0001752724-24-145477.txt : 20240626
0001752724-24-145477.hdr.sgml : 20240626
20240626112437
ACCESSION NUMBER: 0001752724-24-145477
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: 241071607
BUSINESS ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
BUSINESS PHONE: 720-482-8836
MAIL ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
FORMER COMPANY:
FORMER CONFORMED NAME: TRANSAMERICA IDEX MUTUAL FUNDS
DATE OF NAME CHANGE: 20040301
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FDS
DATE OF NAME CHANGE: 20010504
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FUNDS /
DATE OF NAME CHANGE: 20010423
0000787623
S000007796
Transamerica Bond
C000021244
A
IDITX
C000021246
C
IFLLX
C000021247
I2
C000081828
I
TFXIX
C000156745
R6
TAFLX
C000234684
R
TAADX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000787623
XXXXXXXX
S000007796
C000021247
C000156745
C000021244
C000234684
C000081828
C000021246
TRANSAMERICA FUNDS
811-04556
0000787623
54930088ZHZE1VMYEY52
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Bond
S000007796
54930028OHE6MAPEQC05
2024-10-31
2024-04-30
N
2338687335.50
154373893.65
2184313441.85
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
121828871.13000000
0.00000000
0.00000000
111.23000000
USD
UST
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd.
44963HAA3
2561000.00000000
PA
USD
2349717.50000000
0.107572359121
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.63000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
785931AA4
3454000.00000000
PA
USD
3342055.34000000
0.153002553386
Long
DBT
US
N
2
2034-04-01
Fixed
6.10000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
6262390.06000000
PA
USD
5974831.75000000
0.273533625510
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DX5
1910000.00000000
PA
USD
1874214.24000000
0.085803356061
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
6027000.00000000
PA
USD
5934792.63000000
0.271700595541
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC/Ashton Woods Finance Co.
045086AM7
1474000.00000000
PA
USD
1333151.34000000
0.061032968733
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
5152000.00000000
PA
USD
4934614.04000000
0.225911444092
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830DAB9
1131210.23000000
PA
USD
1067110.99000000
0.048853382008
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CU1
1103000.00000000
PA
USD
1075846.74000000
0.049253313164
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
55968000.00000000
PA
USD
26412086.11000000
1.209171065102
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
026930AA5
240019.18000000
PA
USD
207856.90000000
0.009515891630
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
5.56000000
N
N
N
N
N
N
AMBIPAR LUX SARL
9845008C0E14F9BDEK55
Ambipar Lux SARL
02319WAA9
3894000.00000000
PA
USD
3854831.81000000
0.176477960357
Long
DBT
CORP
LU
N
2
2031-02-06
Fixed
9.88000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECN3
5051000.00000000
PA
USD
5278557.65000000
0.241657518049
Long
DBT
CORP
GB
N
2
2029-12-15
Fixed
9.63000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAC5
4733000.00000000
PA
USD
3859583.30000000
0.176695488204
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
10424000.00000000
PA
USD
7298428.75000000
0.334129187238
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LSNFNEGAD7J679
OBX Trust
67118TAA2
1729609.48000000
PA
USD
1719949.78000000
0.078740978608
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.07000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
2761000.00000000
PA
USD
2582687.99000000
0.118237975398
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17322GAA7
31308.28000000
PA
USD
29112.97000000
0.001332820164
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAA8
1090785.53000000
PA
USD
1060442.28000000
0.048548081959
Long
ABS-O
US
N
2
2050-02-15
Fixed
2.69000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CL2
3248000.00000000
PA
USD
2736870.68000000
0.125296609340
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJQ5
10431000.00000000
PA
USD
9858517.41000000
0.451332543265
Long
DBT
UST
US
N
2
2030-12-31
Fixed
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEB8
8948000.00000000
PA
USD
8733305.09000000
0.399819225696
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.01000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust
12668BJU8
774185.35000000
PA
USD
712827.29000000
0.032633928645
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.07000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
6304000.00000000
PA
USD
5625894.48000000
0.257558936927
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust
03842VAA5
1683946.16000000
PA
USD
1500879.49000000
0.068711727046
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
1685000.00000000
PA
USD
1655256.14000000
0.075779240666
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
2838000.00000000
PA
USD
2460253.03000000
0.112632783503
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAD4
2343000.00000000
PA
USD
2397753.57000000
0.109771497261
Long
DBT
CORP
NL
N
2
2030-07-28
Fixed
7.00000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DS1
1792000.00000000
PA
USD
1385981.79000000
0.063451598266
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Protected Indexed Bonds
912810SM1
14484013.60000000
PA
USD
8466798.60000000
0.387618298627
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AX5
5544000.00000000
PA
USD
3866940.00000000
0.177032285106
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BH5
4559000.00000000
PA
USD
3910573.16000000
0.179029853732
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
4.50000000
N
N
N
N
N
N
CONSTELLATION SOFTWARE
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037XAC4
1298000.00000000
PA
USD
1269294.85000000
0.058109556333
Long
DBT
CORP
CA
N
2
2029-02-16
Fixed
5.16000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAY4
695000.00000000
PA
USD
640166.24000000
0.029307434900
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788CAA3
583000.00000000
PA
USD
512278.43000000
0.023452606214
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
8876500.00000000
PA
USD
7694469.22000000
0.352260306262
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCA5
6630000.00000000
PA
USD
6600144.45000000
0.302161050861
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
5.94000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BG6
2263000.00000000
PA
USD
2203247.75000000
0.100866831096
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112CD3
5429000.00000000
PA
USD
5325397.42000000
0.243801888408
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.30000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAC5
1204834.47000000
PA
USD
1139402.68000000
0.052162966091
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900IGQ7EODCWHCM84
Wellfleet CLO Ltd.
94950NAS1
5000000.00000000
PA
USD
4986400.00000000
0.228282255855
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
7.94000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
2901000.00000000
PA
USD
2917200.98000000
0.133552306372
Long
DBT
CORP
NL
N
2
2034-09-11
Fixed
6.11000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAH8
2368000.00000000
PA
USD
2252980.58000000
0.103143648564
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.80000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
25714PEF1
782000.00000000
PA
USD
684249.70000000
0.031325618699
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAD9
4479000.00000000
PA
USD
4846092.97000000
0.221858863162
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HS9
33249000.00000000
PA
USD
33107714.69000000
1.515703472573
Long
STIV
UST
US
N
2
2024-05-30
None
0.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020653
65277000.00000000
PA
USD
49293354.72000000
2.256697861010
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
33027300.00000000
PA
USD
29838101.34000000
1.366017384150
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.38000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40434PGP5
5956000.00000000
PA
USD
5879425.67000000
0.269165842106
Long
STIV
CORP
US
N
2
2024-07-23
None
0.00000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA Trust
55283QAA2
3146413.94000000
PA
USD
2737432.99000000
0.125322352440
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.13000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
1593000.00000000
PA
USD
1110238.64000000
0.050827807892
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
054989AB4
4725000.00000000
PA
USD
4857725.77000000
0.222391424093
Long
DBT
CORP
US
N
2
2033-08-02
Fixed
6.42000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DL6
3222000.00000000
PA
USD
3241831.70000000
0.148414217386
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.53000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
5125000.00000000
PA
USD
4987221.40000000
0.228319860348
Long
DBT
CORP
NL
N
2
2027-04-21
Fixed
4.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GMA4
3481000.00000000
PA
USD
3384412.45000000
0.154941703198
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.47000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
1290000.00000000
PA
USD
1217319.34000000
0.055730066787
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKC4
18619000.00000000
PA
USD
18121523.59000000
0.829621026122
Long
DBT
UST
US
N
2
2031-02-28
Fixed
4.25000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust
46652BBG3
2675000.00000000
PA
USD
1821202.86000000
0.083376443376
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Fixed
3.27000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEC6
5560000.00000000
PA
USD
5388548.34000000
0.246692999125
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.34000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BU4
849000.00000000
PA
USD
804470.54000000
0.036829446021
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
6474000.00000000
PA
USD
5031561.79000000
0.230349806653
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94951MAL7
4000000.00000000
PA
USD
4000184.00000000
0.183132325396
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
7.21000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QA9
16982000.00000000
PA
USD
14784953.75000000
0.676869604276
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826935AC2
2023059.87000000
PA
USD
2004237.12000000
0.091755930334
Long
ABS-O
CORP
US
N
2
2043-01-20
Fixed
5.94000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HH3
15048000.00000000
PA
USD
15045796.52000000
0.688811240719
Long
STIV
UST
US
N
2
2024-05-02
None
0.00000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings, Inc.
90473LAA0
678000.00000000
PA
USD
408471.33000000
0.018700215920
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AD9
617000.00000000
PA
USD
302272.96000000
0.013838350953
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652MAA8
241891.30000000
PA
USD
240366.95000000
0.011004233430
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
4080000.00000000
PA
USD
4183595.04000000
0.191529061710
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
3682000.00000000
PA
USD
3429529.31000000
0.157007197057
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
5.12000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PAP0
2171000.00000000
PA
USD
2035450.49000000
0.093184908859
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AZ9
3681000.00000000
PA
USD
3174585.91000000
0.145335639527
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826525AB3
602925.80000000
PA
USD
579084.73000000
0.026511063792
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
8466000.00000000
PA
USD
8621663.07000000
0.394708145123
Long
DBT
CORP
GB
N
2
2026-11-02
Fixed
7.33000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBV8
10755000.00000000
PA
USD
11656171.77000000
0.533630913342
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.25000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AF6
1980000.00000000
PA
USD
1992396.82000000
0.091213869851
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAQ5
1908000.00000000
PA
USD
1997245.00000000
0.091435824261
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EBA5
2004000.00000000
PA
USD
1841501.25000000
0.084305723469
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAA1
2654000.00000000
PA
USD
2484190.23000000
0.113728651868
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RU4
5220000.00000000
PA
USD
3773285.14000000
0.172744674262
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.88000000
N
N
N
N
N
N
Hin Timeshare Trust
N/A
HINNT LLC
40472QAC1
2943139.10000000
PA
USD
2917441.38000000
0.133563312119
Long
ABS-O
CORP
US
N
2
2043-03-15
Fixed
6.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TV0
16552000.00000000
PA
USD
16448550.00000000
0.753030663313
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829GAA7
264358.37000000
PA
USD
243166.95000000
0.011132420161
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAW2
2090000.00000000
PA
USD
1834035.17000000
0.083963919044
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
4889000.00000000
PA
USD
4743153.80000000
0.217146207550
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.88000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17324VAH7
193051.28000000
PA
USD
175133.01000000
0.008017760026
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
9253000.00000000
PA
USD
8076134.06000000
0.369733294923
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.88000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
1857000.00000000
PA
USD
1708321.02000000
0.078208602633
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
9031000.00000000
PA
USD
5251738.19000000
0.240429697010
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173UAA5
1376570.03000000
PA
USD
1312368.87000000
0.060081526984
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co.
832696AY4
2984000.00000000
PA
USD
3106486.93000000
0.142218001797
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
6.50000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAB2
2107673.77000000
PA
USD
1919557.56000000
0.087879217479
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
1.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJJ1
12159000.00000000
PA
USD
11976615.00000000
0.548301116979
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
11931000.00000000
PA
USD
7643296.88000000
0.349917586622
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55389TAC5
2141599.80000000
PA
USD
1966921.28000000
0.090047574780
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.94000000
N
N
N
N
N
N
INVEST ENERGY RES LTD
254900A71Y7WHN7L5K89
Investment Energy Resources Ltd.
46143NAB6
1200000.00000000
PA
USD
1149000.00000000
0.052602340762
Long
DBT
CORP
BM
N
2
2029-04-26
Fixed
6.25000000
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust
39152TAJ9
3920373.53000000
PA
USD
3915473.06000000
0.179254175933
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.27000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
4037000.00000000
PA
USD
3719147.41000000
0.170266196176
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BM4
3314000.00000000
PA
USD
3251918.34000000
0.148875993604
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.70000000
N
N
N
N
N
N
COPT DEFENSE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAN6
954000.00000000
PA
USD
794158.79000000
0.036357364047
Long
DBT
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
5704687.50000000
NS
USD
5704687.50000000
0.261166158240
Long
STIV
RF
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
1499000.00000000
PA
USD
1183448.79000000
0.054179439970
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
22589200.00000000
PA
USD
21681220.10000000
0.992587404563
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ADF9
5490000.00000000
PA
USD
5286834.15000000
0.242036424292
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.15000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers Issuer LLC
92212KAB2
5085000.00000000
PA
USD
4752354.05000000
0.217567403969
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
45098000.00000000
PA
USD
33347856.81000000
1.526697413067
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAG0
2236000.00000000
PA
USD
2261040.96000000
0.103512660622
Long
DBT
CORP
US
N
2
2032-04-23
Fixed
6.88000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
MetLife Securitization Trust
59166EAB1
330595.54000000
PA
USD
318037.57000000
0.014560070176
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBA8
2716000.00000000
PA
USD
2664220.27000000
0.121970602705
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
CLOVERIE PLC ZURICH INS
5493002N598MXOKUEF55
Cloverie PLC for Zurich Insurance Co. Ltd.
000000000
7890000.00000000
PA
USD
7794846.60000000
0.356855680629
Long
DBT
CORP
IE
N
2
2046-06-24
Fixed
5.63000000
N
N
N
N
N
N
Hin Timeshare Trust
N/A
HINNT LLC
40472QAA5
2297799.64000000
PA
USD
2275439.75000000
0.104171851273
Long
ABS-O
CORP
US
N
2
2043-03-15
Fixed
5.49000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAE0
2550000.00000000
PA
USD
2198836.44000000
0.100664877021
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.20000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
1789000.00000000
PA
USD
1780853.25000000
0.081529198872
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYN8
6934000.00000000
PA
USD
5614373.54000000
0.257031497056
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKUQ1
7418438.82000000
PA
USD
7040461.80000000
0.322319208640
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp.
863667AY7
2850000.00000000
PA
USD
2347797.37000000
0.107484453696
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
Sound Point CLO LTD
549300ZK5CJ7PM7YBH85
Sound Point CLO XVI Ltd.
83610KAJ2
2261159.50000000
PA
USD
2262290.08000000
0.103569846554
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
6.57000000
N
N
N
N
N
N
DOC DR LLC
549300P6Q1UMT0X60U20
DOC DR LLC
71951QAC6
2583000.00000000
PA
USD
2079273.83000000
0.095191184111
Long
DBT
US
N
2
2031-11-01
Fixed
2.63000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
1483000.00000000
PA
USD
1330958.85000000
0.060932594402
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp., Interest Only STRIPS
31282YDS5
319307.70000000
PA
USD
47014.76000000
0.002152381572
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bonds
91822Q2E6
3049000.00000000
PA
USD
2425174.60000000
0.111026858761
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DA5
2366000.00000000
PA
USD
1619059.12000000
0.074122105782
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEX6
3685000.00000000
PA
USD
3358166.77000000
0.153740150367
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
350000.00000000
PA
USD
347326.60000000
0.015900950538
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FS1
2915000.00000000
PA
USD
2896625.93000000
0.132610360514
Long
STIV
UST
US
N
2
2024-06-13
None
0.00000000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust
45660NK46
1271174.58000000
PA
USD
1181325.16000000
0.054082218117
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.50000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
2367000.00000000
PA
USD
2203032.70000000
0.100856985897
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bonds
221625AU0
5813000.00000000
PA
USD
5551415.00000000
0.254149193684
Long
DBT
NUSS
CI
N
2
2037-01-30
Fixed
8.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829JAA1
995357.45000000
PA
USD
926522.51000000
0.042417104260
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
4.00000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AV7
2876000.00000000
PA
USD
2832745.19000000
0.129685837926
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.10000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd.
55609NAD0
787000.00000000
PA
USD
787679.18000000
0.036060721181
Long
DBT
CORP
GB
N
2
2031-03-26
Fixed
6.50000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC/HAT Holdings II LLC
418751AE3
3170000.00000000
PA
USD
2953756.23000000
0.135225841374
Long
DBT
US
N
2
2026-06-15
Fixed
3.38000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAQ7
3800000.00000000
PA
USD
3656410.20000000
0.167394025506
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
4.55000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
1398000.00000000
PA
USD
1385705.86000000
0.063438965921
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.90000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BS3
4278000.00000000
PA
USD
4269492.26000000
0.195461520228
Long
DBT
CORP
US
N
2
2034-08-18
Fixed
5.94000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP/GLP Financing II, Inc.
361841AP4
2906000.00000000
PA
USD
2603491.21000000
0.119190367102
Long
DBT
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJR3
9412000.00000000
PA
USD
9019343.13000000
0.412914326176
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172BL2
4680000.00000000
PA
USD
3711436.00000000
0.169913160304
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.25000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AE0
5899000.00000000
PA
USD
5981178.38000000
0.273824180422
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
ILPT Commercial Mortgage Trust
N/A
ILPT Trust
44965LAL8
1930000.00000000
PA
USD
1745905.21000000
0.079929243511
Long
ABS-MBS
CORP
US
N
2
2041-02-11
Variable
4.44000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co.
61945CAG8
1703000.00000000
PA
USD
1624886.47000000
0.074388887550
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82650BAA4
2128566.32000000
PA
USD
2118023.32000000
0.096965173560
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
5.80000000
N
N
N
N
N
N
COPT DEFENSE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAL0
2132000.00000000
PA
USD
1998664.29000000
0.091500800741
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
First National Master Note Trust
N/A
First National Master Note Trust
32113CBV1
14450000.00000000
PA
USD
14284059.09000000
0.653938158156
Long
ABS-O
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA
05533UAG3
4265000.00000000
PA
USD
3933953.26000000
0.180100217515
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.88000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
4042000.00000000
PA
USD
3389465.02000000
0.155173014781
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
610540.68000000
PA
USD
604736.09000000
0.027685408074
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
3417000.00000000
PA
USD
3097532.51000000
0.141808059715
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
1975000.00000000
PA
USD
1857981.25000000
0.085060193944
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
800000.00000000
PA
USD
779016.89000000
0.035664153096
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LMIQVUH9BFZJ05
OBX Trust
67118XAA3
4310000.00000000
PA
USD
4310851.66000000
0.197354993903
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.45000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176VAK8
685984.70000000
PA
USD
663493.80000000
0.030375393351
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AK3
520000.00000000
PA
USD
226850.00000000
0.010385414274
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
71708EH16
1200000.00000000
PA
USD
1183421.20000000
0.054178176873
Long
STIV
CORP
US
N
2
2024-08-01
None
0.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHY3
6610000.00000000
PA
USD
6497214.23000000
0.297448804989
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
5.36000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp.
55261FAT1
2210000.00000000
PA
USD
2159437.85000000
0.098861171140
Long
DBT
CORP
US
N
2
2032-03-13
Fixed
6.08000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAA5
2695879.08000000
PA
USD
2088368.66000000
0.095607554300
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
2690000.00000000
PA
USD
2349301.52000000
0.107553315151
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
CORE 2019-CORE MORTGAGE TRUST
N/A
CORE Mortgage Trust
21871FAJ7
2295200.00000000
PA
USD
2180440.00000000
0.099822670053
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
6.67000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 80 CLO Ltd.
26245JAQ1
3500000.00000000
PA
USD
3503489.50000000
0.160393166698
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
6.57000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust
05548WAJ6
850000.00000000
PA
USD
646547.74000000
0.029599586195
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
7.96000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates
126671RV0
6715.32000000
PA
USD
5839.10000000
0.000267319693
Long
ABS-O
CORP
US
N
2
2032-05-25
Variable
4.93000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558JJ32
11000000.00000000
PA
USD
10795488.00000000
0.494227970819
Long
STIV
CORP
SE
N
2
2024-09-03
None
0.00000000
N
N
N
N
N
N
Venture CDO Ltd
549300EM6DS6KQH1HN07
Venture 38 CLO Ltd.
92332NAS4
5600000.00000000
PA
USD
5612437.60000000
0.256942867835
Long
ABS-CBDO
CORP
KY
N
2
2032-07-30
Floating
6.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83371GAA9
4190000.00000000
PA
USD
4389661.88000000
0.200963002648
Long
DBT
CORP
FR
N
2
2028-11-14
Fixed
10.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BG7
4251000.00000000
PA
USD
4313700.80000000
0.197485430311
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust
46591PAA0
5000000.00000000
PA
USD
4879989.00000000
0.223410656479
Long
ABS-MBS
CORP
US
N
2
2037-01-10
Fixed
3.29000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
1886000.00000000
PA
USD
1842269.71000000
0.084340904318
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.13000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAB9
2172000.00000000
PA
USD
1833217.02000000
0.083926463339
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
2676000.00000000
PA
USD
2396070.33000000
0.109694436892
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
4725000.00000000
PA
USD
4652422.11000000
0.212992422280
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AU1
652000.00000000
PA
USD
565567.76000000
0.025892243721
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CR5
6168000.00000000
PA
USD
5333795.89000000
0.244186378557
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AS8
1712000.00000000
PA
USD
1627961.02000000
0.074529643448
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.38000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAT9
3001000.00000000
PA
USD
2891828.00000000
0.132390706598
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EL8
1790000.00000000
PA
USD
1713424.07000000
0.078442225239
Long
DBT
CORP
US
N
2
2064-02-22
Fixed
5.65000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp. Trust
36255MAG2
1616506.18000000
PA
USD
1578730.37000000
0.072275816270
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Fixed
3.77000000
N
N
N
N
N
N
280 Park Avenue Mortgage Trust
N/A
280 Park Avenue Mortgage Trust
90205FAN0
4630000.00000000
PA
USD
4167577.82000000
0.190795777755
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
7.74000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLS6
10451000.00000000
PA
USD
10508545.82000000
0.481091477929
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.82000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBW4
1387000.00000000
PA
USD
1366058.16000000
0.062539475050
Long
DBT
CORP
US
N
2
2027-12-08
Fixed
5.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
3754000.00000000
PA
USD
3018614.30000000
0.138195107083
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
Pikes Peak CLO
2549002NRPBIF0UZPU88
Pikes Peak CLO 4
72132WAJ8
4395000.00000000
PA
USD
4383775.17000000
0.200693503322
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.79000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8M7
4313000.00000000
PA
USD
4233423.25000000
0.193810245768
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
3036000.00000000
PA
USD
2969763.80000000
0.135958683543
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.63000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAP7
2187000.00000000
PA
USD
2144994.73000000
0.098199951019
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AJ0
4057000.00000000
PA
USD
3639466.95000000
0.166618346994
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400DAB7
395829.12000000
PA
USD
372927.63000000
0.017072990664
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.44000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2019-1
549300R73PIC25YY4X12
Toyota Auto Loan Extended Note Trust
89231XAA9
4500000.00000000
PA
USD
4491015.30000000
0.205603061078
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
20594400.00000000
PA
USD
19326557.25000000
0.884788642495
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.88000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International, Inc.
80874YBE9
796000.00000000
PA
USD
802794.66000000
0.036752722600
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
950000.00000000
PA
USD
944512.61000000
0.043240708586
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BH5
2942000.00000000
PA
USD
2318684.76000000
0.106151650013
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TX6
3423000.00000000
PA
USD
3130975.31000000
0.143339103720
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBC3
210000.00000000
PA
USD
209051.17000000
0.009570566476
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
4530000.00000000
PA
USD
4439383.78000000
0.203239319730
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust
05548WAE7
7065000.00000000
PA
USD
6358501.41000000
0.291098396785
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.64000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
1997000.00000000
PA
USD
1997017.97000000
0.091425430606
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Korea Development Bank/New York NY
549300ML2LNRZUCS7149
Korea Development Bank
5006E0G83
6700000.00000000
PA
USD
6630911.81000000
0.303569610613
Long
STIV
CORP
US
N
2
2024-07-08
None
0.00000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
6391000.00000000
PA
USD
5071960.49000000
0.232199298545
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PBH7
282000.00000000
PA
USD
240320.20000000
0.011002093170
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAL9
4413000.00000000
PA
USD
4309733.15000000
0.197303787424
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAF7
3357000.00000000
PA
USD
3270402.59000000
0.149722220599
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAH6
2151000.00000000
PA
USD
2182569.02000000
0.099920138666
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.86000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
3400000.00000000
PA
USD
1462000.00000000
0.066931786070
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
2454000.00000000
PA
USD
1556976.37000000
0.071279896930
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900RDM4XSF0B1E373
OBX Trust
67448NAA6
2200000.00000000
PA
USD
2180200.66000000
0.099811712835
Long
ABS-MBS
CORP
US
N
2
2064-12-01
Variable
5.99000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDB3
2510000.00000000
PA
USD
2431878.76000000
0.111333781746
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese U.S. Holdings LLC
15089QAY0
2698000.00000000
PA
USD
2785193.02000000
0.127508853200
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds, Principal Only STRIPS
912803GK3
66326000.00000000
PA
USD
17725047.79000000
0.811469977266
Long
DBT
UST
US
N
2
2052-08-15
None
0.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
3428000.00000000
PA
USD
3425961.71000000
0.156843868849
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAT5
4470000.00000000
PA
USD
4215413.61000000
0.192985746882
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JG3
2417000.00000000
PA
USD
1959957.77000000
0.089728778500
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
2878000.00000000
PA
USD
2706580.56000000
0.123909898100
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
41669000.00000000
PA
USD
32947808.31000000
1.508382802520
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
123919AA0
3162802.93000000
PA
USD
3116208.20000000
0.142663051020
Long
ABS-O
CORP
US
N
2
2038-11-15
Fixed
5.77000000
N
N
N
N
N
N
CONSTELLATION INSURC INC
549300K609B872PZT291
Constellation Insurance, Inc.
67740QAH9
8154000.00000000
PA
USD
7760583.77000000
0.355287094851
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
6.80000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
5753000.00000000
PA
USD
5726508.30000000
0.262165135748
Long
DBT
CORP
NL
N
2
2024-07-15
Fixed
3.63000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89177BAA3
5851978.55000000
PA
USD
5480403.66000000
0.250898225272
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAE1
5152000.00000000
PA
USD
4928934.89000000
0.225651447066
Long
DBT
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
656355.39000000
PA
USD
637565.84000000
0.029188386052
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
448024.80000000
PA
USD
415003.27000000
0.018999254504
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
19454000.00000000
PA
USD
16306403.50000000
0.746523057889
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust
59020U5U5
685690.85000000
PA
USD
406635.59000000
0.018616173952
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.71000000
N
N
N
N
N
N
MX REMIT FUND FIDUC EST
54930007WQ6S3GFCM563
Mexico Remittances Funding Fiduciary Estate Management SARL
593035AA6
4573500.00000000
PA
USD
4125714.56000000
0.188879236878
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12661GAA7
3218943.10000000
PA
USD
2718229.42000000
0.124443194274
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237TAA9
2710835.45000000
PA
USD
2479862.78000000
0.113530536986
Long
ABS-O
CORP
US
N
2
2049-07-20
Fixed
4.95000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
236000.00000000
PA
USD
220641.52000000
0.010101184004
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BD9
4012000.00000000
PA
USD
4000004.48000000
0.183124106795
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.45000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
7014000.00000000
PA
USD
7431480.29000000
0.340220416521
Long
DBT
CORP
FR
N
2
2027-11-17
Fixed
9.25000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338LAE3
3564000.00000000
PA
USD
3479151.64000000
0.159278955727
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust
12667GCH4
603927.24000000
PA
USD
545837.77000000
0.024988985533
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKTV2
6248819.66000000
PA
USD
5927315.26000000
0.271358274249
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253AH78
500000.00000000
PA
USD
492726.25000000
0.022557488342
Long
STIV
CORP
AU
N
2
2024-08-07
None
0.00000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAE1
1946000.00000000
PA
USD
1875934.17000000
0.085882096134
Long
DBT
CORP
US
N
2
2034-04-10
Fixed
5.88000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAC6
2869000.00000000
PA
USD
2893181.34000000
0.132452663824
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJW2
10381000.00000000
PA
USD
10054566.24000000
0.460307849934
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SD1
5566000.00000000
PA
USD
4063180.00000000
0.186016343723
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400WAA7
3592352.69000000
PA
USD
3633846.88000000
0.166361054708
Long
ABS-O
CORP
US
N
2
2040-11-20
Fixed
6.18000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAR6
2800000.00000000
PA
USD
2363696.16000000
0.108212315811
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
6998000.00000000
PA
USD
6841501.63000000
0.313210617987
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
4081000.00000000
PA
USD
4052056.94000000
0.185507119187
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKP38
7708860.71000000
PA
USD
7487143.47000000
0.342768731197
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.50000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy, Inc.
516806AH9
2937000.00000000
PA
USD
2955025.19000000
0.135283935601
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust
05492PAG3
3970000.00000000
PA
USD
3059220.86000000
0.140054115008
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.84000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP/Antero Midstream Finance Corp.
03690EAA6
2739000.00000000
PA
USD
2788863.50000000
0.127676891354
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.88000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
6294000.00000000
PA
USD
6051665.33000000
0.277051141747
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEH5
1824000.00000000
PA
USD
1826766.61000000
0.083631157278
Long
DBT
CORP
US
N
2
2035-04-22
Fixed
5.77000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFL4
2015000.00000000
PA
USD
1961095.26000000
0.089780853902
Long
DBT
CORP
US
N
2
2035-01-18
Fixed
5.47000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
6734000.00000000
PA
USD
5497942.72000000
0.251701180547
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
29138000.00000000
PA
USD
20286194.37000000
0.928721765902
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284BAC6
277497.16000000
PA
USD
270729.86000000
0.012394277067
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
4.00000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAD9
2309000.00000000
PA
USD
2352293.75000000
0.107690302359
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
680000.00000000
PA
USD
613553.66000000
0.028089085029
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust
3622NAAC4
141337.43000000
PA
USD
64947.01000000
0.002973337468
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.56000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC/Ashton Woods Finance Co.
045086AP0
1186000.00000000
PA
USD
1059840.91000000
0.048520550654
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.63000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BS2
6317000.00000000
PA
USD
4624659.34000000
0.211721415589
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd.
92676XAD9
5420000.00000000
PA
USD
5254994.88000000
0.240578791455
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAP5
1161000.00000000
PA
USD
1150071.97000000
0.052651416594
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.38000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DJ5
3272000.00000000
PA
USD
3155786.22000000
0.144474971381
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830HAA2
2583009.78000000
PA
USD
2424556.08000000
0.110998542312
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
124156.79000000
PA
USD
119115.94000000
0.005453243921
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AZ9
3240000.00000000
PA
USD
3245829.86000000
0.148597257051
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
5.90000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36169HAA1
2914936.70000000
PA
USD
2886979.83000000
0.132168752647
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
6.01000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
05608TAA9
756010.67000000
PA
USD
684293.76000000
0.031327635809
Long
ABS-O
CORP
US
N
2
2036-02-28
Fixed
1.55000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FAWS3
5857000.00000000
PA
USD
5510203.52000000
0.252262491931
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Fixed
3.19000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286NAG1
4199102.72000000
PA
USD
4117454.95000000
0.188501103876
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAS1
3329000.00000000
PA
USD
3230550.45000000
0.147897750757
Long
DBT
CORP
US
N
2
2035-01-24
Fixed
5.71000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
2500000.00000000
PA
USD
2086405.00000000
0.095517656029
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
2999000.00000000
PA
USD
2951511.55000000
0.135123077734
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAC5
4963000.00000000
PA
USD
5335845.38000000
0.244280206208
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62848PAA8
4063922.39000000
PA
USD
3977818.44000000
0.182108408243
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJN2
22552000.00000000
PA
USD
22200505.88000000
1.016360814096
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TZ1
13495000.00000000
PA
USD
12801272.66000000
0.586054749045
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513CE3
7172000.00000000
PA
USD
7139478.64000000
0.326852296159
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
126694YQ5
1377099.72000000
PA
USD
1161697.09000000
0.053183625927
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.68000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust
45669JAC9
561697.34000000
PA
USD
389124.20000000
0.017814485437
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
3.35000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AM9
970000.00000000
PA
USD
412250.00000000
0.018873207118
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust
10569KAA5
9844429.01000000
PA
USD
9818658.26000000
0.449507752499
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.29000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
5353000.00000000
PA
USD
5138643.45000000
0.235252109497
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBA2
3400000.00000000
PA
USD
3358014.83000000
0.153733194406
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
287580.98000000
PA
USD
272846.45000000
0.012491176622
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TH1
2636000.00000000
PA
USD
2115492.96000000
0.096849331211
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
5475000.00000000
PA
USD
4706914.82000000
0.215487151698
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AG3
3008000.00000000
PA
USD
2672807.13000000
0.122363717532
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
2584000.00000000
PA
USD
826802.69000000
0.037851833631
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD
5493009A4SIPWYPZDB35
Anchorage Capital CLO 9 Ltd.
03328WAS7
5200000.00000000
PA
USD
5205200.00000000
0.238299133277
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
6.73000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AN2
2673000.00000000
PA
USD
2451495.25000000
0.112231843792
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
6174000.00000000
PA
USD
6142178.77000000
0.281194935320
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBP2
2751000.00000000
PA
USD
2695925.78000000
0.123422111879
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.45000000
N
N
N
N
N
N
ExteNet Systems
N/A
ExteNet LLC
30227XAA9
2765000.00000000
PA
USD
2742417.14000000
0.125550531689
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
3.20000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu, Inc.
056752AM0
2436000.00000000
PA
USD
2434405.54000000
0.111449460199
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
5224000.00000000
PA
USD
4749986.78000000
0.217459028040
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
1205000.00000000
PA
USD
1424431.13000000
0.065211846555
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.02000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp.
422806AB5
5374000.00000000
PA
USD
5277206.90000000
0.241595679397
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAE3
5673000.00000000
PA
USD
5375757.04000000
0.246107400934
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3F8
5925000.00000000
PA
USD
5774895.58000000
0.264380352625
Long
DBT
CORP
US
N
2
2034-07-25
Fixed
5.56000000
N
N
N
N
N
N
Diamond Infrastructure Funding LLC
N/A
Diamond Infrastructure Funding LLC
25265LAA8
3375000.00000000
PA
USD
2998309.16000000
0.137265517967
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDH2
2440000.00000000
PA
USD
2408875.85000000
0.110280686088
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.88000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AH3
1789000.00000000
PA
USD
1686898.76000000
0.077227870674
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.75000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBM6
3721000.00000000
PA
USD
3418407.09000000
0.156498010977
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
3714000.00000000
PA
USD
3545999.51000000
0.162339316421
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
Octagon Investment Partners 54 Ltd
N/A
Octagon 54 Ltd.
67577FAA6
2750000.00000000
PA
USD
2752717.00000000
0.126022069326
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.71000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
3383000.00000000
PA
USD
3667553.47000000
0.167904175276
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286MAC2
246800.98000000
PA
USD
246499.04000000
0.011284966492
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
2.98000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12657GAA3
3535745.53000000
PA
USD
3035977.09000000
0.138989992545
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Variable
2.00000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
2482000.00000000
PA
USD
2295586.24000000
0.105094177237
Long
DBT
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
Store Master Funding I LLC
86213CAB1
1026625.00000000
PA
USD
988541.63000000
0.045256400068
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
4.17000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80285RAG3
210158.31000000
PA
USD
209206.50000000
0.009577677635
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAR3
2201000.00000000
PA
USD
2195391.83000000
0.100507179415
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
20254300.00000000
PA
USD
18517651.96000000
0.847756169293
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust
03066EAG9
2750000.00000000
PA
USD
2694607.58000000
0.123361763397
Long
ABS-O
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp.
126650CY4
2875000.00000000
PA
USD
2530009.52000000
0.115826303658
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAH9
1467000.00000000
PA
USD
1434892.65000000
0.065690785145
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.50000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust
96043PAJ0
3525000.00000000
PA
USD
3527044.15000000
0.161471521551
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
5.99000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283YAB9
1350000.00000000
PA
USD
1353634.47000000
0.061970706404
Long
ABS-O
CORP
US
N
2
2039-09-15
Fixed
5.99000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55389TAA9
2692502.03000000
PA
USD
2490611.23000000
0.114022611511
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.14000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829KBV1
4581549.49000000
PA
USD
4251118.06000000
0.194620331430
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAD8
1262307.40000000
PA
USD
1146006.10000000
0.052465277100
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
3.58000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAN7
859000.00000000
PA
USD
804455.30000000
0.036828748319
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
2509000.00000000
PA
USD
2381865.53000000
0.109044127292
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89170VAA6
3762817.40000000
PA
USD
3424156.68000000
0.156761232815
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
3.75000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC
76174LAA1
6696000.00000000
PA
USD
6213691.14000000
0.284468841373
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
2654000.00000000
PA
USD
2455746.73000000
0.112426480694
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co.
186108CK0
5492000.00000000
PA
USD
5056081.67000000
0.231472350676
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CBC7
2041000.00000000
PA
USD
2084744.55000000
0.095441639009
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.90000000
N
N
N
N
N
N
INRETAIL CONSUMER
254900BI1YXHZ31NSP51
InRetail Consumer
45790TAB1
3042000.00000000
PA
USD
2711577.05000000
0.124138642286
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp.
032095AQ4
4376000.00000000
PA
USD
4318558.79000000
0.197707833832
Long
DBT
CORP
US
N
2
2034-04-05
Fixed
5.25000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62847RAB3
3984754.64000000
PA
USD
3935906.33000000
0.180189630965
Long
ABS-O
CORP
US
N
2
2043-02-20
Fixed
5.51000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust
05492PAE8
5000000.00000000
PA
USD
4279069.50000000
0.195899975617
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
3.47000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493004RXURZCE1LR038
Anchorage Capital CLO 25 Ltd.
03329WAG2
4400000.00000000
PA
USD
4372913.60000000
0.200196250053
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
7.67000000
N
N
N
N
N
N
CRH America Inc
549300RN11MJ182CNF63
CRH America, Inc.
12626PAM5
1000000.00000000
PA
USD
979328.97000000
0.044834635507
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
3.88000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BW4
915000.00000000
PA
USD
896208.01000000
0.041029276880
Long
DBT
CORP
US
N
2
2035-01-22
Fixed
5.68000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios V Issuer LLC
86746EAA5
2188128.36000000
PA
USD
1771851.16000000
0.081117074411
Long
ABS-O
CORP
US
N
2
2048-02-20
Fixed
1.80000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AU6
1462000.00000000
PA
USD
1537168.96000000
0.070373094380
Long
DBT
US
N
2
2034-02-01
Fixed
7.65000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAG6
2614000.00000000
PA
USD
2608438.66000000
0.119416866188
Long
DBT
CORP
US
N
2
2034-05-06
Fixed
6.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AS2
1168000.00000000
PA
USD
1136571.47000000
0.052033350535
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.80000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826943AA0
3142499.60000000
PA
USD
3085527.65000000
0.141258465515
Long
ABS-O
CORP
US
N
2
2040-01-20
Fixed
5.20000000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Pass-Through Trust
02377LAA2
1661522.60000000
PA
USD
1463344.82000000
0.066993353241
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp.
482480AL4
3491000.00000000
PA
USD
3336044.01000000
0.152727348835
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.65000000
N
N
N
N
N
N
HOLCIM FINANCE US LLC
529900FB2F1WKLFNGY62
Holcim Finance U.S. LLC
50587KAB7
1003000.00000000
PA
USD
840479.50000000
0.038477971334
Long
DBT
CORP
US
N
2
2046-09-22
Fixed
4.75000000
N
N
N
N
N
N
Battalion CLO LTD
549300QOOT46OWR6Z544
Battalion CLO XVI Ltd.
07133MAH9
3100000.00000000
PA
USD
3100830.80000000
0.141959058649
Long
ABS-CBDO
CORP
KY
N
2
2032-12-19
Floating
7.84000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBD4
3527000.00000000
PA
USD
2827543.77000000
0.129447711845
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
04635PGG8
2000000.00000000
PA
USD
1976343.88000000
0.090478950599
Long
STIV
CORP
GB
N
2
2024-07-16
None
0.00000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AQ6
1493000.00000000
PA
USD
1429619.25000000
0.065449363750
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
5337000.00000000
PA
USD
4649288.06000000
0.212848942414
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
950976.00000000
PA
USD
520854.99000000
0.023845249496
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
3.50000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAF0
739000.00000000
PA
USD
727989.94000000
0.033328089552
Long
DBT
CORP
US
N
2
2052-12-06
Fixed
5.75000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
1959000.00000000
PA
USD
1821651.98000000
0.083397004527
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
2914000.00000000
PA
USD
2759513.01000000
0.126333197293
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXI LLC
466159AA8
221101.70000000
PA
USD
220879.98000000
0.010112100936
Long
ABS-O
CORP
US
N
2
2048-01-15
Fixed
4.07000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94950TAG4
2500000.00000000
PA
USD
2499960.00000000
0.114450607321
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
8.18000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAL1
2914000.00000000
PA
USD
2834167.09000000
0.129750933895
Long
DBT
CORP
GB
N
2
2034-03-26
Fixed
5.30000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDY7
2631000.00000000
PA
USD
2546519.41000000
0.116582142526
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.13000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings, Inc.
74168LAA4
6397000.00000000
PA
USD
5839470.74000000
0.267336666438
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.38000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAD8
1392000.00000000
PA
USD
1122120.43000000
0.051371767828
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119AJ8
3036000.00000000
PA
USD
3307980.55000000
0.151442576263
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.50000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US, Inc.
85855CAE0
2792000.00000000
PA
USD
2919365.29000000
0.133651390595
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
6.38000000
N
N
N
N
N
N
Spin Holdco Inc
549300QAS44U2GUXGK45
Spin Holdco, Inc.
84850XAK8
3186786.54000000
PA
USD
2809949.03000000
0.128642207485
Long
LON
CORP
US
N
2
2028-03-04
Floating
9.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHX2
6359000.00000000
PA
USD
6259392.24000000
0.286561082309
Long
DBT
UST
US
N
2
2028-08-31
Fixed
4.38000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89179JAA4
9474374.70000000
PA
USD
8217601.74000000
0.376209823304
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
489000.00000000
PA
USD
455214.64000000
0.020840170246
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864AJ6
1839000.00000000
PA
USD
1604156.02000000
0.073439827328
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828GAD2
3199665.87000000
PA
USD
2910263.45000000
0.133234699482
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80285VAE9
5724082.41000000
PA
USD
5655717.40000000
0.258924259295
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.26000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826944AA8
4688249.32000000
PA
USD
4694283.57000000
0.214908880752
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
6.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JS7
11133000.00000000
PA
USD
11006181.21000000
0.503873711488
Long
STIV
UST
US
N
2
2024-07-18
None
0.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830WAD3
3915528.96000000
PA
USD
3523459.21000000
0.161307399501
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
4082000.00000000
PA
USD
3730251.81000000
0.170774566439
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504AL6
2138000.00000000
PA
USD
2142155.65000000
0.098069975167
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAZ1
2183000.00000000
PA
USD
1944087.90000000
0.089002240372
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QB7
13003000.00000000
PA
USD
12297485.70000000
0.562990890610
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAD3
835053.91000000
PA
USD
787055.68000000
0.036032176743
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
3.17000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJP5
3699000.00000000
PA
USD
3051586.85000000
0.139704622584
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65000000
N
N
N
N
N
N
AXIAN TELECOM
984500C6FIA50FZSE337
Axian Telecom
05466AAA1
682000.00000000
PA
USD
659288.27000000
0.030182860086
Long
DBT
CORP
MU
N
2
2027-02-16
Fixed
7.38000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
3250000.00000000
PA
USD
2890976.08000000
0.132351704870
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
1760000.00000000
PA
USD
1215633.50000000
0.055652887388
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAL8
7902000.00000000
PA
USD
7699116.15000000
0.352473047250
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
1306917.83000000
PA
USD
1208722.04000000
0.055336474007
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
1444000.00000000
PA
USD
1211775.34000000
0.055476257060
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
COLT Funding LLC
2138001HZNOLT1K3WY73
COLT Mortgage Loan Trust
19688TAA3
6844427.86000000
PA
USD
6777227.21000000
0.310268072344
Long
ABS-MBS
CORP
US
N
2
2069-02-25
Variable
5.84000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX Trust
67118KAA1
9687045.17000000
PA
USD
9640910.62000000
0.441370292160
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.13000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286PAB7
3461526.59000000
PA
USD
3469457.29000000
0.158835138928
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
6.31000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG
62582PAA8
2400000.00000000
PA
USD
2379000.00000000
0.108912940534
Long
DBT
CORP
DE
N
2
2042-05-23
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFL0
10182000.00000000
PA
USD
9765174.38000000
0.447059208303
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.88000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052656
48591000.00000000
PA
USD
47152988.23000000
2.158709795333
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
5.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
3507000.00000000
PA
USD
3106670.34000000
0.142226398486
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
2869456.66000000
PA
USD
2614653.21000000
0.119701374349
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
3482000.00000000
PA
USD
3061652.96000000
0.140165458919
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDU0
4411000.00000000
PA
USD
4302480.75000000
0.196971765478
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.05000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
2687000.00000000
PA
USD
2548938.72000000
0.116692900898
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237JAA1
4945818.16000000
PA
USD
3957459.71000000
0.181176365725
Long
ABS-O
CORP
US
N
2
2049-01-20
Fixed
2.70000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493008M7D1YIDOH2C69
Anchorage Capital CLO 16 Ltd.
03330WAQ7
2700000.00000000
PA
USD
2699894.70000000
0.123603812908
Long
ABS-CBDO
CORP
KY
N
2
2035-01-19
Floating
7.99000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBZ7
2973000.00000000
PA
USD
2215743.84000000
0.101438914285
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
4875058.89000000
PA
USD
4123835.72000000
0.188793221750
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.43000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer LLC
23802WAA9
4727000.00000000
PA
USD
4310596.21000000
0.197343299153
Long
ABS-O
CORP
US
N
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AG0
6595000.00000000
PA
USD
5200355.94000000
0.238077367486
Long
DBT
CORP
VG
N
2
2030-09-28
Fixed
1.38000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB5 LP
12510HAM2
4093391.55000000
PA
USD
3625921.32000000
0.165998214840
Long
ABS-O
US
N
2
2051-08-15
Fixed
1.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QRW66
7365890.72000000
PA
USD
6986581.16000000
0.319852500384
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
435840.00000000
PA
USD
222278.40000000
0.010176121967
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
2.50000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
28032089.18000000
PA
USD
28032089.18000000
1.283336385837
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2024-05-01
24420800.00000000
USD
28592907.84000000
USD
UST
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP
013092AC5
4995000.00000000
PA
USD
4790232.47000000
0.219301514985
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Ltd./TAL International Container Corp.
89681LAA0
6622000.00000000
PA
USD
5244816.70000000
0.240112824446
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
210000.00000000
PA
USD
177155.06000000
0.008110331448
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust
00161AAA0
1685892.06000000
PA
USD
1696842.77000000
0.077683117152
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
7.97000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
598000.00000000
PA
USD
524675.39000000
0.024020151135
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7 LP
12510HAS9
3906666.67000000
PA
USD
3821866.61000000
0.174968781346
Long
ABS-O
US
N
2
2053-09-15
Fixed
5.75000000
N
N
N
N
N
N
ICG US CLO Ltd
25490053S2JSJU63Y978
ICG US CLO Ltd.
44928XAY0
6500000.00000000
PA
USD
6497991.50000000
0.297484389167
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.79000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KHC3
8300000.00000000
PA
USD
8167642.64000000
0.373922646975
Long
STIV
CORP
US
N
2
2024-08-12
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
119808.00000000
PA
USD
65126.19000000
0.002981540503
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652MAD2
245426.25000000
PA
USD
243009.81000000
0.011125226139
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
4.54000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
2519000.00000000
PA
USD
2153174.75000000
0.098574440313
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
999000.00000000
PA
USD
909306.38000000
0.041628933035
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
28622HAC5
4165000.00000000
PA
USD
3759644.50000000
0.172120192458
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.13000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
1122000.00000000
PA
USD
1111274.67000000
0.050875238356
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAF2
4119000.00000000
PA
USD
4230174.40000000
0.193661510246
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
432917AA0
2507413.07000000
PA
USD
2504361.30000000
0.114652103128
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
5.72000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AN3
2615000.00000000
PA
USD
2182603.21000000
0.099921703917
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
Veridian Auto Receivables Trust
N/A
Veridian Auto Receivables Trust
92347BAB0
1760471.97000000
PA
USD
1760983.92000000
0.080619561563
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.97000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190AM6
3779000.00000000
PA
USD
3817352.66000000
0.174762128312
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.85000000
N
N
N
N
N
N
Battalion CLO LTD
549300EOF4JL75TYXX49
Battalion CLO XXI Ltd.
07134WAA1
3680000.00000000
PA
USD
3680172.96000000
0.168481907838
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.77000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
12316000.00000000
PA
USD
8605323.94000000
0.393960123814
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
5298000.00000000
PA
USD
4290624.19000000
0.196428960596
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.63000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIII LLC
46616PAA1
974754.30000000
PA
USD
928346.05000000
0.042500587700
Long
ABS-O
CORP
US
N
2
2056-10-15
Fixed
4.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFR1
4335000.00000000
PA
USD
4336074.04000000
0.198509699062
Long
DBT
CORP
US
N
2
2035-04-19
Fixed
5.83000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFK6
10622000.00000000
PA
USD
10417676.16000000
0.476931376257
Long
DBT
CORP
US
N
2
2030-01-16
Fixed
5.17000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
5252000.00000000
PA
USD
4750349.97000000
0.217475655232
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91058TJS6
1400000.00000000
PA
USD
1368888.67000000
0.062669058559
Long
STIV
CORP
US
N
2
2024-09-26
None
0.00000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
4687000.00000000
PA
USD
4445444.21000000
0.203516772127
Long
DBT
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169DAA9
97149.33000000
PA
USD
95476.12000000
0.004370989903
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBM3
2109000.00000000
PA
USD
1895190.70000000
0.086763678860
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CX1
3648000.00000000
PA
USD
3189932.50000000
0.146038221387
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAD1
3678000.00000000
PA
USD
3197637.64000000
0.146390970212
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.63000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283YAC7
820000.00000000
PA
USD
824033.33000000
0.037725049629
Long
ABS-O
CORP
US
N
2
2039-09-15
Fixed
6.62000000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust
36260TAE5
1660000.00000000
PA
USD
614200.00000000
0.028118675105
Long
ABS-MBS
CORP
US
N
2
2034-09-06
Fixed
3.16000000
N
N
N
N
N
N
COLT Funding LLC
213800Z2Q6LED8DB8K38
COLT Mortgage Loan Trust
12665LAA2
3740969.60000000
PA
USD
3720000.72000000
0.170305261540
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.13000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co.
37959GAF4
917000.00000000
PA
USD
889063.70000000
0.040702203400
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc./SkyMiles IP Ltd.
830867AB3
2572000.00000000
PA
USD
2488911.90000000
0.113944814526
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAC0
1463000.00000000
PA
USD
1315209.96000000
0.060211594856
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126405AA7
11211509.01000000
PA
USD
9625352.92000000
0.440658045479
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HQ3
7453000.00000000
PA
USD
7444259.27000000
0.340805450690
Long
STIV
UST
US
N
2
2024-05-09
None
0.00000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo, Inc.
92940PAE4
3935000.00000000
PA
USD
3698629.51000000
0.169326866700
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
2142000.00000000
PA
USD
2028623.53000000
0.092872363971
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
BX Trust
N/A
BXP Trust
12433QAL8
1825000.00000000
PA
USD
1401773.38000000
0.064174552660
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
7.37000000
N
N
N
N
N
N
TCW CLO
N/A
TCW CLO Ltd.
87240UAR1
4783078.00000000
PA
USD
4784981.67000000
0.219061128239
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
6.56000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703TAD8
657000.00000000
PA
USD
660678.29000000
0.030246496557
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AS5
2186000.00000000
PA
USD
1998161.17000000
0.091477767417
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
3149000.00000000
PA
USD
2437720.51000000
0.111601222759
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International, Inc.
80874YBC3
699000.00000000
PA
USD
702160.88000000
0.032145609991
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAX1
4338000.00000000
PA
USD
4233770.87000000
0.193826160150
Long
DBT
CORP
GB
N
2
2035-01-05
Fixed
5.68000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAG2
4595000.00000000
PA
USD
4432583.98000000
0.202928018253
Long
DBT
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW LLC
55400EAA7
766730.04000000
PA
USD
716191.49000000
0.032787945002
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAH5
5247000.00000000
PA
USD
5184131.92000000
0.237334616025
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
La Fayette Asset Securitization LLC
549300WQLPP9XYITNS62
La Fayette Asset Securitization LLC
50286LG98
731000.00000000
PA
USD
723348.19000000
0.033115585709
Long
STIV
CORP
US
N
2
2024-07-09
None
0.00000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26208WAE4
8500000.00000000
PA
USD
8402706.45000000
0.384684097483
Long
ABS-O
CORP
US
N
2
2031-11-17
Fixed
5.43000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP/Targa Resources Partners Finance Corp.
87612BBU5
1777000.00000000
PA
USD
1561388.42000000
0.071481884883
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AE0
7052000.00000000
PA
USD
5532743.78000000
0.253294407020
Long
DBT
CORP
US
N
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAC5
4948000.00000000
PA
USD
4864409.68000000
0.222697420013
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AV1
2500000.00000000
PA
USD
2430469.68000000
0.111269272689
Long
DBT
CORP
CO
N
2
2036-01-19
Fixed
8.38000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAE3
3133000.00000000
PA
USD
3075208.18000000
0.140786030112
Long
DBT
CORP
US
N
2
2033-09-18
Fixed
5.45000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59981AAC0
3324031.61000000
PA
USD
3157360.01000000
0.144547021023
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKS76
7124685.17000000
PA
USD
6574633.40000000
0.300993130108
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
1987000.00000000
PA
USD
1624152.24000000
0.074355273784
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZW2
17183000.00000000
PA
USD
17057110.64000000
0.780891163017
Long
STIV
UST
US
N
2
2024-06-20
None
0.00000000
N
N
N
N
N
N
Venture CLO 43 Limited
549300OLN5VHTMLSN650
Venture 43 CLO Ltd.
92290CAB5
1100000.00000000
PA
USD
1100280.50000000
0.050371914530
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.83000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp.
670001AH9
236000.00000000
PA
USD
199850.94000000
0.009149370972
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
7840000.00000000
PA
USD
6886643.77000000
0.315277269189
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAD2
5923606.25000000
PA
USD
5747842.78000000
0.263141849053
Long
ABS-O
US
N
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
5845000.00000000
PA
USD
5207051.62000000
0.238383902247
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHL1
4255000.00000000
PA
USD
4266765.50000000
0.195336686496
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
5.90000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89181JAA0
7493248.34000000
PA
USD
6926901.89000000
0.317120325191
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
3372000.00000000
PA
USD
3155623.48000000
0.144467520985
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Welk Resorts LLC
N/A
Welk Resorts LLC
94946DAA9
395085.67000000
PA
USD
374681.75000000
0.017153295988
Long
ABS-O
CORP
US
N
2
2038-06-15
Fixed
2.80000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust
10569LAA3
1434782.01000000
PA
USD
1427217.84000000
0.065339424857
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.19000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
3044009.00000000
PA
USD
2800414.31000000
0.128205698703
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAY5
4290000.00000000
PA
USD
4210565.24000000
0.192763783774
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.15000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397D26
5279000.00000000
PA
USD
5357819.85000000
0.245286218879
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
6.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
9450000.00000000
PA
USD
6383548.80000000
0.292245090731
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBM1
1927000.00000000
PA
USD
1576552.89000000
0.072176129111
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830MAG8
4408236.13000000
PA
USD
4015528.86000000
0.183834828054
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
1063400.00000000
PA
USD
868831.03000000
0.039775932032
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
3518000.00000000
PA
USD
3453391.47000000
0.158099630018
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd.
716973AF9
3181000.00000000
PA
USD
2960035.75000000
0.135513323925
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NCC7
4870000.00000000
PA
USD
4768965.23000000
0.218327879993
Long
DBT
CORP
CA
N
2
2034-04-05
Fixed
5.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
24562000.00000000
PA
USD
19324345.33000000
0.884687378640
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830EAC5
3389585.47000000
PA
USD
3115334.79000000
0.142623065459
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BD4
360000.00000000
PA
USD
360114.55000000
0.016486395363
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
1656000.00000000
PA
USD
1477746.22000000
0.067652663380
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
2431580.50000000
PA
USD
1839432.29000000
0.084211004462
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CV0
4935000.00000000
PA
USD
4759673.17000000
0.217902480422
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DS6
2632000.00000000
PA
USD
2537800.67000000
0.116182990104
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CV9
3493000.00000000
PA
USD
3329186.09000000
0.152413386568
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.00000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GUR0
76766.95000000
PA
USD
68692.35000000
0.003144802787
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.70000000
N
N
N
N
N
N
Rackspace Technology Global Inc
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
75008UAC1
933558.53000000
PA
USD
938226.32000000
0.042952916098
Long
LON
CORP
US
N
2
2028-05-15
Floating
11.55000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504AM4
2383000.00000000
PA
USD
2080476.24000000
0.095246231613
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.
505742AM8
8155000.00000000
PA
USD
7549519.79000000
0.345624379970
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Hin Timeshare Trust
N/A
HINNT LLC
40472QAB3
2640025.11000000
PA
USD
2618476.43000000
0.119876405090
Long
ABS-O
CORP
US
N
2
2043-03-15
Fixed
5.84000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AM1
2312000.00000000
PA
USD
2161460.80000000
0.098953783765
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.15000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
9850000.00000000
PA
USD
9802380.18000000
0.448762526118
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67448GAA1
10051405.45000000
PA
USD
9978050.29000000
0.456804875107
Long
ABS-MBS
CORP
US
N
2
2063-03-25
Variable
6.11000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
854000.00000000
PA
USD
723304.18000000
0.033113570888
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900SGJWAIVC8ISP96
Wellfleet CLO Ltd.
94949LAN0
2916103.49000000
PA
USD
2916753.78000000
0.133531833120
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
7.17000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286XAF1
5923023.62000000
PA
USD
5758748.56000000
0.263641126299
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362341Z44
899500.33000000
PA
USD
373565.01000000
0.017102170542
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
6.09000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
6028000.00000000
PA
USD
6933129.70000000
0.317405440408
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAQ1
950000.00000000
PA
USD
907472.99000000
0.041544998653
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900DLL625KV2D0Z30
Wellfleet CLO Ltd.
949496BL6
3815000.00000000
PA
USD
3814973.30000000
0.174653198891
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
1089775.76000000
PA
USD
1051352.34000000
0.048131935639
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
3704000.00000000
PA
USD
3313343.75000000
0.151688108790
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.13000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
549300E4XED7XGXU7L27
VSE VOI Mortgage LLC
918286AA3
174570.20000000
PA
USD
172595.17000000
0.007901575236
Long
ABS-O
CORP
US
N
2
2036-02-20
Fixed
3.56000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
1749000.00000000
PA
USD
1599708.77000000
0.073236227885
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12656TAB4
5225371.11000000
PA
USD
4189062.97000000
0.191779388879
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
1.11000000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines Pass-Through Trust
90932QAA4
1339636.64000000
PA
USD
1275257.72000000
0.058382542338
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
38773000.00000000
PA
USD
31716616.82000000
1.452017655173
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Protected Indexed Notes
912828ZZ6
5780695.47000000
PA
USD
5093340.26000000
0.233178085269
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829VAA4
2447231.72000000
PA
USD
2291390.78000000
0.104902104986
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AL1
324000.00000000
PA
USD
134492.80000000
0.006157211571
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
4662000.00000000
PA
USD
3785125.73000000
0.173286748022
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Trust
75116EAA0
106623.96000000
PA
USD
66903.68000000
0.003062915729
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
2393000.00000000
PA
USD
2265124.06000000
0.103699588923
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
1975000.00000000
PA
USD
1757853.49000000
0.080476247424
Long
DBT
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAR8
5114000.00000000
PA
USD
5137796.26000000
0.235213324313
Long
DBT
US
N
2
2031-01-15
Fixed
5.90000000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance, Inc.
12636YAA0
3236000.00000000
PA
USD
3053259.75000000
0.139781209578
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TW8
25980000.00000000
PA
USD
25464459.38000000
1.165787789065
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
57252000.00000000
PA
USD
40107709.97000000
1.836170084455
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
5721000.00000000
PA
USD
5636197.10000000
0.258030600920
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Trust
761118RM2
2254569.17000000
PA
USD
957222.21000000
0.043822566471
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.97000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFR0
3603000.00000000
PA
USD
2846374.94000000
0.130309821176
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc.
18972EAA3
3895000.00000000
PA
USD
3884379.50000000
0.177830682427
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFX7
4291000.00000000
PA
USD
3408689.94000000
0.156053150371
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022659
24255000.00000000
PA
USD
19190262.27000000
0.878548925366
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
2.50000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AX8
1063000.00000000
PA
USD
1074642.70000000
0.049198191038
Long
DBT
CORP
AR
N
2
2031-01-17
Fixed
9.50000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AK8
5370000.00000000
PA
USD
5450585.50000000
0.249533120822
Long
DBT
CORP
CA
N
2
2028-12-04
Fixed
6.32000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BE3
4184000.00000000
PA
USD
4111291.58000000
0.188218938785
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.05000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BF4
4331000.00000000
PA
USD
4622095.17000000
0.211604025385
Long
DBT
CORP
CH
N
2
2028-11-13
Fixed
9.25000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BL0
3470000.00000000
PA
USD
3544651.22000000
0.162277590390
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECS2
916000.00000000
PA
USD
911200.16000000
0.041715632131
Long
DBT
CORP
GB
N
2
2055-03-12
Fixed
6.04000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKP5
4542000.00000000
PA
USD
4522483.57000000
0.207043709174
Long
DBT
UST
US
N
2
2029-04-30
Fixed
4.63000000
N
N
N
N
N
N
2024-05-14
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer