0001752724-23-296937.txt : 20231229
0001752724-23-296937.hdr.sgml : 20231229
20231229093556
ACCESSION NUMBER: 0001752724-23-296937
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231229
DATE AS OF CHANGE: 20231229
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRANSAMERICA FUNDS
CENTRAL INDEX KEY: 0000787623
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04556
FILM NUMBER: 231524727
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
2023-10-31
N
1747858058.48
122740252.17
1625117806.31
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
80977942.58000000
0.00000000
0.00000000
116.85000000
USD
N
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd.
44963HAA3
2561000.00000000
PA
USD
2060811.09000000
0.126809950761
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
7235241.70000000
PA
USD
6855778.60000000
0.421863484196
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DX5
1679000.00000000
PA
USD
1582312.13000000
0.097365995490
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
4325000.00000000
PA
USD
4171874.11000000
0.256712103811
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
1192851.17000000
0.073400904560
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
202087.77000000
PA
USD
191762.84000000
0.011799934703
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
4529000.00000000
PA
USD
4233690.72000000
0.260515927126
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
1314454.82000000
0.080883663627
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830DAB9
1232411.27000000
PA
USD
1141722.56000000
0.070254756643
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
60319000.00000000
PA
USD
26792474.72000000
1.648648154365
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
254320.96000000
PA
USD
215294.32000000
0.013247920806
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
5.56000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAC5
3008000.00000000
PA
USD
2282932.61000000
0.140477976497
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
6920151.59000000
0.425824611799
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
1419418.99000000
0.087342528922
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
34038.05000000
PA
USD
31363.05000000
0.001929893936
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
1093704.05000000
PA
USD
1037959.81000000
0.063869819527
Long
ABS-O
US
N
2
2050-02-15
Fixed
2.69000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CL2
3285000.00000000
PA
USD
2654470.07000000
0.163340162768
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
12668BJU8
804876.14000000
PA
USD
732888.26000000
0.045097546599
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.08000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
4950000.00000000
PA
USD
4144701.33000000
0.255040053952
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
1945113.44000000
PA
USD
1705960.58000000
0.104974579281
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.54000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
1482000.00000000
PA
USD
1425646.12000000
0.087725709143
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
2211162.43000000
0.136061670201
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDR4
6351000.00000000
PA
USD
5877874.32000000
0.361689121685
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAD4
2343000.00000000
PA
USD
2287120.86000000
0.140735696275
Long
DBT
CORP
NL
N
2
2030-07-28
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DS1
1792000.00000000
PA
USD
1326191.62000000
0.081605875884
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810SM1
14330868.08000000
PA
USD
8026685.68000000
0.493914081110
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
3785886.72000000
0.232960755540
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
2268340.67000000
0.139580076053
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
4.50000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAY4
695000.00000000
PA
USD
600414.30000000
0.036945893871
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
487411.67000000
0.029992389973
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
7526301.09000000
0.463123415470
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCA5
3375000.00000000
PA
USD
3337414.31000000
0.205364454013
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
5.94000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BG6
1364000.00000000
PA
USD
1243988.95000000
0.076547616743
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAC5
1511401.90000000
PA
USD
1405882.62000000
0.086509581923
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
4664000.00000000
PA
USD
4379814.36000000
0.269507499271
Long
DBT
CORP
NL
N
2
2034-09-11
Fixed
6.11000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW U.S. Capital LLC
05565EAH8
2081000.00000000
PA
USD
1954293.94000000
0.120255524394
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
632669.76000000
0.038930701364
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co.
37959GAD9
4724000.00000000
PA
USD
4402783.49000000
0.270920881729
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
34380300.00000000
PA
USD
30474912.80000000
1.875243301234
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.38000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504LAA9
93698.75000000
PA
USD
90685.51000000
0.005580242222
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
1323126.55000000
0.081417269865
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
988535.51000000
0.060828544623
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
054989AB4
4153000.00000000
PA
USD
3927931.20000000
0.241701320651
Long
DBT
CORP
US
N
2
2033-08-02
Fixed
6.42000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
4505000.00000000
PA
USD
4291311.00000000
0.264061533467
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
1042249.13000000
0.064133758546
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
2086500.00000000
0.128390692163
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Fixed
3.27000000
N
N
N
N
N
N
BRE Grand Islander Timeshare Issuer
N/A
BRE Grand Islander Timeshare Issuer LLC
05584AAA8
66666.77000000
PA
USD
64206.79000000
0.003950900651
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
772568.86000000
0.047539252662
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
3867000.00000000
PA
USD
2735399.06000000
0.168320047283
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796YT0
12514000.00000000
PA
USD
12512167.57000000
0.769923726231
Long
STIV
UST
US
N
2
2023-11-02
None
0.00000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94951MAL7
4000000.00000000
PA
USD
3960884.00000000
0.243729038265
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
7.30000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0526B3
28390000.00000000
PA
USD
26945830.23000000
1.658084732403
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QA9
3058000.00000000
PA
USD
2540529.06000000
0.156328916595
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
678000.00000000
PA
USD
457949.34000000
0.028179454943
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
252997.60000000
0.015567954459
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
311285.49000000
PA
USD
302722.74000000
0.018627741252
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
3610601.32000000
0.222174743638
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
3236000.00000000
PA
USD
2782530.94000000
0.171220260414
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
1727749.94000000
0.106315365771
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
2695302.10000000
0.165852720924
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
673257.13000000
PA
USD
737853.73000000
0.045403091833
Long
ABS-O
CORP
US
N
2
2035-12-25
Floating
6.14000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826525AB3
749652.47000000
PA
USD
709598.09000000
0.043664409265
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FV4
4397000.00000000
PA
USD
4364633.20000000
0.268573341763
Long
STIV
UST
US
N
2
2023-12-21
None
0.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
6599000.00000000
PA
USD
6674978.44000000
0.410738127050
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
8452825.97000000
0.520136197953
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.25000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AF6
1740000.00000000
PA
USD
1627909.90000000
0.100171808694
Long
DBT
CORP
US
Y
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAQ5
1677000.00000000
PA
USD
1687336.07000000
0.103828538672
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
3002000.00000000
PA
USD
2899166.67000000
0.178397323488
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EBA5
897000.00000000
PA
USD
771542.74000000
0.047476111393
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
2061607.22000000
0.126858939825
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RU4
5220000.00000000
PA
USD
3575088.27000000
0.219989483600
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.88000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding Trust
059515AC0
172480.10000000
PA
USD
138617.05000000
0.008529661632
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.62000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829GAA7
286029.31000000
PA
USD
261964.75000000
0.016119739072
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
1551349.60000000
0.095460747151
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
3310000.00000000
PA
USD
3077444.76000000
0.189367487578
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.88000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
12667GCB7
408004.00000000
PA
USD
355717.14000000
0.021888698691
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.86000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17324VAH7
211333.80000000
PA
USD
190263.57000000
0.011707678622
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
9253000.00000000
PA
USD
7734929.69000000
0.475961167859
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
2226756.88000000
0.137021259096
Long
DBT
US
N
2
2033-03-08
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAG2
2412000.00000000
PA
USD
1690265.18000000
0.104008778528
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
1633000.00000000
PA
USD
1434553.02000000
0.088273786332
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49447BAA1
2774000.00000000
PA
USD
2734719.58000000
0.168278236161
Long
DBT
US
N
2
2034-03-01
Fixed
6.40000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
4323000.00000000
PA
USD
2387106.56000000
0.146888216394
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173UAA5
1568148.90000000
PA
USD
1477390.09000000
0.090909722622
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co.
832696AY4
1697000.00000000
PA
USD
1615532.46000000
0.099410175294
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
6.50000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAB2
2434989.45000000
PA
USD
2189816.69000000
0.134748181423
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
1.90000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KBC9
8300000.00000000
PA
USD
8164880.40000000
0.502417755088
Long
STIV
CORP
US
N
2
2024-02-12
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
11931000.00000000
PA
USD
7201943.06000000
0.443164368271
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
2620063.40000000
PA
USD
2363477.19000000
0.145434206727
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
1200000.00000000
PA
USD
1050000.00000000
0.064610700585
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
5032995.48000000
0.309700346673
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.08000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
3548000.00000000
PA
USD
3108569.02000000
0.191282687810
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
1741061.32000000
0.107134468236
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
17297110.00000000
NS
USD
17297110.00000000
1.064360376388
Long
STIV
RF
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
1499000.00000000
PA
USD
1150482.50000000
0.070793790796
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
22589200.00000000
PA
USD
21328263.85000000
1.312413399643
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
2253390.57000000
0.138660136591
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers Issuer LLC
92212KAB2
5085000.00000000
PA
USD
4605528.23000000
0.283396576673
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
45098000.00000000
PA
USD
31737717.50000000
1.952948726348
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Cash Management Bills - Reopening
912797FU6
2915000.00000000
PA
USD
2896578.63000000
0.178238071034
Long
STIV
UST
US
N
2
2023-12-14
None
0.00000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
MetLife Securitization Trust
59166EAB1
380995.13000000
PA
USD
362744.74000000
0.022321135033
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
2437610.00000000
0.149995895099
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
6640262.50000000
0.408601916379
Long
DBT
CORP
IE
Y
2
2046-06-24
Fixed
5.63000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BU8
3979000.00000000
PA
USD
3982744.96000000
0.245074230590
Long
DBT
CORP
US
N
2
2034-10-20
Fixed
6.88000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAE0
2550000.00000000
PA
USD
2142000.51000000
0.131805860577
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.10000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
753000.00000000
PA
USD
736357.87000000
0.045311045583
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYN8
6094000.00000000
PA
USD
4594877.10000000
0.282741170034
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKUQ1
7739933.50000000
PA
USD
7145470.07000000
0.439689359273
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp.
863667AY7
2505000.00000000
PA
USD
1962631.85000000
0.120768589352
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
Sound Point CLO LTD
549300ZK5CJ7PM7YBH85
Sound Point CLO XVI Ltd.
83610KAJ2
3985095.87000000
PA
USD
3961520.04000000
0.243768176351
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
6.62000000
N
N
N
N
N
N
PHYSICIANS REALTY LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
2270000.00000000
PA
USD
1670847.60000000
0.102813937150
Long
DBT
US
N
2
2031-11-01
Fixed
2.63000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
1483000.00000000
PA
USD
1253846.29000000
0.077154178308
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
342848.40000000
PA
USD
55469.07000000
0.003413233784
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
2286603.65000000
0.140703870274
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DA5
2079000.00000000
PA
USD
1292718.73000000
0.079546155052
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEX6
3239000.00000000
PA
USD
2725283.78000000
0.167697613638
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
350000.00000000
PA
USD
337590.45000000
0.020773290938
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
1375012.22000000
PA
USD
1247347.70000000
0.076754294067
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.50000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491AX3
1743000.00000000
PA
USD
1540486.23000000
0.094792280536
Long
DBT
CORP
US
N
2
2033-05-18
Fixed
5.65000000
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
2080000.00000000
PA
USD
1870298.02000000
0.115086919405
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
1091533.30000000
PA
USD
999452.75000000
0.061500326076
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
2436073.98000000
0.149901377644
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
1610674.01000000
0.099111215429
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
3340000.00000000
PA
USD
3140639.94000000
0.193256139819
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
4.55000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
3508000.00000000
PA
USD
3211337.03000000
0.197606414595
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
1443000.00000000
PA
USD
1282051.24000000
0.078889741717
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
1229000.00000000
PA
USD
1207039.61000000
0.074273976035
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.90000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BS3
3011000.00000000
PA
USD
2812178.49000000
0.173044592772
Long
DBT
CORP
US
N
2
2034-08-18
Fixed
5.94000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP/GLP Financing II, Inc.
361841AP4
2554000.00000000
PA
USD
2132647.98000000
0.131230361990
Long
DBT
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AE0
4170000.00000000
PA
USD
3989534.24000000
0.245492002149
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
ILPT Commercial Mortgage Trust
N/A
ILPT Trust
44965LAL8
1930000.00000000
PA
USD
1542801.28000000
0.094934734824
Long
ABS-MBS
CORP
US
N
2
2041-02-11
Variable
4.29000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co.
61945CAG8
1497000.00000000
PA
USD
1397668.12000000
0.086004110875
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82650BAA4
2783414.21000000
PA
USD
2765539.68000000
0.170174720211
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
5.80000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
1355000.00000000
PA
USD
1225060.28000000
0.075382859952
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
3697905.98000000
0.227546948636
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
1917040.38000000
0.117963163812
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
714502.84000000
PA
USD
699464.34000000
0.043040839087
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
3003000.00000000
PA
USD
2582486.31000000
0.158910714040
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226B6
19644000.00000000
PA
USD
15078285.93000000
0.927827254827
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
2.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
3669000.00000000
PA
USD
3467496.39000000
0.213368924796
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
1975000.00000000
PA
USD
1609625.00000000
0.099046665647
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
744029.10000000
0.045783087054
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAB3
1320000.00000000
PA
USD
1240211.28000000
0.076315161595
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.88000000
N
N
N
N
N
N
LMA-Americas LLC
N/A
LMA-Americas LLC
53944QBG4
6687000.00000000
PA
USD
6574778.77000000
0.404572440500
Long
STIV
CORP
US
N
2
2024-02-16
None
0.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176VAK8
810694.58000000
PA
USD
777864.94000000
0.047865141651
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
189971.60000000
0.011689712540
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
2823327.53000000
PA
USD
2086003.12000000
0.128360117149
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
2527959.83000000
0.155555481589
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.10000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
2289000.00000000
PA
USD
1926801.02000000
0.118563775039
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
2242162.52000000
0.137969229756
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
6.68000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 80 CLO Ltd.
26245JAQ1
3500000.00000000
PA
USD
3452498.00000000
0.212446013857
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
6.65000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust
05548WAJ6
2570000.00000000
PA
USD
1473562.19000000
0.090674176621
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
7.97000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates
126671RV0
6730.73000000
PA
USD
6152.07000000
0.000378561478
Long
ABS-O
CORP
US
N
2
2032-05-25
Variable
4.93000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAK8
1866000.00000000
PA
USD
1731298.33000000
0.106533712403
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.12000000
N
N
N
N
N
N
Venture CDO Ltd
549300EM6DS6KQH1HN07
Venture 38 CLO Ltd.
92332NAS4
5600000.00000000
PA
USD
5526253.60000000
0.340052492105
Long
ABS-CBDO
CORP
KY
N
2
2032-07-30
Floating
6.81000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BG7
3736000.00000000
PA
USD
3607631.15000000
0.221991977196
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
4754528.00000000
0.292565128604
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
1571904.32000000
0.096725561303
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.13000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAB9
1909000.00000000
PA
USD
1533436.95000000
0.094358510136
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
2676000.00000000
PA
USD
2261812.20000000
0.139178353176
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
4489644.44000000
0.276265783475
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
459261.71000000
0.028260210319
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
3597108.18000000
0.221344456754
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AS8
655000.00000000
PA
USD
600968.17000000
0.036979975708
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
10400.00000000
0.000639953605
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
2506494.22000000
0.154234616731
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 Corp. Trust
36255MAG2
5190269.10000000
PA
USD
5106153.00000000
0.314202021550
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
3914103.38000000
0.240850439568
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
7.75000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBW4
1220000.00000000
PA
USD
1179485.67000000
0.072578471875
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
3754000.00000000
PA
USD
2718233.86000000
0.167263803857
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
4355897.69000000
0.268035810886
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.86000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8M7
2764000.00000000
PA
USD
2668760.63000000
0.164219518095
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLH0
8653000.00000000
PA
USD
7835260.35000000
0.482134914747
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
1886566.46000000
0.116087981602
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.63000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAP7
2149000.00000000
PA
USD
1956559.91000000
0.120394958593
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AJ0
3099000.00000000
PA
USD
2655745.75000000
0.163418660461
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
1507303.47000000
0.092750412563
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
470949.36000000
PA
USD
436800.77000000
0.026878098824
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.44000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2019-1
549300R73PIC25YY4X12
Toyota Auto Loan Extended Note Trust
89231XAA9
4500000.00000000
PA
USD
4410890.55000000
0.271419741564
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
903400.00000000
PA
USD
833527.66000000
0.051290291495
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.88000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International, Inc.
80874YBE9
796000.00000000
PA
USD
771936.92000000
0.047500366865
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
916672.68000000
0.056406537202
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
1898651.41000000
0.116831616922
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBC3
425000.00000000
PA
USD
388778.53000000
0.023923098281
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
3847118.11000000
0.236728567926
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
5669666.03000000
0.348877232652
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.65000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
1997000.00000000
PA
USD
1983575.97000000
0.122057364844
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
5616000.00000000
PA
USD
4174306.42000000
0.256861773576
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
195176.31000000
0.012009979168
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
3708683.96000000
0.228210160863
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAF7
2950000.00000000
PA
USD
2546711.96000000
0.156709375167
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur SA/EnfraGen Spain SA/Prime Energia SpA
000000000
1685000.00000000
PA
USD
1121772.57000000
0.069027153948
Long
DBT
CORP
ES
Y
2
2030-12-30
Fixed
5.38000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAH6
1890000.00000000
PA
USD
1848327.92000000
0.113735011260
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.86000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
3400000.00000000
PA
USD
1199656.00000000
0.073819632973
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
1620920.50000000
0.099741722951
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
2510000.00000000
PA
USD
2317167.24000000
0.142584570238
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese U.S. Holdings LLC
15089QAY0
2371000.00000000
PA
USD
2255962.68000000
0.138818408809
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Principal
912803GK3
66326000.00000000
PA
USD
16406105.54000000
1.009533307449
Long
DBT
UST
US
N
2
2052-08-15
None
0.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
2408000.00000000
PA
USD
2277761.88000000
0.140159800794
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAT5
3183000.00000000
PA
USD
2922500.83000000
0.179833167703
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
1577122.53000000
0.097046658640
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
2530000.00000000
PA
USD
2277188.74000000
0.140124533197
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
30795000.00000000
PA
USD
23688091.41000000
1.457623030036
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
123919AA0
3525444.57000000
PA
USD
3448323.71000000
0.212189153094
Long
ABS-O
CORP
US
N
2
2038-11-15
Fixed
5.77000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AH2
1538000.00000000
PA
USD
1534686.79000000
0.094435417791
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
CONSTELLATION INSURC INC
549300K609B872PZT291
Constellation Insurance, Inc.
67740QAH9
5254000.00000000
PA
USD
4501792.86000000
0.277013324358
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
60119600.00000000
PA
USD
46627916.48000000
2.869202238690
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
3252152.11000000
0.200117929750
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
5085344.08000000
PA
USD
4698000.54000000
0.289086767848
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAE1
4238000.00000000
PA
USD
3861944.04000000
0.237640866711
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
798777.37000000
PA
USD
765193.73000000
0.047085431408
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
482140.82000000
PA
USD
441372.78000000
0.027159432890
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
18371000.00000000
PA
USD
15037668.21000000
0.925327884022
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust
59020U5U5
722019.25000000
PA
USD
425804.35000000
0.026201445110
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.24000000
N
N
N
N
N
N
MX REMIT FUND FIDUC EST
54930007WQ6S3GFCM563
Mexico Remittances Funding Fiduciary Estate Management SARL
593035AA6
5183300.00000000
PA
USD
4578359.13000000
0.281724753259
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12661GAA7
2159569.73000000
PA
USD
1772491.47000000
0.109068491103
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
890000.00000000
PA
USD
862887.39000000
0.053096913137
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.34000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
236000.00000000
PA
USD
210006.44000000
0.012922536396
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BD9
2472000.00000000
PA
USD
2424340.88000000
0.149179393062
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
6164000.00000000
PA
USD
6264454.71000000
0.385476959619
Long
DBT
CORP
FR
N
2
2027-11-17
Fixed
9.25000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
37294000.00000000
PA
USD
34317763.89000000
2.111709302350
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.88000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338LAE3
3132000.00000000
PA
USD
2988214.26000000
0.183876777941
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
614765.62000000
PA
USD
543860.52000000
0.033465913541
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKTV2
6380583.03000000
PA
USD
5887312.34000000
0.362269880813
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAC6
2521000.00000000
PA
USD
2397709.71000000
0.147540670632
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SD1
5566000.00000000
PA
USD
3863369.28000000
0.237728567430
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FT9
25124000.00000000
PA
USD
24991533.71000000
1.537829049251
Long
STIV
UST
US
N
2
2023-12-07
None
0.00000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAR6
2800000.00000000
PA
USD
2308768.00000000
0.142067731399
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
6681894.74000000
0.411163714658
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
3055000.00000000
PA
USD
2845736.38000000
0.175109543994
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKP38
8035105.22000000
PA
USD
7629407.21000000
0.469467947515
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.50000000
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
2895571.51000000
0.178176098911
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.72000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
3493000.00000000
PA
USD
3219419.16000000
0.198103740387
Long
DBT
CORP
GB
N
2
2026-06-27
Fixed
6.75000000
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP/Antero Midstream Finance Corp.
03690EAA6
2739000.00000000
PA
USD
2758101.79000000
0.169717037084
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
6734000.00000000
PA
USD
5290398.75000000
0.325539399633
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
29138000.00000000
PA
USD
19209454.07000000
1.182034557458
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
342488.21000000
PA
USD
328127.54000000
0.020191000229
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
569423.91000000
0.035038931195
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
143863.70000000
PA
USD
65001.79000000
0.003999820182
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.56000000
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
917062.18000000
0.056430504695
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
5552000.00000000
PA
USD
3862230.70000000
0.237658506048
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
4076572.50000000
0.250847814488
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
2169749.64000000
PA
USD
2019503.81000000
0.124268148571
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
154371.32000000
PA
USD
144896.35000000
0.008916052081
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AZ9
2848000.00000000
PA
USD
2738976.71000000
0.168540194400
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
5.90000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
05608TAA9
834887.54000000
PA
USD
749237.68000000
0.046103591819
Long
ABS-O
CORP
US
N
2
2036-02-28
Fixed
1.55000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286NAG1
7150000.00000000
PA
USD
6925086.74000000
0.426128291322
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CT4
3261000.00000000
PA
USD
2878319.92000000
0.177114539562
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
2012362.70000000
0.123828727504
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
2525806.21000000
0.155422960735
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAC5
3022000.00000000
PA
USD
3076001.99000000
0.189278708168
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
62848PAA8
4757349.34000000
PA
USD
4601438.16000000
0.283144898304
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513CE3
6304000.00000000
PA
USD
5794307.67000000
0.356546931397
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
126694YQ5
1509763.94000000
PA
USD
1275033.69000000
0.078457923791
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.94000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283D0
1109000.00000000
PA
USD
1074690.31000000
0.066129994135
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
577468.15000000
PA
USD
415756.91000000
0.025583185931
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
3.34000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AM9
970000.00000000
PA
USD
340023.80000000
0.020923024698
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
4397913.02000000
0.270621182225
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
3695000.00000000
PA
USD
2707636.18000000
0.166611686210
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
310906.50000000
PA
USD
289961.41000000
0.017842485564
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
2636000.00000000
PA
USD
2018084.54000000
0.124180815210
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
3081000.00000000
PA
USD
2518252.70000000
0.154958163046
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
1587150.12000000
0.097663696369
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
25213370.17000000
PA
USD
25213370.17000000
1.551479534105
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2023-11-01
25738800.00000000
USD
25717686.20000000
USD
UST
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
2584000.00000000
PA
USD
1132662.55000000
0.069697257983
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
3572308.80000000
0.219818451691
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
6.80000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AN2
2349000.00000000
PA
USD
2071588.74000000
0.127473142682
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
5426000.00000000
PA
USD
5339058.71000000
0.328533641639
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
2668019.01000000
0.164173883249
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
3.20000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu, Inc.
056752AM0
2436000.00000000
PA
USD
2415805.56000000
0.148654180676
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
3488717.92000000
0.214674770435
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
4552000.00000000
PA
USD
5109457.72000000
0.314405374192
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.02000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp.
422806AB5
4723000.00000000
PA
USD
4344909.44000000
0.267359659904
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
Ridgefield Funding Co LLC
N/A
Ridgefield Funding Co. LLC
76582JB60
1200000.00000000
PA
USD
1181835.16000000
0.072723045394
Long
STIV
CORP
US
N
2
2024-02-06
None
0.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82653EAB3
219455.85000000
PA
USD
214782.49000000
0.013216425859
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
4266688.93000000
0.262546438998
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3F8
4656000.00000000
PA
USD
4272780.70000000
0.262921289977
Long
DBT
CORP
US
N
2
2034-07-25
Fixed
5.56000000
N
N
N
N
N
N
Diamond Infrastructure Funding LLC
N/A
Diamond Infrastructure Funding LLC
25265LAA8
3375000.00000000
PA
USD
2873897.55000000
0.176842413444
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
2342720.37000000
0.144156956554
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
1443552.58000000
0.088827565262
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.75000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBM6
3270000.00000000
PA
USD
2812071.23000000
0.173037992635
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
3714000.00000000
PA
USD
3522787.01000000
0.216771177838
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
2716755.25000000
0.167172819068
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.78000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
2973000.00000000
PA
USD
2947425.48000000
0.181366881130
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
2101767.87000000
PA
USD
2083515.07000000
0.128207017479
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
2.98000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGG0
2362000.00000000
PA
USD
2327677.19000000
0.143231289507
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
3793651.02000000
PA
USD
3217779.73000000
0.198002859700
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
1423224.46000000
0.087576694715
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
1029312.51000000
PA
USD
966042.73000000
0.059444473886
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
4.17000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80285RAG3
636052.14000000
PA
USD
626333.77000000
0.038540822552
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
20254300.00000000
PA
USD
18175069.52000000
1.118384737982
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp.
126650CY4
2527000.00000000
PA
USD
2096300.87000000
0.128993778903
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Bedford Row Funding Corp
5493000JWH1Z48FX0180
Bedford Row Funding Corp.
07644AA95
6700000.00000000
PA
USD
6628868.31000000
0.407900786285
Long
STIV
CORP
US
N
2
2024-01-09
None
0.00000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAH9
1290000.00000000
PA
USD
1179827.82000000
0.072599525734
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55389TAA9
3294044.96000000
PA
USD
2993172.82000000
0.184181897975
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.14000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829KBV1
4970989.09000000
PA
USD
4538028.86000000
0.279243070402
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
1458340.14000000
PA
USD
1306937.02000000
0.080421063317
Long
ABS-O
CORP
US
Y
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
746634.30000000
0.045943395432
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
2041303.38000000
0.125609563323
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89170VAA6
3247696.94000000
PA
USD
2885865.83000000
0.177578869593
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
5378000.00000000
PA
USD
4729897.22000000
0.291049498173
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
1718000.00000000
PA
USD
1528950.94000000
0.094082467994
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
4318170.49000000
0.265714305340
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
2552982.38000000
0.157095219195
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
91402.45000000
PA
USD
90507.72000000
0.005569302092
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
4046815.50000000
0.249016747234
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
4240583.60000000
0.260940073607
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
7.77000000
N
N
N
N
N
N
CRH America Inc
549300RN11MJ182CNF63
CRH America, Inc.
12626PAM5
1000000.00000000
PA
USD
966297.65000000
0.059460160134
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
2253485.24000000
PA
USD
1892145.42000000
0.116431277329
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
4012366.05000000
PA
USD
3918032.52000000
0.241092215271
Long
ABS-O
CORP
US
N
2
2040-01-20
Fixed
5.20000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0206B0
48314000.00000000
PA
USD
35510790.00000000
2.185120971668
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
2.00000000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Pass-Through Trust
02377LAA2
1510104.65000000
PA
USD
1259612.72000000
0.077509009815
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
2912663.90000000
0.179227862047
Long
ABS-CBDO
CORP
KY
N
2
2032-12-19
Floating
7.93000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBD4
3100000.00000000
PA
USD
2308158.66000000
0.142030236271
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AQ6
3738000.00000000
PA
USD
3357099.33000000
0.206575752044
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
4691000.00000000
PA
USD
3879130.98000000
0.238698447887
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
359993.52000000
0.022151841460
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
3.50000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAF0
739000.00000000
PA
USD
670275.84000000
0.041244753912
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
1612700.70000000
0.099235925773
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
2361196.08000000
0.145293840903
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
258474.13000000
PA
USD
254301.71000000
0.015648201564
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
2461890.00000000
0.151489940633
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
8.24000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDY7
2312000.00000000
PA
USD
2191795.28000000
0.134869931982
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
3083760.05000000
0.189756092636
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
1013216.77000000
0.062347281290
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119AJ8
2668000.00000000
PA
USD
2730508.89000000
0.168019135560
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
2303188.90000000
0.141724427057
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
3203213.28000000
PA
USD
2725233.00000000
0.167694488942
Long
LON
CORP
US
N
2
2028-03-04
Variable
9.66000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89179JAA4
10113283.57000000
PA
USD
8643425.00000000
0.531864518771
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
416760.27000000
0.025644926686
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
1219046.55000000
0.075012811087
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
1839000.00000000
PA
USD
1503492.84000000
0.092515929255
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828GAD2
3427261.44000000
PA
USD
3073162.61000000
0.189103989758
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80285VAE9
8250000.00000000
PA
USD
8016987.00000000
0.493317282530
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.26000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826944AA8
6210000.00000000
PA
USD
6181911.55000000
0.380397748766
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
6.10000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830WAD3
4253156.65000000
PA
USD
3767856.59000000
0.231851289510
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
3588000.00000000
PA
USD
3147758.36000000
0.193694164680
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504AL6
1319000.00000000
PA
USD
1273310.24000000
0.078351873018
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAZ1
2183000.00000000
PA
USD
1806977.81000000
0.111190573568
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
1762465.39000000
0.108451546291
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
2179000.00000000
PA
USD
1649259.39000000
0.101485528224
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust
056054AG4
2919750.00000000
PA
USD
2888468.67000000
0.177739032751
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.90000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAD3
1047531.50000000
PA
USD
967734.22000000
0.059548558033
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
2752628.76000000
0.169380259653
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.88000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJP5
3251000.00000000
PA
USD
2499159.31000000
0.153783270375
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65000000
N
N
N
N
N
N
AXIAN TELECOM
984500C6FIA50FZSE337
Axian Telecom
05466AAA1
682000.00000000
PA
USD
605411.40000000
0.037253385425
Long
DBT
CORP
MU
N
2
2027-02-16
Fixed
7.38000000
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
2000000.00000000
PA
USD
1731118.60000000
0.106522652898
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
994475.10000000
0.061194031358
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAL8
7902000.00000000
PA
USD
7546541.96000000
0.464368917176
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
3.96000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89178BAA2
1429982.21000000
PA
USD
1303632.70000000
0.080217735288
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
1269000.00000000
PA
USD
1004001.93000000
0.061780255320
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286PAB7
4835000.00000000
PA
USD
4834266.05000000
0.297471729817
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
6.31000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
62582PAA8
2000000.00000000
PA
USD
1893104.00000000
0.116490262592
Long
DBT
CORP
DE
N
2
2042-05-23
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFL0
2628000.00000000
PA
USD
2489722.02000000
0.153202556167
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.88000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0DP4
1400000.00000000
PA
USD
1361909.30000000
0.083803727625
Long
STIV
CORP
NO
N
2
2024-04-23
None
0.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
3507000.00000000
PA
USD
2821605.25000000
0.173624659027
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
3004057.55000000
PA
USD
2696020.29000000
0.165896914028
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
3060000.00000000
PA
USD
2540415.64000000
0.156321937408
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
2687000.00000000
PA
USD
2383223.36000000
0.146649267563
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
3574742.51000000
PA
USD
2746790.68000000
0.169021019235
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
2650050.00000000
0.163068178178
Long
ABS-CBDO
CORP
KY
N
2
2035-01-19
Floating
8.06000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBZ7
2613000.00000000
PA
USD
1787772.79000000
0.110008811857
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AH5
4814000.00000000
PA
USD
4786209.50000000
0.294514618042
Long
DBT
CORP
CA
N
2
2026-06-26
Fixed
6.27000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
5205363.98000000
PA
USD
4356522.15000000
0.268074236408
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
4162847.20000000
0.256156641926
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
4954403.86000000
0.304864289884
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
4103691.47000000
PA
USD
3526159.68000000
0.216978711716
Long
ABS-O
US
N
2
2051-08-15
Fixed
1.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QRW66
7481309.88000000
PA
USD
6904294.93000000
0.424848888073
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
435840.00000000
PA
USD
145766.06000000
0.008969568817
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
2.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC
013092AC5
4995000.00000000
PA
USD
4681580.23000000
0.288076360484
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
4205118.20000000
0.258757745664
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
168037.17000000
0.010339999312
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust
00161AAA0
3022803.59000000
PA
USD
3024683.17000000
0.186120855870
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
7.97000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
598000.00000000
PA
USD
485188.38000000
0.029855582045
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7 LP
12510HAS9
3986666.67000000
PA
USD
3906983.97000000
0.240412353789
Long
ABS-O
US
N
2
2053-09-15
Fixed
5.75000000
N
N
N
N
N
N
ICG US CLO Ltd
25490053S2JSJU63Y978
ICG U.S. CLO Ltd.
44928XAY0
6500000.00000000
PA
USD
6363786.00000000
0.391589211273
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.88000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJN1
4325000.00000000
PA
USD
3993789.64000000
0.245753853935
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.84000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
119808.00000000
PA
USD
35576.08000000
0.002189138526
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
315834.55000000
PA
USD
302426.08000000
0.018609486575
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
1746634.10000000
0.107477383683
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
870022.73000000
0.053535979153
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
1402301.07000000
0.086289194823
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
1103086.73000000
0.067877339459
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAF2
3620000.00000000
PA
USD
3577986.17000000
0.220167802980
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
432917AA0
3019366.45000000
PA
USD
2994980.54000000
0.184293134219
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
5.72000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AN3
2298000.00000000
PA
USD
1835700.77000000
0.112958012205
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
Veridian Auto Receivables Trust
N/A
Veridian Auto Receivables Trust
92347BAB0
2940358.11000000
PA
USD
2931665.82000000
0.180397126203
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.97000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190AM6
3321000.00000000
PA
USD
3266493.12000000
0.201000389468
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.85000000
N
N
N
N
N
N
Battalion CLO LTD
549300EOF4JL75TYXX49
Battalion CLO XXI Ltd.
07134WAA1
2880000.00000000
PA
USD
2833021.44000000
0.174327142869
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.84000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
12316000.00000000
PA
USD
8165123.13000000
0.502432691236
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
3837000.00000000
PA
USD
2895741.73000000
0.178186573229
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
1027436.72000000
PA
USD
933917.99000000
0.057467710117
Long
ABS-O
CORP
US
N
2
2056-10-15
Fixed
4.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
2763000.00000000
PA
USD
2712605.64000000
0.166917476964
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
3765000.00000000
PA
USD
3496649.36000000
0.215162823668
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
2339669.20000000
0.143969205857
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
Columbia Funding Co LLC
549300O1V8MCLCRCFD82
Columbia Funding Co. LLC
19767CC53
11000000.00000000
PA
USD
10783322.00000000
0.663540941963
Long
STIV
CORP
US
N
2
2024-03-05
None
0.00000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
4120000.00000000
PA
USD
3672897.60000000
0.226008082967
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
152591.11000000
PA
USD
148996.44000000
0.009168347022
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
3249190.72000000
0.199935703576
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
1575890.82000000
0.096970866596
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CX1
5124000.00000000
PA
USD
4338627.97000000
0.266973135926
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
3233000.00000000
PA
USD
2671666.17000000
0.164398307595
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
1145400.00000000
0.070481044238
Long
ABS-MBS
CORP
US
N
2
2034-09-06
Fixed
3.16000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc./SkyMiles IP Ltd.
830867AB3
2260000.00000000
PA
USD
2124099.19000000
0.130704320742
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
1102985.60000000
0.067871116525
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
5746930.70000000
PA
USD
4822163.92000000
0.296727037343
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
202088.89000000
PA
USD
194547.76000000
0.011971301972
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
1836000.00000000
PA
USD
1575073.56000000
0.096920577319
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
2368998.89000000
0.145773979018
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
1882000.00000000
PA
USD
1735613.05000000
0.106799214386
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
1496500.00000000
0.092085631834
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
7.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
7797000.00000000
PA
USD
7373951.86000000
0.453748757866
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co. LLC
11042LB74
500000.00000000
PA
USD
492324.75000000
0.030294711441
Long
STIV
CORP
US
N
2
2024-02-07
None
0.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703TAD8
809000.00000000
PA
USD
809969.51000000
0.049840664280
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
1708275.05000000
0.105116997879
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
1923728.25000000
0.118374695208
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
1390132.48000000
0.085540412799
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.38000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International, Inc.
80874YBC3
699000.00000000
PA
USD
681358.32000000
0.041926703242
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAH5
3906000.00000000
PA
USD
3764156.23000000
0.231623591556
Long
DBT
CORP
US
Y
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EC8
2416000.00000000
PA
USD
2408680.29000000
0.148215734308
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
6.40000000
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
1280948.59000000
0.078821891251
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
4210000.00000000
PA
USD
3134425.75000000
0.192873755848
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
4012754.24000000
0.246920821642
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAE3
2754000.00000000
PA
USD
2575892.35000000
0.158504961301
Long
DBT
CORP
US
N
2
2033-09-18
Fixed
5.45000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59981AAC0
3751030.86000000
PA
USD
3512834.40000000
0.216158753929
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
13403000.00000000
PA
USD
12914523.51000000
0.794682296868
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKS76
7333098.96000000
PA
USD
6563821.83000000
0.403898216148
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp./Aon Global Holdings PLC
03740LAF9
3406000.00000000
PA
USD
3095484.24000000
0.190477528950
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
1351533.47000000
0.083165261296
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
1089195.80000000
0.067022574964
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.90000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp.
670001AH9
236000.00000000
PA
USD
184170.29000000
0.011332734727
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
7840000.00000000
PA
USD
6742093.77000000
0.414868001804
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
5938631.25000000
PA
USD
5625502.66000000
0.346159683818
Long
ABS-O
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
2086567.19000000
0.128394826633
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHL1
4255000.00000000
PA
USD
4198356.16000000
0.258341650291
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
5.90000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89181JAA0
4554890.52000000
PA
USD
4120405.89000000
0.253545058333
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
2963000.00000000
PA
USD
2652064.56000000
0.163192142114
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
482596.11000000
PA
USD
453562.69000000
0.027909526819
Long
ABS-O
CORP
US
N
2
2038-06-15
Fixed
2.80000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
3173227.25000000
PA
USD
2757599.31000000
0.169686117479
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
2852642.21000000
0.175534487341
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.88000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397D26
3663000.00000000
PA
USD
3672963.36000000
0.226012129443
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
6.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
9450000.00000000
PA
USD
6032496.14000000
0.371203620843
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
1666330.58000000
0.102535986839
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
1371311.05000000
0.084382254915
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830MAG8
4859189.85000000
PA
USD
4376187.35000000
0.269284314836
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960JAQ8
2000000.00000000
PA
USD
1974552.74000000
0.121502129404
Long
STIV
CORP
SE
N
2
2024-01-24
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
1063400.00000000
PA
USD
846981.49000000
0.052118159478
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
2978816.72000000
0.183298509710
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AF9
2795000.00000000
PA
USD
2464935.68000000
0.151677353508
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines Pass-Through Trust
90931CAA6
1.03000000
PA
USD
0.91000000
0.000000055995
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
3677013.18000000
PA
USD
3295368.63000000
0.202777215116
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
314939.31000000
0.019379475677
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
1456000.00000000
PA
USD
1258122.90000000
0.077417335230
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
2534589.75000000
PA
USD
1785779.68000000
0.109886167825
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
1464013.22000000
0.090086590296
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
1379500.35000000
0.084886175306
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
7.10000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GUR0
78658.25000000
PA
USD
69638.65000000
0.004285144727
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.71000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504AM4
2383000.00000000
PA
USD
1923341.96000000
0.118350925239
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
4988656.73000000
0.306972006006
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
1853782.64000000
0.114070662003
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.15000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
7700000.00000000
PA
USD
7596589.00000000
0.467448511763
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67448GAA1
5556026.65000000
PA
USD
5465707.33000000
0.336326837893
Long
ABS-MBS
CORP
US
N
2
2063-03-25
Variable
6.11000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
854000.00000000
PA
USD
644153.75000000
0.039637357211
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
4933787.10000000
0.303595658163
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
7.26000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286XAF1
6874000.00000000
PA
USD
6555811.48000000
0.403405307267
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
927207.98000000
PA
USD
384500.54000000
0.023659856442
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
6.10000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
4545000.00000000
PA
USD
5214737.57000000
0.320883664541
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
783942.54000000
0.048239120693
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
3780241.54000000
0.232613385031
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
7.23000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175VAA1
1271015.33000000
PA
USD
1212838.54000000
0.074630807396
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
224227.97000000
PA
USD
218176.95000000
0.013425300563
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
1341242.31000000
0.082532005051
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
5567450.07000000
PA
USD
4368776.40000000
0.268828289434
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
1237809.71000000
PA
USD
1154384.31000000
0.071033884775
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
6408684.12000000
0.394351972214
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
5719597.64000000
PA
USD
4909861.22000000
0.302123403050
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
CONSTELLATION INSURC INC
549300K609B872PZT291
Constellation Insurance, Inc.
67740QAG1
1451000.00000000
PA
USD
1258435.74000000
0.077436585527
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
1808908.90000000
PA
USD
1674794.95000000
0.103056833387
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
113400.00000000
0.006977955663
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
3437000.00000000
PA
USD
2628251.77000000
0.161726845881
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp.
756109BT0
2587000.00000000
PA
USD
2304674.87000000
0.141815864736
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
112311.29000000
PA
USD
101072.06000000
0.006219368196
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.86000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
1736000.00000000
PA
USD
1451136.03000000
0.089294205279
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
239787.76000000
PA
USD
231036.78000000
0.014216617349
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
2566130.89000000
0.157904299616
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
6900.00000000
0.000424584603
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
57252000.00000000
PA
USD
38012196.89000000
2.339042544633
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
5029000.00000000
PA
USD
4841708.42000000
0.297929688617
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
Residential Accredit Loans, Inc. Trust
761118RM2
2263520.17000000
PA
USD
974243.75000000
0.059949115455
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.98000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFR0
3167000.00000000
PA
USD
2346243.54000000
0.144373751299
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
1820513.36000000
0.112023470109
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CW7
2714000.00000000
PA
USD
2657597.87000000
0.163532628815
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFX7
3771000.00000000
PA
USD
2816459.55000000
0.173308023520
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759BC3
2316000.00000000
PA
USD
2126740.39000000
0.130866844344
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BL0
3050000.00000000
PA
USD
3032657.49000000
0.186611547681
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
2023-11-21
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer