0001752724-24-145460.txt : 20240626
0001752724-24-145460.hdr.sgml : 20240626
20240626112433
ACCESSION NUMBER: 0001752724-24-145460
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240626
DATE AS OF CHANGE: 20240626
PERIOD START: 20241031
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: 241071588
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
2024-10-31
2024-04-30
N
3092851664.51
28461657.57
3064390006.94
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
3388594.12000000
USD
UST
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
3830076.61000000
PA
USD
3654206.00000000
0.119247419281
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
500417.27000000
0.016330077727
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.68000000
N
N
N
N
N
N
Austin Fairmont Hotel Trust
N/A
Austin Fairmont Hotel Trust
05223HAL6
2000000.00000000
PA
USD
1987500.00000000
0.064857932426
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
7.17000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830DAB9
3368367.94000000
PA
USD
3177501.73000000
0.103691166033
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826935AB4
7184698.60000000
PA
USD
7073439.95000000
0.230827013989
Long
ABS-O
CORP
US
N
2
2043-01-20
Fixed
5.35000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LSNFNEGAD7J679
OBX Trust
67118TAA2
6170978.41000000
PA
USD
6136514.11000000
0.200252386155
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.07000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17322GAA7
1048038.92000000
PA
USD
974551.27000000
0.031802455555
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
1455581.37000000
0.047499873276
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
17791706.07000000
0.580595355999
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
6127871.49000000
0.199970352211
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.75000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust
03842VAA5
4483614.60000000
PA
USD
3996187.85000000
0.130407286309
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
12708000.00000000
PA
USD
12483676.60000000
0.407378844459
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
20833143.20000000
0.679846336556
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
4082898.16000000
0.133236897090
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
7321656.30000000
0.238927038771
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
12303960.60000000
0.401514186253
Long
ABS-CBDO
CORP
KY
N
2
2032-07-22
Floating
6.73000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AA3
8091000.00000000
PA
USD
7916536.19000000
0.258339707807
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
10405000.00000000
PA
USD
10353333.24000000
0.337859515810
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
13777321.96000000
0.449594272556
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.50000000
N
N
N
N
N
N
CONSTELLATION SOFTWARE
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037XAC4
3928000.00000000
PA
USD
3841132.63000000
0.125347381413
Long
DBT
CORP
CA
N
2
2029-02-16
Fixed
5.16000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
5989000.00000000
PA
USD
5648367.66000000
0.184322741139
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
1639322.60000000
PA
USD
1516159.64000000
0.049476719235
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
6993365.72000000
0.228213957889
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
2899743.10000000
PA
USD
2681331.26000000
0.087499673798
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp.
032095AN1
6822000.00000000
PA
USD
6775393.67000000
0.221100892988
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
5.05000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AJ5
7606000.00000000
PA
USD
7223158.30000000
0.235712761223
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
12578791.58000000
0.410482724180
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.35000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DF3
9963000.00000000
PA
USD
9812908.90000000
0.320223890489
Long
DBT
CORP
US
N
2
2027-02-12
Fixed
4.75000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA Trust
55283QAA2
2984862.13000000
PA
USD
2596880.20000000
0.084743788947
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.13000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
15364000.00000000
PA
USD
15316507.42000000
0.499822391579
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
13025019.46000000
0.425044443771
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services, Inc.
12505BAH3
8907000.00000000
PA
USD
8794961.61000000
0.287005295999
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.50000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CX0
6924000.00000000
PA
USD
6793984.52000000
0.221707566746
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
4.70000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25273CAC4
1028564.69000000
PA
USD
972219.81000000
0.031726373203
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
15000690.00000000
0.489516346353
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
7.21000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction
35564CAA5
436923.52000000
PA
USD
406840.51000000
0.013276394619
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
14873904.89000000
0.485378977751
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.60000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BJ6
14888000.00000000
PA
USD
14739472.10000000
0.480992043004
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.15000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
12899000.00000000
PA
USD
13226517.74000000
0.431619921421
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
21287562.95000000
0.694675380803
Long
DBT
CORP
US
N
2
2025-12-08
Fixed
5.00000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance U.S., Inc.
85855CAA8
16379000.00000000
PA
USD
14753407.34000000
0.481446790603
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.71000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AA9
9820000.00000000
PA
USD
9754189.01000000
0.318307688900
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
7698004.30000000
0.251208373691
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
24137371.75000000
PA
USD
23924014.28000000
0.780710491347
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
26062556.27000000
0.850497365249
Long
DBT
CORP
GB
N
2
2026-11-02
Fixed
7.33000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
CWABS Asset-Backed Certificates Trust
12666VAC5
2264444.63000000
PA
USD
2194034.22000000
0.071597747513
Long
ABS-O
CORP
US
N
2
2047-03-25
Floating
5.73000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAQ5
19662000.00000000
PA
USD
20581672.55000000
0.671640114456
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
1565000.00000000
PA
USD
1539011.91000000
0.050222455578
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
10001662.20000000
0.326383462201
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
5.63000000
N
N
N
N
N
N
Hin Timeshare Trust
N/A
HINNT LLC
40472QAC1
3945370.86000000
PA
USD
3910922.25000000
0.127624820637
Long
ABS-O
CORP
US
N
2
2043-03-15
Fixed
6.32000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MBG9
8703000.00000000
PA
USD
8871880.84000000
0.289515395230
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
6.45000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
10800000.00000000
PA
USD
9892175.11000000
0.322810578535
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.59000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173UAA5
2341391.31000000
PA
USD
2232192.33000000
0.072842958139
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
4643767.59000000
PA
USD
4229297.40000000
0.138014332066
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
1.90000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
7830000.00000000
PA
USD
7749354.92000000
0.252884094467
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust
39152TAJ9
7645764.71000000
PA
USD
7636207.50000000
0.249191763538
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.27000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
307500.00000000
NS
USD
307500.00000000
0.010034623507
Long
STIV
RF
US
N
1
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust
12482HAL8
9760000.00000000
PA
USD
9741700.00000000
0.317900136011
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
7.37000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAA2
24800000.00000000
PA
USD
24942518.41000000
0.813947257154
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
8208357.09000000
0.267862676467
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
15992581.04000000
0.521884649270
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCM0
10919000.00000000
PA
USD
10681609.80000000
0.348572139179
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
9398947.92000000
0.306715134128
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.20000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BF9
19800000.00000000
PA
USD
19887095.25000000
0.648974027619
Long
DBT
CORP
NL
N
2
2027-09-11
Fixed
6.08000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122ED6
14713000.00000000
PA
USD
14608699.40000000
0.476724547688
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
4.95000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co.
23355LAL0
5398000.00000000
PA
USD
4888786.42000000
0.159535385800
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
4095153.13000000
0.133636812570
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.84000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
7474000.00000000
PA
USD
7349177.47000000
0.239825134965
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
12854737.35000000
0.419487640962
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
1020404.04000000
PA
USD
934000.21000000
0.030479155978
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
ALLIED WORLD ASSURANCE
549300E2X3MLXVVR4T40
Allied World Assurance Co. Holdings Ltd.
01959EAC2
14369000.00000000
PA
USD
13996227.04000000
0.456737784952
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
1687409.50000000
0.055065102554
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
10013399.80000000
0.326766494386
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
1995080.98000000
PA
USD
1904496.12000000
0.062149273287
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
19593742.32000000
0.639401064343
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
7394941.12000000
0.241318536584
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
10449960.92000000
0.341012759352
Long
DBT
US
N
2
2026-06-15
Fixed
3.38000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B77
7541000.00000000
PA
USD
6999735.37000000
0.228421818180
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAJ8
15000000.00000000
PA
USD
14486830.50000000
0.472747609383
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
1274371.38000000
0.041586461811
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.33000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
11600000.00000000
PA
USD
10733984.83000000
0.350281289447
Long
DBT
CORP
NL
N
2
2026-04-21
Fixed
2.00000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
20453KAA3
11750000.00000000
PA
USD
11543100.71000000
0.376685104828
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.88000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAB2
4045000.00000000
PA
USD
3852846.68000000
0.125729645093
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
3759804.03000000
PA
USD
3741181.34000000
0.122085678765
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
5.80000000
N
N
N
N
N
N
First National Master Note Trust
N/A
First National Master Note Trust
32113CBV1
10538000.00000000
PA
USD
10416983.72000000
0.339936616958
Long
ABS-O
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HBE8
21582000.00000000
PA
USD
21354004.08000000
0.696843549014
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
1190544.59000000
PA
USD
1154807.66000000
0.037684748265
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
8431992.29000000
0.275160546500
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
20804131.83000000
0.678899610783
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
5537976.75000000
0.180720363186
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
2.97000000
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
1101691.72000000
0.035951419940
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
6876598.73000000
0.224403509815
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.57000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61769GAG2
6720000.00000000
PA
USD
6627229.73000000
0.216265870695
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
8.02000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LMIQVUH9BFZJ05
OBX Trust
67118XAA3
7700000.00000000
PA
USD
7701521.52000000
0.251323150857
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.45000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2C8
18547000.00000000
PA
USD
18189737.30000000
0.593584278071
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.80000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAS4
10000000.00000000
PA
USD
10108571.60000000
0.329872228309
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
11168793.04000000
0.364470351838
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
1286688.78000000
0.041988414564
Long
DBT
CORP
GB
N
2
2026-03-10
Fixed
3.00000000
N
N
N
N
N
N
CORE 2019-CORE MORTGAGE TRUST
N/A
CORE Mortgage Trust
21871FAJ7
12312000.00000000
PA
USD
11696400.00000000
0.381687708598
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
6.67000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAP6
17029000.00000000
PA
USD
17510734.23000000
0.571426423867
Long
DBT
CORP
US
N
2
2028-10-25
Fixed
6.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust
05548WAJ6
7000000.00000000
PA
USD
5324510.80000000
0.173754345495
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
7.96000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAZ0
20000000.00000000
PA
USD
19762060.40000000
0.644893775114
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
1077278.40000000
0.035154741973
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
JPMorgan Chase Commercial Mortgage Securities Trust
46591PAA0
12000000.00000000
PA
USD
11711973.60000000
0.382195920671
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
2509836.49000000
0.081903298350
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
13170904.14000000
0.429805087151
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
20576036.25000000
0.671456185518
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
3.70000000
N
N
N
N
N
N
Merit
N/A
MHP Trust
55293BAH8
5000000.00000000
PA
USD
4940625.00000000
0.161227030136
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.79000000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611AL3
12139000.00000000
PA
USD
11961144.47000000
0.390327094231
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
2745788.65000000
PA
USD
2624552.47000000
0.085646815974
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400DAB7
1682273.75000000
PA
USD
1584942.44000000
0.051721302980
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
7547701.36000000
0.246303549577
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
17109281.15000000
0.558325836830
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.64000000
N
N
N
N
N
N
Pennantpark CLO
N/A
PennantPark CLO III Ltd.
70806JAA5
15000000.00000000
PA
USD
14989650.00000000
0.489156078895
Long
ABS-CBDO
CORP
KY
N
2
2032-10-22
Floating
7.21000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166CC6
17854000.00000000
PA
USD
17575363.69000000
0.573535471992
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
7944000.00000000
PA
USD
7807663.32000000
0.254786867935
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.41000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust
00161CAA6
4643623.91000000
PA
USD
4662170.54000000
0.152140247469
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
7.71000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDZ6
19847000.00000000
PA
USD
19891182.00000000
0.649107390213
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
280 Park Avenue Mortgage Trust
N/A
280 Park Avenue Mortgage Trust
90205FAJ9
16000000.00000000
PA
USD
14889996.80000000
0.485904103794
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
6.87000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61692AAJ1
5200000.00000000
PA
USD
1854994.96000000
0.060533905795
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.94000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AL3
11440000.00000000
PA
USD
10974874.42000000
0.358142220642
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
13610.70000000
PA
USD
13556.00000000
0.000442371890
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829LAA6
1655735.44000000
PA
USD
1505918.21000000
0.049142511448
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
5413501.20000000
0.176658362275
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.64000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AM4
11964000.00000000
PA
USD
11876992.89000000
0.387580982286
Long
DBT
CORP
CA
N
2
2027-03-13
Fixed
5.64000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFP5
11801000.00000000
PA
USD
11812287.07000000
0.385469442311
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
5.65000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust
98163HAE9
1515000.00000000
PA
USD
1423514.00000000
0.046453421293
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
2973996.00000000
0.097050179424
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
7034495.62000000
0.229556146706
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
25655026.78000000
0.837198487199
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
11180145.07000000
0.364840801747
Long
DBT
CORP
GB
N
2
2026-11-10
Fixed
7.47000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900RDM4XSF0B1E373
OBX Trust
67448NAA6
10600000.00000000
PA
USD
10504603.18000000
0.342795895960
Long
ABS-MBS
CORP
US
N
2
2064-12-01
Variable
5.99000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BL2
3895000.00000000
PA
USD
3877563.53000000
0.126536228130
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
5.30000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284BAA0
535520.83000000
PA
USD
524403.74000000
0.017112826331
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
973842.94000000
0.031779340677
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
1213179.42000000
0.039589589355
Long
DBT
CORP
US
N
2
2026-11-04
Floating
6.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17326QAA1
2139725.03000000
PA
USD
2055862.14000000
0.067088788807
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
3.00000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
123919AA0
7008343.51000000
PA
USD
6905095.89000000
0.225333455414
Long
ABS-O
CORP
US
N
2
2038-11-15
Fixed
5.77000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACM7
14623000.00000000
PA
USD
14668007.99000000
0.478659960278
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
1930457.03000000
PA
USD
1875193.64000000
0.061193047743
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
2844601.89000000
PA
USD
2634941.36000000
0.085985835811
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DQ9
10358000.00000000
PA
USD
10589407.15000000
0.345563297296
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
10850395.36000000
0.354080105189
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
5748112.68000000
PA
USD
4853981.11000000
0.158399586834
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
1411824.63000000
PA
USD
1281737.70000000
0.041826846357
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Fixed
4.00000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECT6
6927000.00000000
PA
USD
6975304.81000000
0.227624577622
Long
DBT
CORP
US
N
2
2026-11-08
Fixed
5.75000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust
89231CAB3
1932541.38000000
PA
USD
1929404.67000000
0.062962112055
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.83000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJH4
19865000.00000000
PA
USD
19854403.02000000
0.647907184628
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
5.73000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338LAE3
11903000.00000000
PA
USD
11619624.56000000
0.379182301654
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
21481936.11000000
0.701018344967
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.42000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400WAA7
12341106.23000000
PA
USD
12483654.65000000
0.407378128166
Long
ABS-O
CORP
US
N
2
2040-11-20
Fixed
6.18000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
96950FAQ7
990000.00000000
PA
USD
977418.69000000
0.031896027848
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
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
4768528.20000000
0.155611008690
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
4772873.64000000
0.155752813094
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
5732492.44000000
0.187067978521
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
1131122.62000000
0.036911836203
Long
DBT
CORP
CA
N
2
2027-03-08
Fixed
2.65000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co. LP/PTL Finance Corp.
709599BY9
6392000.00000000
PA
USD
6327688.62000000
0.206490969023
Long
DBT
CORP
US
N
2
2027-01-12
Fixed
5.35000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BH5
16687000.00000000
PA
USD
16669648.02000000
0.543979323201
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
1820600.54000000
PA
USD
1767614.51000000
0.057682426388
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283YAA1
2385000.00000000
PA
USD
2390902.88000000
0.078022147134
Long
ABS-O
CORP
US
N
2
2039-09-15
Fixed
5.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830HAA2
7213241.33000000
PA
USD
6770747.93000000
0.220949288917
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.25000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBN7
14597000.00000000
PA
USD
14361086.64000000
0.468644219811
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.13000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826525AA5
1360622.39000000
PA
USD
1305380.17000000
0.042598369236
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAB8
5860000.00000000
PA
USD
5068399.67000000
0.165396690973
Long
DBT
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
DBCG Mortgage Trust
N/A
DBCG Mortgage Trust
233062AJ7
2500000.00000000
PA
USD
2500000.00000000
0.081582304939
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
3876977.74000000
PA
USD
3509198.71000000
0.114515407701
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
4727661.19000000
PA
USD
4635736.07000000
0.151277613472
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
8324000.00000000
PA
USD
8192191.46000000
0.267335144725
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62848PAA8
7844437.68000000
PA
USD
7678234.44000000
0.250563225392
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
1354214.38000000
0.044191972201
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
10995887.12000000
0.358827926442
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
713979.29000000
0.023299230462
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
4434500.00000000
0.144710692501
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
7.84000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAS7
10481000.00000000
PA
USD
10453978.51000000
0.341143865053
Long
DBT
CORP
US
N
2
2024-06-27
Fixed
4.20000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBA2
7800000.00000000
PA
USD
7703681.08000000
0.251393623610
Long
DBT
CORP
ES
N
2
2028-03-14
Fixed
5.55000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust
64828CAA7
2708509.72000000
PA
USD
2569736.25000000
0.083858002544
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
12458000.00000000
PA
USD
11618216.68000000
0.379136358416
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAW5
3490000.00000000
PA
USD
3427977.81000000
0.111864932408
Long
DBT
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
4963000.00000000
PA
USD
4605916.96000000
0.150304528782
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
4877835.36000000
PA
USD
4701204.06000000
0.153414025282
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
12925000.00000000
PA
USD
12642746.44000000
0.412569758136
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
3.75000000
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD
5493009A4SIPWYPZDB35
Anchorage Capital CLO 9 Ltd.
03328WAS7
10000000.00000000
PA
USD
10010000.00000000
0.326655548978
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
6.73000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAR1
9899000.00000000
PA
USD
10015084.48000000
0.326821470417
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
249240.53000000
0.008133446768
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.50000000
N
N
N
N
N
N
Avenue of Americas
N/A
AOA Mortgage Trust
00192NAJ6
9300000.00000000
PA
USD
8031996.15000000
0.262107503673
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
6.86000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
549300O8F12G9LCGR139
Honda Auto Receivables Owner Trust
43815PAB5
183738.37000000
PA
USD
183586.12000000
0.005990951529
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
3769547.66000000
0.123011354672
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
2742877.81000000
PA
USD
2593550.06000000
0.084635116748
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
9979271.63000000
0.325652792477
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
1882591.91000000
PA
USD
1751785.47000000
0.057165878560
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 UK Capital PLC
36264NAB0
9381000.00000000
PA
USD
9158907.73000000
0.298881921336
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
10058586.42000000
PA
USD
8636831.38000000
0.281845044541
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
5465799.04000000
0.178364993607
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
1644431.15000000
PA
USD
1636983.52000000
0.053419555483
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KAC7
950000.00000000
PA
USD
947610.85000000
0.030923310931
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
453812.25000000
0.014809219745
Long
DBT
CORP
US
N
2
2027-03-03
Floating
6.40000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp.
655844AW8
1432000.00000000
PA
USD
1431787.23000000
0.046723400962
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
15455906.21000000
0.504371381416
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
1332605.93000000
0.043486825338
Long
ABS-O
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
2917000.00000000
PA
USD
2769191.61000000
0.090366813745
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607LWT6
8912000.00000000
PA
USD
8995099.41000000
0.293536377211
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
1417291.09000000
0.046250349557
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62847RAB3
2415450.04000000
PA
USD
2385839.52000000
0.077856914903
Long
ABS-O
CORP
US
N
2
2043-02-20
Fixed
5.51000000
N
N
N
N
N
N
CRH America Inc
549300RN11MJ182CNF63
CRH America, Inc.
12626PAM5
8117000.00000000
PA
USD
7949213.25000000
0.259406055756
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
8619427.44000000
PA
USD
8463161.53000000
0.276177689877
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
21786225.50000000
0.710948196889
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.75000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated LLC
00439KAC0
2103837.48000000
PA
USD
1916926.46000000
0.062554911602
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
2.35000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AV6
8940000.00000000
PA
USD
8785054.07000000
0.286681984019
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
9558333.33000000
PA
USD
9508867.04000000
0.310302116194
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust
345286AF5
1625000.00000000
PA
USD
1529208.69000000
0.049902547865
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
6521272.68000000
0.212808182549
Long
DBT
CORP
US
N
2
2026-08-12
Fixed
1.50000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98388MAB3
9780000.00000000
PA
USD
8788503.21000000
0.286794539536
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.75000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
9737000.00000000
PA
USD
9054326.37000000
0.295469125975
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
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
3599261.13000000
0.117454407625
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
24417049.90000000
0.796799684266
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
10064281.42000000
0.328426910321
Long
DBT
CORP
GB
N
2
2028-02-16
Floating
6.64000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAV4
8084000.00000000
PA
USD
7923407.22000000
0.258563929593
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
14449387.93000000
0.471525748918
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
1323493.88000000
PA
USD
1204029.37000000
0.039290996487
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030AC1
9896000.00000000
PA
USD
10082791.16000000
0.329030937222
Long
DBT
CORP
US
N
2
2026-11-27
Fixed
7.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDY7
15722000.00000000
PA
USD
15217171.45000000
0.496580768620
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.13000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp.
422806AA7
14873000.00000000
PA
USD
14708660.04000000
0.479986555454
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
829132.27000000
PA
USD
761444.23000000
0.024848150146
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
8581531.76000000
PA
USD
7443194.15000000
0.242893173947
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AC7
14898000.00000000
PA
USD
14896163.82000000
0.486105351677
Long
DBT
CORP
US
Y
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
6888837.58000000
0.224802899252
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
11097788.24000000
PA
USD
11112072.20000000
0.362619385092
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
6.10000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
12137000.00000000
PA
USD
11240068.05000000
0.366796263678
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
4476436.45000000
PA
USD
4028201.92000000
0.131451998958
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
6657144.34000000
0.217242071829
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
14814561.68000000
0.483442435409
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
14614355.63000000
0.476909127000
Long
DBT
CORP
US
N
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
3617527.20000000
0.118050482863
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.74000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCQ6
20936000.00000000
PA
USD
20927042.53000000
0.682910546066
Long
DBT
CORP
US
N
2
2025-05-09
Fixed
4.17000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AT5
1255000.00000000
PA
USD
1195060.60000000
0.038998319316
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
19657922.14000000
0.641495439401
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
14961939.30000000
0.488251797784
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
4565550.28000000
0.148987246063
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
14614875.00000000
0.476926075561
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
4.09000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89178BAA2
4102473.80000000
PA
USD
3794232.79000000
0.123816902594
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
4037173.73000000
PA
USD
4025350.87000000
0.131358960866
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
5845474.37000000
PA
USD
5768798.11000000
0.188252738617
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
319632.01000000
PA
USD
303103.65000000
0.009891157761
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
6085413.89000000
PA
USD
6099356.18000000
0.199039814324
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
7965026.86000000
0.259922100057
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.79000000
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
1259868.32000000
0.041113184586
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.60000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co. LP/PTL Finance Corp.
709599BU7
10910000.00000000
PA
USD
10910513.75000000
0.356041943920
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
17379538.50000000
0.567145123846
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
19291796.35000000
0.629547685063
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
1060725.03000000
0.034614557141
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
LYB INT FINANCE III
984500A51LA0B8EB4053
LYB International Finance III LLC
50249AAF0
3968000.00000000
PA
USD
3717923.51000000
0.121326707813
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DH5
6919000.00000000
PA
USD
6939338.05000000
0.226450877149
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.26000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
6784402.94000000
PA
USD
6181958.14000000
0.201735357640
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
8365447.45000000
0.272988993928
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
2587500.00000000
0.084437685612
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.20000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAX7
13837000.00000000
PA
USD
13745181.68000000
0.448545441307
Long
DBT
CORP
US
N
2
2027-04-18
Fixed
5.20000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD
N/A
CLNY Trust
12564NAJ1
5000000.00000000
PA
USD
4712500.00000000
0.153782644811
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.11000000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP, Inc.
263534CQ0
18343000.00000000
PA
USD
17992327.70000000
0.587142225997
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
14162632.30000000
0.462168074818
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
936130.22000000
0.030548664428
Long
DBT
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
10549671.86000000
PA
USD
8924018.06000000
0.291216785062
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
10486492.18000000
0.342204881110
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
8758520.30000000
0.285816109573
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
1121389.12000000
0.036594203657
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
63161646.75000000
PA
USD
63161646.75000000
2.061149090257
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2024-05-01
55024600.00000000
USD
64424990.01000000
USD
UST
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
05552JAA7
1770000.00000000
PA
USD
1752240.14000000
0.057180715771
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
4214730.13000000
PA
USD
4242106.91000000
0.138432343807
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
7.97000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BL6
8180000.00000000
PA
USD
8094067.30000000
0.264133066668
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.40000000
N
N
N
N
N
N
SOLVENTUM CORP
254900I70403OSGY4M28
Solventum Corp.
83444MAA9
15214000.00000000
PA
USD
15086618.66000000
0.492320449610
Long
DBT
CORP
US
N
2
2027-02-25
Fixed
5.45000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAB1
12140000.00000000
PA
USD
11899649.37000000
0.388320329430
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
623549.31000000
0.020348235981
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
8639822.64000000
0.281942658096
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBP3
9917000.00000000
PA
USD
9842924.18000000
0.321203376779
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
2966250.00000000
0.096797404810
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.49000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AS8
12062000.00000000
PA
USD
11872197.92000000
0.387424508405
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
5348089.90000000
PA
USD
5341580.74000000
0.174311387516
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
3783877.86000000
0.123478990971
Long
DBT
CORP
IT
N
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FBF4
9735000.00000000
PA
USD
9722718.32000000
0.317280708329
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
5.44000000
N
N
N
N
N
N
DBCG Mortgage Trust
N/A
DBCG Mortgage Trust
233062AG3
12500000.00000000
PA
USD
12500000.00000000
0.407911524697
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
2182375.00000000
0.071217273097
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
7.09000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169DAA9
736809.73000000
PA
USD
724119.58000000
0.023630137755
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AE1
21046000.00000000
PA
USD
20838770.14000000
0.680029960050
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.20000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BR2
20000000.00000000
PA
USD
19584930.20000000
0.639113499118
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.95000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283YAC7
670000.00000000
PA
USD
673295.53000000
0.021971600497
Long
ABS-O
CORP
US
N
2
2039-09-15
Fixed
6.62000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CV7
1425000.00000000
PA
USD
1387525.35000000
0.045279006486
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
12434637.50000000
0.405778555335
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.14000000
N
N
N
N
N
N
COLT Funding LLC
213800Z2Q6LED8DB8K38
COLT Mortgage Loan Trust
12665LAA2
5511695.21000000
PA
USD
5480801.06000000
0.178854553356
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.13000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AQ5
9902000.00000000
PA
USD
9935941.68000000
0.324238809599
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
18474171.24000000
0.602866188643
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBW4
15154000.00000000
PA
USD
15247664.45000000
0.497575844310
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
5.90000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG
22550L2J9
10000000.00000000
PA
USD
9974855.80000000
0.325508691041
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
9932373.69000000
0.324122375660
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
6692822.89000000
0.218406367167
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
1250495.58000000
0.040807324693
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.97000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CBB9
9896000.00000000
PA
USD
9913928.58000000
0.323520457825
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
5.80000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023BR5
13391000.00000000
PA
USD
12319239.80000000
0.402012791194
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
20000000.00000000
PA
USD
19737500.00000000
0.644092297498
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
1858397.65000000
PA
USD
1761155.88000000
0.057471662419
Long
ABS-O
CORP
US
N
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
BX Trust
N/A
BXP Trust
12433QAL8
11825000.00000000
PA
USD
9082723.38000000
0.296395803387
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
7.37000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp.
62954WAC9
1075000.00000000
PA
USD
989982.37000000
0.032306017437
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
1916825.10000000
PA
USD
1790478.72000000
0.058428552369
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd.
55609NAC2
1949000.00000000
PA
USD
1943352.27000000
0.063417262998
Long
DBT
CORP
GB
N
2
2029-03-26
Fixed
6.40000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CE8
5500000.00000000
PA
USD
5361800.29000000
0.174971210513
Long
DBT
CORP
GB
N
2
2025-11-23
Fixed
1.82000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAA1
19497000.00000000
PA
USD
19375154.67000000
0.632267910615
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
23838560.48000000
0.777921884160
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
1512883.69000000
0.049369815414
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
1542155.24000000
0.050325031621
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
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
8739097.85000000
0.285182298278
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
7746162.94000000
PA
USD
6949906.19000000
0.226795746437
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
10885663.23000000
PA
USD
10062915.01000000
0.328382320370
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust
10569LAA3
5214690.48000000
PA
USD
5187198.63000000
0.169273448165
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.19000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAP6
13371000.00000000
PA
USD
12841970.23000000
0.419071012531
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
05607BAA9
1255731.04000000
PA
USD
1240100.20000000
0.040468093068
Long
ABS-O
CORP
US
N
2
2032-10-04
Fixed
2.95000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBL3
10428000.00000000
PA
USD
10366854.38000000
0.338300750117
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
14769356.29000000
0.481967251444
Long
DBT
CORP
IT
N
2
2024-09-23
Fixed
3.25000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2020-1
549300XP7ILZSI1BWP36
Toyota Auto Loan Extended Note Trust
89237JAA4
9600000.00000000
PA
USD
9173518.08000000
0.299358699748
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830MAG8
4210349.68000000
PA
USD
3835271.10000000
0.125156102562
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKE0
32480000.00000000
PA
USD
31921750.00000000
1.041699977082
Long
DBT
UST
US
N
2
2027-03-15
Fixed
4.25000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co.
842587DQ7
14878000.00000000
PA
USD
14503476.55000000
0.473290818634
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
19730049.53000000
0.643849166891
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
4136490.05000000
PA
USD
3801807.47000000
0.124064086535
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
6479123.59000000
PA
USD
6409947.93000000
0.209175330668
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
13070071.92000000
0.426514637183
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
13819523.29000000
0.450971425265
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
1772062.10000000
0.057827564245
Long
DBT
CORP
US
N
2
2024-06-12
Floating
6.76000000
N
N
N
N
N
N
First National Master Note Trust
N/A
First National Master Note Trust
32113CBY5
10000000.00000000
PA
USD
10055194.00000000
0.328130361253
Long
ABS-O
CORP
US
N
2
2029-09-15
Fixed
5.77000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
1200.00000000
NC
USD
-2348636.80000000
-0.07664288144
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUM4 Comdty
2024-06-28
245536136.80000000
USD
-2348636.80000000
N
N
N
Hin Timeshare Trust
N/A
HINNT LLC
40472QAB3
3529811.35000000
PA
USD
3500999.97000000
0.114247858858
Long
ABS-O
CORP
US
N
2
2043-03-15
Fixed
5.84000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
14433000.00000000
PA
USD
14222807.03000000
0.464131752087
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.13000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGW9
8540000.00000000
PA
USD
8499699.74000000
0.277370038433
Long
ABS-O
CORP
US
N
2
2027-12-08
Fixed
5.23000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67448GAA1
8550399.76000000
PA
USD
8487998.94000000
0.276988207139
Long
ABS-MBS
CORP
US
N
2
2063-03-25
Variable
6.11000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHY8
2485000.00000000
PA
USD
2410338.62000000
0.078656392121
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
11144320.88000000
0.363671753750
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAY4
9892000.00000000
PA
USD
9738000.35000000
0.317779405622
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286XAF1
5945426.68000000
PA
USD
5780530.27000000
0.188635593279
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUZ2
14850000.00000000
PA
USD
14765487.17000000
0.481840990753
Long
DBT
CORP
US
N
2
2026-04-10
Fixed
5.60000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BV6
4796000.00000000
PA
USD
4752664.97000000
0.155093345143
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
5.30000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900DLL625KV2D0Z30
Wellfleet CLO Ltd.
949496BL6
10000000.00000000
PA
USD
9999930.00000000
0.326326935453
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
7.14000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175VAA1
5677823.29000000
PA
USD
5477634.03000000
0.178751203913
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
9710481.32000000
PA
USD
7784675.36000000
0.254036703630
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
1102033.60000000
PA
USD
1033128.18000000
0.033713991288
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
8075921.28000000
0.263540909013
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
4328500.00000000
0.141251602772
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.54000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816DG1
18084000.00000000
PA
USD
17984807.63000000
0.586896824140
Long
DBT
CORP
US
N
2
2027-07-28
Fixed
5.39000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829VAA4
1719941.97000000
PA
USD
1610415.21000000
0.052552553896
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
21717827.72000000
0.708716177471
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
1593860.23000000
PA
USD
1595119.22000000
0.052053401048
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
6.93000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCF0
14901000.00000000
PA
USD
14934357.97000000
0.487351738394
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
2766775.53000000
0.090287969995
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62847RAA5
15250295.53000000
PA
USD
15052017.29000000
0.491191305803
Long
ABS-O
CORP
US
N
2
2043-02-20
Fixed
5.32000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31336CQR7
252283.61000000
PA
USD
251688.40000000
0.008213327919
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Floating
6.02000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
27000000.00000000
PA
USD
24716138.58000000
0.806559821825
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
3408582.18000000
PA
USD
3147458.20000000
0.102710757862
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
10887113.11000000
0.355278312660
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
WEA FINANCE LLC/WESTFIEL
N/A
WEA Finance LLC/Westfield UK & Europe Finance PLC
92890HAC6
1340000.00000000
PA
USD
1325637.37000000
0.043259420863
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
1227820.83000000
PA
USD
1206408.86000000
0.039368646199
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BE3
8932000.00000000
PA
USD
8776782.12000000
0.286412046120
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.05000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2X0
24676000.00000000
PA
USD
24200542.83000000
0.789734425944
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.91000000
N
N
N
N
N
N
2024-05-14
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer