0001752724-21-136280.txt : 20210625
0001752724-21-136280.hdr.sgml : 20210625
20210625100425
ACCESSION NUMBER: 0001752724-21-136280
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210625
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRANSAMERICA FUNDS
CENTRAL INDEX KEY: 0000787623
IRS NUMBER: 000000000
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04556
FILM NUMBER: 211045097
BUSINESS ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
BUSINESS PHONE: 720-482-8836
MAIL ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
FORMER COMPANY:
FORMER CONFORMED NAME: TRANSAMERICA IDEX MUTUAL FUNDS
DATE OF NAME CHANGE: 20040301
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FDS
DATE OF NAME CHANGE: 20010504
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FUNDS /
DATE OF NAME CHANGE: 20010423
0000787623
S000007799
Transamerica Short-Term Bond
C000021256
I2
C000054268
A
ITAAX
C000054269
C
ITACX
C000081831
I
TSTIX
C000156747
R6
TASTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000787623
XXXXXXXX
S000007799
C000054268
C000156747
C000021256
C000081831
C000054269
TRANSAMERICA FUNDS
811-04556
0000787623
54930088ZHZE1VMYEY52
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Short-Term Bond
S000007799
549300151BL06CDX4A76
2021-10-31
2021-04-30
N
3580136772.03
44377505.25
3535759266.78
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
9500000.00000000
0.00000000
0.00000000
0.00000000
USD
UST
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
4984000.00000000
PA
USD
5066208.94000000
0.143284894636
Long
DBT
CORP
US
N
2
2026-05-15
Floating
1.36000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AF9
2998000.00000000
PA
USD
3032248.49000000
0.085759472328
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAA8
11373879.11000000
PA
USD
11693316.78000000
0.330715863205
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAW8
10000000.00000000
PA
USD
10421610.30000000
0.294748864774
Long
DBT
CORP
NL
N
2
2022-09-01
Fixed
3.88000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAC5
5240562.38000000
PA
USD
5412753.11000000
0.153086019199
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.61000000
N
N
N
N
N
N
Austin Fairmont Hotel Trust
N/A
Austin Fairmont Hotel Trust 2019-FAIR
05223HAL6
5000000.00000000
PA
USD
4955897.00000000
0.140165000670
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
1.92000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
5000000.00000000
PA
USD
5008339.05000000
0.141648191296
Long
DBT
CORP
NL
N
2
2026-06-24
Fixed
1.34000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AK0
6266000.00000000
PA
USD
6344776.47000000
0.179445940497
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
2.30000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-2
64830DAB9
7025593.57000000
PA
USD
7465124.54000000
0.211132149468
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.25000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAZ8
12178000.00000000
PA
USD
12695565.00000000
0.359061916892
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.88000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2014-A
17322GAA7
2133268.94000000
PA
USD
2251141.22000000
0.063667830588
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
10000000.00000000
PA
USD
10773314.90000000
0.304695939036
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2017-DELC Mortgage Trust
05552EAJ9
15300000.00000000
PA
USD
15285972.96000000
0.432325048360
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.31000000
N
N
N
N
N
N
Small Business Lending Trust
N/A
Small Business Lending Trust 2019-A
831645AA4
1347496.97000000
PA
USD
1346073.88000000
0.038070292076
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.85000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
14953000.00000000
PA
USD
14974920.50000000
0.423527716965
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BV1
10220000.00000000
PA
USD
10294095.00000000
0.291142417322
Long
DBT
CORP
GB
N
2
2023-10-14
Fixed
1.32000000
N
N
N
N
N
N
MVW Owner Trust
5493004KX4H48P1FVD32
MVW Owner Trust 2014-1
553891AA0
1448626.31000000
PA
USD
1450967.58000000
0.041036944840
Long
ABS-O
CORP
US
N
2
2031-09-22
Fixed
2.25000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
6976000.00000000
PA
USD
7990717.94000000
0.225997228235
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Q3
9881000.00000000
PA
USD
9976399.97000000
0.282157217651
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
1.20000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BT5
11889000.00000000
PA
USD
12192763.95000000
0.344841462046
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CR3
13873000.00000000
PA
USD
15776070.39000000
0.446186213473
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
9968000.00000000
PA
USD
10556610.40000000
0.298567000847
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
16350000.00000000
PA
USD
17944125.00000000
0.507504149634
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
Spin Holdco Inc.
N/A
Spin Holdco Inc. 2021 Term Loan
000000000
10000000.00000000
PA
USD
9951790.00000000
0.281461186950
Long
LON
CORP
US
N
2
2028-03-01
Floating
4.75000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AQ1
9966000.00000000
PA
USD
10172172.12000000
0.287694137312
Long
DBT
CORP
GB
N
2
2022-06-12
Fixed
2.38000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDF0
14954000.00000000
PA
USD
15008731.64000000
0.424483979466
Long
DBT
CORP
US
N
2
2024-03-08
Floating
0.77000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAC5
9965000.00000000
PA
USD
10095148.88000000
0.285515729955
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1
62942QDE0
2500000.00000000
PA
USD
2509669.00000000
0.070979634376
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.46000000
N
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG Union Bank NA
90520EAH4
11000000.00000000
PA
USD
11258911.40000000
0.318429806740
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-4
64829NAA2
3578639.60000000
PA
USD
3819634.85000000
0.108028702233
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAC7
4980000.00000000
PA
USD
5325825.99000000
0.150627505668
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
9979000.00000000
PA
USD
9924765.73000000
0.280696873886
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.80000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCE7
11900000.00000000
PA
USD
11982666.92000000
0.338899399418
Long
ABS-O
CORP
US
N
2
2023-03-25
Fixed
4.10000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCL8
4587000.00000000
PA
USD
4900644.84000000
0.138602333197
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
Avid Automobile Receivables Trust
N/A
Avid Automobile Receivables Trust 2019-1
05369DAA3
1332524.94000000
PA
USD
1341339.86000000
0.037936402305
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
2.62000000
N
N
N
N
N
N
US AIRWAYS 2013-1A PTT
N/A
US Airways 2013-1 Class A Pass Through Trust
90346WAA1
4441435.01000000
PA
USD
4412638.97000000
0.124800322563
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.95000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AJ5
9370000.00000000
PA
USD
10239429.93000000
0.289596354203
Long
DBT
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
8000000.00000000
PA
USD
9169773.84000000
0.259343839558
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
8.13000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2016-A
68504LAA9
4104236.16000000
PA
USD
4145946.28000000
0.117257594965
Long
ABS-O
CORP
US
N
2
2029-03-08
Fixed
2.61000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
14000000.00000000
PA
USD
15688245.02000000
0.443702295215
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAJ2
5506000.00000000
PA
USD
5575207.23000000
0.157680622727
Long
DBT
CORP
US
N
2
2022-01-20
Fixed
2.88000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22546QAP2
6936000.00000000
PA
USD
7548046.23000000
0.213477379552
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.63000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BY5
5000000.00000000
PA
USD
4979866.95000000
0.140842930026
Long
DBT
CORP
GB
N
2
2025-01-12
Fixed
0.99000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDA4
7100000.00000000
PA
USD
7146242.66000000
0.202113382750
Long
DBT
CORP
US
N
2
2021-08-15
Variable
2.72000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
14951000.00000000
PA
USD
14769415.77000000
0.417715535917
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
DELTA AIR LINES 2007-1 A
N/A
Delta Air Lines 2007-1 Class A Pass Through Trust
247367BH7
2842269.78000000
PA
USD
2987251.97000000
0.084486859670
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
6.82000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAC4
4200000.00000000
PA
USD
4199944.14000000
0.118784787738
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJV2
10966000.00000000
PA
USD
11025197.43000000
0.311819798751
Long
DBT
CORP
US
N
2
2027-07-22
Floating
0.98000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO 2017-2A Ltd
94951MAL7
15000000.00000000
PA
USD
14952000.00000000
0.422879468647
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
1.81000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EU8
4457000.00000000
PA
USD
4730196.76000000
0.133781640748
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AV7
8881000.00000000
PA
USD
8910143.98000000
0.252000866227
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.63000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AA9
12098000.00000000
PA
USD
13294276.37000000
0.375994952340
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.20000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
CWABS Asset-Backed Certificates Trust 2006-17
12666VAC5
4981156.87000000
PA
USD
4901326.86000000
0.138621622406
Long
ABS-O
CORP
US
N
2
2047-03-25
Floating
0.26000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGT0
18836000.00000000
PA
USD
20143310.32000000
0.569702539119
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.09000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CA3
8649000.00000000
PA
USD
9040639.43000000
0.255691599678
Long
DBT
CORP
US
N
2
2023-06-30
Fixed
2.95000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
6000000.00000000
PA
USD
6155710.26000000
0.174098681373
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBK5
8683000.00000000
PA
USD
9043960.73000000
0.255785534240
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.50000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton Orlando Trust 2018-ORL
432885AJ0
14000000.00000000
PA
USD
13960585.80000000
0.394839827789
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
1.56000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAV0
10000000.00000000
PA
USD
10794825.40000000
0.305304309075
Long
DBT
CORP
NL
N
2
2023-06-01
Fixed
4.63000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AF4
8655000.00000000
PA
USD
8893012.50000000
0.251516345684
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2020-AIP
48253QAL9
9642057.38000000
PA
USD
9657528.06000000
0.273138732909
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
2.14000000
N
N
N
N
N
N
MVW Owner Trust
5493004KX4H48P1FVD32
MVW Owner Trust 2014-1
553891AB8
985460.06000000
PA
USD
986323.82000000
0.027895672345
Long
ABS-O
CORP
US
N
2
2031-09-22
Fixed
2.70000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AV8
2235000.00000000
PA
USD
2355712.35000000
0.066625360276
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
4.35000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDC0
7820000.00000000
PA
USD
8075578.32000000
0.228397289257
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.45000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAA5
6695099.33000000
PA
USD
6914188.42000000
0.195550316022
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
62942QCT8
1780000.00000000
PA
USD
1789867.79000000
0.050621879346
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
2.27000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
4701000.00000000
PA
USD
4870248.79000000
0.137742657871
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.50000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAJ5
7986000.00000000
PA
USD
8179385.70000000
0.231333218209
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.00000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BE8
7064000.00000000
PA
USD
7469745.21000000
0.211262833422
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.65000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAJ9
9960000.00000000
PA
USD
9891274.01000000
0.279749645371
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.75000000
N
N
N
N
N
N
Metropolitan Edison Co
N/A
Metropolitan Edison Co
591894BY5
12044000.00000000
PA
USD
12494256.03000000
0.353368402294
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.50000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
12836390.00000000
NS
USD
12836390.00000000
0.363044795515
Long
STIV
RF
US
N
1
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAL8
9760000.00000000
PA
USD
9765721.31000000
0.276198705091
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.87000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBP0
8789000.00000000
PA
USD
8773818.58000000
0.248145247399
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.38000000
N
N
N
N
N
N
ERICSSON LM
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
294829AA4
10889000.00000000
PA
USD
11258572.66000000
0.318420226336
Long
DBT
CORP
SE
N
2
2022-05-15
Fixed
4.13000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
3235525.75000000
PA
USD
3282463.20000000
0.092836161976
Long
ABS-O
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AD8
8281000.00000000
PA
USD
8957945.33000000
0.253352806401
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.63000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
Ashtead Capital Inc
045054AD5
20957000.00000000
PA
USD
21533317.50000000
0.609015373368
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.13000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AQ4
9842000.00000000
PA
USD
9848111.39000000
0.278528899931
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.75000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust 2018-20TS
90137LAE0
10900000.00000000
PA
USD
10832649.99000000
0.306374081849
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.20000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BR9
10000000.00000000
PA
USD
10102463.30000000
0.285722599808
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
1.19000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAJ6
5900000.00000000
PA
USD
5899997.64000000
0.166866497259
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.51000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAA8
4322000.00000000
PA
USD
4330669.20000000
0.122482015127
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.70000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
9207000.00000000
PA
USD
10122852.79000000
0.286299264916
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
4.38000000
N
N
N
N
N
N
Cosmopolitan Hotel Trust
N/A
CHT 2017-COSMO Mortgage Trust
12546DAL1
17400000.00000000
PA
USD
17416192.44000000
0.492572913649
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
2.36000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2014-3
64829DAG1
1917519.07000000
PA
USD
2048910.35000000
0.057948242383
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
12132000.00000000
PA
USD
13152246.36000000
0.371977993059
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.46000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AM3
8200000.00000000
PA
USD
8966273.52000000
0.253588348172
Long
DBT
CORP
GB
N
2
2023-12-04
Fixed
4.50000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBE6
6013000.00000000
PA
USD
6163244.43000000
0.174311766298
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
2.80000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
2234000.00000000
PA
USD
2189079.67000000
0.061912576757
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2E0
4205000.00000000
PA
USD
4327369.41000000
0.122388688920
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
3.00000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2019-A
43284HAA7
6183312.76000000
PA
USD
6376498.00000000
0.180343103669
Long
ABS-O
CORP
US
N
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
BXG Receivables Note Trust
549300IYSLLRKXUYO938
BXG Receivables Note Trust 2013-A
05606VAA6
2563477.98000000
PA
USD
2563870.45000000
0.072512585177
Long
ABS-O
CORP
US
N
2
2028-12-04
Fixed
3.01000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
6562000.00000000
PA
USD
6990797.89000000
0.197717020943
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAA1
10000000.00000000
PA
USD
10965914.70000000
0.310143136808
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
5.00000000
N
N
N
N
N
N
Welk Resorts LLC
549300TIITBU8G1Z5089
Welk Resorts 2015-A LLC
949458AA1
1441708.97000000
PA
USD
1442364.08000000
0.040793616622
Long
ABS-O
CORP
US
N
2
2031-06-16
Fixed
2.79000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBJ7
9113000.00000000
PA
USD
9295486.46000000
0.262899302770
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.45000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAB7
4984000.00000000
PA
USD
4939542.72000000
0.139702461262
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY
46642MAJ7
10000000.00000000
PA
USD
2390026.00000000
0.067595835000
Long
ABS-MBS
CORP
US
N
2
2027-06-10
Variable
3.93000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MA6
14675000.00000000
PA
USD
14847033.41000000
0.419910754374
Long
DBT
CORP
US
N
2
2024-06-01
Floating
1.21000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AB6
8886000.00000000
PA
USD
8872049.42000000
0.250923458035
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1
62942QCW1
15000000.00000000
PA
USD
15043467.00000000
0.425466381191
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
1.48000000
N
N
N
N
N
N
Welk Resorts LLC
549300MEV7EEC7NFNW78
Welk Resorts 2017-A LLC
94945PAA3
2813253.19000000
PA
USD
2866327.74000000
0.081066823947
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
2.82000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22546DAA4
5462000.00000000
PA
USD
6032505.90000000
0.170614157945
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
6.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
4994641.83000000
PA
USD
5149819.86000000
0.145649617845
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.51000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBR4
5000000.00000000
PA
USD
5536027.65000000
0.156572527491
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.15000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-ASHF
61691KAL5
15700000.00000000
PA
USD
15578458.45000000
0.440597260010
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
2.32000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAJ4
21461000.00000000
PA
USD
22029351.66000000
0.623044443861
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.05000000
N
N
N
N
N
N
CIT BANK NA
FVPV0TNOIM6NUIE59530
CIT Bank NA
12556LBJ4
6927000.00000000
PA
USD
7256032.50000000
0.205218510439
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
2.97000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
8885000.00000000
PA
USD
8954937.39000000
0.253267734433
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.57000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-BPR
61769GAG2
6720000.00000000
PA
USD
6220421.76000000
0.175928882332
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
2.22000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
19932000.00000000
PA
USD
20027387.78000000
0.566423963536
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2018-3 Receivables Funding LLC
82653GAA0
2364326.37000000
PA
USD
2467463.49000000
0.069785958370
Long
ABS-O
CORP
US
N
2
2035-09-20
Fixed
3.69000000
N
N
N
N
N
N
CORE 2019-CORE MORTGAGE TRUST
N/A
CORE 2019-CORE Mortgage Trust
21871FAJ7
12312000.00000000
PA
USD
12311996.31000000
0.348213647509
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
1.42000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
9821000.00000000
PA
USD
10309017.96000000
0.291564475468
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.46000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGE8
16946000.00000000
PA
USD
17227981.44000000
0.487249841974
Long
DBT
CORP
US
N
2
2026-03-20
Floating
0.80000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAJ6
15000000.00000000
PA
USD
14435892.00000000
0.408282660407
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
2.55000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-1
23344EAA4
1034704.19000000
PA
USD
1038749.47000000
0.029378399139
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
1.94000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BU2
2726000.00000000
PA
USD
2749902.69000000
0.077774036140
Long
DBT
CORP
US
N
2
2022-06-06
Floating
1.21000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AA0
5699000.00000000
PA
USD
5737753.20000000
0.162277823999
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
7.63000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
549300SL5F4XH94OUB49
Halcyon Loan Advisors Funding 2015-1 Ltd
40538HAQ2
8000000.00000000
PA
USD
8001416.00000000
0.226299795780
Long
ABS-CBDO
CORP
KY
N
2
2027-04-20
Floating
1.74000000
N
N
N
N
N
N
Hospitality Mortgage Trust
N/A
HPLY Trust 2019-HIT
40443RAJ0
7077751.94000000
PA
USD
7060013.68000000
0.199674614341
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
1.71000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAB6
5512000.00000000
PA
USD
5977332.25000000
0.169053710928
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.21000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAL3
9969000.00000000
PA
USD
10338586.92000000
0.292400758647
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAF4
10000000.00000000
PA
USD
10033438.90000000
0.283770419391
Long
DBT
CORP
DE
N
2
2026-03-19
Fixed
1.69000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
14947000.00000000
PA
USD
16991999.51000000
0.480575690478
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Ocwen Master Advance Receivables Trust
549300THGK42AVJMPW70
Ocwen Master Advance Receivables Trust
67575NBW2
14758000.00000000
PA
USD
14810852.83000000
0.418887478261
Long
ABS-O
CORP
US
N
2
2052-08-15
Fixed
1.28000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXW9
16824000.00000000
PA
USD
16833048.62000000
0.476080166943
Long
DBT
CORP
US
N
2
2024-03-08
Floating
0.59000000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204AZ1
9966000.00000000
PA
USD
10127109.16000000
0.286419645566
Long
DBT
CORP
US
N
2
2022-04-23
Fixed
2.05000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO III-2 Ltd
87249FAE4
10000000.00000000
PA
USD
9993820.00000000
0.282649899100
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
1.54000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
14947000.00000000
PA
USD
14866497.25000000
0.420461239815
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.67000000
N
N
N
N
N
N
MVW Owner Trust
549300Y5CF8WQOLGBR17
MVW Owner Trust 2015-1
55388PAA8
1059515.35000000
PA
USD
1061805.81000000
0.030030489348
Long
ABS-O
CORP
US
N
2
2032-12-20
Fixed
2.52000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
1360698A2
4425000.00000000
PA
USD
4543029.04000000
0.128488075607
Long
DBT
CORP
CA
N
2
2023-07-22
Fixed
2.61000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-3
89175MAA1
5933447.57000000
PA
USD
6270422.30000000
0.177343021028
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAJ4
5480000.00000000
PA
USD
5476624.87000000
0.154892470238
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
1.34000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CM8
5430000.00000000
PA
USD
5817834.65000000
0.164542725084
Long
DBT
CORP
US
Y
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
4979000.00000000
PA
USD
5279096.83000000
0.149305889674
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.63000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAA8
4078000.00000000
PA
USD
4104083.54000000
0.116073613341
Long
DBT
CORP
US
N
2
2022-06-22
Fixed
1.13000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAC5
5506000.00000000
PA
USD
5492014.76000000
0.155327734317
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAV9
10000000.00000000
PA
USD
10001500.50000000
0.282867122599
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
0.65000000
N
N
N
N
N
N
CIFC Funding Ltd
549300RWVPXQ5M3BFY62
CIFC Funding 2015-II Ltd
12550LAU6
16300000.00000000
PA
USD
16237293.90000000
0.459230752855
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
1.68000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAB7
5427270.28000000
PA
USD
5520526.52000000
0.156134117270
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.44000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CZ6
9965000.00000000
PA
USD
10242021.22000000
0.289669642281
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AG6
8469000.00000000
PA
USD
8761396.04000000
0.247793907303
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.95000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAA4
10450000.00000000
PA
USD
10528582.54000000
0.297774303780
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBN4
15882000.00000000
PA
USD
15968953.95000000
0.451641436679
Long
DBT
CORP
US
N
2
2024-04-01
Floating
0.54000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBG7
10000000.00000000
PA
USD
9969946.20000000
0.281974689104
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
0.55000000
N
N
N
N
N
N
280 Park Avenue Mortgage Trust
N/A
280 Park Avenue 2017-280P Mortgage Trust
90205FAJ9
16000000.00000000
PA
USD
16004859.20000000
0.452656925780
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
1.36000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-NUGS
61692AAJ1
5200000.00000000
PA
USD
5239635.44000000
0.148189824155
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-5
89173CAA5
4847819.75000000
PA
USD
4937632.88000000
0.139648446272
Long
ABS-O
CORP
US
N
2
2056-10-25
Variable
2.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCU8
9957000.00000000
PA
USD
10295525.75000000
0.291182882464
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAA2
8438000.00000000
PA
USD
9207529.15000000
0.260411652923
Long
DBT
CORP
IE
N
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AD2
9332000.00000000
PA
USD
10018243.18000000
0.283340646919
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.13000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAF7
10000000.00000000
PA
USD
9880776.10000000
0.279452738562
Long
DBT
CORP
NO
N
2
2026-09-16
Fixed
1.13000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
4600000.00000000
PA
USD
4891226.46000000
0.138335958161
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.85000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
3266628.78000000
PA
USD
3477585.71000000
0.098354708214
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAE7
16015000.00000000
PA
USD
15653570.28000000
0.442721607974
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
1.24000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAQ3
17032000.00000000
PA
USD
17887461.50000000
0.505901565982
Long
DBT
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2018-SELF
55358PAJ5
11780000.00000000
PA
USD
11765079.45000000
0.332745488657
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.30000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAB9
11692000.00000000
PA
USD
11846217.48000000
0.335040272433
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZP6
9957000.00000000
PA
USD
10247227.13000000
0.289816878266
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.80000000
N
N
N
N
N
N
Welk Resorts LLC
549300F550YAS8CK8S36
Welk Resorts 2013-A LLC
949456AA5
820557.64000000
PA
USD
821530.74000000
0.023234917255
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
3.10000000
N
N
N
N
N
N
SPS Servicer Advance Receivables Trust
N/A
SPS Servicer Advance Receivables Trust II
78472JAA1
6550000.00000000
PA
USD
6575659.63000000
0.185975886191
Long
ABS-O
CORP
US
N
2
2052-11-15
Fixed
1.28000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LBJ7
8666000.00000000
PA
USD
9077675.99000000
0.256739085018
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.25000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAA9
6127000.00000000
PA
USD
6495509.70000000
0.183709048323
Long
DBT
CORP
KY
N
2
2023-01-15
Fixed
5.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
10100000.00000000
PA
USD
10606230.99000000
0.299970393619
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
ICG US CLO Ltd
635400A7LQADQPBLJB50
ICG US CLO 2016-1 Ltd
44931NAL5
6000000.00000000
PA
USD
5995818.00000000
0.169576533570
Long
ABS-CBDO
CORP
KY
N
2
2028-07-29
Floating
1.88000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHX1
9070000.00000000
PA
USD
9590130.12000000
0.271232552795
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCA2
10000000.00000000
PA
USD
10032100.00000000
0.283732551994
Long
DBT
CORP
US
N
2
2024-03-16
Floating
0.59000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17326QAA1
6443397.69000000
PA
USD
6639083.68000000
0.187769674886
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
3.00000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331AW7
10070000.00000000
PA
USD
10602098.80000000
0.299853525086
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.53000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YA2
4441000.00000000
PA
USD
4498667.54000000
0.127233422882
Long
DBT
CORP
CH
N
2
2022-04-21
Fixed
1.75000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
9968000.00000000
PA
USD
9988230.36000000
0.282491810283
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.63000000
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
9898000.00000000
PA
USD
10692848.89000000
0.302420161645
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAD1
8400000.00000000
PA
USD
8868929.83000000
0.250835228329
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.71000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
62942QCR2
16000000.00000000
PA
USD
16065131.20000000
0.454361566720
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.43000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
6286323.74000000
PA
USD
6451935.05000000
0.182476649658
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 2017-3
64828MAA5
5659904.29000000
PA
USD
6020406.23000000
0.170271949410
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
11565000.00000000
PA
USD
12124424.84000000
0.342908663322
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
8963000.00000000
PA
USD
9399099.61000000
0.265829738418
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAL9
6250000.00000000
PA
USD
6251805.63000000
0.176816495646
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
1.89000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2019-1
252722AA1
5275556.82000000
PA
USD
5448555.52000000
0.154098599731
Long
ABS-O
CORP
US
N
2
2032-02-20
Fixed
2.89000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL3 Trust
12661GAA7
9769741.78000000
PA
USD
9928275.38000000
0.280796135451
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
Mortgage Equity Conversion Asset Trust
N/A
Mortgage Equity Conversion Asset Trust 2010-1
61911BAA3
3779012.48000000
PA
USD
3693440.90000000
0.104459625820
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Fixed
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AT2
9964000.00000000
PA
USD
10342514.82000000
0.292511849355
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
2.65000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAC4
4243569.02000000
PA
USD
4350442.03000000
0.123041239568
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
3.12000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BL6
1492000.00000000
PA
USD
1525827.04000000
0.043154155158
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.83000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMH2
6928000.00000000
PA
USD
6938666.07000000
0.196242604387
Long
DBT
CORP
US
N
2
2024-03-25
Floating
0.65000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DE2
8549000.00000000
PA
USD
8573477.50000000
0.242479107119
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851EB6
13548000.00000000
PA
USD
13504993.23000000
0.381954545290
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.75000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAH3
7016000.00000000
PA
USD
7889483.30000000
0.223134062720
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.42000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AP0
7811000.00000000
PA
USD
8528605.94000000
0.241210028638
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAG2
9962000.00000000
PA
USD
9956360.21000000
0.281590443770
Long
DBT
CORP
US
N
2
2023-04-05
Floating
0.64000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
5976000.00000000
PA
USD
6625298.14000000
0.187379785785
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAA1
12074000.00000000
PA
USD
12181967.04000000
0.344536098779
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.75000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25272XAA3
3431508.56000000
PA
USD
3493398.91000000
0.098801944544
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
3.27000000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAQ7
13044000.00000000
PA
USD
13803552.12000000
0.390398527685
Long
DBT
US
N
2
2024-11-15
Fixed
2.90000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBV1
9635000.00000000
PA
USD
9663576.16000000
0.273309788106
Long
DBT
CORP
US
N
2
2023-03-01
Floating
0.55000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
6874518.66000000
PA
USD
7088147.76000000
0.200470315572
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AJ8
10000000.00000000
PA
USD
10385747.30000000
0.293734570607
Long
DBT
CORP
IT
N
2
2022-01-14
Fixed
6.57000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBM4
7645000.00000000
PA
USD
7912575.00000000
0.223787152998
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-RPL2
64830HAA2
7554872.56000000
PA
USD
7972311.00000000
0.225476634535
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.25000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
10000000.00000000
PA
USD
10307908.20000000
0.291533088715
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AA5
5708162.09000000
PA
USD
5742618.84000000
0.162415436309
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AB4
3000000.00000000
PA
USD
3018637.02000000
0.085374506357
Long
DBT
CORP
CH
N
2
2024-07-30
Fixed
1.01000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAX0
10000000.00000000
PA
USD
10855835.10000000
0.307029813992
Long
DBT
CORP
SE
N
2
2023-11-20
Fixed
3.90000000
N
N
N
N
N
N
DBCG Mortgage Trust
N/A
DBCG 2017-BBG Mortgage Trust
233062AJ7
2500000.00000000
PA
USD
2484309.75000000
0.070262412187
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
1.11000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust 2020-A
05608TAA9
8534977.48000000
PA
USD
8517839.25000000
0.240905520068
Long
ABS-O
CORP
US
N
2
2036-02-28
Fixed
1.55000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
14000000.00000000
PA
USD
15145822.72000000
0.428361253615
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBA5
5256000.00000000
PA
USD
5270454.00000000
0.149061449107
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
61548160.19000000
PA
USD
61548160.19000000
1.740733900304
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-05-03
62833100.00000000
USD
62779126.36710000
USD
UST
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
7233000.00000000
PA
USD
7400154.63000000
0.209294640037
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AA9
6090000.00000000
PA
USD
6371013.92000000
0.180188000349
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.04000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust 2018-2
64828CAA7
5895438.47000000
PA
USD
6300218.10000000
0.178185719802
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
Mountain View CLO Ltd
549300XBX1AOMDRAHZ12
Mountain View CLO 2014-1 Ltd
62431XAW6
10000000.00000000
PA
USD
10002920.00000000
0.282907269563
Long
ABS-CBDO
CORP
KY
N
2
2026-10-15
Floating
1.63000000
N
N
N
N
N
N
OZLM Funding Ltd
549300788AI08GTXXH35
OZLM Funding IV Ltd
67108FAQ9
6000000.00000000
PA
USD
5960244.00000000
0.168570413036
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
1.88000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AS6
9927000.00000000
PA
USD
9930454.60000000
0.280857769172
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.75000000
N
N
N
N
N
N
RBSSP Resecuritization Trust
N/A
RBSSP Resecuritization Trust 2013-2
74932DAC3
3315494.06000000
PA
USD
3304622.55000000
0.093462883094
Long
ABS-MBS
CORP
US
N
2
2036-12-20
Floating
0.30000000
N
N
N
N
N
N
AIG GLOBAL FUNDING
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAM0
6976000.00000000
PA
USD
7025769.92000000
0.198706116279
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.80000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
10832000.00000000
PA
USD
12171408.86000000
0.344237487386
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBC8
13510000.00000000
PA
USD
13723668.49000000
0.388139221437
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
1.57000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AZ7
6977000.00000000
PA
USD
6795737.26000000
0.192200224824
Long
DBT
US
N
2
2026-03-15
Fixed
0.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JE8
8781000.00000000
PA
USD
8788657.65000000
0.248564932928
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
4920000.00000000
PA
USD
5379711.07000000
0.152151508745
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.88000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAJ4
4287000.00000000
PA
USD
4709095.19000000
0.133184836259
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.50000000
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAH6
8552000.00000000
PA
USD
8866432.50000000
0.250764597672
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAJ7
21670000.00000000
PA
USD
24621020.60000000
0.696343238956
Long
DBT
CORP
NL
N
2
2025-09-14
Fixed
4.63000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAW2
8737000.00000000
PA
USD
8862942.89000000
0.250665902887
Long
DBT
CORP
FR
N
2
2021-12-02
Fixed
2.75000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAE5
6598000.00000000
PA
USD
6606247.50000000
0.186840986660
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
6.75000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAS6
4991000.00000000
PA
USD
5121485.40000000
0.144848249373
Long
DBT
CORP
FR
N
2
2022-11-21
Fixed
2.13000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAA1
9188000.00000000
PA
USD
9185438.11000000
0.259786863780
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2021-1 Receivables Funding LLC
82652QAB7
12834453.97000000
PA
USD
12895390.67000000
0.364713480104
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.34000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
7966000.00000000
PA
USD
8791750.70000000
0.248652412018
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2018-SELF
55358PAL0
9220000.00000000
PA
USD
9196766.52000000
0.260107259179
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.77000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
3679342.53000000
PA
USD
3936038.85000000
0.111320894693
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2015-A
68504TAA2
1933728.02000000
PA
USD
1947629.78000000
0.055083777854
Long
ABS-O
CORP
US
N
2
2027-09-08
Fixed
2.88000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
4981000.00000000
PA
USD
5259330.31000000
0.148746843695
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAY6
8145000.00000000
PA
USD
8376059.31000000
0.236895633384
Long
DBT
CORP
US
N
2
2022-02-13
Fixed
4.13000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAA7
12500000.00000000
PA
USD
12562556.25000000
0.355300101113
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Floating
1.07000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
03879QAF1
8370000.00000000
PA
USD
9158544.73000000
0.259026252608
Long
DBT
US
N
2
2024-02-06
Fixed
4.60000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
3594000.00000000
PA
USD
3635241.26000000
0.102813596337
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Ashford Hospitality Trust
N/A
Ashford Hospitality Trust 2018-ASHF
04410RAL0
10520000.00000000
PA
USD
10420882.66000000
0.294728285319
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
2.22000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AT3
15000000.00000000
PA
USD
16395524.55000000
0.463705906226
Long
DBT
CORP
JP
N
2
2023-11-26
Fixed
4.40000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
3984000.00000000
PA
USD
4126309.56000000
0.116702220051
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAU5
10000000.00000000
PA
USD
10080221.40000000
0.285093543972
Long
DBT
CORP
DK
N
2
2022-09-20
Fixed
3.00000000
N
N
N
N
N
N
CRH America Inc
549300RN11MJ182CNF63
CRH America Inc
12626PAM5
10000000.00000000
PA
USD
10979797.30000000
0.310535771005
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
3.88000000
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAD7
6030000.00000000
PA
USD
6265908.43000000
0.177215357642
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
3.30000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDK4
11959000.00000000
PA
USD
12075646.17000000
0.341529082125
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.88000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAE1
12397000.00000000
PA
USD
12655769.28000000
0.357936395696
Long
DBT
CORP
KY
N
2
2022-05-01
Fixed
3.63000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAL4
15849000.00000000
PA
USD
15853913.35000000
0.448387804536
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank/Columbus GA
87164DQS2
9052000.00000000
PA
USD
9135253.33000000
0.258367514322
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.29000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788JAC3
7250000.00000000
PA
USD
7312302.88000000
0.206809975687
Long
DBT
CORP
US
N
2
2023-03-09
Floating
0.74000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
10499000.00000000
PA
USD
10511500.95000000
0.297291194249
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAF0
7474000.00000000
PA
USD
7558039.23000000
0.213760006259
Long
DBT
CORP
US
N
2
2021-10-08
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
10291000.00000000
PA
USD
11159354.58000000
0.315614094116
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AN9
4479000.00000000
PA
USD
4744919.98000000
0.134198049753
Long
DBT
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAA1
9836000.00000000
PA
USD
10007631.71000000
0.283040528353
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTE1
9000000.00000000
PA
USD
9200743.29000000
0.260219732051
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.30000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAV4
9959000.00000000
PA
USD
10386718.04000000
0.293762025531
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.30000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2018-1
042856AA2
4856519.22000000
PA
USD
4865513.49000000
0.137608731898
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Variable
3.76000000
N
N
N
N
N
N
Ashford Hospitality Trust
N/A
Ashford Hospitality Trust 2018-ASHF
04410RAJ5
18800000.00000000
PA
USD
18588943.68000000
0.525741213624
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
1.52000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBD3
6324000.00000000
PA
USD
6692285.10000000
0.189274342370
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
1468979.40000000
PA
USD
1555989.25000000
0.044007216911
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-4
89179JAA4
11250508.80000000
PA
USD
11423006.10000000
0.323070809919
Long
ABS-O
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BF8
8778000.00000000
PA
USD
9563375.47000000
0.270475865250
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.88000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBD3
6972000.00000000
PA
USD
7351461.91000000
0.207917489719
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
5.13000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAW8
5537000.00000000
PA
USD
5713022.84000000
0.161578388372
Long
DBT
CORP
US
N
2
2022-11-07
Fixed
2.65000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AD4
8707000.00000000
PA
USD
9437066.89000000
0.266903546818
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
3.85000000
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AB7
6876000.00000000
PA
USD
7351369.51000000
0.207914876419
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.52000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAR9
14952000.00000000
PA
USD
14742720.59000000
0.416960530331
Long
DBT
CORP
AU
N
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-4
64830WAD3
7031305.40000000
PA
USD
7412380.36000000
0.209640413860
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBC8
11846000.00000000
PA
USD
11948362.35000000
0.337929181498
Long
DBT
CORP
US
N
2
2021-08-13
Fixed
3.40000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
14873000.00000000
PA
USD
15916279.67000000
0.450151678015
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-NUGS
61692AAG7
7000000.00000000
PA
USD
7053281.90000000
0.199484222986
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.80000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines 2019-1 Class AA Pass Through Trust
24737BAA3
6212000.00000000
PA
USD
6511451.94000000
0.184159934223
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
2975000.00000000
PA
USD
3391500.00000000
0.095919991834
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AG4
11286134.67000000
PA
USD
11286130.16000000
0.319199620461
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.57000000
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAH7
10000000.00000000
PA
USD
10496456.90000000
0.296865711379
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.44000000
N
N
N
N
N
N
MBRT 2019 MBR
N/A
MBRT 2019-MBR
55282DAJ3
10730000.00000000
PA
USD
10716847.17000000
0.303098892243
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
1.82000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAD5
10000000.00000000
PA
USD
10403135.80000000
0.294226360310
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
2.20000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BA4
9646000.00000000
PA
USD
9668399.65000000
0.273446208310
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
2.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
5661000.00000000
PA
USD
6345501.40000000
0.179466443307
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.88000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCR0
6390000.00000000
PA
USD
6966217.80000000
0.197021835322
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.70000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAM6
8712000.00000000
PA
USD
8746492.55000000
0.247372399817
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.70000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAL8
15000000.00000000
PA
USD
15608376.00000000
0.441443402175
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 2019-4
89178BAA2
8272318.60000000
PA
USD
8662328.64000000
0.244992036686
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AR4
5815000.00000000
PA
USD
6030021.95000000
0.170543905708
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.60000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AP3
6974000.00000000
PA
USD
7187962.32000000
0.203293317719
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
3.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAC9
6203462.44000000
PA
USD
6323892.12000000
0.178855279526
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
DBWF Mortgage Trust
N/A
DBWF 2018-GLKS Mortgage Trust
23307GAL0
10000000.00000000
PA
USD
9981070.00000000
0.282289297627
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Floating
2.52000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBF8
1570000.00000000
PA
USD
1672548.19000000
0.047303791457
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.60000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC46
9909000.00000000
PA
USD
10000310.15000000
0.282833456563
Long
DBT
CORP
US
N
2
2022-11-04
Fixed
2.31000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
9966000.00000000
PA
USD
10913090.91000000
0.308649149633
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAF0
4983000.00000000
PA
USD
4978116.66000000
0.140793427504
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2013-G1
36197QAA7
2553502.83000000
PA
USD
2572556.56000000
0.072758249809
Long
ABS-MBS
CORP
US
N
2
2031-04-10
Fixed
2.06000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-4
89175TAA6
12036959.60000000
PA
USD
12485754.03000000
0.353127944747
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust 2018-20TS
90137LAC4
3000000.00000000
PA
USD
2998376.10000000
0.084801477526
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.20000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD
N/A
CLNY Trust 2019-IKPR
12564NAJ1
11900000.00000000
PA
USD
11810463.21000000
0.334029053419
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.79000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BL7
9965000.00000000
PA
USD
10175209.38000000
0.287780038522
Long
DBT
CORP
US
N
2
2023-07-23
Fixed
1.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
6976000.00000000
PA
USD
7250913.14000000
0.205073722301
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.19000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7F5
15809000.00000000
PA
USD
15869564.12000000
0.448830446945
Long
DBT
CORP
CA
N
2
2022-08-05
Floating
0.42000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAD4
15548000.00000000
PA
USD
15949212.41000000
0.451083097196
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1
62942QDC4
2500000.00000000
PA
USD
2507993.75000000
0.070932254171
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
1.57000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAA1
10740000.00000000
PA
USD
11926103.48000000
0.337299645709
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBM5
10771000.00000000
PA
USD
11444578.60000000
0.323680933470
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.75000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAA3
2357000.00000000
PA
USD
2629692.71000000
0.074374201171
Long
DBT
CORP
GB
N
2
2025-09-15
Fixed
4.75000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAN3
10000000.00000000
PA
USD
10011439.80000000
0.283148230538
Long
DBT
CORP
GB
N
2
2024-05-11
Fixed
0.70000000
N
N
N
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695AZ7
8935000.00000000
PA
USD
9434760.64000000
0.266838320375
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
8.63000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE 2017-A VOI Mortgage LLC
918288AA9
10235045.16000000
PA
USD
10430116.93000000
0.294989453269
Long
ABS-O
CORP
US
N
2
2035-03-20
Fixed
2.33000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KM2
7441000.00000000
PA
USD
7691331.54000000
0.217529841815
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
2.10000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-SUN
61691MAJ6
10850000.00000000
PA
USD
10840047.30000000
0.306583296036
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
1.52000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
549300NL4H585I318G08
Halcyon Loan Advisors Funding 2014-3 Ltd
40538FAS2
8136561.77000000
PA
USD
8137847.35000000
0.230158411135
Long
ABS-CBDO
CORP
KY
N
2
2025-10-22
Floating
1.88000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523AC4
12689000.00000000
PA
USD
12843217.41000000
0.363237891523
Long
DBT
CORP
US
N
2
2023-07-15
Floating
1.07000000
N
N
N
N
N
N
DBCG Mortgage Trust
N/A
DBCG 2017-BBG Mortgage Trust
233062AG3
12500000.00000000
PA
USD
12464837.50000000
0.352536373647
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
0.96000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KBB8
10000000.00000000
PA
USD
10060670.50000000
0.284540596259
Long
DBT
CORP
NL
N
2
2024-03-11
Floating
0.44000000
N
N
N
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BorgWarner Inc
099724AM8
25318000.00000000
PA
USD
29189286.51000000
0.825545075544
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-3
89169DAA9
5851007.20000000
PA
USD
5970294.02000000
0.168854652410
Long
ABS-O
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AE1
9968000.00000000
PA
USD
10989981.56000000
0.310823807018
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.20000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CBE2
8797000.00000000
PA
USD
8902670.80000000
0.251789506249
Long
DBT
CORP
FI
N
2
2023-06-09
Fixed
1.00000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2G9
1737000.00000000
PA
USD
1759063.50000000
0.049750657985
Long
DBT
CORP
SA
N
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2018-3 Receivables Funding LLC
82653GAD4
2311129.02000000
PA
USD
2332741.08000000
0.065975676056
Long
ABS-O
CORP
US
N
2
2035-09-20
Fixed
5.20000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAF2
10888000.00000000
PA
USD
11156851.18000000
0.315543291785
Long
DBT
CORP
LU
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBG3
4984000.00000000
PA
USD
5408728.80000000
0.152972201779
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.45000000
N
N
N
N
N
N
Apidos CLO
549300IG6PHVJ3WBR394
Apidos CLO XXXI
03767VAL2
9500000.00000000
PA
USD
9500000.00000000
0.268683450518
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
0.00000000
N
N
N
N
N
N
NORTHWEST AIR 2002-1 G2
N/A
Northwest Airlines 2002-1 Class G-2 Pass Through Trust
667294BB7
143219.73000000
PA
USD
142961.76000000
0.004043311470
Long
DBT
CORP
US
N
2
2021-11-20
Fixed
6.26000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CS4
12232000.00000000
PA
USD
12251752.97000000
0.346509817144
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
2.35000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAP0
13335000.00000000
PA
USD
15127890.75000000
0.427854093239
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
5.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHB8
9968000.00000000
PA
USD
10035284.00000000
0.283822603373
Long
DBT
CORP
US
N
2
2026-02-05
Floating
0.97000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CN8
4941000.00000000
PA
USD
4933935.80000000
0.139543883724
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.61000000
N
N
N
N
N
N
CANADIAN PACIFIC RR CO
54930036474DURYNB481
Canadian Pacific Railway Co
136440AL8
7000000.00000000
PA
USD
7152388.88000000
0.202287213023
Long
DBT
CORP
CA
N
2
2021-08-01
Fixed
9.45000000
N
N
N
N
N
N
Trafigura Securitisation Finance PLC
N/A
Trafigura Securitisation Finance PLC 2018-1
892725AK8
11000000.00000000
PA
USD
11118635.00000000
0.314462443879
Long
ABS-O
CORP
IE
N
2
2022-03-15
Fixed
3.73000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2020-A
43285HAA6
4460406.01000000
PA
USD
4639757.60000000
0.131223798056
Long
ABS-O
CORP
US
N
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAY2
10000000.00000000
PA
USD
10826948.00000000
0.306212815496
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
4.02000000
N
N
N
N
N
N
New Residential AP Advance Receivables Trust
N/A
New Residential Advance Receivables Trust Advance Receivables Backed Notes
64831JAA7
20000000.00000000
PA
USD
20002160.00000000
0.565710459643
Long
ABS-O
CORP
US
N
2
2052-12-16
Fixed
1.03000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900N8RLNFSYP97206
Wellfleet CLO 2016-1 Ltd
94949RAU1
15000000.00000000
PA
USD
14928285.00000000
0.422208749907
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
1.69000000
N
N
N
N
N
N
BX Trust
N/A
BXP Trust 2017-CQHP
12433QAL8
11825000.00000000
PA
USD
10864617.25000000
0.307278194872
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
2.12000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AZ4
12464000.00000000
PA
USD
14058526.38000000
0.397609829155
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
6.00000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-MFM1
05608VAE6
6500000.00000000
PA
USD
6496078.55000000
0.183725136805
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
1.06000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BD4
7967000.00000000
PA
USD
8179205.75000000
0.231328128779
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAY4
11000000.00000000
PA
USD
11012890.35000000
0.311471724149
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
2.84000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
5085000.00000000
PA
USD
5413180.46000000
0.153098105712
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.88000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550UAB7
16749000.00000000
PA
USD
16686023.76000000
0.471921940975
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
0.40000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
8629000.00000000
PA
USD
9264063.42000000
0.262010581632
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
11076000.00000000
PA
USD
11696343.94000000
0.330801478762
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DG9
9968000.00000000
PA
USD
9949629.67000000
0.281400087485
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.60000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
6523331.36000000
PA
USD
6642665.27000000
0.187870971092
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
FIRST NIAGARA FIN GRP
W4U8KD36H4XNDYC19F59
First Niagara Financial Group Inc
33582VAC2
6340000.00000000
PA
USD
6604155.59000000
0.186781822282
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
7.25000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BF0
7966000.00000000
PA
USD
8577522.10000000
0.242593498391
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.45000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAW1
2175000.00000000
PA
USD
2316375.00000000
0.065512802915
Long
DBT
NUSS
QA
N
2
2023-04-23
Fixed
3.88000000
N
N
N
N
N
N
BHMS Mortgage Trust
N/A
BHMS 2018-ATLS
05549GAJ0
14900000.00000000
PA
USD
14853535.84000000
0.420094659145
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
2.01000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCF1
14954000.00000000
PA
USD
15007819.45000000
0.424458180482
Long
DBT
CORP
US
N
2
2027-04-22
Floating
0.90000000
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
10018000.00000000
PA
USD
11534345.02000000
0.326219749414
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAB6
4983000.00000000
PA
USD
5031293.19000000
0.142297391037
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
8785000.00000000
PA
USD
9610538.75000000
0.271809759230
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.42000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2018-2 Receivables Funding LLC
82653DAB5
2002402.16000000
PA
USD
2067756.16000000
0.058481248410
Long
ABS-O
CORP
US
N
2
2035-06-20
Fixed
3.65000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BN8
14941000.00000000
PA
USD
16641673.82000000
0.470667615195
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG RECEIVABLES NOTE TRUST 2017-A
05607BAA9
3861359.44000000
PA
USD
3946781.59000000
0.111624725899
Long
ABS-O
CORP
US
N
2
2032-10-04
Fixed
2.95000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-1
23344EAC0
3000000.00000000
PA
USD
3042490.80000000
0.086049150138
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
2.16000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAK3
9000000.00000000
PA
USD
9141125.94000000
0.258533606229
Long
DBT
CORP
SE
N
2
2023-06-02
Fixed
1.30000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAA5
6821000.00000000
PA
USD
7203040.25000000
0.203719758799
Long
DBT
CORP
GB
N
2
2024-03-08
Fixed
3.77000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBJ5
11000000.00000000
PA
USD
11735405.66000000
0.331906240627
Long
DBT
CORP
IT
N
2
2024-09-23
Fixed
3.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-5
64830MAG8
9421874.62000000
PA
USD
9839466.24000000
0.278284393749
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BB6
8974000.00000000
PA
USD
8981255.75000000
0.254012082620
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.60000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
8195000.00000000
PA
USD
8672824.96000000
0.245288898525
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-3
64830EAC5
8167377.63000000
PA
USD
8737039.15000000
0.247105034329
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.75000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABU0
14954000.00000000
PA
USD
14945579.25000000
0.422697873987
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.80000000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Trust
N/A
Tharaldson Hotel Portfolio Trust 2018-THPT
88327HAJ2
12151203.93000000
PA
USD
12043900.29000000
0.340631230275
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
1.61000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AF4
6261000.00000000
PA
USD
6640103.55000000
0.187798519327
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAC2
20961000.00000000
PA
USD
21203067.48000000
0.599675087589
Long
DBT
CORP
US
N
2
2022-10-31
Fixed
2.88000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BW2
11877000.00000000
PA
USD
11896219.60000000
0.336454455815
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
731572AA1
6094000.00000000
PA
USD
6194478.24000000
0.175195135545
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
1.70000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2017-DELC Mortgage Trust
05552EAL4
15254000.00000000
PA
USD
15235434.36000000
0.430895691998
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.81000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AE0
8678000.00000000
PA
USD
9712833.02000000
0.274702893696
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.65000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-MFM1
05608VAG1
4000000.00000000
PA
USD
3997600.80000000
0.113062018604
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
1.31000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-2
89175VAA1
3254447.39000000
PA
USD
3398057.37000000
0.096105450445
Long
ABS-O
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL2Trust
12656TAB4
15024246.47000000
PA
USD
14859056.38000000
0.420250793644
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
1.11000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAB6
4500000.00000000
PA
USD
4515817.50000000
0.127718466085
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
2.05000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DR2
7000000.00000000
PA
USD
7169574.30000000
0.202773259123
Long
DBT
CORP
US
N
2
2022-02-22
Fixed
3.40000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAA5
4463000.00000000
PA
USD
5056710.21000000
0.143016247104
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-RPL1
64829VAA4
3912097.83000000
PA
USD
4096289.96000000
0.115853191660
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-5
64828NAA3
3799588.89000000
PA
USD
3861856.55000000
0.109222836132
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
1.61000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
CGMS Commercial Mortgage Trust 2017-MDDR
125333AY0
10000000.00000000
PA
USD
9798980.00000000
0.277139342942
Long
ABS-MBS
CORP
US
N
2
2030-07-15
Floating
1.87000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31336CQR7
307709.56000000
PA
USD
309048.60000000
0.008740657286
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Floating
2.39000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
111013AK4
6970000.00000000
PA
USD
7264722.69000000
0.205464290463
Long
DBT
CORP
GB
N
2
2022-11-26
Fixed
3.13000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2018-A
68504WAC1
2732707.12000000
PA
USD
2791046.04000000
0.078937671640
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.74000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAA9
7350494.46000000
PA
USD
7627065.63000000
0.215712243241
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
13481000.00000000
PA
USD
14304455.61000000
0.404565314850
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAW1
10000000.00000000
PA
USD
10093994.00000000
0.285483067097
Long
DBT
CORP
DK
N
2
2024-06-22
Fixed
1.23000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2019-SOHO
36257XAL5
7500000.00000000
PA
USD
7476561.00000000
0.211455600788
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
1.72000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAA8
1983914.30000000
PA
USD
1997584.06000000
0.056496608204
Long
ABS-O
CORP
US
N
2
2056-04-25
Variable
2.25000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1
62942QDB6
20000000.00000000
PA
USD
20064150.00000000
0.567463689864
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
1.32000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-4
89171UAU3
35421.16000000
PA
USD
35403.03000000
0.001001285079
Long
ABS-O
CORP
US
N
2
2055-04-25
Variable
2.75000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBB9
2591000.00000000
PA
USD
2759710.32000000
0.078051420127
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
3.60000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DQ7
10551000.00000000
PA
USD
11117215.72000000
0.314422303137
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAA1
7313664.87000000
PA
USD
7454418.54000000
0.210829357361
Long
ABS-O
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
6297000.00000000
PA
USD
6565584.18000000
0.185690927594
Long
DBT
CORP
US
Y
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AD3
3984000.00000000
PA
USD
4093560.00000000
0.115775981652
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
2021-05-19
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer