0001752724-23-296970.txt : 20231229
0001752724-23-296970.hdr.sgml : 20231229
20231229093602
ACCESSION NUMBER: 0001752724-23-296970
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: 231524760
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
S000007799
Transamerica Short-Term Bond
C000021256
I2
TSIWX
C000054268
A
ITAAX
C000054269
C
ITACX
C000081831
I
TSTIX
C000156747
R6
TASTX
C000237766
I3
C000237767
R
C000237768
R4
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000787623
XXXXXXXX
S000007799
C000054268
C000156747
C000021256
C000237767
C000237766
C000237768
C000081831
C000054269
TRANSAMERICA FUNDS
811-04556
0000787623
54930088ZHZE1VMYEY52
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Short-Term Bond
S000007799
549300151BL06CDX4A76
2023-10-31
2023-10-31
N
3191194375.23
24900914.67
3166293460.56
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2449707.24000000
USD
N
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BJ0
635000.00000000
PA
USD
633243.53000000
0.019999521140
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
0.88000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2D6
1140000.00000000
PA
USD
1123736.08000000
0.035490585253
Long
DBT
CORP
NO
N
2
2025-03-28
Fixed
2.97000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
12043000.00000000
PA
USD
11794121.65000000
0.372489846469
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
4425072.50000000
PA
USD
4192992.94000000
0.132425910365
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDV3
520000.00000000
PA
USD
487309.89000000
0.015390547214
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.68000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504UAC5
1919833.84000000
PA
USD
1821747.03000000
0.057535634415
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.61000000
N
N
N
N
N
N
Austin Fairmont Hotel Trust
N/A
Austin Fairmont Hotel Trust
05223HAL6
2000000.00000000
PA
USD
1949546.80000000
0.061571892317
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
7.18000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
1250000.00000000
PA
USD
1237387.35000000
0.039079995755
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.27000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830DAB9
3669710.97000000
PA
USD
3399670.15000000
0.107370658858
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17322GAA7
1139416.75000000
PA
USD
1049871.81000000
0.033157754424
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCL2
1445000.00000000
PA
USD
1440447.74000000
0.045493184947
Long
DBT
CORP
JP
N
2
2027-01-14
Floating
6.23000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CF6
18227000.00000000
PA
USD
17432651.30000000
0.550569665040
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
059438AG6
5982000.00000000
PA
USD
6161889.57000000
0.194608921969
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.75000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
10000000.00000000
PA
USD
9928563.80000000
0.313570549403
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust
03842VAA5
5178989.20000000
PA
USD
4542229.37000000
0.143455729122
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.54000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
12138000.00000000
PA
USD
11862369.57000000
0.374645297972
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
12708000.00000000
PA
USD
12224771.18000000
0.386090908258
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAT4
21078000.00000000
PA
USD
20216352.65000000
0.638486384847
Long
DBT
CORP
SE
N
2
2027-09-20
Fixed
5.34000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBL8
4114000.00000000
PA
USD
4026100.11000000
0.127154989268
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
7384000.00000000
PA
USD
7051888.80000000
0.222717473533
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
Anchorage Capital CLO LTD
549300NPGT86ACOLIL14
Anchorage Capital CLO 11 Ltd.
03330NAJ3
12300000.00000000
PA
USD
12201317.10000000
0.385350165800
Long
ABS-CBDO
CORP
KY
N
2
2032-07-22
Floating
6.81000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AE9
579000.00000000
PA
USD
572797.27000000
0.018090466886
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AA3
8091000.00000000
PA
USD
7718694.25000000
0.243776969701
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
16350000.00000000
PA
USD
16153641.41000000
0.510175118358
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180BS9
13890000.00000000
PA
USD
13579919.08000000
0.428890096548
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
5989000.00000000
PA
USD
5463637.01000000
0.172556242118
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.53000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829NAA2
1794396.74000000
PA
USD
1614262.63000000
0.050982723177
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCA5
7025000.00000000
PA
USD
6946766.09000000
0.219397417722
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
5.94000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55389TAB7
2635235.98000000
PA
USD
2377452.19000000
0.075086286840
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BL8
19148000.00000000
PA
USD
18425576.98000000
0.581928908659
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
4.76000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AJ5
7606000.00000000
PA
USD
7047313.29000000
0.222572966712
Long
DBT
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese U.S. Holdings LLC
15089QAW4
12383000.00000000
PA
USD
12096142.73000000
0.382028478429
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.35000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA Trust
55283QAA2
3224995.14000000
PA
USD
2751659.38000000
0.086904748857
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.13000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504LAA9
1051891.78000000
PA
USD
1018064.20000000
0.032153185188
Long
ABS-O
CORP
US
N
2
2029-03-08
Fixed
2.61000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp.
032095AM3
6944000.00000000
PA
USD
6783679.29000000
0.214246701213
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
4.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
15364000.00000000
PA
USD
15140300.16000000
0.478171096538
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABR5
13813000.00000000
PA
USD
12704929.43000000
0.401255587590
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25273CAC4
1225569.58000000
PA
USD
1115277.26000000
0.035223433136
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94951MAL7
15000000.00000000
PA
USD
14853315.00000000
0.469107339070
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
7.30000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction
35564CAA5
474877.02000000
PA
USD
439837.51000000
0.013891242725
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Fixed
3.50000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAD5
14900000.00000000
PA
USD
14817552.94000000
0.467977877747
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.60000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDC7
1760000.00000000
PA
USD
1760474.21000000
0.055600475190
Long
DBT
CORP
US
N
2
2023-11-17
Floating
6.54000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
12899000.00000000
PA
USD
12987492.04000000
0.410179669123
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBV6
21481000.00000000
PA
USD
21132726.61000000
0.667427920792
Long
DBT
CORP
US
N
2
2025-12-08
Fixed
5.00000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AA9
9820000.00000000
PA
USD
9649710.10000000
0.304763605149
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.20000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AZ9
8926000.00000000
PA
USD
7436867.57000000
0.234876130801
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BEVH4
25000000.00000000
PA
USD
24474482.50000000
0.772969492716
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
Fixed
3.24000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
25592000.00000000
PA
USD
25886656.82000000
0.817569727583
Long
DBT
CORP
GB
N
2
2026-11-02
Fixed
7.33000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates Trust
12666VAC5
2542409.11000000
PA
USD
2443545.24000000
0.077173681796
Long
ABS-O
CORP
US
N
2
2047-03-25
Floating
5.74000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DZ9
10000000.00000000
PA
USD
9823416.40000000
0.310249713817
Long
DBT
CORP
GB
N
2
2027-08-14
Fixed
5.89000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AZ8
1120000.00000000
PA
USD
1103904.91000000
0.034864263965
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.13000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
1565000.00000000
PA
USD
1518506.51000000
0.047958489284
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40428HVL3
10000000.00000000
PA
USD
9935149.40000000
0.313778540231
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
5.63000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173UAA5
2667245.49000000
PA
USD
2512874.92000000
0.079363298168
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAB2
5364931.38000000
PA
USD
4824750.39000000
0.152378497132
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
1.90000000
N
N
N
N
N
N
Verizon Owner Trust
549300ESLK4DH2NBDS67
Verizon Owner Trust
92290BAD3
1000000.00000000
PA
USD
997220.20000000
0.031494876025
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
0.83000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
7830000.00000000
PA
USD
7504977.48000000
0.237027223581
Long
DBT
CORP
FR
Y
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAG4
13267000.00000000
PA
USD
13146778.56000000
0.415210362645
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust
39152TAJ9
9960000.00000000
PA
USD
9815671.63000000
0.310005113305
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.08000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
6684757.50000000
NS
USD
6684757.50000000
0.211122487010
Long
STIV
RF
US
N
1
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust
12482HAL8
9760000.00000000
PA
USD
9628611.86000000
0.304097266407
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
7.13000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAA2
24800000.00000000
PA
USD
23945779.87000000
0.756271652273
Long
DBT
CORP
ES
N
2
2029-01-18
Fixed
6.21000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAS0
8147000.00000000
PA
USD
7878000.56000000
0.248808288243
Long
DBT
CORP
KY
N
2
2028-05-04
Fixed
6.38000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBK1
16588000.00000000
PA
USD
15597208.71000000
0.492601488279
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173HAA4
103928.87000000
PA
USD
103356.77000000
0.003264282710
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCM0
10919000.00000000
PA
USD
10440285.05000000
0.329732072533
Long
DBT
CORP
US
N
2
2028-02-28
Fixed
4.90000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAE0
10900000.00000000
PA
USD
9156002.18000000
0.289170991067
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.10000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BF9
19800000.00000000
PA
USD
19609226.60000000
0.619311723447
Long
DBT
CORP
NL
N
2
2027-09-11
Fixed
6.08000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co.
23355LAL0
5398000.00000000
PA
USD
4727145.95000000
0.149295888359
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12433YAJ6
4130000.00000000
PA
USD
4039304.79000000
0.127572028313
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.85000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
7474000.00000000
PA
USD
7216236.69000000
0.227908018630
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
4.38000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
13388000.00000000
PA
USD
12501347.43000000
0.394825924561
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.22000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829DAG1
1114035.43000000
PA
USD
990500.38000000
0.031282646170
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
8902000.00000000
PA
USD
8771269.06000000
0.277020092081
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
553896AA9
130588.95000000
PA
USD
127827.83000000
0.004037144111
Long
ABS-O
CORP
US
N
2
2034-12-20
Fixed
2.42000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A78
5000000.00000000
PA
USD
4993217.00000000
0.157699122402
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
ALLIED WORLD ASSURANCE
549300E2X3MLXVVR4T40
Allied World Assurance Co. Holdings Ltd.
01959EAC2
14369000.00000000
PA
USD
13782390.17000000
0.435284674073
Long
DBT
CORP
BM
N
2
2025-10-29
Fixed
4.35000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
1813000.00000000
PA
USD
1630216.49000000
0.051486588666
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AY5
10000000.00000000
PA
USD
9857742.50000000
0.311333823689
Long
DBT
CORP
GB
N
2
2027-08-07
Fixed
5.99000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284HAA7
2396388.95000000
PA
USD
2248636.71000000
0.071017950105
Long
ABS-O
CORP
US
N
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAA0
19658000.00000000
PA
USD
19548757.55000000
0.617401949424
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.65000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAZ8
7458000.00000000
PA
USD
7291761.40000000
0.230293290588
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC/HAT Holdings II LLC
418751AE3
11215000.00000000
PA
USD
9870879.22000000
0.311748716376
Long
DBT
US
N
2
2026-06-15
Fixed
3.38000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491AW5
9753000.00000000
PA
USD
9415732.19000000
0.297373958140
Long
DBT
CORP
US
N
2
2026-05-18
Fixed
5.15000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAJ8
15000000.00000000
PA
USD
14089276.50000000
0.444976963616
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
1.99000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust
44933LAF0
1350000.00000000
PA
USD
1236897.27000000
0.039064517721
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.33000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
20453KAA3
11750000.00000000
PA
USD
11344461.09000000
0.358288365601
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.88000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AB6
1225000.00000000
PA
USD
1206792.57000000
0.038113730929
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAB2
4045000.00000000
PA
USD
3756646.59000000
0.118644927793
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82650BAA4
4916498.01000000
PA
USD
4884925.24000000
0.154278979533
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
5.80000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HBE8
21582000.00000000
PA
USD
21165368.77000000
0.668458847344
Long
DBT
CORP
JP
N
2
2025-07-03
Fixed
5.10000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826525AC1
1480272.86000000
PA
USD
1405856.58000000
0.044400703772
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.51000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AM4
8699000.00000000
PA
USD
8229137.00000000
0.259898114388
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAB5
21248000.00000000
PA
USD
20435396.59000000
0.645404377217
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
3.50000000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co.
12556LBJ4
5623000.00000000
PA
USD
5380183.17000000
0.169920547069
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
2.97000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBM9
20957000.00000000
PA
USD
20683924.84000000
0.653253562805
Long
DBT
CORP
US
N
2
2024-05-09
Fixed
3.60000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust
34531NAE6
1135000.00000000
PA
USD
1074333.12000000
0.033930307894
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.54000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
7212000.00000000
PA
USD
6609366.43000000
0.208741435761
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.57000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
15000000.00000000
PA
USD
14609872.80000000
0.461418784518
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.15000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61769GAG2
6720000.00000000
PA
USD
6435793.06000000
0.203259525377
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
8.01000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2C8
18547000.00000000
PA
USD
17593599.44000000
0.555652836957
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.80000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust
00461VAA1
3688281.66000000
PA
USD
3683547.38000000
0.116336259600
Long
ABS-O
CORP
US
N
2
2030-01-22
Fixed
6.61000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander U.K. Group Holdings PLC
80281LAS4
10000000.00000000
PA
USD
9990570.20000000
0.315528877043
Long
DBT
CORP
GB
N
2
2026-11-21
Fixed
6.83000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co.
832696AW8
10960000.00000000
PA
USD
10876748.72000000
0.343516760385
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.90000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DA4
1320000.00000000
PA
USD
1258604.70000000
0.039750096309
Long
DBT
CORP
GB
N
2
2026-03-10
Fixed
3.00000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
948741AK9
850000.00000000
PA
USD
846316.40000000
0.026728931179
Long
DBT
US
N
2
2024-01-15
Fixed
4.45000000
N
N
N
N
N
N
CORE 2019-CORE MORTGAGE TRUST
N/A
CORE Mortgage Trust
21871FAJ7
12312000.00000000
PA
USD
12027494.30000000
0.379860377751
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
6.68000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAU9
13063000.00000000
PA
USD
12455829.28000000
0.393388339872
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust
05548WAJ6
15000000.00000000
PA
USD
8600557.50000000
0.271628565296
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
7.97000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAZ0
20000000.00000000
PA
USD
19449223.80000000
0.614258407891
Long
DBT
CORP
FR
N
2
2026-01-26
Fixed
4.94000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40441RAE3
1100000.00000000
PA
USD
1052901.85000000
0.033253451176
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
1.96000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46591PAA0
12000000.00000000
PA
USD
11410867.20000000
0.360385647828
Long
ABS-MBS
CORP
US
N
2
2037-01-10
Fixed
3.29000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAJ6
2512000.00000000
PA
USD
2472751.08000000
0.078096080189
Long
DBT
CORP
DE
N
2
2026-07-14
Fixed
6.12000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175AY0
13356000.00000000
PA
USD
13055342.42000000
0.412322565252
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2E3
21000000.00000000
PA
USD
20225982.84000000
0.638790531956
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
3.70000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
29429MAE3
1600000.00000000
PA
USD
1597178.40000000
0.050443157587
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Fixed
4.38000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAA1
6979000.00000000
PA
USD
6656646.76000000
0.210234674799
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.40000000
N
N
N
N
N
N
Merit
N/A
MHP Trust
55293BAH8
5000000.00000000
PA
USD
4849592.50000000
0.153163077282
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.80000000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611AL3
12139000.00000000
PA
USD
11650265.53000000
0.367946486171
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.85000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175MAA1
3027125.57000000
PA
USD
2853303.18000000
0.090114931402
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DE7
4979000.00000000
PA
USD
4849222.37000000
0.153151387589
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.63000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAD3
14285000.00000000
PA
USD
14180231.67000000
0.447849570693
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400DAB7
2001534.76000000
PA
USD
1856403.27000000
0.058630170990
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.44000000
N
N
N
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
Chase Issuance Trust
161571HT4
7600000.00000000
PA
USD
7522274.04000000
0.237573495119
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
5.16000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAZ6
17451000.00000000
PA
USD
16864949.87000000
0.532640138384
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.64000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2S9
10562000.00000000
PA
USD
10452667.14000000
0.330123131990
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CZ6
8089000.00000000
PA
USD
8006603.99000000
0.252869927874
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
Pennantpark CLO
N/A
PennantPark CLO III Ltd.
70806JAA5
15000000.00000000
PA
USD
14726595.00000000
0.465105183187
Long
ABS-CBDO
CORP
KY
N
2
2032-10-22
Floating
7.29000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166CC6
17854000.00000000
PA
USD
17387022.20000000
0.549128576254
Long
DBT
US
N
2
2026-05-15
Fixed
4.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2H5
32619000.00000000
PA
USD
31298332.69000000
0.988484898189
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.41000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDZ6
19847000.00000000
PA
USD
19762952.12000000
0.624166785744
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
280 Park Avenue Mortgage Trust
N/A
280 Park Avenue Mortgage Trust
90205FAJ9
16000000.00000000
PA
USD
14526059.20000000
0.458771727287
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
6.89000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61692AAJ1
5200000.00000000
PA
USD
2288000.00000000
0.072261147884
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.95000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AL3
11440000.00000000
PA
USD
10777011.62000000
0.340366796515
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173CAA5
441736.58000000
PA
USD
436359.81000000
0.013781407675
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913UAA8
9919000.00000000
PA
USD
9679251.42000000
0.305696598896
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.35000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829LAA6
1825889.37000000
PA
USD
1643008.84000000
0.051890605228
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust
05548WAE7
6015000.00000000
PA
USD
4827040.51000000
0.152450825235
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.65000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust
98163HAE9
1515000.00000000
PA
USD
1381510.32000000
0.043631783888
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.09000000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd.
78397PAA9
3000000.00000000
PA
USD
2897256.00000000
0.091503078791
Long
DBT
CORP
KY
N
2
2024-06-17
Fixed
0.95000000
N
N
N
N
N
N
Trafigura Securitisation Finance Plc
N/A
Trafigura Securitisation Finance PLC
892725AS1
7270000.00000000
PA
USD
6897725.11000000
0.217848572658
Long
ABS-O
CORP
IE
N
2
2025-01-15
Fixed
1.08000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJQ3
27653000.00000000
PA
USD
24740248.95000000
0.781363106678
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.66000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AG3
10930000.00000000
PA
USD
11120947.54000000
0.351229211016
Long
DBT
CORP
GB
N
2
2026-11-10
Fixed
7.47000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284BAA0
660942.17000000
PA
USD
640489.98000000
0.020228383375
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.54000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAS2
1000000.00000000
PA
USD
956828.21000000
0.030219189153
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816CL1
1210000.00000000
PA
USD
1192348.69000000
0.037657554640
Long
DBT
CORP
US
N
2
2026-11-04
Floating
5.99000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17326QAA1
2341188.46000000
PA
USD
2222639.57000000
0.070196891023
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
3.00000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co.
233331AW7
8174000.00000000
PA
USD
7911862.84000000
0.249877749442
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.53000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
123919AA0
7811908.38000000
PA
USD
7641018.98000000
0.241323777318
Long
ABS-O
CORP
US
N
2
2038-11-15
Fixed
5.77000000
N
N
N
N
N
N
COREBRIDGE GLOB FUNDING
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAS7
8902000.00000000
PA
USD
8620607.33000000
0.272261792451
Long
DBT
CORP
US
N
2
2024-06-17
Fixed
0.65000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACM7
14623000.00000000
PA
USD
14493912.40000000
0.457756445526
Long
DBT
CORP
US
N
2
2026-09-21
Fixed
5.95000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
2349345.18000000
PA
USD
2250569.78000000
0.071079001616
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
3061211.58000000
PA
USD
2802366.86000000
0.088506226441
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAA4
9388000.00000000
PA
USD
9090882.19000000
0.287114327943
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DQ9
10358000.00000000
PA
USD
10535720.29000000
0.332746172180
Long
DBT
CORP
GB
N
2
2026-11-03
Fixed
7.34000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
969457CH1
10898000.00000000
PA
USD
10773765.63000000
0.340264279486
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.40000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12661GAA7
5998804.81000000
PA
USD
4923587.43000000
0.155500034703
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
Mortgage Equity Conversion Asset Trust
N/A
Mortgage Equity Conversion Asset Trust
61911BAA3
1721670.22000000
PA
USD
1548910.94000000
0.048918742349
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Fixed
4.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
1918000.00000000
PA
USD
1859570.80000000
0.058730210044
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.34000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBD5
10978000.00000000
PA
USD
10453477.53000000
0.330148726269
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust
89231CAB3
6277229.87000000
PA
USD
6236799.49000000
0.196974777217
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.83000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJH4
19865000.00000000
PA
USD
19577807.72000000
0.618319431343
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
5.73000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DE2
6940000.00000000
PA
USD
6854686.72000000
0.216489305409
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338LAE3
11903000.00000000
PA
USD
11356549.93000000
0.358670163440
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAH3
21739000.00000000
PA
USD
21263942.85000000
0.671572079937
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.42000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp.
25470XBE4
12921000.00000000
PA
USD
10426655.22000000
0.329301606116
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust
34532PAA8
16000000.00000000
PA
USD
15919654.40000000
0.502785183947
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.52000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
96950FAQ7
990000.00000000
PA
USD
963947.13000000
0.030444023651
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAL2
14611000.00000000
PA
USD
14170743.83000000
0.447549919377
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBJ0
4851000.00000000
PA
USD
4698425.57000000
0.148388822088
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
4964000.00000000
PA
USD
4633357.84000000
0.146333809475
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38145GAM2
5737000.00000000
PA
USD
5677678.33000000
0.179316238394
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
5.80000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAJ8
1220000.00000000
PA
USD
1091799.19000000
0.034481933010
Long
DBT
CORP
CA
N
2
2027-03-08
Fixed
2.65000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BH5
16687000.00000000
PA
USD
16484373.43000000
0.520620518449
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.55000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176EAA8
2234757.18000000
PA
USD
2144618.92000000
0.067732790618
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830HAA2
7866117.36000000
PA
USD
7321422.56000000
0.231230069202
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
1691740.40000000
PA
USD
1587905.10000000
0.050150282018
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
DBCG Mortgage Trust
N/A
DBCG Mortgage Trust
233062AJ7
2500000.00000000
PA
USD
2441596.00000000
0.077112119593
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
8.50000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
05608TAA9
4281474.55000000
PA
USD
3842244.50000000
0.121348338297
Long
ABS-O
CORP
US
N
2
2036-02-28
Fixed
1.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFP1
38749000.00000000
PA
USD
38137492.34000000
1.204483817278
Long
DBT
UST
US
N
2
2025-10-15
Fixed
4.25000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
8324000.00000000
PA
USD
7976028.42000000
0.251904269751
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
62848PAA8
9182933.83000000
PA
USD
8881984.29000000
0.280516774602
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co.
233331BG1
1425000.00000000
PA
USD
1316569.04000000
0.041580764903
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513CG8
10896000.00000000
PA
USD
10816792.40000000
0.341623179744
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
5.88000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAL1
750000.00000000
PA
USD
694367.50000000
0.021929979284
Long
DBT
US
N
2
2027-04-01
Fixed
3.85000000
N
N
N
N
N
N
SFO Commerical Mortgage Trust
N/A
SFO Commercial Mortgage Trust
78432WAG8
4900000.00000000
PA
USD
3773000.00000000
0.119161412136
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
7.85000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAS7
21308000.00000000
PA
USD
21047461.54000000
0.664735022264
Long
DBT
CORP
US
N
2
2024-06-27
Fixed
4.20000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
7233000.00000000
PA
USD
6760914.96000000
0.213527742902
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDC5
2533333.34000000
PA
USD
2522640.65000000
0.079671725992
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust
64828CAA7
2928195.42000000
PA
USD
2730929.34000000
0.086250038855
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DG7
5494000.00000000
PA
USD
5047650.08000000
0.159418264379
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
12580373.78000000
PA
USD
12580373.78000000
0.397321787658
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2023-11-01
12842600.00000000
USD
12832065.09000000
USD
UST
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAW5
3490000.00000000
PA
USD
3298050.00000000
0.104161223243
Long
DBT
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAF8
6424000.00000000
PA
USD
6384290.94000000
0.201632950941
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
4.38000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
4963000.00000000
PA
USD
4426196.01000000
0.139791085859
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.13000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283GAA0
5943329.16000000
PA
USD
5681864.87000000
0.179448460503
Long
ABS-O
CORP
US
N
2
2037-01-25
Fixed
4.30000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJV3
12600000.00000000
PA
USD
12192944.40000000
0.385085733583
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
3.75000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAN2
20826000.00000000
PA
USD
20401578.41000000
0.644336308814
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.05000000
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD
5493009A4SIPWYPZDB35
Anchorage Capital CLO 9 Ltd.
03328WAS7
10000000.00000000
PA
USD
9923080.00000000
0.313397356360
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
6.80000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAR1
9899000.00000000
PA
USD
9878499.17000000
0.311989374738
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
6.05000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523BX7
250000.00000000
PA
USD
246181.15000000
0.007775057904
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.50000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
8793000.00000000
PA
USD
8652108.97000000
0.273256698337
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
Avenue of Americas
N/A
AOA Mortgage Trust
00192NAJ6
9300000.00000000
PA
USD
7877087.91000000
0.248779464320
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
6.87000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
549300O8F12G9LCGR139
Honda Auto Receivables Owner Trust
43815PAB5
2990267.39000000
PA
USD
2973751.84000000
0.093919021627
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.81000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAH4
4046000.00000000
PA
USD
3655399.77000000
0.115447282936
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAB7
3440796.89000000
PA
USD
3214270.31000000
0.101515236980
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.34000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
969457BW9
10001000.00000000
PA
USD
9897137.71000000
0.312578029588
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830GAB2
2026514.51000000
PA
USD
1868269.06000000
0.059004924315
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
HALEON UK CAPITAL PLC
5493004B26DRJNN0OV17
Haleon U.K. Capital PLC
36264NAB0
9381000.00000000
PA
USD
9016453.03000000
0.284763656379
Long
DBT
CORP
GB
N
2
2025-03-24
Fixed
3.13000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12657GAA3
10792283.08000000
PA
USD
9154028.54000000
0.289108658247
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Variable
2.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BR5
5952000.00000000
PA
USD
5230964.90000000
0.165207835759
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.15000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80285RAG3
4976933.77000000
PA
USD
4900890.20000000
0.154783195589
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEQ4
13958000.00000000
PA
USD
13777353.89000000
0.435125614906
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
3.62000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KAC7
950000.00000000
PA
USD
920534.33000000
0.029072931535
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.89000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BZ7
450000.00000000
PA
USD
443960.07000000
0.014021444175
Long
DBT
CORP
US
N
2
2027-03-03
Floating
6.39000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp.
655844AW8
1432000.00000000
PA
USD
1427946.87000000
0.045098374101
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
5.59000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBK3
15767000.00000000
PA
USD
15082055.19000000
0.476331564899
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust
03066EAG9
1360000.00000000
PA
USD
1299611.24000000
0.041045192310
Long
ABS-O
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust
12597CAE7
1730000.00000000
PA
USD
1727580.94000000
0.054561617914
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
2.35000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
4043000.00000000
PA
USD
3933643.16000000
0.124234951971
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
2917000.00000000
PA
USD
2700445.33000000
0.085287272441
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
1517.00000000
NC
USD
-1198072.06000000
-0.03783831394
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ3 Comdty
2023-12-29
308272057.95000000
USD
-1198072.06000000
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607LWT6
19804000.00000000
PA
USD
19763623.80000000
0.624187999191
Long
DBT
CORP
CA
N
2
2026-10-02
Fixed
5.93000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2N2
1470000.00000000
PA
USD
1382303.71000000
0.043656841263
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
CRH America Inc
549300RN11MJ182CNF63
CRH America, Inc.
12626PAM5
8117000.00000000
PA
USD
7843438.03000000
0.247716711280
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
3.88000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826943AA0
11005346.86000000
PA
USD
10746603.45000000
0.339406425331
Long
ABS-O
CORP
US
N
2
2040-01-20
Fixed
5.20000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAK2
22094000.00000000
PA
USD
21554755.50000000
0.680756719757
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.75000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAC0
2430557.10000000
PA
USD
2173392.74000000
0.068641544666
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
2.35000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAB8
8869000.00000000
PA
USD
8853915.16000000
0.279630276545
Long
DBT
CORP
US
Y
2
2025-03-22
Fixed
5.50000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AV6
8940000.00000000
PA
USD
8686699.67000000
0.274349164984
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust
345286AF5
1625000.00000000
PA
USD
1498196.70000000
0.047317051267
Long
ABS-O
CORP
US
N
2
2029-07-15
Fixed
2.14000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AN3
7199000.00000000
PA
USD
6326866.42000000
0.199819331303
Long
DBT
CORP
US
N
2
2026-08-12
Fixed
1.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP/GLP Financing II, Inc.
361841AN9
3636000.00000000
PA
USD
3533664.42000000
0.111602555606
Long
DBT
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
25784000.00000000
PA
USD
23772385.69000000
0.750795401187
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAG2
10054000.00000000
PA
USD
9771583.14000000
0.308612681095
Long
DBT
CORP
GB
N
2
2028-02-16
Floating
6.63000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAV4
8084000.00000000
PA
USD
7766369.86000000
0.245282692736
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.30000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECQ2
14569000.00000000
PA
USD
14317207.76000000
0.452175641277
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
5.00000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAA4
1529028.67000000
PA
USD
1375825.65000000
0.043452246834
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp.
422806AA7
14873000.00000000
PA
USD
14354370.46000000
0.453349338549
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828AAA1
883202.76000000
PA
USD
809223.75000000
0.025557446272
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89179JAA4
9160231.34000000
PA
USD
7828888.81000000
0.247257208073
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BF8
8778000.00000000
PA
USD
8710335.84000000
0.275095658330
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.88000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AC7
14898000.00000000
PA
USD
14654066.70000000
0.462814545857
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AD4
7068000.00000000
PA
USD
6760309.18000000
0.213508610752
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
3.85000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826944AA8
14700000.00000000
PA
USD
14633510.43000000
0.462165323975
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
6.10000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-167.00000000
NC
USD
284067.67000000
0.008971615345
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVZ3 Comdty
2023-12-29
-17731653.69000000
USD
284067.67000000
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
12137000.00000000
PA
USD
10832715.50000000
0.342126073749
Long
DBT
CORP
AU
N
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830WAD3
4862429.98000000
PA
USD
4307609.70000000
0.136045813619
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
7000000.00000000
PA
USD
6412266.84000000
0.202516504546
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.18000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BY9
14928000.00000000
PA
USD
14765980.74000000
0.466349089998
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
4.88000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AD1
14631000.00000000
PA
USD
14182174.76000000
0.447910938662
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61692AAG7
7000000.00000000
PA
USD
3482500.00000000
0.109986646638
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.75000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines Pass-Through Trust
24737BAA3
5043000.00000000
PA
USD
4957118.21000000
0.156559026247
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413AX0
3953000.00000000
PA
USD
3791413.46000000
0.119742958358
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.88000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCQ6
20936000.00000000
PA
USD
20511713.96000000
0.647814683493
Long
DBT
CORP
US
N
2
2025-05-09
Fixed
4.17000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust
056054AG4
10200000.00000000
PA
USD
10090720.26000000
0.318691883291
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.90000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AT5
1255000.00000000
PA
USD
1172446.89000000
0.037029002668
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJD2
20688000.00000000
PA
USD
19011457.72000000
0.600432586455
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.32000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CT4
15000000.00000000
PA
USD
14897608.50000000
0.470506246043
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.13000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
4595000.00000000
PA
USD
4532942.23000000
0.143162416448
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.88000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAL8
15000000.00000000
PA
USD
14325250.50000000
0.452429652476
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
4488778.43000000
PA
USD
4092161.64000000
0.129241388739
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust
08860DAA1
6934143.20000000
PA
USD
6881450.65000000
0.217334581766
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
5.32000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust
44934KAC8
11253872.72000000
PA
USD
10958792.80000000
0.346107931450
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.38000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400DAA9
380291.62000000
PA
USD
355868.76000000
0.011239285443
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286PAB7
8500000.00000000
PA
USD
8498709.70000000
0.268411939886
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
6.31000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBG9
8050000.00000000
PA
USD
7831693.18000000
0.247345777564
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.79000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
5846438.01000000
PA
USD
5160556.70000000
0.162984156847
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBF8
1274000.00000000
PA
USD
1242336.59000000
0.039236305967
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCX5
21046000.00000000
PA
USD
20485266.58000000
0.646979404630
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance U.S., Inc.
85855CAD2
15076000.00000000
PA
USD
14828280.82000000
0.468316692836
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
5.63000000
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co. LP/PTL Finance Corp.
709599BU7
10910000.00000000
PA
USD
10731523.75000000
0.338930168150
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
17373000.00000000
PA
USD
17084505.70000000
0.539574297607
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCW4
20731000.00000000
PA
USD
18671604.02000000
0.589699099359
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCP9
1170000.00000000
PA
USD
1019142.40000000
0.032187237623
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAF0
3968000.00000000
PA
USD
3619540.72000000
0.114314758410
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
7102646.70000000
PA
USD
6374338.47000000
0.201318625370
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
8903000.00000000
PA
USD
8169547.09000000
0.258016105953
Long
DBT
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAC4
3000000.00000000
PA
USD
2610000.60000000
0.082430786423
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.10000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD
N/A
CLNY Trust
12564NAJ1
5000000.00000000
PA
USD
4633432.50000000
0.146336167437
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.13000000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP, Inc.
263534CQ0
18343000.00000000
PA
USD
17809128.64000000
0.562459824455
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AH5
14091000.00000000
PA
USD
14009654.77000000
0.442462296830
Long
DBT
CORP
CA
N
2
2026-06-26
Fixed
6.27000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp.
03027XAZ3
965000.00000000
PA
USD
916327.38000000
0.028940064823
Long
DBT
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
11264455.09000000
PA
USD
9427553.64000000
0.297747311088
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.43000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEX9
10432000.00000000
PA
USD
10401819.70000000
0.328517234096
Long
DBT
CORP
US
N
2
2026-10-16
Fixed
6.14000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636ABA8
8929000.00000000
PA
USD
8503923.08000000
0.268576592344
Long
DBT
CORP
DK
N
2
2025-09-10
Fixed
0.98000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBT1
1155000.00000000
PA
USD
1101707.58000000
0.034794866417
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
05552JAA7
1770000.00000000
PA
USD
1718772.45000000
0.054283422285
Long
DBT
CORP
US
N
2
2024-08-27
Fixed
2.50000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust
00161AAA0
7557008.95000000
PA
USD
7561707.90000000
0.238818921688
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
7.97000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAB1
12140000.00000000
PA
USD
11582690.60000000
0.365812289488
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
1.13000000
N
N
N
N
N
N
Evergreen Credit Card Trust
5493002G9KVV6J3CNU15
Evergreen Credit Card Trust
30023JBV9
625000.00000000
PA
USD
619230.06000000
0.019556938348
Long
ABS-O
CORP
CA
N
2
2026-07-15
Fixed
5.61000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAA1
8718000.00000000
PA
USD
8515606.57000000
0.268945588148
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBM5
10771000.00000000
PA
USD
10567155.27000000
0.333738972765
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.75000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBP3
9917000.00000000
PA
USD
9580461.84000000
0.302576560237
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.25000000
N
N
N
N
N
N
Merit
N/A
MHP Trust
55293BAF2
3000000.00000000
PA
USD
2913514.80000000
0.092016575099
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.50000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AS8
12062000.00000000
PA
USD
11542080.76000000
0.364529722332
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
432917AA0
6440041.09000000
PA
USD
6388028.10000000
0.201750980430
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
5.72000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBU0
3738000.00000000
PA
USD
3755976.19000000
0.118623754771
Long
DBT
CORP
IT
N
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918288AA9
3402582.04000000
PA
USD
3358335.20000000
0.106065190792
Long
ABS-O
CORP
US
N
2
2035-03-20
Fixed
2.33000000
N
N
N
N
N
N
DBCG Mortgage Trust
N/A
DBCG Mortgage Trust
233062AG3
12500000.00000000
PA
USD
12341727.50000000
0.389784701062
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
8.50000000
N
N
N
N
N
N
CGDB Commercial Mortgage Trust
N/A
CGDB Commercial Mortgage Trust
125284AG4
2210000.00000000
PA
USD
2119344.92000000
0.066934570228
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
7.10000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169DAA9
1157296.87000000
PA
USD
1130033.85000000
0.035689485642
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AU3
7262000.00000000
PA
USD
6961128.51000000
0.219851021287
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.04000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AE1
21046000.00000000
PA
USD
20606546.89000000
0.650809760582
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.20000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2G9
1737000.00000000
PA
USD
1731212.32000000
0.054676306588
Long
DBT
CORP
SA
N
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BR2
20000000.00000000
PA
USD
19366639.00000000
0.611650159444
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.95000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CV7
1425000.00000000
PA
USD
1365187.99000000
0.043116281134
Long
DBT
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
Apidos CLO Ltd
549300IG6PHVJ3WBR394
Apidos CLO XXXI Ltd.
03767VAL2
12500000.00000000
PA
USD
12235775.00000000
0.386438438268
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.21000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AQ5
9902000.00000000
PA
USD
9790385.75000000
0.309206517713
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
5.75000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DP2
18644000.00000000
PA
USD
18203648.67000000
0.574919820185
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG
22550L2J9
10000000.00000000
PA
USD
9867751.40000000
0.311649931470
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
4.75000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513CD5
9919000.00000000
PA
USD
9552883.36000000
0.301705558217
Long
DBT
CORP
US
N
2
2029-05-19
Fixed
5.64000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AM0
6800000.00000000
PA
USD
6589605.76000000
0.208117341051
Long
DBT
CORP
CH
N
2
2026-05-12
Fixed
4.49000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCK0
1260000.00000000
PA
USD
1213772.58000000
0.038334178278
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.97000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CN8
4941000.00000000
PA
USD
4843416.14000000
0.152968011346
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.61000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
20000000.00000000
PA
USD
19430693.00000000
0.613673155758
Long
DBT
CORP
US
N
2
2026-07-17
Fixed
4.68000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43285HAA6
2216179.99000000
PA
USD
2076862.49000000
0.065592861681
Long
ABS-O
CORP
US
N
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900N8RLNFSYP97206
Wellfleet CLO Ltd.
94949RAU1
15000000.00000000
PA
USD
14930295.00000000
0.471538572971
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
7.18000000
N
N
N
N
N
N
BX Trust
N/A
BXP Trust
12433QAL8
11825000.00000000
PA
USD
9696500.00000000
0.306241355098
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
33690000.00000000
PA
USD
31862054.38000000
1.006288734031
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG
22550UAB7
16749000.00000000
PA
USD
16714162.08000000
0.527877857444
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
5.74000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co.
842587DG9
9968000.00000000
PA
USD
9801508.08000000
0.309557790586
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.60000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp.
62954WAC9
1075000.00000000
PA
USD
964989.17000000
0.030476934056
Long
DBT
CORP
JP
N
2
2026-04-03
Fixed
1.16000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW LLC
55400EAA7
2294426.29000000
PA
USD
2114593.52000000
0.066784508332
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp.
62954WAB1
460000.00000000
PA
USD
451573.82000000
0.014261906725
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.58000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CE8
5500000.00000000
PA
USD
5213568.64000000
0.164658415429
Long
DBT
CORP
GB
N
2
2025-11-23
Fixed
1.82000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co. LP/PTL Finance Corp.
709599BF0
6466000.00000000
PA
USD
6355413.42000000
0.200720921770
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.45000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAA1
19497000.00000000
PA
USD
19298930.95000000
0.609511758476
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
5.50000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAB7
26130000.00000000
PA
USD
23034860.48000000
0.727502386210
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
1526000.00000000
PA
USD
1494592.59000000
0.047203223852
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076CAK2
1579000.00000000
PA
USD
1516220.57000000
0.047886293196
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CD0
8814000.00000000
PA
USD
8693200.34000000
0.274554473496
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
4.88000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BN8
12128000.00000000
PA
USD
12079996.04000000
0.381518522855
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHL1
8715000.00000000
PA
USD
8598983.31000000
0.271578848174
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
89179YAR4
8402328.38000000
PA
USD
7415004.38000000
0.234185632897
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89181JAA0
11637245.23000000
PA
USD
10527184.70000000
0.332476595461
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
05607BAA9
1558860.38000000
PA
USD
1528840.16000000
0.048284853537
Long
ABS-O
CORP
US
N
2
2032-10-04
Fixed
2.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
1500000.00000000
PA
USD
1428084.83000000
0.045102731246
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
2.63000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBL3
10428000.00000000
PA
USD
10248075.29000000
0.323661575203
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.26000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBJ5
14929000.00000000
PA
USD
14510662.10000000
0.458285445766
Long
DBT
CORP
IT
N
2
2024-09-23
Fixed
3.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830MAG8
4641060.03000000
PA
USD
4179739.59000000
0.132007334192
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
6652000.00000000
PA
USD
6408502.21000000
0.202397607480
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co.
842587DQ7
14878000.00000000
PA
USD
14222361.80000000
0.449180152666
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.85000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp.
857477BZ5
19881000.00000000
PA
USD
19541304.49000000
0.617166561893
Long
DBT
CORP
US
N
2
2026-01-26
Fixed
4.86000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830EAC5
4487253.21000000
PA
USD
4021512.22000000
0.127010091455
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.75000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826934AA9
8135726.77000000
PA
USD
8035859.10000000
0.253793882345
Long
ABS-O
CORP
US
N
2
2039-07-20
Fixed
5.83000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BJ6
13145000.00000000
PA
USD
12962182.76000000
0.409380334497
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYA6
14957000.00000000
PA
USD
13284822.96000000
0.419570173310
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206RGD8
1770000.00000000
PA
USD
1778782.58000000
0.056178702389
Long
DBT
CORP
US
N
2
2024-06-12
Floating
6.85000000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Trust
N/A
Tharaldson Hotel Portfolio Trust
88327HAJ2
12151203.93000000
PA
USD
11926516.02000000
0.376671214104
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
7.10000000
N
N
N
N
N
N
First National Master Note Trust
N/A
First National Master Note Trust
32113CBY5
7775000.00000000
PA
USD
7758698.94000000
0.245040424605
Long
ABS-O
CORP
US
N
2
2029-09-17
Fixed
5.77000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
14433000.00000000
PA
USD
13933359.70000000
0.440052694848
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHY8
2485000.00000000
PA
USD
2343275.18000000
0.074006885627
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
2.02000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C43
11000000.00000000
PA
USD
11023514.15000000
0.348152004459
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AA0
19487000.00000000
PA
USD
19238076.57000000
0.607589814703
Long
DBT
CORP
SG
N
2
2025-05-19
Fixed
4.65000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286XAF1
6900000.00000000
PA
USD
6580607.97000000
0.207833166823
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp.
69335PDZ5
900000.00000000
PA
USD
877556.88000000
0.027715588934
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
0.71000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAG6
4469000.00000000
PA
USD
4398510.64000000
0.138916707967
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900DLL625KV2D0Z30
Wellfleet CLO Ltd.
949496BL6
10000000.00000000
PA
USD
9908890.00000000
0.312949198279
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
6622096.68000000
PA
USD
6318990.73000000
0.199570595988
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12656TAB4
10346178.05000000
PA
USD
8118642.81000000
0.256408412900
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
1.11000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25273CAB6
1313110.27000000
PA
USD
1209331.23000000
0.038193908589
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
2.05000000
N
N
N
N
N
N
SECURITY BENEFIT GL FUND
5493003C0JW6BY7YFF93
Security Benefit Global Funding
81412DAA1
8092000.00000000
PA
USD
7843238.24000000
0.247710401379
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAJ4
4400000.00000000
PA
USD
4226871.00000000
0.133495869939
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.55000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816DG1
18084000.00000000
PA
USD
17709359.20000000
0.559308839202
Long
DBT
CORP
US
N
2
2027-07-28
Fixed
5.39000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
1609000.00000000
PA
USD
1571869.09000000
0.049643822013
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829VAA4
1819304.92000000
PA
USD
1684420.20000000
0.053198486526
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
Discover Card Execution Note Trust
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CS2
22225000.00000000
PA
USD
21431069.66000000
0.676850390747
Long
ABS-O
CORP
US
N
2
2027-05-15
Fixed
3.32000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828NAA3
1745421.93000000
PA
USD
1729733.55000000
0.054629603084
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
6.94000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCF0
14901000.00000000
PA
USD
14895718.79000000
0.470446563957
Long
DBT
CORP
US
N
2
2025-11-10
Fixed
5.80000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZK3
3000000.00000000
PA
USD
2658154.44000000
0.083951613238
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31336CQR7
271370.46000000
PA
USD
268681.55000000
0.008485680602
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Floating
6.02000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504WAC1
899204.11000000
PA
USD
866387.93000000
0.027362843678
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.74000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
27000000.00000000
PA
USD
23764285.44000000
0.750539573669
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
MetLife Securitization Trust
59166BAA9
3837504.98000000
PA
USD
3472505.30000000
0.109670987331
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AS7
10943000.00000000
PA
USD
10705667.12000000
0.338113546749
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14315XAD0
16143761.55000000
PA
USD
15980871.00000000
0.504718567595
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.03000000
N
N
N
N
N
N
WEA FINANCE LLC/WESTFIEL
N/A
WEA Finance LLC/Westfield U.K. & Europe Finance PLC
92890HAC6
1340000.00000000
PA
USD
1294912.67000000
0.040896798926
Long
DBT
US
N
2
2024-09-17
Fixed
3.75000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59980CAA1
1729154.98000000
PA
USD
1680426.87000000
0.053072366504
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
2023-11-15
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer