
Fixed
2.80000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960KUQ3
2000000.00000000
PA
USD
1976137.84000000
0.131116323144
Long
STIV
CORP
SE
N
2
2023-07-24
None
0.00000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
3233287.50000000
PA
USD
2885176.44000000
0.191430839883
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFZ9
2960300.00000000
PA
USD
2997766.30000000
0.198901153020
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
9450000.00000000
PA
USD
7514964.89000000
0.498616313595
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAL0
1686000.00000000
PA
USD
1658250.70000000
0.110024579376
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
3.28000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBM1
1927000.00000000
PA
USD
1606007.59000000
0.106558260198
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
New Residential Mortgage Loan Trust
64830MAG8
5356097.54000000
PA
USD
5026540.61000000
0.333509894694
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
9558400.00000000
PA
USD
8431180.85000000
0.559407046635
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
3092000.00000000
PA
USD
2967714.15000000
0.196907199293
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
United Airlines Pass-Through Trust
90931CAA6
1.03000000
PA
USD
0.95000000
0.000000063032
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
New Residential Mortgage Loan Trust
64830EAC5
3982035.62000000
PA
USD
3731119.99000000
0.247559013545
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BD4
316000.00000000
PA
USD
319910.34000000
0.021225982655
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325CX1
1300000.00000000
PA
USD
1228838.61000000
0.081533179022
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
1456000.00000000
PA
USD
1335022.31000000
0.088578444812
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
2659443.28000000
PA
USD
2011064.63000000
0.133433708193
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DS6
1634000.00000000
PA
USD
1680719.52000000
0.111515380779
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Trust
N/A
Tharaldson Hotel Portfolio Trust
88327HAJ2
1405489.25000000
PA
USD
1361372.63000000
0.090326782910
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
6.54000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GUR0
82555.33000000
PA
USD
74187.72000000
0.004922339359
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.29000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504AM4
2383000.00000000
PA
USD
2085146.45000000
0.138349021109
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.
505742AM8
5711000.00000000
PA
USD
4868627.50000000
0.323032393611
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AM1
2031000.00000000
PA
USD
1911035.00000000
0.126796763631
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.15000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBE0
1321000.00000000
PA
USD
1157253.53000000
0.076783524270
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
5870000.00000000
PA
USD
5919249.30000000
0.392740925396
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
854000.00000000
PA
USD
691227.77000000
0.045862814740
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900SGJWAIVC8ISP96
Wellfleet CLO Ltd.
94949LAN0
4975000.00000000
PA
USD
4912623.45000000
0.325951515486
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
6.83000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust
05552EAL4
2130000.00000000
PA
USD
2111157.17000000
0.140074826820
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.77000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286XAF1
3434000.00000000
PA
USD
3255919.63000000
0.216029571267
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362341Z44
959254.91000000
PA
USD
421340.82000000
0.027955873315
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.68000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
3893000.00000000
PA
USD
4705897.33000000
0.312235281626
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAQ1
835000.00000000
PA
USD
810633.25000000
0.053785342807
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900DLL625KV2D0Z30
Wellfleet CLO Ltd.
949496BL6
3815000.00000000
PA
USD
3758106.91000000
0.249349589917
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.80000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175VAA1
1524971.92000000
PA
USD
1464712.20000000
0.097183341284
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
549300E4XED7XGXU7L27
VSE VOI Mortgage LLC
918286AA3
272485.67000000
PA
USD
264720.78000000
0.017564167150
Long
ABS-O
CORP
US
N
2
2036-02-20
Fixed
3.56000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
1538000.00000000
PA
USD
1446214.14000000
0.095955998958
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12656TAB4
5937286.27000000
PA
USD
4859923.52000000
0.322454886399
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
United Airlines Pass-Through Trust
90932QAA4
1298780.55000000
PA
USD
1216202.65000000
0.080694785778
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
8034000.00000000
PA
USD
7028180.88000000
0.466318298616
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
912828ZZ6
5602035.67000000
PA
USD
5181281.22000000
0.343776901081
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
OHIO NAT FINANCIAL SRVS
549300K609B872PZT291
Ohio National Financial Services, Inc.
67740QAG1
1451000.00000000
PA
USD
1363950.17000000
0.090497802138
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.63000000
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829VAA4
1968800.81000000
PA
USD
1870532.25000000
0.124109414828
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AL1
324000.00000000
PA
USD
154710.00000000
0.010264975419
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
2437000.00000000
PA
USD
1995128.59000000
0.132376355346
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAF6
1378000.00000000
PA
USD
709359.32000000
0.047065839206
Long
DBT
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp.
756109BT0
2587000.00000000
PA
USD
2535354.27000000
0.168220213703
Long
DBT
US
N
2
2033-07-15
Fixed
4.90000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
Residential Accredit Loans, Inc. Trust
75116EAA0
115381.63000000
PA
USD
105792.25000000
0.007019293166
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Y37
5120000.00000000
PA
USD
5052715.72000000
0.335246607646
Long
STIV
UST
US
N
2
2023-08-03
None
0.00000000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co.
37959GAC1
5907000.00000000
PA
USD
4720334.44000000
0.313193180788
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
1736000.00000000
PA
USD
1564243.86000000
0.103787245643
Long
DBT
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504WAC1
309617.78000000
PA
USD
300906.06000000
0.019965052741
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.74000000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance, Inc.
12636YAA0
2796000.00000000
PA
USD
2660971.85000000
0.176554913276
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
3.40000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC/Diamond Sports Finance Co.
25277LAC0
690000.00000000
PA
USD
20700.00000000
0.001373440573
Long
DBT
CORP
US
N
2
2027-08-15
None
0.00000000
Y
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
48142000.00000000
PA
USD
38806965.31000000
2.574833850583
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKG3
1770000.00000000
PA
USD
1717698.62000000
0.113968936157
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
5029000.00000000
PA
USD
4930539.52000000
0.327140242900
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
Residential Accredit Loans, Inc. Trust
761118RM2
2376322.15000000
PA
USD
1265287.46000000
0.083951552426
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.56000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFR0
3167000.00000000
PA
USD
2545061.50000000
0.168864286337
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc.
18972EAA3
2004000.00000000
PA
USD
1967017.98000000
0.130511222383
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
LMA-Americas LLC
N/A
LMA-Americas LLC
53944RVB1
500000.00000000
PA
USD
492329.17000000
0.032665935159
Long
STIV
CORP
US
N
2
2023-08-11
None
0.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CW7
2714000.00000000
PA
USD
2828159.71000000
0.187647792039
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.63000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759BC3
2316000.00000000
PA
USD
2363940.55000000
0.156846950032
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CH1
1728000.00000000
PA
USD
1774570.34000000
0.117742362618
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.63000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53943SUJ4
1400000.00000000
PA
USD
1383717.65000000
0.091809370209
Long
STIV
CORP
GB
N
2
2023-07-18
None
0.00000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAG7
3906000.00000000
PA
USD
4043528.58000000
0.268287256692
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022659
14593000.00000000
PA
USD
12603574.69000000
0.836244485775
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
2.50000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BL0
3050000.00000000
PA
USD
3258222.46000000
0.216182363545
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
2023-05-26
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer